Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 30 Minutes (M30) 2019.12.09 00:00 - 2020.03.20 23:30 (2019.12.09 - 2020.03.22) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=15; TRRR=2.5; UpATRR=2; DownATRR=1; DPR=0; StopLoss=500; TakeProfit=800; TS=100; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4511 | Ticks modelled | 12244094 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 10768.60 | Gross profit | 17784.91 | Gross loss | -7016.31 |
Profit factor | 2.53 | Expected payoff | 234.10 | ||
Absolute drawdown | 1231.74 | Maximal drawdown | 3309.39 (2.93%) | Relative drawdown | 2.93% (3309.39) |
Total trades | 46 | Short positions (won %) | 36 (69.44%) | Long positions (won %) | 10 (90.00%) |
Profit trades (% of total) | 34 (73.91%) | Loss trades (% of total) | 12 (26.09%) | ||
Largest | profit trade | 1727.57 | loss trade | -1177.08 | |
Average | profit trade | 523.09 | loss trade | -584.69 | |
Maximum | consecutive wins (profit in money) | 10 (6568.74) | consecutive losses (loss in money) | 1 (-1177.08) | |
Maximal | consecutive profit (count of wins) | 6568.74 (10) | consecutive loss (count of losses) | -1177.08 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.09 11:11 | sell | 1 | 2.00 | 108.439 | 108.969 | 107.639 | ||
2 | 2019.12.12 16:59 | s/l | 1 | 2.00 | 108.969 | 108.969 | 107.639 | -1116.13 | 98883.87 |
3 | 2019.12.12 17:01 | buy | 2 | 1.97 | 109.118 | 108.588 | 109.918 | ||
4 | 2019.12.13 05:46 | modify | 2 | 1.97 | 109.118 | 109.118 | 109.918 | ||
5 | 2019.12.13 14:52 | close | 2 | 1.97 | 109.610 | 109.118 | 109.918 | 894.45 | 99778.32 |
6 | 2019.12.13 16:07 | sell | 3 | 1.99 | 109.380 | 109.910 | 108.580 | ||
7 | 2019.12.13 23:00 | close | 3 | 1.99 | 109.352 | 109.910 | 108.580 | 50.95 | 99829.27 |
8 | 2019.12.17 18:11 | sell | 4 | 1.99 | 109.453 | 109.983 | 108.653 | ||
9 | 2019.12.18 11:43 | close | 4 | 1.99 | 109.452 | 109.983 | 108.653 | -26.71 | 99802.56 |
10 | 2019.12.19 12:14 | sell | 5 | 1.99 | 109.509 | 110.039 | 108.709 | ||
11 | 2019.12.19 22:30 | close | 5 | 1.99 | 109.325 | 110.039 | 108.709 | 334.93 | 100137.49 |
12 | 2019.12.24 17:13 | sell | 6 | 2.00 | 109.336 | 109.866 | 108.536 | ||
13 | 2019.12.27 23:00 | close | 6 | 2.00 | 109.445 | 109.866 | 108.536 | -342.57 | 99794.92 |
14 | 2019.12.30 04:22 | sell | 7 | 1.99 | 109.257 | 109.787 | 108.457 | ||
15 | 2019.12.30 11:31 | close | 7 | 1.99 | 109.191 | 109.787 | 108.457 | 120.28 | 99915.20 |
16 | 2019.12.30 16:16 | sell | 8 | 1.99 | 109.055 | 109.585 | 108.255 | ||
17 | 2019.12.31 00:31 | close | 8 | 1.99 | 108.900 | 109.585 | 108.255 | 254.71 | 100169.90 |
18 | 2019.12.31 03:45 | sell | 9 | 2.00 | 108.723 | 109.253 | 107.923 | ||
19 | 2019.12.31 16:33 | close | 9 | 2.00 | 108.588 | 109.253 | 107.923 | 248.65 | 100418.55 |
20 | 2020.01.02 17:15 | sell | 10 | 2.00 | 108.570 | 109.100 | 107.770 | ||
