Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Minute (M1) 2008.11.03 00:00 - 2008.11.14 22:59 (2008.11.01 - 2008.12.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | CloseOrders=false; Lots=0.1; MaximumRisk=0.02; PipsPastSignal=5; PipsPastSL=5; PipsPastEMA=5; PipsSpread=3; EMAPeriod=5; MAGICNUMBER=5001; TrailingStopType=0; TrailingStop=0; | ||||
Bars in test | 15038 | Ticks modelled | 280993 | Modelling quality | 25.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -824.27 | Gross profit | 217.62 | Gross loss | -1041.89 |
Profit factor | 0.21 | Expected payoff | -45.79 | ||
Absolute drawdown | 1039.29 | Maximal drawdown | 1102.35 (10.95%) | Relative drawdown | 10.95% (1102.35) |
Total trades | 18 | Short positions (won %) | 9 (22.22%) | Long positions (won %) | 9 (11.11%) |
Profit trades (% of total) | 3 (16.67%) | Loss trades (% of total) | 15 (83.33%) | ||
Largest | profit trade | 74.29 | loss trade | -93.09 | |
Average | profit trade | 72.54 | loss trade | -69.46 | |
Maximum | consecutive wins (profit in money) | 2 (147.48) | consecutive losses (loss in money) | 10 (-678.82) | |
Maximal | consecutive profit (count of wins) | 147.48 (2) | consecutive loss (count of losses) | -678.82 (10) | |
Average | consecutive wins | 2 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.11.03 09:23 | sell | 1 | 0.10 | 98.94 | 99.71 | 0.00 | ||
2 | 2008.11.03 09:24 | buy stop | 2 | 0.10 | 99.71 | 98.94 | 0.00 | ||
3 | 2008.11.04 13:14 | s/l | 1 | 0.10 | 99.71 | 99.71 | 0.00 | -77.36 | 9922.64 |
4 | 2008.11.04 13:14 | buy | 2 | 0.10 | 99.71 | 98.94 | 0.00 | ||
5 | 2008.11.05 09:16 | s/l | 2 | 0.10 | 98.94 | 98.94 | 0.00 | -77.77 | 9844.87 |
6 | 2008.11.06 09:18 | buy | 3 | 0.10 | 98.22 | 97.49 | 0.00 | ||
7 | 2008.11.06 09:19 | sell stop | 4 | 0.10 | 97.49 | 98.22 | 0.00 | ||
8 | 2008.11.06 14:03 | s/l | 3 | 0.10 | 97.49 | 97.49 | 0.00 | -74.88 | 9769.99 |
9 | 2008.11.06 14:03 | sell | 4 | 0.10 | 97.49 | 98.22 | 0.00 | ||
10 | 2008.11.06 15:29 | s/l | 4 | 0.10 | 98.22 | 98.22 | 0.00 | -74.32 | 9695.67 |
11 | 2008.11.06 15:29 | buy | 5 | 0.10 | 98.22 | 97.49 | 0.00 | ||
12 | 2008.11.06 15:30 | sell stop | 6 | 0.10 | 97.49 | 98.22 | 0.00 | ||
13 | 2008.11.06 23:15 | s/l | 5 | 0.10 | 97.49 | 97.49 | 0.00 | -74.88 | 9620.79 |
14 | 2008.11.06 23:15 | sell | 6 | 0.10 | 97.49 | 98.22 | 0.00 | ||
15 | 2008.11.07 05:30 | close | 6 | 0.10 | 97.60 | 98.22 | 0.00 | -11.41 | 9609.38 |
