Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 30 Minutes (M30) 2019.09.23 00:00 - 2019.12.27 23:00 (2019.09.23 - 2019.12.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=300; TakeProfit=100; TrackPeriod=5; TRRR=1; MinDev=0.05; UpATRR=1.1; UpDPR=0.3; DownATRR=1; DownDPR=0.3; MUR=0.02; SOLR=5; OpenFlag=15; BandDeviation=2; BandPeriod=20; PassbyFlag=0; | ||||
Bars in test | 4344 | Ticks modelled | 6487133 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 403.78 | Gross profit | 1197.17 | Gross loss | -793.39 |
Profit factor | 1.51 | Expected payoff | 4.75 | ||
Absolute drawdown | 49.91 | Maximal drawdown | 238.98 (2.34%) | Relative drawdown | 2.34% (238.98) |
Total trades | 85 | Short positions (won %) | 48 (75.00%) | Long positions (won %) | 37 (75.68%) |
Profit trades (% of total) | 64 (75.29%) | Loss trades (% of total) | 21 (24.71%) | ||
Largest | profit trade | 155.46 | loss trade | -61.67 | |
Average | profit trade | 18.71 | loss trade | -37.78 | |
Maximum | consecutive wins (profit in money) | 12 (274.35) | consecutive losses (loss in money) | 3 (-73.51) | |
Maximal | consecutive profit (count of wins) | 274.35 (12) | consecutive loss (count of losses) | -84.50 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.23 10:20 | sell | 1 | 0.20 | 107.656 | 107.986 | 0.000 | ||
2 | 2019.09.23 15:37 | close | 1 | 0.20 | 107.568 | 107.986 | 0.000 | 16.36 | 10016.36 |
3 | 2019.09.23 21:37 | sell | 2 | 0.20 | 107.404 | 107.734 | 0.000 | ||
4 | 2019.09.24 12:19 | s/l | 2 | 0.20 | 107.734 | 107.734 | 0.000 | -61.26 | 9955.10 |
5 | 2019.09.24 14:00 | sell | 3 | 0.10 | 107.678 | 107.789 | 0.000 | ||
6 | 2019.09.24 16:54 | close | 3 | 0.10 | 107.657 | 107.789 | 0.000 | 1.95 | 9957.05 |
7 | 2019.09.24 17:00 | sell | 4 | 0.10 | 107.559 | 107.889 | 0.000 | ||
8 | 2019.09.25 02:30 | close | 4 | 0.10 | 107.162 | 107.889 | 0.000 | 37.05 | 9994.10 |
9 | 2019.09.25 07:00 | sell | 5 | 0.10 | 107.310 | 107.440 | 0.000 | ||
10 | 2019.09.25 10:01 | s/l | 5 | 0.10 | 107.440 | 107.440 | 0.000 | -12.10 | 9982.00 |
11 | 2019.09.25 15:25 | buy | 6 | 0.10 | 107.519 | 107.189 | 0.000 | ||
12 | 2019.09.26 02:01 | close | 6 | 0.10 | 107.732 | 107.189 | 0.000 | 19.77 | 10001.77 |
13 | 2019.09.26 03:09 | sell | 7 | 0.20 | 107.619 | 107.949 | 0.000 | ||
14 | 2019.09.26 17:30 | close | 7 | 0.20 | 107.609 | 107.949 | 0.000 | 1.86 | 10003.63 |
15 | 2019.09.26 19:47 | buy | 8 | 0.20 | 107.895 | 107.565 | 0.000 | ||
16 | 2019.09.27 18:36 | close | 8 | 0.20 | 107.984 | 107.565 | 0.000 | 16.48 | 10020.11 |
