Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 30 Minutes (M30) 2019.10.14 00:00 - 2020.01.24 23:30 (2019.10.14 - 2020.01.25) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopLoss=300; TakeProfit=100; TrackPeriod=5; TRRR=1.1; UpATRR=1.1; UpDPR=0.3; DownATRR=1.1; DownDPR=0.3; BandDeviation=2; BandPeriod=20; MinDeviation=50; TSR=0; MUR=0.02; SOLR=5; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4519 | Ticks modelled | 6599386 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 538.64 | Gross profit | 1215.35 | Gross loss | -676.71 |
Profit factor | 1.80 | Expected payoff | 7.18 | ||
Absolute drawdown | 40.84 | Maximal drawdown | 180.31 (1.69%) | Relative drawdown | 1.72% (176.77) |
Total trades | 75 | Short positions (won %) | 38 (76.32%) | Long positions (won %) | 37 (70.27%) |
Profit trades (% of total) | 55 (73.33%) | Loss trades (% of total) | 20 (26.67%) | ||
Largest | profit trade | 157.49 | loss trade | -66.61 | |
Average | profit trade | 22.10 | loss trade | -33.84 | |
Maximum | consecutive wins (profit in money) | 8 (104.27) | consecutive losses (loss in money) | 3 (-147.13) | |
Maximal | consecutive profit (count of wins) | 248.89 (4) | consecutive loss (count of losses) | -147.13 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.10.14 06:00 | buy | 1 | 0.20 | 108.325 | 108.147 | 0.000 | ||
2 | 2019.10.14 07:15 | close | 1 | 0.20 | 108.325 | 108.147 | 0.000 | 0.00 | 10000.00 |
3 | 2019.10.14 08:57 | sell | 2 | 0.20 | 108.240 | 108.570 | 0.000 | ||
4 | 2019.10.14 14:53 | close | 2 | 0.20 | 108.234 | 108.570 | 0.000 | 1.11 | 10001.11 |
5 | 2019.10.14 16:29 | buy | 3 | 0.20 | 108.376 | 108.046 | 0.000 | ||
6 | 2019.10.16 02:45 | close | 3 | 0.20 | 108.807 | 108.046 | 0.000 | 80.40 | 10081.51 |
7 | 2019.10.16 03:23 | sell | 4 | 0.20 | 108.753 | 109.083 | 0.000 | ||
8 | 2019.10.16 09:04 | close | 4 | 0.20 | 108.729 | 109.083 | 0.000 | 4.41 | 10085.92 |
9 | 2019.10.18 16:05 | sell | 5 | 0.20 | 108.446 | 108.776 | 0.000 | ||
10 | 2019.10.18 23:00 | close | 5 | 0.20 | 108.430 | 108.776 | 0.000 | 2.95 | 10088.87 |
11 | 2019.10.21 07:19 | buy | 6 | 0.20 | 108.573 | 108.243 | 0.000 | ||
12 | 2019.10.22 05:02 | close | 6 | 0.20 | 108.602 | 108.243 | 0.000 | 5.93 | 10094.81 |
13 | 2019.10.22 08:58 | sell | 7 | 0.20 | 108.583 | 108.913 | 0.000 | ||
14 | 2019.10.22 15:47 | close | 7 | 0.20 | 108.582 | 108.913 | 0.000 | 0.18 | 10094.99 |
15 | 2019.10.22 21:51 | sell | 8 | 0.20 | 108.450 | 108.780 | 0.000 | ||
16 | 2019.10.23 08:17 | close | 8 | 0.20 | 108.391 | 108.780 | 0.000 | 9.28 | 10104.27 |
17 | 2019.10.24 10:01 | buy | 9 | 0.20 | 108.705 | 108.375 | 0.000 | ||
18 | 2019.10.25 23:00 | close | 9 | 0.20 | 108.657 | 108.375 | 0.000 | -8.25 | 10096.02 |
