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=7 | ||||||||||||
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: | -3 548.42 | Balance Drawdown Absolute: | 3 548.42 | Equity Drawdown Absolute: | 3 655.23 | |||||||
Gross Profit: | 4 023.39 | Balance Drawdown Maximal: | 3 594.99 (35.78%) | Equity Drawdown Maximal: | 4 169.50 (39.66%) | |||||||
Gross Loss: | -7 571.81 | Balance Drawdown Relative: | 35.78% (3 594.99) | Equity Drawdown Relative: | 39.66% (4 169.50) | |||||||
Profit Factor: | 0.53 | Expected Payoff: | -54.59 | Margin Level: | 6344.77% | |||||||
Recovery Factor: | -0.85 | Sharpe Ratio: | -0.20 | Z-Score: | -1.37 (82.93%) | |||||||
AHPR: | 0.9938 (-0.62%) | LR Correlation: | -0.87 | OnTester result: | 0 | |||||||
GHPR: | 0.9933 (-0.67%) | LR Standard Error: | 515.92 | |||||||||
Total Trades: | 65 | Short Trades (won %): | 32 (37.50%) | Long Trades (won %): | 33 (48.48%) | |||||||
Total Deals: | 130 | Profit Trades (% of total): | 28 (43.08%) | Loss Trades (% of total): | 37 (56.92%) | |||||||
Largest profit trade: | 627.04 | Largest loss trade: | -1 361.18 | |||||||||
Average profit trade: | 143.69 | Average loss trade: | -204.64 | |||||||||
Maximum consecutive wins ($): | 7 (1 083.43) | Maximum consecutive losses ($): | 12 (-1 967.55) | |||||||||
Maximal consecutive profit (count): | 1 083.43 (7) | Maximal consecutive loss (count): | -1 967.55 (12) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 3 | |||||||||
![]() |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
![]() |
||||||||||||
Correlation (Profits,MFE): | 0.45 | Correlation (Profits,MAE): | 0.80 | Correlation (MFE,MAE): | 0.0162 | |||||||
![]() |
||||||||||||
Minimal position holding time: | 120:00:00 | Maximal position holding time: | 4320:00:00 | Average position holding time: | 731:05:32 | |||||||
![]() |
||||||||||||
Orders |
||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.01.17 23:00:00 | 2 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.01.17 23:00:00 | filled | |||||
2014.04.25 23:00:00 | 3 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.04.25 23:00:00 | filled | |||||
2014.04.25 23:00:00 | 4 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.04.25 23:00:00 | filled | |||||
2014.05.09 23:00:00 | 5 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.05.09 23:00:00 | filled | |||||
2014.05.09 23:00:00 | 6 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.05.09 23:00:00 | filled | |||||
2014.05.16 23:00:00 | 7 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.16 23:00:00 | filled | |||||
2014.05.16 23:00:00 | 8 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.16 23:00:00 | filled | |||||
2014.05.23 23:00:00 | 9 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.05.23 23:00:00 | filled | |||||
2014.05.23 23:00:00 | 10 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.05.23 23:00:00 | filled | |||||
2014.05.30 23:00:00 | 11 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.30 23:00:00 | filled | |||||
2014.05.30 23:00:00 | 12 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.30 23:00:00 | filled | |||||
2014.07.04 23:00:00 | 13 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.07.04 23:00:00 | filled | |||||
2014.07.04 23:00:00 | 14 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.07.04 23:00:00 | filled | |||||
2014.07.11 23:00:00 | 15 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.07.11 23:00:00 | filled | |||||
2014.07.11 23:00:00 | 16 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.07.11 23:00:00 | filled | |||||
2014.08.15 23:00:00 | 17 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.08.15 23:00:00 | filled | |||||
2014.08.15 23:00:00 | 18 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.08.15 23:00:00 | filled | |||||
