Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2018.08.08 00:00 - 2019.03.22 22:45 (2018.08.08 - 2019.03.23) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | separator1="------ Martingale settings ------"; sl_tp=50; lotsMultiplier=3.2; distanceMultiplier=2; Lots=0.7; MaxSlippage=3; magicNumber=1212123; separator2="------ Trading Hours ------"; useTradingHours=false; StartTime="09:00"; StopTime="15:00"; GMT_Offset=0; separator3="------ Trading Days ------"; Monday=true; Tuesday=true; Wednesday=true; Thursday=true; Friday=true; Saturday=false; Sunday=false; separator4="------ Wiew settings ------"; showMenu=false; menuColor=Yellow; variablesColor=Red; font=10; | ||||
Bars in test | 16444 | Ticks modelled | 12320494 | Modelling quality | n/a |
Mismatched charts errors | 1497 | ||||
Initial deposit | 5000.00 | Spread | Current (87) | ||
Total net profit | 113363.51 | Gross profit | 138151.63 | Gross loss | -24788.11 |
Profit factor | 5.57 | Expected payoff | 2906.76 | ||
Absolute drawdown | 4863.97 | Maximal drawdown | 26783.00 (67.21%) | Relative drawdown | 98.51% (8981.27) |
Total trades | 39 | Short positions (won %) | 23 (52.17%) | Long positions (won %) | 16 (68.75%) |
Profit trades (% of total) | 23 (58.97%) | Loss trades (% of total) | 16 (41.03%) | ||
Largest | profit trade | 83296.49 | loss trade | -12990.27 | |
Average | profit trade | 6006.59 | loss trade | -1549.26 | |
Maximum | consecutive wins (profit in money) | 3 (83951.39) | consecutive losses (loss in money) | 3 (-15353.99) | |
Maximal | consecutive profit (count of wins) | 83951.39 (3) | consecutive loss (count of losses) | -15353.99 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2018.08.08 00:00 | buy | 1 | 0.70 | 111.448 | 0.000 | 0.000 | ||
2 | 2018.08.08 00:00 | modify | 1 | 0.70 | 111.448 | 110.948 | 111.948 | ||
3 | 2018.08.08 10:13 | s/l | 1 | 0.70 | 110.948 | 110.948 | 111.948 | -315.46 | 4684.54 |
4 | 2018.08.08 10:13 | sell | 2 | 2.24 | 110.948 | 0.000 | 0.000 | ||
5 | 2018.08.08 10:13 | modify | 2 | 2.24 | 110.948 | 111.948 | 109.948 | ||
6 | 2018.08.21 03:13 | t/p | 2 | 2.24 | 109.948 | 111.948 | 109.948 | 1879.82 | 6564.36 |
7 | 2018.08.21 03:13 | buy | 3 | 0.70 | 109.948 | 0.000 | 0.000 | ||
8 | 2018.08.21 03:13 | modify | 3 | 0.70 | 109.948 | 109.448 | 110.448 | ||
9 | 2018.08.21 16:53 | t/p | 3 | 0.70 | 110.448 | 109.448 | 110.448 | 316.89 | 6881.25 |
10 | 2018.08.21 16:53 | sell | 4 | 0.70 | 110.448 | 0.000 | 0.000 | ||
11 | 2018.08.21 16:53 | modify | 4 | 0.70 | 110.448 | 110.948 | 109.948 | ||
12 | 2018.08.23 04:38 | s/l | 4 | 0.70 | 110.948 | 110.948 | 109.948 | -330.61 | 6550.64 |
13 | 2018.08.23 04:38 | buy | 5 | 2.24 | 110.948 | 0.000 | 0.000 | ||
14 | 2018.08.23 04:38 | modify | 5 | 2.24 | 110.948 | 109.948 | 111.948 | ||
