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=32 | ||||||||||||
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: | 1 028.31 | Balance Drawdown Absolute: | 352.91 | Equity Drawdown Absolute: | 628.78 | |||||||
Gross Profit: | 4 817.55 | Balance Drawdown Maximal: | 1 032.09 (9.10%) | Equity Drawdown Maximal: | 1 824.43 (15.45%) | |||||||
Gross Loss: | -3 789.24 | Balance Drawdown Relative: | 9.10% (1 032.09) | Equity Drawdown Relative: | 15.45% (1 824.43) | |||||||
Profit Factor: | 1.27 | Expected Payoff: | 20.99 | Margin Level: | 9371.22% | |||||||
Recovery Factor: | 0.56 | Sharpe Ratio: | 0.10 | Z-Score: | -0.05 (3.99%) | |||||||
AHPR: | 1.0023 (0.23%) | LR Correlation: | 0.66 | OnTester result: | 0 | |||||||
GHPR: | 1.0020 (0.20%) | LR Standard Error: | 302.11 | |||||||||
Total Trades: | 49 | Short Trades (won %): | 24 (45.83%) | Long Trades (won %): | 25 (36.00%) | |||||||
Total Deals: | 98 | Profit Trades (% of total): | 20 (40.82%) | Loss Trades (% of total): | 29 (59.18%) | |||||||
Largest profit trade: | 751.04 | Largest loss trade: | -489.99 | |||||||||
Average profit trade: | 240.88 | Average loss trade: | -130.66 | |||||||||
Maximum consecutive wins ($): | 4 (1 090.19) | Maximum consecutive losses ($): | 6 (-981.08) | |||||||||
Maximal consecutive profit (count): | 1 090.19 (4) | Maximal consecutive loss (count): | -981.08 (6) | |||||||||
Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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Correlation (Profits,MFE): | 0.71 | Correlation (Profits,MAE): | 0.43 | Correlation (MFE,MAE): | 0.0018 | |||||||
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Minimal position holding time: | 120:00:00 | Maximal position holding time: | 3840:00:00 | Average position holding time: | 962:28:09 | |||||||
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Orders |
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Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
2014.02.07 23:00:00 | 2 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.02.07 23:00:00 | filled | |||||
2014.02.28 23:00:00 | 3 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.02.28 23:00:00 | filled | |||||
2014.02.28 23:00:00 | 4 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.02.28 23:00:00 | filled | |||||
2014.05.02 23:00:00 | 5 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.05.02 23:00:00 | filled | |||||
2014.05.02 23:00:00 | 6 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.05.02 23:00:00 | filled | |||||
2014.05.23 23:00:00 | 7 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.23 23:00:00 | filled | |||||
2014.05.23 23:00:00 | 8 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.05.23 23:00:00 | filled | |||||
2014.06.06 23:00:00 | 9 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.06.06 23:00:00 | filled | |||||
2014.06.06 23:00:00 | 10 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.06.06 23:00:00 | filled | |||||
2014.07.04 23:00:00 | 11 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.07.04 23:00:00 | filled | |||||
2014.07.04 23:00:00 | 12 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.07.04 23:00:00 | filled | |||||
2014.08.01 23:00:00 | 13 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.08.01 23:00:00 | filled | |||||
