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=4
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: 805.83 Balance Drawdown Absolute: 212.38 Equity Drawdown Absolute: 366.42
Gross Profit: 1 640.15 Balance Drawdown Maximal: 259.94 (2.36%) Equity Drawdown Maximal: 432.14 (4.29%)
Gross Loss: -834.32 Balance Drawdown Relative: 2.36% (259.94) Equity Drawdown Relative: 4.29% (432.14)
Profit Factor: 1.97 Expected Payoff: 28.78 Margin Level: 9633.58%
Recovery Factor: 1.86 Sharpe Ratio: 0.27 Z-Score: -2.10 (96.43%)
AHPR: 1.0028 (0.28%) LR Correlation: 0.81 OnTester result: 0
GHPR: 1.0028 (0.28%) LR Standard Error: 254.41
Total Trades: 28 Short Trades (won %): 10 (30.00%) Long Trades (won %): 18 (66.67%)
Total Deals: 56 Profit Trades (% of total): 15 (53.57%) Loss Trades (% of total): 13 (46.43%)
Largest profit trade: 393.90 Largest loss trade: -162.57
Average profit trade: 109.34 Average loss trade: -64.18
Maximum consecutive wins ($): 9 (1 215.53) Maximum consecutive losses ($): 3 (-212.38)
Maximal consecutive profit (count): 1 215.53 (9) Maximal consecutive loss (count): -212.38 (3)
Average consecutive wins: 4 Average consecutive losses: 3
Graph
Graph
Correlation (Profits,MFE): 0.91 Correlation (Profits,MAE): 0.54 Correlation (MFE,MAE): 0.3637
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 240:00:00 Average position holding time: 124:17:08
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.05.16 23:00:002USDJPYsell0.1 / 0.10.0002014.05.16 23:00:00filled
2014.05.23 23:00:003USDJPYbuy0.1 / 0.10.0002014.05.23 23:00:00filled
2014.05.30 23:00:004USDJPYsell0.1 / 0.10.0002014.05.30 23:00:00filled
2014.06.06 23:00:005USDJPYbuy0.1 / 0.10.0002014.06.06 23:00:00filled
2015.01.09 23:00:006USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.01.16 23:00:007USDJPYsell0.1 / 0.10.0002015.01.16 23:00:00filled
2015.01.30 23:00:008USDJPYbuy0.1 / 0.10.0002015.01.30 23:00:00filled
2015.02.06 23:00:009USDJPYsell0.1 / 0.10.0002015.02.06 23:00:00filled
2015.02.27 23:00:0010USDJPYbuy0.1 / 0.10.0002015.02.27 23:00:00filled
2015.03.06 23:00:0011USDJPYsell0.1 / 0.10.0002015.03.06 23:00:00filled
2015.04.03 23:00:0012USDJPYbuy0.1 / 0.10.0002015.04.03 23:00:00filled
2015.04.10 23:00:0013USDJPYsell0.1 / 0.10.0002015.04.10 23:00:00filled
2015.07.10 23:00:0014USDJPYbuy0.1 / 0.10.0002015.07.10 23:00:00filled
2015.07.17 23:00:0015USDJPYsell0.1 / 0.10.0002015.07.17 23:00:00filled
2015.09.04 23:00:0016USDJPYbuy0.1 / 0.10.0002015.09.04 23:00:00filled
2015.09.11 23:00:0017USDJPYsell0.1 / 0.10.0002015.09.11 23:00:00filled
2015.10.16 23:00:0018USDJPYbuy0.1 / 0.10.0002015.10.16 23:00:00filled
2015.10.23 23:00:0019USDJPYsell0.1 / 0.10.0002015.10.23 23:00:00filled
2016.02.19 23:00:0020USDJPYbuy0.1 / 0.10.0002016.02.19 23:00:00filled
2016.02.26 23:00:0021USDJPYsell0.1 / 0.10.0002016.02.26 23:00:00filled
2016.07.22 23:00:0022USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2016.07.29 23:00:0023USDJPYbuy0.1 / 0.10.0002016.07.29 23:00:00filled
2016.10.14 23:00:0024USDJPYsell0.1 / 0.10.0002016.10.14 23:00:00filled
2016.10.21 23:00:0025USDJPYbuy0.1 / 0.10.0002016.10.21 23:00:00filled
