Symbol | USDJPYFXF (US Dollar vs Japanise Yen) | ||||
Period | 4 Hours (H4) 2009.09.01 00:00 - 2009.09.30 20:00 (2009.09.01 - 2009.10.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=20090722; EAPHelp="0:Chart TF, 1:1M, 2:5M, 3:15M, 4:30M, 5:1H, 6:4H, 7:D, 8:W, 9:M"; EAPeriod=6; EMHelp="0:Standard entry only, 1:Retracement only, 2:Both standard and retracement, 3:Reversed standard entry"; EntryMethod=2; RetraceTriggerPct=32; ATRMinimumTriggerPips=0; COOSHelp="0:Do NOT close ongoing trades, 1:Close & re-enter as per new signal"; CloseOnOppositeSignal=1; TDHelp="List of days to trade OR 'All' for every day (Mon,Tue,Wed,Thu,Fri,Sat,Sun)"; TradeDay="All"; TTHelp="Check for trade at bar times in HH:MM format OR 'All' for every bar (HH=00-23, MM=00-59)"; TradeTimeMon="All"; TradeTimeTue="All"; TradeTimeWed="All"; TradeTimeThu="All"; TradeTimeFri="All"; TradeTimeSat="All"; TradeTimeSun="All"; ExMHelp="0:Fixed TP1 off ATR, 1:Trailing SL on HAS bar, 2:TP1 + trailing HAS bar orders, 3:TP1+BE & trailing HAS bar"; ExitMethod=0; PLCHelp="Percent of lots for order with TP1 (ExitMethod=2 only)"; TP1OrderLotsPct=50; MRDPHelp="Max price difference to open pair of orders"; MaxOpenPriceDiff=10; MMMHelp="0:Off, 1:% of Acc/balance"; MoneyMgtMethod=0; LHelp="Lot size when MoneyMgt is off (MoneyMgtMethod=0)"; Lots1=0.01; Lots2=0.01; TRAPHelp="Account % to risk when MoneyMgt is on (MoneyMgtMethod=1)"; TradeRiskAccPct=10; AMTPHelp="TP1 = ATR() * ATRMultiplierTP"; ATRMultiplierTP=1; AMSLHelp="SL = ATR() * ATRMultiplierSL"; ATRMultiplierSL=1; SMHelp="0:Off, 1:Backtest only, 2:Always"; StatMethod=1; HAS_MA1_Method=2; HAS_MA1_Period=6; HAS_MA2_Method=3; HAS_MA2_Period=2; ATRPeriod=20; TwoStepOrderSubmit=true; | ||||
Bars in test | 1137 | Ticks modelled | 206238 | Modelling quality | 50.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | -4.15 | Gross profit | 18.06 | Gross loss | -22.21 |
Profit factor | 0.81 | Expected payoff | -0.46 | ||
Absolute drawdown | 6.79 | Maximal drawdown | 11.35 (1.13%) | Relative drawdown | 1.13% (11.35) |
Total trades | 9 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 5 (40.00%) |
Profit trades (% of total) | 4 (44.44%) | Loss trades (% of total) | 5 (55.56%) | ||
Largest | profit trade | 6.20 | loss trade | -4.83 | |
Average | profit trade | 4.51 | loss trade | -4.44 | |
Maximum | consecutive wins (profit in money) | 2 (7.47) | consecutive losses (loss in money) | 2 (-9.34) | |
Maximal | consecutive profit (count of wins) | 7.47 (2) | consecutive loss (count of losses) | -9.34 (2) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.04 00:00 | buy | 1 | 0.01 | 92.74 | 0.00 | 0.00 | ||
2 | 2009.09.04 00:00 | modify | 1 | 0.01 | 92.74 | 92.39 | 93.09 | ||
3 | 2009.09.04 12:30 | s/l | 1 | 0.01 | 92.39 | 92.39 | 93.09 | -3.79 | 996.21 |
4 | 2009.09.08 08:00 | sell | 2 | 0.01 | 92.38 | 0.00 | 0.00 | ||
5 | 2009.09.08 08:00 | modify | 2 | 0.01 | 92.38 | 92.69 | 92.07 | ||
6 | 2009.09.09 13:52 | t/p | 2 | 0.01 | 92.07 | 92.69 | 92.07 | 3.32 | 999.53 |
7 | 2009.09.15 04:00 | buy | 3 | 0.01 | 91.11 | 0.00 | 0.00 | ||
8 | 2009.09.15 04:00 | modify | 3 | 0.01 | 91.11 | 90.73 | 91.49 | ||
9 | 2009.09.15 12:45 | t/p | 3 | 0.01 | 91.49 | 90.73 | 91.49 | 4.15 | 1003.68 |
10 | 2009.09.17 04:00 | buy | 4 | 0.01 | 91.10 | 0.00 | 0.00 | ||
11 | 2009.09.17 04:00 | modify | 4 | 0.01 | 91.10 | 90.68 | 91.52 | ||
12 | 2009.09.17 07:24 | s/l | 4 | 0.01 | 90.68 | 90.68 | 91.52 | -4.63 | 999.05 |
13 | 2009.09.22 12:00 | sell | 5 | 0.01 | 91.42 | 0.00 | 0.00 | ||
14 | 2009.09.22 12:00 | modify | 5 | 0.01 | 91.42 | 91.82 | 91.02 | ||
15 | 2009.09.22 15:22 | t/p | 5 | 0.01 | 91.02 | 91.82 | 91.02 | 4.39 | 1003.44 |
16 | 2009.09.24 00:00 | buy | 6 | 0.01 | 91.37 | 0.00 | 0.00 | ||
17 | 2009.09.24 00:00 | modify | 6 | 0.01 | 91.37 | 90.96 | 91.78 | ||
18 | 2009.09.24 03:47 | s/l | 6 | 0.01 | 90.96 | 90.96 | 91.78 | -4.51 | 998.93 |
19 | 2009.09.24 08:00 | sell | 7 | 0.01 | 90.63 | 0.00 | 0.00 | ||
20 | 2009.09.24 08:00 | modify | 7 | 0.01 | 90.63 | 91.07 | 90.19 | ||
21 | 2009.09.24 14:03 | s/l | 7 | 0.01 | 91.07 | 91.07 | 90.19 | -4.83 | 994.10 |
22 | 2009.09.29 08:00 | buy | 8 | 0.01 | 89.77 | 0.00 | 0.00 | ||
23 | 2009.09.29 08:00 | modify | 8 | 0.01 | 89.77 | 89.21 | 90.33 | ||
24 | 2009.09.29 13:57 | t/p | 8 | 0.01 | 90.33 | 89.21 | 90.33 | 6.20 | 1000.30 |
25 | 2009.09.30 12:00 | sell | 9 | 0.01 | 89.55 | 0.00 | 0.00 | ||
26 | 2009.09.30 12:00 | modify | 9 | 0.01 | 89.55 | 90.07 | 89.03 | ||
27 | 2009.09.30 23:59 | close at stop | 9 | 0.01 | 89.95 | 90.07 | 89.03 | -4.45 | 995.85 |