Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDCAD | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=22 | ||||||||||||
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: | 98% | |||||||||||
Bars: | 94687 | Ticks: | 361043 | Symbols: | 1 | |||||||
Total Net Profit: | -3 204.02 | Balance Drawdown Absolute: | 3 204.02 | Equity Drawdown Absolute: | 3 296.35 | |||||||
Gross Profit: | 3 370.26 | Balance Drawdown Maximal: | 4 019.70 (37.17%) | Equity Drawdown Maximal: | 4 359.86 (39.41%) | |||||||
Gross Loss: | -6 574.28 | Balance Drawdown Relative: | 37.17% (4 019.70) | Equity Drawdown Relative: | 39.41% (4 359.86) | |||||||
Profit Factor: | 0.51 | Expected Payoff: | -60.45 | Margin Level: | 6703.65% | |||||||
Recovery Factor: | -0.73 | Sharpe Ratio: | -0.22 | Z-Score: | -0.81 (58.21%) | |||||||
AHPR: | 0.9932 (-0.68%) | LR Correlation: | -0.87 | OnTester result: | 0 | |||||||
GHPR: | 0.9927 (-0.73%) | LR Standard Error: | 524.64 | |||||||||
Total Trades: | 53 | Short Trades (won %): | 27 (44.44%) | Long Trades (won %): | 26 (50.00%) | |||||||
Total Deals: | 106 | Profit Trades (% of total): | 25 (47.17%) | Loss Trades (% of total): | 28 (52.83%) | |||||||
Largest profit trade: | 712.92 | Largest loss trade: | -976.92 | |||||||||
Average profit trade: | 134.81 | Average loss trade: | -234.80 | |||||||||
Maximum consecutive wins ($): | 4 (740.93) | Maximum consecutive losses ($): | 5 (-760.92) | |||||||||
Maximal consecutive profit (count): | 1 175.63 (3) | Maximal consecutive loss (count): | -1 588.99 (2) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.62 | Correlation (Profits,MAE): | 0.77 | Correlation (MFE,MAE): | 0.1942 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 2400:00:00 | Average position holding time: | 889:49:48 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.02.07 23:00:00 | 2 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.02.07 23:00:00 | filled | |||||
2014.05.23 23:00:00 | 3 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.23 23:00:00 | filled | |||||
2014.05.23 23:00:00 | 4 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.05.23 23:00:00 | filled | |||||
2014.08.22 23:00:00 | 5 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.08.22 23:00:00 | filled | |||||
2014.08.22 23:00:00 | 6 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.08.22 23:00:00 | filled | |||||
2014.09.05 23:00:00 | 7 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.09.05 23:00:00 | filled | |||||
2014.09.05 23:00:00 | 8 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.09.05 23:00:00 | filled | |||||
2014.09.19 23:00:00 | 9 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.09.19 23:00:00 | filled | |||||
2014.09.19 23:00:00 | 10 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2014.09.19 23:00:00 | filled | |||||
2014.12.19 23:00:00 | 11 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.12.19 23:00:00 | filled | |||||
2014.12.19 23:00:00 | 12 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2014.12.19 23:00:00 | filled | |||||