2014.08.22 23:00:00 | 19 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.08.22 23:00:00 | filled | |||||
2014.08.22 23:00:00 | 20 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.08.22 23:00:00 | filled | |||||
2014.09.12 23:00:00 | 21 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.09.12 23:00:00 | filled | |||||
2014.09.12 23:00:00 | 22 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.09.12 23:00:00 | filled | |||||
2014.11.07 23:00:00 | 23 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.11.07 23:00:00 | filled | |||||
2014.11.07 23:00:00 | 24 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.11.07 23:00:00 | filled | |||||
2014.12.12 23:00:00 | 25 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.12.12 23:00:00 | filled | |||||
2014.12.12 23:00:00 | 26 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.12.12 23:00:00 | filled | |||||
2015.01.02 23:00:00 | 27 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.01.02 23:00:00 | filled | |||||
2015.01.02 23:00:00 | 28 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.01.02 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 29 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.09 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 30 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.09 23:00:00 | filled | |||||
2015.01.16 23:00:00 | 31 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.01.16 23:00:00 | filled | |||||
2015.01.16 23:00:00 | 32 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.01.16 23:00:00 | filled | |||||
2015.01.23 23:00:00 | 33 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.23 23:00:00 | filled | |||||
2015.01.23 23:00:00 | 34 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.23 23:00:00 | filled | |||||
2015.02.13 23:00:00 | 35 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.02.13 23:00:00 | filled | |||||
2015.02.13 23:00:00 | 36 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.02.13 23:00:00 | filled | |||||
2015.02.27 23:00:00 | 37 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.02.27 23:00:00 | filled | |||||
2015.02.27 23:00:00 | 38 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.02.27 23:00:00 | filled | |||||
2015.03.06 23:00:00 | 39 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.03.06 23:00:00 | filled | |||||
2015.03.06 23:00:00 | 40 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.03.06 23:00:00 | filled | |||||
2015.04.03 23:00:00 | 41 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.04.03 23:00:00 | filled | |||||
2015.04.03 23:00:00 | 42 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.04.03 23:00:00 | filled | |||||
2015.05.08 23:00:00 | 43 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.05.08 23:00:00 | filled | |||||
2015.05.08 23:00:00 | 44 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.05.08 23:00:00 | filled | |||||
2015.07.10 23:00:00 | 45 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.07.10 23:00:00 | filled | |||||
2015.07.10 23:00:00 | 46 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.07.10 23:00:00 | filled | |||||
2015.08.07 23:00:00 | 47 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.08.07 23:00:00 | filled | |||||
2015.08.07 23:00:00 | 48 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.08.07 23:00:00 | filled | |||||
2015.08.28 23:00:00 | 49 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.08.28 23:00:00 | filled | |||||
2015.08.28 23:00:00 | 50 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.08.28 23:00:00 | filled | |||||
2016.05.06 23:00:00 | 51 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.05.06 23:00:00 | filled | |||||
2016.05.06 23:00:00 | 52 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.05.06 23:00:00 | filled | |||||
