Strategy Tester Report
RoboForex-ECN (Build 3566)
Settings
Expert: Trend Hunter Robot V2.6
Symbol: BTCUSD
Period: Daily (2021.01.01 - 2023.01.26)
Inputs: =
mmLots=0.1
=
ProfitTargetCoef=2.0
StopLossCoef=6.0
ProfStpATR=15
=
TrailingStopCoef=0.0
TrailingActCef=0.0
TrailingStopATR=1
TrailingActATR=113
=
MoveSL2BECoef=0.5
SL2BEAddPipsCoef=0.5
MoveSL2BEATR=57
SL2BEAddPipsATR=36
=
TradeMode=2
MagicNumber=10111
CustomComment=TrendHunterRobot
=
BPChangesPeriod=71
TEMAPeriod=31
BollingerBandsPeriod=26
QQEVle1CrsVle2RSIPrd=16
QQEValue1CrossVle2sF=21
DIPlusPeriod=1
=
WoodiesTrendPeriod=21
=
LimitTimeRange=false
SignalTimeRangeFrom=14:00
SignalTimeRangeTo=16:00
Company: RoboForex Ltd
Currency: USD
Initial Deposit: 5 000.00
Leverage: 1:200
Results
History Quality: 100%
Bars: 752 Ticks: 4307233 Symbols: 1
Total Net Profit: 4 317.16 Balance Drawdown Absolute: 5.64 Equity Drawdown Absolute: 850.89
Gross Profit: 4 904.99 Balance Drawdown Maximal: 504.94 (5.14%) Equity Drawdown Maximal: 1 021.06 (19.75%)
Gross Loss: -587.83 Balance Drawdown Relative: 5.14% (504.94) Equity Drawdown Relative: 19.75% (1 021.06)
Profit Factor: 8.34 Expected Payoff: 187.70 Margin Level: 3675.36%
Recovery Factor: 4.23 Sharpe Ratio: 1.83 Z-Score: -1.47 (85.84%)
AHPR: 1.0282 (2.82%) LR Correlation: 0.97 OnTester result: 0
GHPR: 1.0274 (2.74%) LR Standard Error: 320.72
Total Trades: 23 Short Trades (won %): 23 (95.65%) Long Trades (won %): 0 (0.00%)
Total Deals: 46 Profit Trades (% of total): 22 (95.65%) Loss Trades (% of total): 1 (4.35%)
Largest profit trade: 751.05 Largest loss trade: -503.29
Average profit trade: 222.95 Average loss trade: -587.83
Maximum consecutive wins ($): 22 (4 904.99) Maximum consecutive losses ($): 1 (-503.29)
Maximal consecutive profit (count): 4 904.99 (22) Maximal consecutive loss (count): -503.29 (1)
Average consecutive wins: 22 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.82 Correlation (Profits,MAE): -0.33 Correlation (MFE,MAE): -0.5653
Graph
Minimal position holding time: 5:23:28 Maximal position holding time: 928:24:37 Average position holding time: 202:08:49
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2021.03.28 00:00:012BTCUSDsell0.1 / 0.10.0078203.7349191.362021.03.28 00:00:01filledTrendHunterRobot
2021.04.23 05:22:403BTCUSDbuy0.1 / 0.10.002021.04.23 05:22:40filledtp 49191.36
2021.05.02 00:00:024BTCUSDsell0.1 / 0.10.0078442.7350820.602021.05.02 00:00:02filledTrendHunterRobot
2021.05.05 16:20:405BTCUSDbuy0.1 / 0.10.002021.05.05 16:20:40filledsl 56051.49