19 | 2019.10.28 03:58 | buy | 10 | 0.20 | 108.808 | 108.478 | 0.000 | ||
20 | 2019.10.29 03:10 | close | 10 | 0.20 | 108.952 | 108.478 | 0.000 | 27.02 | 10123.04 |
21 | 2019.10.29 03:52 | buy | 11 | 0.20 | 109.072 | 108.742 | 0.000 | ||
22 | 2019.10.30 22:12 | s/l | 11 | 0.20 | 108.742 | 108.742 | 0.000 | -60.10 | 10062.94 |
23 | 2019.10.31 04:37 | sell | 12 | 0.20 | 108.608 | 108.938 | 0.000 | ||
24 | 2019.11.01 00:29 | close | 12 | 0.20 | 108.069 | 108.938 | 0.000 | 98.14 | 10161.08 |
25 | 2019.11.01 08:26 | sell | 13 | 0.20 | 107.971 | 108.301 | 0.000 | ||
26 | 2019.11.01 20:14 | s/l | 13 | 0.20 | 108.301 | 108.301 | 0.000 | -60.94 | 10100.14 |
27 | 2019.11.01 21:30 | sell | 14 | 0.20 | 108.225 | 108.353 | 0.000 | ||
28 | 2019.11.01 23:00 | close | 14 | 0.20 | 108.192 | 108.353 | 0.000 | 6.10 | 10106.24 |
29 | 2019.11.04 08:20 | buy | 15 | 0.20 | 108.279 | 107.949 | 0.000 | ||
30 | 2019.11.05 00:11 | close | 15 | 0.20 | 108.536 | 107.949 | 0.000 | 47.95 | 10154.20 |
31 | 2019.11.05 01:34 | buy | 16 | 0.20 | 108.683 | 108.353 | 0.000 | ||
32 | 2019.11.05 13:07 | close | 16 | 0.20 | 108.794 | 108.353 | 0.000 | 20.41 | 10174.61 |
33 | 2019.11.05 17:01 | buy | 17 | 0.20 | 109.048 | 108.718 | 0.000 | ||
34 | 2019.11.06 02:00 | close | 17 | 0.20 | 109.124 | 108.718 | 0.000 | 14.52 | 10189.13 |
35 | 2019.11.06 08:40 | sell | 18 | 0.20 | 108.976 | 109.306 | 0.000 | ||
36 | 2019.11.06 21:59 | close | 18 | 0.20 | 108.961 | 109.306 | 0.000 | 2.75 | 10191.88 |
37 | 2019.11.07 03:49 | sell | 19 | 0.20 | 108.805 | 109.135 | 0.000 | ||
38 | 2019.11.07 09:19 | close | 19 | 0.20 | 108.803 | 109.135 | 0.000 | 0.37 | 10192.25 |
39 | 2019.11.07 09:36 | buy | 20 | 0.20 | 109.120 | 108.790 | 0.000 | ||
40 | 2019.11.07 21:44 | close | 20 | 0.20 | 109.241 | 108.790 | 0.000 | 22.15 | 10214.40 |
41 | 2019.11.08 02:12 | buy | 21 | 0.20 | 109.414 | 109.084 | 0.000 | ||
42 | 2019.11.08 17:01 | s/l | 21 | 0.20 | 109.084 | 109.084 | 0.000 | -60.50 | 10153.90 |
43 | 2019.11.08 19:30 | buy | 22 | 0.20 | 109.202 | 109.005 | 0.000 | ||
44 | 2019.11.08 22:30 | close | 22 | 0.20 | 109.206 | 109.005 | 0.000 | 0.73 | 10154.63 |
45 | 2019.11.11 02:58 | sell | 23 | 0.20 | 109.121 | 109.451 | 0.000 | ||
46 | 2019.11.11 13:54 | close | 23 | 0.20 | 108.992 | 109.451 | 0.000 | 23.67 | 10178.30 |
47 | 2019.11.11 17:12 | buy | 24 | 0.20 | 109.095 | 108.765 | 0.000 | ||
48 | 2019.11.12 11:40 | close | 24 | 0.20 | 109.170 | 108.765 | 0.000 | 14.33 | 10192.63 |
49 | 2019.11.13 02:39 | sell | 25 | 0.20 | 108.893 | 109.223 | 0.000 | ||
50 | 2019.11.13 19:54 | close | 25 | 0.20 | 108.865 | 109.223 | 0.000 | 5.14 | 10197.77 |
51 | 2019.11.14 13:00 | buy | 26 | 0.20 | 108.665 | 108.532 | 0.000 | ||
