Strategy Tester Report
RoboForex-Pro (Build 4260)
Settings
Expert: Scalp_Zero_level_v.3.69+ (realise 17.052024)
Symbol: EURAUD
Period: M1 (2023.01.02 - 2024.05.24)
Inputs: _1=Times settings
useTimeWindow1=true
StartTradeHour1=18
StartTradeMinute1=55
StopTradeHour1=14
StopTradeMinute1=30
useTimeWindow2=false
StartTradeHour2=15
StartTradeMinute2=55
StopTradeHour2=16
StopTradeMinute2=55
useTimeWindow3=false
StartTradeHour3=17
StartTradeMinute3=5
StopTradeHour3=20
StopTradeMinute3=55
_2=Trades settings
magicW=888888
lifeTimePosition=4440
typeOrders=0
Virtual_Tp_Sl=false
tpW=750
slW=950
zeroLevel=2
indentLevel=300
maxLevelTrade=2
useEndDayProfit=false
endDayProfit=0.5
FixedVolume=0
PercentVolume=1
_3=Trail Settings
useTrailSAR=true
trailTF=30
startTrailSAR=500
sarStep=0.23
sarMaximum=0.46
useTrail=false
tStopP=750
trailingStepP=25
_4= Profit Options
useTarget=true
useDateFixingTargetValue=false
dateFixingTargetValue=1672617600
targetProfitDate=1
targetProfitPair=3.5
_5=Others Settings
useRSI=true
rsiTF=16387
rsiPeriod=28
rsiAppliedPrice=1
rsiUP=71
rsiDN=40
_6= Visual Options
showInfoPanel=true
clrBG=2565927
sizeFont=10
clrTxt=11119017
valuePlus=65280
valueMinus=255
_7=Others Settings
SoundInstOrder=OpenPending_en.wav
SoundPosOpen=OpenPosition_en.wav
SoundPosCloseByTP=FixProfitTp_en.wav
SoundPosCloseBySL=FixLoss_en.wav
SoundPosCloseBySLprofit=FixLoss_en.wav
SoundCloseByTarget=FixTargetProfit_en.wav
SoundCloseEndDayProfit=FixDayProfit_en.wav
Company: RoboForex Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:500
Results
History Quality: 100% real ticks
Bars: 514708 Ticks: 53766113 Symbols: 1
Total Net Profit: 4 873.09 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 260.13
Gross Profit: 5 428.70 Balance Drawdown Maximal: 314.51 (2.93%) Equity Drawdown Maximal: 381.02 (3.51%)
Gross Loss: -555.61 Balance Drawdown Relative: 2.93% (314.51) Equity Drawdown Relative: 3.53% (380.20)
Profit Factor: 9.77 Expected Payoff: 180.48 Margin Level: 9633.68%
Recovery Factor: 12.79 Sharpe Ratio: 12.79 Z-Score: 1.28 (79.95%)
AHPR: 1.0149 (1.49%) LR Correlation: 0.95 OnTester result: 0
GHPR: 1.0148 (1.48%) LR Standard Error: 490.15
Total Trades: 27 Short Trades (won %): 1 (100.00%) Long Trades (won %): 26 (92.31%)
Total Deals: 54 Profit Trades (% of total): 25 (92.59%) Loss Trades (% of total): 2 (7.41%)
Largest profit trade: 588.10 Largest loss trade: -314.51
Average profit trade: 217.15 Average loss trade: -277.81
Maximum consecutive wins ($): 17 (4 343.56) Maximum consecutive losses ($): 1 (-314.51)
Maximal consecutive profit (count): 4 343.56 (17) Maximal consecutive loss (count): -314.51 (1)
Average consecutive wins: 8 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.92 Correlation (Profits,MAE): 0.51 Correlation (MFE,MAE): 0.3686
Graph
Minimal position holding time: 1:52:46 Maximal position holding time: 39:17:25 Average position holding time: 15:59:20
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2023.01.04 09:00:092EURAUDbuy limit0.47 / 0.471.550001.540501.557502023.01.04 09:37:14filled1.55300
