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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 6826 | Ticks modelled | 4515073 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -736.64 | Gross profit | 1067.83 | Gross loss | -1804.48 |
Profit factor | 0.59 | Expected payoff | -14.17 | ||
Absolute drawdown | 782.96 | Maximal drawdown | 806.27 (78.79%) | Relative drawdown | 78.79% (806.27) |
Total trades | 52 | Short positions (won %) | 26 (30.77%) | Long positions (won %) | 26 (38.46%) |
Profit trades (% of total) | 18 (34.62%) | Loss trades (% of total) | 34 (65.38%) | ||
Largest | profit trade | 68.17 | loss trade | -65.48 | |
Average | profit trade | 59.32 | loss trade | -53.07 | |
Maximum | consecutive wins (profit in money) | 6 (393.10) | consecutive losses (loss in money) | 9 (-530.99) | |
Maximal | consecutive profit (count of wins) | 393.10 (6) | consecutive loss (count of losses) | -530.99 (9) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | 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 | 159.521 | 0.000 | 0.000 | ||
4 | 2024.10.01 13:00 | modify | 2 | 0.10 | 159.521 | 158.621 | 160.521 | ||
5 | 2024.10.01 13:00 | buy | 3 | 0.10 | 159.552 | 0.000 | 0.000 | ||
6 | 2024.10.01 13:00 | modify | 3 | 0.10 | 159.552 | 158.652 | 160.552 | ||
7 | 2024.10.01 13:05 | buy | 4 | 0.10 | 159.585 | 0.000 | 0.000 | ||
8 | 2024.10.01 13:05 | modify | 4 | 0.10 | 159.585 | 158.685 | 160.585 | ||
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 | 159.642 | 0.000 | 0.000 | ||
12 | 2024.10.01 13:09 | modify | 6 | 0.10 | 159.642 | 158.742 | 160.642 | ||
13 | 2024.10.01 13:27 | buy | 7 | 0.10 | 159.459 | 0.000 | 0.000 | ||
14 | 2024.10.01 13:27 | modify | 7 | 0.10 | 159.459 | 158.559 | 160.459 | ||
15 | 2024.10.01 13:30 | buy | 8 | 0.10 | 159.430 | 0.000 | 0.000 | ||
16 | 2024.10.01 13:30 | modify | 8 | 0.10 | 159.430 | 158.530 | 160.430 | ||
17 | 2024.10.01 13:34 | s/l | 6 | 0.10 | 158.742 | 158.742 | 160.642 | -58.37 | 941.63 |
18 | 2024.10.01 13:34 | s/l | 5 | 0.10 | 158.713 | 158.713 | 160.613 | -58.37 | 883.26 |
19 | 2024.10.01 13:34 | s/l | 4 | 0.10 | 158.685 | 158.685 | 160.585 | -58.37 | 824.89 |
20 | 2024.10.01 13:35 | s/l | 3 | 0.10 | 158.652 | 158.652 | 160.552 | -58.37 | 766.52 |
21 | 2024.10.01 13:35 | buy | 9 | 0.10 | 158.682 | 0.000 | 0.000 | ||
22 | 2024.10.01 13:35 | modify | 9 | 0.10 | 158.682 | 157.782 | 159.682 | ||
23 | 2024.10.01 13:37 | s/l | 2 | 0.10 | 158.621 | 158.621 | 160.521 | -58.37 | 708.15 |
24 | 2024.10.01 13:37 | buy | 10 | 0.10 | 158.639 | 0.000 | 0.000 | ||
