Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 1 Hour (H1) 2020.01.27 00:00 - 2020.05.08 23:00 (2020.01.27 - 2020.05.09) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=14; TRRR=1; UpATRR=0.5; DownATRR=1; DPR=0.5; StopLoss=500; TakeProfit=500; TS=100; MaxSpread=30; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=1; | ||||
Bars in test | 2806 | Ticks modelled | 15086214 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 17831.55 | Gross profit | 30637.09 | Gross loss | -12805.55 |
Profit factor | 2.39 | Expected payoff | 342.91 | ||
Absolute drawdown | 1097.37 | Maximal drawdown | 2824.45 (2.46%) | Relative drawdown | 2.46% (2824.45) |
Total trades | 52 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 31 (70.97%) |
Profit trades (% of total) | 36 (69.23%) | Loss trades (% of total) | 16 (30.77%) | ||
Largest | profit trade | 1089.94 | loss trade | -1174.93 | |
Average | profit trade | 851.03 | loss trade | -800.35 | |
Maximum | consecutive wins (profit in money) | 4 (4093.75) | consecutive losses (loss in money) | 2 (-1444.90) | |
Maximal | consecutive profit (count of wins) | 4093.75 (4) | consecutive loss (count of losses) | -1444.90 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.01.28 17:26 | buy | 1 | 2.00 | 109.177 | 108.647 | 109.677 | ||
2 | 2020.01.30 17:55 | s/l | 1 | 2.00 | 108.647 | 108.647 | 109.677 | -975.43 | 99024.57 |
3 | 2020.01.31 16:52 | sell | 2 | 1.98 | 108.728 | 109.258 | 108.228 | ||
4 | 2020.01.31 23:00 | close | 2 | 1.98 | 108.373 | 109.258 | 108.228 | 648.59 | 99673.16 |
5 | 2020.02.03 09:27 | buy | 3 | 1.99 | 108.644 | 108.114 | 109.144 | ||
6 | 2020.02.04 15:39 | t/p | 3 | 1.99 | 109.144 | 108.114 | 109.144 | 911.69 | 100584.85 |
7 | 2020.02.04 16:48 | buy | 4 | 2.01 | 109.282 | 108.752 | 109.782 | ||
8 | 2020.02.05 09:05 | close | 4 | 2.01 | 109.387 | 108.752 | 109.782 | 193.00 | 100777.85 |
9 | 2020.02.05 10:36 | buy | 5 | 2.01 | 109.608 | 109.078 | 110.108 | ||
10 | 2020.02.06 11:23 | close | 5 | 2.01 | 109.826 | 109.078 | 110.108 | 399.15 | 101176.99 |
11 | 2020.02.07 12:15 | sell | 6 | 2.02 | 109.693 | 110.223 | 109.193 | ||
12 | 2020.02.07 23:00 | close | 6 | 2.02 | 109.788 | 110.223 | 109.193 | -174.79 | 101002.20 |
13 | 2020.02.11 04:26 | buy | 7 | 2.02 | 109.910 | 109.380 | 110.410 | ||
14 | 2020.02.13 01:48 | close | 7 | 2.02 | 109.980 | 109.380 | 110.410 | 128.80 | 101131.00 |
15 | 2020.02.13 12:10 | sell | 8 | 2.02 | 109.618 | 110.148 | 109.118 | ||
