Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 30 Minutes (M30) 2019.12.23 00:00 - 2020.03.27 23:30 (2019.12.23 - 2020.04.04) | ||||
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 | 4267 | Ticks modelled | 13307540 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 15279.76 | Gross profit | 24408.42 | Gross loss | -9128.67 |
Profit factor | 2.67 | Expected payoff | 268.07 | ||
Absolute drawdown | 553.46 | Maximal drawdown | 2141.95 (2.04%) | Relative drawdown | 2.04% (2141.95) |
Total trades | 57 | Short positions (won %) | 23 (78.26%) | Long positions (won %) | 34 (73.53%) |
Profit trades (% of total) | 43 (75.44%) | Loss trades (% of total) | 14 (24.56%) | ||
Largest | profit trade | 1053.79 | loss trade | -900.39 | |
Average | profit trade | 567.64 | loss trade | -652.05 | |
Maximum | consecutive wins (profit in money) | 9 (5741.68) | consecutive losses (loss in money) | 2 (-1570.68) | |
Maximal | consecutive profit (count of wins) | 5741.68 (9) | consecutive loss (count of losses) | -1570.68 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.26 02:27 | buy | 1 | 2.00 | 109.461 | 109.031 | 109.961 | ||
2 | 2019.12.26 22:09 | close | 1 | 2.00 | 109.603 | 109.031 | 109.961 | 259.12 | 100259.12 |
3 | 2019.12.27 02:07 | sell | 2 | 2.00 | 109.469 | 109.899 | 108.969 | ||
4 | 2019.12.27 23:00 | close | 2 | 2.00 | 109.445 | 109.899 | 108.969 | 43.86 | 100302.98 |
5 | 2019.12.30 04:26 | sell | 3 | 2.00 | 109.228 | 109.658 | 108.728 | ||
6 | 2019.12.30 11:31 | close | 3 | 2.00 | 109.191 | 109.658 | 108.728 | 67.77 | 100370.75 |
7 | 2019.12.30 16:35 | sell | 4 | 2.00 | 108.984 | 109.414 | 108.484 | ||
8 | 2019.12.31 00:31 | close | 4 | 2.00 | 108.900 | 109.414 | 108.484 | 91.34 | 100462.09 |
9 | 2019.12.31 03:57 | sell | 5 | 2.00 | 108.656 | 109.086 | 108.156 | ||
10 | 2019.12.31 16:33 | close | 5 | 2.00 | 108.588 | 109.086 | 108.156 | 125.24 | 100587.33 |
11 | 2020.01.02 17:27 | sell | 6 | 2.01 | 108.361 | 108.791 | 107.861 | ||
12 | 2020.01.03 12:02 | close | 6 | 2.01 | 108.116 | 108.791 | 107.861 | 392.24 | 100979.57 |
13 | 2020.01.06 17:27 | buy | 7 | 2.01 | 108.257 | 107.827 | 108.757 | ||
14 | 2020.01.07 03:05 | close | 7 | 2.01 | 108.378 | 107.827 | 108.757 | 250.20 | 101229.77 |
15 | 2020.01.07 17:30 | buy | 8 | 2.02 | 108.574 | 108.144 | 109.074 | ||
16 | 2020.01.08 01:22 | s/l | 8 | 2.02 | 108.144 | 108.144 | 109.074 | -777.28 | 100452.49 |
17 | 2020.01.08 01:39 | sell | 9 | 2.00 | 107.963 | 108.393 | 107.463 | ||
18 | 2020.01.08 04:40 | s/l | 9 | 2.00 | 108.393 | 108.393 | 107.463 | -793.40 | 99659.09 |
19 | 2020.01.08 12:56 | buy | 10 | 1.99 | 108.719 | 108.289 | 109.219 | ||
