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=4 | ||||||||||||
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: | 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 | |||||||||
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Correlation (Profits,MFE): | 0.91 | Correlation (Profits,MAE): | 0.54 | Correlation (MFE,MAE): | 0.3637 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 240:00:00 | Average position holding time: | 124:17:08 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.05.16 23:00:00 | 2 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.16 23:00:00 | filled | |||||
2014.05.23 23:00:00 | 3 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.05.23 23:00:00 | filled | |||||
2014.05.30 23:00:00 | 4 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.30 23:00:00 | filled | |||||
2014.06.06 23:00:00 | 5 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.06.06 23:00:00 | filled | |||||
2015.01.09 23:00:00 | 6 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.09 23:00:00 | filled | |||||
2015.01.16 23:00:00 | 7 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.01.16 23:00:00 | filled | |||||
2015.01.30 23:00:00 | 8 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.01.30 23:00:00 | filled | |||||
2015.02.06 23:00:00 | 9 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.02.06 23:00:00 | filled | |||||
2015.02.27 23:00:00 | 10 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.02.27 23:00:00 | filled | |||||
2015.03.06 23:00:00 | 11 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.03.06 23:00:00 | filled | |||||
2015.04.03 23:00:00 | 12 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.04.03 23:00:00 | filled | |||||
2015.04.10 23:00:00 | 13 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.04.10 23:00:00 | filled | |||||
2015.07.10 23:00:00 | 14 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.07.10 23:00:00 | filled | |||||
2015.07.17 23:00:00 | 15 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.07.17 23:00:00 | filled | |||||
2015.09.04 23:00:00 | 16 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.09.04 23:00:00 | filled | |||||
2015.09.11 23:00:00 | 17 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.09.11 23:00:00 | filled | |||||
2015.10.16 23:00:00 | 18 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.10.16 23:00:00 | filled | |||||
2015.10.23 23:00:00 | 19 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.10.23 23:00:00 | filled | |||||
2016.02.19 23:00:00 | 20 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.02.19 23:00:00 | filled | |||||
2016.02.26 23:00:00 | 21 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.02.26 23:00:00 | filled | |||||
2016.07.22 23:00:00 | 22 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.07.22 23:00:00 | filled | |||||
2016.07.29 23:00:00 | 23 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.07.29 23:00:00 | filled | |||||
2016.10.14 23:00:00 | 24 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.10.14 23:00:00 | filled | |||||
2016.10.21 23:00:00 | 25 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.10.21 23:00:00 | filled | |||||