17 | 2019.09.30 08:51 | sell | 9 | 0.20 | 107.756 | 108.086 | 0.000 | ||
18 | 2019.09.30 15:18 | s/l | 9 | 0.20 | 108.086 | 108.086 | 0.000 | -61.06 | 9959.05 |
19 | 2019.09.30 21:00 | sell | 10 | 0.10 | 108.107 | 108.250 | 0.000 | ||
20 | 2019.10.01 00:22 | close | 10 | 0.10 | 108.091 | 108.250 | 0.000 | 1.48 | 9960.53 |
21 | 2019.10.01 03:53 | buy | 11 | 0.10 | 108.159 | 107.829 | 0.000 | ||
22 | 2019.10.01 13:37 | close | 11 | 0.10 | 108.264 | 107.829 | 0.000 | 9.70 | 9970.23 |
23 | 2019.10.01 17:00 | sell | 12 | 0.10 | 108.143 | 108.473 | 0.000 | ||
24 | 2019.10.02 02:36 | close | 12 | 0.10 | 107.743 | 108.473 | 0.000 | 37.13 | 10007.36 |
25 | 2019.10.02 03:23 | sell | 13 | 0.20 | 107.645 | 107.975 | 0.000 | ||
26 | 2019.10.03 02:00 | close | 13 | 0.20 | 107.204 | 107.975 | 0.000 | 82.27 | 10089.63 |
27 | 2019.10.03 03:02 | sell | 14 | 0.20 | 107.100 | 107.430 | 0.000 | ||
28 | 2019.10.03 20:25 | close | 14 | 0.20 | 106.980 | 107.430 | 0.000 | 22.43 | 10112.06 |
29 | 2019.10.04 13:59 | sell | 15 | 0.20 | 106.693 | 107.023 | 0.000 | ||
30 | 2019.10.04 15:33 | s/l | 15 | 0.20 | 107.023 | 107.023 | 0.000 | -61.67 | 10050.39 |
31 | 2019.10.07 20:32 | buy | 16 | 0.20 | 107.290 | 106.960 | 0.000 | ||
32 | 2019.10.08 10:04 | close | 16 | 0.20 | 107.325 | 106.960 | 0.000 | 6.52 | 10056.91 |
33 | 2019.10.08 10:42 | sell | 17 | 0.20 | 107.259 | 107.589 | 0.000 | ||
34 | 2019.10.08 17:55 | close | 17 | 0.20 | 107.091 | 107.589 | 0.000 | 31.38 | 10088.29 |
35 | 2019.10.08 21:57 | sell | 18 | 0.20 | 106.948 | 107.278 | 0.000 | ||
36 | 2019.10.09 10:35 | s/l | 18 | 0.20 | 107.278 | 107.278 | 0.000 | -61.52 | 10026.77 |
37 | 2019.10.09 12:12 | buy | 19 | 0.20 | 107.414 | 107.084 | 0.000 | ||
38 | 2019.10.09 22:43 | close | 19 | 0.20 | 107.416 | 107.084 | 0.000 | 0.37 | 10027.14 |
39 | 2019.10.10 01:20 | sell | 20 | 0.20 | 107.308 | 107.638 | 0.000 | ||
40 | 2019.10.10 04:37 | s/l | 20 | 0.20 | 107.638 | 107.638 | 0.000 | -61.31 | 9965.83 |
41 | 2019.10.10 05:30 | sell | 21 | 0.10 | 107.553 | 107.853 | 0.000 | ||
42 | 2019.10.10 10:31 | close | 21 | 0.10 | 107.425 | 107.853 | 0.000 | 11.92 | 9977.75 |
43 | 2019.10.10 15:36 | buy | 22 | 0.10 | 107.569 | 107.239 | 0.000 | ||
44 | 2019.10.11 01:11 | close | 22 | 0.10 | 107.849 | 107.239 | 0.000 | 25.96 | 10003.71 |
45 | 2019.10.11 03:53 | buy | 23 | 0.20 | 108.060 | 107.730 | 0.000 | ||
46 | 2019.10.11 19:32 | close | 23 | 0.20 | 108.273 | 107.730 | 0.000 | 39.34 | 10043.05 |
47 | 2019.10.14 06:00 | buy | 24 | 0.20 | 108.325 | 108.147 | 0.000 | ||