2017.01.13 23:00:0026USDJPYbuy0.1 / 0.10.0002017.01.13 23:00:00filled
2017.01.20 23:00:0027USDJPYsell0.1 / 0.10.0002017.01.20 23:00:00filled
2017.02.17 23:00:0028USDJPYbuy0.1 / 0.10.0002017.02.17 23:00:00filled
2017.02.24 23:00:0029USDJPYsell0.1 / 0.10.0002017.02.24 23:00:00filled
2017.08.25 23:00:0030USDJPYbuy0.1 / 0.10.0002017.08.25 23:00:00filled
2017.09.01 23:00:0031USDJPYsell0.1 / 0.10.0002017.09.01 23:00:00filled
2017.09.29 23:00:0032USDJPYsell0.1 / 0.10.0002017.09.29 23:00:00filled
2017.10.06 23:00:0033USDJPYbuy0.1 / 0.10.0002017.10.06 23:00:00filled
2017.10.13 23:00:0034USDJPYsell0.1 / 0.10.0002017.10.13 23:00:00filled
2017.10.20 23:00:0035USDJPYbuy0.1 / 0.10.0002017.10.20 23:00:00filled
2018.03.02 23:00:0036USDJPYbuy0.1 / 0.10.0002018.03.02 23:00:00filled
2018.03.09 23:00:0037USDJPYsell0.1 / 0.10.0002018.03.09 23:00:00filled
2018.04.13 23:00:0038USDJPYsell0.1 / 0.10.0002018.04.13 23:00:00filled
2018.04.27 23:00:0039USDJPYbuy0.1 / 0.10.0002018.04.27 23:00:00filled
2018.07.27 23:00:0040USDJPYsell0.1 / 0.10.0002018.07.27 23:00:00filled
2018.08.03 23:00:0041USDJPYbuy0.1 / 0.10.0002018.08.03 23:00:00filled
2018.08.24 23:00:0042USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2018.08.31 23:00:0043USDJPYsell0.1 / 0.10.0002018.08.31 23:00:00filled
2018.12.07 23:00:0044USDJPYbuy0.1 / 0.10.0002018.12.07 23:00:00filled
2018.12.14 23:00:0045USDJPYsell0.1 / 0.10.0002018.12.14 23:00:00filled
2019.02.08 23:00:0046USDJPYbuy0.1 / 0.10.0002019.02.08 23:00:00filled
2019.02.15 23:00:0047USDJPYsell0.1 / 0.10.0002019.02.15 23:00:00filled
2019.08.23 23:00:0048USDJPYbuy0.1 / 0.10.0002019.08.23 23:00:00filled
2019.08.30 23:00:0049USDJPYsell0.1 / 0.10.0002019.08.30 23:00:00filled
2019.11.08 23:00:0050USDJPYsell0.1 / 0.10.0002019.11.08 23:00:00filled
2019.11.15 23:00:0051USDJPYbuy0.1 / 0.10.0002019.11.15 23:00:00filled
2020.04.10 23:00:0052USDJPYbuy0.1 / 0.10.0002020.04.10 23:00:00filled
2020.04.17 23:00:0053USDJPYsell0.1 / 0.10.0002020.04.17 23:00:00filled
2020.07.10 23:00:0054USDJPYsell0.1 / 0.10.0002020.07.10 23:00:00filled
2020.07.17 23:00:0055USDJPYbuy0.1 / 0.10.0002020.07.17 23:00:00filled
2020.07.17 23:00:0056USDJPYbuy0.1 / 0.10.0002020.07.17 23:00:00filled
2020.07.24 23:00:0057USDJPYsell0.1 / 0.10.0002020.07.24 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
2014.05.16 23:00:002USDJPYsellin0.1101.52020.000.000.0010 000.00
2014.05.23 23:00:003USDJPYbuyout0.1101.99030.00-4.00-46.089 949.92
2014.05.30 23:00:004USDJPYsellin0.1101.78040.000.000.009 949.92
2014.06.06 23:00:005USDJPYbuyout0.1102.56050.00-3.98-76.059 869.89
2015.01.09 23:00:006USDJPYbuyin0.1118.57060.000.000.009 869.89
2015.01.16 23:00:007USDJPYsellout0.1117.61070.00-0.64-81.639 787.62
2015.01.30 23:00:008USDJPYbuyin0.1117.44080.000.000.009 787.62
2015.02.06 23:00:009USDJPYsellout0.1118.83090.00-0.64116.979 903.95
2015.02.27 23:00:0010USDJPYbuyin0.1119.650100.000.000.009 903.95
2015.03.06 23:00:0011USDJPYsellout0.1120.690110.00-0.6386.179 989.49
2015.04.03 23:00:0012USDJPYbuyin0.1118.980120.000.000.009 989.49
