Symbol | USDJPYjfx (US Dollar vs Japanese Yen) | ||||
Period | 5 Minutes (M5) 1970.01.01 00:00 - 1970.01.01 00:00 | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Key="1"; Pair="USDJPY"; EntropyFactor=0.2; SpreadMaxToOpen=6; StopLoss=70; TakeProfit=10; info="!!! All the times are CET times !!!"; SessionStopHour=0; CETOffset=-1; | ||||
Bars in test | 9929 | Ticks modelled | 2572378 | Modelling quality | 99.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 380.77 | Gross profit | 596.75 | Gross loss | -215.99 |
Profit factor | 2.76 | Expected payoff | 20.04 | ||
Absolute drawdown | 56.09 | Maximal drawdown | 309.15 (3.02%) | Relative drawdown | 3.02% (309.15) |
Total trades | 19 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 11 (81.82%) |
Profit trades (% of total) | 15 (78.95%) | Loss trades (% of total) | 4 (21.05%) | ||
Largest | profit trade | 45.21 | loss trade | -127.75 | |
Average | profit trade | 39.78 | loss trade | -54.00 | |
Maximum | consecutive wins (profit in money) | 5 (220.35) | consecutive losses (loss in money) | 1 (-127.75) | |
Maximal | consecutive profit (count of wins) | 220.35 (5) | consecutive loss (count of losses) | -127.75 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.09.02 22:50 | buy | 1 | 0.40 | 92.150 | 0.000 | 0.000 | ||
2 | 2009.09.02 22:50 | modify | 1 | 0.40 | 92.150 | 91.450 | 0.000 | ||
3 | 2009.09.02 22:50 | modify | 1 | 0.40 | 92.150 | 91.450 | 92.250 | ||
4 | 2009.09.02 23:46 | t/p | 1 | 0.40 | 92.250 | 91.450 | 92.250 | 43.36 | 10043.36 |
5 | 2009.09.03 22:01 | buy | 2 | 0.40 | 92.615 | 0.000 | 0.000 | ||
6 | 2009.09.03 22:01 | modify | 2 | 0.40 | 92.615 | 91.915 | 0.000 | ||
7 | 2009.09.03 22:01 | modify | 2 | 0.40 | 92.615 | 91.915 | 92.715 | ||
8 | 2009.09.03 22:56 | close | 2 | 0.40 | 92.700 | 91.915 | 92.715 | 36.68 | 10080.04 |
9 | 2009.09.03 22:56 | sell | 3 | 0.40 | 92.700 | 0.000 | 0.000 | ||
10 | 2009.09.03 22:56 | modify | 3 | 0.40 | 92.700 | 93.400 | 0.000 | ||
11 | 2009.09.03 22:56 | modify | 3 | 0.40 | 92.700 | 93.400 | 92.600 | ||
12 | 2009.09.04 00:28 | close | 3 | 0.40 | 92.625 | 93.400 | 92.600 | 31.81 | 10111.85 |
13 | 2009.09.07 22:18 | sell | 4 | 0.40 | 93.065 | 0.000 | 0.000 | ||
14 | 2009.09.07 22:18 | modify | 4 | 0.40 | 93.065 | 93.765 | 0.000 | ||
15 | 2009.09.07 22:18 | modify | 4 | 0.40 | 93.065 | 93.765 | 92.965 | ||
16 | 2009.09.07 23:32 | t/p | 4 | 0.40 | 92.965 | 93.765 | 92.965 | 43.03 | 10154.88 |
17 | 2009.09.09 22:00 | buy | 5 | 0.40 | 91.960 | 0.000 | 0.000 | ||
18 | 2009.09.09 22:00 | modify | 5 | 0.40 | 91.960 | 91.260 | 0.000 | ||
19 | 2009.09.09 22:00 | modify | 5 | 0.40 | 91.960 | 91.260 | 92.060 | ||
20 | 2009.09.09 22:38 | t/p | 5 | 0.40 | 92.060 | 91.260 | 92.060 | 43.45 | 10198.33 |
21 | 2009.09.09 22:38 | sell | 6 | 0.40 | 92.085 | 0.000 | 0.000 | ||
22 | 2009.09.09 22:38 | modify | 6 | 0.40 | 92.085 | 92.785 | 0.000 | ||
23 | 2009.09.09 22:38 | modify | 6 | 0.40 | 92.085 | 92.785 | 91.985 | ||
24 | 2009.09.10 02:33 | close | 6 | 0.40 | 92.090 | 92.785 | 91.985 | -3.91 | 10194.42 |
25 | 2009.09.17 22:59 | sell | 7 | 0.40 | 91.215 | 0.000 | 0.000 | ||
26 | 2009.09.17 22:59 | modify | 7 | 0.40 | 91.215 | 91.915 | 0.000 | ||
27 | 2009.09.17 22:59 | modify | 7 | 0.40 | 91.215 | 91.915 | 91.115 | ||
28 | 2009.09.18 02:25 | close | 7 | 0.40 | 91.170 | 91.915 | 91.115 | 19.16 | 10213.58 |
29 | 2009.09.22 22:13 | buy | 8 | 0.40 | 91.090 | 0.000 | 0.000 | ||
30 | 2009.09.22 22:13 | modify | 8 | 0.40 | 91.090 | 90.390 | 0.000 | ||
