Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 30 Minutes (M30) 2019.12.02 00:00 - 2020.03.06 23:30 (2019.12.02 - 2020.03.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=15; TRRR=1.5; UpATRR=1; DownATRR=1; DPR=0.2; StopLoss=500; TakeProfit=500; TS=300; MUR=0.02; SOLR=5; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4273 | Ticks modelled | 7890941 | Modelling quality | 90.00% |
Mismatched charts errors | 3 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 10925.27 | Gross profit | 20240.22 | Gross loss | -9314.95 |
Profit factor | 2.17 | Expected payoff | 165.53 | ||
Absolute drawdown | 142.40 | Maximal drawdown | 3131.04 (2.83%) | Relative drawdown | 2.83% (3131.04) |
Total trades | 66 | Short positions (won %) | 31 (80.65%) | Long positions (won %) | 35 (68.57%) |
Profit trades (% of total) | 49 (74.24%) | Loss trades (% of total) | 17 (25.76%) | ||
Largest | profit trade | 1037.90 | loss trade | -1088.21 | |
Average | profit trade | 413.07 | loss trade | -547.94 | |
Maximum | consecutive wins (profit in money) | 11 (3502.93) | consecutive losses (loss in money) | 3 (-508.96) | |
Maximal | consecutive profit (count of wins) | 4204.15 (6) | consecutive loss (count of losses) | -2161.12 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.02 02:09 | buy | 1 | 2.00 | 109.628 | 109.098 | 110.128 | ||
2 | 2019.12.02 11:32 | close | 1 | 2.00 | 109.645 | 109.098 | 110.128 | 31.01 | 100031.01 |
3 | 2019.12.02 17:00 | sell | 2 | 2.00 | 109.411 | 109.941 | 108.911 | ||
4 | 2019.12.03 02:13 | close | 2 | 2.00 | 109.056 | 109.941 | 108.911 | 636.96 | 100667.97 |
5 | 2019.12.03 11:43 | sell | 3 | 2.01 | 108.970 | 109.500 | 108.470 | ||
6 | 2019.12.03 22:21 | close | 3 | 2.01 | 108.655 | 109.500 | 108.470 | 582.72 | 101250.69 |
7 | 2019.12.04 11:07 | buy | 4 | 2.02 | 108.699 | 108.169 | 109.199 | ||
8 | 2019.12.05 01:25 | close | 4 | 2.02 | 108.824 | 108.169 | 109.199 | 242.69 | 101493.39 |
9 | 2019.12.06 15:30 | buy | 5 | 2.02 | 108.823 | 108.293 | 109.323 | ||
10 | 2019.12.06 23:00 | close | 5 | 2.02 | 108.559 | 108.293 | 109.323 | -491.24 | 101002.15 |
11 | 2019.12.09 11:11 | sell | 6 | 2.02 | 108.439 | 108.969 | 107.939 | ||
12 | 2019.12.12 16:59 | s/l | 6 | 2.02 | 108.969 | 108.969 | 107.939 | -1053.56 | 99948.58 |
13 | 2019.12.12 17:01 | buy | 7 | 1.99 | 109.046 | 108.516 | 109.546 | ||
14 | 2019.12.13 00:17 | t/p | 7 | 1.99 | 109.546 | 108.516 | 109.546 | 911.79 | 100860.37 |
15 | 2019.12.13 14:58 | sell | 8 | 2.01 | 109.490 | 110.020 | 108.990 | ||
