Symbol | USDJPYpro (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2014.10.07 07:00 - 2015.01.28 23:00 (2014.01.01 - 2015.01.29) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Period_ATR=81; Period_ema=4; MaxSlippage=3; CustomComment="Some comment"; MagicNumber=12345; HandleSLPTByEA=true; UseMoneyManagement=true; UseLotsManagement=true; TradeAgainstTendencyInitial=false; Lots=0.1; LotsDecimals=2; LossesRatio=5; RiskInPercent=2; MaximumLots=0.5; maxLosses001Initial=7; minProfit001Initial=9; orderLots=0; SL_points=180; PT_points=150; | ||||
Bars in test | 2015 | Ticks modelled | 4360836 | Modelling quality | 56.40% |
Mismatched charts errors | 63 | ||||
Initial deposit | 1000.00 | Spread | Current (15) | ||
Total net profit | -62.90 | Gross profit | 163.68 | Gross loss | -226.58 |
Profit factor | 0.72 | Expected payoff | -1.43 | ||
Absolute drawdown | 81.85 | Maximal drawdown | 132.68 (12.63%) | Relative drawdown | 12.63% (132.68) |
Total trades | 44 | Short positions (won %) | 20 (30.00%) | Long positions (won %) | 24 (54.17%) |
Profit trades (% of total) | 19 (43.18%) | Loss trades (% of total) | 25 (56.82%) | ||
Largest | profit trade | 21.85 | loss trade | -18.70 | |
Average | profit trade | 8.61 | loss trade | -9.06 | |
Maximum | consecutive wins (profit in money) | 6 (53.19) | consecutive losses (loss in money) | 6 (-55.50) | |
Maximal | consecutive profit (count of wins) | 53.19 (6) | consecutive loss (count of losses) | -63.75 (5) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2014.10.07 14:00 | sell limit | 1 | 0.01 | 108.390 | 0.000 | 0.000 | ||
2 | 2014.10.07 14:32 | sell | 1 | 0.01 | 108.390 | 0.000 | 0.000 | ||
3 | 2014.10.12 22:01 | close | 1 | 0.01 | 107.421 | 0.000 | 0.000 | 8.96 | 1008.96 |
4 | 2014.10.12 22:02 | sell limit | 2 | 0.01 | 107.644 | 0.000 | 0.000 | ||
5 | 2014.10.13 20:00 | delete | 2 | 0.01 | 107.644 | 0.000 | 0.000 | ||
6 | 2014.10.13 21:00 | sell limit | 3 | 0.01 | 107.077 | 0.000 | 0.000 | ||
7 | 2014.10.13 23:41 | sell | 3 | 0.01 | 107.077 | 0.000 | 0.000 | ||
8 | 2014.10.15 07:00 | close | 3 | 0.01 | 107.475 | 0.000 | 0.000 | -3.72 | 1005.24 |
9 | 2014.10.15 07:00 | buy | 4 | 0.01 | 107.475 | 0.000 | 0.000 | ||
10 | 2014.10.15 07:01 | buy limit | 5 | 0.01 | 107.324 | 0.000 | 0.000 | ||
11 | 2014.10.15 07:33 | buy | 5 | 0.01 | 107.324 | 0.000 | 0.000 | ||
12 | 2014.10.15 13:38 | close | 5 | 0.01 | 105.522 | 0.000 | 0.000 | -17.08 | 988.16 |
13 | 2014.10.15 13:38 | sell | 6 | 0.02 | 105.522 | 0.000 | 0.000 | ||