2015.02.06 23:00:00 | 13 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.06 23:00:00 | filled | |||||
2015.02.06 23:00:00 | 14 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.02.06 23:00:00 | filled | |||||
2015.04.24 23:00:00 | 15 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.04.24 23:00:00 | filled | |||||
2015.04.24 23:00:00 | 16 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.04.24 23:00:00 | filled | |||||
2015.06.05 23:00:00 | 17 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.06.05 23:00:00 | filled | |||||
2015.06.05 23:00:00 | 18 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.06.05 23:00:00 | filled | |||||
2015.08.28 23:00:00 | 19 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.08.28 23:00:00 | filled | |||||
2015.08.28 23:00:00 | 20 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2015.08.28 23:00:00 | filled | |||||
2015.11.13 23:00:00 | 21 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.11.13 23:00:00 | filled | |||||
2015.11.13 23:00:00 | 22 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2015.11.13 23:00:00 | filled | |||||
2016.01.22 23:00:00 | 23 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.01.22 23:00:00 | filled | |||||
2016.01.22 23:00:00 | 24 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.01.22 23:00:00 | filled | |||||
2016.06.03 23:00:00 | 25 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.06.03 23:00:00 | filled | |||||
2016.06.03 23:00:00 | 26 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.06.03 23:00:00 | filled | |||||
2016.06.17 23:00:00 | 27 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.17 23:00:00 | filled | |||||
2016.06.17 23:00:00 | 28 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.06.17 23:00:00 | filled | |||||
2016.07.29 23:00:00 | 29 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.07.29 23:00:00 | filled | |||||
2016.07.29 23:00:00 | 30 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2016.07.29 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 31 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2016.12.16 23:00:00 | 32 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2016.12.16 23:00:00 | filled | |||||
2017.01.06 23:00:00 | 33 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.01.06 23:00:00 | filled | |||||
2017.01.06 23:00:00 | 34 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.01.06 23:00:00 | filled | |||||
2017.01.20 23:00:00 | 35 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.20 23:00:00 | filled | |||||
2017.01.20 23:00:00 | 36 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.01.20 23:00:00 | filled | |||||
2017.03.03 23:00:00 | 37 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.03 23:00:00 | filled | |||||
2017.03.03 23:00:00 | 38 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.03.03 23:00:00 | filled | |||||
2017.06.09 23:00:00 | 39 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.06.09 23:00:00 | filled | |||||
2017.06.09 23:00:00 | 40 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.06.09 23:00:00 | filled | |||||
