Strategy Tester Report |
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ForexTimeFXTM-Live02 (Build 2815) |
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Settings |
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| Expert: | sure_buy_2021 | |||||||||||
| Symbol: | GBPCHF | |||||||||||
| Period: | M30 (2021.01.12 - 2021.03.12) | |||||||||||
| Inputs: | MaximumRisk=0.02 | |||||||||||
| DecreaseFactor=7 | ||||||||||||
| MovingPeriod=50 | ||||||||||||
| MovingShift=0 | ||||||||||||
| fliter_no=100 | ||||||||||||
| profit_take=205 | ||||||||||||
| averge_volume_sale=50 | ||||||||||||
| current_time_volume=50 | ||||||||||||
| profit_closing=150 | ||||||||||||
| Broker: | FXTM | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 400.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
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| History Quality: | 100% | |||||||||||
| Bars: | 2064 | Ticks: | 2782570 | Symbols: | 1 | |||||||
| Total Net Profit: | 294.67 | Balance Drawdown Absolute: | 54.23 | Equity Drawdown Absolute: | 57.92 | |||||||
| Gross Profit: | 393.90 | Balance Drawdown Maximal: | 54.23 (13.56%) | Equity Drawdown Maximal: | 98.37 (12.67%) | |||||||
| Gross Loss: | -99.23 | Balance Drawdown Relative: | 13.56% (54.23) | Equity Drawdown Relative: | 18.16% (75.89) | |||||||
| Profit Factor: | 3.97 | Expected Payoff: | 22.67 | Margin Level: | 631.39% | |||||||
| Recovery Factor: | 3.00 | Sharpe Ratio: | 0.43 | Z-Score: | 1.44 (85.01%) | |||||||
| AHPR: | 1.0493 (4.93%) | LR Correlation: | 0.90 | OnTester result: | 0 | |||||||
| GHPR: | 1.0434 (4.34%) | LR Standard Error: | 66.70 | |||||||||
| Total Trades: | 13 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 13 (38.46%) | |||||||
| Total Deals: | 26 | Profit Trades (% of total): | 5 (38.46%) | Loss Trades (% of total): | 8 (61.54%) | |||||||
| Largest profit trade: | 128.53 | Largest loss trade: | -26.20 | |||||||||
| Average profit trade: | 78.78 | Average loss trade: | -12.40 | |||||||||
| Maximum consecutive wins ($): | 2 (198.85) | Maximum consecutive losses ($): | 2 (-36.08) | |||||||||
| Maximal consecutive profit (count): | 198.85 (2) | Maximal consecutive loss (count): | -36.08 (2) | |||||||||
| Average consecutive wins: | 1 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.91 | Correlation (Profits,MAE): | 0.88 | Correlation (MFE,MAE): | 0.6962 | |||||||
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| Minimal position holding time: | 2:14:25 | Maximal position holding time: | 225:55:37 | Average position holding time: | 58:31:27 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2021.01.13 02:30:00 | 2 | GBPCHF | buy | 0.04 / 0.04 | 1.21218 | 1.20818 | 1.23196 | 2021.01.13 02:30:00 | filled | |||
| 2021.01.15 15:59:29 | 3 | GBPCHF | sell | 0.04 / 0.04 | 1.20818 | 2021.01.15 15:59:29 | filled | sl 1.20818 | ||||
