Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 30 Minutes (M30) 2020.02.03 00:00 - 2020.05.15 23:30 (2020.02.03 - 2020.05.17) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=10; TRRR=0.5; UpATRR=1; DownATRR=1; DPR=0.5; StopLoss=600; TakeProfit=200; TS=100; MaxSpread=30; MUR=0.02; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=2; | ||||
Bars in test | 4604 | Ticks modelled | 15062063 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 8917.51 | Gross profit | 16942.63 | Gross loss | -8025.12 |
Profit factor | 2.11 | Expected payoff | 165.14 | ||
Absolute drawdown | 559.00 | Maximal drawdown | 3009.21 (2.72%) | Relative drawdown | 2.72% (3009.21) |
Total trades | 54 | Short positions (won %) | 26 (80.77%) | Long positions (won %) | 28 (85.71%) |
Profit trades (% of total) | 45 (83.33%) | Loss trades (% of total) | 9 (16.67%) | ||
Largest | profit trade | 411.67 | loss trade | -1303.76 | |
Average | profit trade | 376.50 | loss trade | -891.68 | |
Maximum | consecutive wins (profit in money) | 14 (5470.31) | consecutive losses (loss in money) | 2 (-2588.08) | |
Maximal | consecutive profit (count of wins) | 5470.31 (14) | consecutive loss (count of losses) | -2588.08 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.03 09:41 | buy | 1 | 2.00 | 108.711 | 108.081 | 108.911 | ||
2 | 2020.02.04 08:57 | t/p | 1 | 2.00 | 108.911 | 108.081 | 108.911 | 367.31 | 100367.31 |
3 | 2020.02.04 10:28 | buy | 2 | 2.00 | 109.085 | 108.455 | 109.285 | ||
4 | 2020.02.04 17:27 | t/p | 2 | 2.00 | 109.285 | 108.455 | 109.285 | 366.02 | 100733.33 |
5 | 2020.02.05 10:37 | buy | 3 | 2.01 | 109.620 | 108.990 | 109.820 | ||
6 | 2020.02.05 16:58 | t/p | 3 | 2.01 | 109.820 | 108.990 | 109.820 | 366.05 | 101099.38 |
7 | 2020.02.07 12:16 | sell | 4 | 2.02 | 109.682 | 110.312 | 109.482 | ||
8 | 2020.02.07 23:00 | close | 4 | 2.02 | 109.788 | 110.312 | 109.482 | -195.03 | 100904.35 |
9 | 2020.02.11 15:25 | sell | 5 | 2.01 | 109.753 | 110.383 | 109.553 | ||
10 | 2020.02.13 16:59 | close | 5 | 2.01 | 109.751 | 110.383 | 109.553 | -22.66 | 100881.69 |
11 | 2020.02.17 16:55 | buy | 6 | 2.01 | 109.949 | 109.319 | 110.149 | ||
12 | 2020.02.19 10:44 | t/p | 6 | 2.01 | 110.149 | 109.319 | 110.149 | 365.03 | 101246.72 |
13 | 2020.02.19 12:29 | buy | 7 | 2.02 | 110.355 | 109.725 | 110.555 | ||
14 | 2020.02.19 15:20 | t/p | 7 | 2.02 | 110.555 | 109.725 | 110.555 | 365.43 | 101612.15 |
15 | 2020.02.19 15:42 | buy | 8 | 2.03 | 110.749 | 110.119 | 110.949 | ||
16 | 2020.02.19 17:47 | t/p | 8 | 2.03 | 110.949 | 110.119 | 110.949 | 365.93 | 101978.08 |