52 | 2019.11.14 13:59 | close | 26 | 0.20 | 108.653 | 108.532 | 0.000 | -2.21 | 10195.56 |
53 | 2019.11.14 18:27 | sell | 27 | 0.20 | 108.472 | 108.802 | 0.000 | ||
54 | 2019.11.15 01:30 | close | 27 | 0.20 | 108.426 | 108.802 | 0.000 | 6.88 | 10202.44 |
55 | 2019.11.15 02:56 | buy | 28 | 0.20 | 108.611 | 108.281 | 0.000 | ||
56 | 2019.11.15 23:00 | close | 28 | 0.20 | 108.808 | 108.281 | 0.000 | 36.21 | 10238.65 |
57 | 2019.11.18 09:16 | buy | 29 | 0.20 | 108.893 | 108.563 | 0.000 | ||
58 | 2019.11.18 15:19 | close | 29 | 0.20 | 108.919 | 108.563 | 0.000 | 4.77 | 10243.42 |
59 | 2019.11.18 19:00 | buy | 30 | 0.20 | 108.636 | 108.339 | 0.000 | ||
60 | 2019.11.18 23:15 | close | 30 | 0.20 | 108.664 | 108.339 | 0.000 | 5.15 | 10248.57 |
61 | 2019.11.19 02:10 | sell | 31 | 0.20 | 108.586 | 108.916 | 0.000 | ||
62 | 2019.11.20 00:10 | close | 31 | 0.20 | 108.568 | 108.916 | 0.000 | 1.71 | 10250.28 |
63 | 2019.11.20 01:02 | sell | 32 | 0.20 | 108.497 | 108.827 | 0.000 | ||
64 | 2019.11.20 06:37 | close | 32 | 0.20 | 108.495 | 108.827 | 0.000 | 0.37 | 10250.65 |
65 | 2019.11.20 09:42 | sell | 33 | 0.20 | 108.425 | 108.755 | 0.000 | ||
66 | 2019.11.20 17:35 | s/l | 33 | 0.20 | 108.755 | 108.755 | 0.000 | -60.69 | 10189.96 |
67 | 2019.11.20 19:30 | sell | 34 | 0.20 | 108.658 | 108.816 | 0.000 | ||
68 | 2019.11.20 19:55 | close | 34 | 0.20 | 108.547 | 108.816 | 0.000 | 20.45 | 10210.41 |
69 | 2019.11.21 02:00 | buy | 35 | 0.20 | 108.492 | 108.374 | 0.000 | ||
70 | 2019.11.21 02:53 | s/l | 35 | 0.20 | 108.374 | 108.374 | 0.000 | -21.78 | 10188.63 |
71 | 2019.11.21 07:39 | buy | 36 | 0.20 | 108.617 | 108.287 | 0.000 | ||
72 | 2019.11.22 05:00 | close | 36 | 0.20 | 108.618 | 108.287 | 0.000 | 0.77 | 10189.40 |
73 | 2019.11.25 07:48 | buy | 37 | 0.20 | 108.854 | 108.524 | 0.000 | ||
74 | 2019.11.25 23:53 | close | 37 | 0.20 | 108.910 | 108.524 | 0.000 | 10.28 | 10199.68 |
75 | 2019.11.26 01:23 | buy | 38 | 0.20 | 109.026 | 108.696 | 0.000 | ||
76 | 2019.11.27 00:09 | close | 38 | 0.20 | 109.027 | 108.696 | 0.000 | 0.77 | 10200.45 |
77 | 2019.11.27 07:47 | buy | 39 | 0.20 | 109.192 | 108.862 | 0.000 | ||
78 | 2019.11.28 01:02 | close | 39 | 0.20 | 109.417 | 108.862 | 0.000 | 42.91 | 10243.36 |
79 | 2019.11.29 02:17 | buy | 40 | 0.20 | 109.573 | 109.243 | 0.000 | ||
80 | 2019.11.29 23:00 | close | 40 | 0.20 | 109.441 | 109.243 | 0.000 | -24.12 | 10219.24 |
81 | 2019.12.02 02:12 | buy | 41 | 0.20 | 109.647 | 109.317 | 0.000 | ||
82 | 2019.12.02 17:00 | s/l | 41 | 0.20 | 109.317 | 109.317 | 0.000 | -60.38 | 10158.86 |
83 | 2019.12.03 12:12 | sell | 42 | 0.20 | 108.892 | 109.222 | 0.000 | ||
84 | 2019.12.03 22:21 | close | 42 | 0.20 | 108.655 | 109.222 | 0.000 | 43.62 | 10202.48 |
