Symbol | USDJPYm (US Dollar vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2009.04.13 00:00 - 2010.02.26 20:45 (2009.01.01 - 2010.03.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Lot_Size=1; Allow_Hedging=false; Money_Management=0; Take_Profit=120; Trailing_Stop_Loss=0; Stop_Loss=100; Max_Stop_Loss=0; Sleep_After_Trade=0; Magic=28488423; ALERT_PREFERENCES="----------------------"; Signals_Only=false; Email_Alerts=false; STRATEGY_PARAMETERS="----------------------"; Agressive_Mode=false; Average_Period=85; Augment=4; | ||||
Bars in test | 21596 | Ticks modelled | 3187345 | Modelling quality | 74.71% |
Mismatched charts errors | 6 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 2833.37 | Gross profit | 5710.18 | Gross loss | -2876.81 |
Profit factor | 1.98 | Expected payoff | 39.91 | ||
Absolute drawdown | 49.64 | Maximal drawdown | 640.10 (21.85%) | Relative drawdown | 21.85% (640.10) |
Total trades | 71 | Short positions (won %) | 35 (71.43%) | Long positions (won %) | 36 (55.56%) |
Profit trades (% of total) | 45 (63.38%) | Loss trades (% of total) | 26 (36.62%) | ||
Largest | profit trade | 141.31 | loss trade | -116.74 | |
Average | profit trade | 126.89 | loss trade | -110.65 | |
Maximum | consecutive wins (profit in money) | 8 (1082.32) | consecutive losses (loss in money) | 3 (-344.54) | |
Maximal | consecutive profit (count of wins) | 1082.32 (8) | consecutive loss (count of losses) | -344.54 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.04.13 00:15 | sell | 1 | 1.00 | 100.23 | 101.23 | 99.03 | ||
2 | 2009.04.14 13:54 | t/p | 1 | 1.00 | 99.03 | 101.23 | 99.03 | 120.78 | 1120.78 |
3 | 2009.04.14 14:45 | buy | 2 | 1.00 | 99.41 | 98.39 | 100.61 | ||
4 | 2009.04.15 03:50 | s/l | 2 | 1.00 | 98.39 | 98.39 | 100.61 | -103.98 | 1016.81 |
5 | 2009.04.20 12:30 | sell | 3 | 1.00 | 98.27 | 99.27 | 97.07 | ||
6 | 2009.04.24 04:37 | t/p | 3 | 1.00 | 97.07 | 99.27 | 97.07 | 121.24 | 1138.04 |
7 | 2009.04.29 09:30 | buy | 4 | 1.00 | 96.97 | 95.95 | 98.17 | ||
8 | 2009.04.30 10:08 | t/p | 4 | 1.00 | 98.17 | 95.95 | 98.17 | 121.32 | 1259.36 |
9 | 2009.05.04 15:45 | sell | 5 | 1.00 | 99.04 | 100.04 | 97.84 | ||
10 | 2009.05.11 08:17 | t/p | 5 | 1.00 | 97.84 | 100.04 | 97.84 | 119.87 | 1379.23 |
11 | 2009.05.11 08:17 | sell | 6 | 1.00 | 97.82 | 98.82 | 96.62 | ||
12 | 2009.05.12 13:38 | t/p | 6 | 1.00 | 96.62 | 98.82 | 96.62 | 123.80 | 1503.04 |
13 | 2009.05.12 13:38 | sell | 7 | 1.00 | 96.60 | 97.60 | 95.40 | ||