2016.08.05 23:00:00 | 53 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.08.05 23:00:00 | filled | |||||
2016.08.05 23:00:00 | 54 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.08.05 23:00:00 | filled | |||||
2016.09.09 23:00:00 | 55 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.09.09 23:00:00 | filled | |||||
2016.09.09 23:00:00 | 56 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.09.09 23:00:00 | filled | |||||
2016.09.16 23:00:00 | 57 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.09.16 23:00:00 | filled | |||||
2016.09.16 23:00:00 | 58 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.09.16 23:00:00 | filled | |||||
2016.10.07 23:00:00 | 59 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.10.07 23:00:00 | filled | |||||
2016.10.07 23:00:00 | 60 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.10.07 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 61 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.01.13 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 62 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.01.13 23:00:00 | filled | |||||
2017.03.10 23:00:00 | 63 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.03.10 23:00:00 | filled | |||||
2017.03.10 23:00:00 | 64 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.03.10 23:00:00 | filled | |||||
2017.03.31 23:00:00 | 65 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.03.31 23:00:00 | filled | |||||
2017.03.31 23:00:00 | 66 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.03.31 23:00:00 | filled | |||||
2017.05.12 23:00:00 | 67 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.05.12 23:00:00 | filled | |||||
2017.05.12 23:00:00 | 68 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.05.12 23:00:00 | filled | |||||
2017.06.16 23:00:00 | 69 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.06.16 23:00:00 | filled | |||||
2017.06.16 23:00:00 | 70 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.06.16 23:00:00 | filled | |||||
2017.06.30 23:00:00 | 71 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.06.30 23:00:00 | filled | |||||
2017.06.30 23:00:00 | 72 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.06.30 23:00:00 | filled | |||||
2017.08.04 23:00:00 | 73 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.08.04 23:00:00 | filled | |||||
2017.08.04 23:00:00 | 74 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.08.04 23:00:00 | filled | |||||
2017.09.22 23:00:00 | 75 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.09.22 23:00:00 | filled | |||||
2017.09.22 23:00:00 | 76 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.09.22 23:00:00 | filled | |||||
2017.12.01 23:00:00 | 77 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.12.01 23:00:00 | filled | |||||
2017.12.01 23:00:00 | 78 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.12.01 23:00:00 | filled | |||||
2018.01.05 23:00:00 | 79 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.01.05 23:00:00 | filled | |||||
2018.01.05 23:00:00 | 80 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.01.05 23:00:00 | filled | |||||
2018.01.19 23:00:00 | 81 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.01.19 23:00:00 | filled | |||||
2018.01.19 23:00:00 | 82 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.01.19 23:00:00 | filled | |||||
2018.04.13 23:00:00 | 83 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.04.13 23:00:00 | filled | |||||
2018.04.13 23:00:00 | 84 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.04.13 23:00:00 | filled | |||||
2018.05.18 23:00:00 | 85 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.05.18 23:00:00 | filled | |||||
2018.05.18 23:00:00 | 86 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.05.18 23:00:00 | filled | |||||
