Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 5 Minutes (M5) 2024.10.01 00:00 - 2024.10.31 23:55 (2024.10.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | PSMHelp="************************************"; Lots_WithTrend=0.1; Lots_CounterTrend=0; TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=1; MAISHelp="************************************"; MA_TimeFrame=9; MA_Period=20; MA_Method=0; MA_AppliedPrice=0; MA_Shift=7; MA_DirOption=0; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=90; TakeProfit=100; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TrendChangeAction=0; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=0; CDPHelp="------------------------------------"; Run_TargetProfitAmount=50; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=450; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=480; Run_ProfitTrailingStop=30; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OHelp="************************************"; ShowExpandedPriceLevels=3; PriceLevelsColourScheme=7; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; CloseoutTextColour=Gray; CloseoutTextDisplay=1; CFDTickScaling=0; MagicNumber=210603; | ||||
Bars in test | 7526 | Ticks modelled | 375734 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -751.24 | Gross profit | 1099.32 | Gross loss | -1850.56 |
Profit factor | 0.59 | Expected payoff | -14.73 | ||
Absolute drawdown | 784.12 | Maximal drawdown | 806.72 (78.89%) | Relative drawdown | 78.89% (806.72) |
Total trades | 51 | Short positions (won %) | 28 (7.14%) | Long positions (won %) | 23 (65.22%) |
Profit trades (% of total) | 17 (33.33%) | Loss trades (% of total) | 34 (66.67%) | ||
Largest | profit trade | 68.18 | loss trade | -65.49 | |
Average | profit trade | 64.67 | loss trade | -54.43 | |
Maximum | consecutive wins (profit in money) | 6 (393.16) | consecutive losses (loss in money) | 9 (-531.06) | |
Maximal | consecutive profit (count of wins) | 393.16 (6) | consecutive loss (count of losses) | -531.06 (9) | |
Average | consecutive wins | 3 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.10.01 13:00 | buy | 1 | 0.10 | 159.490 | 0.000 | 0.000 | ||
2 | 2024.10.01 13:00 | modify | 1 | 0.10 | 159.490 | 158.590 | 160.490 | ||
3 | 2024.10.01 13:00 | buy | 2 | 0.10 | 159.556 | 0.000 | 0.000 | ||
4 | 2024.10.01 13:00 | modify | 2 | 0.10 | 159.556 | 158.656 | 160.556 | ||
5 | 2024.10.01 13:01 | buy | 3 | 0.10 | 159.519 | 0.000 | 0.000 | ||
6 | 2024.10.01 13:01 | modify | 3 | 0.10 | 159.519 | 158.619 | 160.519 | ||
7 | 2024.10.01 13:05 | buy | 4 | 0.10 | 159.589 | 0.000 | 0.000 | ||
8 | 2024.10.01 13:05 | modify | 4 | 0.10 | 159.589 | 158.689 | 160.589 | ||
9 | 2024.10.01 13:07 | buy | 5 | 0.10 | 159.613 | 0.000 | 0.000 | ||
10 | 2024.10.01 13:07 | modify | 5 | 0.10 | 159.613 | 158.713 | 160.613 | ||
11 | 2024.10.01 13:09 | buy | 6 | 0.10 | 159.646 | 0.000 | 0.000 | ||
