Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2005.01.03 00:00 - 2007.11.13 23:00 (2005.01.01 - 2007.11.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopAfterNoTrades=false; Lots=0.25; N_Breakeven=0.5; N_PartialClose=5.5; N_Stoploss=1.5; StochTimeframe=6; EquityTrailing=false; PercentEquityTrailing=10; MagicNumber=562907; PrefSettings=false; | ||||
Bars in test | 18709 | Ticks modelled | 4192716 | Modelling quality | 90.00% |
Mismatched charts errors | 69 | ||||
Initial deposit | 50000.00 | ||||
Total net profit | 10722.48 | Gross profit | 23314.02 | Gross loss | -12591.54 |
Profit factor | 1.85 | Expected payoff | 175.78 | ||
Absolute drawdown | 4607.70 | Maximal drawdown | 8671.41 (14.21%) | Relative drawdown | 14.21% (8671.41) |
Total trades | 61 | Short positions (won %) | 28 (21.43%) | Long positions (won %) | 33 (90.91%) |
Profit trades (% of total) | 36 (59.02%) | Loss trades (% of total) | 25 (40.98%) | ||
Largest | profit trade | 4622.05 | loss trade | -1552.01 | |
Average | profit trade | 647.61 | loss trade | -503.66 | |
Maximum | consecutive wins (profit in money) | 7 (3681.39) | consecutive losses (loss in money) | 5 (-3175.04) | |
Maximal | consecutive profit (count of wins) | 7511.15 (4) | consecutive loss (count of losses) | -3175.04 (5) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2005.01.03 14:15 | buy | 1 | 1.00 | 102.80 | 101.19 | 0.00 | ||
2 | 2005.01.04 10:54 | modify | 1 | 1.00 | 102.80 | 102.81 | 0.00 | ||
3 | 2005.01.12 14:30 | s/l | 1 | 1.00 | 102.81 | 102.81 | 0.00 | 96.59 | 50096.59 |
4 | 2005.01.24 13:15 | buy | 2 | 1.00 | 102.88 | 101.29 | 0.00 | ||
5 | 2005.01.25 11:37 | modify | 2 | 1.00 | 102.88 | 102.89 | 0.00 | ||
6 | 2005.01.26 16:57 | s/l | 2 | 1.00 | 102.89 | 102.89 | 0.00 | 29.02 | 50125.62 |
7 | 2005.02.01 04:36 | buy | 3 | 1.00 | 103.62 | 102.03 | 0.00 | ||
8 | 2005.02.03 04:00 | modify | 3 | 1.00 | 103.62 | 103.63 | 0.00 | ||
9 | 2005.02.04 14:30 | s/l | 3 | 1.00 | 103.63 | 103.63 | 0.00 | 57.91 | 50183.53 |
10 | 2005.02.10 03:05 | buy | 4 | 1.00 | 105.68 | 104.10 | 0.00 | ||
11 | 2005.02.10 13:30 | modify | 4 | 1.00 | 105.68 | 105.69 | 0.00 | ||
12 | 2005.02.10 16:21 | s/l | 4 | 1.00 | 105.69 | 105.69 | 0.00 | 9.46 | 50192.99 |
13 | 2005.02.11 18:15 | sell | 5 | 1.00 | 105.63 | 107.19 | 0.00 | ||
14 | 2005.02.14 01:05 | modify | 5 | 1.00 | 105.63 | 105.62 | 0.00 | ||
