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=12
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: 1 314.59 Balance Drawdown Absolute: 79.46 Equity Drawdown Absolute: 233.50
Gross Profit: 1 641.71 Balance Drawdown Maximal: 112.79 (1.12%) Equity Drawdown Maximal: 306.70 (3.04%)
Gross Loss: -327.12 Balance Drawdown Relative: 1.12% (112.79) Equity Drawdown Relative: 3.04% (306.70)
Profit Factor: 5.02 Expected Payoff: 57.16 Margin Level: 9766.50%
Recovery Factor: 4.29 Sharpe Ratio: 0.57 Z-Score: -0.91 (63.72%)
AHPR: 1.0054 (0.54%) LR Correlation: 0.95 OnTester result: 0
GHPR: 1.0054 (0.54%) LR Standard Error: 178.04
Total Trades: 23 Short Trades (won %): 7 (57.14%) Long Trades (won %): 16 (68.75%)
Total Deals: 46 Profit Trades (% of total): 15 (65.22%) Loss Trades (% of total): 8 (34.78%)
Largest profit trade: 393.90 Largest loss trade: -94.14
Average profit trade: 109.45 Average loss trade: -40.89
Maximum consecutive wins ($): 6 (860.48) Maximum consecutive losses ($): 3 (-71.24)
Maximal consecutive profit (count): 860.48 (6) Maximal consecutive loss (count): -112.79 (2)
Average consecutive wins: 3 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.94 Correlation (Profits,MAE): 0.47 Correlation (MFE,MAE): 0.3877
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 360:00:00 Average position holding time: 135:39:07
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
2014.05.09 23:00:003USDJPYbuy0.1 / 0.10.0002014.05.09 23:00:00filled
2014.05.30 23:00:004USDJPYsell0.1 / 0.10.0002014.05.30 23:00:00filled
2014.06.13 23:00:005USDJPYbuy0.1 / 0.10.0002014.06.13 23:00:00filled
2015.01.09 23:00:006USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.01.16 23:00:007USDJPYsell0.1 / 0.10.0002015.01.16 23:00:00filled
2015.02.27 23:00:008USDJPYbuy0.1 / 0.10.0002015.02.27 23:00:00filled
2015.03.06 23:00:009USDJPYsell0.1 / 0.10.0002015.03.06 23:00:00filled
2015.04.03 23:00:0010USDJPYbuy0.1 / 0.10.0002015.04.03 23:00:00filled
2015.04.10 23:00:0011USDJPYsell0.1 / 0.10.0002015.04.10 23:00:00filled
2015.08.14 23:00:0012USDJPYsell0.1 / 0.10.0002015.08.14 23:00:00filled
2015.08.21 23:00:0013USDJPYbuy0.1 / 0.10.0002015.08.21 23:00:00filled
2015.09.04 23:00:0014USDJPYbuy0.1 / 0.10.0002015.09.04 23:00:00filled
2015.09.11 23:00:0015USDJPYsell0.1 / 0.10.0002015.09.11 23:00:00filled
2015.09.25 23:00:0016USDJPYbuy0.1 / 0.10.0002015.09.25 23:00:00filled
2015.10.02 23:00:0017USDJPYsell0.1 / 0.10.0002015.10.02 23:00:00filled
2015.10.16 23:00:0018USDJPYbuy0.1 / 0.10.0002015.10.16 23:00:00filled
2015.10.23 23:00:0019USDJPYsell0.1 / 0.10.0002015.10.23 23:00:00filled
2016.02.19 23:00:0020USDJPYbuy0.1 / 0.10.0002016.02.19 23:00:00filled
2016.02.26 23:00:0021USDJPYsell0.1 / 0.10.0002016.02.26 23:00:00filled
2016.07.22 23:00:0022USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2016.07.29 23:00:0023USDJPYbuy0.1 / 0.10.0002016.07.29 23:00:00filled
2017.02.03 23:00:0024USDJPYbuy0.1 / 0.10.0002017.02.03 23:00:00filled
2017.02.10 23:00:0025USDJPYsell0.1 / 0.10.0002017.02.10 23:00:00filled
2017.08.25 23:00:0026USDJPYbuy0.1 / 0.10.0002017.08.25 23:00:00filled
2017.09.01 23:00:0027USDJPYsell0.1 / 0.10.0002017.09.01 23:00:00filled
2018.02.16 23:00:0028USDJPYbuy0.1 / 0.10.0002018.02.16 23:00:00filled
2018.02.23 23:00:0029USDJPYsell0.1 / 0.10.0002018.02.23 23:00:00filled
2018.03.09 23:00:0030USDJPYbuy0.1 / 0.10.0002018.03.09 23:00:00filled
2018.03.30 23:00:0031USDJPYsell0.1 / 0.10.0002018.03.30 23:00:00filled
2018.04.27 23:00:0032USDJPYsell0.1 / 0.10.0002018.04.27 23:00:00filled
2018.05.04 23:00:0033USDJPYbuy0.1 / 0.10.0002018.05.04 23:00:00filled
2018.08.24 23:00:0034USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2018.08.31 23:00:0035USDJPYsell0.1 / 0.10.0002018.08.31 23:00:00filled
2018.11.23 23:00:0036USDJPYbuy0.1 / 0.10.0002018.11.23 23:00:00filled
2018.11.30 23:00:0037USDJPYsell0.1 / 0.10.0002018.11.30 23:00:00filled