2018.05.25 23:00:00 | 87 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.05.25 23:00:00 | filled | |||||
2018.05.25 23:00:00 | 88 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.05.25 23:00:00 | filled | |||||
2018.08.03 23:00:00 | 89 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.08.03 23:00:00 | filled | |||||
2018.08.03 23:00:00 | 90 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.08.03 23:00:00 | filled | |||||
2018.08.31 23:00:00 | 91 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.08.31 23:00:00 | filled | |||||
2018.08.31 23:00:00 | 92 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.08.31 23:00:00 | filled | |||||
2018.11.23 23:00:00 | 93 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.11.23 23:00:00 | filled | |||||
2018.11.23 23:00:00 | 94 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.11.23 23:00:00 | filled | |||||
2018.11.30 23:00:00 | 95 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.11.30 23:00:00 | filled | |||||
2018.11.30 23:00:00 | 96 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.11.30 23:00:00 | filled | |||||
2018.12.07 23:00:00 | 97 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.12.07 23:00:00 | filled | |||||
2018.12.07 23:00:00 | 98 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.12.07 23:00:00 | filled | |||||
2019.02.22 23:00:00 | 99 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.02.22 23:00:00 | filled | |||||
2019.02.22 23:00:00 | 100 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.02.22 23:00:00 | filled | |||||
2019.05.24 23:00:00 | 101 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2019.05.24 23:00:00 | filled | |||||
2019.05.24 23:00:00 | 102 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2019.05.24 23:00:00 | filled | |||||
2019.10.04 23:00:00 | 103 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.10.04 23:00:00 | filled | |||||
2019.10.04 23:00:00 | 104 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.10.04 23:00:00 | filled | |||||
2019.11.22 23:00:00 | 105 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2019.11.22 23:00:00 | filled | |||||
2019.11.22 23:00:00 | 106 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2019.11.22 23:00:00 | filled | |||||
2020.02.28 23:00:00 | 107 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.02.28 23:00:00 | filled | |||||
2020.02.28 23:00:00 | 108 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.02.28 23:00:00 | filled | |||||
2020.04.10 23:00:00 | 109 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.04.10 23:00:00 | filled | |||||
2020.04.10 23:00:00 | 110 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.04.10 23:00:00 | filled | |||||
2020.05.15 23:00:00 | 111 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.05.15 23:00:00 | filled | |||||
2020.05.15 23:00:00 | 112 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.05.15 23:00:00 | filled | |||||
2020.07.17 23:00:00 | 113 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.07.17 23:00:00 | filled | |||||
2020.07.17 23:00:00 | 114 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.07.17 23:00:00 | filled | |||||
2020.08.28 23:00:00 | 115 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.08.28 23:00:00 | filled | |||||
2020.08.28 23:00:00 | 116 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.08.28 23:00:00 | filled | |||||
2020.09.04 23:00:00 | 117 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.09.04 23:00:00 | filled | |||||
2020.09.04 23:00:00 | 118 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.09.04 23:00:00 | filled | |||||
2020.12.18 23:00:00 | 119 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.12.18 23:00:00 | filled | |||||
2020.12.18 23:00:00 | 120 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.12.18 23:00:00 | filled | |||||