15 | 2005.02.16 16:35 | s/l | 5 | 1.00 | 105.62 | 105.62 | 0.00 | -34.11 | 50158.88 |
16 | 2005.02.18 02:46 | sell | 6 | 1.00 | 105.50 | 107.05 | 0.00 | ||
17 | 2005.02.22 03:45 | modify | 6 | 1.00 | 105.50 | 105.49 | 0.00 | ||
18 | 2005.02.24 16:42 | s/l | 6 | 1.00 | 105.49 | 105.49 | 0.00 | -77.68 | 50081.19 |
19 | 2005.02.25 08:30 | sell | 7 | 1.00 | 105.30 | 106.83 | 0.00 | ||
20 | 2005.02.28 01:02 | modify | 7 | 1.00 | 105.30 | 105.29 | 0.00 | ||
21 | 2005.03.03 19:19 | s/l | 7 | 1.00 | 105.29 | 105.29 | 0.00 | -77.66 | 50003.53 |
22 | 2005.03.04 14:15 | buy | 8 | 1.00 | 105.46 | 103.94 | 0.00 | ||
23 | 2005.03.09 11:46 | s/l | 8 | 1.00 | 103.94 | 103.94 | 0.00 | -1433.57 | 48569.96 |
24 | 2005.03.11 02:45 | sell | 9 | 1.00 | 104.04 | 105.54 | 0.00 | ||
25 | 2005.03.22 20:57 | s/l | 9 | 1.00 | 105.54 | 105.54 | 0.00 | -1552.01 | 47017.95 |
26 | 2005.03.24 08:45 | buy | 10 | 1.00 | 106.38 | 104.92 | 0.00 | ||
27 | 2005.03.28 03:57 | modify | 10 | 1.00 | 106.38 | 106.39 | 0.00 | ||
28 | 2005.04.22 10:05 | s/l | 10 | 1.00 | 106.39 | 106.39 | 0.00 | 289.32 | 47307.27 |
29 | 2005.04.25 11:45 | sell | 11 | 1.00 | 105.74 | 107.15 | 0.00 | ||
30 | 2005.04.29 08:13 | modify | 11 | 1.00 | 105.74 | 105.73 | 0.00 | ||
31 | 2005.05.10 00:15 | s/l | 11 | 1.00 | 105.73 | 105.73 | 0.00 | -208.45 | 47098.82 |
32 | 2005.05.11 03:45 | sell | 12 | 1.00 | 105.45 | 106.83 | 0.00 | ||
33 | 2005.05.11 10:22 | modify | 12 | 1.00 | 105.45 | 105.44 | 0.00 | ||
34 | 2005.05.11 10:47 | s/l | 12 | 1.00 | 105.44 | 105.44 | 0.00 | 9.48 | 47108.30 |
35 | 2005.05.23 01:15 | buy | 13 | 1.00 | 108.23 | 106.85 | 0.00 | ||
36 | 2005.06.01 11:22 | modify | 13 | 1.00 | 108.23 | 108.24 | 0.00 | ||
37 | 2005.06.01 16:34 | s/l | 13 | 1.00 | 108.24 | 108.24 | 0.00 | 96.11 | 47204.41 |
38 | 2005.06.02 03:15 | sell | 14 | 1.00 | 108.57 | 109.94 | 0.00 | ||
39 | 2005.06.03 02:38 | modify | 14 | 1.00 | 108.57 | 108.56 | 0.00 | ||
40 | 2005.06.10 17:03 | s/l | 14 | 1.00 | 108.56 | 108.56 | 0.00 | -107.01 | 47097.40 |
41 | 2005.06.13 09:05 | buy | 15 | 1.00 | 108.64 | 107.29 | 0.00 | ||
42 | 2005.06.13 11:23 | modify | 15 | 1.00 | 108.64 | 108.65 | 0.00 | ||
43 | 2005.06.17 14:43 | s/l | 15 | 1.00 | 108.65 | 108.65 | 0.00 | 67.13 | 47164.53 |
44 | 2005.06.20 08:15 | sell | 16 | 1.00 | 108.71 | 110.06 | 0.00 | ||
45 | 2005.06.21 20:50 | modify | 16 | 1.00 | 108.71 | 108.70 | 0.00 | ||
