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=5
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: 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
Graph
Graph
Correlation (Profits,MFE): 0.94 Correlation (Profits,MAE): 0.51 Correlation (MFE,MAE): 0.4390
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 360:00:00 Average position holding time: 138:27:41
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2014.05.02 23:00:002USDJPYsell0.1 / 0.10.0002014.05.02 23:00:00filled
2014.05.09 23:00:003USDJPYbuy0.1 / 0.10.0002014.05.09 23:00:00filled
2014.05.30 23:00:004USDJPYsell0.1 / 0.10.0002014.05.30 23:00:00filled
2014.06.13 23:00:005USDJPYbuy0.1 / 0.10.0002014.06.13 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
2015.02.27 23:00:008USDJPYbuy0.1 / 0.10.0002015.02.27 23:00:00filled
2015.03.06 23:00:009USDJPYsell0.1 / 0.10.0002015.03.06 23:00:00filled
2015.04.03 23:00:0010USDJPYbuy0.1 / 0.10.0002015.04.03 23:00:00filled
2015.04.10 23:00:0011USDJPYsell0.1 / 0.10.0002015.04.10 23:00:00filled
2015.08.14 23:00:0012USDJPYsell0.1 / 0.10.0002015.08.14 23:00:00filled
2015.08.21 23:00:0013USDJPYbuy0.1 / 0.10.0002015.08.21 23:00:00filled
2015.09.04 23:00:0014USDJPYbuy0.1 / 0.10.0002015.09.04 23:00:00filled
2015.09.11 23:00:0015USDJPYsell0.1 / 0.10.0002015.09.11 23:00:00filled
2015.09.25 23:00:0016USDJPYbuy0.1 / 0.10.0002015.09.25 23:00:00filled
2015.10.02 23:00:0017USDJPYsell0.1 / 0.10.0002015.10.02 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
2016.05.20 23:00:0022USDJPYsell0.1 / 0.10.0002016.05.20 23:00:00filled
2016.05.27 23:00:0023USDJPYbuy0.1 / 0.10.0002016.05.27 23:00:00filled
2016.07.22 23:00:0024USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2016.07.29 23:00:0025USDJPYbuy0.1 / 0.10.0002016.07.29 23:00:00filled
2017.02.03 23:00:0026USDJPYbuy0.1 / 0.10.0002017.02.03 23:00:00filled
2017.02.10 23:00:0027USDJPYsell0.1 / 0.10.0002017.02.10 23:00:00filled
2017.08.25 23:00:0028USDJPYbuy0.1 / 0.10.0002017.08.25 23:00:00filled
2017.09.01 23:00:0029USDJPYsell0.1 / 0.10.0002017.09.01 23:00:00filled
2018.02.16 23:00:0030USDJPYbuy0.1 / 0.10.0002018.02.16 23:00:00filled
2018.02.23 23:00:0031USDJPYsell0.1 / 0.10.0002018.02.23 23:00:00filled
2018.03.09 23:00:0032USDJPYbuy0.1 / 0.10.0002018.03.09 23:00:00filled
2018.03.30 23:00:0033USDJPYsell0.1 / 0.10.0002018.03.30 23:00:00filled
2018.04.20 23:00:0034USDJPYsell0.1 / 0.10.0002018.04.20 23:00:00filled
2018.05.04 23:00:0035USDJPYbuy0.1 / 0.10.0002018.05.04 23:00:00filled
2018.06.15 23:00:0036USDJPYbuy0.1 / 0.10.0002018.06.15 23:00:00filled
2018.06.22 23:00:0037USDJPYsell0.1 / 0.10.0002018.06.22 23:00:00filled
2018.08.24 23:00:0038USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2018.08.31 23:00:0039USDJPYsell0.1 / 0.10.0002018.08.31 23:00:00filled
2018.09.21 23:00:0040USDJPYsell0.1 / 0.10.0002018.09.21 23:00:00filled
2018.09.28 23:00:0041USDJPYbuy0.1 / 0.10.0002018.09.28 23:00:00filled
2018.11.23 23:00:0042USDJPYbuy0.1 / 0.10.0002018.11.23 23:00:00filled
2018.11.30 23:00:0043USDJPYsell0.1 / 0.10.0002018.11.30 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
2019.08.23 23:00:0046USDJPYbuy0.1 / 0.10.0002019.08.23 23:00:00filled
2019.08.30 23:00:0047USDJPYsell0.1 / 0.10.0002019.08.30 23:00:00filled
2020.07.10 23:00:0048USDJPYsell0.1 / 0.10.0002020.07.10 23:00:00filled
2020.07.17 23:00:0049USDJPYbuy0.1 / 0.10.0002020.07.17 23:00:00filled
2020.07.17 23:00:0050USDJPYbuy0.1 / 0.10.0002020.07.17 23:00:00filled
2020.07.24 23:00:0051USDJPYsell0.1 / 0.10.0002020.07.24 23:00:00filled
2020.08.14 23:00:0052USDJPYsell0.1 / 0.10.0002020.08.14 23:00:00filled
