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=24
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: -1 600.70 Balance Drawdown Absolute: 2 178.23 Equity Drawdown Absolute: 2 691.48
Gross Profit: 4 069.55 Balance Drawdown Maximal: 2 330.22 (22.95%) Equity Drawdown Maximal: 2 943.88 (28.71%)
Gross Loss: -5 670.25 Balance Drawdown Relative: 22.95% (2 330.22) Equity Drawdown Relative: 28.71% (2 943.88)
Profit Factor: 0.72 Expected Payoff: -33.35 Margin Level: 7308.52%
Recovery Factor: -0.54 Sharpe Ratio: -0.07 Z-Score: 0.30 (23.58%)
AHPR: 0.9972 (-0.28%) LR Correlation: -0.52 OnTester result: 0
GHPR: 0.9964 (-0.36%) LR Standard Error: 451.25
Total Trades: 48 Short Trades (won %): 24 (62.50%) Long Trades (won %): 24 (75.00%)
Total Deals: 96 Profit Trades (% of total): 33 (68.75%) Loss Trades (% of total): 15 (31.25%)
Largest profit trade: 811.09 Largest loss trade: -1 432.08
Average profit trade: 123.32 Average loss trade: -378.02
Maximum consecutive wins ($): 6 (818.84) Maximum consecutive losses ($): 2 (-1 187.31)
Maximal consecutive profit (count): 1 083.12 (2) Maximal consecutive loss (count): -1 432.08 (1)
Average consecutive wins: 3 Average consecutive losses: 1
Graph
Graph
Correlation (Profits,MFE): 0.47 Correlation (Profits,MAE): 0.86 Correlation (MFE,MAE): 0.1120
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 3360:59:59 Average position holding time: 982:31:14
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
2014.02.21 23:00:003USDJPYsell0.1 / 0.10.0002014.02.21 23:00:00filled
2014.02.21 23:00:004USDJPYsell0.1 / 0.10.0002014.02.21 23:00:00filled
2014.05.23 23:00:005USDJPYbuy0.1 / 0.10.0002014.05.23 23:00:00filled
2014.05.23 23:00:006USDJPYbuy0.1 / 0.10.0002014.05.23 23:00:00filled
2014.06.06 23:00:007USDJPYsell0.1 / 0.10.0002014.06.06 23:00:00filled
2014.06.06 23:00:008USDJPYsell0.1 / 0.10.0002014.06.06 23:00:00filled
2014.07.04 23:00:009USDJPYbuy0.1 / 0.10.0002014.07.04 23:00:00filled
2014.07.04 23:00:0010USDJPYbuy0.1 / 0.10.0002014.07.04 23:00:00filled
2014.08.01 23:00:0011USDJPYsell0.1 / 0.10.0002014.08.01 23:00:00filled
2014.08.01 23:00:0012USDJPYsell0.1 / 0.10.0002014.08.01 23:00:00filled
2015.01.09 23:00:0013USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.01.09 23:00:0014USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.02.13 23:00:0015USDJPYsell0.1 / 0.10.0002015.02.13 23:00:00filled
2015.02.13 23:00:0016USDJPYsell0.1 / 0.10.0002015.02.13 23:00:00filled
2015.02.20 23:00:0017USDJPYbuy0.1 / 0.10.0002015.02.20 23:00:00filled
2015.02.20 23:00:0018USDJPYbuy0.1 / 0.10.0002015.02.20 23:00:00filled
2015.03.06 23:00:0019USDJPYsell0.1 / 0.10.0002015.03.06 23:00:00filled
2015.03.06 23:00:0020USDJPYsell0.1 / 0.10.0002015.03.06 23:00:00filled
2015.05.01 23:00:0021USDJPYbuy0.1 / 0.10.0002015.05.01 23:00:00filled
2015.05.01 23:00:0022USDJPYbuy0.1 / 0.10.0002015.05.01 23:00:00filled
2015.05.08 23:00:0023USDJPYsell0.1 / 0.10.0002015.05.08 23:00:00filled
