Symbol | EURJPY (Euro vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2004.06.17 13:45 - 2007.05.10 04:00 | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Separator0="----------"; Setup1="First stochastic (Short term)"; K1=5; D1=3; Slowing1=3; Separator1="----------"; Setup2="First stochastic (Medium term)"; K2=20; D2=10; Slowing2=20; Separator2="----------"; Setup3="First stochastic (Long term)"; K3=50; D3=10; Slowing3=20; Separator3="----------"; Text="Safe = True, Signal crosses, Safe = False, Main crosses"; Safe=true; Separator4="----------"; Text1="Stochastic levels:"; Top=90; Bottom=10; Identifier=9812; TP=500; Lots=5; | ||||
Bars in test | 71484 | Ticks modelled | 7721750 | Modelling quality | 89.87% |
Initial deposit | 10000.00 | ||||
Total net profit | -7968.87 | Gross profit | 69576.46 | Gross loss | -77545.32 |
Profit factor | 0.90 | Expected payoff | -227.68 | ||
Absolute drawdown | 7968.87 | Maximal drawdown | 77545.32 (97.45%) | Relative drawdown | 97.45% (77545.32) |
Total trades | 35 | Short positions (won %) | 24 (95.83%) | Long positions (won %) | 11 (100.00%) |
Profit trades (% of total) | 34 (97.14%) | Loss trades (% of total) | 1 (2.86%) | ||
Largest | profit trade | 2408.31 | loss trade | -77545.32 | |
Average | profit trade | 2046.37 | loss trade | -77545.32 | |
Maximum | consecutive wins (profit in money) | 34 (69576.46) | consecutive losses (loss in money) | 1 (-77545.32) | |
Maximal | consecutive profit (count of wins) | 69576.46 (34) | consecutive loss (count of losses) | -77545.32 (1) | |
Average | consecutive wins | 34 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2004.06.23 20:15 | buy | 1 | 5.00 | 131.21001 | 0.000 | 131.710 | ||
2 | 2004.06.28 14:03 | t/p | 1 | 5.00 | 131.710 | 0.000 | 131.710 | 2099.17 | 12099.16 |
3 | 2004.07.05 13:45 | sell | 2 | 5.00 | 133.85001 | 0.000 | 133.350 | ||
4 | 2004.07.23 17:25 | t/p | 2 | 5.00 | 133.350 | 0.000 | 133.350 | 1923.01 | 14022.17 |
5 | 2004.08.02 13:15 | sell | 3 | 5.00 | 134.06999 | 0.000 | 133.570 | ||
6 | 2004.08.02 15:07 | t/p | 3 | 5.00 | 133.570 | 0.000 | 133.570 | 2078.15 | 16100.32 |
7 | 2004.08.09 05:30 | sell | 4 | 5.00 | 135.42999 | 0.000 | 134.930 | ||
8 | 2004.08.18 15:17 | t/p | 4 | 5.00 | 134.930 | 0.000 | 134.930 | 2008.32 | 18108.64 |
9 | 2004.08.30 11:32 | sell | 5 | 5.00 | 132.48999 | 0.000 | 131.990 | ||
10 | 2004.09.08 13:29 | t/p | 5 | 5.00 | 131.990 | 0.000 | 131.990 | 2008.31 | 20116.95 |