46 | 2005.06.22 11:10 | s/l | 16 | 1.00 | 108.70 | 108.70 | 0.00 | -19.86 | 47144.67 |
47 | 2005.06.23 15:30 | sell | 17 | 1.00 | 108.66 | 110.01 | 0.00 | ||
48 | 2005.06.28 15:46 | s/l | 17 | 1.00 | 110.01 | 110.01 | 0.00 | -1270.51 | 45874.16 |
49 | 2005.06.30 02:47 | buy | 18 | 1.00 | 110.52 | 109.17 | 0.00 | ||
50 | 2005.06.30 20:24 | modify | 18 | 1.00 | 110.52 | 110.53 | 0.00 | ||
51 | 2005.07.21 13:28 | s/l | 18 | 1.00 | 110.53 | 110.53 | 0.00 | 211.75 | 46085.91 |
52 | 2005.08.11 01:15 | sell | 19 | 1.00 | 110.58 | 111.96 | 0.00 | ||
53 | 2005.08.11 15:37 | modify | 19 | 1.00 | 110.58 | 110.57 | 0.00 | ||
54 | 2005.08.18 14:52 | s/l | 19 | 1.00 | 110.57 | 110.57 | 0.00 | -92.64 | 45993.27 |
55 | 2005.08.23 00:26 | buy | 20 | 1.00 | 109.78 | 108.40 | 0.00 | ||
56 | 2005.08.24 02:28 | modify | 20 | 1.00 | 109.78 | 109.79 | 0.00 | ||
57 | 2005.08.25 05:50 | s/l | 20 | 1.00 | 109.79 | 109.79 | 0.00 | 47.72 | 46040.99 |
58 | 2005.08.29 20:45 | buy | 21 | 1.00 | 110.66 | 109.29 | 0.00 | ||
59 | 2005.08.30 10:05 | modify | 21 | 1.00 | 110.66 | 110.67 | 0.00 | ||
60 | 2005.08.31 18:10 | s/l | 21 | 1.00 | 110.67 | 110.67 | 0.00 | 28.34 | 46069.32 |
61 | 2005.09.02 19:32 | sell | 22 | 1.00 | 109.74 | 111.11 | 0.00 | ||
62 | 2005.09.05 03:46 | modify | 22 | 1.00 | 109.74 | 109.73 | 0.00 | ||
63 | 2005.09.06 09:28 | s/l | 22 | 1.00 | 109.73 | 109.73 | 0.00 | -19.95 | 46049.38 |
64 | 2005.09.13 04:15 | buy | 23 | 1.00 | 110.35 | 108.98 | 0.00 | ||
65 | 2005.09.13 10:57 | modify | 23 | 1.00 | 110.35 | 110.36 | 0.00 | ||
66 | 2005.09.14 10:11 | s/l | 23 | 1.00 | 110.36 | 110.36 | 0.00 | 18.71 | 46068.09 |
67 | 2005.09.15 08:45 | buy | 24 | 1.00 | 110.60 | 109.23 | 0.00 | ||
68 | 2005.09.16 15:55 | modify | 24 | 1.00 | 110.60 | 110.61 | 0.00 | ||
69 | 2005.10.21 06:15 | close | 24 | 0.25 | 115.39 | 110.61 | 0.00 | 1124.65 | 47192.74 |
70 | 2005.10.21 06:15 | buy | 25 | 0.75 | 110.60 | 110.61 | 0.00 | ||
71 | 2005.12.02 16:45 | close | 25 | 0.25 | 120.26 | 110.61 | 0.00 | 2196.37 | 49389.12 |
72 | 2005.12.02 16:45 | buy | 26 | 0.50 | 110.60 | 110.61 | 0.00 | ||
73 | 2006.01.06 14:47 | close | 26 | 0.50 | 115.40 | 110.61 | 0.00 | 2625.09 | 52014.20 |
74 | 2006.01.09 16:15 | buy | 27 | 1.00 | 114.19 | 112.87 | 0.00 | ||
75 | 2006.01.09 17:42 | modify | 27 | 1.00 | 114.19 | 114.20 | 0.00 | ||
76 | 2006.01.10 09:36 | s/l | 27 | 1.00 | 114.20 | 114.20 | 0.00 | 18.41 | 52032.61 |
