Strategy Tester Report |
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RoboForex-Pro (Build 2981) |
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Settings |
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Expert: | TFF_trader | |||||||||||
Symbol: | USDJPY | |||||||||||
Period: | M30 (2014.01.01 - 2021.08.22) | |||||||||||
Inputs: | InpReverse=false | |||||||||||
StartYear=2014 | ||||||||||||
EndYear=2021 | ||||||||||||
InpSignalNum=5 | ||||||||||||
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: | 97% | |||||||||||
Bars: | 94685 | Ticks: | 362693 | Symbols: | 1 | |||||||
Total Net Profit: | 995.68 | Balance Drawdown Absolute: | 79.46 | Equity Drawdown Absolute: | 233.50 | |||||||
Gross Profit: | 1 641.71 | Balance Drawdown Maximal: | 359.29 (3.21%) | Equity Drawdown Maximal: | 457.72 (4.06%) | |||||||
Gross Loss: | -646.03 | Balance Drawdown Relative: | 3.21% (359.29) | Equity Drawdown Relative: | 4.06% (457.72) | |||||||
Profit Factor: | 2.54 | Expected Payoff: | 38.30 | Margin Level: | 9766.50% | |||||||
Recovery Factor: | 2.18 | Sharpe Ratio: | 0.36 | Z-Score: | -0.90 (63.19%) | |||||||
AHPR: | 1.0037 (0.37%) | LR Correlation: | 0.85 | OnTester result: | 0 | |||||||
GHPR: | 1.0037 (0.37%) | LR Standard Error: | 225.15 | |||||||||
Total Trades: | 26 | Short Trades (won %): | 9 (44.44%) | Long Trades (won %): | 17 (64.71%) | |||||||
Total Deals: | 52 | Profit Trades (% of total): | 15 (57.69%) | Loss Trades (% of total): | 11 (42.31%) | |||||||
Largest profit trade: | 393.90 | Largest loss trade: | -140.35 | |||||||||
Average profit trade: | 109.45 | Average loss trade: | -58.73 | |||||||||
Maximum consecutive wins ($): | 4 (593.08) | Maximum consecutive losses ($): | 5 (-359.29) | |||||||||
Maximal consecutive profit (count): | 593.08 (4) | Maximal consecutive loss (count): | -359.29 (5) | |||||||||
Average consecutive wins: | 3 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.94 | Correlation (Profits,MAE): | 0.51 | Correlation (MFE,MAE): | 0.4390 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 360:00:00 | Average position holding time: | 138:27:41 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.05.02 23:00:00 | 2 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.02 23:00:00 | filled | |||||
2014.05.09 23:00:00 | 3 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.05.09 23:00:00 | filled | |||||
2014.05.30 23:00:00 | 4 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.30 23:00:00 | filled | |||||
2014.06.13 23:00:00 | 5 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.06.13 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 6 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.09 23:00:00 | filled | |||||
2015.01.16 23:00:00 | 7 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.01.16 23:00:00 | filled | |||||
2015.02.27 23:00:00 | 8 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.02.27 23:00:00 | filled | |||||
2015.03.06 23:00:00 | 9 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.03.06 23:00:00 | filled | |||||
2015.04.03 23:00:00 | 10 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.04.03 23:00:00 | filled | |||||
2015.04.10 23:00:00 | 11 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.04.10 23:00:00 | filled | |||||
2015.08.14 23:00:00 | 12 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.08.14 23:00:00 | filled | |||||
