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=32
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: 1 028.31 Balance Drawdown Absolute: 352.91 Equity Drawdown Absolute: 628.78
Gross Profit: 4 817.55 Balance Drawdown Maximal: 1 032.09 (9.10%) Equity Drawdown Maximal: 1 824.43 (15.45%)
Gross Loss: -3 789.24 Balance Drawdown Relative: 9.10% (1 032.09) Equity Drawdown Relative: 15.45% (1 824.43)
Profit Factor: 1.27 Expected Payoff: 20.99 Margin Level: 9371.22%
Recovery Factor: 0.56 Sharpe Ratio: 0.10 Z-Score: -0.05 (3.99%)
AHPR: 1.0023 (0.23%) LR Correlation: 0.66 OnTester result: 0
GHPR: 1.0020 (0.20%) LR Standard Error: 302.11
Total Trades: 49 Short Trades (won %): 24 (45.83%) Long Trades (won %): 25 (36.00%)
Total Deals: 98 Profit Trades (% of total): 20 (40.82%) Loss Trades (% of total): 29 (59.18%)
Largest profit trade: 751.04 Largest loss trade: -489.99
Average profit trade: 240.88 Average loss trade: -130.66
Maximum consecutive wins ($): 4 (1 090.19) Maximum consecutive losses ($): 6 (-981.08)
Maximal consecutive profit (count): 1 090.19 (4) Maximal consecutive loss (count): -981.08 (6)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.71 Correlation (Profits,MAE): 0.43 Correlation (MFE,MAE): 0.0018
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 3840:00:00 Average position holding time: 962:28:09
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.02.07 23:00:002USDJPYbuy0.1 / 0.10.0002014.02.07 23:00:00filled
2014.02.28 23:00:003USDJPYsell0.1 / 0.10.0002014.02.28 23:00:00filled
2014.02.28 23:00:004USDJPYsell0.1 / 0.10.0002014.02.28 23:00:00filled
2014.05.02 23:00:005USDJPYbuy0.1 / 0.10.0002014.05.02 23:00:00filled
2014.05.02 23:00:006USDJPYbuy0.1 / 0.10.0002014.05.02 23:00:00filled
2014.05.23 23:00:007USDJPYsell0.1 / 0.10.0002014.05.23 23:00:00filled
2014.05.23 23:00:008USDJPYsell0.1 / 0.10.0002014.05.23 23:00:00filled
2014.06.06 23:00:009USDJPYbuy0.1 / 0.10.0002014.06.06 23:00:00filled
2014.06.06 23:00:0010USDJPYbuy0.1 / 0.10.0002014.06.06 23:00:00filled
2014.07.04 23:00:0011USDJPYsell0.1 / 0.10.0002014.07.04 23:00:00filled
2014.07.04 23:00:0012USDJPYsell0.1 / 0.10.0002014.07.04 23:00:00filled
2014.08.01 23:00:0013USDJPYbuy0.1 / 0.10.0002014.08.01 23:00:00filled
2014.08.01 23:00:0014USDJPYbuy0.1 / 0.10.0002014.08.01 23:00:00filled
2014.09.26 23:00:0015USDJPYsell0.1 / 0.10.0002014.09.26 23:00:00filled
2014.09.26 23:00:0016USDJPYsell0.1 / 0.10.0002014.09.26 23:00:00filled
2014.11.07 23:00:0017USDJPYbuy0.1 / 0.10.0002014.11.07 23:00:00filled
