Strategy Tester Report
ICMarketsSC-MT5 (Build 3802)
Settings
Expert: FIBO_Virtual
Symbol: US30
Period: M30 (2023.01.01 - 2023.07.10)
Company: Raw Trading Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:500
Results
History Quality: 99%
Bars: 6071 Ticks: 8779045 Symbols: 1
Total Net Profit: 4 564.90 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 19.00
Gross Profit: 6 351.86 Balance Drawdown Maximal: 532.26 (4.86%) Equity Drawdown Maximal: 798.50 (7.21%)
Gross Loss: -1 786.96 Balance Drawdown Relative: 4.86% (532.26) Equity Drawdown Relative: 7.21% (798.50)
Profit Factor: 3.55 Expected Payoff: 40.76 Margin Level: 5978.22%
Recovery Factor: 5.72 Sharpe Ratio: 7.67 Z-Score: 1.18 (76.20%)
AHPR: 1.0034 (0.34%) LR Correlation: 0.92 OnTester result: 0
GHPR: 1.0034 (0.34%) LR Standard Error: 564.56
Total Trades: 112 Short Trades (won %): 31 (77.42%) Long Trades (won %): 81 (75.31%)
Total Deals: 171 Profit Trades (% of total): 85 (75.89%) Loss Trades (% of total): 27 (24.11%)
Largest profit trade: 267.78 Largest loss trade: -394.62
Average profit trade: 74.73 Average loss trade: -66.18
Maximum consecutive wins ($): 21 (1 933.44) Maximum consecutive losses ($): 3 (-426.36)
Maximal consecutive profit (count): 1 933.44 (21) Maximal consecutive loss (count): -426.36 (3)
Average consecutive wins: 4 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.66 Correlation (Profits,MAE): 0.40 Correlation (MFE,MAE): -0.0989
Graph
Minimal position holding time: 0:05:27 Maximal position holding time: 77:00:31 Average position holding time: 14:18:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2023.01.03 04:00:002US30buy1 / 10.0032509.0533734.302023.01.03 04:00:00filledetradroFIBO_23_follow
2023.01.03 07:38:243US30sell0.5 / 0.50.002023.01.03 07:38:24filled
2023.01.03 10:39:034US30sell0.5 / 0.50.002023.01.03 10:39:03filled
2023.01.03 11:01:125US30sell1 / 10.0034052.2532700.582023.01.03 11:01:12filledetradroFIBO_38_reverse
2023.01.03 13:44:296US30buy0.5 / 0.50.002023.01.03 13:44:29filled
2023.01.03 16:55:397US30buy0.5 / 0.50.002023.01.03 16:55:39filled
2023.01.03 17:30:008US30buy1 / 10.0032416.6133767.102023.01.03 17:30:00filledetradroFIBO_23_follow
2023.01.04 07:01:259US30sell0.5 / 0.50.002023.01.04 07:01:25filled
2023.01.04 17:00:3910US30sell0.5 / 0.50.002023.01.04 17:00:39filled
2023.01.05 17:00:0011US30sell1 / 10.0033701.9032039.102023.01.05 17:00:00filledetradroFIBO_78_follow
2023.01.06 15:52:4112US30buy1 / 10.002023.01.06 15:52:41filled
2023.01.06 17:00:0013US30buy1 / 10.0032602.9233700.982023.01.06 17:00:00filledetradroFIBO_78_reverse
2023.01.06 17:02:3714US30sell0.5 / 0.50.002023.01.06 17:02:37filled
2023.01.06 17:37:3015US30sell0.5 / 0.50.002023.01.06 17:37:30filled