14 | 2014.10.15 13:39 | close | 4 | 0.01 | 105.502 | 0.000 | 0.000 | -18.70 | 969.46 |
15 | 2014.10.15 13:39 | sell limit | 7 | 0.01 | 106.782 | 0.000 | 0.000 | ||
16 | 2014.10.16 11:00 | delete | 7 | 0.01 | 106.782 | 0.000 | 0.000 | ||
17 | 2014.10.17 07:47 | close | 6 | 0.02 | 106.432 | 0.000 | 0.000 | -17.20 | 952.26 |
18 | 2014.10.17 14:00 | buy limit | 8 | 0.01 | 106.524 | 0.000 | 0.000 | ||
19 | 2014.10.20 12:00 | delete | 8 | 0.01 | 106.524 | 0.000 | 0.000 | ||
20 | 2014.10.21 04:00 | sell limit | 9 | 0.01 | 106.712 | 0.000 | 0.000 | ||
21 | 2014.10.21 09:33 | sell | 9 | 0.01 | 106.712 | 0.000 | 0.000 | ||
22 | 2014.10.23 08:05 | close | 9 | 0.01 | 107.464 | 0.000 | 0.000 | -7.05 | 945.21 |
23 | 2014.10.23 08:05 | buy | 10 | 0.04 | 107.464 | 0.000 | 0.000 | ||
24 | 2014.10.28 10:00 | close | 10 | 0.04 | 108.054 | 0.000 | 0.000 | 21.85 | 967.06 |
25 | 2014.10.28 10:00 | buy limit | 11 | 0.01 | 107.943 | 0.000 | 0.000 | ||
26 | 2014.10.28 12:32 | buy | 11 | 0.01 | 107.943 | 0.000 | 0.000 | ||
27 | 2014.10.29 18:31 | close | 11 | 0.01 | 108.924 | 0.000 | 0.000 | 9.01 | 976.07 |
28 | 2014.10.29 19:00 | buy limit | 12 | 0.01 | 108.379 | 0.000 | 0.000 | ||
29 | 2014.10.30 17:00 | delete | 12 | 0.01 | 108.379 | 0.000 | 0.000 | ||
30 | 2014.10.30 18:00 | buy limit | 13 | 0.01 | 109.133 | 0.000 | 0.000 | ||
31 | 2014.10.31 16:00 | delete | 13 | 0.01 | 109.133 | 0.000 | 0.000 | ||
32 | 2014.11.03 11:00 | buy limit | 14 | 0.01 | 112.992 | 0.000 | 0.000 | ||
33 | 2014.11.04 09:00 | delete | 14 | 0.01 | 112.992 | 0.000 | 0.000 | ||
34 | 2014.11.05 05:00 | buy limit | 15 | 0.01 | 113.785 | 0.000 | 0.000 | ||
35 | 2014.11.06 03:00 | delete | 15 | 0.01 | 113.785 | 0.000 | 0.000 | ||
36 | 2014.11.06 03:01 | buy limit | 16 | 0.01 | 114.895 | 0.000 | 0.000 | ||
37 | 2014.11.06 04:10 | buy | 16 | 0.01 | 114.895 | 0.000 | 0.000 | ||
38 | 2014.11.10 02:13 | close | 16 | 0.01 | 114.096 | 0.000 | 0.000 | -7.00 | 969.08 |
39 | 2014.11.10 02:13 | sell | 17 | 0.01 | 114.096 | 0.000 | 0.000 | ||
40 | 2014.11.11 07:00 | close | 17 | 0.01 | 115.392 | 0.000 | 0.000 | -11.24 | 957.83 |
41 | 2014.11.11 07:00 | buy limit | 18 | 0.01 | 115.191 | 0.000 | 0.000 | ||
42 | 2014.11.11 19:04 | buy | 18 | 0.01 | 115.191 | 0.000 | 0.000 | ||
43 | 2014.11.14 05:45 | close | 18 | 0.01 | 116.238 | 0.000 | 0.000 | 9.01 | 966.85 |
44 | 2014.11.14 06:00 | buy limit | 19 | 0.01 | 116.106 | 0.000 | 0.000 | ||
45 | 2014.11.14 17:18 | buy | 19 | 0.01 | 116.106 | 0.000 | 0.000 | ||
