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=23
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: -1 638.02 Balance Drawdown Absolute: 1 939.50 Equity Drawdown Absolute: 2 094.30
Gross Profit: 3 818.67 Balance Drawdown Maximal: 2 222.32 (21.61%) Equity Drawdown Maximal: 2 456.54 (23.71%)
Gross Loss: -5 456.69 Balance Drawdown Relative: 21.61% (2 222.32) Equity Drawdown Relative: 23.71% (2 456.54)
Profit Factor: 0.70 Expected Payoff: -44.27 Margin Level: 7905.70%
Recovery Factor: -0.67 Sharpe Ratio: -0.10 Z-Score: -0.66 (49.07%)
AHPR: 0.9959 (-0.41%) LR Correlation: -0.68 OnTester result: 0
GHPR: 0.9952 (-0.48%) LR Standard Error: 468.51
Total Trades: 37 Short Trades (won %): 19 (42.11%) Long Trades (won %): 18 (55.56%)
Total Deals: 74 Profit Trades (% of total): 18 (48.65%) Loss Trades (% of total): 19 (51.35%)
Largest profit trade: 811.09 Largest loss trade: -1 025.47
Average profit trade: 212.15 Average loss trade: -287.19
Maximum consecutive wins ($): 4 (1 215.87) Maximum consecutive losses ($): 4 (-1 418.84)
Maximal consecutive profit (count): 1 215.87 (4) Maximal consecutive loss (count): -1 418.84 (4)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.65 Correlation (Profits,MAE): 0.80 Correlation (MFE,MAE): 0.1892
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 4680:00:00 Average position holding time: 1238:56:45
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.04.25 23:00:002USDJPYsell0.1 / 0.10.0002014.04.25 23:00:00filled
2014.05.23 23:00:003USDJPYbuy0.1 / 0.10.0002014.05.23 23:00:00filled
2014.05.23 23:00:004USDJPYbuy0.1 / 0.10.0002014.05.23 23:00:00filled
2014.06.06 23:00:005USDJPYsell0.1 / 0.10.0002014.06.06 23:00:00filled
2014.06.06 23:00:006USDJPYsell0.1 / 0.10.0002014.06.06 23:00:00filled
2014.07.04 23:00:007USDJPYbuy0.1 / 0.10.0002014.07.04 23:00:00filled
2014.07.04 23:00:008USDJPYbuy0.1 / 0.10.0002014.07.04 23:00:00filled
2014.08.01 23:00:009USDJPYsell0.1 / 0.10.0002014.08.01 23:00:00filled
2014.08.01 23:00:0010USDJPYsell0.1 / 0.10.0002014.08.01 23:00:00filled
2014.09.12 23:00:0011USDJPYbuy0.1 / 0.10.0002014.09.12 23:00:00filled
2014.09.12 23:00:0012USDJPYbuy0.1 / 0.10.0002014.09.12 23:00:00filled
2014.11.07 23:00:0013USDJPYsell0.1 / 0.10.0002014.11.07 23:00:00filled
2014.11.07 23:00:0014USDJPYsell0.1 / 0.10.0002014.11.07 23:00:00filled
2015.01.09 23:00:0015USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.01.09 23:00:0016USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.02.13 23:00:0017USDJPYsell0.1 / 0.10.0002015.02.13 23:00:00filled
2015.02.13 23:00:0018USDJPYsell0.1 / 0.10.0002015.02.13 23:00:00filled
2015.05.01 23:00:0019USDJPYbuy0.1 / 0.10.0002015.05.01 23:00:00filled
2015.05.01 23:00:0020USDJPYbuy0.1 / 0.10.0002015.05.01 23:00:00filled
2015.05.08 23:00:0021USDJPYsell0.1 / 0.10.0002015.05.08 23:00:00filled
2015.05.08 23:00:0022USDJPYsell0.1 / 0.10.0002015.05.08 23:00:00filled
2015.08.28 23:00:0023USDJPYbuy0.1 / 0.10.0002015.08.28 23:00:00filled