17 | 2020.02.19 18:23 | buy | 9 | 2.03 | 111.156 | 110.526 | 111.356 | ||
18 | 2020.02.19 20:51 | t/p | 9 | 2.03 | 111.356 | 110.526 | 111.356 | 364.60 | 102342.68 |
19 | 2020.02.20 09:19 | buy | 10 | 2.04 | 111.720 | 111.090 | 111.920 | ||
20 | 2020.02.20 11:43 | t/p | 10 | 2.04 | 111.920 | 111.090 | 111.920 | 364.55 | 102707.23 |
21 | 2020.02.21 09:43 | sell | 11 | 2.05 | 111.775 | 112.405 | 111.575 | ||
22 | 2020.02.21 10:10 | t/p | 11 | 2.05 | 111.575 | 112.405 | 111.575 | 367.47 | 103074.70 |
23 | 2020.02.24 16:10 | sell | 12 | 2.06 | 111.071 | 111.701 | 110.871 | ||
24 | 2020.02.24 16:20 | t/p | 12 | 2.06 | 110.871 | 111.701 | 110.871 | 371.60 | 103446.30 |
25 | 2020.02.24 16:53 | sell | 13 | 2.06 | 110.679 | 111.309 | 110.479 | ||
26 | 2020.02.24 19:21 | t/p | 13 | 2.06 | 110.479 | 111.309 | 110.479 | 372.92 | 103819.22 |
27 | 2020.02.25 17:23 | sell | 14 | 2.07 | 110.157 | 110.787 | 109.957 | ||
28 | 2020.02.25 21:01 | t/p | 14 | 2.07 | 109.957 | 110.787 | 109.957 | 376.51 | 104195.73 |
29 | 2020.02.27 06:57 | sell | 15 | 2.08 | 110.007 | 110.637 | 109.807 | ||
30 | 2020.02.27 15:21 | t/p | 15 | 2.08 | 109.807 | 110.637 | 109.807 | 378.85 | 104574.58 |
31 | 2020.02.28 17:24 | sell | 16 | 2.09 | 108.134 | 108.764 | 107.934 | ||
32 | 2020.02.28 17:56 | t/p | 16 | 2.09 | 107.934 | 108.764 | 107.934 | 387.27 | 104961.85 |
33 | 2020.03.02 22:51 | buy | 17 | 2.09 | 108.459 | 107.829 | 108.659 | ||
34 | 2020.03.03 06:21 | s/l | 17 | 2.09 | 107.829 | 107.829 | 108.659 | -1221.06 | 103740.79 |
35 | 2020.03.03 17:14 | sell | 18 | 2.07 | 107.355 | 107.985 | 107.155 | ||
36 | 2020.03.03 20:26 | t/p | 18 | 2.07 | 107.155 | 107.985 | 107.155 | 386.36 | 104127.15 |
37 | 2020.03.04 16:59 | sell | 19 | 2.08 | 107.165 | 107.795 | 106.965 | ||
38 | 2020.03.05 11:41 | t/p | 19 | 2.08 | 106.965 | 107.795 | 106.965 | 368.49 | 104495.63 |
39 | 2020.03.05 19:48 | sell | 20 | 2.08 | 106.268 | 106.898 | 106.068 | ||
40 | 2020.03.05 22:59 | t/p | 20 | 2.08 | 106.068 | 106.898 | 106.068 | 392.20 | 104887.83 |
41 | 2020.03.06 11:45 | sell | 21 | 2.09 | 105.449 | 106.079 | 105.249 | ||
42 | 2020.03.06 11:56 | t/p | 21 | 2.09 | 105.249 | 106.079 | 105.249 | 397.15 | 105284.98 |
43 | 2020.03.09 04:49 | sell | 22 | 2.10 | 103.020 | 103.650 | 102.820 | ||
44 | 2020.03.09 04:49 | t/p | 22 | 2.10 | 102.820 | 103.650 | 102.820 | 408.48 | 105693.46 |
45 | 2020.03.09 16:37 | sell | 23 | 2.11 | 101.328 | 101.958 | 101.128 | ||
46 | 2020.03.09 16:46 | s/l | 23 | 2.11 | 101.958 | 101.958 | 101.128 | -1303.76 | 104389.70 |
47 | 2020.03.10 02:54 | buy | 24 | 2.08 | 103.168 | 102.538 | 103.368 | ||