48 | 2019.10.14 07:15 | close | 24 | 0.20 | 108.325 | 108.147 | 0.000 | 0.00 | 10043.05 |
49 | 2019.10.14 08:57 | sell | 25 | 0.20 | 108.244 | 108.574 | 0.000 | ||
50 | 2019.10.14 14:53 | close | 25 | 0.20 | 108.234 | 108.574 | 0.000 | 1.85 | 10044.90 |
51 | 2019.10.14 16:29 | buy | 26 | 0.20 | 108.376 | 108.046 | 0.000 | ||
52 | 2019.10.16 02:45 | close | 26 | 0.20 | 108.807 | 108.046 | 0.000 | 79.22 | 10124.12 |
53 | 2019.10.16 03:23 | sell | 27 | 0.20 | 108.756 | 109.086 | 0.000 | ||
54 | 2019.10.16 09:04 | close | 27 | 0.20 | 108.729 | 109.086 | 0.000 | 4.97 | 10129.09 |
55 | 2019.10.18 16:05 | sell | 28 | 0.20 | 108.452 | 108.782 | 0.000 | ||
56 | 2019.10.18 23:00 | close | 28 | 0.20 | 108.430 | 108.782 | 0.000 | 4.06 | 10133.15 |
57 | 2019.10.21 07:19 | buy | 29 | 0.20 | 108.573 | 108.243 | 0.000 | ||
58 | 2019.10.22 05:02 | close | 29 | 0.20 | 108.602 | 108.243 | 0.000 | 5.34 | 10138.49 |
59 | 2019.10.22 08:54 | sell | 30 | 0.20 | 108.586 | 108.916 | 0.000 | ||
60 | 2019.10.22 15:47 | close | 30 | 0.20 | 108.585 | 108.916 | 0.000 | 0.18 | 10138.67 |
61 | 2019.10.22 16:53 | sell | 31 | 0.20 | 108.446 | 108.776 | 0.000 | ||
62 | 2019.10.23 08:17 | close | 31 | 0.20 | 108.391 | 108.776 | 0.000 | 10.15 | 10148.82 |
63 | 2019.10.24 10:01 | buy | 32 | 0.20 | 108.705 | 108.375 | 0.000 | ||
64 | 2019.10.25 23:00 | close | 32 | 0.20 | 108.657 | 108.375 | 0.000 | -8.84 | 10139.98 |
65 | 2019.10.28 03:58 | buy | 33 | 0.20 | 108.808 | 108.478 | 0.000 | ||
66 | 2019.10.29 03:10 | close | 33 | 0.20 | 108.952 | 108.478 | 0.000 | 26.43 | 10166.41 |
67 | 2019.10.29 03:52 | buy | 34 | 0.20 | 109.072 | 108.742 | 0.000 | ||
68 | 2019.10.30 22:12 | s/l | 34 | 0.20 | 108.742 | 108.742 | 0.000 | -60.69 | 10105.72 |
69 | 2019.10.31 04:37 | sell | 35 | 0.20 | 108.615 | 108.945 | 0.000 | ||
70 | 2019.11.01 00:29 | close | 35 | 0.20 | 108.069 | 108.945 | 0.000 | 101.05 | 10206.77 |
71 | 2019.11.01 02:47 | sell | 36 | 0.20 | 107.952 | 108.282 | 0.000 | ||
72 | 2019.11.01 20:12 | s/l | 36 | 0.20 | 108.282 | 108.282 | 0.000 | -60.95 | 10145.82 |
73 | 2019.11.01 21:30 | sell | 37 | 0.20 | 108.225 | 108.353 | 0.000 | ||
74 | 2019.11.01 23:00 | close | 37 | 0.20 | 108.192 | 108.353 | 0.000 | 6.10 | 10151.92 |
75 | 2019.11.04 08:20 | buy | 38 | 0.20 | 108.279 | 107.949 | 0.000 | ||
76 | 2019.11.05 00:11 | close | 38 | 0.20 | 108.536 | 107.949 | 0.000 | 47.36 | 10199.28 |
77 | 2019.11.05 01:34 | buy | 39 | 0.20 | 108.683 | 108.353 | 0.000 | ||
78 | 2019.11.05 13:07 | close | 39 | 0.20 | 108.794 | 108.353 | 0.000 | 20.41 | 10219.69 |