2015.08.28 23:00:0024USDJPYbuy0.1 / 0.10.0002015.08.28 23:00:00filled
2016.05.27 23:00:0025USDJPYsell0.1 / 0.10.0002016.05.27 23:00:00filled
2016.05.27 23:00:0026USDJPYsell0.1 / 0.10.0002016.05.27 23:00:00filled
2016.08.05 23:00:0027USDJPYbuy0.1 / 0.10.0002016.08.05 23:00:00filled
2016.08.05 23:00:0028USDJPYbuy0.1 / 0.10.0002016.08.05 23:00:00filled
2016.10.07 23:00:0029USDJPYsell0.1 / 0.10.0002016.10.07 23:00:00filled
2016.10.07 23:00:0030USDJPYsell0.1 / 0.10.0002016.10.07 23:00:00filled
2017.02.03 23:00:0031USDJPYbuy0.1 / 0.10.0002017.02.03 23:00:00filled
2017.02.03 23:00:0032USDJPYbuy0.1 / 0.10.0002017.02.03 23:00:00filled
2017.05.12 23:00:0033USDJPYsell0.1 / 0.10.0002017.05.12 23:00:00filled
2017.05.12 23:00:0034USDJPYsell0.1 / 0.10.0002017.05.12 23:00:00filled
2017.08.04 23:00:0035USDJPYbuy0.1 / 0.10.0002017.08.04 23:00:00filled
2017.08.04 23:00:0036USDJPYbuy0.1 / 0.10.0002017.08.04 23:00:00filled
2017.09.29 23:00:0037USDJPYsell0.1 / 0.10.0002017.09.29 23:00:00filled
2017.09.29 23:00:0038USDJPYsell0.1 / 0.10.0002017.09.29 23:00:00filled
2017.12.29 23:00:0039USDJPYbuy0.1 / 0.10.0002017.12.29 23:00:00filled
2017.12.29 23:00:0040USDJPYbuy0.1 / 0.10.0002017.12.29 23:00:00filled
2018.01.12 23:00:0041USDJPYsell0.1 / 0.10.0002018.01.12 23:00:00filled
2018.01.12 23:00:0042USDJPYsell0.1 / 0.10.0002018.01.12 23:00:00filled
2018.01.19 23:00:0043USDJPYbuy0.1 / 0.10.0002018.01.19 23:00:00filled
2018.01.19 23:00:0044USDJPYbuy0.1 / 0.10.0002018.01.19 23:00:00filled
2018.04.27 23:00:0045USDJPYsell0.1 / 0.10.0002018.04.27 23:00:00filled
2018.04.27 23:00:0046USDJPYsell0.1 / 0.10.0002018.04.27 23:00:00filled
2018.05.18 23:00:0047USDJPYbuy0.1 / 0.10.0002018.05.18 23:00:00filled
2018.05.18 23:00:0048USDJPYbuy0.1 / 0.10.0002018.05.18 23:00:00filled
2018.05.25 23:00:0049USDJPYsell0.1 / 0.10.0002018.05.25 23:00:00filled
2018.05.25 23:00:0050USDJPYsell0.1 / 0.10.0002018.05.25 23:00:00filled
2018.08.24 23:00:0051USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2018.08.24 23:00:0052USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2018.11.30 23:00:0053USDJPYsell0.1 / 0.10.0002018.11.30 23:00:00filled
2018.11.30 23:00:0054USDJPYsell0.1 / 0.10.0002018.11.30 23:00:00filled
2019.01.11 23:00:0055USDJPYbuy0.1 / 0.10.0002019.01.11 23:00:00filled
2019.01.11 23:00:0056USDJPYbuy0.1 / 0.10.0002019.01.11 23:00:00filled
2019.03.01 23:00:0057USDJPYsell0.1 / 0.10.0002019.03.01 23:00:00filled
2019.03.01 23:00:0058USDJPYsell0.1 / 0.10.0002019.03.01 23:00:00filled
2019.05.31 23:00:0059USDJPYbuy0.1 / 0.10.0002019.05.31 23:00:00filled
2019.05.31 23:00:0060USDJPYbuy0.1 / 0.10.0002019.05.31 23:00:00filled
2019.10.04 23:00:0061USDJPYsell0.1 / 0.10.0002019.10.04 23:00:00filled
2019.10.04 23:00:0062USDJPYsell0.1 / 0.10.0002019.10.04 23:00:00filled
2019.12.06 23:00:0063USDJPYbuy0.1 / 0.10.0002019.12.06 23:00:00filled
2019.12.06 23:00:0064USDJPYbuy0.1 / 0.10.0002019.12.06 23:00:00filled