2023.01.12 17:30:0016US30buy1 / 10.0033418.0234756.942023.01.12 17:30:00filledetradroFIBO_61_follow
2023.01.12 19:07:3517US30sell0.5 / 0.50.002023.01.12 19:07:35filled
2023.01.12 20:27:3718US30sell0.5 / 0.50.002023.01.12 20:27:37filled
2023.01.13 15:00:0019US30sell1 / 10.0034358.3533471.002023.01.13 15:00:00filledetradroFIBO_61_reverse
2023.01.13 17:00:4020US30buy1 / 10.002023.01.13 17:00:40filled
2023.01.13 17:00:4021US30buy1 / 10.0033684.8734662.252023.01.13 17:00:40filledetradroFIBO_61_follow
2023.01.13 17:30:3022US30sell0.5 / 0.50.002023.01.13 17:30:30filled
2023.01.13 20:23:2623US30sell0.5 / 0.50.002023.01.13 20:23:26filled
2023.01.20 16:30:2624US30buy1 / 10.0032386.3733777.832023.01.20 16:30:26filledetradroFIBO_78_reverse
2023.01.20 18:11:2625US30sell0.5 / 0.50.002023.01.20 18:11:26filled
2023.01.23 09:03:3726US30sell0.5 / 0.50.002023.01.23 09:03:37filled
2023.01.23 17:00:0027US30buy1 / 10.0032955.1833968.902023.01.23 17:00:00filledetradroFIBO_61_reverse
2023.01.23 17:13:1428US30sell0.5 / 0.50.002023.01.23 17:13:14filled
2023.01.23 18:04:2829US30sell0.5 / 0.50.002023.01.23 18:04:28filled
2023.01.24 17:00:0030US30buy1 / 10.0032946.4633971.982023.01.24 17:00:00filledetradroFIBO_61_reverse
2023.01.24 17:14:3831US30sell0.5 / 0.50.002023.01.24 17:14:38filled
2023.01.24 20:18:2632US30sell0.5 / 0.50.002023.01.24 20:18:26filled
2023.01.25 17:00:1633US30buy1 / 10.0032887.4933992.912023.01.25 17:00:16filledetradroFIBO_61_reverse
2023.01.25 17:06:4034US30sell0.5 / 0.50.002023.01.25 17:06:40filled
2023.01.25 17:24:2935US30sell0.5 / 0.50.002023.01.25 17:24:29filled
2023.01.25 17:30:0036US30sell1 / 10.0034138.4232596.762023.01.25 17:30:00filledetradroFIBO_61_follow
2023.01.25 22:10:3037US30buy1 / 10.002023.01.25 22:10:30filled
2023.01.26 17:00:0038US30buy1 / 10.0033244.9234258.982023.01.26 17:00:00filledetradroFIBO_50_reverse
2023.01.26 17:23:4139US30sell0.5 / 0.50.002023.01.26 17:23:41filled
2023.01.26 17:54:1740US30sell0.5 / 0.50.002023.01.26 17:54:17filled
2023.01.26 17:54:1741US30buy1 / 10.0033242.0234260.022023.01.26 17:54:17filledetradroFIBO_50_reverse
2023.01.26 19:10:1842US30sell0.5 / 0.50.002023.01.26 19:10:18filled
2023.01.26 21:26:2643US30sell0.5 / 0.50.002023.01.26 21:26:26filled
2023.01.27 17:30:0044US30buy1 / 10.0033381.0434696.822023.01.27 17:30:00filledetradroFIBO_38_reverse
2023.01.27 21:48:3345US30sell0.5 / 0.50.002023.01.27 21:48:33filled
2023.01.27 22:51:3046US30sell0.5 / 0.50.002023.01.27 22:51:30filled
2023.01.30 17:30:0047US30buy1 / 10.0033332.3534787.342023.01.30 17:30:00filledetradroFIBO_61_follow
2023.01.31 05:43:1548US30sell1 / 10.002023.01.31 05:43:15filled
