Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1643)
Settings
Expert: testEAbasket2
Symbol: USDJPY
Period: H1 (2017.01.01 - 2017.12.13)
Inputs: SELLPROFIT=0
SELL1LIMIT=50
SELL2FROM=40
SELL2TO=20
BUYPROFIT=0
BUY1LIMIT=-50
BUY2FROM=-40
BUY2TO=-20
WPR=20
Broker: RoboForex (CY) Ltd.
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 99%
Bars: 5915 Ticks: 28596779 Symbols: 1
Total Net Profit: -23.63 Balance Drawdown Absolute: 23.63 Equity Drawdown Absolute: 28.80
Gross Profit: 43.41 Balance Drawdown Maximal: 43.30 (0.43%) Equity Drawdown Maximal: 50.50 (0.50%)
Gross Loss: -67.04 Balance Drawdown Relative: 0.43% (43.30) Equity Drawdown Relative: 0.50% (50.50)
Profit Factor: 0.65 Expected Payoff: -0.61 Margin Level: 33237.33%
Recovery Factor: -0.47 Sharpe Ratio: -0.14 Z-Score: -0.29 (22.05%)
AHPR: 0.9999 (-0.01%) LR Correlation: -0.76 OnTester result: 0
GHPR: 0.9999 (-0.01%) LR Standard Error: 8.54
Total Trades: 39 Short Trades (won %): 39 (53.85%) Long Trades (won %): 0 (0.00%)
Total Deals: 78 Profit Trades (% of total): 21 (53.85%) Loss Trades (% of total): 18 (46.15%)
Largest profit trade: 7.46 Largest loss trade: -13.77
Average profit trade: 2.07 Average loss trade: -3.72
Maximum consecutive wins ($): 6 (18.55) Maximum consecutive losses ($): 3 (-13.55)
Maximal consecutive profit (count): 18.55 (6) Maximal consecutive loss (count): -25.25 (2)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.46 Correlation (Profits,MAE): 0.89 Correlation (MFE,MAE): 0.1093
Graph
Minimal position holding time: 1:00:00 Maximal position holding time: 85:00:00 Average position holding time: 18:30:46
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2017.01.02 11:00:002USDJPYsell0.01 / 0.01117.3692017.01.02 11:00:00filled
2017.01.03 01:00:003USDJPYsell0.01 / 0.01117.3212017.01.03 01:00:00filled
2017.01.03 05:00:004USDJPYbuy0.01 / 0.01117.3862017.01.03 05:00:00filled
2017.01.03 05:00:005USDJPYbuy0.01 / 0.01117.3862017.01.03 05:00:00filled
2017.01.09 10:00:006USDJPYsell0.01 / 0.01117.3902017.01.09 10:00:00filled
2017.01.09 16:00:007USDJPYbuy0.01 / 0.01116.5192017.01.09 16:00:00filled
2017.01.18 14:00:008USDJPYsell0.01 / 0.01113.3602017.01.18 14:00:00filled
2017.01.18 16:00:009USDJPYsell0.01 / 0.01113.4762017.01.18 16:00:00filled
2017.01.18 18:00:0010USDJPYbuy0.01 / 0.01113.2472017.01.18 18:00:00filled
2017.01.18 18:00:0011USDJPYbuy0.01 / 0.01113.2472017.01.18 18:00:00filled
2017.02.01 17:00:0012USDJPYsell0.01 / 0.01113.7182017.02.01 17:00:00filled
2017.02.01 22:00:0013USDJPYbuy0.01 / 0.01113.0302017.02.01 22:00:00filled
2017.02.03 01:00:0014USDJPYsell0.01 / 0.01112.8532017.02.03 01:00:00filled
