Strategy Tester Report
Cash_DNA_v5
JadeFX-Demo2 (Build 225)

SymbolUSDJPYjfx (US Dollar vs Japanese Yen)
Period5 Minutes (M5) 1970.01.01 00:00 - 1970.01.01 00:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersKey="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 test9929Ticks modelled2572378Modelling quality99.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit380.77Gross profit596.75Gross loss-215.99
Profit factor2.76Expected payoff20.04
Absolute drawdown56.09Maximal drawdown309.15 (3.02%)Relative drawdown3.02% (309.15)
Total trades19Short 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%)
Largestprofit trade45.21loss trade-127.75
Averageprofit trade39.78loss trade-54.00
Maximumconsecutive wins (profit in money)5 (220.35)consecutive losses (loss in money)1 (-127.75)
Maximalconsecutive profit (count of wins)220.35 (5)consecutive loss (count of losses)-127.75 (1)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.09.02 22:50buy10.4092.1500.0000.000
22009.09.02 22:50modify10.4092.15091.4500.000
32009.09.02 22:50modify10.4092.15091.45092.250
42009.09.02 23:46t/p10.4092.25091.45092.25043.3610043.36
52009.09.03 22:01buy20.4092.6150.0000.000
62009.09.03 22:01modify20.4092.61591.9150.000
72009.09.03 22:01modify20.4092.61591.91592.715
82009.09.03 22:56close20.4092.70091.91592.71536.6810080.04
92009.09.03 22:56sell30.4092.7000.0000.000
102009.09.03 22:56modify30.4092.70093.4000.000
112009.09.03 22:56modify30.4092.70093.40092.600
122009.09.04 00:28close30.4092.62593.40092.60031.8110111.85
132009.09.07 22:18sell40.4093.0650.0000.000
142009.09.07 22:18modify40.4093.06593.7650.000
152009.09.07 22:18modify40.4093.06593.76592.965
162009.09.07 23:32t/p40.4092.96593.76592.96543.0310154.88
172009.09.09 22:00buy50.4091.9600.0000.000
182009.09.09 22:00modify50.4091.96091.2600.000
192009.09.09 22:00modify50.4091.96091.26092.060
202009.09.09 22:38t/p50.4092.06091.26092.06043.4510198.33
212009.09.09 22:38sell60.4092.0850.0000.000
222009.09.09 22:38modify60.4092.08592.7850.000
232009.09.09 22:38modify60.4092.08592.78591.985
242009.09.10 02:33close60.4092.09092.78591.985-3.9110194.42
252009.09.17 22:59sell70.4091.2150.0000.000
262009.09.17 22:59modify70.4091.21591.9150.000
272009.09.17 22:59modify70.4091.21591.91591.115
282009.09.18 02:25close70.4091.17091.91591.11519.1610213.58
292009.09.22 22:13buy80.4091.0900.0000.000
302009.09.22 22:13modify80.4091.09090.3900.000
312009.09.22 22:13modify80.4091.09090.39091.190
322009.09.22 23:52close80.4090.80090.39091.190-127.7510085.83
332009.09.23 22:00sell90.4091.5050.0000.000
342009.09.23 22:00modify90.4091.50592.2050.000
352009.09.23 22:00modify90.4091.50592.20591.405
362009.09.23 22:30close90.4091.41592.20591.40539.3810125.21
372009.09.23 22:30buy100.4091.4150.0000.000
382009.09.23 22:30modify100.4091.41590.7150.000
392009.09.23 22:30modify100.4091.41590.71591.515
402009.09.23 23:00t/p100.4091.51590.71591.51543.7110168.92
412009.09.30 22:12sell110.4089.7900.0000.000
422009.09.30 22:12modify110.4089.79090.4900.000
432009.09.30 22:12modify110.4089.79090.49089.690
442009.10.01 01:05close110.4089.71590.49089.69031.7010200.62
452009.10.01 22:05buy120.4089.5650.0000.000
462009.10.01 22:05modify120.4089.56588.8650.000
472009.10.01 22:05modify120.4089.56588.86589.665
482009.10.02 03:37close120.4089.41088.86589.665-69.1810131.44
492009.10.06 22:22buy130.4088.7200.0000.000
502009.10.06 22:22modify130.4088.72088.0200.000
512009.10.06 22:22modify130.4088.72088.02088.820
522009.10.06 23:57t/p130.4088.82088.02088.82045.0310176.47
532009.10.07 22:40sell140.4088.6650.0000.000
542009.10.07 22:40modify140.4088.66589.3650.000
552009.10.07 22:40modify140.4088.66589.36588.565
562009.10.07 23:29t/p140.4088.56589.36588.56545.1610221.63
572009.10.08 22:12buy150.4088.3700.0000.000
582009.10.08 22:12modify150.4088.37087.6700.000
592009.10.08 22:12modify150.4088.37087.67088.470
602009.10.08 22:36t/p150.4088.47087.67088.47045.2110266.84
612009.10.12 22:51buy160.4089.7050.0000.000
622009.10.12 22:51modify160.4089.70589.0050.000
632009.10.12 22:51modify160.4089.70589.00589.805
642009.10.13 00:53t/p160.4089.80589.00589.80544.7010311.55
652009.10.14 22:00buy170.4089.3450.0000.000
662009.10.14 22:00modify170.4089.34588.6450.000
672009.10.14 22:00modify170.4089.34588.64589.445
682009.10.14 22:40close170.4089.43588.64589.44540.2510351.80
692009.10.14 22:40sell180.4089.4350.0000.000
702009.10.14 22:40modify180.4089.43590.1350.000
712009.10.14 22:40modify180.4089.43590.13589.335
722009.10.15 01:00close180.4089.46590.13589.335-15.1510336.65
732009.10.15 22:00buy190.4090.5650.0000.000
742009.10.15 22:00modify190.4090.56589.8650.000
752009.10.15 22:00modify190.4090.56589.86590.665
762009.10.15 23:01t/p190.4090.66589.86590.66544.1210380.77