2023.01.05 03:45:183EURAUDsell0.47 / 0.470.000002023.01.05 03:45:18filledsl 1.55290
2023.01.09 03:00:004EURAUDbuy limit0.47 / 0.471.542001.532501.549502023.01.09 04:50:39filled1.54500
2023.01.10 00:05:075EURAUDsell0.47 / 0.470.000002023.01.10 00:05:07filledsl 1.55182
2023.01.18 09:00:006EURAUDbuy limit0.48 / 01.536001.526501.543502023.01.18 14:30:00canceled1.53900
2023.01.25 03:02:547EURAUDbuy limit0.48 / 0.481.534001.524501.541502023.01.25 05:52:22filled1.53700
2023.01.25 18:14:368EURAUDsell0.48 / 0.480.000002023.01.25 18:14:36filledsl 1.53887
2023.01.26 06:01:339EURAUDbuy limit0.48 / 0.481.531001.521501.538502023.01.26 13:17:39filled1.53400
2023.01.30 04:35:0410EURAUDsell0.48 / 0.480.000002023.01.30 04:35:04filled
2023.01.30 04:35:5211EURAUDbuy limit0.49 / 01.529001.519501.536502023.01.30 14:30:00canceled1.53200
2023.03.07 18:55:0012EURAUDsell limit0.5 / 01.605001.614501.597502023.03.08 14:30:00canceled1.60200
2023.04.26 12:02:1513EURAUDsell limit0.48 / 01.675001.684501.667502023.04.26 14:30:00canceled1.67200
2023.04.26 18:55:0414EURAUDsell limit0.48 / 0.481.674001.683501.666502023.04.26 21:58:55filled1.67100
2023.04.27 09:44:0115EURAUDbuy0.48 / 0.480.000002023.04.27 09:44:01filledsl 1.66878
2023.05.02 09:04:0416EURAUDbuy limit0.49 / 01.635001.625501.642502023.05.02 14:30:00canceled1.63800
2023.05.05 19:00:0617EURAUDbuy limit0.49 / 0.491.631001.621501.638502023.05.08 06:04:08filled1.63400
2023.05.08 17:50:5818EURAUDsell0.49 / 0.490.000002023.05.08 17:50:58filledsl 1.62150
2023.05.08 18:56:3019EURAUDbuy limit0.47 / 0.471.620001.610501.627502023.05.09 07:36:50filled1.62300
2023.05.09 12:43:0020EURAUDsell0.47 / 0.470.000002023.05.09 12:43:00filledsl 1.62366
2023.05.09 12:53:0321EURAUDbuy limit0.48 / 01.621001.611501.628502023.05.09 14:30:00canceled1.62400
2023.05.09 19:06:1722EURAUDbuy limit0.48 / 01.619001.609501.626502023.05.10 14:30:00canceled1.62200
2023.05.10 18:55:0923EURAUDbuy limit0.48 / 0.481.619001.609501.626502023.05.11 03:05:35filled1.62200
2023.05.11 16:07:1824EURAUDsell0.48 / 0.480.000002023.05.11 16:07:18filledtp 1.62650
2023.06.02 12:05:0125EURAUDbuy limit0.5 / 0.51.623001.613501.630502023.06.02 12:34:03filled1.62600
2023.06.05 14:34:0426EURAUDsell0.5 / 0.50.000002023.06.05 14:34:04filled
2023.06.05 18:55:3827EURAUDbuy limit0.5 / 0.51.615001.605501.622502023.06.06 07:30:03filled1.61800
2023.06.06 09:22:4928EURAUDsell0.5 / 0.50.000002023.06.06 09:22:49filledsl 1.60550
2023.06.06 09:23:3529EURAUDbuy limit0.49 / 01.603001.593501.610502023.06.06 14:30:01canceled1.60600
2023.06.06 19:03:4130EURAUDbuy limit0.49 / 0.491.599001.589501.606502023.06.07 09:08:20filled1.60200
2023.06.07 18:01:3431EURAUDsell0.49 / 0.490.000002023.06.07 18:01:34filledtp 1.60650
2023.06.07 18:55:0932EURAUDbuy limit0.5 / 0.51.603001.593501.610502023.06.08 10:31:43filled1.60600
2023.06.09 08:40:2933EURAUDsell0.5 / 0.50.000002023.06.09 08:40:29filledsl 1.60894
2023.06.09 12:12:2034EURAUDbuy limit0.51 / 01.600001.590501.607502023.06.09 14:30:00canceled1.60300
2023.06.09 19:01:1535EURAUDbuy limit0.51 / 0.511.592001.582501.599502023.06.12 09:27:03filled1.59500
