Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 30 Minutes (M30) 2019.09.23 00:00 - 2019.12.27 23:30 (2019.09.23 - 2019.12.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=300; TakeProfit=200; TrackPeriod=5; TRRR=1; MinDev=0.1; UpATRR=1; UpDPR=0.8; DownATRR=1; DownDPR=0.5; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4312 | Ticks modelled | 2424921 | Modelling quality | 78.87% |
Mismatched charts errors | 15 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 799.68 | Gross profit | 2758.25 | Gross loss | -1958.57 |
Profit factor | 1.41 | Expected payoff | 10.52 | ||
Absolute drawdown | 99.54 | Maximal drawdown | 613.84 (5.76%) | Relative drawdown | 5.76% (613.84) |
Total trades | 76 | Short positions (won %) | 36 (72.22%) | Long positions (won %) | 40 (75.00%) |
Profit trades (% of total) | 56 (73.68%) | Loss trades (% of total) | 20 (26.32%) | ||
Largest | profit trade | 203.71 | loss trade | -133.41 | |
Average | profit trade | 49.25 | loss trade | -97.93 | |
Maximum | consecutive wins (profit in money) | 12 (490.66) | consecutive losses (loss in money) | 5 (-464.66) | |
Maximal | consecutive profit (count of wins) | 490.66 (12) | consecutive loss (count of losses) | -464.66 (5) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.23 10:22 | sell | 1 | 0.40 | 107.668 | 107.998 | 0.000 | ||
2 | 2019.09.23 16:00 | close | 1 | 0.40 | 107.570 | 107.998 | 0.000 | 36.44 | 10036.44 |
3 | 2019.09.23 21:36 | sell | 2 | 0.40 | 107.418 | 107.748 | 0.000 | ||
4 | 2019.09.24 12:21 | s/l | 2 | 0.40 | 107.748 | 107.748 | 0.000 | -125.47 | 9910.97 |
5 | 2019.09.24 17:01 | sell | 3 | 0.39 | 107.570 | 107.900 | 0.000 | ||
6 | 2019.09.25 02:30 | close | 3 | 0.39 | 107.174 | 107.900 | 0.000 | 141.21 | 10052.18 |
7 | 2019.09.25 05:43 | buy | 4 | 0.40 | 107.446 | 107.116 | 0.000 | ||
8 | 2019.09.26 02:00 | close | 4 | 0.40 | 107.742 | 107.116 | 0.000 | 114.01 | 10166.19 |
9 | 2019.09.26 03:08 | sell | 5 | 0.40 | 107.633 | 107.963 | 0.000 | ||
10 | 2019.09.26 17:33 | close | 5 | 0.40 | 107.619 | 107.963 | 0.000 | 5.20 | 10171.39 |
11 | 2019.09.26 19:46 | buy | 6 | 0.40 | 107.888 | 107.558 | 0.000 | ||
12 | 2019.09.27 18:37 | close | 6 | 0.40 | 107.995 | 107.558 | 0.000 | 41.00 | 10212.39 |
13 | 2019.09.30 08:50 | sell | 7 | 0.40 | 107.764 | 108.094 | 0.000 | ||
14 | 2019.09.30 15:18 | s/l | 7 | 0.40 | 108.094 | 108.094 | 0.000 | -122.12 | 10090.27 |
15 | 2019.10.01 03:50 | buy | 8 | 0.40 | 108.166 | 107.836 | 0.000 | ||
16 | 2019.10.01 13:38 | close | 8 | 0.40 | 108.274 | 107.836 | 0.000 | 39.90 | 10130.17 |
17 | 2019.10.01 17:01 | sell | 9 | 0.40 | 108.154 | 108.484 | 0.000 | ||
18 | 2019.10.02 02:35 | close | 9 | 0.40 | 107.752 | 108.484 | 0.000 | 146.27 | 10276.44 |
19 | 2019.10.02 03:23 | sell | 10 | 0.41 | 107.657 | 107.987 | 0.000 | ||