20 | 2020.01.08 21:47 | t/p | 10 | 1.99 | 109.219 | 108.289 | 109.219 | 911.01 | 100570.10 |
21 | 2020.01.09 11:59 | buy | 11 | 2.01 | 109.446 | 109.016 | 109.946 | ||
22 | 2020.01.10 00:10 | close | 11 | 2.01 | 109.468 | 109.016 | 109.946 | 66.19 | 100636.29 |
23 | 2020.01.10 11:57 | buy | 12 | 2.01 | 109.655 | 109.225 | 110.155 | ||
24 | 2020.01.10 23:00 | close | 12 | 2.01 | 109.496 | 109.225 | 110.155 | -291.87 | 100344.42 |
25 | 2020.01.13 10:40 | buy | 13 | 2.00 | 109.701 | 109.271 | 110.201 | ||
26 | 2020.01.13 22:09 | close | 13 | 2.00 | 109.883 | 109.271 | 110.201 | 331.26 | 100675.68 |
27 | 2020.01.14 01:49 | buy | 14 | 2.01 | 110.005 | 109.575 | 110.505 | ||
28 | 2020.01.14 09:14 | close | 14 | 2.01 | 110.034 | 109.575 | 110.505 | 52.97 | 100728.65 |
29 | 2020.01.16 10:31 | buy | 15 | 2.01 | 110.039 | 109.609 | 110.539 | ||
30 | 2020.01.17 03:37 | close | 15 | 2.01 | 110.156 | 109.609 | 110.539 | 239.28 | 100967.92 |
31 | 2020.01.21 02:54 | buy | 16 | 2.01 | 110.236 | 109.806 | 110.736 | ||
32 | 2020.01.21 20:20 | s/l | 16 | 2.01 | 109.806 | 109.806 | 110.736 | -787.12 | 100180.80 |
33 | 2020.01.23 01:32 | sell | 17 | 2.00 | 109.734 | 110.164 | 109.234 | ||
34 | 2020.01.23 12:30 | close | 17 | 2.00 | 109.583 | 110.164 | 109.234 | 275.59 | 100456.39 |
35 | 2020.01.23 16:43 | sell | 18 | 2.00 | 109.379 | 109.809 | 108.879 | ||
36 | 2020.01.24 23:00 | close | 18 | 2.00 | 109.306 | 109.809 | 108.879 | 70.64 | 100527.04 |
37 | 2020.01.28 17:26 | buy | 19 | 2.01 | 109.178 | 108.748 | 109.678 | ||
38 | 2020.01.30 17:41 | s/l | 19 | 2.01 | 108.748 | 108.748 | 109.678 | -691.62 | 99835.42 |
39 | 2020.01.31 16:52 | sell | 20 | 1.99 | 108.729 | 109.159 | 108.229 | ||
40 | 2020.01.31 23:00 | close | 20 | 1.99 | 108.373 | 109.159 | 108.229 | 653.71 | 100489.13 |
41 | 2020.02.03 09:35 | buy | 21 | 2.00 | 108.692 | 108.262 | 109.192 | ||
42 | 2020.02.04 16:37 | t/p | 21 | 2.00 | 109.192 | 108.262 | 109.192 | 941.48 | 101430.61 |
43 | 2020.02.04 17:29 | buy | 22 | 2.02 | 109.354 | 108.924 | 109.854 | ||
44 | 2020.02.05 02:00 | close | 22 | 2.02 | 109.429 | 108.924 | 109.854 | 164.37 | 101594.98 |
45 | 2020.02.05 10:36 | buy | 23 | 2.03 | 109.609 | 109.179 | 110.109 | ||
46 | 2020.02.06 00:22 | close | 23 | 2.03 | 109.752 | 109.179 | 110.109 | 342.63 | 101937.61 |
47 | 2020.02.06 02:51 | buy | 24 | 2.03 | 109.923 | 109.493 | 110.423 | ||
48 | 2020.02.07 01:47 | close | 24 | 2.03 | 109.948 | 109.493 | 110.423 | 72.20 | 102009.82 |
49 | 2020.02.07 12:15 | sell | 25 | 2.04 | 109.695 | 110.125 | 109.195 | ||
50 | 2020.02.07 23:00 | close | 25 | 2.04 | 109.788 | 110.125 | 109.195 | -172.81 | 101837.01 |
51 | 2020.02.11 04:26 | buy | 26 | 2.03 | 109.910 | 109.480 | 110.410 | ||