2017.10.27 23:00:00 | 41 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.10.27 23:00:00 | filled | |||||
2017.10.27 23:00:00 | 42 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.10.27 23:00:00 | filled | |||||
2017.11.24 23:00:00 | 43 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.11.24 23:00:00 | filled | |||||
2017.11.24 23:00:00 | 44 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.11.24 23:00:00 | filled | |||||
2017.12.08 23:00:00 | 45 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.12.08 23:00:00 | filled | |||||
2017.12.08 23:00:00 | 46 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2017.12.08 23:00:00 | filled | |||||
2017.12.22 23:00:00 | 47 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.12.22 23:00:00 | filled | |||||
2017.12.22 23:00:00 | 48 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2017.12.22 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 49 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 50 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.05.04 23:00:00 | filled | |||||
2018.05.25 23:00:00 | 51 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.25 23:00:00 | filled | |||||
2018.05.25 23:00:00 | 52 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.05.25 23:00:00 | filled | |||||
2018.06.08 23:00:00 | 53 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.06.08 23:00:00 | filled | |||||
2018.06.08 23:00:00 | 54 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.06.08 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 55 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 56 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.06.22 23:00:00 | filled | |||||
2018.09.07 23:00:00 | 57 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.09.07 23:00:00 | filled | |||||
2018.09.07 23:00:00 | 58 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.09.07 23:00:00 | filled | |||||
2018.10.05 23:00:00 | 59 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.10.05 23:00:00 | filled | |||||
2018.10.05 23:00:00 | 60 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2018.10.05 23:00:00 | filled | |||||
2018.11.16 23:00:00 | 61 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.11.16 23:00:00 | filled | |||||
2018.11.16 23:00:00 | 62 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2018.11.16 23:00:00 | filled | |||||
2019.02.22 23:00:00 | 63 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.02.22 23:00:00 | filled | |||||
2019.02.22 23:00:00 | 64 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.02.22 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 65 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2019.04.05 23:00:00 | 66 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.04.05 23:00:00 | filled | |||||
2019.05.31 23:00:00 | 67 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.05.31 23:00:00 | filled | |||||
2019.05.31 23:00:00 | 68 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.05.31 23:00:00 | filled | |||||
2019.08.30 23:00:00 | 69 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.08.30 23:00:00 | filled | |||||
