Symbol | EURJPY (Euro vs. Japanese Yen) | ||||
Period | 30 Minutes (M30) 2019.11.18 00:00 - 2020.02.28 23:30 (2019.11.18 - 2020.02.29) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=10; TRRR=2.5; UpATRR=2; DownATRR=0.5; DPR=0; StopLoss=900; TakeProfit=900; TS=100; MUR=0.01; SOLR=5; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4519 | Ticks modelled | 7433358 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 50 | ||
Total net profit | 3468.96 | Gross profit | 7166.16 | Gross loss | -3697.20 |
Profit factor | 1.94 | Expected payoff | 70.80 | ||
Absolute drawdown | 1391.79 | Maximal drawdown | 1492.03 (1.49%) | Relative drawdown | 1.49% (1492.03) |
Total trades | 49 | Short positions (won %) | 41 (80.49%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 40 (81.63%) | Loss trades (% of total) | 9 (18.37%) | ||
Largest | profit trade | 768.95 | loss trade | -815.29 | |
Average | profit trade | 179.15 | loss trade | -410.80 | |
Maximum | consecutive wins (profit in money) | 9 (1980.54) | consecutive losses (loss in money) | 1 (-815.29) | |
Maximal | consecutive profit (count of wins) | 1980.54 (9) | consecutive loss (count of losses) | -815.29 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.11.18 09:17 | buy | 1 | 0.88 | 120.553 | 119.603 | 121.453 | ||
2 | 2019.11.22 23:00 | close | 1 | 0.88 | 119.728 | 119.603 | 121.453 | -706.36 | 99293.64 |
3 | 2019.11.25 07:55 | buy | 2 | 0.87 | 120.069 | 119.119 | 120.969 | ||
4 | 2019.11.27 00:02 | close | 2 | 0.87 | 120.137 | 119.119 | 120.969 | 50.51 | 99344.15 |
5 | 2019.11.27 12:52 | sell | 3 | 0.87 | 120.075 | 121.025 | 119.175 | ||
6 | 2019.11.29 23:00 | close | 3 | 0.87 | 120.612 | 121.025 | 119.175 | -451.78 | 98892.38 |
7 | 2019.12.02 09:54 | sell | 4 | 0.87 | 120.741 | 121.691 | 119.841 | ||
8 | 2019.12.03 22:19 | close | 4 | 0.87 | 120.388 | 121.691 | 119.841 | 289.36 | 99181.74 |
9 | 2019.12.04 02:53 | sell | 5 | 0.87 | 120.238 | 121.188 | 119.338 | ||
10 | 2019.12.06 23:00 | close | 5 | 0.87 | 120.108 | 121.188 | 119.338 | 98.93 | 99280.67 |
11 | 2019.12.11 08:58 | sell | 6 | 0.87 | 120.542 | 121.492 | 119.642 | ||
12 | 2019.12.11 15:17 | close | 6 | 0.87 | 120.502 | 121.492 | 119.642 | 33.02 | 99313.69 |
13 | 2019.12.11 21:58 | buy | 7 | 0.87 | 120.898 | 119.948 | 121.798 | ||
14 | 2019.12.12 11:10 | close | 7 | 0.87 | 120.919 | 119.948 | 121.798 | 8.87 | 99322.56 |
15 | 2019.12.12 15:39 | buy | 8 | 0.87 | 121.149 | 120.199 | 122.049 | ||
16 | 2019.12.13 00:01 | t/p | 8 | 0.87 | 122.049 | 120.199 | 122.049 | 740.48 | 100063.05 |
17 | 2019.12.13 14:59 | sell | 9 | 0.88 | 122.289 | 122.706 | 121.389 | ||
18 | 2019.12.13 23:00 | close | 9 | 0.88 | 121.577 | 122.706 | 121.389 | 594.63 | 100657.68 |
19 | 2019.12.17 02:02 | sell | 10 | 0.89 | 121.975 | 122.925 | 121.075 | ||
20 | 2019.12.18 09:05 | close | 10 | 0.89 | 121.954 | 122.925 | 121.075 | 15.59 | 100673.27 |
21 | 2019.12.18 10:59 | sell | 11 | 0.89 | 121.751 | 122.701 | 120.851 | ||
22 | 2019.12.19 22:13 | close | 11 | 0.89 | 121.615 | 122.701 | 120.851 | 108.43 | 100781.70 |
23 | 2019.12.20 03:21 | sell | 12 | 0.89 | 121.514 | 121.720 | 120.614 | ||