16 | 2008.11.07 05:30 | buy | 7 | 0.10 | 97.60 | 96.70 | 0.00 | ||
17 | 2008.11.07 05:31 | sell stop | 8 | 0.10 | 96.70 | 97.60 | 0.00 | ||
18 | 2008.11.07 14:30 | s/l | 7 | 0.10 | 96.70 | 96.70 | 0.00 | -93.09 | 9516.29 |
19 | 2008.11.07 14:30 | sell | 8 | 0.10 | 96.70 | 97.60 | 0.00 | ||
20 | 2008.11.07 15:27 | s/l | 8 | 0.10 | 97.60 | 97.60 | 0.00 | -92.21 | 9424.08 |
21 | 2008.11.10 04:56 | sell | 9 | 0.10 | 98.75 | 99.32 | 0.00 | ||
22 | 2008.11.10 04:57 | buy stop | 10 | 0.10 | 99.32 | 98.76 | 0.00 | ||
23 | 2008.11.10 10:41 | s/l | 9 | 0.10 | 99.32 | 99.32 | 0.00 | -57.39 | 9366.69 |
24 | 2008.11.10 10:41 | buy | 10 | 0.10 | 99.32 | 98.76 | 0.00 | ||
25 | 2008.11.10 15:48 | close | 10 | 0.10 | 98.87 | 98.76 | 0.00 | -45.51 | 9321.18 |
26 | 2008.11.10 15:48 | sell | 11 | 0.10 | 98.87 | 99.56 | 0.00 | ||
27 | 2008.11.10 15:49 | buy stop | 12 | 0.10 | 99.56 | 98.87 | 0.00 | ||
28 | 2008.11.11 04:59 | close | 11 | 0.10 | 98.18 | 99.56 | 0.00 | 70.14 | 9391.31 |
29 | 2008.11.11 04:59 | delete | 12 | 0.10 | 99.56 | 98.87 | 0.00 | ||
30 | 2008.11.11 04:59 | buy | 13 | 0.10 | 98.18 | 97.44 | 0.00 | ||
31 | 2008.11.11 05:00 | sell stop | 14 | 0.10 | 97.44 | 98.18 | 0.00 | ||
32 | 2008.11.11 16:40 | s/l | 13 | 0.10 | 97.44 | 97.44 | 0.00 | -75.94 | 9315.37 |
33 | 2008.11.11 16:40 | sell | 14 | 0.10 | 97.44 | 98.18 | 0.00 | ||
34 | 2008.11.11 20:20 | close | 14 | 0.10 | 97.96 | 98.18 | 0.00 | -53.08 | 9262.29 |
35 | 2008.11.11 20:20 | buy | 15 | 0.10 | 97.96 | 97.25 | 0.00 | ||
36 | 2008.11.11 20:21 | sell stop | 16 | 0.10 | 97.25 | 97.96 | 0.00 | ||
37 | 2008.11.12 00:31 | s/l | 15 | 0.10 | 97.25 | 97.25 | 0.00 | -72.96 | 9189.33 |
38 | 2008.11.12 00:31 | sell | 16 | 0.10 | 97.25 | 97.96 | 0.00 | ||
39 | 2008.11.12 08:20 | close | 16 | 0.10 | 97.95 | 97.96 | 0.00 | -71.47 | 9117.86 |
40 | 2008.11.12 08:20 | buy | 17 | 0.10 | 97.95 | 97.08 | 0.00 | ||
41 | 2008.11.12 08:21 | sell stop | 18 | 0.10 | 97.08 | 97.95 | 0.00 | ||
42 | 2008.11.12 12:05 | s/l | 17 | 0.10 | 97.08 | 97.08 | 0.00 | -89.62 | 9028.24 |
43 | 2008.11.12 12:05 | sell | 18 | 0.10 | 97.08 | 97.95 | 0.00 | ||
44 | 2008.11.13 20:28 | close | 18 | 0.10 | 96.36 | 97.95 | 0.00 | 74.29 | 9102.54 |
45 | 2008.11.13 20:28 | buy | 19 | 0.10 | 96.36 | 95.07 | 0.00 | ||
46 | 2008.11.13 20:29 | sell stop | 20 | 0.10 | 95.07 | 96.35 | 0.00 | ||
47 | 2008.11.14 22:59 | close at stop | 19 | 0.10 | 97.07 | 95.07 | 0.00 | 73.19 | 9175.73 |