2023.06.13 06:23:1436EURAUDsell0.51 / 0.510.000002023.06.13 06:23:14filledsl 1.59450
2023.06.13 06:32:1137EURAUDbuy limit0.51 / 01.591001.581501.598502023.06.13 14:30:00canceled1.59400
2023.06.13 19:07:3738EURAUDbuy limit0.51 / 01.589001.579501.596502023.06.14 14:30:00canceled1.59200
2023.06.14 18:55:5839EURAUDbuy limit0.51 / 0.511.586001.576501.593502023.06.15 08:51:49filled1.58900
2023.06.15 14:48:5340EURAUDsell0.51 / 0.510.000002023.06.15 14:48:53filledsl 1.59155
2023.06.16 09:08:3541EURAUDbuy limit0.51 / 01.585001.575501.592502023.06.16 14:30:00canceled1.58800
2023.07.13 18:58:2242EURAUDbuy limit0.5 / 01.626001.616501.633502023.07.14 14:30:00canceled1.62900
2023.07.25 19:00:4043EURAUDbuy limit0.51 / 01.625001.615501.632502023.07.26 14:30:06canceled1.62800
2023.08.23 21:00:1044EURAUDbuy limit0.52 / 01.675001.665501.682502023.08.24 14:30:00canceled1.67800
2023.09.01 03:14:1245EURAUDbuy limit0.52 / 01.669001.659501.676502023.09.01 14:30:00canceled1.67200
2023.09.04 06:04:4146EURAUDbuy limit0.52 / 01.664001.654501.671502023.09.04 14:30:00canceled1.66700
2023.09.14 19:03:3347EURAUDbuy limit0.53 / 0.531.651001.641501.658502023.09.15 03:35:12filled1.65400
2023.09.15 21:36:0348EURAUDsell0.53 / 0.530.000002023.09.15 21:36:03filledsl 1.65727
2023.09.19 19:06:1949EURAUDbuy limit0.54 / 0.541.652001.642501.659502023.09.20 13:38:59filled1.65500
2023.09.21 08:31:1650EURAUDsell0.54 / 0.540.000002023.09.21 08:31:16filledsl 1.65930
2023.09.29 06:01:4851EURAUDbuy limit0.55 / 0.551.635001.625501.642502023.09.29 09:45:00filled1.63800
2023.09.29 21:55:4652EURAUDsell0.55 / 0.550.000002023.09.29 21:55:46filledsl 1.64328
2023.10.25 06:07:5353EURAUDbuy limit0.57 / 01.657001.647501.664502023.10.25 14:30:00canceled1.66000
2023.11.01 21:02:5254EURAUDbuy limit0.57 / 0.571.649001.639501.656502023.11.02 01:26:38filled1.65200
2023.11.02 17:39:5555EURAUDsell0.57 / 0.570.000002023.11.02 17:39:55filledsl 1.65456
2023.11.03 00:07:2256EURAUDbuy limit0.57 / 01.648001.638501.655502023.11.03 14:30:00canceled1.65100
2023.11.03 21:19:0157EURAUDbuy limit0.57 / 01.644001.634501.651502023.11.06 14:30:00canceled1.64700
2023.11.28 06:00:3458EURAUDbuy limit0.56 / 01.652001.642501.659502023.11.28 14:30:00canceled1.65500
2023.11.28 19:10:4959EURAUDbuy limit0.55 / 01.649001.639501.656502023.11.29 14:30:00canceled1.65200
2023.11.30 09:00:3160EURAUDbuy limit0.56 / 01.648001.638501.655502023.11.30 14:30:00canceled1.65100
2023.11.30 18:55:1561EURAUDbuy limit0.56 / 0.561.646001.636501.653502023.12.01 03:54:30filled1.64900
2023.12.01 09:58:3462EURAUDsell0.56 / 0.560.000002023.12.01 09:58:34filledsl 1.64998
2023.12.01 12:07:1363EURAUDbuy limit0.57 / 01.641001.631501.648502023.12.01 14:30:00canceled1.64400
2023.12.01 19:03:3164EURAUDbuy limit0.57 / 0.571.630001.620501.637502023.12.01 21:58:13filled1.63300
2023.12.04 10:16:5165EURAUDsell0.57 / 0.570.000002023.12.04 10:16:51filledtp 1.63750
2023.12.04 10:26:3366EURAUDbuy limit0.58 / 0.581.634001.624501.641502023.12.04 12:20:00filled1.63700
2023.12.05 05:30:0067EURAUDsell0.58 / 0.580.000002023.12.05 05:30:00filledsl 1.64023
