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=22
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: -811.48 Balance Drawdown Absolute: 2 262.40 Equity Drawdown Absolute: 2 775.65
Gross Profit: 4 240.55 Balance Drawdown Maximal: 2 414.39 (23.78%) Equity Drawdown Maximal: 3 028.05 (29.54%)
Gross Loss: -5 052.03 Balance Drawdown Relative: 23.78% (2 414.39) Equity Drawdown Relative: 29.54% (3 028.05)
Profit Factor: 0.84 Expected Payoff: -18.44 Margin Level: 7224.35%
Recovery Factor: -0.27 Sharpe Ratio: -0.03 Z-Score: -0.95 (65.79%)
AHPR: 0.9989 (-0.11%) LR Correlation: -0.12 OnTester result: 0
GHPR: 0.9981 (-0.19%) LR Standard Error: 496.34
Total Trades: 44 Short Trades (won %): 22 (59.09%) Long Trades (won %): 22 (68.18%)
Total Deals: 88 Profit Trades (% of total): 28 (63.64%) Loss Trades (% of total): 16 (36.36%)
Largest profit trade: 811.09 Largest loss trade: -1 432.08
Average profit trade: 151.45 Average loss trade: -315.75
Maximum consecutive wins ($): 6 (913.07) Maximum consecutive losses ($): 4 (-765.97)
Maximal consecutive profit (count): 1 616.70 (2) Maximal consecutive loss (count): -1 432.08 (1)
Average consecutive wins: 3 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.60 Correlation (Profits,MAE): 0.79 Correlation (MFE,MAE): 0.1778
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 3360:59:59 Average position holding time: 1071:50:27
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.02.07 23:00:002USDJPYbuy0.1 / 0.10.0002014.02.07 23:00:00filled
2014.02.21 23:00:003USDJPYsell0.1 / 0.10.0002014.02.21 23:00:00filled
2014.02.21 23:00:004USDJPYsell0.1 / 0.10.0002014.02.21 23:00:00filled
2014.05.23 23:00:005USDJPYbuy0.1 / 0.10.0002014.05.23 23:00:00filled
2014.05.23 23:00:006USDJPYbuy0.1 / 0.10.0002014.05.23 23:00:00filled
2014.06.06 23:00:007USDJPYsell0.1 / 0.10.0002014.06.06 23:00:00filled
2014.06.06 23:00:008USDJPYsell0.1 / 0.10.0002014.06.06 23:00:00filled
2014.07.04 23:00:009USDJPYbuy0.1 / 0.10.0002014.07.04 23:00:00filled
2014.07.04 23:00:0010USDJPYbuy0.1 / 0.10.0002014.07.04 23:00:00filled
2014.08.01 23:00:0011USDJPYsell0.1 / 0.10.0002014.08.01 23:00:00filled
2014.08.01 23:00:0012USDJPYsell0.1 / 0.10.0002014.08.01 23:00:00filled
2015.01.09 23:00:0013USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.01.09 23:00:0014USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.02.13 23:00:0015USDJPYsell0.1 / 0.10.0002015.02.13 23:00:00filled
2015.02.13 23:00:0016USDJPYsell0.1 / 0.10.0002015.02.13 23:00:00filled
2015.02.20 23:00:0017USDJPYbuy0.1 / 0.10.0002015.02.20 23:00:00filled
2015.02.20 23:00:0018USDJPYbuy0.1 / 0.10.0002015.02.20 23:00:00filled
2015.03.06 23:00:0019USDJPYsell0.1 / 0.10.0002015.03.06 23:00:00filled