14 | 2009.05.13 19:16 | t/p | 7 | 1.00 | 95.40 | 97.60 | 95.40 | 125.39 | 1628.43 |
15 | 2009.05.15 06:15 | sell | 8 | 1.00 | 95.67 | 96.67 | 94.47 | ||
16 | 2009.05.19 06:40 | s/l | 8 | 1.00 | 96.67 | 96.67 | 94.47 | -104.23 | 1524.20 |
17 | 2009.05.20 14:00 | sell | 9 | 1.00 | 95.30 | 96.30 | 94.10 | ||
18 | 2009.05.21 18:06 | t/p | 9 | 1.00 | 94.10 | 96.30 | 94.10 | 126.33 | 1650.52 |
19 | 2009.05.22 00:15 | buy | 10 | 1.00 | 94.21 | 93.19 | 95.41 | ||
20 | 2009.05.27 01:38 | t/p | 10 | 1.00 | 95.41 | 93.19 | 95.41 | 124.85 | 1775.37 |
21 | 2009.05.27 08:15 | buy | 11 | 1.00 | 95.42 | 94.40 | 96.62 | ||
22 | 2009.05.28 06:05 | t/p | 11 | 1.00 | 96.62 | 94.40 | 96.62 | 123.28 | 1898.65 |
23 | 2009.05.28 13:30 | sell | 12 | 1.00 | 96.85 | 97.85 | 95.65 | ||
24 | 2009.05.29 12:50 | t/p | 12 | 1.00 | 95.65 | 97.85 | 95.65 | 125.06 | 2023.72 |
25 | 2009.05.29 18:45 | sell | 13 | 1.00 | 95.07 | 96.07 | 93.87 | ||
26 | 2009.06.01 14:05 | s/l | 13 | 1.00 | 96.07 | 96.07 | 93.87 | -104.49 | 1919.23 |
27 | 2009.06.01 14:15 | buy | 14 | 1.00 | 96.21 | 95.19 | 97.41 | ||
28 | 2009.06.05 12:33 | t/p | 14 | 1.00 | 97.41 | 95.19 | 97.41 | 121.35 | 2040.58 |
29 | 2009.06.05 12:45 | buy | 15 | 1.00 | 97.60 | 96.58 | 98.80 | ||
30 | 2009.06.05 19:17 | t/p | 15 | 1.00 | 98.80 | 96.58 | 98.80 | 121.46 | 2162.04 |
31 | 2009.06.09 11:30 | sell | 16 | 1.00 | 98.15 | 99.15 | 96.95 | ||
32 | 2009.06.16 01:08 | t/p | 16 | 1.00 | 96.95 | 99.15 | 96.95 | 121.00 | 2283.04 |
33 | 2009.06.16 01:15 | sell | 17 | 1.00 | 96.77 | 97.77 | 95.57 | ||
34 | 2009.06.17 15:31 | t/p | 17 | 1.00 | 95.57 | 97.77 | 95.57 | 125.16 | 2408.20 |
35 | 2009.06.18 00:15 | sell | 18 | 1.00 | 95.70 | 96.70 | 94.50 | ||
36 | 2009.06.18 23:58 | s/l | 18 | 1.00 | 96.70 | 96.70 | 94.50 | -103.41 | 2304.79 |
37 | 2009.06.19 06:15 | buy | 19 | 1.00 | 96.81 | 95.79 | 98.01 | ||
38 | 2009.06.22 04:00 | s/l | 19 | 1.00 | 95.79 | 95.79 | 98.01 | -106.81 | 2197.98 |
39 | 2009.06.24 11:30 | buy | 20 | 1.00 | 95.37 | 94.35 | 96.57 | ||
40 | 2009.07.01 01:06 | t/p | 20 | 1.00 | 96.57 | 94.35 | 96.57 | 122.11 | 2320.10 |
41 | 2009.07.01 01:15 | buy | 21 | 1.00 | 96.71 | 95.69 | 97.91 | ||
42 | 2009.07.02 17:51 | s/l | 21 | 1.00 | 95.69 | 95.69 | 97.91 | -107.51 | 2212.58 |
43 | 2009.07.06 06:15 | sell | 22 | 1.00 | 95.25 | 96.25 | 94.05 | ||
44 | 2009.07.08 15:01 | t/p | 22 | 1.00 | 94.05 | 96.25 | 94.05 | 126.80 | 2339.38 |
45 | 2009.07.08 15:15 | sell | 23 | 1.00 | 93.64 | 94.64 | 92.44 | ||
46 | 2009.07.08 16:01 | t/p | 23 | 1.00 | 92.44 | 94.64 | 92.44 | 129.81 | 2469.19 |
