Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2010.01.14 02:00 - 2019.11.29 23:00 (2010.01.14 - 2019.12.02) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | PARAMETER1=12; PARAMETER2=7; DisplayInfoPanel=true; TimeRangeFrom="00:00"; TimeRangeTo="23:59"; ExitAtHour=0; Magic_Number=1111; Balance_Per_Lot=100000; Fixed_Lots=0.01; Equity_DrawDown_Stop=0.9; Min_Pip_Distance_Between_Trades=10; InpTakeProfit=110; Lot_Multiplier=1; Max_Spread=3; | ||||
Bars in test | 61690 | Ticks modelled | 147785575 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Variable | ||
Total net profit | 283.28 | Gross profit | 377.34 | Gross loss | -94.06 |
Profit factor | 4.01 | Expected payoff | 7.45 | ||
Absolute drawdown | 76.51 | Maximal drawdown | 129.37 (11.78%) | Relative drawdown | 11.78% (129.37) |
Total trades | 38 | Short positions (won %) | 20 (80.00%) | Long positions (won %) | 18 (88.89%) |
Profit trades (% of total) | 32 (84.21%) | Loss trades (% of total) | 6 (15.79%) | ||
Largest | profit trade | 51.53 | loss trade | -51.49 | |
Average | profit trade | 11.79 | loss trade | -15.68 | |
Maximum | consecutive wins (profit in money) | 9 (85.87) | consecutive losses (loss in money) | 1 (-51.49) | |
Maximal | consecutive profit (count of wins) | 146.91 (8) | consecutive loss (count of losses) | -51.49 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.15 20:00 | sell | 1 | 0.01 | 90.510 | 0.000 | 0.000 | ||
2 | 2010.03.15 20:00 | modify | 1 | 0.01 | 90.510 | 0.000 | 89.410 | ||
3 | 2010.04.15 12:00 | sell | 2 | 0.01 | 92.990 | 0.000 | 0.000 | ||
4 | 2010.04.15 12:00 | modify | 2 | 0.01 | 92.990 | 0.000 | 90.650 | ||
5 | 2010.04.15 12:00 | modify | 1 | 0.01 | 90.510 | 0.000 | 90.650 | ||
6 | 2010.05.06 21:08 | close | 2 | 0.01 | 91.323 | 0.000 | 90.650 | 15.65 | 1015.65 |
7 | 2010.05.06 21:08 | close | 1 | 0.01 | 91.323 | 0.000 | 90.650 | -15.47 | 1000.19 |
8 | 2010.06.01 05:00 | sell | 3 | 0.01 | 91.015 | 0.000 | 0.000 | ||
9 | 2010.06.01 05:00 | modify | 3 | 0.01 | 91.015 | 0.000 | 89.915 | ||
10 | 2010.06.23 21:22 | t/p | 3 | 0.01 | 89.915 | 0.000 | 89.915 | 9.52 | 1009.71 |
11 | 2010.10.22 17:00 | buy | 4 | 0.01 | 81.343 | 0.000 | 0.000 | ||
12 | 2010.10.22 17:00 | modify | 4 | 0.01 | 81.343 | 0.000 | 82.443 | ||
13 | 2010.11.10 15:31 | t/p | 4 | 0.01 | 82.443 | 0.000 | 82.443 | 14.30 | 1024.01 |
14 | 2010.11.22 22:00 | sell | 5 | 0.01 | 83.275 | 0.000 | 0.000 | ||
15 | 2010.11.22 22:00 | modify | 5 | 0.01 | 83.275 | 0.000 | 82.175 | ||
16 | 2010.12.28 12:43 | t/p | 5 | 0.01 | 82.175 | 0.000 | 82.175 | 8.99 | 1033.00 |
17 | 2011.05.04 14:00 | buy | 6 | 0.01 | 81.122 | 0.000 | 0.000 | ||
18 | 2011.05.04 14:00 | modify | 6 | 0.01 | 81.122 | 0.000 | 82.222 | ||