2020.02.28 23:00:0065USDJPYsell0.1 / 0.10.0002020.02.28 23:00:00filled
2020.02.28 23:00:0066USDJPYsell0.1 / 0.10.0002020.02.28 23:00:00filled
2020.04.17 23:00:0067USDJPYbuy0.1 / 0.10.0002020.04.17 23:00:00filled
2020.04.17 23:00:0068USDJPYbuy0.1 / 0.10.0002020.04.17 23:00:00filled
2020.06.05 23:00:0069USDJPYsell0.1 / 0.10.0002020.06.05 23:00:00filled
2020.06.05 23:00:0070USDJPYsell0.1 / 0.10.0002020.06.05 23:00:00filled
2020.07.24 23:00:0071USDJPYbuy0.1 / 0.10.0002020.07.24 23:00:00filled
2020.07.24 23:00:0072USDJPYbuy0.1 / 0.10.0002020.07.24 23:00:00filled
2020.12.18 23:00:0073USDJPYsell0.1 / 0.10.0002020.12.18 23:00:00filled
2020.12.18 23:00:0074USDJPYsell0.1 / 0.10.0002020.12.18 23:00:00filled
2021.08.20 23:59:5975USDJPYbuy0.1 / 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
2014.04.25 23:00:002USDJPYsellin0.1102.14020.000.000.0010 000.00
2014.05.23 23:00:003USDJPYbuyout0.1101.99030.00-15.9714.719 998.74
2014.05.23 23:00:004USDJPYbuyin0.1101.99040.000.000.009 998.74
2014.06.06 23:00:005USDJPYsellout0.1102.53050.00-1.5252.6710 049.89
2014.06.06 23:00:006USDJPYsellin0.1102.53060.000.000.0010 049.89
2014.07.04 23:00:007USDJPYbuyout0.1102.09070.00-15.9643.1010 077.03
2014.07.04 23:00:008USDJPYbuyin0.1102.09080.000.000.0010 077.03
2014.08.01 23:00:009USDJPYsellout0.1102.59090.00-3.0448.7410 122.73
2014.08.01 23:00:0010USDJPYsellin0.1102.590100.000.000.0010 122.73
2014.09.12 23:00:0011USDJPYbuyout0.1107.350110.00-23.54-443.419 655.78
2014.09.12 23:00:0012USDJPYbuyin0.1107.350120.000.000.009 655.78
2014.11.07 23:00:0013USDJPYsellout0.1114.600130.00-5.60632.6410 282.82
2014.11.07 23:00:0014USDJPYsellin0.1114.600140.000.000.0010 282.82
2015.01.09 23:00:0015USDJPYbuyout0.1118.570150.00-30.92-334.829 917.08
2015.01.09 23:00:0016USDJPYbuyin0.1118.570160.000.000.009 917.08
2015.02.13 23:00:0017USDJPYsellout0.1118.770170.00-3.1916.849 930.73
2015.02.13 23:00:0018USDJPYsellin0.1118.770180.000.000.009 930.73
2015.05.01 23:00:0019USDJPYbuyout0.1120.200190.00-37.44-118.979 774.32
2015.05.01 23:00:0020USDJPYbuyin0.1120.200200.000.000.009 774.32
2015.05.08 23:00:0021USDJPYsellout0.1119.720210.00-0.63-40.099 733.60
2015.05.08 23:00:0022USDJPYsellin0.1119.720220.000.000.009 733.60
2015.08.28 23:00:0023USDJPYbuyout0.1121.460230.00-52.98-143.269 537.36
2015.08.28 23:00:0024USDJPYbuyin0.1121.460240.000.000.009 537.36
2016.05.27 23:00:0025USDJPYsellout0.1110.420250.00-25.65-999.828 511.89
2016.05.27 23:00:0026USDJPYsellin0.1110.420260.000.000.008 511.89
2016.08.05 23:00:0027USDJPYbuyout0.1101.770270.00-38.87849.969 322.98
2016.08.05 23:00:0028USDJPYbuyin0.1101.770280.000.000.009 322.98
2016.10.07 23:00:0029USDJPYsellout0.1102.959290.00-6.88115.489 431.58
2016.10.07 23:00:0030USDJPYsellin0.1102.959300.000.000.009 431.58
2017.02.03 23:00:0031USDJPYbuyout0.1112.693310.00-62.25-863.768 505.57
2017.02.03 23:00:0032USDJPYbuyin0.1112.693320.000.000.008 505.57
2017.05.12 23:00:0033USDJPYsellout0.1113.292330.00-9.7152.878 548.73
