Symbol | USDJPY (United States Dollar vs. Japanese Yen) | ||||
Period | 15 Minutes (M15) 2006.07.03 00:00 - 2006.10.12 19:30 (2006.09.02 - 2006.10.21) | ||||
Model | Control points (based on the nearest less timeframe with fractal interpolation of 12 control points) | ||||
Parameters | Lots=1; MaximumRisk=0.3; 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=1; DVBuySell=0; DVStayOut=0; | ||||
Bars in test | 57581 | Ticks modelled | 157915 | Modelling quality | 50.00% |
Initial deposit | 1000.00 | ||||
Total net profit | -572.15 | Gross profit | 459.77 | Gross loss | -1031.92 |
Profit factor | 0.45 | Expected payoff | -30.11 | ||
Absolute drawdown | 728.17 | Maximal drawdown | 728.17 (72.82%) | Relative drawdown | 72.82% (728.17) |
Total trades | 19 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 10 (70.00%) |
Profit trades (% of total) | 12 (63.16%) | Loss trades (% of total) | 7 (36.84%) | ||
Largest | profit trade | 77.17 | loss trade | -236.83 | |
Average | profit trade | 38.31 | loss trade | -147.42 | |
Maximum | consecutive wins (profit in money) | 7 (263.03) | consecutive losses (loss in money) | 2 (-381.96) | |
Maximal | consecutive profit (count of wins) | 263.03 (7) | consecutive loss (count of losses) | -381.96 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.09.04 01:00 | buy | 1 | 0.30 | 116.96 | 116.12 | 117.38 | ||
2 | 2006.09.04 12:17 | s/l | 1 | 0.30 | 116.12 | 116.12 | 117.38 | -217.08 | 782.92 |
3 | 2006.09.04 19:15 | buy | 2 | 0.20 | 116.04 | 115.20 | 116.46 | ||
4 | 2006.09.06 06:27 | t/p | 2 | 0.20 | 116.46 | 115.20 | 116.46 | 77.17 | 860.09 |
5 | 2006.09.06 10:15 | sell | 3 | 0.30 | 116.34 | 117.18 | 115.92 | ||
6 | 2006.09.11 09:00 | s/l | 3 | 0.30 | 117.18 | 117.18 | 115.92 | -236.83 | 623.25 |
7 | 2006.09.11 09:00 | sell | 4 | 0.20 | 117.17 | 118.01 | 116.75 | ||
8 | 2006.09.12 20:01 | s/l | 4 | 0.20 | 118.01 | 118.01 | 116.75 | -145.13 | 478.13 |
9 | 2006.09.13 01:00 | buy | 5 | 0.10 | 117.82 | 116.98 | 118.24 | ||
10 | 2006.09.18 13:24 | t/p | 5 | 0.10 | 118.24 | 116.98 | 118.24 | 41.81 | 519.93 |
11 | 2006.09.18 17:15 | buy | 6 | 0.20 | 117.97 | 117.13 | 118.39 | ||
12 | 2006.09.19 14:47 | s/l | 6 | 0.20 | 117.13 | 117.13 | 118.39 | -140.95 | 378.98 |
13 | 2006.09.20 02:30 | sell | 7 | 0.10 | 117.61 | 118.45 | 117.19 | ||
14 | 2006.09.20 08:55 | t/p | 7 | 0.10 | 117.19 | 118.45 | 117.19 | 35.87 | 414.85 |
15 | 2006.09.20 09:00 | buy | 8 | 0.10 | 117.12 | 116.28 | 117.54 | ||
16 | 2006.09.21 21:13 | s/l | 8 | 0.10 | 116.28 | 116.28 | 117.54 | -68.47 | 346.38 |
17 | 2006.09.22 03:15 | sell | 9 | 0.10 | 116.38 | 117.22 | 115.96 | ||
18 | 2006.09.26 18:31 | s/l | 9 | 0.10 | 117.22 | 117.22 | 115.96 | -74.55 | 271.83 |
19 | 2006.09.27 01:30 | buy | 10 | 0.10 | 117.02 | 116.18 | 117.44 | ||
20 | 2006.09.27 16:00 | t/p | 10 | 0.10 | 117.44 | 116.18 | 117.44 | 35.75 | 307.58 |
21 | 2006.09.27 23:45 | buy | 11 | 0.10 | 117.49 | 116.65 | 117.91 | ||
22 | 2006.09.28 16:55 | t/p | 11 | 0.10 | 117.91 | 116.65 | 117.91 | 39.40 | 346.98 |
23 | 2006.09.28 22:45 | buy | 12 | 0.10 | 117.81 | 116.97 | 118.23 | ||
24 | 2006.10.02 03:20 | t/p | 12 | 0.10 | 118.23 | 116.97 | 118.23 | 38.04 | 385.01 |
25 | 2006.10.02 04:45 | sell | 13 | 0.10 | 118.23 | 119.07 | 117.81 | ||
26 | 2006.10.02 15:37 | t/p | 13 | 0.10 | 117.81 | 119.07 | 117.81 | 35.65 | 420.66 |
27 | 2006.10.02 15:37 | buy | 14 | 0.10 | 117.80 | 116.96 | 118.22 | ||
28 | 2006.10.04 13:28 | t/p | 14 | 0.10 | 118.22 | 116.96 | 118.22 | 38.03 | 458.69 |
29 | 2006.10.04 13:28 | sell | 15 | 0.10 | 118.27 | 119.11 | 117.85 | ||
30 | 2006.10.04 16:26 | t/p | 15 | 0.10 | 117.85 | 119.11 | 117.85 | 35.64 | 494.33 |
31 | 2006.10.04 21:45 | buy | 16 | 0.10 | 117.88 | 117.04 | 118.30 | ||
32 | 2006.10.06 15:51 | t/p | 16 | 0.10 | 118.30 | 117.04 | 118.30 | 40.53 | 534.86 |
33 | 2006.10.06 22:45 | sell | 17 | 0.20 | 118.99 | 119.83 | 118.57 | ||
34 | 2006.10.11 21:42 | s/l | 17 | 0.20 | 119.83 | 119.83 | 118.57 | -148.91 | 385.95 |
35 | 2006.10.12 04:00 | sell | 18 | 0.10 | 119.71 | 120.55 | 119.29 | ||
36 | 2006.10.12 10:06 | t/p | 18 | 0.10 | 119.29 | 120.55 | 119.29 | 35.21 | 421.16 |
37 | 2006.10.12 14:45 | sell | 19 | 0.10 | 119.59 | 120.43 | 119.17 | ||
38 | 2006.10.12 19:44 | close at stop | 19 | 0.10 | 119.51 | 120.43 | 119.17 | 6.69 | 427.85 |