Strategy Tester Report |
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RoboForex-ECN (Build 3566) |
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Settings |
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| 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 |
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| 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 | |||||||||
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| Correlation (Profits,MFE): | 0.82 | Correlation (Profits,MAE): | -0.33 | Correlation (MFE,MAE): | -0.5653 | |||||||
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| Minimal position holding time: | 5:23:28 | Maximal position holding time: | 928:24:37 | Average position holding time: | 202:08:49 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2021.03.28 00:00:01 | 2 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 78203.73 | 49191.36 | 2021.03.28 00:00:01 | filled | TrendHunterRobot | ||
| 2021.04.23 05:22:40 | 3 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2021.04.23 05:22:40 | filled | tp 49191.36 | ||||
| 2021.05.02 00:00:02 | 4 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 78442.73 | 50820.60 | 2021.05.02 00:00:02 | filled | TrendHunterRobot | ||
| 2021.05.05 16:20:40 | 5 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2021.05.05 16:20:40 | filled | sl 56051.49 | ||||
| 2021.06.11 00:00:00 | 6 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 59105.06 | 28947.43 | 2021.06.11 00:00:00 | filled | TrendHunterRobot | ||
| 2021.06.22 16:52:40 | 7 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2021.06.22 16:52:40 | filled | tp 28947.43 | ||||
| 2021.06.25 00:00:12 | 8 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 54496.53 | 28310.50 | 2021.06.25 00:00:12 | filled | TrendHunterRobot | ||
| 2021.06.27 05:23:40 | 9 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2021.06.27 05:23:40 | filled | sl 33074.41 | ||||
| 2021.06.29 00:00:07 | 10 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 53942.82 | 28244.93 | 2021.06.29 00:00:07 | filled | TrendHunterRobot | ||
| 2021.07.09 06:03:40 | 11 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2021.07.09 06:03:40 | filled | sl 33102.73 | ||||
| 2021.07.19 00:00:03 | 12 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 43538.83 | 27667.22 | 2021.07.19 00:00:03 | filled | TrendHunterRobot | ||
| 2021.07.21 07:15:40 | 13 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2021.07.21 07:15:40 | filled | sl 30314.69 | ||||
| 2021.11.06 00:00:05 | 14 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 78564.53 | 55247.21 | 2021.11.06 00:00:05 | filled | TrendHunterRobot | ||
| 2021.11.20 20:43:40 | 15 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2021.11.20 20:43:40 | filled | sl 59616.82 | ||||
| 2021.12.07 00:00:02 | 16 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 71333.88 | 42958.28 | 2021.12.07 00:00:02 | filled | TrendHunterRobot | ||
| 2021.12.10 02:33:40 | 17 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2021.12.10 02:33:40 | filled | sl 48484.13 | ||||
| 2021.12.16 00:00:07 | 18 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 68588.59 | 42688.14 | 2021.12.16 00:00:07 | filled | TrendHunterRobot | ||
