Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 30 Minutes (M30) 2019.11.04 00:00 - 2019.12.27 23:30 (2019.11.02 - 2020.01.02) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lots=0.1; Slippage=5; MaximumRisk=85; DecreaseFactor=0.5; DeltaDoji=55; TakeProfit=250; StopLoss=150; BarsTP=8; BarsSL=8; BarsTSL=6; BarsShift=1; TimeOpen=13; TimeClose=18; | ||||
Bars in test | 2855 | Ticks modelled | 1048434 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 500.00 | Spread | Current (30) | ||
Total net profit | 1051413.35 | Gross profit | 1977373.56 | Gross loss | -925960.21 |
Profit factor | 2.14 | Expected payoff | 33916.56 | ||
Absolute drawdown | 183.47 | Maximal drawdown | 481734.62 (43.43%) | Relative drawdown | 66.00% (4003.89) |
Total trades | 31 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 15 (60.00%) |
Profit trades (% of total) | 19 (61.29%) | Loss trades (% of total) | 12 (38.71%) | ||
Largest | profit trade | 230449.50 | loss trade | -288997.91 | |
Average | profit trade | 104072.29 | loss trade | -77163.35 | |
Maximum | consecutive wins (profit in money) | 6 (362318.80) | consecutive losses (loss in money) | 5 (-334735.22) | |
Maximal | consecutive profit (count of wins) | 688336.72 (3) | consecutive loss (count of losses) | -334735.22 (5) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.11.04 13:00 | buy stop | 1 | 2.38 | 108.633 | 108.483 | 108.883 | ||
2 | 2019.11.04 13:00 | sell stop | 2 | 2.38 | 108.305 | 108.455 | 108.055 | ||
3 | 2019.11.04 18:19 | buy | 1 | 2.38 | 108.633 | 108.483 | 108.883 | ||
4 | 2019.11.05 10:35 | t/p | 1 | 2.38 | 108.883 | 108.483 | 108.883 | 551.55 | 1051.55 |
5 | 2019.11.05 16:00 | buy | 3 | 4.99 | 108.952 | 108.772 | 109.202 | ||
6 | 2019.11.05 18:06 | t/p | 3 | 4.99 | 109.202 | 108.772 | 109.202 | 1142.37 | 2193.92 |
7 | 2019.11.08 15:00 | sell | 4 | 10.42 | 109.364 | 109.544 | 109.114 | ||
8 | 2019.11.08 17:01 | t/p | 4 | 10.42 | 109.114 | 109.544 | 109.114 | 2387.43 | 4581.35 |
9 | 2019.11.08 17:01 | sell | 5 | 10.81 | 109.083 | 109.474 | 108.833 | ||
10 | 2019.11.13 14:23 | t/p | 5 | 10.81 | 108.833 | 109.474 | 108.833 | 2235.85 | 6817.20 |
11 | 2019.11.13 14:30 | sell | 6 | 20.03 | 108.834 | 109.148 | 108.584 | ||
12 | 2019.11.14 18:03 | t/p | 6 | 20.03 | 108.584 | 109.148 | 108.584 | 4153.39 | 10970.59 |
13 | 2019.11.14 18:42 | sell | 2 | 2.38 | 108.305 | 108.455 | 108.055 | ||
14 | 2019.11.14 22:34 | s/l | 2 | 2.38 | 108.455 | 108.455 | 108.055 | -329.17 | 10641.42 |
15 | 2019.11.15 16:30 | buy | 7 | 50.55 | 108.796 | 108.616 | 109.046 | ||
16 | 2019.11.18 12:27 | t/p | 7 | 50.55 | 109.046 | 108.616 | 109.046 | 11697.28 | 22338.70 |
17 | 2019.11.18 15:30 | sell | 8 | 64.20 | 108.749 | 109.070 | 108.499 | ||
18 | 2019.11.18 16:08 | modify | 8 | 64.20 | 108.749 | 109.062 | 108.499 | ||
19 | 2019.11.19 03:07 | t/p | 8 | 64.20 | 108.499 | 109.062 | 108.499 | 14303.31 | 36642.01 |
