Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2014.04.01 00:00 - 2015.03.01 23:00 (2014.04.01 - 2015.03.02) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Period_ATR=81; Period_ema=4; MaxSlippage=3; CustomComment="Some comment"; MagicNumber=12345; HandleSLPTByEA=true; UseMoneyManagement=true; UseLotsManagement=true; Lots=0.1; LotsDecimals=2; LossesRatio=2; RiskInPercent=2; MaximumLots=0.5; SL_points=180; PT_points=150; | ||||
Bars in test | 6690 | Ticks modelled | 9247719 | Modelling quality | 58.02% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | Current (22) | ||
Total net profit | -174.25 | Gross profit | 440.72 | Gross loss | -614.97 |
Profit factor | 0.72 | Expected payoff | -8.71 | ||
Absolute drawdown | 207.85 | Maximal drawdown | 246.29 (23.72%) | Relative drawdown | 23.72% (246.29) |
Total trades | 20 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 12 (60.00%) | Loss trades (% of total) | 8 (40.00%) | ||
Largest | profit trade | 65.90 | loss trade | -172.59 | |
Average | profit trade | 36.73 | loss trade | -76.87 | |
Maximum | consecutive wins (profit in money) | 3 (122.38) | consecutive losses (loss in money) | 2 (-204.57) | |
Maximal | consecutive profit (count of wins) | 122.38 (3) | consecutive loss (count of losses) | -204.57 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.04.04 17:48 | sell limit | 1 | 0.03 | 103.471 | 0.000 | 0.000 | ||
2 | 2014.04.04 17:48 | buy stop | 2 | 0.03 | 103.471 | 0.000 | 0.000 | ||
3 | 2014.04.07 05:00 | delete | 1 | 0.03 | 103.471 | 0.000 | 0.000 | ||
4 | 2014.04.07 06:00 | delete | 2 | 0.03 | 103.471 | 0.000 | 0.000 | ||
5 | 2014.04.08 01:00 | sell limit | 3 | 0.03 | 102.985 | 0.000 | 0.000 | ||
6 | 2014.04.08 01:00 | buy stop | 4 | 0.03 | 102.985 | 0.000 | 0.000 | ||
7 | 2014.04.08 02:54 | buy | 4 | 0.03 | 102.985 | 0.000 | 0.000 | ||
8 | 2014.04.08 02:54 | sell | 3 | 0.03 | 102.985 | 0.000 | 0.000 | ||
9 | 2014.04.10 11:00 | close | 3 | 0.03 | 101.705 | 0.000 | 0.000 | 37.61 | 1037.61 |
10 | 2014.05.19 09:37 | close | 4 | 0.03 | 101.200 | 0.000 | 0.000 | -52.80 | 984.81 |
11 | 2014.05.19 10:00 | sell limit | 5 | 0.03 | 101.291 | 0.000 | 0.000 | ||
12 | 2014.05.19 10:00 | buy stop | 6 | 0.03 | 101.291 | 0.000 | 0.000 | ||
13 | 2014.05.19 15:12 | buy | 6 | 0.03 | 101.291 | 0.000 | 0.000 | ||
14 | 2014.05.19 16:02 | sell | 5 | 0.03 | 101.291 | 0.000 | 0.000 | ||
15 | 2014.07.30 17:08 | close | 5 | 0.03 | 103.016 | 0.000 | 0.000 | -52.95 | 931.85 |
16 | 2014.07.30 17:08 | close | 6 | 0.03 | 102.995 | 0.000 | 0.000 | 49.84 | 981.69 |