2015.03.06 23:00:0020USDJPYsell0.1 / 0.10.0002015.03.06 23:00:00filled
2015.05.01 23:00:0021USDJPYbuy0.1 / 0.10.0002015.05.01 23:00:00filled
2015.05.01 23:00:0022USDJPYbuy0.1 / 0.10.0002015.05.01 23:00:00filled
2015.05.08 23:00:0023USDJPYsell0.1 / 0.10.0002015.05.08 23:00:00filled
2015.05.08 23:00:0024USDJPYsell0.1 / 0.10.0002015.05.08 23:00:00filled
2015.07.03 23:00:0025USDJPYbuy0.1 / 0.10.0002015.07.03 23:00:00filled
2015.07.03 23:00:0026USDJPYbuy0.1 / 0.10.0002015.07.03 23:00:00filled
2015.07.24 23:00:0027USDJPYsell0.1 / 0.10.0002015.07.24 23:00:00filled
2015.07.24 23:00:0028USDJPYsell0.1 / 0.10.0002015.07.24 23:00:00filled
2015.08.28 23:00:0029USDJPYbuy0.1 / 0.10.0002015.08.28 23:00:00filled
2015.08.28 23:00:0030USDJPYbuy0.1 / 0.10.0002015.08.28 23:00:00filled
2015.11.06 23:00:0031USDJPYsell0.1 / 0.10.0002015.11.06 23:00:00filled
2015.11.06 23:00:0032USDJPYsell0.1 / 0.10.0002015.11.06 23:00:00filled
2015.12.04 23:00:0033USDJPYbuy0.1 / 0.10.0002015.12.04 23:00:00filled
2015.12.04 23:00:0034USDJPYbuy0.1 / 0.10.0002015.12.04 23:00:00filled
2016.05.27 23:00:0035USDJPYsell0.1 / 0.10.0002016.05.27 23:00:00filled
2016.05.27 23:00:0036USDJPYsell0.1 / 0.10.0002016.05.27 23:00:00filled
2016.08.05 23:00:0037USDJPYbuy0.1 / 0.10.0002016.08.05 23:00:00filled
2016.08.05 23:00:0038USDJPYbuy0.1 / 0.10.0002016.08.05 23:00:00filled
2016.11.18 23:00:0039USDJPYsell0.1 / 0.10.0002016.11.18 23:00:00filled
2016.11.18 23:00:0040USDJPYsell0.1 / 0.10.0002016.11.18 23:00:00filled
2017.02.03 23:00:0041USDJPYbuy0.1 / 0.10.0002017.02.03 23:00:00filled
2017.02.03 23:00:0042USDJPYbuy0.1 / 0.10.0002017.02.03 23:00:00filled
2017.05.12 23:00:0043USDJPYsell0.1 / 0.10.0002017.05.12 23:00:00filled
2017.05.12 23:00:0044USDJPYsell0.1 / 0.10.0002017.05.12 23:00:00filled
2017.08.04 23:00:0045USDJPYbuy0.1 / 0.10.0002017.08.04 23:00:00filled
2017.08.04 23:00:0046USDJPYbuy0.1 / 0.10.0002017.08.04 23:00:00filled
2017.09.29 23:00:0047USDJPYsell0.1 / 0.10.0002017.09.29 23:00:00filled
2017.09.29 23:00:0048USDJPYsell0.1 / 0.10.0002017.09.29 23:00:00filled
2017.11.17 23:00:0049USDJPYbuy0.1 / 0.10.0002017.11.17 23:00:00filled
2017.11.17 23:00:0050USDJPYbuy0.1 / 0.10.0002017.11.17 23:00:00filled
2018.05.04 23:00:0051USDJPYsell0.1 / 0.10.0002018.05.04 23:00:00filled
2018.05.04 23:00:0052USDJPYsell0.1 / 0.10.0002018.05.04 23:00:00filled
2018.05.18 23:00:0053USDJPYbuy0.1 / 0.10.0002018.05.18 23:00:00filled
2018.05.18 23:00:0054USDJPYbuy0.1 / 0.10.0002018.05.18 23:00:00filled
2018.05.25 23:00:0055USDJPYsell0.1 / 0.10.0002018.05.25 23:00:00filled
2018.05.25 23:00:0056USDJPYsell0.1 / 0.10.0002018.05.25 23:00:00filled
2018.08.24 23:00:0057USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2018.08.24 23:00:0058USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2018.09.21 23:00:0059USDJPYsell0.1 / 0.10.0002018.09.21 23:00:00filled
