Symbol | USDJPY (USD/JPY) | ||||
Period | 1 Hour (H1) 2019.05.01 03:00 - 2019.10.10 20:00 (2019.05.01 - 2019.10.28) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Bars in test | 2889 | Ticks modelled | 8233425 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 5 | ||
Total net profit | 25.77 | Gross profit | 40.77 | Gross loss | -15.00 |
Profit factor | 2.72 | Expected payoff | 1.72 | ||
Absolute drawdown | 2.54 | Maximal drawdown | 8.70 (0.09%) | Relative drawdown | 0.09% (8.70) |
Total trades | 15 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 11 (73.33%) | Loss trades (% of total) | 4 (26.67%) | ||
Largest | profit trade | 3.75 | loss trade | -3.80 | |
Average | profit trade | 3.71 | loss trade | -3.75 | |
Maximum | consecutive wins (profit in money) | 4 (14.94) | consecutive losses (loss in money) | 2 (-7.57) | |
Maximal | consecutive profit (count of wins) | 14.94 (4) | consecutive loss (count of losses) | -7.57 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2019.05.06 10:00 | sell | 1 | 0.01 | 110.681 | 0.000 | 0.000 | ||
2 | 2019.05.06 10:00 | modify | 1 | 0.01 | 110.681 | 111.081 | 0.000 | ||
3 | 2019.05.06 10:00 | modify | 1 | 0.01 | 110.681 | 111.081 | 110.281 | ||
4 | 2019.05.07 20:08 | t/p | 1 | 0.01 | 110.281 | 111.081 | 110.281 | 3.63 | 10003.63 |
5 | 2019.05.24 06:04 | sell | 2 | 0.01 | 109.598 | 0.000 | 0.000 | ||
6 | 2019.05.24 06:04 | modify | 2 | 0.01 | 109.598 | 109.998 | 0.000 | ||
7 | 2019.05.24 06:04 | modify | 2 | 0.01 | 109.598 | 109.998 | 109.198 | ||
8 | 2019.05.29 03:33 | t/p | 2 | 0.01 | 109.198 | 109.998 | 109.198 | 3.66 | 10007.29 |
9 | 2019.06.03 00:00 | sell | 3 | 0.01 | 108.275 | 0.000 | 0.000 | ||
10 | 2019.06.03 00:00 | modify | 3 | 0.01 | 108.275 | 108.675 | 0.000 | ||
11 | 2019.06.03 00:00 | modify | 3 | 0.01 | 108.275 | 108.675 | 107.875 | ||
12 | 2019.06.04 04:23 | t/p | 3 | 0.01 | 107.875 | 108.675 | 107.875 | 3.71 | 10011.00 |
13 | 2019.06.20 04:00 | sell | 4 | 0.01 | 107.642 | 0.000 | 0.000 | ||
14 | 2019.06.20 04:00 | modify | 4 | 0.01 | 107.642 | 108.042 | 0.000 | ||
15 | 2019.06.20 04:00 | modify | 4 | 0.01 | 107.642 | 108.042 | 107.242 | ||
16 | 2019.06.20 19:21 | t/p | 4 | 0.01 | 107.242 | 108.042 | 107.242 | 3.73 | 10014.73 |
17 | 2019.06.27 11:00 | buy | 5 | 0.01 | 108.055 | 0.000 | 0.000 | ||
18 | 2019.06.27 11:00 | modify | 5 | 0.01 | 108.055 | 107.655 | 0.000 | ||
19 | 2019.06.27 11:00 | modify | 5 | 0.01 | 108.055 | 107.655 | 108.455 | ||
20 | 2019.06.28 03:22 | s/l | 5 | 0.01 | 107.655 | 107.655 | 108.455 | -3.72 | 10011.01 |
21 | 2019.07.08 07:00 | buy | 6 | 0.01 | 108.383 | 0.000 | 0.000 | ||
22 | 2019.07.08 07:00 | modify | 6 | 0.01 | 108.383 | 107.983 | 0.000 | ||
23 | 2019.07.08 07:00 | modify | 6 | 0.01 | 108.383 | 107.983 | 108.783 | ||
24 | 2019.07.08 22:36 | t/p | 6 | 0.01 | 108.783 | 107.983 | 108.783 | 3.68 | 10014.69 |
