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=26 | ||||||||||||
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: | -2 749.72 | Balance Drawdown Absolute: | 2 850.35 | Equity Drawdown Absolute: | 2 983.49 | |||||||
Gross Profit: | 1 030.42 | Balance Drawdown Maximal: | 2 850.35 (28.50%) | Equity Drawdown Maximal: | 3 109.66 (30.71%) | |||||||
Gross Loss: | -3 780.14 | Balance Drawdown Relative: | 28.50% (2 850.35) | Equity Drawdown Relative: | 30.71% (3 109.66) | |||||||
Profit Factor: | 0.27 | Expected Payoff: | -305.52 | Margin Level: | 7016.51% | |||||||
Recovery Factor: | -0.88 | Sharpe Ratio: | -0.51 | Z-Score: | 0.41 (31.82%) | |||||||
AHPR: | 0.9671 (-3.29%) | LR Correlation: | -0.87 | OnTester result: | 0 | |||||||
GHPR: | 0.9649 (-3.51%) | LR Standard Error: | 476.83 | |||||||||
Total Trades: | 9 | Short Trades (won %): | 5 (20.00%) | Long Trades (won %): | 4 (50.00%) | |||||||
Total Deals: | 18 | Profit Trades (% of total): | 3 (33.33%) | Loss Trades (% of total): | 6 (66.67%) | |||||||
Largest profit trade: | 439.12 | Largest loss trade: | -1 516.02 | |||||||||
Average profit trade: | 343.47 | Average loss trade: | -630.02 | |||||||||
Maximum consecutive wins ($): | 2 (866.65) | Maximum consecutive losses ($): | 4 (-2 200.98) | |||||||||
Maximal consecutive profit (count): | 866.65 (2) | Maximal consecutive loss (count): | -2 200.98 (4) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.35 | Correlation (Profits,MAE): | 0.95 | Correlation (MFE,MAE): | 0.0784 | |||||||
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Minimal position holding time: | 360:00:00 | Maximal position holding time: | 7560:00:00 | Average position holding time: | 3040:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.05.02 23:00:00 | 2 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.02 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 3 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.09 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 4 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.09 23:00:00 | filled | |||||
2015.08.14 23:00:00 | 5 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.08.14 23:00:00 | filled | |||||
2015.08.14 23:00:00 | 6 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.08.14 23:00:00 | filled | |||||
2015.09.04 23:00:00 | 7 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.09.04 23:00:00 | filled | |||||
2015.09.04 23:00:00 | 8 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.09.04 23:00:00 | filled | |||||
2016.05.20 23:00:00 | 9 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.05.20 23:00:00 | filled | |||||
2016.07.22 23:00:00 | 10 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.07.22 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 11 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.02.03 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 12 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.02.03 23:00:00 | filled | |||||
2018.04.20 23:00:00 | 13 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.04.20 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 14 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.04.27 23:00:00 | filled | |||||
2018.06.15 23:00:00 | 15 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.06.15 23:00:00 | filled | |||||
2018.06.15 23:00:00 | 16 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.06.15 23:00:00 | filled | |||||
2018.09.21 23:00:00 | 17 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.09.21 23:00:00 | filled | |||||
2018.09.21 23:00:00 | 18 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.09.21 23:00:00 | filled | |||||
2018.11.23 23:00:00 | 19 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.11.23 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 | ||||||
2014.05.02 23:00:00 | 2 | USDJPY | sell | in | 0.1 | 102.210 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.01.09 23:00:00 | 3 | USDJPY | buy | out | 0.1 | 118.570 | 3 | 0.00 | -136.24 | -1 379.78 | 8 483.98 | |
2015.01.09 23:00:00 | 4 | USDJPY | buy | in | 0.1 | 118.570 | 4 | 0.00 | 0.00 | 0.00 | 8 483.98 | |
2015.08.14 23:00:00 | 5 | USDJPY | sell | out | 0.1 | 124.270 | 5 | 0.00 | -19.56 | 458.68 | 8 923.10 | |
2015.08.14 23:00:00 | 6 | USDJPY | sell | in | 0.1 | 124.270 | 6 | 0.00 | 0.00 | 0.00 | 8 923.10 | |
2015.09.04 23:00:00 | 7 | USDJPY | buy | out | 0.1 | 119.060 | 7 | 0.00 | -10.06 | 437.59 | 9 350.63 | |
2015.09.04 23:00:00 | 8 | USDJPY | buy | in | 0.1 | 119.060 | 8 | 0.00 | 0.00 | 0.00 | 9 350.63 | |
2016.05.20 23:00:00 | 9 | USDJPY | sell | out | 0.1 | 110.150 | 9 | 0.00 | -24.32 | -808.90 | 8 517.41 | |
2016.07.22 23:00:00 | 10 | USDJPY | sell | in | 0.1 | 106.130 | 10 | 0.00 | 0.00 | 0.00 | 8 517.41 | |
2017.02.03 23:00:00 | 11 | USDJPY | buy | out | 0.1 | 112.693 | 11 | 0.00 | -106.17 | -582.38 | 7 828.86 | |
2017.02.03 23:00:00 | 12 | USDJPY | buy | in | 0.1 | 112.693 | 12 | 0.00 | 0.00 | 0.00 | 7 828.86 | |
2018.04.20 23:00:00 | 13 | USDJPY | sell | out | 0.1 | 107.646 | 13 | 0.00 | -43.85 | -468.85 | 7 316.16 | |
2018.04.27 23:00:00 | 14 | USDJPY | sell | in | 0.1 | 109.056 | 14 | 0.00 | 0.00 | 0.00 | 7 316.16 | |
2018.06.15 23:00:00 | 15 | USDJPY | buy | out | 0.1 | 110.611 | 15 | 0.00 | -25.93 | -140.58 | 7 149.65 | |
2018.06.15 23:00:00 | 16 | USDJPY | buy | in | 0.1 | 110.611 | 16 | 0.00 | 0.00 | 0.00 | 7 149.65 | |
2018.09.21 23:00:00 | 17 | USDJPY | sell | out | 0.1 | 112.564 | 17 | 0.00 | -9.73 | 173.50 | 7 313.42 | |
2018.09.21 23:00:00 | 18 | USDJPY | sell | in | 0.1 | 112.564 | 18 | 0.00 | 0.00 | 0.00 | 7 313.42 | |
2018.11.23 23:00:00 | 19 | USDJPY | buy | out | 0.1 | 112.911 | 19 | 0.00 | -32.41 | -30.73 | 7 250.28 | |
0.00 | -408.27 | -2 341.45 | 7 250.28 | |||||||||