46 | 2014.11.19 00:12 | close | 19 | 0.01 | 117.162 | 0.000 | 0.000 | 9.01 | 975.86 |
47 | 2014.11.19 02:00 | buy limit | 20 | 0.01 | 116.991 | 0.000 | 0.000 | ||
48 | 2014.11.20 00:00 | delete | 20 | 0.01 | 116.991 | 0.000 | 0.000 | ||
49 | 2014.11.20 05:00 | buy limit | 21 | 0.01 | 118.310 | 0.000 | 0.000 | ||
50 | 2014.11.20 08:18 | buy | 21 | 0.01 | 118.310 | 0.000 | 0.000 | ||
51 | 2014.11.21 15:48 | close | 21 | 0.01 | 117.488 | 0.000 | 0.000 | -7.00 | 968.86 |
52 | 2014.11.21 15:48 | sell | 22 | 0.01 | 117.488 | 0.000 | 0.000 | ||
53 | 2014.11.23 22:02 | close | 22 | 0.01 | 117.902 | 0.000 | 0.000 | -3.51 | 965.35 |
54 | 2014.11.24 09:00 | buy limit | 23 | 0.01 | 118.014 | 0.000 | 0.000 | ||
55 | 2014.11.25 01:02 | buy | 23 | 0.01 | 118.014 | 0.000 | 0.000 | ||
56 | 2014.11.28 04:00 | close | 23 | 0.01 | 118.293 | 0.000 | 0.000 | 2.36 | 967.72 |
57 | 2014.11.28 04:01 | buy limit | 24 | 0.01 | 118.177 | 0.000 | 0.000 | ||
58 | 2014.11.28 06:16 | buy | 24 | 0.01 | 118.177 | 0.000 | 0.000 | ||
59 | 2014.12.01 11:00 | close | 24 | 0.01 | 118.465 | 0.000 | 0.000 | 2.43 | 970.15 |
60 | 2014.12.01 15:00 | sell limit | 25 | 0.01 | 118.181 | 0.000 | 0.000 | ||
61 | 2014.12.01 15:12 | sell | 25 | 0.01 | 118.181 | 0.000 | 0.000 | ||
62 | 2014.12.02 14:00 | close | 25 | 0.01 | 119.111 | 0.000 | 0.000 | -7.82 | 962.33 |
63 | 2014.12.02 14:00 | buy | 26 | 0.01 | 119.111 | 0.000 | 0.000 | ||
64 | 2014.12.03 10:00 | close | 26 | 0.01 | 119.408 | 0.000 | 0.000 | 2.49 | 964.82 |
65 | 2014.12.03 10:00 | buy limit | 27 | 0.01 | 119.310 | 0.000 | 0.000 | ||
66 | 2014.12.03 13:18 | buy | 27 | 0.01 | 119.310 | 0.000 | 0.000 | ||
67 | 2014.12.05 10:12 | close | 27 | 0.01 | 120.395 | 0.000 | 0.000 | 9.01 | 973.83 |
68 | 2014.12.05 10:13 | buy limit | 28 | 0.01 | 120.219 | 0.000 | 0.000 | ||
69 | 2014.12.05 13:28 | buy | 28 | 0.01 | 120.219 | 0.000 | 0.000 | ||
70 | 2014.12.07 22:00 | close | 28 | 0.01 | 121.573 | 0.000 | 0.000 | 11.14 | 984.97 |
71 | 2014.12.08 19:00 | sell limit | 29 | 0.01 | 120.683 | 0.000 | 0.000 | ||
72 | 2014.12.08 21:04 | sell | 29 | 0.01 | 120.683 | 0.000 | 0.000 | ||
73 | 2014.12.09 14:48 | close | 29 | 0.01 | 119.182 | 0.000 | 0.000 | 12.58 | 997.55 |
74 | 2014.12.09 15:00 | sell limit | 30 | 0.01 | 119.512 | 0.000 | 0.000 | ||
75 | 2014.12.09 19:13 | sell | 30 | 0.01 | 119.512 | 0.000 | 0.000 | ||
76 | 2014.12.10 18:11 | close | 30 | 0.01 | 118.445 | 0.000 | 0.000 | 9.00 | 1006.55 |
77 | 2014.12.10 19:00 | sell limit | 31 | 0.01 | 118.432 | 0.000 | 0.000 | ||
