Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCAD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=32 | ||||||||||||
InpTimeShift1=-5 | ||||||||||||
InpTimeShift2=3 | ||||||||||||
InpLots=0.1 | ||||||||||||
InpTradePause=350 | ||||||||||||
Broker: | RoboForex Ltd | |||||||||||
Currency: | USD | |||||||||||
Initial Deposit: | 10 000.00 | |||||||||||
Leverage: | 1:100 | |||||||||||
Results |
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History Quality: | 98% | |||||||||||
Bars: | 94687 | Ticks: | 361043 | Symbols: | 1 | |||||||
Total Net Profit: | 2 943.38 | Balance Drawdown Absolute: | 97.14 | Equity Drawdown Absolute: | 187.72 | |||||||
Gross Profit: | 6 742.13 | Balance Drawdown Maximal: | 1 000.82 (8.02%) | Equity Drawdown Maximal: | 1 312.62 (10.86%) | |||||||
Gross Loss: | -3 798.75 | Balance Drawdown Relative: | 8.02% (1 000.82) | Equity Drawdown Relative: | 10.86% (1 312.62) | |||||||
Profit Factor: | 1.77 | Expected Payoff: | 46.72 | Margin Level: | 9812.28% | |||||||
Recovery Factor: | 2.24 | Sharpe Ratio: | 0.18 | Z-Score: | -2.28 (97.74%) | |||||||
AHPR: | 1.0044 (0.44%) | LR Correlation: | 0.81 | OnTester result: | 0 | |||||||
GHPR: | 1.0041 (0.41%) | LR Standard Error: | 484.31 | |||||||||
Total Trades: | 63 | Short Trades (won %): | 31 (48.39%) | Long Trades (won %): | 32 (53.12%) | |||||||
Total Deals: | 126 | Profit Trades (% of total): | 32 (50.79%) | Loss Trades (% of total): | 31 (49.21%) | |||||||
Largest profit trade: | 1 186.17 | Largest loss trade: | -388.34 | |||||||||
Average profit trade: | 210.69 | Average loss trade: | -122.54 | |||||||||
Maximum consecutive wins ($): | 6 (1 571.66) | Maximum consecutive losses ($): | 6 (-764.96) | |||||||||
Maximal consecutive profit (count): | 1 707.78 (3) | Maximal consecutive loss (count): | -815.64 (4) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 3 | |||||||||
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Correlation (Profits,MFE): | 0.90 | Correlation (Profits,MAE): | 0.30 | Correlation (MFE,MAE): | 0.1514 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 4560:00:00 | Average position holding time: | 748:35:14 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.02.07 23:00:00 | 2 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.02.07 23:00:00 | filled | |||||
2014.03.07 23:00:00 | 3 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.03.07 23:00:00 | filled | |||||
2014.03.07 23:00:00 | 4 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.03.07 23:00:00 | filled | |||||
2014.05.23 23:00:00 | 5 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.23 23:00:00 | filled | |||||
2014.05.23 23:00:00 | 6 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.23 23:00:00 | filled | |||||
2014.05.30 23:00:00 | 7 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.05.30 23:00:00 | filled | |||||
2014.05.30 23:00:00 | 8 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.05.30 23:00:00 | filled | |||||
2014.06.06 23:00:00 | 9 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.06.06 23:00:00 | filled | |||||
2014.06.06 23:00:00 | 10 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.06.06 23:00:00 | filled | |||||
2014.06.20 23:00:00 | 11 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.06.20 23:00:00 | filled | |||||
2014.06.20 23:00:00 | 12 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.06.20 23:00:00 | filled | |||||
2014.07.18 23:00:00 | 13 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.07.18 23:00:00 | filled | |||||
2014.07.18 23:00:00 | 14 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.07.18 23:00:00 | filled | |||||