20 | 2019.11.19 13:30 | sell | 9 | 174.05 | 108.714 | 108.894 | 108.464 | ||
21 | 2019.11.19 14:01 | modify | 9 | 174.05 | 108.714 | 108.835 | 108.464 | ||
22 | 2019.11.19 16:14 | modify | 9 | 174.05 | 108.714 | 108.814 | 108.464 | ||
23 | 2019.11.19 16:31 | modify | 9 | 174.05 | 108.714 | 108.769 | 108.464 | ||
24 | 2019.11.20 01:05 | t/p | 9 | 174.05 | 108.464 | 108.769 | 108.464 | 38790.43 | 75432.45 |
25 | 2019.11.22 17:00 | buy | 10 | 314.87 | 108.696 | 108.475 | 108.946 | ||
26 | 2019.11.22 17:00 | modify | 10 | 314.87 | 108.696 | 108.503 | 108.946 | ||
27 | 2019.11.22 17:45 | modify | 10 | 314.87 | 108.696 | 108.519 | 108.946 | ||
28 | 2019.11.25 13:00 | modify | 10 | 314.87 | 108.696 | 108.829 | 108.946 | ||
29 | 2019.11.25 14:30 | modify | 10 | 314.87 | 108.696 | 108.832 | 108.946 | ||
30 | 2019.11.25 15:30 | modify | 10 | 314.87 | 108.696 | 108.837 | 108.946 | ||
31 | 2019.11.25 15:47 | t/p | 10 | 314.87 | 108.946 | 108.837 | 108.946 | 72925.87 | 148358.31 |
32 | 2019.11.26 16:30 | buy | 11 | 704.70 | 109.061 | 108.881 | 109.311 | ||
33 | 2019.11.26 16:36 | modify | 11 | 704.70 | 109.061 | 108.918 | 109.311 | ||
34 | 2019.11.26 17:56 | modify | 11 | 704.70 | 109.061 | 108.921 | 109.311 | ||
35 | 2019.11.27 13:00 | modify | 11 | 704.70 | 109.061 | 109.106 | 109.311 | ||
36 | 2019.11.27 13:00 | s/l | 11 | 704.70 | 109.106 | 109.106 | 109.311 | 30572.20 | 178930.52 |
37 | 2019.11.27 16:00 | buy | 12 | 849.92 | 109.257 | 109.077 | 109.507 | ||
38 | 2019.11.27 16:18 | modify | 12 | 849.92 | 109.257 | 109.106 | 109.507 | ||
39 | 2019.11.27 16:30 | modify | 12 | 849.92 | 109.257 | 109.109 | 109.507 | ||
40 | 2019.11.27 17:00 | modify | 12 | 849.92 | 109.257 | 109.111 | 109.507 | ||
41 | 2019.11.27 17:30 | modify | 12 | 849.92 | 109.257 | 109.123 | 109.507 | ||
42 | 2019.11.27 21:28 | t/p | 12 | 849.92 | 109.507 | 109.123 | 109.507 | 194029.71 | 372960.23 |
43 | 2019.11.29 17:30 | sell | 13 | 1000.00 | 109.506 | 109.686 | 109.256 | ||
44 | 2019.11.29 17:39 | modify | 13 | 1000.00 | 109.506 | 109.669 | 109.256 | ||
45 | 2019.12.02 02:16 | s/l | 13 | 1000.00 | 109.669 | 109.669 | 109.256 | -156255.06 | 216705.17 |
46 | 2019.12.02 13:31 | sell | 14 | 1000.00 | 109.573 | 109.753 | 109.323 | ||
47 | 2019.12.02 13:34 | modify | 14 | 1000.00 | 109.573 | 109.701 | 109.323 | ||
48 | 2019.12.02 14:00 | modify | 14 | 1000.00 | 109.573 | 109.695 | 109.323 | ||
49 | 2019.12.02 14:30 | modify | 14 | 1000.00 | 109.573 | 109.665 | 109.323 | ||
50 | 2019.12.02 15:00 | modify | 14 | 1000.00 | 109.573 | 109.651 | 109.323 | ||
51 | 2019.12.02 16:00 | modify | 14 | 1000.00 | 109.573 | 109.645 | 109.323 | ||
52 | 2019.12.02 16:38 | modify | 14 | 1000.00 | 109.573 | 109.609 | 109.323 | ||
53 | 2019.12.02 17:02 | t/p | 14 | 1000.00 | 109.323 | 109.609 | 109.323 | 228682.24 | 445387.41 |
54 | 2019.12.02 17:02 | sell | 15 | 1000.00 | 109.292 | 109.645 | 109.042 | ||
55 | 2019.12.02 17:05 | modify | 15 | 1000.00 | 109.292 | 109.609 | 109.042 | ||