15 | 2018.09.13 18:36 | t/p | 5 | 2.24 | 111.948 | 109.948 | 111.948 | 1953.94 | 8504.58 |
16 | 2018.09.13 18:36 | buy | 6 | 0.70 | 112.035 | 0.000 | 0.000 | ||
17 | 2018.09.13 18:36 | modify | 6 | 0.70 | 112.035 | 111.535 | 112.535 | ||
18 | 2018.09.20 18:08 | t/p | 6 | 0.70 | 112.535 | 111.535 | 112.535 | 306.11 | 8810.70 |
19 | 2018.09.20 18:08 | buy | 7 | 0.70 | 112.622 | 0.000 | 0.000 | ||
20 | 2018.09.20 18:08 | modify | 7 | 0.70 | 112.622 | 112.122 | 113.122 | ||
21 | 2018.09.26 21:38 | t/p | 7 | 0.70 | 113.122 | 112.122 | 113.122 | 306.60 | 9117.30 |
22 | 2018.09.26 21:38 | buy | 8 | 0.70 | 113.209 | 0.000 | 0.000 | ||
23 | 2018.09.26 21:38 | modify | 8 | 0.70 | 113.209 | 112.709 | 113.709 | ||
24 | 2018.09.26 22:48 | s/l | 8 | 0.70 | 112.709 | 112.709 | 113.709 | -310.53 | 8806.77 |
25 | 2018.09.26 22:48 | sell | 9 | 2.24 | 112.709 | 0.000 | 0.000 | ||
26 | 2018.09.26 22:48 | modify | 9 | 2.24 | 112.709 | 113.709 | 111.709 | ||
27 | 2018.09.28 04:18 | s/l | 9 | 2.24 | 113.709 | 113.709 | 111.709 | -2018.40 | 6788.36 |
28 | 2018.09.28 04:18 | sell | 10 | 7.16 | 113.622 | 0.000 | 0.000 | ||
29 | 2018.09.28 04:18 | modify | 10 | 7.16 | 113.622 | 115.622 | 111.622 | ||
30 | 2018.10.26 17:53 | t/p | 10 | 7.16 | 111.622 | 115.622 | 111.622 | 11744.61 | 18532.98 |
31 | 2018.10.26 17:53 | buy | 11 | 0.70 | 111.622 | 0.000 | 0.000 | ||
32 | 2018.10.26 17:53 | modify | 11 | 0.70 | 111.622 | 111.122 | 112.122 | ||
33 | 2018.10.29 11:33 | t/p | 11 | 0.70 | 112.122 | 111.122 | 112.122 | 311.46 | 18844.44 |
34 | 2018.10.29 11:33 | buy | 12 | 0.70 | 112.209 | 0.000 | 0.000 | ||
35 | 2018.10.29 11:33 | modify | 12 | 0.70 | 112.209 | 111.709 | 112.709 | ||
36 | 2018.10.30 04:38 | t/p | 12 | 0.70 | 112.709 | 111.709 | 112.709 | 309.83 | 19154.27 |
37 | 2018.10.30 04:38 | sell | 13 | 0.70 | 112.709 | 0.000 | 0.000 | ||
38 | 2018.10.30 04:38 | modify | 13 | 0.70 | 112.709 | 113.209 | 112.209 | ||
39 | 2018.10.30 23:01 | s/l | 13 | 0.70 | 113.209 | 113.209 | 112.209 | -309.16 | 18845.11 |
40 | 2018.10.30 23:01 | buy | 14 | 2.24 | 113.210 | 0.000 | 0.000 | ||
41 | 2018.10.30 23:01 | modify | 14 | 2.24 | 113.210 | 112.210 | 114.210 | ||
42 | 2018.11.12 08:42 | t/p | 14 | 2.24 | 114.210 | 112.210 | 114.210 | 1932.21 | 20777.32 |
43 | 2018.11.12 08:42 | sell | 15 | 0.70 | 114.210 | 0.000 | 0.000 | ||
44 | 2018.11.12 08:42 | modify | 15 | 0.70 | 114.210 | 114.710 | 113.710 | ||
45 | 2018.11.13 02:21 | t/p | 15 | 0.70 | 113.710 | 114.710 | 113.710 | 304.01 | 21081.33 |
46 | 2018.11.13 02:21 | sell | 16 | 0.70 | 113.623 | 0.000 | 0.000 | ||
47 | 2018.11.13 02:21 | modify | 16 | 0.70 | 113.623 | 114.123 | 113.123 | ||
48 | 2018.11.13 06:02 | s/l | 16 | 0.70 | 114.123 | 114.123 | 113.123 | -306.69 | 20774.64 |
49 | 2018.11.13 06:02 | sell | 17 | 2.24 | 114.036 | 0.000 | 0.000 | ||
