Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2019.09.11 00:00 - 2020.02.26 21:00 (2019.09.11 - 2020.02.27) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TR_Ex="======= ICHIMOKU SETTINGS ======"; TenkanSen=2; KijunSen=6; SenkouSpanB=117; TD_Ex="======= EVENTS TO TRADE ======"; KumoBreakouts=false; CrossStrong=true; CrossMedium=false; CrossWeak=true; KijunBreakoutsOn=false; KijunBreakoutsOff=false; SE_Ex="======= SESSION SETTINGS ======="; TradeAssian=false; TradeEurope=false; TradeAmerica=true; PO_Ex="======= POSITION MANAGEMENT ======="; SafeGuardInPips=0; TrailingStop=25; TrailingStep=20; SStopLoss=50; STakeProfit=45; MM_Ex="======= MONEY MANAGEMENT ======="; MMMode=1; RiskPercent=300; LotSize=0.03; LotMultiplier=1.3; EA_Ex="======= EA SETTINGS ======="; CustomComment="PZ Ichimoku EA"; MagicNumber=98765; | ||||
Bars in test | 3853 | Ticks modelled | 4704639 | Modelling quality | 90.00% |
Mismatched charts errors | 5 | ||||
Initial deposit | 100.00 | Spread | Current (16) | ||
Total net profit | 3134978.75 | Gross profit | 4978000.66 | Gross loss | -1843021.91 |
Profit factor | 2.70 | Expected payoff | 108102.72 | ||
Absolute drawdown | 61.93 | Maximal drawdown | 563903.21 (29.58%) | Relative drawdown | 82.53% (179.83) |
Total trades | 29 | Short positions (won %) | 13 (100.00%) | Long positions (won %) | 16 (68.75%) |
Profit trades (% of total) | 24 (82.76%) | Loss trades (% of total) | 5 (17.24%) | ||
Largest | profit trade | 435370.24 | loss trade | -468681.88 | |
Average | profit trade | 207416.69 | loss trade | -368604.38 | |
Maximum | consecutive wins (profit in money) | 12 (1715327.24) | consecutive losses (loss in money) | 1 (-468681.88) | |
Maximal | consecutive profit (count of wins) | 1715327.24 (12) | consecutive loss (count of losses) | -468681.88 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.09.11 17:00 | buy | 1 | 0.30 | 107.745 | 0.000 | 0.000 | ||
2 | 2019.09.11 17:00 | modify | 1 | 0.30 | 107.745 | 107.229 | 108.211 | ||
3 | 2019.09.13 03:57 | t/p | 1 | 0.30 | 108.211 | 107.229 | 108.211 | 131.06 | 231.06 |
4 | 2019.09.16 17:00 | buy | 2 | 0.69 | 107.963 | 0.000 | 0.000 | ||
5 | 2019.09.16 17:00 | modify | 2 | 0.69 | 107.963 | 107.447 | 108.429 | ||
6 | 2019.09.18 21:44 | t/p | 2 | 0.69 | 108.429 | 107.447 | 108.429 | 298.70 | 529.76 |
7 | 2019.09.23 17:00 | buy | 3 | 1.59 | 107.439 | 0.000 | 0.000 | ||
8 | 2019.09.23 17:00 | modify | 3 | 1.59 | 107.439 | 106.923 | 107.905 | ||
9 | 2019.09.23 19:00 | sell | 4 | 1.59 | 107.477 | 0.000 | 0.000 | ||
10 | 2019.09.23 19:00 | modify | 4 | 1.59 | 107.477 | 107.993 | 107.011 | ||
11 | 2019.09.24 22:22 | t/p | 4 | 1.59 | 107.011 | 107.993 | 107.011 | 675.90 | 1205.66 |
12 | 2019.09.26 22:25 | t/p | 3 | 1.59 | 107.905 | 106.923 | 107.905 | 699.06 | 1904.72 |
13 | 2019.10.01 15:00 | sell | 5 | 5.71 | 108.351 | 0.000 | 0.000 | ||
14 | 2019.10.01 15:00 | modify | 5 | 5.71 | 108.351 | 108.867 | 107.885 | ||
15 | 2019.10.01 17:00 | buy | 6 | 4.88 | 108.404 | 0.000 | 0.000 | ||
