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=9
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: -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
Graph
Graph
Correlation (Profits,MFE): 0.16 Correlation (Profits,MAE): 0.90 Correlation (MFE,MAE): -0.1097
Graph
Minimal position holding time: 120:00:00 Maximal position holding time: 9600:00:00 Average position holding time: 3790:04:59
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
2015.01.09 23:00:003USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2015.01.09 23:00:004USDJPYbuy0.1 / 0.10.0002015.01.09 23:00:00filled
2016.07.22 23:00:005USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2016.07.22 23:00:006USDJPYsell0.1 / 0.10.0002016.07.22 23:00:00filled
2017.01.13 23:00:007USDJPYbuy0.1 / 0.10.0002017.01.13 23:00:00filled
2017.01.13 23:00:008USDJPYbuy0.1 / 0.10.0002017.01.13 23:00:00filled
2017.09.29 23:00:009USDJPYsell0.1 / 0.10.0002017.09.29 23:00:00filled
2017.09.29 23:00:0010USDJPYsell0.1 / 0.10.0002017.09.29 23:00:00filled
2018.03.02 23:00:0011USDJPYbuy0.1 / 0.10.0002018.03.02 23:00:00filled
2018.03.02 23:00:0012USDJPYbuy0.1 / 0.10.0002018.03.02 23:00:00filled
2018.04.13 23:00:0013USDJPYsell0.1 / 0.10.0002018.04.13 23:00:00filled
2018.04.13 23:00:0014USDJPYsell0.1 / 0.10.0002018.04.13 23:00:00filled
2018.08.24 23:00:0015USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2018.08.24 23:00:0016USDJPYbuy0.1 / 0.10.0002018.08.24 23:00:00filled
2019.11.08 23:00:0017USDJPYsell0.1 / 0.10.0002019.11.08 23:00:00filled
2019.11.08 23:00:0018USDJPYsell0.1 / 0.10.0002019.11.08 23:00:00filled
2020.04.10 23:00:0019USDJPYbuy0.1 / 0.10.0002020.04.10 23:00:00filled
2020.04.10 23:00:0020USDJPYbuy0.1 / 0.10.0002020.04.10 23:00:00filled
2020.07.10 23:00:0021USDJPYsell0.1 / 0.10.0002020.07.10 23:00:00filled
2020.07.10 23:00:0022USDJPYsell0.1 / 0.10.0002020.07.10 23:00:00filled
2020.07.17 23:00:0023USDJPYbuy0.1 / 0.10.0002020.07.17 23:00:00filled
2020.07.17 23:00:0024USDJPYbuy0.1 / 0.10.0002020.07.17 23:00:00filled
2021.08.20 23:59:5925USDJPYsell0.1 / 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
2014.05.16 23:00:002USDJPYsellin0.1101.52020.000.000.0010 000.00
2015.01.09 23:00:003USDJPYbuyout0.1118.57030.00-128.26-1 437.978 433.77
2015.01.09 23:00:004USDJPYbuyin0.1118.57040.000.000.008 433.77
2016.07.22 23:00:005USDJPYsellout0.1106.13050.00-52.28-1 172.157 209.34
2016.07.22 23:00:006USDJPYsellin0.1106.13060.000.000.007 209.34
2017.01.13 23:00:007USDJPYbuyout0.1114.57770.00-95.41-737.236 376.70
2017.01.13 23:00:008USDJPYbuyin0.1114.57780.000.000.006 376.70
2017.09.29 23:00:009USDJPYsellout0.1112.52090.00-25.70-182.816 168.19
2017.09.29 23:00:0010USDJPYsellin0.1112.520100.000.000.006 168.19
2018.03.02 23:00:0011USDJPYbuyout0.1105.723110.00-80.39642.916 730.71
2018.03.02 23:00:0012USDJPYbuyin0.1105.723120.000.000.006 730.71
2018.04.13 23:00:0013USDJPYsellout0.1107.368130.00-4.26153.216 879.66
2018.04.13 23:00:0014USDJPYsellin0.1107.368140.000.000.006 879.66
2018.08.24 23:00:0015USDJPYbuyout0.1111.182150.00-70.12-343.046 466.50
2018.08.24 23:00:0016USDJPYbuyin0.1111.182160.000.000.006 466.50
2019.11.08 23:00:0017USDJPYsellout0.1109.209170.00-43.93-180.666 241.91
2019.11.08 23:00:0018USDJPYsellin0.1109.209180.000.000.006 241.91
2020.04.10 23:00:0019USDJPYbuyout0.1108.398190.00-82.2074.826 234.53
2020.04.10 23:00:0020USDJPYbuyin0.1108.398200.000.000.006 234.53
2020.07.10 23:00:0021USDJPYsellout0.1106.921210.00-9.20-138.146 087.19
2020.07.10 23:00:0022USDJPYsellin0.1106.921220.000.000.006 087.19
2020.07.17 23:00:0023USDJPYbuyout0.1106.952230.00-3.79-2.906 080.50
2020.07.17 23:00:0024USDJPYbuyin0.1106.952240.000.000.006 080.50
2021.08.20 23:59:5925USDJPYsellout0.1109.782250.00-40.65257.786 297.63end of test
0.00 -636.19 -3 066.18 6 297.63