2014.09.05 23:00:00 | 15 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.09.05 23:00:00 | filled | |||||
2014.09.05 23:00:00 | 16 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.09.05 23:00:00 | filled | |||||
2014.09.19 23:00:00 | 17 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.09.19 23:00:00 | filled | |||||
2014.09.19 23:00:00 | 18 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.09.19 23:00:00 | filled | |||||
2015.02.27 23:00:00 | 19 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.27 23:00:00 | filled | |||||
2015.02.27 23:00:00 | 20 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.27 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 21 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2015.05.29 23:00:00 | 22 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.05.29 23:00:00 | filled | |||||
2015.08.07 23:00:00 | 23 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.08.07 23:00:00 | filled | |||||
2015.08.07 23:00:00 | 24 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.08.07 23:00:00 | filled | |||||
2015.09.18 23:00:00 | 25 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.18 23:00:00 | filled | |||||
2015.09.18 23:00:00 | 26 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.09.18 23:00:00 | filled | |||||
2015.10.23 23:00:00 | 27 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.10.23 23:00:00 | filled | |||||
2015.10.23 23:00:00 | 28 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.10.23 23:00:00 | filled | |||||
2015.11.13 23:00:00 | 29 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.11.13 23:00:00 | filled | |||||
2015.11.13 23:00:00 | 30 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.11.13 23:00:00 | filled | |||||
2015.11.27 23:00:00 | 31 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.11.27 23:00:00 | filled | |||||
2015.11.27 23:00:00 | 32 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.11.27 23:00:00 | filled | |||||
2016.04.01 23:00:00 | 33 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.04.01 23:00:00 | filled | |||||
2016.04.01 23:00:00 | 34 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.04.01 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 35 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.04.08 23:00:00 | 36 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.04.08 23:00:00 | filled | |||||
2016.05.27 23:00:00 | 37 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.05.27 23:00:00 | filled | |||||
2016.05.27 23:00:00 | 38 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.05.27 23:00:00 | filled | |||||
2016.06.17 23:00:00 | 39 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.06.17 23:00:00 | filled | |||||
2016.06.17 23:00:00 | 40 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.06.17 23:00:00 | filled | |||||
2016.07.29 23:00:00 | 41 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.07.29 23:00:00 | filled | |||||
2016.07.29 23:00:00 | 42 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.07.29 23:00:00 | filled | |||||
2016.08.19 23:00:00 | 43 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.08.19 23:00:00 | filled | |||||
2016.08.19 23:00:00 | 44 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.08.19 23:00:00 | filled | |||||
2016.09.23 23:00:00 | 45 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.09.23 23:00:00 | filled | |||||
2016.09.23 23:00:00 | 46 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.09.23 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 47 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 48 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2017.01.06 23:00:00 | 49 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.06 23:00:00 | filled | |||||