19 | 2011.05.19 16:29 | t/p | 6 | 0.01 | 82.222 | 0.000 | 82.222 | 14.34 | 1047.33 |
20 | 2011.06.17 02:00 | sell | 7 | 0.01 | 80.586 | 0.000 | 0.000 | ||
21 | 2011.06.17 02:00 | modify | 7 | 0.01 | 80.586 | 0.000 | 79.486 | ||
22 | 2011.07.12 11:02 | t/p | 7 | 0.01 | 79.486 | 0.000 | 79.486 | 11.00 | 1058.33 |
23 | 2012.05.10 17:00 | buy | 8 | 0.01 | 79.909 | 0.000 | 0.000 | ||
24 | 2012.05.10 17:00 | modify | 8 | 0.01 | 79.909 | 0.000 | 81.009 | ||
25 | 2012.11.15 12:15 | t/p | 8 | 0.01 | 81.009 | 0.000 | 81.009 | 24.91 | 1083.24 |
26 | 2013.01.15 07:00 | sell | 9 | 0.01 | 89.029 | 0.000 | 0.000 | ||
27 | 2013.01.15 07:00 | modify | 9 | 0.01 | 89.029 | 0.000 | 87.929 | ||
28 | 2013.01.16 10:28 | t/p | 9 | 0.01 | 87.929 | 0.000 | 87.929 | 12.32 | 1095.56 |
29 | 2013.03.06 04:00 | sell | 10 | 0.01 | 93.084 | 0.000 | 0.000 | ||
30 | 2013.03.06 04:00 | modify | 10 | 0.01 | 93.084 | 0.000 | 91.984 | ||
31 | 2013.05.16 19:00 | sell | 11 | 0.01 | 102.223 | 0.000 | 0.000 | ||
32 | 2013.05.16 19:00 | modify | 11 | 0.01 | 102.223 | 0.000 | 96.554 | ||
33 | 2013.05.16 19:00 | modify | 10 | 0.01 | 93.084 | 0.000 | 96.554 | ||
34 | 2013.06.06 19:15 | close | 11 | 0.01 | 96.974 | 0.000 | 96.554 | 51.53 | 1147.09 |
35 | 2013.06.06 19:15 | close | 10 | 0.01 | 96.974 | 0.000 | 96.554 | -51.49 | 1095.61 |
36 | 2013.07.31 08:00 | buy | 12 | 0.01 | 98.026 | 0.000 | 0.000 | ||
37 | 2013.07.31 08:00 | modify | 12 | 0.01 | 98.026 | 0.000 | 99.126 | ||
38 | 2013.08.01 17:00 | t/p | 12 | 0.01 | 99.126 | 0.000 | 99.126 | 11.21 | 1106.82 |
39 | 2014.03.26 22:00 | sell | 13 | 0.01 | 102.055 | 0.000 | 0.000 | ||
40 | 2014.03.26 22:00 | modify | 13 | 0.01 | 102.055 | 0.000 | 100.955 | ||
41 | 2014.05.21 09:35 | t/p | 13 | 0.01 | 100.955 | 0.000 | 100.955 | 4.09 | 1110.91 |
42 | 2014.09.15 18:00 | sell | 14 | 0.01 | 107.232 | 0.000 | 0.000 | ||
43 | 2014.09.15 18:00 | modify | 14 | 0.01 | 107.232 | 0.000 | 106.132 | ||
44 | 2014.10.15 16:24 | t/p | 14 | 0.01 | 106.132 | 0.000 | 106.132 | 6.68 | 1117.59 |
45 | 2015.02.26 06:00 | sell | 15 | 0.01 | 118.943 | 0.000 | 0.000 | ||
46 | 2015.02.26 06:00 | modify | 15 | 0.01 | 118.943 | 0.000 | 117.843 | ||
47 | 2015.03.11 18:00 | sell | 16 | 0.01 | 121.351 | 0.000 | 0.000 | ||
48 | 2015.03.11 18:00 | modify | 16 | 0.01 | 121.351 | 0.000 | 119.047 | ||
49 | 2015.03.11 18:00 | modify | 15 | 0.01 | 118.943 | 0.000 | 119.047 | ||
50 | 2015.03.18 23:02 | close | 16 | 0.01 | 119.956 | 0.000 | 119.047 | 10.72 | 1128.31 |
51 | 2015.03.18 23:02 | close | 15 | 0.01 | 119.956 | 0.000 | 119.047 | -10.68 | 1117.63 |
52 | 2015.04.20 18:00 | buy | 17 | 0.01 | 119.260 | 0.000 | 0.000 | ||
