Symbol | EURJPY (Euro vs. Japanese Yen) | ||||
Period | 30 Minutes (M30) 2019.11.04 00:00 - 2020.02.14 23:30 (2019.11.04 - 2020.02.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=300; TakeProfit=700; TrackPeriod=5; TRRR=2; UpATRR=1.7; DownATRR=2.8; DPR=0.1; Flag=0; BandDeviation=2; BandPeriod=20; MinDeviation=100; TS=300; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4519 | Ticks modelled | 7086857 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 3186.28 | Gross profit | 8557.74 | Gross loss | -5371.46 |
Profit factor | 1.59 | Expected payoff | 93.71 | ||
Absolute drawdown | 741.71 | Maximal drawdown | 2590.83 (2.54%) | Relative drawdown | 2.54% (2590.83) |
Total trades | 34 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 23 (60.87%) |
Profit trades (% of total) | 24 (70.59%) | Loss trades (% of total) | 10 (29.41%) | ||
Largest | profit trade | 1203.62 | loss trade | -579.54 | |
Average | profit trade | 356.57 | loss trade | -537.15 | |
Maximum | consecutive wins (profit in money) | 7 (2540.22) | consecutive losses (loss in money) | 2 (-1150.10) | |
Maximal | consecutive profit (count of wins) | 2951.43 (5) | consecutive loss (count of losses) | -1150.10 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.11.04 09:15 | buy | 1 | 1.84 | 121.024 | 120.694 | 121.724 | ||
2 | 2019.11.05 12:51 | close | 1 | 1.84 | 121.050 | 120.694 | 121.724 | 37.50 | 100037.50 |
3 | 2019.11.07 09:20 | buy | 2 | 1.84 | 120.397 | 120.067 | 121.097 | ||
4 | 2019.11.07 12:58 | t/p | 2 | 1.84 | 121.097 | 120.067 | 121.097 | 1171.98 | 101209.48 |
5 | 2019.11.12 02:59 | buy | 3 | 1.86 | 120.481 | 120.151 | 121.181 | ||
6 | 2019.11.12 17:36 | s/l | 3 | 1.86 | 120.151 | 120.151 | 121.181 | -558.51 | 100650.97 |
7 | 2019.11.15 02:56 | buy | 4 | 1.85 | 119.732 | 119.402 | 120.432 | ||
8 | 2019.11.15 23:00 | close | 4 | 1.85 | 120.279 | 119.402 | 120.432 | 920.80 | 101571.77 |
9 | 2019.11.18 09:16 | buy | 5 | 1.87 | 120.510 | 120.180 | 121.210 | ||
10 | 2019.11.18 16:09 | s/l | 5 | 1.87 | 120.180 | 120.180 | 121.210 | -561.52 | 101010.25 |
11 | 2019.11.20 01:07 | sell | 6 | 1.86 | 120.092 | 120.422 | 119.392 | ||
12 | 2019.11.20 15:32 | close | 6 | 1.86 | 120.012 | 120.422 | 119.392 | 135.37 | 101145.62 |
13 | 2019.11.20 16:39 | buy | 7 | 1.86 | 120.312 | 119.982 | 121.012 | ||
14 | 2019.11.21 02:58 | s/l | 7 | 1.86 | 119.982 | 119.982 | 121.012 | -576.80 | 100568.82 |
15 | 2019.11.21 15:07 | buy | 8 | 1.85 | 120.573 | 120.243 | 121.273 | ||
16 | 2019.11.21 15:57 | s/l | 8 | 1.85 | 120.243 | 120.243 | 121.273 | -555.51 | 100013.31 |
17 | 2019.11.25 07:48 | buy | 9 | 1.84 | 120.029 | 119.699 | 120.729 | ||
18 | 2019.11.27 00:02 | close | 9 | 1.84 | 120.137 | 119.699 | 120.729 | 168.76 | 100182.06 |
19 | 2019.11.29 17:56 | buy | 10 | 1.84 | 120.723 | 120.393 | 121.423 | ||
20 | 2019.11.29 23:00 | close | 10 | 1.84 | 120.562 | 120.393 | 121.423 | -269.56 | 99912.50 |
21 | 2019.12.03 12:27 | sell | 11 | 1.84 | 120.454 | 120.784 | 119.754 | ||
22 | 2019.12.03 22:20 | close | 11 | 1.84 | 120.389 | 120.784 | 119.754 | 108.81 | 100021.31 |
23 | 2019.12.04 11:06 | buy | 12 | 1.84 | 120.470 | 120.140 | 121.170 | ||
24 | 2019.12.04 23:47 | close | 12 | 1.84 | 120.575 | 120.140 | 121.170 | 175.80 | 100197.11 |
25 | 2019.12.06 15:40 | buy | 13 | 1.84 | 120.614 | 120.284 | 121.314 | ||
26 | 2019.12.06 17:06 | s/l | 13 | 1.84 | 120.284 | 120.284 | 121.314 | -552.50 | 99644.61 |
27 | 2019.12.10 15:32 | buy | 14 | 1.83 | 120.498 | 120.168 | 121.198 | ||