2017.01.06 23:00:00 | 50 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.06 23:00:00 | filled | |||||
2017.01.20 23:00:00 | 51 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.01.20 23:00:00 | filled | |||||
2017.01.20 23:00:00 | 52 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.01.20 23:00:00 | filled | |||||
2017.02.17 23:00:00 | 53 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.02.17 23:00:00 | filled | |||||
2017.02.17 23:00:00 | 54 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.02.17 23:00:00 | filled | |||||
2017.05.19 23:00:00 | 55 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.05.19 23:00:00 | filled | |||||
2017.05.19 23:00:00 | 56 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.05.19 23:00:00 | filled | |||||
2017.09.01 23:00:00 | 57 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.09.01 23:00:00 | filled | |||||
2017.09.01 23:00:00 | 58 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.09.01 23:00:00 | filled | |||||
2017.09.08 23:00:00 | 59 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.09.08 23:00:00 | filled | |||||
2017.09.08 23:00:00 | 60 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.09.08 23:00:00 | filled | |||||
2017.09.22 23:00:00 | 61 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.09.22 23:00:00 | filled | |||||
2017.09.22 23:00:00 | 62 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.09.22 23:00:00 | filled | |||||
2017.11.24 23:00:00 | 63 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.11.24 23:00:00 | filled | |||||
2017.11.24 23:00:00 | 64 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.11.24 23:00:00 | filled | |||||
2017.12.01 23:00:00 | 65 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.12.01 23:00:00 | filled | |||||
2017.12.01 23:00:00 | 66 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.12.01 23:00:00 | filled | |||||
2018.01.05 23:00:00 | 67 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.05 23:00:00 | filled | |||||
2018.01.05 23:00:00 | 68 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.01.05 23:00:00 | filled | |||||
2018.03.02 23:00:00 | 69 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.03.02 23:00:00 | filled | |||||
2018.03.02 23:00:00 | 70 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.03.02 23:00:00 | filled | |||||
2018.04.06 23:00:00 | 71 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.04.06 23:00:00 | filled | |||||
2018.04.06 23:00:00 | 72 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.04.06 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 73 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 74 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2018.05.25 23:00:00 | 75 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.05.25 23:00:00 | filled | |||||
2018.05.25 23:00:00 | 76 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.05.25 23:00:00 | filled | |||||
2018.06.01 23:00:00 | 77 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.06.01 23:00:00 | filled | |||||
2018.06.01 23:00:00 | 78 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.06.01 23:00:00 | filled | |||||
2018.08.24 23:00:00 | 79 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.08.24 23:00:00 | filled | |||||
2018.08.24 23:00:00 | 80 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.08.24 23:00:00 | filled | |||||
2018.08.31 23:00:00 | 81 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.31 23:00:00 | filled | |||||
2018.08.31 23:00:00 | 82 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.08.31 23:00:00 | filled | |||||
2018.10.05 23:00:00 | 83 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.10.05 23:00:00 | filled | |||||
