Strategy Tester Report |
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ForexTimeFXTM-Live02 (Build 2815) |
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Settings |
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| Expert: | sure_buy_2021 | |||||||||||
| Symbol: | GBPJPY | |||||||||||
| Period: | M30 (2021.01.12 - 2021.03.12) | |||||||||||
| Inputs: | MaximumRisk=0.02 | |||||||||||
| DecreaseFactor=7 | ||||||||||||
| MovingPeriod=50 | ||||||||||||
| MovingShift=0 | ||||||||||||
| fliter_no=100 | ||||||||||||
| profit_take=205 | ||||||||||||
| averge_volume_sale=50 | ||||||||||||
| current_time_volume=50 | ||||||||||||
| profit_closing=150 | ||||||||||||
| Broker: | FXTM | |||||||||||
| Currency: | USD | |||||||||||
| Initial Deposit: | 400.00 | |||||||||||
| Leverage: | 1:100 | |||||||||||
Results |
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| History Quality: | 100% | |||||||||||
| Bars: | 2064 | Ticks: | 4325381 | Symbols: | 1 | |||||||
| Total Net Profit: | 423.80 | Balance Drawdown Absolute: | 16.08 | Equity Drawdown Absolute: | 23.59 | |||||||
| Gross Profit: | 580.47 | Balance Drawdown Maximal: | 48.94 (7.24%) | Equity Drawdown Maximal: | 82.91 (11.96%) | |||||||
| Gross Loss: | -156.67 | Balance Drawdown Relative: | 7.49% (45.66) | Equity Drawdown Relative: | 16.95% (76.82) | |||||||
| Profit Factor: | 3.71 | Expected Payoff: | 23.54 | Margin Level: | 642.16% | |||||||
| Recovery Factor: | 5.11 | Sharpe Ratio: | 0.47 | Z-Score: | 1.21 (77.37%) | |||||||
| AHPR: | 1.0453 (4.53%) | LR Correlation: | 0.95 | OnTester result: | 0 | |||||||
| GHPR: | 1.0410 (4.10%) | LR Standard Error: | 39.96 | |||||||||
| Total Trades: | 18 | Short Trades (won %): | 0 (0.00%) | Long Trades (won %): | 18 (50.00%) | |||||||
| Total Deals: | 36 | Profit Trades (% of total): | 9 (50.00%) | Loss Trades (% of total): | 9 (50.00%) | |||||||
| Largest profit trade: | 112.19 | Largest loss trade: | -26.33 | |||||||||
| Average profit trade: | 64.50 | Average loss trade: | -17.41 | |||||||||
| Maximum consecutive wins ($): | 3 (110.70) | Maximum consecutive losses ($): | 2 (-48.94) | |||||||||
| Maximal consecutive profit (count): | 112.19 (1) | Maximal consecutive loss (count): | -48.94 (2) | |||||||||
| Average consecutive wins: | 2 | Average consecutive losses: | 2 | |||||||||
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| Correlation (Profits,MFE): | 0.97 | Correlation (Profits,MAE): | 0.27 | Correlation (MFE,MAE): | 0.3076 | |||||||
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| Minimal position holding time: | 1:02:27 | Maximal position holding time: | 166:11:30 | Average position holding time: | 43:44:39 | |||||||
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Orders |