79 | 2019.11.05 17:01 | buy | 40 | 0.20 | 109.048 | 108.718 | 0.000 | ||
80 | 2019.11.06 02:00 | close | 40 | 0.20 | 109.124 | 108.718 | 0.000 | 13.93 | 10233.62 |
81 | 2019.11.06 08:39 | sell | 41 | 0.20 | 108.979 | 109.309 | 0.000 | ||
82 | 2019.11.06 21:59 | close | 41 | 0.20 | 108.961 | 109.309 | 0.000 | 3.30 | 10236.92 |
83 | 2019.11.07 03:48 | sell | 42 | 0.20 | 108.809 | 109.139 | 0.000 | ||
84 | 2019.11.07 09:19 | close | 42 | 0.20 | 108.803 | 109.139 | 0.000 | 1.10 | 10238.02 |
85 | 2019.11.07 09:36 | buy | 43 | 0.20 | 109.120 | 108.790 | 0.000 | ||
86 | 2019.11.07 21:44 | close | 43 | 0.20 | 109.241 | 108.790 | 0.000 | 22.15 | 10260.17 |
87 | 2019.11.08 02:12 | buy | 44 | 0.20 | 109.414 | 109.084 | 0.000 | ||
88 | 2019.11.08 17:01 | s/l | 44 | 0.20 | 109.084 | 109.084 | 0.000 | -60.50 | 10199.67 |
89 | 2019.11.08 19:30 | buy | 45 | 0.20 | 109.202 | 109.005 | 0.000 | ||
90 | 2019.11.08 22:30 | close | 45 | 0.20 | 109.206 | 109.005 | 0.000 | 0.73 | 10200.40 |
91 | 2019.11.11 02:58 | sell | 46 | 0.20 | 109.125 | 109.455 | 0.000 | ||
92 | 2019.11.11 13:54 | close | 46 | 0.20 | 108.992 | 109.455 | 0.000 | 24.41 | 10224.81 |
93 | 2019.11.11 17:12 | buy | 47 | 0.20 | 109.095 | 108.765 | 0.000 | ||
94 | 2019.11.12 11:40 | close | 47 | 0.20 | 109.170 | 108.765 | 0.000 | 13.74 | 10238.55 |
95 | 2019.11.12 23:00 | buy | 48 | 0.20 | 109.006 | 108.879 | 0.000 | ||
96 | 2019.11.13 02:43 | s/l | 48 | 0.20 | 108.879 | 108.879 | 0.000 | -23.33 | 10215.22 |
97 | 2019.11.13 03:30 | buy | 49 | 0.20 | 108.947 | 108.802 | 0.000 | ||
98 | 2019.11.13 04:28 | close | 49 | 0.20 | 108.962 | 108.802 | 0.000 | 2.75 | 10217.97 |
99 | 2019.11.13 11:28 | sell | 50 | 0.20 | 108.985 | 109.315 | 0.000 | ||
100 | 2019.11.13 19:54 | close | 50 | 0.20 | 108.865 | 109.315 | 0.000 | 22.05 | 10240.02 |
101 | 2019.11.14 13:00 | buy | 51 | 0.20 | 108.665 | 108.532 | 0.000 | ||
102 | 2019.11.14 13:59 | close | 51 | 0.20 | 108.653 | 108.532 | 0.000 | -2.21 | 10237.81 |
103 | 2019.11.14 18:27 | sell | 52 | 0.20 | 108.480 | 108.810 | 0.000 | ||
104 | 2019.11.15 01:30 | close | 52 | 0.20 | 108.426 | 108.810 | 0.000 | 9.96 | 10247.77 |
105 | 2019.11.15 02:56 | buy | 53 | 0.20 | 108.611 | 108.281 | 0.000 | ||
106 | 2019.11.15 23:00 | close | 53 | 0.20 | 108.808 | 108.281 | 0.000 | 36.21 | 10283.98 |
107 | 2019.11.18 09:16 | buy | 54 | 0.20 | 108.893 | 108.563 | 0.000 | ||
108 | 2019.11.18 15:19 | close | 54 | 0.20 | 108.919 | 108.563 | 0.000 | 4.77 | 10288.75 |
109 | 2019.11.18 19:00 | buy | 55 | 0.20 | 108.636 | 108.339 | 0.000 | ||
