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=31
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: -3 456.39 Balance Drawdown Absolute: 3 456.39 Equity Drawdown Absolute: 4 263.41
Gross Profit: 866.65 Balance Drawdown Maximal: 3 456.39 (34.56%) Equity Drawdown Maximal: 4 389.58 (43.35%)
Gross Loss: -4 323.04 Balance Drawdown Relative: 34.56% (3 456.39) Equity Drawdown Relative: 43.35% (4 389.58)
Profit Factor: 0.20 Expected Payoff: -432.05 Margin Level: 5736.59%
Recovery Factor: -0.79 Sharpe Ratio: -0.70 Z-Score: -0.54 (41.08%)
AHPR: 0.9509 (-4.91%) LR Correlation: -0.91 OnTester result: 0
GHPR: 0.9484 (-5.16%) LR Standard Error: 483.11
Total Trades: 8 Short Trades (won %): 4 (25.00%) Long Trades (won %): 4 (25.00%)
Total Deals: 16 Profit Trades (% of total): 2 (25.00%) Loss Trades (% of total): 6 (75.00%)
Largest profit trade: 439.12 Largest loss trade: -1 516.02
Average profit trade: 433.33 Average loss trade: -720.51
Maximum consecutive wins ($): 2 (866.65) Maximum consecutive losses ($): 5 (-2 807.02)
Maximal consecutive profit (count): 866.65 (2) Maximal consecutive loss (count): -2 807.02 (5)
Average consecutive wins: 2 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.47 Correlation (Profits,MAE): 0.93 Correlation (MFE,MAE): 0.3272
Graph
Minimal position holding time: 360:00:00 Maximal position holding time: 18720:59:59 Average position holding time: 5715:07:29
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
2016.07.22 23:00:009USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2016.07.22 23:00:0010USDJPYsell0.1 / 0.10.0002016.07.22 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
2018.04.27 23:00:0013USDJPYsell0.1 / 0.10.0002018.04.27 23:00:00filled
2018.04.27 23:00:0014USDJPYsell0.1 / 0.10.0002018.04.27 23:00:00filled
2018.08.24 23:00:0015USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2018.08.24 23:00:0016USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2021.08.20 23:59:5917USDJPYsell0.1 / 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
2016.07.22 23:00:009USDJPYsellout0.1106.13090.00-30.83-1 218.328 101.48
2016.07.22 23:00:0010USDJPYsellin0.1106.130100.000.000.008 101.48
2017.02.03 23:00:0011USDJPYbuyout0.1112.693110.00-106.17-582.387 412.93
2017.02.03 23:00:0012USDJPYbuyin0.1112.693120.000.000.007 412.93
2018.04.27 23:00:0013USDJPYsellout0.1109.056130.00-44.55-333.507 034.88
2018.04.27 23:00:0014USDJPYsellin0.1109.056140.000.000.007 034.88
2018.08.24 23:00:0015USDJPYbuyout0.1111.182150.00-62.60-191.226 781.06
2018.08.24 23:00:0016USDJPYbuyin0.1111.182160.000.000.006 781.06
2021.08.20 23:59:5917USDJPYsellout0.1109.782170.00-109.92-127.536 543.61end of test
0.00 -519.93 -2 936.46 6 543.61