| 2021.12.19 05:18:40 | 19 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2021.12.19 05:18:40 | filled | sl 47634.23 | ||||
| 2021.12.20 00:00:10 | 20 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 64441.85 | 40825.30 | 2021.12.20 00:00:10 | filled | TrendHunterRobot | ||
| 2022.01.07 17:51:40 | 21 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2022.01.07 17:51:40 | filled | tp 40825.30 | ||||
| 2022.01.13 00:00:00 | 22 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 57177.00 | 39305.11 | 2022.01.13 00:00:00 | filled | TrendHunterRobot | ||
| 2022.01.19 00:42:40 | 23 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2022.01.19 00:42:40 | filled | sl 42570.32 | ||||
| 2022.01.30 00:00:04 | 24 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 51760.92 | 33890.77 | 2022.01.30 00:00:04 | filled | TrendHunterRobot | ||
| 2022.02.03 00:42:40 | 25 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2022.02.03 00:42:40 | filled | sl 37190.52 | ||||
| 2022.03.02 00:00:02 | 26 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 58605.61 | 38971.62 | 2022.03.02 00:00:02 | filled | TrendHunterRobot | ||
| 2022.03.04 00:43:20 | 27 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2022.03.04 00:43:20 | filled | sl 42702.32 | ||||
| 2022.04.25 00:00:02 | 28 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 49157.74 | 36280.74 | 2022.04.25 00:00:02 | filled | TrendHunterRobot | ||
| 2022.04.27 08:45:40 | 29 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2022.04.27 08:45:40 | filled | sl 38560.98 | ||||
| 2022.04.30 00:00:11 | 30 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 48965.63 | 35093.48 | 2022.04.30 00:00:11 | filled | TrendHunterRobot | ||
| 2022.05.08 00:59:40 | 31 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2022.05.08 00:59:40 | filled | tp 35093.48 | ||||
| 2022.05.09 00:00:03 | 32 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 44600.64 | 30772.79 | 2022.05.09 00:00:03 | filled | TrendHunterRobot | ||
| 2022.05.09 21:33:40 | 33 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2022.05.09 21:33:40 | filled | tp 30772.79 | ||||
| 2022.05.27 00:00:03 | 34 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 40267.47 | 25857.51 | 2022.05.27 00:00:03 | filled | TrendHunterRobot | ||
| 2022.06.12 00:40:40 | 35 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2022.06.12 00:40:40 | filled | sl 28604.88 | ||||
| 2022.06.25 00:00:00 | 36 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 31893.74 | 17635.42 | 2022.06.25 00:00:00 | filled | TrendHunterRobot | ||
| 2022.06.29 00:06:40 | 37 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2022.06.29 00:06:40 | filled | sl 20341.86 | ||||
| 2022.07.06 00:00:08 | 38 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 29028.86 | 17602.29 | 2022.07.06 00:00:08 | filled | TrendHunterRobot | ||
| 2022.07.13 10:40:40 | 39 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2022.07.13 10:40:40 | filled | sl 19695.85 | ||||
| 2022.08.30 00:00:07 | 40 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 25872.63 | 18276.87 | 2022.08.30 00:00:07 | filled | TrendHunterRobot | ||
| 2022.09.09 06:25:40 | 41 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2022.09.09 06:25:40 | filled | sl 19643.95 | ||||
| 2022.09.10 00:00:04 | 42 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 26870.55 | 19434.76 | 2022.09.10 00:00:04 | filled | TrendHunterRobot | ||