20 | 2019.10.03 02:02 | close | 10 | 0.41 | 107.214 | 107.987 | 0.000 | 160.30 | 10436.75 |
21 | 2019.10.03 03:06 | sell | 11 | 0.41 | 107.110 | 107.440 | 0.000 | ||
22 | 2019.10.03 20:26 | close | 11 | 0.41 | 106.991 | 107.440 | 0.000 | 45.60 | 10482.35 |
23 | 2019.10.04 13:57 | sell | 12 | 0.41 | 106.705 | 107.035 | 0.000 | ||
24 | 2019.10.04 15:33 | s/l | 12 | 0.41 | 107.035 | 107.035 | 0.000 | -126.40 | 10355.95 |
25 | 2019.10.07 00:00 | sell | 13 | 0.41 | 106.648 | 106.978 | 0.000 | ||
26 | 2019.10.07 16:12 | s/l | 13 | 0.41 | 106.978 | 106.978 | 0.000 | -126.47 | 10229.48 |
27 | 2019.10.07 20:31 | buy | 14 | 0.40 | 107.293 | 106.963 | 0.000 | ||
28 | 2019.10.08 10:02 | close | 14 | 0.40 | 107.335 | 106.963 | 0.000 | 17.02 | 10246.50 |
29 | 2019.10.08 10:43 | sell | 15 | 0.40 | 107.271 | 107.601 | 0.000 | ||
30 | 2019.10.08 17:56 | close | 15 | 0.40 | 107.101 | 107.601 | 0.000 | 63.49 | 10309.99 |
31 | 2019.10.08 21:58 | sell | 16 | 0.41 | 106.956 | 107.286 | 0.000 | ||
32 | 2019.10.09 10:37 | s/l | 16 | 0.41 | 107.286 | 107.286 | 0.000 | -129.15 | 10180.84 |
33 | 2019.10.09 12:13 | buy | 17 | 0.40 | 107.416 | 107.086 | 0.000 | ||
34 | 2019.10.09 22:43 | close | 17 | 0.40 | 107.428 | 107.086 | 0.000 | 4.47 | 10185.31 |
35 | 2019.10.10 01:21 | sell | 18 | 0.40 | 107.339 | 107.669 | 0.000 | ||
36 | 2019.10.10 04:36 | s/l | 18 | 0.40 | 107.669 | 107.669 | 0.000 | -122.60 | 10062.71 |
37 | 2019.10.10 05:30 | sell | 19 | 0.40 | 107.563 | 107.864 | 0.000 | ||
38 | 2019.10.10 10:33 | close | 19 | 0.40 | 107.436 | 107.864 | 0.000 | 47.28 | 10109.99 |
39 | 2019.10.10 15:36 | buy | 20 | 0.40 | 107.578 | 107.248 | 0.000 | ||
40 | 2019.10.11 01:13 | close | 20 | 0.40 | 107.860 | 107.248 | 0.000 | 105.95 | 10215.95 |
41 | 2019.10.11 03:52 | buy | 21 | 0.40 | 108.063 | 107.733 | 0.000 | ||
42 | 2019.10.11 19:33 | close | 21 | 0.40 | 108.287 | 107.733 | 0.000 | 82.74 | 10298.69 |
43 | 2019.10.14 08:55 | sell | 22 | 0.41 | 108.253 | 108.583 | 0.000 | ||
44 | 2019.10.14 14:52 | close | 22 | 0.41 | 108.245 | 108.583 | 0.000 | 3.03 | 10301.72 |
45 | 2019.10.14 16:27 | buy | 23 | 0.41 | 108.379 | 108.049 | 0.000 | ||
46 | 2019.10.15 02:58 | close | 23 | 0.41 | 108.384 | 108.049 | 0.000 | 3.30 | 10305.01 |
47 | 2019.10.15 16:23 | buy | 24 | 0.41 | 108.477 | 108.147 | 0.000 | ||
48 | 2019.10.16 02:47 | close | 24 | 0.41 | 108.817 | 108.147 | 0.000 | 129.51 | 10434.52 |
49 | 2019.10.16 03:22 | sell | 25 | 0.41 | 108.767 | 109.097 | 0.000 | ||
50 | 2019.10.16 09:02 | close | 25 | 0.41 | 108.739 | 109.097 | 0.000 | 10.56 | 10445.08 |
51 | 2019.10.17 20:00 | buy | 26 | 0.41 | 108.550 | 108.393 | 0.000 | ||
52 | 2019.10.17 21:12 | close | 26 | 0.41 | 108.641 | 108.393 | 0.000 | 34.34 | 10479.42 |
