Symbol | AUDJPYFXF (Australian 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=false; | ||||
Bars in test | 1137 | Ticks modelled | 368950 | Modelling quality | 50.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 18.56 | Gross profit | 30.88 | Gross loss | -12.32 |
Profit factor | 2.51 | Expected payoff | 2.32 | ||
Absolute drawdown | 16.94 | Maximal drawdown | 16.94 (1.69%) | Relative drawdown | 1.69% (16.94) |
Total trades | 8 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 6 (75.00%) | Loss trades (% of total) | 2 (25.00%) | ||
Largest | profit trade | 7.12 | loss trade | -6.27 | |
Average | profit trade | 5.15 | loss trade | -6.16 | |
Maximum | consecutive wins (profit in money) | 6 (30.88) | consecutive losses (loss in money) | 2 (-12.32) | |
Maximal | consecutive profit (count of wins) | 30.88 (6) | consecutive loss (count of losses) | -12.32 (2) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.01 04:00 | buy | 1 | 0.01 | 78.72 | 78.17 | 79.27 | ||
2 | 2009.09.01 06:56 | s/l | 1 | 0.01 | 78.17 | 78.17 | 79.27 | -6.05 | 993.95 |
3 | 2009.09.01 12:00 | sell | 2 | 0.01 | 77.84 | 78.41 | 77.27 | ||
4 | 2009.09.01 14:01 | s/l | 2 | 0.01 | 78.41 | 78.41 | 77.27 | -6.27 | 987.68 |
5 | 2009.09.03 12:00 | buy | 3 | 0.01 | 77.83 | 77.19 | 78.47 | ||
6 | 2009.09.04 12:33 | t/p | 3 | 0.01 | 78.47 | 77.19 | 78.47 | 7.12 | 994.80 |
7 | 2009.09.10 00:00 | sell | 4 | 0.01 | 79.40 | 79.79 | 79.01 | ||
8 | 2009.09.10 08:28 | t/p | 4 | 0.01 | 79.01 | 79.79 | 79.01 | 4.29 | 999.09 |
9 | 2009.09.15 04:00 | buy | 5 | 0.01 | 78.47 | 78.02 | 78.92 | ||
10 | 2009.09.16 04:40 | t/p | 5 | 0.01 | 78.92 | 78.02 | 78.92 | 5.02 | 1004.10 |
11 | 2009.09.21 08:00 | buy | 6 | 0.01 | 79.46 | 79.05 | 79.88 | ||
12 | 2009.09.22 07:45 | t/p | 6 | 0.01 | 79.88 | 79.05 | 79.88 | 4.82 | 1008.92 |
13 | 2009.09.24 00:00 | sell | 7 | 0.01 | 79.38 | 79.71 | 79.05 | ||
14 | 2009.09.24 18:08 | t/p | 7 | 0.01 | 79.05 | 79.71 | 79.05 | 3.63 | 1012.55 |
15 | 2009.09.29 00:00 | buy | 8 | 0.01 | 78.54 | 78.00 | 79.08 | ||
16 | 2009.09.30 06:13 | t/p | 8 | 0.01 | 79.08 | 78.00 | 79.08 | 6.01 | 1018.56 |