85 | 2019.12.04 02:12 | sell | 43 | 0.20 | 108.550 | 108.880 | 0.000 | ||
86 | 2019.12.04 11:06 | close | 43 | 0.20 | 108.545 | 108.880 | 0.000 | 0.92 | 10203.40 |
87 | 2019.12.04 13:30 | sell | 44 | 0.20 | 108.657 | 108.803 | 0.000 | ||
88 | 2019.12.04 15:15 | close | 44 | 0.20 | 108.623 | 108.803 | 0.000 | 6.26 | 10209.66 |
89 | 2019.12.05 15:13 | sell | 45 | 0.20 | 108.781 | 109.111 | 0.000 | ||
90 | 2019.12.05 23:01 | close | 45 | 0.20 | 108.780 | 109.111 | 0.000 | 0.18 | 10209.84 |
91 | 2019.12.06 02:21 | sell | 46 | 0.20 | 108.666 | 108.996 | 0.000 | ||
92 | 2019.12.06 15:30 | close | 46 | 0.20 | 108.619 | 108.996 | 0.000 | 8.65 | 10218.49 |
93 | 2019.12.09 10:17 | sell | 47 | 0.20 | 108.508 | 108.838 | 0.000 | ||
94 | 2019.12.11 01:22 | s/l | 47 | 0.20 | 108.838 | 108.838 | 0.000 | -63.86 | 10154.63 |
95 | 2019.12.11 02:00 | sell | 48 | 0.20 | 108.763 | 108.880 | 0.000 | ||
96 | 2019.12.11 02:34 | close | 48 | 0.20 | 108.759 | 108.880 | 0.000 | 0.74 | 10155.37 |
97 | 2019.12.11 21:00 | buy | 49 | 0.20 | 108.766 | 108.436 | 0.000 | ||
98 | 2019.12.13 14:52 | close | 49 | 0.20 | 109.610 | 108.436 | 0.000 | 156.37 | 10311.74 |
99 | 2019.12.13 16:07 | sell | 50 | 0.20 | 109.332 | 109.662 | 0.000 | ||
100 | 2019.12.13 23:00 | close | 50 | 0.20 | 109.352 | 109.662 | 0.000 | -3.66 | 10308.08 |
101 | 2019.12.16 17:19 | buy | 51 | 0.20 | 109.542 | 109.212 | 0.000 | ||
102 | 2019.12.17 00:31 | close | 51 | 0.20 | 109.548 | 109.212 | 0.000 | 1.69 | 10309.77 |
103 | 2019.12.18 03:58 | sell | 52 | 0.20 | 109.441 | 109.771 | 0.000 | ||
104 | 2019.12.19 22:30 | close | 52 | 0.20 | 109.325 | 109.771 | 0.000 | 16.39 | 10326.16 |
105 | 2019.12.20 09:59 | buy | 53 | 0.20 | 109.385 | 109.055 | 0.000 | ||
106 | 2019.12.20 23:00 | close | 53 | 0.20 | 109.464 | 109.055 | 0.000 | 14.43 | 10340.59 |
107 | 2019.12.24 17:02 | sell | 54 | 0.20 | 109.355 | 109.685 | 0.000 | ||
108 | 2019.12.26 18:03 | s/l | 54 | 0.20 | 109.685 | 109.685 | 0.000 | -66.61 | 10273.98 |
109 | 2019.12.27 04:30 | buy | 55 | 0.20 | 109.503 | 109.376 | 0.000 | ||
110 | 2019.12.27 07:35 | close | 55 | 0.20 | 109.485 | 109.376 | 0.000 | -3.29 | 10270.69 |
111 | 2019.12.27 21:59 | sell | 56 | 0.20 | 109.387 | 109.717 | 0.000 | ||
112 | 2019.12.27 23:00 | close | 56 | 0.20 | 109.445 | 109.717 | 0.000 | -10.60 | 10260.09 |
113 | 2019.12.30 02:08 | sell | 57 | 0.20 | 109.373 | 109.703 | 0.000 | ||
114 | 2019.12.30 11:31 | close | 57 | 0.20 | 109.191 | 109.703 | 0.000 | 33.34 | 10293.43 |
115 | 2019.12.30 16:15 | sell | 58 | 0.20 | 109.063 | 109.393 | 0.000 | ||
116 | 2019.12.31 00:31 | close | 58 | 0.20 | 108.900 | 109.393 | 0.000 | 28.33 | 10321.76 |
117 | 2019.12.31 02:54 | sell | 59 | 0.20 | 108.779 | 109.109 | 0.000 | ||