2017.02.03 16:00:0015USDJPYbuy0.01 / 0.01112.8082017.02.03 16:00:00filled
2017.03.08 01:00:0016USDJPYsell0.01 / 0.01113.9922017.03.08 01:00:00filled
2017.03.08 05:00:0017USDJPYbuy0.01 / 0.01113.8012017.03.08 05:00:00filled
2017.03.08 21:00:0018USDJPYsell0.01 / 0.01114.4452017.03.08 21:00:00filled
2017.03.09 01:00:0019USDJPYsell0.01 / 0.01114.4442017.03.09 01:00:00filled
2017.03.09 15:00:0020USDJPYbuy0.01 / 0.01114.6032017.03.09 15:00:00filled
2017.03.09 15:00:0021USDJPYbuy0.01 / 0.01114.6032017.03.09 15:00:00filled
2017.03.24 00:00:0022USDJPYsell0.01 / 0.01110.9752017.03.24 00:00:00filled
2017.03.24 18:00:0023USDJPYbuy0.01 / 0.01111.0482017.03.24 18:00:00filled
2017.03.28 22:00:0024USDJPYsell0.01 / 0.01111.0862017.03.28 22:00:00filled
2017.03.29 16:00:0025USDJPYbuy0.01 / 0.01110.8462017.03.29 16:00:00filled
2017.03.31 14:00:0026USDJPYsell0.01 / 0.01111.8092017.03.31 14:00:00filled
2017.03.31 19:00:0027USDJPYbuy0.01 / 0.01111.4102017.03.31 19:00:00filled
2017.04.04 12:00:0028USDJPYsell0.01 / 0.01110.5132017.04.04 12:00:00filled
2017.04.05 04:00:0029USDJPYbuy0.01 / 0.01110.7512017.04.05 04:00:00filled
2017.04.10 01:00:0030USDJPYsell0.01 / 0.01111.0692017.04.10 01:00:00filled
2017.04.10 17:00:0031USDJPYbuy0.01 / 0.01111.2362017.04.10 17:00:00filled
2017.04.14 01:00:0032USDJPYsell0.01 / 0.01109.1342017.04.14 01:00:00filled
2017.04.14 13:00:0033USDJPYbuy0.01 / 0.01108.8952017.04.14 13:00:00filled
2017.04.18 01:00:0034USDJPYsell0.01 / 0.01109.0122017.04.18 01:00:00filled
2017.04.18 15:00:0035USDJPYbuy0.01 / 0.01108.8142017.04.18 15:00:00filled
2017.04.24 20:00:0036USDJPYsell0.01 / 0.01109.7882017.04.24 20:00:00filled
2017.04.25 08:00:0037USDJPYsell0.01 / 0.01110.0372017.04.25 08:00:00filled
2017.04.27 06:00:0038USDJPYbuy0.01 / 0.01111.2892017.04.27 06:00:00filled
2017.04.27 06:00:0039USDJPYbuy0.01 / 0.01111.2892017.04.27 06:00:00filled
2017.05.02 01:00:0040USDJPYsell0.01 / 0.01111.8412017.05.02 01:00:00filled
2017.05.02 11:00:0041USDJPYsell0.01 / 0.01112.1692017.05.02 11:00:00filled
2017.05.02 21:00:0042USDJPYbuy0.01 / 0.01112.0972017.05.02 21:00:00filled
2017.05.02 21:00:0043USDJPYbuy0.01 / 0.01112.0972017.05.02 21:00:00filled
2017.05.04 05:00:0044USDJPYsell0.01 / 0.01112.7622017.05.04 05:00:00filled
2017.05.04 18:00:0045USDJPYbuy0.01 / 0.01112.7462017.05.04 18:00:00filled
2017.05.30 01:00:0046USDJPYsell0.01 / 0.01111.2632017.05.30 01:00:00filled
2017.05.30 12:00:0047USDJPYbuy0.01 / 0.01110.9902017.05.30 12:00:00filled
2017.06.02 01:00:0048USDJPYsell0.01 / 0.01111.3632017.06.02 01:00:00filled
