Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 30 Minutes (M30) 2019.12.30 00:00 - 2020.04.03 23:30 (2019.12.30 - 2020.04.11) | ||||
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 | 4307 | Ticks modelled | 14085391 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 14850.79 | Gross profit | 24923.34 | Gross loss | -10072.55 |
Profit factor | 2.47 | Expected payoff | 256.05 | ||
Absolute drawdown | 796.45 | Maximal drawdown | 2073.29 (1.98%) | Relative drawdown | 2.01% (2029.85) |
Total trades | 58 | Short positions (won %) | 22 (77.27%) | Long positions (won %) | 36 (72.22%) |
Profit trades (% of total) | 43 (74.14%) | Loss trades (% of total) | 15 (25.86%) | ||
Largest | profit trade | 1049.29 | loss trade | -911.51 | |
Average | profit trade | 579.61 | loss trade | -671.50 | |
Maximum | consecutive wins (profit in money) | 9 (5836.64) | consecutive losses (loss in money) | 2 (-1596.45) | |
Maximal | consecutive profit (count of wins) | 5836.64 (9) | consecutive loss (count of losses) | -1596.45 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.12.30 04:26 | sell | 1 | 2.00 | 109.228 | 109.658 | 108.728 | ||
2 | 2019.12.30 11:31 | close | 1 | 2.00 | 109.191 | 109.658 | 108.728 | 67.77 | 100067.77 |
3 | 2019.12.30 16:35 | sell | 2 | 2.00 | 108.984 | 109.414 | 108.484 | ||
4 | 2019.12.31 00:31 | close | 2 | 2.00 | 108.900 | 109.414 | 108.484 | 147.49 | 100215.26 |
5 | 2019.12.31 03:57 | sell | 3 | 2.00 | 108.656 | 109.086 | 108.156 | ||
6 | 2019.12.31 16:33 | close | 3 | 2.00 | 108.588 | 109.086 | 108.156 | 125.24 | 100340.50 |
7 | 2020.01.02 17:27 | sell | 4 | 2.00 | 108.361 | 108.791 | 107.861 | ||
8 | 2020.01.03 12:02 | close | 4 | 2.00 | 108.116 | 108.791 | 107.861 | 446.44 | 100786.93 |
9 | 2020.01.06 17:27 | buy | 5 | 2.01 | 108.257 | 107.827 | 108.757 | ||
10 | 2020.01.07 03:05 | close | 5 | 2.01 | 108.378 | 107.827 | 108.757 | 224.56 | 101011.49 |
11 | 2020.01.07 17:30 | buy | 6 | 2.02 | 108.574 | 108.144 | 109.074 | ||
12 | 2020.01.08 01:22 | s/l | 6 | 2.02 | 108.144 | 108.144 | 109.074 | -803.05 | 100208.44 |
13 | 2020.01.08 01:39 | sell | 7 | 2.00 | 107.963 | 108.393 | 107.463 | ||
14 | 2020.01.08 04:40 | s/l | 7 | 2.00 | 108.393 | 108.393 | 107.463 | -793.40 | 99415.04 |
15 | 2020.01.08 12:56 | buy | 8 | 1.98 | 108.719 | 108.289 | 109.219 | ||
16 | 2020.01.08 21:47 | t/p | 8 | 1.98 | 109.219 | 108.289 | 109.219 | 906.44 | 100321.48 |
17 | 2020.01.09 11:59 | buy | 9 | 2.00 | 109.446 | 109.016 | 109.946 | ||
18 | 2020.01.10 00:10 | close | 9 | 2.00 | 109.468 | 109.016 | 109.946 | 40.34 | 100361.82 |
19 | 2020.01.10 11:57 | buy | 10 | 2.00 | 109.655 | 109.225 | 110.155 | ||
20 | 2020.01.10 23:00 | close | 10 | 2.00 | 109.496 | 109.225 | 110.155 | -290.42 | 100071.40 |
