Strategy Tester Report
RoboForex-Pro (Build 2981)
Settings
Expert: TFF_trader
Symbol: USDJPY
Period: M30 (2014.01.01 - 2021.08.22)
Inputs: InpReverse=false
StartYear=2014
EndYear=2021
InpSignalNum=10
InpTimeShift1=-5
InpTimeShift2=3
InpLots=0.1
InpTradePause=350
Broker: RoboForex Ltd
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 97%
Bars: 94685 Ticks: 362693 Symbols: 1
Total Net Profit: -3 718.91 Balance Drawdown Absolute: 3 718.91 Equity Drawdown Absolute: 3 854.31
Gross Profit: 1 030.42 Balance Drawdown Maximal: 3 718.91 (37.19%) Equity Drawdown Maximal: 3 980.48 (39.31%)
Gross Loss: -4 749.33 Balance Drawdown Relative: 37.19% (3 718.91) Equity Drawdown Relative: 39.31% (3 980.48)
Profit Factor: 0.22 Expected Payoff: -286.07 Margin Level: 6145.69%
Recovery Factor: -0.93 Sharpe Ratio: -0.59 Z-Score: -0.10 (7.97%)
AHPR: 0.9665 (-3.35%) LR Correlation: -0.93 OnTester result: 0
GHPR: 0.9649 (-3.51%) LR Standard Error: 371.21
Total Trades: 13 Short Trades (won %): 7 (14.29%) Long Trades (won %): 6 (33.33%)
Total Deals: 26 Profit Trades (% of total): 3 (23.08%) Loss Trades (% of total): 10 (76.92%)
Largest profit trade: 439.12 Largest loss trade: -1 516.02
Average profit trade: 343.47 Average loss trade: -474.93
Maximum consecutive wins ($): 2 (866.65) Maximum consecutive losses ($): 5 (-1 223.15)
Maximal consecutive profit (count): 866.65 (2) Maximal consecutive loss (count): -2 010.16 (4)
Average consecutive wins: 2 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.26 Correlation (Profits,MAE): 0.92 Correlation (MFE,MAE): 0.0202
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 10200:00:00 Average position holding time: 3516:59:59
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.05.02 23:00:002USDJPYsell0.1 / 0.10.0002014.05.02 23:00:00filled
2015.01.09 23:00:003USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.01.09 23:00:004USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.08.14 23:00:005USDJPYsell0.1 / 0.10.0002015.08.14 23:00:00filled
2015.08.14 23:00:006USDJPYsell0.1 / 0.10.0002015.08.14 23:00:00filled
2015.09.04 23:00:007USDJPYbuy0.1 / 0.10.0002015.09.04 23:00:00filled
2015.09.04 23:00:008USDJPYbuy0.1 / 0.10.0002015.09.04 23:00:00filled
2016.05.20 23:00:009USDJPYsell0.1 / 0.10.0002016.05.20 23:00:00filled
2016.05.20 23:00:0010USDJPYsell0.1 / 0.10.0002016.05.20 23:00:00filled
2017.02.03 23:00:0011USDJPYbuy0.1 / 0.10.0002017.02.03 23:00:00filled
2017.02.03 23:00:0012USDJPYbuy0.1 / 0.10.0002017.02.03 23:00:00filled
2018.04.20 23:00:0013USDJPYsell0.1 / 0.10.0002018.04.20 23:00:00filled
2018.04.20 23:00:0014USDJPYsell0.1 / 0.10.0002018.04.20 23:00:00filled
2018.06.15 23:00:0015USDJPYbuy0.1 / 0.10.0002018.06.15 23:00:00filled
