Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 1 Hour (H1) 2020.01.20 00:00 - 2020.05.01 23:00 (2020.01.20 - 2020.05.03) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=2; UpATRR=1.5; DownATRR=0.5; DPR=0.5; StopLoss=500; TakeProfit=700; TS=300; MaxSpread=30; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 2808 | Ticks modelled | 15060174 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 11494.61 | Gross profit | 22387.19 | Gross loss | -10892.58 |
Profit factor | 2.06 | Expected payoff | 294.73 | ||
Absolute drawdown | 515.76 | Maximal drawdown | 5122.77 (4.39%) | Relative drawdown | 4.39% (5122.77) |
Total trades | 39 | Short positions (won %) | 33 (69.70%) | Long positions (won %) | 6 (50.00%) |
Profit trades (% of total) | 26 (66.67%) | Loss trades (% of total) | 13 (33.33%) | ||
Largest | profit trade | 1487.55 | loss trade | -1151.14 | |
Average | profit trade | 861.05 | loss trade | -837.89 | |
Maximum | consecutive wins (profit in money) | 9 (9636.51) | consecutive losses (loss in money) | 4 (-3627.62) | |
Maximal | consecutive profit (count of wins) | 9636.51 (9) | consecutive loss (count of losses) | -3627.62 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.21 03:17 | sell | 1 | 2.00 | 110.086 | 110.616 | 109.386 | ||
2 | 2020.01.21 13:06 | close | 1 | 2.00 | 110.056 | 110.616 | 109.386 | 54.52 | 100054.52 |
3 | 2020.01.21 20:20 | sell | 2 | 2.00 | 109.807 | 110.337 | 109.107 | ||
4 | 2020.01.23 21:19 | close | 2 | 2.00 | 109.532 | 110.337 | 109.107 | 502.14 | 100556.66 |
5 | 2020.01.24 17:09 | sell | 3 | 2.01 | 109.387 | 109.917 | 108.687 | ||
6 | 2020.01.24 23:00 | close | 3 | 2.01 | 109.306 | 109.917 | 108.687 | 148.95 | 100705.61 |
7 | 2020.01.28 11:06 | sell | 4 | 2.01 | 108.759 | 109.289 | 108.059 | ||
8 | 2020.01.31 23:00 | close | 4 | 2.01 | 108.373 | 109.289 | 108.059 | 715.92 | 101421.53 |
9 | 2020.02.05 10:37 | buy | 5 | 2.02 | 109.712 | 109.182 | 110.412 | ||
10 | 2020.02.06 11:23 | close | 5 | 2.02 | 109.826 | 109.182 | 110.412 | 209.68 | 101631.21 |
11 | 2020.02.07 12:11 | sell | 6 | 2.03 | 109.732 | 110.262 | 109.032 | ||
12 | 2020.02.07 23:00 | close | 6 | 2.03 | 109.788 | 110.262 | 109.032 | -103.55 | 101527.66 |
13 | 2020.02.12 10:34 | buy | 7 | 2.03 | 110.084 | 109.554 | 110.784 | ||
14 | 2020.02.14 23:00 | close | 7 | 2.03 | 109.772 | 109.554 | 110.784 | -576.98 | 100950.68 |
15 | 2020.02.18 02:55 | sell | 8 | 2.01 | 109.768 | 110.298 | 109.068 | ||
16 | 2020.02.19 12:19 | s/l | 8 | 2.01 | 110.298 | 110.298 | 109.068 | -965.84 | 99984.84 |
17 | 2020.02.19 15:42 | buy | 9 | 1.99 | 110.757 | 110.227 | 111.457 | ||
