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=900; TrackPeriod=5; TRRR=1; UpATRR=1.1; DownATRR=1; DPR=0.3; BandDeviation=2; BandPeriod=20; MinDeviation=50; TS=100; 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 | 100000.00 | Spread | 30 | ||
Total net profit | 6292.46 | Gross profit | 13173.91 | Gross loss | -6881.45 |
Profit factor | 1.91 | Expected payoff | 80.67 | ||
Absolute drawdown | 400.95 | Maximal drawdown | 2030.67 (1.91%) | Relative drawdown | 1.91% (2030.67) |
Total trades | 78 | Short positions (won %) | 44 (77.27%) | Long positions (won %) | 34 (70.59%) |
Profit trades (% of total) | 58 (74.36%) | Loss trades (% of total) | 20 (25.64%) | ||
Largest | profit trade | 1661.88 | loss trade | -666.13 | |
Average | profit trade | 227.14 | loss trade | -344.07 | |
Maximum | consecutive wins (profit in money) | 10 (1043.49) | consecutive losses (loss in money) | 3 (-775.77) | |
Maximal | consecutive profit (count of wins) | 2444.86 (6) | consecutive loss (count of losses) | -1187.73 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.10.14 08:57 | sell | 1 | 2.00 | 108.244 | 108.574 | 107.344 | ||
2 | 2019.10.14 14:53 | close | 1 | 2.00 | 108.234 | 108.574 | 107.344 | 18.48 | 100018.48 |
3 | 2019.10.14 16:29 | buy | 2 | 2.00 | 108.376 | 108.046 | 109.276 | ||
4 | 2019.10.16 02:45 | close | 2 | 2.00 | 108.807 | 108.046 | 109.276 | 804.08 | 100822.56 |
5 | 2019.10.16 03:23 | sell | 3 | 2.00 | 108.756 | 109.086 | 107.856 | ||
6 | 2019.10.16 09:04 | close | 3 | 2.00 | 108.729 | 109.086 | 107.856 | 49.66 | 100872.22 |
7 | 2019.10.18 16:05 | sell | 4 | 2.00 | 108.452 | 108.782 | 107.552 | ||
8 | 2019.10.18 23:00 | close | 4 | 2.00 | 108.430 | 108.782 | 107.552 | 40.58 | 100912.80 |
9 | 2019.10.21 07:19 | buy | 5 | 2.00 | 108.573 | 108.243 | 109.473 | ||
10 | 2019.10.22 05:02 | close | 5 | 2.00 | 108.602 | 108.243 | 109.473 | 59.33 | 100972.13 |
11 | 2019.10.22 08:54 | sell | 6 | 2.00 | 108.586 | 108.916 | 107.686 | ||
12 | 2019.10.22 15:47 | close | 6 | 2.00 | 108.585 | 108.916 | 107.686 | 1.84 | 100973.97 |
13 | 2019.10.22 16:53 | sell | 7 | 2.00 | 108.446 | 108.776 | 107.546 | ||
14 | 2019.10.23 08:17 | close | 7 | 2.00 | 108.391 | 108.776 | 107.546 | 85.38 | 101059.35 |
15 | 2019.10.24 10:01 | buy | 8 | 2.00 | 108.705 | 108.375 | 109.605 | ||
16 | 2019.10.25 23:00 | close | 8 | 2.00 | 108.657 | 108.375 | 109.605 | -82.43 | 100976.92 |
17 | 2019.10.28 03:58 | buy | 9 | 2.00 | 108.808 | 108.478 | 109.708 | ||
18 | 2019.10.29 03:10 | close | 9 | 2.00 | 108.952 | 108.478 | 109.708 | 270.26 | 101247.18 |
19 | 2019.10.29 03:52 | buy | 10 | 2.00 | 109.072 | 108.742 | 109.972 | ||
20 | 2019.10.30 22:12 | s/l | 10 | 2.00 | 108.742 | 108.742 | 109.972 | -601.02 | 100646.17 |
21 | 2019.10.31 04:37 | sell | 11 | 2.00 | 108.615 | 108.945 | 107.715 | ||
22 | 2019.11.01 00:29 | close | 11 | 2.00 | 108.069 | 108.945 | 107.715 | 994.37 | 101640.53 |