21 | 2020.01.02 23:00 | close | 10 | 2.00 | 108.569 | 109.100 | 107.770 | 1.84 | 100420.39 |
22 | 2020.01.03 03:42 | sell | 11 | 2.00 | 108.309 | 108.839 | 107.509 | ||
23 | 2020.01.03 12:02 | close | 11 | 2.00 | 108.116 | 108.839 | 107.509 | 357.02 | 100777.41 |
24 | 2020.01.07 09:31 | sell | 12 | 2.01 | 108.249 | 108.779 | 107.449 | ||
25 | 2020.01.08 02:26 | modify | 12 | 2.01 | 108.249 | 108.248 | 107.449 | ||
26 | 2020.01.08 04:38 | s/l | 12 | 2.01 | 108.248 | 108.248 | 107.449 | -26.96 | 100750.46 |
27 | 2020.01.08 12:56 | buy | 13 | 2.01 | 108.684 | 108.154 | 109.484 | ||
28 | 2020.01.08 21:18 | modify | 13 | 2.01 | 108.684 | 108.684 | 109.484 | ||
29 | 2020.01.09 08:02 | modify | 13 | 2.01 | 108.684 | 108.784 | 109.484 | ||
30 | 2020.01.09 11:48 | modify | 13 | 2.01 | 108.684 | 108.884 | 109.484 | ||
31 | 2020.01.09 16:10 | t/p | 13 | 2.01 | 109.484 | 108.884 | 109.484 | 1499.90 | 102250.36 |
32 | 2020.01.10 15:30 | sell | 14 | 2.04 | 109.509 | 110.039 | 108.709 | ||
33 | 2020.01.10 23:00 | close | 14 | 2.04 | 109.526 | 110.039 | 108.709 | -31.66 | 102218.70 |
34 | 2020.01.13 11:04 | buy | 15 | 2.04 | 109.773 | 109.243 | 110.573 | ||
35 | 2020.01.13 22:09 | close | 15 | 2.04 | 109.883 | 109.243 | 110.573 | 204.22 | 102422.92 |
36 | 2020.01.14 01:58 | buy | 16 | 2.04 | 110.034 | 109.504 | 110.834 | ||
37 | 2020.01.14 11:35 | close | 16 | 2.04 | 110.035 | 109.504 | 110.834 | 1.85 | 102424.77 |
38 | 2020.01.14 20:37 | sell | 17 | 2.04 | 109.852 | 110.382 | 109.052 | ||
39 | 2020.01.17 23:00 | close | 17 | 2.04 | 110.173 | 110.382 | 109.052 | -740.62 | 101684.15 |
40 | 2020.01.20 09:50 | sell | 18 | 2.03 | 110.116 | 110.646 | 109.316 | ||
41 | 2020.01.21 09:31 | close | 18 | 2.03 | 110.027 | 110.646 | 109.316 | 135.10 | 101819.25 |
42 | 2020.01.22 16:25 | sell | 19 | 2.03 | 109.883 | 110.413 | 109.083 | ||
43 | 2020.01.23 12:30 | close | 19 | 2.03 | 109.583 | 110.413 | 109.083 | 468.42 | 102287.67 |
44 | 2020.01.23 16:43 | sell | 20 | 2.04 | 109.379 | 109.909 | 108.579 | ||
45 | 2020.01.24 23:00 | close | 20 | 2.04 | 109.306 | 109.909 | 108.579 | 106.99 | 102394.66 |
46 | 2020.01.28 11:01 | sell | 21 | 2.04 | 108.822 | 109.352 | 108.022 | ||
47 | 2020.01.30 21:42 | close | 21 | 2.04 | 108.787 | 109.352 | 108.022 | -51.37 | 102343.30 |
48 | 2020.01.31 11:39 | sell | 22 | 2.04 | 108.923 | 109.453 | 108.123 | ||
49 | 2020.01.31 17:57 | modify | 22 | 2.04 | 108.923 | 108.922 | 108.123 | ||
50 | 2020.01.31 23:00 | close | 22 | 2.04 | 108.373 | 108.922 | 108.123 | 1035.31 | 103378.61 |
51 | 2020.02.05 10:37 | buy | 23 | 2.06 | 109.637 | 109.107 | 110.437 | ||
52 | 2020.02.06 00:22 | close | 23 | 2.06 | 109.752 | 109.107 | 110.437 | 247.82 | 103626.42 |
53 | 2020.02.07 02:44 | sell | 24 | 2.07 | 109.833 | 110.363 | 109.033 | ||
54 | 2020.02.07 18:20 | close | 24 | 2.07 | 109.810 | 110.363 | 109.033 | 43.36 | 103669.78 |