77 | 2006.01.13 15:30 | buy | 28 | 1.00 | 114.68 | 113.36 | 0.00 | ||
78 | 2006.01.16 23:40 | modify | 28 | 1.00 | 114.68 | 114.69 | 0.00 | ||
79 | 2006.01.17 08:27 | s/l | 28 | 1.00 | 114.69 | 114.69 | 0.00 | 28.02 | 52060.64 |
80 | 2006.01.18 08:15 | sell | 29 | 1.00 | 115.51 | 116.85 | 0.00 | ||
81 | 2006.01.18 09:48 | modify | 29 | 1.00 | 115.51 | 115.50 | 0.00 | ||
82 | 2006.01.19 01:53 | s/l | 29 | 1.00 | 115.50 | 115.50 | 0.00 | -34.92 | 52025.72 |
83 | 2006.01.19 04:15 | buy | 30 | 1.00 | 115.33 | 113.99 | 0.00 | ||
84 | 2006.01.25 16:44 | modify | 30 | 1.00 | 115.33 | 115.34 | 0.00 | ||
85 | 2006.04.24 08:51 | s/l | 30 | 1.00 | 115.34 | 115.34 | 0.00 | 906.35 | 52932.07 |
86 | 2006.04.27 04:16 | sell | 31 | 1.00 | 114.70 | 116.14 | 0.00 | ||
87 | 2006.04.27 16:12 | modify | 31 | 1.00 | 114.70 | 114.69 | 0.00 | ||
88 | 2006.05.15 03:28 | close | 31 | 0.25 | 109.40 | 114.69 | 0.00 | 1153.04 | 54085.11 |
89 | 2006.05.15 03:28 | sell | 32 | 0.75 | 114.70 | 114.69 | 0.00 | ||
90 | 2006.05.19 11:53 | close | 32 | 0.75 | 112.03 | 114.69 | 0.00 | 1547.77 | 55632.88 |
91 | 2006.05.22 01:15 | buy | 33 | 1.00 | 111.76 | 110.30 | 0.00 | ||
92 | 2006.05.22 05:08 | modify | 33 | 1.00 | 111.76 | 111.77 | 0.00 | ||
93 | 2006.05.22 17:30 | s/l | 33 | 1.00 | 111.77 | 111.77 | 0.00 | 8.94 | 55641.82 |
94 | 2006.05.24 15:15 | buy | 34 | 1.00 | 112.30 | 110.83 | 0.00 | ||
95 | 2006.05.24 17:18 | modify | 34 | 1.00 | 112.30 | 112.31 | 0.00 | ||
96 | 2006.05.25 13:13 | s/l | 34 | 1.00 | 112.31 | 112.31 | 0.00 | 37.87 | 55679.68 |
97 | 2006.05.26 15:30 | buy | 35 | 1.00 | 112.26 | 110.77 | 0.00 | ||
98 | 2006.05.26 22:35 | modify | 35 | 1.00 | 112.26 | 112.27 | 0.00 | ||
99 | 2006.05.29 03:12 | s/l | 35 | 1.00 | 112.27 | 112.27 | 0.00 | 18.55 | 55698.24 |
100 | 2006.06.01 04:15 | buy | 36 | 1.00 | 112.68 | 111.19 | 0.00 | ||
101 | 2006.06.01 13:11 | modify | 36 | 1.00 | 112.68 | 112.69 | 0.00 | ||
102 | 2006.06.01 16:37 | s/l | 36 | 1.00 | 112.69 | 112.69 | 0.00 | 8.87 | 55707.11 |
103 | 2006.06.05 08:30 | sell | 37 | 1.00 | 111.60 | 113.10 | 0.00 | ||
104 | 2006.06.06 15:38 | s/l | 37 | 1.00 | 113.10 | 113.10 | 0.00 | -1340.67 | 54366.44 |
105 | 2006.06.07 00:25 | buy | 38 | 1.00 | 113.33 | 111.83 | 0.00 | ||
106 | 2006.06.08 08:37 | modify | 38 | 1.00 | 113.33 | 113.34 | 0.00 | ||
107 | 2006.10.12 03:50 | close | 38 | 0.25 | 119.62 | 113.34 | 0.00 | 1625.87 | 55992.31 |