16 | 2020.02.14 23:00 | close | 8 | 2.02 | 109.802 | 110.148 | 109.118 | -345.47 | 100785.53 |
17 | 2020.02.17 16:55 | buy | 9 | 2.01 | 109.938 | 109.408 | 110.438 | ||
18 | 2020.02.19 13:55 | t/p | 9 | 2.01 | 110.438 | 109.408 | 110.438 | 910.12 | 101695.65 |
19 | 2020.02.19 14:55 | buy | 10 | 2.03 | 110.515 | 109.985 | 111.015 | ||
20 | 2020.02.19 18:15 | t/p | 10 | 2.03 | 111.015 | 109.985 | 111.015 | 914.29 | 102609.94 |
21 | 2020.02.19 20:54 | buy | 11 | 2.05 | 111.416 | 110.886 | 111.916 | ||
22 | 2020.02.20 11:43 | t/p | 11 | 2.05 | 111.916 | 110.886 | 111.916 | 916.04 | 103525.98 |
23 | 2020.02.20 12:51 | buy | 12 | 2.07 | 112.131 | 111.601 | 112.631 | ||
24 | 2020.02.21 10:07 | s/l | 12 | 2.07 | 111.601 | 111.601 | 112.631 | -983.01 | 102542.97 |
25 | 2020.02.24 16:10 | sell | 13 | 2.05 | 111.064 | 111.594 | 110.564 | ||
26 | 2020.02.24 17:29 | t/p | 13 | 2.05 | 110.564 | 111.594 | 110.564 | 927.06 | 103470.03 |
27 | 2020.02.25 17:18 | sell | 14 | 2.06 | 110.176 | 110.706 | 109.676 | ||
28 | 2020.02.26 16:41 | s/l | 14 | 2.06 | 110.706 | 110.706 | 109.676 | -993.33 | 102476.70 |
29 | 2020.02.27 06:59 | sell | 15 | 2.04 | 109.989 | 110.519 | 109.489 | ||
30 | 2020.02.28 00:16 | t/p | 15 | 2.04 | 109.489 | 110.519 | 109.489 | 924.56 | 103401.26 |
31 | 2020.02.28 17:29 | sell | 16 | 2.06 | 108.122 | 108.652 | 107.622 | ||
32 | 2020.02.28 22:28 | t/p | 16 | 2.06 | 107.622 | 108.652 | 107.622 | 957.05 | 104358.31 |
33 | 2020.03.02 09:50 | buy | 17 | 2.08 | 108.564 | 108.034 | 109.064 | ||
34 | 2020.03.02 10:58 | s/l | 17 | 2.08 | 108.034 | 108.034 | 109.064 | -1020.42 | 103337.89 |
35 | 2020.03.03 17:15 | sell | 18 | 2.06 | 107.344 | 107.874 | 106.844 | ||
36 | 2020.03.04 16:41 | close | 18 | 2.06 | 107.343 | 107.874 | 106.844 | -5.19 | 103332.70 |
37 | 2020.03.05 11:09 | sell | 19 | 2.06 | 107.034 | 107.564 | 106.534 | ||
38 | 2020.03.05 18:56 | t/p | 19 | 2.06 | 106.534 | 107.564 | 106.534 | 966.83 | 104299.53 |
39 | 2020.03.05 19:48 | sell | 20 | 2.08 | 106.269 | 106.799 | 105.769 | ||
40 | 2020.03.06 10:35 | t/p | 20 | 2.08 | 105.769 | 106.799 | 105.769 | 976.09 | 105275.62 |
41 | 2020.03.06 11:45 | sell | 21 | 2.10 | 105.438 | 105.968 | 104.938 | ||
42 | 2020.03.06 23:00 | close | 21 | 2.10 | 105.513 | 105.968 | 104.938 | -149.27 | 105126.35 |
43 | 2020.03.09 04:49 | sell | 22 | 2.10 | 103.045 | 103.575 | 102.545 | ||
44 | 2020.03.09 04:49 | t/p | 22 | 2.10 | 102.545 | 103.575 | 102.545 | 1023.98 | 106150.33 |
45 | 2020.03.10 02:42 | buy | 23 | 2.12 | 103.049 | 102.519 | 103.549 | ||