25 | 2019.07.19 05:00 | sell | 7 | 0.01 | 107.532 | 0.000 | 0.000 | ||
26 | 2019.07.19 05:00 | modify | 7 | 0.01 | 107.532 | 107.932 | 0.000 | ||
27 | 2019.07.19 05:00 | modify | 7 | 0.01 | 107.532 | 107.932 | 107.132 | ||
28 | 2019.07.19 21:13 | s/l | 7 | 0.01 | 107.932 | 107.932 | 107.132 | -3.71 | 10010.98 |
29 | 2019.07.23 16:00 | buy | 8 | 0.01 | 108.150 | 0.000 | 0.000 | ||
30 | 2019.07.23 16:00 | modify | 8 | 0.01 | 108.150 | 107.750 | 0.000 | ||
31 | 2019.07.23 16:00 | modify | 8 | 0.01 | 108.150 | 107.750 | 108.550 | ||
32 | 2019.07.25 17:58 | t/p | 8 | 0.01 | 108.550 | 107.750 | 108.550 | 3.68 | 10014.66 |
33 | 2019.08.02 03:00 | sell | 9 | 0.01 | 107.442 | 0.000 | 0.000 | ||
34 | 2019.08.02 03:00 | modify | 9 | 0.01 | 107.442 | 107.842 | 0.000 | ||
35 | 2019.08.02 03:00 | modify | 9 | 0.01 | 107.442 | 107.842 | 107.042 | ||
36 | 2019.08.02 04:12 | t/p | 9 | 0.01 | 107.042 | 107.842 | 107.042 | 3.74 | 10018.40 |
37 | 2019.08.19 22:00 | buy | 10 | 0.01 | 106.630 | 0.000 | 0.000 | ||
38 | 2019.08.19 22:00 | modify | 10 | 0.01 | 106.630 | 106.230 | 0.000 | ||
39 | 2019.08.19 22:00 | modify | 10 | 0.01 | 106.630 | 106.230 | 107.030 | ||
40 | 2019.08.20 16:10 | s/l | 10 | 0.01 | 106.230 | 106.230 | 107.030 | -3.77 | 10014.63 |
41 | 2019.08.26 01:00 | sell | 11 | 0.01 | 104.803 | 0.000 | 0.000 | ||
42 | 2019.08.26 01:00 | modify | 11 | 0.01 | 104.803 | 105.203 | 0.000 | ||
43 | 2019.08.26 01:00 | modify | 11 | 0.01 | 104.803 | 105.203 | 104.403 | ||
44 | 2019.08.26 03:41 | s/l | 11 | 0.01 | 105.203 | 105.203 | 104.403 | -3.80 | 10010.83 |
45 | 2019.08.29 16:00 | buy | 12 | 0.01 | 106.271 | 0.000 | 0.000 | ||
46 | 2019.08.29 16:00 | modify | 12 | 0.01 | 106.271 | 105.871 | 0.000 | ||
47 | 2019.08.29 16:00 | modify | 12 | 0.01 | 106.271 | 105.871 | 106.671 | ||
48 | 2019.08.29 21:12 | t/p | 12 | 0.01 | 106.671 | 105.871 | 106.671 | 3.75 | 10014.58 |
49 | 2019.09.05 21:00 | buy | 13 | 0.01 | 106.935 | 0.000 | 0.000 | ||
50 | 2019.09.05 21:00 | modify | 13 | 0.01 | 106.935 | 106.535 | 0.000 | ||
51 | 2019.09.05 21:00 | modify | 13 | 0.01 | 106.935 | 106.535 | 107.335 | ||
52 | 2019.09.10 02:57 | t/p | 13 | 0.01 | 107.335 | 106.535 | 107.335 | 3.72 | 10018.30 |
53 | 2019.09.20 21:00 | sell | 14 | 0.01 | 107.694 | 0.000 | 0.000 | ||
54 | 2019.09.20 21:00 | modify | 14 | 0.01 | 107.694 | 108.094 | 0.000 | ||
55 | 2019.09.20 21:00 | modify | 14 | 0.01 | 107.694 | 108.094 | 107.294 | ||
56 | 2019.09.24 18:39 | t/p | 14 | 0.01 | 107.294 | 108.094 | 107.294 | 3.73 | 10022.03 |
57 | 2019.10.03 02:00 | sell | 15 | 0.01 | 107.174 | 0.000 | 0.000 | ||
58 | 2019.10.03 02:00 | modify | 15 | 0.01 | 107.174 | 107.574 | 0.000 | ||
59 | 2019.10.03 02:00 | modify | 15 | 0.01 | 107.174 | 107.574 | 106.774 | ||
60 | 2019.10.03 17:00 | t/p | 15 | 0.01 | 106.774 | 107.574 | 106.774 | 3.74 | 10025.77 |