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|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Open Time | Order | Symbol | Type | Volume | Price | S / L | T / P | Time | State | Comment | ||
| 2021.01.12 01:30:00 | 2 | GBPJPY | buy | 0.04 / 0.04 | 140.847 | 140.447 | 142.853 | 2021.01.12 01:30:00 | filled | |||
| 2021.01.18 03:26:05 | 3 | GBPJPY | sell | 0.04 / 0.04 | 140.847 | 2021.01.18 03:26:05 | filled | sl 140.847 | ||||
| 2021.01.18 04:00:00 | 4 | GBPJPY | buy | 0.04 / 0.04 | 140.941 | 140.541 | 142.944 | 2021.01.18 04:00:00 | filled | |||
| 2021.01.18 10:17:24 | 5 | GBPJPY | sell | 0.04 / 0.04 | 140.541 | 2021.01.18 10:17:24 | filled | sl 140.541 | ||||
| 2021.01.18 11:30:00 | 6 | GBPJPY | buy | 0.04 / 0.04 | 140.539 | 140.139 | 142.538 | 2021.01.18 11:30:00 | filled | |||
| 2021.01.27 09:41:30 | 7 | GBPJPY | sell | 0.04 / 0.04 | 142.538 | 2021.01.27 09:41:30 | filled | tp 142.538 | ||||
| 2021.01.27 10:00:00 | 8 | GBPJPY | buy | 0.05 / 0.05 | 142.614 | 142.214 | 144.620 | 2021.01.27 10:00:00 | filled | |||
| 2021.01.27 14:44:19 | 9 | GBPJPY | sell | 0.05 / 0.05 | 142.214 | 2021.01.27 14:44:19 | filled | sl 142.214 | ||||
| 2021.01.28 11:30:00 | 10 | GBPJPY | buy | 0.04 / 0.04 | 142.315 | 141.915 | 144.318 | 2021.01.28 11:30:00 | filled | |||
| 2021.02.04 22:32:03 | 11 | GBPJPY | sell | 0.04 / 0.04 | 144.318 | 2021.02.04 22:32:03 | filled | tp 144.318 | ||||
| 2021.02.05 01:30:00 | 12 | GBPJPY | buy | 0.05 / 0.05 | 144.378 | 143.978 | 146.370 | 2021.02.05 01:30:00 | filled | |||
| 2021.02.09 00:56:05 | 13 | GBPJPY | sell | 0.05 / 0.05 | 144.378 | 2021.02.09 00:56:05 | filled | sl 144.378 | ||||
| 2021.02.09 13:30:00 | 14 | GBPJPY | buy | 0.05 / 0.05 | 144.236 | 143.836 | 146.234 | 2021.02.09 13:30:00 | filled | |||
| 2021.02.15 09:56:12 | 15 | GBPJPY | sell | 0.05 / 0.05 | 146.234 | 2021.02.15 09:56:12 | filled | tp 146.234 | ||||
| 2021.02.16 04:00:00 | 16 | GBPJPY | buy | 0.06 / 0.06 | 147.093 | 146.693 | 149.100 | 2021.02.16 04:00:00 | filled | |||
| 2021.02.16 09:59:15 | 17 | GBPJPY | sell | 0.06 / 0.06 | 146.693 | 2021.02.16 09:59:15 | filled | sl 146.693 | ||||
| 2021.02.22 01:30:00 | 18 | GBPJPY | buy | 0.06 / 0.06 | 147.965 | 147.565 | 149.965 | 2021.02.22 01:30:00 | filled | |||
| 2021.02.22 17:17:40 | 19 | GBPJPY | sell | 0.06 / 0.06 | 147.565 | 2021.02.22 17:17:40 | filled | sl 147.565 | ||||
| 2021.02.23 11:00:00 | 20 | GBPJPY | buy | 0.06 / 0.06 | 148.219 | 147.819 | 150.213 | 2021.02.23 11:00:00 | filled | |||
| 2021.02.25 10:58:26 | 21 | GBPJPY | sell | 0.06 / 0.06 | 150.213 | 2021.02.25 10:58:26 | filled | tp 150.213 | ||||
| 2021.02.26 01:00:00 | 22 | GBPJPY | buy | 0.07 / 0.07 | 148.880 | 148.480 | 150.873 | 2021.02.26 01:00:00 | filled | |||
| 2021.02.26 02:23:40 | 23 | GBPJPY | sell | 0.07 / 0.07 | 148.480 | 2021.02.26 02:23:40 | filled | sl 148.480 | ||||
| 2021.02.26 07:30:00 | 24 | GBPJPY | buy | 0.06 / 0.06 | 148.369 | 147.969 | 150.363 | 2021.02.26 07:30:00 | filled | |||