16 | 2019.12.13 23:00 | close | 8 | 2.01 | 109.352 | 110.020 | 108.990 | 253.66 | 101114.03 |
17 | 2019.12.16 10:06 | buy | 9 | 2.02 | 109.484 | 108.954 | 109.984 | ||
18 | 2019.12.17 00:01 | close | 9 | 2.02 | 109.518 | 108.954 | 109.984 | 66.26 | 101180.30 |
19 | 2019.12.17 18:11 | sell | 10 | 2.02 | 109.453 | 109.983 | 108.953 | ||
20 | 2019.12.18 11:43 | close | 10 | 2.02 | 109.452 | 109.983 | 108.953 | -12.37 | 101167.93 |
21 | 2019.12.18 14:59 | buy | 11 | 2.02 | 109.594 | 109.064 | 110.094 | ||
22 | 2019.12.20 23:00 | close | 11 | 2.02 | 109.464 | 109.064 | 110.094 | -225.68 | 100942.25 |
23 | 2019.12.24 17:13 | sell | 12 | 2.01 | 109.336 | 109.866 | 108.836 | ||
24 | 2019.12.27 23:00 | close | 12 | 2.01 | 109.445 | 109.866 | 108.836 | -270.91 | 100671.33 |
25 | 2019.12.30 04:22 | sell | 13 | 2.01 | 109.257 | 109.787 | 108.757 | ||
26 | 2019.12.30 11:31 | close | 13 | 2.01 | 109.191 | 109.787 | 108.757 | 121.49 | 100792.82 |
27 | 2019.12.30 16:16 | sell | 14 | 2.01 | 109.055 | 109.585 | 108.555 | ||
28 | 2019.12.31 00:31 | close | 14 | 2.01 | 108.900 | 109.585 | 108.555 | 271.94 | 101064.77 |
29 | 2019.12.31 03:45 | sell | 15 | 2.02 | 108.723 | 109.253 | 108.223 | ||
30 | 2019.12.31 16:33 | close | 15 | 2.02 | 108.588 | 109.253 | 108.223 | 251.13 | 101315.90 |
31 | 2020.01.02 13:00 | sell | 16 | 2.02 | 108.798 | 108.953 | 0.000 | ||
32 | 2020.01.02 15:20 | close | 16 | 2.02 | 108.751 | 108.953 | 0.000 | 87.30 | 101403.20 |
33 | 2020.01.02 17:15 | sell | 17 | 2.02 | 108.570 | 109.100 | 108.070 | ||
34 | 2020.01.02 23:00 | close | 17 | 2.02 | 108.569 | 109.100 | 108.070 | 1.86 | 101405.06 |
35 | 2020.01.03 03:42 | sell | 18 | 2.02 | 108.309 | 108.839 | 107.809 | ||
36 | 2020.01.03 12:02 | close | 18 | 2.02 | 108.116 | 108.839 | 107.809 | 360.59 | 101765.65 |
37 | 2020.01.06 17:44 | buy | 19 | 2.03 | 108.343 | 107.813 | 108.843 | ||
38 | 2020.01.07 03:05 | close | 19 | 2.03 | 108.378 | 107.813 | 108.843 | 69.13 | 101834.78 |
39 | 2020.01.07 09:31 | sell | 20 | 2.03 | 108.249 | 108.779 | 107.749 | ||
40 | 2020.01.08 02:26 | t/p | 20 | 2.03 | 107.749 | 108.779 | 107.749 | 927.73 | 102762.51 |
41 | 2020.01.08 04:00 | buy | 21 | 2.05 | 108.048 | 107.518 | 0.000 | ||
42 | 2020.01.08 04:38 | close | 21 | 2.05 | 108.275 | 107.518 | 0.000 | 429.79 | 103192.30 |
43 | 2020.01.08 12:54 | buy | 22 | 2.06 | 108.599 | 108.069 | 109.099 | ||
44 | 2020.01.08 19:35 | t/p | 22 | 2.06 | 109.099 | 108.069 | 109.099 | 944.10 | 104136.40 |
