Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.01.02 06:00 - 2009.08.18 23:00 (2009.01.01 - 2009.08.19) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | t="Trade Lots, if Lots=0 -> automatic Lot with MM %"; Lots=0.01; MMMini=false; MMStandard=false; Multi0="Trade MultiLots 0 -> (auto lots)"; Multi1="Trade MultiLots 1 -> all lots would be multiplied by 1 and so they would be the same size."; Multi2="Trade MultiLots 2 -> all new lots would be doubled."; Multi3="Trade MultiLots 3 -> all new lots would be triple."; Multilots=2; Trail1="If Trail Active TakeProfit Must + 10 pips"; Trail2="If Trail Not Active TakeProfit Must Default 33 pips"; TrailFunction=false; MaxTrades=8; Range=300; TakeProfit=330; StopLoss=3300; Pending=true; Hedge=true; Reverse=true; | ||||
Bars in test | 4873 | Ticks modelled | 6374881 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 279.26 | Gross profit | 8673.78 | Gross loss | -8394.52 |
Profit factor | 1.03 | Expected payoff | 0.28 | ||
Absolute drawdown | 1813.46 | Maximal drawdown | 4934.85 (35.89%) | Relative drawdown | 35.89% (4934.85) |
Total trades | 1005 | Short positions (won %) | 490 (69.39%) | Long positions (won %) | 515 (71.46%) |
Profit trades (% of total) | 708 (70.45%) | Loss trades (% of total) | 297 (29.55%) | ||
Largest | profit trade | 462.79 | loss trade | -1667.68 | |
Average | profit trade | 12.25 | loss trade | -28.26 | |
Maximum | consecutive wins (profit in money) | 15 (71.99) | consecutive losses (loss in money) | 8 (-4133.22) | |
Maximal | consecutive profit (count of wins) | 489.29 (8) | consecutive loss (count of losses) | -4133.22 (8) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.02 06:01 | sell | 1 | 0.01 | 91.070 | 94.370 | 90.740 | ||
2 | 2009.01.02 06:01 | sell limit | 2 | 0.02 | 91.359 | 94.659 | 91.029 | ||
3 | 2009.01.02 13:39 | sell | 2 | 0.02 | 91.359 | 94.659 | 91.029 | ||
4 | 2009.01.02 13:39 | sell limit | 3 | 0.04 | 91.700 | 95.000 | 91.370 | ||
5 | 2009.01.02 16:02 | t/p | 2 | 0.02 | 91.029 | 94.659 | 91.029 | 7.25 | 10007.25 |
6 | 2009.01.02 16:02 | close | 1 | 0.01 | 91.029 | 94.370 | 90.740 | 0.45 | 10007.70 |
7 | 2009.01.02 16:02 | delete | 3 | 0.04 | 91.700 | 95.000 | 91.370 | ||
8 | 2009.01.02 16:04 | buy | 4 | 0.01 | 90.810 | 87.510 | 91.140 | ||
9 | 2009.01.02 16:04 | buy limit | 5 | 0.02 | 90.517 | 87.217 | 90.847 | ||
10 | 2009.01.02 17:53 | t/p | 4 | 0.01 | 91.140 | 87.510 | 91.140 | 3.63 | 10011.33 |
11 | 2009.01.02 17:53 | delete | 5 | 0.02 | 90.517 | 87.217 | 90.847 | ||
12 | 2009.01.02 17:54 | buy | 6 | 0.01 | 91.100 | 87.800 | 91.430 | ||