18 | 2020.02.19 21:13 | t/p | 9 | 1.99 | 111.457 | 110.227 | 111.457 | 1249.81 | 101234.65 |
19 | 2020.02.21 10:07 | sell | 10 | 2.02 | 111.598 | 112.128 | 110.898 | ||
20 | 2020.02.21 23:00 | close | 10 | 2.02 | 111.615 | 112.128 | 110.898 | -30.77 | 101203.88 |
21 | 2020.02.24 16:07 | sell | 11 | 2.02 | 111.126 | 111.656 | 110.426 | ||
22 | 2020.02.24 19:32 | t/p | 11 | 2.02 | 110.426 | 111.656 | 110.426 | 1280.50 | 102484.38 |
23 | 2020.02.25 17:17 | sell | 12 | 2.04 | 110.259 | 110.789 | 109.559 | ||
24 | 2020.02.26 11:00 | close | 12 | 2.04 | 110.258 | 110.789 | 109.559 | 1.85 | 102486.23 |
25 | 2020.02.27 06:56 | sell | 13 | 2.04 | 110.027 | 110.557 | 109.327 | ||
26 | 2020.02.28 04:27 | t/p | 13 | 2.04 | 109.327 | 110.557 | 109.327 | 1306.17 | 103792.40 |
27 | 2020.02.28 05:22 | sell | 14 | 2.07 | 109.133 | 109.663 | 108.433 | ||
28 | 2020.02.28 16:57 | t/p | 14 | 2.07 | 108.433 | 109.663 | 108.433 | 1336.31 | 105128.71 |
29 | 2020.02.28 17:04 | sell | 15 | 2.10 | 108.246 | 108.776 | 107.546 | ||
30 | 2020.02.28 22:43 | t/p | 15 | 2.10 | 107.546 | 108.776 | 107.546 | 1366.87 | 106495.58 |
31 | 2020.03.03 17:14 | sell | 16 | 2.12 | 107.458 | 107.988 | 106.758 | ||
32 | 2020.03.04 06:00 | close | 16 | 2.12 | 107.444 | 107.988 | 106.758 | 27.62 | 106523.20 |
33 | 2020.03.05 11:06 | sell | 17 | 2.13 | 107.046 | 107.576 | 106.346 | ||
34 | 2020.03.05 19:44 | t/p | 17 | 2.13 | 106.346 | 107.576 | 106.346 | 1402.03 | 107925.23 |
35 | 2020.03.05 22:55 | sell | 18 | 2.15 | 106.122 | 106.652 | 105.422 | ||
36 | 2020.03.06 11:47 | t/p | 18 | 2.15 | 105.422 | 106.652 | 105.422 | 1427.61 | 109352.84 |
37 | 2020.03.09 04:44 | sell | 19 | 2.18 | 103.291 | 103.821 | 102.591 | ||
38 | 2020.03.09 04:49 | t/p | 19 | 2.18 | 102.591 | 103.821 | 102.591 | 1487.55 | 110840.39 |
39 | 2020.03.09 16:41 | sell | 20 | 2.21 | 101.221 | 101.751 | 100.521 | ||
40 | 2020.03.09 16:46 | s/l | 20 | 2.21 | 101.751 | 101.751 | 100.521 | -1151.14 | 109689.25 |
41 | 2020.03.10 08:26 | buy | 21 | 2.19 | 105.022 | 104.492 | 105.722 | ||
42 | 2020.03.10 09:09 | s/l | 21 | 2.19 | 104.492 | 104.492 | 105.722 | -1110.80 | 108578.45 |
43 | 2020.03.12 04:27 | sell | 22 | 2.17 | 103.882 | 104.412 | 103.182 | ||
44 | 2020.03.12 05:05 | t/p | 22 | 2.17 | 103.182 | 104.412 | 103.182 | 1472.16 | 110050.61 |
45 | 2020.03.16 15:45 | sell | 23 | 2.20 | 105.292 | 105.822 | 104.592 | ||
46 | 2020.03.16 16:53 | s/l | 23 | 2.20 | 105.822 | 105.822 | 104.592 | -1101.85 | 108948.76 |
47 | 2020.03.26 03:41 | sell | 24 | 2.17 | 110.675 | 111.205 | 109.975 | ||