2023.01.31 16:00:0049US30buy1 / 10.0033422.1534196.102023.01.31 16:00:00filledetradroFIBO_50_follow
2023.01.31 19:29:2850US30sell0.5 / 0.50.002023.01.31 19:29:28filled
2023.01.31 22:50:2851US30sell0.5 / 0.50.002023.01.31 22:50:28filled
2023.02.02 15:30:2952US30buy1 / 10.0033412.9234758.752023.02.02 15:30:29filledetradroFIBO_61_follow
2023.02.03 18:31:4253US30sell0.5 / 0.50.002023.02.03 18:31:42filled
2023.02.03 18:59:3754US30sell0.5 / 0.50.002023.02.03 18:59:37filled
2023.02.10 17:00:0055US30sell1 / 10.0034009.3233283.102023.02.10 17:00:00filledetradroFIBO_61_reverse
2023.02.10 17:03:2556US30buy0.5 / 0.50.002023.02.10 17:03:25filled
2023.02.10 17:05:2757US30buy0.5 / 0.50.002023.02.10 17:05:27filled
2023.02.10 17:30:0058US30buy1 / 10.0033367.0934209.002023.02.10 17:30:00filledetradroFIBO_61_follow
2023.02.10 20:19:2059US30sell0.5 / 0.50.002023.02.10 20:19:20filled
2023.02.10 21:02:4260US30sell0.5 / 0.50.002023.02.10 21:02:42filled
2023.02.13 17:00:0061US30buy1 / 10.0033404.5534718.002023.02.13 17:00:00filledetradroFIBO_78_follow
2023.02.13 17:50:1962US30sell0.5 / 0.50.002023.02.13 17:50:19filled
2023.02.14 15:30:1363US30sell0.5 / 0.50.002023.02.14 15:30:13filled
2023.02.14 16:00:0064US30sell1 / 10.0034411.8334051.202023.02.14 16:00:00filledetradroFIBO_100_reverse
2023.02.14 16:06:0465US30buy0.5 / 0.50.002023.02.14 16:06:04filled
2023.02.14 16:07:0066US30buy0.5 / 0.50.002023.02.14 16:07:00filled
2023.02.14 17:00:0067US30buy1 / 10.0033689.6034802.602023.02.14 17:00:00filledetradroFIBO_78_follow
2023.02.14 17:11:3868US30sell0.5 / 0.50.002023.02.14 17:11:38filled
2023.02.14 17:29:3769US30sell0.5 / 0.50.002023.02.14 17:29:37filled
2023.02.17 17:30:0070US30buy1 / 10.0033373.8634030.822023.02.17 17:30:00filledetradroFIBO_50_follow
2023.02.17 17:33:3871US30sell0.5 / 0.50.002023.02.17 17:33:38filled
2023.02.17 17:43:2772US30sell0.5 / 0.50.002023.02.17 17:43:27filled
2023.02.21 12:00:2673US30buy1 / 10.0033371.9834031.492023.02.21 12:00:26filledetradroFIBO_50_follow
2023.02.21 14:15:1374US30sell1 / 10.002023.02.21 14:15:13filled
2023.02.22 17:25:2975US30buy1 / 10.0032648.4333742.212023.02.22 17:25:29filledetradroFIBO_78_reverse
2023.02.23 18:40:3776US30sell1 / 10.002023.02.23 18:40:37filled
2023.02.24 16:00:0077US30buy1 / 10.0032139.5433496.702023.02.24 16:00:00filledetradroFIBO_100_reverse
2023.02.24 22:01:4078US30sell0.5 / 0.50.002023.02.24 22:01:40filled
2023.02.24 22:36:3979US30sell0.5 / 0.50.002023.02.24 22:36:39filled
2023.02.27 16:30:2880US30buy1 / 10.0032488.6833655.202023.02.27 16:30:28filledetradroFIBO_78_reverse
2023.02.27 17:05:2681US30sell0.5 / 0.50.002023.02.27 17:05:26filled
2023.02.27 17:38:1782US30sell0.5 / 0.50.002023.02.27 17:38:17filled
