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=28
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: 884.09 Balance Drawdown Absolute: 1.95 Equity Drawdown Absolute: 155.99
Gross Profit: 1 079.86 Balance Drawdown Maximal: 82.27 (0.82%) Equity Drawdown Maximal: 305.45 (2.76%)
Gross Loss: -195.77 Balance Drawdown Relative: 0.82% (82.27) Equity Drawdown Relative: 2.94% (298.24)
Profit Factor: 5.52 Expected Payoff: 63.15 Margin Level: 9844.01%
Recovery Factor: 2.89 Sharpe Ratio: 0.55 Z-Score: -0.57 (42.45%)
AHPR: 1.0061 (0.61%) LR Correlation: 0.95 OnTester result: 0
GHPR: 1.0061 (0.61%) LR Standard Error: 132.36
Total Trades: 14 Short Trades (won %): 5 (80.00%) Long Trades (won %): 9 (55.56%)
Total Deals: 28 Profit Trades (% of total): 9 (64.29%) Loss Trades (% of total): 5 (35.71%)
Largest profit trade: 393.90 Largest loss trade: -82.27
Average profit trade: 119.98 Average loss trade: -39.15
Maximum consecutive wins ($): 5 (702.97) Maximum consecutive losses ($): 3 (-71.24)
Maximal consecutive profit (count): 702.97 (5) Maximal consecutive loss (count): -82.27 (1)
Average consecutive wins: 3 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.96 Correlation (Profits,MAE): 0.47 Correlation (MFE,MAE): 0.3935
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 360:00:00 Average position holding time: 137:08:34
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.05.02 23:00:002USDJPYsell0.1 / 0.10.0002014.05.02 23:00:00filled
2014.05.09 23:00:003USDJPYbuy0.1 / 0.10.0002014.05.09 23:00:00filled
2014.06.06 23:00:004USDJPYsell0.1 / 0.10.0002014.06.06 23:00:00filled
2014.06.13 23:00:005USDJPYbuy0.1 / 0.10.0002014.06.13 23:00:00filled
2015.01.09 23:00:006USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.01.16 23:00:007USDJPYsell0.1 / 0.10.0002015.01.16 23:00:00filled
2015.08.14 23:00:008USDJPYsell0.1 / 0.10.0002015.08.14 23:00:00filled
2015.08.21 23:00:009USDJPYbuy0.1 / 0.10.0002015.08.21 23:00:00filled
2015.09.04 23:00:0010USDJPYbuy0.1 / 0.10.0002015.09.04 23:00:00filled
2015.09.11 23:00:0011USDJPYsell0.1 / 0.10.0002015.09.11 23:00:00filled
2015.09.25 23:00:0012USDJPYbuy0.1 / 0.10.0002015.09.25 23:00:00filled
2015.10.02 23:00:0013USDJPYsell0.1 / 0.10.0002015.10.02 23:00:00filled
2016.02.19 23:00:0014USDJPYbuy0.1 / 0.10.0002016.02.19 23:00:00filled
2016.02.26 23:00:0015USDJPYsell0.1 / 0.10.0002016.02.26 23:00:00filled
2016.07.22 23:00:0016USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2016.07.29 23:00:0017USDJPYbuy0.1 / 0.10.0002016.07.29 23:00:00filled
2017.02.03 23:00:0018USDJPYbuy0.1 / 0.10.0002017.02.03 23:00:00filled
2017.02.10 23:00:0019USDJPYsell0.1 / 0.10.0002017.02.10 23:00:00filled
2017.08.25 23:00:0020USDJPYbuy0.1 / 0.10.0002017.08.25 23:00:00filled
2017.09.01 23:00:0021USDJPYsell0.1 / 0.10.0002017.09.01 23:00:00filled
2018.02.16 23:00:0022USDJPYbuy0.1 / 0.10.0002018.02.16 23:00:00filled
2018.02.23 23:00:0023USDJPYsell0.1 / 0.10.0002018.02.23 23:00:00filled
2018.03.09 23:00:0024USDJPYbuy0.1 / 0.10.0002018.03.09 23:00:00filled
2018.03.30 23:00:0025USDJPYsell0.1 / 0.10.0002018.03.30 23:00:00filled
2018.04.27 23:00:0026USDJPYsell0.1 / 0.10.0002018.04.27 23:00:00filled
2018.05.04 23:00:0027USDJPYbuy0.1 / 0.10.0002018.05.04 23:00:00filled
2018.08.24 23:00:0028USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2018.08.31 23:00:0029USDJPYsell0.1 / 0.10.0002018.08.31 23:00:00filled
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
2014.05.02 23:00:002USDJPYsellin0.1102.21020.000.000.0010 000.00
2014.05.09 23:00:003USDJPYbuyout0.1101.83030.00-3.9937.3210 033.33
2014.06.06 23:00:004USDJPYsellin0.1102.53040.000.000.0010 033.33
2014.06.13 23:00:005USDJPYbuyout0.1102.01050.00-3.9950.9810 080.32
2015.01.09 23:00:006USDJPYbuyin0.1118.57060.000.000.0010 080.32
2015.01.16 23:00:007USDJPYsellout0.1117.61070.00-0.64-81.639 998.05
2015.08.14 23:00:008USDJPYsellin0.1124.27080.000.000.009 998.05
2015.08.21 23:00:009USDJPYbuyout0.1122.11090.00-3.29176.8910 171.65
2015.09.04 23:00:0010USDJPYbuyin0.1119.060100.000.000.0010 171.65
2015.09.11 23:00:0011USDJPYsellout0.1120.550110.00-0.63123.6010 294.62
2015.09.25 23:00:0012USDJPYbuyin0.1120.600120.000.000.0010 294.62
2015.10.02 23:00:0013USDJPYsellout0.1120.100130.00-0.63-41.6310 252.36
2016.02.19 23:00:0014USDJPYbuyin0.1112.680140.000.000.0010 252.36
2016.02.26 23:00:0015USDJPYsellout0.1113.940150.00-0.69110.5810 362.25
2016.07.22 23:00:0016USDJPYsellin0.1106.130160.000.000.0010 362.25
2016.07.29 23:00:0017USDJPYbuyout0.1102.070170.00-3.87397.7710 756.15
2017.02.03 23:00:0018USDJPYbuyin0.1112.693180.000.000.0010 756.15
2017.02.10 23:00:0019USDJPYsellout0.1113.354190.00-0.6958.3110 813.77
2017.08.25 23:00:0020USDJPYbuyin0.1109.279200.000.000.0010 813.77
2017.09.01 23:00:0021USDJPYsellout0.1110.259210.00-0.7088.8810 901.95
2018.02.16 23:00:0022USDJPYbuyin0.1106.302220.000.000.0010 901.95
2018.02.23 23:00:0023USDJPYsellout0.1106.880230.00-0.7054.0810 955.33
2018.03.09 23:00:0024USDJPYbuyin0.1106.815240.000.000.0010 955.33
2018.03.30 23:00:0025USDJPYsellout0.1106.263250.00-2.13-51.9510 901.25
2018.04.27 23:00:0026USDJPYsellin0.1109.056260.000.000.0010 901.25
2018.05.04 23:00:0027USDJPYbuyout0.1109.096270.00-3.71-3.6710 893.87
2018.08.24 23:00:0028USDJPYbuyin0.1111.182280.000.000.0010 893.87
2018.08.31 23:00:0029USDJPYsellout0.1111.081290.00-0.69-9.0910 884.09
0.00 -26.35 910.44 10 884.09