Symbol | USDJPYm (US Dollar vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2006.04.10 00:00 - 2006.10.13 19:45 (2006.09.02 - 2006.10.14) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Lots=1; MaximumRisk=3; DecreaseFactor=2; PrefSettings=true; MM=true; AccountIsMicro=false; TakeProfit=0; StopLoss=0; TrailingStop=0; Slippage=100; CorGJ01="EURCHF"; CorGJ02="CHFJPY"; CorGJ03="EURGBP"; CorUJ01="EURUSD"; CorUJ02="GBPUSD"; CorUJ03="USDCHF"; SMAPeriod=0; SMA2Bars=0; Percent=0; EnvelopePeriod=0; OSMAFast=0; OSMASlow=0; OSMASignal=0; Fast_Period=0; Fast_Price=1; Slow_Period=0; Slow_Price=0; DVBuySell=0; DVStayOut=0; | ||||
Bars in test | 32768 | Ticks modelled | 747491 | Modelling quality | 90.00% |
Initial deposit | 1000.00 | ||||
Total net profit | 631.35 | Gross profit | 1839.10 | Gross loss | -1207.75 |
Profit factor | 1.52 | Expected payoff | 37.14 | ||
Absolute drawdown | 31.71 | Maximal drawdown | 642.73 (28.26%) | Relative drawdown | 36.85% (565.03) |
Total trades | 17 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 11 (90.91%) |
Profit trades (% of total) | 13 (76.47%) | Loss trades (% of total) | 4 (23.53%) | ||
Largest | profit trade | 259.84 | loss trade | -497.77 | |
Average | profit trade | 141.47 | loss trade | -301.94 | |
Maximum | consecutive wins (profit in money) | 9 (1305.78) | consecutive losses (loss in money) | 2 (-642.73) | |
Maximal | consecutive profit (count of wins) | 1305.78 (9) | consecutive loss (count of losses) | -642.73 (2) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.09.04 19:15 | buy | 1 | 3.00 | 116.05 | 115.21 | 116.47 | ||
2 | 2006.09.06 13:16 | t/p | 1 | 3.00 | 116.47 | 115.21 | 116.47 | 115.97 | 1115.97 |
3 | 2006.09.06 22:30 | buy | 2 | 3.30 | 116.58 | 115.74 | 117.00 | ||
4 | 2006.09.07 10:45 | t/p | 2 | 3.30 | 117.00 | 115.74 | 117.00 | 131.31 | 1247.28 |
5 | 2006.09.07 11:15 | buy | 3 | 3.70 | 116.17 | 115.33 | 116.59 | ||
6 | 2006.09.07 17:12 | t/p | 3 | 3.70 | 116.59 | 115.33 | 116.59 | 133.29 | 1380.57 |
7 | 2006.09.07 21:30 | buy | 4 | 4.10 | 116.38 | 115.54 | 116.80 | ||
8 | 2006.09.08 15:05 | t/p | 4 | 4.10 | 116.80 | 115.54 | 116.80 | 152.75 | 1533.32 |
9 | 2006.09.11 00:30 | sell | 5 | 4.60 | 117.01 | 117.85 | 116.59 | ||
10 | 2006.09.12 17:38 | s/l | 5 | 4.60 | 117.85 | 117.85 | 116.59 | -334.60 | 1198.72 |
11 | 2006.09.13 00:30 | buy | 6 | 3.60 | 117.88 | 117.04 | 118.30 | ||
12 | 2006.09.19 14:57 | s/l | 6 | 3.60 | 117.04 | 117.04 | 118.30 | -230.43 | 968.29 |
13 | 2006.09.20 00:30 | sell | 7 | 0.10 | 117.61 | 118.45 | 117.19 | ||
14 | 2006.09.20 06:52 | t/p | 7 | 0.10 | 117.19 | 118.45 | 117.19 | 3.58 | 971.87 |
15 | 2006.09.20 18:00 | sell | 8 | 2.90 | 117.28 | 118.12 | 116.86 | ||
16 | 2006.09.21 10:37 | t/p | 8 | 2.90 | 116.86 | 118.12 | 116.86 | 91.53 | 1063.40 |
17 | 2006.09.22 00:45 | buy | 9 | 3.20 | 116.25 | 115.41 | 116.67 | ||
18 | 2006.09.25 10:15 | t/p | 9 | 3.20 | 116.67 | 115.41 | 116.67 | 119.31 | 1182.71 |
19 | 2006.09.25 19:00 | buy | 10 | 3.50 | 116.44 | 115.60 | 116.86 | ||
20 | 2006.09.26 14:15 | t/p | 10 | 3.50 | 116.86 | 115.60 | 116.86 | 130.34 | 1313.05 |
21 | 2006.09.26 23:15 | buy | 11 | 3.90 | 117.00 | 116.16 | 117.42 | ||
22 | 2006.09.27 13:40 | t/p | 11 | 3.90 | 117.42 | 116.16 | 117.42 | 144.57 | 1457.62 |
23 | 2006.09.27 21:45 | buy | 12 | 4.40 | 117.48 | 116.64 | 117.90 | ||
24 | 2006.09.28 14:56 | t/p | 12 | 4.40 | 117.90 | 116.64 | 117.90 | 173.90 | 1631.52 |
25 | 2006.09.28 20:45 | buy | 13 | 4.90 | 117.82 | 116.98 | 118.24 | ||
26 | 2006.10.02 01:16 | t/p | 13 | 4.90 | 118.24 | 116.98 | 118.24 | 186.73 | 1818.25 |
27 | 2006.10.02 01:30 | sell | 14 | 5.50 | 118.29 | 119.13 | 117.87 | ||
28 | 2006.10.02 13:38 | t/p | 14 | 5.50 | 117.87 | 119.13 | 117.87 | 195.98 | 2014.23 |
29 | 2006.10.02 13:38 | buy | 15 | 6.00 | 117.87 | 117.03 | 118.29 | ||
30 | 2006.10.06 12:51 | t/p | 15 | 6.00 | 118.29 | 117.03 | 118.29 | 259.84 | 2274.07 |
31 | 2006.10.06 13:00 | sell | 16 | 6.80 | 118.66 | 119.50 | 118.24 | ||
32 | 2006.10.10 08:37 | s/l | 16 | 6.80 | 119.50 | 119.50 | 118.24 | -497.77 | 1776.31 |
33 | 2006.10.10 09:30 | sell | 17 | 5.30 | 119.46 | 120.30 | 119.04 | ||
34 | 2006.10.13 19:59 | close at stop | 17 | 5.30 | 119.70 | 120.30 | 119.04 | -144.96 | 1631.35 |