Symbol | EURJPY (Euro vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2005.01.03 00:00 - 2007.04.27 03:00 (2006.01.01 - 2006.12.31) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Buy_Level=0.7; Sell_Level=0.1; Stop_Loss=50; dTrailingStop=0; Risk=10; Lots=1; | ||||
Bars in test | 17670 | Ticks modelled | 4736203 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 35158.70 | Gross profit | 56979.92 | Gross loss | -21821.22 |
Profit factor | 2.61 | Expected payoff | 857.53 | ||
Absolute drawdown | 935.56 | Maximal drawdown | 6253.92 (22.67%) | Relative drawdown | 23.84% (5046.00) |
Total trades | 41 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 30 (30.00%) |
Profit trades (% of total) | 15 (36.59%) | Loss trades (% of total) | 26 (63.41%) | ||
Largest | profit trade | 23825.91 | loss trade | -1366.95 | |
Average | profit trade | 3798.66 | loss trade | -839.28 | |
Maximum | consecutive wins (profit in money) | 2 (6160.68) | consecutive losses (loss in money) | 6 (-5046.00) | |
Maximal | consecutive profit (count of wins) | 23825.91 (1) | consecutive loss (count of losses) | -6253.92 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.01.02 12:00 | buy | 1 | 1.00 | 139.71 | 139.21 | 0.00 | ||
2 | 2006.01.02 16:11 | s/l | 1 | 1.00 | 139.21 | 139.21 | 0.00 | -422.15 | 9577.85 |
3 | 2006.01.03 17:00 | buy | 2 | 0.50 | 139.75 | 139.25 | 0.00 | ||
4 | 2006.01.03 18:08 | s/l | 2 | 0.50 | 139.25 | 139.25 | 0.00 | -211.08 | 9366.77 |
5 | 2006.01.04 14:00 | buy | 3 | 0.50 | 140.33 | 139.83 | 0.00 | ||
6 | 2006.01.06 14:49 | s/l | 3 | 0.50 | 139.83 | 139.83 | 0.00 | -194.07 | 9172.70 |
7 | 2006.01.06 22:00 | sell | 4 | 0.50 | 139.06 | 139.56 | 0.00 | ||
8 | 2006.01.10 01:00 | close | 4 | 0.50 | 138.33 | 139.56 | 0.00 | 296.89 | 9469.59 |
9 | 2006.01.10 01:00 | buy | 5 | 0.50 | 138.33 | 137.83 | 0.00 | ||
10 | 2006.01.10 08:43 | s/l | 5 | 0.50 | 137.83 | 137.83 | 0.00 | -211.07 | 9258.52 |
11 | 2006.01.10 21:00 | buy | 6 | 0.50 | 138.21 | 137.71 | 0.00 | ||
12 | 2006.01.12 14:14 | s/l | 6 | 0.50 | 137.71 | 137.71 | 0.00 | -194.08 | 9064.44 |
13 | 2006.01.13 05:00 | buy | 7 | 0.50 | 138.02 | 137.52 | 0.00 | ||
14 | 2006.02.06 11:00 | close | 7 | 0.50 | 142.28 | 137.52 | 0.00 | 1891.88 | 10956.32 |
15 | 2006.02.06 11:00 | sell | 8 | 2.00 | 142.28 | 142.78 | 0.00 | ||
16 | 2006.02.08 07:00 | close | 8 | 2.00 | 141.35 | 142.78 | 0.00 | 1525.22 | 12481.54 |
17 | 2006.02.08 07:00 | buy | 9 | 2.00 | 141.35 | 140.85 | 0.00 | ||
18 | 2006.02.10 08:43 | s/l | 9 | 2.00 | 140.85 | 140.85 | 0.00 | -776.30 | 11705.24 |
