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=9 | ||||||||||||
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: | -3 702.37 | Balance Drawdown Absolute: | 3 919.50 | Equity Drawdown Absolute: | 4 363.01 | |||||||
Gross Profit: | 928.60 | Balance Drawdown Maximal: | 3 919.50 (39.20%) | Equity Drawdown Maximal: | 4 428.73 (44.00%) | |||||||
Gross Loss: | -4 630.97 | Balance Drawdown Relative: | 39.20% (3 919.50) | Equity Drawdown Relative: | 44.00% (4 428.73) | |||||||
Profit Factor: | 0.20 | Expected Payoff: | -308.53 | Margin Level: | 5636.99% | |||||||
Recovery Factor: | -0.84 | Sharpe Ratio: | -0.49 | Z-Score: | -0.84 (59.91%) | |||||||
AHPR: | 0.9649 (-3.51%) | LR Correlation: | -0.69 | OnTester result: | 0 | |||||||
GHPR: | 0.9622 (-3.78%) | LR Standard Error: | 813.21 | |||||||||
Total Trades: | 12 | Short Trades (won %): | 6 (16.67%) | Long Trades (won %): | 6 (33.33%) | |||||||
Total Deals: | 24 | Profit Trades (% of total): | 3 (25.00%) | Loss Trades (% of total): | 9 (75.00%) | |||||||
Largest profit trade: | 562.52 | Largest loss trade: | -1 566.23 | |||||||||
Average profit trade: | 309.53 | Average loss trade: | -514.55 | |||||||||
Maximum consecutive wins ($): | 2 (711.47) | Maximum consecutive losses ($): | 5 (-799.16) | |||||||||
Maximal consecutive profit (count): | 711.47 (2) | Maximal consecutive loss (count): | -3 831.81 (4) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 5 | |||||||||
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Correlation (Profits,MFE): | 0.16 | Correlation (Profits,MAE): | 0.90 | Correlation (MFE,MAE): | -0.1097 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 9600:00:00 | Average position holding time: | 3790:04:59 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.05.16 23:00:00 | 2 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.16 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 3 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.09 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 4 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.09 23:00:00 | filled | |||||
2016.07.22 23:00:00 | 5 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.07.22 23:00:00 | filled | |||||
2016.07.22 23:00:00 | 6 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.07.22 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 7 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.01.13 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 8 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.01.13 23:00:00 | filled | |||||
2017.09.29 23:00:00 | 9 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.09.29 23:00:00 | filled | |||||
2017.09.29 23:00:00 | 10 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.09.29 23:00:00 | filled | |||||
2018.03.02 23:00:00 | 11 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.03.02 23:00:00 | filled | |||||
2018.03.02 23:00:00 | 12 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.03.02 23:00:00 | filled | |||||
2018.04.13 23:00:00 | 13 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.04.13 23:00:00 | filled | |||||
2018.04.13 23:00:00 | 14 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.04.13 23:00:00 | filled | |||||
2018.08.24 23:00:00 | 15 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.08.24 23:00:00 | filled | |||||
2018.08.24 23:00:00 | 16 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.08.24 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 17 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.11.08 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 18 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.11.08 23:00:00 | filled | |||||
