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=20 | ||||||||||||
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: | 564.49 | Balance Drawdown Absolute: | 82.27 | Equity Drawdown Absolute: | 236.31 | |||||||
Gross Profit: | 747.42 | Balance Drawdown Maximal: | 82.27 (0.82%) | Equity Drawdown Maximal: | 298.24 (2.96%) | |||||||
Gross Loss: | -182.93 | Balance Drawdown Relative: | 0.82% (82.27) | Equity Drawdown Relative: | 2.96% (298.24) | |||||||
Profit Factor: | 4.09 | Expected Payoff: | 62.72 | Margin Level: | 9763.69% | |||||||
Recovery Factor: | 1.89 | Sharpe Ratio: | 0.46 | Z-Score: | 0.76 (55.27%) | |||||||
AHPR: | 1.0062 (0.62%) | LR Correlation: | 0.89 | OnTester result: | 0 | |||||||
GHPR: | 1.0061 (0.61%) | LR Standard Error: | 131.43 | |||||||||
Total Trades: | 9 | Short Trades (won %): | 3 (66.67%) | Long Trades (won %): | 6 (50.00%) | |||||||
Total Deals: | 18 | Profit Trades (% of total): | 5 (55.56%) | Loss Trades (% of total): | 4 (44.44%) | |||||||
Largest profit trade: | 393.90 | Largest loss trade: | -82.27 | |||||||||
Average profit trade: | 149.48 | Average loss trade: | -45.73 | |||||||||
Maximum consecutive wins ($): | 3 (626.76) | Maximum consecutive losses ($): | 2 (-26.10) | |||||||||
Maximal consecutive profit (count): | 626.76 (3) | Maximal consecutive loss (count): | -82.27 (1) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 1 | |||||||||
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Correlation (Profits,MFE): | 0.94 | Correlation (Profits,MAE): | 0.33 | Correlation (MFE,MAE): | 0.2498 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 120:00:00 | Average position holding time: | 120:00:00 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2015.01.09 23:00:00 | 2 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.09 23:00:00 | filled | |||||
2015.01.16 23:00:00 | 3 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.01.16 23:00:00 | filled | |||||
2015.09.04 23:00:00 | 4 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.09.04 23:00:00 | filled | |||||
2015.09.11 23:00:00 | 5 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.09.11 23:00:00 | filled | |||||
2016.02.19 23:00:00 | 6 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.02.19 23:00:00 | filled | |||||
2016.02.26 23:00:00 | 7 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.02.26 23:00:00 | filled | |||||
2016.07.22 23:00:00 | 8 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.07.22 23:00:00 | filled | |||||
2016.07.29 23:00:00 | 9 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.07.29 23:00:00 | filled | |||||
2017.02.17 23:00:00 | 10 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.02.17 23:00:00 | filled | |||||
2017.02.24 23:00:00 | 11 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.02.24 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 12 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.08.25 23:00:00 | filled | |||||
2017.09.01 23:00:00 | 13 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.09.01 23:00:00 | filled | |||||
2017.09.29 23:00:00 | 14 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.09.29 23:00:00 | filled | |||||
2017.10.06 23:00:00 | 15 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.10.06 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 | |||||
2018.08.31 23:00:00 | 17 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.08.31 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 | |||||
2019.11.15 23:00:00 | 19 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2019.11.15 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 | ||||||
2015.01.09 23:00:00 | 2 | USDJPY | buy | in | 0.1 | 118.570 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.01.16 23:00:00 | 3 | USDJPY | sell | out | 0.1 | 117.610 | 3 | 0.00 | -0.64 | -81.63 | 9 917.73 | |
2015.09.04 23:00:00 | 4 | USDJPY | buy | in | 0.1 | 119.060 | 4 | 0.00 | 0.00 | 0.00 | 9 917.73 | |
2015.09.11 23:00:00 | 5 | USDJPY | sell | out | 0.1 | 120.550 | 5 | 0.00 | -0.63 | 123.60 | 10 040.70 | |
2016.02.19 23:00:00 | 6 | USDJPY | buy | in | 0.1 | 112.680 | 6 | 0.00 | 0.00 | 0.00 | 10 040.70 | |
2016.02.26 23:00:00 | 7 | USDJPY | sell | out | 0.1 | 113.940 | 7 | 0.00 | -0.69 | 110.58 | 10 150.59 | |
2016.07.22 23:00:00 | 8 | USDJPY | sell | in | 0.1 | 106.130 | 8 | 0.00 | 0.00 | 0.00 | 10 150.59 | |
2016.07.29 23:00:00 | 9 | USDJPY | buy | out | 0.1 | 102.070 | 9 | 0.00 | -3.87 | 397.77 | 10 544.49 | |
2017.02.17 23:00:00 | 10 | USDJPY | buy | in | 0.1 | 112.919 | 10 | 0.00 | 0.00 | 0.00 | 10 544.49 | |
2017.02.24 23:00:00 | 11 | USDJPY | sell | out | 0.1 | 112.091 | 11 | 0.00 | -0.69 | -73.87 | 10 469.93 | |
2017.08.25 23:00:00 | 12 | USDJPY | buy | in | 0.1 | 109.279 | 12 | 0.00 | 0.00 | 0.00 | 10 469.93 | |
2017.09.01 23:00:00 | 13 | USDJPY | sell | out | 0.1 | 110.259 | 13 | 0.00 | -0.70 | 88.88 | 10 558.11 | |
2017.09.29 23:00:00 | 14 | USDJPY | sell | in | 0.1 | 112.520 | 14 | 0.00 | 0.00 | 0.00 | 10 558.11 | |
2017.10.06 23:00:00 | 15 | USDJPY | buy | out | 0.1 | 112.663 | 15 | 0.00 | -3.63 | -12.69 | 10 541.79 | |
2018.08.24 23:00:00 | 16 | USDJPY | buy | in | 0.1 | 111.182 | 16 | 0.00 | 0.00 | 0.00 | 10 541.79 | |
2018.08.31 23:00:00 | 17 | USDJPY | sell | out | 0.1 | 111.081 | 17 | 0.00 | -0.69 | -9.09 | 10 532.01 | |
2019.11.08 23:00:00 | 18 | USDJPY | sell | in | 0.1 | 109.209 | 18 | 0.00 | 0.00 | 0.00 | 10 532.01 | |
2019.11.15 23:00:00 | 19 | USDJPY | buy | out | 0.1 | 108.815 | 19 | 0.00 | -3.73 | 36.21 | 10 564.49 | |
0.00 | -15.27 | 579.76 | 10 564.49 | |||||||||