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=16
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: 302.75 Balance Drawdown Absolute: 0.00 Equity Drawdown Absolute: 121.07
Gross Profit: 6 980.86 Balance Drawdown Maximal: 2 215.95 (17.77%) Equity Drawdown Maximal: 2 599.43 (20.35%)
Gross Loss: -6 678.11 Balance Drawdown Relative: 17.77% (2 215.95) Equity Drawdown Relative: 20.35% (2 599.43)
Profit Factor: 1.05 Expected Payoff: 2.80 Margin Level: 9878.93%
Recovery Factor: 0.12 Sharpe Ratio: 0.02 Z-Score: -0.59 (44.48%)
AHPR: 1.0004 (0.04%) LR Correlation: 0.07 OnTester result: 0
GHPR: 1.0003 (0.03%) LR Standard Error: 532.16
Total Trades: 108 Short Trades (won %): 54 (42.59%) Long Trades (won %): 54 (48.15%)
Total Deals: 216 Profit Trades (% of total): 49 (45.37%) Loss Trades (% of total): 59 (54.63%)
Largest profit trade: 895.61 Largest loss trade: -571.08
Average profit trade: 142.47 Average loss trade: -113.19
Maximum consecutive wins ($): 5 (810.71) Maximum consecutive losses ($): 6 (-1 145.92)
Maximal consecutive profit (count): 906.37 (2) Maximal consecutive loss (count): -1 145.92 (6)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.71 Correlation (Profits,MAE): 0.51 Correlation (MFE,MAE): 0.0562
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 1560:00:00 Average position holding time: 440:00:33
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.01.17 23:00:002USDJPYsell0.1 / 0.10.0002014.01.17 23:00:00filled
2014.02.07 23:00:003USDJPYbuy0.1 / 0.10.0002014.02.07 23:00:00filled
2014.02.07 23:00:004USDJPYbuy0.1 / 0.10.0002014.02.07 23:00:00filled
2014.02.28 23:00:005USDJPYsell0.1 / 0.10.0002014.02.28 23:00:00filled
2014.02.28 23:00:006USDJPYsell0.1 / 0.10.0002014.02.28 23:00:00filled
2014.05.02 23:00:007USDJPYbuy0.1 / 0.10.0002014.05.02 23:00:00filled
2014.05.02 23:00:008USDJPYbuy0.1 / 0.10.0002014.05.02 23:00:00filled
2014.05.09 23:00:009USDJPYsell0.1 / 0.10.0002014.05.09 23:00:00filled
2014.05.09 23:00:0010USDJPYsell0.1 / 0.10.0002014.05.09 23:00:00filled
2014.05.16 23:00:0011USDJPYbuy0.1 / 0.10.0002014.05.16 23:00:00filled
2014.05.16 23:00:0012USDJPYbuy0.1 / 0.10.0002014.05.16 23:00:00filled
2014.05.23 23:00:0013USDJPYsell0.1 / 0.10.0002014.05.23 23:00:00filled
2014.05.23 23:00:0014USDJPYsell0.1 / 0.10.0002014.05.23 23:00:00filled
2014.05.30 23:00:0015USDJPYbuy0.1 / 0.10.0002014.05.30 23:00:00filled
2014.05.30 23:00:0016USDJPYbuy0.1 / 0.10.0002014.05.30 23:00:00filled
2014.06.27 23:00:0017USDJPYsell0.1 / 0.10.0002014.06.27 23:00:00filled
2014.06.27 23:00:0018USDJPYsell0.1 / 0.10.0002014.06.27 23:00:00filled
2014.07.11 23:00:0019USDJPYbuy0.1 / 0.10.0002014.07.11 23:00:00filled
2014.07.11 23:00:0020USDJPYbuy0.1 / 0.10.0002014.07.11 23:00:00filled
2014.09.26 23:00:0021USDJPYsell0.1 / 0.10.0002014.09.26 23:00:00filled
2014.09.26 23:00:0022USDJPYsell0.1 / 0.10.0002014.09.26 23:00:00filled
2014.11.07 23:00:0023USDJPYbuy0.1 / 0.10.0002014.11.07 23:00:00filled
2014.11.07 23:00:0024USDJPYbuy0.1 / 0.10.0002014.11.07 23:00:00filled
2014.12.12 23:00:0025USDJPYsell0.1 / 0.10.0002014.12.12 23:00:00filled
2014.12.12 23:00:0026USDJPYsell0.1 / 0.10.0002014.12.12 23:00:00filled
2015.02.13 23:00:0027USDJPYbuy0.1 / 0.10.0002015.02.13 23:00:00filled
2015.02.13 23:00:0028USDJPYbuy0.1 / 0.10.0002015.02.13 23:00:00filled
2015.02.20 23:00:0029USDJPYsell0.1 / 0.10.0002015.02.20 23:00:00filled
2015.02.20 23:00:0030USDJPYsell0.1 / 0.10.0002015.02.20 23:00:00filled
2015.04.24 23:00:0031USDJPYbuy0.1 / 0.10.0002015.04.24 23:00:00filled
2015.04.24 23:00:0032USDJPYbuy0.1 / 0.10.0002015.04.24 23:00:00filled
2015.05.01 23:00:0033USDJPYsell0.1 / 0.10.0002015.05.01 23:00:00filled
2015.05.01 23:00:0034USDJPYsell0.1 / 0.10.0002015.05.01 23:00:00filled
2015.05.08 23:00:0035USDJPYbuy0.1 / 0.10.0002015.05.08 23:00:00filled
2015.05.08 23:00:0036USDJPYbuy0.1 / 0.10.0002015.05.08 23:00:00filled
2015.06.05 23:00:0037USDJPYsell0.1 / 0.10.0002015.06.05 23:00:00filled
2015.06.05 23:00:0038USDJPYsell0.1 / 0.10.0002015.06.05 23:00:00filled