24 | 2019.12.20 18:02 | close | 12 | 0.89 | 121.406 | 121.720 | 120.614 | 91.22 | 100872.92 |
25 | 2019.12.23 02:54 | sell | 13 | 0.89 | 121.162 | 122.112 | 120.262 | ||
26 | 2019.12.27 10:26 | s/l | 13 | 0.89 | 122.112 | 122.112 | 120.262 | -815.29 | 100057.63 |
27 | 2019.12.30 16:15 | sell | 14 | 0.88 | 122.074 | 123.024 | 121.174 | ||
28 | 2019.12.31 00:14 | close | 14 | 0.88 | 122.040 | 123.024 | 121.174 | 26.27 | 100083.89 |
29 | 2019.12.31 05:02 | sell | 15 | 0.88 | 121.766 | 122.716 | 120.866 | ||
30 | 2020.01.03 00:01 | close | 15 | 0.88 | 121.323 | 122.716 | 120.866 | 359.36 | 100443.26 |
31 | 2020.01.03 02:56 | sell | 16 | 0.88 | 121.151 | 122.101 | 120.251 | ||
32 | 2020.01.03 13:34 | t/p | 16 | 0.88 | 120.251 | 122.101 | 120.251 | 751.64 | 101194.90 |
33 | 2020.01.07 07:59 | sell | 17 | 0.89 | 121.248 | 122.198 | 120.348 | ||
34 | 2020.01.07 15:00 | close | 17 | 0.89 | 121.239 | 122.198 | 120.348 | 7.61 | 101202.51 |
35 | 2020.01.07 15:57 | sell | 18 | 0.89 | 120.984 | 121.934 | 120.084 | ||
36 | 2020.01.07 23:50 | close | 18 | 0.89 | 120.972 | 121.934 | 120.084 | 10.13 | 101212.64 |
37 | 2020.01.08 01:19 | sell | 19 | 0.89 | 120.734 | 121.684 | 119.834 | ||
38 | 2020.01.08 10:13 | close | 19 | 0.89 | 120.733 | 121.684 | 119.834 | 0.84 | 101213.48 |
39 | 2020.01.10 10:24 | sell | 20 | 0.89 | 121.622 | 122.572 | 120.722 | ||
40 | 2020.01.10 23:00 | close | 20 | 0.89 | 121.823 | 122.572 | 120.722 | -169.78 | 101043.70 |
41 | 2020.01.13 11:04 | buy | 21 | 0.89 | 122.259 | 121.309 | 123.159 | ||
42 | 2020.01.14 00:02 | close | 21 | 0.89 | 122.346 | 121.309 | 123.159 | 70.62 | 101114.32 |
43 | 2020.01.14 02:08 | buy | 22 | 0.89 | 122.625 | 121.675 | 123.525 | ||
44 | 2020.01.16 15:53 | close | 22 | 0.89 | 122.657 | 121.675 | 123.525 | 15.48 | 101129.79 |
45 | 2020.01.16 17:18 | sell | 23 | 0.89 | 122.533 | 123.483 | 121.633 | ||
46 | 2020.01.17 22:36 | close | 23 | 0.89 | 122.234 | 123.483 | 121.633 | 250.40 | 101380.20 |
47 | 2020.01.20 09:46 | sell | 24 | 0.89 | 122.198 | 123.148 | 121.298 | ||
48 | 2020.01.20 16:42 | close | 24 | 0.89 | 122.168 | 123.148 | 121.298 | 25.34 | 101405.54 |
49 | 2020.01.20 17:51 | sell | 25 | 0.89 | 122.032 | 122.982 | 121.132 | ||
50 | 2020.01.21 11:08 | close | 25 | 0.89 | 122.028 | 122.982 | 121.132 | 1.23 | 101406.77 |
51 | 2020.01.21 17:47 | sell | 26 | 0.89 | 121.906 | 122.856 | 121.006 | ||
52 | 2020.01.22 01:53 | close | 26 | 0.89 | 121.885 | 122.856 | 121.006 | 15.59 | 101422.36 |
53 | 2020.01.22 10:17 | sell | 27 | 0.89 | 121.806 | 122.756 | 120.906 | ||
54 | 2020.01.23 02:00 | close | 27 | 0.89 | 121.804 | 122.756 | 120.906 | -4.75 | 101417.61 |
55 | 2020.01.23 02:53 | sell | 28 | 0.89 | 121.636 | 122.586 | 120.736 | ||
56 | 2020.01.23 09:30 | close | 28 | 0.89 | 121.579 | 122.586 | 120.736 | 48.15 | 101465.76 |
57 | 2020.01.23 16:15 | sell | 29 | 0.89 | 121.283 | 122.233 | 120.383 | ||
58 | 2020.01.23 23:00 | close | 29 | 0.89 | 121.092 | 122.233 | 120.383 | 161.33 | 101627.09 |
59 | 2020.01.24 11:58 | sell | 30 | 0.90 | 120.898 | 121.848 | 119.998 | ||
60 | 2020.01.24 23:00 | close | 30 | 0.90 | 120.554 | 121.848 | 119.998 | 293.82 | 101920.91 |
61 | 2020.01.27 11:00 | sell | 31 | 0.90 | 120.143 | 120.472 | 119.243 | ||