2021.06.11 00:00:006BTCUSDsell0.1 / 0.10.0059105.0628947.432021.06.11 00:00:00filledTrendHunterRobot
2021.06.22 16:52:407BTCUSDbuy0.1 / 0.10.002021.06.22 16:52:40filledtp 28947.43
2021.06.25 00:00:128BTCUSDsell0.1 / 0.10.0054496.5328310.502021.06.25 00:00:12filledTrendHunterRobot
2021.06.27 05:23:409BTCUSDbuy0.1 / 0.10.002021.06.27 05:23:40filledsl 33074.41
2021.06.29 00:00:0710BTCUSDsell0.1 / 0.10.0053942.8228244.932021.06.29 00:00:07filledTrendHunterRobot
2021.07.09 06:03:4011BTCUSDbuy0.1 / 0.10.002021.07.09 06:03:40filledsl 33102.73
2021.07.19 00:00:0312BTCUSDsell0.1 / 0.10.0043538.8327667.222021.07.19 00:00:03filledTrendHunterRobot
2021.07.21 07:15:4013BTCUSDbuy0.1 / 0.10.002021.07.21 07:15:40filledsl 30314.69
2021.11.06 00:00:0514BTCUSDsell0.1 / 0.10.0078564.5355247.212021.11.06 00:00:05filledTrendHunterRobot
2021.11.20 20:43:4015BTCUSDbuy0.1 / 0.10.002021.11.20 20:43:40filledsl 59616.82
2021.12.07 00:00:0216BTCUSDsell0.1 / 0.10.0071333.8842958.282021.12.07 00:00:02filledTrendHunterRobot
2021.12.10 02:33:4017BTCUSDbuy0.1 / 0.10.002021.12.10 02:33:40filledsl 48484.13
2021.12.16 00:00:0718BTCUSDsell0.1 / 0.10.0068588.5942688.142021.12.16 00:00:07filledTrendHunterRobot
2021.12.19 05:18:4019BTCUSDbuy0.1 / 0.10.002021.12.19 05:18:40filledsl 47634.23
2021.12.20 00:00:1020BTCUSDsell0.1 / 0.10.0064441.8540825.302021.12.20 00:00:10filledTrendHunterRobot
2022.01.07 17:51:4021BTCUSDbuy0.1 / 0.10.002022.01.07 17:51:40filledtp 40825.30
2022.01.13 00:00:0022BTCUSDsell0.1 / 0.10.0057177.0039305.112022.01.13 00:00:00filledTrendHunterRobot
2022.01.19 00:42:4023BTCUSDbuy0.1 / 0.10.002022.01.19 00:42:40filledsl 42570.32
2022.01.30 00:00:0424BTCUSDsell0.1 / 0.10.0051760.9233890.772022.01.30 00:00:04filledTrendHunterRobot
2022.02.03 00:42:4025BTCUSDbuy0.1 / 0.10.002022.02.03 00:42:40filledsl 37190.52
2022.03.02 00:00:0226BTCUSDsell0.1 / 0.10.0058605.6138971.622022.03.02 00:00:02filledTrendHunterRobot
2022.03.04 00:43:2027BTCUSDbuy0.1 / 0.10.002022.03.04 00:43:20filledsl 42702.32
2022.04.25 00:00:0228BTCUSDsell0.1 / 0.10.0049157.7436280.742022.04.25 00:00:02filledTrendHunterRobot
2022.04.27 08:45:4029BTCUSDbuy0.1 / 0.10.002022.04.27 08:45:40filledsl 38560.98
2022.04.30 00:00:1130BTCUSDsell0.1 / 0.10.0048965.6335093.482022.04.30 00:00:11filledTrendHunterRobot
2022.05.08 00:59:4031BTCUSDbuy0.1 / 0.10.002022.05.08 00:59:40filledtp 35093.48
2022.05.09 00:00:0332BTCUSDsell0.1 / 0.10.0044600.6430772.792022.05.09 00:00:03filledTrendHunterRobot
2022.05.09 21:33:4033BTCUSDbuy0.1 / 0.10.002022.05.09 21:33:40filledtp 30772.79
2022.05.27 00:00:0334BTCUSDsell0.1 / 0.10.0040267.4725857.512022.05.27 00:00:03filledTrendHunterRobot
