Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 30 Minutes (M30) 2019.12.16 00:00 - 2020.03.27 23:30 (2019.12.16 - 2020.03.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=15; TRRR=0.5; UpATRR=0.5; DownATRR=1; DPR=0.5; StopLoss=400; TakeProfit=500; TS=300; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 4509 | Ticks modelled | 13707563 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 14306.04 | Gross profit | 24187.51 | Gross loss | -9881.46 |
Profit factor | 2.45 | Expected payoff | 238.43 | ||
Absolute drawdown | 1252.29 | Maximal drawdown | 2085.94 (2.00%) | Relative drawdown | 2.00% (2085.94) |
Total trades | 60 | Short positions (won %) | 23 (78.26%) | Long positions (won %) | 37 (72.97%) |
Profit trades (% of total) | 45 (75.00%) | Loss trades (% of total) | 15 (25.00%) | ||
Largest | profit trade | 1040.36 | loss trade | -892.32 | |
Average | profit trade | 537.50 | loss trade | -658.76 | |
Maximum | consecutive wins (profit in money) | 9 (5773.10) | consecutive losses (loss in money) | 2 (-1578.25) | |
Maximal | consecutive profit (count of wins) | 5773.10 (9) | consecutive loss (count of losses) | -1578.25 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.16 10:43 | buy | 1 | 2.00 | 109.505 | 109.075 | 110.005 | ||
2 | 2019.12.17 00:01 | close | 1 | 2.00 | 109.518 | 109.075 | 110.005 | 34.09 | 100034.09 |
3 | 2019.12.19 02:51 | buy | 2 | 2.00 | 109.675 | 109.245 | 110.175 | ||
4 | 2019.12.19 18:27 | s/l | 2 | 2.00 | 109.245 | 109.245 | 110.175 | -787.22 | 99246.87 |
5 | 2019.12.20 17:01 | buy | 3 | 1.98 | 109.455 | 109.025 | 109.955 | ||
6 | 2019.12.20 23:00 | close | 3 | 1.98 | 109.464 | 109.025 | 109.955 | 16.28 | 99263.15 |
7 | 2019.12.26 02:27 | buy | 4 | 1.98 | 109.461 | 109.031 | 109.961 | ||
8 | 2019.12.26 22:09 | close | 4 | 1.98 | 109.603 | 109.031 | 109.961 | 256.53 | 99519.68 |
9 | 2019.12.27 02:07 | sell | 5 | 1.99 | 109.469 | 109.899 | 108.969 | ||
10 | 2019.12.27 23:00 | close | 5 | 1.99 | 109.445 | 109.899 | 108.969 | 43.64 | 99563.32 |
11 | 2019.12.30 04:26 | sell | 6 | 1.99 | 109.228 | 109.658 | 108.728 | ||
12 | 2019.12.30 11:31 | close | 6 | 1.99 | 109.191 | 109.658 | 108.728 | 67.43 | 99630.75 |
13 | 2019.12.30 16:35 | sell | 7 | 1.99 | 108.984 | 109.414 | 108.484 | ||
14 | 2019.12.31 00:31 | close | 7 | 1.99 | 108.900 | 109.414 | 108.484 | 124.97 | 99755.71 |
15 | 2019.12.31 03:57 | sell | 8 | 1.99 | 108.656 | 109.086 | 108.156 | ||
16 | 2019.12.31 16:33 | close | 8 | 1.99 | 108.588 | 109.086 | 108.156 | 124.62 | 99880.33 |
17 | 2020.01.02 17:27 | sell | 9 | 1.99 | 108.361 | 108.791 | 107.861 | ||
18 | 2020.01.03 12:02 | close | 9 | 1.99 | 108.116 | 108.791 | 107.861 | 422.42 | 100302.75 |
19 | 2020.01.06 17:27 | buy | 10 | 2.00 | 108.257 | 107.827 | 108.757 | ||
20 | 2020.01.07 03:05 | close | 10 | 2.00 | 108.378 | 107.827 | 108.757 | 233.64 | 100536.39 |
