Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 5 Minutes (M5) 2024.12.01 22:00 - 2024.12.31 21:55 (2024.12.01 - 2025.01.01) | ||||
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=0; MAISHelp="************************************"; MA_TimeFrame=12; MA_Period=2; MA_Method=0; MA_AppliedPrice=0; MA_Shift=1; MA_DirOption=0; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=30; TakeProfit=90; 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=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=450; 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=420; Run_ProfitTrailingStop=90; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=30; EntryWindow_UntilHour=20; 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 | 6457 | Ticks modelled | 3376839 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -205.51 | Gross profit | 111.83 | Gross loss | -317.34 |
Profit factor | 0.35 | Expected payoff | -6.85 | ||
Absolute drawdown | 205.51 | Maximal drawdown | 492.77 (38.28%) | Relative drawdown | 38.28% (492.77) |
Total trades | 30 | Short positions (won %) | 19 (57.89%) | Long positions (won %) | 11 (0.00%) |
Profit trades (% of total) | 11 (36.67%) | Loss trades (% of total) | 19 (63.33%) | ||
Largest | profit trade | 20.37 | loss trade | -20.02 | |
Average | profit trade | 10.17 | loss trade | -16.70 | |
Maximum | consecutive wins (profit in money) | 10 (111.63) | consecutive losses (loss in money) | 18 (-316.47) | |
Maximal | consecutive profit (count of wins) | 111.63 (10) | consecutive loss (count of losses) | -316.47 (18) | |
Average | consecutive wins | 6 | consecutive losses | 10 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.12.02 06:30 | sell | 1 | 0.10 | 150.486 | 0.000 | 0.000 | ||
2 | 2024.12.02 06:30 | modify | 1 | 0.10 | 150.486 | 150.786 | 149.586 | ||
3 | 2024.12.02 06:30 | sell | 2 | 0.10 | 150.518 | 0.000 | 0.000 | ||
4 | 2024.12.02 06:30 | modify | 2 | 0.10 | 150.518 | 150.818 | 149.618 | ||
5 | 2024.12.02 06:33 | sell | 3 | 0.10 | 150.453 | 0.000 | 0.000 | ||
6 | 2024.12.02 06:33 | modify | 3 | 0.10 | 150.453 | 150.753 | 149.553 | ||
7 | 2024.12.02 06:38 | sell | 4 | 0.10 | 150.426 | 0.000 | 0.000 | ||
8 | 2024.12.02 06:38 | modify | 4 | 0.10 | 150.426 | 150.726 | 149.526 | ||
9 | 2024.12.02 06:38 | sell | 5 | 0.10 | 150.387 | 0.000 | 0.000 | ||
10 | 2024.12.02 06:38 | modify | 5 | 0.10 | 150.387 | 150.687 | 149.487 | ||
11 | 2024.12.02 06:39 | sell | 6 | 0.10 | 150.366 | 0.000 | 0.000 | ||
12 | 2024.12.02 06:39 | modify | 6 | 0.10 | 150.366 | 150.666 | 149.466 | ||
13 | 2024.12.02 06:39 | sell | 7 | 0.10 | 150.336 | 0.000 | 0.000 | ||
14 | 2024.12.02 06:39 | modify | 7 | 0.10 | 150.336 | 150.636 | 149.436 | ||
15 | 2024.12.02 06:45 | sell | 8 | 0.10 | 150.306 | 0.000 | 0.000 | ||
16 | 2024.12.02 06:45 | modify | 8 | 0.10 | 150.306 | 150.606 | 149.406 | ||
17 | 2024.12.02 06:45 | sell | 9 | 0.10 | 150.275 | 0.000 | 0.000 | ||
18 | 2024.12.02 06:45 | modify | 9 | 0.10 | 150.275 | 150.575 | 149.375 | ||