2019.08.30 23:00:00 | 70 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.08.30 23:00:00 | filled | |||||
2019.09.13 23:00:00 | 71 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.09.13 23:00:00 | filled | |||||
2019.09.13 23:00:00 | 72 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.09.13 23:00:00 | filled | |||||
2019.10.11 23:00:00 | 73 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.10.11 23:00:00 | filled | |||||
2019.10.11 23:00:00 | 74 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.10.11 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 75 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.08 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 76 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.11.08 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 77 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 78 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.20 23:00:00 | 79 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.12.20 23:00:00 | filled | |||||
2019.12.20 23:00:00 | 80 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2019.12.20 23:00:00 | filled | |||||
2020.04.17 23:00:00 | 81 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.04.17 23:00:00 | filled | |||||
2020.04.17 23:00:00 | 82 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.04.17 23:00:00 | filled | |||||
2020.05.08 23:00:00 | 83 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.08 23:00:00 | filled | |||||
2020.05.08 23:00:00 | 84 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.05.08 23:00:00 | filled | |||||
2020.08.21 23:00:00 | 85 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.08.21 23:00:00 | filled | |||||
2020.08.21 23:00:00 | 86 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.08.21 23:00:00 | filled | |||||
2020.09.18 23:00:00 | 87 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.09.18 23:00:00 | filled | |||||
2020.09.18 23:00:00 | 88 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.09.18 23:00:00 | filled | |||||
2020.10.23 23:00:00 | 89 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.10.23 23:00:00 | filled | |||||
2020.10.23 23:00:00 | 90 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2020.10.23 23:00:00 | filled | |||||
2020.11.06 23:00:00 | 91 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.06 23:00:00 | filled | |||||
2020.11.06 23:00:00 | 92 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2020.11.06 23:00:00 | filled | |||||
2021.01.08 23:00:00 | 93 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.01.08 23:00:00 | filled | |||||
2021.01.08 23:00:00 | 94 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.01.08 23:00:00 | filled | |||||
2021.01.29 23:00:00 | 95 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.01.29 23:00:00 | filled | |||||
2021.01.29 23:00:00 | 96 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.01.29 23:00:00 | filled | |||||
2021.03.12 23:00:00 | 97 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.03.12 23:00:00 | filled | |||||
