Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 30 Minutes (M30) 2020.03.02 00:00 - 2020.06.12 23:30 (2020.03.02 - 2020.06.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; TRRR=0.5; UpATRR=0.5; DownATRR=0.5; DPR=0.5; StopLoss=500; TakeProfit=500; TS=300; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2.4; BandPeriod=28; MinDeviation=50; OpenFlag=15; PassbyFlag=3; | ||||
Bars in test | 4600 | Ticks modelled | 14718508 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 9555.31 | Gross profit | 16501.39 | Gross loss | -6946.09 |
Profit factor | 2.38 | Expected payoff | 132.71 | ||
Absolute drawdown | 133.83 | Maximal drawdown | 1909.67 (1.86%) | Relative drawdown | 1.86% (1909.67) |
Total trades | 72 | Short positions (won %) | 40 (70.00%) | Long positions (won %) | 32 (68.75%) |
Profit trades (% of total) | 50 (69.44%) | Loss trades (% of total) | 22 (30.56%) | ||
Largest | profit trade | 500.57 | loss trade | -531.30 | |
Average | profit trade | 330.03 | loss trade | -315.73 | |
Maximum | consecutive wins (profit in money) | 9 (2310.78) | consecutive losses (loss in money) | 3 (-1071.15) | |
Maximal | consecutive profit (count of wins) | 3247.23 (7) | consecutive loss (count of losses) | -1071.15 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2020.03.03 17:14 | sell | 1 | 1.00 | 107.458 | 107.988 | 106.958 | ||
2 | 2020.03.03 21:06 | t/p | 1 | 1.00 | 106.958 | 107.988 | 106.958 | 467.47 | 100467.47 |
3 | 2020.03.05 11:06 | sell | 2 | 1.00 | 107.046 | 107.576 | 106.546 | ||
4 | 2020.03.05 18:55 | t/p | 2 | 1.00 | 106.546 | 107.576 | 106.546 | 469.28 | 100936.75 |
5 | 2020.03.05 19:41 | sell | 3 | 1.00 | 106.345 | 106.875 | 105.845 | ||
6 | 2020.03.06 05:57 | t/p | 3 | 1.00 | 105.845 | 106.875 | 105.845 | 469.38 | 101406.13 |
7 | 2020.03.06 11:37 | sell | 4 | 1.01 | 105.541 | 106.071 | 105.041 | ||
8 | 2020.03.06 12:20 | t/p | 4 | 1.01 | 105.041 | 106.071 | 105.041 | 480.76 | 101886.89 |
9 | 2020.03.06 13:00 | buy | 5 | 1.01 | 105.448 | 105.071 | 0.000 | ||
10 | 2020.03.06 15:13 | s/l | 5 | 1.01 | 105.071 | 105.071 | 0.000 | -362.39 | 101524.50 |
11 | 2020.03.09 04:44 | sell | 6 | 1.01 | 103.291 | 103.821 | 102.791 | ||
12 | 2020.03.09 04:49 | t/p | 6 | 1.01 | 102.791 | 103.821 | 102.791 | 491.30 | 102015.80 |
13 | 2020.03.09 16:41 | sell | 7 | 1.02 | 101.221 | 101.751 | 100.721 | ||
14 | 2020.03.09 16:46 | s/l | 7 | 1.02 | 101.751 | 101.751 | 100.721 | -531.30 | 101484.50 |
15 | 2020.03.10 03:57 | buy | 8 | 1.01 | 103.513 | 102.983 | 104.013 | ||
16 | 2020.03.10 07:25 | t/p | 8 | 1.01 | 104.013 | 102.983 | 104.013 | 485.52 | 101970.02 |
17 | 2020.03.10 08:05 | buy | 9 | 1.01 | 104.523 | 103.993 | 105.023 | ||
