| Symbol | CHFJPY. (Swiss Frank vs Japanese Yen) | ||||
| Period | Daily (D1) 2018.01.01 00:00 - 2020.12.31 23:59 (2018.01.01 - 2021.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | Can_Buy=true; Can_Sell=true; CountB=1; CountS=1; my_1CRB=1; risk_percentage=1; Bridge_2_Far=6; MagicNumber=753974506; OpenSlippage=5; CloseSlippage=5; AdjustSizeLong=true; AdjustSizeShort=true; | ||||
| Bars in test | 1088 | Ticks modelled | 2018 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | 5 | ||
| Total net profit | -1008.58 | Gross profit | 915.00 | Gross loss | -1923.58 |
| Profit factor | 0.48 | Expected payoff | -33.62 | ||
| Absolute drawdown | 1206.72 | Maximal drawdown | 1440.82 (14.08%) | Relative drawdown | 14.08% (1440.82) |
| Total trades | 30 | Short positions (won %) | 14 (35.71%) | Long positions (won %) | 16 (50.00%) |
| Profit trades (% of total) | 13 (43.33%) | Loss trades (% of total) | 17 (56.67%) | ||
| Largest | profit trade | 136.29 | loss trade | -152.85 | |
| Average | profit trade | 70.38 | loss trade | -113.15 | |
| Maximum | consecutive wins (profit in money) | 2 (216.38) | consecutive losses (loss in money) | 6 (-696.10) | |
| Maximal | consecutive profit (count of wins) | 216.38 (2) | consecutive loss (count of losses) | -696.10 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2018.03.15 00:00 | sell | 1 | 0.12 | 112.401 | 113.661 | 111.561 | ||
| 2 | 2018.03.15 00:00 | sell | 2 | 0.12 | 112.401 | 113.661 | 0.000 | ||
| 3 | 2018.03.18 00:00 | t/p | 1 | 0.12 | 111.561 | 113.661 | 111.561 | 95.68 | 10095.68 |
| 4 | 2018.03.18 00:00 | modify | 2 | 0.12 | 112.401 | 112.400 | 0.000 | ||
| 5 | 2018.03.18 00:00 | modify | 2 | 0.12 | 112.401 | 111.981 | 0.000 | ||
| 6 | 2018.03.20 00:00 | close | 2 | 0.12 | 111.454 | 111.981 | 0.000 | 107.51 | 10203.19 |
| 7 | 2018.05.14 00:00 | sell | 3 | 0.20 | 109.314 | 110.094 | 108.794 | ||
| 8 | 2018.05.14 00:00 | sell | 4 | 0.20 | 109.314 | 110.094 | 0.000 | ||
| 9 | 2018.05.16 00:00 | s/l | 3 | 0.20 | 110.094 | 110.094 | 108.794 | -152.85 | 10050.33 |
| 10 | 2018.05.16 00:00 | s/l | 4 | 0.20 | 110.094 | 110.094 | 0.000 | -152.85 | 9897.48 |
| 11 | 2018.07.23 00:00 | buy | 5 | 0.19 | 112.073 | 111.308 | 112.583 | ||
| 12 | 2018.07.23 00:00 | buy | 6 | 0.19 | 112.073 | 111.308 | 0.000 | ||
| 13 | 2018.07.31 00:00 | close | 6 | 0.19 | 112.314 | 111.308 | 0.000 | 34.02 | 9931.50 |
| 14 | 2018.07.31 00:00 | close | 5 | 0.19 | 112.314 | 111.308 | 112.583 | 34.02 | 9965.52 |
| 15 | 2018.09.28 00:00 | buy | 7 | 0.13 | 116.058 | 114.918 | 116.818 | ||
| 16 | 2018.09.28 00:00 | buy | 8 | 0.13 | 116.058 | 114.918 | 0.000 | ||
| 17 | 2018.10.05 00:00 | s/l | 7 | 0.13 | 114.918 | 114.918 | 116.818 | -148.84 | 9816.68 |
| 18 | 2018.10.05 00:00 | s/l | 8 | 0.13 | 114.918 | 114.918 | 0.000 | -148.84 | 9667.84 |
| 19 | 2018.11.04 00:00 | sell | 9 | 0.14 | 112.750 | 113.770 | 112.070 | ||
| 20 | 2018.11.04 00:00 | sell | 10 | 0.14 | 112.750 | 113.770 | 0.000 | ||
| 21 | 2018.11.12 00:00 | close | 10 | 0.14 | 113.165 | 113.770 | 0.000 | -59.68 | 9608.16 |
| 22 | 2018.11.12 00:00 | close | 9 | 0.14 | 113.165 | 113.770 | 112.070 | -59.68 | 9548.47 |
| 23 | 2019.05.14 00:00 | sell | 11 | 0.19 | 108.560 | 109.295 | 108.070 | ||
| 24 | 2019.05.14 00:00 | sell | 12 | 0.19 | 108.560 | 109.295 | 0.000 | ||
| 25 | 2019.05.22 00:00 | s/l | 11 | 0.19 | 109.295 | 109.295 | 108.070 | -139.53 | 9408.94 |