53 | 2019.10.18 02:13 | sell | 27 | 0.41 | 108.555 | 108.885 | 0.000 | ||
54 | 2019.10.18 23:00 | close | 27 | 0.41 | 108.440 | 108.885 | 0.000 | 43.48 | 10522.90 |
55 | 2019.10.21 07:19 | buy | 28 | 0.42 | 108.580 | 108.250 | 0.000 | ||
56 | 2019.10.22 05:02 | close | 28 | 0.42 | 108.608 | 108.250 | 0.000 | 12.27 | 10535.17 |
57 | 2019.10.22 08:52 | sell | 29 | 0.42 | 108.598 | 108.928 | 0.000 | ||
58 | 2019.10.22 15:47 | close | 29 | 0.42 | 108.597 | 108.928 | 0.000 | 0.39 | 10535.56 |
59 | 2019.10.22 16:53 | sell | 30 | 0.42 | 108.456 | 108.786 | 0.000 | ||
60 | 2019.10.23 08:17 | close | 30 | 0.42 | 108.402 | 108.786 | 0.000 | 17.81 | 10553.37 |
61 | 2019.10.24 10:01 | buy | 31 | 0.42 | 108.712 | 108.382 | 0.000 | ||
62 | 2019.10.25 23:00 | close | 31 | 0.42 | 108.668 | 108.382 | 0.000 | -15.57 | 10537.80 |
63 | 2019.10.28 00:01 | buy | 32 | 0.42 | 108.777 | 108.447 | 0.000 | ||
64 | 2019.10.29 03:10 | close | 32 | 0.42 | 108.962 | 108.447 | 0.000 | 72.75 | 10610.55 |
65 | 2019.10.29 03:52 | buy | 33 | 0.42 | 109.081 | 108.751 | 0.000 | ||
66 | 2019.10.30 22:12 | s/l | 33 | 0.42 | 108.751 | 108.751 | 0.000 | -126.01 | 10484.55 |
67 | 2019.10.31 04:37 | sell | 34 | 0.41 | 108.624 | 108.954 | 0.000 | ||
68 | 2019.11.01 00:29 | close | 34 | 0.41 | 108.079 | 108.954 | 0.000 | 203.71 | 10688.26 |
69 | 2019.11.01 02:47 | sell | 35 | 0.42 | 107.963 | 108.293 | 0.000 | ||
70 | 2019.11.01 20:12 | s/l | 35 | 0.42 | 108.293 | 108.293 | 0.000 | -127.99 | 10560.27 |
71 | 2019.11.04 08:20 | buy | 36 | 0.42 | 108.287 | 107.957 | 0.000 | ||
72 | 2019.11.05 00:15 | close | 36 | 0.42 | 108.546 | 107.957 | 0.000 | 101.66 | 10661.93 |
73 | 2019.11.05 01:34 | buy | 37 | 0.42 | 108.689 | 108.359 | 0.000 | ||
74 | 2019.11.05 13:07 | close | 37 | 0.42 | 108.804 | 108.359 | 0.000 | 44.39 | 10706.32 |
75 | 2019.11.05 15:58 | buy | 38 | 0.42 | 108.963 | 108.633 | 0.000 | ||
76 | 2019.11.06 02:00 | close | 38 | 0.42 | 109.134 | 108.633 | 0.000 | 67.25 | 10773.57 |
77 | 2019.11.06 08:39 | sell | 39 | 0.43 | 108.991 | 109.321 | 0.000 | ||
78 | 2019.11.06 21:59 | close | 39 | 0.43 | 108.972 | 109.321 | 0.000 | 7.50 | 10781.07 |
79 | 2019.11.07 03:46 | sell | 40 | 0.43 | 108.824 | 109.154 | 0.000 | ||
80 | 2019.11.07 09:19 | close | 40 | 0.43 | 108.812 | 109.154 | 0.000 | 4.74 | 10785.81 |
81 | 2019.11.07 09:35 | buy | 41 | 0.43 | 109.121 | 108.791 | 0.000 | ||
82 | 2019.11.07 21:44 | close | 41 | 0.43 | 109.252 | 108.791 | 0.000 | 51.56 | 10837.37 |
83 | 2019.11.08 02:11 | buy | 42 | 0.43 | 109.423 | 109.093 | 0.000 | ||
84 | 2019.11.08 17:01 | s/l | 42 | 0.43 | 109.093 | 109.093 | 0.000 | -130.07 | 10707.30 |
85 | 2019.11.11 02:58 | sell | 43 | 0.42 | 109.142 | 109.472 | 0.000 | ||
86 | 2019.11.11 13:54 | close | 43 | 0.42 | 109.003 | 109.472 | 0.000 | 53.56 | 10760.86 |