2014.08.01 23:00:00 | 14 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.08.01 23:00:00 | filled | |||||
2014.09.26 23:00:00 | 15 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.09.26 23:00:00 | filled | |||||
2014.09.26 23:00:00 | 16 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2014.09.26 23:00:00 | filled | |||||
2014.11.07 23:00:00 | 17 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.11.07 23:00:00 | filled | |||||
2014.11.07 23:00:00 | 18 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2014.11.07 23:00:00 | filled | |||||
2015.02.20 23:00:00 | 19 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.02.20 23:00:00 | filled | |||||
2015.02.20 23:00:00 | 20 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.02.20 23:00:00 | filled | |||||
2015.05.08 23:00:00 | 21 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.05.08 23:00:00 | filled | |||||
2015.05.08 23:00:00 | 22 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.05.08 23:00:00 | filled | |||||
2015.06.05 23:00:00 | 23 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.06.05 23:00:00 | filled | |||||
2015.06.05 23:00:00 | 24 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.06.05 23:00:00 | filled | |||||
2015.06.12 23:00:00 | 25 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.06.12 23:00:00 | filled | |||||
2015.06.12 23:00:00 | 26 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.06.12 23:00:00 | filled | |||||
2015.07.03 23:00:00 | 27 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.07.03 23:00:00 | filled | |||||
2015.07.03 23:00:00 | 28 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.07.03 23:00:00 | filled | |||||
2015.07.24 23:00:00 | 29 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.07.24 23:00:00 | filled | |||||
2015.07.24 23:00:00 | 30 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.07.24 23:00:00 | filled | |||||
2015.08.28 23:00:00 | 31 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.08.28 23:00:00 | filled | |||||
2015.08.28 23:00:00 | 32 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2015.08.28 23:00:00 | filled | |||||
2015.11.13 23:00:00 | 33 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.11.13 23:00:00 | filled | |||||
2015.11.13 23:00:00 | 34 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2015.11.13 23:00:00 | filled | |||||
2016.01.08 23:00:00 | 35 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.01.08 23:00:00 | filled | |||||
2016.01.08 23:00:00 | 36 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.01.08 23:00:00 | filled | |||||
2016.03.04 23:00:00 | 37 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.03.04 23:00:00 | filled | |||||
2016.03.04 23:00:00 | 38 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.03.04 23:00:00 | filled | |||||
2016.03.11 23:00:00 | 39 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.03.11 23:00:00 | filled | |||||
2016.03.11 23:00:00 | 40 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.03.11 23:00:00 | filled | |||||
2016.04.15 23:00:00 | 41 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.04.15 23:00:00 | filled | |||||
2016.04.15 23:00:00 | 42 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.04.15 23:00:00 | filled | |||||
2016.06.10 23:00:00 | 43 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.06.10 23:00:00 | filled | |||||