2014.11.07 23:00:0018USDJPYbuy0.1 / 0.10.0002014.11.07 23:00:00filled
2015.02.20 23:00:0019USDJPYsell0.1 / 0.10.0002015.02.20 23:00:00filled
2015.02.20 23:00:0020USDJPYsell0.1 / 0.10.0002015.02.20 23:00:00filled
2015.05.08 23:00:0021USDJPYbuy0.1 / 0.10.0002015.05.08 23:00:00filled
2015.05.08 23:00:0022USDJPYbuy0.1 / 0.10.0002015.05.08 23:00:00filled
2015.06.05 23:00:0023USDJPYsell0.1 / 0.10.0002015.06.05 23:00:00filled
2015.06.05 23:00:0024USDJPYsell0.1 / 0.10.0002015.06.05 23:00:00filled
2015.06.12 23:00:0025USDJPYbuy0.1 / 0.10.0002015.06.12 23:00:00filled
2015.06.12 23:00:0026USDJPYbuy0.1 / 0.10.0002015.06.12 23:00:00filled
2015.07.03 23:00:0027USDJPYsell0.1 / 0.10.0002015.07.03 23:00:00filled
2015.07.03 23:00:0028USDJPYsell0.1 / 0.10.0002015.07.03 23:00:00filled
2015.07.24 23:00:0029USDJPYbuy0.1 / 0.10.0002015.07.24 23:00:00filled
2015.07.24 23:00:0030USDJPYbuy0.1 / 0.10.0002015.07.24 23:00:00filled
2015.08.28 23:00:0031USDJPYsell0.1 / 0.10.0002015.08.28 23:00:00filled
2015.08.28 23:00:0032USDJPYsell0.1 / 0.10.0002015.08.28 23:00:00filled
2015.11.13 23:00:0033USDJPYbuy0.1 / 0.10.0002015.11.13 23:00:00filled
2015.11.13 23:00:0034USDJPYbuy0.1 / 0.10.0002015.11.13 23:00:00filled
2016.01.08 23:00:0035USDJPYsell0.1 / 0.10.0002016.01.08 23:00:00filled
2016.01.08 23:00:0036USDJPYsell0.1 / 0.10.0002016.01.08 23:00:00filled
2016.03.04 23:00:0037USDJPYbuy0.1 / 0.10.0002016.03.04 23:00:00filled
2016.03.04 23:00:0038USDJPYbuy0.1 / 0.10.0002016.03.04 23:00:00filled
2016.03.11 23:00:0039USDJPYsell0.1 / 0.10.0002016.03.11 23:00:00filled
2016.03.11 23:00:0040USDJPYsell0.1 / 0.10.0002016.03.11 23:00:00filled
2016.04.15 23:00:0041USDJPYbuy0.1 / 0.10.0002016.04.15 23:00:00filled
2016.04.15 23:00:0042USDJPYbuy0.1 / 0.10.0002016.04.15 23:00:00filled
2016.06.10 23:00:0043USDJPYsell0.1 / 0.10.0002016.06.10 23:00:00filled
2016.06.10 23:00:0044USDJPYsell0.1 / 0.10.0002016.06.10 23:00:00filled
2016.07.15 23:00:0045USDJPYbuy0.1 / 0.10.0002016.07.15 23:00:00filled
2016.07.15 23:00:0046USDJPYbuy0.1 / 0.10.0002016.07.15 23:00:00filled
2016.07.22 23:00:0047USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2016.07.22 23:00:0048USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2016.09.02 23:00:0049USDJPYbuy0.1 / 0.10.0002016.09.02 23:00:00filled
2016.09.02 23:00:0050USDJPYbuy0.1 / 0.10.0002016.09.02 23:00:00filled
2017.02.03 23:00:0051USDJPYsell0.1 / 0.10.0002017.02.03 23:00:00filled
2017.02.03 23:00:0052USDJPYsell0.1 / 0.10.0002017.02.03 23:00:00filled