| 2021.02.26 08:32:27 | 25 | GBPJPY | sell | 0.06 / 0.06 | 147.969 | 2021.02.26 08:32:27 | filled | sl 147.969 | ||||
| 2021.02.26 10:30:00 | 26 | GBPJPY | buy | 0.06 / 0.06 | 147.895 | 147.495 | 149.889 | 2021.02.26 10:30:00 | filled | |||
| 2021.02.26 12:47:39 | 27 | GBPJPY | sell | 0.06 / 0.06 | 147.895 | 2021.02.26 12:47:39 | filled | sl 147.895 | ||||
| 2021.02.26 13:30:00 | 28 | GBPJPY | buy | 0.06 / 0.06 | 148.063 | 147.663 | 150.057 | 2021.02.26 13:30:00 | filled | |||
| 2021.02.26 17:09:37 | 29 | GBPJPY | sell | 0.06 / 0.06 | 148.063 | 2021.02.26 17:09:37 | filled | sl 148.063 | ||||
| 2021.03.02 08:00:00 | 30 | GBPJPY | buy | 0.06 / 0.06 | 148.322 | 147.922 | 150.316 | 2021.03.02 08:00:00 | filled | |||
| 2021.03.04 17:23:02 | 31 | GBPJPY | sell | 0.06 / 0.06 | 150.316 | 2021.03.04 17:23:02 | filled | tp 150.316 | ||||
| 2021.03.05 01:00:00 | 32 | GBPJPY | buy | 0.07 / 0.07 | 150.076 | 149.676 | 152.059 | 2021.03.05 01:00:00 | filled | |||
| 2021.03.05 03:07:03 | 33 | GBPJPY | sell | 0.07 / 0.07 | 149.676 | 2021.03.05 03:07:03 | filled | sl 149.676 | ||||
| 2021.03.05 04:00:00 | 34 | GBPJPY | buy | 0.07 / 0.07 | 149.762 | 149.362 | 151.759 | 2021.03.05 04:00:00 | filled | |||
| 2021.03.05 12:11:25 | 35 | GBPJPY | sell | 0.07 / 0.07 | 149.762 | 2021.03.05 12:11:25 | filled | sl 149.762 | ||||
| 2021.03.08 00:30:00 | 36 | GBPJPY | buy | 0.07 / 0.07 | 150.019 | 149.619 | 151.850 | 2021.03.08 00:30:00 | filled | |||
| 2021.03.11 23:59:59 | 37 | GBPJPY | sell | 0.07 / 0.07 | 151.762 | 2021.03.11 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 |
| 2021.01.12 00:00:00 | 1 | balance | 0.00 | 0.00 | 400.00 | 400.00 | ||||||
| 2021.01.12 01:30:00 | 2 | GBPJPY | buy | in | 0.04 | 140.847 | 2 | 0.00 | 0.00 | 0.00 | 400.00 | |
| 2021.01.18 03:26:05 | 3 | GBPJPY | sell | out | 0.04 | 140.845 | 3 | 0.00 | -0.55 | -0.08 | 399.37 | sl 140.847 |
| 2021.01.18 04:00:00 | 4 | GBPJPY | buy | in | 0.04 | 140.941 | 4 | 0.00 | 0.00 | 0.00 | 399.37 | |
| 2021.01.18 10:17:24 | 5 | GBPJPY | sell | out | 0.04 | 140.540 | 5 | 0.00 | 0.00 | -15.45 | 383.92 | sl 140.541 |
| 2021.01.18 11:30:00 | 6 | GBPJPY | buy | in | 0.04 | 140.539 | 6 | 0.00 | 0.00 | 0.00 | 383.92 | |
| 2021.01.27 09:41:30 | 7 | GBPJPY | sell | out | 0.04 | 142.538 | 7 | 0.00 | -0.82 | 77.10 | 460.20 | tp 142.538 |
| 2021.01.27 10:00:00 | 8 | GBPJPY | buy | in | 0.05 | 142.614 | 8 | 0.00 | 0.00 | 0.00 | 460.20 | |
| 2021.01.27 14:44:19 | 9 | GBPJPY | sell | out | 0.05 | 142.213 | 9 | 0.00 | 0.00 | -19.30 | 440.90 | sl 142.214 |
| 2021.01.28 11:30:00 | 10 | GBPJPY | buy | in | 0.04 | 142.315 | 10 | 0.00 | 0.00 | 0.00 | 440.90 | |
| 2021.02.04 22:32:03 | 11 | GBPJPY | sell | out | 0.04 | 144.318 | 11 | 0.00 | -0.63 | 75.90 | 516.17 | tp 144.318 |
| 2021.02.05 01:30:00 | 12 | GBPJPY | buy | in | 0.05 | 144.378 | 12 | 0.00 | 0.00 | 0.00 | 516.17 | |
