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=26
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: -2 749.72 Balance Drawdown Absolute: 2 850.35 Equity Drawdown Absolute: 2 983.49
Gross Profit: 1 030.42 Balance Drawdown Maximal: 2 850.35 (28.50%) Equity Drawdown Maximal: 3 109.66 (30.71%)
Gross Loss: -3 780.14 Balance Drawdown Relative: 28.50% (2 850.35) Equity Drawdown Relative: 30.71% (3 109.66)
Profit Factor: 0.27 Expected Payoff: -305.52 Margin Level: 7016.51%
Recovery Factor: -0.88 Sharpe Ratio: -0.51 Z-Score: 0.41 (31.82%)
AHPR: 0.9671 (-3.29%) LR Correlation: -0.87 OnTester result: 0
GHPR: 0.9649 (-3.51%) LR Standard Error: 476.83
Total Trades: 9 Short Trades (won %): 5 (20.00%) Long Trades (won %): 4 (50.00%)
Total Deals: 18 Profit Trades (% of total): 3 (33.33%) Loss Trades (% of total): 6 (66.67%)
Largest profit trade: 439.12 Largest loss trade: -1 516.02
Average profit trade: 343.47 Average loss trade: -630.02
Maximum consecutive wins ($): 2 (866.65) Maximum consecutive losses ($): 4 (-2 200.98)
Maximal consecutive profit (count): 866.65 (2) Maximal consecutive loss (count): -2 200.98 (4)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.35 Correlation (Profits,MAE): 0.95 Correlation (MFE,MAE): 0.0784
Graph
Minimal position holding time: 360:00:00 Maximal position holding time: 7560:00:00 Average position holding time: 3040:00:00
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
2015.01.09 23:00:003USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.01.09 23:00:004USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.08.14 23:00:005USDJPYsell0.1 / 0.10.0002015.08.14 23:00:00filled
2015.08.14 23:00:006USDJPYsell0.1 / 0.10.0002015.08.14 23:00:00filled
2015.09.04 23:00:007USDJPYbuy0.1 / 0.10.0002015.09.04 23:00:00filled
2015.09.04 23:00:008USDJPYbuy0.1 / 0.10.0002015.09.04 23:00:00filled
2016.05.20 23:00:009USDJPYsell0.1 / 0.10.0002016.05.20 23:00:00filled
2016.07.22 23:00:0010USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2017.02.03 23:00:0011USDJPYbuy0.1 / 0.10.0002017.02.03 23:00:00filled
2017.02.03 23:00:0012USDJPYbuy0.1 / 0.10.0002017.02.03 23:00:00filled
2018.04.20 23:00:0013USDJPYsell0.1 / 0.10.0002018.04.20 23:00:00filled
2018.04.27 23:00:0014USDJPYsell0.1 / 0.10.0002018.04.27 23:00:00filled
2018.06.15 23:00:0015USDJPYbuy0.1 / 0.10.0002018.06.15 23:00:00filled
2018.06.15 23:00:0016USDJPYbuy0.1 / 0.10.0002018.06.15 23:00:00filled
2018.09.21 23:00:0017USDJPYsell0.1 / 0.10.0002018.09.21 23:00:00filled
2018.09.21 23:00:0018USDJPYsell0.1 / 0.10.0002018.09.21 23:00:00filled
2018.11.23 23:00:0019USDJPYbuy0.1 / 0.10.0002018.11.23 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
2015.01.09 23:00:003USDJPYbuyout0.1118.57030.00-136.24-1 379.788 483.98
2015.01.09 23:00:004USDJPYbuyin0.1118.57040.000.000.008 483.98
2015.08.14 23:00:005USDJPYsellout0.1124.27050.00-19.56458.688 923.10
2015.08.14 23:00:006USDJPYsellin0.1124.27060.000.000.008 923.10
2015.09.04 23:00:007USDJPYbuyout0.1119.06070.00-10.06437.599 350.63
2015.09.04 23:00:008USDJPYbuyin0.1119.06080.000.000.009 350.63
2016.05.20 23:00:009USDJPYsellout0.1110.15090.00-24.32-808.908 517.41
2016.07.22 23:00:0010USDJPYsellin0.1106.130100.000.000.008 517.41
2017.02.03 23:00:0011USDJPYbuyout0.1112.693110.00-106.17-582.387 828.86
2017.02.03 23:00:0012USDJPYbuyin0.1112.693120.000.000.007 828.86
2018.04.20 23:00:0013USDJPYsellout0.1107.646130.00-43.85-468.857 316.16
2018.04.27 23:00:0014USDJPYsellin0.1109.056140.000.000.007 316.16
2018.06.15 23:00:0015USDJPYbuyout0.1110.611150.00-25.93-140.587 149.65
2018.06.15 23:00:0016USDJPYbuyin0.1110.611160.000.000.007 149.65
2018.09.21 23:00:0017USDJPYsellout0.1112.564170.00-9.73173.507 313.42
2018.09.21 23:00:0018USDJPYsellin0.1112.564180.000.000.007 313.42
2018.11.23 23:00:0019USDJPYbuyout0.1112.911190.00-32.41-30.737 250.28
0.00 -408.27 -2 341.45 7 250.28