Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) |
Period | 1 Minute (M1) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01) |
Model | Control points (a very crude method, the results must not be considered) |
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=4; MA_Method=0; MA_AppliedPrice=0; MA_Shift=0; AllowedDirection=3; TradeDirection=0; TopupDirection=0; PLGHelp="===================================="; PriceGap=22; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=6; PSHelp="===================================="; LotsInitial=3.6; LotsChangeLevel=1; LotsChangeType=0; LotsChangeApproach=0; LCAPHelp="------------------------------------"; LotsChangeRate=60; LotsChangeLots=0; LotsLimit=0; LotsChangeRate2=100; LotsChangeLots2=0; LotsLimit2=0; LCAAHelp="------------------------------------"; LotsChangeRateAlt=70; LotsChangeLotsAlt=0; LotsChangeRateAlt2=180; LotsChangeLotsAlt2=0; CHelp="===================================="; ClosureLevel=150; ClosureAmount=45; Run_ReentryAfterProfit=1; TODHelp="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OSHelp="===================================="; MaxSpread=6; CloseoutTextColour=Gray; CloseoutTextDisplay=1; ApproxCloseoutLevelColour=Salmon; CFDTickScaling=0; MagicNumber=211228; |
|
Bars in test | 375048 | Ticks modelled | 4198249 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | 30 |
Total net profit | -6380.22 | Gross profit | 1803.57 | Gross loss | -8183.79 |
Profit factor | 0.22 | Expected payoff | -708.91 | | |
Absolute drawdown | 6380.22 | Maximal drawdown | 8044.48 (68.97%) | Relative drawdown | 68.97% (8044.48) |
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Total trades | 9 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 4 (44.44%) | Loss trades (% of total) | 5 (55.56%) |
Largest | profit trade | 555.52 | loss trade | -4219.84 |
Average | profit trade | 450.89 | loss trade | -1636.76 |
Maximum | consecutive wins (profit in money) | 2 (1055.00) | consecutive losses (loss in money) | 4 (-8044.48) |
Maximal | consecutive profit (count of wins) | 1055.00 (2) | consecutive loss (count of losses) | -8044.48 (4) |
Average | consecutive wins | 2 | consecutive losses | 3 |