13 | 2009.01.02 17:54 | buy limit | 7 | 0.02 | 90.813 | 87.513 | 91.143 | ||
14 | 2009.01.02 18:47 | t/p | 6 | 0.01 | 91.430 | 87.800 | 91.430 | 3.61 | 10014.94 |
15 | 2009.01.02 18:47 | delete | 7 | 0.02 | 90.813 | 87.513 | 91.143 | ||
16 | 2009.01.02 19:00 | sell | 8 | 0.01 | 91.370 | 94.670 | 91.040 | ||
17 | 2009.01.02 19:00 | sell limit | 9 | 0.02 | 91.650 | 94.950 | 91.320 | ||
18 | 2009.01.02 19:38 | sell | 9 | 0.02 | 91.650 | 94.950 | 91.320 | ||
19 | 2009.01.02 19:38 | sell limit | 10 | 0.04 | 91.957 | 95.257 | 91.627 | ||
20 | 2009.01.02 20:21 | sell | 10 | 0.04 | 91.957 | 95.257 | 91.627 | ||
21 | 2009.01.02 20:21 | sell limit | 11 | 0.08 | 92.260 | 95.560 | 91.930 | ||
22 | 2009.01.02 20:27 | sell | 11 | 0.08 | 92.260 | 95.560 | 91.930 | ||
23 | 2009.01.02 20:27 | sell limit | 12 | 0.16 | 92.590 | 95.890 | 92.260 | ||
24 | 2009.01.02 22:42 | t/p | 11 | 0.08 | 91.930 | 95.560 | 91.930 | 28.72 | 10043.66 |
25 | 2009.01.02 22:42 | close | 8 | 0.01 | 91.924 | 94.670 | 91.040 | -6.03 | 10037.63 |
26 | 2009.01.02 22:42 | close | 10 | 0.04 | 91.924 | 95.257 | 91.627 | 1.44 | 10039.07 |
27 | 2009.01.02 22:42 | close | 9 | 0.02 | 91.924 | 94.950 | 91.320 | -5.96 | 10033.11 |
28 | 2009.01.02 22:42 | delete | 12 | 0.16 | 92.590 | 95.890 | 92.260 | ||
29 | 2009.01.05 10:00 | sell | 13 | 0.01 | 92.930 | 96.230 | 92.600 | ||
30 | 2009.01.05 10:00 | sell limit | 14 | 0.02 | 93.214 | 96.514 | 92.884 | ||
31 | 2009.01.05 10:35 | sell | 14 | 0.02 | 93.214 | 96.514 | 92.884 | ||
32 | 2009.01.05 10:35 | sell limit | 15 | 0.04 | 93.515 | 96.815 | 93.185 | ||
33 | 2009.01.05 13:53 | sell | 15 | 0.04 | 93.515 | 96.815 | 93.185 | ||
34 | 2009.01.05 13:53 | sell limit | 16 | 0.08 | 93.830 | 97.130 | 93.500 | ||
35 | 2009.01.05 14:46 | t/p | 15 | 0.04 | 93.185 | 96.815 | 93.185 | 14.16 | 10047.27 |
36 | 2009.01.05 14:46 | close | 13 | 0.01 | 93.183 | 96.230 | 92.600 | -2.72 | 10044.55 |
37 | 2009.01.05 14:46 | delete | 16 | 0.08 | 93.830 | 97.130 | 93.500 | ||
38 | 2009.01.05 14:46 | close | 14 | 0.02 | 93.183 | 96.514 | 92.884 | 0.67 | 10045.22 |
39 | 2009.01.05 14:47 | sell | 17 | 0.01 | 93.170 | 96.470 | 92.840 | ||
40 | 2009.01.05 14:47 | sell limit | 18 | 0.02 | 93.452 | 96.752 | 93.122 | ||
41 | 2009.01.05 18:20 | sell | 18 | 0.02 | 93.452 | 96.752 | 93.122 | ||
42 | 2009.01.05 18:20 | sell limit | 19 | 0.04 | 93.755 | 97.055 | 93.425 | ||
43 | 2009.01.06 01:12 | t/p | 18 | 0.02 | 93.122 | 96.752 | 93.122 | 7.07 | 10052.29 |
44 | 2009.01.06 01:12 | close | 17 | 0.01 | 93.112 | 96.470 | 92.840 | 0.61 | 10052.91 |