11 | 2004.09.14 18:15 | buy | 6 | 5.00 | 134.170 | 0.000 | 134.670 | ||
12 | 2004.09.21 14:29 | t/p | 6 | 5.00 | 134.670 | 0.000 | 134.670 | 2107.34 | 22224.29 |
13 | 2004.09.23 10:53 | sell | 7 | 5.00 | 136.248 | 0.000 | 135.748 | ||
14 | 2004.09.23 16:22 | t/p | 7 | 5.00 | 135.748 | 0.000 | 135.748 | 2078.19 | 24302.48 |
15 | 2004.09.23 19:15 | sell | 8 | 5.00 | 135.970 | 0.000 | 135.470 | ||
16 | 2004.10.11 11:56 | t/p | 8 | 5.00 | 135.470 | 0.000 | 135.470 | 1954.02 | 26256.50 |
17 | 2004.10.25 05:34 | sell | 9 | 5.00 | 136.360 | 0.000 | 135.860 | ||
18 | 2004.10.26 18:12 | t/p | 9 | 5.00 | 135.860 | 0.000 | 135.860 | 2070.43 | 28326.93 |
19 | 2004.11.04 02:30 | sell | 10 | 5.00 | 136.165 | 0.000 | 135.665 | ||
20 | 2004.11.17 16:17 | t/p | 10 | 5.00 | 135.665 | 0.000 | 135.665 | 1992.82 | 30319.75 |
21 | 2004.12.21 05:00 | sell | 11 | 5.00 | 139.130 | 0.000 | 138.630 | ||
22 | 2005.01.03 02:54 | t/p | 11 | 5.00 | 138.630 | 0.000 | 138.630 | 1977.32 | 32297.07 |
23 | 2005.01.04 12:45 | buy | 12 | 5.00 | 138.340 | 0.000 | 138.840 | ||
24 | 2005.01.04 20:42 | t/p | 12 | 5.00 | 138.840 | 0.000 | 138.840 | 2078.86 | 34375.93 |
25 | 2005.01.27 06:53 | sell | 13 | 5.00 | 134.985 | 0.000 | 134.485 | ||
26 | 2005.01.27 15:06 | t/p | 13 | 5.00 | 134.485 | 0.000 | 134.485 | 2078.19 | 36454.12 |
27 | 2005.02.14 06:01 | buy | 14 | 5.00 | 135.60999 | 0.000 | 136.110 | ||
28 | 2005.02.14 12:36 | t/p | 14 | 5.00 | 136.110 | 0.000 | 136.110 | 2078.91 | 38533.03 |
29 | 2005.02.24 00:39 | sell | 15 | 5.00 | 138.610 | 0.000 | 138.110 | ||
30 | 2005.02.28 14:09 | t/p | 15 | 5.00 | 138.110 | 0.000 | 138.110 | 2062.67 | 40595.70 |
31 | 2005.03.16 11:34 | buy | 16 | 5.00 | 139.170 | 0.000 | 139.670 | ||
32 | 2005.03.16 15:12 | t/p | 16 | 5.00 | 139.670 | 0.000 | 139.670 | 2078.86 | 42674.56 |
33 | 2005.03.28 06:30 | sell | 17 | 5.00 | 137.96001 | 0.000 | 137.460 | ||
34 | 2005.04.25 10:46 | t/p | 17 | 5.00 | 137.460 | 0.000 | 137.460 | 1860.93 | 44535.49 |
35 | 2005.04.28 19:00 | buy | 18 | 5.00 | 136.650 | 0.000 | 137.150 | ||
36 | 2005.07.20 20:37 | t/p | 18 | 5.00 | 137.150 | 0.000 | 137.150 | 2408.31 | 46943.80 |
37 | 2005.07.28 03:00 | sell | 19 | 5.00 | 135.694 | 0.000 | 135.194 | ||
38 | 2005.08.15 18:38 | t/p | 19 | 5.00 | 135.194 | 0.000 | 135.194 | 1954.02 | 48897.82 |
39 | 2005.09.07 08:03 | buy | 20 | 5.00 | 137.150 | 0.000 | 137.650 | ||
40 | 2005.10.06 15:19 | t/p | 20 | 5.00 | 137.650 | 0.000 | 137.650 | 2204.96 | 51102.78 |