21 | 2020.01.07 17:30 | buy | 11 | 2.01 | 108.574 | 108.144 | 109.074 | ||
22 | 2020.01.08 01:22 | s/l | 11 | 2.01 | 108.144 | 108.144 | 109.074 | -788.82 | 99747.56 |
23 | 2020.01.08 01:39 | sell | 12 | 1.99 | 107.963 | 108.393 | 107.463 | ||
24 | 2020.01.08 04:40 | s/l | 12 | 1.99 | 108.393 | 108.393 | 107.463 | -789.43 | 98958.13 |
25 | 2020.01.08 12:56 | buy | 13 | 1.97 | 108.719 | 108.289 | 109.219 | ||
26 | 2020.01.08 21:47 | t/p | 13 | 1.97 | 109.219 | 108.289 | 109.219 | 901.86 | 99859.99 |
27 | 2020.01.09 11:59 | buy | 14 | 1.99 | 109.446 | 109.016 | 109.946 | ||
28 | 2020.01.10 00:10 | close | 14 | 1.99 | 109.468 | 109.016 | 109.946 | 50.28 | 99910.28 |
29 | 2020.01.10 11:57 | buy | 15 | 1.99 | 109.655 | 109.225 | 110.155 | ||
30 | 2020.01.10 23:00 | close | 15 | 1.99 | 109.496 | 109.225 | 110.155 | -288.97 | 99621.31 |
31 | 2020.01.13 10:40 | buy | 16 | 1.99 | 109.701 | 109.271 | 110.201 | ||
32 | 2020.01.13 22:09 | close | 16 | 1.99 | 109.883 | 109.271 | 110.201 | 329.61 | 99950.92 |
33 | 2020.01.14 01:49 | buy | 17 | 1.99 | 110.005 | 109.575 | 110.505 | ||
34 | 2020.01.14 09:14 | close | 17 | 1.99 | 110.034 | 109.575 | 110.505 | 52.45 | 100003.37 |
35 | 2020.01.16 10:31 | buy | 18 | 2.00 | 110.039 | 109.609 | 110.539 | ||
36 | 2020.01.17 03:37 | close | 18 | 2.00 | 110.156 | 109.609 | 110.539 | 222.78 | 100226.14 |
37 | 2020.01.21 02:54 | buy | 19 | 2.00 | 110.236 | 109.806 | 110.736 | ||
38 | 2020.01.21 20:20 | s/l | 19 | 2.00 | 109.806 | 109.806 | 110.736 | -783.20 | 99442.94 |
39 | 2020.01.23 01:32 | sell | 20 | 1.98 | 109.734 | 110.164 | 109.234 | ||
40 | 2020.01.23 12:30 | close | 20 | 1.98 | 109.583 | 110.164 | 109.234 | 272.83 | 99715.77 |
41 | 2020.01.23 16:43 | sell | 21 | 1.99 | 109.379 | 109.809 | 108.879 | ||
42 | 2020.01.24 23:00 | close | 21 | 1.99 | 109.306 | 109.809 | 108.879 | 104.37 | 99820.14 |
43 | 2020.01.28 17:26 | buy | 22 | 1.99 | 109.178 | 108.748 | 109.678 | ||
44 | 2020.01.30 17:41 | s/l | 22 | 1.99 | 108.748 | 108.748 | 109.678 | -745.70 | 99074.44 |
45 | 2020.01.31 16:52 | sell | 23 | 1.98 | 108.729 | 109.159 | 108.229 | ||
46 | 2020.01.31 23:00 | close | 23 | 1.98 | 108.373 | 109.159 | 108.229 | 650.42 | 99724.86 |
47 | 2020.02.03 09:35 | buy | 24 | 1.99 | 108.692 | 108.262 | 109.192 | ||
48 | 2020.02.04 16:37 | t/p | 24 | 1.99 | 109.192 | 108.262 | 109.192 | 921.53 | 100646.40 |
49 | 2020.02.04 17:29 | buy | 25 | 2.01 | 109.354 | 108.924 | 109.854 | ||
50 | 2020.02.05 02:00 | close | 25 | 2.01 | 109.429 | 108.924 | 109.854 | 148.16 | 100794.55 |
51 | 2020.02.05 10:36 | buy | 26 | 2.01 | 109.609 | 109.179 | 110.109 | ||
52 | 2020.02.06 00:22 | close | 26 | 2.01 | 109.752 | 109.179 | 110.109 | 293.08 | 101087.63 |
53 | 2020.02.06 02:51 | buy | 27 | 2.02 | 109.923 | 109.493 | 110.423 | ||