2018.10.05 23:00:00 | 84 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.10.05 23:00:00 | filled | |||||
2018.10.26 23:00:00 | 85 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.10.26 23:00:00 | filled | |||||
2018.10.26 23:00:00 | 86 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.10.26 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 87 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 88 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2019.05.03 23:00:00 | 89 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.05.03 23:00:00 | filled | |||||
2019.05.03 23:00:00 | 90 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.05.03 23:00:00 | filled | |||||
2019.06.14 23:00:00 | 91 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.06.14 23:00:00 | filled | |||||
2019.06.14 23:00:00 | 92 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.06.14 23:00:00 | filled | |||||
2019.07.26 23:00:00 | 93 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.07.26 23:00:00 | filled | |||||
2019.07.26 23:00:00 | 94 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.07.26 23:00:00 | filled | |||||
2019.09.13 23:00:00 | 95 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.09.13 23:00:00 | filled | |||||
2019.09.13 23:00:00 | 96 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.09.13 23:00:00 | filled | |||||
2019.09.20 23:00:00 | 97 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.09.20 23:00:00 | filled | |||||
2019.09.20 23:00:00 | 98 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.09.20 23:00:00 | filled | |||||
2019.10.04 23:00:00 | 99 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.10.04 23:00:00 | filled | |||||
2019.10.04 23:00:00 | 100 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.10.04 23:00:00 | filled | |||||
2019.10.11 23:00:00 | 101 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.10.11 23:00:00 | filled | |||||
2019.10.11 23:00:00 | 102 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.10.11 23:00:00 | filled | |||||
2019.10.18 23:00:00 | 103 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.10.18 23:00:00 | filled | |||||
2019.10.18 23:00:00 | 104 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.10.18 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 105 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 106 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.20 23:00:00 | 107 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.20 23:00:00 | filled | |||||
2019.12.20 23:00:00 | 108 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.20 23:00:00 | filled | |||||
2020.01.10 23:00:00 | 109 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.01.10 23:00:00 | filled | |||||
2020.01.10 23:00:00 | 110 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.01.10 23:00:00 | filled | |||||
2020.05.08 23:00:00 | 111 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.08 23:00:00 | filled | |||||
2020.05.08 23:00:00 | 112 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.05.08 23:00:00 | filled | |||||
2020.07.03 23:00:00 | 113 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.03 23:00:00 | filled | |||||
2020.07.03 23:00:00 | 114 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.07.03 23:00:00 | filled | |||||
2020.07.17 23:00:00 | 115 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.07.17 23:00:00 | filled | |||||
2020.07.17 23:00:00 | 116 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.07.17 23:00:00 | filled | |||||
2021.04.09 23:00:00 | 117 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.09 23:00:00 | filled | |||||