2020.08.21 23:00:0053USDJPYbuy0.1 / 0.10.0002020.08.21 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
2014.05.02 23:00:002USDJPYsellin0.1102.21020.000.000.0010 000.00
2014.05.09 23:00:003USDJPYbuyout0.1101.83030.00-3.9937.3210 033.33
2014.05.30 23:00:004USDJPYsellin0.1101.78040.000.000.0010 033.33
2014.06.13 23:00:005USDJPYbuyout0.1102.01050.00-7.97-22.5510 002.81
2015.01.09 23:00:006USDJPYbuyin0.1118.57060.000.000.0010 002.81
2015.01.16 23:00:007USDJPYsellout0.1117.61070.00-0.64-81.639 920.54
2015.02.27 23:00:008USDJPYbuyin0.1119.65080.000.000.009 920.54
2015.03.06 23:00:009USDJPYsellout0.1120.69090.00-0.6386.1710 006.08
2015.04.03 23:00:0010USDJPYbuyin0.1118.980100.000.000.0010 006.08
2015.04.10 23:00:0011USDJPYsellout0.1120.170110.00-0.6399.0310 104.48
2015.08.14 23:00:0012USDJPYsellin0.1124.270120.000.000.0010 104.48
2015.08.21 23:00:0013USDJPYbuyout0.1122.110130.00-3.29176.8910 278.08
2015.09.04 23:00:0014USDJPYbuyin0.1119.060140.000.000.0010 278.08
2015.09.11 23:00:0015USDJPYsellout0.1120.550150.00-0.63123.6010 401.05
2015.09.25 23:00:0016USDJPYbuyin0.1120.600160.000.000.0010 401.05
2015.10.02 23:00:0017USDJPYsellout0.1120.100170.00-0.63-41.6310 358.79
2015.10.16 23:00:0018USDJPYbuyin0.1119.490180.000.000.0010 358.79
2015.10.23 23:00:0019USDJPYsellout0.1121.410190.00-0.63158.1410 516.30
2016.02.19 23:00:0020USDJPYbuyin0.1112.680200.000.000.0010 516.30
2016.02.26 23:00:0021USDJPYsellout0.1113.940210.00-0.69110.5810 626.19
2016.05.20 23:00:0022USDJPYsellin0.1110.150220.000.000.0010 626.19
2016.05.27 23:00:0023USDJPYbuyout0.1110.450230.00-3.70-27.1610 595.33
2016.07.22 23:00:0024USDJPYsellin0.1106.130240.000.000.0010 595.33
2016.07.29 23:00:0025USDJPYbuyout0.1102.070250.00-3.87397.7710 989.23
2017.02.03 23:00:0026USDJPYbuyin0.1112.693260.000.000.0010 989.23
2017.02.10 23:00:0027USDJPYsellout0.1113.354270.00-0.6958.3111 046.85
2017.08.25 23:00:0028USDJPYbuyin0.1109.279280.000.000.0011 046.85
2017.09.01 23:00:0029USDJPYsellout0.1110.259290.00-0.7088.8811 135.03
2018.02.16 23:00:0030USDJPYbuyin0.1106.302300.000.000.0011 135.03
2018.02.23 23:00:0031USDJPYsellout0.1106.880310.00-0.7054.0811 188.41
2018.03.09 23:00:0032USDJPYbuyin0.1106.815320.000.000.0011 188.41
2018.03.30 23:00:0033USDJPYsellout0.1106.263330.00-2.13-51.9511 134.33
2018.04.20 23:00:0034USDJPYsellin0.1107.646340.000.000.0011 134.33
2018.05.04 23:00:0035USDJPYbuyout0.1109.096350.00-7.44-132.9110 993.98
2018.06.15 23:00:0036USDJPYbuyin0.1110.611360.000.000.0010 993.98
2018.06.22 23:00:0037USDJPYsellout0.1109.977370.00-0.70-57.6510 935.63
2018.08.24 23:00:0038USDJPYbuyin0.1111.182380.000.000.0010 935.63
2018.08.31 23:00:0039USDJPYsellout0.1111.081390.00-0.69-9.0910 925.85
2018.09.21 23:00:0040USDJPYsellin0.1112.564400.000.000.0010 925.85
2018.09.28 23:00:0041USDJPYbuyout0.1113.622410.00-3.61-93.1210 829.12
2018.11.23 23:00:0042USDJPYbuyin0.1112.911420.000.000.0010 829.12
2018.11.30 23:00:0043USDJPYsellout0.1113.502430.00-0.6952.0710 880.50
2018.12.07 23:00:0044USDJPYbuyin0.1112.634440.000.000.0010 880.50
2018.12.14 23:00:0045USDJPYsellout0.1113.386450.00-0.6966.3210 946.13
2019.08.23 23:00:0046USDJPYbuyin0.1105.342460.000.000.0010 946.13
2019.08.30 23:00:0047USDJPYsellout0.1106.235470.00-0.7184.0611 029.48
2020.07.10 23:00:0048USDJPYsellin0.1106.921480.000.000.0011 029.48
2020.07.17 23:00:0049USDJPYbuyout0.1106.952490.00-3.79-2.9011 022.79
2020.07.17 23:00:0050USDJPYbuyin0.1106.952500.000.000.0011 022.79
2020.07.24 23:00:0051USDJPYsellout0.1105.962510.00-0.71-93.4310 928.65
2020.08.14 23:00:0052USDJPYsellin0.1106.582520.000.000.0010 928.65
2020.08.21 23:00:0053USDJPYbuyout0.1105.832530.00-3.8470.8710 995.68
0.00 -54.39 1 050.07 10 995.68