Symbol | EURJPY (Euro vs Japanese Yen) | ||||
Period | 5 Minutes (M5) 2014.02.10 00:00 - 2014.02.14 23:55 (2014.02.10 - 2014.02.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | |||||
Bars in test | 2048 | Ticks modelled | 22371 | Modelling quality | 78.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 100.00 | ||||
Total net profit | 1103.84 | Gross profit | 1206.98 | Gross loss | -103.14 |
Profit factor | 11.70 | Expected payoff | 19.71 | ||
Absolute drawdown | 32.43 | Maximal drawdown | 431.32 (71.22%) | Relative drawdown | 71.22% (431.32) |
Total trades | 56 | Short positions (won %) | 31 (83.87%) | Long positions (won %) | 25 (76.00%) |
Profit trades (% of total) | 45 (80.36%) | Loss trades (% of total) | 11 (19.64%) | ||
Largest | profit trade | 58.94 | loss trade | -17.68 | |
Average | profit trade | 26.82 | loss trade | -9.38 | |
Maximum | consecutive wins (profit in money) | 13 (337.51) | consecutive losses (loss in money) | 2 (-21.61) | |
Maximal | consecutive profit (count of wins) | 337.51 (13) | consecutive loss (count of losses) | -21.61 (2) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.02.10 00:00 | buy | 1 | 1.00 | 139.53 | 129.53 | 139.68 | ||
2 | 2014.02.10 00:50 | t/p | 1 | 1.00 | 139.68 | 129.53 | 139.68 | 14.74 | 114.74 |
3 | 2014.02.10 00:50 | sell | 2 | 1.00 | 139.68 | 149.68 | 139.53 | ||
4 | 2014.02.10 03:27 | t/p | 2 | 1.00 | 139.53 | 149.68 | 139.53 | 14.73 | 129.47 |
5 | 2014.02.10 03:27 | buy | 3 | 1.00 | 139.53 | 129.53 | 139.68 | ||
6 | 2014.02.10 09:17 | buy | 4 | 2.00 | 139.38 | 129.38 | 139.53 | ||
7 | 2014.02.10 10:58 | t/p | 4 | 2.00 | 139.53 | 129.38 | 139.53 | 29.48 | 158.95 |
8 | 2014.02.10 11:27 | buy | 5 | 2.00 | 139.38 | 129.38 | 139.53 | ||
9 | 2014.02.10 23:58 | t/p | 5 | 2.00 | 139.53 | 129.38 | 139.53 | 29.48 | 188.43 |
10 | 2014.02.11 01:50 | buy | 6 | 2.00 | 139.38 | 129.38 | 139.53 | ||
11 | 2014.02.11 02:42 | t/p | 6 | 2.00 | 139.53 | 129.38 | 139.53 | 29.48 | 217.91 |
12 | 2014.02.11 02:50 | t/p | 3 | 1.00 | 139.68 | 129.53 | 139.68 | 14.82 | 232.73 |
13 | 2014.02.11 02:50 | sell | 7 | 1.00 | 139.69 | 149.69 | 139.54 | ||
14 | 2014.02.11 03:47 | t/p | 7 | 1.00 | 139.54 | 149.69 | 139.54 | 14.74 | 247.47 |
15 | 2014.02.11 03:47 | buy | 8 | 1.00 | 139.54 | 129.54 | 139.69 | ||
16 | 2014.02.11 06:47 | t/p | 8 | 1.00 | 139.69 | 129.54 | 139.69 | 14.74 | 262.21 |
17 | 2014.02.11 06:47 | sell | 9 | 1.00 | 139.69 | 149.69 | 139.54 | ||
18 | 2014.02.11 07:23 | sell | 10 | 2.00 | 139.85 | 149.85 | 139.70 | ||