2018.09.21 23:00:0060USDJPYsell0.1 / 0.10.0002018.09.21 23:00:00filled
2018.12.28 23:00:0061USDJPYbuy0.1 / 0.10.0002018.12.28 23:00:00filled
2018.12.28 23:00:0062USDJPYbuy0.1 / 0.10.0002018.12.28 23:00:00filled
2019.03.01 23:00:0063USDJPYsell0.1 / 0.10.0002019.03.01 23:00:00filled
2019.03.01 23:00:0064USDJPYsell0.1 / 0.10.0002019.03.01 23:00:00filled
2019.05.10 23:00:0065USDJPYbuy0.1 / 0.10.0002019.05.10 23:00:00filled
2019.05.10 23:00:0066USDJPYbuy0.1 / 0.10.0002019.05.10 23:00:00filled
2019.08.02 23:00:0067USDJPYsell0.1 / 0.10.0002019.08.02 23:00:00filled
2019.08.02 23:00:0068USDJPYsell0.1 / 0.10.0002019.08.02 23:00:00filled
2019.08.16 23:00:0069USDJPYbuy0.1 / 0.10.0002019.08.16 23:00:00filled
2019.08.16 23:00:0070USDJPYbuy0.1 / 0.10.0002019.08.16 23:00:00filled
2019.08.30 23:00:0071USDJPYsell0.1 / 0.10.0002019.08.30 23:00:00filled
2019.08.30 23:00:0072USDJPYsell0.1 / 0.10.0002019.08.30 23:00:00filled
2020.01.03 23:00:0073USDJPYbuy0.1 / 0.10.0002020.01.03 23:00:00filled
2020.01.03 23:00:0074USDJPYbuy0.1 / 0.10.0002020.01.03 23:00:00filled
2020.01.17 23:00:0075USDJPYsell0.1 / 0.10.0002020.01.17 23:00:00filled
2020.01.17 23:00:0076USDJPYsell0.1 / 0.10.0002020.01.17 23:00:00filled
2020.02.07 23:00:0077USDJPYbuy0.1 / 0.10.0002020.02.07 23:00:00filled
2020.02.07 23:00:0078USDJPYbuy0.1 / 0.10.0002020.02.07 23:00:00filled
2020.02.14 23:00:0079USDJPYsell0.1 / 0.10.0002020.02.14 23:00:00filled
2020.02.14 23:00:0080USDJPYsell0.1 / 0.10.0002020.02.14 23:00:00filled
2020.04.24 23:00:0081USDJPYbuy0.1 / 0.10.0002020.04.24 23:00:00filled
2020.04.24 23:00:0082USDJPYbuy0.1 / 0.10.0002020.04.24 23:00:00filled
2020.06.05 23:00:0083USDJPYsell0.1 / 0.10.0002020.06.05 23:00:00filled
2020.06.05 23:00:0084USDJPYsell0.1 / 0.10.0002020.06.05 23:00:00filled
2020.09.25 23:00:0085USDJPYbuy0.1 / 0.10.0002020.09.25 23:00:00filled
2020.09.25 23:00:0086USDJPYbuy0.1 / 0.10.0002020.09.25 23:00:00filled
2021.02.05 23:00:0087USDJPYsell0.1 / 0.10.0002021.02.05 23:00:00filled
2021.02.05 23:00:0088USDJPYsell0.1 / 0.10.0002021.02.05 23:00:00filled
2021.08.20 23:59:5989USDJPYbuy0.1 / 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
2014.02.07 23:00:002USDJPYbuyin0.1102.30020.000.000.0010 000.00
2014.02.21 23:00:003USDJPYsellout0.1102.56030.00-1.5225.3510 023.83
2014.02.21 23:00:004USDJPYsellin0.1102.56040.000.000.0010 023.83
2014.05.23 23:00:005USDJPYbuyout0.1101.99050.00-51.7255.8910 028.00
2014.05.23 23:00:006USDJPYbuyin0.1101.99060.000.000.0010 028.00
2014.06.06 23:00:007USDJPYsellout0.1102.53070.00-1.5252.6710 079.15
2014.06.06 23:00:008USDJPYsellin0.1102.53080.000.000.0010 079.15
2014.07.04 23:00:009USDJPYbuyout0.1102.09090.00-15.9643.1010 106.29