2023.03.07 17:30:0083US30buy1 / 10.0032846.7833736.402023.03.07 17:30:00filledetradroFIBO_61_reverse
2023.03.07 17:36:4284US30sell0.5 / 0.50.002023.03.07 17:36:42filled
2023.03.07 17:39:3885US30sell0.5 / 0.50.002023.03.07 17:39:38filled
2023.03.10 05:00:0086US30buy1 / 10.0031257.0233043.662023.03.10 05:00:00filledetradroFIBO_100_reverse
2023.03.10 15:31:1987US30sell0.5 / 0.50.002023.03.10 15:31:19filled
2023.03.10 16:39:4088US30sell0.5 / 0.50.002023.03.10 16:39:40filled
2023.03.13 13:00:0089US30buy1 / 10.0030912.1432803.322023.03.13 13:00:00filledetradroFIBO_100_reverse
2023.03.13 14:00:3090US30sell0.5 / 0.50.002023.03.13 14:00:30filled
2023.03.13 15:05:1391US30sell0.5 / 0.50.002023.03.13 15:05:13filled
2023.03.13 15:30:0092US30buy1 / 10.0030752.9832781.002023.03.13 15:30:00filledetradroFIBO_100_reverse
2023.03.13 16:48:3993US30sell0.5 / 0.50.002023.03.13 16:48:39filled
2023.03.13 17:15:3894US30sell0.5 / 0.50.002023.03.13 17:15:38filled
2023.03.15 14:00:0095US30buy1 / 10.0030496.3232748.762023.03.15 14:00:00filledetradroFIBO_100_reverse
2023.03.15 21:24:3796US30sell0.5 / 0.50.002023.03.15 21:24:37filled
2023.03.16 12:19:1397US30sell0.5 / 0.50.002023.03.16 12:19:13filled
2023.03.17 15:30:0098US30sell1 / 10.0033061.3430845.322023.03.17 15:30:00filledetradroFIBO_78_follow
2023.03.17 17:34:4099US30buy0.5 / 0.50.002023.03.17 17:34:40filled
2023.03.20 01:30:27100US30buy0.5 / 0.50.002023.03.20 01:30:27filled
2023.03.23 13:59:33101US30sell1 / 10.0033211.9730791.872023.03.23 13:59:33filledetradroFIBO_78_follow
2023.03.23 21:56:17102US30buy0.5 / 0.50.002023.03.23 21:56:17filled
2023.03.23 22:00:29103US30buy0.5 / 0.50.002023.03.23 22:00:29filled
2023.03.24 11:30:00104US30buy1 / 10.0031211.8233098.422023.03.24 11:30:00filledetradroFIBO_78_reverse
2023.03.24 23:50:22105US30sell0.5 / 0.50.002023.03.24 23:50:22filled
2023.03.27 10:43:14106US30sell0.5 / 0.50.002023.03.27 10:43:14filled
2023.03.29 17:10:36107US30buy1 / 10.0031961.1433325.822023.03.29 17:10:36filledetradroFIBO_61_reverse
2023.03.30 08:30:30108US30sell0.5 / 0.50.002023.03.30 08:30:30filled
2023.03.30 18:49:00109US30sell0.5 / 0.50.002023.03.30 18:49:00filled
2023.03.31 16:30:44110US30buy1 / 10.0032384.7433668.782023.03.31 16:30:44filledetradroFIBO_50_reverse
2023.03.31 18:24:35111US30sell0.5 / 0.50.002023.03.31 18:24:35filled
2023.03.31 23:41:13112US30sell0.5 / 0.50.002023.03.31 23:41:13filled
2023.04.03 10:56:34113US30buy1 / 10.0032667.9334178.592023.04.03 10:56:34filledetradroFIBO_38_reverse
2023.04.03 16:46:38114US30sell0.5 / 0.50.002023.04.03 16:46:38filled
2023.04.04 17:20:26115US30sell0.5 / 0.50.002023.04.04 17:20:26filled
2023.04.14 14:32:36116US30sell1 / 10.0035041.0932983.662023.04.14 14:32:36filledetradroFIBO_100_reverse