108 | 2006.10.12 03:50 | buy | 39 | 0.75 | 113.33 | 113.34 | 0.00 | ||
109 | 2006.11.24 09:33 | close | 39 | 0.75 | 115.89 | 113.34 | 0.00 | 2901.91 | 58894.22 |
110 | 2006.11.27 00:17 | sell | 40 | 1.00 | 115.38 | 116.78 | 0.00 | ||
111 | 2006.12.05 08:42 | modify | 40 | 1.00 | 115.38 | 115.37 | 0.00 | ||
112 | 2006.12.07 00:43 | s/l | 40 | 1.00 | 115.37 | 115.37 | 0.00 | -165.66 | 58728.56 |
113 | 2006.12.08 06:15 | buy | 41 | 1.00 | 115.29 | 113.89 | 0.00 | ||
114 | 2006.12.08 14:30 | modify | 41 | 1.00 | 115.29 | 115.30 | 0.00 | ||
115 | 2006.12.08 14:46 | s/l | 41 | 1.00 | 115.30 | 115.30 | 0.00 | 8.67 | 58737.23 |
116 | 2006.12.12 10:05 | sell | 42 | 1.00 | 116.81 | 118.21 | 0.00 | ||
117 | 2006.12.15 10:29 | s/l | 42 | 1.00 | 118.21 | 118.21 | 0.00 | -1256.98 | 57480.26 |
118 | 2006.12.19 16:15 | buy | 43 | 1.00 | 118.20 | 116.80 | 0.00 | ||
119 | 2006.12.22 16:00 | modify | 43 | 1.00 | 118.20 | 118.21 | 0.00 | ||
120 | 2007.01.05 08:05 | s/l | 43 | 1.00 | 118.21 | 118.21 | 0.00 | 191.86 | 57672.11 |
121 | 2007.01.10 10:22 | buy | 44 | 1.00 | 119.27 | 117.92 | 0.00 | ||
122 | 2007.01.10 15:54 | modify | 44 | 1.00 | 119.27 | 119.28 | 0.00 | ||
123 | 2007.02.15 21:03 | s/l | 44 | 1.00 | 119.28 | 119.28 | 0.00 | 375.18 | 58047.30 |
124 | 2007.02.16 22:30 | sell | 45 | 1.00 | 119.27 | 120.56 | 0.00 | ||
125 | 2007.02.21 09:05 | s/l | 45 | 1.00 | 120.56 | 120.56 | 0.00 | -1113.59 | 56933.71 |
126 | 2007.02.28 18:25 | buy | 46 | 1.00 | 118.48 | 117.22 | 0.00 | ||
127 | 2007.03.01 15:34 | s/l | 46 | 1.00 | 117.22 | 117.22 | 0.00 | -1046.03 | 55887.67 |
128 | 2007.03.09 06:15 | buy | 47 | 1.00 | 117.32 | 116.03 | 0.00 | ||
129 | 2007.03.09 14:31 | modify | 47 | 1.00 | 117.32 | 117.33 | 0.00 | ||
130 | 2007.03.12 14:15 | s/l | 47 | 1.00 | 117.33 | 117.33 | 0.00 | 18.17 | 55905.85 |
131 | 2007.03.20 00:15 | buy | 48 | 1.00 | 117.55 | 116.26 | 0.00 | ||
132 | 2007.03.20 02:04 | modify | 48 | 1.00 | 117.55 | 117.56 | 0.00 | ||
133 | 2007.03.20 13:47 | s/l | 48 | 1.00 | 117.56 | 117.56 | 0.00 | 8.51 | 55914.36 |
134 | 2007.03.21 02:17 | sell | 49 | 1.00 | 117.26 | 118.55 | 0.00 | ||
135 | 2007.03.28 15:53 | modify | 49 | 1.00 | 117.26 | 117.25 | 0.00 | ||
136 | 2007.03.29 05:50 | s/l | 49 | 1.00 | 117.25 | 117.25 | 0.00 | -136.75 | 55777.61 |
137 | 2007.04.02 01:35 | sell | 50 | 1.00 | 117.67 | 118.98 | 0.00 | ||
138 | 2007.04.03 21:42 | s/l | 50 | 1.00 | 118.98 | 118.98 | 0.00 | -1115.47 | 54662.14 |