2015.08.21 23:00:00 | 13 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.08.21 23:00:00 | filled | |||||
2015.09.04 23:00:00 | 14 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.09.04 23:00:00 | filled | |||||
2015.09.11 23:00:00 | 15 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.09.11 23:00:00 | filled | |||||
2015.09.25 23:00:00 | 16 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.09.25 23:00:00 | filled | |||||
2015.10.02 23:00:00 | 17 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.10.02 23:00:00 | filled | |||||
2015.10.16 23:00:00 | 18 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.10.16 23:00:00 | filled | |||||
2015.10.23 23:00:00 | 19 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.10.23 23:00:00 | filled | |||||
2016.02.19 23:00:00 | 20 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.02.19 23:00:00 | filled | |||||
2016.02.26 23:00:00 | 21 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.02.26 23:00:00 | filled | |||||
2016.05.20 23:00:00 | 22 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.05.20 23:00:00 | filled | |||||
2016.05.27 23:00:00 | 23 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.05.27 23:00:00 | filled | |||||
2016.07.22 23:00:00 | 24 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.07.22 23:00:00 | filled | |||||
2016.07.29 23:00:00 | 25 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.07.29 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 26 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.02.03 23:00:00 | filled | |||||
2017.02.10 23:00:00 | 27 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.02.10 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 28 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.08.25 23:00:00 | filled | |||||
2017.09.01 23:00:00 | 29 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.09.01 23:00:00 | filled | |||||
2018.02.16 23:00:00 | 30 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.02.16 23:00:00 | filled | |||||
2018.02.23 23:00:00 | 31 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.02.23 23:00:00 | filled | |||||
2018.03.09 23:00:00 | 32 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.03.09 23:00:00 | filled | |||||
2018.03.30 23:00:00 | 33 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.03.30 23:00:00 | filled | |||||
2018.04.20 23:00:00 | 34 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.04.20 23:00:00 | filled | |||||
2018.05.04 23:00:00 | 35 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.05.04 23:00:00 | filled | |||||
2018.06.15 23:00:00 | 36 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.06.15 23:00:00 | filled | |||||
2018.06.22 23:00:00 | 37 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.06.22 23:00:00 | filled | |||||
2018.08.24 23:00:00 | 38 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.08.24 23:00:00 | filled | |||||
2018.08.31 23:00:00 | 39 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.08.31 23:00:00 | filled | |||||
2018.09.21 23:00:00 | 40 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.09.21 23:00:00 | filled | |||||
2018.09.28 23:00:00 | 41 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.09.28 23:00:00 | filled | |||||
2018.11.23 23:00:00 | 42 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.11.23 23:00:00 | filled | |||||
