Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Minute (M1) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
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=14; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=6; PSHelp="===================================="; LotsInitial=3.8; LotsChangeLevel=1; LotsChangeType=0; LotsChangeApproach=0; LCAPHelp="------------------------------------"; LotsChangeRate=90; 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 | 375195 | Ticks modelled | 4106233 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | -3577.17 | Gross profit | 12738.78 | Gross loss | -16315.95 |
Profit factor | 0.78 | Expected payoff | -47.70 | ||
Absolute drawdown | 3577.17 | Maximal drawdown | 11292.37 (63.74%) | Relative drawdown | 63.74% (11292.37) |
Total trades | 75 | Short positions (won %) | 52 (67.31%) | Long positions (won %) | 23 (47.83%) |
Profit trades (% of total) | 46 (61.33%) | Loss trades (% of total) | 29 (38.67%) | ||
Largest | profit trade | 573.16 | loss trade | -3698.12 | |
Average | profit trade | 276.93 | loss trade | -562.62 | |
Maximum | consecutive wins (profit in money) | 5 (1756.24) | consecutive losses (loss in money) | 5 (-11482.37) | |
Maximal | consecutive profit (count of wins) | 1756.24 (5) | consecutive loss (count of losses) | -11482.37 (5) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.01 00:00 | sell | 1 | 3.80 | 137.355 | 0.000 | 0.000 | ||
2 | 2022.12.01 00:00 | sell | 2 | 3.42 | 137.538 | 0.000 | 0.000 | ||
3 | 2022.12.01 00:02 | close | 2 | 3.42 | 137.390 | 0.000 | 0.000 | 368.41 | 10368.41 |
4 | 2022.12.01 00:02 | close | 1 | 3.80 | 137.390 | 0.000 | 0.000 | -96.80 | 10271.61 |
5 | 2022.12.01 00:02 | sell | 3 | 3.80 | 137.360 | 0.000 | 0.000 | ||
6 | 2022.12.01 00:28 | close | 3 | 3.80 | 137.244 | 0.000 | 0.000 | 321.18 | 10592.79 |
7 | 2022.12.01 00:28 | sell | 4 | 3.80 | 137.214 | 0.000 | 0.000 | ||
8 | 2022.12.01 00:32 | sell | 5 | 3.42 | 137.359 | 0.000 | 0.000 | ||
9 | 2022.12.01 00:33 | close | 5 | 3.42 | 137.263 | 0.000 | 0.000 | 239.19 | 10831.98 |
10 | 2022.12.01 00:33 | close | 4 | 3.80 | 137.263 | 0.000 | 0.000 | -135.65 | 10696.33 |
11 | 2022.12.01 00:33 | sell | 6 | 3.80 | 137.233 | 0.000 | 0.000 | ||
12 | 2022.12.01 00:53 | close | 6 | 3.80 | 137.113 | 0.000 | 0.000 | 332.57 | 11028.90 |
13 | 2022.12.01 00:53 | sell | 7 | 3.80 | 137.083 | 0.000 | 0.000 | ||
14 | 2022.12.01 00:55 | close | 7 | 3.80 | 136.944 | 0.000 | 0.000 | 385.71 | 11414.61 |
15 | 2022.12.01 00:55 | sell | 8 | 3.80 | 136.914 | 0.000 | 0.000 | ||
16 | 2022.12.01 00:58 | close | 8 | 3.80 | 136.759 | 0.000 | 0.000 | 430.68 | 11845.29 |
17 | 2022.12.01 00:58 | sell | 9 | 3.80 | 136.729 | 0.000 | 0.000 | ||