| 2021.02.09 00:56:05 | 13 | GBPJPY | sell | out | 0.05 | 144.367 | 13 | 0.00 | -0.22 | -0.52 | 515.43 | sl 144.378 |
| 2021.02.09 13:30:00 | 14 | GBPJPY | buy | in | 0.05 | 144.236 | 14 | 0.00 | 0.00 | 0.00 | 515.43 | |
| 2021.02.15 09:56:12 | 15 | GBPJPY | sell | out | 0.05 | 146.235 | 15 | 0.00 | -0.67 | 95.03 | 609.79 | tp 146.234 |
| 2021.02.16 04:00:00 | 16 | GBPJPY | buy | in | 0.06 | 147.093 | 16 | 0.00 | 0.00 | 0.00 | 609.79 | |
| 2021.02.16 09:59:15 | 17 | GBPJPY | sell | out | 0.06 | 146.692 | 17 | 0.00 | 0.00 | -22.81 | 586.98 | sl 146.693 |
| 2021.02.22 01:30:00 | 18 | GBPJPY | buy | in | 0.06 | 147.965 | 18 | 0.00 | 0.00 | 0.00 | 586.98 | |
| 2021.02.22 17:17:40 | 19 | GBPJPY | sell | out | 0.06 | 147.565 | 19 | 0.00 | 0.00 | -22.85 | 564.13 | sl 147.565 |
| 2021.02.23 11:00:00 | 20 | GBPJPY | buy | in | 0.06 | 148.219 | 20 | 0.00 | 0.00 | 0.00 | 564.13 | |
| 2021.02.25 10:58:26 | 21 | GBPJPY | sell | out | 0.06 | 150.213 | 21 | 0.00 | -0.55 | 112.74 | 676.32 | tp 150.213 |
| 2021.02.26 01:00:00 | 22 | GBPJPY | buy | in | 0.07 | 148.880 | 22 | 0.00 | 0.00 | 0.00 | 676.32 | |
| 2021.02.26 02:23:40 | 23 | GBPJPY | sell | out | 0.07 | 148.480 | 23 | 0.00 | 0.00 | -26.33 | 649.99 | sl 148.480 |
| 2021.02.26 07:30:00 | 24 | GBPJPY | buy | in | 0.06 | 148.369 | 24 | 0.00 | 0.00 | 0.00 | 649.99 | |
| 2021.02.26 08:32:27 | 25 | GBPJPY | sell | out | 0.06 | 147.969 | 25 | 0.00 | 0.00 | -22.61 | 627.38 | sl 147.969 |
| 2021.02.26 10:30:00 | 26 | GBPJPY | buy | in | 0.06 | 147.895 | 26 | 0.00 | 0.00 | 0.00 | 627.38 | |
| 2021.02.26 12:47:39 | 27 | GBPJPY | sell | out | 0.06 | 147.895 | 27 | 0.00 | 0.00 | 0.00 | 627.38 | sl 147.895 |
| 2021.02.26 13:30:00 | 28 | GBPJPY | buy | in | 0.06 | 148.063 | 28 | 0.00 | 0.00 | 0.00 | 627.38 | |
| 2021.02.26 17:09:37 | 29 | GBPJPY | sell | out | 0.06 | 148.063 | 29 | 0.00 | 0.00 | 0.00 | 627.38 | sl 148.063 |
| 2021.03.02 08:00:00 | 30 | GBPJPY | buy | in | 0.06 | 148.322 | 30 | 0.00 | 0.00 | 0.00 | 627.38 | |
| 2021.03.04 17:23:02 | 31 | GBPJPY | sell | out | 0.06 | 150.316 | 31 | 0.00 | -0.53 | 111.23 | 738.08 | tp 150.316 |
| 2021.03.05 01:00:00 | 32 | GBPJPY | buy | in | 0.07 | 150.076 | 32 | 0.00 | 0.00 | 0.00 | 738.08 | |
| 2021.03.05 03:07:03 | 33 | GBPJPY | sell | out | 0.07 | 149.676 | 33 | 0.00 | 0.00 | -25.95 | 712.13 | sl 149.676 |
| 2021.03.05 04:00:00 | 34 | GBPJPY | buy | in | 0.07 | 149.762 | 34 | 0.00 | 0.00 | 0.00 | 712.13 | |
| 2021.03.05 12:11:25 | 35 | GBPJPY | sell | out | 0.07 | 149.762 | 35 | 0.00 | 0.00 | 0.00 | 712.13 | sl 149.762 |
| 2021.03.08 00:30:00 | 36 | GBPJPY | buy | in | 0.07 | 150.019 | 36 | 0.00 | 0.00 | 0.00 | 712.13 | |
| 2021.03.11 23:59:59 | 37 | GBPJPY | sell | out | 0.07 | 151.762 | 37 | 0.00 | -0.77 | 112.44 | 823.80 | end of test |
| 0.00 | -4.74 | 428.54 | 823.80 | |||||||||