52 | 2020.02.12 20:20 | close | 26 | 2.03 | 109.993 | 109.480 | 110.410 | 179.22 | 102016.23 |
53 | 2020.02.13 12:10 | sell | 27 | 2.04 | 109.618 | 110.048 | 109.118 | ||
54 | 2020.02.14 23:00 | close | 27 | 2.04 | 109.802 | 110.048 | 109.118 | -406.03 | 101610.20 |
55 | 2020.02.17 16:54 | buy | 28 | 2.03 | 109.937 | 109.507 | 110.437 | ||
56 | 2020.02.19 13:55 | t/p | 28 | 2.03 | 110.437 | 109.507 | 110.437 | 971.17 | 102581.37 |
57 | 2020.02.19 14:55 | buy | 29 | 2.05 | 110.515 | 110.085 | 111.015 | ||
58 | 2020.02.19 18:15 | t/p | 29 | 2.05 | 111.015 | 110.085 | 111.015 | 923.30 | 103504.67 |
59 | 2020.02.19 18:35 | buy | 30 | 2.07 | 111.240 | 110.810 | 111.740 | ||
60 | 2020.02.20 03:43 | close | 30 | 2.07 | 111.241 | 110.810 | 111.740 | 81.53 | 103586.20 |
61 | 2020.02.20 09:19 | buy | 31 | 2.07 | 111.707 | 111.277 | 112.207 | ||
62 | 2020.02.20 16:55 | t/p | 31 | 2.07 | 112.207 | 111.277 | 112.207 | 922.40 | 104508.60 |
63 | 2020.02.21 10:10 | sell | 32 | 2.09 | 111.548 | 111.978 | 111.048 | ||
64 | 2020.02.21 14:22 | s/l | 32 | 2.09 | 111.978 | 111.978 | 111.048 | -802.56 | 103706.04 |
65 | 2020.02.24 16:13 | sell | 33 | 2.07 | 111.058 | 111.488 | 110.558 | ||
66 | 2020.02.24 17:29 | t/p | 33 | 2.07 | 110.558 | 111.488 | 110.558 | 936.17 | 104642.21 |
67 | 2020.02.25 17:18 | sell | 34 | 2.09 | 110.175 | 110.605 | 109.675 | ||
68 | 2020.02.26 03:14 | close | 34 | 2.09 | 110.174 | 110.605 | 109.675 | -63.86 | 104578.35 |
69 | 2020.02.26 16:41 | buy | 35 | 2.09 | 110.704 | 110.274 | 111.204 | ||
70 | 2020.02.26 19:08 | s/l | 35 | 2.09 | 110.274 | 110.274 | 111.204 | -814.97 | 103763.38 |
71 | 2020.02.27 06:57 | sell | 36 | 2.07 | 109.995 | 110.425 | 109.495 | ||
72 | 2020.02.27 17:58 | close | 36 | 2.07 | 109.994 | 110.425 | 109.495 | 1.88 | 103765.26 |
73 | 2020.02.28 17:29 | sell | 37 | 2.07 | 108.120 | 108.550 | 107.620 | ||
74 | 2020.02.28 22:28 | t/p | 37 | 2.07 | 107.620 | 108.550 | 107.620 | 961.72 | 104726.98 |
75 | 2020.03.03 17:15 | sell | 38 | 2.09 | 107.342 | 107.772 | 106.842 | ||
76 | 2020.03.04 02:06 | close | 38 | 2.09 | 107.229 | 107.772 | 106.842 | 154.49 | 104881.47 |
77 | 2020.03.05 11:07 | sell | 39 | 2.09 | 107.037 | 107.467 | 106.537 | ||
78 | 2020.03.05 18:55 | t/p | 39 | 2.09 | 106.537 | 107.467 | 106.537 | 980.88 | 105862.35 |
79 | 2020.03.05 19:48 | sell | 40 | 2.11 | 106.268 | 106.698 | 105.768 | ||
80 | 2020.03.06 08:38 | close | 40 | 2.11 | 105.999 | 106.698 | 105.768 | 469.08 | 106331.44 |
81 | 2020.03.06 11:45 | sell | 41 | 2.12 | 105.434 | 105.864 | 104.934 | ||
82 | 2020.03.06 18:41 | close | 41 | 2.12 | 105.397 | 105.864 | 104.934 | 74.42 | 106405.86 |
83 | 2020.03.09 04:49 | sell | 42 | 2.12 | 103.055 | 103.485 | 102.555 | ||