| 2021.01.15 16:30:00 | 4 | GBPCHF | buy | 0.04 / 0.04 | 1.20972 | 1.20572 | 1.22959 | 2021.01.15 16:30:00 | filled | |||
| 2021.01.18 11:49:32 | 5 | GBPCHF | sell | 0.04 / 0.04 | 1.20572 | 2021.01.18 11:49:32 | filled | sl 1.20572 | ||||
| 2021.01.18 12:30:00 | 6 | GBPCHF | buy | 0.04 / 0.04 | 1.20809 | 1.20409 | 1.22801 | 2021.01.18 12:30:00 | filled | |||
| 2021.01.19 10:17:59 | 7 | GBPCHF | sell | 0.04 / 0.04 | 1.20809 | 2021.01.19 10:17:59 | filled | sl 1.20809 | ||||
| 2021.01.19 11:00:00 | 8 | GBPCHF | buy | 0.04 / 0.04 | 1.21039 | 1.20639 | 1.23031 | 2021.01.19 11:00:00 | filled | |||
| 2021.01.22 09:07:36 | 9 | GBPCHF | sell | 0.04 / 0.04 | 1.21039 | 2021.01.22 09:07:36 | filled | sl 1.21039 | ||||
| 2021.01.22 11:00:00 | 10 | GBPCHF | buy | 0.04 / 0.04 | 1.21137 | 1.20737 | 1.23120 | 2021.01.22 11:00:00 | filled | |||
| 2021.01.22 15:37:00 | 11 | GBPCHF | sell | 0.04 / 0.04 | 1.20737 | 2021.01.22 15:37:00 | filled | sl 1.20737 | ||||
| 2021.01.22 16:00:00 | 12 | GBPCHF | buy | 0.03 / 0.03 | 1.20921 | 1.20521 | 1.22908 | 2021.01.22 16:00:00 | filled | |||
| 2021.02.01 13:11:34 | 13 | GBPCHF | sell | 0.03 / 0.03 | 1.22908 | 2021.02.01 13:11:34 | filled | tp 1.22908 | ||||
| 2021.02.02 14:00:00 | 14 | GBPCHF | buy | 0.04 / 0.04 | 1.22849 | 1.22449 | 1.24838 | 2021.02.02 14:00:00 | filled | |||
| 2021.02.02 16:14:25 | 15 | GBPCHF | sell | 0.04 / 0.04 | 1.22449 | 2021.02.02 16:14:25 | filled | sl 1.22449 | ||||
| 2021.02.04 08:00:00 | 16 | GBPCHF | buy | 0.04 / 0.04 | 1.22476 | 1.22076 | 1.24463 | 2021.02.04 08:00:00 | filled | |||
| 2021.02.17 17:55:37 | 17 | GBPCHF | sell | 0.04 / 0.04 | 1.24463 | 2021.02.17 17:55:37 | filled | tp 1.24463 | ||||
| 2021.02.18 11:00:00 | 18 | GBPCHF | buy | 0.05 / 0.05 | 1.24779 | 1.24379 | 1.26767 | 2021.02.18 11:00:00 | filled | |||
| 2021.02.23 11:41:38 | 19 | GBPCHF | sell | 0.05 / 0.05 | 1.26767 | 2021.02.23 11:41:38 | filled | tp 1.26767 | ||||
| 2021.03.02 01:30:00 | 20 | GBPCHF | buy | 0.06 / 0.06 | 1.27443 | 1.27043 | 1.29410 | 2021.03.02 01:30:00 | filled | |||
| 2021.03.02 06:47:40 | 21 | GBPCHF | sell | 0.06 / 0.06 | 1.27043 | 2021.03.02 06:47:40 | filled | sl 1.27043 | ||||
| 2021.03.02 07:30:00 | 22 | GBPCHF | buy | 0.06 / 0.06 | 1.27095 | 1.26695 | 1.29075 | 2021.03.02 07:30:00 | filled | |||
| 2021.03.04 15:50:03 | 23 | GBPCHF | sell | 0.06 / 0.06 | 1.29075 | 2021.03.04 15:50:03 | filled | tp 1.29075 | ||||
| 2021.03.08 00:30:00 | 24 | GBPCHF | buy | 0.07 / 0.07 | 1.28779 | 1.28379 | 1.30696 | 2021.03.08 00:30:00 | filled | |||
| 2021.03.10 00:01:59 | 25 | GBPCHF | sell | 0.07 / 0.07 | 1.28779 | 2021.03.10 00:01:59 | filled | sl 1.28779 | ||||
| 2021.03.10 03:00:00 | 26 | GBPCHF | buy | 0.07 / 0.07 | 1.29022 | 1.28622 | 1.31002 | 2021.03.10 03:00:00 | filled | |||
| 2021.03.11 11:14:27 | 27 | GBPCHF | sell | 0.07 / 0.07 | 1.29022 | 2021.03.11 11:14:27 | filled | sl 1.29022 | ||||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2021.01.12 00:00:00 | 1 | balance | 0.00 | 0.00 | 400.00 | 400.00 | ||||||