2016.06.10 23:00:00 | 44 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.06.10 23:00:00 | filled | |||||
2016.07.15 23:00:00 | 45 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.07.15 23:00:00 | filled | |||||
2016.07.15 23:00:00 | 46 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.07.15 23:00:00 | filled | |||||
2016.07.22 23:00:00 | 47 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.07.22 23:00:00 | filled | |||||
2016.07.22 23:00:00 | 48 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2016.07.22 23:00:00 | filled | |||||
2016.09.02 23:00:00 | 49 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.09.02 23:00:00 | filled | |||||
2016.09.02 23:00:00 | 50 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2016.09.02 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 51 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.02.03 23:00:00 | filled | |||||
2017.02.03 23:00:00 | 52 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.02.03 23:00:00 | filled | |||||
2017.05.12 23:00:00 | 53 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.05.12 23:00:00 | filled | |||||
2017.05.12 23:00:00 | 54 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.05.12 23:00:00 | filled | |||||
2017.06.09 23:00:00 | 55 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.06.09 23:00:00 | filled | |||||
2017.06.09 23:00:00 | 56 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.06.09 23:00:00 | filled | |||||
2017.07.21 23:00:00 | 57 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.07.21 23:00:00 | filled | |||||
2017.07.21 23:00:00 | 58 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.07.21 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 59 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.08.25 23:00:00 | filled | |||||
2017.08.25 23:00:00 | 60 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.08.25 23:00:00 | filled | |||||
2017.10.06 23:00:00 | 61 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.10.06 23:00:00 | filled | |||||
2017.10.06 23:00:00 | 62 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2017.10.06 23:00:00 | filled | |||||
2017.12.29 23:00:00 | 63 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.12.29 23:00:00 | filled | |||||
2017.12.29 23:00:00 | 64 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2017.12.29 23:00:00 | filled | |||||
2018.01.12 23:00:00 | 65 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.01.12 23:00:00 | filled | |||||
2018.01.12 23:00:00 | 66 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.01.12 23:00:00 | filled | |||||
2018.01.19 23:00:00 | 67 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.01.19 23:00:00 | filled | |||||
2018.01.19 23:00:00 | 68 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.01.19 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 69 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.04.27 23:00:00 | filled | |||||
2018.04.27 23:00:00 | 70 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.04.27 23:00:00 | filled | |||||
2018.09.14 23:00:00 | 71 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.09.14 23:00:00 | filled | |||||
2018.09.14 23:00:00 | 72 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.09.14 23:00:00 | filled | |||||
2018.09.21 23:00:00 | 73 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.09.21 23:00:00 | filled | |||||