48 | 2020.03.10 03:57 | t/p | 24 | 2.08 | 103.368 | 102.538 | 103.368 | 402.45 | 104792.15 |
49 | 2020.03.10 08:16 | buy | 25 | 2.09 | 104.771 | 104.141 | 104.971 | ||
50 | 2020.03.10 08:25 | t/p | 25 | 2.09 | 104.971 | 104.141 | 104.971 | 398.21 | 105190.36 |
51 | 2020.03.12 04:27 | sell | 26 | 2.10 | 103.850 | 104.480 | 103.650 | ||
52 | 2020.03.12 04:30 | t/p | 26 | 2.10 | 103.650 | 104.480 | 103.650 | 405.21 | 105595.57 |
53 | 2020.03.12 16:59 | buy | 27 | 2.11 | 104.715 | 104.085 | 104.915 | ||
54 | 2020.03.12 17:05 | t/p | 27 | 2.11 | 104.915 | 104.085 | 104.915 | 402.23 | 105997.80 |
55 | 2020.03.16 15:46 | sell | 28 | 2.11 | 105.156 | 105.786 | 104.956 | ||
56 | 2020.03.16 16:52 | s/l | 28 | 2.11 | 105.786 | 105.786 | 104.956 | -1256.59 | 104741.21 |
57 | 2020.03.18 16:49 | buy | 29 | 2.09 | 108.072 | 107.442 | 108.272 | ||
58 | 2020.03.18 18:49 | t/p | 29 | 2.09 | 108.272 | 107.442 | 108.272 | 386.06 | 105127.27 |
59 | 2020.03.20 02:43 | buy | 30 | 2.10 | 111.358 | 110.728 | 111.558 | ||
60 | 2020.03.20 04:31 | s/l | 30 | 2.10 | 110.728 | 110.728 | 111.558 | -1194.82 | 103932.45 |
61 | 2020.03.20 16:26 | buy | 31 | 2.07 | 110.837 | 110.207 | 111.037 | ||
62 | 2020.03.20 18:17 | t/p | 31 | 2.07 | 111.037 | 110.207 | 111.037 | 372.85 | 104305.30 |
63 | 2020.03.23 18:59 | buy | 32 | 2.08 | 111.377 | 110.747 | 111.577 | ||
64 | 2020.03.23 19:28 | t/p | 32 | 2.08 | 111.577 | 110.747 | 111.577 | 372.84 | 104678.14 |
65 | 2020.03.26 11:58 | sell | 33 | 2.09 | 110.084 | 110.714 | 109.884 | ||
66 | 2020.03.26 12:14 | t/p | 33 | 2.09 | 109.884 | 110.714 | 109.884 | 380.40 | 105058.54 |
67 | 2020.03.27 04:24 | sell | 34 | 2.10 | 108.553 | 109.183 | 108.353 | ||
68 | 2020.03.27 05:25 | t/p | 34 | 2.10 | 108.353 | 109.183 | 108.353 | 387.62 | 105446.16 |
69 | 2020.03.31 03:52 | buy | 35 | 2.10 | 108.500 | 107.870 | 108.700 | ||
70 | 2020.03.31 03:55 | t/p | 35 | 2.10 | 108.700 | 107.870 | 108.700 | 386.38 | 105832.54 |
71 | 2020.03.31 18:17 | sell | 36 | 2.11 | 107.568 | 108.198 | 107.368 | ||
72 | 2020.04.01 03:04 | t/p | 36 | 2.11 | 107.368 | 108.198 | 107.368 | 386.13 | 106218.68 |
73 | 2020.04.02 17:38 | buy | 37 | 2.12 | 107.742 | 107.112 | 107.942 | ||
74 | 2020.04.02 17:52 | t/p | 37 | 2.12 | 107.942 | 107.112 | 107.942 | 392.80 | 106611.48 |
75 | 2020.04.06 03:04 | buy | 38 | 2.13 | 108.940 | 108.310 | 109.140 | ||
76 | 2020.04.06 09:56 | t/p | 38 | 2.13 | 109.140 | 108.310 | 109.140 | 390.32 | 107001.80 |
77 | 2020.04.09 16:49 | sell | 39 | 2.14 | 108.610 | 109.240 | 108.410 | ||
78 | 2020.04.09 18:16 | t/p | 39 | 2.14 | 108.410 | 109.240 | 108.410 | 394.80 | 107396.60 |