2021.04.09 23:00:00 | 118 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.09 23:00:00 | filled | |||||
2021.05.07 23:00:00 | 119 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.05.07 23:00:00 | filled | |||||
2021.05.07 23:00:00 | 120 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.05.07 23:00:00 | filled | |||||
2021.05.14 23:00:00 | 121 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.14 23:00:00 | filled | |||||
2021.05.14 23:00:00 | 122 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.05.14 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 123 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.05.21 23:00:00 | 124 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.05.21 23:00:00 | filled | |||||
2021.06.18 23:00:00 | 125 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.06.18 23:00:00 | filled | |||||
2021.06.18 23:00:00 | 126 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.06.18 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 127 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
Deals |
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Time | Deal | Symbol | Type | Direction | Volume | Price | Order | Commission | Swap | Profit | Balance | Comment |
2014.01.01 00:00:00 | 1 | balance | 0.00 | 0.00 | 10 000.00 | 10 000.00 | ||||||
2014.02.07 23:00:00 | 2 | USDCAD | buy | in | 0.1 | 1.10420 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.03.07 23:00:00 | 3 | USDCAD | sell | out | 0.1 | 1.10870 | 3 | 0.00 | -10.11 | 40.59 | 10 030.48 | |
2014.03.07 23:00:00 | 4 | USDCAD | sell | in | 0.1 | 1.10870 | 4 | 0.00 | 0.00 | 0.00 | 10 030.48 | |
2014.05.23 23:00:00 | 5 | USDCAD | buy | out | 0.1 | 1.08730 | 5 | 0.00 | -29.38 | 196.82 | 10 197.92 | |
2014.05.23 23:00:00 | 6 | USDCAD | buy | in | 0.1 | 1.08730 | 6 | 0.00 | 0.00 | 0.00 | 10 197.92 | |
2014.05.30 23:00:00 | 7 | USDCAD | sell | out | 0.1 | 1.08390 | 7 | 0.00 | -2.58 | -31.37 | 10 163.97 | |
2014.05.30 23:00:00 | 8 | USDCAD | sell | in | 0.1 | 1.08390 | 8 | 0.00 | 0.00 | 0.00 | 10 163.97 | |
2014.06.06 23:00:00 | 9 | USDCAD | buy | out | 0.1 | 1.09310 | 9 | 0.00 | -2.70 | -84.16 | 10 077.11 | |
2014.06.06 23:00:00 | 10 | USDCAD | buy | in | 0.1 | 1.09310 | 10 | 0.00 | 0.00 | 0.00 | 10 077.11 | |
2014.06.20 23:00:00 | 11 | USDCAD | sell | out | 0.1 | 1.07500 | 11 | 0.00 | -5.17 | -168.37 | 9 903.57 | |
2014.06.20 23:00:00 | 12 | USDCAD | sell | in | 0.1 | 1.07500 | 12 | 0.00 | 0.00 | 0.00 | 9 903.57 | |
2014.07.18 23:00:00 | 13 | USDCAD | buy | out | 0.1 | 1.07390 | 13 | 0.00 | -10.95 | 10.24 | 9 902.86 | |
2014.07.18 23:00:00 | 14 | USDCAD | buy | in | 0.1 | 1.07390 | 14 | 0.00 | 0.00 | 0.00 | 9 902.86 | |
2014.09.05 23:00:00 | 15 | USDCAD | sell | out | 0.1 | 1.08800 | 15 | 0.00 | -18.04 | 129.60 | 10 014.42 | |
2014.09.05 23:00:00 | 16 | USDCAD | sell | in | 0.1 | 1.08800 | 16 | 0.00 | 0.00 | 0.00 | 10 014.42 | |
2014.09.19 23:00:00 | 17 | USDCAD | buy | out | 0.1 | 1.09500 | 17 | 0.00 | -5.35 | -63.93 | 9 945.14 | |
2014.09.19 23:00:00 | 18 | USDCAD | buy | in | 0.1 | 1.09500 | 18 | 0.00 | 0.00 | 0.00 | 9 945.14 | |
2015.02.27 23:00:00 | 19 | USDCAD | sell | out | 0.1 | 1.25020 | 19 | 0.00 | -55.23 | 1 241.40 | 11 131.31 | |
2015.02.27 23:00:00 | 20 | USDCAD | sell | in | 0.1 | 1.25020 | 20 | 0.00 | 0.00 | 0.00 | 11 131.31 | |
2015.05.29 23:00:00 | 21 | USDCAD | buy | out | 0.1 | 1.24400 | 21 | 0.00 | -30.90 | 49.84 | 11 150.25 | |
2015.05.29 23:00:00 | 22 | USDCAD | buy | in | 0.1 | 1.24400 | 22 | 0.00 | 0.00 | 0.00 | 11 150.25 | |
2015.08.07 23:00:00 | 23 | USDCAD | sell | out | 0.1 | 1.31290 | 23 | 0.00 | -22.12 | 524.79 | 11 652.92 | |
2015.08.07 23:00:00 | 24 | USDCAD | sell | in | 0.1 | 1.31290 | 24 | 0.00 | 0.00 | 0.00 | 11 652.92 | |
