Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDJPY | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=21 | ||||||||||||
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: | 97% | |||||||||||
Bars: | 94685 | Ticks: | 362693 | Symbols: | 1 | |||||||
Total Net Profit: | 729.01 | Balance Drawdown Absolute: | 1.95 | Equity Drawdown Absolute: | 155.99 | |||||||
Gross Profit: | 1 079.86 | Balance Drawdown Maximal: | 226.32 (2.07%) | Equity Drawdown Maximal: | 324.75 (2.94%) | |||||||
Gross Loss: | -350.85 | Balance Drawdown Relative: | 2.07% (226.32) | Equity Drawdown Relative: | 2.94% (298.24) | |||||||
Profit Factor: | 3.08 | Expected Payoff: | 45.56 | Margin Level: | 9844.01% | |||||||
Recovery Factor: | 2.24 | Sharpe Ratio: | 0.39 | Z-Score: | -1.25 (78.87%) | |||||||
AHPR: | 1.0045 (0.45%) | LR Correlation: | 0.89 | OnTester result: | 0 | |||||||
GHPR: | 1.0044 (0.44%) | LR Standard Error: | 172.97 | |||||||||
Total Trades: | 16 | Short Trades (won %): | 6 (66.67%) | Long Trades (won %): | 10 (50.00%) | |||||||
Total Deals: | 32 | Profit Trades (% of total): | 9 (56.25%) | Loss Trades (% of total): | 7 (43.75%) | |||||||
Largest profit trade: | 393.90 | Largest loss trade: | -96.73 | |||||||||
Average profit trade: | 119.98 | Average loss trade: | -50.12 | |||||||||
Maximum consecutive wins ($): | 5 (702.97) | Maximum consecutive losses ($): | 5 (-226.32) | |||||||||
Maximal consecutive profit (count): | 702.97 (5) | Maximal consecutive loss (count): | -226.32 (5) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.96 | Correlation (Profits,MAE): | 0.45 | Correlation (MFE,MAE): | 0.3830 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 360:00:00 | Average position holding time: | 135:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.05.02 23:00:00 | 2 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.02 23:00:00 | filled | |||||
2014.05.09 23:00:00 | 3 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.05.09 23:00:00 | filled | |||||
2014.06.06 23:00:00 | 4 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.06.06 23:00:00 | filled | |||||
2014.06.13 23:00:00 | 5 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.06.13 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 6 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.09 23:00:00 | filled | |||||
2015.01.16 23:00:00 | 7 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.01.16 23:00:00 | filled | |||||
2015.08.14 23:00:00 | 8 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.08.14 23:00:00 | filled | |||||
2015.08.21 23:00:00 | 9 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.08.21 23:00:00 | filled | |||||
2015.09.04 23:00:00 | 10 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.09.04 23:00:00 | filled | |||||
2015.09.11 23:00:00 | 11 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.09.11 23:00:00 | filled | |||||
2015.09.25 23:00:00 | 12 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.09.25 23:00:00 | filled | |||||
2015.10.02 23:00:00 | 13 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.10.02 23:00:00 | filled | |||||
2016.02.19 23:00:00 | 14 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.02.19 23:00:00 | filled | |||||
2016.02.26 23:00:00 | 15 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.02.26 23:00:00 | filled | |||||
2016.07.22 23:00:00 | 16 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.07.22 23:00:00 | filled | |||||
2016.07.29 23:00:00 | 17 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.07.29 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 18 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.02.03 23:00:00 | filled | |||||
2017.02.10 23:00:00 | 19 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.02.10 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 20 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.08.25 23:00:00 | filled | |||||
2017.09.01 23:00:00 | 21 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.09.01 23:00:00 | filled | |||||
2018.02.16 23:00:00 | 22 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.02.16 23:00:00 | filled | |||||
2018.02.23 23:00:00 | 23 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.02.23 23:00:00 | filled | |||||
2018.03.09 23:00:00 | 24 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.03.09 23:00:00 | filled | |||||