21 | 2020.01.13 10:40 | buy | 11 | 2.00 | 109.701 | 109.271 | 110.201 | ||
22 | 2020.01.13 22:09 | close | 11 | 2.00 | 109.883 | 109.271 | 110.201 | 331.26 | 100402.66 |
23 | 2020.01.14 01:49 | buy | 12 | 2.00 | 110.005 | 109.575 | 110.505 | ||
24 | 2020.01.14 09:14 | close | 12 | 2.00 | 110.034 | 109.575 | 110.505 | 52.71 | 100455.37 |
25 | 2020.01.16 10:31 | buy | 13 | 2.00 | 110.039 | 109.609 | 110.539 | ||
26 | 2020.01.17 03:37 | close | 13 | 2.00 | 110.156 | 109.609 | 110.539 | 212.58 | 100667.95 |
27 | 2020.01.21 02:54 | buy | 14 | 2.01 | 110.236 | 109.806 | 110.736 | ||
28 | 2020.01.21 20:20 | s/l | 14 | 2.01 | 109.806 | 109.806 | 110.736 | -787.12 | 99880.83 |
29 | 2020.01.23 01:32 | sell | 15 | 1.99 | 109.734 | 110.164 | 109.234 | ||
30 | 2020.01.23 12:30 | close | 15 | 1.99 | 109.583 | 110.164 | 109.234 | 274.21 | 100155.04 |
31 | 2020.01.23 16:43 | sell | 16 | 2.00 | 109.379 | 109.809 | 108.879 | ||
32 | 2020.01.24 23:00 | close | 16 | 2.00 | 109.306 | 109.809 | 108.879 | 126.79 | 100281.82 |
33 | 2020.01.28 17:26 | buy | 17 | 2.00 | 109.178 | 108.748 | 109.678 | ||
34 | 2020.01.30 17:41 | s/l | 17 | 2.00 | 108.748 | 108.748 | 109.678 | -790.22 | 99491.60 |
35 | 2020.01.31 16:52 | sell | 18 | 1.98 | 108.729 | 109.159 | 108.229 | ||
36 | 2020.01.31 23:00 | close | 18 | 1.98 | 108.373 | 109.159 | 108.229 | 650.42 | 100142.02 |
37 | 2020.02.03 09:35 | buy | 19 | 2.00 | 108.692 | 108.262 | 109.192 | ||
38 | 2020.02.04 16:37 | t/p | 19 | 2.00 | 109.192 | 108.262 | 109.192 | 915.97 | 101057.99 |
39 | 2020.02.04 17:29 | buy | 20 | 2.02 | 109.354 | 108.924 | 109.854 | ||
40 | 2020.02.05 02:00 | close | 20 | 2.02 | 109.429 | 108.924 | 109.854 | 138.60 | 101196.59 |
41 | 2020.02.05 10:36 | buy | 21 | 2.02 | 109.609 | 109.179 | 110.109 | ||
42 | 2020.02.06 00:22 | close | 21 | 2.02 | 109.752 | 109.179 | 110.109 | 263.64 | 101460.23 |
43 | 2020.02.06 02:51 | buy | 22 | 2.02 | 109.923 | 109.493 | 110.423 | ||
44 | 2020.02.07 01:47 | close | 22 | 2.02 | 109.948 | 109.493 | 110.423 | 46.08 | 101506.31 |
45 | 2020.02.07 12:15 | sell | 23 | 2.03 | 109.695 | 110.125 | 109.195 | ||
46 | 2020.02.07 23:00 | close | 23 | 2.03 | 109.788 | 110.125 | 109.195 | -171.96 | 101334.35 |
47 | 2020.02.11 04:26 | buy | 24 | 2.02 | 109.910 | 109.480 | 110.410 | ||
48 | 2020.02.12 20:20 | close | 24 | 2.02 | 109.993 | 109.480 | 110.410 | 152.58 | 101486.93 |
49 | 2020.02.13 12:10 | sell | 25 | 2.02 | 109.618 | 110.048 | 109.118 | ||
50 | 2020.02.14 23:00 | close | 25 | 2.02 | 109.802 | 110.048 | 109.118 | -345.35 | 101141.58 |
51 | 2020.02.17 16:54 | buy | 26 | 2.02 | 109.937 | 109.507 | 110.437 | ||
52 | 2020.02.19 13:55 | t/p | 26 | 2.02 | 110.437 | 109.507 | 110.437 | 914.85 | 102056.43 |
