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=20
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: 564.49 Balance Drawdown Absolute: 82.27 Equity Drawdown Absolute: 236.31
Gross Profit: 747.42 Balance Drawdown Maximal: 82.27 (0.82%) Equity Drawdown Maximal: 298.24 (2.96%)
Gross Loss: -182.93 Balance Drawdown Relative: 0.82% (82.27) Equity Drawdown Relative: 2.96% (298.24)
Profit Factor: 4.09 Expected Payoff: 62.72 Margin Level: 9763.69%
Recovery Factor: 1.89 Sharpe Ratio: 0.46 Z-Score: 0.76 (55.27%)
AHPR: 1.0062 (0.62%) LR Correlation: 0.89 OnTester result: 0
GHPR: 1.0061 (0.61%) LR Standard Error: 131.43
Total Trades: 9 Short Trades (won %): 3 (66.67%) Long Trades (won %): 6 (50.00%)
Total Deals: 18 Profit Trades (% of total): 5 (55.56%) Loss Trades (% of total): 4 (44.44%)
Largest profit trade: 393.90 Largest loss trade: -82.27
Average profit trade: 149.48 Average loss trade: -45.73
Maximum consecutive wins ($): 3 (626.76) Maximum consecutive losses ($): 2 (-26.10)
Maximal consecutive profit (count): 626.76 (3) Maximal consecutive loss (count): -82.27 (1)
Average consecutive wins: 2 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.94 Correlation (Profits,MAE): 0.33 Correlation (MFE,MAE): 0.2498
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 120:00:00 Average position holding time: 120:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.01.09 23:00:002USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.01.16 23:00:003USDJPYsell0.1 / 0.10.0002015.01.16 23:00:00filled
2015.09.04 23:00:004USDJPYbuy0.1 / 0.10.0002015.09.04 23:00:00filled
2015.09.11 23:00:005USDJPYsell0.1 / 0.10.0002015.09.11 23:00:00filled
2016.02.19 23:00:006USDJPYbuy0.1 / 0.10.0002016.02.19 23:00:00filled
2016.02.26 23:00:007USDJPYsell0.1 / 0.10.0002016.02.26 23:00:00filled
2016.07.22 23:00:008USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2016.07.29 23:00:009USDJPYbuy0.1 / 0.10.0002016.07.29 23:00:00filled
2017.02.17 23:00:0010USDJPYbuy0.1 / 0.10.0002017.02.17 23:00:00filled
2017.02.24 23:00:0011USDJPYsell0.1 / 0.10.0002017.02.24 23:00:00filled
2017.08.25 23:00:0012USDJPYbuy0.1 / 0.10.0002017.08.25 23:00:00filled
2017.09.01 23:00:0013USDJPYsell0.1 / 0.10.0002017.09.01 23:00:00filled
2017.09.29 23:00:0014USDJPYsell0.1 / 0.10.0002017.09.29 23:00:00filled
2017.10.06 23:00:0015USDJPYbuy0.1 / 0.10.0002017.10.06 23:00:00filled
2018.08.24 23:00:0016USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2018.08.31 23:00:0017USDJPYsell0.1 / 0.10.0002018.08.31 23:00:00filled
2019.11.08 23:00:0018USDJPYsell0.1 / 0.10.0002019.11.08 23:00:00filled
2019.11.15 23:00:0019USDJPYbuy0.1 / 0.10.0002019.11.15 23:00:00filled
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
2015.01.09 23:00:002USDJPYbuyin0.1118.57020.000.000.0010 000.00
2015.01.16 23:00:003USDJPYsellout0.1117.61030.00-0.64-81.639 917.73
2015.09.04 23:00:004USDJPYbuyin0.1119.06040.000.000.009 917.73
2015.09.11 23:00:005USDJPYsellout0.1120.55050.00-0.63123.6010 040.70
2016.02.19 23:00:006USDJPYbuyin0.1112.68060.000.000.0010 040.70
2016.02.26 23:00:007USDJPYsellout0.1113.94070.00-0.69110.5810 150.59
2016.07.22 23:00:008USDJPYsellin0.1106.13080.000.000.0010 150.59
2016.07.29 23:00:009USDJPYbuyout0.1102.07090.00-3.87397.7710 544.49
2017.02.17 23:00:0010USDJPYbuyin0.1112.919100.000.000.0010 544.49
2017.02.24 23:00:0011USDJPYsellout0.1112.091110.00-0.69-73.8710 469.93
2017.08.25 23:00:0012USDJPYbuyin0.1109.279120.000.000.0010 469.93
2017.09.01 23:00:0013USDJPYsellout0.1110.259130.00-0.7088.8810 558.11
2017.09.29 23:00:0014USDJPYsellin0.1112.520140.000.000.0010 558.11
2017.10.06 23:00:0015USDJPYbuyout0.1112.663150.00-3.63-12.6910 541.79
2018.08.24 23:00:0016USDJPYbuyin0.1111.182160.000.000.0010 541.79
2018.08.31 23:00:0017USDJPYsellout0.1111.081170.00-0.69-9.0910 532.01
2019.11.08 23:00:0018USDJPYsellin0.1109.209180.000.000.0010 532.01
2019.11.15 23:00:0019USDJPYbuyout0.1108.815190.00-3.7336.2110 564.49
0.00 -15.27 579.76 10 564.49