23 | 2019.11.01 02:47 | sell | 12 | 2.00 | 107.952 | 108.282 | 107.052 | ||
24 | 2019.11.01 20:12 | s/l | 12 | 2.00 | 108.282 | 108.282 | 107.052 | -609.52 | 101031.01 |
25 | 2019.11.01 21:30 | sell | 13 | 2.00 | 108.225 | 108.353 | 0.000 | ||
26 | 2019.11.01 23:00 | close | 13 | 2.00 | 108.192 | 108.353 | 0.000 | 61.00 | 101092.01 |
27 | 2019.11.04 08:20 | buy | 14 | 2.00 | 108.279 | 107.949 | 109.179 | ||
28 | 2019.11.05 00:11 | close | 14 | 2.00 | 108.536 | 107.949 | 109.179 | 479.50 | 101571.51 |
29 | 2019.11.05 01:34 | buy | 15 | 2.00 | 108.683 | 108.353 | 109.583 | ||
30 | 2019.11.05 13:07 | close | 15 | 2.00 | 108.794 | 108.353 | 109.583 | 204.06 | 101775.57 |
31 | 2019.11.05 17:01 | buy | 16 | 2.00 | 109.048 | 108.718 | 109.948 | ||
32 | 2019.11.06 02:00 | close | 16 | 2.00 | 109.124 | 108.718 | 109.948 | 145.21 | 101920.79 |
33 | 2019.11.06 08:39 | sell | 17 | 2.00 | 108.979 | 109.309 | 108.079 | ||
34 | 2019.11.06 21:59 | close | 17 | 2.00 | 108.961 | 109.309 | 108.079 | 33.04 | 101953.83 |
35 | 2019.11.07 03:48 | sell | 18 | 2.00 | 108.809 | 109.139 | 107.909 | ||
36 | 2019.11.07 09:19 | close | 18 | 2.00 | 108.803 | 109.139 | 107.909 | 11.03 | 101964.86 |
37 | 2019.11.07 09:36 | buy | 19 | 2.00 | 109.120 | 108.790 | 110.020 | ||
38 | 2019.11.07 21:44 | close | 19 | 2.00 | 109.241 | 108.790 | 110.020 | 221.53 | 102186.39 |
39 | 2019.11.08 02:12 | buy | 20 | 2.00 | 109.414 | 109.084 | 110.314 | ||
40 | 2019.11.08 17:01 | s/l | 20 | 2.00 | 109.084 | 109.084 | 110.314 | -605.04 | 101581.35 |
41 | 2019.11.11 02:58 | sell | 21 | 2.00 | 109.125 | 109.455 | 108.225 | ||
42 | 2019.11.11 13:54 | close | 21 | 2.00 | 108.992 | 109.455 | 108.225 | 244.05 | 101825.40 |
43 | 2019.11.11 17:12 | buy | 22 | 2.00 | 109.095 | 108.765 | 109.995 | ||
44 | 2019.11.12 11:40 | close | 22 | 2.00 | 109.170 | 108.765 | 109.995 | 143.32 | 101968.72 |
45 | 2019.11.13 02:39 | sell | 23 | 2.00 | 108.896 | 109.226 | 107.996 | ||
46 | 2019.11.13 19:54 | close | 23 | 2.00 | 108.865 | 109.226 | 107.996 | 56.95 | 102025.67 |
47 | 2019.11.14 13:09 | buy | 24 | 2.00 | 108.644 | 108.532 | 0.000 | ||
48 | 2019.11.14 16:33 | close | 24 | 2.00 | 108.651 | 108.532 | 0.000 | 12.89 | 102038.56 |
49 | 2019.11.14 18:27 | sell | 25 | 2.00 | 108.480 | 108.810 | 107.580 | ||
50 | 2019.11.15 01:30 | close | 25 | 2.00 | 108.426 | 108.810 | 107.580 | 83.51 | 102122.07 |
51 | 2019.11.15 02:56 | buy | 26 | 2.00 | 108.611 | 108.281 | 109.511 | ||
52 | 2019.11.15 23:00 | close | 26 | 2.00 | 108.808 | 108.281 | 109.511 | 362.11 | 102484.18 |
53 | 2019.11.18 09:16 | buy | 27 | 2.00 | 108.893 | 108.563 | 109.793 | ||
54 | 2019.11.18 15:19 | close | 27 | 2.00 | 108.919 | 108.563 | 109.793 | 47.74 | 102531.92 |
55 | 2019.11.18 19:00 | buy | 28 | 2.00 | 108.636 | 108.339 | 0.000 | ||