2018.06.15 23:00:0016USDJPYbuy0.1 / 0.10.0002018.06.15 23:00:00filled
2018.09.21 23:00:0017USDJPYsell0.1 / 0.10.0002018.09.21 23:00:00filled
2018.09.21 23:00:0018USDJPYsell0.1 / 0.10.0002018.09.21 23:00:00filled
2018.11.23 23:00:0019USDJPYbuy0.1 / 0.10.0002018.11.23 23:00:00filled
2018.11.23 23:00:0020USDJPYbuy0.1 / 0.10.0002018.11.23 23:00:00filled
2020.07.10 23:00:0021USDJPYsell0.1 / 0.10.0002020.07.10 23:00:00filled
2020.07.10 23:00:0022USDJPYsell0.1 / 0.10.0002020.07.10 23:00:00filled
2020.07.17 23:00:0023USDJPYbuy0.1 / 0.10.0002020.07.17 23:00:00filled
2020.07.17 23:00:0024USDJPYbuy0.1 / 0.10.0002020.07.17 23:00:00filled
2020.08.14 23:00:0025USDJPYsell0.1 / 0.10.0002020.08.14 23:00:00filled
2020.08.14 23:00:0026USDJPYsell0.1 / 0.10.0002020.08.14 23:00:00filled
2021.08.20 23:59:5927USDJPYbuy0.1 / 0.10.0002021.08.20 23:59:59filledend of test
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2014.01.01 00:00:001balance0.000.0010 000.0010 000.00
2014.05.02 23:00:002USDJPYsellin0.1102.21020.000.000.0010 000.00
2015.01.09 23:00:003USDJPYbuyout0.1118.57030.00-136.24-1 379.788 483.98
2015.01.09 23:00:004USDJPYbuyin0.1118.57040.000.000.008 483.98
2015.08.14 23:00:005USDJPYsellout0.1124.27050.00-19.56458.688 923.10
2015.08.14 23:00:006USDJPYsellin0.1124.27060.000.000.008 923.10
2015.09.04 23:00:007USDJPYbuyout0.1119.06070.00-10.06437.599 350.63
2015.09.04 23:00:008USDJPYbuyin0.1119.06080.000.000.009 350.63
2016.05.20 23:00:009USDJPYsellout0.1110.15090.00-24.32-808.908 517.41
2016.05.20 23:00:0010USDJPYsellin0.1110.150100.000.000.008 517.41
2017.02.03 23:00:0011USDJPYbuyout0.1112.693110.00-140.86-225.668 150.89
2017.02.03 23:00:0012USDJPYbuyin0.1112.693120.000.000.008 150.89
2018.04.20 23:00:0013USDJPYsellout0.1107.646130.00-43.85-468.857 638.19
2018.04.20 23:00:0014USDJPYsellin0.1107.646140.000.000.007 638.19
2018.06.15 23:00:0015USDJPYbuyout0.1110.611150.00-29.66-268.067 340.47
2018.06.15 23:00:0016USDJPYbuyin0.1110.611160.000.000.007 340.47
2018.09.21 23:00:0017USDJPYsellout0.1112.564170.00-9.73173.507 504.24
2018.09.21 23:00:0018USDJPYsellin0.1112.564180.000.000.007 504.24
2018.11.23 23:00:0019USDJPYbuyout0.1112.911190.00-32.41-30.737 441.10
2018.11.23 23:00:0020USDJPYbuyin0.1112.911200.000.000.007 441.10
2020.07.10 23:00:0021USDJPYsellout0.1106.921210.00-59.59-560.236 821.28
2020.07.10 23:00:0022USDJPYsellin0.1106.921220.000.000.006 821.28
2020.07.17 23:00:0023USDJPYbuyout0.1106.952230.00-3.79-2.906 814.59
2020.07.17 23:00:0024USDJPYbuyin0.1106.952240.000.000.006 814.59
2020.08.14 23:00:0025USDJPYsellout0.1106.582250.00-2.84-34.726 777.03
2020.08.14 23:00:0026USDJPYsellin0.1106.582260.000.000.006 777.03
2021.08.20 23:59:5927USDJPYbuyout0.1109.812270.00-201.80-294.146 281.09end of test
0.00 -714.71 -3 004.20 6 281.09