53 | 2020.02.19 14:55 | buy | 27 | 2.04 | 110.515 | 110.085 | 111.015 | ||
54 | 2020.02.19 18:15 | t/p | 27 | 2.04 | 111.015 | 110.085 | 111.015 | 918.79 | 102975.22 |
55 | 2020.02.19 18:35 | buy | 28 | 2.05 | 111.240 | 110.810 | 111.740 | ||
56 | 2020.02.20 03:43 | close | 28 | 2.05 | 111.241 | 110.810 | 111.740 | 2.30 | 102977.52 |
57 | 2020.02.20 09:19 | buy | 29 | 2.05 | 111.707 | 111.277 | 112.207 | ||
58 | 2020.02.20 16:55 | t/p | 29 | 2.05 | 112.207 | 111.277 | 112.207 | 913.49 | 103891.01 |
59 | 2020.02.21 10:10 | sell | 30 | 2.07 | 111.548 | 111.978 | 111.048 | ||
60 | 2020.02.21 14:22 | s/l | 30 | 2.07 | 111.978 | 111.978 | 111.048 | -794.88 | 103096.13 |
61 | 2020.02.24 16:13 | sell | 31 | 2.06 | 111.058 | 111.488 | 110.558 | ||
62 | 2020.02.24 17:29 | t/p | 31 | 2.06 | 110.558 | 111.488 | 110.558 | 931.65 | 104027.78 |
63 | 2020.02.25 17:18 | sell | 32 | 2.08 | 110.175 | 110.605 | 109.675 | ||
64 | 2020.02.26 03:14 | close | 32 | 2.08 | 110.174 | 110.605 | 109.675 | -5.17 | 104022.62 |
65 | 2020.02.26 16:41 | buy | 33 | 2.08 | 110.704 | 110.274 | 111.204 | ||
66 | 2020.02.26 19:08 | s/l | 33 | 2.08 | 110.274 | 110.274 | 111.204 | -811.07 | 103211.55 |
67 | 2020.02.27 06:57 | sell | 34 | 2.06 | 109.995 | 110.425 | 109.495 | ||
68 | 2020.02.27 17:58 | close | 34 | 2.06 | 109.994 | 110.425 | 109.495 | 1.87 | 103213.42 |
69 | 2020.02.28 17:29 | sell | 35 | 2.06 | 108.120 | 108.550 | 107.620 | ||
70 | 2020.02.28 22:28 | t/p | 35 | 2.06 | 107.620 | 108.550 | 107.620 | 957.07 | 104170.49 |
71 | 2020.03.03 17:15 | sell | 36 | 2.08 | 107.342 | 107.772 | 106.842 | ||
72 | 2020.03.04 02:06 | close | 36 | 2.08 | 107.229 | 107.772 | 106.842 | 212.13 | 104382.62 |
73 | 2020.03.05 11:07 | sell | 37 | 2.08 | 107.037 | 107.467 | 106.537 | ||
74 | 2020.03.05 18:55 | t/p | 37 | 2.08 | 106.537 | 107.467 | 106.537 | 976.19 | 105358.81 |
75 | 2020.03.05 19:48 | sell | 38 | 2.10 | 106.268 | 106.698 | 105.768 | ||
76 | 2020.03.06 08:38 | close | 38 | 2.10 | 105.999 | 106.698 | 105.768 | 525.81 | 105884.62 |
77 | 2020.03.06 11:45 | sell | 39 | 2.11 | 105.434 | 105.864 | 104.934 | ||
78 | 2020.03.06 18:41 | close | 39 | 2.11 | 105.397 | 105.864 | 104.934 | 74.07 | 105958.69 |
79 | 2020.03.09 04:49 | sell | 40 | 2.11 | 103.055 | 103.485 | 102.555 | ||
80 | 2020.03.09 04:49 | t/p | 40 | 2.11 | 102.555 | 103.485 | 102.555 | 1028.72 | 106987.41 |
81 | 2020.03.10 02:42 | buy | 41 | 2.13 | 103.054 | 102.624 | 103.554 | ||
82 | 2020.03.10 03:57 | t/p | 41 | 2.13 | 103.554 | 102.624 | 103.554 | 1028.45 | 108015.86 |
83 | 2020.03.10 07:27 | buy | 42 | 2.16 | 104.118 | 103.688 | 104.618 | ||
84 | 2020.03.10 08:10 | t/p | 42 | 2.16 | 104.618 | 103.688 | 104.618 | 1032.33 | 109048.19 |