19 | 2006.02.10 13:00 | sell | 10 | 2.00 | 140.62 | 141.12 | 0.00 | ||
20 | 2006.02.13 13:00 | close | 10 | 2.00 | 140.45 | 141.12 | 0.00 | 264.57 | 11969.81 |
21 | 2006.02.13 13:00 | buy | 11 | 2.00 | 140.45 | 139.95 | 0.00 | ||
22 | 2006.02.14 00:26 | s/l | 11 | 2.00 | 139.95 | 139.95 | 0.00 | -827.31 | 11142.50 |
23 | 2006.02.14 23:00 | buy | 12 | 2.00 | 139.89 | 139.39 | 0.00 | ||
24 | 2006.02.23 18:08 | s/l | 12 | 2.00 | 139.39 | 139.39 | 0.00 | -657.32 | 10485.18 |
25 | 2006.02.28 06:00 | buy | 13 | 2.00 | 138.03 | 137.53 | 0.00 | ||
26 | 2006.03.22 16:00 | close | 13 | 2.00 | 141.31 | 137.53 | 0.00 | 5912.66 | 16397.84 |
27 | 2006.03.22 16:00 | sell | 14 | 2.00 | 141.31 | 141.81 | 0.00 | ||
28 | 2006.03.24 04:00 | close | 14 | 2.00 | 141.11 | 141.81 | 0.00 | 248.02 | 16645.86 |
29 | 2006.03.24 04:00 | buy | 15 | 2.00 | 141.11 | 140.61 | 0.00 | ||
30 | 2006.03.27 03:42 | s/l | 15 | 2.00 | 140.61 | 140.61 | 0.00 | -827.32 | 15818.54 |
31 | 2006.03.28 09:00 | buy | 16 | 2.00 | 140.49 | 139.99 | 0.00 | ||
32 | 2006.04.12 05:00 | close | 16 | 2.00 | 143.46 | 139.99 | 0.00 | 5270.21 | 21088.75 |
33 | 2006.04.12 05:00 | sell | 17 | 3.00 | 143.46 | 143.96 | 0.00 | ||
34 | 2006.04.12 12:00 | close | 17 | 3.00 | 143.43 | 143.96 | 0.00 | 75.99 | 21164.74 |
35 | 2006.04.12 12:00 | buy | 18 | 3.00 | 143.43 | 142.93 | 0.00 | ||
36 | 2006.04.12 14:37 | s/l | 18 | 3.00 | 142.93 | 142.93 | 0.00 | -1266.46 | 19898.28 |
37 | 2006.04.13 03:00 | buy | 19 | 2.00 | 143.29 | 142.79 | 0.00 | ||
38 | 2006.04.24 08:52 | s/l | 19 | 2.00 | 142.79 | 142.79 | 0.00 | -691.30 | 19206.98 |
39 | 2006.04.25 16:00 | buy | 20 | 2.00 | 142.32 | 141.82 | 0.00 | ||
40 | 2006.05.08 10:03 | s/l | 20 | 2.00 | 141.82 | 141.82 | 0.00 | -623.30 | 18583.68 |
41 | 2006.05.09 20:00 | buy | 21 | 2.00 | 141.85 | 141.35 | 0.00 | ||
42 | 2006.05.10 10:57 | s/l | 21 | 2.00 | 141.35 | 141.35 | 0.00 | -827.31 | 17756.37 |
43 | 2006.05.11 05:00 | buy | 22 | 2.00 | 141.57 | 141.07 | 0.00 | ||
44 | 2006.05.15 11:52 | s/l | 22 | 2.00 | 141.07 | 141.07 | 0.00 | -810.31 | 16946.06 |
45 | 2006.05.16 04:00 | buy | 23 | 2.00 | 141.31 | 140.81 | 0.00 | ||
46 | 2006.05.17 02:18 | s/l | 23 | 2.00 | 140.81 | 140.81 | 0.00 | -827.32 | 16118.74 |
47 | 2006.05.17 23:00 | buy | 24 | 2.00 | 141.45 | 140.95 | 0.00 | ||
48 | 2006.05.25 21:00 | close | 24 | 2.00 | 143.14 | 140.95 | 0.00 | 3023.76 | 19142.50 |
49 | 2006.05.25 21:00 | sell | 25 | 2.00 | 143.14 | 143.64 | 0.00 | ||
50 | 2006.05.26 09:00 | close | 25 | 2.00 | 143.15 | 143.64 | 0.00 | -39.29 | 19103.21 |
