Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 30 Minutes (M30) 2020.03.09 00:00 - 2020.06.19 23:30 (2020.03.09 - 2020.06.21) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TrackPeriod=20; UpATRR=0.5; DownATRR=0.5; DPR=0; StopLoss=500; TakeProfit=500; TS=600; MaxSpread=30; MUR=0.01; SOLR=5; CDH=24; BandDeviation=2.2; BandPeriod=28; MinDeviation=50; OpenFlag=15; PassbyFlag=3; | ||||
Bars in test | 4600 | Ticks modelled | 14023297 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100000.00 | Spread | 30 | ||
Total net profit | 6692.15 | Gross profit | 13436.81 | Gross loss | -6744.66 |
Profit factor | 1.99 | Expected payoff | 91.67 | ||
Absolute drawdown | 444.64 | Maximal drawdown | 1709.90 (1.63%) | Relative drawdown | 1.63% (1709.90) |
Total trades | 73 | Short positions (won %) | 41 (63.41%) | Long positions (won %) | 32 (81.25%) |
Profit trades (% of total) | 52 (71.23%) | Loss trades (% of total) | 21 (28.77%) | ||
Largest | profit trade | 742.02 | loss trade | -530.97 | |
Average | profit trade | 258.40 | loss trade | -321.17 | |
Maximum | consecutive wins (profit in money) | 8 (2845.53) | consecutive losses (loss in money) | 3 (-1071.15) | |
Maximal | consecutive profit (count of wins) | 2845.53 (8) | 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 | 2020.03.09 04:44 | sell | 1 | 1.00 | 103.291 | 103.821 | 102.691 | ||
2 | 2020.03.09 04:49 | modify | 1 | 1.00 | 103.291 | 103.290 | 102.691 | ||
3 | 2020.03.09 04:49 | t/p | 1 | 1.00 | 102.691 | 103.290 | 102.691 | 584.28 | 100584.28 |
4 | 2020.03.09 16:41 | sell | 2 | 1.00 | 101.221 | 101.751 | 100.621 | ||
5 | 2020.03.09 16:46 | s/l | 2 | 1.00 | 101.751 | 101.751 | 100.621 | -520.88 | 100063.40 |
6 | 2020.03.10 03:57 | buy | 3 | 1.00 | 103.513 | 102.983 | 104.113 | ||
7 | 2020.03.10 07:25 | modify | 3 | 1.00 | 103.513 | 103.513 | 104.113 | ||
8 | 2020.03.10 07:27 | t/p | 3 | 1.00 | 104.113 | 103.513 | 104.113 | 576.30 | 100639.70 |
9 | 2020.03.10 08:05 | buy | 4 | 1.00 | 104.523 | 103.993 | 105.123 | ||
10 | 2020.03.10 10:47 | s/l | 4 | 1.00 | 103.993 | 103.993 | 105.123 | -509.65 | 100130.05 |
11 | 2020.03.10 22:14 | buy | 5 | 1.00 | 105.641 | 105.111 | 106.241 | ||
12 | 2020.03.11 01:15 | s/l | 5 | 1.00 | 105.111 | 105.111 | 106.241 | -504.22 | 99625.83 |
13 | 2020.03.12 04:27 | sell | 6 | 0.99 | 103.882 | 104.412 | 103.282 | ||
14 | 2020.03.12 04:38 | modify | 6 | 0.99 | 103.882 | 103.882 | 103.282 | ||
15 | 2020.03.12 05:04 | t/p | 6 | 0.99 | 103.282 | 103.882 | 103.282 | 575.12 | 100200.95 |
16 | 2020.03.12 06:00 | buy | 7 | 1.00 | 103.402 | 103.121 | 0.000 | ||