18 | 2020.03.10 10:47 | s/l | 9 | 1.01 | 103.993 | 103.993 | 105.023 | -514.75 | 101455.27 |
19 | 2020.03.10 22:14 | buy | 10 | 1.01 | 105.641 | 105.111 | 106.141 | ||
20 | 2020.03.11 01:15 | s/l | 10 | 1.01 | 105.111 | 105.111 | 106.141 | -509.26 | 100946.01 |
21 | 2020.03.12 04:27 | sell | 11 | 1.00 | 103.882 | 104.412 | 103.382 | ||
22 | 2020.03.12 04:38 | t/p | 11 | 1.00 | 103.382 | 104.412 | 103.382 | 483.64 | 101429.65 |
23 | 2020.03.12 05:05 | sell | 12 | 1.01 | 103.094 | 103.624 | 102.594 | ||
24 | 2020.03.12 07:12 | s/l | 12 | 1.01 | 103.624 | 103.624 | 102.594 | -516.58 | 100913.07 |
25 | 2020.03.12 17:13 | buy | 13 | 1.00 | 105.067 | 104.537 | 105.567 | ||
26 | 2020.03.12 18:41 | t/p | 13 | 1.00 | 105.567 | 104.537 | 105.567 | 473.63 | 101386.70 |
27 | 2020.03.13 13:14 | buy | 14 | 1.01 | 106.567 | 106.037 | 107.067 | ||
28 | 2020.03.13 15:12 | t/p | 14 | 1.01 | 107.067 | 106.037 | 107.067 | 471.67 | 101858.37 |
29 | 2020.03.13 15:32 | buy | 15 | 1.01 | 107.406 | 106.876 | 107.906 | ||
30 | 2020.03.13 16:45 | s/l | 15 | 1.01 | 106.876 | 106.876 | 107.906 | -500.86 | 101357.51 |
31 | 2020.03.13 19:41 | buy | 16 | 1.01 | 107.765 | 107.235 | 108.265 | ||
32 | 2020.03.13 22:07 | t/p | 16 | 1.01 | 108.265 | 107.235 | 108.265 | 466.45 | 101823.96 |
33 | 2020.03.16 15:45 | sell | 17 | 1.01 | 105.292 | 105.822 | 104.792 | ||
34 | 2020.03.16 16:53 | s/l | 17 | 1.01 | 105.822 | 105.822 | 104.792 | -505.85 | 101318.11 |
35 | 2020.03.17 17:46 | buy | 18 | 1.01 | 107.423 | 106.893 | 107.923 | ||
36 | 2020.03.18 09:09 | s/l | 18 | 1.01 | 106.893 | 106.893 | 107.923 | -500.78 | 100817.33 |
37 | 2020.03.18 16:48 | buy | 19 | 1.00 | 108.035 | 107.505 | 108.535 | ||
38 | 2020.03.18 19:00 | t/p | 19 | 1.00 | 108.535 | 107.505 | 108.535 | 460.68 | 101278.01 |
39 | 2020.03.19 03:54 | buy | 20 | 1.01 | 108.865 | 108.335 | 109.365 | ||
40 | 2020.03.19 05:13 | t/p | 20 | 1.01 | 109.365 | 108.335 | 109.365 | 461.76 | 101739.77 |
41 | 2020.03.19 14:26 | buy | 21 | 1.01 | 109.810 | 109.280 | 110.310 | ||
42 | 2020.03.19 20:16 | t/p | 21 | 1.01 | 110.310 | 109.280 | 110.310 | 457.80 | 102197.57 |
43 | 2020.03.19 21:34 | buy | 22 | 1.02 | 110.765 | 110.235 | 111.265 | ||
44 | 2020.03.20 02:39 | t/p | 22 | 1.02 | 111.265 | 110.235 | 111.265 | 458.38 | 102655.96 |
45 | 2020.03.26 03:41 | sell | 23 | 1.02 | 110.675 | 111.205 | 110.175 | ||
46 | 2020.03.26 11:54 | t/p | 23 | 1.02 | 110.175 | 111.205 | 110.175 | 462.90 | 103118.86 |
47 | 2020.03.26 12:04 | sell | 24 | 1.03 | 109.918 | 110.448 | 109.418 | ||
48 | 2020.03.26 16:08 | t/p | 24 | 1.03 | 109.418 | 110.448 | 109.418 | 470.67 | 103589.53 |
49 | 2020.03.27 03:55 | sell | 25 | 1.03 | 108.911 | 109.441 | 108.411 | ||