2015.04.10 23:00:0013USDJPYsellout0.1120.170130.00-0.6399.0310 087.89
2015.07.10 23:00:0014USDJPYbuyin0.1122.850140.000.000.0010 087.89
2015.07.17 23:00:0015USDJPYsellout0.1124.050150.00-0.6396.7410 184.00
2015.09.04 23:00:0016USDJPYbuyin0.1119.060160.000.000.0010 184.00
2015.09.11 23:00:0017USDJPYsellout0.1120.550170.00-0.63123.6010 306.97
2015.10.16 23:00:0018USDJPYbuyin0.1119.490180.000.000.0010 306.97
2015.10.23 23:00:0019USDJPYsellout0.1121.410190.00-0.63158.1410 464.48
2016.02.19 23:00:0020USDJPYbuyin0.1112.680200.000.000.0010 464.48
2016.02.26 23:00:0021USDJPYsellout0.1113.940210.00-0.69110.5810 574.37
2016.07.22 23:00:0022USDJPYsellin0.1106.130220.000.000.0010 574.37
2016.07.29 23:00:0023USDJPYbuyout0.1102.070230.00-3.87397.7710 968.27
2016.10.14 23:00:0024USDJPYsellin0.1104.231240.000.000.0010 968.27
2016.10.21 23:00:0025USDJPYbuyout0.1103.828250.00-3.9338.8111 003.15
2017.01.13 23:00:0026USDJPYbuyin0.1114.577260.000.000.0011 003.15
2017.01.20 23:00:0027USDJPYsellout0.1114.484270.00-0.69-8.1210 994.34
2017.02.17 23:00:0028USDJPYbuyin0.1112.919280.000.000.0010 994.34
2017.02.24 23:00:0029USDJPYsellout0.1112.091290.00-0.69-73.8710 919.78
2017.08.25 23:00:0030USDJPYbuyin0.1109.279300.000.000.0010 919.78
2017.09.01 23:00:0031USDJPYsellout0.1110.259310.00-0.7088.8811 007.96
2017.09.29 23:00:0032USDJPYsellin0.1112.520320.000.000.0011 007.96
2017.10.06 23:00:0033USDJPYbuyout0.1112.663330.00-3.63-12.6910 991.64
2017.10.13 23:00:0034USDJPYsellin0.1111.876340.000.000.0010 991.64
2017.10.20 23:00:0035USDJPYbuyout0.1113.517350.00-3.63-144.5610 843.45
2018.03.02 23:00:0036USDJPYbuyin0.1105.723360.000.000.0010 843.45
2018.03.09 23:00:0037USDJPYsellout0.1106.811370.00-0.71101.8610 944.60
2018.04.13 23:00:0038USDJPYsellin0.1107.368380.000.000.0010 944.60
2018.04.27 23:00:0039USDJPYbuyout0.1109.059390.00-7.52-155.0510 782.03
2018.07.27 23:00:0040USDJPYsellin0.1110.994400.000.000.0010 782.03
2018.08.03 23:00:0041USDJPYbuyout0.1111.223410.00-3.64-20.5910 757.80
2018.08.24 23:00:0042USDJPYbuyin0.1111.182420.000.000.0010 757.80
2018.08.31 23:00:0043USDJPYsellout0.1111.081430.00-0.69-9.0910 748.02
2018.12.07 23:00:0044USDJPYbuyin0.1112.634440.000.000.0010 748.02
2018.12.14 23:00:0045USDJPYsellout0.1113.386450.00-0.6966.3210 813.65
2019.02.08 23:00:0046USDJPYbuyin0.1109.800460.000.000.0010 813.65
2019.02.15 23:00:0047USDJPYsellout0.1110.402470.00-0.7054.5310 867.48
2019.08.23 23:00:0048USDJPYbuyin0.1105.342480.000.000.0010 867.48
2019.08.30 23:00:0049USDJPYsellout0.1106.235490.00-0.7184.0610 950.83
2019.11.08 23:00:0050USDJPYsellin0.1109.209500.000.000.0010 950.83
2019.11.15 23:00:0051USDJPYbuyout0.1108.815510.00-3.7336.2110 983.31
2020.04.10 23:00:0052USDJPYbuyin0.1108.398520.000.000.0010 983.31
2020.04.17 23:00:0053USDJPYsellout0.1107.581530.00-0.71-75.9410 906.66
2020.07.10 23:00:0054USDJPYsellin0.1106.921540.000.000.0010 906.66
2020.07.17 23:00:0055USDJPYbuyout0.1106.952550.00-3.79-2.9010 899.97
2020.07.17 23:00:0056USDJPYbuyin0.1106.952560.000.000.0010 899.97
2020.07.24 23:00:0057USDJPYsellout0.1105.962570.00-0.71-93.4310 805.83
0.00 -53.84 859.67 10 805.83