2018.09.21 23:00:00 | 74 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.09.21 23:00:00 | filled | |||||
2018.09.28 23:00:00 | 75 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.09.28 23:00:00 | filled | |||||
2018.09.28 23:00:00 | 76 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.09.28 23:00:00 | filled | |||||
2018.11.09 23:00:00 | 77 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.11.09 23:00:00 | filled | |||||
2018.11.09 23:00:00 | 78 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2018.11.09 23:00:00 | filled | |||||
2018.12.28 23:00:00 | 79 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.12.28 23:00:00 | filled | |||||
2018.12.28 23:00:00 | 80 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2018.12.28 23:00:00 | filled | |||||
2019.05.10 23:00:00 | 81 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2019.05.10 23:00:00 | filled | |||||
2019.05.10 23:00:00 | 82 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2019.05.10 23:00:00 | filled | |||||
2019.05.31 23:00:00 | 83 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.05.31 23:00:00 | filled | |||||
2019.05.31 23:00:00 | 84 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.05.31 23:00:00 | filled | |||||
2019.08.16 23:00:00 | 85 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2019.08.16 23:00:00 | filled | |||||
2019.08.16 23:00:00 | 86 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2019.08.16 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 87 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.12.06 23:00:00 | filled | |||||
2019.12.06 23:00:00 | 88 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2019.12.06 23:00:00 | filled | |||||
2020.01.03 23:00:00 | 89 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.01.03 23:00:00 | filled | |||||
2020.01.03 23:00:00 | 90 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.01.03 23:00:00 | filled | |||||
2020.04.17 23:00:00 | 91 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.04.17 23:00:00 | filled | |||||
2020.04.17 23:00:00 | 92 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.04.17 23:00:00 | filled | |||||
2020.04.24 23:00:00 | 93 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.04.24 23:00:00 | filled | |||||
2020.04.24 23:00:00 | 94 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2020.04.24 23:00:00 | filled | |||||
2020.06.26 23:00:00 | 95 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.06.26 23:00:00 | filled | |||||
2020.06.26 23:00:00 | 96 | USDJPY | sell | 0.1 / 0.1 | 0.000 | 2020.06.26 23:00:00 | filled | |||||
2021.02.05 23:00:00 | 97 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2021.02.05 23:00:00 | filled | |||||
2021.02.05 23:00:00 | 98 | USDJPY | buy | 0.1 / 0.1 | 0.000 | 2021.02.05 23:00:00 | filled | |||||
2021.08.20 23:59:59 | 99 | USDJPY | sell | 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 | ||||||
2014.02.07 23:00:00 | 2 | USDJPY | buy | in | 0.1 | 102.300 | 2 | 0.00 | 0.00 | 0.00 | 10 000.00 | |
2014.02.28 23:00:00 | 3 | USDJPY | sell | out | 0.1 | 101.780 | 3 | 0.00 | -2.28 | -51.09 | 9 946.63 | |
2014.02.28 23:00:00 | 4 | USDJPY | sell | in | 0.1 | 101.780 | 4 | 0.00 | 0.00 | 0.00 | 9 946.63 | |
2014.05.02 23:00:00 | 5 | USDJPY | buy | out | 0.1 | 102.240 | 5 | 0.00 | -35.76 | -44.99 | 9 865.88 | |