25 | 2024.10.01 13:37 | modify | 10 | 0.10 | 158.639 | 157.739 | 159.639 | ||
26 | 2024.10.01 13:37 | s/l | 1 | 0.10 | 158.590 | 158.590 | 160.490 | -58.37 | 649.78 |
27 | 2024.10.01 13:37 | buy | 11 | 0.10 | 158.620 | 0.000 | 0.000 | ||
28 | 2024.10.01 13:37 | modify | 11 | 0.10 | 158.620 | 157.720 | 159.620 | ||
29 | 2024.10.01 13:37 | s/l | 7 | 0.10 | 158.559 | 158.559 | 160.459 | -58.37 | 591.41 |
30 | 2024.10.01 13:37 | buy | 12 | 0.10 | 158.713 | 0.000 | 0.000 | ||
31 | 2024.10.01 13:37 | modify | 12 | 0.10 | 158.713 | 157.813 | 159.713 | ||
32 | 2024.10.01 13:38 | s/l | 8 | 0.10 | 158.530 | 158.530 | 160.430 | -58.37 | 533.04 |
33 | 2024.10.01 13:44 | buy | 13 | 0.10 | 158.741 | 0.000 | 0.000 | ||
34 | 2024.10.01 13:44 | modify | 13 | 0.10 | 158.741 | 157.841 | 159.741 | ||
35 | 2024.10.01 14:00 | buy | 14 | 0.10 | 159.050 | 0.000 | 0.000 | ||
36 | 2024.10.01 14:00 | modify | 14 | 0.10 | 159.050 | 158.150 | 160.050 | ||
37 | 2024.10.02 03:54 | t/p | 11 | 0.10 | 159.620 | 157.720 | 159.620 | 65.52 | 598.56 |
38 | 2024.10.02 08:27 | t/p | 10 | 0.10 | 159.639 | 157.739 | 159.639 | 65.51 | 664.08 |
39 | 2024.10.02 08:31 | t/p | 9 | 0.10 | 159.682 | 157.782 | 159.682 | 65.51 | 729.59 |
40 | 2024.10.02 08:31 | t/p | 12 | 0.10 | 159.713 | 157.813 | 159.713 | 65.51 | 795.10 |
41 | 2024.10.02 08:31 | t/p | 13 | 0.10 | 159.741 | 157.841 | 159.741 | 65.52 | 860.63 |
42 | 2024.10.02 10:36 | t/p | 14 | 0.10 | 160.050 | 158.150 | 160.050 | 65.51 | 926.14 |
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 | 160.654 | 0.000 | 0.000 | ||
48 | 2024.10.02 13:02 | modify | 17 | 0.10 | 160.654 | 161.554 | 159.654 | ||
49 | 2024.10.02 13:02 | sell | 18 | 0.10 | 160.625 | 0.000 | 0.000 | ||
50 | 2024.10.02 13:02 | modify | 18 | 0.10 | 160.625 | 161.525 | 159.625 | ||
51 | 2024.10.02 13:07 | sell | 19 | 0.10 | 160.747 | 0.000 | 0.000 | ||
52 | 2024.10.02 13:07 | modify | 19 | 0.10 | 160.747 | 161.647 | 159.747 | ||
53 | 2024.10.02 13:07 | sell | 20 | 0.10 | 160.775 | 0.000 | 0.000 | ||
54 | 2024.10.02 13:07 | modify | 20 | 0.10 | 160.775 | 161.675 | 159.775 | ||
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 | 160.838 | 0.000 | 0.000 | ||
58 | 2024.10.02 13:13 | modify | 22 | 0.10 | 160.838 | 161.738 | 159.838 | ||
59 | 2024.10.02 18:00 | s/l | 18 | 0.10 | 161.525 | 161.525 | 159.625 | -58.36 | 867.78 |
60 | 2024.10.02 18:00 | s/l | 17 | 0.10 | 161.554 | 161.554 | 159.654 | -58.36 | 809.42 |
61 | 2024.10.02 18:47 | s/l | 15 | 0.10 | 161.585 | 161.585 | 159.685 | -58.36 | 751.06 |