85 | 2020.03.10 22:16 | buy | 43 | 2.18 | 105.652 | 105.222 | 106.152 | ||
86 | 2020.03.11 00:58 | s/l | 43 | 2.18 | 105.222 | 105.222 | 106.152 | -890.77 | 108157.42 |
87 | 2020.03.12 04:28 | sell | 44 | 2.16 | 103.831 | 104.261 | 103.331 | ||
88 | 2020.03.12 05:03 | t/p | 44 | 2.16 | 103.331 | 104.261 | 103.331 | 1045.20 | 109202.62 |
89 | 2020.03.12 17:13 | buy | 45 | 2.18 | 105.077 | 104.647 | 105.577 | ||
90 | 2020.03.12 18:43 | t/p | 45 | 2.18 | 105.577 | 104.647 | 105.577 | 1032.42 | 110235.04 |
91 | 2020.03.13 13:13 | buy | 46 | 2.20 | 106.523 | 106.093 | 107.023 | ||
92 | 2020.03.13 15:12 | t/p | 46 | 2.20 | 107.023 | 106.093 | 107.023 | 1027.82 | 111262.86 |
93 | 2020.03.13 15:32 | buy | 47 | 2.22 | 107.415 | 106.985 | 107.915 | ||
94 | 2020.03.13 16:39 | s/l | 47 | 2.22 | 106.985 | 106.985 | 107.915 | -892.27 | 110370.59 |
95 | 2020.03.13 19:41 | buy | 48 | 2.20 | 107.770 | 107.340 | 108.270 | ||
96 | 2020.03.13 22:07 | t/p | 48 | 2.20 | 108.270 | 107.340 | 108.270 | 1015.98 | 111386.57 |
97 | 2020.03.17 04:09 | buy | 49 | 2.22 | 106.928 | 106.498 | 107.428 | ||
98 | 2020.03.17 05:16 | s/l | 49 | 2.22 | 106.498 | 106.498 | 107.428 | -896.35 | 110490.22 |
99 | 2020.03.18 16:41 | buy | 50 | 2.20 | 107.949 | 107.519 | 108.449 | ||
100 | 2020.03.18 18:57 | t/p | 50 | 2.20 | 108.449 | 107.519 | 108.449 | 1014.30 | 111504.52 |
101 | 2020.03.19 03:54 | buy | 51 | 2.23 | 108.874 | 108.444 | 109.374 | ||
102 | 2020.03.19 05:13 | t/p | 51 | 2.23 | 109.374 | 108.444 | 109.374 | 1019.44 | 112523.96 |
103 | 2020.03.19 14:25 | buy | 52 | 2.25 | 109.798 | 109.368 | 110.298 | ||
104 | 2020.03.19 20:16 | t/p | 52 | 2.25 | 110.298 | 109.368 | 110.298 | 1019.96 | 113543.92 |
105 | 2020.03.19 21:35 | buy | 53 | 2.27 | 110.769 | 110.339 | 111.269 | ||
106 | 2020.03.20 02:40 | t/p | 53 | 2.27 | 111.269 | 110.339 | 111.269 | 1020.22 | 114564.14 |
107 | 2020.03.23 18:40 | buy | 54 | 2.29 | 111.173 | 110.743 | 111.673 | ||
108 | 2020.03.24 03:25 | s/l | 54 | 2.29 | 110.743 | 110.743 | 111.673 | -889.01 | 113675.13 |
109 | 2020.03.26 11:58 | sell | 55 | 2.27 | 110.080 | 110.510 | 109.580 | ||
110 | 2020.03.26 15:30 | t/p | 55 | 2.27 | 109.580 | 110.510 | 109.580 | 1035.77 | 114710.90 |
111 | 2020.03.31 03:51 | buy | 56 | 2.29 | 108.459 | 108.029 | 108.959 | ||
112 | 2020.03.31 17:33 | s/l | 56 | 2.29 | 108.029 | 108.029 | 108.959 | -911.51 | 113799.39 |
113 | 2020.04.02 17:31 | buy | 57 | 2.27 | 107.686 | 107.256 | 108.186 | ||
114 | 2020.04.03 02:27 | t/p | 57 | 2.27 | 108.186 | 107.256 | 108.186 | 1049.29 | 114848.68 |
115 | 2020.04.03 12:04 | buy | 58 | 2.29 | 108.405 | 107.975 | 108.905 | ||
116 | 2020.04.03 19:30 | close | 58 | 2.29 | 108.406 | 107.975 | 108.905 | 2.11 | 114850.79 |