45 | 2009.01.06 01:12 | delete | 19 | 0.04 | 93.755 | 97.055 | 93.425 | ||
46 | 2009.01.06 04:00 | buy | 20 | 0.01 | 93.180 | 89.880 | 93.510 | ||
47 | 2009.01.06 04:00 | buy limit | 21 | 0.02 | 92.889 | 89.589 | 93.219 | ||
48 | 2009.01.06 05:20 | buy | 21 | 0.02 | 92.889 | 89.589 | 93.219 | ||
49 | 2009.01.06 05:20 | buy limit | 22 | 0.04 | 92.570 | 89.270 | 92.900 | ||
50 | 2009.01.06 08:33 | t/p | 21 | 0.02 | 93.219 | 89.589 | 93.219 | 7.08 | 10059.99 |
51 | 2009.01.06 08:33 | close | 20 | 0.01 | 93.224 | 89.880 | 93.510 | 0.47 | 10060.46 |
52 | 2009.01.06 08:33 | delete | 22 | 0.04 | 92.570 | 89.270 | 92.900 | ||
53 | 2009.01.06 08:42 | sell | 23 | 0.01 | 93.324 | 96.624 | 92.994 | ||
54 | 2009.01.06 08:42 | sell limit | 24 | 0.02 | 93.638 | 96.938 | 93.308 | ||
55 | 2009.01.06 09:08 | sell | 24 | 0.02 | 93.638 | 96.938 | 93.308 | ||
56 | 2009.01.06 09:08 | sell limit | 25 | 0.04 | 93.951 | 97.251 | 93.621 | ||
57 | 2009.01.06 11:09 | sell | 25 | 0.04 | 93.951 | 97.251 | 93.621 | ||
58 | 2009.01.06 11:09 | sell limit | 26 | 0.08 | 94.258 | 97.558 | 93.928 | ||
59 | 2009.01.06 14:00 | sell | 26 | 0.08 | 94.258 | 97.558 | 93.928 | ||
60 | 2009.01.06 14:00 | sell limit | 27 | 0.16 | 94.560 | 97.860 | 94.230 | ||
61 | 2009.01.06 15:52 | sell | 27 | 0.16 | 94.560 | 97.860 | 94.230 | ||
62 | 2009.01.06 15:52 | sell limit | 28 | 0.32 | 94.860 | 98.160 | 94.530 | ||
63 | 2009.01.06 17:58 | t/p | 27 | 0.16 | 94.230 | 97.860 | 94.230 | 56.03 | 10116.49 |
64 | 2009.01.06 17:58 | close | 23 | 0.01 | 94.230 | 96.624 | 92.994 | -9.61 | 10106.88 |
65 | 2009.01.06 17:58 | close | 25 | 0.04 | 94.230 | 97.251 | 93.621 | -11.84 | 10095.04 |
66 | 2009.01.06 17:58 | delete | 28 | 0.32 | 94.860 | 98.160 | 94.530 | ||
67 | 2009.01.06 17:58 | close | 24 | 0.02 | 94.230 | 96.938 | 93.308 | -12.57 | 10082.47 |
68 | 2009.01.06 17:59 | close | 26 | 0.08 | 94.220 | 97.558 | 93.928 | 3.23 | 10085.70 |
69 | 2009.01.06 20:00 | buy | 29 | 0.01 | 93.880 | 90.580 | 94.210 | ||
70 | 2009.01.06 20:00 | buy limit | 30 | 0.02 | 93.565 | 90.265 | 93.895 | ||
71 | 2009.01.06 23:41 | buy | 30 | 0.02 | 93.565 | 90.265 | 93.895 | ||
72 | 2009.01.06 23:41 | buy limit | 31 | 0.04 | 93.260 | 89.960 | 93.590 | ||
73 | 2009.01.07 00:38 | buy | 31 | 0.04 | 93.260 | 89.960 | 93.590 | ||
74 | 2009.01.07 00:38 | buy limit | 32 | 0.08 | 92.940 | 89.640 | 93.270 | ||
75 | 2009.01.07 01:11 | t/p | 31 | 0.04 | 93.590 | 89.960 | 93.590 | 14.10 | 10099.80 |
76 | 2009.01.07 01:11 | close | 29 | 0.01 | 93.590 | 90.580 | 94.210 | -3.09 | 10096.70 |