62 | 2024.10.02 19:29 | s/l | 16 | 0.10 | 161.617 | 161.617 | 159.717 | -58.37 | 692.69 |
63 | 2024.10.02 19:30 | s/l | 19 | 0.10 | 161.647 | 161.647 | 159.747 | -58.36 | 634.33 |
64 | 2024.10.02 19:30 | sell | 23 | 0.10 | 161.620 | 0.000 | 0.000 | ||
65 | 2024.10.02 19:30 | modify | 23 | 0.10 | 161.620 | 162.520 | 160.620 | ||
66 | 2024.10.02 19:35 | s/l | 20 | 0.10 | 161.675 | 161.675 | 159.775 | -58.37 | 575.96 |
67 | 2024.10.02 19:35 | s/l | 21 | 0.10 | 161.705 | 161.705 | 159.805 | -58.37 | 517.59 |
68 | 2024.10.02 19:38 | s/l | 22 | 0.10 | 161.738 | 161.738 | 159.838 | -58.37 | 459.22 |
69 | 2024.10.04 12:31 | s/l | 23 | 0.10 | 162.520 | 162.520 | 160.620 | -64.07 | 395.16 |
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 | 162.954 | 0.000 | 0.000 | ||
73 | 2024.10.04 13:00 | modify | 25 | 0.10 | 162.954 | 163.854 | 161.954 | ||
74 | 2024.10.04 13:00 | sell | 26 | 0.10 | 162.984 | 0.000 | 0.000 | ||
75 | 2024.10.04 13:00 | modify | 26 | 0.10 | 162.984 | 163.884 | 161.984 | ||
76 | 2024.10.04 13:56 | sell | 27 | 0.10 | 162.787 | 0.000 | 0.000 | ||
77 | 2024.10.04 13:56 | modify | 27 | 0.10 | 162.787 | 163.687 | 161.787 | ||
78 | 2024.10.07 13:00 | buy | 28 | 0.10 | 162.685 | 0.000 | 0.000 | ||
79 | 2024.10.07 13:00 | modify | 28 | 0.10 | 162.685 | 161.785 | 163.685 | ||
80 | 2024.10.07 13:00 | buy | 29 | 0.10 | 162.715 | 0.000 | 0.000 | ||
81 | 2024.10.07 13:00 | modify | 29 | 0.10 | 162.715 | 161.815 | 163.715 | ||
82 | 2024.10.07 13:04 | buy | 30 | 0.10 | 162.654 | 0.000 | 0.000 | ||
83 | 2024.10.07 13:04 | modify | 30 | 0.10 | 162.654 | 161.754 | 163.654 | ||
84 | 2024.10.07 13:06 | buy | 31 | 0.10 | 162.624 | 0.000 | 0.000 | ||
85 | 2024.10.07 13:06 | modify | 31 | 0.10 | 162.624 | 161.724 | 163.624 | ||
86 | 2024.10.07 13:06 | buy | 32 | 0.10 | 162.591 | 0.000 | 0.000 | ||
87 | 2024.10.07 13:06 | modify | 32 | 0.10 | 162.591 | 161.691 | 163.591 | ||
88 | 2024.10.07 13:06 | buy | 33 | 0.10 | 162.558 | 0.000 | 0.000 | ||
89 | 2024.10.07 13:06 | modify | 33 | 0.10 | 162.558 | 161.658 | 163.558 | ||
90 | 2024.10.07 13:07 | buy | 34 | 0.10 | 162.534 | 0.000 | 0.000 | ||
91 | 2024.10.07 13:07 | modify | 34 | 0.10 | 162.534 | 161.634 | 163.534 | ||
92 | 2024.10.07 13:07 | buy | 35 | 0.10 | 162.504 | 0.000 | 0.000 | ||
93 | 2024.10.07 13:07 | modify | 35 | 0.10 | 162.504 | 161.604 | 163.504 | ||
94 | 2024.10.07 15:13 | sell | 36 | 0.10 | 162.684 | 0.000 | 0.000 | ||
95 | 2024.10.07 15:13 | modify | 36 | 0.10 | 162.684 | 163.584 | 161.684 | ||
96 | 2024.10.07 15:14 | sell | 37 | 0.10 | 162.715 | 0.000 | 0.000 | ||