45 | 2020.01.09 11:59 | buy | 23 | 2.08 | 109.450 | 108.920 | 109.950 | ||
46 | 2020.01.10 00:10 | close | 23 | 2.08 | 109.468 | 108.920 | 109.950 | 37.86 | 104174.26 |
47 | 2020.01.10 11:57 | buy | 24 | 2.08 | 109.655 | 109.125 | 110.155 | ||
48 | 2020.01.10 23:00 | close | 24 | 2.08 | 109.496 | 109.125 | 110.155 | -302.04 | 103872.22 |
49 | 2020.01.13 10:40 | buy | 25 | 2.07 | 109.714 | 109.184 | 110.214 | ||
50 | 2020.01.13 22:09 | close | 25 | 2.07 | 109.883 | 109.184 | 110.214 | 318.37 | 104190.59 |
51 | 2020.01.14 01:49 | buy | 26 | 2.08 | 110.001 | 109.471 | 110.501 | ||
52 | 2020.01.14 09:14 | close | 26 | 2.08 | 110.034 | 109.471 | 110.501 | 62.38 | 104252.97 |
53 | 2020.01.14 10:22 | sell | 27 | 2.08 | 109.890 | 110.420 | 109.390 | ||
54 | 2020.01.15 14:46 | close | 27 | 2.08 | 109.889 | 110.420 | 109.390 | -12.75 | 104240.22 |
55 | 2020.01.16 10:31 | buy | 28 | 2.08 | 110.027 | 109.497 | 110.527 | ||
56 | 2020.01.17 03:37 | close | 28 | 2.08 | 110.156 | 109.497 | 110.527 | 247.24 | 104487.46 |
57 | 2020.01.20 09:50 | sell | 29 | 2.08 | 110.116 | 110.646 | 109.616 | ||
58 | 2020.01.21 09:31 | close | 29 | 2.08 | 110.027 | 110.646 | 109.616 | 153.61 | 104641.07 |
59 | 2020.01.22 04:51 | buy | 30 | 2.09 | 110.081 | 109.551 | 110.581 | ||
60 | 2020.01.23 07:15 | s/l | 30 | 2.09 | 109.551 | 109.551 | 110.581 | -1000.10 | 103640.98 |
61 | 2020.01.23 16:43 | sell | 31 | 2.07 | 109.379 | 109.909 | 108.879 | ||
62 | 2020.01.24 23:00 | close | 31 | 2.07 | 109.306 | 109.909 | 108.879 | 123.67 | 103764.65 |
63 | 2020.01.27 03:16 | buy | 32 | 2.07 | 108.976 | 108.609 | 0.000 | ||
64 | 2020.01.27 05:37 | close | 32 | 2.07 | 109.026 | 108.609 | 0.000 | 94.93 | 103859.58 |
65 | 2020.01.28 11:01 | sell | 33 | 2.07 | 108.822 | 109.352 | 108.322 | ||
66 | 2020.01.30 21:42 | close | 33 | 2.07 | 108.787 | 109.352 | 108.322 | 8.32 | 103867.90 |
67 | 2020.01.31 11:39 | sell | 34 | 2.07 | 108.923 | 109.453 | 108.423 | ||
68 | 2020.01.31 17:57 | t/p | 34 | 2.07 | 108.423 | 109.453 | 108.423 | 954.60 | 104822.50 |
69 | 2020.01.31 19:30 | buy | 35 | 2.09 | 108.500 | 108.218 | 0.000 | ||
70 | 2020.01.31 23:00 | close | 35 | 2.09 | 108.343 | 108.218 | 0.000 | -302.86 | 104519.64 |
71 | 2020.02.03 02:38 | buy | 36 | 2.09 | 108.560 | 108.030 | 109.060 | ||
72 | 2020.02.04 01:00 | close | 36 | 2.09 | 108.636 | 108.030 | 109.060 | 149.89 | 104669.53 |
73 | 2020.02.04 08:57 | buy | 37 | 2.09 | 108.956 | 108.426 | 109.456 | ||