56 | 2019.11.19 00:01 | close | 28 | 2.00 | 108.669 | 108.339 | 0.000 | 66.65 | 102598.57 |
57 | 2019.11.19 02:10 | sell | 29 | 2.00 | 108.590 | 108.920 | 107.690 | ||
58 | 2019.11.20 00:10 | close | 29 | 2.00 | 108.568 | 108.920 | 107.690 | 24.43 | 102623.00 |
59 | 2019.11.20 01:02 | sell | 30 | 2.00 | 108.499 | 108.829 | 107.599 | ||
60 | 2019.11.20 05:49 | close | 30 | 2.00 | 108.498 | 108.829 | 107.599 | 1.84 | 102624.84 |
61 | 2019.11.20 09:42 | sell | 31 | 2.00 | 108.429 | 108.759 | 107.529 | ||
62 | 2019.11.20 19:45 | s/l | 31 | 2.00 | 108.759 | 108.759 | 107.529 | -606.85 | 102017.99 |
63 | 2019.11.21 02:00 | buy | 32 | 2.00 | 108.492 | 108.374 | 0.000 | ||
64 | 2019.11.21 02:53 | s/l | 32 | 2.00 | 108.374 | 108.374 | 0.000 | -217.76 | 101800.23 |
65 | 2019.11.21 07:39 | buy | 33 | 2.00 | 108.617 | 108.287 | 109.517 | ||
66 | 2019.11.22 05:00 | close | 33 | 2.00 | 108.618 | 108.287 | 109.517 | 7.76 | 101807.99 |
67 | 2019.11.22 09:23 | sell | 34 | 2.00 | 108.563 | 108.893 | 107.663 | ||
68 | 2019.11.22 23:00 | close | 34 | 2.00 | 108.652 | 108.893 | 107.663 | -163.83 | 101644.16 |
69 | 2019.11.25 07:48 | buy | 35 | 2.00 | 108.854 | 108.524 | 109.754 | ||
70 | 2019.11.25 23:53 | close | 35 | 2.00 | 108.910 | 108.524 | 109.754 | 102.84 | 101747.00 |
71 | 2019.11.26 01:23 | buy | 36 | 2.00 | 109.026 | 108.696 | 109.926 | ||
72 | 2019.11.27 00:09 | close | 36 | 2.00 | 109.027 | 108.696 | 109.926 | 7.75 | 101754.75 |
73 | 2019.11.27 07:47 | buy | 37 | 2.00 | 109.192 | 108.862 | 110.092 | ||
74 | 2019.11.28 01:02 | close | 37 | 2.00 | 109.417 | 108.862 | 110.092 | 429.04 | 102183.79 |
75 | 2019.11.29 02:17 | buy | 38 | 2.00 | 109.573 | 109.243 | 110.473 | ||
76 | 2019.11.29 23:00 | close | 38 | 2.00 | 109.441 | 109.243 | 110.473 | -241.23 | 101942.56 |
77 | 2019.12.02 02:12 | buy | 39 | 2.00 | 109.647 | 109.317 | 110.547 | ||
78 | 2019.12.02 17:00 | s/l | 39 | 2.00 | 109.317 | 109.317 | 110.547 | -603.75 | 101338.81 |
79 | 2019.12.02 17:58 | sell | 40 | 2.00 | 109.089 | 109.419 | 108.189 | ||
80 | 2019.12.03 02:13 | close | 40 | 2.00 | 109.056 | 109.419 | 108.189 | 44.42 | 101383.23 |
81 | 2019.12.03 09:24 | sell | 41 | 2.00 | 109.087 | 109.417 | 108.187 | ||
82 | 2019.12.03 22:21 | close | 41 | 2.00 | 108.655 | 109.417 | 108.187 | 795.18 | 102178.41 |
83 | 2019.12.04 02:12 | sell | 42 | 2.00 | 108.554 | 108.884 | 107.654 | ||
84 | 2019.12.04 11:06 | close | 42 | 2.00 | 108.545 | 108.884 | 107.654 | 16.58 | 102194.99 |
85 | 2019.12.04 13:30 | sell | 43 | 2.00 | 108.657 | 108.803 | 0.000 | ||
86 | 2019.12.04 15:15 | close | 43 | 2.00 | 108.593 | 108.803 | 0.000 | 117.87 | 102312.86 |
87 | 2019.12.04 22:00 | sell | 44 | 2.00 | 108.909 | 109.067 | 0.000 | ||
88 | 2019.12.05 01:46 | close | 44 | 2.00 | 108.833 | 109.067 | 0.000 | 91.35 | 102404.21 |
89 | 2019.12.05 15:08 | sell | 45 | 2.00 | 108.786 | 109.116 | 107.886 | ||