2023.04.14 17:08:40117US30buy0.5 / 0.50.002023.04.14 17:08:40filled
2023.04.18 12:41:21118US30buy0.5 / 0.50.002023.04.18 12:41:21filled
2023.04.18 14:29:37119US30sell1 / 10.0034907.0433072.332023.04.18 14:29:37filledetradroFIBO_100_reverse
2023.04.18 16:58:35120US30buy0.5 / 0.50.002023.04.18 16:58:35filled
2023.04.20 20:54:24121US30buy0.5 / 0.50.002023.04.20 20:54:24filled
2023.04.26 11:30:04122US30buy1 / 10.0032538.9734697.272023.04.26 11:30:04filledetradroFIBO_78_follow
2023.04.27 21:19:01123US30sell0.5 / 0.50.002023.04.27 21:19:01filled
2023.05.01 16:30:35124US30sell0.5 / 0.50.002023.05.01 16:30:35filled
2023.05.01 17:06:28125US30sell1 / 10.0035104.0133068.462023.05.01 17:06:28filledetradroFIBO_100_reverse
2023.05.02 16:05:03126US30buy0.5 / 0.50.002023.05.02 16:05:03filled
2023.05.02 17:32:41127US30buy0.5 / 0.50.002023.05.02 17:32:41filled
2023.05.04 17:30:00128US30sell1 / 10.0033347.5432665.802023.05.04 17:30:00filledetradroFIBO_61_reverse
2023.05.04 19:01:36129US30buy0.5 / 0.50.002023.05.04 19:01:36filled
2023.05.04 19:21:59130US30buy0.5 / 0.50.002023.05.04 19:21:59filled
2023.05.10 16:00:00131US30sell1 / 10.0034485.6132876.782023.05.10 16:00:00filledetradroFIBO_78_reverse
2023.05.10 16:40:40132US30buy0.5 / 0.50.002023.05.10 16:40:40filled
2023.05.10 20:24:24133US30buy0.5 / 0.50.002023.05.10 20:24:24filled
2023.05.18 17:06:29134US30sell1 / 10.0033714.1132916.072023.05.18 17:06:29filledetradroFIBO_50_reverse
2023.05.18 19:15:05135US30buy0.5 / 0.50.002023.05.18 19:15:05filled
2023.05.18 20:27:40136US30buy0.5 / 0.50.002023.05.18 20:27:40filled
2023.05.23 17:00:36137US30sell1 / 10.0033815.7132618.292023.05.23 17:00:36filledetradroFIBO_23_reverse
2023.05.23 20:30:34138US30buy0.5 / 0.50.002023.05.23 20:30:34filled
2023.05.24 13:21:34139US30buy0.5 / 0.50.002023.05.24 13:21:34filled
2023.05.24 17:00:00140US30buy1 / 10.0032307.0233437.002023.05.24 17:00:00filledetradroFIBO_100_reverse
2023.05.26 16:40:35141US30sell0.5 / 0.50.002023.05.26 16:40:35filled
2023.05.26 17:03:29142US30sell0.5 / 0.50.002023.05.26 17:03:29filled
2023.05.26 17:30:00143US30buy1 / 10.0032978.8233312.282023.05.26 17:30:00filledetradroFIBO_78_reverse
2023.05.26 17:42:14144US30sell0.5 / 0.50.002023.05.26 17:42:14filled
2023.05.26 17:43:26145US30sell0.5 / 0.50.002023.05.26 17:43:26filled
2023.05.30 17:30:00146US30buy1 / 10.0032540.0233467.982023.05.30 17:30:00filledetradroFIBO_78_reverse
2023.05.30 22:59:40147US30sell0.5 / 0.50.002023.05.30 22:59:40filled
2023.05.31 01:48:59148US30sell0.5 / 0.50.002023.05.31 01:48:59filled
2023.06.08 16:31:45149US30buy1 / 10.0033176.2134111.552023.06.08 16:31:45filledetradroFIBO_38_reverse