2022.06.12 00:40:4035BTCUSDbuy0.1 / 0.10.002022.06.12 00:40:40filledsl 28604.88
2022.06.25 00:00:0036BTCUSDsell0.1 / 0.10.0031893.7417635.422022.06.25 00:00:00filledTrendHunterRobot
2022.06.29 00:06:4037BTCUSDbuy0.1 / 0.10.002022.06.29 00:06:40filledsl 20341.86
2022.07.06 00:00:0838BTCUSDsell0.1 / 0.10.0029028.8617602.292022.07.06 00:00:08filledTrendHunterRobot
2022.07.13 10:40:4039BTCUSDbuy0.1 / 0.10.002022.07.13 10:40:40filledsl 19695.85
2022.08.30 00:00:0740BTCUSDsell0.1 / 0.10.0025872.6318276.872022.08.30 00:00:07filledTrendHunterRobot
2022.09.09 06:25:4041BTCUSDbuy0.1 / 0.10.002022.09.09 06:25:40filledsl 19643.95
2022.09.10 00:00:0442BTCUSDsell0.1 / 0.10.0026870.5519434.762022.09.10 00:00:04filledTrendHunterRobot
2022.09.16 20:07:4043BTCUSDbuy0.1 / 0.10.002022.09.16 20:07:40filledtp 19434.76
2022.09.22 00:00:0844BTCUSDsell0.1 / 0.10.0024779.6516973.882022.09.22 00:00:08filledTrendHunterRobot
2022.11.09 17:44:2045BTCUSDbuy0.1 / 0.10.002022.11.09 17:44:20filledtp 16973.88
2022.11.24 00:00:0346BTCUSDsell0.1 / 0.10.0021498.8314816.952022.11.24 00:00:03filledTrendHunterRobot
2023.01.17 16:24:4047BTCUSDbuy0.1 / 0.10.002023.01.17 16:24:40filledsl 21498.83
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2021.01.01 00:00:001balance0.000.005 000.005 000.00
2021.03.28 00:00:012BTCUSDsellin0.156444.452-5.640.000.004 994.36TrendHunterRobot
2021.04.23 05:22:403BTCUSDbuyout0.149191.363-4.920.00725.315 714.75tp 49191.36
2021.05.02 00:00:024BTCUSDsellin0.157726.134-5.770.000.005 708.98TrendHunterRobot
2021.05.05 16:20:405BTCUSDbuyout0.156051.495-5.610.00167.465 870.83sl 56051.49
2021.06.11 00:00:006BTCUSDsellin0.136486.846-3.650.000.005 867.18TrendHunterRobot
2021.06.22 16:52:407BTCUSDbuyout0.128947.437-2.890.00753.946 618.23tp 28947.43
2021.06.25 00:00:128BTCUSDsellin0.134857.018-3.490.000.006 614.74TrendHunterRobot
2021.06.27 05:23:409BTCUSDbuyout0.133074.419-3.310.00178.266 789.69sl 33074.41
2021.06.29 00:00:0710BTCUSDsellin0.134669.4010-3.470.000.006 786.22TrendHunterRobot
2021.07.09 06:03:4011BTCUSDbuyout0.133102.7311-3.310.00156.676 939.58sl 33102.73
2021.07.19 00:00:0312BTCUSDsellin0.131635.1212-3.160.000.006 936.42TrendHunterRobot
2021.07.21 07:15:4013BTCUSDbuyout0.130314.6913-3.030.00132.047 065.43sl 30314.69
2021.11.06 00:00:0514BTCUSDsellin0.161076.5414-6.110.000.007 059.32TrendHunterRobot
2021.11.20 20:43:4015BTCUSDbuyout0.159616.8215-5.960.00145.977 199.33sl 59616.82
2021.12.07 00:00:0216BTCUSDsellin0.150052.1816-5.010.000.007 194.32TrendHunterRobot
