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=25
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: -1 784.23 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
Graph
Graph
Correlation (Profits,MFE): 0.05 Correlation (Profits,MAE): 0.94 Correlation (MFE,MAE): 0.0311
Graph
Minimal position holding time: 2640:00:00 Maximal position holding time: 9600:00:00 Average position holding time: 4880:00:00
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2015.01.09 23:00:002USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2016.07.22 23:00:003USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2016.07.22 23:00:004USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2017.01.13 23:00:005USDJPYbuy0.1 / 0.10.0002017.01.13 23:00:00filled
2017.02.17 23:00:006USDJPYbuy0.1 / 0.10.0002017.02.17 23:00:00filled
2017.09.29 23:00:007USDJPYsell0.1 / 0.10.0002017.09.29 23:00:00filled
2017.09.29 23:00:008USDJPYsell0.1 / 0.10.0002017.09.29 23:00:00filled
2018.03.02 23:00:009USDJPYbuy0.1 / 0.10.0002018.03.02 23:00:00filled
2018.08.24 23:00:0010USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2019.11.08 23:00:0011USDJPYsell0.1 / 0.10.0002019.11.08 23:00:00filled
2019.11.08 23:00:0012USDJPYsell0.1 / 0.10.0002019.11.08 23:00:00filled
2020.04.10 23:00:0013USDJPYbuy0.1 / 0.10.0002020.04.10 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
2015.01.09 23:00:002USDJPYbuyin0.1118.57020.000.000.0010 000.00
2016.07.22 23:00:003USDJPYsellout0.1106.13030.00-52.28-1 172.158 775.57
2016.07.22 23:00:004USDJPYsellin0.1106.13040.000.000.008 775.57
2017.01.13 23:00:005USDJPYbuyout0.1114.57750.00-95.41-737.237 942.93
2017.02.17 23:00:006USDJPYbuyin0.1112.91960.000.000.007 942.93
2017.09.29 23:00:007USDJPYsellout0.1112.52070.00-22.25-35.467 885.22
2017.09.29 23:00:008USDJPYsellin0.1112.52080.000.000.007 885.22
2018.03.02 23:00:009USDJPYbuyout0.1105.72390.00-80.39642.918 447.74
2018.08.24 23:00:0010USDJPYbuyin0.1111.182100.000.000.008 447.74
2019.11.08 23:00:0011USDJPYsellout0.1109.209110.00-43.93-180.668 223.15
2019.11.08 23:00:0012USDJPYsellin0.1109.209120.000.000.008 223.15
2020.04.10 23:00:0013USDJPYbuyout0.1108.398130.00-82.2074.828 215.77
0.00 -376.46 -1 407.77 8 215.77