47 | 2009.07.10 06:45 | sell | 24 | 1.00 | 92.62 | 93.62 | 91.42 | ||
48 | 2009.07.14 20:37 | s/l | 24 | 1.00 | 93.62 | 93.62 | 91.42 | -107.60 | 2361.59 |
49 | 2009.07.14 20:45 | buy | 25 | 1.00 | 93.75 | 92.73 | 94.95 | ||
50 | 2009.07.23 14:10 | t/p | 25 | 1.00 | 94.95 | 92.73 | 94.95 | 123.00 | 2484.59 |
51 | 2009.07.27 07:00 | buy | 26 | 1.00 | 94.96 | 93.94 | 96.16 | ||
52 | 2009.08.07 12:37 | t/p | 26 | 1.00 | 96.16 | 93.94 | 96.16 | 120.80 | 2605.39 |
53 | 2009.08.07 12:45 | buy | 27 | 1.00 | 96.57 | 95.55 | 97.77 | ||
54 | 2009.08.07 16:03 | t/p | 27 | 1.00 | 97.77 | 95.55 | 97.77 | 122.74 | 2728.13 |
55 | 2009.08.11 10:15 | sell | 28 | 1.00 | 96.51 | 97.51 | 95.31 | ||
56 | 2009.08.12 06:51 | t/p | 28 | 1.00 | 95.31 | 97.51 | 95.31 | 125.50 | 2853.63 |
57 | 2009.08.12 13:45 | buy | 29 | 1.00 | 95.98 | 94.96 | 97.18 | ||
58 | 2009.08.14 07:36 | s/l | 29 | 1.00 | 94.96 | 94.96 | 97.18 | -108.64 | 2744.99 |
59 | 2009.08.18 00:15 | buy | 30 | 1.00 | 94.67 | 93.65 | 95.87 | ||
60 | 2009.08.21 03:26 | s/l | 30 | 1.00 | 93.65 | 93.65 | 95.87 | -110.46 | 2634.54 |
61 | 2009.08.21 07:00 | buy | 31 | 1.00 | 93.97 | 92.95 | 95.17 | ||
62 | 2009.08.31 00:40 | s/l | 31 | 1.00 | 92.95 | 92.95 | 95.17 | -112.20 | 2522.34 |
63 | 2009.08.31 00:45 | sell | 32 | 1.00 | 92.95 | 93.95 | 91.75 | ||
64 | 2009.09.09 14:03 | t/p | 32 | 1.00 | 91.75 | 93.95 | 91.75 | 127.22 | 2649.56 |
65 | 2009.09.09 14:03 | sell | 33 | 1.00 | 91.73 | 92.73 | 90.53 | ||
66 | 2009.09.11 15:09 | t/p | 33 | 1.00 | 90.53 | 92.73 | 90.53 | 130.96 | 2780.52 |
67 | 2009.09.15 12:45 | buy | 34 | 1.00 | 91.47 | 90.45 | 92.67 | ||
68 | 2009.09.16 07:18 | s/l | 34 | 1.00 | 90.45 | 90.45 | 92.67 | -113.09 | 2667.43 |
69 | 2009.09.16 13:45 | buy | 35 | 1.00 | 90.68 | 89.66 | 91.88 | ||
70 | 2009.09.21 05:12 | t/p | 35 | 1.00 | 91.88 | 89.66 | 91.88 | 129.08 | 2796.51 |
71 | 2009.09.21 05:15 | buy | 36 | 1.00 | 91.96 | 90.94 | 93.16 | ||
72 | 2009.09.22 15:18 | s/l | 36 | 1.00 | 90.94 | 90.94 | 93.16 | -112.47 | 2684.04 |
73 | 2009.09.22 23:30 | sell | 37 | 1.00 | 90.70 | 91.70 | 89.50 | ||
74 | 2009.09.27 22:21 | t/p | 37 | 1.00 | 89.50 | 91.70 | 89.50 | 132.10 | 2816.14 |
75 | 2009.09.27 23:15 | sell | 38 | 1.00 | 88.70 | 89.70 | 87.50 | ||
76 | 2009.09.28 18:58 | s/l | 38 | 1.00 | 89.70 | 89.70 | 87.50 | -111.88 | 2704.26 |
77 | 2009.09.29 01:00 | buy | 39 | 1.00 | 90.19 | 89.17 | 91.39 | ||
78 | 2009.10.02 12:30 | s/l | 39 | 1.00 | 89.17 | 89.17 | 91.39 | -115.93 | 2588.34 |