50 | 2020.03.27 05:22 | t/p | 25 | 1.03 | 108.411 | 109.441 | 108.411 | 475.04 | 104064.57 |
51 | 2020.03.27 05:30 | buy | 26 | 1.04 | 108.430 | 108.390 | 0.000 | ||
52 | 2020.03.27 05:31 | s/l | 26 | 1.04 | 108.390 | 108.390 | 0.000 | -38.38 | 104026.19 |
53 | 2020.03.27 06:30 | buy | 27 | 1.04 | 108.407 | 108.074 | 0.000 | ||
54 | 2020.03.27 10:32 | close | 27 | 1.04 | 108.911 | 108.074 | 0.000 | 481.27 | 104507.46 |
55 | 2020.03.27 18:50 | sell | 28 | 1.04 | 107.857 | 108.387 | 107.357 | ||
56 | 2020.03.27 23:00 | close | 28 | 1.04 | 107.914 | 108.387 | 107.357 | -54.93 | 104452.53 |
57 | 2020.03.30 02:52 | sell | 29 | 1.04 | 107.445 | 107.975 | 106.945 | ||
58 | 2020.03.30 09:50 | s/l | 29 | 1.04 | 107.975 | 107.975 | 106.945 | -510.49 | 103942.04 |
59 | 2020.03.31 03:51 | buy | 30 | 1.03 | 108.474 | 107.944 | 108.974 | ||
60 | 2020.03.31 17:55 | s/l | 30 | 1.03 | 107.944 | 107.944 | 108.974 | -505.73 | 103436.31 |
61 | 2020.03.31 18:26 | sell | 31 | 1.03 | 107.545 | 108.075 | 107.045 | ||
62 | 2020.04.01 18:48 | t/p | 31 | 1.03 | 107.045 | 108.075 | 107.045 | 478.01 | 103914.31 |
63 | 2020.04.02 17:31 | buy | 32 | 1.03 | 107.686 | 107.156 | 108.186 | ||
64 | 2020.04.03 02:27 | t/p | 32 | 1.03 | 108.186 | 107.156 | 108.186 | 476.04 | 104390.36 |
65 | 2020.04.03 12:09 | buy | 33 | 1.04 | 108.429 | 107.899 | 108.929 | ||
66 | 2020.04.03 23:00 | close | 33 | 1.04 | 108.410 | 107.899 | 108.929 | -18.23 | 104372.13 |
67 | 2020.04.06 03:03 | buy | 34 | 1.04 | 108.852 | 108.322 | 109.352 | ||
68 | 2020.04.06 10:32 | t/p | 34 | 1.04 | 109.352 | 108.322 | 109.352 | 475.53 | 104847.66 |
69 | 2020.04.07 05:18 | sell | 35 | 1.04 | 108.729 | 109.259 | 108.229 | ||
70 | 2020.04.09 20:39 | t/p | 35 | 1.04 | 108.229 | 109.259 | 108.229 | 467.93 | 105315.59 |
71 | 2020.04.13 04:10 | sell | 36 | 1.05 | 108.151 | 108.681 | 107.651 | ||
72 | 2020.04.13 13:13 | close | 36 | 1.05 | 108.092 | 108.681 | 107.651 | 57.31 | 105372.90 |
73 | 2020.04.13 17:19 | sell | 37 | 1.05 | 107.713 | 108.243 | 107.213 | ||
74 | 2020.04.14 04:26 | close | 37 | 1.05 | 107.686 | 108.243 | 107.213 | 23.17 | 105396.06 |
75 | 2020.04.14 12:24 | sell | 38 | 1.05 | 107.432 | 107.962 | 106.932 | ||
76 | 2020.04.15 03:53 | close | 38 | 1.05 | 107.179 | 107.962 | 106.932 | 244.70 | 105640.76 |
77 | 2020.04.15 12:00 | sell | 39 | 1.05 | 107.440 | 107.480 | 0.000 | ||
78 | 2020.04.15 12:04 | s/l | 39 | 1.05 | 107.480 | 107.480 | 0.000 | -39.08 | 105601.68 |
79 | 2020.04.15 15:49 | buy | 40 | 1.05 | 107.604 | 107.074 | 108.104 | ||
80 | 2020.04.16 11:33 | close | 40 | 1.05 | 107.689 | 107.074 | 108.104 | 82.92 | 105684.60 |
81 | 2020.04.16 17:21 | sell | 41 | 1.05 | 107.156 | 107.686 | 106.656 | ||