2021.04.09 23:00:00 | 121 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2021.04.09 23:00:00 | filled | |||||
2021.04.09 23:00:00 | 122 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2021.04.09 23:00:00 | filled | |||||
2021.05.14 23:00:00 | 123 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2021.05.14 23:00:00 | filled | |||||
2021.05.14 23:00:00 | 124 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2021.05.14 23:00:00 | filled | |||||
2021.05.28 23:00:00 | 125 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2021.05.28 23:00:00 | filled | |||||
2021.05.28 23:00:00 | 126 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2021.05.28 23:00:00 | filled | |||||
2021.06.18 23:00:00 | 127 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2021.06.18 23:00:00 | filled | |||||
2021.06.18 23:00:00 | 128 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2021.06.18 23:00:00 | filled | |||||
2021.07.16 23:00:00 | 129 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2021.07.16 23:00:00 | filled | |||||
2021.07.16 23:00:00 | 130 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2021.07.16 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 131 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2021.08.20 23:59:59 | filled | end of test | ||||
Deals |
||||||||||||
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 | ||||||
2014.01.17 23:00:00 | 2 | USDJPY | buy | in | 0.1 | 104.290 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.04.25 23:00:00 | 3 | USDJPY | sell | out | 0.1 | 102.140 | 3 | 0.00 | -10.61 | -210.50 | 9 778.89 | |
2014.04.25 23:00:00 | 4 | USDJPY | sell | in | 0.1 | 102.140 | 4 | 0.00 | 0.00 | 0.00 | 9 778.89 | |
2014.05.09 23:00:00 | 5 | USDJPY | buy | out | 0.1 | 101.830 | 5 | 0.00 | -7.98 | 30.44 | 9 801.35 | |
2014.05.09 23:00:00 | 6 | USDJPY | buy | in | 0.1 | 101.830 | 6 | 0.00 | 0.00 | 0.00 | 9 801.35 | |
2014.05.16 23:00:00 | 7 | USDJPY | sell | out | 0.1 | 101.520 | 7 | 0.00 | -0.76 | -30.54 | 9 770.05 | |
2014.05.16 23:00:00 | 8 | USDJPY | sell | in | 0.1 | 101.520 | 8 | 0.00 | 0.00 | 0.00 | 9 770.05 | |
2014.05.23 23:00:00 | 9 | USDJPY | buy | out | 0.1 | 101.990 | 9 | 0.00 | -4.00 | -46.08 | 9 719.97 | |
2014.05.23 23:00:00 | 10 | USDJPY | buy | in | 0.1 | 101.990 | 10 | 0.00 | 0.00 | 0.00 | 9 719.97 | |
2014.05.30 23:00:00 | 11 | USDJPY | sell | out | 0.1 | 101.780 | 11 | 0.00 | -0.76 | -20.63 | 9 698.58 | |
2014.05.30 23:00:00 | 12 | USDJPY | sell | in | 0.1 | 101.780 | 12 | 0.00 | 0.00 | 0.00 | 9 698.58 | |
2014.07.04 23:00:00 | 13 | USDJPY | buy | out | 0.1 | 102.090 | 13 | 0.00 | -19.94 | -30.37 | 9 648.27 | |
2014.07.04 23:00:00 | 14 | USDJPY | buy | in | 0.1 | 102.090 | 14 | 0.00 | 0.00 | 0.00 | 9 648.27 | |
2014.07.11 23:00:00 | 15 | USDJPY | sell | out | 0.1 | 101.320 | 15 | 0.00 | -0.76 | -76.00 | 9 571.51 | |
2014.07.11 23:00:00 | 16 | USDJPY | sell | in | 0.1 | 101.320 | 16 | 0.00 | 0.00 | 0.00 | 9 571.51 | |
2014.08.15 23:00:00 | 17 | USDJPY | buy | out | 0.1 | 102.360 | 17 | 0.00 | -19.95 | -101.60 | 9 449.96 | |
2014.08.15 23:00:00 | 18 | USDJPY | buy | in | 0.1 | 102.360 | 18 | 0.00 | 0.00 | 0.00 | 9 449.96 | |
2014.08.22 23:00:00 | 19 | USDJPY | sell | out | 0.1 | 103.940 | 19 | 0.00 | -0.76 | 152.01 | 9 601.21 | |
2014.08.22 23:00:00 | 20 | USDJPY | sell | in | 0.1 | 103.940 | 20 | 0.00 | 0.00 | 0.00 | 9 601.21 | |
2014.09.12 23:00:00 | 21 | USDJPY | buy | out | 0.1 | 107.350 | 21 | 0.00 | -11.62 | -317.65 | 9 271.94 | |
2014.09.12 23:00:00 | 22 | USDJPY | buy | in | 0.1 | 107.350 | 22 | 0.00 | 0.00 | 0.00 | 9 271.94 | |
2014.11.07 23:00:00 | 23 | USDJPY | sell | out | 0.1 | 114.600 | 23 | 0.00 | -5.60 | 632.64 | 9 898.98 | |
2014.11.07 23:00:00 | 24 | USDJPY | sell | in | 0.1 | 114.600 | 24 | 0.00 | 0.00 | 0.00 | 9 898.98 | |