2017.05.12 23:00:0034USDJPYsellin0.1113.292340.000.000.008 548.73
2017.08.04 23:00:0035USDJPYbuyout0.1110.674350.00-43.78236.558 741.50
2017.08.04 23:00:0036USDJPYbuyin0.1110.674360.000.000.008 741.50
2017.09.29 23:00:0037USDJPYsellout0.1112.520370.00-5.58164.068 899.98
2017.09.29 23:00:0038USDJPYsellin0.1112.520380.000.000.008 899.98
2017.12.29 23:00:0039USDJPYbuyout0.1112.685390.00-46.91-14.648 838.43
2017.12.29 23:00:0040USDJPYbuyin0.1112.685400.000.000.008 838.43
2018.01.12 23:00:0041USDJPYsellout0.1111.037410.00-1.37-148.428 688.64
2018.01.12 23:00:0042USDJPYsellin0.1111.037420.000.000.008 688.64
2018.01.19 23:00:0043USDJPYbuyout0.1110.768430.00-3.6724.288 709.25
2018.01.19 23:00:0044USDJPYbuyin0.1110.768440.000.000.008 709.25
2018.04.27 23:00:0045USDJPYsellout0.1109.056450.00-9.89-156.988 542.38
2018.04.27 23:00:0046USDJPYsellin0.1109.056460.000.000.008 542.38
2018.05.18 23:00:0047USDJPYbuyout0.1110.727470.00-11.12-150.918 380.35
2018.05.18 23:00:0048USDJPYbuyin0.1110.727480.000.000.008 380.35
2018.05.25 23:00:0049USDJPYsellout0.1109.456490.00-0.70-116.128 263.53
2018.05.25 23:00:0050USDJPYsellin0.1109.456500.000.000.008 263.53
2018.08.24 23:00:0051USDJPYbuyout0.1111.182510.00-47.79-155.248 060.50
2018.08.24 23:00:0052USDJPYbuyin0.1111.182520.000.000.008 060.50
2018.11.30 23:00:0053USDJPYsellout0.1113.502530.00-9.66204.408 255.24
2018.11.30 23:00:0054USDJPYsellin0.1113.502540.000.000.008 255.24
2019.01.11 23:00:0055USDJPYbuyout0.1108.551550.00-21.97456.108 689.37
2019.01.11 23:00:0056USDJPYbuyin0.1108.551560.000.000.008 689.37
2019.03.01 23:00:0057USDJPYsellout0.1111.975570.00-4.90305.788 990.25
2019.03.01 23:00:0058USDJPYsellin0.1111.975580.000.000.008 990.25
2019.05.31 23:00:0059USDJPYbuyout0.1108.358590.00-47.68333.809 276.37
2019.05.31 23:00:0060USDJPYbuyin0.1108.358600.000.000.009 276.37
2019.10.04 23:00:0061USDJPYsellout0.1106.833610.00-12.66-142.759 120.96
2019.10.04 23:00:0062USDJPYsellin0.1106.833620.000.000.009 120.96
2019.12.06 23:00:0063USDJPYbuyout0.1108.562630.00-33.72-159.268 927.98
2019.12.06 23:00:0064USDJPYbuyin0.1108.562640.000.000.008 927.98
2020.02.28 23:00:0065USDJPYsellout0.1107.881650.00-8.39-63.138 856.46
2020.02.28 23:00:0066USDJPYsellin0.1107.881660.000.000.008 856.46
2020.04.17 23:00:0067USDJPYbuyout0.1107.582670.00-26.4327.798 857.82
2020.04.17 23:00:0068USDJPYbuyin0.1107.582680.000.000.008 857.82
2020.06.05 23:00:0069USDJPYsellout0.1109.642690.00-4.94187.889 040.76
2020.06.05 23:00:0070USDJPYsellin0.1109.642700.000.000.009 040.76
2020.07.24 23:00:0071USDJPYbuyout0.1105.979710.00-26.52345.639 359.87
2020.07.24 23:00:0072USDJPYbuyin0.1105.979720.000.000.009 359.87
2020.12.18 23:00:0073USDJPYsellout0.1103.308730.00-15.07-258.559 086.25
2020.12.18 23:00:0074USDJPYsellin0.1103.308740.000.000.009 086.25
2021.08.20 23:59:5975USDJPYbuyout0.1109.812750.00-131.99-592.288 361.98end of test
0.00 -848.89 -789.13 8 361.98