54 | 2020.02.07 01:47 | close | 27 | 2.02 | 109.948 | 109.493 | 110.423 | 56.38 | 101144.01 |
55 | 2020.02.07 12:15 | sell | 28 | 2.02 | 109.695 | 110.125 | 109.195 | ||
56 | 2020.02.07 23:00 | close | 28 | 2.02 | 109.788 | 110.125 | 109.195 | -171.11 | 100972.90 |
57 | 2020.02.11 04:26 | buy | 29 | 2.01 | 109.910 | 109.480 | 110.410 | ||
58 | 2020.02.12 20:20 | close | 29 | 2.01 | 109.993 | 109.480 | 110.410 | 162.07 | 101134.97 |
59 | 2020.02.13 12:10 | sell | 30 | 2.02 | 109.618 | 110.048 | 109.118 | ||
60 | 2020.02.14 23:00 | close | 30 | 2.02 | 109.802 | 110.048 | 109.118 | -367.46 | 100767.51 |
61 | 2020.02.17 16:54 | buy | 31 | 2.01 | 109.937 | 109.507 | 110.437 | ||
62 | 2020.02.19 13:55 | t/p | 31 | 2.01 | 110.437 | 109.507 | 110.437 | 930.81 | 101698.32 |
63 | 2020.02.19 14:55 | buy | 32 | 2.03 | 110.515 | 110.085 | 111.015 | ||
64 | 2020.02.19 18:15 | t/p | 32 | 2.03 | 111.015 | 110.085 | 111.015 | 914.29 | 102612.61 |
65 | 2020.02.19 18:35 | buy | 33 | 2.05 | 111.240 | 110.810 | 111.740 | ||
66 | 2020.02.20 03:43 | close | 33 | 2.05 | 111.241 | 110.810 | 111.740 | 33.65 | 102646.26 |
67 | 2020.02.20 09:19 | buy | 34 | 2.05 | 111.707 | 111.277 | 112.207 | ||
68 | 2020.02.20 16:55 | t/p | 34 | 2.05 | 112.207 | 111.277 | 112.207 | 913.49 | 103559.75 |
69 | 2020.02.21 10:10 | sell | 35 | 2.07 | 111.548 | 111.978 | 111.048 | ||
70 | 2020.02.21 14:22 | s/l | 35 | 2.07 | 111.978 | 111.978 | 111.048 | -794.88 | 102764.87 |
71 | 2020.02.24 16:13 | sell | 36 | 2.05 | 111.058 | 111.488 | 110.558 | ||
72 | 2020.02.24 17:29 | t/p | 36 | 2.05 | 110.558 | 111.488 | 110.558 | 927.13 | 103692.00 |
73 | 2020.02.25 17:18 | sell | 37 | 2.07 | 110.175 | 110.605 | 109.675 | ||
74 | 2020.02.26 03:14 | close | 37 | 2.07 | 110.174 | 110.605 | 109.675 | -27.80 | 103664.20 |
75 | 2020.02.26 16:41 | buy | 38 | 2.07 | 110.704 | 110.274 | 111.204 | ||
76 | 2020.02.26 19:08 | s/l | 38 | 2.07 | 110.274 | 110.274 | 111.204 | -807.17 | 102857.03 |
77 | 2020.02.27 06:57 | sell | 39 | 2.05 | 109.995 | 110.425 | 109.495 | ||
78 | 2020.02.27 17:58 | close | 39 | 2.05 | 109.994 | 110.425 | 109.495 | 1.86 | 102858.89 |
79 | 2020.02.28 17:29 | sell | 40 | 2.05 | 108.120 | 108.550 | 107.620 | ||
80 | 2020.02.28 22:28 | t/p | 40 | 2.05 | 107.620 | 108.550 | 107.620 | 952.43 | 103811.32 |
81 | 2020.03.03 17:15 | sell | 41 | 2.07 | 107.342 | 107.772 | 106.842 | ||
82 | 2020.03.04 02:06 | close | 41 | 2.07 | 107.229 | 107.772 | 106.842 | 188.46 | 103999.78 |
83 | 2020.03.05 11:07 | sell | 42 | 2.07 | 107.037 | 107.467 | 106.537 | ||
84 | 2020.03.05 18:55 | t/p | 42 | 2.07 | 106.537 | 107.467 | 106.537 | 971.49 | 104971.27 |
85 | 2020.03.05 19:48 | sell | 43 | 2.09 | 106.268 | 106.698 | 105.768 | ||
86 | 2020.03.06 08:38 | close | 43 | 2.09 | 105.999 | 106.698 | 105.768 | 500.42 | 105471.70 |
87 | 2020.03.06 11:45 | sell | 44 | 2.10 | 105.434 | 105.864 | 104.934 | ||