2014.05.02 23:00:00 | 6 | USDJPY | buy | in | 0.1 | 102.240 | 6 | 0.00 | 0.00 | 0.00 | 9 865.88 | |
2014.05.23 23:00:00 | 7 | USDJPY | sell | out | 0.1 | 101.960 | 7 | 0.00 | -2.28 | -27.46 | 9 836.14 | |
2014.05.23 23:00:00 | 8 | USDJPY | sell | in | 0.1 | 101.960 | 8 | 0.00 | 0.00 | 0.00 | 9 836.14 | |
2014.06.06 23:00:00 | 9 | USDJPY | buy | out | 0.1 | 102.560 | 9 | 0.00 | -7.97 | -58.50 | 9 769.67 | |
2014.06.06 23:00:00 | 10 | USDJPY | buy | in | 0.1 | 102.560 | 10 | 0.00 | 0.00 | 0.00 | 9 769.67 | |
2014.07.04 23:00:00 | 11 | USDJPY | sell | out | 0.1 | 102.060 | 11 | 0.00 | -3.04 | -48.99 | 9 717.64 | |
2014.07.04 23:00:00 | 12 | USDJPY | sell | in | 0.1 | 102.060 | 12 | 0.00 | 0.00 | 0.00 | 9 717.64 | |
2014.08.01 23:00:00 | 13 | USDJPY | buy | out | 0.1 | 102.620 | 13 | 0.00 | -15.98 | -54.57 | 9 647.09 | |
2014.08.01 23:00:00 | 14 | USDJPY | buy | in | 0.1 | 102.620 | 14 | 0.00 | 0.00 | 0.00 | 9 647.09 | |
2014.09.26 23:00:00 | 15 | USDJPY | sell | out | 0.1 | 109.270 | 15 | 0.00 | -5.87 | 608.58 | 10 249.80 | |
2014.09.26 23:00:00 | 16 | USDJPY | sell | in | 0.1 | 109.270 | 16 | 0.00 | 0.00 | 0.00 | 10 249.80 | |
2014.11.07 23:00:00 | 17 | USDJPY | buy | out | 0.1 | 114.630 | 17 | 0.00 | -22.40 | -467.59 | 9 759.81 | |
2014.11.07 23:00:00 | 18 | USDJPY | buy | in | 0.1 | 114.630 | 18 | 0.00 | 0.00 | 0.00 | 9 759.81 | |
2015.02.20 23:00:00 | 19 | USDJPY | sell | out | 0.1 | 119.050 | 19 | 0.00 | -9.58 | 371.27 | 10 121.50 | |
2015.02.20 23:00:00 | 20 | USDJPY | sell | in | 0.1 | 119.050 | 20 | 0.00 | 0.00 | 0.00 | 10 121.50 | |
2015.05.08 23:00:00 | 21 | USDJPY | buy | out | 0.1 | 119.750 | 21 | 0.00 | -37.41 | -58.46 | 10 025.63 | |
2015.05.08 23:00:00 | 22 | USDJPY | buy | in | 0.1 | 119.750 | 22 | 0.00 | 0.00 | 0.00 | 10 025.63 | |
2015.06.05 23:00:00 | 23 | USDJPY | sell | out | 0.1 | 125.640 | 23 | 0.00 | -2.52 | 468.80 | 10 491.91 | |
2015.06.05 23:00:00 | 24 | USDJPY | sell | in | 0.1 | 125.640 | 24 | 0.00 | 0.00 | 0.00 | 10 491.91 | |
2015.06.12 23:00:00 | 25 | USDJPY | buy | out | 0.1 | 123.410 | 25 | 0.00 | -3.29 | 180.70 | 10 669.32 | |
2015.06.12 23:00:00 | 26 | USDJPY | buy | in | 0.1 | 123.410 | 26 | 0.00 | 0.00 | 0.00 | 10 669.32 | |
2015.07.03 23:00:00 | 27 | USDJPY | sell | out | 0.1 | 122.740 | 27 | 0.00 | -1.88 | -54.59 | 10 612.85 | |
2015.07.03 23:00:00 | 28 | USDJPY | sell | in | 0.1 | 122.740 | 28 | 0.00 | 0.00 | 0.00 | 10 612.85 | |
2015.07.24 23:00:00 | 29 | USDJPY | buy | out | 0.1 | 123.830 | 29 | 0.00 | -9.92 | -88.02 | 10 514.91 | |
2015.07.24 23:00:00 | 30 | USDJPY | buy | in | 0.1 | 123.830 | 30 | 0.00 | 0.00 | 0.00 | 10 514.91 | |
2015.08.28 23:00:00 | 31 | USDJPY | sell | out | 0.1 | 121.430 | 31 | 0.00 | -3.12 | -197.64 | 10 314.15 | |
2015.08.28 23:00:00 | 32 | USDJPY | sell | in | 0.1 | 121.430 | 32 | 0.00 | 0.00 | 0.00 | 10 314.15 | |
2015.11.13 23:00:00 | 33 | USDJPY | buy | out | 0.1 | 122.670 | 33 | 0.00 | -37.12 | -101.08 | 10 175.95 | |
2015.11.13 23:00:00 | 34 | USDJPY | buy | in | 0.1 | 122.670 | 34 | 0.00 | 0.00 | 0.00 | 10 175.95 | |
2016.01.08 23:00:00 | 35 | USDJPY | sell | out | 0.1 | 117.480 | 35 | 0.00 | -5.05 | -441.78 | 9 729.12 | |
2016.01.08 23:00:00 | 36 | USDJPY | sell | in | 0.1 | 117.480 | 36 | 0.00 | 0.00 | 0.00 | 9 729.12 | |
2016.03.04 23:00:00 | 37 | USDJPY | buy | out | 0.1 | 113.970 | 37 | 0.00 | -28.13 | 307.98 | 10 008.97 | |