2017.06.02 16:00:0049USDJPYbuy0.01 / 0.01110.7162017.06.02 16:00:00filled
2017.07.20 12:00:0050USDJPYsell0.01 / 0.01112.3342017.07.20 12:00:00filled
2017.07.20 17:00:0051USDJPYbuy0.01 / 0.01112.1212017.07.20 17:00:00filled
2017.07.28 05:00:0052USDJPYsell0.01 / 0.01111.1002017.07.28 05:00:00filled
2017.07.28 16:00:0053USDJPYbuy0.01 / 0.01111.1262017.07.28 16:00:00filled
2017.07.31 17:00:0054USDJPYsell0.01 / 0.01110.5172017.07.31 17:00:00filled
2017.07.31 18:00:0055USDJPYbuy0.01 / 0.01110.5032017.07.31 18:00:00filled
2017.08.14 17:00:0056USDJPYsell0.01 / 0.01109.5912017.08.14 17:00:00filled
2017.08.16 09:00:0057USDJPYbuy0.01 / 0.01110.6462017.08.16 09:00:00filled
2017.08.18 01:00:0058USDJPYsell0.01 / 0.01109.4342017.08.18 01:00:00filled
2017.08.18 07:00:0059USDJPYbuy0.01 / 0.01109.3852017.08.18 07:00:00filled
2017.09.13 19:00:0060USDJPYsell0.01 / 0.01110.5702017.09.13 19:00:00filled
2017.09.14 13:00:0061USDJPYbuy0.01 / 0.01110.4242017.09.14 13:00:00filled
2017.09.25 01:00:0062USDJPYsell0.01 / 0.01112.1702017.09.25 01:00:00filled
2017.09.25 14:00:0063USDJPYsell0.01 / 0.01112.1102017.09.25 14:00:00filled
2017.09.27 23:00:0064USDJPYsell0.01 / 0.01112.7882017.09.27 23:00:00filled
2017.09.28 14:00:0065USDJPYbuy0.01 / 0.01112.6662017.09.28 14:00:00filled
2017.09.28 14:00:0066USDJPYbuy0.01 / 0.01112.6662017.09.28 14:00:00filled
2017.09.28 14:00:0067USDJPYbuy0.01 / 0.01112.6662017.09.28 14:00:00filled
2017.10.02 19:00:0068USDJPYsell0.01 / 0.01112.6082017.10.02 19:00:00filled
2017.10.03 14:00:0069USDJPYbuy0.01 / 0.01113.0142017.10.03 14:00:00filled
2017.11.01 23:00:0070USDJPYsell0.01 / 0.01114.1752017.11.01 23:00:00filled
2017.11.02 03:00:0071USDJPYbuy0.01 / 0.01114.0042017.11.02 03:00:00filled
2017.11.13 01:00:0072USDJPYsell0.01 / 0.01113.5912017.11.13 01:00:00filled
2017.11.14 14:00:0073USDJPYbuy0.01 / 0.01113.6542017.11.14 14:00:00filled
2017.11.24 10:00:0074USDJPYsell0.01 / 0.01111.4192017.11.24 10:00:00filled
2017.11.24 15:00:0075USDJPYbuy0.01 / 0.01111.3672017.11.24 15:00:00filled
2017.11.28 18:00:0076USDJPYsell0.01 / 0.01111.3032017.11.28 18:00:00filled
2017.11.29 19:00:0077USDJPYbuy0.01 / 0.01111.7552017.11.29 19:00:00filled
2017.12.07 23:00:0078USDJPYsell0.01 / 0.01113.0812017.12.07 23:00:00filled
2017.12.08 16:00:0079USDJPYbuy0.01 / 0.01113.3402017.12.08 16:00:00filled
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2017.01.01 00:00:001balance0.000.0010 000.0010 000.00
2017.01.02 11:00:002USDJPYsellin0.01117.3692-0.020.000.009 999.98
2017.01.03 01:00:003USDJPYsellin0.01117.3213-0.020.000.009 999.96
2017.01.03 05:00:004USDJPYbuyout0.01117.3864-0.020.00-0.559 999.39
