Symbol | EURJPY (Euro vs. Japanese Yen) | ||||
Period | 1 Hour (H1) 2020.01.06 00:00 - 2020.04.17 23:00 (2020.01.06 - 2020.04.19) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=15; TRRR=0.5; UpATRR=1; DownATRR=0.5; DPR=0.5; StopLoss=600; TakeProfit=700; TS=300; MaxSpread=50; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=2; | ||||
Bars in test | 2814 | Ticks modelled | 14761044 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 50 | ||
Total net profit | 4183.87 | Gross profit | 7873.46 | Gross loss | -3689.58 |
Profit factor | 2.13 | Expected payoff | 220.20 | ||
Absolute drawdown | 457.43 | Maximal drawdown | 2601.90 (2.46%) | Relative drawdown | 2.46% (2601.90) |
Total trades | 19 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 4 (100.00%) |
Profit trades (% of total) | 15 (78.95%) | Loss trades (% of total) | 4 (21.05%) | ||
Largest | profit trade | 1250.43 | loss trade | -1173.21 | |
Average | profit trade | 524.90 | loss trade | -922.40 | |
Maximum | consecutive wins (profit in money) | 5 (5190.70) | consecutive losses (loss in money) | 1 (-1173.21) | |
Maximal | consecutive profit (count of wins) | 5190.70 (5) | consecutive loss (count of losses) | -1173.21 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.13 11:04 | buy | 1 | 1.84 | 122.259 | 121.609 | 122.959 | ||
2 | 2020.01.14 10:14 | close | 1 | 1.84 | 122.461 | 121.609 | 122.959 | 339.64 | 100339.64 |
3 | 2020.01.21 03:20 | sell | 2 | 1.85 | 121.945 | 122.595 | 121.245 | ||
4 | 2020.01.22 04:50 | close | 2 | 1.85 | 121.941 | 122.595 | 121.245 | 7.32 | 100346.96 |
5 | 2020.01.23 16:17 | sell | 3 | 1.85 | 121.197 | 121.847 | 120.497 | ||
6 | 2020.01.24 08:00 | close | 3 | 1.85 | 121.072 | 121.847 | 120.497 | 215.61 | 100562.56 |
7 | 2020.01.24 19:18 | sell | 4 | 1.85 | 120.427 | 121.077 | 119.727 | ||
8 | 2020.01.24 23:00 | close | 4 | 1.85 | 120.554 | 121.077 | 119.727 | -218.63 | 100343.93 |
9 | 2020.02.04 10:55 | buy | 5 | 1.85 | 120.630 | 119.980 | 121.330 | ||
10 | 2020.02.05 05:27 | close | 5 | 1.85 | 120.726 | 119.980 | 121.330 | 158.96 | 100502.89 |
11 | 2020.02.07 11:29 | sell | 6 | 1.85 | 120.413 | 121.063 | 119.713 | ||
12 | 2020.02.07 23:00 | close | 6 | 1.85 | 120.208 | 121.063 | 119.713 | 352.89 | 100855.78 |
13 | 2020.02.10 19:36 | sell | 7 | 1.86 | 119.696 | 120.346 | 118.996 | ||
14 | 2020.02.13 11:06 | close | 7 | 1.86 | 119.587 | 120.346 | 118.996 | 190.79 | 101046.57 |
15 | 2020.02.13 13:23 | sell | 8 | 1.86 | 119.205 | 119.855 | 118.505 | ||
16 | 2020.02.14 05:02 | close | 8 | 1.86 | 119.111 | 119.855 | 118.505 | 163.13 | 101209.70 |
17 | 2020.02.18 15:33 | sell | 9 | 1.86 | 118.592 | 119.242 | 117.892 | ||
18 | 2020.02.19 12:44 | s/l | 9 | 1.86 | 119.242 | 119.242 | 117.892 | -1124.56 | 100085.13 |
19 | 2020.02.19 15:43 | buy | 10 | 1.84 | 119.554 | 118.904 | 120.254 | ||
20 | 2020.02.19 20:55 | t/p | 10 | 1.84 | 120.254 | 118.904 | 120.254 | 1198.76 | 101283.89 |
21 | 2020.02.19 21:45 | buy | 11 | 1.86 | 120.509 | 119.859 | 121.209 | ||
22 | 2020.02.20 16:26 | t/p | 11 | 1.86 | 121.209 | 119.859 | 121.209 | 1192.66 | 102476.55 |
23 | 2020.02.24 16:17 | sell | 12 | 1.89 | 120.126 | 120.776 | 119.426 | ||
24 | 2020.02.25 23:37 | close | 12 | 1.89 | 119.942 | 120.776 | 119.426 | 324.04 | 102800.60 |
25 | 2020.02.28 15:22 | sell | 13 | 1.89 | 119.223 | 119.873 | 118.523 | ||
26 | 2020.02.28 17:41 | t/p | 13 | 1.89 | 118.523 | 119.873 | 118.523 | 1231.11 | 104031.71 |
27 | 2020.03.09 04:49 | sell | 14 | 1.91 | 117.675 | 118.325 | 116.975 | ||
28 | 2020.03.09 04:50 | t/p | 14 | 1.91 | 116.975 | 118.325 | 116.975 | 1244.13 | 105275.84 |
29 | 2020.03.27 16:59 | sell | 15 | 1.94 | 119.067 | 119.717 | 118.367 | ||
30 | 2020.03.27 19:01 | s/l | 15 | 1.94 | 119.717 | 119.717 | 118.367 | -1173.18 | 104102.66 |
31 | 2020.04.01 11:21 | sell | 16 | 1.92 | 117.802 | 118.452 | 117.102 | ||
32 | 2020.04.01 17:19 | t/p | 16 | 1.92 | 117.102 | 118.452 | 117.102 | 1250.43 | 105353.09 |
33 | 2020.04.02 15:53 | sell | 17 | 1.94 | 116.659 | 117.309 | 115.959 | ||
34 | 2020.04.02 17:38 | s/l | 17 | 1.94 | 117.309 | 117.309 | 115.959 | -1173.21 | 104179.88 |
35 | 2020.04.13 16:43 | sell | 18 | 1.92 | 117.643 | 118.293 | 116.943 | ||
36 | 2020.04.14 11:08 | close | 18 | 1.92 | 117.642 | 118.293 | 116.943 | 2.23 | 104182.11 |
37 | 2020.04.15 13:51 | sell | 19 | 1.92 | 117.010 | 117.660 | 116.310 | ||
38 | 2020.04.17 09:07 | close | 19 | 1.92 | 117.010 | 117.660 | 116.310 | 1.77 | 104183.87 |