50 | 2018.11.13 06:02 | modify | 17 | 2.24 | 114.036 | 115.036 | 113.036 | ||
51 | 2018.11.16 15:42 | t/p | 17 | 2.24 | 113.036 | 115.036 | 113.036 | 1921.09 | 22695.73 |
52 | 2018.11.16 15:42 | sell | 18 | 0.70 | 112.949 | 0.000 | 0.000 | ||
53 | 2018.11.16 15:42 | modify | 18 | 0.70 | 112.949 | 113.449 | 112.449 | ||
54 | 2018.11.20 10:47 | t/p | 18 | 0.70 | 112.449 | 113.449 | 112.449 | 303.68 | 22999.41 |
55 | 2018.11.20 10:47 | sell | 19 | 0.70 | 112.362 | 0.000 | 0.000 | ||
56 | 2018.11.20 10:47 | modify | 19 | 0.70 | 112.362 | 112.862 | 111.862 | ||
57 | 2018.11.20 20:08 | s/l | 19 | 0.70 | 112.862 | 112.862 | 111.862 | -310.11 | 22689.30 |
58 | 2018.11.20 20:08 | sell | 20 | 2.24 | 112.775 | 0.000 | 0.000 | ||
59 | 2018.11.20 20:08 | modify | 20 | 2.24 | 112.775 | 113.775 | 111.775 | ||
60 | 2018.11.27 16:53 | s/l | 20 | 2.24 | 113.775 | 113.775 | 111.775 | -2053.61 | 20635.69 |
61 | 2018.11.27 16:53 | buy | 21 | 7.16 | 113.775 | 0.000 | 0.000 | ||
62 | 2018.11.27 16:53 | modify | 21 | 7.16 | 113.775 | 111.775 | 115.775 | ||
63 | 2018.12.20 11:13 | s/l | 21 | 7.16 | 111.775 | 111.775 | 115.775 | -12990.27 | 7645.42 |
64 | 2018.12.20 11:13 | sell | 22 | 22.91 | 111.775 | 0.000 | 0.000 | ||
65 | 2018.12.20 11:13 | modify | 22 | 22.91 | 111.775 | 115.775 | 107.775 | ||
66 | 2019.01.03 00:35 | t/p | 22 | 22.91 | 107.775 | 115.775 | 107.775 | 83296.49 | 90941.90 |
67 | 2019.01.03 00:35 | sell | 23 | 0.70 | 107.685 | 0.000 | 0.000 | ||
68 | 2019.01.03 00:35 | modify | 23 | 0.70 | 107.685 | 108.185 | 107.185 | ||
69 | 2019.01.03 00:35 | t/p | 23 | 0.70 | 107.185 | 108.185 | 107.185 | 326.54 | 91268.44 |
70 | 2019.01.03 00:35 | sell | 24 | 0.70 | 107.097 | 0.000 | 0.000 | ||
71 | 2019.01.03 00:35 | modify | 24 | 0.70 | 107.097 | 107.597 | 106.597 | ||
72 | 2019.01.03 00:35 | t/p | 24 | 0.70 | 106.597 | 107.597 | 106.597 | 328.36 | 91596.80 |
73 | 2019.01.03 00:35 | buy | 25 | 0.70 | 106.590 | 0.000 | 0.000 | ||
74 | 2019.01.03 00:35 | modify | 25 | 0.70 | 106.590 | 106.090 | 107.090 | ||
75 | 2019.01.03 00:38 | s/l | 25 | 0.70 | 106.090 | 106.090 | 107.090 | -331.84 | 91264.96 |
76 | 2019.01.03 00:38 | sell | 26 | 2.24 | 105.473 | 0.000 | 0.000 | ||
77 | 2019.01.03 00:38 | modify | 26 | 2.24 | 105.473 | 106.473 | 104.473 | ||
78 | 2019.01.03 00:43 | s/l | 26 | 2.24 | 106.473 | 106.473 | 104.473 | -2103.76 | 89161.20 |
79 | 2019.01.03 00:43 | buy | 27 | 7.16 | 106.476 | 0.000 | 0.000 | ||
80 | 2019.01.03 00:43 | modify | 27 | 7.16 | 106.476 | 104.476 | 108.476 | ||
81 | 2019.01.04 16:22 | t/p | 27 | 7.16 | 108.476 | 104.476 | 108.476 | 13193.81 | 102355.01 |
82 | 2019.01.04 16:22 | sell | 28 | 0.70 | 108.477 | 0.000 | 0.000 | ||
83 | 2019.01.04 16:22 | modify | 28 | 0.70 | 108.477 | 108.977 | 107.977 | ||