2016.03.04 23:00:00 | 38 | USDJPY | buy | in | 0.1 | 113.970 | 38 | 0.00 | 0.00 | 0.00 | 10 008.97 | |
2016.03.11 23:00:00 | 39 | USDJPY | sell | out | 0.1 | 113.790 | 39 | 0.00 | -0.69 | -15.82 | 9 992.46 | |
2016.03.11 23:00:00 | 40 | USDJPY | sell | in | 0.1 | 113.790 | 40 | 0.00 | 0.00 | 0.00 | 9 992.46 | |
2016.04.15 23:00:00 | 41 | USDJPY | buy | out | 0.1 | 108.730 | 41 | 0.00 | -18.29 | 465.37 | 10 439.54 | |
2016.04.15 23:00:00 | 42 | USDJPY | buy | in | 0.1 | 108.730 | 42 | 0.00 | 0.00 | 0.00 | 10 439.54 | |
2016.06.10 23:00:00 | 43 | USDJPY | sell | out | 0.1 | 106.770 | 43 | 0.00 | -5.61 | -183.57 | 10 250.36 | |
2016.06.10 23:00:00 | 44 | USDJPY | sell | in | 0.1 | 106.770 | 44 | 0.00 | 0.00 | 0.00 | 10 250.36 | |
2016.07.15 23:00:00 | 45 | USDJPY | buy | out | 0.1 | 105.480 | 45 | 0.00 | -19.66 | 122.30 | 10 353.00 | |
2016.07.15 23:00:00 | 46 | USDJPY | buy | in | 0.1 | 105.480 | 46 | 0.00 | 0.00 | 0.00 | 10 353.00 | |
2016.07.22 23:00:00 | 47 | USDJPY | sell | out | 0.1 | 106.130 | 47 | 0.00 | -0.71 | 61.25 | 10 413.54 | |
2016.07.22 23:00:00 | 48 | USDJPY | sell | in | 0.1 | 106.130 | 48 | 0.00 | 0.00 | 0.00 | 10 413.54 | |
2016.09.02 23:00:00 | 49 | USDJPY | buy | out | 0.1 | 104.050 | 49 | 0.00 | -23.93 | 199.90 | 10 589.51 | |
2016.09.02 23:00:00 | 50 | USDJPY | buy | in | 0.1 | 104.050 | 50 | 0.00 | 0.00 | 0.00 | 10 589.51 | |
2017.02.03 23:00:00 | 51 | USDJPY | sell | out | 0.1 | 112.689 | 51 | 0.00 | -15.58 | 766.62 | 11 340.55 | |
2017.02.03 23:00:00 | 52 | USDJPY | sell | in | 0.1 | 112.689 | 52 | 0.00 | 0.00 | 0.00 | 11 340.55 | |
2017.05.12 23:00:00 | 53 | USDJPY | buy | out | 0.1 | 113.295 | 53 | 0.00 | -50.85 | -53.49 | 11 236.21 | |
2017.05.12 23:00:00 | 54 | USDJPY | buy | in | 0.1 | 113.295 | 54 | 0.00 | 0.00 | 0.00 | 11 236.21 | |
2017.06.09 23:00:00 | 55 | USDJPY | sell | out | 0.1 | 110.224 | 55 | 0.00 | -2.79 | -278.61 | 10 954.81 | |
2017.06.09 23:00:00 | 56 | USDJPY | sell | in | 0.1 | 110.224 | 56 | 0.00 | 0.00 | 0.00 | 10 954.81 | |
2017.07.21 23:00:00 | 57 | USDJPY | buy | out | 0.1 | 111.072 | 57 | 0.00 | -21.79 | -76.35 | 10 856.67 | |
2017.07.21 23:00:00 | 58 | USDJPY | buy | in | 0.1 | 111.072 | 58 | 0.00 | 0.00 | 0.00 | 10 856.67 | |
2017.08.25 23:00:00 | 59 | USDJPY | sell | out | 0.1 | 109.277 | 59 | 0.00 | -3.50 | -164.26 | 10 688.91 | |
2017.08.25 23:00:00 | 60 | USDJPY | sell | in | 0.1 | 109.277 | 60 | 0.00 | 0.00 | 0.00 | 10 688.91 | |
2017.10.06 23:00:00 | 61 | USDJPY | buy | out | 0.1 | 112.663 | 61 | 0.00 | -22.04 | -300.54 | 10 366.33 | |
2017.10.06 23:00:00 | 62 | USDJPY | buy | in | 0.1 | 112.663 | 62 | 0.00 | 0.00 | 0.00 | 10 366.33 | |
2017.12.29 23:00:00 | 63 | USDJPY | sell | out | 0.1 | 112.679 | 63 | 0.00 | -8.28 | 1.42 | 10 359.47 | |
2017.12.29 23:00:00 | 64 | USDJPY | sell | in | 0.1 | 112.679 | 64 | 0.00 | 0.00 | 0.00 | 10 359.47 | |
2018.01.12 23:00:00 | 65 | USDJPY | buy | out | 0.1 | 111.039 | 65 | 0.00 | -7.26 | 147.70 | 10 499.91 | |
2018.01.12 23:00:00 | 66 | USDJPY | buy | in | 0.1 | 111.039 | 66 | 0.00 | 0.00 | 0.00 | 10 499.91 | |
2018.01.19 23:00:00 | 67 | USDJPY | sell | out | 0.1 | 110.766 | 67 | 0.00 | -0.69 | -24.65 | 10 474.57 | |
2018.01.19 23:00:00 | 68 | USDJPY | sell | in | 0.1 | 110.766 | 68 | 0.00 | 0.00 | 0.00 | 10 474.57 | |