2015.06.12 23:00:0039USDJPYbuy0.1 / 0.10.0002015.06.12 23:00:00filled
2015.06.12 23:00:0040USDJPYbuy0.1 / 0.10.0002015.06.12 23:00:00filled
2015.06.26 23:00:0041USDJPYsell0.1 / 0.10.0002015.06.26 23:00:00filled
2015.06.26 23:00:0042USDJPYsell0.1 / 0.10.0002015.06.26 23:00:00filled
2015.07.24 23:00:0043USDJPYbuy0.1 / 0.10.0002015.07.24 23:00:00filled
2015.07.24 23:00:0044USDJPYbuy0.1 / 0.10.0002015.07.24 23:00:00filled
2015.07.31 23:00:0045USDJPYsell0.1 / 0.10.0002015.07.31 23:00:00filled
2015.07.31 23:00:0046USDJPYsell0.1 / 0.10.0002015.07.31 23:00:00filled
2015.08.07 23:00:0047USDJPYbuy0.1 / 0.10.0002015.08.07 23:00:00filled
2015.08.07 23:00:0048USDJPYbuy0.1 / 0.10.0002015.08.07 23:00:00filled
2015.08.21 23:00:0049USDJPYsell0.1 / 0.10.0002015.08.21 23:00:00filled
2015.08.21 23:00:0050USDJPYsell0.1 / 0.10.0002015.08.21 23:00:00filled
2015.10.09 23:00:0051USDJPYbuy0.1 / 0.10.0002015.10.09 23:00:00filled
2015.10.09 23:00:0052USDJPYbuy0.1 / 0.10.0002015.10.09 23:00:00filled
2015.10.16 23:00:0053USDJPYsell0.1 / 0.10.0002015.10.16 23:00:00filled
2015.10.16 23:00:0054USDJPYsell0.1 / 0.10.0002015.10.16 23:00:00filled
2015.11.13 23:00:0055USDJPYbuy0.1 / 0.10.0002015.11.13 23:00:00filled
2015.11.13 23:00:0056USDJPYbuy0.1 / 0.10.0002015.11.13 23:00:00filled
2015.12.18 23:00:0057USDJPYsell0.1 / 0.10.0002015.12.18 23:00:00filled
2015.12.18 23:00:0058USDJPYsell0.1 / 0.10.0002015.12.18 23:00:00filled
2016.02.05 23:00:0059USDJPYbuy0.1 / 0.10.0002016.02.05 23:00:00filled
2016.02.05 23:00:0060USDJPYbuy0.1 / 0.10.0002016.02.05 23:00:00filled
2016.02.12 23:00:0061USDJPYsell0.1 / 0.10.0002016.02.12 23:00:00filled
2016.02.12 23:00:0062USDJPYsell0.1 / 0.10.0002016.02.12 23:00:00filled
2016.03.04 23:00:0063USDJPYbuy0.1 / 0.10.0002016.03.04 23:00:00filled
2016.03.04 23:00:0064USDJPYbuy0.1 / 0.10.0002016.03.04 23:00:00filled
2016.03.11 23:00:0065USDJPYsell0.1 / 0.10.0002016.03.11 23:00:00filled
2016.03.11 23:00:0066USDJPYsell0.1 / 0.10.0002016.03.11 23:00:00filled
2016.04.15 23:00:0067USDJPYbuy0.1 / 0.10.0002016.04.15 23:00:00filled
2016.04.15 23:00:0068USDJPYbuy0.1 / 0.10.0002016.04.15 23:00:00filled
2016.06.10 23:00:0069USDJPYsell0.1 / 0.10.0002016.06.10 23:00:00filled
2016.06.10 23:00:0070USDJPYsell0.1 / 0.10.0002016.06.10 23:00:00filled
2016.07.15 23:00:0071USDJPYbuy0.1 / 0.10.0002016.07.15 23:00:00filled
2016.07.15 23:00:0072USDJPYbuy0.1 / 0.10.0002016.07.15 23:00:00filled
2016.07.22 23:00:0073USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2016.07.22 23:00:0074USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2016.07.29 23:00:0075USDJPYbuy0.1 / 0.10.0002016.07.29 23:00:00filled
2016.07.29 23:00:0076USDJPYbuy0.1 / 0.10.0002016.07.29 23:00:00filled
2016.08.12 23:00:0077USDJPYsell0.1 / 0.10.0002016.08.12 23:00:00filled
2016.08.12 23:00:0078USDJPYsell0.1 / 0.10.0002016.08.12 23:00:00filled
2016.08.26 23:00:0079USDJPYbuy0.1 / 0.10.0002016.08.26 23:00:00filled
2016.08.26 23:00:0080USDJPYbuy0.1 / 0.10.0002016.08.26 23:00:00filled
2016.10.14 23:00:0081USDJPYsell0.1 / 0.10.0002016.10.14 23:00:00filled
2016.10.14 23:00:0082USDJPYsell0.1 / 0.10.0002016.10.14 23:00:00filled
2016.10.28 23:00:0083USDJPYbuy0.1 / 0.10.0002016.10.28 23:00:00filled
2016.10.28 23:00:0084USDJPYbuy0.1 / 0.10.0002016.10.28 23:00:00filled
2017.01.27 23:00:0085USDJPYsell0.1 / 0.10.0002017.01.27 23:00:00filled
2017.01.27 23:00:0086USDJPYsell0.1 / 0.10.0002017.01.27 23:00:00filled
2017.03.10 23:00:0087USDJPYbuy0.1 / 0.10.0002017.03.10 23:00:00filled
2017.03.10 23:00:0088USDJPYbuy0.1 / 0.10.0002017.03.10 23:00:00filled
2017.04.14 23:00:0089USDJPYsell0.1 / 0.10.0002017.04.14 23:00:00filled
2017.04.14 23:00:0090USDJPYsell0.1 / 0.10.0002017.04.14 23:00:00filled
2017.05.05 23:00:0091USDJPYbuy0.1 / 0.10.0002017.05.05 23:00:00filled
2017.05.05 23:00:0092USDJPYbuy0.1 / 0.10.0002017.05.05 23:00:00filled
2017.05.26 23:00:0093USDJPYsell0.1 / 0.10.0002017.05.26 23:00:00filled
2017.05.26 23:00:0094USDJPYsell0.1 / 0.10.0002017.05.26 23:00:00filled