77 | 2009.01.07 01:11 | delete | 32 | 0.08 | 92.940 | 89.640 | 93.270 | ||
78 | 2009.01.07 01:11 | close | 30 | 0.02 | 93.590 | 90.265 | 93.895 | 0.54 | 10097.24 |
79 | 2009.01.07 06:08 | sell | 33 | 0.01 | 93.850 | 97.150 | 93.520 | ||
80 | 2009.01.07 06:08 | sell limit | 34 | 0.02 | 94.145 | 97.445 | 93.815 | ||
81 | 2009.01.07 08:32 | t/p | 33 | 0.01 | 93.520 | 97.150 | 93.520 | 3.53 | 10100.77 |
82 | 2009.01.07 08:32 | delete | 34 | 0.02 | 94.145 | 97.445 | 93.815 | ||
83 | 2009.01.07 09:42 | buy | 35 | 0.01 | 93.329 | 90.029 | 93.659 | ||
84 | 2009.01.07 09:42 | buy limit | 36 | 0.02 | 93.018 | 89.718 | 93.348 | ||
85 | 2009.01.07 14:16 | buy | 36 | 0.02 | 93.018 | 89.718 | 93.348 | ||
86 | 2009.01.07 14:16 | buy limit | 37 | 0.04 | 92.680 | 89.380 | 93.010 | ||
87 | 2009.01.07 14:19 | buy | 37 | 0.04 | 92.680 | 89.380 | 93.010 | ||
88 | 2009.01.07 14:19 | buy limit | 38 | 0.08 | 92.380 | 89.080 | 92.710 | ||
89 | 2009.01.07 15:31 | t/p | 37 | 0.04 | 93.010 | 89.380 | 93.010 | 14.19 | 10114.96 |
90 | 2009.01.07 15:31 | close | 35 | 0.01 | 93.020 | 90.029 | 93.659 | -3.32 | 10111.64 |
91 | 2009.01.07 15:31 | delete | 38 | 0.08 | 92.380 | 89.080 | 92.710 | ||
92 | 2009.01.07 15:31 | close | 36 | 0.02 | 93.020 | 89.718 | 93.348 | 0.04 | 10111.68 |
93 | 2009.01.07 17:05 | buy | 39 | 0.01 | 92.640 | 89.340 | 92.970 | ||
94 | 2009.01.07 17:05 | buy limit | 40 | 0.02 | 92.345 | 89.045 | 92.675 | ||
95 | 2009.01.07 19:35 | t/p | 39 | 0.01 | 92.970 | 89.340 | 92.970 | 3.55 | 10115.23 |
96 | 2009.01.07 19:35 | delete | 40 | 0.02 | 92.345 | 89.045 | 92.675 | ||
97 | 2009.01.07 23:34 | buy | 41 | 0.01 | 92.500 | 89.200 | 92.830 | ||
98 | 2009.01.07 23:34 | buy limit | 42 | 0.02 | 92.205 | 88.905 | 92.535 | ||
99 | 2009.01.08 01:04 | t/p | 41 | 0.01 | 92.830 | 89.200 | 92.830 | 3.57 | 10118.80 |
100 | 2009.01.08 01:04 | delete | 42 | 0.02 | 92.205 | 88.905 | 92.535 | ||
101 | 2009.01.08 03:00 | sell | 43 | 0.01 | 92.890 | 96.190 | 92.560 | ||
102 | 2009.01.08 03:00 | sell limit | 44 | 0.02 | 93.197 | 96.497 | 92.867 | ||
103 | 2009.01.08 05:32 | t/p | 43 | 0.01 | 92.560 | 96.190 | 92.560 | 3.56 | 10122.36 |
104 | 2009.01.08 05:32 | delete | 44 | 0.02 | 93.197 | 96.497 | 92.867 | ||
105 | 2009.01.08 06:00 | buy | 45 | 0.01 | 92.550 | 89.250 | 92.880 | ||
106 | 2009.01.08 06:00 | buy limit | 46 | 0.02 | 92.245 | 88.945 | 92.575 | ||
107 | 2009.01.08 07:16 | buy | 46 | 0.02 | 92.245 | 88.945 | 92.575 | ||
108 | 2009.01.08 07:16 | buy limit | 47 | 0.04 | 91.945 | 88.645 | 92.275 | ||
109 | 2009.01.08 07:56 | buy | 47 | 0.04 | 91.945 | 88.645 | 92.275 | ||