55 | 2020.02.11 15:25 | sell | 25 | 2.07 | 109.760 | 110.290 | 108.960 | ||
56 | 2020.02.13 15:30 | close | 25 | 2.07 | 109.756 | 110.290 | 108.960 | -111.18 | 103558.60 |
57 | 2020.02.18 02:55 | sell | 26 | 2.07 | 109.754 | 110.284 | 108.954 | ||
58 | 2020.02.18 10:03 | close | 26 | 2.07 | 109.748 | 110.284 | 108.954 | 11.32 | 103569.92 |
59 | 2020.02.19 04:16 | buy | 27 | 2.07 | 110.082 | 109.552 | 110.882 | ||
60 | 2020.02.19 15:21 | modify | 27 | 2.07 | 110.082 | 110.083 | 110.882 | ||
61 | 2020.02.19 15:37 | modify | 27 | 2.07 | 110.082 | 110.184 | 110.882 | ||
62 | 2020.02.19 15:47 | modify | 27 | 2.07 | 110.082 | 110.284 | 110.882 | ||
63 | 2020.02.19 16:57 | t/p | 27 | 2.07 | 110.882 | 110.284 | 110.882 | 1493.48 | 105063.40 |
64 | 2020.02.20 09:21 | buy | 28 | 2.10 | 111.795 | 111.265 | 112.595 | ||
65 | 2020.02.20 18:30 | close | 28 | 2.10 | 111.923 | 111.265 | 112.595 | 240.17 | 105303.57 |
66 | 2020.02.21 09:44 | sell | 29 | 2.10 | 111.755 | 112.285 | 110.955 | ||
67 | 2020.02.21 23:00 | close | 29 | 2.10 | 111.615 | 112.285 | 110.955 | 263.41 | 105566.98 |
68 | 2020.02.24 10:44 | sell | 30 | 2.11 | 111.349 | 111.879 | 110.549 | ||
69 | 2020.02.24 16:26 | modify | 30 | 2.11 | 111.349 | 111.349 | 110.549 | ||
70 | 2020.02.24 16:53 | modify | 30 | 2.11 | 111.349 | 111.248 | 110.549 | ||
71 | 2020.02.24 16:54 | modify | 30 | 2.11 | 111.349 | 111.148 | 110.549 | ||
72 | 2020.02.24 17:32 | t/p | 30 | 2.11 | 110.549 | 111.148 | 110.549 | 1526.92 | 107093.90 |
73 | 2020.02.25 11:12 | sell | 31 | 2.14 | 110.406 | 110.936 | 109.606 | ||
74 | 2020.02.26 00:24 | close | 31 | 2.14 | 110.213 | 110.936 | 109.606 | 344.07 | 107437.97 |
75 | 2020.02.27 06:53 | sell | 32 | 2.14 | 110.083 | 110.613 | 109.283 | ||
76 | 2020.02.27 16:38 | close | 32 | 2.14 | 110.015 | 110.613 | 109.283 | 132.27 | 107570.24 |
77 | 2020.02.28 05:23 | sell | 33 | 2.15 | 109.077 | 109.607 | 108.277 | ||
78 | 2020.02.28 11:25 | modify | 33 | 2.15 | 109.077 | 109.077 | 108.277 | ||
79 | 2020.02.28 14:21 | close | 33 | 2.15 | 108.864 | 109.077 | 108.277 | 420.66 | 107990.90 |
80 | 2020.02.28 17:24 | sell | 34 | 2.15 | 108.173 | 108.703 | 107.373 | ||
81 | 2020.02.28 22:10 | modify | 34 | 2.15 | 108.173 | 108.173 | 107.373 | ||
82 | 2020.02.28 22:41 | modify | 34 | 2.15 | 108.173 | 108.073 | 107.373 | ||
83 | 2020.02.28 23:00 | close | 34 | 2.15 | 107.900 | 108.073 | 107.373 | 543.98 | 108534.88 |
84 | 2020.03.03 06:24 | sell | 35 | 2.17 | 107.724 | 108.254 | 106.924 | ||
85 | 2020.03.03 17:15 | modify | 35 | 2.17 | 107.724 | 107.724 | 106.924 | ||
86 | 2020.03.03 20:43 | modify | 35 | 2.17 | 107.724 | 107.624 | 106.924 | ||
87 | 2020.03.03 20:57 | modify | 35 | 2.17 | 107.724 | 107.524 | 106.924 | ||
88 | 2020.03.04 01:08 | t/p | 35 | 2.17 | 106.924 | 107.524 | 106.924 | 1592.47 | 110127.35 |