12 | 2024.10.01 13:09 | modify | 6 | 0.10 | 159.646 | 158.746 | 160.646 | ||
13 | 2024.10.01 13:27 | buy | 7 | 0.10 | 159.456 | 0.000 | 0.000 | ||
14 | 2024.10.01 13:27 | modify | 7 | 0.10 | 159.456 | 158.556 | 160.456 | ||
15 | 2024.10.01 13:30 | buy | 8 | 0.10 | 159.427 | 0.000 | 0.000 | ||
16 | 2024.10.01 13:30 | modify | 8 | 0.10 | 159.427 | 158.527 | 160.427 | ||
17 | 2024.10.01 13:34 | s/l | 2 | 0.10 | 158.656 | 158.656 | 160.556 | -58.38 | 941.62 |
18 | 2024.10.01 13:34 | s/l | 4 | 0.10 | 158.689 | 158.689 | 160.589 | -58.38 | 883.24 |
19 | 2024.10.01 13:34 | s/l | 5 | 0.10 | 158.713 | 158.713 | 160.613 | -58.38 | 824.86 |
20 | 2024.10.01 13:34 | s/l | 6 | 0.10 | 158.746 | 158.746 | 160.646 | -58.38 | 766.48 |
21 | 2024.10.01 13:34 | buy | 9 | 0.10 | 158.684 | 0.000 | 0.000 | ||
22 | 2024.10.01 13:34 | modify | 9 | 0.10 | 158.684 | 157.784 | 159.684 | ||
23 | 2024.10.01 13:37 | s/l | 1 | 0.10 | 158.590 | 158.590 | 160.490 | -58.38 | 708.10 |
24 | 2024.10.01 13:37 | s/l | 3 | 0.10 | 158.619 | 158.619 | 160.519 | -58.38 | 649.72 |
25 | 2024.10.01 13:37 | s/l | 7 | 0.10 | 158.556 | 158.556 | 160.456 | -58.38 | 591.34 |
26 | 2024.10.01 13:37 | buy | 10 | 0.10 | 158.582 | 0.000 | 0.000 | ||
27 | 2024.10.01 13:37 | modify | 10 | 0.10 | 158.582 | 157.682 | 159.582 | ||
28 | 2024.10.01 13:37 | buy | 11 | 0.10 | 158.620 | 0.000 | 0.000 | ||
29 | 2024.10.01 13:37 | modify | 11 | 0.10 | 158.620 | 157.720 | 159.620 | ||
30 | 2024.10.01 13:37 | buy | 12 | 0.10 | 158.659 | 0.000 | 0.000 | ||
31 | 2024.10.01 13:37 | modify | 12 | 0.10 | 158.659 | 157.759 | 159.659 | ||
32 | 2024.10.01 13:38 | s/l | 8 | 0.10 | 158.527 | 158.527 | 160.427 | -58.38 | 532.96 |
33 | 2024.10.01 13:44 | buy | 13 | 0.10 | 158.745 | 0.000 | 0.000 | ||
34 | 2024.10.01 13:44 | modify | 13 | 0.10 | 158.745 | 157.845 | 159.745 | ||
35 | 2024.10.01 13:57 | buy | 14 | 0.10 | 159.001 | 0.000 | 0.000 | ||
36 | 2024.10.01 13:57 | modify | 14 | 0.10 | 159.001 | 158.101 | 160.001 | ||
37 | 2024.10.02 03:43 | t/p | 10 | 0.10 | 159.582 | 157.682 | 159.582 | 65.53 | 598.49 |
38 | 2024.10.02 03:54 | t/p | 11 | 0.10 | 159.620 | 157.720 | 159.620 | 65.52 | 664.02 |
39 | 2024.10.02 08:30 | t/p | 12 | 0.10 | 159.659 | 157.759 | 159.659 | 65.52 | 729.54 |
40 | 2024.10.02 08:31 | t/p | 9 | 0.10 | 159.684 | 157.784 | 159.684 | 65.52 | 795.06 |
41 | 2024.10.02 08:31 | t/p | 13 | 0.10 | 159.745 | 157.845 | 159.745 | 65.53 | 860.60 |
42 | 2024.10.02 10:35 | t/p | 14 | 0.10 | 160.001 | 158.101 | 160.001 | 65.52 | 926.12 |
43 | 2024.10.02 13:00 | sell | 15 | 0.10 | 160.685 | 0.000 | 0.000 | ||
44 | 2024.10.02 13:00 | modify | 15 | 0.10 | 160.685 | 161.585 | 159.685 | ||
45 | 2024.10.02 13:00 | sell | 16 | 0.10 | 160.717 | 0.000 | 0.000 | ||
46 | 2024.10.02 13:00 | modify | 16 | 0.10 | 160.717 | 161.617 | 159.717 | ||
47 | 2024.10.02 13:02 | sell | 17 | 0.10 | 160.653 | 0.000 | 0.000 | ||