2015.05.08 23:00:0024USDJPYsell0.1 / 0.10.0002015.05.08 23:00:00filled
2015.07.03 23:00:0025USDJPYbuy0.1 / 0.10.0002015.07.03 23:00:00filled
2015.07.03 23:00:0026USDJPYbuy0.1 / 0.10.0002015.07.03 23:00:00filled
2015.08.14 23:00:0027USDJPYsell0.1 / 0.10.0002015.08.14 23:00:00filled
2015.08.14 23:00:0028USDJPYsell0.1 / 0.10.0002015.08.14 23:00:00filled
2015.08.28 23:00:0029USDJPYbuy0.1 / 0.10.0002015.08.28 23:00:00filled
2015.08.28 23:00:0030USDJPYbuy0.1 / 0.10.0002015.08.28 23:00:00filled
2015.11.06 23:00:0031USDJPYsell0.1 / 0.10.0002015.11.06 23:00:00filled
2015.11.06 23:00:0032USDJPYsell0.1 / 0.10.0002015.11.06 23:00:00filled
2015.12.04 23:00:0033USDJPYbuy0.1 / 0.10.0002015.12.04 23:00:00filled
2015.12.04 23:00:0034USDJPYbuy0.1 / 0.10.0002015.12.04 23:00:00filled
2016.05.27 23:00:0035USDJPYsell0.1 / 0.10.0002016.05.27 23:00:00filled
2016.05.27 23:00:0036USDJPYsell0.1 / 0.10.0002016.05.27 23:00:00filled
2016.08.05 23:00:0037USDJPYbuy0.1 / 0.10.0002016.08.05 23:00:00filled
2016.08.05 23:00:0038USDJPYbuy0.1 / 0.10.0002016.08.05 23:00:00filled
2016.10.28 23:00:0039USDJPYsell0.1 / 0.10.0002016.10.28 23:00:00filled
2016.10.28 23:00:0040USDJPYsell0.1 / 0.10.0002016.10.28 23:00:00filled
2017.02.03 23:00:0041USDJPYbuy0.1 / 0.10.0002017.02.03 23:00:00filled
2017.02.03 23:00:0042USDJPYbuy0.1 / 0.10.0002017.02.03 23:00:00filled
2017.05.12 23:00:0043USDJPYsell0.1 / 0.10.0002017.05.12 23:00:00filled
2017.05.12 23:00:0044USDJPYsell0.1 / 0.10.0002017.05.12 23:00:00filled
2017.06.09 23:00:0045USDJPYbuy0.1 / 0.10.0002017.06.09 23:00:00filled
2017.06.09 23:00:0046USDJPYbuy0.1 / 0.10.0002017.06.09 23:00:00filled
2017.06.30 23:00:0047USDJPYsell0.1 / 0.10.0002017.06.30 23:00:00filled
2017.06.30 23:00:0048USDJPYsell0.1 / 0.10.0002017.06.30 23:00:00filled
2017.08.04 23:00:0049USDJPYbuy0.1 / 0.10.0002017.08.04 23:00:00filled
2017.08.04 23:00:0050USDJPYbuy0.1 / 0.10.0002017.08.04 23:00:00filled
2017.09.29 23:00:0051USDJPYsell0.1 / 0.10.0002017.09.29 23:00:00filled
2017.09.29 23:00:0052USDJPYsell0.1 / 0.10.0002017.09.29 23:00:00filled
2017.11.17 23:00:0053USDJPYbuy0.1 / 0.10.0002017.11.17 23:00:00filled
2017.11.17 23:00:0054USDJPYbuy0.1 / 0.10.0002017.11.17 23:00:00filled
2018.04.27 23:00:0055USDJPYsell0.1 / 0.10.0002018.04.27 23:00:00filled
2018.04.27 23:00:0056USDJPYsell0.1 / 0.10.0002018.04.27 23:00:00filled
2018.06.15 23:00:0057USDJPYbuy0.1 / 0.10.0002018.06.15 23:00:00filled
2018.06.15 23:00:0058USDJPYbuy0.1 / 0.10.0002018.06.15 23:00:00filled
2018.06.29 23:00:0059USDJPYsell0.1 / 0.10.0002018.06.29 23:00:00filled
2018.06.29 23:00:0060USDJPYsell0.1 / 0.10.0002018.06.29 23:00:00filled
2018.08.24 23:00:0061USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2018.08.24 23:00:0062USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2018.09.21 23:00:0063USDJPYsell0.1 / 0.10.0002018.09.21 23:00:00filled
2018.09.21 23:00:0064USDJPYsell0.1 / 0.10.0002018.09.21 23:00:00filled