2023.12.08 09:00:3368EURAUDbuy limit0.6 / 01.628001.618501.635502023.12.08 14:30:00canceled1.63100
2023.12.14 03:02:0069EURAUDbuy limit0.59 / 0.591.623001.613501.630502023.12.14 04:16:04filled1.62600
2023.12.14 19:00:5970EURAUDsell0.59 / 0.590.000002023.12.14 19:00:59filledsl 1.63786
2024.01.29 12:01:2671EURAUDbuy limit0.62 / 01.637001.627501.644502024.01.29 14:30:01canceled1.64000
2024.01.29 18:56:2172EURAUDbuy limit0.62 / 0.621.636001.626501.643502024.01.30 07:42:23filled1.63900
2024.01.30 16:00:0373EURAUDsell0.62 / 0.620.000002024.01.30 16:00:03filledsl 1.64452
2024.03.07 12:01:5174EURAUDbuy limit0.63 / 01.649001.639501.656502024.03.07 14:30:00canceled1.65200
2024.03.08 09:05:4875EURAUDbuy limit0.63 / 0.631.648001.638501.655502024.03.08 09:40:51filled1.65100
2024.03.11 07:10:0876EURAUDsell0.63 / 0.630.000002024.03.11 07:10:08filledsl 1.65437
2024.03.21 09:02:3877EURAUDbuy limit0.64 / 01.647001.637501.654502024.03.21 14:30:00canceled1.65000
2024.04.04 09:18:5878EURAUDbuy limit0.65 / 0.651.643001.633501.650502024.04.04 13:29:44filled1.64600
2024.04.05 06:54:5579EURAUDsell0.65 / 0.650.000002024.04.05 06:54:55filledsl 1.64812
2024.04.09 19:53:4680EURAUDbuy limit0.66 / 01.637001.627501.644502024.04.10 14:30:01canceled1.64000
2024.04.24 09:00:0081EURAUDbuy limit0.67 / 01.639001.629501.646502024.04.24 14:30:00canceled1.64200
2024.04.26 18:55:4982EURAUDbuy limit0.67 / 0.671.634001.624501.641502024.04.29 04:37:44filled1.63700
2024.04.30 10:44:4983EURAUDsell0.67 / 0.670.000002024.04.30 10:44:49filledsl 1.63996
2024.05.02 21:10:1484EURAUDbuy limit0.68 / 01.630001.620501.637502024.05.03 14:30:00canceled1.63300
2024.05.03 19:02:1485EURAUDbuy limit0.68 / 0.681.625001.615501.632502024.05.06 10:49:26filled1.62800
2024.05.07 09:07:4286EURAUDsell0.68 / 0.680.000002024.05.07 09:07:42filledtp 1.63250
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2023.01.02 00:00:001balance0.000.0010 000.0010 000.00
2023.01.04 09:37:142EURAUDbuyin0.471.5500020.000.000.0010 000.001.55300
2023.01.05 03:45:183EURAUDsellout0.471.5528930.00-12.0592.8810 080.83sl 1.55290
2023.01.09 04:50:394EURAUDbuyin0.471.5419440.000.000.0010 080.831.54500
2023.01.10 00:05:075EURAUDsellout0.471.5517950.00-2.44319.9010 398.29sl 1.55182
2023.01.25 05:52:226EURAUDbuyin0.481.5340070.000.000.0010 398.291.53700
2023.01.25 18:14:367EURAUDsellout0.481.5388780.000.00165.2210 563.51sl 1.53887
2023.01.26 13:17:398EURAUDbuyin0.481.5310090.000.000.0010 563.511.53400
2023.01.30 04:35:049EURAUDsellout0.481.53116100.00-5.125.4510 563.84
2023.04.26 21:58:5510EURAUDsellin0.481.67400140.000.000.0010 563.841.67100
2023.04.27 09:44:0111EURAUDbuyout0.481.66879150.00-7.45165.7110 722.10sl 1.66878
2023.05.08 06:04:0812EURAUDbuyin0.491.63095170.000.000.0010 722.101.63400
2023.05.08 17:50:5813EURAUDsellout0.491.62150180.000.00-314.5110 407.59sl 1.62150
2023.05.09 07:36:5014EURAUDbuyin0.471.61999190.000.000.0010 407.591.62300
2023.05.09 12:43:0015EURAUDsellout0.471.62366200.000.00116.6210 524.21sl 1.62366
2023.05.11 03:05:3516EURAUDbuyin0.481.61899230.000.000.0010 524.211.62200