48 | 2024.10.02 13:02 | modify | 17 | 0.10 | 160.653 | 161.553 | 159.653 | ||
49 | 2024.10.02 13:02 | sell | 18 | 0.10 | 160.613 | 0.000 | 0.000 | ||
50 | 2024.10.02 13:02 | modify | 18 | 0.10 | 160.613 | 161.513 | 159.613 | ||
51 | 2024.10.02 13:07 | sell | 19 | 0.10 | 160.758 | 0.000 | 0.000 | ||
52 | 2024.10.02 13:07 | modify | 19 | 0.10 | 160.758 | 161.658 | 159.758 | ||
53 | 2024.10.02 13:07 | sell | 20 | 0.10 | 160.788 | 0.000 | 0.000 | ||
54 | 2024.10.02 13:07 | modify | 20 | 0.10 | 160.788 | 161.688 | 159.788 | ||
55 | 2024.10.02 13:08 | sell | 21 | 0.10 | 160.805 | 0.000 | 0.000 | ||
56 | 2024.10.02 13:08 | modify | 21 | 0.10 | 160.805 | 161.705 | 159.805 | ||
57 | 2024.10.02 13:13 | sell | 22 | 0.10 | 160.835 | 0.000 | 0.000 | ||
58 | 2024.10.02 13:13 | modify | 22 | 0.10 | 160.835 | 161.735 | 159.835 | ||
59 | 2024.10.02 15:30 | s/l | 18 | 0.10 | 161.513 | 161.513 | 159.613 | -58.37 | 867.75 |
60 | 2024.10.02 18:00 | s/l | 17 | 0.10 | 161.553 | 161.553 | 159.653 | -58.38 | 809.37 |
61 | 2024.10.02 18:47 | s/l | 15 | 0.10 | 161.585 | 161.585 | 159.685 | -58.37 | 751.00 |
62 | 2024.10.02 19:29 | s/l | 16 | 0.10 | 161.617 | 161.617 | 159.717 | -58.38 | 692.62 |
63 | 2024.10.02 19:30 | s/l | 19 | 0.10 | 161.658 | 161.658 | 159.758 | -58.38 | 634.24 |
64 | 2024.10.02 19:30 | sell | 23 | 0.10 | 161.631 | 0.000 | 0.000 | ||
65 | 2024.10.02 19:30 | modify | 23 | 0.10 | 161.631 | 162.531 | 160.631 | ||
66 | 2024.10.02 19:35 | s/l | 20 | 0.10 | 161.688 | 161.688 | 159.788 | -58.37 | 575.87 |
67 | 2024.10.02 19:35 | s/l | 21 | 0.10 | 161.705 | 161.705 | 159.805 | -58.37 | 517.50 |
68 | 2024.10.02 19:38 | s/l | 22 | 0.10 | 161.735 | 161.735 | 159.835 | -58.37 | 459.13 |
69 | 2024.10.04 12:31 | s/l | 23 | 0.10 | 162.531 | 162.531 | 160.631 | -64.07 | 395.07 |
70 | 2024.10.04 13:00 | sell | 24 | 0.10 | 162.924 | 0.000 | 0.000 | ||
71 | 2024.10.04 13:00 | modify | 24 | 0.10 | 162.924 | 163.824 | 161.924 | ||
72 | 2024.10.04 13:00 | sell | 25 | 0.10 | 162.960 | 0.000 | 0.000 | ||
73 | 2024.10.04 13:00 | modify | 25 | 0.10 | 162.960 | 163.860 | 161.960 | ||
74 | 2024.10.04 13:00 | sell | 26 | 0.10 | 162.974 | 0.000 | 0.000 | ||
75 | 2024.10.04 13:00 | modify | 26 | 0.10 | 162.974 | 163.874 | 161.974 | ||
76 | 2024.10.04 13:56 | sell | 27 | 0.10 | 162.775 | 0.000 | 0.000 | ||
77 | 2024.10.04 13:56 | modify | 27 | 0.10 | 162.775 | 163.675 | 161.775 | ||
78 | 2024.10.07 13:00 | buy | 28 | 0.10 | 162.720 | 0.000 | 0.000 | ||
79 | 2024.10.07 13:00 | modify | 28 | 0.10 | 162.720 | 161.820 | 163.720 | ||
80 | 2024.10.07 13:01 | buy | 29 | 0.10 | 162.677 | 0.000 | 0.000 | ||
81 | 2024.10.07 13:01 | modify | 29 | 0.10 | 162.677 | 161.777 | 163.677 | ||
82 | 2024.10.07 13:04 | buy | 30 | 0.10 | 162.653 | 0.000 | 0.000 | ||
83 | 2024.10.07 13:04 | modify | 30 | 0.10 | 162.653 | 161.753 | 163.653 | ||
84 | 2024.10.07 13:06 | buy | 31 | 0.10 | 162.614 | 0.000 | 0.000 | ||