53 | 2015.04.20 18:00 | modify | 17 | 0.01 | 119.260 | 0.000 | 120.360 | ||
54 | 2015.05.05 13:26 | t/p | 17 | 0.01 | 120.360 | 0.000 | 120.360 | 9.97 | 1127.61 |
55 | 2015.05.11 02:00 | buy | 18 | 0.01 | 119.820 | 0.000 | 0.000 | ||
56 | 2015.05.11 02:00 | modify | 18 | 0.01 | 119.820 | 0.000 | 120.920 | ||
57 | 2015.05.20 03:46 | t/p | 18 | 0.01 | 120.920 | 0.000 | 120.920 | 9.56 | 1137.17 |
58 | 2015.06.22 12:00 | buy | 19 | 0.01 | 123.024 | 0.000 | 0.000 | ||
59 | 2015.06.22 12:00 | modify | 19 | 0.01 | 123.024 | 0.000 | 124.124 | ||
60 | 2015.06.23 15:56 | t/p | 19 | 0.01 | 124.124 | 0.000 | 124.124 | 8.85 | 1146.02 |
61 | 2015.08.18 02:00 | buy | 20 | 0.01 | 124.409 | 0.000 | 0.000 | ||
62 | 2015.08.18 02:00 | modify | 20 | 0.01 | 124.409 | 0.000 | 125.509 | ||
63 | 2015.11.02 23:00 | buy | 21 | 0.01 | 120.760 | 0.000 | 0.000 | ||
64 | 2015.11.02 23:00 | modify | 21 | 0.01 | 120.760 | 0.000 | 123.685 | ||
65 | 2015.11.02 23:00 | modify | 20 | 0.01 | 124.409 | 0.000 | 123.685 | ||
66 | 2015.11.06 15:30 | close | 21 | 0.01 | 122.594 | 0.000 | 123.685 | 15.25 | 1161.27 |
67 | 2015.11.06 15:30 | close | 20 | 0.01 | 122.594 | 0.000 | 123.685 | -9.93 | 1151.35 |
68 | 2015.12.01 22:00 | sell | 22 | 0.01 | 122.830 | 0.000 | 0.000 | ||
69 | 2015.12.01 22:00 | modify | 22 | 0.01 | 122.830 | 0.000 | 121.730 | ||
70 | 2015.12.09 19:20 | t/p | 22 | 0.01 | 121.730 | 0.000 | 121.730 | 8.01 | 1159.35 |
71 | 2015.12.15 17:00 | buy | 23 | 0.01 | 121.426 | 0.000 | 0.000 | ||
72 | 2015.12.15 17:00 | modify | 23 | 0.01 | 121.426 | 0.000 | 122.526 | ||
73 | 2015.12.17 02:45 | t/p | 23 | 0.01 | 122.526 | 0.000 | 122.526 | 9.15 | 1168.51 |
74 | 2016.04.15 14:00 | sell | 24 | 0.01 | 108.968 | 0.000 | 0.000 | ||
75 | 2016.04.15 14:00 | modify | 24 | 0.01 | 108.968 | 0.000 | 107.868 | ||
76 | 2016.04.18 05:00 | t/p | 24 | 0.01 | 107.868 | 0.000 | 107.868 | 10.01 | 1178.52 |
77 | 2016.10.18 19:00 | sell | 25 | 0.01 | 103.809 | 0.000 | 0.000 | ||
78 | 2016.10.18 19:00 | modify | 25 | 0.01 | 103.809 | 0.000 | 102.709 | ||
79 | 2016.10.31 23:00 | sell | 26 | 0.01 | 104.874 | 0.000 | 0.000 | ||
80 | 2016.10.31 23:00 | modify | 26 | 0.01 | 104.874 | 0.000 | 103.242 | ||
81 | 2016.10.31 23:00 | modify | 25 | 0.01 | 103.809 | 0.000 | 103.242 | ||
82 | 2016.11.01 19:30 | close | 26 | 0.01 | 104.238 | 0.000 | 103.242 | 5.91 | 1184.42 |
83 | 2016.11.01 19:30 | close | 25 | 0.01 | 104.238 | 0.000 | 103.242 | -5.87 | 1178.55 |
84 | 2017.05.26 07:00 | sell | 27 | 0.01 | 111.606 | 0.000 | 0.000 | ||
85 | 2017.05.26 07:00 | modify | 27 | 0.01 | 111.606 | 0.000 | 110.506 | ||
86 | 2017.05.31 18:13 | t/p | 27 | 0.01 | 110.506 | 0.000 | 110.506 | 9.52 | 1188.07 |