2017.05.12 23:00:0053USDJPYbuy0.1 / 0.10.0002017.05.12 23:00:00filled
2017.05.12 23:00:0054USDJPYbuy0.1 / 0.10.0002017.05.12 23:00:00filled
2017.06.09 23:00:0055USDJPYsell0.1 / 0.10.0002017.06.09 23:00:00filled
2017.06.09 23:00:0056USDJPYsell0.1 / 0.10.0002017.06.09 23:00:00filled
2017.07.21 23:00:0057USDJPYbuy0.1 / 0.10.0002017.07.21 23:00:00filled
2017.07.21 23:00:0058USDJPYbuy0.1 / 0.10.0002017.07.21 23:00:00filled
2017.08.25 23:00:0059USDJPYsell0.1 / 0.10.0002017.08.25 23:00:00filled
2017.08.25 23:00:0060USDJPYsell0.1 / 0.10.0002017.08.25 23:00:00filled
2017.10.06 23:00:0061USDJPYbuy0.1 / 0.10.0002017.10.06 23:00:00filled
2017.10.06 23:00:0062USDJPYbuy0.1 / 0.10.0002017.10.06 23:00:00filled
2017.12.29 23:00:0063USDJPYsell0.1 / 0.10.0002017.12.29 23:00:00filled
2017.12.29 23:00:0064USDJPYsell0.1 / 0.10.0002017.12.29 23:00:00filled
2018.01.12 23:00:0065USDJPYbuy0.1 / 0.10.0002018.01.12 23:00:00filled
2018.01.12 23:00:0066USDJPYbuy0.1 / 0.10.0002018.01.12 23:00:00filled
2018.01.19 23:00:0067USDJPYsell0.1 / 0.10.0002018.01.19 23:00:00filled
2018.01.19 23:00:0068USDJPYsell0.1 / 0.10.0002018.01.19 23:00:00filled
2018.04.27 23:00:0069USDJPYbuy0.1 / 0.10.0002018.04.27 23:00:00filled
2018.04.27 23:00:0070USDJPYbuy0.1 / 0.10.0002018.04.27 23:00:00filled
2018.09.14 23:00:0071USDJPYsell0.1 / 0.10.0002018.09.14 23:00:00filled
2018.09.14 23:00:0072USDJPYsell0.1 / 0.10.0002018.09.14 23:00:00filled
2018.09.21 23:00:0073USDJPYbuy0.1 / 0.10.0002018.09.21 23:00:00filled
2018.09.21 23:00:0074USDJPYbuy0.1 / 0.10.0002018.09.21 23:00:00filled
2018.09.28 23:00:0075USDJPYsell0.1 / 0.10.0002018.09.28 23:00:00filled
2018.09.28 23:00:0076USDJPYsell0.1 / 0.10.0002018.09.28 23:00:00filled
2018.11.09 23:00:0077USDJPYbuy0.1 / 0.10.0002018.11.09 23:00:00filled
2018.11.09 23:00:0078USDJPYbuy0.1 / 0.10.0002018.11.09 23:00:00filled
2018.12.28 23:00:0079USDJPYsell0.1 / 0.10.0002018.12.28 23:00:00filled
2018.12.28 23:00:0080USDJPYsell0.1 / 0.10.0002018.12.28 23:00:00filled
2019.05.10 23:00:0081USDJPYbuy0.1 / 0.10.0002019.05.10 23:00:00filled
2019.05.10 23:00:0082USDJPYbuy0.1 / 0.10.0002019.05.10 23:00:00filled
2019.05.31 23:00:0083USDJPYsell0.1 / 0.10.0002019.05.31 23:00:00filled
2019.05.31 23:00:0084USDJPYsell0.1 / 0.10.0002019.05.31 23:00:00filled
2019.08.16 23:00:0085USDJPYbuy0.1 / 0.10.0002019.08.16 23:00:00filled
2019.08.16 23:00:0086USDJPYbuy0.1 / 0.10.0002019.08.16 23:00:00filled
2019.12.06 23:00:0087USDJPYsell0.1 / 0.10.0002019.12.06 23:00:00filled
2019.12.06 23:00:0088USDJPYsell0.1 / 0.10.0002019.12.06 23:00:00filled