19 | 2024.12.02 07:14 | sell | 10 | 0.10 | 150.244 | 0.000 | 0.000 | ||
20 | 2024.12.02 07:14 | modify | 10 | 0.10 | 150.244 | 150.544 | 149.344 | ||
21 | 2024.12.02 07:18 | sell | 11 | 0.10 | 150.199 | 0.000 | 0.000 | ||
22 | 2024.12.02 07:18 | modify | 11 | 0.10 | 150.199 | 150.499 | 149.299 | ||
23 | 2024.12.02 07:36 | sell | 12 | 0.10 | 150.060 | 0.000 | 0.000 | ||
24 | 2024.12.02 07:36 | modify | 12 | 0.10 | 150.060 | 150.360 | 149.160 | ||
25 | 2024.12.02 08:05 | s/l | 12 | 0.10 | 150.360 | 150.360 | 149.160 | -19.95 | 980.05 |
26 | 2024.12.02 08:06 | buy | 13 | 0.10 | 150.334 | 0.000 | 0.000 | ||
27 | 2024.12.02 08:06 | modify | 13 | 0.10 | 150.334 | 150.034 | 151.234 | ||
28 | 2024.12.02 08:08 | buy | 14 | 0.10 | 150.367 | 0.000 | 0.000 | ||
29 | 2024.12.02 08:08 | modify | 14 | 0.10 | 150.367 | 150.067 | 151.267 | ||
30 | 2024.12.02 08:12 | sell | 15 | 0.10 | 150.215 | 0.000 | 0.000 | ||
31 | 2024.12.02 08:12 | modify | 15 | 0.10 | 150.215 | 150.515 | 149.315 | ||
32 | 2024.12.02 08:31 | buy | 16 | 0.10 | 150.397 | 0.000 | 0.000 | ||
33 | 2024.12.02 08:31 | modify | 16 | 0.10 | 150.397 | 150.097 | 151.297 | ||
34 | 2024.12.02 08:48 | sell | 17 | 0.10 | 150.154 | 0.000 | 0.000 | ||
35 | 2024.12.02 08:48 | modify | 17 | 0.10 | 150.154 | 150.454 | 149.254 | ||
36 | 2024.12.02 08:51 | sell | 18 | 0.10 | 150.104 | 0.000 | 0.000 | ||
37 | 2024.12.02 08:51 | modify | 18 | 0.10 | 150.104 | 150.404 | 149.204 | ||
38 | 2024.12.02 08:51 | s/l | 16 | 0.10 | 150.097 | 150.097 | 151.297 | -19.99 | 960.06 |
39 | 2024.12.02 09:14 | s/l | 14 | 0.10 | 150.067 | 150.067 | 151.267 | -19.99 | 940.07 |
40 | 2024.12.02 09:48 | s/l | 18 | 0.10 | 150.404 | 150.404 | 149.204 | -19.95 | 920.12 |
41 | 2024.12.02 09:49 | s/l | 17 | 0.10 | 150.454 | 150.454 | 149.254 | -19.94 | 900.18 |
42 | 2024.12.02 12:02 | buy | 19 | 0.10 | 150.192 | 0.000 | 0.000 | ||
43 | 2024.12.02 12:02 | modify | 19 | 0.10 | 150.192 | 149.892 | 151.092 | ||
44 | 2024.12.02 12:23 | s/l | 13 | 0.10 | 150.034 | 150.034 | 151.234 | -20.00 | 880.18 |
45 | 2024.12.02 13:00 | buy | 20 | 0.10 | 150.170 | 0.000 | 0.000 | ||
46 | 2024.12.02 13:00 | modify | 20 | 0.10 | 150.170 | 149.870 | 151.070 | ||
47 | 2024.12.02 13:01 | buy | 21 | 0.10 | 150.226 | 0.000 | 0.000 | ||
48 | 2024.12.02 13:01 | modify | 21 | 0.10 | 150.226 | 149.926 | 151.126 | ||
49 | 2024.12.02 13:06 | sell | 22 | 0.10 | 150.125 | 0.000 | 0.000 | ||
50 | 2024.12.02 13:06 | modify | 22 | 0.10 | 150.125 | 150.425 | 149.225 | ||
51 | 2024.12.02 13:30 | buy | 23 | 0.10 | 150.246 | 0.000 | 0.000 | ||
52 | 2024.12.02 13:30 | modify | 23 | 0.10 | 150.246 | 149.946 | 151.146 | ||
53 | 2024.12.02 13:32 | buy | 24 | 0.10 | 150.278 | 0.000 | 0.000 | ||
54 | 2024.12.02 13:32 | modify | 24 | 0.10 | 150.278 | 149.978 | 151.178 | ||
55 | 2024.12.02 13:32 | buy | 25 | 0.10 | 150.307 | 0.000 | 0.000 | ||
56 | 2024.12.02 13:32 | modify | 25 | 0.10 | 150.307 | 150.007 | 151.207 | ||
57 | 2024.12.02 13:32 | buy | 26 | 0.10 | 150.338 | 0.000 | 0.000 | ||