2023.05.11 16:07:1817EURAUDsellout0.481.62650240.000.00241.9910 766.20tp 1.62650
2023.06.02 12:34:0318EURAUDbuyin0.51.62300250.000.000.0010 766.201.62600
2023.06.05 14:34:0419EURAUDsellout0.51.62321260.00-2.486.9110 770.63
2023.06.06 07:30:0320EURAUDbuyin0.51.61272270.000.000.0010 770.631.61800
2023.06.06 09:22:4921EURAUDsellout0.51.60550280.000.00-241.1010 529.53sl 1.60550
2023.06.07 09:08:2022EURAUDbuyin0.491.59900300.000.000.0010 529.531.60200
2023.06.07 18:01:3423EURAUDsellout0.491.60651310.000.00245.1710 774.70tp 1.60650
2023.06.08 10:31:4324EURAUDbuyin0.51.60299320.000.000.0010 774.701.60600
2023.06.09 08:40:2925EURAUDsellout0.51.60889330.00-2.52197.6210 969.80sl 1.60894
2023.06.12 09:27:0326EURAUDbuyin0.511.59197350.000.000.0010 969.801.59500
2023.06.13 06:23:1427EURAUDsellout0.511.59450360.00-2.5887.2011 054.42sl 1.59450
2023.06.15 08:51:4928EURAUDbuyin0.511.58600390.000.000.0011 054.421.58900
2023.06.15 14:48:5329EURAUDsellout0.511.59155400.000.00192.5011 246.92sl 1.59155
2023.09.15 03:35:1230EURAUDbuyin0.531.65093470.000.000.0011 246.921.65400
2023.09.15 21:36:0331EURAUDsellout0.531.65727480.000.00216.1711 463.09sl 1.65727
2023.09.20 13:38:5932EURAUDbuyin0.541.65193490.000.000.0011 463.091.65500
2023.09.21 08:31:1633EURAUDsellout0.541.65929500.00-13.06254.6811 704.71sl 1.65930
2023.09.29 09:45:0034EURAUDbuyin0.551.63500510.000.000.0011 704.711.63800
2023.09.29 21:55:4635EURAUDsellout0.551.64328520.000.00292.9711 997.68sl 1.64328
2023.11.02 01:26:3836EURAUDbuyin0.571.64899540.000.000.0011 997.681.65200
2023.11.02 17:39:5537EURAUDsellout0.571.65456550.000.00203.8112 201.49sl 1.65456
2023.12.01 03:54:3038EURAUDbuyin0.561.64600610.000.000.0012 201.491.64900
2023.12.01 09:58:3439EURAUDsellout0.561.64997620.000.00146.8012 348.29sl 1.64998
2023.12.01 21:58:1340EURAUDbuyin0.571.62998640.000.000.0012 348.291.63300
2023.12.04 10:16:5141EURAUDsellout0.571.63750650.00-2.85284.4012 629.84tp 1.63750
2023.12.04 12:20:0042EURAUDbuyin0.581.63400660.000.000.0012 629.841.63700
2023.12.05 05:30:0043EURAUDsellout0.581.64019670.00-2.88237.0812 864.04sl 1.64023
2023.12.14 04:16:0444EURAUDbuyin0.591.62299690.000.000.0012 864.041.62600
2023.12.14 19:00:5945EURAUDsellout0.591.63784700.000.00588.1013 452.14sl 1.63786
2024.01.30 07:42:2346EURAUDbuyin0.621.63595720.000.000.0013 452.141.63900
2024.01.30 16:00:0347EURAUDsellout0.621.64452730.000.00349.9713 802.11sl 1.64452
2024.03.08 09:40:5148EURAUDbuyin0.631.64800750.000.000.0013 802.111.65100
2024.03.11 07:10:0849EURAUDsellout0.631.65437760.00-3.13265.3314 064.31sl 1.65437
2024.04.04 13:29:4450EURAUDbuyin0.651.64299780.000.000.0014 064.311.64600
2024.04.05 06:54:5551EURAUDsellout0.651.64811790.00-3.21218.5814 279.68sl 1.64812
2024.04.29 04:37:4452EURAUDbuyin0.671.63390820.000.000.0014 279.681.63700
2024.04.30 10:44:4953EURAUDsellout0.671.63994830.00-3.30264.0914 540.47sl 1.63996
2024.05.06 10:49:2654EURAUDbuyin0.681.62500850.000.000.0014 540.471.62800
2024.05.07 09:07:4255EURAUDsellout0.681.63250860.00-3.38336.0014 873.09tp 1.63250
0.00 -66.45 4 939.54 14 873.09