| 2022.09.16 20:07:40 | 43 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2022.09.16 20:07:40 | filled | tp 19434.76 | ||||
| 2022.09.22 00:00:08 | 44 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 24779.65 | 16973.88 | 2022.09.22 00:00:08 | filled | TrendHunterRobot | ||
| 2022.11.09 17:44:20 | 45 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2022.11.09 17:44:20 | filled | tp 16973.88 | ||||
| 2022.11.24 00:00:03 | 46 | BTCUSD | sell | 0.1 / 0.1 | 0.00 | 21498.83 | 14816.95 | 2022.11.24 00:00:03 | filled | TrendHunterRobot | ||
| 2023.01.17 16:24:40 | 47 | BTCUSD | buy | 0.1 / 0.1 | 0.00 | 2023.01.17 16:24:40 | filled | sl 21498.83 | ||||
Deals |
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| Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
| 2021.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 5 000.00 | 5 000.00 | ||||||
| 2021.03.28 00:00:01 | 2 | BTCUSD | sell | in | 0.1 | 56444.45 | 2 | -5.64 | 0.00 | 0.00 | 4 994.36 | TrendHunterRobot |
| 2021.04.23 05:22:40 | 3 | BTCUSD | buy | out | 0.1 | 49191.36 | 3 | -4.92 | 0.00 | 725.31 | 5 714.75 | tp 49191.36 |
| 2021.05.02 00:00:02 | 4 | BTCUSD | sell | in | 0.1 | 57726.13 | 4 | -5.77 | 0.00 | 0.00 | 5 708.98 | TrendHunterRobot |
| 2021.05.05 16:20:40 | 5 | BTCUSD | buy | out | 0.1 | 56051.49 | 5 | -5.61 | 0.00 | 167.46 | 5 870.83 | sl 56051.49 |
| 2021.06.11 00:00:00 | 6 | BTCUSD | sell | in | 0.1 | 36486.84 | 6 | -3.65 | 0.00 | 0.00 | 5 867.18 | TrendHunterRobot |
| 2021.06.22 16:52:40 | 7 | BTCUSD | buy | out | 0.1 | 28947.43 | 7 | -2.89 | 0.00 | 753.94 | 6 618.23 | tp 28947.43 |
| 2021.06.25 00:00:12 | 8 | BTCUSD | sell | in | 0.1 | 34857.01 | 8 | -3.49 | 0.00 | 0.00 | 6 614.74 | TrendHunterRobot |
| 2021.06.27 05:23:40 | 9 | BTCUSD | buy | out | 0.1 | 33074.41 | 9 | -3.31 | 0.00 | 178.26 | 6 789.69 | sl 33074.41 |
| 2021.06.29 00:00:07 | 10 | BTCUSD | sell | in | 0.1 | 34669.40 | 10 | -3.47 | 0.00 | 0.00 | 6 786.22 | TrendHunterRobot |
| 2021.07.09 06:03:40 | 11 | BTCUSD | buy | out | 0.1 | 33102.73 | 11 | -3.31 | 0.00 | 156.67 | 6 939.58 | sl 33102.73 |
| 2021.07.19 00:00:03 | 12 | BTCUSD | sell | in | 0.1 | 31635.12 | 12 | -3.16 | 0.00 | 0.00 | 6 936.42 | TrendHunterRobot |
| 2021.07.21 07:15:40 | 13 | BTCUSD | buy | out | 0.1 | 30314.69 | 13 | -3.03 | 0.00 | 132.04 | 7 065.43 | sl 30314.69 |
| 2021.11.06 00:00:05 | 14 | BTCUSD | sell | in | 0.1 | 61076.54 | 14 | -6.11 | 0.00 | 0.00 | 7 059.32 | TrendHunterRobot |
| 2021.11.20 20:43:40 | 15 | BTCUSD | buy | out | 0.1 | 59616.82 | 15 | -5.96 | 0.00 | 145.97 | 7 199.33 | sl 59616.82 |
| 2021.12.07 00:00:02 | 16 | BTCUSD | sell | in | 0.1 | 50052.18 | 16 | -5.01 | 0.00 | 0.00 | 7 194.32 | TrendHunterRobot |
| 2021.12.10 02:33:40 | 17 | BTCUSD | buy | out | 0.1 | 48484.13 | 17 | -4.85 | 0.00 | 156.81 | 7 346.28 | sl 48484.13 |
| 2021.12.16 00:00:07 | 18 | BTCUSD | sell | in | 0.1 | 49163.25 | 18 | -4.92 | 0.00 | 0.00 | 7 341.36 | TrendHunterRobot |
| 2021.12.19 05:18:40 | 19 | BTCUSD | buy | out | 0.1 | 47634.23 | 19 | -4.76 | 0.00 | 152.90 | 7 489.50 | sl 47634.23 |
| 2021.12.20 00:00:10 | 20 | BTCUSD | sell | in | 0.1 | 46729.44 | 20 | -4.67 | 0.00 | 0.00 | 7 484.83 | TrendHunterRobot |