2017.07.21 23:00:0095USDJPYbuy0.1 / 0.10.0002017.07.21 23:00:00filled
2017.07.21 23:00:0096USDJPYbuy0.1 / 0.10.0002017.07.21 23:00:00filled
2017.07.28 23:00:0097USDJPYsell0.1 / 0.10.0002017.07.28 23:00:00filled
2017.07.28 23:00:0098USDJPYsell0.1 / 0.10.0002017.07.28 23:00:00filled
2017.09.15 23:00:0099USDJPYbuy0.1 / 0.10.0002017.09.15 23:00:00filled
2017.09.15 23:00:00100USDJPYbuy0.1 / 0.10.0002017.09.15 23:00:00filled
2017.11.10 23:00:00101USDJPYsell0.1 / 0.10.0002017.11.10 23:00:00filled
2017.11.10 23:00:00102USDJPYsell0.1 / 0.10.0002017.11.10 23:00:00filled
2017.12.15 23:00:00103USDJPYbuy0.1 / 0.10.0002017.12.15 23:00:00filled
2017.12.15 23:00:00104USDJPYbuy0.1 / 0.10.0002017.12.15 23:00:00filled
2017.12.29 23:00:00105USDJPYsell0.1 / 0.10.0002017.12.29 23:00:00filled
2017.12.29 23:00:00106USDJPYsell0.1 / 0.10.0002017.12.29 23:00:00filled
2018.01.12 23:00:00107USDJPYbuy0.1 / 0.10.0002018.01.12 23:00:00filled
2018.01.12 23:00:00108USDJPYbuy0.1 / 0.10.0002018.01.12 23:00:00filled
2018.01.19 23:00:00109USDJPYsell0.1 / 0.10.0002018.01.19 23:00:00filled
2018.01.19 23:00:00110USDJPYsell0.1 / 0.10.0002018.01.19 23:00:00filled
2018.02.09 23:00:00111USDJPYbuy0.1 / 0.10.0002018.02.09 23:00:00filled
2018.02.09 23:00:00112USDJPYbuy0.1 / 0.10.0002018.02.09 23:00:00filled
2018.02.16 23:00:00113USDJPYsell0.1 / 0.10.0002018.02.16 23:00:00filled
2018.02.16 23:00:00114USDJPYsell0.1 / 0.10.0002018.02.16 23:00:00filled
2018.04.06 23:00:00115USDJPYbuy0.1 / 0.10.0002018.04.06 23:00:00filled
2018.04.06 23:00:00116USDJPYbuy0.1 / 0.10.0002018.04.06 23:00:00filled
2018.04.20 23:00:00117USDJPYsell0.1 / 0.10.0002018.04.20 23:00:00filled
2018.04.20 23:00:00118USDJPYsell0.1 / 0.10.0002018.04.20 23:00:00filled
2018.04.27 23:00:00119USDJPYbuy0.1 / 0.10.0002018.04.27 23:00:00filled
2018.04.27 23:00:00120USDJPYbuy0.1 / 0.10.0002018.04.27 23:00:00filled
2018.06.01 23:00:00121USDJPYsell0.1 / 0.10.0002018.06.01 23:00:00filled
2018.06.01 23:00:00122USDJPYsell0.1 / 0.10.0002018.06.01 23:00:00filled
2018.06.15 23:00:00123USDJPYbuy0.1 / 0.10.0002018.06.15 23:00:00filled
2018.06.15 23:00:00124USDJPYbuy0.1 / 0.10.0002018.06.15 23:00:00filled
2018.06.22 23:00:00125USDJPYsell0.1 / 0.10.0002018.06.22 23:00:00filled
2018.06.22 23:00:00126USDJPYsell0.1 / 0.10.0002018.06.22 23:00:00filled
2018.06.29 23:00:00127USDJPYbuy0.1 / 0.10.0002018.06.29 23:00:00filled
2018.06.29 23:00:00128USDJPYbuy0.1 / 0.10.0002018.06.29 23:00:00filled
2018.07.27 23:00:00129USDJPYsell0.1 / 0.10.0002018.07.27 23:00:00filled
2018.07.27 23:00:00130USDJPYsell0.1 / 0.10.0002018.07.27 23:00:00filled
2018.09.21 23:00:00131USDJPYbuy0.1 / 0.10.0002018.09.21 23:00:00filled
2018.09.21 23:00:00132USDJPYbuy0.1 / 0.10.0002018.09.21 23:00:00filled
2018.09.28 23:00:00133USDJPYsell0.1 / 0.10.0002018.09.28 23:00:00filled
2018.09.28 23:00:00134USDJPYsell0.1 / 0.10.0002018.09.28 23:00:00filled
2018.10.12 23:00:00135USDJPYbuy0.1 / 0.10.0002018.10.12 23:00:00filled
2018.10.12 23:00:00136USDJPYbuy0.1 / 0.10.0002018.10.12 23:00:00filled
2018.11.23 23:00:00137USDJPYsell0.1 / 0.10.0002018.11.23 23:00:00filled
2018.11.23 23:00:00138USDJPYsell0.1 / 0.10.0002018.11.23 23:00:00filled
2018.12.14 23:00:00139USDJPYbuy0.1 / 0.10.0002018.12.14 23:00:00filled
2018.12.14 23:00:00140USDJPYbuy0.1 / 0.10.0002018.12.14 23:00:00filled
2018.12.28 23:00:00141USDJPYsell0.1 / 0.10.0002018.12.28 23:00:00filled
2018.12.28 23:00:00142USDJPYsell0.1 / 0.10.0002018.12.28 23:00:00filled
2019.02.01 23:00:00143USDJPYbuy0.1 / 0.10.0002019.02.01 23:00:00filled
2019.02.01 23:00:00144USDJPYbuy0.1 / 0.10.0002019.02.01 23:00:00filled
2019.04.12 23:00:00145USDJPYsell0.1 / 0.10.0002019.04.12 23:00:00filled
2019.04.12 23:00:00146USDJPYsell0.1 / 0.10.0002019.04.12 23:00:00filled
2019.05.10 23:00:00147USDJPYbuy0.1 / 0.10.0002019.05.10 23:00:00filled
2019.05.10 23:00:00148USDJPYbuy0.1 / 0.10.0002019.05.10 23:00:00filled
2019.05.31 23:00:00149USDJPYsell0.1 / 0.10.0002019.05.31 23:00:00filled
2019.05.31 23:00:00150USDJPYsell0.1 / 0.10.0002019.05.31 23:00:00filled