| 26 | 2019.05.22 00:00 | s/l | 12 | 0.19 | 109.295 | 109.295 | 0.000 | -139.53 | 9269.42 |
| 27 | 2019.07.03 00:00 | buy | 13 | 0.15 | 109.425 | 108.510 | 110.035 | ||
| 28 | 2019.07.03 00:00 | buy | 14 | 0.15 | 109.425 | 108.510 | 0.000 | ||
| 29 | 2019.07.10 00:00 | close | 14 | 0.15 | 109.623 | 108.510 | 0.000 | 21.47 | 9290.89 |
| 30 | 2019.07.10 00:00 | close | 13 | 0.15 | 109.623 | 108.510 | 110.035 | 21.47 | 9312.36 |
| 31 | 2019.10.11 00:00 | sell | 15 | 0.15 | 108.288 | 109.203 | 107.678 | ||
| 32 | 2019.10.11 00:00 | sell | 16 | 0.15 | 108.288 | 109.203 | 0.000 | ||
| 33 | 2019.10.17 00:00 | s/l | 15 | 0.15 | 109.203 | 109.203 | 107.678 | -135.47 | 9176.89 |
| 34 | 2019.10.17 00:00 | s/l | 16 | 0.15 | 109.203 | 109.203 | 0.000 | -135.47 | 9041.42 |
| 35 | 2019.12.25 00:00 | buy | 17 | 0.19 | 111.621 | 110.916 | 112.091 | ||
| 36 | 2019.12.25 00:00 | buy | 18 | 0.19 | 111.621 | 110.916 | 0.000 | ||
| 37 | 2019.12.29 00:00 | t/p | 17 | 0.19 | 112.091 | 110.916 | 112.091 | 80.08 | 9121.50 |
| 38 | 2019.12.29 00:00 | modify | 18 | 0.19 | 111.621 | 111.622 | 0.000 | ||
| 39 | 2019.12.30 00:00 | close | 18 | 0.19 | 112.404 | 111.622 | 0.000 | 136.29 | 9257.79 |
| 40 | 2020.01.24 00:00 | buy | 19 | 0.17 | 112.996 | 112.201 | 113.526 | ||
| 41 | 2020.01.24 00:00 | buy | 20 | 0.17 | 112.996 | 112.201 | 0.000 | ||
| 42 | 2020.01.26 00:00 | s/l | 19 | 0.17 | 112.201 | 112.201 | 113.526 | -131.64 | 9126.15 |
| 43 | 2020.01.26 00:00 | s/l | 20 | 0.17 | 112.201 | 112.201 | 0.000 | -131.64 | 8994.51 |
| 44 | 2020.05.01 00:00 | sell | 21 | 0.12 | 110.996 | 112.121 | 110.246 | ||
| 45 | 2020.05.01 00:00 | sell | 22 | 0.12 | 110.996 | 112.121 | 0.000 | ||
| 46 | 2020.05.06 00:00 | t/p | 21 | 0.12 | 110.246 | 112.121 | 110.246 | 84.75 | 9079.26 |
| 47 | 2020.05.06 00:00 | modify | 22 | 0.12 | 110.996 | 110.995 | 0.000 | ||
| 48 | 2020.05.07 00:00 | modify | 22 | 0.12 | 110.996 | 110.108 | 0.000 | ||
| 49 | 2020.05.12 00:00 | s/l | 22 | 0.12 | 110.108 | 110.108 | 0.000 | 99.08 | 9178.33 |
| 50 | 2020.06.12 00:00 | buy | 23 | 0.11 | 113.111 | 111.851 | 113.951 | ||
| 51 | 2020.06.12 00:00 | buy | 24 | 0.11 | 113.111 | 111.851 | 0.000 | ||
| 52 | 2020.06.24 00:00 | close | 24 | 0.11 | 112.658 | 111.851 | 0.000 | -55.00 | 9123.33 |
| 53 | 2020.06.24 00:00 | close | 23 | 0.11 | 112.658 | 111.851 | 113.951 | -55.00 | 9068.33 |
| 54 | 2020.07.14 00:00 | buy | 25 | 0.16 | 113.901 | 113.046 | 114.471 | ||
| 55 | 2020.07.14 00:00 | buy | 26 | 0.16 | 113.901 | 113.046 | 0.000 | ||
| 56 | 2020.07.17 00:00 | s/l | 25 | 0.16 | 113.046 | 113.046 | 114.471 | -137.53 | 8930.80 |
| 57 | 2020.07.17 00:00 | s/l | 26 | 0.16 | 113.046 | 113.046 | 0.000 | -137.53 | 8793.28 |
| 58 | 2020.09.30 00:00 | sell | 27 | 0.13 | 114.922 | 115.927 | 114.252 | ||
| 59 | 2020.09.30 00:00 | sell | 28 | 0.13 | 114.922 | 115.927 | 0.000 | ||
| 60 | 2020.10.04 00:00 | t/p | 27 | 0.13 | 114.252 | 115.927 | 114.252 | 81.51 | 8874.78 |
| 61 | 2020.10.04 00:00 | modify | 28 | 0.13 | 114.922 | 114.921 | 0.000 | ||
| 62 | 2020.10.05 00:00 | s/l | 28 | 0.13 | 114.921 | 114.921 | 0.000 | -2.49 | 8872.29 |
| 63 | 2020.12.18 00:00 | buy | 29 | 0.12 | 116.552 | 115.487 | 117.262 | ||
| 64 | 2020.12.18 00:00 | buy | 30 | 0.12 | 116.552 | 115.487 | 0.000 | ||
| 65 | 2020.12.30 00:00 | t/p | 29 | 0.12 | 117.262 | 115.487 | 117.262 | 74.35 | 8946.64 |
| 66 | 2020.12.30 00:00 | close | 30 | 0.12 | 117.006 | 115.487 | 0.000 | 44.78 | 8991.42 |