17 | 2014.07.30 17:08 | sell stop | 7 | 0.03 | 102.800 | 0.000 | 0.000 | ||
18 | 2014.07.30 17:08 | buy limit | 8 | 0.03 | 102.800 | 0.000 | 0.000 | ||
19 | 2014.07.30 18:13 | sell | 7 | 0.03 | 102.800 | 0.000 | 0.000 | ||
20 | 2014.07.30 18:13 | buy | 8 | 0.03 | 102.800 | 0.000 | 0.000 | ||
21 | 2014.08.06 16:18 | close | 7 | 0.03 | 101.948 | 0.000 | 0.000 | 24.81 | 1006.50 |
22 | 2014.08.06 16:18 | sell | 9 | 0.09 | 101.926 | 0.000 | 0.000 | ||
23 | 2014.08.20 18:12 | close | 8 | 0.03 | 103.689 | 0.000 | 0.000 | 25.78 | 1032.28 |
24 | 2014.08.20 18:13 | close | 9 | 0.09 | 103.747 | 0.000 | 0.000 | -159.56 | 872.72 |
25 | 2014.08.22 15:31 | sell stop | 10 | 0.03 | 103.893 | 0.000 | 0.000 | ||
26 | 2014.08.22 15:31 | buy limit | 11 | 0.03 | 103.893 | 0.000 | 0.000 | ||
27 | 2014.08.22 16:17 | sell | 10 | 0.03 | 103.893 | 0.000 | 0.000 | ||
28 | 2014.08.22 18:38 | buy | 11 | 0.03 | 103.893 | 0.000 | 0.000 | ||
29 | 2014.09.04 23:40 | close | 10 | 0.03 | 105.458 | 0.000 | 0.000 | -45.01 | 827.71 |
30 | 2014.09.04 23:40 | close | 11 | 0.03 | 105.438 | 0.000 | 0.000 | 44.00 | 871.71 |
31 | 2014.09.08 13:45 | sell stop | 12 | 0.03 | 105.248 | 0.000 | 0.000 | ||
32 | 2014.09.08 13:45 | buy limit | 13 | 0.03 | 105.248 | 0.000 | 0.000 | ||
33 | 2014.09.09 01:00 | delete | 12 | 0.03 | 105.248 | 0.000 | 0.000 | ||
34 | 2014.09.09 02:00 | delete | 13 | 0.03 | 105.248 | 0.000 | 0.000 | ||
35 | 2014.09.12 03:27 | sell stop | 14 | 0.03 | 107.206 | 0.000 | 0.000 | ||
36 | 2014.09.12 03:27 | buy limit | 15 | 0.03 | 107.206 | 0.000 | 0.000 | ||
37 | 2014.09.12 05:38 | sell | 14 | 0.03 | 107.206 | 0.000 | 0.000 | ||
38 | 2014.09.12 06:23 | buy | 15 | 0.03 | 107.206 | 0.000 | 0.000 | ||
39 | 2014.09.18 05:10 | close | 14 | 0.03 | 108.819 | 0.000 | 0.000 | -44.70 | 827.01 |
40 | 2014.09.18 05:10 | close | 15 | 0.03 | 108.799 | 0.000 | 0.000 | 43.95 | 870.96 |
41 | 2014.10.01 03:23 | sell stop | 16 | 0.03 | 109.815 | 0.000 | 0.000 | ||
42 | 2014.10.01 03:23 | buy limit | 17 | 0.03 | 109.815 | 0.000 | 0.000 | ||
43 | 2014.10.01 05:52 | sell | 16 | 0.03 | 109.815 | 0.000 | 0.000 | ||
44 | 2014.10.01 06:01 | buy | 17 | 0.03 | 109.815 | 0.000 | 0.000 | ||
45 | 2014.10.06 16:47 | close | 16 | 0.03 | 109.008 | 0.000 | 0.000 | 22.02 | 892.98 |
46 | 2014.10.06 16:47 | sell | 18 | 0.09 | 108.986 | 0.000 | 0.000 | ||
47 | 2014.10.07 13:20 | close | 17 | 0.03 | 108.172 | 0.000 | 0.000 | -45.55 | 847.43 |
48 | 2014.10.09 01:00 | close | 18 | 0.09 | 108.187 | 0.000 | 0.000 | 65.90 | 913.33 |