2018.11.30 23:00:00 | 43 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.11.30 23:00:00 | filled | |||||
2018.12.07 23:00:00 | 44 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.12.07 23:00:00 | filled | |||||
2018.12.14 23:00:00 | 45 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.12.14 23:00:00 | filled | |||||
2019.08.23 23:00:00 | 46 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2019.08.23 23:00:00 | filled | |||||
2019.08.30 23:00:00 | 47 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.08.30 23:00:00 | filled | |||||
2020.07.10 23:00:00 | 48 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.07.10 23:00:00 | filled | |||||
2020.07.17 23:00:00 | 49 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.07.17 23:00:00 | filled | |||||
2020.07.17 23:00:00 | 50 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.07.17 23:00:00 | filled | |||||
2020.07.24 23:00:00 | 51 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.07.24 23:00:00 | filled | |||||
2020.08.14 23:00:00 | 52 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.08.14 23:00:00 | filled | |||||
2020.08.21 23:00:00 | 53 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.08.21 23:00:00 | filled | |||||
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 | ||||||
2014.05.02 23:00:00 | 2 | USDJPY | sell | in | 0.1 | 102.210 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.05.09 23:00:00 | 3 | USDJPY | buy | out | 0.1 | 101.830 | 3 | 0.00 | -3.99 | 37.32 | 10 033.33 | |
2014.05.30 23:00:00 | 4 | USDJPY | sell | in | 0.1 | 101.780 | 4 | 0.00 | 0.00 | 0.00 | 10 033.33 | |
2014.06.13 23:00:00 | 5 | USDJPY | buy | out | 0.1 | 102.010 | 5 | 0.00 | -7.97 | -22.55 | 10 002.81 | |
2015.01.09 23:00:00 | 6 | USDJPY | buy | in | 0.1 | 118.570 | 6 | 0.00 | 0.00 | 0.00 | 10 002.81 | |
2015.01.16 23:00:00 | 7 | USDJPY | sell | out | 0.1 | 117.610 | 7 | 0.00 | -0.64 | -81.63 | 9 920.54 | |
2015.02.27 23:00:00 | 8 | USDJPY | buy | in | 0.1 | 119.650 | 8 | 0.00 | 0.00 | 0.00 | 9 920.54 | |
2015.03.06 23:00:00 | 9 | USDJPY | sell | out | 0.1 | 120.690 | 9 | 0.00 | -0.63 | 86.17 | 10 006.08 | |
2015.04.03 23:00:00 | 10 | USDJPY | buy | in | 0.1 | 118.980 | 10 | 0.00 | 0.00 | 0.00 | 10 006.08 | |
2015.04.10 23:00:00 | 11 | USDJPY | sell | out | 0.1 | 120.170 | 11 | 0.00 | -0.63 | 99.03 | 10 104.48 | |
2015.08.14 23:00:00 | 12 | USDJPY | sell | in | 0.1 | 124.270 | 12 | 0.00 | 0.00 | 0.00 | 10 104.48 | |
2015.08.21 23:00:00 | 13 | USDJPY | buy | out | 0.1 | 122.110 | 13 | 0.00 | -3.29 | 176.89 | 10 278.08 | |
2015.09.04 23:00:00 | 14 | USDJPY | buy | in | 0.1 | 119.060 | 14 | 0.00 | 0.00 | 0.00 | 10 278.08 | |
2015.09.11 23:00:00 | 15 | USDJPY | sell | out | 0.1 | 120.550 | 15 | 0.00 | -0.63 | 123.60 | 10 401.05 | |
2015.09.25 23:00:00 | 16 | USDJPY | buy | in | 0.1 | 120.600 | 16 | 0.00 | 0.00 | 0.00 | 10 401.05 | |
2015.10.02 23:00:00 | 17 | USDJPY | sell | out | 0.1 | 120.100 | 17 | 0.00 | -0.63 | -41.63 | 10 358.79 | |
2015.10.16 23:00:00 | 18 | USDJPY | buy | in | 0.1 | 119.490 | 18 | 0.00 | 0.00 | 0.00 | 10 358.79 | |
2015.10.23 23:00:00 | 19 | USDJPY | sell | out | 0.1 | 121.410 | 19 | 0.00 | -0.63 | 158.14 | 10 516.30 | |
2016.02.19 23:00:00 | 20 | USDJPY | buy | in | 0.1 | 112.680 | 20 | 0.00 | 0.00 | 0.00 | 10 516.30 | |
2016.02.26 23:00:00 | 21 | USDJPY | sell | out | 0.1 | 113.940 | 21 | 0.00 | -0.69 | 110.58 | 10 626.19 | |