2019.07.05 23:00:00151USDJPYbuy0.1 / 0.10.0002019.07.05 23:00:00filled
2019.07.05 23:00:00152USDJPYbuy0.1 / 0.10.0002019.07.05 23:00:00filled
2019.09.06 23:00:00153USDJPYsell0.1 / 0.10.0002019.09.06 23:00:00filled
2019.09.06 23:00:00154USDJPYsell0.1 / 0.10.0002019.09.06 23:00:00filled
2019.10.11 23:00:00155USDJPYbuy0.1 / 0.10.0002019.10.11 23:00:00filled
2019.10.11 23:00:00156USDJPYbuy0.1 / 0.10.0002019.10.11 23:00:00filled
2019.11.15 23:00:00157USDJPYsell0.1 / 0.10.0002019.11.15 23:00:00filled
2019.11.15 23:00:00158USDJPYsell0.1 / 0.10.0002019.11.15 23:00:00filled
2019.11.29 23:00:00159USDJPYbuy0.1 / 0.10.0002019.11.29 23:00:00filled
2019.11.29 23:00:00160USDJPYbuy0.1 / 0.10.0002019.11.29 23:00:00filled
2019.12.06 23:00:00161USDJPYsell0.1 / 0.10.0002019.12.06 23:00:00filled
2019.12.06 23:00:00162USDJPYsell0.1 / 0.10.0002019.12.06 23:00:00filled
2019.12.13 23:00:00163USDJPYbuy0.1 / 0.10.0002019.12.13 23:00:00filled
2019.12.13 23:00:00164USDJPYbuy0.1 / 0.10.0002019.12.13 23:00:00filled
2019.12.20 23:00:00165USDJPYsell0.1 / 0.10.0002019.12.20 23:00:00filled
2019.12.20 23:00:00166USDJPYsell0.1 / 0.10.0002019.12.20 23:00:00filled
2020.01.03 23:00:00167USDJPYbuy0.1 / 0.10.0002020.01.03 23:00:00filled
2020.01.03 23:00:00168USDJPYbuy0.1 / 0.10.0002020.01.03 23:00:00filled
2020.01.10 23:00:00169USDJPYsell0.1 / 0.10.0002020.01.10 23:00:00filled
2020.01.10 23:00:00170USDJPYsell0.1 / 0.10.0002020.01.10 23:00:00filled
2020.02.14 23:00:00171USDJPYbuy0.1 / 0.10.0002020.02.14 23:00:00filled
2020.02.14 23:00:00172USDJPYbuy0.1 / 0.10.0002020.02.14 23:00:00filled
2020.04.17 23:00:00173USDJPYsell0.1 / 0.10.0002020.04.17 23:00:00filled
2020.04.17 23:00:00174USDJPYsell0.1 / 0.10.0002020.04.17 23:00:00filled
2020.04.24 23:00:00175USDJPYbuy0.1 / 0.10.0002020.04.24 23:00:00filled
2020.04.24 23:00:00176USDJPYbuy0.1 / 0.10.0002020.04.24 23:00:00filled
2020.06.26 23:00:00177USDJPYsell0.1 / 0.10.0002020.06.26 23:00:00filled
2020.06.26 23:00:00178USDJPYsell0.1 / 0.10.0002020.06.26 23:00:00filled
2020.07.03 23:00:00179USDJPYbuy0.1 / 0.10.0002020.07.03 23:00:00filled
2020.07.03 23:00:00180USDJPYbuy0.1 / 0.10.0002020.07.03 23:00:00filled
2020.07.24 23:00:00181USDJPYsell0.1 / 0.10.0002020.07.24 23:00:00filled
2020.07.24 23:00:00182USDJPYsell0.1 / 0.10.0002020.07.24 23:00:00filled
2020.08.14 23:00:00183USDJPYbuy0.1 / 0.10.0002020.08.14 23:00:00filled
2020.08.14 23:00:00184USDJPYbuy0.1 / 0.10.0002020.08.14 23:00:00filled
2020.08.21 23:00:00185USDJPYsell0.1 / 0.10.0002020.08.21 23:00:00filled
2020.08.21 23:00:00186USDJPYsell0.1 / 0.10.0002020.08.21 23:00:00filled
2020.08.28 23:00:00187USDJPYbuy0.1 / 0.10.0002020.08.28 23:00:00filled
2020.08.28 23:00:00188USDJPYbuy0.1 / 0.10.0002020.08.28 23:00:00filled
2020.09.04 23:00:00189USDJPYsell0.1 / 0.10.0002020.09.04 23:00:00filled
2020.09.04 23:00:00190USDJPYsell0.1 / 0.10.0002020.09.04 23:00:00filled
2020.10.02 23:00:00191USDJPYbuy0.1 / 0.10.0002020.10.02 23:00:00filled
2020.10.02 23:00:00192USDJPYbuy0.1 / 0.10.0002020.10.02 23:00:00filled
2020.10.09 23:00:00193USDJPYsell0.1 / 0.10.0002020.10.09 23:00:00filled
2020.10.09 23:00:00194USDJPYsell0.1 / 0.10.0002020.10.09 23:00:00filled
2020.10.16 23:00:00195USDJPYbuy0.1 / 0.10.0002020.10.16 23:00:00filled
2020.10.16 23:00:00196USDJPYbuy0.1 / 0.10.0002020.10.16 23:00:00filled
2020.10.23 23:00:00197USDJPYsell0.1 / 0.10.0002020.10.23 23:00:00filled
2020.10.23 23:00:00198USDJPYsell0.1 / 0.10.0002020.10.23 23:00:00filled
2020.11.13 23:00:00199USDJPYbuy0.1 / 0.10.0002020.11.13 23:00:00filled
2020.11.13 23:00:00200USDJPYbuy0.1 / 0.10.0002020.11.13 23:00:00filled
2020.11.20 23:00:00201USDJPYsell0.1 / 0.10.0002020.11.20 23:00:00filled
2020.11.20 23:00:00202USDJPYsell0.1 / 0.10.0002020.11.20 23:00:00filled
2021.01.15 23:00:00203USDJPYbuy0.1 / 0.10.0002021.01.15 23:00:00filled
2021.01.15 23:00:00204USDJPYbuy0.1 / 0.10.0002021.01.15 23:00:00filled
2021.01.22 23:00:00205USDJPYsell0.1 / 0.10.0002021.01.22 23:00:00filled