2021.03.12 23:00:00 | 98 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.03.12 23:00:00 | filled | |||||
2021.04.02 23:00:00 | 99 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.02 23:00:00 | filled | |||||
2021.04.02 23:00:00 | 100 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.02 23:00:00 | filled | |||||
2021.04.09 23:00:00 | 101 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.04.09 23:00:00 | filled | |||||
2021.04.09 23:00:00 | 102 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.04.09 23:00:00 | filled | |||||
2021.04.23 23:00:00 | 103 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.23 23:00:00 | filled | |||||
2021.04.23 23:00:00 | 104 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.04.23 23:00:00 | filled | |||||
2021.07.09 23:00:00 | 105 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.07.09 23:00:00 | filled | |||||
2021.07.09 23:00:00 | 106 | USDCAD | sell | 0.1 / 0.1 | 0.00000 | 2021.07.09 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 107 | USDCAD | buy | 0.1 / 0.1 | 0.00000 | 2021.08.20 23:59:59 | filled | end of test | ||||
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 | ||||||
2014.02.07 23:00:00 | 2 | USDCAD | sell | in | 0.1 | 1.10380 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.05.23 23:00:00 | 3 | USDCAD | buy | out | 0.1 | 1.08730 | 3 | 0.00 | -40.02 | 151.75 | 10 111.73 | |
2014.05.23 23:00:00 | 4 | USDCAD | buy | in | 0.1 | 1.08730 | 4 | 0.00 | 0.00 | 0.00 | 10 111.73 | |
2014.08.22 23:00:00 | 5 | USDCAD | sell | out | 0.1 | 1.09440 | 5 | 0.00 | -33.69 | 64.88 | 10 142.92 | |
2014.08.22 23:00:00 | 6 | USDCAD | sell | in | 0.1 | 1.09440 | 6 | 0.00 | 0.00 | 0.00 | 10 142.92 | |
2014.09.05 23:00:00 | 7 | USDCAD | buy | out | 0.1 | 1.08840 | 7 | 0.00 | -5.40 | 55.13 | 10 192.65 | |
2014.09.05 23:00:00 | 8 | USDCAD | buy | in | 0.1 | 1.08840 | 8 | 0.00 | 0.00 | 0.00 | 10 192.65 | |
2014.09.19 23:00:00 | 9 | USDCAD | sell | out | 0.1 | 1.09460 | 9 | 0.00 | -5.09 | 56.64 | 10 244.20 | |
2014.09.19 23:00:00 | 10 | USDCAD | sell | in | 0.1 | 1.09460 | 10 | 0.00 | 0.00 | 0.00 | 10 244.20 | |
2014.12.19 23:00:00 | 11 | USDCAD | buy | out | 0.1 | 1.16080 | 11 | 0.00 | -33.85 | -570.30 | 9 640.05 | |
2014.12.19 23:00:00 | 12 | USDCAD | buy | in | 0.1 | 1.16080 | 12 | 0.00 | 0.00 | 0.00 | 9 640.05 | |
2015.02.06 23:00:00 | 13 | USDCAD | sell | out | 0.1 | 1.25210 | 13 | 0.00 | -16.25 | 729.17 | 10 352.97 | |
2015.02.06 23:00:00 | 14 | USDCAD | sell | in | 0.1 | 1.25210 | 14 | 0.00 | 0.00 | 0.00 | 10 352.97 | |
2015.04.24 23:00:00 | 15 | USDCAD | buy | out | 0.1 | 1.21700 | 15 | 0.00 | -25.85 | 288.41 | 10 615.53 | |
2015.04.24 23:00:00 | 16 | USDCAD | buy | in | 0.1 | 1.21700 | 16 | 0.00 | 0.00 | 0.00 | 10 615.53 | |
2015.06.05 23:00:00 | 17 | USDCAD | sell | out | 0.1 | 1.24360 | 17 | 0.00 | -13.75 | 213.90 | 10 815.68 | |
2015.06.05 23:00:00 | 18 | USDCAD | sell | in | 0.1 | 1.24360 | 18 | 0.00 | 0.00 | 0.00 | 10 815.68 | |
2015.08.28 23:00:00 | 19 | USDCAD | buy | out | 0.1 | 1.32150 | 19 | 0.00 | -27.56 | -589.48 | 10 198.64 | |
2015.08.28 23:00:00 | 20 | USDCAD | buy | in | 0.1 | 1.32150 | 20 | 0.00 | 0.00 | 0.00 | 10 198.64 | |