87 | 2017.06.23 10:00 | sell | 28 | 0.01 | 111.277 | 0.000 | 0.000 | ||
88 | 2017.06.23 10:00 | modify | 28 | 0.01 | 111.277 | 0.000 | 110.177 | ||
89 | 2017.08.01 05:18 | t/p | 28 | 0.01 | 110.177 | 0.000 | 110.177 | 5.46 | 1193.53 |
90 | 2018.04.18 06:00 | buy | 29 | 0.01 | 107.246 | 0.000 | 0.000 | ||
91 | 2018.04.18 06:00 | modify | 29 | 0.01 | 107.246 | 0.000 | 108.346 | ||
92 | 2018.04.23 16:55 | t/p | 29 | 0.01 | 108.346 | 0.000 | 108.346 | 10.38 | 1203.91 |
93 | 2018.05.22 20:00 | sell | 30 | 0.01 | 110.941 | 0.000 | 0.000 | ||
94 | 2018.05.22 20:00 | modify | 30 | 0.01 | 110.941 | 0.000 | 109.841 | ||
95 | 2018.05.23 11:03 | t/p | 30 | 0.01 | 109.841 | 0.000 | 109.841 | 9.82 | 1213.73 |
96 | 2018.05.31 13:00 | buy | 31 | 0.01 | 108.844 | 0.000 | 0.000 | ||
97 | 2018.05.31 13:00 | modify | 31 | 0.01 | 108.844 | 0.000 | 109.944 | ||
98 | 2018.06.05 02:17 | t/p | 31 | 0.01 | 109.944 | 0.000 | 109.944 | 10.12 | 1223.85 |
99 | 2018.12.14 19:00 | sell | 32 | 0.01 | 113.351 | 0.000 | 0.000 | ||
100 | 2018.12.14 19:00 | modify | 32 | 0.01 | 113.351 | 0.000 | 112.251 | ||
101 | 2018.12.19 02:09 | t/p | 32 | 0.01 | 112.251 | 0.000 | 112.251 | 9.37 | 1233.22 |
102 | 2019.01.30 14:00 | buy | 33 | 0.01 | 109.409 | 0.000 | 0.000 | ||
103 | 2019.01.30 14:00 | modify | 33 | 0.01 | 109.409 | 0.000 | 110.509 | ||
104 | 2019.02.12 02:46 | t/p | 33 | 0.01 | 110.509 | 0.000 | 110.509 | 10.66 | 1243.88 |
105 | 2019.03.13 08:00 | buy | 34 | 0.01 | 111.296 | 0.000 | 0.000 | ||
106 | 2019.03.13 08:00 | modify | 34 | 0.01 | 111.296 | 0.000 | 112.396 | ||
107 | 2019.04.24 22:06 | t/p | 34 | 0.01 | 112.396 | 0.000 | 112.396 | 12.25 | 1256.14 |
108 | 2019.05.16 13:00 | buy | 35 | 0.01 | 109.577 | 0.000 | 0.000 | ||
109 | 2019.05.16 13:00 | modify | 35 | 0.01 | 109.577 | 0.000 | 110.677 | ||
110 | 2019.06.13 15:00 | buy | 36 | 0.01 | 108.421 | 0.000 | 0.000 | ||
111 | 2019.06.13 15:00 | modify | 36 | 0.01 | 108.421 | 0.000 | 110.099 | ||
112 | 2019.06.13 15:00 | modify | 35 | 0.01 | 109.577 | 0.000 | 110.099 | ||
113 | 2019.08.01 03:17 | close | 36 | 0.01 | 109.010 | 0.000 | 110.099 | 8.28 | 1264.42 |
114 | 2019.08.01 03:17 | close | 35 | 0.01 | 109.010 | 0.000 | 110.099 | -0.63 | 1263.79 |
115 | 2019.08.15 23:00 | buy | 37 | 0.01 | 106.041 | 0.000 | 0.000 | ||
116 | 2019.08.15 23:00 | modify | 37 | 0.01 | 106.041 | 0.000 | 107.141 | ||
117 | 2019.09.05 17:15 | t/p | 37 | 0.01 | 107.141 | 0.000 | 107.141 | 11.46 | 1275.25 |
118 | 2019.11.21 21:00 | buy | 38 | 0.01 | 108.635 | 0.000 | 0.000 | ||
119 | 2019.11.21 21:00 | modify | 38 | 0.01 | 108.635 | 0.000 | 109.735 | ||
120 | 2019.11.29 23:59 | close at stop | 38 | 0.01 | 109.469 | 0.000 | 109.735 | 8.03 | 1283.28 |