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=15 | ||||||||||||
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: | -4 226.21 | Balance Drawdown Absolute: | 4 226.21 | Equity Drawdown Absolute: | 4 361.61 | |||||||
Gross Profit: | 866.65 | Balance Drawdown Maximal: | 4 226.21 (42.26%) | Equity Drawdown Maximal: | 4 487.78 (44.32%) | |||||||
Gross Loss: | -5 092.86 | Balance Drawdown Relative: | 42.26% (4 226.21) | Equity Drawdown Relative: | 44.32% (4 487.78) | |||||||
Profit Factor: | 0.17 | Expected Payoff: | -384.20 | Margin Level: | 5638.39% | |||||||
Recovery Factor: | -0.94 | Sharpe Ratio: | -0.74 | Z-Score: | -0.90 (63.19%) | |||||||
AHPR: | 0.9534 (-4.66%) | LR Correlation: | -0.94 | OnTester result: | 0 | |||||||
GHPR: | 0.9513 (-4.87%) | LR Standard Error: | 452.34 | |||||||||
Total Trades: | 11 | Short Trades (won %): | 6 (16.67%) | Long Trades (won %): | 5 (20.00%) | |||||||
Total Deals: | 22 | Profit Trades (% of total): | 2 (18.18%) | Loss Trades (% of total): | 9 (81.82%) | |||||||
Largest profit trade: | 439.12 | Largest loss trade: | -1 516.02 | |||||||||
Average profit trade: | 433.33 | Average loss trade: | -565.87 | |||||||||
Maximum consecutive wins ($): | 2 (866.65) | Maximum consecutive losses ($): | 8 (-3 576.84) | |||||||||
Maximal consecutive profit (count): | 866.65 (2) | Maximal consecutive loss (count): | -3 576.84 (8) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 5 | |||||||||
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Correlation (Profits,MFE): | 0.24 | Correlation (Profits,MAE): | 0.93 | Correlation (MFE,MAE): | -0.0096 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 11760:00:00 | Average position holding time: | 4156:27:16 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.05.02 23:00:00 | 2 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.02 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 3 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.09 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 4 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.09 23:00:00 | filled | |||||
2015.08.14 23:00:00 | 5 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.08.14 23:00:00 | filled | |||||
2015.08.14 23:00:00 | 6 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.08.14 23:00:00 | filled | |||||
2015.09.04 23:00:00 | 7 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.09.04 23:00:00 | filled | |||||
2015.09.04 23:00:00 | 8 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.09.04 23:00:00 | filled | |||||
2016.07.22 23:00:00 | 9 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.07.22 23:00:00 | filled | |||||
2016.07.22 23:00:00 | 10 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.07.22 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 11 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.02.03 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 12 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.02.03 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 13 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.04.27 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 14 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.04.27 23:00:00 | filled | |||||
2018.08.24 23:00:00 | 15 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.08.24 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 | |||||
2020.07.10 23:00:00 | 17 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.07.10 23:00:00 | filled | |||||
2020.07.10 23:00:00 | 18 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.07.10 23:00:00 | filled | |||||
2020.07.17 23:00:00 | 19 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.07.17 23:00:00 | filled | |||||
2020.07.17 23:00:00 | 20 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.07.17 23:00:00 | filled | |||||
2020.08.14 23:00:00 | 21 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.08.14 23:00:00 | filled | |||||
2020.08.14 23:00:00 | 22 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.08.14 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 23 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2021.08.20 23:59:59 | filled | end of test | ||||
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 | ||||||
2014.05.02 23:00:00 | 2 | USDJPY | sell | in | 0.1 | 102.210 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2015.01.09 23:00:00 | 3 | USDJPY | buy | out | 0.1 | 118.570 | 3 | 0.00 | -136.24 | -1 379.78 | 8 483.98 | |
2015.01.09 23:00:00 | 4 | USDJPY | buy | in | 0.1 | 118.570 | 4 | 0.00 | 0.00 | 0.00 | 8 483.98 | |
2015.08.14 23:00:00 | 5 | USDJPY | sell | out | 0.1 | 124.270 | 5 | 0.00 | -19.56 | 458.68 | 8 923.10 | |
2015.08.14 23:00:00 | 6 | USDJPY | sell | in | 0.1 | 124.270 | 6 | 0.00 | 0.00 | 0.00 | 8 923.10 | |
2015.09.04 23:00:00 | 7 | USDJPY | buy | out | 0.1 | 119.060 | 7 | 0.00 | -10.06 | 437.59 | 9 350.63 | |
2015.09.04 23:00:00 | 8 | USDJPY | buy | in | 0.1 | 119.060 | 8 | 0.00 | 0.00 | 0.00 | 9 350.63 | |
2016.07.22 23:00:00 | 9 | USDJPY | sell | out | 0.1 | 106.130 | 9 | 0.00 | -30.83 | -1 218.32 | 8 101.48 | |
2016.07.22 23:00:00 | 10 | USDJPY | sell | in | 0.1 | 106.130 | 10 | 0.00 | 0.00 | 0.00 | 8 101.48 | |
2017.02.03 23:00:00 | 11 | USDJPY | buy | out | 0.1 | 112.693 | 11 | 0.00 | -106.17 | -582.38 | 7 412.93 | |
2017.02.03 23:00:00 | 12 | USDJPY | buy | in | 0.1 | 112.693 | 12 | 0.00 | 0.00 | 0.00 | 7 412.93 | |
2018.04.27 23:00:00 | 13 | USDJPY | sell | out | 0.1 | 109.056 | 13 | 0.00 | -44.55 | -333.50 | 7 034.88 | |
2018.04.27 23:00:00 | 14 | USDJPY | sell | in | 0.1 | 109.056 | 14 | 0.00 | 0.00 | 0.00 | 7 034.88 | |
2018.08.24 23:00:00 | 15 | USDJPY | buy | out | 0.1 | 111.182 | 15 | 0.00 | -62.60 | -191.22 | 6 781.06 | |
2018.08.24 23:00:00 | 16 | USDJPY | buy | in | 0.1 | 111.182 | 16 | 0.00 | 0.00 | 0.00 | 6 781.06 | |
2020.07.10 23:00:00 | 17 | USDJPY | sell | out | 0.1 | 106.921 | 17 | 0.00 | -68.56 | -398.52 | 6 313.98 | |
2020.07.10 23:00:00 | 18 | USDJPY | sell | in | 0.1 | 106.921 | 18 | 0.00 | 0.00 | 0.00 | 6 313.98 | |
2020.07.17 23:00:00 | 19 | USDJPY | buy | out | 0.1 | 106.952 | 19 | 0.00 | -3.79 | -2.90 | 6 307.29 | |
2020.07.17 23:00:00 | 20 | USDJPY | buy | in | 0.1 | 106.952 | 20 | 0.00 | 0.00 | 0.00 | 6 307.29 | |
2020.08.14 23:00:00 | 21 | USDJPY | sell | out | 0.1 | 106.582 | 21 | 0.00 | -2.84 | -34.72 | 6 269.73 | |
2020.08.14 23:00:00 | 22 | USDJPY | sell | in | 0.1 | 106.582 | 22 | 0.00 | 0.00 | 0.00 | 6 269.73 | |
2021.08.20 23:59:59 | 23 | USDJPY | buy | out | 0.1 | 109.812 | 23 | 0.00 | -201.80 | -294.14 | 5 773.79 | end of test |
0.00 | -687.00 | -3 539.21 | 5 773.79 | |||||||||