87 | 2019.11.11 17:12 | buy | 44 | 0.43 | 109.100 | 108.770 | 0.000 | ||
88 | 2019.11.12 11:40 | close | 44 | 0.43 | 109.180 | 108.770 | 0.000 | 32.99 | 10793.85 |
89 | 2019.11.13 02:39 | sell | 45 | 0.43 | 108.911 | 109.241 | 0.000 | ||
90 | 2019.11.13 19:53 | close | 45 | 0.43 | 108.876 | 109.241 | 0.000 | 13.82 | 10807.67 |
91 | 2019.11.14 18:27 | sell | 46 | 0.43 | 108.495 | 108.825 | 0.000 | ||
92 | 2019.11.15 01:30 | close | 46 | 0.43 | 108.436 | 108.825 | 0.000 | 20.22 | 10827.89 |
93 | 2019.11.15 02:46 | buy | 47 | 0.43 | 108.613 | 108.283 | 0.000 | ||
94 | 2019.11.15 23:00 | close | 47 | 0.43 | 108.817 | 108.283 | 0.000 | 80.61 | 10908.50 |
95 | 2019.11.18 09:16 | buy | 48 | 0.43 | 108.902 | 108.572 | 0.000 | ||
96 | 2019.11.18 15:19 | close | 48 | 0.43 | 108.928 | 108.572 | 0.000 | 10.26 | 10918.76 |
97 | 2019.11.18 19:00 | buy | 49 | 0.43 | 108.646 | 108.349 | 0.000 | ||
98 | 2019.11.18 23:15 | close | 49 | 0.43 | 108.675 | 108.349 | 0.000 | 11.47 | 10930.23 |
99 | 2019.11.19 02:10 | sell | 50 | 0.43 | 108.600 | 108.930 | 0.000 | ||
100 | 2019.11.20 00:07 | close | 50 | 0.43 | 108.578 | 108.930 | 0.000 | 5.53 | 10935.75 |
101 | 2019.11.20 01:02 | sell | 51 | 0.43 | 108.510 | 108.840 | 0.000 | ||
102 | 2019.11.20 05:49 | close | 51 | 0.43 | 108.509 | 108.840 | 0.000 | 0.40 | 10936.15 |
103 | 2019.11.20 09:42 | sell | 52 | 0.43 | 108.441 | 108.771 | 0.000 | ||
104 | 2019.11.22 23:00 | close | 52 | 0.43 | 108.663 | 108.771 | 0.000 | -100.58 | 10835.57 |
105 | 2019.11.25 07:41 | buy | 53 | 0.43 | 108.860 | 108.530 | 0.000 | ||
106 | 2019.11.25 17:30 | close | 53 | 0.43 | 108.861 | 108.530 | 0.000 | 0.39 | 10835.96 |
107 | 2019.11.26 01:23 | buy | 54 | 0.43 | 109.034 | 108.704 | 0.000 | ||
108 | 2019.11.26 23:06 | close | 54 | 0.43 | 109.036 | 108.704 | 0.000 | 0.79 | 10836.75 |
109 | 2019.11.27 07:45 | buy | 55 | 0.43 | 109.199 | 108.869 | 0.000 | ||
110 | 2019.11.28 01:02 | close | 55 | 0.43 | 109.429 | 108.869 | 0.000 | 94.81 | 10931.56 |
111 | 2019.11.28 16:24 | buy | 56 | 0.43 | 109.571 | 109.241 | 0.000 | ||
112 | 2019.11.29 23:00 | close | 56 | 0.43 | 109.453 | 109.241 | 0.000 | -44.88 | 10886.67 |
113 | 2019.12.02 00:05 | buy | 57 | 0.43 | 109.555 | 109.225 | 0.000 | ||
114 | 2019.12.02 09:22 | close | 57 | 0.43 | 109.623 | 109.225 | 0.000 | 26.67 | 10913.34 |
115 | 2019.12.02 09:35 | sell | 58 | 0.43 | 109.576 | 109.906 | 0.000 | ||
116 | 2019.12.03 02:13 | close | 58 | 0.43 | 109.067 | 109.906 | 0.000 | 197.49 | 11110.83 |
117 | 2019.12.03 02:52 | buy | 59 | 0.44 | 109.169 | 108.839 | 0.000 | ||
118 | 2019.12.03 12:16 | s/l | 59 | 0.44 | 108.839 | 108.839 | 0.000 | -133.41 | 10977.42 |
119 | 2019.12.03 16:48 | sell | 60 | 0.43 | 108.559 | 108.889 | 0.000 | ||