2021.01.22 23:00:00206USDJPYsell0.1 / 0.10.0002021.01.22 23:00:00filled
2021.02.05 23:00:00207USDJPYbuy0.1 / 0.10.0002021.02.05 23:00:00filled
2021.02.05 23:00:00208USDJPYbuy0.1 / 0.10.0002021.02.05 23:00:00filled
2021.04.23 23:00:00209USDJPYsell0.1 / 0.10.0002021.04.23 23:00:00filled
2021.04.23 23:00:00210USDJPYsell0.1 / 0.10.0002021.04.23 23:00:00filled
2021.06.25 23:00:00211USDJPYbuy0.1 / 0.10.0002021.06.25 23:00:00filled
2021.06.25 23:00:00212USDJPYbuy0.1 / 0.10.0002021.06.25 23:00:00filled
2021.07.16 23:00:00213USDJPYsell0.1 / 0.10.0002021.07.16 23:00:00filled
2021.07.16 23:00:00214USDJPYsell0.1 / 0.10.0002021.07.16 23:00:00filled
2021.08.13 23:00:00215USDJPYbuy0.1 / 0.10.0002021.08.13 23:00:00filled
2021.08.13 23:00:00216USDJPYbuy0.1 / 0.10.0002021.08.13 23:00:00filled
2021.08.20 23:59:59217USDJPYsell0.1 / 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
2014.01.17 23:00:002USDJPYsellin0.1104.26020.000.000.0010 000.00
2014.02.07 23:00:003USDJPYbuyout0.1102.30030.00-11.90191.5910 179.69
2014.02.07 23:00:004USDJPYbuyin0.1102.30040.000.000.0010 179.69
2014.02.28 23:00:005USDJPYsellout0.1101.78050.00-2.28-51.0910 126.32
2014.02.28 23:00:006USDJPYsellin0.1101.78060.000.000.0010 126.32
2014.05.02 23:00:007USDJPYbuyout0.1102.24070.00-35.76-44.9910 045.57
2014.05.02 23:00:008USDJPYbuyin0.1102.24080.000.000.0010 045.57
2014.05.09 23:00:009USDJPYsellout0.1101.80090.00-0.76-43.2210 001.59
2014.05.09 23:00:0010USDJPYsellin0.1101.800100.000.000.0010 001.59
2014.05.16 23:00:0011USDJPYbuyout0.1101.550110.00-3.9924.6210 022.22
2014.05.16 23:00:0012USDJPYbuyin0.1101.550120.000.000.0010 022.22
2014.05.23 23:00:0013USDJPYsellout0.1101.960130.00-0.7640.2110 061.67
2014.05.23 23:00:0014USDJPYsellin0.1101.960140.000.000.0010 061.67
2014.05.30 23:00:0015USDJPYbuyout0.1101.810150.00-3.9914.7310 072.41
2014.05.30 23:00:0016USDJPYbuyin0.1101.810160.000.000.0010 072.41
2014.06.27 23:00:0017USDJPYsellout0.1101.410170.00-3.04-39.4410 029.93
2014.06.27 23:00:0018USDJPYsellin0.1101.410180.000.000.0010 029.93
2014.07.11 23:00:0019USDJPYbuyout0.1101.350190.00-7.995.9210 027.86
2014.07.11 23:00:0020USDJPYbuyin0.1101.350200.000.000.0010 027.86
2014.09.26 23:00:0021USDJPYsellout0.1109.270210.00-8.15724.8110 744.52
2014.09.26 23:00:0022USDJPYsellin0.1109.270220.000.000.0010 744.52
2014.11.07 23:00:0023USDJPYbuyout0.1114.630230.00-22.40-467.5910 254.53
2014.11.07 23:00:0024USDJPYbuyin0.1114.630240.000.000.0010 254.53
2014.12.12 23:00:0025USDJPYsellout0.1118.650250.00-3.21338.8110 590.13
2014.12.12 23:00:0026USDJPYsellin0.1118.650260.000.000.0010 590.13
2015.02.13 23:00:0027USDJPYbuyout0.1118.800270.00-30.84-12.6310 546.66
2015.02.13 23:00:0028USDJPYbuyin0.1118.800280.000.000.0010 546.66
2015.02.20 23:00:0029USDJPYsellout0.1119.050290.00-0.6421.0010 567.02
2015.02.20 23:00:0030USDJPYsellin0.1119.050300.000.000.0010 567.02
2015.04.24 23:00:0031USDJPYbuyout0.1118.880310.00-30.5814.3010 550.74
2015.04.24 23:00:0032USDJPYbuyin0.1118.880320.000.000.0010 550.74
2015.05.01 23:00:0033USDJPYsellout0.1120.170330.00-0.64107.3510 657.45
2015.05.01 23:00:0034USDJPYsellin0.1120.170340.000.000.0010 657.45
2015.05.08 23:00:0035USDJPYbuyout0.1119.750350.00-3.4035.0710 689.12
2015.05.08 23:00:0036USDJPYbuyin0.1119.750360.000.000.0010 689.12
2015.06.05 23:00:0037USDJPYsellout0.1125.640370.00-2.52468.8011 155.40
2015.06.05 23:00:0038USDJPYsellin0.1125.640380.000.000.0011 155.40
2015.06.12 23:00:0039USDJPYbuyout0.1123.410390.00-3.29180.7011 332.81
2015.06.12 23:00:0040USDJPYbuyin0.1123.410400.000.000.0011 332.81
2015.06.26 23:00:0041USDJPYsellout0.1123.780410.00-1.2529.8911 361.45
2015.06.26 23:00:0042USDJPYsellin0.1123.780420.000.000.0011 361.45
2015.07.24 23:00:0043USDJPYbuyout0.1123.830430.00-13.22-4.0411 344.19
2015.07.24 23:00:0044USDJPYbuyin0.1123.830440.000.000.0011 344.19
2015.07.31 23:00:0045USDJPYsellout0.1123.930450.00-0.628.0711 351.64
2015.07.31 23:00:0046USDJPYsellin0.1123.930460.000.000.0011 351.64
2015.08.07 23:00:0047USDJPYbuyout0.1124.250470.00-3.28-25.7511 322.61