49 | 2014.10.13 21:09 | sell limit | 19 | 0.03 | 107.077 | 0.000 | 0.000 | ||
50 | 2014.10.13 21:09 | buy stop | 20 | 0.03 | 107.077 | 0.000 | 0.000 | ||
51 | 2014.10.13 23:38 | buy | 20 | 0.03 | 107.077 | 0.000 | 0.000 | ||
52 | 2014.10.13 23:41 | sell | 19 | 0.03 | 107.077 | 0.000 | 0.000 | ||
53 | 2014.10.16 08:00 | close | 19 | 0.03 | 105.929 | 0.000 | 0.000 | 32.32 | 945.65 |
54 | 2014.10.16 08:00 | sell | 21 | 0.09 | 105.907 | 0.000 | 0.000 | ||
55 | 2014.10.23 13:11 | close | 20 | 0.03 | 107.945 | 0.000 | 0.000 | 24.15 | 969.80 |
56 | 2014.10.23 13:11 | close | 21 | 0.09 | 107.968 | 0.000 | 0.000 | -172.59 | 797.21 |
57 | 2014.10.31 07:18 | sell stop | 22 | 0.03 | 110.545 | 0.000 | 0.000 | ||
58 | 2014.10.31 07:18 | buy limit | 23 | 0.03 | 110.545 | 0.000 | 0.000 | ||
59 | 2014.10.31 19:00 | delete | 22 | 0.03 | 110.545 | 0.000 | 0.000 | ||
60 | 2014.10.31 20:00 | delete | 23 | 0.03 | 110.545 | 0.000 | 0.000 | ||
61 | 2014.11.05 06:37 | sell stop | 24 | 0.03 | 113.987 | 0.000 | 0.000 | ||
62 | 2014.11.05 06:37 | buy limit | 25 | 0.03 | 113.987 | 0.000 | 0.000 | ||
63 | 2014.11.05 18:00 | delete | 24 | 0.03 | 113.987 | 0.000 | 0.000 | ||
64 | 2014.11.05 19:00 | delete | 25 | 0.03 | 113.987 | 0.000 | 0.000 | ||
65 | 2014.11.14 01:33 | buy limit | 26 | 0.03 | 115.910 | 0.000 | 0.000 | ||
66 | 2014.11.14 01:36 | buy | 26 | 0.03 | 115.910 | 0.000 | 0.000 | ||
67 | 2014.11.16 23:50 | close | 26 | 0.03 | 116.737 | 0.000 | 0.000 | 21.25 | 818.46 |
68 | 2014.12.03 17:14 | sell stop | 27 | 0.03 | 119.653 | 0.000 | 0.000 | ||
69 | 2014.12.03 17:14 | buy limit | 28 | 0.03 | 119.653 | 0.000 | 0.000 | ||
70 | 2014.12.04 05:00 | delete | 27 | 0.03 | 119.653 | 0.000 | 0.000 | ||
71 | 2014.12.04 06:00 | delete | 28 | 0.03 | 119.653 | 0.000 | 0.000 | ||
72 | 2014.12.16 12:00 | sell limit | 29 | 0.03 | 116.400 | 0.000 | 0.000 | ||
73 | 2014.12.16 12:00 | buy stop | 30 | 0.03 | 116.400 | 0.000 | 0.000 | ||
74 | 2014.12.16 13:21 | buy | 30 | 0.03 | 116.400 | 0.000 | 0.000 | ||
75 | 2014.12.16 13:22 | sell | 29 | 0.03 | 116.400 | 0.000 | 0.000 | ||
76 | 2014.12.17 19:40 | close | 29 | 0.03 | 118.043 | 0.000 | 0.000 | -41.80 | 776.66 |
77 | 2014.12.18 05:23 | close | 30 | 0.03 | 118.336 | 0.000 | 0.000 | 49.09 | 825.75 |
78 | 2015.01.23 15:52 | sell limit | 31 | 0.03 | 117.915 | 0.000 | 0.000 | ||
79 | 2015.01.23 15:52 | buy stop | 32 | 0.03 | 117.915 | 0.000 | 0.000 | ||
80 | 2015.01.26 03:00 | delete | 31 | 0.03 | 117.915 | 0.000 | 0.000 | ||
81 | 2015.01.26 04:00 | delete | 32 | 0.03 | 117.915 | 0.000 | 0.000 |