62 | 2020.01.27 18:35 | close | 31 | 0.90 | 120.106 | 120.472 | 119.243 | 31.61 | 101952.52 |
63 | 2020.01.28 02:54 | sell | 32 | 0.90 | 119.919 | 120.869 | 119.019 | ||
64 | 2020.01.31 23:00 | close | 32 | 0.90 | 120.203 | 120.869 | 119.019 | -253.44 | 101699.08 |
65 | 2020.02.03 10:21 | sell | 33 | 0.90 | 120.164 | 121.114 | 119.264 | ||
66 | 2020.02.03 15:16 | close | 33 | 0.90 | 120.163 | 121.114 | 119.264 | 0.85 | 101699.93 |
67 | 2020.02.04 02:55 | sell | 34 | 0.90 | 120.072 | 121.022 | 119.172 | ||
68 | 2020.02.05 10:35 | s/l | 34 | 0.90 | 121.022 | 121.022 | 119.172 | -813.60 | 100886.33 |
69 | 2020.02.06 11:48 | sell | 35 | 0.89 | 120.781 | 121.731 | 119.881 | ||
70 | 2020.02.06 22:00 | close | 35 | 0.89 | 120.759 | 121.731 | 119.881 | 18.58 | 100904.91 |
71 | 2020.02.07 02:38 | sell | 36 | 0.89 | 120.651 | 121.601 | 119.751 | ||
72 | 2020.02.07 14:59 | close | 36 | 0.89 | 120.518 | 121.601 | 119.751 | 112.33 | 101017.24 |
73 | 2020.02.10 09:13 | sell | 37 | 0.89 | 120.165 | 121.115 | 119.265 | ||
74 | 2020.02.11 00:37 | close | 37 | 0.89 | 119.815 | 121.115 | 119.265 | 293.48 | 101310.73 |
75 | 2020.02.11 09:19 | sell | 38 | 0.89 | 119.811 | 120.761 | 118.911 | ||
76 | 2020.02.13 09:30 | close | 38 | 0.89 | 119.480 | 120.761 | 118.911 | 270.99 | 101581.72 |
77 | 2020.02.13 12:10 | sell | 39 | 0.89 | 119.284 | 120.234 | 118.384 | ||
78 | 2020.02.13 18:30 | close | 39 | 0.89 | 119.241 | 120.234 | 118.384 | 36.32 | 101618.04 |
79 | 2020.02.14 01:43 | sell | 40 | 0.90 | 118.935 | 119.885 | 118.035 | ||
80 | 2020.02.14 23:00 | close | 40 | 0.90 | 119.008 | 119.885 | 118.035 | -62.36 | 101555.68 |
81 | 2020.02.18 02:20 | sell | 41 | 0.89 | 118.929 | 119.879 | 118.029 | ||
82 | 2020.02.18 07:39 | close | 41 | 0.89 | 118.915 | 119.879 | 118.029 | 11.82 | 101567.50 |
83 | 2020.02.18 12:00 | sell | 42 | 0.89 | 118.718 | 119.668 | 117.818 | ||
84 | 2020.02.19 01:07 | close | 42 | 0.89 | 118.647 | 119.668 | 117.818 | 57.82 | 101625.32 |
85 | 2020.02.19 04:17 | buy | 43 | 0.90 | 118.970 | 118.020 | 119.870 | ||
86 | 2020.02.19 18:23 | t/p | 43 | 0.90 | 119.870 | 118.020 | 119.870 | 768.95 | 102394.27 |
87 | 2020.02.20 18:31 | sell | 44 | 0.90 | 120.626 | 121.576 | 119.726 | ||
88 | 2020.02.21 23:00 | close | 44 | 0.90 | 121.115 | 121.576 | 119.726 | -419.84 | 101974.43 |
89 | 2020.02.24 09:08 | sell | 45 | 0.90 | 120.550 | 121.500 | 119.650 | ||
90 | 2020.02.24 22:06 | close | 45 | 0.90 | 120.191 | 121.500 | 119.650 | 306.63 | 102281.06 |
91 | 2020.02.25 07:41 | sell | 46 | 0.90 | 120.227 | 121.177 | 119.327 | ||
92 | 2020.02.25 18:30 | close | 46 | 0.90 | 119.842 | 121.177 | 119.327 | 328.84 | 102609.90 |
93 | 2020.02.26 14:12 | buy | 47 | 0.90 | 120.582 | 119.632 | 121.482 | ||
94 | 2020.02.27 23:02 | close | 47 | 0.90 | 120.697 | 119.632 | 121.482 | 89.49 | 102699.39 |
95 | 2020.02.28 05:07 | sell | 48 | 0.90 | 119.943 | 120.893 | 119.043 | ||
96 | 2020.02.28 12:33 | close | 48 | 0.90 | 119.942 | 120.893 | 119.043 | 0.85 | 102700.24 |
97 | 2020.02.28 13:54 | sell | 49 | 0.90 | 119.500 | 120.450 | 118.600 | ||
98 | 2020.02.28 17:40 | t/p | 49 | 0.90 | 118.600 | 120.450 | 118.600 | 768.72 | 103468.96 |