| 2021.01.13 02:30:00 | 2 | GBPCHF | buy | in | 0.04 | 1.21218 | 2 | 0.00 | 0.00 | 0.00 | 400.00 | |
| 2021.01.15 15:59:29 | 3 | GBPCHF | sell | out | 0.04 | 1.20818 | 3 | 0.00 | 0.00 | -18.01 | 381.99 | sl 1.20818 |
| 2021.01.15 16:30:00 | 4 | GBPCHF | buy | in | 0.04 | 1.20972 | 4 | 0.00 | 0.00 | 0.00 | 381.99 | |
| 2021.01.18 11:49:32 | 5 | GBPCHF | sell | out | 0.04 | 1.20569 | 5 | 0.00 | 0.00 | -18.07 | 363.92 | sl 1.20572 |
| 2021.01.18 12:30:00 | 6 | GBPCHF | buy | in | 0.04 | 1.20809 | 6 | 0.00 | 0.00 | 0.00 | 363.92 | |
| 2021.01.19 10:17:59 | 7 | GBPCHF | sell | out | 0.04 | 1.20809 | 7 | 0.00 | 0.00 | 0.00 | 363.92 | sl 1.20809 |
| 2021.01.19 11:00:00 | 8 | GBPCHF | buy | in | 0.04 | 1.21039 | 8 | 0.00 | 0.00 | 0.00 | 363.92 | |
| 2021.01.22 09:07:36 | 9 | GBPCHF | sell | out | 0.04 | 1.21037 | 9 | 0.00 | 0.00 | -0.09 | 363.83 | sl 1.21039 |
| 2021.01.22 11:00:00 | 10 | GBPCHF | buy | in | 0.04 | 1.21137 | 10 | 0.00 | 0.00 | 0.00 | 363.83 | |
| 2021.01.22 15:37:00 | 11 | GBPCHF | sell | out | 0.04 | 1.20737 | 11 | 0.00 | 0.00 | -18.06 | 345.77 | sl 1.20737 |
| 2021.01.22 16:00:00 | 12 | GBPCHF | buy | in | 0.03 | 1.20921 | 12 | 0.00 | 0.00 | 0.00 | 345.77 | |
| 2021.02.01 13:11:34 | 13 | GBPCHF | sell | out | 0.03 | 1.22908 | 13 | 0.00 | 0.00 | 66.52 | 412.29 | tp 1.22908 |
| 2021.02.02 14:00:00 | 14 | GBPCHF | buy | in | 0.04 | 1.22849 | 14 | 0.00 | 0.00 | 0.00 | 412.29 | |
| 2021.02.02 16:14:25 | 15 | GBPCHF | sell | out | 0.04 | 1.22449 | 15 | 0.00 | 0.00 | -17.82 | 394.47 | sl 1.22449 |
| 2021.02.04 08:00:00 | 16 | GBPCHF | buy | in | 0.04 | 1.22476 | 16 | 0.00 | 0.00 | 0.00 | 394.47 | |
| 2021.02.17 17:55:37 | 17 | GBPCHF | sell | out | 0.04 | 1.24464 | 17 | 0.00 | 0.00 | 88.46 | 482.93 | tp 1.24463 |
| 2021.02.18 11:00:00 | 18 | GBPCHF | buy | in | 0.05 | 1.24779 | 18 | 0.00 | 0.00 | 0.00 | 482.93 | |
| 2021.02.23 11:41:38 | 19 | GBPCHF | sell | out | 0.05 | 1.26768 | 19 | 0.00 | 0.00 | 110.39 | 593.32 | tp 1.26767 |
| 2021.03.02 01:30:00 | 20 | GBPCHF | buy | in | 0.06 | 1.27443 | 20 | 0.00 | 0.00 | 0.00 | 593.32 | |
| 2021.03.02 06:47:40 | 21 | GBPCHF | sell | out | 0.06 | 1.27043 | 21 | 0.00 | 0.00 | -26.20 | 567.12 | sl 1.27043 |
| 2021.03.02 07:30:00 | 22 | GBPCHF | buy | in | 0.06 | 1.27095 | 22 | 0.00 | 0.00 | 0.00 | 567.12 | |
| 2021.03.04 15:50:03 | 23 | GBPCHF | sell | out | 0.06 | 1.29075 | 23 | 0.00 | 0.00 | 128.53 | 695.65 | tp 1.29075 |
| 2021.03.08 00:30:00 | 24 | GBPCHF | buy | in | 0.07 | 1.28779 | 24 | 0.00 | 0.00 | 0.00 | 695.65 | |
| 2021.03.10 00:01:59 | 25 | GBPCHF | sell | out | 0.07 | 1.28769 | 25 | 0.00 | 0.00 | -0.75 | 694.90 | sl 1.28779 |
| 2021.03.10 03:00:00 | 26 | GBPCHF | buy | in | 0.07 | 1.29022 | 26 | 0.00 | 0.00 | 0.00 | 694.90 | |
| 2021.03.11 11:14:27 | 27 | GBPCHF | sell | out | 0.07 | 1.29019 | 27 | 0.00 | 0.00 | -0.23 | 694.67 | sl 1.29022 |
| 0.00 | 0.00 | 294.67 | 694.67 | |||||||||