19 | 2014.02.11 09:33 | t/p | 10 | 2.00 | 139.70 | 149.85 | 139.70 | 29.46 | 291.67 |
20 | 2014.02.11 10:08 | sell | 11 | 2.00 | 139.84 | 149.84 | 139.69 | ||
21 | 2014.02.11 10:30 | sell | 12 | 4.00 | 139.99 | 149.99 | 139.84 | ||
22 | 2014.02.11 10:53 | close | 12 | 4.00 | 139.86 | 149.99 | 139.84 | 51.07 | 342.74 |
23 | 2014.02.11 10:53 | close | 11 | 2.00 | 139.86 | 149.84 | 139.69 | -3.93 | 338.81 |
24 | 2014.02.11 10:53 | close | 9 | 1.00 | 139.86 | 149.69 | 139.54 | -16.69 | 322.12 |
25 | 2014.02.11 10:53 | buy | 13 | 1.00 | 139.85 | 129.85 | 140.00 | ||
26 | 2014.02.11 11:58 | t/p | 13 | 1.00 | 140.00 | 129.85 | 140.00 | 14.74 | 336.86 |
27 | 2014.02.11 11:58 | sell | 14 | 1.00 | 140.00 | 150.00 | 139.85 | ||
28 | 2014.02.11 15:31 | sell | 15 | 2.00 | 140.15 | 150.15 | 140.00 | ||
29 | 2014.02.11 15:32 | sell | 16 | 4.00 | 140.30 | 150.30 | 140.15 | ||
30 | 2014.02.11 15:34 | t/p | 16 | 4.00 | 140.15 | 150.30 | 140.15 | 58.94 | 395.80 |
31 | 2014.02.11 15:48 | t/p | 15 | 2.00 | 140.00 | 150.15 | 140.00 | 29.47 | 425.27 |
32 | 2014.02.11 15:53 | t/p | 14 | 1.00 | 139.85 | 150.00 | 139.85 | 14.73 | 440.00 |
33 | 2014.02.11 15:53 | buy | 17 | 1.00 | 139.85 | 129.85 | 140.00 | ||
34 | 2014.02.11 15:58 | buy | 18 | 2.00 | 139.70 | 129.70 | 139.85 | ||
35 | 2014.02.11 16:11 | buy | 19 | 4.00 | 139.54 | 129.54 | 139.69 | ||
36 | 2014.02.11 16:47 | close | 19 | 4.00 | 139.68 | 129.54 | 139.69 | 55.02 | 495.02 |
37 | 2014.02.11 16:47 | close | 18 | 2.00 | 139.68 | 129.70 | 139.85 | -3.93 | 491.09 |
38 | 2014.02.11 16:47 | close | 17 | 1.00 | 139.68 | 129.85 | 140.00 | -16.70 | 474.39 |
39 | 2014.02.11 16:47 | sell | 20 | 1.00 | 139.69 | 149.69 | 139.54 | ||
40 | 2014.02.11 17:12 | sell | 21 | 2.00 | 139.84 | 149.84 | 139.69 | ||
41 | 2014.02.11 17:21 | sell | 22 | 4.00 | 140.00 | 150.00 | 139.85 | ||
42 | 2014.02.12 01:54 | t/p | 22 | 4.00 | 139.85 | 150.00 | 139.85 | 58.14 | 532.53 |
43 | 2014.02.12 10:04 | t/p | 21 | 2.00 | 139.69 | 149.84 | 139.69 | 29.07 | 561.60 |
44 | 2014.02.12 10:25 | sell | 23 | 2.00 | 139.85 | 149.85 | 139.70 | ||
45 | 2014.02.12 12:01 | t/p | 23 | 2.00 | 139.70 | 149.85 | 139.70 | 29.46 | 591.06 |
46 | 2014.02.12 13:31 | t/p | 20 | 1.00 | 139.54 | 149.69 | 139.54 | 14.54 | 605.60 |
47 | 2014.02.12 13:31 | buy | 24 | 1.00 | 139.53 | 129.53 | 139.68 | ||
48 | 2014.02.12 13:35 | buy | 25 | 2.00 | 139.37 | 129.37 | 139.52 | ||
49 | 2014.02.12 13:37 | buy | 26 | 4.00 | 139.22 | 129.22 | 139.37 | ||
50 | 2014.02.12 18:06 | close | 26 | 4.00 | 139.36 | 129.22 | 139.37 | 55.02 | 660.62 |