2014.12.12 23:00:00 | 25 | USDJPY | buy | out | 0.1 | 118.680 | 25 | 0.00 | -17.28 | -343.78 | 9 537.92 | |
2014.12.12 23:00:00 | 26 | USDJPY | buy | in | 0.1 | 118.680 | 26 | 0.00 | 0.00 | 0.00 | 9 537.92 | |
2015.01.02 23:00:00 | 27 | USDJPY | sell | out | 0.1 | 120.470 | 27 | 0.00 | -1.81 | 148.58 | 9 684.69 | |
2015.01.02 23:00:00 | 28 | USDJPY | sell | in | 0.1 | 120.470 | 28 | 0.00 | 0.00 | 0.00 | 9 684.69 | |
2015.01.09 23:00:00 | 29 | USDJPY | buy | out | 0.1 | 118.570 | 29 | 0.00 | -3.90 | 160.24 | 9 841.03 | |
2015.01.09 23:00:00 | 30 | USDJPY | buy | in | 0.1 | 118.570 | 30 | 0.00 | 0.00 | 0.00 | 9 841.03 | |
2015.01.16 23:00:00 | 31 | USDJPY | sell | out | 0.1 | 117.610 | 31 | 0.00 | -0.64 | -81.63 | 9 758.76 | |
2015.01.16 23:00:00 | 32 | USDJPY | sell | in | 0.1 | 117.610 | 32 | 0.00 | 0.00 | 0.00 | 9 758.76 | |
2015.01.23 23:00:00 | 33 | USDJPY | buy | out | 0.1 | 117.840 | 33 | 0.00 | -3.44 | -19.52 | 9 735.80 | |
2015.01.23 23:00:00 | 34 | USDJPY | buy | in | 0.1 | 117.840 | 34 | 0.00 | 0.00 | 0.00 | 9 735.80 | |
2015.02.13 23:00:00 | 35 | USDJPY | sell | out | 0.1 | 118.770 | 35 | 0.00 | -1.91 | 78.30 | 9 812.19 | |
2015.02.13 23:00:00 | 36 | USDJPY | sell | in | 0.1 | 118.770 | 36 | 0.00 | 0.00 | 0.00 | 9 812.19 | |
2015.02.27 23:00:00 | 37 | USDJPY | buy | out | 0.1 | 119.650 | 37 | 0.00 | -6.86 | -73.55 | 9 731.78 | |
2015.02.27 23:00:00 | 38 | USDJPY | buy | in | 0.1 | 119.650 | 38 | 0.00 | 0.00 | 0.00 | 9 731.78 | |
2015.03.06 23:00:00 | 39 | USDJPY | sell | out | 0.1 | 120.690 | 39 | 0.00 | -0.63 | 86.17 | 9 817.32 | |
2015.03.06 23:00:00 | 40 | USDJPY | sell | in | 0.1 | 120.690 | 40 | 0.00 | 0.00 | 0.00 | 9 817.32 | |
2015.04.03 23:00:00 | 41 | USDJPY | buy | out | 0.1 | 118.980 | 41 | 0.00 | -13.54 | 143.72 | 9 947.50 | |
2015.04.03 23:00:00 | 42 | USDJPY | buy | in | 0.1 | 118.980 | 42 | 0.00 | 0.00 | 0.00 | 9 947.50 | |
2015.05.08 23:00:00 | 43 | USDJPY | sell | out | 0.1 | 119.720 | 43 | 0.00 | -3.17 | 61.81 | 10 006.14 | |
2015.05.08 23:00:00 | 44 | USDJPY | sell | in | 0.1 | 119.720 | 44 | 0.00 | 0.00 | 0.00 | 10 006.14 | |
2015.07.10 23:00:00 | 45 | USDJPY | buy | out | 0.1 | 122.850 | 45 | 0.00 | -29.88 | -254.78 | 9 721.48 | |
2015.07.10 23:00:00 | 46 | USDJPY | buy | in | 0.1 | 122.850 | 46 | 0.00 | 0.00 | 0.00 | 9 721.48 | |
2015.08.07 23:00:00 | 47 | USDJPY | sell | out | 0.1 | 124.220 | 47 | 0.00 | -2.49 | 110.29 | 9 829.28 | |
2015.08.07 23:00:00 | 48 | USDJPY | sell | in | 0.1 | 124.220 | 48 | 0.00 | 0.00 | 0.00 | 9 829.28 | |
2015.08.28 23:00:00 | 49 | USDJPY | buy | out | 0.1 | 121.460 | 49 | 0.00 | -9.95 | 227.24 | 10 046.57 | |
2015.08.28 23:00:00 | 50 | USDJPY | buy | in | 0.1 | 121.460 | 50 | 0.00 | 0.00 | 0.00 | 10 046.57 | |
2016.05.06 23:00:00 | 51 | USDJPY | sell | out | 0.1 | 107.130 | 51 | 0.00 | -23.55 | -1 337.63 | 8 685.39 | |
2016.05.06 23:00:00 | 52 | USDJPY | sell | in | 0.1 | 107.130 | 52 | 0.00 | 0.00 | 0.00 | 8 685.39 | |
2016.08.05 23:00:00 | 53 | USDJPY | buy | out | 0.1 | 101.770 | 53 | 0.00 | -50.03 | 526.68 | 9 162.04 | |
2016.08.05 23:00:00 | 54 | USDJPY | buy | in | 0.1 | 101.770 | 54 | 0.00 | 0.00 | 0.00 | 9 162.04 | |
2016.09.09 23:00:00 | 55 | USDJPY | sell | out | 0.1 | 102.670 | 55 | 0.00 | -3.82 | 87.66 | 9 245.88 | |
2016.09.09 23:00:00 | 56 | USDJPY | sell | in | 0.1 | 102.670 | 56 | 0.00 | 0.00 | 0.00 | 9 245.88 | |
2016.09.16 23:00:00 | 57 | USDJPY | buy | out | 0.1 | 102.350 | 57 | 0.00 | -3.98 | 31.27 | 9 273.17 | |
2016.09.16 23:00:00 | 58 | USDJPY | buy | in | 0.1 | 102.350 | 58 | 0.00 | 0.00 | 0.00 | 9 273.17 | |
2016.10.07 23:00:00 | 59 | USDJPY | sell | out | 0.1 | 102.959 | 59 | 0.00 | -2.30 | 59.15 | 9 330.02 | |
2016.10.07 23:00:00 | 60 | USDJPY | sell | in | 0.1 | 102.959 | 60 | 0.00 | 0.00 | 0.00 | 9 330.02 | |