139 | 2007.04.06 02:15 | sell | 51 | 1.00 | 118.70 | 120.01 | 0.00 | ||
140 | 2007.04.13 10:46 | modify | 51 | 1.00 | 118.70 | 118.69 | 0.00 | ||
141 | 2007.04.13 14:10 | s/l | 51 | 1.00 | 118.69 | 118.69 | 0.00 | -93.27 | 54568.87 |
142 | 2007.04.17 02:05 | buy | 52 | 1.00 | 119.79 | 118.50 | 0.00 | ||
143 | 2007.04.18 13:42 | s/l | 52 | 1.00 | 118.50 | 118.50 | 0.00 | -1078.96 | 53489.91 |
144 | 2007.05.07 00:31 | sell | 53 | 1.00 | 120.05 | 121.33 | 0.00 | ||
145 | 2007.05.08 14:27 | modify | 53 | 1.00 | 120.05 | 120.04 | 0.00 | ||
146 | 2007.05.08 20:32 | s/l | 53 | 1.00 | 120.04 | 120.04 | 0.00 | -6.20 | 53483.72 |
147 | 2007.05.18 00:45 | buy | 54 | 1.00 | 121.32 | 120.07 | 0.00 | ||
148 | 2007.05.23 05:18 | modify | 54 | 1.00 | 121.32 | 121.33 | 0.00 | ||
149 | 2007.05.23 14:28 | s/l | 54 | 1.00 | 121.33 | 121.33 | 0.00 | 37.20 | 53520.91 |
150 | 2007.05.28 15:16 | sell | 55 | 1.00 | 121.66 | 122.89 | 0.00 | ||
151 | 2007.05.29 10:02 | modify | 55 | 1.00 | 121.66 | 121.65 | 0.00 | ||
152 | 2007.05.29 15:46 | s/l | 55 | 1.00 | 121.65 | 121.65 | 0.00 | -6.31 | 53514.61 |
153 | 2007.06.04 10:16 | sell | 56 | 1.00 | 121.97 | 123.19 | 0.00 | ||
154 | 2007.06.05 13:57 | modify | 56 | 1.00 | 121.97 | 121.96 | 0.00 | ||
155 | 2007.06.13 06:04 | s/l | 56 | 1.00 | 121.96 | 121.96 | 0.00 | -122.55 | 53392.06 |
156 | 2007.06.15 06:32 | sell | 57 | 1.00 | 122.99 | 124.21 | 0.00 | ||
157 | 2007.06.27 08:09 | modify | 57 | 1.00 | 122.99 | 122.98 | 0.00 | ||
158 | 2007.06.28 00:17 | s/l | 57 | 1.00 | 122.98 | 122.98 | 0.00 | -180.73 | 53211.33 |
159 | 2007.07.03 19:30 | buy | 58 | 1.00 | 122.39 | 121.19 | 0.00 | ||
160 | 2007.07.05 02:20 | modify | 58 | 1.00 | 122.39 | 122.40 | 0.00 | ||
161 | 2007.07.05 11:48 | s/l | 58 | 1.00 | 122.40 | 122.40 | 0.00 | 46.78 | 53258.11 |
162 | 2007.07.09 20:30 | sell | 59 | 1.00 | 123.32 | 124.52 | 0.00 | ||
163 | 2007.07.10 14:10 | modify | 59 | 1.00 | 123.32 | 123.31 | 0.00 | ||
164 | 2007.07.27 01:17 | close | 59 | 0.25 | 118.67 | 123.31 | 0.00 | 906.97 | 54165.08 |
165 | 2007.07.27 01:17 | sell | 60 | 0.75 | 123.32 | 123.31 | 0.00 | ||
166 | 2007.08.17 01:03 | close | 60 | 0.25 | 113.83 | 123.31 | 0.00 | 1935.34 | 56100.43 |
167 | 2007.08.17 01:03 | sell | 61 | 0.50 | 123.32 | 123.31 | 0.00 | ||
168 | 2007.11.13 23:59 | close at stop | 61 | 0.50 | 111.01 | 123.31 | 0.00 | 4622.05 | 60722.48 |