120 | 2019.12.04 11:06 | close | 60 | 0.43 | 108.553 | 108.889 | 0.000 | -0.80 | 10976.62 |
121 | 2019.12.04 15:15 | sell | 61 | 0.43 | 108.564 | 108.894 | 0.000 | ||
122 | 2019.12.04 17:32 | s/l | 61 | 0.43 | 108.894 | 108.894 | 0.000 | -130.31 | 10846.31 |
123 | 2019.12.04 21:28 | buy | 62 | 0.43 | 108.984 | 108.654 | 0.000 | ||
124 | 2019.12.06 07:33 | s/l | 62 | 0.43 | 108.654 | 108.654 | 0.000 | -124.70 | 10721.61 |
125 | 2019.12.06 08:01 | buy | 63 | 0.42 | 108.765 | 108.435 | 0.000 | ||
126 | 2019.12.06 23:00 | close | 63 | 0.42 | 108.570 | 108.435 | 0.000 | -75.44 | 10646.17 |
127 | 2019.12.09 10:16 | sell | 64 | 0.42 | 108.523 | 108.853 | 0.000 | ||
128 | 2019.12.09 16:03 | close | 64 | 0.42 | 108.520 | 108.853 | 0.000 | 1.16 | 10647.33 |
129 | 2019.12.09 17:58 | buy | 65 | 0.42 | 108.654 | 108.324 | 0.000 | ||
130 | 2019.12.11 02:34 | close | 65 | 0.42 | 108.737 | 108.324 | 0.000 | 34.94 | 10682.27 |
131 | 2019.12.11 21:00 | buy | 66 | 0.42 | 108.773 | 108.443 | 0.000 | ||
132 | 2019.12.13 00:00 | close | 66 | 0.42 | 109.085 | 108.443 | 0.000 | 125.90 | 10808.17 |
133 | 2019.12.13 14:55 | sell | 67 | 0.43 | 109.579 | 109.909 | 0.000 | ||
134 | 2019.12.13 23:00 | close | 67 | 0.43 | 109.365 | 109.909 | 0.000 | 84.14 | 10892.31 |
135 | 2019.12.16 10:06 | buy | 68 | 0.43 | 109.495 | 109.165 | 0.000 | ||
136 | 2019.12.17 00:00 | close | 68 | 0.43 | 109.537 | 109.165 | 0.000 | 17.97 | 10910.27 |
137 | 2019.12.17 09:42 | buy | 69 | 0.43 | 109.641 | 109.311 | 0.000 | ||
138 | 2019.12.19 16:50 | s/l | 69 | 0.43 | 109.311 | 109.311 | 0.000 | -123.91 | 10786.36 |
139 | 2019.12.20 09:59 | buy | 70 | 0.43 | 109.393 | 109.063 | 0.000 | ||
140 | 2019.12.20 23:00 | close | 70 | 0.43 | 109.476 | 109.063 | 0.000 | 32.60 | 10818.96 |
141 | 2019.12.23 00:00 | sell | 71 | 0.43 | 109.395 | 109.725 | 0.000 | ||
142 | 2019.12.23 17:30 | close | 71 | 0.43 | 109.394 | 109.725 | 0.000 | 0.39 | 10819.35 |
143 | 2019.12.24 02:54 | buy | 72 | 0.43 | 109.471 | 109.141 | 0.000 | ||
144 | 2019.12.26 12:04 | close | 72 | 0.43 | 109.544 | 109.141 | 0.000 | 34.56 | 10853.92 |
145 | 2019.12.26 13:26 | buy | 73 | 0.43 | 109.606 | 109.276 | 0.000 | ||
146 | 2019.12.26 22:10 | close | 73 | 0.43 | 109.614 | 109.276 | 0.000 | 3.14 | 10857.06 |
147 | 2019.12.27 00:00 | sell | 74 | 0.43 | 109.566 | 109.896 | 0.000 | ||
148 | 2019.12.27 07:35 | close | 74 | 0.43 | 109.527 | 109.896 | 0.000 | 15.31 | 10872.37 |
149 | 2019.12.27 15:19 | buy | 75 | 0.43 | 109.582 | 109.252 | 0.000 | ||
150 | 2019.12.27 23:00 | close | 75 | 0.43 | 109.426 | 109.252 | 0.000 | -61.30 | 10811.07 |
151 | 2019.12.27 23:52 | buy | 76 | 0.43 | 109.539 | 109.209 | 0.000 | ||
152 | 2019.12.27 23:52 | close | 76 | 0.43 | 109.510 | 109.209 | 0.000 | -11.39 | 10799.68 |