82 | 2020.04.16 18:03 | s/l | 41 | 1.05 | 107.686 | 107.686 | 106.656 | -516.77 | 105167.83 |
83 | 2020.04.17 15:19 | sell | 42 | 1.05 | 107.489 | 108.019 | 106.989 | ||
84 | 2020.04.17 23:00 | close | 42 | 1.05 | 107.601 | 108.019 | 106.989 | -109.29 | 105058.54 |
85 | 2020.04.21 05:44 | sell | 43 | 1.05 | 107.504 | 108.034 | 107.004 | ||
86 | 2020.04.21 15:38 | close | 43 | 1.05 | 107.501 | 108.034 | 107.004 | 2.93 | 105061.47 |
87 | 2020.04.23 11:05 | sell | 44 | 1.05 | 107.556 | 108.086 | 107.056 | ||
88 | 2020.04.24 23:00 | close | 44 | 1.05 | 107.413 | 108.086 | 107.056 | 136.63 | 105198.10 |
89 | 2020.04.27 06:23 | sell | 45 | 1.05 | 107.309 | 107.839 | 106.809 | ||
90 | 2020.04.27 17:10 | close | 45 | 1.05 | 107.243 | 107.839 | 106.809 | 64.62 | 105262.72 |
91 | 2020.04.28 12:00 | buy | 46 | 1.05 | 107.064 | 107.017 | 0.000 | ||
92 | 2020.04.28 12:02 | s/l | 46 | 1.05 | 107.017 | 107.017 | 0.000 | -46.11 | 105216.61 |
93 | 2020.04.28 12:38 | sell | 47 | 1.05 | 106.641 | 107.171 | 106.141 | ||
94 | 2020.04.29 15:05 | close | 47 | 1.05 | 106.550 | 107.171 | 106.141 | 86.52 | 105303.13 |
95 | 2020.04.30 03:44 | buy | 48 | 1.05 | 106.842 | 106.312 | 107.342 | ||
96 | 2020.04.30 22:26 | t/p | 48 | 1.05 | 107.342 | 106.312 | 107.342 | 489.09 | 105792.22 |
97 | 2020.05.04 17:22 | buy | 49 | 1.05 | 107.012 | 106.482 | 107.512 | ||
98 | 2020.05.05 18:55 | s/l | 49 | 1.05 | 106.482 | 106.482 | 107.512 | -522.61 | 105269.61 |
99 | 2020.05.06 03:05 | sell | 50 | 1.05 | 106.349 | 106.879 | 105.849 | ||
100 | 2020.05.06 23:07 | close | 50 | 1.05 | 106.164 | 106.879 | 105.849 | 182.97 | 105452.58 |
101 | 2020.05.07 10:46 | buy | 51 | 1.05 | 106.421 | 105.891 | 106.921 | ||
102 | 2020.05.08 23:00 | close | 51 | 1.05 | 106.699 | 105.891 | 106.921 | 273.58 | 105726.16 |
103 | 2020.05.11 09:36 | buy | 52 | 1.05 | 107.105 | 106.575 | 107.605 | ||
104 | 2020.05.11 18:11 | t/p | 52 | 1.05 | 107.605 | 106.575 | 107.605 | 487.90 | 106214.06 |
105 | 2020.05.12 17:44 | sell | 53 | 1.06 | 107.238 | 107.768 | 106.738 | ||
106 | 2020.05.13 05:30 | close | 53 | 1.06 | 107.235 | 107.768 | 106.738 | -0.22 | 106213.84 |
107 | 2020.05.13 10:29 | sell | 54 | 1.06 | 107.025 | 107.555 | 106.525 | ||
108 | 2020.05.13 21:01 | close | 54 | 1.06 | 107.024 | 107.555 | 106.525 | 0.99 | 106214.83 |
109 | 2020.05.14 18:17 | buy | 55 | 1.06 | 107.176 | 106.646 | 107.676 | ||
110 | 2020.05.15 06:33 | close | 55 | 1.06 | 107.226 | 106.646 | 107.676 | 49.44 | 106264.27 |
111 | 2020.05.15 14:06 | sell | 56 | 1.06 | 106.925 | 107.455 | 106.425 | ||
112 | 2020.05.15 23:00 | close | 56 | 1.06 | 107.250 | 107.455 | 106.425 | -321.21 | 105943.06 |