2020.01.03 23:00:0089USDJPYbuy0.1 / 0.10.0002020.01.03 23:00:00filled
2020.01.03 23:00:0090USDJPYbuy0.1 / 0.10.0002020.01.03 23:00:00filled
2020.04.17 23:00:0091USDJPYsell0.1 / 0.10.0002020.04.17 23:00:00filled
2020.04.17 23:00:0092USDJPYsell0.1 / 0.10.0002020.04.17 23:00:00filled
2020.04.24 23:00:0093USDJPYbuy0.1 / 0.10.0002020.04.24 23:00:00filled
2020.04.24 23:00:0094USDJPYbuy0.1 / 0.10.0002020.04.24 23:00:00filled
2020.06.26 23:00:0095USDJPYsell0.1 / 0.10.0002020.06.26 23:00:00filled
2020.06.26 23:00:0096USDJPYsell0.1 / 0.10.0002020.06.26 23:00:00filled
2021.02.05 23:00:0097USDJPYbuy0.1 / 0.10.0002021.02.05 23:00:00filled
2021.02.05 23:00:0098USDJPYbuy0.1 / 0.10.0002021.02.05 23:00:00filled
2021.08.20 23:59:5999USDJPYsell0.1 / 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
2014.02.07 23:00:002USDJPYbuyin0.1102.30020.000.000.0010 000.00
2014.02.28 23:00:003USDJPYsellout0.1101.78030.00-2.28-51.099 946.63
2014.02.28 23:00:004USDJPYsellin0.1101.78040.000.000.009 946.63
2014.05.02 23:00:005USDJPYbuyout0.1102.24050.00-35.76-44.999 865.88
2014.05.02 23:00:006USDJPYbuyin0.1102.24060.000.000.009 865.88
2014.05.23 23:00:007USDJPYsellout0.1101.96070.00-2.28-27.469 836.14
2014.05.23 23:00:008USDJPYsellin0.1101.96080.000.000.009 836.14
2014.06.06 23:00:009USDJPYbuyout0.1102.56090.00-7.97-58.509 769.67
2014.06.06 23:00:0010USDJPYbuyin0.1102.560100.000.000.009 769.67
2014.07.04 23:00:0011USDJPYsellout0.1102.060110.00-3.04-48.999 717.64
2014.07.04 23:00:0012USDJPYsellin0.1102.060120.000.000.009 717.64
2014.08.01 23:00:0013USDJPYbuyout0.1102.620130.00-15.98-54.579 647.09
2014.08.01 23:00:0014USDJPYbuyin0.1102.620140.000.000.009 647.09
2014.09.26 23:00:0015USDJPYsellout0.1109.270150.00-5.87608.5810 249.80
2014.09.26 23:00:0016USDJPYsellin0.1109.270160.000.000.0010 249.80
2014.11.07 23:00:0017USDJPYbuyout0.1114.630170.00-22.40-467.599 759.81
2014.11.07 23:00:0018USDJPYbuyin0.1114.630180.000.000.009 759.81
2015.02.20 23:00:0019USDJPYsellout0.1119.050190.00-9.58371.2710 121.50
2015.02.20 23:00:0020USDJPYsellin0.1119.050200.000.000.0010 121.50
2015.05.08 23:00:0021USDJPYbuyout0.1119.750210.00-37.41-58.4610 025.63
2015.05.08 23:00:0022USDJPYbuyin0.1119.750220.000.000.0010 025.63
2015.06.05 23:00:0023USDJPYsellout0.1125.640230.00-2.52468.8010 491.91
2015.06.05 23:00:0024USDJPYsellin0.1125.640240.000.000.0010 491.91
2015.06.12 23:00:0025USDJPYbuyout0.1123.410250.00-3.29180.7010 669.32
2015.06.12 23:00:0026USDJPYbuyin0.1123.410260.000.000.0010 669.32
2015.07.03 23:00:0027USDJPYsellout0.1122.740270.00-1.88-54.5910 612.85