89 | 2020.03.04 16:57 | sell | 36 | 2.20 | 107.189 | 107.719 | 106.389 | ||
90 | 2020.03.05 01:59 | s/l | 36 | 2.20 | 107.719 | 107.719 | 106.389 | -1177.08 | 108950.27 |
91 | 2020.03.05 11:05 | sell | 37 | 2.17 | 107.093 | 107.623 | 106.293 | ||
92 | 2020.03.05 18:43 | modify | 37 | 2.17 | 107.093 | 107.093 | 106.293 | ||
93 | 2020.03.05 19:26 | modify | 37 | 2.17 | 107.093 | 106.993 | 106.293 | ||
94 | 2020.03.05 19:40 | modify | 37 | 2.17 | 107.093 | 106.893 | 106.293 | ||
95 | 2020.03.05 19:48 | t/p | 37 | 2.17 | 106.293 | 106.893 | 106.293 | 1633.22 | 110583.49 |
96 | 2020.03.05 22:59 | sell | 38 | 2.21 | 106.035 | 106.565 | 105.235 | ||
97 | 2020.03.06 08:38 | close | 38 | 2.21 | 105.999 | 106.565 | 105.235 | 43.37 | 110626.86 |
98 | 2020.03.06 11:38 | sell | 39 | 2.21 | 105.520 | 106.050 | 104.720 | ||
99 | 2020.03.06 12:24 | modify | 39 | 2.21 | 105.520 | 105.520 | 104.720 | ||
100 | 2020.03.06 17:27 | close | 39 | 2.21 | 105.472 | 105.520 | 104.720 | 100.58 | 110727.44 |
101 | 2020.03.09 04:49 | sell | 40 | 2.21 | 103.144 | 103.674 | 102.344 | ||
102 | 2020.03.09 04:49 | modify | 40 | 2.21 | 103.144 | 103.141 | 102.344 | ||
103 | 2020.03.09 04:49 | modify | 40 | 2.21 | 103.144 | 103.041 | 102.344 | ||
104 | 2020.03.09 04:49 | modify | 40 | 2.21 | 103.144 | 102.941 | 102.344 | ||
105 | 2020.03.09 04:49 | t/p | 40 | 2.21 | 102.344 | 102.941 | 102.344 | 1727.57 | 112455.01 |
106 | 2020.03.09 16:37 | sell | 41 | 2.24 | 101.446 | 101.976 | 100.646 | ||
107 | 2020.03.09 16:46 | s/l | 41 | 2.24 | 101.976 | 101.976 | 100.646 | -1164.20 | 111290.81 |
108 | 2020.03.10 02:53 | buy | 42 | 2.22 | 103.142 | 102.612 | 103.942 | ||
109 | 2020.03.10 04:04 | modify | 42 | 2.22 | 103.142 | 103.142 | 103.942 | ||
110 | 2020.03.10 05:05 | s/l | 42 | 2.22 | 103.142 | 103.142 | 103.942 | 0.00 | 111290.81 |
111 | 2020.03.10 08:25 | buy | 43 | 2.22 | 105.010 | 104.480 | 105.810 | ||
112 | 2020.03.10 09:09 | s/l | 43 | 2.22 | 104.480 | 104.480 | 105.810 | -1126.15 | 110164.66 |
113 | 2020.03.12 04:15 | sell | 44 | 2.20 | 103.988 | 104.518 | 103.188 | ||
114 | 2020.03.12 04:37 | modify | 44 | 2.20 | 103.988 | 103.988 | 103.188 | ||
115 | 2020.03.12 04:38 | modify | 44 | 2.20 | 103.988 | 103.888 | 103.188 | ||
116 | 2020.03.12 05:04 | modify | 44 | 2.20 | 103.988 | 103.788 | 103.188 | ||
117 | 2020.03.12 05:05 | t/p | 44 | 2.20 | 103.188 | 103.788 | 103.188 | 1705.62 | 111870.28 |
118 | 2020.03.12 17:18 | buy | 45 | 2.23 | 105.322 | 104.792 | 106.122 | ||
119 | 2020.03.12 18:44 | modify | 45 | 2.23 | 105.322 | 105.322 | 106.122 | ||
120 | 2020.03.12 19:13 | s/l | 45 | 2.23 | 105.322 | 105.322 | 106.122 | 0.00 | 111870.28 |
121 | 2020.03.18 09:23 | sell | 46 | 2.23 | 106.752 | 107.282 | 105.952 | ||
122 | 2020.03.18 10:41 | s/l | 46 | 2.23 | 107.282 | 107.282 | 105.952 | -1101.68 | 110768.60 |