84 | 2020.03.09 04:49 | t/p | 42 | 2.12 | 102.555 | 103.485 | 102.555 | 1033.60 | 107439.46 |
85 | 2020.03.10 02:42 | buy | 43 | 2.14 | 103.054 | 102.624 | 103.554 | ||
86 | 2020.03.10 03:57 | t/p | 43 | 2.14 | 103.554 | 102.624 | 103.554 | 1033.28 | 108472.74 |
87 | 2020.03.10 07:27 | buy | 44 | 2.16 | 104.118 | 103.688 | 104.618 | ||
88 | 2020.03.10 08:10 | t/p | 44 | 2.16 | 104.618 | 103.688 | 104.618 | 1032.33 | 109505.07 |
89 | 2020.03.10 22:16 | buy | 45 | 2.19 | 105.652 | 105.222 | 106.152 | ||
90 | 2020.03.11 00:58 | s/l | 45 | 2.19 | 105.222 | 105.222 | 106.152 | -866.91 | 108638.16 |
91 | 2020.03.12 04:28 | sell | 46 | 2.17 | 103.831 | 104.261 | 103.331 | ||
92 | 2020.03.12 05:03 | t/p | 46 | 2.17 | 103.331 | 104.261 | 103.331 | 1050.03 | 109688.19 |
93 | 2020.03.12 17:13 | buy | 47 | 2.19 | 105.077 | 104.647 | 105.577 | ||
94 | 2020.03.12 18:43 | t/p | 47 | 2.19 | 105.577 | 104.647 | 105.577 | 1037.16 | 110725.35 |
95 | 2020.03.13 13:13 | buy | 48 | 2.21 | 106.523 | 106.093 | 107.023 | ||
96 | 2020.03.13 15:12 | t/p | 48 | 2.21 | 107.023 | 106.093 | 107.023 | 1032.49 | 111757.84 |
97 | 2020.03.13 15:32 | buy | 49 | 2.23 | 107.415 | 106.985 | 107.915 | ||
98 | 2020.03.13 16:39 | s/l | 49 | 2.23 | 106.985 | 106.985 | 107.915 | -896.29 | 110861.55 |
99 | 2020.03.13 19:41 | buy | 50 | 2.21 | 107.770 | 107.340 | 108.270 | ||
100 | 2020.03.13 22:07 | t/p | 50 | 2.21 | 108.270 | 107.340 | 108.270 | 1020.60 | 111882.15 |
101 | 2020.03.17 04:09 | buy | 51 | 2.23 | 106.928 | 106.498 | 107.428 | ||
102 | 2020.03.17 05:16 | s/l | 51 | 2.23 | 106.498 | 106.498 | 107.428 | -900.39 | 110981.76 |
103 | 2020.03.18 16:41 | buy | 52 | 2.21 | 107.949 | 107.519 | 108.449 | ||
104 | 2020.03.18 18:57 | t/p | 52 | 2.21 | 108.449 | 107.519 | 108.449 | 1018.91 | 112000.67 |
105 | 2020.03.19 03:54 | buy | 53 | 2.24 | 108.874 | 108.444 | 109.374 | ||
106 | 2020.03.19 05:13 | t/p | 53 | 2.24 | 109.374 | 108.444 | 109.374 | 1024.01 | 113024.68 |
107 | 2020.03.19 14:25 | buy | 54 | 2.26 | 109.798 | 109.368 | 110.298 | ||
108 | 2020.03.19 20:16 | t/p | 54 | 2.26 | 110.298 | 109.368 | 110.298 | 1024.50 | 114049.18 |
109 | 2020.03.19 21:35 | buy | 55 | 2.28 | 110.769 | 110.339 | 111.269 | ||
110 | 2020.03.20 02:40 | t/p | 55 | 2.28 | 111.269 | 110.339 | 111.269 | 1053.79 | 115102.97 |
111 | 2020.03.23 18:40 | buy | 56 | 2.30 | 111.173 | 110.743 | 111.673 | ||
112 | 2020.03.24 03:25 | s/l | 56 | 2.30 | 110.743 | 110.743 | 111.673 | -863.55 | 114239.42 |
113 | 2020.03.26 11:58 | sell | 57 | 2.28 | 110.080 | 110.510 | 109.580 | ||
114 | 2020.03.26 15:30 | t/p | 57 | 2.28 | 109.580 | 110.510 | 109.580 | 1040.34 | 115279.76 |