110 | 2009.01.08 07:56 | buy limit | 48 | 0.08 | 91.610 | 88.310 | 91.940 | ||
111 | 2009.01.08 09:04 | buy | 48 | 0.08 | 91.610 | 88.310 | 91.940 | ||
112 | 2009.01.08 09:04 | buy limit | 49 | 0.16 | 91.300 | 88.000 | 91.630 | ||
113 | 2009.01.08 09:37 | t/p | 48 | 0.08 | 91.940 | 88.310 | 91.940 | 28.71 | 10151.07 |
114 | 2009.01.08 09:37 | close | 45 | 0.01 | 91.941 | 89.250 | 92.880 | -6.62 | 10144.45 |
115 | 2009.01.08 09:37 | close | 47 | 0.04 | 91.941 | 88.645 | 92.275 | -0.17 | 10144.28 |
116 | 2009.01.08 09:37 | close | 46 | 0.02 | 91.941 | 88.945 | 92.575 | -6.61 | 10137.67 |
117 | 2009.01.08 09:37 | delete | 49 | 0.16 | 91.300 | 88.000 | 91.630 | ||
118 | 2009.01.08 09:38 | buy | 50 | 0.01 | 91.980 | 88.680 | 92.310 | ||
119 | 2009.01.08 09:38 | buy limit | 51 | 0.02 | 91.673 | 88.373 | 92.003 | ||
120 | 2009.01.08 11:36 | buy | 51 | 0.02 | 91.673 | 88.373 | 92.003 | ||
121 | 2009.01.08 11:36 | buy limit | 52 | 0.04 | 91.370 | 88.070 | 91.700 | ||
122 | 2009.01.08 13:35 | buy | 52 | 0.04 | 91.370 | 88.070 | 91.700 | ||
123 | 2009.01.08 13:35 | buy limit | 53 | 0.08 | 91.070 | 87.770 | 91.400 | ||
124 | 2009.01.08 14:31 | buy | 53 | 0.08 | 91.070 | 87.770 | 91.400 | ||
125 | 2009.01.08 14:31 | buy limit | 54 | 0.16 | 90.730 | 87.430 | 91.060 | ||
126 | 2009.01.08 21:01 | t/p | 53 | 0.08 | 91.400 | 87.770 | 91.400 | 28.89 | 10166.56 |
127 | 2009.01.08 21:01 | close | 50 | 0.01 | 91.403 | 88.680 | 92.310 | -6.31 | 10160.25 |
128 | 2009.01.08 21:01 | close | 52 | 0.04 | 91.403 | 88.070 | 91.700 | 1.44 | 10161.69 |
129 | 2009.01.08 21:01 | close | 51 | 0.02 | 91.403 | 88.373 | 92.003 | -5.91 | 10155.78 |
130 | 2009.01.08 21:01 | delete | 54 | 0.16 | 90.730 | 87.430 | 91.060 | ||
131 | 2009.01.09 01:01 | sell | 55 | 0.01 | 91.370 | 94.670 | 91.040 | ||
132 | 2009.01.09 01:01 | sell limit | 56 | 0.02 | 91.675 | 94.975 | 91.345 | ||
133 | 2009.01.09 04:04 | buy | 57 | 0.01 | 91.239 | 87.939 | 91.569 | ||
134 | 2009.01.09 04:04 | buy limit | 58 | 0.02 | 90.942 | 87.642 | 91.272 | ||
135 | 2009.01.09 10:18 | t/p | 55 | 0.01 | 91.040 | 94.670 | 91.040 | 3.63 | 10159.41 |
136 | 2009.01.09 10:18 | delete | 56 | 0.02 | 91.675 | 94.975 | 91.345 | ||
137 | 2009.01.09 10:24 | buy | 58 | 0.02 | 90.942 | 87.642 | 91.272 | ||
138 | 2009.01.09 10:24 | buy limit | 59 | 0.04 | 90.641 | 87.341 | 90.971 | ||
139 | 2009.01.09 10:54 | buy | 59 | 0.04 | 90.641 | 87.341 | 90.971 | ||
140 | 2009.01.09 10:54 | buy limit | 60 | 0.08 | 90.340 | 87.040 | 90.670 | ||
141 | 2009.01.09 12:22 | t/p | 59 | 0.04 | 90.971 | 87.341 | 90.971 | 14.51 | 10173.92 |
