Strategy Tester Report
RoboForex-MetaTrader 5 (Build 1755)
Settings
Expert: testEAbasket3
Symbol: USDJPY
Period: H4 (2018.01.01 - 2018.04.05)
Inputs: wpr=20
ma=10
lt=0.01
Broker: RoboForex (CY) Ltd.
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
History Quality: 100%
Bars: 400 Ticks: 6796489 Symbols: 1
Total Net Profit: 2.10 Balance Drawdown Absolute: 18.14 Equity Drawdown Absolute: 20.54
Gross Profit: 77.79 Balance Drawdown Maximal: 21.12 (0.21%) Equity Drawdown Maximal: 25.63 (0.26%)
Gross Loss: -75.69 Balance Drawdown Relative: 0.21% (21.12) Equity Drawdown Relative: 0.26% (25.63)
Profit Factor: 1.03 Expected Payoff: 0.05 Margin Level: 99794.60%
Recovery Factor: 0.08 Sharpe Ratio: 0.02 Z-Score: -0.34 (26.61%)
AHPR: 1.0000 (0.00%) LR Correlation: 0.60 OnTester result: 0
GHPR: 1.0000 (0.00%) LR Standard Error: 7.07
Total Trades: 42 Short Trades (won %): 23 (56.52%) Long Trades (won %): 19 (26.32%)
Total Deals: 84 Profit Trades (% of total): 18 (42.86%) Loss Trades (% of total): 24 (57.14%)
Largest profit trade: 12.68 Largest loss trade: -6.63
Average profit trade: 4.32 Average loss trade: -3.15
Maximum consecutive wins ($): 3 (22.07) Maximum consecutive losses ($): 8 (-20.94)
Maximal consecutive profit (count): 22.07 (3) Maximal consecutive loss (count): -20.94 (8)
Average consecutive wins: 2 Average consecutive losses: 2
Graph
Graph
Correlation (Profits,MFE): 0.89 Correlation (Profits,MAE): 0.72 Correlation (MFE,MAE): 0.4682
Graph
Minimal position holding time: 4:00:00 Maximal position holding time: 60:00:00 Average position holding time: 16:08:34
Graph
Orders
Open Time Order Symbol Type Volume Price S / L T / P Time State Comment
2018.01.02 10:00:002USDJPYsell0.01 / 0.01112.6282018.01.02 10:00:00filled
2018.01.02 20:00:003USDJPYbuy0.01 / 0.01112.2892018.01.02 20:00:00filled
2018.01.08 08:00:004USDJPYbuy0.01 / 0.01113.2332018.01.08 08:00:00filled
2018.01.08 20:00:005USDJPYsell0.01 / 0.01113.0822018.01.08 20:00:00filled
2018.01.08 20:00:006USDJPYsell0.01 / 0.01113.0822018.01.08 20:00:00filled
2018.01.09 00:00:007USDJPYbuy0.01 / 0.01113.1062018.01.09 00:00:00filled
2018.01.09 00:00:008USDJPYbuy0.01 / 0.01113.1062018.01.09 00:00:00filled
2018.01.09 04:00:009USDJPYsell0.01 / 0.01112.6582018.01.09 04:00:00filled
2018.01.09 04:00:0010USDJPYsell0.01 / 0.01112.6582018.01.09 04:00:00filled
2018.01.09 12:00:0011USDJPYbuy0.01 / 0.01112.8782018.01.09 12:00:00filled
2018.01.17 20:00:0012USDJPYsell0.01 / 0.01110.7682018.01.17 20:00:00filled
2018.01.18 00:00:0013USDJPYbuy0.01 / 0.01111.2762018.01.18 00:00:00filled
2018.01.18 00:00:0014USDJPYbuy0.01 / 0.01111.2762018.01.18 00:00:00filled
2018.01.18 20:00:0015USDJPYsell0.01 / 0.01110.9572018.01.18 20:00:00filled
2018.01.22 12:00:0016USDJPYsell0.01 / 0.01110.7072018.01.22 12:00:00filled