79 | 2020.04.13 04:14 | sell | 40 | 2.14 | 108.084 | 108.714 | 107.884 | ||
80 | 2020.04.13 07:50 | t/p | 40 | 2.14 | 107.884 | 108.714 | 107.884 | 396.73 | 107793.33 |
81 | 2020.04.14 12:25 | sell | 41 | 2.15 | 107.422 | 108.052 | 107.222 | ||
82 | 2020.04.14 17:50 | t/p | 41 | 2.15 | 107.222 | 108.052 | 107.222 | 401.04 | 108194.37 |
83 | 2020.04.15 10:54 | buy | 42 | 2.16 | 107.353 | 106.723 | 107.553 | ||
84 | 2020.04.15 15:40 | t/p | 42 | 2.16 | 107.553 | 106.723 | 107.553 | 401.66 | 108596.03 |
85 | 2020.04.15 16:21 | buy | 43 | 2.17 | 107.785 | 107.155 | 107.985 | ||
86 | 2020.04.16 06:43 | t/p | 43 | 2.17 | 107.985 | 107.155 | 107.985 | 402.03 | 108998.06 |
87 | 2020.04.16 15:24 | sell | 44 | 2.17 | 107.438 | 108.068 | 107.238 | ||
88 | 2020.04.16 17:20 | t/p | 44 | 2.17 | 107.238 | 108.068 | 107.238 | 404.71 | 109402.77 |
89 | 2020.04.17 15:19 | sell | 45 | 2.18 | 107.481 | 108.111 | 107.281 | ||
90 | 2020.04.17 23:00 | close | 45 | 2.18 | 107.601 | 108.111 | 107.281 | -243.12 | 109159.65 |
91 | 2020.04.21 16:17 | buy | 46 | 2.18 | 107.771 | 107.141 | 107.971 | ||
92 | 2020.04.23 16:38 | t/p | 46 | 2.18 | 107.971 | 107.141 | 107.971 | 403.97 | 109563.61 |
93 | 2020.04.28 12:19 | sell | 47 | 2.19 | 106.895 | 107.525 | 106.695 | ||
94 | 2020.04.28 12:33 | t/p | 47 | 2.19 | 106.695 | 107.525 | 106.695 | 410.52 | 109974.13 |
95 | 2020.04.29 03:58 | sell | 48 | 2.19 | 106.573 | 107.203 | 106.373 | ||
96 | 2020.04.29 11:53 | close | 48 | 2.19 | 106.560 | 107.203 | 106.373 | 26.72 | 110000.85 |
97 | 2020.04.29 15:29 | buy | 49 | 2.20 | 106.713 | 106.083 | 106.913 | ||
98 | 2020.04.30 17:48 | t/p | 49 | 2.20 | 106.913 | 106.083 | 106.913 | 411.67 | 110412.52 |
99 | 2020.04.30 22:29 | buy | 50 | 2.20 | 107.460 | 106.830 | 107.660 | ||
100 | 2020.05.01 12:07 | s/l | 50 | 2.20 | 106.830 | 106.830 | 107.660 | -1297.35 | 109115.17 |
101 | 2020.05.04 17:22 | buy | 51 | 2.18 | 107.028 | 106.398 | 107.228 | ||
102 | 2020.05.06 03:01 | s/l | 51 | 2.18 | 106.398 | 106.398 | 107.228 | -1290.73 | 107824.44 |
103 | 2020.05.08 15:31 | buy | 52 | 2.15 | 106.557 | 105.927 | 106.757 | ||
104 | 2020.05.08 23:00 | close | 52 | 2.15 | 106.699 | 105.927 | 106.757 | 286.13 | 108110.57 |
105 | 2020.05.11 09:50 | buy | 53 | 2.16 | 107.176 | 106.546 | 107.376 | ||
106 | 2020.05.11 15:43 | t/p | 53 | 2.16 | 107.376 | 106.546 | 107.376 | 402.32 | 108512.89 |
107 | 2020.05.14 13:56 | buy | 54 | 2.17 | 107.062 | 106.432 | 107.262 | ||
108 | 2020.05.14 20:45 | t/p | 54 | 2.17 | 107.262 | 106.432 | 107.262 | 404.62 | 108917.51 |