2018.04.27 23:00:00 | 69 | USDJPY | buy | out | 0.1 | 109.059 | 69 | 0.00 | -53.05 | 156.52 | 10 578.04 | |
2018.04.27 23:00:00 | 70 | USDJPY | buy | in | 0.1 | 109.059 | 70 | 0.00 | 0.00 | 0.00 | 10 578.04 | |
2018.09.14 23:00:00 | 71 | USDJPY | sell | out | 0.1 | 112.027 | 71 | 0.00 | -13.94 | 264.94 | 10 829.04 | |
2018.09.14 23:00:00 | 72 | USDJPY | sell | in | 0.1 | 112.027 | 72 | 0.00 | 0.00 | 0.00 | 10 829.04 | |
2018.09.21 23:00:00 | 73 | USDJPY | buy | out | 0.1 | 112.566 | 73 | 0.00 | -3.63 | -47.88 | 10 777.53 | |
2018.09.21 23:00:00 | 74 | USDJPY | buy | in | 0.1 | 112.566 | 74 | 0.00 | 0.00 | 0.00 | 10 777.53 | |
2018.09.28 23:00:00 | 75 | USDJPY | sell | out | 0.1 | 113.619 | 75 | 0.00 | -0.69 | 92.68 | 10 869.52 | |
2018.09.28 23:00:00 | 76 | USDJPY | sell | in | 0.1 | 113.619 | 76 | 0.00 | 0.00 | 0.00 | 10 869.52 | |
2018.11.09 23:00:00 | 77 | USDJPY | buy | out | 0.1 | 113.789 | 77 | 0.00 | -21.61 | -14.94 | 10 832.97 | |
2018.11.09 23:00:00 | 78 | USDJPY | buy | in | 0.1 | 113.789 | 78 | 0.00 | 0.00 | 0.00 | 10 832.97 | |
2018.12.28 23:00:00 | 79 | USDJPY | sell | out | 0.1 | 110.201 | 79 | 0.00 | -4.83 | -325.59 | 10 502.55 | |
2018.12.28 23:00:00 | 80 | USDJPY | sell | in | 0.1 | 110.201 | 80 | 0.00 | 0.00 | 0.00 | 10 502.55 | |
2019.05.10 23:00:00 | 81 | USDJPY | buy | out | 0.1 | 109.937 | 81 | 0.00 | -70.00 | 24.01 | 10 456.56 | |
2019.05.10 23:00:00 | 82 | USDJPY | buy | in | 0.1 | 109.937 | 82 | 0.00 | 0.00 | 0.00 | 10 456.56 | |
2019.05.31 23:00:00 | 83 | USDJPY | sell | out | 0.1 | 108.355 | 83 | 0.00 | -2.10 | -146.00 | 10 308.46 | |
2019.05.31 23:00:00 | 84 | USDJPY | sell | in | 0.1 | 108.355 | 84 | 0.00 | 0.00 | 0.00 | 10 308.46 | |
2019.08.16 23:00:00 | 85 | USDJPY | buy | out | 0.1 | 106.342 | 85 | 0.00 | -41.60 | 189.29 | 10 456.15 | |
2019.08.16 23:00:00 | 86 | USDJPY | buy | in | 0.1 | 106.342 | 86 | 0.00 | 0.00 | 0.00 | 10 456.15 | |
2019.12.06 23:00:00 | 87 | USDJPY | sell | out | 0.1 | 108.558 | 87 | 0.00 | -11.25 | 204.13 | 10 649.03 | |
2019.12.06 23:00:00 | 88 | USDJPY | sell | in | 0.1 | 108.558 | 88 | 0.00 | 0.00 | 0.00 | 10 649.03 | |
2020.01.03 23:00:00 | 89 | USDJPY | buy | out | 0.1 | 108.102 | 89 | 0.00 | -14.91 | 42.18 | 10 676.30 | |
2020.01.03 23:00:00 | 90 | USDJPY | buy | in | 0.1 | 108.102 | 90 | 0.00 | 0.00 | 0.00 | 10 676.30 | |
2020.04.17 23:00:00 | 91 | USDJPY | sell | out | 0.1 | 107.581 | 91 | 0.00 | -10.54 | -48.43 | 10 617.33 | |
2020.04.17 23:00:00 | 92 | USDJPY | sell | in | 0.1 | 107.581 | 92 | 0.00 | 0.00 | 0.00 | 10 617.33 | |
2020.04.24 23:00:00 | 93 | USDJPY | buy | out | 0.1 | 107.394 | 93 | 0.00 | -3.78 | 17.41 | 10 630.96 | |
2020.04.24 23:00:00 | 94 | USDJPY | buy | in | 0.1 | 107.394 | 94 | 0.00 | 0.00 | 0.00 | 10 630.96 | |
2020.06.26 23:00:00 | 95 | USDJPY | sell | out | 0.1 | 107.177 | 95 | 0.00 | -6.37 | -20.25 | 10 604.34 | |
2020.06.26 23:00:00 | 96 | USDJPY | sell | in | 0.1 | 107.177 | 96 | 0.00 | 0.00 | 0.00 | 10 604.34 | |
2021.02.05 23:00:00 | 97 | USDJPY | buy | out | 0.1 | 105.401 | 97 | 0.00 | -123.95 | 168.50 | 10 648.89 | |
2021.02.05 23:00:00 | 98 | USDJPY | buy | in | 0.1 | 105.401 | 98 | 0.00 | 0.00 | 0.00 | 10 648.89 | |
2021.08.20 23:59:59 | 99 | USDJPY | sell | out | 0.1 | 109.782 | 99 | 0.00 | -19.64 | 399.06 | 11 028.31 | end of test |
0.00 | -837.16 | 1 865.47 | 11 028.31 | |||||||||