2018.01.22 20:00:0017USDJPYbuy0.01 / 0.01111.1242018.01.22 20:00:00filled
2018.01.22 20:00:0018USDJPYbuy0.01 / 0.01111.1242018.01.22 20:00:00filled
2018.01.23 00:00:0019USDJPYsell0.01 / 0.01110.9122018.01.23 00:00:00filled
2018.01.23 00:00:0020USDJPYsell0.01 / 0.01110.9122018.01.23 00:00:00filled
2018.01.23 12:00:0021USDJPYbuy0.01 / 0.01110.6622018.01.23 12:00:00filled
2018.01.23 20:00:0022USDJPYsell0.01 / 0.01110.4152018.01.23 20:00:00filled
2018.01.25 12:00:0023USDJPYbuy0.01 / 0.01109.0082018.01.25 12:00:00filled
2018.01.25 12:00:0024USDJPYbuy0.01 / 0.01109.0082018.01.25 12:00:00filled
2018.01.25 16:00:0025USDJPYsell0.01 / 0.01108.7512018.01.25 16:00:00filled
2018.01.25 16:00:0026USDJPYsell0.01 / 0.01108.7512018.01.25 16:00:00filled
2018.01.25 20:00:0027USDJPYbuy0.01 / 0.01108.6652018.01.25 20:00:00filled
2018.01.25 20:00:0028USDJPYbuy0.01 / 0.01108.6652018.01.25 20:00:00filled
2018.01.26 12:00:0029USDJPYsell0.01 / 0.01109.1092018.01.26 12:00:00filled
2018.01.30 12:00:0030USDJPYsell0.01 / 0.01108.6462018.01.30 12:00:00filled
2018.01.31 20:00:0031USDJPYbuy0.01 / 0.01109.3622018.01.31 20:00:00filled
2018.01.31 20:00:0032USDJPYbuy0.01 / 0.01109.3622018.01.31 20:00:00filled
2018.02.01 20:00:0033USDJPYsell0.01 / 0.01109.5632018.02.01 20:00:00filled
2018.02.02 08:00:0034USDJPYbuy0.01 / 0.01109.6552018.02.02 08:00:00filled
2018.02.05 12:00:0035USDJPYsell0.01 / 0.01109.8882018.02.05 12:00:00filled
2018.02.06 08:00:0036USDJPYsell0.01 / 0.01108.8732018.02.06 08:00:00filled
2018.02.06 16:00:0037USDJPYbuy0.01 / 0.01109.4742018.02.06 16:00:00filled
2018.02.06 16:00:0038USDJPYbuy0.01 / 0.01109.4742018.02.06 16:00:00filled
2018.02.06 20:00:0039USDJPYsell0.01 / 0.01109.3532018.02.06 20:00:00filled
2018.02.06 20:00:0040USDJPYsell0.01 / 0.01109.3532018.02.06 20:00:00filled
2018.02.07 16:00:0041USDJPYbuy0.01 / 0.01109.2282018.02.07 16:00:00filled
2018.02.08 16:00:0042USDJPYsell0.01 / 0.01109.5662018.02.08 16:00:00filled
2018.02.09 20:00:0043USDJPYbuy0.01 / 0.01108.4132018.02.09 20:00:00filled
2018.02.14 12:00:0044USDJPYbuy0.01 / 0.01107.4772018.02.14 12:00:00filled
2018.02.14 20:00:0045USDJPYsell0.01 / 0.01107.0492018.02.14 20:00:00filled
2018.02.14 20:00:0046USDJPYsell0.01 / 0.01107.0492018.02.14 20:00:00filled
2018.02.15 20:00:0047USDJPYbuy0.01 / 0.01106.6802018.02.15 20:00:00filled
2018.02.21 12:00:0048USDJPYsell0.01 / 0.01107.4892018.02.21 12:00:00filled
2018.02.21 16:00:0049USDJPYbuy0.01 / 0.01107.4822018.02.21 16:00:00filled
2018.02.22 00:00:0050USDJPYbuy0.01 / 0.01107.7802018.02.22 00:00:00filled
2018.02.22 04:00:0051USDJPYsell0.01 / 0.01107.2592018.02.22 04:00:00filled
2018.02.22 04:00:0052USDJPYsell0.01 / 0.01107.2592018.02.22 04:00:00filled
2018.02.22 08:00:0053USDJPYbuy0.01 / 0.01107.4672018.02.22 08:00:00filled