90 | 2019.12.05 22:43 | close | 45 | 2.00 | 108.785 | 109.116 | 107.886 | 1.84 | 102406.05 |
91 | 2019.12.06 02:21 | sell | 46 | 2.00 | 108.670 | 109.000 | 107.770 | ||
92 | 2019.12.06 15:30 | close | 46 | 2.00 | 108.619 | 109.000 | 107.770 | 93.91 | 102499.96 |
93 | 2019.12.09 10:16 | sell | 47 | 2.00 | 108.511 | 108.841 | 107.611 | ||
94 | 2019.12.09 16:03 | close | 47 | 2.00 | 108.509 | 108.841 | 107.611 | 3.69 | 102503.65 |
95 | 2019.12.09 21:00 | sell | 48 | 2.00 | 108.608 | 108.720 | 0.000 | ||
96 | 2019.12.10 00:17 | close | 48 | 2.00 | 108.569 | 108.720 | 0.000 | 55.74 | 102559.38 |
97 | 2019.12.10 09:21 | sell | 49 | 2.00 | 108.567 | 108.897 | 107.667 | ||
98 | 2019.12.12 04:34 | close | 49 | 2.00 | 108.561 | 108.897 | 107.667 | -53.37 | 102506.01 |
99 | 2019.12.12 12:30 | sell | 50 | 2.00 | 108.652 | 108.738 | 0.000 | ||
100 | 2019.12.12 15:02 | close | 50 | 2.00 | 108.613 | 108.738 | 0.000 | 71.81 | 102577.82 |
101 | 2019.12.12 16:35 | buy | 51 | 2.00 | 108.758 | 108.428 | 109.658 | ||
102 | 2019.12.13 12:23 | t/p | 51 | 2.00 | 109.658 | 108.428 | 109.658 | 1647.39 | 104225.22 |
103 | 2019.12.13 14:55 | sell | 52 | 2.00 | 109.567 | 109.897 | 108.667 | ||
104 | 2019.12.13 23:00 | close | 52 | 2.00 | 109.352 | 109.897 | 108.667 | 393.23 | 104618.45 |
105 | 2019.12.16 17:19 | buy | 53 | 2.00 | 109.542 | 109.212 | 110.442 | ||
106 | 2019.12.17 00:31 | close | 53 | 2.00 | 109.548 | 109.212 | 110.442 | 16.87 | 104635.32 |
107 | 2019.12.18 03:58 | sell | 54 | 2.00 | 109.445 | 109.775 | 108.545 | ||
108 | 2019.12.19 22:30 | close | 54 | 2.00 | 109.325 | 109.775 | 108.545 | 171.22 | 104806.54 |
109 | 2019.12.20 09:59 | buy | 55 | 2.00 | 109.385 | 109.055 | 110.285 | ||
110 | 2019.12.20 23:00 | close | 55 | 2.00 | 109.464 | 109.055 | 110.285 | 144.34 | 104950.88 |
111 | 2019.12.24 17:02 | sell | 56 | 2.00 | 109.357 | 109.687 | 108.457 | ||
112 | 2019.12.26 18:11 | s/l | 56 | 2.00 | 109.687 | 109.687 | 108.457 | -666.13 | 104284.75 |
113 | 2019.12.27 04:30 | buy | 57 | 2.00 | 109.503 | 109.376 | 0.000 | ||
114 | 2019.12.27 09:00 | close | 57 | 2.00 | 109.498 | 109.376 | 0.000 | -9.13 | 104275.62 |
115 | 2019.12.27 21:59 | sell | 58 | 2.00 | 109.390 | 109.720 | 108.490 | ||
116 | 2019.12.27 23:00 | close | 58 | 2.00 | 109.445 | 109.720 | 108.490 | -100.51 | 104175.11 |
117 | 2019.12.30 02:08 | sell | 59 | 2.00 | 109.376 | 109.706 | 108.476 | ||
118 | 2019.12.30 11:31 | close | 59 | 2.00 | 109.191 | 109.706 | 108.476 | 338.86 | 104513.97 |
119 | 2019.12.30 16:14 | sell | 60 | 2.00 | 109.067 | 109.397 | 108.167 | ||
120 | 2019.12.31 00:31 | close | 60 | 2.00 | 108.900 | 109.397 | 108.167 | 290.60 | 104804.57 |
121 | 2019.12.31 02:52 | sell | 61 | 2.00 | 108.783 | 109.113 | 107.883 | ||
122 | 2019.12.31 16:33 | close | 61 | 2.00 | 108.588 | 109.113 | 107.883 | 359.16 | 105163.73 |
123 | 2020.01.02 09:00 | buy | 62 | 2.10 | 108.722 | 108.392 | 109.622 | ||