74 | 2020.02.04 19:30 | t/p | 37 | 2.09 | 109.456 | 108.426 | 109.456 | 954.72 | 105624.25 |
75 | 2020.02.05 10:36 | buy | 38 | 2.11 | 109.576 | 109.046 | 110.076 | ||
76 | 2020.02.06 00:22 | close | 38 | 2.11 | 109.752 | 109.046 | 110.076 | 349.50 | 105973.75 |
77 | 2020.02.06 06:06 | buy | 39 | 2.11 | 109.981 | 109.451 | 110.481 | ||
78 | 2020.02.07 23:00 | close | 39 | 2.11 | 109.758 | 109.451 | 110.481 | -424.99 | 105548.76 |
79 | 2020.02.11 02:48 | buy | 40 | 2.11 | 109.847 | 109.317 | 110.347 | ||
80 | 2020.02.11 11:03 | close | 40 | 2.11 | 109.851 | 109.317 | 110.347 | 7.68 | 105556.44 |
81 | 2020.02.11 15:25 | sell | 41 | 2.11 | 109.760 | 110.290 | 109.260 | ||
82 | 2020.02.13 15:30 | close | 41 | 2.11 | 109.756 | 110.290 | 109.260 | -51.71 | 105504.73 |
83 | 2020.02.17 16:55 | buy | 42 | 2.11 | 109.940 | 109.410 | 110.440 | ||
84 | 2020.02.19 13:55 | t/p | 42 | 2.11 | 110.440 | 109.410 | 110.440 | 962.70 | 106467.42 |
85 | 2020.02.19 15:21 | buy | 43 | 2.12 | 110.608 | 110.078 | 111.108 | ||
86 | 2020.02.19 18:23 | t/p | 43 | 2.12 | 111.108 | 110.078 | 111.108 | 954.01 | 107421.43 |
87 | 2020.02.19 18:38 | buy | 44 | 2.14 | 111.301 | 110.771 | 111.801 | ||
88 | 2020.02.20 09:23 | t/p | 44 | 2.14 | 111.801 | 110.771 | 111.801 | 968.35 | 108389.78 |
89 | 2020.02.20 11:57 | buy | 45 | 2.16 | 111.994 | 111.464 | 112.494 | ||
90 | 2020.02.21 01:33 | close | 45 | 2.16 | 112.028 | 111.464 | 112.494 | 69.36 | 108459.14 |
91 | 2020.02.21 09:44 | sell | 46 | 2.16 | 111.755 | 112.285 | 111.255 | ||
92 | 2020.02.21 23:00 | close | 46 | 2.16 | 111.615 | 112.285 | 111.255 | 270.93 | 108730.07 |
93 | 2020.02.24 10:44 | sell | 47 | 2.17 | 111.349 | 111.879 | 110.849 | ||
94 | 2020.02.24 16:26 | t/p | 47 | 2.17 | 110.849 | 111.879 | 110.849 | 978.81 | 109708.88 |
95 | 2020.02.24 16:53 | sell | 48 | 2.19 | 110.676 | 111.206 | 110.176 | ||
96 | 2020.02.25 01:01 | close | 48 | 2.19 | 110.675 | 111.206 | 110.176 | -13.43 | 109695.44 |
97 | 2020.02.25 11:12 | sell | 49 | 2.19 | 110.406 | 110.936 | 109.906 | ||
98 | 2020.02.26 00:24 | close | 49 | 2.19 | 110.213 | 110.936 | 109.906 | 368.09 | 110063.53 |
99 | 2020.02.26 06:30 | sell | 50 | 2.20 | 110.454 | 110.687 | 0.000 | ||
100 | 2020.02.26 10:39 | close | 50 | 2.20 | 110.391 | 110.687 | 0.000 | 125.55 | 110189.08 |
101 | 2020.02.27 06:53 | sell | 51 | 2.20 | 110.083 | 110.613 | 109.583 | ||
102 | 2020.02.27 16:38 | close | 51 | 2.20 | 110.015 | 110.613 | 109.583 | 135.98 | 110325.06 |
103 | 2020.02.28 01:30 | buy | 52 | 2.20 | 109.659 | 109.244 | 0.000 | ||