2015.08.07 23:00:0048USDJPYbuyin0.1124.250480.000.000.0011 322.61
2015.08.21 23:00:0049USDJPYsellout0.1122.080490.00-1.25-177.7511 143.61
2015.08.21 23:00:0050USDJPYsellin0.1122.080500.000.000.0011 143.61
2015.10.09 23:00:0051USDJPYbuyout0.1120.260510.00-23.68151.3411 271.27
2015.10.09 23:00:0052USDJPYbuyin0.1120.260520.000.000.0011 271.27
2015.10.16 23:00:0053USDJPYsellout0.1119.460530.00-0.64-66.9711 203.66
2015.10.16 23:00:0054USDJPYsellin0.1119.460540.000.000.0011 203.66
2015.11.13 23:00:0055USDJPYbuyout0.1122.670550.00-13.42-261.6810 928.56
2015.11.13 23:00:0056USDJPYbuyin0.1122.670560.000.000.0010 928.56
2015.12.18 23:00:0057USDJPYsellout0.1121.250570.00-3.15-117.1110 808.30
2015.12.18 23:00:0058USDJPYsellin0.1121.250580.000.000.0010 808.30
2016.02.05 23:00:0059USDJPYbuyout0.1116.990590.00-23.93364.1311 148.50
2016.02.05 23:00:0060USDJPYbuyin0.1116.990600.000.000.0011 148.50
2016.02.12 23:00:0061USDJPYsellout0.1113.280610.00-0.67-327.5110 820.32
2016.02.12 23:00:0062USDJPYsellin0.1113.280620.000.000.0010 820.32
2016.03.04 23:00:0063USDJPYbuyout0.1113.970630.00-10.79-60.5410 748.99
2016.03.04 23:00:0064USDJPYbuyin0.1113.970640.000.000.0010 748.99
2016.03.11 23:00:0065USDJPYsellout0.1113.790650.00-0.69-15.8210 732.48
2016.03.11 23:00:0066USDJPYsellin0.1113.790660.000.000.0010 732.48
2016.04.15 23:00:0067USDJPYbuyout0.1108.730670.00-18.29465.3711 179.56
2016.04.15 23:00:0068USDJPYbuyin0.1108.730680.000.000.0011 179.56
2016.06.10 23:00:0069USDJPYsellout0.1106.770690.00-5.61-183.5710 990.38
2016.06.10 23:00:0070USDJPYsellin0.1106.770700.000.000.0010 990.38
2016.07.15 23:00:0071USDJPYbuyout0.1105.480710.00-19.66122.3011 093.02
2016.07.15 23:00:0072USDJPYbuyin0.1105.480720.000.000.0011 093.02
2016.07.22 23:00:0073USDJPYsellout0.1106.130730.00-0.7161.2511 153.56
2016.07.22 23:00:0074USDJPYsellin0.1106.130740.000.000.0011 153.56
2016.07.29 23:00:0075USDJPYbuyout0.1102.070750.00-3.87397.7711 547.46
2016.07.29 23:00:0076USDJPYbuyin0.1102.070760.000.000.0011 547.46
2016.08.12 23:00:0077USDJPYsellout0.1101.240770.00-1.52-81.9811 463.96
2016.08.12 23:00:0078USDJPYsellin0.1101.240780.000.000.0011 463.96
2016.08.26 23:00:0079USDJPYbuyout0.1101.850790.00-8.10-59.8911 395.97
2016.08.26 23:00:0080USDJPYbuyin0.1101.850800.000.000.0011 395.97
2016.10.14 23:00:0081USDJPYsellout0.1104.231810.00-5.33228.4311 619.07
2016.10.14 23:00:0082USDJPYsellin0.1104.231820.000.000.0011 619.07
2016.10.28 23:00:0083USDJPYbuyout0.1104.719830.00-7.83-46.6011 564.64
2016.10.28 23:00:0084USDJPYbuyin0.1104.719840.000.000.0011 564.64
2017.01.27 23:00:0085USDJPYsellout0.1115.132850.00-8.83904.4412 460.25
2017.01.27 23:00:0086USDJPYsellin0.1115.132860.000.000.0012 460.25
2017.03.10 23:00:0087USDJPYbuyout0.1114.761870.00-21.5732.3312 471.01
2017.03.10 23:00:0088USDJPYbuyin0.1114.761880.000.000.0012 471.01
2017.04.14 23:00:0089USDJPYsellout0.1108.597890.00-3.48-567.6011 899.93
2017.04.14 23:00:0090USDJPYsellin0.1108.597900.000.000.0011 899.93
2017.05.05 23:00:0091USDJPYbuyout0.1112.480910.00-11.04-345.2211 543.67
2017.05.05 23:00:0092USDJPYbuyin0.1112.480920.000.000.0011 543.67
2017.05.26 23:00:0093USDJPYsellout0.1111.258930.00-2.08-109.8311 431.76
2017.05.26 23:00:0094USDJPYsellin0.1111.258940.000.000.0011 431.76
2017.07.21 23:00:0095USDJPYbuyout0.1111.072950.00-29.1616.7511 419.35
2017.07.21 23:00:0096USDJPYbuyin0.1111.072960.000.000.0011 419.35
2017.07.28 23:00:0097USDJPYsellout0.1110.579970.00-0.70-44.5811 374.07
2017.07.28 23:00:0098USDJPYsellin0.1110.579980.000.000.0011 374.07
2017.09.15 23:00:0099USDJPYbuyout0.1110.834990.00-25.97-23.0111 325.09
2017.09.15 23:00:00100USDJPYbuyin0.1110.8341000.000.000.0011 325.09
2017.11.10 23:00:00101USDJPYsellout0.1113.5281010.00-5.52237.3011 556.87
2017.11.10 23:00:00102USDJPYsellin0.1113.5281020.000.000.0011 556.87
2017.12.15 23:00:00103USDJPYbuyout0.1112.5801030.00-18.1084.2111 622.98
2017.12.15 23:00:00104USDJPYbuyin0.1112.5801040.000.000.0011 622.98
2017.12.29 23:00:00105USDJPYsellout0.1112.6791050.00-1.378.7911 630.40
