Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 1 Hour (H1) 2020.02.24 00:00 - 2020.06.05 23:00 (2020.02.24 - 2020.06.07) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=15; TRRR=0.5; UpATRR=0.5; DownATRR=0.5; DPR=0.5; StopLoss=600; TakeProfit=700; TS=300; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2; BandPeriod=20; MinDeviation=50; OpenFlag=15; PassbyFlag=0; | ||||
Bars in test | 2800 | Ticks modelled | 15255384 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 4446.60 | Gross profit | 7789.76 | Gross loss | -3343.17 |
Profit factor | 2.33 | Expected payoff | 153.33 | ||
Absolute drawdown | 494.32 | Maximal drawdown | 1170.93 (1.13%) | Relative drawdown | 1.13% (1170.93) |
Total trades | 29 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 13 (61.54%) |
Profit trades (% of total) | 20 (68.97%) | Loss trades (% of total) | 9 (31.03%) | ||
Largest | profit trade | 689.52 | loss trade | -613.25 | |
Average | profit trade | 389.49 | loss trade | -371.46 | |
Maximum | consecutive wins (profit in money) | 6 (2962.37) | consecutive losses (loss in money) | 1 (-613.25) | |
Maximal | consecutive profit (count of wins) | 2962.37 (6) | consecutive loss (count of losses) | -613.25 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.02.24 16:16 | sell | 1 | 1.00 | 111.023 | 111.653 | 110.323 | ||
2 | 2020.02.25 03:05 | close | 1 | 1.00 | 110.972 | 111.653 | 110.323 | 42.70 | 100042.70 |
3 | 2020.02.25 17:24 | sell | 2 | 1.00 | 110.130 | 110.760 | 109.430 | ||
4 | 2020.02.27 18:07 | close | 2 | 1.00 | 110.122 | 110.760 | 109.430 | -5.76 | 100036.94 |
5 | 2020.02.28 05:23 | sell | 3 | 1.00 | 109.110 | 109.740 | 108.410 | ||
6 | 2020.02.28 16:57 | t/p | 3 | 1.00 | 108.410 | 109.740 | 108.410 | 645.70 | 100682.64 |
7 | 2020.02.28 17:04 | sell | 4 | 1.00 | 108.226 | 108.856 | 107.526 | ||
8 | 2020.02.28 23:00 | close | 4 | 1.00 | 107.900 | 108.856 | 107.526 | 302.13 | 100984.77 |
9 | 2020.03.05 18:45 | sell | 5 | 1.00 | 106.548 | 107.178 | 105.848 | ||
10 | 2020.03.06 05:57 | t/p | 5 | 1.00 | 105.848 | 107.178 | 105.848 | 658.07 | 101642.84 |
11 | 2020.03.06 11:37 | sell | 6 | 1.01 | 105.544 | 106.174 | 104.844 | ||
12 | 2020.03.06 22:57 | close | 6 | 1.01 | 105.541 | 106.174 | 104.844 | 2.87 | 101645.71 |
13 | 2020.03.09 04:49 | sell | 7 | 1.01 | 103.235 | 103.865 | 102.535 | ||
14 | 2020.03.09 04:49 | t/p | 7 | 1.01 | 102.535 | 103.865 | 102.535 | 689.52 | 102335.23 |
15 | 2020.03.13 14:58 | buy | 8 | 1.02 | 106.817 | 106.187 | 107.517 | ||
16 | 2020.03.13 19:32 | t/p | 8 | 1.02 | 107.517 | 106.187 | 107.517 | 664.08 | 102999.31 |
17 | 2020.03.13 22:53 | buy | 9 | 1.02 | 108.508 | 107.878 | 109.208 | ||
18 | 2020.03.13 23:00 | close | 9 | 1.02 | 108.211 | 107.878 | 109.208 | -279.95 | 102719.36 |
19 | 2020.03.18 18:50 | buy | 10 | 1.02 | 108.308 | 107.678 | 109.008 | ||
20 | 2020.03.19 04:15 | t/p | 10 | 1.02 | 109.008 | 107.678 | 109.008 | 655.04 | 103374.41 |
21 | 2020.03.19 05:12 | buy | 11 | 1.03 | 109.380 | 108.750 | 110.080 | ||
22 | 2020.03.19 09:20 | s/l | 11 | 1.03 | 108.750 | 108.750 | 110.080 | -596.69 | 102777.72 |