58 | 2024.12.02 13:32 | modify | 26 | 0.10 | 150.338 | 150.038 | 151.238 | ||
59 | 2024.12.02 13:33 | buy | 27 | 0.10 | 150.367 | 0.000 | 0.000 | ||
60 | 2024.12.02 13:33 | modify | 27 | 0.10 | 150.367 | 150.067 | 151.267 | ||
61 | 2024.12.02 13:56 | sell | 28 | 0.10 | 150.088 | 0.000 | 0.000 | ||
62 | 2024.12.02 13:56 | modify | 28 | 0.10 | 150.088 | 150.388 | 149.188 | ||
63 | 2024.12.02 13:56 | s/l | 27 | 0.10 | 150.067 | 150.067 | 151.267 | -19.99 | 860.19 |
64 | 2024.12.02 13:56 | sell | 29 | 0.10 | 150.064 | 0.000 | 0.000 | ||
65 | 2024.12.02 13:56 | modify | 29 | 0.10 | 150.064 | 150.364 | 149.164 | ||
66 | 2024.12.02 14:00 | s/l | 26 | 0.10 | 150.038 | 150.038 | 151.238 | -19.99 | 840.20 |
67 | 2024.12.02 14:00 | sell | 30 | 0.10 | 150.021 | 0.000 | 0.000 | ||
68 | 2024.12.02 14:00 | modify | 30 | 0.10 | 150.021 | 150.321 | 149.121 | ||
69 | 2024.12.02 14:00 | s/l | 25 | 0.10 | 150.007 | 150.007 | 151.207 | -20.00 | 820.20 |
70 | 2024.12.02 14:09 | s/l | 24 | 0.10 | 149.978 | 149.978 | 151.178 | -20.01 | 800.19 |
71 | 2024.12.02 14:14 | s/l | 23 | 0.10 | 149.946 | 149.946 | 151.146 | -20.01 | 780.18 |
72 | 2024.12.02 14:14 | s/l | 21 | 0.10 | 149.926 | 149.926 | 151.126 | -20.01 | 760.17 |
73 | 2024.12.02 14:14 | s/l | 19 | 0.10 | 149.892 | 149.892 | 151.092 | -20.01 | 740.16 |
74 | 2024.12.02 14:15 | s/l | 20 | 0.10 | 149.870 | 149.870 | 151.070 | -20.02 | 720.14 |
75 | 2024.12.02 15:41 | close at stop | 30 | 0.10 | 150.212 | 150.321 | 149.121 | -12.72 | 707.42 |
76 | 2024.12.02 15:41 | close at stop | 29 | 0.10 | 150.212 | 150.364 | 149.164 | -9.85 | 697.57 |
77 | 2024.12.02 15:41 | close at stop | 28 | 0.10 | 150.212 | 150.388 | 149.188 | -8.25 | 689.32 |
78 | 2024.12.02 15:41 | close at stop | 22 | 0.10 | 150.212 | 150.425 | 149.225 | -5.79 | 683.53 |
79 | 2024.12.02 15:41 | close at stop | 15 | 0.10 | 150.212 | 150.515 | 149.315 | 0.20 | 683.73 |
80 | 2024.12.02 15:41 | close at stop | 11 | 0.10 | 150.212 | 150.499 | 149.299 | -0.87 | 682.86 |
81 | 2024.12.02 15:41 | close at stop | 10 | 0.10 | 150.212 | 150.544 | 149.344 | 2.13 | 684.99 |
82 | 2024.12.02 15:41 | close at stop | 9 | 0.10 | 150.212 | 150.575 | 149.375 | 4.19 | 689.18 |
83 | 2024.12.02 15:41 | close at stop | 8 | 0.10 | 150.212 | 150.606 | 149.406 | 6.26 | 695.44 |
84 | 2024.12.02 15:41 | close at stop | 7 | 0.10 | 150.212 | 150.636 | 149.436 | 8.25 | 703.69 |
85 | 2024.12.02 15:41 | close at stop | 6 | 0.10 | 150.212 | 150.666 | 149.466 | 10.25 | 713.94 |
86 | 2024.12.02 15:41 | close at stop | 5 | 0.10 | 150.212 | 150.687 | 149.487 | 11.65 | 725.59 |
87 | 2024.12.02 15:41 | close at stop | 4 | 0.10 | 150.212 | 150.726 | 149.526 | 14.25 | 739.84 |
88 | 2024.12.02 15:41 | close at stop | 3 | 0.10 | 150.212 | 150.753 | 149.553 | 16.04 | 755.88 |
89 | 2024.12.02 15:41 | close at stop | 2 | 0.10 | 150.212 | 150.818 | 149.618 | 20.37 | 776.25 |
90 | 2024.12.02 15:41 | close at stop | 1 | 0.10 | 150.212 | 150.786 | 149.586 | 18.24 | 794.49 |