124 | 2020.01.02 15:30 | close | 62 | 2.10 | 108.723 | 108.392 | 109.622 | 1.93 | 105165.66 |
125 | 2020.01.02 17:15 | sell | 63 | 2.10 | 108.550 | 108.880 | 107.650 | ||
126 | 2020.01.03 00:17 | close | 63 | 2.10 | 108.547 | 108.880 | 107.650 | -11.11 | 105154.55 |
127 | 2020.01.03 02:55 | sell | 64 | 2.10 | 108.432 | 108.762 | 107.532 | ||
128 | 2020.01.03 12:02 | close | 64 | 2.10 | 108.116 | 108.762 | 107.532 | 613.79 | 105768.34 |
129 | 2020.01.03 20:39 | sell | 65 | 2.10 | 107.828 | 108.158 | 106.928 | ||
130 | 2020.01.03 23:00 | close | 65 | 2.10 | 108.110 | 108.158 | 106.928 | -547.78 | 105220.56 |
131 | 2020.01.06 08:14 | sell | 66 | 2.10 | 107.958 | 108.288 | 107.058 | ||
132 | 2020.01.06 17:43 | s/l | 66 | 2.10 | 108.288 | 108.288 | 107.058 | -639.95 | 104580.61 |
133 | 2020.01.07 08:01 | sell | 67 | 2.00 | 108.386 | 108.716 | 107.486 | ||
134 | 2020.01.08 04:38 | close | 67 | 2.00 | 108.305 | 108.716 | 107.486 | 133.48 | 104714.08 |
135 | 2020.01.08 12:49 | buy | 68 | 2.00 | 108.582 | 108.252 | 109.482 | ||
136 | 2020.01.09 16:10 | t/p | 68 | 2.00 | 109.482 | 108.252 | 109.482 | 1661.88 | 106375.96 |
137 | 2020.01.09 18:30 | sell | 69 | 2.10 | 109.492 | 109.634 | 0.000 | ||
138 | 2020.01.09 20:19 | close | 69 | 2.10 | 109.433 | 109.634 | 0.000 | 113.22 | 106489.18 |
139 | 2020.01.10 07:43 | buy | 70 | 2.10 | 109.608 | 109.278 | 110.508 | ||
140 | 2020.01.10 23:00 | close | 70 | 2.10 | 109.496 | 109.278 | 110.508 | -214.80 | 106274.38 |
141 | 2020.01.13 11:04 | buy | 71 | 2.10 | 109.757 | 109.427 | 110.657 | ||
142 | 2020.01.13 22:09 | close | 71 | 2.10 | 109.883 | 109.427 | 110.657 | 240.80 | 106515.18 |
143 | 2020.01.14 01:49 | buy | 72 | 2.10 | 109.994 | 109.664 | 110.894 | ||
144 | 2020.01.14 09:14 | close | 72 | 2.10 | 110.034 | 109.664 | 110.894 | 76.34 | 106591.52 |
145 | 2020.01.14 10:22 | sell | 73 | 2.10 | 109.892 | 110.222 | 108.992 | ||
146 | 2020.01.15 14:46 | close | 73 | 2.10 | 109.889 | 110.222 | 108.992 | -11.18 | 106580.34 |
147 | 2020.01.16 02:16 | buy | 74 | 2.10 | 109.982 | 109.652 | 110.882 | ||
148 | 2020.01.17 03:37 | close | 74 | 2.10 | 110.156 | 109.652 | 110.882 | 337.93 | 106918.27 |
149 | 2020.01.20 09:41 | sell | 75 | 2.10 | 110.138 | 110.468 | 109.238 | ||
150 | 2020.01.21 09:31 | close | 75 | 2.10 | 110.027 | 110.468 | 109.238 | 194.95 | 107113.22 |
151 | 2020.01.21 13:08 | buy | 76 | 2.10 | 110.079 | 109.749 | 110.979 | ||
152 | 2020.01.23 01:32 | s/l | 76 | 2.10 | 109.749 | 109.749 | 110.979 | -606.56 | 106506.66 |
153 | 2020.01.23 04:30 | buy | 77 | 2.10 | 109.681 | 109.530 | 0.000 | ||
154 | 2020.01.23 08:14 | s/l | 77 | 2.10 | 109.530 | 109.530 | 0.000 | -289.51 | 106217.15 |
155 | 2020.01.23 16:45 | sell | 78 | 2.10 | 109.354 | 109.684 | 108.454 | ||
156 | 2020.01.24 23:00 | close | 78 | 2.10 | 109.306 | 109.684 | 108.454 | 75.31 | 106292.46 |