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=25 | ||||||||||||
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: | -1 784.23 | Balance Drawdown Absolute: | 2 114.78 | Equity Drawdown Absolute: | 2 599.34 | |||||||
Gross Profit: | 562.52 | Balance Drawdown Maximal: | 2 114.78 (21.15%) | Equity Drawdown Maximal: | 3 164.50 (29.95%) | |||||||
Gross Loss: | -2 346.75 | Balance Drawdown Relative: | 21.15% (2 114.78) | Equity Drawdown Relative: | 29.95% (3 164.50) | |||||||
Profit Factor: | 0.24 | Expected Payoff: | -297.37 | Margin Level: | 7400.66% | |||||||
Recovery Factor: | -0.56 | Sharpe Ratio: | -0.47 | Z-Score: | 1.77 (92.33%) | |||||||
AHPR: | 0.9699 (-3.01%) | LR Correlation: | -0.52 | OnTester result: | 0 | |||||||
GHPR: | 0.9678 (-3.22%) | LR Standard Error: | 617.87 | |||||||||
Total Trades: | 6 | Short Trades (won %): | 3 (33.33%) | Long Trades (won %): | 3 (0.00%) | |||||||
Total Deals: | 12 | Profit Trades (% of total): | 1 (16.67%) | Loss Trades (% of total): | 5 (83.33%) | |||||||
Largest profit trade: | 562.52 | Largest loss trade: | -1 224.43 | |||||||||
Average profit trade: | 562.52 | Average loss trade: | -469.35 | |||||||||
Maximum consecutive wins ($): | 1 (562.52) | Maximum consecutive losses ($): | 3 (-2 114.78) | |||||||||
Maximal consecutive profit (count): | 562.52 (1) | Maximal consecutive loss (count): | -2 114.78 (3) | |||||||||
Average consecutive wins: | 1 | Average consecutive losses: | 3 | |||||||||
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Correlation (Profits,MFE): | 0.05 | Correlation (Profits,MAE): | 0.94 | Correlation (MFE,MAE): | 0.0311 | |||||||
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Minimal position holding time: | 2640:00:00 | Maximal position holding time: | 9600:00:00 | Average position holding time: | 4880:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2015.01.09 23:00:00 | 2 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.09 23:00:00 | filled | |||||
2016.07.22 23:00:00 | 3 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.07.22 23:00:00 | filled | |||||
2016.07.22 23:00:00 | 4 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.07.22 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 5 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.01.13 23:00:00 | filled | |||||
2017.02.17 23:00:00 | 6 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.02.17 23:00:00 | filled | |||||
2017.09.29 23:00:00 | 7 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.09.29 23:00:00 | filled | |||||
2017.09.29 23:00:00 | 8 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.09.29 23:00:00 | filled | |||||
2018.03.02 23:00:00 | 9 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.03.02 23:00:00 | filled | |||||
2018.08.24 23:00:00 | 10 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.08.24 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 11 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.11.08 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 12 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.11.08 23:00:00 | filled | |||||
2020.04.10 23:00:00 | 13 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.04.10 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 | ||||||
2015.01.09 23:00:00 | 2 | USDJPY | buy | in | 0.1 | 118.570 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2016.07.22 23:00:00 | 3 | USDJPY | sell | out | 0.1 | 106.130 | 3 | 0.00 | -52.28 | -1 172.15 | 8 775.57 | |
2016.07.22 23:00:00 | 4 | USDJPY | sell | in | 0.1 | 106.130 | 4 | 0.00 | 0.00 | 0.00 | 8 775.57 | |
2017.01.13 23:00:00 | 5 | USDJPY | buy | out | 0.1 | 114.577 | 5 | 0.00 | -95.41 | -737.23 | 7 942.93 | |
2017.02.17 23:00:00 | 6 | USDJPY | buy | in | 0.1 | 112.919 | 6 | 0.00 | 0.00 | 0.00 | 7 942.93 | |
2017.09.29 23:00:00 | 7 | USDJPY | sell | out | 0.1 | 112.520 | 7 | 0.00 | -22.25 | -35.46 | 7 885.22 | |
2017.09.29 23:00:00 | 8 | USDJPY | sell | in | 0.1 | 112.520 | 8 | 0.00 | 0.00 | 0.00 | 7 885.22 | |
2018.03.02 23:00:00 | 9 | USDJPY | buy | out | 0.1 | 105.723 | 9 | 0.00 | -80.39 | 642.91 | 8 447.74 | |
2018.08.24 23:00:00 | 10 | USDJPY | buy | in | 0.1 | 111.182 | 10 | 0.00 | 0.00 | 0.00 | 8 447.74 | |
2019.11.08 23:00:00 | 11 | USDJPY | sell | out | 0.1 | 109.209 | 11 | 0.00 | -43.93 | -180.66 | 8 223.15 | |
2019.11.08 23:00:00 | 12 | USDJPY | sell | in | 0.1 | 109.209 | 12 | 0.00 | 0.00 | 0.00 | 8 223.15 | |
2020.04.10 23:00:00 | 13 | USDJPY | buy | out | 0.1 | 108.398 | 13 | 0.00 | -82.20 | 74.82 | 8 215.77 | |
0.00 | -376.46 | -1 407.77 | 8 215.77 | |||||||||