118 | 2019.12.31 16:33 | close | 59 | 0.20 | 108.588 | 109.109 | 0.000 | 35.18 | 10356.94 |
119 | 2020.01.02 09:00 | buy | 60 | 0.20 | 108.722 | 108.392 | 0.000 | ||
120 | 2020.01.02 15:30 | close | 60 | 0.20 | 108.723 | 108.392 | 0.000 | 0.18 | 10357.12 |
121 | 2020.01.02 17:15 | sell | 61 | 0.20 | 108.542 | 108.872 | 0.000 | ||
122 | 2020.01.03 00:18 | close | 61 | 0.20 | 108.541 | 108.872 | 0.000 | -1.43 | 10355.69 |
123 | 2020.01.03 02:55 | sell | 62 | 0.20 | 108.425 | 108.755 | 0.000 | ||
124 | 2020.01.03 12:02 | close | 62 | 0.20 | 108.116 | 108.755 | 0.000 | 57.16 | 10412.85 |
125 | 2020.01.06 17:27 | buy | 63 | 0.20 | 108.266 | 107.936 | 0.000 | ||
126 | 2020.01.07 03:05 | close | 63 | 0.20 | 108.378 | 107.936 | 0.000 | 21.26 | 10434.11 |
127 | 2020.01.07 08:01 | sell | 64 | 0.20 | 108.384 | 108.714 | 0.000 | ||
128 | 2020.01.08 04:38 | close | 64 | 0.20 | 108.305 | 108.714 | 0.000 | 12.98 | 10447.09 |
129 | 2020.01.08 12:49 | buy | 65 | 0.20 | 108.582 | 108.252 | 0.000 | ||
130 | 2020.01.09 20:09 | close | 65 | 0.20 | 109.434 | 108.252 | 0.000 | 157.49 | 10604.58 |
131 | 2020.01.10 07:43 | buy | 66 | 0.20 | 109.608 | 109.278 | 0.000 | ||
132 | 2020.01.10 23:00 | close | 66 | 0.20 | 109.496 | 109.278 | 0.000 | -20.46 | 10584.12 |
133 | 2020.01.13 11:04 | buy | 67 | 0.20 | 109.757 | 109.427 | 0.000 | ||
134 | 2020.01.13 22:09 | close | 67 | 0.20 | 109.883 | 109.427 | 0.000 | 22.93 | 10607.05 |
135 | 2020.01.14 01:49 | buy | 68 | 0.20 | 109.994 | 109.664 | 0.000 | ||
136 | 2020.01.14 09:14 | close | 68 | 0.20 | 110.034 | 109.664 | 0.000 | 7.27 | 10614.32 |
137 | 2020.01.14 10:22 | sell | 69 | 0.20 | 109.885 | 110.215 | 0.000 | ||
138 | 2020.01.15 16:31 | close | 69 | 0.20 | 109.880 | 110.215 | 0.000 | -0.70 | 10613.62 |
139 | 2020.01.16 02:16 | buy | 70 | 0.20 | 109.982 | 109.652 | 0.000 | ||
140 | 2020.01.17 03:37 | close | 70 | 0.20 | 110.156 | 109.652 | 0.000 | 32.18 | 10645.80 |
141 | 2020.01.20 09:41 | sell | 71 | 0.20 | 110.136 | 110.466 | 0.000 | ||
142 | 2020.01.21 09:31 | close | 71 | 0.20 | 110.027 | 110.466 | 0.000 | 18.20 | 10664.00 |
143 | 2020.01.21 13:08 | buy | 72 | 0.20 | 110.079 | 109.749 | 0.000 | ||
144 | 2020.01.23 01:32 | s/l | 72 | 0.20 | 109.749 | 109.749 | 0.000 | -57.77 | 10606.23 |
145 | 2020.01.23 04:30 | buy | 73 | 0.20 | 109.681 | 109.530 | 0.000 | ||
146 | 2020.01.23 08:14 | s/l | 73 | 0.20 | 109.530 | 109.530 | 0.000 | -27.57 | 10578.66 |
147 | 2020.01.23 16:45 | sell | 74 | 0.20 | 109.344 | 109.674 | 0.000 | ||
148 | 2020.01.24 10:51 | s/l | 74 | 0.20 | 109.674 | 109.674 | 0.000 | -61.79 | 10516.87 |
149 | 2020.01.24 16:47 | sell | 75 | 0.20 | 109.425 | 109.755 | 0.000 | ||
150 | 2020.01.24 23:00 | close | 75 | 0.20 | 109.306 | 109.755 | 0.000 | 21.77 | 10538.64 |