51 | 2014.02.12 18:06 | close | 25 | 2.00 | 139.36 | 129.37 | 139.52 | -1.97 | 658.65 |
52 | 2014.02.12 18:06 | close | 24 | 1.00 | 139.36 | 129.53 | 139.68 | -16.70 | 641.95 |
53 | 2014.02.12 18:06 | sell | 27 | 1.00 | 139.37 | 149.37 | 139.22 | ||
54 | 2014.02.12 19:44 | t/p | 27 | 1.00 | 139.22 | 149.37 | 139.22 | 14.74 | 656.69 |
55 | 2014.02.12 19:44 | buy | 28 | 1.00 | 139.22 | 129.22 | 139.37 | ||
56 | 2014.02.12 20:25 | t/p | 28 | 1.00 | 139.37 | 129.22 | 139.37 | 14.74 | 671.43 |
57 | 2014.02.12 20:25 | sell | 29 | 1.00 | 139.37 | 149.37 | 139.22 | ||
58 | 2014.02.12 21:48 | t/p | 29 | 1.00 | 139.22 | 149.37 | 139.22 | 14.74 | 686.17 |
59 | 2014.02.12 21:48 | buy | 30 | 1.00 | 139.22 | 129.22 | 139.37 | ||
60 | 2014.02.12 23:22 | t/p | 30 | 1.00 | 139.37 | 129.22 | 139.37 | 14.74 | 700.91 |
61 | 2014.02.12 23:22 | sell | 31 | 1.00 | 139.37 | 149.37 | 139.22 | ||
62 | 2014.02.13 02:10 | t/p | 31 | 1.00 | 139.22 | 149.37 | 139.22 | 14.15 | 715.06 |
63 | 2014.02.13 02:10 | buy | 32 | 1.00 | 139.21 | 129.21 | 139.36 | ||
64 | 2014.02.13 02:32 | t/p | 32 | 1.00 | 139.36 | 129.21 | 139.36 | 14.74 | 729.80 |
65 | 2014.02.13 02:32 | sell | 33 | 1.00 | 139.36 | 149.36 | 139.21 | ||
66 | 2014.02.13 03:48 | t/p | 33 | 1.00 | 139.21 | 149.36 | 139.21 | 14.73 | 744.53 |
67 | 2014.02.13 03:48 | buy | 34 | 1.00 | 139.21 | 129.21 | 139.36 | ||
68 | 2014.02.13 04:53 | t/p | 34 | 1.00 | 139.36 | 129.21 | 139.36 | 14.74 | 759.27 |
69 | 2014.02.13 04:53 | sell | 35 | 1.00 | 139.36 | 149.36 | 139.21 | ||
70 | 2014.02.13 05:23 | t/p | 35 | 1.00 | 139.21 | 149.36 | 139.21 | 14.73 | 774.00 |
71 | 2014.02.13 05:23 | buy | 36 | 1.00 | 139.21 | 129.21 | 139.36 | ||
72 | 2014.02.13 05:35 | buy | 37 | 2.00 | 139.06 | 129.06 | 139.21 | ||
73 | 2014.02.13 07:10 | buy | 38 | 4.00 | 138.91 | 128.91 | 139.06 | ||
74 | 2014.02.13 08:12 | close | 38 | 4.00 | 139.04 | 128.91 | 139.06 | 51.09 | 825.09 |
75 | 2014.02.13 08:12 | close | 37 | 2.00 | 139.04 | 129.06 | 139.21 | -3.93 | 821.16 |
76 | 2014.02.13 08:12 | close | 36 | 1.00 | 139.04 | 129.21 | 139.36 | -16.70 | 804.46 |
77 | 2014.02.13 08:12 | sell | 39 | 1.00 | 139.05 | 149.05 | 138.90 | ||
78 | 2014.02.13 10:22 | sell | 40 | 2.00 | 139.22 | 149.22 | 139.07 | ||
79 | 2014.02.13 11:00 | t/p | 40 | 2.00 | 139.07 | 149.22 | 139.07 | 29.46 | 833.92 |
80 | 2014.02.13 11:22 | sell | 41 | 2.00 | 139.21 | 149.21 | 139.06 | ||
81 | 2014.02.13 11:24 | sell | 42 | 4.00 | 139.37 | 149.37 | 139.22 | ||