2017.01.13 23:00:00 | 26 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.01.13 23:00:00 | filled | |||||
2017.01.20 23:00:00 | 27 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.01.20 23:00:00 | filled | |||||
2017.02.17 23:00:00 | 28 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.02.17 23:00:00 | filled | |||||
2017.02.24 23:00:00 | 29 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.02.24 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 30 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.08.25 23:00:00 | filled | |||||
2017.09.01 23:00:00 | 31 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.09.01 23:00:00 | filled | |||||
2017.09.29 23:00:00 | 32 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.09.29 23:00:00 | filled | |||||
2017.10.06 23:00:00 | 33 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.10.06 23:00:00 | filled | |||||
2017.10.13 23:00:00 | 34 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.10.13 23:00:00 | filled | |||||
2017.10.20 23:00:00 | 35 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.10.20 23:00:00 | filled | |||||
2018.03.02 23:00:00 | 36 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.03.02 23:00:00 | filled | |||||
2018.03.09 23:00:00 | 37 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.03.09 23:00:00 | filled | |||||
2018.04.13 23:00:00 | 38 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.04.13 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 39 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.04.27 23:00:00 | filled | |||||
2018.07.27 23:00:00 | 40 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.07.27 23:00:00 | filled | |||||
2018.08.03 23:00:00 | 41 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.08.03 23:00:00 | filled | |||||
2018.08.24 23:00:00 | 42 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.08.24 23:00:00 | filled | |||||
2018.08.31 23:00:00 | 43 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.08.31 23:00:00 | filled | |||||
2018.12.07 23:00:00 | 44 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.12.07 23:00:00 | filled | |||||
2018.12.14 23:00:00 | 45 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.12.14 23:00:00 | filled | |||||
2019.02.08 23:00:00 | 46 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2019.02.08 23:00:00 | filled | |||||
2019.02.15 23:00:00 | 47 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.02.15 23:00:00 | filled | |||||
2019.08.23 23:00:00 | 48 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2019.08.23 23:00:00 | filled | |||||
2019.08.30 23:00:00 | 49 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.08.30 23:00:00 | filled | |||||
2019.11.08 23:00:00 | 50 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.11.08 23:00:00 | filled | |||||
2019.11.15 23:00:00 | 51 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2019.11.15 23:00:00 | filled | |||||
2020.04.10 23:00:00 | 52 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.04.10 23:00:00 | filled | |||||
2020.04.17 23:00:00 | 53 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.04.17 23:00:00 | filled | |||||
2020.07.10 23:00:00 | 54 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.07.10 23:00:00 | filled | |||||