113 | 2020.05.18 15:31 | buy | 57 | 1.05 | 107.446 | 106.916 | 107.946 | ||
114 | 2020.05.19 16:05 | t/p | 57 | 1.05 | 107.946 | 106.916 | 107.946 | 486.36 | 106429.43 |
115 | 2020.05.19 17:00 | sell | 58 | 1.06 | 107.861 | 108.054 | 0.000 | ||
116 | 2020.05.19 22:00 | close | 58 | 1.06 | 107.714 | 108.054 | 0.000 | 144.66 | 106574.09 |
117 | 2020.05.20 17:09 | sell | 59 | 1.06 | 107.438 | 107.968 | 106.938 | ||
118 | 2020.05.22 23:00 | close | 59 | 1.06 | 107.619 | 107.968 | 106.938 | -191.05 | 106383.04 |
119 | 2020.05.25 02:36 | buy | 60 | 1.06 | 107.779 | 107.249 | 108.279 | ||
120 | 2020.05.28 12:01 | close | 60 | 1.06 | 107.790 | 107.249 | 108.279 | 10.89 | 106393.92 |
121 | 2020.05.28 17:55 | sell | 61 | 1.06 | 107.601 | 108.131 | 107.101 | ||
122 | 2020.05.29 08:04 | t/p | 61 | 1.06 | 107.101 | 108.131 | 107.101 | 491.67 | 106885.59 |
123 | 2020.06.02 10:37 | buy | 62 | 1.06 | 107.850 | 107.320 | 108.350 | ||
124 | 2020.06.02 15:33 | t/p | 62 | 1.06 | 108.350 | 107.320 | 108.350 | 489.16 | 107374.75 |
125 | 2020.06.02 17:00 | sell | 63 | 1.07 | 108.327 | 108.459 | 0.000 | ||
126 | 2020.06.02 17:20 | s/l | 63 | 1.07 | 108.459 | 108.459 | 0.000 | -130.22 | 107244.53 |
127 | 2020.06.03 18:24 | buy | 64 | 1.07 | 108.965 | 108.435 | 109.465 | ||
128 | 2020.06.05 07:46 | close | 64 | 1.07 | 109.092 | 108.435 | 109.465 | 124.62 | 107369.15 |
129 | 2020.06.05 08:55 | buy | 65 | 1.07 | 109.329 | 108.799 | 109.829 | ||
130 | 2020.06.05 17:11 | t/p | 65 | 1.07 | 109.829 | 108.799 | 109.829 | 487.12 | 107856.27 |
131 | 2020.06.05 18:00 | sell | 66 | 1.07 | 109.733 | 109.845 | 0.000 | ||
132 | 2020.06.05 23:00 | close | 66 | 1.07 | 109.661 | 109.845 | 0.000 | 70.25 | 107926.52 |
133 | 2020.06.08 13:18 | sell | 67 | 1.07 | 109.310 | 109.840 | 108.810 | ||
134 | 2020.06.08 17:26 | t/p | 67 | 1.07 | 108.810 | 109.840 | 108.810 | 491.68 | 108418.20 |
135 | 2020.06.08 17:37 | sell | 68 | 1.08 | 108.602 | 109.132 | 108.102 | ||
136 | 2020.06.09 03:54 | t/p | 68 | 1.08 | 108.102 | 109.132 | 108.102 | 496.28 | 108914.47 |
137 | 2020.06.09 16:57 | sell | 69 | 1.08 | 107.682 | 108.212 | 107.182 | ||
138 | 2020.06.10 17:29 | t/p | 69 | 1.08 | 107.182 | 108.212 | 107.182 | 500.57 | 109415.04 |
139 | 2020.06.10 21:13 | sell | 70 | 1.09 | 107.087 | 107.617 | 106.587 | ||
140 | 2020.06.11 07:38 | close | 70 | 1.09 | 107.075 | 107.617 | 106.587 | 2.37 | 109417.41 |
141 | 2020.06.11 11:49 | sell | 71 | 1.09 | 106.808 | 107.338 | 106.308 | ||
142 | 2020.06.12 04:11 | close | 71 | 1.09 | 106.796 | 107.338 | 106.308 | 8.97 | 109426.38 |
143 | 2020.06.12 07:03 | buy | 72 | 1.09 | 107.242 | 106.712 | 107.742 | ||
144 | 2020.06.12 23:00 | close | 72 | 1.09 | 107.369 | 106.712 | 107.742 | 128.93 | 109555.31 |