2016.05.20 23:00:00 | 22 | USDJPY | sell | in | 0.1 | 110.150 | 22 | 0.00 | 0.00 | 0.00 | 10 626.19 | |
2016.05.27 23:00:00 | 23 | USDJPY | buy | out | 0.1 | 110.450 | 23 | 0.00 | -3.70 | -27.16 | 10 595.33 | |
2016.07.22 23:00:00 | 24 | USDJPY | sell | in | 0.1 | 106.130 | 24 | 0.00 | 0.00 | 0.00 | 10 595.33 | |
2016.07.29 23:00:00 | 25 | USDJPY | buy | out | 0.1 | 102.070 | 25 | 0.00 | -3.87 | 397.77 | 10 989.23 | |
2017.02.03 23:00:00 | 26 | USDJPY | buy | in | 0.1 | 112.693 | 26 | 0.00 | 0.00 | 0.00 | 10 989.23 | |
2017.02.10 23:00:00 | 27 | USDJPY | sell | out | 0.1 | 113.354 | 27 | 0.00 | -0.69 | 58.31 | 11 046.85 | |
2017.08.25 23:00:00 | 28 | USDJPY | buy | in | 0.1 | 109.279 | 28 | 0.00 | 0.00 | 0.00 | 11 046.85 | |
2017.09.01 23:00:00 | 29 | USDJPY | sell | out | 0.1 | 110.259 | 29 | 0.00 | -0.70 | 88.88 | 11 135.03 | |
2018.02.16 23:00:00 | 30 | USDJPY | buy | in | 0.1 | 106.302 | 30 | 0.00 | 0.00 | 0.00 | 11 135.03 | |
2018.02.23 23:00:00 | 31 | USDJPY | sell | out | 0.1 | 106.880 | 31 | 0.00 | -0.70 | 54.08 | 11 188.41 | |
2018.03.09 23:00:00 | 32 | USDJPY | buy | in | 0.1 | 106.815 | 32 | 0.00 | 0.00 | 0.00 | 11 188.41 | |
2018.03.30 23:00:00 | 33 | USDJPY | sell | out | 0.1 | 106.263 | 33 | 0.00 | -2.13 | -51.95 | 11 134.33 | |
2018.04.20 23:00:00 | 34 | USDJPY | sell | in | 0.1 | 107.646 | 34 | 0.00 | 0.00 | 0.00 | 11 134.33 | |
2018.05.04 23:00:00 | 35 | USDJPY | buy | out | 0.1 | 109.096 | 35 | 0.00 | -7.44 | -132.91 | 10 993.98 | |
2018.06.15 23:00:00 | 36 | USDJPY | buy | in | 0.1 | 110.611 | 36 | 0.00 | 0.00 | 0.00 | 10 993.98 | |
2018.06.22 23:00:00 | 37 | USDJPY | sell | out | 0.1 | 109.977 | 37 | 0.00 | -0.70 | -57.65 | 10 935.63 | |
2018.08.24 23:00:00 | 38 | USDJPY | buy | in | 0.1 | 111.182 | 38 | 0.00 | 0.00 | 0.00 | 10 935.63 | |
2018.08.31 23:00:00 | 39 | USDJPY | sell | out | 0.1 | 111.081 | 39 | 0.00 | -0.69 | -9.09 | 10 925.85 | |
2018.09.21 23:00:00 | 40 | USDJPY | sell | in | 0.1 | 112.564 | 40 | 0.00 | 0.00 | 0.00 | 10 925.85 | |
2018.09.28 23:00:00 | 41 | USDJPY | buy | out | 0.1 | 113.622 | 41 | 0.00 | -3.61 | -93.12 | 10 829.12 | |
2018.11.23 23:00:00 | 42 | USDJPY | buy | in | 0.1 | 112.911 | 42 | 0.00 | 0.00 | 0.00 | 10 829.12 | |
2018.11.30 23:00:00 | 43 | USDJPY | sell | out | 0.1 | 113.502 | 43 | 0.00 | -0.69 | 52.07 | 10 880.50 | |
2018.12.07 23:00:00 | 44 | USDJPY | buy | in | 0.1 | 112.634 | 44 | 0.00 | 0.00 | 0.00 | 10 880.50 | |
2018.12.14 23:00:00 | 45 | USDJPY | sell | out | 0.1 | 113.386 | 45 | 0.00 | -0.69 | 66.32 | 10 946.13 | |
2019.08.23 23:00:00 | 46 | USDJPY | buy | in | 0.1 | 105.342 | 46 | 0.00 | 0.00 | 0.00 | 10 946.13 | |
2019.08.30 23:00:00 | 47 | USDJPY | sell | out | 0.1 | 106.235 | 47 | 0.00 | -0.71 | 84.06 | 11 029.48 | |
2020.07.10 23:00:00 | 48 | USDJPY | sell | in | 0.1 | 106.921 | 48 | 0.00 | 0.00 | 0.00 | 11 029.48 | |
2020.07.17 23:00:00 | 49 | USDJPY | buy | out | 0.1 | 106.952 | 49 | 0.00 | -3.79 | -2.90 | 11 022.79 | |
2020.07.17 23:00:00 | 50 | USDJPY | buy | in | 0.1 | 106.952 | 50 | 0.00 | 0.00 | 0.00 | 11 022.79 | |
2020.07.24 23:00:00 | 51 | USDJPY | sell | out | 0.1 | 105.962 | 51 | 0.00 | -0.71 | -93.43 | 10 928.65 | |
2020.08.14 23:00:00 | 52 | USDJPY | sell | in | 0.1 | 106.582 | 52 | 0.00 | 0.00 | 0.00 | 10 928.65 | |
2020.08.21 23:00:00 | 53 | USDJPY | buy | out | 0.1 | 105.832 | 53 | 0.00 | -3.84 | 70.87 | 10 995.68 | |
0.00 | -54.39 | 1 050.07 | 10 995.68 | |||||||||