110 | 2019.11.18 23:15 | close | 55 | 0.20 | 108.664 | 108.339 | 0.000 | 5.15 | 10293.90 |
111 | 2019.11.19 02:10 | sell | 56 | 0.20 | 108.590 | 108.920 | 0.000 | ||
112 | 2019.11.20 00:10 | close | 56 | 0.20 | 108.568 | 108.920 | 0.000 | 4.05 | 10297.95 |
113 | 2019.11.20 01:02 | sell | 57 | 0.20 | 108.499 | 108.829 | 0.000 | ||
114 | 2019.11.20 05:49 | close | 57 | 0.20 | 108.498 | 108.829 | 0.000 | 0.18 | 10298.13 |
115 | 2019.11.20 09:42 | sell | 58 | 0.20 | 108.429 | 108.759 | 0.000 | ||
116 | 2019.11.20 19:45 | s/l | 58 | 0.20 | 108.759 | 108.759 | 0.000 | -60.68 | 10237.45 |
117 | 2019.11.21 02:00 | buy | 59 | 0.20 | 108.492 | 108.374 | 0.000 | ||
118 | 2019.11.21 02:53 | s/l | 59 | 0.20 | 108.374 | 108.374 | 0.000 | -21.78 | 10215.67 |
119 | 2019.11.21 07:39 | buy | 60 | 0.20 | 108.617 | 108.287 | 0.000 | ||
120 | 2019.11.22 05:00 | close | 60 | 0.20 | 108.618 | 108.287 | 0.000 | 0.18 | 10215.85 |
121 | 2019.11.22 09:23 | sell | 61 | 0.20 | 108.563 | 108.893 | 0.000 | ||
122 | 2019.11.22 23:00 | close | 61 | 0.20 | 108.652 | 108.893 | 0.000 | -16.38 | 10199.47 |
123 | 2019.11.25 07:48 | buy | 62 | 0.20 | 108.854 | 108.524 | 0.000 | ||
124 | 2019.11.25 23:53 | close | 62 | 0.20 | 108.910 | 108.524 | 0.000 | 10.28 | 10209.75 |
125 | 2019.11.26 01:23 | buy | 63 | 0.20 | 109.026 | 108.696 | 0.000 | ||
126 | 2019.11.27 00:09 | close | 63 | 0.20 | 109.027 | 108.696 | 0.000 | 0.18 | 10209.93 |
127 | 2019.11.27 07:47 | buy | 64 | 0.20 | 109.192 | 108.862 | 0.000 | ||
128 | 2019.11.28 01:02 | close | 64 | 0.20 | 109.417 | 108.862 | 0.000 | 41.13 | 10251.06 |
129 | 2019.11.29 02:17 | buy | 65 | 0.20 | 109.573 | 109.243 | 0.000 | ||
130 | 2019.11.29 23:00 | close | 65 | 0.20 | 109.441 | 109.243 | 0.000 | -24.12 | 10226.94 |
131 | 2019.12.02 02:12 | buy | 66 | 0.20 | 109.647 | 109.317 | 0.000 | ||
132 | 2019.12.02 17:00 | s/l | 66 | 0.20 | 109.317 | 109.317 | 0.000 | -60.38 | 10166.56 |
133 | 2019.12.02 17:58 | sell | 67 | 0.20 | 109.089 | 109.419 | 0.000 | ||
134 | 2019.12.03 02:13 | close | 67 | 0.20 | 109.056 | 109.419 | 0.000 | 6.05 | 10172.61 |
135 | 2019.12.03 09:24 | sell | 68 | 0.20 | 109.087 | 109.417 | 0.000 | ||
136 | 2019.12.03 22:21 | close | 68 | 0.20 | 108.655 | 109.417 | 0.000 | 79.52 | 10252.13 |
137 | 2019.12.04 02:12 | sell | 69 | 0.20 | 108.554 | 108.884 | 0.000 | ||
138 | 2019.12.04 11:06 | close | 69 | 0.20 | 108.545 | 108.884 | 0.000 | 1.66 | 10253.79 |
139 | 2019.12.04 13:30 | sell | 70 | 0.20 | 108.657 | 108.803 | 0.000 | ||
140 | 2019.12.04 15:15 | close | 70 | 0.20 | 108.623 | 108.803 | 0.000 | 6.26 | 10260.05 |