46 | 2020.03.10 03:57 | t/p | 23 | 2.12 | 103.549 | 102.519 | 103.549 | 1023.67 | 107174.00 |
47 | 2020.03.10 07:25 | buy | 24 | 2.14 | 104.085 | 103.555 | 104.585 | ||
48 | 2020.03.10 08:10 | t/p | 24 | 2.14 | 104.585 | 103.555 | 104.585 | 1023.09 | 108197.09 |
49 | 2020.03.10 22:16 | buy | 25 | 2.16 | 105.655 | 105.125 | 106.155 | ||
50 | 2020.03.11 01:15 | s/l | 25 | 2.16 | 105.125 | 105.125 | 106.155 | -1088.93 | 107108.16 |
51 | 2020.03.12 04:28 | sell | 26 | 2.14 | 103.822 | 104.352 | 103.322 | ||
52 | 2020.03.12 05:03 | t/p | 26 | 2.14 | 103.322 | 104.352 | 103.322 | 1035.61 | 108143.77 |
53 | 2020.03.12 17:05 | buy | 27 | 2.16 | 104.996 | 104.466 | 105.496 | ||
54 | 2020.03.12 18:34 | t/p | 27 | 2.16 | 105.496 | 104.466 | 105.496 | 1023.74 | 109167.51 |
55 | 2020.03.13 13:13 | buy | 28 | 2.18 | 106.528 | 105.998 | 107.028 | ||
56 | 2020.03.13 15:12 | t/p | 28 | 2.18 | 107.028 | 105.998 | 107.028 | 1018.43 | 110185.94 |
57 | 2020.03.13 19:41 | buy | 29 | 2.20 | 107.771 | 107.241 | 108.271 | ||
58 | 2020.03.13 22:07 | t/p | 29 | 2.20 | 108.271 | 107.241 | 108.271 | 1015.97 | 111201.91 |
59 | 2020.03.17 04:09 | buy | 30 | 2.22 | 106.933 | 106.403 | 107.433 | ||
60 | 2020.03.17 05:21 | s/l | 30 | 2.22 | 106.403 | 106.403 | 107.433 | -1105.80 | 110096.11 |
61 | 2020.03.18 16:17 | buy | 31 | 2.20 | 107.812 | 107.282 | 108.312 | ||
62 | 2020.03.18 18:54 | t/p | 31 | 2.20 | 108.312 | 107.282 | 108.312 | 1015.58 | 111111.69 |
63 | 2020.03.19 03:54 | buy | 32 | 2.22 | 108.878 | 108.348 | 109.378 | ||
64 | 2020.03.19 05:13 | t/p | 32 | 2.22 | 109.378 | 108.348 | 109.378 | 1014.83 | 112126.52 |
65 | 2020.03.19 14:26 | buy | 33 | 2.24 | 109.806 | 109.276 | 110.306 | ||
66 | 2020.03.19 20:16 | t/p | 33 | 2.24 | 110.306 | 109.276 | 110.306 | 1015.36 | 113141.88 |
67 | 2020.03.19 21:34 | buy | 34 | 2.26 | 110.765 | 110.235 | 111.265 | ||
68 | 2020.03.20 02:39 | t/p | 34 | 2.26 | 111.265 | 110.235 | 111.265 | 1015.65 | 114157.53 |
69 | 2020.03.23 18:40 | buy | 35 | 2.28 | 111.178 | 110.648 | 111.678 | ||
70 | 2020.03.24 03:39 | s/l | 35 | 2.28 | 110.648 | 110.648 | 111.678 | -1092.05 | 113065.49 |
71 | 2020.03.26 11:57 | sell | 36 | 2.26 | 110.088 | 110.618 | 109.588 | ||
72 | 2020.03.26 15:30 | t/p | 36 | 2.26 | 109.588 | 110.618 | 109.588 | 1031.13 | 114096.62 |
73 | 2020.03.31 03:51 | buy | 37 | 2.28 | 108.457 | 107.927 | 108.957 | ||
74 | 2020.03.31 17:55 | s/l | 37 | 2.28 | 107.927 | 107.927 | 108.957 | -1119.65 | 112976.97 |
75 | 2020.03.31 18:17 | sell | 38 | 2.25 | 107.574 | 108.104 | 107.074 | ||