2017.01.03 05:00:005USDJPYbuyout0.01117.3865-0.02-0.05-0.149 999.18
2017.01.09 10:00:006USDJPYsellin0.01117.3906-0.020.000.009 999.16
2017.01.09 16:00:007USDJPYbuyout0.01116.5197-0.020.007.4810 006.62
2017.01.18 14:00:008USDJPYsellin0.01113.3608-0.020.000.0010 006.60
2017.01.18 16:00:009USDJPYsellin0.01113.4769-0.020.000.0010 006.58
2017.01.18 18:00:0010USDJPYbuyout0.01113.24710-0.020.002.0210 008.58
2017.01.18 18:00:0011USDJPYbuyout0.01113.24711-0.020.001.0010 009.56
2017.02.01 17:00:0012USDJPYsellin0.01113.71812-0.020.000.0010 009.54
2017.02.01 22:00:0013USDJPYbuyout0.01113.03013-0.020.006.0910 015.61
2017.02.03 01:00:0014USDJPYsellin0.01112.85314-0.020.000.0010 015.59
2017.02.03 16:00:0015USDJPYbuyout0.01112.80815-0.020.000.4010 015.97
2017.03.08 01:00:0016USDJPYsellin0.01113.99216-0.020.000.0010 015.95
2017.03.08 05:00:0017USDJPYbuyout0.01113.80117-0.020.001.6810 017.61
2017.03.08 21:00:0018USDJPYsellin0.01114.44518-0.020.000.0010 017.59
2017.03.09 01:00:0019USDJPYsellin0.01114.44419-0.020.000.0010 017.57
2017.03.09 15:00:0020USDJPYbuyout0.01114.60320-0.020.00-1.3910 016.16
2017.03.09 15:00:0021USDJPYbuyout0.01114.60321-0.02-0.16-1.3810 014.60
2017.03.24 00:00:0022USDJPYsellin0.01110.97522-0.020.000.0010 014.58
2017.03.24 18:00:0023USDJPYbuyout0.01111.04823-0.020.00-0.6610 013.90
2017.03.28 22:00:0024USDJPYsellin0.01111.08624-0.020.000.0010 013.88
2017.03.29 16:00:0025USDJPYbuyout0.01110.84625-0.02-0.052.1710 015.98
2017.03.31 14:00:0026USDJPYsellin0.01111.80926-0.020.000.0010 015.96
2017.03.31 19:00:0027USDJPYbuyout0.01111.41027-0.020.003.5810 019.52
2017.04.04 12:00:0028USDJPYsellin0.01110.51328-0.020.000.0010 019.50
2017.04.05 04:00:0029USDJPYbuyout0.01110.75129-0.02-0.05-2.1510 017.28
2017.04.10 01:00:0030USDJPYsellin0.01111.06930-0.020.000.0010 017.26
2017.04.10 17:00:0031USDJPYbuyout0.01111.23631-0.020.00-1.5010 015.74
2017.04.14 01:00:0032USDJPYsellin0.01109.13432-0.020.000.0010 015.72
2017.04.14 13:00:0033USDJPYbuyout0.01108.89533-0.020.002.1910 017.89
2017.04.18 01:00:0034USDJPYsellin0.01109.01234-0.020.000.0010 017.87
2017.04.18 15:00:0035USDJPYbuyout0.01108.81435-0.020.001.8210 019.67
2017.04.24 20:00:0036USDJPYsellin0.01109.78836-0.020.000.0010 019.65
2017.04.25 08:00:0037USDJPYsellin0.01110.03737-0.020.000.0010 019.63
2017.04.27 06:00:0038USDJPYbuyout0.01111.28938-0.02-0.21-11.2510 008.15
2017.04.27 06:00:0039USDJPYbuyout0.01111.28939-0.02-0.26-13.499 994.38
2017.05.02 01:00:0040USDJPYsellin0.01111.84140-0.020.000.009 994.36
2017.05.02 11:00:0041USDJPYsellin0.01112.16941-0.020.000.009 994.34
2017.05.02 21:00:0042USDJPYbuyout0.01112.09742-0.020.000.649 994.96