2020.04.10 23:00:00 | 19 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.04.10 23:00:00 | filled | |||||
2020.04.10 23:00:00 | 20 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.04.10 23:00:00 | filled | |||||
2020.07.10 23:00:00 | 21 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.07.10 23:00:00 | filled | |||||
2020.07.10 23:00:00 | 22 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.07.10 23:00:00 | filled | |||||
2020.07.17 23:00:00 | 23 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.07.17 23:00:00 | filled | |||||
2020.07.17 23:00:00 | 24 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.07.17 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 25 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2021.08.20 23:59:59 | filled | end of test | ||||
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 | ||||||
2014.05.16 23:00:00 | 2 | USDJPY | sell | in | 0.1 | 101.520 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.01.09 23:00:00 | 3 | USDJPY | buy | out | 0.1 | 118.570 | 3 | 0.00 | -128.26 | -1 437.97 | 8 433.77 | |
2015.01.09 23:00:00 | 4 | USDJPY | buy | in | 0.1 | 118.570 | 4 | 0.00 | 0.00 | 0.00 | 8 433.77 | |
2016.07.22 23:00:00 | 5 | USDJPY | sell | out | 0.1 | 106.130 | 5 | 0.00 | -52.28 | -1 172.15 | 7 209.34 | |
2016.07.22 23:00:00 | 6 | USDJPY | sell | in | 0.1 | 106.130 | 6 | 0.00 | 0.00 | 0.00 | 7 209.34 | |
2017.01.13 23:00:00 | 7 | USDJPY | buy | out | 0.1 | 114.577 | 7 | 0.00 | -95.41 | -737.23 | 6 376.70 | |
2017.01.13 23:00:00 | 8 | USDJPY | buy | in | 0.1 | 114.577 | 8 | 0.00 | 0.00 | 0.00 | 6 376.70 | |
2017.09.29 23:00:00 | 9 | USDJPY | sell | out | 0.1 | 112.520 | 9 | 0.00 | -25.70 | -182.81 | 6 168.19 | |
2017.09.29 23:00:00 | 10 | USDJPY | sell | in | 0.1 | 112.520 | 10 | 0.00 | 0.00 | 0.00 | 6 168.19 | |
2018.03.02 23:00:00 | 11 | USDJPY | buy | out | 0.1 | 105.723 | 11 | 0.00 | -80.39 | 642.91 | 6 730.71 | |
2018.03.02 23:00:00 | 12 | USDJPY | buy | in | 0.1 | 105.723 | 12 | 0.00 | 0.00 | 0.00 | 6 730.71 | |
2018.04.13 23:00:00 | 13 | USDJPY | sell | out | 0.1 | 107.368 | 13 | 0.00 | -4.26 | 153.21 | 6 879.66 | |
2018.04.13 23:00:00 | 14 | USDJPY | sell | in | 0.1 | 107.368 | 14 | 0.00 | 0.00 | 0.00 | 6 879.66 | |
2018.08.24 23:00:00 | 15 | USDJPY | buy | out | 0.1 | 111.182 | 15 | 0.00 | -70.12 | -343.04 | 6 466.50 | |
2018.08.24 23:00:00 | 16 | USDJPY | buy | in | 0.1 | 111.182 | 16 | 0.00 | 0.00 | 0.00 | 6 466.50 | |
2019.11.08 23:00:00 | 17 | USDJPY | sell | out | 0.1 | 109.209 | 17 | 0.00 | -43.93 | -180.66 | 6 241.91 | |
2019.11.08 23:00:00 | 18 | USDJPY | sell | in | 0.1 | 109.209 | 18 | 0.00 | 0.00 | 0.00 | 6 241.91 | |
2020.04.10 23:00:00 | 19 | USDJPY | buy | out | 0.1 | 108.398 | 19 | 0.00 | -82.20 | 74.82 | 6 234.53 | |
2020.04.10 23:00:00 | 20 | USDJPY | buy | in | 0.1 | 108.398 | 20 | 0.00 | 0.00 | 0.00 | 6 234.53 | |
2020.07.10 23:00:00 | 21 | USDJPY | sell | out | 0.1 | 106.921 | 21 | 0.00 | -9.20 | -138.14 | 6 087.19 | |
2020.07.10 23:00:00 | 22 | USDJPY | sell | in | 0.1 | 106.921 | 22 | 0.00 | 0.00 | 0.00 | 6 087.19 | |
2020.07.17 23:00:00 | 23 | USDJPY | buy | out | 0.1 | 106.952 | 23 | 0.00 | -3.79 | -2.90 | 6 080.50 | |
2020.07.17 23:00:00 | 24 | USDJPY | buy | in | 0.1 | 106.952 | 24 | 0.00 | 0.00 | 0.00 | 6 080.50 | |
2021.08.20 23:59:59 | 25 | USDJPY | sell | out | 0.1 | 109.782 | 25 | 0.00 | -40.65 | 257.78 | 6 297.63 | end of test |
0.00 | -636.19 | -3 066.18 | 6 297.63 | |||||||||