2015.09.18 23:00:00 | 25 | USDCAD | buy | out | 0.1 | 1.32190 | 25 | 0.00 | -13.41 | -68.08 | 11 571.43 | |
2015.09.18 23:00:00 | 26 | USDCAD | buy | in | 0.1 | 1.32190 | 26 | 0.00 | 0.00 | 0.00 | 11 571.43 | |
2015.10.23 23:00:00 | 27 | USDCAD | sell | out | 0.1 | 1.31730 | 27 | 0.00 | -10.67 | -34.92 | 11 525.84 | |
2015.10.23 23:00:00 | 28 | USDCAD | sell | in | 0.1 | 1.31730 | 28 | 0.00 | 0.00 | 0.00 | 11 525.84 | |
2015.11.13 23:00:00 | 29 | USDCAD | buy | out | 0.1 | 1.33200 | 29 | 0.00 | -6.70 | -110.36 | 11 408.78 | |
2015.11.13 23:00:00 | 30 | USDCAD | buy | in | 0.1 | 1.33200 | 30 | 0.00 | 0.00 | 0.00 | 11 408.78 | |
2015.11.27 23:00:00 | 31 | USDCAD | sell | out | 0.1 | 1.33680 | 31 | 0.00 | -4.20 | 35.91 | 11 440.49 | |
2015.11.27 23:00:00 | 32 | USDCAD | sell | in | 0.1 | 1.33680 | 32 | 0.00 | 0.00 | 0.00 | 11 440.49 | |
2016.04.01 23:00:00 | 33 | USDCAD | buy | out | 0.1 | 1.30150 | 33 | 0.00 | -38.58 | 271.23 | 11 673.14 | |
2016.04.01 23:00:00 | 34 | USDCAD | buy | in | 0.1 | 1.30150 | 34 | 0.00 | 0.00 | 0.00 | 11 673.14 | |
2016.04.08 23:00:00 | 35 | USDCAD | sell | out | 0.1 | 1.30010 | 35 | 0.00 | -2.14 | -10.77 | 11 660.23 | |
2016.04.08 23:00:00 | 36 | USDCAD | sell | in | 0.1 | 1.30010 | 36 | 0.00 | 0.00 | 0.00 | 11 660.23 | |
2016.05.27 23:00:00 | 37 | USDCAD | buy | out | 0.1 | 1.30400 | 37 | 0.00 | -16.05 | -29.91 | 11 614.27 | |
2016.05.27 23:00:00 | 38 | USDCAD | buy | in | 0.1 | 1.30400 | 38 | 0.00 | 0.00 | 0.00 | 11 614.27 | |
2016.06.17 23:00:00 | 39 | USDCAD | sell | out | 0.1 | 1.28770 | 39 | 0.00 | -6.52 | -126.58 | 11 481.17 | |
2016.06.17 23:00:00 | 40 | USDCAD | sell | in | 0.1 | 1.28770 | 40 | 0.00 | 0.00 | 0.00 | 11 481.17 | |
2016.07.29 23:00:00 | 41 | USDCAD | buy | out | 0.1 | 1.30600 | 41 | 0.00 | -13.56 | -140.12 | 11 327.49 | |
2016.07.29 23:00:00 | 42 | USDCAD | buy | in | 0.1 | 1.30600 | 42 | 0.00 | 0.00 | 0.00 | 11 327.49 | |
2016.08.19 23:00:00 | 43 | USDCAD | sell | out | 0.1 | 1.28550 | 43 | 0.00 | -6.45 | -159.47 | 11 161.57 | |
2016.08.19 23:00:00 | 44 | USDCAD | sell | in | 0.1 | 1.28550 | 44 | 0.00 | 0.00 | 0.00 | 11 161.57 | |
2016.09.23 23:00:00 | 45 | USDCAD | buy | out | 0.1 | 1.31740 | 45 | 0.00 | -11.25 | -242.14 | 10 908.18 | |
2016.09.23 23:00:00 | 46 | USDCAD | buy | in | 0.1 | 1.31740 | 46 | 0.00 | 0.00 | 0.00 | 10 908.18 | |
2016.12.16 23:00:00 | 47 | USDCAD | sell | out | 0.1 | 1.33432 | 47 | 0.00 | -25.22 | 126.81 | 11 009.77 | |
2016.12.16 23:00:00 | 48 | USDCAD | sell | in | 0.1 | 1.33432 | 48 | 0.00 | 0.00 | 0.00 | 11 009.77 | |
2017.01.06 23:00:00 | 49 | USDCAD | buy | out | 0.1 | 1.32327 | 49 | 0.00 | -6.55 | 83.51 | 11 086.73 | |
2017.01.06 23:00:00 | 50 | USDCAD | buy | in | 0.1 | 1.32327 | 50 | 0.00 | 0.00 | 0.00 | 11 086.73 | |
2017.01.20 23:00:00 | 51 | USDCAD | sell | out | 0.1 | 1.33265 | 51 | 0.00 | -4.23 | 70.39 | 11 152.89 | |
2017.01.20 23:00:00 | 52 | USDCAD | sell | in | 0.1 | 1.33265 | 52 | 0.00 | 0.00 | 0.00 | 11 152.89 | |
2017.02.17 23:00:00 | 53 | USDCAD | buy | out | 0.1 | 1.30987 | 53 | 0.00 | -8.97 | 173.91 | 11 317.83 | |
2017.02.17 23:00:00 | 54 | USDCAD | buy | in | 0.1 | 1.30987 | 54 | 0.00 | 0.00 | 0.00 | 11 317.83 | |
2017.05.19 23:00:00 | 55 | USDCAD | sell | out | 0.1 | 1.35166 | 55 | 0.00 | -27.10 | 309.18 | 11 599.91 | |
2017.05.19 23:00:00 | 56 | USDCAD | sell | in | 0.1 | 1.35166 | 56 | 0.00 | 0.00 | 0.00 | 11 599.91 | |
2017.09.01 23:00:00 | 57 | USDCAD | buy | out | 0.1 | 1.23846 | 57 | 0.00 | -34.11 | 914.04 | 12 479.84 | |
2017.09.01 23:00:00 | 58 | USDCAD | buy | in | 0.1 | 1.23846 | 58 | 0.00 | 0.00 | 0.00 | 12 479.84 | |
2017.09.08 23:00:00 | 59 | USDCAD | sell | out | 0.1 | 1.21421 | 59 | 0.00 | -2.27 | -199.72 | 12 277.85 | |