2014.07.04 23:00:0010USDJPYbuyin0.1102.090100.000.000.0010 106.29
2014.08.01 23:00:0011USDJPYsellout0.1102.590110.00-3.0448.7410 151.99
2014.08.01 23:00:0012USDJPYsellin0.1102.590120.000.000.0010 151.99
2015.01.09 23:00:0013USDJPYbuyout0.1118.570130.00-84.35-1 347.738 719.91
2015.01.09 23:00:0014USDJPYbuyin0.1118.570140.000.000.008 719.91
2015.02.13 23:00:0015USDJPYsellout0.1118.770150.00-3.1916.848 733.56
2015.02.13 23:00:0016USDJPYsellin0.1118.770160.000.000.008 733.56
2015.02.20 23:00:0017USDJPYbuyout0.1119.080170.00-3.43-26.038 704.10
2015.02.20 23:00:0018USDJPYbuyin0.1119.080180.000.000.008 704.10
2015.03.06 23:00:0019USDJPYsellout0.1120.690190.00-1.27133.408 836.23
2015.03.06 23:00:0020USDJPYsellin0.1120.690200.000.000.008 836.23
2015.05.01 23:00:0021USDJPYbuyout0.1120.200210.00-27.1840.778 849.82
2015.05.01 23:00:0022USDJPYbuyin0.1120.200220.000.000.008 849.82
2015.05.08 23:00:0023USDJPYsellout0.1119.720230.00-0.63-40.098 809.10
2015.05.08 23:00:0024USDJPYsellin0.1119.720240.000.000.008 809.10
2015.07.03 23:00:0025USDJPYbuyout0.1122.770250.00-26.54-248.438 534.13
2015.07.03 23:00:0026USDJPYbuyin0.1122.770260.000.000.008 534.13
2015.07.24 23:00:0027USDJPYsellout0.1123.800270.00-1.8883.208 615.45
2015.07.24 23:00:0028USDJPYsellin0.1123.800280.000.000.008 615.45
2015.08.28 23:00:0029USDJPYbuyout0.1121.460290.00-16.52192.668 791.59
2015.08.28 23:00:0030USDJPYbuyin0.1121.460300.000.000.008 791.59
2015.11.06 23:00:0031USDJPYsellout0.1123.180310.00-6.31139.638 924.91
2015.11.06 23:00:0032USDJPYsellin0.1123.180320.000.000.008 924.91
2015.12.04 23:00:0033USDJPYbuyout0.1123.190330.00-13.19-0.818 910.91
2015.12.04 23:00:0034USDJPYbuyin0.1123.190340.000.000.008 910.91
2016.05.27 23:00:0035USDJPYsellout0.1110.420350.00-16.82-1 156.497 737.60
2016.05.27 23:00:0036USDJPYsellin0.1110.420360.000.000.007 737.60
2016.08.05 23:00:0037USDJPYbuyout0.1101.770370.00-38.87849.968 548.69
2016.08.05 23:00:0038USDJPYbuyin0.1101.770380.000.000.008 548.69
2016.11.18 23:00:0039USDJPYsellout0.1110.823390.00-11.28816.899 354.30
2016.11.18 23:00:0040USDJPYsellin0.1110.823400.000.000.009 354.30
2017.02.03 23:00:0041USDJPYbuyout0.1112.693410.00-38.96-165.949 149.40
2017.02.03 23:00:0042USDJPYbuyin0.1112.693420.000.000.009 149.40
2017.05.12 23:00:0043USDJPYsellout0.1113.292430.00-9.7152.879 192.56
2017.05.12 23:00:0044USDJPYsellin0.1113.292440.000.000.009 192.56
2017.08.04 23:00:0045USDJPYbuyout0.1110.674450.00-43.78236.559 385.33
2017.08.04 23:00:0046USDJPYbuyin0.1110.674460.000.000.009 385.33
2017.09.29 23:00:0047USDJPYsellout0.1112.520470.00-5.58164.069 543.81
2017.09.29 23:00:0048USDJPYsellin0.1112.520480.000.000.009 543.81
2017.11.17 23:00:0049USDJPYbuyout0.1112.084490.00-25.1938.909 557.52