17 | 2020.03.12 07:42 | close | 7 | 1.00 | 104.175 | 103.121 | 0.000 | 742.02 | 100942.97 |
18 | 2020.03.12 17:13 | buy | 8 | 1.00 | 105.067 | 104.537 | 105.667 | ||
19 | 2020.03.12 18:41 | modify | 8 | 1.00 | 105.067 | 105.068 | 105.667 | ||
20 | 2020.03.12 18:43 | t/p | 8 | 1.00 | 105.667 | 105.068 | 105.667 | 567.82 | 101510.79 |
21 | 2020.03.13 13:14 | buy | 9 | 1.01 | 106.567 | 106.037 | 107.167 | ||
22 | 2020.03.13 15:12 | modify | 9 | 1.01 | 106.567 | 106.568 | 107.167 | ||
23 | 2020.03.13 15:28 | t/p | 9 | 1.01 | 107.167 | 106.568 | 107.167 | 565.47 | 102076.26 |
24 | 2020.03.13 15:32 | buy | 10 | 1.02 | 107.406 | 106.876 | 108.006 | ||
25 | 2020.03.13 16:45 | s/l | 10 | 1.02 | 106.876 | 106.876 | 108.006 | -505.82 | 101570.44 |
26 | 2020.03.13 19:41 | buy | 11 | 1.01 | 107.765 | 107.235 | 108.365 | ||
27 | 2020.03.13 22:07 | modify | 11 | 1.01 | 107.765 | 107.766 | 108.365 | ||
28 | 2020.03.13 22:22 | t/p | 11 | 1.01 | 108.365 | 107.766 | 108.365 | 559.22 | 102129.66 |
29 | 2020.03.16 15:45 | sell | 12 | 1.02 | 105.292 | 105.822 | 104.692 | ||
30 | 2020.03.16 16:53 | s/l | 12 | 1.02 | 105.822 | 105.822 | 104.692 | -510.86 | 101618.80 |
31 | 2020.03.17 17:46 | buy | 13 | 1.01 | 107.423 | 106.893 | 108.023 | ||
32 | 2020.03.18 03:02 | close | 13 | 1.01 | 107.424 | 106.893 | 108.023 | 0.95 | 101619.75 |
33 | 2020.03.18 16:48 | buy | 14 | 1.01 | 108.035 | 107.505 | 108.635 | ||
34 | 2020.03.18 19:00 | modify | 14 | 1.01 | 108.035 | 108.035 | 108.635 | ||
35 | 2020.03.18 20:49 | t/p | 14 | 1.01 | 108.635 | 108.035 | 108.635 | 557.83 | 102177.58 |
36 | 2020.03.19 03:54 | buy | 15 | 1.02 | 108.865 | 108.335 | 109.465 | ||
37 | 2020.03.19 05:13 | modify | 15 | 1.02 | 108.865 | 108.866 | 109.465 | ||
38 | 2020.03.19 05:13 | t/p | 15 | 1.02 | 109.465 | 108.866 | 109.465 | 559.08 | 102736.66 |
39 | 2020.03.19 14:26 | buy | 16 | 1.02 | 109.810 | 109.280 | 110.410 | ||
40 | 2020.03.19 20:16 | modify | 16 | 1.02 | 109.810 | 109.810 | 110.410 | ||
41 | 2020.03.19 21:11 | t/p | 16 | 1.02 | 110.410 | 109.810 | 110.410 | 554.30 | 103290.96 |
42 | 2020.03.19 21:34 | buy | 17 | 1.03 | 110.765 | 110.235 | 111.365 | ||
43 | 2020.03.20 02:39 | modify | 17 | 1.03 | 110.765 | 110.765 | 111.365 | ||
44 | 2020.03.20 04:28 | s/l | 17 | 1.03 | 110.765 | 110.765 | 111.365 | 0.01 | 103290.97 |
45 | 2020.03.26 03:41 | sell | 18 | 1.03 | 110.675 | 111.205 | 110.075 | ||
46 | 2020.03.26 11:54 | modify | 18 | 1.03 | 110.675 | 110.675 | 110.075 | ||
47 | 2020.03.26 12:01 | t/p | 18 | 1.03 | 110.075 | 110.675 | 110.075 | 561.44 | 103852.41 |