2015.07.03 23:00:0028USDJPYsellin0.1122.740280.000.000.0010 612.85
2015.07.24 23:00:0029USDJPYbuyout0.1123.830290.00-9.92-88.0210 514.91
2015.07.24 23:00:0030USDJPYbuyin0.1123.830300.000.000.0010 514.91
2015.08.28 23:00:0031USDJPYsellout0.1121.430310.00-3.12-197.6410 314.15
2015.08.28 23:00:0032USDJPYsellin0.1121.430320.000.000.0010 314.15
2015.11.13 23:00:0033USDJPYbuyout0.1122.670330.00-37.12-101.0810 175.95
2015.11.13 23:00:0034USDJPYbuyin0.1122.670340.000.000.0010 175.95
2016.01.08 23:00:0035USDJPYsellout0.1117.480350.00-5.05-441.789 729.12
2016.01.08 23:00:0036USDJPYsellin0.1117.480360.000.000.009 729.12
2016.03.04 23:00:0037USDJPYbuyout0.1113.970370.00-28.13307.9810 008.97
2016.03.04 23:00:0038USDJPYbuyin0.1113.970380.000.000.0010 008.97
2016.03.11 23:00:0039USDJPYsellout0.1113.790390.00-0.69-15.829 992.46
2016.03.11 23:00:0040USDJPYsellin0.1113.790400.000.000.009 992.46
2016.04.15 23:00:0041USDJPYbuyout0.1108.730410.00-18.29465.3710 439.54
2016.04.15 23:00:0042USDJPYbuyin0.1108.730420.000.000.0010 439.54
2016.06.10 23:00:0043USDJPYsellout0.1106.770430.00-5.61-183.5710 250.36
2016.06.10 23:00:0044USDJPYsellin0.1106.770440.000.000.0010 250.36
2016.07.15 23:00:0045USDJPYbuyout0.1105.480450.00-19.66122.3010 353.00
2016.07.15 23:00:0046USDJPYbuyin0.1105.480460.000.000.0010 353.00
2016.07.22 23:00:0047USDJPYsellout0.1106.130470.00-0.7161.2510 413.54
2016.07.22 23:00:0048USDJPYsellin0.1106.130480.000.000.0010 413.54
2016.09.02 23:00:0049USDJPYbuyout0.1104.050490.00-23.93199.9010 589.51
2016.09.02 23:00:0050USDJPYbuyin0.1104.050500.000.000.0010 589.51
2017.02.03 23:00:0051USDJPYsellout0.1112.689510.00-15.58766.6211 340.55
2017.02.03 23:00:0052USDJPYsellin0.1112.689520.000.000.0011 340.55
2017.05.12 23:00:0053USDJPYbuyout0.1113.295530.00-50.85-53.4911 236.21
2017.05.12 23:00:0054USDJPYbuyin0.1113.295540.000.000.0011 236.21
2017.06.09 23:00:0055USDJPYsellout0.1110.224550.00-2.79-278.6110 954.81
2017.06.09 23:00:0056USDJPYsellin0.1110.224560.000.000.0010 954.81
2017.07.21 23:00:0057USDJPYbuyout0.1111.072570.00-21.79-76.3510 856.67
2017.07.21 23:00:0058USDJPYbuyin0.1111.072580.000.000.0010 856.67
2017.08.25 23:00:0059USDJPYsellout0.1109.277590.00-3.50-164.2610 688.91
2017.08.25 23:00:0060USDJPYsellin0.1109.277600.000.000.0010 688.91
2017.10.06 23:00:0061USDJPYbuyout0.1112.663610.00-22.04-300.5410 366.33
2017.10.06 23:00:0062USDJPYbuyin0.1112.663620.000.000.0010 366.33
2017.12.29 23:00:0063USDJPYsellout0.1112.679630.00-8.281.4210 359.47