2018.03.01 16:00:0054USDJPYsell0.01 / 0.01106.9192018.03.01 16:00:00filled
2018.03.05 16:00:0055USDJPYbuy0.01 / 0.01105.6652018.03.05 16:00:00filled
2018.03.05 16:00:0056USDJPYbuy0.01 / 0.01105.6652018.03.05 16:00:00filled
2018.03.06 00:00:0057USDJPYsell0.01 / 0.01106.1932018.03.06 00:00:00filled
2018.03.06 00:00:0058USDJPYsell0.01 / 0.01106.1932018.03.06 00:00:00filled
2018.03.07 12:00:0059USDJPYbuy0.01 / 0.01105.6162018.03.07 12:00:00filled
2018.03.13 12:00:0060USDJPYbuy0.01 / 0.01107.1492018.03.13 12:00:00filled
2018.03.13 16:00:0061USDJPYsell0.01 / 0.01106.9022018.03.13 16:00:00filled
2018.03.13 16:00:0062USDJPYsell0.01 / 0.01106.9022018.03.13 16:00:00filled
2018.03.14 12:00:0063USDJPYbuy0.01 / 0.01106.5712018.03.14 12:00:00filled
2018.03.14 12:00:0064USDJPYbuy0.01 / 0.01106.5712018.03.14 12:00:00filled
2018.03.14 20:00:0065USDJPYsell0.01 / 0.01106.3342018.03.14 20:00:00filled
2018.03.14 20:00:0066USDJPYsell0.01 / 0.01106.3342018.03.14 20:00:00filled
2018.03.15 00:00:0067USDJPYbuy0.01 / 0.01106.3152018.03.15 00:00:00filled
2018.03.15 00:00:0068USDJPYbuy0.01 / 0.01106.3152018.03.15 00:00:00filled
2018.03.19 12:00:0069USDJPYsell0.01 / 0.01105.9962018.03.19 12:00:00filled
2018.03.19 12:00:0070USDJPYsell0.01 / 0.01105.9962018.03.19 12:00:00filled
2018.03.20 16:00:0071USDJPYbuy0.01 / 0.01106.4132018.03.20 16:00:00filled
2018.03.22 20:00:0072USDJPYbuy0.01 / 0.01105.7642018.03.22 20:00:00filled
2018.03.23 16:00:0073USDJPYsell0.01 / 0.01105.1432018.03.23 16:00:00filled
2018.03.23 16:00:0074USDJPYsell0.01 / 0.01105.1432018.03.23 16:00:00filled
2018.03.26 00:00:0075USDJPYbuy0.01 / 0.01104.6782018.03.26 00:00:00filled
2018.03.26 00:00:0076USDJPYbuy0.01 / 0.01104.6782018.03.26 00:00:00filled
2018.03.26 04:00:0077USDJPYsell0.01 / 0.01104.9802018.03.26 04:00:00filled
2018.03.26 04:00:0078USDJPYsell0.01 / 0.01104.9802018.03.26 04:00:00filled
2018.03.27 08:00:0079USDJPYbuy0.01 / 0.01105.6292018.03.27 08:00:00filled
2018.03.30 00:02:0080USDJPYsell0.01 / 0.01106.4282018.03.30 00:02:00filled
2018.04.02 20:00:0081USDJPYbuy0.01 / 0.01106.0152018.04.02 20:00:00filled
2018.04.02 20:00:0082USDJPYbuy0.01 / 0.01106.0152018.04.02 20:00:00filled
2018.04.03 00:02:0083USDJPYsell0.01 / 0.01105.8752018.04.03 00:02:00filled
2018.04.03 20:00:0084USDJPYbuy0.01 / 0.01106.4422018.04.03 20:00:00filled
2018.04.04 12:00:0085USDJPYsell0.01 / 0.01106.1962018.04.04 12:00:00filled
Deals
Time Deal Symbol Type Direction Volume Price Order Commission Swap Profit Balance Comment
2018.01.01 00:00:001balance0.000.0010 000.0010 000.00
2018.01.02 10:00:002USDJPYsellin0.01112.6282-0.020.000.009 999.98
2018.01.02 20:00:003USDJPYbuyout0.01112.2893-0.020.003.0210 002.98
2018.01.08 08:00:004USDJPYbuyin0.01113.2334-0.020.000.0010 002.96
2018.01.08 20:00:005USDJPYsellout0.01113.0825-0.020.00-1.3410 001.60