2018.12.28 23:00:0065USDJPYbuy0.1 / 0.10.0002018.12.28 23:00:00filled
2018.12.28 23:00:0066USDJPYbuy0.1 / 0.10.0002018.12.28 23:00:00filled
2019.03.08 23:00:0067USDJPYsell0.1 / 0.10.0002019.03.08 23:00:00filled
2019.03.08 23:00:0068USDJPYsell0.1 / 0.10.0002019.03.08 23:00:00filled
2019.05.10 23:00:0069USDJPYbuy0.1 / 0.10.0002019.05.10 23:00:00filled
2019.05.10 23:00:0070USDJPYbuy0.1 / 0.10.0002019.05.10 23:00:00filled
2019.08.02 23:00:0071USDJPYsell0.1 / 0.10.0002019.08.02 23:00:00filled
2019.08.02 23:00:0072USDJPYsell0.1 / 0.10.0002019.08.02 23:00:00filled
2019.08.16 23:00:0073USDJPYbuy0.1 / 0.10.0002019.08.16 23:00:00filled
2019.08.16 23:00:0074USDJPYbuy0.1 / 0.10.0002019.08.16 23:00:00filled
2019.08.30 23:00:0075USDJPYsell0.1 / 0.10.0002019.08.30 23:00:00filled
2019.08.30 23:00:0076USDJPYsell0.1 / 0.10.0002019.08.30 23:00:00filled
2020.01.03 23:00:0077USDJPYbuy0.1 / 0.10.0002020.01.03 23:00:00filled
2020.01.03 23:00:0078USDJPYbuy0.1 / 0.10.0002020.01.03 23:00:00filled
2020.01.17 23:00:0079USDJPYsell0.1 / 0.10.0002020.01.17 23:00:00filled
2020.01.17 23:00:0080USDJPYsell0.1 / 0.10.0002020.01.17 23:00:00filled
2020.02.07 23:00:0081USDJPYbuy0.1 / 0.10.0002020.02.07 23:00:00filled
2020.02.07 23:00:0082USDJPYbuy0.1 / 0.10.0002020.02.07 23:00:00filled
2020.02.14 23:00:0083USDJPYsell0.1 / 0.10.0002020.02.14 23:00:00filled
2020.02.14 23:00:0084USDJPYsell0.1 / 0.10.0002020.02.14 23:00:00filled
2020.04.17 23:00:0085USDJPYbuy0.1 / 0.10.0002020.04.17 23:00:00filled
2020.04.17 23:00:0086USDJPYbuy0.1 / 0.10.0002020.04.17 23:00:00filled
2020.06.05 23:00:0087USDJPYsell0.1 / 0.10.0002020.06.05 23:00:00filled
2020.06.05 23:00:0088USDJPYsell0.1 / 0.10.0002020.06.05 23:00:00filled
2020.06.26 23:00:0089USDJPYbuy0.1 / 0.10.0002020.06.26 23:00:00filled
2020.06.26 23:00:0090USDJPYbuy0.1 / 0.10.0002020.06.26 23:00:00filled
2021.01.08 23:00:0091USDJPYsell0.1 / 0.10.0002021.01.08 23:00:00filled
2021.01.08 23:00:0092USDJPYsell0.1 / 0.10.0002021.01.08 23:00:00filled
2021.01.22 23:00:0093USDJPYbuy0.1 / 0.10.0002021.01.22 23:00:00filled
2021.01.22 23:00:0094USDJPYbuy0.1 / 0.10.0002021.01.22 23:00:00filled
2021.02.05 23:00:0095USDJPYsell0.1 / 0.10.0002021.02.05 23:00:00filled
2021.02.05 23:00:0096USDJPYsell0.1 / 0.10.0002021.02.05 23:00:00filled
2021.08.20 23:59:5997USDJPYbuy0.1 / 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
2014.02.21 23:00:003USDJPYsellout0.1102.56030.00-1.5225.3510 023.83
2014.02.21 23:00:004USDJPYsellin0.1102.56040.000.000.0010 023.83
2014.05.23 23:00:005USDJPYbuyout0.1101.99050.00-51.7255.8910 028.00
2014.05.23 23:00:006USDJPYbuyin0.1101.99060.000.000.0010 028.00
2014.06.06 23:00:007USDJPYsellout0.1102.53070.00-1.5252.6710 079.15
2014.06.06 23:00:008USDJPYsellin0.1102.53080.000.000.0010 079.15
2014.07.04 23:00:009USDJPYbuyout0.1102.09090.00-15.9643.1010 106.29
2014.07.04 23:00:0010USDJPYbuyin0.1102.090100.000.000.0010 106.29
2014.08.01 23:00:0011USDJPYsellout0.1102.590110.00-3.0448.7410 151.99