56 | 2019.12.02 18:31 | t/p | 15 | 1000.00 | 109.042 | 109.609 | 109.042 | 229269.46 | 674656.87 |
57 | 2019.12.03 15:00 | sell | 16 | 1000.00 | 108.765 | 109.107 | 108.515 | ||
58 | 2019.12.03 15:11 | modify | 16 | 1000.00 | 108.765 | 109.074 | 108.515 | ||
59 | 2019.12.03 15:33 | modify | 16 | 1000.00 | 108.765 | 108.913 | 108.515 | ||
60 | 2019.12.03 17:00 | modify | 16 | 1000.00 | 108.765 | 108.863 | 108.515 | ||
61 | 2019.12.03 17:30 | modify | 16 | 1000.00 | 108.765 | 108.855 | 108.515 | ||
62 | 2019.12.03 19:57 | t/p | 16 | 1000.00 | 108.515 | 108.855 | 108.515 | 230385.02 | 905041.89 |
63 | 2019.12.04 13:00 | sell | 17 | 1000.00 | 108.663 | 108.843 | 108.413 | ||
64 | 2019.12.04 14:02 | modify | 17 | 1000.00 | 108.663 | 108.792 | 108.413 | ||
65 | 2019.12.04 15:15 | modify | 17 | 1000.00 | 108.663 | 108.768 | 108.413 | ||
66 | 2019.12.04 16:00 | modify | 17 | 1000.00 | 108.663 | 108.711 | 108.413 | ||
67 | 2019.12.04 16:19 | s/l | 17 | 1000.00 | 108.711 | 108.711 | 108.413 | -44153.77 | 860888.12 |
68 | 2019.12.04 16:19 | sell | 18 | 1000.00 | 108.681 | 108.861 | 108.431 | ||
69 | 2019.12.04 17:00 | close | 18 | 1000.00 | 108.762 | 108.861 | 108.431 | -74474.54 | 786413.58 |
70 | 2019.12.04 17:30 | buy | 19 | 1000.00 | 108.867 | 108.548 | 109.117 | ||
71 | 2019.12.05 13:00 | modify | 19 | 1000.00 | 108.867 | 108.851 | 109.117 | ||
72 | 2019.12.05 13:30 | modify | 19 | 1000.00 | 108.867 | 108.852 | 109.117 | ||
73 | 2019.12.05 14:00 | modify | 19 | 1000.00 | 108.867 | 108.866 | 109.117 | ||
74 | 2019.12.05 14:31 | s/l | 19 | 1000.00 | 108.866 | 108.866 | 109.117 | 5498.44 | 791912.02 |
75 | 2019.12.05 17:00 | sell | 20 | 1000.00 | 108.834 | 109.014 | 108.584 | ||
76 | 2019.12.05 17:06 | modify | 20 | 1000.00 | 108.834 | 108.920 | 108.584 | ||
77 | 2019.12.06 13:00 | modify | 20 | 1000.00 | 108.834 | 108.681 | 108.584 | ||
78 | 2019.12.06 13:30 | modify | 20 | 1000.00 | 108.834 | 108.645 | 108.584 | ||
79 | 2019.12.06 14:25 | t/p | 20 | 1000.00 | 108.584 | 108.645 | 108.584 | 222612.62 | 1014524.64 |
80 | 2019.12.06 16:00 | buy | 21 | 1000.00 | 108.856 | 108.476 | 109.106 | ||
81 | 2019.12.09 10:30 | close | 21 | 1000.00 | 108.540 | 108.476 | 109.106 | -288997.91 | 725526.73 |
82 | 2019.12.09 15:30 | buy | 22 | 1000.00 | 108.553 | 108.373 | 108.803 | ||
83 | 2019.12.09 17:38 | modify | 22 | 1000.00 | 108.553 | 108.437 | 108.803 | ||
84 | 2019.12.10 13:00 | modify | 22 | 1000.00 | 108.553 | 108.549 | 108.803 | ||
85 | 2019.12.10 13:07 | s/l | 22 | 1000.00 | 108.549 | 108.549 | 108.803 | -1546.01 | 723980.72 |
86 | 2019.12.10 17:30 | buy | 23 | 1000.00 | 108.697 | 108.517 | 108.947 | ||
87 | 2019.12.10 17:58 | modify | 23 | 1000.00 | 108.697 | 108.533 | 108.947 | ||
88 | 2019.12.11 13:36 | modify | 23 | 1000.00 | 108.697 | 108.654 | 108.947 | ||
89 | 2019.12.11 16:00 | modify | 23 | 1000.00 | 108.697 | 108.658 | 108.947 | ||