31 | 2009.09.22 22:13 | modify | 8 | 0.40 | 91.090 | 90.390 | 91.190 | ||
32 | 2009.09.22 23:52 | close | 8 | 0.40 | 90.800 | 90.390 | 91.190 | -127.75 | 10085.83 |
33 | 2009.09.23 22:00 | sell | 9 | 0.40 | 91.505 | 0.000 | 0.000 | ||
34 | 2009.09.23 22:00 | modify | 9 | 0.40 | 91.505 | 92.205 | 0.000 | ||
35 | 2009.09.23 22:00 | modify | 9 | 0.40 | 91.505 | 92.205 | 91.405 | ||
36 | 2009.09.23 22:30 | close | 9 | 0.40 | 91.415 | 92.205 | 91.405 | 39.38 | 10125.21 |
37 | 2009.09.23 22:30 | buy | 10 | 0.40 | 91.415 | 0.000 | 0.000 | ||
38 | 2009.09.23 22:30 | modify | 10 | 0.40 | 91.415 | 90.715 | 0.000 | ||
39 | 2009.09.23 22:30 | modify | 10 | 0.40 | 91.415 | 90.715 | 91.515 | ||
40 | 2009.09.23 23:00 | t/p | 10 | 0.40 | 91.515 | 90.715 | 91.515 | 43.71 | 10168.92 |
41 | 2009.09.30 22:12 | sell | 11 | 0.40 | 89.790 | 0.000 | 0.000 | ||
42 | 2009.09.30 22:12 | modify | 11 | 0.40 | 89.790 | 90.490 | 0.000 | ||
43 | 2009.09.30 22:12 | modify | 11 | 0.40 | 89.790 | 90.490 | 89.690 | ||
44 | 2009.10.01 01:05 | close | 11 | 0.40 | 89.715 | 90.490 | 89.690 | 31.70 | 10200.62 |
45 | 2009.10.01 22:05 | buy | 12 | 0.40 | 89.565 | 0.000 | 0.000 | ||
46 | 2009.10.01 22:05 | modify | 12 | 0.40 | 89.565 | 88.865 | 0.000 | ||
47 | 2009.10.01 22:05 | modify | 12 | 0.40 | 89.565 | 88.865 | 89.665 | ||
48 | 2009.10.02 03:37 | close | 12 | 0.40 | 89.410 | 88.865 | 89.665 | -69.18 | 10131.44 |
49 | 2009.10.06 22:22 | buy | 13 | 0.40 | 88.720 | 0.000 | 0.000 | ||
50 | 2009.10.06 22:22 | modify | 13 | 0.40 | 88.720 | 88.020 | 0.000 | ||
51 | 2009.10.06 22:22 | modify | 13 | 0.40 | 88.720 | 88.020 | 88.820 | ||
52 | 2009.10.06 23:57 | t/p | 13 | 0.40 | 88.820 | 88.020 | 88.820 | 45.03 | 10176.47 |
53 | 2009.10.07 22:40 | sell | 14 | 0.40 | 88.665 | 0.000 | 0.000 | ||
54 | 2009.10.07 22:40 | modify | 14 | 0.40 | 88.665 | 89.365 | 0.000 | ||
55 | 2009.10.07 22:40 | modify | 14 | 0.40 | 88.665 | 89.365 | 88.565 | ||
56 | 2009.10.07 23:29 | t/p | 14 | 0.40 | 88.565 | 89.365 | 88.565 | 45.16 | 10221.63 |
57 | 2009.10.08 22:12 | buy | 15 | 0.40 | 88.370 | 0.000 | 0.000 | ||
58 | 2009.10.08 22:12 | modify | 15 | 0.40 | 88.370 | 87.670 | 0.000 | ||
59 | 2009.10.08 22:12 | modify | 15 | 0.40 | 88.370 | 87.670 | 88.470 | ||
60 | 2009.10.08 22:36 | t/p | 15 | 0.40 | 88.470 | 87.670 | 88.470 | 45.21 | 10266.84 |
61 | 2009.10.12 22:51 | buy | 16 | 0.40 | 89.705 | 0.000 | 0.000 | ||
62 | 2009.10.12 22:51 | modify | 16 | 0.40 | 89.705 | 89.005 | 0.000 | ||
63 | 2009.10.12 22:51 | modify | 16 | 0.40 | 89.705 | 89.005 | 89.805 | ||
64 | 2009.10.13 00:53 | t/p | 16 | 0.40 | 89.805 | 89.005 | 89.805 | 44.70 | 10311.55 |
65 | 2009.10.14 22:00 | buy | 17 | 0.40 | 89.345 | 0.000 | 0.000 | ||
66 | 2009.10.14 22:00 | modify | 17 | 0.40 | 89.345 | 88.645 | 0.000 | ||
67 | 2009.10.14 22:00 | modify | 17 | 0.40 | 89.345 | 88.645 | 89.445 | ||
68 | 2009.10.14 22:40 | close | 17 | 0.40 | 89.435 | 88.645 | 89.445 | 40.25 | 10351.80 |
69 | 2009.10.14 22:40 | sell | 18 | 0.40 | 89.435 | 0.000 | 0.000 | ||
70 | 2009.10.14 22:40 | modify | 18 | 0.40 | 89.435 | 90.135 | 0.000 | ||
71 | 2009.10.14 22:40 | modify | 18 | 0.40 | 89.435 | 90.135 | 89.335 | ||
72 | 2009.10.15 01:00 | close | 18 | 0.40 | 89.465 | 90.135 | 89.335 | -15.15 | 10336.65 |
73 | 2009.10.15 22:00 | buy | 19 | 0.40 | 90.565 | 0.000 | 0.000 | ||
74 | 2009.10.15 22:00 | modify | 19 | 0.40 | 90.565 | 89.865 | 0.000 | ||
75 | 2009.10.15 22:00 | modify | 19 | 0.40 | 90.565 | 89.865 | 90.665 | ||
76 | 2009.10.15 23:01 | t/p | 19 | 0.40 | 90.665 | 89.865 | 90.665 | 44.12 | 10380.77 |