84 | 2019.01.08 05:51 | s/l | 28 | 0.70 | 108.977 | 108.977 | 107.977 | -328.74 | 102026.27 |
85 | 2019.01.08 05:51 | sell | 29 | 2.24 | 108.890 | 0.000 | 0.000 | ||
86 | 2019.01.08 05:51 | modify | 29 | 2.24 | 108.890 | 109.890 | 107.890 | ||
87 | 2019.01.10 08:49 | t/p | 29 | 2.24 | 107.890 | 109.890 | 107.890 | 2027.73 | 104053.99 |
88 | 2019.01.10 08:49 | sell | 30 | 0.70 | 107.803 | 0.000 | 0.000 | ||
89 | 2019.01.10 08:49 | modify | 30 | 0.70 | 107.803 | 108.303 | 107.303 | ||
90 | 2019.01.10 12:24 | s/l | 30 | 0.70 | 108.303 | 108.303 | 107.303 | -323.17 | 103730.82 |
91 | 2019.01.10 12:24 | buy | 31 | 2.24 | 108.303 | 0.000 | 0.000 | ||
92 | 2019.01.10 12:24 | modify | 31 | 2.24 | 108.303 | 107.303 | 109.303 | ||
93 | 2019.01.17 21:44 | t/p | 31 | 2.24 | 109.303 | 107.303 | 109.303 | 2033.69 | 105764.51 |
94 | 2019.01.17 21:44 | sell | 32 | 0.70 | 109.303 | 0.000 | 0.000 | ||
95 | 2019.01.17 21:44 | modify | 32 | 0.70 | 109.303 | 109.803 | 108.803 | ||
96 | 2019.01.18 18:21 | s/l | 32 | 0.70 | 109.803 | 109.803 | 108.803 | -322.54 | 105441.97 |
97 | 2019.01.18 18:21 | buy | 33 | 2.24 | 109.803 | 0.000 | 0.000 | ||
98 | 2019.01.18 18:21 | modify | 33 | 2.24 | 109.803 | 108.803 | 110.803 | ||
99 | 2019.01.30 21:45 | s/l | 33 | 2.24 | 108.803 | 108.803 | 110.803 | -2081.15 | 103360.82 |
100 | 2019.01.30 21:45 | buy | 34 | 7.16 | 108.890 | 0.000 | 0.000 | ||
101 | 2019.01.30 21:45 | modify | 34 | 7.16 | 108.890 | 106.890 | 110.890 | ||
102 | 2019.02.13 19:22 | t/p | 34 | 7.16 | 110.890 | 106.890 | 110.890 | 12813.44 | 116174.26 |
103 | 2019.02.13 19:22 | sell | 35 | 0.70 | 110.891 | 0.000 | 0.000 | ||
104 | 2019.02.13 19:22 | modify | 35 | 0.70 | 110.891 | 111.391 | 110.391 | ||
105 | 2019.02.15 03:34 | t/p | 35 | 0.70 | 110.391 | 111.391 | 110.391 | 301.90 | 116476.17 |
106 | 2019.02.15 03:34 | buy | 36 | 0.70 | 110.391 | 0.000 | 0.000 | ||
107 | 2019.02.15 03:34 | modify | 36 | 0.70 | 110.391 | 109.891 | 110.891 | ||
108 | 2019.02.20 03:42 | t/p | 36 | 0.70 | 110.891 | 109.891 | 110.891 | 313.53 | 116789.70 |
109 | 2019.02.20 03:42 | sell | 37 | 0.70 | 110.891 | 0.000 | 0.000 | ||
110 | 2019.02.20 03:42 | modify | 37 | 0.70 | 110.891 | 111.391 | 110.391 | ||
111 | 2019.02.28 17:17 | s/l | 37 | 0.70 | 111.391 | 111.391 | 110.391 | -352.07 | 116437.63 |
112 | 2019.02.28 17:17 | sell | 38 | 2.24 | 111.304 | 0.000 | 0.000 | ||
113 | 2019.02.28 17:17 | modify | 38 | 2.24 | 111.304 | 112.304 | 110.304 | ||
114 | 2019.03.22 14:11 | t/p | 38 | 2.24 | 110.304 | 112.304 | 110.304 | 1764.19 | 118201.82 |
115 | 2019.03.22 14:11 | sell | 39 | 0.70 | 110.217 | 0.000 | 0.000 | ||
116 | 2019.03.22 14:11 | modify | 39 | 0.70 | 110.217 | 110.717 | 109.717 | ||
117 | 2019.03.22 22:58 | close at stop | 39 | 0.70 | 109.963 | 110.717 | 109.717 | 161.69 | 118363.51 |