97 | 2024.10.07 15:14 | modify | 37 | 0.10 | 162.715 | 163.615 | 161.715 | ||
98 | 2024.10.07 16:27 | sell | 38 | 0.10 | 162.654 | 0.000 | 0.000 | ||
99 | 2024.10.07 16:27 | modify | 38 | 0.10 | 162.654 | 163.554 | 161.654 | ||
100 | 2024.10.08 02:34 | t/p | 26 | 0.10 | 161.984 | 163.884 | 161.984 | 62.00 | 457.16 |
101 | 2024.10.08 02:35 | t/p | 25 | 0.10 | 161.954 | 163.854 | 161.954 | 62.00 | 519.16 |
102 | 2024.10.08 13:00 | sell | 39 | 0.10 | 162.472 | 0.000 | 0.000 | ||
103 | 2024.10.08 13:00 | modify | 39 | 0.10 | 162.472 | 163.372 | 161.472 | ||
104 | 2024.10.08 13:02 | sell | 40 | 0.10 | 162.506 | 0.000 | 0.000 | ||
105 | 2024.10.08 13:02 | modify | 40 | 0.10 | 162.506 | 163.406 | 161.506 | ||
106 | 2024.10.08 13:02 | sell | 41 | 0.10 | 162.535 | 0.000 | 0.000 | ||
107 | 2024.10.08 13:02 | modify | 41 | 0.10 | 162.535 | 163.435 | 161.535 | ||
108 | 2024.10.08 13:06 | sell | 42 | 0.10 | 162.564 | 0.000 | 0.000 | ||
109 | 2024.10.08 13:06 | modify | 42 | 0.10 | 162.564 | 163.464 | 161.564 | ||
110 | 2024.10.08 13:06 | sell | 43 | 0.10 | 162.594 | 0.000 | 0.000 | ||
111 | 2024.10.08 13:06 | modify | 43 | 0.10 | 162.594 | 163.494 | 161.594 | ||
112 | 2024.10.08 13:06 | sell | 44 | 0.10 | 162.624 | 0.000 | 0.000 | ||
113 | 2024.10.08 13:06 | modify | 44 | 0.10 | 162.624 | 163.524 | 161.624 | ||
114 | 2024.10.08 13:56 | sell | 45 | 0.10 | 162.744 | 0.000 | 0.000 | ||
115 | 2024.10.08 13:56 | modify | 45 | 0.10 | 162.744 | 163.644 | 161.744 | ||
116 | 2024.10.09 13:40 | s/l | 39 | 0.10 | 163.372 | 163.372 | 161.472 | -59.78 | 459.37 |
117 | 2024.10.09 14:14 | s/l | 40 | 0.10 | 163.406 | 163.406 | 161.506 | -59.78 | 399.59 |
118 | 2024.10.09 14:14 | sell | 46 | 0.10 | 163.354 | 0.000 | 0.000 | ||
119 | 2024.10.09 14:14 | modify | 46 | 0.10 | 163.354 | 164.254 | 162.354 | ||
120 | 2024.10.09 14:15 | s/l | 41 | 0.10 | 163.435 | 163.435 | 161.535 | -59.78 | 339.81 |
121 | 2024.10.09 14:16 | s/l | 42 | 0.10 | 163.464 | 163.464 | 161.564 | -59.78 | 280.02 |
122 | 2024.10.09 14:16 | sell | 47 | 0.10 | 163.436 | 0.000 | 0.000 | ||
123 | 2024.10.09 14:16 | modify | 47 | 0.10 | 163.436 | 164.336 | 162.436 | ||
124 | 2024.10.09 14:27 | sell | 48 | 0.10 | 163.312 | 0.000 | 0.000 | ||
125 | 2024.10.09 14:27 | modify | 48 | 0.10 | 163.312 | 164.212 | 162.312 | ||
126 | 2024.10.10 04:29 | s/l | 43 | 0.10 | 163.494 | 163.494 | 161.594 | -64.06 | 215.97 |
127 | 2024.10.10 04:30 | s/l | 44 | 0.10 | 163.524 | 163.524 | 161.624 | -64.06 | 151.91 |
128 | 2024.10.10 04:30 | t/p | 35 | 0.10 | 163.504 | 161.604 | 163.504 | 68.17 | 220.08 |