| 2022.01.07 17:51:40 | 21 | BTCUSD | buy | out | 0.1 | 40825.30 | 21 | -4.08 | 0.00 | 590.41 | 8 071.16 | tp 40825.30 |
| 2022.01.13 00:00:00 | 22 | BTCUSD | sell | in | 0.1 | 43773.08 | 22 | -4.38 | 0.00 | 0.00 | 8 066.78 | TrendHunterRobot |
| 2022.01.19 00:42:40 | 23 | BTCUSD | buy | out | 0.1 | 42570.32 | 23 | -4.26 | 0.00 | 120.28 | 8 182.80 | sl 42570.32 |
| 2022.01.30 00:00:04 | 24 | BTCUSD | sell | in | 0.1 | 38358.31 | 24 | -3.84 | 0.00 | 0.00 | 8 178.96 | TrendHunterRobot |
| 2022.02.03 00:42:40 | 25 | BTCUSD | buy | out | 0.1 | 37190.52 | 25 | -3.72 | 0.00 | 116.78 | 8 292.02 | sl 37190.52 |
| 2022.03.02 00:00:02 | 26 | BTCUSD | sell | in | 0.1 | 43880.12 | 26 | -4.39 | 0.00 | 0.00 | 8 287.63 | TrendHunterRobot |
| 2022.03.04 00:43:20 | 27 | BTCUSD | buy | out | 0.1 | 42702.32 | 27 | -4.27 | 0.00 | 117.78 | 8 401.14 | sl 42702.32 |
| 2022.04.25 00:00:02 | 28 | BTCUSD | sell | in | 0.1 | 39499.99 | 28 | -3.95 | 0.00 | 0.00 | 8 397.19 | TrendHunterRobot |
| 2022.04.27 08:45:40 | 29 | BTCUSD | buy | out | 0.1 | 38560.98 | 29 | -3.86 | 0.00 | 93.90 | 8 487.23 | sl 38560.98 |
| 2022.04.30 00:00:11 | 30 | BTCUSD | sell | in | 0.1 | 38561.52 | 30 | -3.86 | 0.00 | 0.00 | 8 483.37 | TrendHunterRobot |
| 2022.05.08 00:59:40 | 31 | BTCUSD | buy | out | 0.1 | 35093.48 | 31 | -3.51 | 0.00 | 346.80 | 8 826.66 | tp 35093.48 |
| 2022.05.09 00:00:03 | 32 | BTCUSD | sell | in | 0.1 | 34229.75 | 32 | -3.42 | 0.00 | 0.00 | 8 823.24 | TrendHunterRobot |
| 2022.05.09 21:33:40 | 33 | BTCUSD | buy | out | 0.1 | 30772.79 | 33 | -3.08 | 0.00 | 345.70 | 9 165.86 | tp 30772.79 |
| 2022.05.27 00:00:03 | 34 | BTCUSD | sell | in | 0.1 | 29460.00 | 34 | -2.95 | 0.00 | 0.00 | 9 162.91 | TrendHunterRobot |
| 2022.06.12 00:40:40 | 35 | BTCUSD | buy | out | 0.1 | 28604.88 | 35 | -2.86 | 0.00 | 85.51 | 9 245.56 | sl 28604.88 |
| 2022.06.25 00:00:00 | 36 | BTCUSD | sell | in | 0.1 | 21200.00 | 36 | -2.12 | 0.00 | 0.00 | 9 243.44 | TrendHunterRobot |
| 2022.06.29 00:06:40 | 37 | BTCUSD | buy | out | 0.1 | 20341.86 | 37 | -2.03 | 0.00 | 85.81 | 9 327.22 | sl 20341.86 |
| 2022.07.06 00:00:08 | 38 | BTCUSD | sell | in | 0.1 | 20458.93 | 38 | -2.05 | 0.00 | 0.00 | 9 325.17 | TrendHunterRobot |
| 2022.07.13 10:40:40 | 39 | BTCUSD | buy | out | 0.1 | 19695.85 | 39 | -1.97 | 0.00 | 76.31 | 9 399.51 | sl 19695.85 |
| 2022.08.30 00:00:07 | 40 | BTCUSD | sell | in | 0.1 | 20175.81 | 40 | -2.02 | 0.00 | 0.00 | 9 397.49 | TrendHunterRobot |
| 2022.09.09 06:25:40 | 41 | BTCUSD | buy | out | 0.1 | 19643.95 | 41 | -1.96 | 0.00 | 53.19 | 9 448.72 | sl 19643.95 |
| 2022.09.10 00:00:04 | 42 | BTCUSD | sell | in | 0.1 | 21293.71 | 42 | -2.13 | 0.00 | 0.00 | 9 446.59 | TrendHunterRobot |
| 2022.09.16 20:07:40 | 43 | BTCUSD | buy | out | 0.1 | 19434.76 | 43 | -1.94 | 0.00 | 185.90 | 9 630.55 | tp 19434.76 |
| 2022.09.22 00:00:08 | 44 | BTCUSD | sell | in | 0.1 | 18925.32 | 44 | -1.89 | 0.00 | 0.00 | 9 628.66 | TrendHunterRobot |
| 2022.11.09 17:44:20 | 45 | BTCUSD | buy | out | 0.1 | 16973.88 | 45 | -1.70 | 0.00 | 195.14 | 9 822.10 | tp 16973.88 |
| 2022.11.24 00:00:03 | 46 | BTCUSD | sell | in | 0.1 | 16487.42 | 46 | -1.65 | 0.00 | 0.00 | 9 820.45 | TrendHunterRobot |
| 2023.01.17 16:24:40 | 47 | BTCUSD | buy | out | 0.1 | 21498.83 | 47 | -2.15 | 0.00 | -501.14 | 9 317.16 | sl 21498.83 |
| -164.57 | 0.00 | 4 481.73 | 9 317.16 | |||||||||