2017.09.08 23:00:00 | 60 | USDCAD | sell | in | 0.1 | 1.21421 | 60 | 0.00 | 0.00 | 0.00 | 12 277.85 | |
2017.09.22 23:00:00 | 61 | USDCAD | buy | out | 0.1 | 1.23367 | 61 | 0.00 | -4.80 | -157.74 | 12 115.31 | |
2017.09.22 23:00:00 | 62 | USDCAD | buy | in | 0.1 | 1.23367 | 62 | 0.00 | 0.00 | 0.00 | 12 115.31 | |
2017.11.24 23:00:00 | 63 | USDCAD | sell | out | 0.1 | 1.27120 | 63 | 0.00 | -19.91 | 295.23 | 12 390.63 | |
2017.11.24 23:00:00 | 64 | USDCAD | sell | in | 0.1 | 1.27120 | 64 | 0.00 | 0.00 | 0.00 | 12 390.63 | |
2017.12.01 23:00:00 | 65 | USDCAD | buy | out | 0.1 | 1.26957 | 65 | 0.00 | -2.30 | 12.84 | 12 401.17 | |
2017.12.01 23:00:00 | 66 | USDCAD | buy | in | 0.1 | 1.26957 | 66 | 0.00 | 0.00 | 0.00 | 12 401.17 | |
2018.01.05 23:00:00 | 67 | USDCAD | sell | out | 0.1 | 1.24120 | 67 | 0.00 | -11.01 | -228.57 | 12 161.59 | |
2018.01.05 23:00:00 | 68 | USDCAD | sell | in | 0.1 | 1.24120 | 68 | 0.00 | 0.00 | 0.00 | 12 161.59 | |
2018.03.02 23:00:00 | 69 | USDCAD | buy | out | 0.1 | 1.28883 | 69 | 0.00 | -18.78 | -369.56 | 11 773.25 | |
2018.03.02 23:00:00 | 70 | USDCAD | buy | in | 0.1 | 1.28883 | 70 | 0.00 | 0.00 | 0.00 | 11 773.25 | |
2018.04.06 23:00:00 | 71 | USDCAD | sell | out | 0.1 | 1.27678 | 71 | 0.00 | -10.86 | -94.38 | 11 668.01 | |
2018.04.06 23:00:00 | 72 | USDCAD | sell | in | 0.1 | 1.27678 | 72 | 0.00 | 0.00 | 0.00 | 11 668.01 | |
2018.05.04 23:00:00 | 73 | USDCAD | buy | out | 0.1 | 1.28620 | 73 | 0.00 | -9.24 | -73.24 | 11 585.53 | |
2018.05.04 23:00:00 | 74 | USDCAD | buy | in | 0.1 | 1.28620 | 74 | 0.00 | 0.00 | 0.00 | 11 585.53 | |
2018.05.25 23:00:00 | 75 | USDCAD | sell | out | 0.1 | 1.29760 | 75 | 0.00 | -6.52 | 87.85 | 11 666.86 | |
2018.05.25 23:00:00 | 76 | USDCAD | sell | in | 0.1 | 1.29760 | 76 | 0.00 | 0.00 | 0.00 | 11 666.86 | |
2018.06.01 23:00:00 | 77 | USDCAD | buy | out | 0.1 | 1.29607 | 77 | 0.00 | -2.26 | 11.80 | 11 676.40 | |
2018.06.01 23:00:00 | 78 | USDCAD | buy | in | 0.1 | 1.29607 | 78 | 0.00 | 0.00 | 0.00 | 11 676.40 | |
2018.08.24 23:00:00 | 79 | USDCAD | sell | out | 0.1 | 1.30274 | 79 | 0.00 | -25.62 | 51.20 | 11 701.98 | |
2018.08.24 23:00:00 | 80 | USDCAD | sell | in | 0.1 | 1.30274 | 80 | 0.00 | 0.00 | 0.00 | 11 701.98 | |
2018.08.31 23:00:00 | 81 | USDCAD | buy | out | 0.1 | 1.30494 | 81 | 0.00 | -2.26 | -16.86 | 11 682.86 | |
2018.08.31 23:00:00 | 82 | USDCAD | buy | in | 0.1 | 1.30494 | 82 | 0.00 | 0.00 | 0.00 | 11 682.86 | |
2018.10.05 23:00:00 | 83 | USDCAD | sell | out | 0.1 | 1.29460 | 83 | 0.00 | -10.77 | -79.87 | 11 592.22 | |
2018.10.05 23:00:00 | 84 | USDCAD | sell | in | 0.1 | 1.29460 | 84 | 0.00 | 0.00 | 0.00 | 11 592.22 | |
2018.10.26 23:00:00 | 85 | USDCAD | buy | out | 0.1 | 1.30853 | 85 | 0.00 | -6.74 | -106.46 | 11 479.02 | |
2018.10.26 23:00:00 | 86 | USDCAD | buy | in | 0.1 | 1.30853 | 86 | 0.00 | 0.00 | 0.00 | 11 479.02 | |
2019.04.05 23:00:00 | 87 | USDCAD | sell | out | 0.1 | 1.33841 | 87 | 0.00 | -48.38 | 223.25 | 11 653.89 | |
2019.04.05 23:00:00 | 88 | USDCAD | sell | in | 0.1 | 1.33841 | 88 | 0.00 | 0.00 | 0.00 | 11 653.89 | |
2019.05.03 23:00:00 | 89 | USDCAD | buy | out | 0.1 | 1.34266 | 89 | 0.00 | -8.75 | -31.65 | 11 613.49 | |
2019.05.03 23:00:00 | 90 | USDCAD | buy | in | 0.1 | 1.34266 | 90 | 0.00 | 0.00 | 0.00 | 11 613.49 | |
2019.06.14 23:00:00 | 91 | USDCAD | sell | out | 0.1 | 1.34124 | 91 | 0.00 | -12.55 | -10.59 | 11 590.35 | |
2019.06.14 23:00:00 | 92 | USDCAD | sell | in | 0.1 | 1.34124 | 92 | 0.00 | 0.00 | 0.00 | 11 590.35 | |
2019.07.26 23:00:00 | 93 | USDCAD | buy | out | 0.1 | 1.31685 | 93 | 0.00 | -13.41 | 185.21 | 11 762.15 | |