2018.12.07 23:00:0038USDJPYbuy0.1 / 0.10.0002018.12.07 23:00:00filled
2018.12.14 23:00:0039USDJPYsell0.1 / 0.10.0002018.12.14 23:00:00filled
2019.08.23 23:00:0040USDJPYbuy0.1 / 0.10.0002019.08.23 23:00:00filled
2019.08.30 23:00:0041USDJPYsell0.1 / 0.10.0002019.08.30 23:00:00filled
2020.07.10 23:00:0042USDJPYsell0.1 / 0.10.0002020.07.10 23:00:00filled
2020.07.17 23:00:0043USDJPYbuy0.1 / 0.10.0002020.07.17 23:00:00filled
2020.07.17 23:00:0044USDJPYbuy0.1 / 0.10.0002020.07.17 23:00:00filled
2020.07.24 23:00:0045USDJPYsell0.1 / 0.10.0002020.07.24 23:00:00filled
2020.08.14 23:00:0046USDJPYsell0.1 / 0.10.0002020.08.14 23:00:00filled
2020.08.21 23:00:0047USDJPYbuy0.1 / 0.10.0002020.08.21 23:00:00filled
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
2014.05.09 23:00:003USDJPYbuyout0.1101.83030.00-3.9937.3210 033.33
2014.05.30 23:00:004USDJPYsellin0.1101.78040.000.000.0010 033.33
2014.06.13 23:00:005USDJPYbuyout0.1102.01050.00-7.97-22.5510 002.81
2015.01.09 23:00:006USDJPYbuyin0.1118.57060.000.000.0010 002.81
2015.01.16 23:00:007USDJPYsellout0.1117.61070.00-0.64-81.639 920.54
2015.02.27 23:00:008USDJPYbuyin0.1119.65080.000.000.009 920.54
2015.03.06 23:00:009USDJPYsellout0.1120.69090.00-0.6386.1710 006.08
2015.04.03 23:00:0010USDJPYbuyin0.1118.980100.000.000.0010 006.08
2015.04.10 23:00:0011USDJPYsellout0.1120.170110.00-0.6399.0310 104.48
2015.08.14 23:00:0012USDJPYsellin0.1124.270120.000.000.0010 104.48
2015.08.21 23:00:0013USDJPYbuyout0.1122.110130.00-3.29176.8910 278.08
2015.09.04 23:00:0014USDJPYbuyin0.1119.060140.000.000.0010 278.08
2015.09.11 23:00:0015USDJPYsellout0.1120.550150.00-0.63123.6010 401.05
2015.09.25 23:00:0016USDJPYbuyin0.1120.600160.000.000.0010 401.05
2015.10.02 23:00:0017USDJPYsellout0.1120.100170.00-0.63-41.6310 358.79
2015.10.16 23:00:0018USDJPYbuyin0.1119.490180.000.000.0010 358.79
2015.10.23 23:00:0019USDJPYsellout0.1121.410190.00-0.63158.1410 516.30
2016.02.19 23:00:0020USDJPYbuyin0.1112.680200.000.000.0010 516.30
2016.02.26 23:00:0021USDJPYsellout0.1113.940210.00-0.69110.5810 626.19
2016.07.22 23:00:0022USDJPYsellin0.1106.130220.000.000.0010 626.19
2016.07.29 23:00:0023USDJPYbuyout0.1102.070230.00-3.87397.7711 020.09
2017.02.03 23:00:0024USDJPYbuyin0.1112.693240.000.000.0011 020.09
2017.02.10 23:00:0025USDJPYsellout0.1113.354250.00-0.6958.3111 077.71
2017.08.25 23:00:0026USDJPYbuyin0.1109.279260.000.000.0011 077.71
2017.09.01 23:00:0027USDJPYsellout0.1110.259270.00-0.7088.8811 165.89
2018.02.16 23:00:0028USDJPYbuyin0.1106.302280.000.000.0011 165.89
2018.02.23 23:00:0029USDJPYsellout0.1106.880290.00-0.7054.0811 219.27
2018.03.09 23:00:0030USDJPYbuyin0.1106.815300.000.000.0011 219.27
2018.03.30 23:00:0031USDJPYsellout0.1106.263310.00-2.13-51.9511 165.19
2018.04.27 23:00:0032USDJPYsellin0.1109.056320.000.000.0011 165.19
2018.05.04 23:00:0033USDJPYbuyout0.1109.096330.00-3.71-3.6711 157.81
2018.08.24 23:00:0034USDJPYbuyin0.1111.182340.000.000.0011 157.81
2018.08.31 23:00:0035USDJPYsellout0.1111.081350.00-0.69-9.0911 148.03
2018.11.23 23:00:0036USDJPYbuyin0.1112.911360.000.000.0011 148.03
2018.11.30 23:00:0037USDJPYsellout0.1113.502370.00-0.6952.0711 199.41
2018.12.07 23:00:0038USDJPYbuyin0.1112.634380.000.000.0011 199.41
2018.12.14 23:00:0039USDJPYsellout0.1113.386390.00-0.6966.3211 265.04
2019.08.23 23:00:0040USDJPYbuyin0.1105.342400.000.000.0011 265.04
2019.08.30 23:00:0041USDJPYsellout0.1106.235410.00-0.7184.0611 348.39
2020.07.10 23:00:0042USDJPYsellin0.1106.921420.000.000.0011 348.39
2020.07.17 23:00:0043USDJPYbuyout0.1106.952430.00-3.79-2.9011 341.70
2020.07.17 23:00:0044USDJPYbuyin0.1106.952440.000.000.0011 341.70
2020.07.24 23:00:0045USDJPYsellout0.1105.962450.00-0.71-93.4311 247.56
2020.08.14 23:00:0046USDJPYsellin0.1106.582460.000.000.0011 247.56
2020.08.21 23:00:0047USDJPYbuyout0.1105.832470.00-3.8470.8711 314.59
0.00 -42.65 1 357.24 11 314.59