85 | 2024.10.07 13:06 | modify | 31 | 0.10 | 162.614 | 161.714 | 163.614 | ||
86 | 2024.10.07 13:06 | buy | 32 | 0.10 | 162.586 | 0.000 | 0.000 | ||
87 | 2024.10.07 13:06 | modify | 32 | 0.10 | 162.586 | 161.686 | 163.586 | ||
88 | 2024.10.07 13:06 | buy | 33 | 0.10 | 162.549 | 0.000 | 0.000 | ||
89 | 2024.10.07 13:06 | modify | 33 | 0.10 | 162.549 | 161.649 | 163.549 | ||
90 | 2024.10.07 13:07 | buy | 34 | 0.10 | 162.500 | 0.000 | 0.000 | ||
91 | 2024.10.07 13:07 | modify | 34 | 0.10 | 162.500 | 161.600 | 163.500 | ||
92 | 2024.10.07 13:07 | buy | 35 | 0.10 | 162.474 | 0.000 | 0.000 | ||
93 | 2024.10.07 13:07 | modify | 35 | 0.10 | 162.474 | 161.574 | 163.474 | ||
94 | 2024.10.07 14:57 | sell | 36 | 0.10 | 162.697 | 0.000 | 0.000 | ||
95 | 2024.10.07 14:57 | modify | 36 | 0.10 | 162.697 | 163.597 | 161.697 | ||
96 | 2024.10.07 15:14 | sell | 37 | 0.10 | 162.721 | 0.000 | 0.000 | ||
97 | 2024.10.07 15:14 | modify | 37 | 0.10 | 162.721 | 163.621 | 161.721 | ||
98 | 2024.10.07 15:36 | buy | 38 | 0.10 | 162.534 | 0.000 | 0.000 | ||
99 | 2024.10.07 15:36 | modify | 38 | 0.10 | 162.534 | 161.634 | 163.534 | ||
100 | 2024.10.07 16:27 | sell | 39 | 0.10 | 162.654 | 0.000 | 0.000 | ||
101 | 2024.10.07 16:27 | modify | 39 | 0.10 | 162.654 | 163.554 | 161.654 | ||
102 | 2024.10.08 02:34 | t/p | 26 | 0.10 | 161.974 | 163.874 | 161.974 | 62.01 | 457.08 |
103 | 2024.10.08 02:35 | t/p | 25 | 0.10 | 161.960 | 163.860 | 161.960 | 62.01 | 519.09 |
104 | 2024.10.08 13:00 | sell | 40 | 0.10 | 162.467 | 0.000 | 0.000 | ||
105 | 2024.10.08 13:00 | modify | 40 | 0.10 | 162.467 | 163.367 | 161.467 | ||
106 | 2024.10.08 13:02 | sell | 41 | 0.10 | 162.510 | 0.000 | 0.000 | ||
107 | 2024.10.08 13:02 | modify | 41 | 0.10 | 162.510 | 163.410 | 161.510 | ||
108 | 2024.10.08 13:02 | sell | 42 | 0.10 | 162.538 | 0.000 | 0.000 | ||
109 | 2024.10.08 13:02 | modify | 42 | 0.10 | 162.538 | 163.438 | 161.538 | ||
110 | 2024.10.08 13:06 | sell | 43 | 0.10 | 162.624 | 0.000 | 0.000 | ||
111 | 2024.10.08 13:06 | modify | 43 | 0.10 | 162.624 | 163.524 | 161.624 | ||
112 | 2024.10.08 13:06 | sell | 44 | 0.10 | 162.584 | 0.000 | 0.000 | ||
113 | 2024.10.08 13:06 | modify | 44 | 0.10 | 162.584 | 163.484 | 161.584 | ||
114 | 2024.10.08 13:17 | sell | 45 | 0.10 | 162.555 | 0.000 | 0.000 | ||
115 | 2024.10.08 13:17 | modify | 45 | 0.10 | 162.555 | 163.455 | 161.555 | ||
116 | 2024.10.08 13:56 | sell | 46 | 0.10 | 162.756 | 0.000 | 0.000 | ||
117 | 2024.10.08 13:56 | modify | 46 | 0.10 | 162.756 | 163.656 | 161.756 | ||
118 | 2024.10.08 13:57 | sell | 47 | 0.10 | 162.805 | 0.000 | 0.000 | ||
119 | 2024.10.08 13:57 | modify | 47 | 0.10 | 162.805 | 163.705 | 161.805 | ||
120 | 2024.10.09 13:40 | s/l | 40 | 0.10 | 163.367 | 163.367 | 161.467 | -59.79 | 459.29 |
121 | 2024.10.09 14:14 | s/l | 41 | 0.10 | 163.410 | 163.410 | 161.510 | -59.79 | 399.50 |
122 | 2024.10.09 14:14 | sell | 48 | 0.10 | 163.390 | 0.000 | 0.000 | ||
