Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2008.01.02 08:00 - 2008.01.18 22:45 (2008.01.01 - 2008.01.20) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | iac1=40; iac2=30; iac3=484; iac4=476; iacw=0; rsi1=20; rsi2=-95; rsi3=-100; rsi4=65; rsiw=1; macd1=7; macd2=-100; macd3=86; macd4=51; macdw=0; wait_sec=3000; sl=60; lots=1; MagicNumber=808; | ||||
Bars in test | 2205 | Ticks modelled | 171049 | Modelling quality | 81.90% |
Mismatched charts errors | 31 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3959.64 | Gross profit | 5738.01 | Gross loss | -1778.37 |
Profit factor | 3.23 | Expected payoff | 395.96 | ||
Absolute drawdown | 455.60 | Maximal drawdown | 2340.13 (17.58%) | Relative drawdown | 17.58% (2340.13) |
Total trades | 10 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
Largest | profit trade | 3074.88 | loss trade | -586.32 | |
Average | profit trade | 956.33 | loss trade | -444.59 | |
Maximum | consecutive wins (profit in money) | 2 (2261.15) | consecutive losses (loss in money) | 2 (-631.60) | |
Maximal | consecutive profit (count of wins) | 3074.88 (1) | consecutive loss (count of losses) | -631.60 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.01.02 08:00 | sell | 1 | 1.00 | 111.43 | 112.06 | 0.00 | ||
2 | 2008.01.02 16:15 | modify | 1 | 1.00 | 111.43 | 111.19 | 0.00 | ||
3 | 2008.01.02 17:00 | modify | 1 | 1.00 | 111.43 | 110.38 | 0.00 | ||
4 | 2008.01.03 11:00 | modify | 1 | 1.00 | 111.43 | 109.74 | 0.00 | ||
5 | 2008.01.03 12:00 | modify | 1 | 1.00 | 111.43 | 109.04 | 0.00 | ||
6 | 2008.01.03 14:15 | s/l | 1 | 1.00 | 109.04 | 109.04 | 0.00 | 2150.91 | 12150.91 |
7 | 2008.01.03 14:30 | sell | 2 | 1.00 | 109.21 | 109.84 | 0.00 | ||
8 | 2008.01.04 15:00 | modify | 2 | 1.00 | 109.21 | 109.06 | 0.00 | ||
9 | 2008.01.07 02:17 | s/l | 2 | 1.00 | 109.06 | 109.06 | 0.00 | 110.24 | 12261.15 |
10 | 2008.01.07 02:30 | sell | 3 | 1.00 | 109.01 | 109.64 | 0.00 | ||
11 | 2008.01.07 11:14 | s/l | 3 | 1.00 | 109.64 | 109.64 | 0.00 | -574.61 | 11686.54 |
12 | 2008.01.07 11:15 | sell | 4 | 1.00 | 109.63 | 110.26 | 0.00 | ||
13 | 2008.01.07 15:00 | modify | 4 | 1.00 | 109.63 | 109.60 | 0.00 | ||
14 | 2008.01.08 07:39 | s/l | 4 | 1.00 | 109.60 | 109.60 | 0.00 | 13.72 | 11700.26 |
15 | 2008.01.08 07:45 | sell | 5 | 1.00 | 109.52 | 110.15 | 0.00 | ||
16 | 2008.01.08 22:15 | modify | 5 | 1.00 | 109.52 | 109.50 | 0.00 | ||
17 | 2008.01.09 06:55 | s/l | 5 | 1.00 | 109.50 | 109.50 | 0.00 | 4.61 | 11704.87 |
18 | 2008.01.09 07:00 | sell | 6 | 1.00 | 109.48 | 110.11 | 0.00 | ||
19 | 2008.01.09 22:46 | s/l | 6 | 1.00 | 110.11 | 110.11 | 0.00 | -572.16 | 11132.71 |
20 | 2008.01.09 23:00 | sell | 7 | 1.00 | 109.99 | 110.62 | 0.00 | ||
21 | 2008.01.10 15:45 | modify | 7 | 1.00 | 109.99 | 109.96 | 0.00 | ||
22 | 2008.01.14 06:45 | modify | 7 | 1.00 | 109.99 | 109.31 | 0.00 | ||
23 | 2008.01.14 09:15 | modify | 7 | 1.00 | 109.99 | 108.63 | 0.00 | ||
24 | 2008.01.15 09:15 | modify | 7 | 1.00 | 109.99 | 107.98 | 0.00 | ||
25 | 2008.01.15 15:15 | modify | 7 | 1.00 | 109.99 | 107.34 | 0.00 | ||
26 | 2008.01.16 07:15 | modify | 7 | 1.00 | 109.99 | 106.61 | 0.00 | ||
27 | 2008.01.16 15:00 | s/l | 7 | 1.00 | 106.61 | 106.61 | 0.00 | 3074.88 | 14207.60 |
28 | 2008.01.16 15:15 | sell | 8 | 1.00 | 106.82 | 107.45 | 0.00 | ||
29 | 2008.01.16 18:01 | s/l | 8 | 1.00 | 107.45 | 107.45 | 0.00 | -586.32 | 13621.28 |
30 | 2008.01.16 18:15 | sell | 9 | 1.00 | 107.33 | 107.96 | 0.00 | ||
31 | 2008.01.17 22:00 | modify | 9 | 1.00 | 107.33 | 107.32 | 0.00 | ||
32 | 2008.01.18 08:08 | s/l | 9 | 1.00 | 107.32 | 107.32 | 0.00 | -45.28 | 13576.00 |
33 | 2008.01.18 08:15 | sell | 10 | 1.00 | 107.28 | 107.91 | 0.00 | ||
34 | 2008.01.18 20:30 | modify | 10 | 1.00 | 107.28 | 107.26 | 0.00 | ||
35 | 2008.01.18 22:59 | close at stop | 10 | 1.00 | 106.87 | 107.26 | 0.00 | 383.64 | 13959.64 |