2017.01.13 23:00:00 | 61 | USDJPY | buy | out | 0.1 | 114.577 | 61 | 0.00 | -51.49 | -1 013.99 | 8 264.54 | |
2017.01.13 23:00:00 | 62 | USDJPY | buy | in | 0.1 | 114.577 | 62 | 0.00 | 0.00 | 0.00 | 8 264.54 | |
2017.03.10 23:00:00 | 63 | USDJPY | sell | out | 0.1 | 114.760 | 63 | 0.00 | -5.52 | 15.95 | 8 274.97 | |
2017.03.10 23:00:00 | 64 | USDJPY | sell | in | 0.1 | 114.760 | 64 | 0.00 | 0.00 | 0.00 | 8 274.97 | |
2017.03.31 23:00:00 | 65 | USDJPY | buy | out | 0.1 | 111.323 | 65 | 0.00 | -10.89 | 308.74 | 8 572.82 | |
2017.03.31 23:00:00 | 66 | USDJPY | buy | in | 0.1 | 111.323 | 66 | 0.00 | 0.00 | 0.00 | 8 572.82 | |
2017.05.12 23:00:00 | 67 | USDJPY | sell | out | 0.1 | 113.292 | 67 | 0.00 | -4.18 | 173.80 | 8 742.44 | |
2017.05.12 23:00:00 | 68 | USDJPY | sell | in | 0.1 | 113.292 | 68 | 0.00 | 0.00 | 0.00 | 8 742.44 | |
2017.06.16 23:00:00 | 69 | USDJPY | buy | out | 0.1 | 110.842 | 69 | 0.00 | -18.34 | 221.04 | 8 945.14 | |
2017.06.16 23:00:00 | 70 | USDJPY | buy | in | 0.1 | 110.842 | 70 | 0.00 | 0.00 | 0.00 | 8 945.14 | |
2017.06.30 23:00:00 | 71 | USDJPY | sell | out | 0.1 | 112.461 | 71 | 0.00 | -1.38 | 143.96 | 9 087.72 | |
2017.06.30 23:00:00 | 72 | USDJPY | sell | in | 0.1 | 112.461 | 72 | 0.00 | 0.00 | 0.00 | 9 087.72 | |
2017.08.04 23:00:00 | 73 | USDJPY | buy | out | 0.1 | 110.674 | 73 | 0.00 | -18.16 | 161.47 | 9 231.03 | |
2017.08.04 23:00:00 | 74 | USDJPY | buy | in | 0.1 | 110.674 | 74 | 0.00 | 0.00 | 0.00 | 9 231.03 | |
2017.09.22 23:00:00 | 75 | USDJPY | sell | out | 0.1 | 112.039 | 75 | 0.00 | -4.89 | 121.83 | 9 347.97 | |
2017.09.22 23:00:00 | 76 | USDJPY | sell | in | 0.1 | 112.039 | 76 | 0.00 | 0.00 | 0.00 | 9 347.97 | |
2017.12.01 23:00:00 | 77 | USDJPY | buy | out | 0.1 | 112.111 | 77 | 0.00 | -36.11 | -6.42 | 9 305.44 | |
2017.12.01 23:00:00 | 78 | USDJPY | buy | in | 0.1 | 112.111 | 78 | 0.00 | 0.00 | 0.00 | 9 305.44 | |
2018.01.05 23:00:00 | 79 | USDJPY | sell | out | 0.1 | 113.105 | 79 | 0.00 | -3.43 | 87.88 | 9 389.89 | |
2018.01.05 23:00:00 | 80 | USDJPY | sell | in | 0.1 | 113.105 | 80 | 0.00 | 0.00 | 0.00 | 9 389.89 | |
2018.01.19 23:00:00 | 81 | USDJPY | buy | out | 0.1 | 110.768 | 81 | 0.00 | -7.30 | 210.98 | 9 593.57 | |
2018.01.19 23:00:00 | 82 | USDJPY | buy | in | 0.1 | 110.768 | 82 | 0.00 | 0.00 | 0.00 | 9 593.57 | |
2018.04.13 23:00:00 | 83 | USDJPY | sell | out | 0.1 | 107.368 | 83 | 0.00 | -8.48 | -316.67 | 9 268.42 | |
2018.04.13 23:00:00 | 84 | USDJPY | sell | in | 0.1 | 107.368 | 84 | 0.00 | 0.00 | 0.00 | 9 268.42 | |
2018.05.18 23:00:00 | 85 | USDJPY | buy | out | 0.1 | 110.727 | 85 | 0.00 | -18.64 | -303.36 | 8 946.42 | |
2018.05.18 23:00:00 | 86 | USDJPY | buy | in | 0.1 | 110.727 | 86 | 0.00 | 0.00 | 0.00 | 8 946.42 | |
2018.05.25 23:00:00 | 87 | USDJPY | sell | out | 0.1 | 109.456 | 87 | 0.00 | -0.70 | -116.12 | 8 829.60 | |
2018.05.25 23:00:00 | 88 | USDJPY | sell | in | 0.1 | 109.456 | 88 | 0.00 | 0.00 | 0.00 | 8 829.60 | |
2018.08.03 23:00:00 | 89 | USDJPY | buy | out | 0.1 | 111.223 | 89 | 0.00 | -36.78 | -158.87 | 8 633.95 | |
2018.08.03 23:00:00 | 90 | USDJPY | buy | in | 0.1 | 111.223 | 90 | 0.00 | 0.00 | 0.00 | 8 633.95 | |
2018.08.31 23:00:00 | 91 | USDJPY | sell | out | 0.1 | 111.081 | 91 | 0.00 | -2.79 | -12.78 | 8 618.38 | |
2018.08.31 23:00:00 | 92 | USDJPY | sell | in | 0.1 | 111.081 | 92 | 0.00 | 0.00 | 0.00 | 8 618.38 | |
2018.11.23 23:00:00 | 93 | USDJPY | buy | out | 0.1 | 112.911 | 93 | 0.00 | -43.34 | -162.07 | 8 412.97 | |
2018.11.23 23:00:00 | 94 | USDJPY | buy | in | 0.1 | 112.911 | 94 | 0.00 | 0.00 | 0.00 | 8 412.97 | |
2018.11.30 23:00:00 | 95 | USDJPY | sell | out | 0.1 | 113.502 | 95 | 0.00 | -0.69 | 52.07 | 8 464.35 | |
2018.11.30 23:00:00 | 96 | USDJPY | sell | in | 0.1 | 113.502 | 96 | 0.00 | 0.00 | 0.00 | 8 464.35 | |