2017.12.29 23:00:00106USDJPYsellin0.1112.6791060.000.000.0011 630.40
2018.01.12 23:00:00107USDJPYbuyout0.1111.0391070.00-7.26147.7011 770.84
2018.01.12 23:00:00108USDJPYbuyin0.1111.0391080.000.000.0011 770.84
2018.01.19 23:00:00109USDJPYsellout0.1110.7661090.00-0.69-24.6511 745.50
2018.01.19 23:00:00110USDJPYsellin0.1110.7661100.000.000.0011 745.50
2018.02.09 23:00:00111USDJPYbuyout0.1108.7931110.00-11.15181.3511 915.70
2018.02.09 23:00:00112USDJPYbuyin0.1108.7931120.000.000.0011 915.70
2018.02.16 23:00:00113USDJPYsellout0.1106.2981130.00-0.71-234.7211 680.27
2018.02.16 23:00:00114USDJPYsellin0.1106.2981140.000.000.0011 680.27
2018.04.06 23:00:00115USDJPYbuyout0.1106.8731150.00-26.80-53.8011 599.67
2018.04.06 23:00:00116USDJPYbuyin0.1106.8731160.000.000.0011 599.67
2018.04.20 23:00:00117USDJPYsellout0.1107.6461170.00-1.4271.8111 670.06
2018.04.20 23:00:00118USDJPYsellin0.1107.6461180.000.000.0011 670.06
2018.04.27 23:00:00119USDJPYbuyout0.1109.0591190.00-3.73-129.5611 536.77
2018.04.27 23:00:00120USDJPYbuyin0.1109.0591200.000.000.0011 536.77
2018.06.01 23:00:00121USDJPYsellout0.1109.5791210.00-3.5047.4511 580.72
2018.06.01 23:00:00122USDJPYsellin0.1109.5791220.000.000.0011 580.72
2018.06.15 23:00:00123USDJPYbuyout0.1110.6111230.00-7.40-93.3011 480.02
2018.06.15 23:00:00124USDJPYbuyin0.1110.6111240.000.000.0011 480.02
2018.06.22 23:00:00125USDJPYsellout0.1109.9771250.00-0.70-57.6511 421.67
2018.06.22 23:00:00126USDJPYsellin0.1109.9771260.000.000.0011 421.67
2018.06.29 23:00:00127USDJPYbuyout0.1110.7111270.00-3.70-66.3011 351.67
2018.06.29 23:00:00128USDJPYbuyin0.1110.7111280.000.000.0011 351.67
2018.07.27 23:00:00129USDJPYsellout0.1110.9941290.00-2.7825.5011 374.39
2018.07.27 23:00:00130USDJPYsellin0.1110.9941300.000.000.0011 374.39
2018.09.21 23:00:00131USDJPYbuyout0.1112.5661310.00-29.22-139.6511 205.52
2018.09.21 23:00:00132USDJPYbuyin0.1112.5661320.000.000.0011 205.52
2018.09.28 23:00:00133USDJPYsellout0.1113.6191330.00-0.6992.6811 297.51
2018.09.28 23:00:00134USDJPYsellin0.1113.6191340.000.000.0011 297.51
2018.10.12 23:00:00135USDJPYbuyout0.1112.2141350.00-7.16125.2111 415.56
2018.10.12 23:00:00136USDJPYbuyin0.1112.2141360.000.000.0011 415.56
2018.11.23 23:00:00137USDJPYsellout0.1112.9061370.00-4.1461.2911 472.71
2018.11.23 23:00:00138USDJPYsellin0.1112.9061380.000.000.0011 472.71
2018.12.14 23:00:00139USDJPYbuyout0.1113.3911390.00-10.76-42.7711 419.18
2018.12.14 23:00:00140USDJPYbuyin0.1113.3911400.000.000.0011 419.18
2018.12.28 23:00:00141USDJPYsellout0.1110.2011410.00-1.38-289.4711 128.33
2018.12.28 23:00:00142USDJPYsellin0.1110.2011420.000.000.0011 128.33
2019.02.01 23:00:00143USDJPYbuyout0.1109.5151430.00-18.6862.6411 172.29
2019.02.01 23:00:00144USDJPYbuyin0.1109.5151440.000.000.0011 172.29
2019.04.12 23:00:00145USDJPYsellout0.1112.0101450.00-6.97222.7511 388.07
2019.04.12 23:00:00146USDJPYsellin0.1112.0101460.000.000.0011 388.07
2019.05.10 23:00:00147USDJPYbuyout0.1109.9371470.00-14.61188.5611 562.02
2019.05.10 23:00:00148USDJPYbuyin0.1109.9371480.000.000.0011 562.02
2019.05.31 23:00:00149USDJPYsellout0.1108.3551490.00-2.10-146.0011 413.92
2019.05.31 23:00:00150USDJPYsellin0.1108.3551500.000.000.0011 413.92
2019.07.05 23:00:00151USDJPYbuyout0.1108.4921510.00-18.87-12.6311 382.42
2019.07.05 23:00:00152USDJPYbuyin0.1108.4921520.000.000.0011 382.42
2019.09.06 23:00:00153USDJPYsellout0.1106.9361530.00-6.35-145.5111 230.56
2019.09.06 23:00:00154USDJPYsellin0.1106.9361540.000.000.0011 230.56
2019.10.11 23:00:00155USDJPYbuyout0.1108.3711550.00-18.90-132.4211 079.24
2019.10.11 23:00:00156USDJPYbuyin0.1108.3711560.000.000.0011 079.24
2019.11.15 23:00:00157USDJPYsellout0.1108.8101570.00-3.5040.3511 116.09
2019.11.15 23:00:00158USDJPYsellin0.1108.8101580.000.000.0011 116.09
2019.11.29 23:00:00159USDJPYbuyout0.1109.4571590.00-7.48-59.1111 049.50
2019.11.29 23:00:00160USDJPYbuyin0.1109.4571600.000.000.0011 049.50
2019.12.06 23:00:00161USDJPYsellout0.1108.5581610.00-0.70-82.8110 965.99