88 | 2020.03.06 18:41 | close | 44 | 2.10 | 105.397 | 105.864 | 104.934 | 73.72 | 105545.42 |
89 | 2020.03.09 04:49 | sell | 45 | 2.11 | 103.055 | 103.485 | 102.555 | ||
90 | 2020.03.09 04:49 | t/p | 45 | 2.11 | 102.555 | 103.485 | 102.555 | 1028.72 | 106574.14 |
91 | 2020.03.10 02:42 | buy | 46 | 2.13 | 103.054 | 102.624 | 103.554 | ||
92 | 2020.03.10 03:57 | t/p | 46 | 2.13 | 103.554 | 102.624 | 103.554 | 1028.45 | 107602.59 |
93 | 2020.03.10 07:27 | buy | 47 | 2.15 | 104.118 | 103.688 | 104.618 | ||
94 | 2020.03.10 08:10 | t/p | 47 | 2.15 | 104.618 | 103.688 | 104.618 | 1027.55 | 108630.14 |
95 | 2020.03.10 22:16 | buy | 48 | 2.17 | 105.652 | 105.222 | 106.152 | ||
96 | 2020.03.11 00:58 | s/l | 48 | 2.17 | 105.222 | 105.222 | 106.152 | -875.63 | 107754.51 |
97 | 2020.03.12 04:28 | sell | 49 | 2.15 | 103.831 | 104.261 | 103.331 | ||
98 | 2020.03.12 05:03 | t/p | 49 | 2.15 | 103.331 | 104.261 | 103.331 | 1040.36 | 108794.87 |
99 | 2020.03.12 17:13 | buy | 50 | 2.17 | 105.077 | 104.647 | 105.577 | ||
100 | 2020.03.12 18:43 | t/p | 50 | 2.17 | 105.577 | 104.647 | 105.577 | 1027.69 | 109822.56 |
101 | 2020.03.13 13:13 | buy | 51 | 2.19 | 106.523 | 106.093 | 107.023 | ||
102 | 2020.03.13 15:12 | t/p | 51 | 2.19 | 107.023 | 106.093 | 107.023 | 1023.14 | 110845.70 |
103 | 2020.03.13 15:32 | buy | 52 | 2.21 | 107.415 | 106.985 | 107.915 | ||
104 | 2020.03.13 16:39 | s/l | 52 | 2.21 | 106.985 | 106.985 | 107.915 | -888.26 | 109957.44 |
105 | 2020.03.13 19:41 | buy | 53 | 2.19 | 107.770 | 107.340 | 108.270 | ||
106 | 2020.03.13 22:07 | t/p | 53 | 2.19 | 108.270 | 107.340 | 108.270 | 1011.36 | 110968.80 |
107 | 2020.03.17 04:09 | buy | 54 | 2.21 | 106.928 | 106.498 | 107.428 | ||
108 | 2020.03.17 05:16 | s/l | 54 | 2.21 | 106.498 | 106.498 | 107.428 | -892.32 | 110076.48 |
109 | 2020.03.18 16:41 | buy | 55 | 2.20 | 107.949 | 107.519 | 108.449 | ||
110 | 2020.03.18 18:57 | t/p | 55 | 2.20 | 108.449 | 107.519 | 108.449 | 1014.30 | 111090.78 |
111 | 2020.03.19 03:54 | buy | 56 | 2.22 | 108.874 | 108.444 | 109.374 | ||
112 | 2020.03.19 05:13 | t/p | 56 | 2.22 | 109.374 | 108.444 | 109.374 | 1014.87 | 112105.65 |
113 | 2020.03.19 14:25 | buy | 57 | 2.24 | 109.798 | 109.368 | 110.298 | ||
114 | 2020.03.19 20:16 | t/p | 57 | 2.24 | 110.298 | 109.368 | 110.298 | 1015.43 | 113121.08 |
115 | 2020.03.19 21:35 | buy | 58 | 2.26 | 110.769 | 110.339 | 111.269 | ||
116 | 2020.03.20 02:40 | t/p | 58 | 2.26 | 111.269 | 110.339 | 111.269 | 1027.25 | 114148.33 |
117 | 2020.03.23 18:40 | buy | 59 | 2.28 | 111.173 | 110.743 | 111.673 | ||
118 | 2020.03.24 03:25 | s/l | 59 | 2.28 | 110.743 | 110.743 | 111.673 | -873.50 | 113274.83 |
119 | 2020.03.26 11:58 | sell | 60 | 2.26 | 110.080 | 110.510 | 109.580 | ||
120 | 2020.03.26 15:30 | t/p | 60 | 2.26 | 109.580 | 110.510 | 109.580 | 1031.21 | 114306.04 |