2015.11.13 23:00:00 | 21 | USDCAD | sell | out | 0.1 | 1.33160 | 21 | 0.00 | -23.34 | 75.85 | 10 251.15 | |
2015.11.13 23:00:00 | 22 | USDCAD | sell | in | 0.1 | 1.33160 | 22 | 0.00 | 0.00 | 0.00 | 10 251.15 | |
2016.01.22 23:00:00 | 23 | USDCAD | buy | out | 0.1 | 1.41520 | 23 | 0.00 | -21.34 | -590.73 | 9 639.08 | |
2016.01.22 23:00:00 | 24 | USDCAD | buy | in | 0.1 | 1.41520 | 24 | 0.00 | 0.00 | 0.00 | 9 639.08 | |
2016.06.03 23:00:00 | 25 | USDCAD | sell | out | 0.1 | 1.29400 | 25 | 0.00 | -40.29 | -936.63 | 8 662.16 | |
2016.06.03 23:00:00 | 26 | USDCAD | sell | in | 0.1 | 1.29400 | 26 | 0.00 | 0.00 | 0.00 | 8 662.16 | |
2016.06.17 23:00:00 | 27 | USDCAD | buy | out | 0.1 | 1.28810 | 27 | 0.00 | -4.59 | 45.80 | 8 703.37 | |
2016.06.17 23:00:00 | 28 | USDCAD | buy | in | 0.1 | 1.28810 | 28 | 0.00 | 0.00 | 0.00 | 8 703.37 | |
2016.07.29 23:00:00 | 29 | USDCAD | sell | out | 0.1 | 1.30560 | 29 | 0.00 | -12.93 | 134.04 | 8 824.48 | |
2016.07.29 23:00:00 | 30 | USDCAD | sell | in | 0.1 | 1.30560 | 30 | 0.00 | 0.00 | 0.00 | 8 824.48 | |
2016.12.16 23:00:00 | 31 | USDCAD | buy | out | 0.1 | 1.33438 | 31 | 0.00 | -44.52 | -215.68 | 8 564.28 | |
2016.12.16 23:00:00 | 32 | USDCAD | buy | in | 0.1 | 1.33438 | 32 | 0.00 | 0.00 | 0.00 | 8 564.28 | |
2017.01.06 23:00:00 | 33 | USDCAD | sell | out | 0.1 | 1.32320 | 33 | 0.00 | -6.27 | -84.49 | 8 473.52 | |
2017.01.06 23:00:00 | 34 | USDCAD | sell | in | 0.1 | 1.32320 | 34 | 0.00 | 0.00 | 0.00 | 8 473.52 | |
2017.01.20 23:00:00 | 35 | USDCAD | buy | out | 0.1 | 1.33271 | 35 | 0.00 | -4.47 | -71.36 | 8 397.69 | |
2017.01.20 23:00:00 | 36 | USDCAD | buy | in | 0.1 | 1.33271 | 36 | 0.00 | 0.00 | 0.00 | 8 397.69 | |
2017.03.03 23:00:00 | 37 | USDCAD | sell | out | 0.1 | 1.33770 | 37 | 0.00 | -12.81 | 37.30 | 8 422.18 | |
2017.03.03 23:00:00 | 38 | USDCAD | sell | in | 0.1 | 1.33770 | 38 | 0.00 | 0.00 | 0.00 | 8 422.18 | |
2017.06.09 23:00:00 | 39 | USDCAD | buy | out | 0.1 | 1.34627 | 39 | 0.00 | -30.52 | -63.66 | 8 328.00 | |
2017.06.09 23:00:00 | 40 | USDCAD | buy | in | 0.1 | 1.34627 | 40 | 0.00 | 0.00 | 0.00 | 8 328.00 | |
2017.10.27 23:00:00 | 41 | USDCAD | sell | out | 0.1 | 1.28283 | 41 | 0.00 | -44.32 | -494.53 | 7 789.15 | |
2017.10.27 23:00:00 | 42 | USDCAD | sell | in | 0.1 | 1.28283 | 42 | 0.00 | 0.00 | 0.00 | 7 789.15 | |
2017.11.24 23:00:00 | 43 | USDCAD | buy | out | 0.1 | 1.27127 | 43 | 0.00 | -9.23 | 90.93 | 7 870.85 | |
2017.11.24 23:00:00 | 44 | USDCAD | buy | in | 0.1 | 1.27127 | 44 | 0.00 | 0.00 | 0.00 | 7 870.85 | |
2017.12.08 23:00:00 | 45 | USDCAD | sell | out | 0.1 | 1.28667 | 45 | 0.00 | -4.38 | 119.69 | 7 986.16 | |
2017.12.08 23:00:00 | 46 | USDCAD | sell | in | 0.1 | 1.28667 | 46 | 0.00 | 0.00 | 0.00 | 7 986.16 | |
2017.12.22 23:00:00 | 47 | USDCAD | buy | out | 0.1 | 1.27243 | 47 | 0.00 | -4.60 | 111.91 | 8 093.47 | |
2017.12.22 23:00:00 | 48 | USDCAD | buy | in | 0.1 | 1.27243 | 48 | 0.00 | 0.00 | 0.00 | 8 093.47 | |
2018.05.04 23:00:00 | 49 | USDCAD | sell | out | 0.1 | 1.28613 | 49 | 0.00 | -41.98 | 106.52 | 8 158.01 | |