41 | 2005.10.19 22:30 | sell | 21 | 5.00 | 138.32001 | 0.000 | 137.820 | ||
42 | 2005.11.09 14:01 | t/p | 21 | 5.00 | 137.820 | 0.000 | 137.820 | 1915.25 | 53018.02 |
43 | 2005.11.15 19:49 | sell | 22 | 5.00 | 139.190 | 0.000 | 138.690 | ||
44 | 2005.11.17 05:51 | t/p | 22 | 5.00 | 138.690 | 0.000 | 138.690 | 2047.16 | 55065.18 |
45 | 2005.11.18 01:45 | sell | 23 | 5.00 | 139.640 | 0.000 | 139.140 | ||
46 | 2005.11.18 11:35 | t/p | 23 | 5.00 | 139.140 | 0.000 | 139.140 | 2078.19 | 57143.37 |
47 | 2005.12.02 13:30 | buy | 24 | 5.00 | 141.36001 | 0.000 | 141.860 | ||
48 | 2005.12.05 00:21 | t/p | 24 | 5.00 | 141.860 | 0.000 | 141.860 | 2082.93 | 59226.30 |
49 | 2005.12.06 00:00 | sell | 25 | 5.00 | 142.580 | 0.000 | 142.080 | ||
50 | 2005.12.07 09:02 | t/p | 25 | 5.00 | 142.080 | 0.000 | 142.080 | 2070.43 | 61296.73 |
51 | 2005.12.21 05:45 | sell | 26 | 5.00 | 139.060 | 0.000 | 138.560 | ||
52 | 2005.12.22 15:01 | t/p | 26 | 5.00 | 138.560 | 0.000 | 138.560 | 2054.90 | 63351.63 |
53 | 2006.01.05 07:00 | sell | 27 | 5.00 | 140.679 | 0.000 | 140.179 | ||
54 | 2006.01.05 08:16 | t/p | 27 | 5.00 | 140.179 | 0.000 | 140.179 | 2078.19 | 65429.82 |
55 | 2006.01.17 05:45 | sell | 28 | 5.00 | 139.270 | 0.000 | 138.770 | ||
56 | 2006.02.24 15:35 | t/p | 28 | 5.00 | 138.770 | 0.000 | 138.770 | 1767.79 | 67197.61 |
57 | 2006.03.08 16:15 | sell | 29 | 5.00 | 140.534 | 0.000 | 140.034 | ||
58 | 2006.03.09 09:53 | t/p | 29 | 5.00 | 140.034 | 0.000 | 140.034 | 2054.91 | 69252.52 |
59 | 2006.03.29 14:22 | buy | 30 | 5.00 | 141.558 | 0.000 | 142.058 | ||
60 | 2006.03.30 15:34 | t/p | 30 | 5.00 | 142.058 | 0.000 | 142.058 | 2091.08 | 71343.60 |
61 | 2006.04.05 19:30 | sell | 31 | 5.00 | 144.410 | 0.000 | 143.910 | ||
62 | 2006.04.06 14:55 | t/p | 31 | 5.00 | 143.910 | 0.000 | 143.910 | 2054.93 | 73398.53 |
63 | 2006.04.10 13:45 | buy | 32 | 5.00 | 143.307 | 0.000 | 143.807 | ||
64 | 2006.04.11 12:10 | t/p | 32 | 5.00 | 143.807 | 0.000 | 143.807 | 2082.95 | 75481.47 |
65 | 2006.04.14 08:15 | sell | 33 | 5.00 | 143.668 | 0.000 | 143.168 | ||
66 | 2006.04.24 00:01 | t/p | 33 | 5.00 | 143.168 | 0.000 | 143.168 | 2016.11 | 77497.58 |
67 | 2006.05.08 10:00 | buy | 34 | 5.00 | 141.900 | 0.000 | 142.400 | ||
68 | 2006.05.08 23:00 | t/p | 34 | 5.00 | 142.400 | 0.000 | 142.400 | 2078.88 | 79576.46 |
69 | 2006.06.09 19:00 | sell | 35 | 5.00 | 144.050 | 0.000 | 143.550 | ||
70 | 2007.04.16 00:09 | close at stop | 35 | 5.00 | 162.130 | 0.000 | 143.550 | -77545.32 | 2031.13 |