142 | 2009.01.09 12:22 | close | 57 | 0.01 | 90.972 | 87.939 | 91.569 | -2.93 | 10170.99 |
143 | 2009.01.09 12:22 | delete | 60 | 0.08 | 90.340 | 87.040 | 90.670 | ||
144 | 2009.01.09 12:22 | close | 58 | 0.02 | 90.972 | 87.642 | 91.272 | 0.66 | 10171.65 |
145 | 2009.01.09 12:35 | buy | 61 | 0.01 | 90.906 | 87.606 | 91.236 | ||
146 | 2009.01.09 12:35 | buy limit | 62 | 0.02 | 90.591 | 87.291 | 90.921 | ||
147 | 2009.01.09 14:30 | t/p | 61 | 0.01 | 91.236 | 87.606 | 91.236 | 3.62 | 10175.27 |
148 | 2009.01.09 14:30 | delete | 62 | 0.02 | 90.591 | 87.291 | 90.921 | ||
149 | 2009.01.09 15:00 | sell | 63 | 0.01 | 91.390 | 94.690 | 91.060 | ||
150 | 2009.01.09 15:00 | sell limit | 64 | 0.02 | 91.689 | 94.989 | 91.359 | ||
151 | 2009.01.09 15:31 | t/p | 63 | 0.01 | 91.060 | 94.690 | 91.060 | 3.63 | 10178.90 |
152 | 2009.01.09 15:31 | delete | 64 | 0.02 | 91.689 | 94.989 | 91.359 | ||
153 | 2009.01.09 17:00 | buy | 65 | 0.01 | 90.220 | 86.920 | 90.550 | ||
154 | 2009.01.09 17:00 | buy limit | 66 | 0.02 | 89.904 | 86.604 | 90.234 | ||
155 | 2009.01.09 20:32 | t/p | 65 | 0.01 | 90.550 | 86.920 | 90.550 | 3.64 | 10182.54 |
156 | 2009.01.09 20:32 | delete | 66 | 0.02 | 89.904 | 86.604 | 90.234 | ||
157 | 2009.01.09 20:51 | buy | 67 | 0.01 | 90.440 | 87.140 | 90.770 | ||
158 | 2009.01.09 20:51 | buy limit | 68 | 0.02 | 90.134 | 86.834 | 90.464 | ||
159 | 2009.01.12 00:00 | buy | 68 | 0.02 | 90.134 | 86.834 | 90.464 | ||
160 | 2009.01.12 00:00 | buy limit | 69 | 0.04 | 89.770 | 86.470 | 90.100 | ||
161 | 2009.01.12 12:41 | buy | 69 | 0.04 | 89.770 | 86.470 | 90.100 | ||
162 | 2009.01.12 12:41 | buy limit | 70 | 0.08 | 89.460 | 86.160 | 89.790 | ||
163 | 2009.01.12 16:08 | buy | 70 | 0.08 | 89.460 | 86.160 | 89.790 | ||
164 | 2009.01.12 16:08 | buy limit | 71 | 0.16 | 89.157 | 85.857 | 89.487 | ||
165 | 2009.01.12 17:06 | buy | 71 | 0.16 | 89.157 | 85.857 | 89.487 | ||
166 | 2009.01.12 17:06 | buy limit | 72 | 0.32 | 88.820 | 85.520 | 89.150 | ||
167 | 2009.01.13 00:55 | t/p | 71 | 0.16 | 89.487 | 85.857 | 89.487 | 59.09 | 10241.63 |
168 | 2009.01.13 00:55 | close | 67 | 0.01 | 89.490 | 87.140 | 90.770 | -10.61 | 10231.02 |
169 | 2009.01.13 00:55 | close | 69 | 0.04 | 89.490 | 86.470 | 90.100 | -12.50 | 10218.52 |
170 | 2009.01.13 00:55 | delete | 72 | 0.32 | 88.820 | 85.520 | 89.150 | ||
171 | 2009.01.13 00:55 | close | 68 | 0.02 | 89.490 | 86.834 | 90.464 | -14.38 | 10204.14 |
172 | 2009.01.13 00:55 | close | 70 | 0.08 | 89.483 | 86.160 | 89.790 | 2.10 | 10206.25 |
173 | 2009.01.13 01:51 | sell | 73 | 0.01 | 89.480 |