2019.07.26 23:00:00 | 94 | USDCAD | buy | in | 0.1 | 1.31685 | 94 | 0.00 | 0.00 | 0.00 | 11 762.15 | |
2019.09.13 23:00:00 | 95 | USDCAD | sell | out | 0.1 | 1.32826 | 95 | 0.00 | -14.73 | 85.90 | 11 833.32 | |
2019.09.13 23:00:00 | 96 | USDCAD | sell | in | 0.1 | 1.32826 | 96 | 0.00 | 0.00 | 0.00 | 11 833.32 | |
2019.09.20 23:00:00 | 97 | USDCAD | buy | out | 0.1 | 1.32747 | 97 | 0.00 | -2.23 | 5.95 | 11 837.04 | |
2019.09.20 23:00:00 | 98 | USDCAD | buy | in | 0.1 | 1.32747 | 98 | 0.00 | 0.00 | 0.00 | 11 837.04 | |
2019.10.04 23:00:00 | 99 | USDCAD | sell | out | 0.1 | 1.33110 | 99 | 0.00 | -4.20 | 27.27 | 11 860.11 | |
2019.10.04 23:00:00 | 100 | USDCAD | sell | in | 0.1 | 1.33110 | 100 | 0.00 | 0.00 | 0.00 | 11 860.11 | |
2019.10.11 23:00:00 | 101 | USDCAD | buy | out | 0.1 | 1.32028 | 101 | 0.00 | -2.22 | 81.95 | 11 939.84 | |
2019.10.11 23:00:00 | 102 | USDCAD | buy | in | 0.1 | 1.32028 | 102 | 0.00 | 0.00 | 0.00 | 11 939.84 | |
2019.10.18 23:00:00 | 103 | USDCAD | sell | out | 0.1 | 1.31225 | 103 | 0.00 | -2.11 | -61.19 | 11 876.54 | |
2019.10.18 23:00:00 | 104 | USDCAD | sell | in | 0.1 | 1.31225 | 104 | 0.00 | 0.00 | 0.00 | 11 876.54 | |
2019.12.06 23:00:00 | 105 | USDCAD | buy | out | 0.1 | 1.32598 | 105 | 0.00 | -15.64 | -103.55 | 11 757.35 | |
2019.12.06 23:00:00 | 106 | USDCAD | buy | in | 0.1 | 1.32598 | 106 | 0.00 | 0.00 | 0.00 | 11 757.35 | |
2019.12.20 23:00:00 | 107 | USDCAD | sell | out | 0.1 | 1.31564 | 107 | 0.00 | -4.23 | -78.59 | 11 674.53 | |
2019.12.20 23:00:00 | 108 | USDCAD | sell | in | 0.1 | 1.31564 | 108 | 0.00 | 0.00 | 0.00 | 11 674.53 | |
2020.01.10 23:00:00 | 109 | USDCAD | buy | out | 0.1 | 1.30621 | 109 | 0.00 | -6.74 | 72.19 | 11 739.98 | |
2020.01.10 23:00:00 | 110 | USDCAD | buy | in | 0.1 | 1.30621 | 110 | 0.00 | 0.00 | 0.00 | 11 739.98 | |
2020.05.08 23:00:00 | 111 | USDCAD | sell | out | 0.1 | 1.39258 | 111 | 0.00 | -34.85 | 620.22 | 12 325.35 | |
2020.05.08 23:00:00 | 112 | USDCAD | sell | in | 0.1 | 1.39258 | 112 | 0.00 | 0.00 | 0.00 | 12 325.35 | |
2020.07.03 23:00:00 | 113 | USDCAD | buy | out | 0.1 | 1.35538 | 113 | 0.00 | -17.17 | 274.46 | 12 582.64 | |
2020.07.03 23:00:00 | 114 | USDCAD | buy | in | 0.1 | 1.35538 | 114 | 0.00 | 0.00 | 0.00 | 12 582.64 | |
2020.07.17 23:00:00 | 115 | USDCAD | sell | out | 0.1 | 1.35776 | 115 | 0.00 | -4.12 | 17.53 | 12 596.05 | |
2020.07.17 23:00:00 | 116 | USDCAD | sell | in | 0.1 | 1.35776 | 116 | 0.00 | 0.00 | 0.00 | 12 596.05 | |
2021.04.09 23:00:00 | 117 | USDCAD | buy | out | 0.1 | 1.25304 | 117 | 0.00 | -86.30 | 835.73 | 13 345.48 | |
2021.04.09 23:00:00 | 118 | USDCAD | buy | in | 0.1 | 1.25304 | 118 | 0.00 | 0.00 | 0.00 | 13 345.48 | |
2021.05.07 23:00:00 | 119 | USDCAD | sell | out | 0.1 | 1.21371 | 119 | 0.00 | -9.04 | -324.05 | 13 012.39 | |
2021.05.07 23:00:00 | 120 | USDCAD | sell | in | 0.1 | 1.21371 | 120 | 0.00 | 0.00 | 0.00 | 13 012.39 | |
2021.05.14 23:00:00 | 121 | USDCAD | buy | out | 0.1 | 1.21182 | 121 | 0.00 | -2.44 | 15.60 | 13 025.55 | |
2021.05.14 23:00:00 | 122 | USDCAD | buy | in | 0.1 | 1.21182 | 122 | 0.00 | 0.00 | 0.00 | 13 025.55 | |
2021.05.21 23:00:00 | 123 | USDCAD | sell | out | 0.1 | 1.20630 | 123 | 0.00 | -2.31 | -45.76 | 12 977.48 | |
2021.05.21 23:00:00 | 124 | USDCAD | sell | in | 0.1 | 1.20630 | 124 | 0.00 | 0.00 | 0.00 | 12 977.48 | |
2021.06.18 23:00:00 | 125 | USDCAD | buy | out | 0.1 | 1.24392 | 125 | 0.00 | -9.74 | -302.43 | 12 665.31 | |
2021.06.18 23:00:00 | 126 | USDCAD | buy | in | 0.1 | 1.24392 | 126 | 0.00 | 0.00 | 0.00 | 12 665.31 | |
2021.08.20 23:59:59 | 127 | USDCAD | sell | out | 0.1 | 1.28216 | 127 | 0.00 | -20.18 | 298.25 | 12 943.38 | end of test |
0.00 | -882.92 | 3 826.30 | 12 943.38 | |||||||||