2017.12.29 23:00:0064USDJPYsellin0.1112.679640.000.000.0010 359.47
2018.01.12 23:00:0065USDJPYbuyout0.1111.039650.00-7.26147.7010 499.91
2018.01.12 23:00:0066USDJPYbuyin0.1111.039660.000.000.0010 499.91
2018.01.19 23:00:0067USDJPYsellout0.1110.766670.00-0.69-24.6510 474.57
2018.01.19 23:00:0068USDJPYsellin0.1110.766680.000.000.0010 474.57
2018.04.27 23:00:0069USDJPYbuyout0.1109.059690.00-53.05156.5210 578.04
2018.04.27 23:00:0070USDJPYbuyin0.1109.059700.000.000.0010 578.04
2018.09.14 23:00:0071USDJPYsellout0.1112.027710.00-13.94264.9410 829.04
2018.09.14 23:00:0072USDJPYsellin0.1112.027720.000.000.0010 829.04
2018.09.21 23:00:0073USDJPYbuyout0.1112.566730.00-3.63-47.8810 777.53
2018.09.21 23:00:0074USDJPYbuyin0.1112.566740.000.000.0010 777.53
2018.09.28 23:00:0075USDJPYsellout0.1113.619750.00-0.6992.6810 869.52
2018.09.28 23:00:0076USDJPYsellin0.1113.619760.000.000.0010 869.52
2018.11.09 23:00:0077USDJPYbuyout0.1113.789770.00-21.61-14.9410 832.97
2018.11.09 23:00:0078USDJPYbuyin0.1113.789780.000.000.0010 832.97
2018.12.28 23:00:0079USDJPYsellout0.1110.201790.00-4.83-325.5910 502.55
2018.12.28 23:00:0080USDJPYsellin0.1110.201800.000.000.0010 502.55
2019.05.10 23:00:0081USDJPYbuyout0.1109.937810.00-70.0024.0110 456.56
2019.05.10 23:00:0082USDJPYbuyin0.1109.937820.000.000.0010 456.56
2019.05.31 23:00:0083USDJPYsellout0.1108.355830.00-2.10-146.0010 308.46
2019.05.31 23:00:0084USDJPYsellin0.1108.355840.000.000.0010 308.46
2019.08.16 23:00:0085USDJPYbuyout0.1106.342850.00-41.60189.2910 456.15
2019.08.16 23:00:0086USDJPYbuyin0.1106.342860.000.000.0010 456.15
2019.12.06 23:00:0087USDJPYsellout0.1108.558870.00-11.25204.1310 649.03
2019.12.06 23:00:0088USDJPYsellin0.1108.558880.000.000.0010 649.03
2020.01.03 23:00:0089USDJPYbuyout0.1108.102890.00-14.9142.1810 676.30
2020.01.03 23:00:0090USDJPYbuyin0.1108.102900.000.000.0010 676.30
2020.04.17 23:00:0091USDJPYsellout0.1107.581910.00-10.54-48.4310 617.33
2020.04.17 23:00:0092USDJPYsellin0.1107.581920.000.000.0010 617.33
2020.04.24 23:00:0093USDJPYbuyout0.1107.394930.00-3.7817.4110 630.96
2020.04.24 23:00:0094USDJPYbuyin0.1107.394940.000.000.0010 630.96
2020.06.26 23:00:0095USDJPYsellout0.1107.177950.00-6.37-20.2510 604.34
2020.06.26 23:00:0096USDJPYsellin0.1107.177960.000.000.0010 604.34
2021.02.05 23:00:0097USDJPYbuyout0.1105.401970.00-123.95168.5010 648.89
2021.02.05 23:00:0098USDJPYbuyin0.1105.401980.000.000.0010 648.89
2021.08.20 23:59:5999USDJPYsellout0.1109.782990.00-19.64399.0611 028.31end of test
0.00 -837.16 1 865.47 11 028.31