16 | 2019.10.01 17:00 | modify | 6 | 4.88 | 108.404 | 107.888 | 108.870 | ||
17 | 2019.10.01 17:13 | s/l | 6 | 4.88 | 107.888 | 107.888 | 108.870 | -2334.00 | -429.28 |
18 | 2019.10.01 17:37 | t/p | 5 | 5.71 | 107.885 | 108.867 | 107.885 | 2466.39 | 2037.11 |
19 | 2019.10.03 20:00 | buy | 7 | 6.11 | 106.833 | 0.000 | 0.000 | ||
20 | 2019.10.03 20:00 | modify | 7 | 6.11 | 106.833 | 106.317 | 107.299 | ||
21 | 2019.10.07 20:32 | t/p | 7 | 6.11 | 107.299 | 106.317 | 107.299 | 2672.59 | 4709.70 |
22 | 2019.10.08 18:00 | buy | 8 | 14.13 | 107.119 | 0.000 | 0.000 | ||
23 | 2019.10.08 18:00 | modify | 8 | 14.13 | 107.119 | 106.603 | 107.585 | ||
24 | 2019.10.09 20:00 | t/p | 8 | 14.13 | 107.585 | 106.603 | 107.585 | 6142.38 | 10852.08 |
25 | 2019.10.16 15:00 | buy | 9 | 32.56 | 108.761 | 0.000 | 0.000 | ||
26 | 2019.10.16 15:00 | modify | 9 | 32.56 | 108.761 | 108.245 | 109.227 | ||
27 | 2019.10.17 15:00 | sell | 10 | 31.31 | 108.742 | 0.000 | 0.000 | ||
28 | 2019.10.17 15:00 | modify | 10 | 31.31 | 108.742 | 109.258 | 108.276 | ||
29 | 2019.10.23 03:20 | t/p | 10 | 31.31 | 108.276 | 109.258 | 108.276 | 12175.41 | 23027.49 |
30 | 2019.10.30 20:37 | t/p | 9 | 32.56 | 109.227 | 108.245 | 109.227 | 14603.42 | 37630.91 |
31 | 2019.11.08 17:00 | sell | 11 | 112.89 | 109.143 | 0.000 | 0.000 | ||
32 | 2019.11.08 17:00 | modify | 11 | 112.89 | 109.143 | 109.659 | 108.677 | ||
33 | 2019.11.13 17:35 | t/p | 11 | 112.89 | 108.677 | 109.659 | 108.677 | 44891.52 | 82522.43 |
34 | 2019.11.18 16:00 | sell | 12 | 247.57 | 108.783 | 0.000 | 0.000 | ||
35 | 2019.11.18 16:00 | modify | 12 | 247.57 | 108.783 | 109.299 | 108.317 | ||
36 | 2019.11.20 15:00 | buy | 13 | 247.57 | 108.484 | 0.000 | 0.000 | ||
37 | 2019.11.20 15:00 | modify | 13 | 247.57 | 108.484 | 107.968 | 108.950 | ||
38 | 2019.11.21 03:47 | t/p | 12 | 247.57 | 108.317 | 109.299 | 108.317 | 93661.85 | 176184.29 |
39 | 2019.11.25 15:47 | t/p | 13 | 247.57 | 108.950 | 107.968 | 108.950 | 107822.50 | 284006.78 |
40 | 2019.11.27 16:00 | buy | 14 | 852.02 | 109.243 | 0.000 | 0.000 | ||
41 | 2019.11.27 16:00 | modify | 14 | 852.02 | 109.243 | 108.727 | 109.709 | ||
42 | 2019.11.29 18:00 | sell | 15 | 852.02 | 109.491 | 0.000 | 0.000 | ||
43 | 2019.11.29 18:00 | modify | 15 | 852.02 | 109.491 | 110.007 | 109.025 | ||
44 | 2019.12.02 03:36 | t/p | 14 | 852.02 | 109.709 | 108.727 | 109.709 | 368556.74 | 652563.52 |
45 | 2019.12.02 18:31 | t/p | 15 | 852.02 | 109.025 | 110.007 | 109.025 | 355334.95 | 1007898.48 |
46 | 2019.12.09 17:00 | buy | 16 | 1000.00 | 108.525 | 0.000 | 0.000 | ||
47 | 2019.12.09 17:00 | modify | 16 | 1000.00 | 108.525 | 108.009 | 108.991 | ||
48 | 2019.12.12 17:00 | t/p | 16 | 1000.00 | 108.991 | 108.009 | 108.991 | 435370.24 | 1443268.72 |
49 | 2019.12.13 15:00 | sell | 17 | 1000.00 | 109.520 | 0.000 | 0.000 | ||
50 | 2019.12.13 15:00 | modify | 17 | 1000.00 | 109.520 | 110.036 | 109.054 | ||
51 | 2019.12.16 15:00 | buy | 18 | 1000.00 | 109.434 | 0.000 | 0.000 | ||
52 | 2019.12.16 15:00 | modify | 18 | 1000.00 | 109.434 | 108.918 | 109.900 | ||