2018.01.08 20:00:006USDJPYsellin0.01113.0826-0.020.000.0010 001.58
2018.01.09 00:00:007USDJPYbuyout0.01113.1067-0.02-0.05-0.2110 001.30
2018.01.09 00:00:008USDJPYbuyin0.01113.1068-0.020.000.0010 001.28
2018.01.09 04:00:009USDJPYsellout0.01112.6589-0.020.00-3.989 997.28
2018.01.09 04:00:0010USDJPYsellin0.01112.65810-0.020.000.009 997.26
2018.01.09 12:00:0011USDJPYbuyout0.01112.87811-0.020.00-1.959 995.29
2018.01.17 20:00:0012USDJPYsellin0.01110.76812-0.020.000.009 995.27
2018.01.18 00:00:0013USDJPYbuyout0.01111.27613-0.02-0.16-4.579 990.52
2018.01.18 00:00:0014USDJPYbuyin0.01111.27614-0.020.000.009 990.50
2018.01.18 20:00:0015USDJPYsellout0.01110.95715-0.020.00-2.879 987.61
2018.01.22 12:00:0016USDJPYsellin0.01110.70716-0.020.000.009 987.59
2018.01.22 20:00:0017USDJPYbuyout0.01111.12417-0.020.00-3.759 983.82
2018.01.22 20:00:0018USDJPYbuyin0.01111.12418-0.020.000.009 983.80
2018.01.23 00:00:0019USDJPYsellout0.01110.91219-0.020.01-1.919 981.88
2018.01.23 00:00:0020USDJPYsellin0.01110.91220-0.020.000.009 981.86
2018.01.23 12:00:0021USDJPYbuyout0.01110.66221-0.020.002.269 984.10
2018.01.23 20:00:0022USDJPYsellin0.01110.41522-0.020.000.009 984.08
2018.01.25 12:00:0023USDJPYbuyout0.01109.00823-0.02-0.2112.919 996.76
2018.01.25 12:00:0024USDJPYbuyin0.01109.00824-0.020.000.009 996.74
2018.01.25 16:00:0025USDJPYsellout0.01108.75125-0.020.00-2.369 994.36
2018.01.25 16:00:0026USDJPYsellin0.01108.75126-0.020.000.009 994.34
2018.01.25 20:00:0027USDJPYbuyout0.01108.66527-0.020.000.799 995.11
2018.01.25 20:00:0028USDJPYbuyin0.01108.66528-0.020.000.009 995.09
2018.01.26 12:00:0029USDJPYsellout0.01109.10929-0.020.014.079 999.15
2018.01.30 12:00:0030USDJPYsellin0.01108.64630-0.020.000.009 999.13
2018.01.31 20:00:0031USDJPYbuyout0.01109.36231-0.02-0.06-6.559 992.50
2018.01.31 20:00:0032USDJPYbuyin0.01109.36232-0.020.000.009 992.48
2018.02.01 20:00:0033USDJPYsellout0.01109.56333-0.020.031.839 994.32
2018.02.02 08:00:0034USDJPYbuyin0.01109.65534-0.020.000.009 994.30
2018.02.05 12:00:0035USDJPYsellout0.01109.88835-0.020.012.129 996.41
2018.02.06 08:00:0036USDJPYsellin0.01108.87336-0.020.000.009 996.39
2018.02.06 16:00:0037USDJPYbuyout0.01109.47437-0.020.00-5.499 990.88
2018.02.06 16:00:0038USDJPYbuyin0.01109.47438-0.020.000.009 990.86
2018.02.06 20:00:0039USDJPYsellout0.01109.35339-0.020.00-1.119 989.73
2018.02.06 20:00:0040USDJPYsellin0.01109.35340-0.020.000.009 989.71
2018.02.07 16:00:0041USDJPYbuyout0.01109.22841-0.02-0.051.149 990.78
2018.02.08 16:00:0042USDJPYsellin0.01109.56642-0.020.000.009 990.76
2018.02.09 20:00:0043USDJPYbuyout0.01108.41343-0.02-0.0610.6410 001.32
2018.02.14 12:00:0044USDJPYbuyin0.01107.47744-0.020.000.0010 001.30
2018.02.14 20:00:0045USDJPYsellout0.01107.04945-0.020.00-4.009 997.28