2017.05.02 21:00:0043USDJPYbuyout0.01112.09743-0.020.00-2.289 992.66
2017.05.04 05:00:0044USDJPYsellin0.01112.76244-0.020.000.009 992.64
2017.05.04 18:00:0045USDJPYbuyout0.01112.74645-0.020.000.149 992.76
2017.05.30 01:00:0046USDJPYsellin0.01111.26346-0.020.000.009 992.74
2017.05.30 12:00:0047USDJPYbuyout0.01110.99047-0.020.002.469 995.18
2017.06.02 01:00:0048USDJPYsellin0.01111.36348-0.020.000.009 995.16
2017.06.02 16:00:0049USDJPYbuyout0.01110.71649-0.020.005.8410 000.98
2017.07.20 12:00:0050USDJPYsellin0.01112.33450-0.020.000.0010 000.96
2017.07.20 17:00:0051USDJPYbuyout0.01112.12151-0.020.001.9010 002.84
2017.07.28 05:00:0052USDJPYsellin0.01111.10052-0.020.000.0010 002.82
2017.07.28 16:00:0053USDJPYbuyout0.01111.12653-0.020.00-0.2310 002.57
2017.07.31 17:00:0054USDJPYsellin0.01110.51754-0.020.000.0010 002.55
2017.07.31 18:00:0055USDJPYbuyout0.01110.50355-0.020.000.1310 002.66
2017.08.14 17:00:0056USDJPYsellin0.01109.59156-0.020.000.0010 002.64
2017.08.16 09:00:0057USDJPYbuyout0.01110.64657-0.02-0.10-9.539 992.99
2017.08.18 01:00:0058USDJPYsellin0.01109.43458-0.020.000.009 992.97
2017.08.18 07:00:0059USDJPYbuyout0.01109.38559-0.020.000.459 993.40
2017.09.13 19:00:0060USDJPYsellin0.01110.57060-0.020.000.009 993.38
2017.09.14 13:00:0061USDJPYbuyout0.01110.42461-0.02-0.161.329 994.52
2017.09.25 01:00:0062USDJPYsellin0.01112.17062-0.020.000.009 994.50
2017.09.25 14:00:0063USDJPYsellin0.01112.11063-0.020.000.009 994.48
2017.09.27 23:00:0064USDJPYsellin0.01112.78864-0.020.000.009 994.46
2017.09.28 14:00:0065USDJPYbuyout0.01112.66665-0.02-0.161.089 995.36
2017.09.28 14:00:0066USDJPYbuyout0.01112.66666-0.02-0.26-4.939 990.15
2017.09.28 14:00:0067USDJPYbuyout0.01112.66667-0.02-0.26-4.409 985.47
2017.10.02 19:00:0068USDJPYsellin0.01112.60868-0.020.000.009 985.45
2017.10.03 14:00:0069USDJPYbuyout0.01113.01469-0.02-0.05-3.599 981.79
2017.11.01 23:00:0070USDJPYsellin0.01114.17570-0.020.000.009 981.77
2017.11.02 03:00:0071USDJPYbuyout0.01114.00471-0.02-0.161.509 983.09
2017.11.13 01:00:0072USDJPYsellin0.01113.59172-0.020.000.009 983.07
2017.11.14 14:00:0073USDJPYbuyout0.01113.65473-0.02-0.05-0.559 982.45
2017.11.24 10:00:0074USDJPYsellin0.01111.41974-0.020.000.009 982.43
2017.11.24 15:00:0075USDJPYbuyout0.01111.36775-0.020.000.479 982.88
2017.11.28 18:00:0076USDJPYsellin0.01111.30376-0.020.000.009 982.86
2017.11.29 19:00:0077USDJPYbuyout0.01111.75577-0.02-0.05-4.049 978.75
2017.12.07 23:00:0078USDJPYsellin0.01113.08178-0.020.000.009 978.73
2017.12.08 16:00:0079USDJPYbuyout0.01113.34079-0.02-0.05-2.299 976.37
-1.56 -2.08 -19.99 9 976.37