2018.03.30 23:00:00 | 25 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.03.30 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 26 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.04.27 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 27 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.05.04 23:00:00 | filled | |||||
2018.06.15 23:00:00 | 28 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.06.15 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 29 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.06.22 23:00:00 | filled | |||||
2018.08.24 23:00:00 | 30 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.08.24 23:00:00 | filled | |||||
2018.08.31 23:00:00 | 31 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.08.31 23:00:00 | filled | |||||
2018.09.21 23:00:00 | 32 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.09.21 23:00:00 | filled | |||||
2018.09.28 23:00:00 | 33 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.09.28 23:00:00 | filled | |||||
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 | ||||||
2014.05.02 23:00:00 | 2 | USDJPY | sell | in | 0.1 | 102.210 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.05.09 23:00:00 | 3 | USDJPY | buy | out | 0.1 | 101.830 | 3 | 0.00 | -3.99 | 37.32 | 10 033.33 | |
2014.06.06 23:00:00 | 4 | USDJPY | sell | in | 0.1 | 102.530 | 4 | 0.00 | 0.00 | 0.00 | 10 033.33 | |
2014.06.13 23:00:00 | 5 | USDJPY | buy | out | 0.1 | 102.010 | 5 | 0.00 | -3.99 | 50.98 | 10 080.32 | |
2015.01.09 23:00:00 | 6 | USDJPY | buy | in | 0.1 | 118.570 | 6 | 0.00 | 0.00 | 0.00 | 10 080.32 | |
2015.01.16 23:00:00 | 7 | USDJPY | sell | out | 0.1 | 117.610 | 7 | 0.00 | -0.64 | -81.63 | 9 998.05 | |
2015.08.14 23:00:00 | 8 | USDJPY | sell | in | 0.1 | 124.270 | 8 | 0.00 | 0.00 | 0.00 | 9 998.05 | |
2015.08.21 23:00:00 | 9 | USDJPY | buy | out | 0.1 | 122.110 | 9 | 0.00 | -3.29 | 176.89 | 10 171.65 | |
2015.09.04 23:00:00 | 10 | USDJPY | buy | in | 0.1 | 119.060 | 10 | 0.00 | 0.00 | 0.00 | 10 171.65 | |
2015.09.11 23:00:00 | 11 | USDJPY | sell | out | 0.1 | 120.550 | 11 | 0.00 | -0.63 | 123.60 | 10 294.62 | |
2015.09.25 23:00:00 | 12 | USDJPY | buy | in | 0.1 | 120.600 | 12 | 0.00 | 0.00 | 0.00 | 10 294.62 | |
2015.10.02 23:00:00 | 13 | USDJPY | sell | out | 0.1 | 120.100 | 13 | 0.00 | -0.63 | -41.63 | 10 252.36 | |
2016.02.19 23:00:00 | 14 | USDJPY | buy | in | 0.1 | 112.680 | 14 | 0.00 | 0.00 | 0.00 | 10 252.36 | |
2016.02.26 23:00:00 | 15 | USDJPY | sell | out | 0.1 | 113.940 | 15 | 0.00 | -0.69 | 110.58 | 10 362.25 | |
2016.07.22 23:00:00 | 16 | USDJPY | sell | in | 0.1 | 106.130 | 16 | 0.00 | 0.00 | 0.00 | 10 362.25 | |
2016.07.29 23:00:00 | 17 | USDJPY | buy | out | 0.1 | 102.070 | 17 | 0.00 | -3.87 | 397.77 | 10 756.15 | |
2017.02.03 23:00:00 | 18 | USDJPY | buy | in | 0.1 | 112.693 | 18 | 0.00 | 0.00 | 0.00 | 10 756.15 | |
2017.02.10 23:00:00 | 19 | USDJPY | sell | out | 0.1 | 113.354 | 19 | 0.00 | -0.69 | 58.31 | 10 813.77 | |
2017.08.25 23:00:00 | 20 | USDJPY | buy | in | 0.1 | 109.279 | 20 | 0.00 | 0.00 | 0.00 | 10 813.77 | |
2017.09.01 23:00:00 | 21 | USDJPY | sell | out | 0.1 | 110.259 | 21 | 0.00 | -0.70 | 88.88 | 10 901.95 | |
2018.02.16 23:00:00 | 22 | USDJPY | buy | in | 0.1 | 106.302 | 22 | 0.00 | 0.00 | 0.00 | 10 901.95 | |
2018.02.23 23:00:00 | 23 | USDJPY | sell | out | 0.1 | 106.880 | 23 | 0.00 | -0.70 | 54.08 | 10 955.33 | |
2018.03.09 23:00:00 | 24 | USDJPY | buy | in | 0.1 | 106.815 | 24 | 0.00 | 0.00 | 0.00 | 10 955.33 | |
2018.03.30 23:00:00 | 25 | USDJPY | sell | out | 0.1 | 106.263 | 25 | 0.00 | -2.13 | -51.95 | 10 901.25 | |
2018.04.27 23:00:00 | 26 | USDJPY | sell | in | 0.1 | 109.056 | 26 | 0.00 | 0.00 | 0.00 | 10 901.25 | |
2018.05.04 23:00:00 | 27 | USDJPY | buy | out | 0.1 | 109.096 | 27 | 0.00 | -3.71 | -3.67 | 10 893.87 | |
2018.06.15 23:00:00 | 28 | USDJPY | buy | in | 0.1 | 110.611 | 28 | 0.00 | 0.00 | 0.00 | 10 893.87 | |
2018.06.22 23:00:00 | 29 | USDJPY | sell | out | 0.1 | 109.977 | 29 | 0.00 | -0.70 | -57.65 | 10 835.52 | |
2018.08.24 23:00:00 | 30 | USDJPY | buy | in | 0.1 | 111.182 | 30 | 0.00 | 0.00 | 0.00 | 10 835.52 | |
2018.08.31 23:00:00 | 31 | USDJPY | sell | out | 0.1 | 111.081 | 31 | 0.00 | -0.69 | -9.09 | 10 825.74 | |
2018.09.21 23:00:00 | 32 | USDJPY | sell | in | 0.1 | 112.564 | 32 | 0.00 | 0.00 | 0.00 | 10 825.74 | |
2018.09.28 23:00:00 | 33 | USDJPY | buy | out | 0.1 | 113.622 | 33 | 0.00 | -3.61 | -93.12 | 10 729.01 | |
0.00 | -30.66 | 759.67 | 10 729.01 | |||||||||