76 | 2020.04.01 17:22 | t/p | 38 | 2.25 | 107.074 | 108.104 | 107.074 | 1042.91 | 114019.88 |
77 | 2020.04.02 17:31 | buy | 39 | 2.28 | 107.688 | 107.158 | 108.188 | ||
78 | 2020.04.03 02:27 | t/p | 39 | 2.28 | 108.188 | 107.158 | 108.188 | 1053.78 | 115073.67 |
79 | 2020.04.03 12:04 | buy | 40 | 2.30 | 108.407 | 107.877 | 108.907 | ||
80 | 2020.04.03 23:00 | close | 40 | 2.30 | 108.410 | 107.877 | 108.907 | 6.36 | 115080.03 |
81 | 2020.04.06 03:03 | buy | 41 | 2.30 | 108.852 | 108.322 | 109.352 | ||
82 | 2020.04.06 10:32 | t/p | 41 | 2.30 | 109.352 | 108.322 | 109.352 | 1051.65 | 116131.68 |
83 | 2020.04.08 16:05 | buy | 42 | 2.32 | 109.097 | 108.567 | 109.597 | ||
84 | 2020.04.09 17:18 | s/l | 42 | 2.32 | 108.567 | 108.567 | 109.597 | -1132.38 | 114999.30 |
85 | 2020.04.13 04:14 | sell | 43 | 2.29 | 108.099 | 108.629 | 107.599 | ||
86 | 2020.04.13 18:54 | t/p | 43 | 2.29 | 107.599 | 108.629 | 107.599 | 1064.14 | 116063.44 |
87 | 2020.04.15 10:53 | buy | 44 | 2.32 | 107.322 | 106.792 | 107.822 | ||
88 | 2020.04.15 16:26 | t/p | 44 | 2.32 | 107.822 | 106.792 | 107.822 | 1075.85 | 117139.29 |
89 | 2020.04.16 17:17 | sell | 45 | 2.34 | 107.239 | 107.769 | 106.739 | ||
90 | 2020.04.16 18:04 | s/l | 45 | 2.34 | 107.769 | 107.769 | 106.739 | -1150.79 | 115988.50 |
91 | 2020.04.17 15:20 | sell | 46 | 2.31 | 107.464 | 107.994 | 106.964 | ||
92 | 2020.04.17 23:00 | close | 46 | 2.31 | 107.601 | 107.994 | 106.964 | -294.11 | 115694.39 |
93 | 2020.04.23 11:06 | sell | 47 | 2.31 | 107.545 | 108.075 | 107.045 | ||
94 | 2020.04.24 23:00 | close | 47 | 2.31 | 107.413 | 108.075 | 107.045 | 275.91 | 115970.30 |
95 | 2020.04.28 12:19 | sell | 48 | 2.31 | 106.903 | 107.433 | 106.403 | ||
96 | 2020.04.29 11:00 | t/p | 48 | 2.31 | 106.403 | 107.433 | 106.403 | 1077.53 | 117047.82 |
97 | 2020.04.30 03:44 | buy | 49 | 2.34 | 106.845 | 106.315 | 107.345 | ||
98 | 2020.04.30 22:26 | t/p | 49 | 2.34 | 107.345 | 106.315 | 107.345 | 1089.94 | 118137.76 |
99 | 2020.05.04 17:15 | buy | 50 | 2.36 | 106.981 | 106.451 | 107.481 | ||
100 | 2020.05.05 21:27 | s/l | 50 | 2.36 | 106.451 | 106.451 | 107.481 | -1174.93 | 116962.83 |
101 | 2020.05.06 03:10 | sell | 51 | 2.33 | 106.290 | 106.820 | 105.790 | ||
102 | 2020.05.07 02:37 | close | 51 | 2.33 | 106.166 | 106.820 | 105.790 | 248.01 | 117210.84 |
103 | 2020.05.07 10:46 | buy | 52 | 2.34 | 106.416 | 105.886 | 106.916 | ||
104 | 2020.05.08 23:00 | close | 52 | 2.34 | 106.699 | 105.886 | 106.916 | 620.71 | 117831.55 |