141 | 2019.12.04 22:00 | sell | 71 | 0.20 | 108.909 | 109.067 | 0.000 | ||
142 | 2019.12.05 01:25 | close | 71 | 0.20 | 108.854 | 109.067 | 0.000 | 10.11 | 10270.16 |
143 | 2019.12.05 15:08 | sell | 72 | 0.20 | 108.786 | 109.116 | 0.000 | ||
144 | 2019.12.05 22:43 | close | 72 | 0.20 | 108.785 | 109.116 | 0.000 | 0.18 | 10270.34 |
145 | 2019.12.06 02:21 | sell | 73 | 0.20 | 108.670 | 109.000 | 0.000 | ||
146 | 2019.12.06 15:30 | close | 73 | 0.20 | 108.619 | 109.000 | 0.000 | 9.39 | 10279.73 |
147 | 2019.12.09 10:16 | sell | 74 | 0.20 | 108.511 | 108.841 | 0.000 | ||
148 | 2019.12.09 16:03 | close | 74 | 0.20 | 108.509 | 108.841 | 0.000 | 0.37 | 10280.10 |
149 | 2019.12.09 21:00 | sell | 75 | 0.20 | 108.608 | 108.720 | 0.000 | ||
150 | 2019.12.09 23:42 | close | 75 | 0.20 | 108.594 | 108.720 | 0.000 | 2.58 | 10282.68 |
151 | 2019.12.10 09:21 | sell | 76 | 0.20 | 108.567 | 108.897 | 0.000 | ||
152 | 2019.12.12 04:34 | close | 76 | 0.20 | 108.561 | 108.897 | 0.000 | 1.11 | 10283.79 |
153 | 2019.12.12 12:30 | sell | 77 | 0.20 | 108.652 | 108.738 | 0.000 | ||
154 | 2019.12.12 15:02 | close | 77 | 0.20 | 108.643 | 108.738 | 0.000 | 1.66 | 10285.45 |
155 | 2019.12.12 16:35 | buy | 78 | 0.20 | 108.758 | 108.428 | 0.000 | ||
156 | 2019.12.13 14:52 | close | 78 | 0.20 | 109.610 | 108.428 | 0.000 | 155.46 | 10440.91 |
157 | 2019.12.13 16:07 | sell | 79 | 0.20 | 109.346 | 109.676 | 0.000 | ||
158 | 2019.12.13 23:00 | close | 79 | 0.20 | 109.352 | 109.676 | 0.000 | -1.10 | 10439.81 |
159 | 2019.12.16 17:19 | buy | 80 | 0.20 | 109.542 | 109.212 | 0.000 | ||
160 | 2019.12.17 00:31 | close | 80 | 0.20 | 109.548 | 109.212 | 0.000 | 1.10 | 10440.91 |
161 | 2019.12.18 03:58 | sell | 81 | 0.20 | 109.445 | 109.775 | 0.000 | ||
162 | 2019.12.19 22:30 | close | 81 | 0.20 | 109.325 | 109.775 | 0.000 | 21.95 | 10462.86 |
163 | 2019.12.20 09:59 | buy | 82 | 0.20 | 109.385 | 109.055 | 0.000 | ||
164 | 2019.12.20 23:00 | close | 82 | 0.20 | 109.464 | 109.055 | 0.000 | 14.43 | 10477.29 |
165 | 2019.12.24 17:02 | sell | 83 | 0.20 | 109.357 | 109.687 | 0.000 | ||
166 | 2019.12.26 18:11 | s/l | 83 | 0.20 | 109.687 | 109.687 | 0.000 | -60.17 | 10417.12 |
167 | 2019.12.27 04:30 | buy | 84 | 0.20 | 109.503 | 109.376 | 0.000 | ||
168 | 2019.12.27 07:35 | close | 84 | 0.20 | 109.485 | 109.376 | 0.000 | -3.29 | 10413.83 |
169 | 2019.12.27 21:59 | sell | 85 | 0.20 | 109.390 | 109.720 | 0.000 | ||
170 | 2019.12.27 23:00 | close | 85 | 0.20 | 109.445 | 109.720 | 0.000 | -10.05 | 10403.78 |