2017.11.17 23:00:0050USDJPYbuyin0.1112.084500.000.000.009 557.52
2018.05.04 23:00:0051USDJPYsellout0.1109.092510.00-16.79-274.269 266.47
2018.05.04 23:00:0052USDJPYsellin0.1109.092520.000.000.009 266.47
2018.05.18 23:00:0053USDJPYbuyout0.1110.727530.00-7.41-147.669 111.40
2018.05.18 23:00:0054USDJPYbuyin0.1110.727540.000.000.009 111.40
2018.05.25 23:00:0055USDJPYsellout0.1109.456550.00-0.70-116.128 994.58
2018.05.25 23:00:0056USDJPYsellin0.1109.456560.000.000.008 994.58
2018.08.24 23:00:0057USDJPYbuyout0.1111.182570.00-47.79-155.248 791.55
2018.08.24 23:00:0058USDJPYbuyin0.1111.182580.000.000.008 791.55
2018.09.21 23:00:0059USDJPYsellout0.1112.564590.00-2.76122.778 911.56
2018.09.21 23:00:0060USDJPYsellin0.1112.564600.000.000.008 911.56
2018.12.28 23:00:0061USDJPYbuyout0.1110.207610.00-50.45213.879 074.98
2018.12.28 23:00:0062USDJPYbuyin0.1110.207620.000.000.009 074.98
2019.03.01 23:00:0063USDJPYsellout0.1111.975630.00-6.30157.899 226.57
2019.03.01 23:00:0064USDJPYsellin0.1111.975640.000.000.009 226.57
2019.05.10 23:00:0065USDJPYbuyout0.1109.937650.00-36.56185.389 375.39
2019.05.10 23:00:0066USDJPYbuyin0.1109.937660.000.000.009 375.39
2019.08.02 23:00:0067USDJPYsellout0.1106.601670.00-8.40-312.949 054.05
2019.08.02 23:00:0068USDJPYsellin0.1106.601680.000.000.009 054.05
2019.08.16 23:00:0069USDJPYbuyout0.1106.342690.00-7.6824.369 070.73
2019.08.16 23:00:0070USDJPYbuyin0.1106.342700.000.000.009 070.73
2019.08.30 23:00:0071USDJPYsellout0.1106.235710.00-1.42-10.079 059.24
2019.08.30 23:00:0072USDJPYsellin0.1106.235720.000.000.009 059.24
2020.01.03 23:00:0073USDJPYbuyout0.1108.102730.00-67.58-172.718 818.95
2020.01.03 23:00:0074USDJPYbuyin0.1108.102740.000.000.008 818.95
2020.01.17 23:00:0075USDJPYsellout0.1110.145750.00-1.40185.489 003.03
2020.01.17 23:00:0076USDJPYsellin0.1110.145760.000.000.009 003.03
2020.02.07 23:00:0077USDJPYbuyout0.1109.771770.00-11.1634.079 025.94
2020.02.07 23:00:0078USDJPYbuyin0.1109.771780.000.000.009 025.94
2020.02.14 23:00:0079USDJPYsellout0.1109.782790.00-0.701.009 026.24
2020.02.14 23:00:0080USDJPYsellin0.1109.782800.000.000.009 026.24
2020.04.24 23:00:0081USDJPYbuyout0.1107.394810.00-37.58222.369 211.02
2020.04.24 23:00:0082USDJPYbuyin0.1107.394820.000.000.009 211.02
2020.06.05 23:00:0083USDJPYsellout0.1109.642830.00-4.24205.039 411.81
2020.06.05 23:00:0084USDJPYsellin0.1109.642840.000.000.009 411.81
2020.09.25 23:00:0085USDJPYbuyout0.1105.614850.00-61.18381.399 732.02
2020.09.25 23:00:0086USDJPYbuyin0.1105.614860.000.000.009 732.02
2021.02.05 23:00:0087USDJPYsellout0.1105.384870.00-13.91-21.829 696.29
2021.02.05 23:00:0088USDJPYsellin0.1105.384880.000.000.009 696.29
2021.08.20 23:59:5989USDJPYbuyout0.1109.812890.00-104.54-403.239 188.52end of test
0.00 -936.99 125.51 9 188.52