78 | 2014.12.11 09:23 | sell | 31 | 0.01 | 118.432 | 0.000 | 0.000 | ||
79 | 2014.12.16 03:57 | close | 31 | 0.01 | 117.375 | 0.000 | 0.000 | 8.97 | 1015.52 |
80 | 2014.12.16 09:00 | sell limit | 32 | 0.01 | 117.091 | 0.000 | 0.000 | ||
81 | 2014.12.16 15:57 | sell | 32 | 0.01 | 117.091 | 0.000 | 0.000 | ||
82 | 2014.12.17 08:00 | close | 32 | 0.01 | 117.399 | 0.000 | 0.000 | -2.63 | 1012.89 |
83 | 2014.12.17 08:00 | buy | 33 | 0.01 | 117.399 | 0.000 | 0.000 | ||
84 | 2014.12.17 17:00 | buy limit | 34 | 0.01 | 117.387 | 0.000 | 0.000 | ||
85 | 2014.12.17 18:56 | buy | 34 | 0.01 | 117.387 | 0.000 | 0.000 | ||
86 | 2014.12.17 19:40 | close | 33 | 0.01 | 118.019 | 0.000 | 0.000 | 5.25 | 1018.14 |
87 | 2014.12.17 20:41 | close | 34 | 0.01 | 118.887 | 0.000 | 0.000 | 12.62 | 1030.76 |
88 | 2014.12.17 20:42 | buy limit | 35 | 0.01 | 117.976 | 0.000 | 0.000 | ||
89 | 2014.12.18 18:00 | delete | 35 | 0.01 | 117.976 | 0.000 | 0.000 | ||
90 | 2014.12.19 06:00 | buy limit | 36 | 0.01 | 119.220 | 0.000 | 0.000 | ||
91 | 2014.12.19 06:48 | buy | 36 | 0.01 | 119.220 | 0.000 | 0.000 | ||
92 | 2014.12.23 13:31 | close | 36 | 0.01 | 120.304 | 0.000 | 0.000 | 9.01 | 1039.77 |
93 | 2014.12.23 14:00 | buy limit | 37 | 0.01 | 120.277 | 0.000 | 0.000 | ||
94 | 2014.12.24 12:00 | delete | 37 | 0.01 | 120.277 | 0.000 | 0.000 | ||
95 | 2014.12.26 01:00 | sell limit | 38 | 0.01 | 120.326 | 0.000 | 0.000 | ||
96 | 2014.12.26 08:05 | sell | 38 | 0.01 | 120.326 | 0.000 | 0.000 | ||
97 | 2014.12.29 15:00 | close | 38 | 0.01 | 120.662 | 0.000 | 0.000 | -2.79 | 1036.98 |
98 | 2014.12.29 15:00 | buy | 39 | 0.01 | 120.662 | 0.000 | 0.000 | ||
99 | 2014.12.29 15:01 | buy limit | 40 | 0.01 | 120.521 | 0.000 | 0.000 | ||
100 | 2014.12.30 01:03 | buy | 40 | 0.01 | 120.521 | 0.000 | 0.000 | ||
101 | 2014.12.31 00:00 | close | 40 | 0.01 | 119.459 | 0.000 | 0.000 | -8.89 | 1028.09 |
102 | 2014.12.31 00:00 | sell | 41 | 0.02 | 119.459 | 0.000 | 0.000 | ||
103 | 2014.12.31 04:00 | close | 39 | 0.01 | 119.444 | 0.000 | 0.000 | -10.20 | 1017.89 |
104 | 2015.01.02 00:42 | close | 41 | 0.02 | 119.994 | 0.000 | 0.000 | -9.02 | 1008.88 |
105 | 2015.01.02 02:00 | buy limit | 42 | 0.01 | 120.051 | 0.000 | 0.000 | ||
106 | 2015.01.02 15:44 | buy | 42 | 0.01 | 120.051 | 0.000 | 0.000 | ||
107 | 2015.01.06 00:57 | close | 42 | 0.01 | 119.216 | 0.000 | 0.000 | -7.00 | 1001.88 |
108 | 2015.01.06 00:57 | sell | 43 | 0.05 | 119.216 | 0.000 | 0.000 | ||
109 | 2015.01.07 15:04 | close | 43 | 0.05 | 119.636 | 0.000 | 0.000 | -17.61 | 984.27 |