2018.12.07 23:00:00 | 97 | USDJPY | buy | out | 0.1 | 112.634 | 97 | 0.00 | -3.60 | 77.06 | 8 537.81 | |
2018.12.07 23:00:00 | 98 | USDJPY | buy | in | 0.1 | 112.634 | 98 | 0.00 | 0.00 | 0.00 | 8 537.81 | |
2019.02.22 23:00:00 | 99 | USDJPY | sell | out | 0.1 | 110.675 | 99 | 0.00 | -7.67 | -177.00 | 8 353.14 | |
2019.02.22 23:00:00 | 100 | USDJPY | sell | in | 0.1 | 110.675 | 100 | 0.00 | 0.00 | 0.00 | 8 353.14 | |
2019.05.24 23:00:00 | 101 | USDJPY | buy | out | 0.1 | 109.301 | 101 | 0.00 | -47.64 | 125.71 | 8 431.21 | |
2019.05.24 23:00:00 | 102 | USDJPY | buy | in | 0.1 | 109.301 | 102 | 0.00 | 0.00 | 0.00 | 8 431.21 | |
2019.10.04 23:00:00 | 103 | USDJPY | sell | out | 0.1 | 106.833 | 103 | 0.00 | -13.36 | -231.01 | 8 186.84 | |
2019.10.04 23:00:00 | 104 | USDJPY | sell | in | 0.1 | 106.833 | 104 | 0.00 | 0.00 | 0.00 | 8 186.84 | |
2019.11.22 23:00:00 | 105 | USDJPY | buy | out | 0.1 | 108.638 | 105 | 0.00 | -26.27 | -166.15 | 7 994.42 | |
2019.11.22 23:00:00 | 106 | USDJPY | buy | in | 0.1 | 108.638 | 106 | 0.00 | 0.00 | 0.00 | 7 994.42 | |
2020.02.28 23:00:00 | 107 | USDJPY | sell | out | 0.1 | 107.881 | 107 | 0.00 | -9.79 | -70.17 | 7 914.46 | |
2020.02.28 23:00:00 | 108 | USDJPY | sell | in | 0.1 | 107.881 | 108 | 0.00 | 0.00 | 0.00 | 7 914.46 | |
2020.04.10 23:00:00 | 109 | USDJPY | buy | out | 0.1 | 108.398 | 109 | 0.00 | -22.65 | -47.69 | 7 844.12 | |
2020.04.10 23:00:00 | 110 | USDJPY | buy | in | 0.1 | 108.398 | 110 | 0.00 | 0.00 | 0.00 | 7 844.12 | |
2020.05.15 23:00:00 | 111 | USDJPY | sell | out | 0.1 | 107.230 | 111 | 0.00 | -3.54 | -108.92 | 7 731.66 | |
2020.05.15 23:00:00 | 112 | USDJPY | sell | in | 0.1 | 107.230 | 112 | 0.00 | 0.00 | 0.00 | 7 731.66 | |
2020.07.17 23:00:00 | 113 | USDJPY | buy | out | 0.1 | 106.952 | 113 | 0.00 | -34.04 | 25.99 | 7 723.61 | |
2020.07.17 23:00:00 | 114 | USDJPY | buy | in | 0.1 | 106.952 | 114 | 0.00 | 0.00 | 0.00 | 7 723.61 | |
2020.08.28 23:00:00 | 115 | USDJPY | sell | out | 0.1 | 105.386 | 115 | 0.00 | -4.26 | -148.60 | 7 570.75 | |
2020.08.28 23:00:00 | 116 | USDJPY | sell | in | 0.1 | 105.386 | 116 | 0.00 | 0.00 | 0.00 | 7 570.75 | |
2020.09.04 23:00:00 | 117 | USDJPY | buy | out | 0.1 | 106.236 | 117 | 0.00 | -3.84 | -80.01 | 7 486.90 | |
2020.09.04 23:00:00 | 118 | USDJPY | buy | in | 0.1 | 106.236 | 118 | 0.00 | 0.00 | 0.00 | 7 486.90 | |
2020.12.18 23:00:00 | 119 | USDJPY | sell | out | 0.1 | 103.308 | 119 | 0.00 | -10.81 | -283.42 | 7 192.67 | |
2020.12.18 23:00:00 | 120 | USDJPY | sell | in | 0.1 | 103.308 | 120 | 0.00 | 0.00 | 0.00 | 7 192.67 | |
2021.04.09 23:00:00 | 121 | USDJPY | buy | out | 0.1 | 109.657 | 121 | 0.00 | -61.47 | -578.99 | 6 552.21 | |
2021.04.09 23:00:00 | 122 | USDJPY | buy | in | 0.1 | 109.657 | 122 | 0.00 | 0.00 | 0.00 | 6 552.21 | |
2021.05.14 23:00:00 | 123 | USDJPY | sell | out | 0.1 | 109.330 | 123 | 0.00 | -3.50 | -29.91 | 6 518.80 | |
2021.05.14 23:00:00 | 124 | USDJPY | sell | in | 0.1 | 109.330 | 124 | 0.00 | 0.00 | 0.00 | 6 518.80 | |
2021.05.28 23:00:00 | 125 | USDJPY | buy | out | 0.1 | 109.854 | 125 | 0.00 | -7.44 | -47.70 | 6 463.66 | |
2021.05.28 23:00:00 | 126 | USDJPY | buy | in | 0.1 | 109.854 | 126 | 0.00 | 0.00 | 0.00 | 6 463.66 | |
2021.06.18 23:00:00 | 127 | USDJPY | sell | out | 0.1 | 110.148 | 127 | 0.00 | -2.10 | 26.69 | 6 488.25 | |
2021.06.18 23:00:00 | 128 | USDJPY | sell | in | 0.1 | 110.148 | 128 | 0.00 | 0.00 | 0.00 | 6 488.25 | |
2021.07.16 23:00:00 | 129 | USDJPY | buy | out | 0.1 | 110.066 | 129 | 0.00 | -14.75 | 7.45 | 6 480.95 | |
2021.07.16 23:00:00 | 130 | USDJPY | buy | in | 0.1 | 110.066 | 130 | 0.00 | 0.00 | 0.00 | 6 480.95 | |
2021.08.20 23:59:59 | 131 | USDJPY | sell | out | 0.1 | 109.782 | 131 | 0.00 | -3.50 | -25.87 | 6 451.58 | end of test |
0.00 | -815.26 | -2 733.16 | 6 451.58 | |||||||||