82 | 2014.02.13 13:11 | close | 42 | 4.00 | 139.23 | 149.37 | 139.22 | 55.00 | 888.92 |
83 | 2014.02.13 13:11 | close | 41 | 2.00 | 139.23 | 149.21 | 139.06 | -3.93 | 884.99 |
84 | 2014.02.13 13:11 | close | 39 | 1.00 | 139.23 | 149.05 | 138.90 | -17.68 | 867.31 |
85 | 2014.02.13 13:11 | buy | 43 | 1.00 | 139.25 | 129.25 | 139.40 | ||
86 | 2014.02.13 14:23 | t/p | 43 | 1.00 | 139.40 | 129.25 | 139.40 | 14.74 | 882.05 |
87 | 2014.02.13 14:23 | sell | 44 | 1.00 | 139.40 | 149.40 | 139.25 | ||
88 | 2014.02.13 15:33 | t/p | 44 | 1.00 | 139.25 | 149.40 | 139.25 | 14.73 | 896.78 |
89 | 2014.02.13 15:33 | buy | 45 | 1.00 | 139.25 | 129.25 | 139.40 | ||
90 | 2014.02.13 16:28 | buy | 46 | 2.00 | 139.10 | 129.10 | 139.25 | ||
91 | 2014.02.13 16:38 | t/p | 46 | 2.00 | 139.25 | 129.10 | 139.25 | 29.48 | 926.26 |
92 | 2014.02.13 17:05 | t/p | 45 | 1.00 | 139.40 | 129.25 | 139.40 | 14.74 | 941.00 |
93 | 2014.02.13 17:05 | sell | 47 | 1.00 | 139.40 | 149.40 | 139.25 | ||
94 | 2014.02.13 17:53 | sell | 48 | 2.00 | 139.55 | 149.55 | 139.40 | ||
95 | 2014.02.13 18:30 | sell | 49 | 4.00 | 139.71 | 149.71 | 139.56 | ||
96 | 2014.02.14 04:28 | t/p | 49 | 4.00 | 139.56 | 149.71 | 139.56 | 58.14 | 999.14 |
97 | 2014.02.14 05:02 | t/p | 48 | 2.00 | 139.40 | 149.55 | 139.40 | 29.07 | 1028.21 |
98 | 2014.02.14 05:38 | t/p | 47 | 1.00 | 139.25 | 149.40 | 139.25 | 14.53 | 1042.74 |
99 | 2014.02.14 05:38 | buy | 50 | 1.00 | 139.24 | 129.24 | 139.39 | ||
100 | 2014.02.14 07:13 | buy | 51 | 2.00 | 139.09 | 129.09 | 139.24 | ||
101 | 2014.02.14 08:45 | t/p | 51 | 2.00 | 139.24 | 129.09 | 139.24 | 29.47 | 1072.21 |
102 | 2014.02.14 09:02 | t/p | 50 | 1.00 | 139.39 | 129.24 | 139.39 | 14.73 | 1086.94 |
103 | 2014.02.14 09:02 | sell | 52 | 1.00 | 139.39 | 149.39 | 139.24 | ||
104 | 2014.02.14 09:17 | sell | 53 | 2.00 | 139.54 | 149.54 | 139.39 | ||
105 | 2014.02.14 13:31 | t/p | 53 | 2.00 | 139.39 | 149.54 | 139.39 | 29.47 | 1116.41 |
106 | 2014.02.14 13:55 | sell | 54 | 2.00 | 139.54 | 149.54 | 139.39 | ||
107 | 2014.02.14 16:17 | t/p | 54 | 2.00 | 139.39 | 149.54 | 139.39 | 29.47 | 1145.88 |
108 | 2014.02.14 17:32 | sell | 55 | 2.00 | 139.54 | 149.54 | 139.39 | ||
109 | 2014.02.14 18:08 | t/p | 55 | 2.00 | 139.39 | 149.54 | 139.39 | 29.47 | 1175.35 |
110 | 2014.02.14 21:41 | sell | 56 | 2.00 | 139.55 | 149.55 | 139.40 | ||
111 | 2014.02.14 23:58 | t/p | 56 | 2.00 | 139.40 | 149.55 | 139.40 | 29.47 | 1204.82 |
112 | 2014.02.14 23:58 | close at stop | 52 | 1.00 | 139.40 | 149.39 | 139.24 | -0.98 | 1203.84 |