2018.05.04 23:00:00 | 50 | USDCAD | sell | in | 0.1 | 1.28613 | 50 | 0.00 | 0.00 | 0.00 | 8 158.01 | |
2018.05.25 23:00:00 | 51 | USDCAD | buy | out | 0.1 | 1.29765 | 51 | 0.00 | -6.89 | -88.78 | 8 062.34 | |
2018.05.25 23:00:00 | 52 | USDCAD | buy | in | 0.1 | 1.29765 | 52 | 0.00 | 0.00 | 0.00 | 8 062.34 | |
2018.06.08 23:00:00 | 53 | USDCAD | sell | out | 0.1 | 1.29345 | 53 | 0.00 | -4.34 | -32.47 | 8 025.53 | |
2018.06.08 23:00:00 | 54 | USDCAD | sell | in | 0.1 | 1.29345 | 54 | 0.00 | 0.00 | 0.00 | 8 025.53 | |
2018.06.22 23:00:00 | 55 | USDCAD | buy | out | 0.1 | 1.32773 | 55 | 0.00 | -4.48 | -258.19 | 7 762.86 | |
2018.06.22 23:00:00 | 56 | USDCAD | buy | in | 0.1 | 1.32773 | 56 | 0.00 | 0.00 | 0.00 | 7 762.86 | |
2018.09.07 23:00:00 | 57 | USDCAD | sell | out | 0.1 | 1.31790 | 57 | 0.00 | -23.49 | -74.59 | 7 664.78 | |
2018.09.07 23:00:00 | 58 | USDCAD | sell | in | 0.1 | 1.31790 | 58 | 0.00 | 0.00 | 0.00 | 7 664.78 | |
2018.10.05 23:00:00 | 59 | USDCAD | buy | out | 0.1 | 1.29463 | 59 | 0.00 | -9.07 | 179.74 | 7 835.45 | |
2018.10.05 23:00:00 | 60 | USDCAD | buy | in | 0.1 | 1.29463 | 60 | 0.00 | 0.00 | 0.00 | 7 835.45 | |
2018.11.16 23:00:00 | 61 | USDCAD | sell | out | 0.1 | 1.31571 | 61 | 0.00 | -12.87 | 160.22 | 7 982.80 | |
2018.11.16 23:00:00 | 62 | USDCAD | sell | in | 0.1 | 1.31571 | 62 | 0.00 | 0.00 | 0.00 | 7 982.80 | |
2019.02.22 23:00:00 | 63 | USDCAD | buy | out | 0.1 | 1.31464 | 63 | 0.00 | -30.96 | 8.14 | 7 959.98 | |
2019.02.22 23:00:00 | 64 | USDCAD | buy | in | 0.1 | 1.31464 | 64 | 0.00 | 0.00 | 0.00 | 7 959.98 | |
2019.04.05 23:00:00 | 65 | USDCAD | sell | out | 0.1 | 1.33841 | 65 | 0.00 | -12.60 | 177.60 | 8 124.98 | |
2019.04.05 23:00:00 | 66 | USDCAD | sell | in | 0.1 | 1.33841 | 66 | 0.00 | 0.00 | 0.00 | 8 124.98 | |
2019.05.31 23:00:00 | 67 | USDCAD | buy | out | 0.1 | 1.35182 | 67 | 0.00 | -17.45 | -99.20 | 8 008.33 | |
2019.05.31 23:00:00 | 68 | USDCAD | buy | in | 0.1 | 1.35182 | 68 | 0.00 | 0.00 | 0.00 | 8 008.33 | |
2019.08.30 23:00:00 | 69 | USDCAD | sell | out | 0.1 | 1.33125 | 69 | 0.00 | -27.50 | -154.52 | 7 826.31 | |
2019.08.30 23:00:00 | 70 | USDCAD | sell | in | 0.1 | 1.33125 | 70 | 0.00 | 0.00 | 0.00 | 7 826.31 | |
2019.09.13 23:00:00 | 71 | USDCAD | buy | out | 0.1 | 1.32829 | 71 | 0.00 | -4.46 | 22.28 | 7 844.13 | |
2019.09.13 23:00:00 | 72 | USDCAD | buy | in | 0.1 | 1.32829 | 72 | 0.00 | 0.00 | 0.00 | 7 844.13 | |
2019.10.11 23:00:00 | 73 | USDCAD | sell | out | 0.1 | 1.32026 | 73 | 0.00 | -8.40 | -60.82 | 7 774.91 | |
2019.10.11 23:00:00 | 74 | USDCAD | sell | in | 0.1 | 1.32026 | 74 | 0.00 | 0.00 | 0.00 | 7 774.91 | |
2019.11.08 23:00:00 | 75 | USDCAD | buy | out | 0.1 | 1.32275 | 75 | 0.00 | -8.95 | -18.82 | 7 747.14 | |
2019.11.08 23:00:00 | 76 | USDCAD | buy | in | 0.1 | 1.32275 | 76 | 0.00 | 0.00 | 0.00 | 7 747.14 | |
2019.12.06 23:00:00 | 77 | USDCAD | sell | out | 0.1 | 1.32589 | 77 | 0.00 | -8.42 | 23.68 | 7 762.40 | |
2019.12.06 23:00:00 | 78 | USDCAD | sell | in | 0.1 | 1.32589 | 78 | 0.00 | 0.00 | 0.00 | 7 762.40 | |