48 | 2020.03.26 12:04 | t/p | 24 | 2.17 | 109.975 | 111.205 | 109.975 | 1381.22 | 110329.98 |
49 | 2020.03.26 14:26 | sell | 25 | 2.20 | 109.660 | 110.190 | 108.960 | ||
50 | 2020.03.27 03:55 | t/p | 25 | 2.20 | 108.960 | 110.190 | 108.960 | 1413.36 | 111743.34 |
51 | 2020.03.27 04:15 | sell | 26 | 2.23 | 108.709 | 109.239 | 108.009 | ||
52 | 2020.03.27 18:38 | t/p | 26 | 2.23 | 108.009 | 109.239 | 108.009 | 1445.25 | 113188.59 |
53 | 2020.03.30 02:52 | sell | 27 | 2.26 | 107.445 | 107.975 | 106.745 | ||
54 | 2020.03.30 09:50 | s/l | 27 | 2.26 | 107.975 | 107.975 | 106.745 | -1109.33 | 112079.26 |
55 | 2020.03.31 18:26 | sell | 28 | 2.24 | 107.545 | 108.075 | 106.845 | ||
56 | 2020.04.02 03:00 | close | 28 | 2.24 | 107.316 | 108.075 | 106.845 | 477.99 | 112557.25 |
57 | 2020.04.02 17:40 | buy | 29 | 2.25 | 107.877 | 107.347 | 108.577 | ||
58 | 2020.04.03 14:20 | t/p | 29 | 2.25 | 108.577 | 107.347 | 108.577 | 1450.58 | 114007.83 |
59 | 2020.04.07 05:18 | sell | 30 | 2.28 | 108.729 | 109.259 | 108.029 | ||
60 | 2020.04.10 12:40 | close | 30 | 2.28 | 108.428 | 109.259 | 108.029 | 632.94 | 114640.77 |
61 | 2020.04.13 04:10 | sell | 31 | 2.29 | 108.151 | 108.681 | 107.451 | ||
62 | 2020.04.14 07:20 | close | 31 | 2.29 | 107.713 | 108.681 | 107.451 | 931.20 | 115571.97 |
63 | 2020.04.14 12:24 | sell | 32 | 2.31 | 107.432 | 107.962 | 106.732 | ||
64 | 2020.04.15 09:07 | close | 32 | 2.31 | 107.146 | 107.962 | 106.732 | 616.60 | 116188.57 |
65 | 2020.04.15 16:26 | buy | 33 | 2.32 | 107.850 | 107.320 | 108.550 | ||
66 | 2020.04.15 21:15 | s/l | 33 | 2.32 | 107.320 | 107.320 | 108.550 | -1145.73 | 115042.84 |
67 | 2020.04.16 17:21 | sell | 34 | 2.30 | 107.156 | 107.686 | 106.456 | ||
68 | 2020.04.16 18:03 | s/l | 34 | 2.30 | 107.686 | 107.686 | 106.456 | -1131.98 | 113910.86 |
69 | 2020.04.17 15:19 | sell | 35 | 2.27 | 107.489 | 108.019 | 106.789 | ||
70 | 2020.04.17 23:00 | close | 35 | 2.27 | 107.601 | 108.019 | 106.789 | -236.28 | 113674.58 |
71 | 2020.04.21 05:44 | sell | 36 | 2.27 | 107.504 | 108.034 | 106.804 | ||
72 | 2020.04.23 16:38 | s/l | 36 | 2.27 | 108.034 | 108.034 | 106.804 | -1113.63 | 112560.95 |
73 | 2020.04.27 06:23 | sell | 37 | 2.25 | 107.309 | 107.839 | 106.609 | ||
74 | 2020.04.27 17:11 | close | 37 | 2.25 | 107.304 | 107.839 | 106.609 | 10.48 | 112571.43 |
75 | 2020.04.28 12:18 | sell | 38 | 2.25 | 106.933 | 107.463 | 106.233 | ||
76 | 2020.04.29 01:10 | close | 38 | 2.25 | 106.915 | 107.463 | 106.233 | 37.88 | 112609.31 |
77 | 2020.04.29 10:29 | sell | 39 | 2.25 | 106.449 | 106.979 | 105.749 | ||
78 | 2020.04.30 17:50 | s/l | 39 | 2.25 | 106.979 | 106.979 | 105.749 | -1114.70 | 111494.61 |