2021.12.10 02:33:4017BTCUSDbuyout0.148484.1317-4.850.00156.817 346.28sl 48484.13
2021.12.16 00:00:0718BTCUSDsellin0.149163.2518-4.920.000.007 341.36TrendHunterRobot
2021.12.19 05:18:4019BTCUSDbuyout0.147634.2319-4.760.00152.907 489.50sl 47634.23
2021.12.20 00:00:1020BTCUSDsellin0.146729.4420-4.670.000.007 484.83TrendHunterRobot
2022.01.07 17:51:4021BTCUSDbuyout0.140825.3021-4.080.00590.418 071.16tp 40825.30
2022.01.13 00:00:0022BTCUSDsellin0.143773.0822-4.380.000.008 066.78TrendHunterRobot
2022.01.19 00:42:4023BTCUSDbuyout0.142570.3223-4.260.00120.288 182.80sl 42570.32
2022.01.30 00:00:0424BTCUSDsellin0.138358.3124-3.840.000.008 178.96TrendHunterRobot
2022.02.03 00:42:4025BTCUSDbuyout0.137190.5225-3.720.00116.788 292.02sl 37190.52
2022.03.02 00:00:0226BTCUSDsellin0.143880.1226-4.390.000.008 287.63TrendHunterRobot
2022.03.04 00:43:2027BTCUSDbuyout0.142702.3227-4.270.00117.788 401.14sl 42702.32
2022.04.25 00:00:0228BTCUSDsellin0.139499.9928-3.950.000.008 397.19TrendHunterRobot
2022.04.27 08:45:4029BTCUSDbuyout0.138560.9829-3.860.0093.908 487.23sl 38560.98
2022.04.30 00:00:1130BTCUSDsellin0.138561.5230-3.860.000.008 483.37TrendHunterRobot
2022.05.08 00:59:4031BTCUSDbuyout0.135093.4831-3.510.00346.808 826.66tp 35093.48
2022.05.09 00:00:0332BTCUSDsellin0.134229.7532-3.420.000.008 823.24TrendHunterRobot
2022.05.09 21:33:4033BTCUSDbuyout0.130772.7933-3.080.00345.709 165.86tp 30772.79
2022.05.27 00:00:0334BTCUSDsellin0.129460.0034-2.950.000.009 162.91TrendHunterRobot
2022.06.12 00:40:4035BTCUSDbuyout0.128604.8835-2.860.0085.519 245.56sl 28604.88
2022.06.25 00:00:0036BTCUSDsellin0.121200.0036-2.120.000.009 243.44TrendHunterRobot
2022.06.29 00:06:4037BTCUSDbuyout0.120341.8637-2.030.0085.819 327.22sl 20341.86
2022.07.06 00:00:0838BTCUSDsellin0.120458.9338-2.050.000.009 325.17TrendHunterRobot
2022.07.13 10:40:4039BTCUSDbuyout0.119695.8539-1.970.0076.319 399.51sl 19695.85
2022.08.30 00:00:0740BTCUSDsellin0.120175.8140-2.020.000.009 397.49TrendHunterRobot
2022.09.09 06:25:4041BTCUSDbuyout0.119643.9541-1.960.0053.199 448.72sl 19643.95
2022.09.10 00:00:0442BTCUSDsellin0.121293.7142-2.130.000.009 446.59TrendHunterRobot
2022.09.16 20:07:4043BTCUSDbuyout0.119434.7643-1.940.00185.909 630.55tp 19434.76
2022.09.22 00:00:0844BTCUSDsellin0.118925.3244-1.890.000.009 628.66TrendHunterRobot
2022.11.09 17:44:2045BTCUSDbuyout0.116973.8845-1.700.00195.149 822.10tp 16973.88
2022.11.24 00:00:0346BTCUSDsellin0.116487.4246-1.650.000.009 820.45TrendHunterRobot
2023.01.17 16:24:4047BTCUSDbuyout0.121498.8347-2.150.00-501.149 317.16sl 21498.83
-164.57 0.00 4 481.73 9 317.16