90 | 2019.12.11 16:30 | modify | 23 | 1000.00 | 108.697 | 108.667 | 108.947 | ||
91 | 2019.12.11 17:50 | s/l | 23 | 1000.00 | 108.667 | 108.667 | 108.947 | -25468.53 | 698512.19 |
92 | 2019.12.12 17:00 | buy | 24 | 1000.00 | 108.970 | 108.558 | 109.220 | ||
93 | 2019.12.12 17:56 | t/p | 24 | 1000.00 | 109.220 | 108.558 | 109.220 | 228895.81 | 927408.00 |
94 | 2019.12.12 17:56 | buy | 25 | 1000.00 | 109.250 | 108.558 | 109.500 | ||
95 | 2019.12.13 00:12 | t/p | 25 | 1000.00 | 109.500 | 108.558 | 109.500 | 230449.50 | 1157857.50 |
96 | 2019.12.13 15:00 | sell | 26 | 1000.00 | 109.520 | 109.706 | 109.270 | ||
97 | 2019.12.13 16:06 | modify | 26 | 1000.00 | 109.520 | 109.684 | 109.270 | ||
98 | 2019.12.13 17:00 | modify | 26 | 1000.00 | 109.520 | 109.673 | 109.270 | ||
99 | 2019.12.13 17:30 | modify | 26 | 1000.00 | 109.520 | 109.669 | 109.270 | ||
100 | 2019.12.13 18:02 | t/p | 26 | 1000.00 | 109.270 | 109.669 | 109.270 | 228791.07 | 1386648.57 |
101 | 2019.12.16 17:30 | buy | 27 | 1000.00 | 109.579 | 109.391 | 109.829 | ||
102 | 2019.12.17 13:55 | modify | 27 | 1000.00 | 109.579 | 109.525 | 109.829 | ||
103 | 2019.12.17 16:30 | modify | 27 | 1000.00 | 109.579 | 109.547 | 109.829 | ||
104 | 2019.12.17 17:45 | s/l | 27 | 1000.00 | 109.547 | 109.547 | 109.829 | -27072.21 | 1359576.36 |
105 | 2019.12.18 15:00 | buy | 28 | 1000.00 | 109.603 | 109.417 | 109.853 | ||
106 | 2019.12.18 15:16 | modify | 28 | 1000.00 | 109.603 | 109.426 | 109.853 | ||
107 | 2019.12.18 15:41 | modify | 28 | 1000.00 | 109.603 | 109.437 | 109.853 | ||
108 | 2019.12.19 14:00 | close | 28 | 1000.00 | 109.475 | 109.437 | 109.853 | -110504.67 | 1249071.69 |
109 | 2019.12.19 16:00 | sell | 29 | 1000.00 | 109.369 | 109.559 | 109.119 | ||
110 | 2019.12.19 16:45 | modify | 29 | 1000.00 | 109.369 | 109.522 | 109.119 | ||
111 | 2019.12.19 17:00 | modify | 29 | 1000.00 | 109.369 | 109.511 | 109.119 | ||
112 | 2019.12.20 14:21 | modify | 29 | 1000.00 | 109.369 | 109.394 | 109.119 | ||
113 | 2019.12.20 16:09 | s/l | 29 | 1000.00 | 109.394 | 109.394 | 109.119 | -30479.17 | 1218592.52 |
114 | 2019.12.20 16:30 | buy | 30 | 1000.00 | 109.403 | 109.223 | 109.653 | ||
115 | 2019.12.20 17:00 | modify | 30 | 1000.00 | 109.403 | 109.282 | 109.653 | ||
116 | 2019.12.23 13:10 | modify | 30 | 1000.00 | 109.403 | 109.342 | 109.653 | ||
117 | 2019.12.23 14:04 | modify | 30 | 1000.00 | 109.403 | 109.360 | 109.653 | ||
118 | 2019.12.23 14:30 | modify | 30 | 1000.00 | 109.403 | 109.372 | 109.653 | ||
119 | 2019.12.23 15:00 | modify | 30 | 1000.00 | 109.403 | 109.373 | 109.653 | ||
120 | 2019.12.23 15:30 | modify | 30 | 1000.00 | 109.403 | 109.381 | 109.653 | ||
121 | 2019.12.23 15:32 | s/l | 30 | 1000.00 | 109.381 | 109.381 | 109.653 | -17974.18 | 1200618.34 |
122 | 2019.12.27 17:00 | sell | 31 | 1000.00 | 109.450 | 109.630 | 109.200 | ||
123 | 2019.12.27 18:00 | close | 31 | 1000.00 | 109.613 | 109.630 | 109.200 | -148704.99 | 1051913.35 |