2020.07.17 23:00:00 | 55 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.07.17 23:00:00 | filled | |||||
2020.07.17 23:00:00 | 56 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.07.17 23:00:00 | filled | |||||
2020.07.24 23:00:00 | 57 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.07.24 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 | ||||||
2014.05.16 23:00:00 | 2 | USDJPY | sell | in | 0.1 | 101.520 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.05.23 23:00:00 | 3 | USDJPY | buy | out | 0.1 | 101.990 | 3 | 0.00 | -4.00 | -46.08 | 9 949.92 | |
2014.05.30 23:00:00 | 4 | USDJPY | sell | in | 0.1 | 101.780 | 4 | 0.00 | 0.00 | 0.00 | 9 949.92 | |
2014.06.06 23:00:00 | 5 | USDJPY | buy | out | 0.1 | 102.560 | 5 | 0.00 | -3.98 | -76.05 | 9 869.89 | |
2015.01.09 23:00:00 | 6 | USDJPY | buy | in | 0.1 | 118.570 | 6 | 0.00 | 0.00 | 0.00 | 9 869.89 | |
2015.01.16 23:00:00 | 7 | USDJPY | sell | out | 0.1 | 117.610 | 7 | 0.00 | -0.64 | -81.63 | 9 787.62 | |
2015.01.30 23:00:00 | 8 | USDJPY | buy | in | 0.1 | 117.440 | 8 | 0.00 | 0.00 | 0.00 | 9 787.62 | |
2015.02.06 23:00:00 | 9 | USDJPY | sell | out | 0.1 | 118.830 | 9 | 0.00 | -0.64 | 116.97 | 9 903.95 | |
2015.02.27 23:00:00 | 10 | USDJPY | buy | in | 0.1 | 119.650 | 10 | 0.00 | 0.00 | 0.00 | 9 903.95 | |
2015.03.06 23:00:00 | 11 | USDJPY | sell | out | 0.1 | 120.690 | 11 | 0.00 | -0.63 | 86.17 | 9 989.49 | |
2015.04.03 23:00:00 | 12 | USDJPY | buy | in | 0.1 | 118.980 | 12 | 0.00 | 0.00 | 0.00 | 9 989.49 | |
2015.04.10 23:00:00 | 13 | USDJPY | sell | out | 0.1 | 120.170 | 13 | 0.00 | -0.63 | 99.03 | 10 087.89 | |
2015.07.10 23:00:00 | 14 | USDJPY | buy | in | 0.1 | 122.850 | 14 | 0.00 | 0.00 | 0.00 | 10 087.89 | |
2015.07.17 23:00:00 | 15 | USDJPY | sell | out | 0.1 | 124.050 | 15 | 0.00 | -0.63 | 96.74 | 10 184.00 | |
2015.09.04 23:00:00 | 16 | USDJPY | buy | in | 0.1 | 119.060 | 16 | 0.00 | 0.00 | 0.00 | 10 184.00 | |
2015.09.11 23:00:00 | 17 | USDJPY | sell | out | 0.1 | 120.550 | 17 | 0.00 | -0.63 | 123.60 | 10 306.97 | |
2015.10.16 23:00:00 | 18 | USDJPY | buy | in | 0.1 | 119.490 | 18 | 0.00 | 0.00 | 0.00 | 10 306.97 | |
2015.10.23 23:00:00 | 19 | USDJPY | sell | out | 0.1 | 121.410 | 19 | 0.00 | -0.63 | 158.14 | 10 464.48 | |
2016.02.19 23:00:00 | 20 | USDJPY | buy | in | 0.1 | 112.680 | 20 | 0.00 | 0.00 | 0.00 | 10 464.48 | |
2016.02.26 23:00:00 | 21 | USDJPY | sell | out | 0.1 | 113.940 | 21 | 0.00 | -0.69 | 110.58 | 10 574.37 | |
2016.07.22 23:00:00 | 22 | USDJPY | sell | in | 0.1 | 106.130 | 22 | 0.00 | 0.00 | 0.00 | 10 574.37 | |
2016.07.29 23:00:00 | 23 | USDJPY | buy | out | 0.1 | 102.070 | 23 | 0.00 | -3.87 | 397.77 | 10 968.27 | |
2016.10.14 23:00:00 | 24 | USDJPY | sell | in | 0.1 | 104.231 | 24 | 0.00 | 0.00 | 0.00 | 10 968.27 | |
2016.10.21 23:00:00 | 25 | USDJPY | buy | out | 0.1 | 103.828 | 25 | 0.00 | -3.93 | 38.81 | 11 003.15 | |
2017.01.13 23:00:00 | 26 | USDJPY | buy | in | 0.1 | 114.577 | 26 | 0.00 | 0.00 | 0.00 | 11 003.15 | |
2017.01.20 23:00:00 | 27 | USDJPY | sell | out | 0.1 | 114.484 | 27 | 0.00 | -0.69 | -8.12 | 10 994.34 | |