129 | 2024.10.10 04:30 | s/l | 38 | 0.10 | 163.554 | 163.554 | 161.654 | -65.48 | 154.60 |
130 | 2024.10.10 04:30 | t/p | 34 | 0.10 | 163.534 | 161.634 | 163.534 | 68.17 | 222.76 |
131 | 2024.10.10 04:30 | s/l | 36 | 0.10 | 163.584 | 163.584 | 161.684 | -65.48 | 157.28 |
132 | 2024.10.10 04:30 | t/p | 33 | 0.10 | 163.558 | 161.658 | 163.558 | 68.17 | 225.45 |
133 | 2024.10.10 04:30 | s/l | 37 | 0.10 | 163.615 | 163.615 | 161.715 | -65.48 | 159.97 |
134 | 2024.10.10 04:31 | t/p | 32 | 0.10 | 163.591 | 161.691 | 163.591 | 68.17 | 228.14 |
135 | 2024.10.10 12:30 | t/p | 47 | 0.10 | 162.436 | 164.336 | 162.436 | 60.57 | 288.71 |
136 | 2024.10.10 13:00 | buy | 49 | 0.10 | 162.744 | 0.000 | 0.000 | ||
137 | 2024.10.10 13:00 | modify | 49 | 0.10 | 162.744 | 161.844 | 163.744 | ||
138 | 2024.10.10 13:04 | buy | 50 | 0.10 | 162.594 | 0.000 | 0.000 | ||
139 | 2024.10.10 13:04 | modify | 50 | 0.10 | 162.594 | 161.694 | 163.594 | ||
140 | 2024.10.10 13:04 | buy | 51 | 0.10 | 162.563 | 0.000 | 0.000 | ||
141 | 2024.10.10 13:04 | modify | 51 | 0.10 | 162.563 | 161.663 | 163.563 | ||
142 | 2024.10.10 13:31 | buy | 52 | 0.10 | 162.779 | 0.000 | 0.000 | ||
143 | 2024.10.10 13:31 | modify | 52 | 0.10 | 162.779 | 161.879 | 163.779 | ||
144 | 2024.10.10 14:13 | t/p | 46 | 0.10 | 162.354 | 164.254 | 162.354 | 60.57 | 349.27 |
145 | 2024.10.10 14:13 | t/p | 48 | 0.10 | 162.312 | 164.212 | 162.312 | 60.58 | 409.85 |
146 | 2024.10.10 16:32 | close at stop | 52 | 0.10 | 162.176 | 161.879 | 163.779 | -39.10 | 370.75 |
147 | 2024.10.10 16:32 | close at stop | 51 | 0.10 | 162.176 | 161.663 | 163.563 | -25.09 | 345.66 |
148 | 2024.10.10 16:32 | close at stop | 50 | 0.10 | 162.176 | 161.694 | 163.594 | -27.10 | 318.56 |
149 | 2024.10.10 16:32 | close at stop | 49 | 0.10 | 162.176 | 161.844 | 163.744 | -36.83 | 281.73 |
150 | 2024.10.10 16:32 | close at stop | 45 | 0.10 | 162.206 | 163.644 | 161.744 | 29.19 | 310.93 |
151 | 2024.10.10 16:32 | close at stop | 31 | 0.10 | 162.176 | 161.724 | 163.624 | -25.73 | 285.19 |
152 | 2024.10.10 16:32 | close at stop | 30 | 0.10 | 162.176 | 161.754 | 163.654 | -27.67 | 257.52 |
153 | 2024.10.10 16:32 | close at stop | 29 | 0.10 | 162.176 | 161.815 | 163.715 | -31.63 | 225.89 |
154 | 2024.10.10 16:32 | close at stop | 28 | 0.10 | 162.176 | 161.785 | 163.685 | -29.68 | 196.21 |
155 | 2024.10.10 16:32 | close at stop | 27 | 0.10 | 162.206 | 163.687 | 161.787 | 29.14 | 225.34 |
156 | 2024.10.10 16:32 | close at stop | 24 | 0.10 | 162.206 | 163.824 | 161.924 | 38.02 | 263.36 |