79 | 2009.10.02 14:30 | buy | 40 | 1.00 | 89.09 | 88.07 | 90.29 | ||
80 | 2009.10.07 08:00 | s/l | 40 | 1.00 | 88.07 | 88.07 | 90.29 | -116.74 | 2471.59 |
81 | 2009.10.07 11:00 | buy | 41 | 1.00 | 88.46 | 87.44 | 89.66 | ||
82 | 2009.10.09 15:35 | t/p | 41 | 1.00 | 89.66 | 87.44 | 89.66 | 132.61 | 2604.21 |
83 | 2009.10.13 18:15 | buy | 42 | 1.00 | 89.95 | 88.93 | 91.15 | ||
84 | 2009.10.14 04:00 | s/l | 42 | 1.00 | 88.93 | 88.93 | 91.15 | -115.01 | 2489.20 |
85 | 2009.10.14 11:15 | buy | 43 | 1.00 | 89.64 | 88.62 | 90.84 | ||
86 | 2009.10.15 23:33 | t/p | 43 | 1.00 | 90.84 | 88.62 | 90.84 | 131.18 | 2620.38 |
87 | 2009.10.19 14:15 | sell | 44 | 1.00 | 90.57 | 91.57 | 89.37 | ||
88 | 2009.10.22 07:01 | s/l | 44 | 1.00 | 91.57 | 91.57 | 89.37 | -111.19 | 2509.18 |
89 | 2009.10.23 06:30 | buy | 45 | 1.00 | 91.88 | 90.86 | 93.08 | ||
90 | 2009.10.28 16:34 | s/l | 45 | 1.00 | 90.86 | 90.86 | 93.08 | -113.18 | 2396.00 |
91 | 2009.10.28 16:45 | sell | 46 | 1.00 | 90.67 | 91.67 | 89.47 | ||
92 | 2009.11.01 23:39 | t/p | 46 | 1.00 | 89.47 | 91.67 | 89.47 | 132.53 | 2528.53 |
93 | 2009.11.04 09:45 | buy | 47 | 1.00 | 90.86 | 89.84 | 92.06 | ||
94 | 2009.11.06 14:29 | s/l | 47 | 1.00 | 89.84 | 89.84 | 92.06 | -114.77 | 2413.77 |
95 | 2009.11.06 14:30 | sell | 48 | 1.00 | 89.88 | 90.88 | 88.68 | ||
96 | 2009.11.19 13:44 | t/p | 48 | 1.00 | 88.68 | 90.88 | 88.68 | 130.16 | 2543.93 |
97 | 2009.11.23 07:15 | sell | 49 | 1.00 | 88.61 | 89.61 | 87.41 | ||
98 | 2009.11.25 13:18 | t/p | 49 | 1.00 | 87.41 | 89.61 | 87.41 | 136.49 | 2680.41 |
99 | 2009.11.26 23:15 | sell | 50 | 1.00 | 86.12 | 87.12 | 84.92 | ||
100 | 2009.11.26 23:43 | t/p | 50 | 1.00 | 84.92 | 87.12 | 84.92 | 141.31 | 2821.72 |
101 | 2009.11.27 00:15 | buy | 51 | 1.00 | 85.61 | 84.59 | 86.81 | ||
102 | 2009.11.27 10:20 | t/p | 51 | 1.00 | 86.81 | 84.59 | 86.81 | 138.23 | 2959.95 |
103 | 2009.11.30 09:45 | buy | 52 | 1.00 | 86.61 | 85.59 | 87.81 | ||
104 | 2009.12.03 01:52 | t/p | 52 | 1.00 | 87.81 | 85.59 | 87.81 | 135.13 | 3095.08 |
105 | 2009.12.03 13:15 | buy | 53 | 1.00 | 88.08 | 87.06 | 89.28 | ||
106 | 2009.12.04 13:36 | t/p | 53 | 1.00 | 89.28 | 87.06 | 89.28 | 134.10 | 3229.18 |
107 | 2009.12.04 13:36 | buy | 54 | 1.00 | 89.30 | 88.28 | 90.50 | ||
108 | 2009.12.04 19:15 | t/p | 54 | 1.00 | 90.50 | 88.28 | 90.50 | 132.60 | 3361.78 |
109 | 2009.12.06 23:45 | sell | 55 | 1.00 | 90.02 | 91.02 | 88.82 | ||
110 | 2009.12.08 05:11 | t/p | 55 | 1.00 | 88.82 | 91.02 | 88.82 | 134.31 | 3496.09 |