123 | 2024.10.09 14:14 | modify | 48 | 0.10 | 163.390 | 164.290 | 162.390 | ||
124 | 2024.10.09 14:15 | s/l | 42 | 0.10 | 163.438 | 163.438 | 161.538 | -59.79 | 339.71 |
125 | 2024.10.09 14:16 | s/l | 45 | 0.10 | 163.455 | 163.455 | 161.555 | -59.79 | 279.91 |
126 | 2024.10.09 14:16 | sell | 49 | 0.10 | 163.434 | 0.000 | 0.000 | ||
127 | 2024.10.09 14:16 | modify | 49 | 0.10 | 163.434 | 164.334 | 162.434 | ||
128 | 2024.10.09 14:23 | sell | 50 | 0.10 | 163.371 | 0.000 | 0.000 | ||
129 | 2024.10.09 14:23 | modify | 50 | 0.10 | 163.371 | 164.271 | 162.371 | ||
130 | 2024.10.09 15:38 | s/l | 44 | 0.10 | 163.484 | 163.484 | 161.584 | -59.79 | 220.12 |
131 | 2024.10.09 16:41 | sell | 51 | 0.10 | 163.343 | 0.000 | 0.000 | ||
132 | 2024.10.09 16:41 | modify | 51 | 0.10 | 163.343 | 164.243 | 162.343 | ||
133 | 2024.10.10 04:30 | t/p | 35 | 0.10 | 163.474 | 161.574 | 163.474 | 68.17 | 288.29 |
134 | 2024.10.10 04:30 | t/p | 34 | 0.10 | 163.500 | 161.600 | 163.500 | 68.18 | 356.46 |
135 | 2024.10.10 04:30 | s/l | 43 | 0.10 | 163.524 | 163.524 | 161.624 | -64.07 | 292.40 |
136 | 2024.10.10 04:30 | t/p | 33 | 0.10 | 163.549 | 161.649 | 163.549 | 68.18 | 360.58 |
137 | 2024.10.10 04:30 | t/p | 38 | 0.10 | 163.534 | 161.634 | 163.534 | 68.18 | 428.75 |
138 | 2024.10.10 04:30 | s/l | 39 | 0.10 | 163.554 | 163.554 | 161.654 | -65.49 | 363.26 |
139 | 2024.10.10 04:30 | close at stop | 51 | 0.10 | 163.583 | 164.243 | 162.343 | -19.84 | 343.42 |
140 | 2024.10.10 04:30 | close at stop | 50 | 0.10 | 163.583 | 164.271 | 162.371 | -18.02 | 325.40 |
141 | 2024.10.10 04:30 | close at stop | 49 | 0.10 | 163.583 | 164.334 | 162.434 | -13.94 | 311.46 |
142 | 2024.10.10 04:30 | close at stop | 48 | 0.10 | 163.583 | 164.290 | 162.390 | -16.79 | 294.66 |
143 | 2024.10.10 04:30 | close at stop | 47 | 0.10 | 163.583 | 163.705 | 161.805 | -56.16 | 238.51 |
144 | 2024.10.10 04:30 | close at stop | 46 | 0.10 | 163.583 | 163.656 | 161.756 | -59.34 | 179.17 |
145 | 2024.10.10 04:30 | close at stop | 37 | 0.10 | 163.583 | 163.621 | 161.721 | -63.03 | 116.14 |
146 | 2024.10.10 04:30 | close at stop | 36 | 0.10 | 163.583 | 163.597 | 161.697 | -64.58 | 51.56 |
147 | 2024.10.10 04:30 | close at stop | 32 | 0.10 | 163.553 | 161.686 | 163.586 | 66.04 | 117.60 |
148 | 2024.10.10 04:30 | close at stop | 31 | 0.10 | 163.553 | 161.714 | 163.614 | 64.22 | 181.82 |
149 | 2024.10.10 04:30 | close at stop | 30 | 0.10 | 163.553 | 161.753 | 163.653 | 61.69 | 243.50 |
150 | 2024.10.10 04:30 | close at stop | 29 | 0.10 | 163.553 | 161.777 | 163.677 | 60.14 | 303.64 |
151 | 2024.10.10 04:30 | close at stop | 28 | 0.10 | 163.553 | 161.820 | 163.720 | 57.35 | 360.99 |
152 | 2024.10.10 04:30 | close at stop | 27 | 0.10 | 163.583 | 163.675 | 161.775 | -60.94 | 300.05 |
153 | 2024.10.10 04:30 | close at stop | 24 | 0.10 | 163.583 | 163.824 | 161.924 | -51.28 | 248.76 |