2014.08.01 23:00:0012USDJPYsellin0.1102.590120.000.000.0010 151.99
2015.01.09 23:00:0013USDJPYbuyout0.1118.570130.00-84.35-1 347.738 719.91
2015.01.09 23:00:0014USDJPYbuyin0.1118.570140.000.000.008 719.91
2015.02.13 23:00:0015USDJPYsellout0.1118.770150.00-3.1916.848 733.56
2015.02.13 23:00:0016USDJPYsellin0.1118.770160.000.000.008 733.56
2015.02.20 23:00:0017USDJPYbuyout0.1119.080170.00-3.43-26.038 704.10
2015.02.20 23:00:0018USDJPYbuyin0.1119.080180.000.000.008 704.10
2015.03.06 23:00:0019USDJPYsellout0.1120.690190.00-1.27133.408 836.23
2015.03.06 23:00:0020USDJPYsellin0.1120.690200.000.000.008 836.23
2015.05.01 23:00:0021USDJPYbuyout0.1120.200210.00-27.1840.778 849.82
2015.05.01 23:00:0022USDJPYbuyin0.1120.200220.000.000.008 849.82
2015.05.08 23:00:0023USDJPYsellout0.1119.720230.00-0.63-40.098 809.10
2015.05.08 23:00:0024USDJPYsellin0.1119.720240.000.000.008 809.10
2015.07.03 23:00:0025USDJPYbuyout0.1122.770250.00-26.54-248.438 534.13
2015.07.03 23:00:0026USDJPYbuyin0.1122.770260.000.000.008 534.13
2015.08.14 23:00:0027USDJPYsellout0.1124.270270.00-3.74120.708 651.09
2015.08.14 23:00:0028USDJPYsellin0.1124.270280.000.000.008 651.09
2015.08.28 23:00:0029USDJPYbuyout0.1121.460290.00-6.68231.358 875.76
2015.08.28 23:00:0030USDJPYbuyin0.1121.460300.000.000.008 875.76
2015.11.06 23:00:0031USDJPYsellout0.1123.180310.00-6.31139.639 009.08
2015.11.06 23:00:0032USDJPYsellin0.1123.180320.000.000.009 009.08
2015.12.04 23:00:0033USDJPYbuyout0.1123.190330.00-13.19-0.818 995.08
2015.12.04 23:00:0034USDJPYbuyin0.1123.190340.000.000.008 995.08
2016.05.27 23:00:0035USDJPYsellout0.1110.420350.00-16.82-1 156.497 821.77
2016.05.27 23:00:0036USDJPYsellin0.1110.420360.000.000.007 821.77
2016.08.05 23:00:0037USDJPYbuyout0.1101.770370.00-38.87849.968 632.86
2016.08.05 23:00:0038USDJPYbuyin0.1101.770380.000.000.008 632.86
2016.10.28 23:00:0039USDJPYsellout0.1104.714390.00-9.12281.158 904.89
2016.10.28 23:00:0040USDJPYsellin0.1104.714400.000.000.008 904.89
2017.02.03 23:00:0041USDJPYbuyout0.1112.693410.00-50.50-708.038 146.36
2017.02.03 23:00:0042USDJPYbuyin0.1112.693420.000.000.008 146.36
2017.05.12 23:00:0043USDJPYsellout0.1113.292430.00-9.7152.878 189.52
2017.05.12 23:00:0044USDJPYsellin0.1113.292440.000.000.008 189.52
2017.06.09 23:00:0045USDJPYbuyout0.1110.226450.00-14.64278.168 453.04
2017.06.09 23:00:0046USDJPYbuyin0.1110.226460.000.000.008 453.04
2017.06.30 23:00:0047USDJPYsellout0.1112.461470.00-2.08198.748 649.70
2017.06.30 23:00:0048USDJPYsellin0.1112.461480.000.000.008 649.70
2017.08.04 23:00:0049USDJPYbuyout0.1110.674490.00-18.16161.478 793.01
2017.08.04 23:00:0050USDJPYbuyin0.1110.674500.000.000.008 793.01
2017.09.29 23:00:0051USDJPYsellout0.1112.520510.00-5.58164.068 951.49
2017.09.29 23:00:0052USDJPYsellin0.1112.520520.000.000.008 951.49
2017.11.17 23:00:0053USDJPYbuyout0.1112.084530.00-25.1938.908 965.20
2017.11.17 23:00:0054USDJPYbuyin0.1112.084540.000.000.008 965.20