2019.12.06 23:00:00162USDJPYsellin0.1108.5581620.000.000.0010 965.99
2019.12.13 23:00:00163USDJPYbuyout0.1109.3341630.00-3.75-70.9810 891.26
2019.12.13 23:00:00164USDJPYbuyin0.1109.3341640.000.000.0010 891.26
2019.12.20 23:00:00165USDJPYsellout0.1109.4891650.00-0.7014.1610 904.72
2019.12.20 23:00:00166USDJPYsellin0.1109.4891660.000.000.0010 904.72
2020.01.03 23:00:00167USDJPYbuyout0.1108.1021670.00-7.45128.3011 025.57
2020.01.03 23:00:00168USDJPYbuyin0.1108.1021680.000.000.0011 025.57
2020.01.10 23:00:00169USDJPYsellout0.1109.4961690.00-0.70127.3111 152.18
2020.01.10 23:00:00170USDJPYsellin0.1109.4961700.000.000.0011 152.18
2020.02.14 23:00:00171USDJPYbuyout0.1109.7851710.00-18.58-26.3211 107.28
2020.02.14 23:00:00172USDJPYbuyin0.1109.7851720.000.000.0011 107.28
2020.04.17 23:00:00173USDJPYsellout0.1107.5811730.00-6.34-204.8710 896.07
2020.04.17 23:00:00174USDJPYsellin0.1107.5811740.000.000.0010 896.07
2020.04.24 23:00:00175USDJPYbuyout0.1107.3941750.00-3.7817.4110 909.70
2020.04.24 23:00:00176USDJPYbuyin0.1107.3941760.000.000.0010 909.70
2020.06.26 23:00:00177USDJPYsellout0.1107.1771770.00-6.37-20.2510 883.08
2020.06.26 23:00:00178USDJPYsellin0.1107.1771780.000.000.0010 883.08
2020.07.03 23:00:00179USDJPYbuyout0.1107.4991790.00-3.78-29.9510 849.35
2020.07.03 23:00:00180USDJPYbuyin0.1107.4991800.000.000.0010 849.35
2020.07.24 23:00:00181USDJPYsellout0.1105.9621810.00-2.13-145.0510 702.17
2020.07.24 23:00:00182USDJPYsellin0.1105.9621820.000.000.0010 702.17
2020.08.14 23:00:00183USDJPYbuyout0.1106.5991830.00-11.54-59.7610 630.87
2020.08.14 23:00:00184USDJPYbuyin0.1106.5991840.000.000.0010 630.87
2020.08.21 23:00:00185USDJPYsellout0.1105.8131850.00-0.71-74.2810 555.88
2020.08.21 23:00:00186USDJPYsellin0.1105.8131860.000.000.0010 555.88
2020.08.28 23:00:00187USDJPYbuyout0.1105.4041870.00-3.8538.8010 590.83
2020.08.28 23:00:00188USDJPYbuyin0.1105.4041880.000.000.0010 590.83
2020.09.04 23:00:00189USDJPYsellout0.1106.2171890.00-0.7176.5410 666.66
2020.09.04 23:00:00190USDJPYsellin0.1106.2171900.000.000.0010 666.66
2020.10.02 23:00:00191USDJPYbuyout0.1105.3971910.00-15.4477.8010 729.02
2020.10.02 23:00:00192USDJPYbuyin0.1105.3971920.000.000.0010 729.02
2020.10.09 23:00:00193USDJPYsellout0.1105.5811930.00-0.7117.4310 745.74
2020.10.09 23:00:00194USDJPYsellin0.1105.5811940.000.000.0010 745.74
2020.10.16 23:00:00195USDJPYbuyout0.1105.4081950.00-3.8616.4110 758.29
2020.10.16 23:00:00196USDJPYbuyin0.1105.4081960.000.000.0010 758.29
2020.10.23 23:00:00197USDJPYsellout0.1104.6901970.00-0.71-68.5810 689.00
2020.10.23 23:00:00198USDJPYsellin0.1104.6901980.000.000.0010 689.00
2020.11.13 23:00:00199USDJPYbuyout0.1104.6561990.00-11.683.2510 680.57
2020.11.13 23:00:00200USDJPYbuyin0.1104.6562000.000.000.0010 680.57
2020.11.20 23:00:00201USDJPYsellout0.1103.8142010.00-0.74-81.1110 598.72
2020.11.20 23:00:00202USDJPYsellin0.1103.8142020.000.000.0010 598.72
2021.01.15 23:00:00203USDJPYbuyout0.1103.8992030.00-31.39-8.1810 559.15
2021.01.15 23:00:00204USDJPYbuyin0.1103.8992040.000.000.0010 559.15
2021.01.22 23:00:00205USDJPYsellout0.1103.8192050.00-0.76-7.7110 550.68
2021.01.22 23:00:00206USDJPYsellin0.1103.8192060.000.000.0010 550.68
2021.02.05 23:00:00207USDJPYbuyout0.1105.4012070.00-7.79-150.0910 392.80
2021.02.05 23:00:00208USDJPYbuyin0.1105.4012080.000.000.0010 392.80
2021.04.23 23:00:00209USDJPYsellout0.1107.8872090.00-7.74230.4310 615.49
2021.04.23 23:00:00210USDJPYsellin0.1107.8872100.000.000.0010 615.49
2021.06.25 23:00:00211USDJPYbuyout0.1110.7642110.00-33.44-259.7410 322.31
2021.06.25 23:00:00212USDJPYbuyin0.1110.7642120.000.000.0010 322.31
2021.07.16 23:00:00213USDJPYsellout0.1110.0472130.00-2.10-65.1510 255.06
2021.07.16 23:00:00214USDJPYsellin0.1110.0472140.000.000.0010 255.06
2021.08.13 23:00:00215USDJPYbuyout0.1109.5682150.00-14.8243.7210 283.96
2021.08.13 23:00:00216USDJPYbuyin0.1109.5682160.000.000.0010 283.96
2021.08.20 23:59:59217USDJPYsellout0.1109.7822170.00-0.7019.4910 302.75end of test
0.00 -895.09 1 197.84 10 302.75