2018.02.14 20:00:0046USDJPYsellin0.01107.04946-0.020.000.009 997.26
2018.02.15 20:00:0047USDJPYbuyout0.01106.68047-0.02-0.173.4610 000.53
2018.02.21 12:00:0048USDJPYsellin0.01107.48948-0.020.000.0010 000.51
2018.02.21 16:00:0049USDJPYbuyout0.01107.48249-0.020.000.0710 000.56
2018.02.22 00:00:0050USDJPYbuyin0.01107.78050-0.020.000.0010 000.54
2018.02.22 04:00:0051USDJPYsellout0.01107.25951-0.020.00-4.869 995.66
2018.02.22 04:00:0052USDJPYsellin0.01107.25952-0.020.000.009 995.64
2018.02.22 08:00:0053USDJPYbuyout0.01107.46753-0.020.00-1.949 993.68
2018.03.01 16:00:0054USDJPYsellin0.01106.91954-0.020.000.009 993.66
2018.03.05 16:00:0055USDJPYbuyout0.01105.66555-0.02-0.1211.8710 005.39
2018.03.05 16:00:0056USDJPYbuyin0.01105.66556-0.020.000.0010 005.37
2018.03.06 00:00:0057USDJPYsellout0.01106.19357-0.020.014.9710 010.33
2018.03.06 00:00:0058USDJPYsellin0.01106.19358-0.020.000.0010 010.31
2018.03.07 12:00:0059USDJPYbuyout0.01105.61659-0.02-0.065.4610 015.69
2018.03.13 12:00:0060USDJPYbuyin0.01107.14960-0.020.000.0010 015.67
2018.03.13 16:00:0061USDJPYsellout0.01106.90261-0.020.00-2.3110 013.34
2018.03.13 16:00:0062USDJPYsellin0.01106.90262-0.020.000.0010 013.32
2018.03.14 12:00:0063USDJPYbuyout0.01106.57163-0.02-0.063.1110 016.35
2018.03.14 12:00:0064USDJPYbuyin0.01106.57164-0.020.000.0010 016.33
2018.03.14 20:00:0065USDJPYsellout0.01106.33465-0.020.00-2.2310 014.08
2018.03.14 20:00:0066USDJPYsellin0.01106.33466-0.020.000.0010 014.06
2018.03.15 00:00:0067USDJPYbuyout0.01106.31567-0.02-0.170.1810 014.05
2018.03.15 00:00:0068USDJPYbuyin0.01106.31568-0.020.000.0010 014.03
2018.03.19 12:00:0069USDJPYsellout0.01105.99669-0.020.02-3.0110 011.02
2018.03.19 12:00:0070USDJPYsellin0.01105.99670-0.020.000.0010 011.00
2018.03.20 16:00:0071USDJPYbuyout0.01106.41371-0.02-0.06-3.9210 007.00
2018.03.22 20:00:0072USDJPYbuyin0.01105.76472-0.020.000.0010 006.98
2018.03.23 16:00:0073USDJPYsellout0.01105.14373-0.020.01-5.9110 001.06
2018.03.23 16:00:0074USDJPYsellin0.01105.14374-0.020.000.0010 001.04
2018.03.26 00:00:0075USDJPYbuyout0.01104.67875-0.02-0.064.4410 005.40
2018.03.26 00:00:0076USDJPYbuyin0.01104.67876-0.020.000.0010 005.38
2018.03.26 04:00:0077USDJPYsellout0.01104.98077-0.020.002.8810 008.24
2018.03.26 04:00:0078USDJPYsellin0.01104.98078-0.020.000.0010 008.22
2018.03.27 08:00:0079USDJPYbuyout0.01105.62979-0.02-0.06-6.1410 002.00
2018.03.30 00:02:0080USDJPYsellin0.01106.42880-0.020.000.0010 001.98
2018.04.02 20:00:0081USDJPYbuyout0.01106.01581-0.02-0.063.9010 005.80
2018.04.02 20:00:0082USDJPYbuyin0.01106.01582-0.020.000.0010 005.78
2018.04.03 00:02:0083USDJPYsellout0.01105.87583-0.020.01-1.3210 004.45
2018.04.03 20:00:0084USDJPYbuyin0.01106.44284-0.020.000.0010 004.43
2018.04.04 12:00:0085USDJPYsellout0.01106.19685-0.020.01-2.3210 002.10
-1.68 -1.29 5.07 10 002.10