23 | 2020.03.19 14:34 | buy | 12 | 1.02 | 109.968 | 109.338 | 110.668 | ||
24 | 2020.03.19 21:31 | t/p | 12 | 1.02 | 110.668 | 109.338 | 110.668 | 645.17 | 103422.89 |
25 | 2020.03.20 02:43 | buy | 13 | 1.03 | 111.376 | 110.746 | 112.076 | ||
26 | 2020.03.20 04:29 | s/l | 13 | 1.03 | 110.746 | 110.746 | 112.076 | -585.94 | 102836.95 |
27 | 2020.03.26 14:26 | sell | 14 | 1.02 | 109.660 | 110.290 | 108.960 | ||
28 | 2020.03.27 03:55 | t/p | 14 | 1.02 | 108.960 | 110.290 | 108.960 | 651.97 | 103488.92 |
29 | 2020.03.27 04:23 | sell | 15 | 1.03 | 108.586 | 109.216 | 107.886 | ||
30 | 2020.03.27 18:50 | t/p | 15 | 1.03 | 107.886 | 109.216 | 107.886 | 668.30 | 104157.22 |
31 | 2020.03.30 02:53 | sell | 16 | 1.04 | 107.436 | 108.066 | 106.736 | ||
32 | 2020.03.30 09:52 | s/l | 16 | 1.04 | 108.066 | 108.066 | 106.736 | -606.30 | 103550.92 |
33 | 2020.04.06 03:03 | buy | 17 | 1.03 | 108.897 | 108.267 | 109.597 | ||
34 | 2020.04.06 20:03 | close | 17 | 1.03 | 108.979 | 108.267 | 109.597 | 77.50 | 103628.42 |
35 | 2020.04.09 18:18 | sell | 18 | 1.03 | 108.351 | 108.981 | 107.651 | ||
36 | 2020.04.10 23:00 | close | 18 | 1.03 | 108.392 | 108.981 | 107.651 | -42.31 | 103586.10 |
37 | 2020.04.13 04:14 | sell | 19 | 1.03 | 108.075 | 108.705 | 107.375 | ||
38 | 2020.04.14 07:20 | close | 19 | 1.03 | 107.713 | 108.705 | 107.375 | 342.81 | 103928.91 |
39 | 2020.04.14 12:32 | sell | 20 | 1.03 | 107.375 | 108.005 | 106.675 | ||
40 | 2020.04.15 09:07 | close | 20 | 1.03 | 107.146 | 108.005 | 106.675 | 216.79 | 104145.69 |
41 | 2020.04.27 07:36 | sell | 21 | 1.04 | 107.221 | 107.851 | 106.521 | ||
42 | 2020.04.28 00:05 | close | 21 | 1.04 | 107.220 | 107.851 | 106.521 | -2.42 | 104143.28 |
43 | 2020.04.28 12:19 | sell | 22 | 1.04 | 106.876 | 107.506 | 106.176 | ||
44 | 2020.04.29 15:29 | close | 22 | 1.04 | 106.634 | 107.506 | 106.176 | 232.63 | 104375.91 |
45 | 2020.04.30 22:29 | buy | 23 | 1.04 | 107.468 | 106.838 | 108.168 | ||
46 | 2020.05.01 12:07 | s/l | 23 | 1.04 | 106.838 | 106.838 | 108.168 | -613.25 | 103762.67 |
47 | 2020.05.06 03:10 | sell | 24 | 1.03 | 106.291 | 106.921 | 105.591 | ||
48 | 2020.05.07 02:37 | close | 24 | 1.03 | 106.166 | 106.921 | 105.591 | 111.21 | 103873.87 |
49 | 2020.05.11 09:43 | buy | 25 | 1.03 | 107.164 | 106.534 | 107.864 | ||
50 | 2020.05.12 04:00 | close | 25 | 1.03 | 107.460 | 106.534 | 107.864 | 283.72 | 104157.60 |
51 | 2020.05.19 14:22 | buy | 26 | 1.04 | 107.728 | 107.098 | 108.428 | ||
52 | 2020.05.20 06:00 | close | 26 | 1.04 | 107.745 | 107.098 | 108.428 | 16.42 | 104174.02 |
53 | 2020.05.26 04:34 | buy | 27 | 1.04 | 107.930 | 107.300 | 108.630 | ||
54 | 2020.05.29 07:15 | s/l | 27 | 1.04 | 107.300 | 107.300 | 108.630 | -610.55 | 103563.48 |
55 | 2020.06.02 15:05 | buy | 28 | 1.03 | 108.042 | 107.412 | 108.742 | ||
56 | 2020.06.02 20:37 | t/p | 28 | 1.03 | 108.742 | 107.412 | 108.742 | 663.04 | 104226.52 |
57 | 2020.06.05 09:27 | buy | 29 | 1.04 | 109.399 | 108.769 | 110.099 | ||
58 | 2020.06.05 23:00 | close | 29 | 1.04 | 109.631 | 108.769 | 110.099 | 220.08 | 104446.60 |