2018.04.27 23:00:0055USDJPYsellout0.1109.056550.00-16.09-277.668 671.45
2018.04.27 23:00:0056USDJPYsellin0.1109.056560.000.000.008 671.45
2018.06.15 23:00:0057USDJPYbuyout0.1110.611570.00-25.93-140.588 504.94
2018.06.15 23:00:0058USDJPYbuyin0.1110.611580.000.000.008 504.94
2018.06.29 23:00:0059USDJPYsellout0.1110.708590.00-1.408.768 512.30
2018.06.29 23:00:0060USDJPYsellin0.1110.708600.000.000.008 512.30
2018.08.24 23:00:0061USDJPYbuyout0.1111.182610.00-29.27-42.638 440.40
2018.08.24 23:00:0062USDJPYbuyin0.1111.182620.000.000.008 440.40
2018.09.21 23:00:0063USDJPYsellout0.1112.564630.00-2.76122.778 560.41
2018.09.21 23:00:0064USDJPYsellin0.1112.564640.000.000.008 560.41
2018.12.28 23:00:0065USDJPYbuyout0.1110.207650.00-50.45213.878 723.83
2018.12.28 23:00:0066USDJPYbuyin0.1110.207660.000.000.008 723.83
2019.03.08 23:00:0067USDJPYsellout0.1111.116670.00-6.9981.818 798.65
2019.03.08 23:00:0068USDJPYsellin0.1111.116680.000.000.008 798.65
2019.05.10 23:00:0069USDJPYbuyout0.1109.937690.00-32.92107.248 872.97
2019.05.10 23:00:0070USDJPYbuyin0.1109.937700.000.000.008 872.97
2019.08.02 23:00:0071USDJPYsellout0.1106.601710.00-8.40-312.948 551.63
2019.08.02 23:00:0072USDJPYsellin0.1106.601720.000.000.008 551.63
2019.08.16 23:00:0073USDJPYbuyout0.1106.342730.00-7.6824.368 568.31
2019.08.16 23:00:0074USDJPYbuyin0.1106.342740.000.000.008 568.31
2019.08.30 23:00:0075USDJPYsellout0.1106.235750.00-1.42-10.078 556.82
2019.08.30 23:00:0076USDJPYsellin0.1106.235760.000.000.008 556.82
2020.01.03 23:00:0077USDJPYbuyout0.1108.102770.00-67.58-172.718 316.53
2020.01.03 23:00:0078USDJPYbuyin0.1108.102780.000.000.008 316.53
2020.01.17 23:00:0079USDJPYsellout0.1110.145790.00-1.40185.488 500.61
2020.01.17 23:00:0080USDJPYsellin0.1110.145800.000.000.008 500.61
2020.02.07 23:00:0081USDJPYbuyout0.1109.771810.00-11.1634.078 523.52
2020.02.07 23:00:0082USDJPYbuyin0.1109.771820.000.000.008 523.52
2020.02.14 23:00:0083USDJPYsellout0.1109.782830.00-0.701.008 523.82
2020.02.14 23:00:0084USDJPYsellin0.1109.782840.000.000.008 523.82
2020.04.17 23:00:0085USDJPYbuyout0.1107.582850.00-33.80204.508 694.52
2020.04.17 23:00:0086USDJPYbuyin0.1107.582860.000.000.008 694.52
2020.06.05 23:00:0087USDJPYsellout0.1109.642870.00-4.94187.888 877.46
2020.06.05 23:00:0088USDJPYsellin0.1109.642880.000.000.008 877.46
2020.06.26 23:00:0089USDJPYbuyout0.1107.195890.00-11.37228.289 094.37
2020.06.26 23:00:0090USDJPYbuyin0.1107.195900.000.000.009 094.37
2021.01.08 23:00:0091USDJPYsellout0.1103.932910.00-20.17-313.968 760.24
2021.01.08 23:00:0092USDJPYsellin0.1103.932920.000.000.008 760.24
2021.01.22 23:00:0093USDJPYbuyout0.1103.836930.00-7.859.258 761.64
2021.01.22 23:00:0094USDJPYbuyin0.1103.836940.000.000.008 761.64
2021.02.05 23:00:0095USDJPYsellout0.1105.384950.00-1.46146.898 907.07
2021.02.05 23:00:0096USDJPYsellin0.1105.384960.000.000.008 907.07
2021.08.20 23:59:5997USDJPYbuyout0.1109.812970.00-104.54-403.238 399.30end of test
0.00 -889.22 -711.48 8 399.30