104 | 2020.02.28 05:06 | s/l | 52 | 2.20 | 109.244 | 109.244 | 0.000 | -835.74 | 109489.32 |
105 | 2020.02.28 12:34 | buy | 53 | 2.18 | 108.749 | 108.229 | 0.000 | ||
106 | 2020.02.28 14:21 | close | 53 | 2.18 | 108.834 | 108.229 | 0.000 | 170.26 | 109659.58 |
107 | 2020.02.28 17:24 | sell | 54 | 2.19 | 108.173 | 108.703 | 107.673 | ||
108 | 2020.02.28 22:10 | t/p | 54 | 2.19 | 107.673 | 108.703 | 107.673 | 1016.97 | 110676.55 |
109 | 2020.03.02 09:52 | buy | 55 | 2.21 | 108.584 | 108.054 | 109.084 | ||
110 | 2020.03.02 10:58 | s/l | 55 | 2.21 | 108.054 | 108.054 | 109.084 | -1084.00 | 109592.55 |
111 | 2020.03.02 15:00 | buy | 56 | 2.19 | 107.780 | 107.260 | 0.000 | ||
112 | 2020.03.02 17:55 | close | 56 | 2.19 | 107.848 | 107.260 | 0.000 | 138.08 | 109730.63 |
113 | 2020.03.02 22:50 | buy | 57 | 2.19 | 108.372 | 107.842 | 108.872 | ||
114 | 2020.03.03 06:21 | s/l | 57 | 2.19 | 107.842 | 107.842 | 108.872 | -1072.45 | 108658.18 |
115 | 2020.03.03 16:00 | buy | 58 | 2.17 | 107.772 | 107.633 | 0.000 | ||
116 | 2020.03.03 16:24 | close | 58 | 2.17 | 107.858 | 107.633 | 0.000 | 173.02 | 108831.20 |
117 | 2020.03.03 17:14 | sell | 59 | 2.17 | 107.414 | 107.944 | 106.914 | ||
118 | 2020.03.04 01:08 | t/p | 59 | 2.17 | 106.914 | 107.944 | 106.914 | 999.56 | 109830.76 |
119 | 2020.03.04 04:05 | sell | 60 | 2.19 | 107.317 | 107.556 | 0.000 | ||
120 | 2020.03.04 04:16 | close | 60 | 2.19 | 107.219 | 107.556 | 0.000 | 200.17 | 110030.93 |
121 | 2020.03.04 09:09 | buy | 61 | 2.20 | 107.678 | 107.148 | 108.178 | ||
122 | 2020.03.04 16:59 | s/l | 61 | 2.20 | 107.148 | 107.148 | 108.178 | -1088.21 | 108942.72 |
123 | 2020.03.05 01:59 | buy | 62 | 2.17 | 107.724 | 107.194 | 108.224 | ||
124 | 2020.03.05 09:11 | s/l | 62 | 2.17 | 107.194 | 107.194 | 108.224 | -1072.91 | 107869.81 |
125 | 2020.03.05 11:05 | sell | 63 | 2.15 | 107.093 | 107.623 | 106.593 | ||
126 | 2020.03.05 18:43 | t/p | 63 | 2.15 | 106.593 | 107.623 | 106.593 | 1008.51 | 108878.32 |
127 | 2020.03.05 19:48 | sell | 64 | 2.17 | 106.268 | 106.798 | 105.768 | ||
128 | 2020.03.06 08:38 | close | 64 | 2.17 | 105.999 | 106.798 | 105.768 | 535.42 | 109413.74 |
129 | 2020.03.06 11:38 | sell | 65 | 2.18 | 105.520 | 106.050 | 105.020 | ||
130 | 2020.03.06 12:24 | t/p | 65 | 2.18 | 105.020 | 106.050 | 105.020 | 1037.90 | 110451.64 |
131 | 2020.03.06 14:30 | buy | 66 | 2.20 | 105.215 | 104.825 | 0.000 | ||
132 | 2020.03.06 17:27 | close | 66 | 2.20 | 105.442 | 104.825 | 0.000 | 473.63 | 110925.27 |