2017.02.17 23:00:00 | 28 | USDJPY | buy | in | 0.1 | 112.919 | 28 | 0.00 | 0.00 | 0.00 | 10 994.34 | |
2017.02.24 23:00:00 | 29 | USDJPY | sell | out | 0.1 | 112.091 | 29 | 0.00 | -0.69 | -73.87 | 10 919.78 | |
2017.08.25 23:00:00 | 30 | USDJPY | buy | in | 0.1 | 109.279 | 30 | 0.00 | 0.00 | 0.00 | 10 919.78 | |
2017.09.01 23:00:00 | 31 | USDJPY | sell | out | 0.1 | 110.259 | 31 | 0.00 | -0.70 | 88.88 | 11 007.96 | |
2017.09.29 23:00:00 | 32 | USDJPY | sell | in | 0.1 | 112.520 | 32 | 0.00 | 0.00 | 0.00 | 11 007.96 | |
2017.10.06 23:00:00 | 33 | USDJPY | buy | out | 0.1 | 112.663 | 33 | 0.00 | -3.63 | -12.69 | 10 991.64 | |
2017.10.13 23:00:00 | 34 | USDJPY | sell | in | 0.1 | 111.876 | 34 | 0.00 | 0.00 | 0.00 | 10 991.64 | |
2017.10.20 23:00:00 | 35 | USDJPY | buy | out | 0.1 | 113.517 | 35 | 0.00 | -3.63 | -144.56 | 10 843.45 | |
2018.03.02 23:00:00 | 36 | USDJPY | buy | in | 0.1 | 105.723 | 36 | 0.00 | 0.00 | 0.00 | 10 843.45 | |
2018.03.09 23:00:00 | 37 | USDJPY | sell | out | 0.1 | 106.811 | 37 | 0.00 | -0.71 | 101.86 | 10 944.60 | |
2018.04.13 23:00:00 | 38 | USDJPY | sell | in | 0.1 | 107.368 | 38 | 0.00 | 0.00 | 0.00 | 10 944.60 | |
2018.04.27 23:00:00 | 39 | USDJPY | buy | out | 0.1 | 109.059 | 39 | 0.00 | -7.52 | -155.05 | 10 782.03 | |
2018.07.27 23:00:00 | 40 | USDJPY | sell | in | 0.1 | 110.994 | 40 | 0.00 | 0.00 | 0.00 | 10 782.03 | |
2018.08.03 23:00:00 | 41 | USDJPY | buy | out | 0.1 | 111.223 | 41 | 0.00 | -3.64 | -20.59 | 10 757.80 | |
2018.08.24 23:00:00 | 42 | USDJPY | buy | in | 0.1 | 111.182 | 42 | 0.00 | 0.00 | 0.00 | 10 757.80 | |
2018.08.31 23:00:00 | 43 | USDJPY | sell | out | 0.1 | 111.081 | 43 | 0.00 | -0.69 | -9.09 | 10 748.02 | |
2018.12.07 23:00:00 | 44 | USDJPY | buy | in | 0.1 | 112.634 | 44 | 0.00 | 0.00 | 0.00 | 10 748.02 | |
2018.12.14 23:00:00 | 45 | USDJPY | sell | out | 0.1 | 113.386 | 45 | 0.00 | -0.69 | 66.32 | 10 813.65 | |
2019.02.08 23:00:00 | 46 | USDJPY | buy | in | 0.1 | 109.800 | 46 | 0.00 | 0.00 | 0.00 | 10 813.65 | |
2019.02.15 23:00:00 | 47 | USDJPY | sell | out | 0.1 | 110.402 | 47 | 0.00 | -0.70 | 54.53 | 10 867.48 | |
2019.08.23 23:00:00 | 48 | USDJPY | buy | in | 0.1 | 105.342 | 48 | 0.00 | 0.00 | 0.00 | 10 867.48 | |
2019.08.30 23:00:00 | 49 | USDJPY | sell | out | 0.1 | 106.235 | 49 | 0.00 | -0.71 | 84.06 | 10 950.83 | |
2019.11.08 23:00:00 | 50 | USDJPY | sell | in | 0.1 | 109.209 | 50 | 0.00 | 0.00 | 0.00 | 10 950.83 | |
2019.11.15 23:00:00 | 51 | USDJPY | buy | out | 0.1 | 108.815 | 51 | 0.00 | -3.73 | 36.21 | 10 983.31 | |
2020.04.10 23:00:00 | 52 | USDJPY | buy | in | 0.1 | 108.398 | 52 | 0.00 | 0.00 | 0.00 | 10 983.31 | |
2020.04.17 23:00:00 | 53 | USDJPY | sell | out | 0.1 | 107.581 | 53 | 0.00 | -0.71 | -75.94 | 10 906.66 | |
2020.07.10 23:00:00 | 54 | USDJPY | sell | in | 0.1 | 106.921 | 54 | 0.00 | 0.00 | 0.00 | 10 906.66 | |
2020.07.17 23:00:00 | 55 | USDJPY | buy | out | 0.1 | 106.952 | 55 | 0.00 | -3.79 | -2.90 | 10 899.97 | |
2020.07.17 23:00:00 | 56 | USDJPY | buy | in | 0.1 | 106.952 | 56 | 0.00 | 0.00 | 0.00 | 10 899.97 | |
2020.07.24 23:00:00 | 57 | USDJPY | sell | out | 0.1 | 105.962 | 57 | 0.00 | -0.71 | -93.43 | 10 805.83 | |
0.00 | -53.84 | 859.67 | 10 805.83 | |||||||||