48 | 2020.03.26 14:26 | sell | 19 | 1.03 | 109.660 | 110.190 | 109.060 | ||
49 | 2020.03.26 23:54 | close | 19 | 1.03 | 109.616 | 110.190 | 109.060 | 41.34 | 103893.75 |
50 | 2020.03.27 03:55 | sell | 20 | 1.03 | 108.911 | 109.441 | 108.311 | ||
51 | 2020.03.27 05:22 | modify | 20 | 1.03 | 108.911 | 108.911 | 108.311 | ||
52 | 2020.03.27 05:41 | t/p | 20 | 1.03 | 108.311 | 108.911 | 108.311 | 570.58 | 104464.33 |
53 | 2020.03.27 18:50 | sell | 21 | 1.04 | 107.857 | 108.387 | 107.257 | ||
54 | 2020.03.27 23:00 | close | 21 | 1.04 | 107.914 | 108.387 | 107.257 | -54.93 | 104409.40 |
55 | 2020.03.30 02:52 | sell | 22 | 1.04 | 107.445 | 107.975 | 106.845 | ||
56 | 2020.03.30 09:50 | s/l | 22 | 1.04 | 107.975 | 107.975 | 106.845 | -510.49 | 103898.91 |
57 | 2020.03.31 03:51 | buy | 23 | 1.03 | 108.474 | 107.944 | 109.074 | ||
58 | 2020.03.31 17:55 | s/l | 23 | 1.03 | 107.944 | 107.944 | 109.074 | -505.73 | 103393.18 |
59 | 2020.03.31 18:26 | sell | 24 | 1.03 | 107.545 | 108.075 | 106.945 | ||
60 | 2020.04.01 18:48 | modify | 24 | 1.03 | 107.545 | 107.544 | 106.945 | ||
61 | 2020.04.01 22:43 | t/p | 24 | 1.03 | 106.945 | 107.544 | 106.945 | 574.21 | 103967.39 |
62 | 2020.04.02 17:31 | buy | 25 | 1.03 | 107.686 | 107.156 | 108.286 | ||
63 | 2020.04.03 02:27 | modify | 25 | 1.03 | 107.686 | 107.686 | 108.286 | ||
64 | 2020.04.03 04:49 | close | 25 | 1.03 | 107.931 | 107.686 | 108.286 | 233.82 | 104201.21 |
65 | 2020.04.03 12:09 | buy | 26 | 1.04 | 108.429 | 107.899 | 109.029 | ||
66 | 2020.04.03 21:00 | close | 26 | 1.04 | 108.430 | 107.899 | 109.029 | 0.96 | 104202.17 |
67 | 2020.04.06 03:03 | buy | 27 | 1.04 | 108.852 | 108.322 | 109.452 | ||
68 | 2020.04.06 10:32 | modify | 27 | 1.04 | 108.852 | 108.852 | 109.452 | ||
69 | 2020.04.06 14:05 | close | 27 | 1.04 | 109.036 | 108.852 | 109.452 | 175.50 | 104377.67 |
70 | 2020.04.07 05:18 | sell | 28 | 1.04 | 108.729 | 109.259 | 108.129 | ||
71 | 2020.04.09 20:39 | modify | 28 | 1.04 | 108.729 | 108.729 | 108.129 | ||
72 | 2020.04.10 01:30 | close | 28 | 1.04 | 108.501 | 108.729 | 108.129 | 200.06 | 104577.73 |
73 | 2020.04.13 04:10 | sell | 29 | 1.04 | 108.151 | 108.681 | 107.551 | ||
74 | 2020.04.13 13:11 | close | 29 | 1.04 | 108.013 | 108.681 | 107.551 | 132.87 | 104710.60 |
75 | 2020.04.13 17:19 | sell | 30 | 1.04 | 107.713 | 108.243 | 107.113 | ||
76 | 2020.04.14 01:17 | close | 30 | 1.04 | 107.711 | 108.243 | 107.113 | -1.77 | 104708.83 |
77 | 2020.04.14 12:24 | sell | 31 | 1.04 | 107.432 | 107.962 | 106.832 | ||