2023.06.08 16:34:28150US30sell0.5 / 0.50.002023.06.08 16:34:28filled
2023.06.08 16:44:38151US30sell0.5 / 0.50.002023.06.08 16:44:38filled
2023.06.08 17:00:30152US30buy1 / 10.0033272.9234077.242023.06.08 17:00:30filledetradroFIBO_38_reverse
2023.06.08 17:15:28153US30sell0.5 / 0.50.002023.06.08 17:15:28filled
2023.06.08 22:50:01154US30sell0.5 / 0.50.002023.06.08 22:50:01filled
2023.06.09 17:30:00155US30buy1 / 10.0033354.1434585.502023.06.09 17:30:00filledetradroFIBO_78_follow
2023.06.12 22:13:54156US30sell0.5 / 0.50.002023.06.12 22:13:54filled
2023.06.13 16:41:40157US30sell0.5 / 0.50.002023.06.13 16:41:40filled
2023.06.13 17:00:00158US30sell1 / 10.0034735.2733657.402023.06.13 17:00:00filledetradroFIBO_100_reverse
2023.06.14 01:01:40159US30buy0.5 / 0.50.002023.06.14 01:01:40filled
2023.06.14 18:16:00160US30buy0.5 / 0.50.002023.06.14 18:16:00filled
2023.06.15 16:31:02161US30buy1 / 10.0033363.4734644.512023.06.15 16:31:02filledetradroFIBO_78_follow
2023.06.15 16:48:35162US30sell0.5 / 0.50.002023.06.15 16:48:35filled
2023.06.15 18:15:35163US30sell0.5 / 0.50.002023.06.15 18:15:35filled
2023.06.16 17:00:00164US30sell1 / 10.0035020.6533838.662023.06.16 17:00:00filledetradroFIBO_100_reverse
2023.06.16 22:00:41165US30buy0.5 / 0.50.002023.06.16 22:00:41filled
2023.06.20 08:22:25166US30buy0.5 / 0.50.002023.06.20 08:22:25filled
2023.06.23 11:52:29167US30buy1 / 10.0033274.7934458.162023.06.23 11:52:29filledetradroFIBO_61_follow
2023.06.27 20:46:36168US30sell0.5 / 0.50.002023.06.27 20:46:36filled
2023.06.28 16:31:52169US30sell0.5 / 0.50.002023.06.28 16:31:52filled
2023.07.07 17:00:00170US30buy1 / 10.0033465.5834390.462023.07.07 17:00:00filledetradroFIBO_61_follow
2023.07.07 19:36:35171US30sell0.5 / 0.50.002023.07.07 19:36:35filled
2023.07.07 21:53:05172US30sell0.5 / 0.50.002023.07.07 21:53:05filled
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2023.01.01 00:00:001balance0.000.0010 000.0010 000.00
2023.01.03 04:00:002US30buyin133094.0020.000.000.0010 000.00etradroFIBO_23_follow
2023.01.03 07:38:243US30sellout0.533204.7530.000.0055.3810 055.38
2023.01.03 10:39:034US30sellout0.533414.9440.000.00160.4710 215.85
2023.01.03 11:01:125US30sellin133408.6050.000.000.0010 215.85etradroFIBO_38_reverse
2023.01.03 13:44:296US30buyout0.533290.2160.000.0059.2010 275.05
2023.01.03 16:55:397US30buyout0.533053.9670.000.00177.3210 452.37
2023.01.03 17:30:008US30buyin133060.7080.000.000.0010 452.37etradroFIBO_23_follow
2023.01.04 07:01:259US30sellout0.533178.4990.00-3.6558.9010 507.62
2023.01.04 17:00:3910US30sellout0.533177.77100.00-3.6458.5410 562.52
2023.01.05 17:00:0011US30sellin132910.10110.000.000.0010 562.52etradroFIBO_78_follow
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