110 | 2015.01.09 16:00 | sell limit | 44 | 0.01 | 119.108 | 0.000 | 0.000 | ||
111 | 2015.01.12 09:58 | sell | 44 | 0.01 | 119.108 | 0.000 | 0.000 | ||
112 | 2015.01.13 17:15 | close | 44 | 0.01 | 118.044 | 0.000 | 0.000 | 9.00 | 993.27 |
113 | 2015.01.14 09:00 | sell limit | 45 | 0.01 | 116.940 | 0.000 | 0.000 | ||
114 | 2015.01.14 09:52 | sell | 45 | 0.01 | 116.940 | 0.000 | 0.000 | ||
115 | 2015.01.15 08:02 | close | 45 | 0.01 | 117.764 | 0.000 | 0.000 | -7.04 | 986.23 |
116 | 2015.01.15 08:02 | buy | 46 | 0.01 | 117.764 | 0.000 | 0.000 | ||
117 | 2015.01.15 12:00 | close | 46 | 0.01 | 116.534 | 0.000 | 0.000 | -10.55 | 975.68 |
118 | 2015.01.15 12:00 | sell limit | 47 | 0.01 | 116.892 | 0.000 | 0.000 | ||
119 | 2015.01.15 13:35 | sell | 47 | 0.01 | 116.892 | 0.000 | 0.000 | ||
120 | 2015.01.16 15:44 | close | 47 | 0.01 | 117.716 | 0.000 | 0.000 | -7.01 | 968.67 |
121 | 2015.01.16 15:44 | buy | 48 | 0.02 | 117.716 | 0.000 | 0.000 | ||
122 | 2015.01.16 16:00 | buy limit | 49 | 0.01 | 117.118 | 0.000 | 0.000 | ||
123 | 2015.01.19 01:17 | close | 48 | 0.02 | 117.304 | 0.000 | 0.000 | -7.02 | 961.65 |
124 | 2015.01.19 01:26 | buy | 49 | 0.01 | 117.118 | 0.000 | 0.000 | ||
125 | 2015.01.20 01:30 | close | 49 | 0.01 | 118.184 | 0.000 | 0.000 | 9.02 | 970.67 |
126 | 2015.01.20 01:31 | buy limit | 50 | 0.01 | 117.761 | 0.000 | 0.000 | ||
127 | 2015.01.20 23:00 | delete | 50 | 0.01 | 117.761 | 0.000 | 0.000 | ||
128 | 2015.01.21 07:00 | sell limit | 51 | 0.01 | 117.735 | 0.000 | 0.000 | ||
129 | 2015.01.21 08:04 | sell | 51 | 0.01 | 117.735 | 0.000 | 0.000 | ||
130 | 2015.01.22 20:45 | close | 51 | 0.01 | 118.566 | 0.000 | 0.000 | -7.05 | 963.63 |
131 | 2015.01.22 20:45 | buy | 52 | 0.01 | 118.566 | 0.000 | 0.000 | ||
132 | 2015.01.22 21:00 | buy limit | 53 | 0.01 | 118.324 | 0.000 | 0.000 | ||
133 | 2015.01.23 02:30 | buy | 53 | 0.01 | 118.324 | 0.000 | 0.000 | ||
134 | 2015.01.25 22:00 | close | 52 | 0.01 | 117.503 | 0.000 | 0.000 | -9.05 | 954.58 |
135 | 2015.01.25 22:00 | close | 53 | 0.01 | 117.502 | 0.000 | 0.000 | -7.00 | 947.58 |
136 | 2015.01.25 22:00 | sell | 54 | 0.03 | 117.502 | 0.000 | 0.000 | ||
137 | 2015.01.27 12:00 | close | 54 | 0.03 | 118.027 | 0.000 | 0.000 | -13.41 | 934.16 |
138 | 2015.01.27 13:00 | sell limit | 55 | 0.01 | 117.941 | 0.000 | 0.000 | ||
139 | 2015.01.27 18:17 | sell | 55 | 0.01 | 117.941 | 0.000 | 0.000 | ||
140 | 2015.01.28 23:59 | close at stop | 55 | 0.01 | 117.594 | 0.000 | 0.000 | 2.94 | 937.10 |