2019.12.20 23:00:00 | 79 | USDCAD | buy | out | 0.1 | 1.31573 | 79 | 0.00 | -4.48 | 77.22 | 7 835.14 | |
2019.12.20 23:00:00 | 80 | USDCAD | buy | in | 0.1 | 1.31573 | 80 | 0.00 | 0.00 | 0.00 | 7 835.14 | |
2020.04.17 23:00:00 | 81 | USDCAD | sell | out | 0.1 | 1.40285 | 81 | 0.00 | -35.33 | 621.02 | 8 420.83 | |
2020.04.17 23:00:00 | 82 | USDCAD | sell | in | 0.1 | 1.40285 | 82 | 0.00 | 0.00 | 0.00 | 8 420.83 | |
2020.05.08 23:00:00 | 83 | USDCAD | buy | out | 0.1 | 1.39261 | 83 | 0.00 | -6.29 | 73.53 | 8 488.07 | |
2020.05.08 23:00:00 | 84 | USDCAD | buy | in | 0.1 | 1.39261 | 84 | 0.00 | 0.00 | 0.00 | 8 488.07 | |
2020.08.21 23:00:00 | 85 | USDCAD | sell | out | 0.1 | 1.31843 | 85 | 0.00 | -30.95 | -562.64 | 7 894.48 | |
2020.08.21 23:00:00 | 86 | USDCAD | sell | in | 0.1 | 1.31843 | 86 | 0.00 | 0.00 | 0.00 | 7 894.48 | |
2020.09.18 23:00:00 | 87 | USDCAD | buy | out | 0.1 | 1.31990 | 87 | 0.00 | -8.97 | -11.14 | 7 874.37 | |
2020.09.18 23:00:00 | 88 | USDCAD | buy | in | 0.1 | 1.31990 | 88 | 0.00 | 0.00 | 0.00 | 7 874.37 | |
2020.10.23 23:00:00 | 89 | USDCAD | sell | out | 0.1 | 1.31355 | 89 | 0.00 | -10.54 | -48.34 | 7 815.49 | |
2020.10.23 23:00:00 | 90 | USDCAD | sell | in | 0.1 | 1.31355 | 90 | 0.00 | 0.00 | 0.00 | 7 815.49 | |
2020.11.06 23:00:00 | 91 | USDCAD | buy | out | 0.1 | 1.30440 | 91 | 0.00 | -4.47 | 70.15 | 7 881.17 | |
2020.11.06 23:00:00 | 92 | USDCAD | buy | in | 0.1 | 1.30440 | 92 | 0.00 | 0.00 | 0.00 | 7 881.17 | |
2021.01.08 23:00:00 | 93 | USDCAD | sell | out | 0.1 | 1.26981 | 93 | 0.00 | -19.57 | -272.40 | 7 589.20 | |
2021.01.08 23:00:00 | 94 | USDCAD | sell | in | 0.1 | 1.26981 | 94 | 0.00 | 0.00 | 0.00 | 7 589.20 | |
2021.01.29 23:00:00 | 95 | USDCAD | buy | out | 0.1 | 1.27890 | 95 | 0.00 | -6.93 | -71.08 | 7 511.19 | |
2021.01.29 23:00:00 | 96 | USDCAD | buy | in | 0.1 | 1.27890 | 96 | 0.00 | 0.00 | 0.00 | 7 511.19 | |
2021.03.12 23:00:00 | 97 | USDCAD | sell | out | 0.1 | 1.24708 | 97 | 0.00 | -13.28 | -255.16 | 7 242.75 | |
2021.03.12 23:00:00 | 98 | USDCAD | sell | in | 0.1 | 1.24708 | 98 | 0.00 | 0.00 | 0.00 | 7 242.75 | |
2021.04.02 23:00:00 | 99 | USDCAD | buy | out | 0.1 | 1.25708 | 99 | 0.00 | -7.04 | -79.55 | 7 156.16 | |
2021.04.02 23:00:00 | 100 | USDCAD | buy | in | 0.1 | 1.25708 | 100 | 0.00 | 0.00 | 0.00 | 7 156.16 | |
2021.04.09 23:00:00 | 101 | USDCAD | sell | out | 0.1 | 1.25286 | 101 | 0.00 | -2.23 | -33.68 | 7 120.25 | |
2021.04.09 23:00:00 | 102 | USDCAD | sell | in | 0.1 | 1.25286 | 102 | 0.00 | 0.00 | 0.00 | 7 120.25 | |
2021.04.23 23:00:00 | 103 | USDCAD | buy | out | 0.1 | 1.24793 | 103 | 0.00 | -4.71 | 39.51 | 7 155.05 | |
2021.04.23 23:00:00 | 104 | USDCAD | buy | in | 0.1 | 1.24793 | 104 | 0.00 | 0.00 | 0.00 | 7 155.05 | |
2021.07.09 23:00:00 | 105 | USDCAD | sell | out | 0.1 | 1.24483 | 105 | 0.00 | -25.18 | -24.90 | 7 104.97 | |
2021.07.09 23:00:00 | 106 | USDCAD | sell | in | 0.1 | 1.24483 | 106 | 0.00 | 0.00 | 0.00 | 7 104.97 | |
2021.08.20 23:59:59 | 107 | USDCAD | buy | out | 0.1 | 1.28266 | 107 | 0.00 | -14.06 | -294.93 | 6 795.98 | end of test |
0.00 | -880.96 | -2 323.06 | 6 795.98 | |||||||||