53 | 2019.12.30 16:26 | t/p | 17 | 1000.00 | 109.054 | 110.036 | 109.054 | 271629.24 | 1714897.96 |
54 | 2019.12.30 16:36 | s/l | 18 | 1000.00 | 108.918 | 108.918 | 109.900 | -451877.30 | 1263020.66 |
55 | 2020.01.02 16:00 | sell | 19 | 1000.00 | 108.686 | 0.000 | 0.000 | ||
56 | 2020.01.02 16:00 | modify | 19 | 1000.00 | 108.686 | 109.202 | 108.220 | ||
57 | 2020.01.02 17:40 | t/p | 19 | 1000.00 | 108.220 | 109.202 | 108.220 | 430604.32 | 1693624.98 |
58 | 2020.01.14 19:00 | buy | 20 | 1000.00 | 110.057 | 0.000 | 0.000 | ||
59 | 2020.01.14 19:00 | modify | 20 | 1000.00 | 110.057 | 109.541 | 110.523 | ||
60 | 2020.01.20 18:00 | sell | 21 | 1000.00 | 110.148 | 0.000 | 0.000 | ||
61 | 2020.01.20 18:00 | modify | 21 | 1000.00 | 110.148 | 110.664 | 109.682 | ||
62 | 2020.01.23 01:32 | t/p | 21 | 1000.00 | 109.682 | 110.664 | 109.682 | 372974.49 | 2066599.47 |
63 | 2020.01.23 08:12 | s/l | 20 | 1000.00 | 109.541 | 109.541 | 110.523 | -453870.10 | 1612729.37 |
64 | 2020.01.23 17:00 | sell | 22 | 1000.00 | 109.377 | 0.000 | 0.000 | ||
65 | 2020.01.23 17:00 | modify | 22 | 1000.00 | 109.377 | 109.893 | 108.911 | ||
66 | 2020.01.27 00:00 | t/p | 22 | 1000.00 | 108.911 | 109.893 | 108.911 | 407146.13 | 2019875.50 |
67 | 2020.01.27 17:00 | buy | 23 | 1000.00 | 109.003 | 0.000 | 0.000 | ||
68 | 2020.01.27 17:00 | modify | 23 | 1000.00 | 109.003 | 108.487 | 109.469 | ||
69 | 2020.01.27 19:00 | sell | 24 | 1000.00 | 108.952 | 0.000 | 0.000 | ||
70 | 2020.01.27 19:00 | modify | 24 | 1000.00 | 108.952 | 109.468 | 108.486 | ||
71 | 2020.01.31 17:56 | s/l | 23 | 1000.00 | 108.487 | 108.487 | 109.469 | -466258.63 | 1553616.87 |
72 | 2020.01.31 17:56 | t/p | 24 | 1000.00 | 108.486 | 109.468 | 108.486 | 367275.71 | 1920892.58 |
73 | 2020.02.03 17:00 | buy | 25 | 1000.00 | 108.760 | 0.000 | 0.000 | ||
74 | 2020.02.03 17:00 | modify | 25 | 1000.00 | 108.760 | 108.244 | 109.226 | ||
75 | 2020.02.04 16:46 | t/p | 25 | 1000.00 | 109.226 | 108.244 | 109.226 | 428200.75 | 2349093.33 |
76 | 2020.02.12 18:00 | buy | 26 | 1000.00 | 110.024 | 0.000 | 0.000 | ||
77 | 2020.02.12 18:00 | modify | 26 | 1000.00 | 110.024 | 109.508 | 110.490 | ||
78 | 2020.02.19 14:55 | t/p | 26 | 1000.00 | 110.490 | 109.508 | 110.490 | 432694.43 | 2781787.76 |
79 | 2020.02.20 19:00 | sell | 27 | 1000.00 | 111.851 | 0.000 | 0.000 | ||
80 | 2020.02.20 19:00 | modify | 27 | 1000.00 | 111.851 | 112.367 | 111.385 | ||
81 | 2020.02.24 00:00 | t/p | 27 | 1000.00 | 111.385 | 112.367 | 111.385 | 398039.75 | 3179827.51 |
82 | 2020.02.25 16:00 | buy | 28 | 1000.00 | 110.612 | 0.000 | 0.000 | ||
83 | 2020.02.25 16:00 | modify | 28 | 1000.00 | 110.612 | 110.096 | 111.078 | ||
84 | 2020.02.25 17:00 | sell | 29 | 1000.00 | 110.389 | 0.000 | 0.000 | ||
85 | 2020.02.25 17:00 | modify | 29 | 1000.00 | 110.389 | 110.905 | 109.923 | ||
86 | 2020.02.25 17:25 | s/l | 28 | 1000.00 | 110.096 | 110.096 | 111.078 | -468681.88 | 2711145.63 |
87 | 2020.02.25 21:09 | t/p | 29 | 1000.00 | 109.923 | 110.905 | 109.923 | 423933.12 | 3135078.75 |