51 | 2006.05.26 09:00 | buy | 26 | 2.00 | 143.15 | 142.65 | 0.00 | ||
52 | 2006.07.31 13:00 | close | 26 | 2.00 | 145.89 | 142.65 | 0.00 | 5714.81 | 24818.02 |
53 | 2006.07.31 13:00 | sell | 27 | 3.00 | 145.89 | 146.39 | 0.00 | ||
54 | 2006.07.31 19:04 | s/l | 27 | 3.00 | 146.39 | 146.39 | 0.00 | -1266.14 | 23551.88 |
55 | 2006.07.31 23:00 | buy | 28 | 3.00 | 146.43 | 145.93 | 0.00 | ||
56 | 2006.08.01 07:26 | s/l | 28 | 3.00 | 145.93 | 145.93 | 0.00 | -1240.96 | 22310.92 |
57 | 2006.08.01 17:00 | buy | 29 | 3.00 | 146.76 | 146.26 | 0.00 | ||
58 | 2006.08.03 05:05 | s/l | 29 | 3.00 | 146.26 | 146.26 | 0.00 | -1164.47 | 21146.45 |
59 | 2006.08.03 13:00 | buy | 30 | 3.00 | 146.73 | 146.23 | 0.00 | ||
60 | 2006.08.10 15:00 | close | 30 | 3.00 | 147.40 | 146.23 | 0.00 | 1875.54 | 23021.99 |
61 | 2006.08.10 15:00 | sell | 31 | 3.00 | 147.40 | 147.90 | 0.00 | ||
62 | 2006.08.11 09:01 | s/l | 31 | 3.00 | 147.90 | 147.90 | 0.00 | -1299.76 | 21722.23 |
63 | 2006.08.11 10:00 | buy | 32 | 3.00 | 147.91 | 147.41 | 0.00 | ||
64 | 2006.09.04 14:00 | close | 32 | 3.00 | 149.24 | 147.41 | 0.00 | 3929.82 | 25652.05 |
65 | 2006.09.04 14:00 | sell | 33 | 3.00 | 149.24 | 149.74 | 0.00 | ||
66 | 2006.09.06 01:00 | close | 33 | 3.00 | 149.00 | 149.74 | 0.00 | 540.54 | 26192.59 |
67 | 2006.09.06 01:00 | buy | 34 | 3.00 | 149.00 | 148.50 | 0.00 | ||
68 | 2006.09.07 11:10 | s/l | 34 | 3.00 | 148.50 | 148.50 | 0.00 | -1189.98 | 25002.61 |
69 | 2006.09.08 20:00 | buy | 35 | 3.00 | 148.15 | 147.65 | 0.00 | ||
70 | 2006.09.13 17:00 | close | 35 | 3.00 | 149.14 | 147.65 | 0.00 | 2584.10 | 27586.71 |
71 | 2006.09.13 17:00 | sell | 36 | 3.00 | 149.14 | 149.64 | 0.00 | ||
72 | 2006.09.14 12:30 | s/l | 36 | 3.00 | 149.64 | 149.64 | 0.00 | -1366.95 | 26219.76 |
73 | 2006.09.14 14:00 | buy | 37 | 3.00 | 149.58 | 149.08 | 0.00 | ||
74 | 2006.09.15 12:46 | s/l | 37 | 3.00 | 149.08 | 149.08 | 0.00 | -1240.94 | 24978.82 |
75 | 2006.09.15 16:00 | sell | 38 | 3.00 | 148.71 | 149.21 | 0.00 | ||
76 | 2006.09.15 18:54 | s/l | 38 | 3.00 | 149.21 | 149.21 | 0.00 | -1266.12 | 23712.70 |
77 | 2006.09.18 06:00 | buy | 39 | 3.00 | 149.21 | 148.71 | 0.00 | ||
78 | 2006.09.19 11:58 | s/l | 39 | 3.00 | 148.71 | 148.71 | 0.00 | -1240.96 | 22471.74 |
79 | 2006.09.20 19:00 | buy | 40 | 3.00 | 148.97 | 148.47 | 0.00 | ||
80 | 2006.09.25 16:32 | s/l | 40 | 3.00 | 148.47 | 148.47 | 0.00 | -1138.95 | 21332.79 |
81 | 2006.09.26 22:00 | buy | 41 | 3.00 | 148.68 | 148.18 | 0.00 | ||
82 | 2006.12.29 22:59 | close at stop | 41 | 3.00 | 157.12 | 148.18 | 0.00 | 23825.91 | 45158.70 |