78 | 2020.04.14 23:30 | close | 31 | 1.04 | 107.225 | 107.962 | 106.832 | 200.77 | 104909.60 |
79 | 2020.04.15 12:00 | sell | 32 | 1.04 | 107.440 | 107.480 | 0.000 | ||
80 | 2020.04.15 12:04 | s/l | 32 | 1.04 | 107.480 | 107.480 | 0.000 | -38.70 | 104870.90 |
81 | 2020.04.15 15:49 | buy | 33 | 1.04 | 107.604 | 107.074 | 108.204 | ||
82 | 2020.04.16 10:36 | close | 33 | 1.04 | 107.722 | 107.074 | 108.204 | 113.95 | 104984.86 |
83 | 2020.04.16 17:21 | sell | 34 | 1.04 | 107.156 | 107.686 | 106.556 | ||
84 | 2020.04.16 18:03 | s/l | 34 | 1.04 | 107.686 | 107.686 | 106.556 | -511.85 | 104473.01 |
85 | 2020.04.17 15:19 | sell | 35 | 1.04 | 107.489 | 108.019 | 106.889 | ||
86 | 2020.04.17 23:00 | close | 35 | 1.04 | 107.601 | 108.019 | 106.889 | -108.25 | 104364.76 |
87 | 2020.04.21 05:44 | sell | 36 | 1.04 | 107.504 | 108.034 | 106.904 | ||
88 | 2020.04.21 15:31 | close | 36 | 1.04 | 107.446 | 108.034 | 106.904 | 56.14 | 104420.90 |
89 | 2020.04.23 11:05 | sell | 37 | 1.04 | 107.556 | 108.086 | 106.956 | ||
90 | 2020.04.24 23:00 | close | 37 | 1.04 | 107.413 | 108.086 | 106.956 | 134.76 | 104555.66 |
91 | 2020.04.27 06:23 | sell | 38 | 1.04 | 107.309 | 107.839 | 106.709 | ||
92 | 2020.04.27 17:01 | close | 38 | 1.04 | 107.169 | 107.839 | 106.709 | 135.86 | 104691.52 |
93 | 2020.04.28 12:00 | buy | 39 | 1.04 | 107.064 | 106.990 | 0.000 | ||
94 | 2020.04.28 12:18 | s/l | 39 | 1.04 | 106.990 | 106.990 | 0.000 | -71.93 | 104619.59 |
95 | 2020.04.28 12:38 | sell | 40 | 1.04 | 106.641 | 107.171 | 106.041 | ||
96 | 2020.04.29 14:00 | close | 40 | 1.04 | 106.515 | 107.171 | 106.041 | 119.32 | 104738.91 |
97 | 2020.04.30 03:44 | buy | 41 | 1.04 | 106.842 | 106.312 | 107.442 | ||
98 | 2020.04.30 22:26 | modify | 41 | 1.04 | 106.842 | 106.842 | 107.442 | ||
99 | 2020.04.30 22:29 | t/p | 41 | 1.04 | 107.442 | 106.842 | 107.442 | 580.78 | 105319.69 |
100 | 2020.05.04 17:22 | buy | 42 | 1.05 | 107.012 | 106.482 | 107.612 | ||
101 | 2020.05.05 18:55 | s/l | 42 | 1.05 | 106.482 | 106.482 | 107.612 | -522.61 | 104797.09 |
102 | 2020.05.06 03:05 | sell | 43 | 1.04 | 106.349 | 106.879 | 105.749 | ||
103 | 2020.05.06 12:02 | close | 43 | 1.04 | 106.348 | 106.879 | 105.749 | 0.98 | 104798.07 |
104 | 2020.05.06 14:44 | sell | 44 | 1.04 | 106.113 | 106.643 | 105.513 | ||
105 | 2020.05.06 23:48 | close | 44 | 1.04 | 106.112 | 106.643 | 105.513 | 0.98 | 104799.05 |
106 | 2020.05.07 10:46 | buy | 45 | 1.04 | 106.421 | 105.891 | 107.021 | ||
107 | 2020.05.07 18:44 | close | 45 | 1.04 | 106.438 | 105.891 | 107.021 | 16.61 | 104815.66 |
108 | 2020.05.08 15:31 | buy | 46 | 1.04 | 106.527 | 105.997 | 107.127 | ||