28 | 2019.12.11 02:34 | close | 14 | 1.83 | 120.588 | 120.168 | 121.198 | 143.87 | 99788.48 |
29 | 2019.12.11 21:25 | buy | 15 | 1.84 | 120.741 | 120.411 | 121.441 | ||
30 | 2019.12.12 11:10 | close | 15 | 1.84 | 120.919 | 120.411 | 121.441 | 279.92 | 100068.41 |
31 | 2019.12.12 15:39 | buy | 16 | 1.84 | 121.117 | 120.787 | 121.817 | ||
32 | 2019.12.13 00:01 | t/p | 16 | 1.84 | 121.817 | 120.787 | 121.817 | 1165.98 | 101234.39 |
33 | 2019.12.13 14:58 | sell | 17 | 1.86 | 122.309 | 122.639 | 121.609 | ||
34 | 2019.12.13 18:11 | t/p | 17 | 1.86 | 121.609 | 122.639 | 121.609 | 1184.52 | 102418.91 |
35 | 2019.12.16 09:26 | buy | 18 | 1.89 | 121.974 | 121.644 | 122.674 | ||
36 | 2019.12.16 23:36 | close | 18 | 1.89 | 122.077 | 121.644 | 122.674 | 177.14 | 102596.05 |
37 | 2019.12.17 10:27 | sell | 19 | 1.89 | 121.941 | 122.271 | 121.241 | ||
38 | 2019.12.17 12:14 | s/l | 19 | 1.89 | 122.271 | 122.271 | 121.241 | -567.42 | 102028.63 |
39 | 2019.12.19 02:51 | buy | 20 | 1.88 | 121.907 | 121.577 | 122.607 | ||
40 | 2019.12.19 12:38 | close | 20 | 1.88 | 121.924 | 121.577 | 122.607 | 29.08 | 102057.71 |
41 | 2019.12.20 13:22 | sell | 21 | 1.88 | 121.305 | 121.635 | 120.605 | ||
42 | 2019.12.20 22:00 | close | 21 | 1.88 | 121.271 | 121.635 | 120.605 | 58.16 | 102115.87 |
43 | 2019.12.27 10:27 | buy | 22 | 1.88 | 122.097 | 121.767 | 122.797 | ||
44 | 2019.12.27 23:00 | close | 22 | 1.88 | 122.345 | 121.767 | 122.797 | 424.25 | 102540.12 |
45 | 2020.01.02 09:00 | sell | 23 | 1.89 | 121.841 | 122.171 | 121.141 | ||
46 | 2020.01.02 17:26 | t/p | 23 | 1.89 | 121.141 | 122.171 | 121.141 | 1203.62 | 103743.74 |
47 | 2020.01.07 07:59 | sell | 24 | 1.91 | 121.249 | 121.579 | 120.549 | ||
48 | 2020.01.07 22:18 | close | 24 | 1.91 | 121.006 | 121.579 | 120.549 | 422.25 | 104165.99 |
49 | 2020.01.08 18:54 | buy | 25 | 1.92 | 121.265 | 120.935 | 121.965 | ||
50 | 2020.01.09 11:44 | close | 25 | 1.92 | 121.416 | 120.935 | 121.965 | 244.93 | 104410.91 |
51 | 2020.01.13 11:04 | buy | 26 | 1.92 | 122.252 | 121.922 | 122.952 | ||
52 | 2020.01.14 00:02 | close | 26 | 1.92 | 122.346 | 121.922 | 122.952 | 157.94 | 104568.85 |
53 | 2020.01.14 02:07 | buy | 27 | 1.93 | 122.603 | 122.273 | 123.303 | ||
54 | 2020.01.14 15:23 | s/l | 27 | 1.93 | 122.273 | 122.273 | 123.303 | -579.54 | 103989.31 |
55 | 2020.01.16 02:13 | buy | 28 | 1.91 | 122.668 | 122.338 | 123.368 | ||
56 | 2020.01.16 16:49 | close | 28 | 1.91 | 122.671 | 122.338 | 123.368 | 5.22 | 103994.53 |
57 | 2020.01.21 03:17 | sell | 29 | 1.91 | 122.075 | 122.405 | 121.375 | ||
58 | 2020.01.21 09:33 | close | 29 | 1.91 | 122.072 | 122.405 | 121.375 | 5.21 | 103999.74 |
59 | 2020.01.23 01:32 | sell | 30 | 1.91 | 121.691 | 122.021 | 120.991 | ||
60 | 2020.01.23 09:30 | close | 30 | 1.91 | 121.580 | 122.021 | 120.991 | 192.88 | 104192.62 |
61 | 2020.01.29 09:22 | sell | 31 | 1.92 | 120.000 | 120.330 | 119.300 | ||
62 | 2020.01.30 08:03 | close | 31 | 1.92 | 119.978 | 120.330 | 119.300 | 27.94 | 104220.56 |
63 | 2020.02.05 10:37 | buy | 32 | 1.92 | 121.086 | 120.756 | 121.786 | ||
64 | 2020.02.05 13:37 | s/l | 32 | 1.92 | 120.756 | 120.756 | 121.786 | -576.54 | 103644.02 |
65 | 2020.02.12 10:28 | buy | 33 | 1.91 | 120.110 | 119.780 | 120.810 | ||
66 | 2020.02.12 17:53 | s/l | 33 | 1.91 | 119.780 | 119.780 | 120.810 | -573.56 | 103070.46 |
67 | 2020.02.13 01:48 | sell | 34 | 1.90 | 119.548 | 119.878 | 118.848 | ||
68 | 2020.02.13 09:33 | close | 34 | 1.90 | 119.481 | 119.878 | 118.848 | 115.82 | 103186.28 |