111 | 2009.12.09 00:15 | buy | 56 | 1.00 | 88.64 | 87.62 | 89.84 | ||
112 | 2009.12.09 08:29 | s/l | 56 | 1.00 | 87.62 | 87.62 | 89.84 | -116.41 | 3379.68 |
113 | 2009.12.11 13:45 | buy | 57 | 1.00 | 89.15 | 88.13 | 90.35 | ||
114 | 2009.12.17 16:52 | t/p | 57 | 1.00 | 90.35 | 88.13 | 90.35 | 130.98 | 3510.65 |
115 | 2009.12.18 00:30 | sell | 58 | 1.00 | 89.49 | 90.49 | 88.29 | ||
116 | 2009.12.18 14:00 | s/l | 58 | 1.00 | 90.49 | 90.49 | 88.29 | -110.51 | 3400.14 |
117 | 2009.12.22 01:00 | buy | 59 | 1.00 | 91.16 | 90.14 | 92.36 | ||
118 | 2009.12.30 13:20 | t/p | 59 | 1.00 | 92.36 | 90.14 | 92.36 | 127.47 | 3527.62 |
119 | 2009.12.30 15:45 | buy | 60 | 1.00 | 92.76 | 91.74 | 93.96 | ||
120 | 2010.01.05 04:48 | s/l | 60 | 1.00 | 91.74 | 91.74 | 93.96 | -113.02 | 3414.60 |
121 | 2010.01.05 05:00 | sell | 61 | 1.00 | 91.69 | 92.69 | 90.49 | ||
122 | 2010.01.06 15:30 | s/l | 61 | 1.00 | 92.69 | 92.69 | 90.49 | -108.29 | 3306.31 |
123 | 2010.01.06 19:15 | sell | 62 | 1.00 | 92.29 | 93.29 | 91.09 | ||
124 | 2010.01.07 13:02 | s/l | 62 | 1.00 | 93.29 | 93.29 | 91.09 | -108.38 | 3197.93 |
125 | 2010.01.08 14:00 | sell | 63 | 1.00 | 92.36 | 93.36 | 91.16 | ||
126 | 2010.01.12 14:28 | t/p | 63 | 1.00 | 91.16 | 93.36 | 91.16 | 130.85 | 3328.77 |
127 | 2010.01.14 13:45 | sell | 64 | 1.00 | 91.38 | 92.38 | 90.18 | ||
128 | 2010.01.21 16:51 | t/p | 64 | 1.00 | 90.18 | 92.38 | 90.18 | 130.29 | 3459.06 |
129 | 2010.01.21 16:51 | sell | 65 | 1.00 | 90.16 | 91.16 | 88.96 | ||
130 | 2010.02.03 16:31 | s/l | 65 | 1.00 | 91.16 | 91.16 | 88.96 | -114.07 | 3345.00 |
131 | 2010.02.04 13:45 | sell | 66 | 1.00 | 90.51 | 91.51 | 89.31 | ||
132 | 2010.02.04 16:38 | t/p | 66 | 1.00 | 89.31 | 91.51 | 89.31 | 134.36 | 3479.36 |
133 | 2010.02.05 13:30 | buy | 67 | 1.00 | 89.71 | 88.69 | 90.91 | ||
134 | 2010.02.17 12:39 | t/p | 67 | 1.00 | 90.91 | 88.69 | 90.91 | 128.93 | 3608.29 |
135 | 2010.02.17 12:45 | buy | 68 | 1.00 | 90.91 | 89.89 | 92.11 | ||
136 | 2010.02.19 16:21 | t/p | 68 | 1.00 | 92.11 | 89.89 | 92.11 | 129.05 | 3737.34 |
137 | 2010.02.22 00:15 | buy | 69 | 1.00 | 91.88 | 90.86 | 93.08 | ||
138 | 2010.02.23 07:02 | s/l | 69 | 1.00 | 90.86 | 90.86 | 93.08 | -112.57 | 3624.77 |
139 | 2010.02.23 12:45 | sell | 70 | 1.00 | 90.72 | 91.72 | 89.52 | ||
140 | 2010.02.25 02:56 | t/p | 70 | 1.00 | 89.52 | 91.72 | 89.52 | 132.46 | 3757.23 |
141 | 2010.02.25 03:00 | sell | 71 | 1.00 | 89.53 | 90.53 | 88.33 | ||
142 | 2010.02.26 20:59 | close at stop | 71 | 1.00 | 88.85 | 90.53 | 88.33 | 76.13 | 3833.37 |