109 | 2020.05.08 23:00 | close | 46 | 1.04 | 106.699 | 105.997 | 107.127 | 167.65 | 104983.31 |
110 | 2020.05.11 09:36 | buy | 47 | 1.04 | 107.105 | 106.575 | 107.705 | ||
111 | 2020.05.11 18:11 | modify | 47 | 1.04 | 107.105 | 107.105 | 107.705 | ||
112 | 2020.05.11 18:48 | t/p | 47 | 1.04 | 107.705 | 107.105 | 107.705 | 579.36 | 105562.67 |
113 | 2020.05.12 17:44 | sell | 48 | 1.05 | 107.238 | 107.768 | 106.638 | ||
114 | 2020.05.13 04:09 | close | 48 | 1.05 | 107.222 | 107.768 | 106.638 | 11.94 | 105574.60 |
115 | 2020.05.13 10:29 | sell | 49 | 1.05 | 107.025 | 107.555 | 106.425 | ||
116 | 2020.05.13 19:19 | close | 49 | 1.05 | 107.011 | 107.555 | 106.425 | 13.74 | 105588.34 |
117 | 2020.05.14 15:00 | sell | 50 | 1.05 | 107.060 | 107.100 | 0.000 | ||
118 | 2020.05.14 15:00 | s/l | 50 | 1.05 | 107.100 | 107.100 | 0.000 | -39.22 | 105549.12 |
119 | 2020.05.14 18:17 | buy | 51 | 1.05 | 107.176 | 106.646 | 107.776 | ||
120 | 2020.05.15 04:43 | close | 51 | 1.05 | 107.243 | 106.646 | 107.776 | 65.61 | 105614.73 |
121 | 2020.05.15 14:06 | sell | 52 | 1.05 | 106.925 | 107.455 | 106.325 | ||
122 | 2020.05.15 23:00 | close | 52 | 1.05 | 107.250 | 107.455 | 106.325 | -318.18 | 105296.55 |
123 | 2020.05.18 15:31 | buy | 53 | 1.05 | 107.446 | 106.916 | 108.046 | ||
124 | 2020.05.19 16:05 | modify | 53 | 1.05 | 107.446 | 107.446 | 108.046 | ||
125 | 2020.05.19 16:20 | t/p | 53 | 1.05 | 108.046 | 107.446 | 108.046 | 583.09 | 105879.65 |
126 | 2020.05.20 17:09 | sell | 54 | 1.05 | 107.438 | 107.968 | 106.838 | ||
127 | 2020.05.22 23:00 | close | 54 | 1.05 | 107.619 | 107.968 | 106.838 | -191.53 | 105688.12 |
128 | 2020.05.25 02:36 | buy | 55 | 1.05 | 107.779 | 107.249 | 108.379 | ||
129 | 2020.05.26 11:12 | close | 55 | 1.05 | 107.794 | 107.249 | 108.379 | 14.62 | 105702.74 |
130 | 2020.05.26 14:01 | sell | 56 | 1.05 | 107.594 | 108.124 | 106.994 | ||
131 | 2020.05.26 23:40 | close | 56 | 1.05 | 107.557 | 108.124 | 106.994 | 36.12 | 105738.86 |
132 | 2020.05.27 14:23 | buy | 57 | 1.05 | 107.802 | 107.272 | 108.402 | ||
133 | 2020.05.28 11:33 | close | 57 | 1.05 | 107.803 | 107.272 | 108.402 | 1.00 | 105739.86 |
134 | 2020.05.28 17:55 | sell | 58 | 1.05 | 107.601 | 108.131 | 107.001 | ||
135 | 2020.05.29 08:04 | modify | 58 | 1.05 | 107.601 | 107.600 | 107.001 | ||
136 | 2020.05.29 14:10 | close | 58 | 1.05 | 107.268 | 107.600 | 107.001 | 322.23 | 106062.09 |
137 | 2020.05.29 18:30 | sell | 59 | 1.06 | 107.686 | 107.770 | 0.000 | ||
138 | 2020.05.29 18:32 | s/l | 59 | 1.06 | 107.770 | 107.770 | 0.000 | -82.62 | 105979.47 |
139 | 2020.06.02 10:37 | buy | 60 | 1.05 | 107.850 | 107.320 | 108.450 | ||
140 | 2020.06.02 15:33 | modify | 60 | 1.05 | 107.850 | 107.850 | 108.450 | ||
141 | 2020.06.02 15:38 | t/p | 60 | 1.05 | 108.450 | 107.850 | 108.450 | 580.91 | 106560.38 |
142 | 2020.06.02 17:00 | sell | 61 | 1.06 | 108.327 | 108.518 | 0.000 | ||
143 | 2020.06.02 17:27 | s/l | 61 | 1.06 | 108.518 | 108.518 | 0.000 | -186.57 | 106373.81 |
144 | 2020.06.03 18:24 | buy | 62 | 1.06 | 108.965 | 108.435 | 109.565 | ||
145 | 2020.06.04 12:24 | close | 62 | 1.06 | 108.977 | 108.435 | 109.565 | 11.70 | 106385.52 |
146 | 2020.06.04 15:42 | sell | 63 | 1.06 | 108.744 | 109.274 | 108.144 | ||
147 | 2020.06.05 08:50 | s/l | 63 | 1.06 | 109.274 | 109.274 | 108.144 | -517.89 | 105867.63 |
148 | 2020.06.05 15:31 | buy | 64 | 1.05 | 109.505 | 108.975 | 110.105 | ||
149 | 2020.06.05 23:00 | close | 64 | 1.05 | 109.631 | 108.975 | 110.105 | 120.68 | 105988.31 |
150 | 2020.06.08 13:18 | sell | 65 | 1.05 | 109.310 | 109.840 | 108.710 | ||
151 | 2020.06.08 17:26 | modify | 65 | 1.05 | 109.310 | 109.310 | 108.710 | ||
152 | 2020.06.08 17:28 | t/p | 65 | 1.05 | 108.710 | 109.310 | 108.710 | 579.52 | 106567.83 |
153 | 2020.06.08 17:37 | sell | 66 | 1.06 | 108.602 | 109.132 | 108.002 | ||
154 | 2020.06.09 01:57 | close | 66 | 1.06 | 108.562 | 109.132 | 108.002 | 35.29 | 106603.12 |
155 | 2020.06.09 03:36 | sell | 67 | 1.06 | 108.141 | 108.671 | 107.541 | ||
156 | 2020.06.09 13:33 | close | 67 | 1.06 | 108.016 | 108.671 | 107.541 | 122.67 | 106725.79 |
157 | 2020.06.09 16:57 | sell | 68 | 1.06 | 107.682 | 108.212 | 107.082 | ||
158 | 2020.06.10 15:26 | close | 68 | 1.06 | 107.461 | 108.212 | 107.082 | 214.23 | 106940.02 |
159 | 2020.06.10 17:23 | sell | 69 | 1.06 | 107.177 | 107.707 | 106.577 | ||
160 | 2020.06.11 07:35 | close | 69 | 1.06 | 107.032 | 107.707 | 106.577 | 132.30 | 107072.32 |
161 | 2020.06.11 11:49 | sell | 70 | 1.07 | 106.808 | 107.338 | 106.208 | ||
162 | 2020.06.12 01:56 | close | 70 | 1.07 | 106.793 | 107.338 | 106.208 | 11.23 | 107083.54 |
163 | 2020.06.12 07:03 | buy | 71 | 1.07 | 107.242 | 106.712 | 107.842 | ||
164 | 2020.06.12 17:37 | close | 71 | 1.07 | 107.282 | 106.712 | 107.842 | 39.89 | 107123.43 |
165 | 2020.06.15 07:44 | sell | 72 | 1.07 | 107.045 | 107.575 | 106.445 | ||
166 | 2020.06.16 05:54 | s/l | 72 | 1.07 | 107.575 | 107.575 | 106.445 | -530.97 | 106592.46 |
167 | 2020.06.17 21:47 | sell | 73 | 1.06 | 107.073 | 107.603 | 106.473 | ||
168 | 2020.06.18 06:31 | close | 73 | 1.06 | 106.961 | 107.603 | 106.473 | 99.69 | 106692.15 |