18 | 2022.12.01 01:06 | close | 9 | 3.80 | 136.589 | 0.000 | 0.000 | 389.49 | 12234.78 |
19 | 2022.12.01 01:06 | sell | 10 | 3.80 | 136.559 | 0.000 | 0.000 | ||
20 | 2022.12.01 01:12 | sell | 11 | 3.42 | 136.706 | 0.000 | 0.000 | ||
21 | 2022.12.01 01:13 | close | 11 | 3.42 | 136.619 | 0.000 | 0.000 | 217.79 | 12452.57 |
22 | 2022.12.01 01:13 | close | 10 | 3.80 | 136.619 | 0.000 | 0.000 | -166.89 | 12285.68 |
23 | 2022.12.01 01:13 | sell | 12 | 3.80 | 136.589 | 0.000 | 0.000 | ||
24 | 2022.12.01 01:18 | sell | 13 | 3.42 | 136.744 | 0.000 | 0.000 | ||
25 | 2022.12.01 01:40 | sell | 14 | 3.07 | 136.886 | 0.000 | 0.000 | ||
26 | 2022.12.01 01:47 | close | 14 | 3.07 | 136.723 | 0.000 | 0.000 | 366.00 | 12651.68 |
27 | 2022.12.01 01:47 | close | 13 | 3.42 | 136.723 | 0.000 | 0.000 | 52.53 | 12704.21 |
28 | 2022.12.01 01:47 | close | 12 | 3.80 | 136.723 | 0.000 | 0.000 | -372.43 | 12331.78 |
29 | 2022.12.01 01:47 | sell | 15 | 3.80 | 136.693 | 0.000 | 0.000 | ||
30 | 2022.12.01 02:00 | sell | 16 | 3.42 | 136.851 | 0.000 | 0.000 | ||
31 | 2022.12.01 02:26 | close | 16 | 3.42 | 136.739 | 0.000 | 0.000 | 280.12 | 12611.90 |
32 | 2022.12.01 02:26 | close | 15 | 3.80 | 136.739 | 0.000 | 0.000 | -127.83 | 12484.07 |
33 | 2022.12.01 02:26 | buy | 17 | 3.80 | 136.739 | 0.000 | 0.000 | ||
34 | 2022.12.01 02:34 | buy | 18 | 3.42 | 136.605 | 0.000 | 0.000 | ||
35 | 2022.12.01 02:39 | close | 18 | 3.42 | 136.691 | 0.000 | 0.000 | 215.17 | 12699.24 |
36 | 2022.12.01 02:39 | close | 17 | 3.80 | 136.691 | 0.000 | 0.000 | -133.44 | 12565.80 |
37 | 2022.12.01 02:39 | sell | 19 | 3.80 | 136.691 | 0.000 | 0.000 | ||
38 | 2022.12.01 02:50 | sell | 20 | 3.42 | 136.831 | 0.000 | 0.000 | ||
39 | 2022.12.01 02:56 | close | 20 | 3.42 | 136.743 | 0.000 | 0.000 | 220.09 | 12785.89 |
40 | 2022.12.01 02:56 | close | 19 | 3.80 | 136.743 | 0.000 | 0.000 | -144.50 | 12641.39 |
41 | 2022.12.01 02:56 | sell | 21 | 3.80 | 136.713 | 0.000 | 0.000 | ||
42 | 2022.12.01 04:02 | sell | 22 | 3.42 | 136.853 | 0.000 | 0.000 | ||
43 | 2022.12.01 04:24 | close | 22 | 3.42 | 136.756 | 0.000 | 0.000 | 242.58 | 12883.97 |
44 | 2022.12.01 04:24 | close | 21 | 3.80 | 136.756 | 0.000 | 0.000 | -119.48 | 12764.49 |
45 | 2022.12.01 04:24 | buy | 23 | 3.80 | 136.756 | 0.000 | 0.000 | ||
46 | 2022.12.01 04:34 | buy | 24 | 3.42 | 136.633 | 0.000 | 0.000 | ||
47 | 2022.12.01 04:54 | close | 24 | 3.42 | 136.710 | 0.000 | 0.000 | 192.63 | 12957.12 |
48 | 2022.12.01 04:54 | close | 23 | 3.80 | 136.710 | 0.000 | 0.000 | -127.86 | 12829.26 |
49 | 2022.12.01 04:54 | sell | 25 | 3.80 | 136.710 | 0.000 | 0.000 | ||
50 | 2022.12.01 05:17 | close | 25 | 3.80 | 136.586 | 0.000 | 0.000 | 344.98 | 13174.24 |
51 | 2022.12.01 05:17 | sell | 26 | 3.80 | 136.556 | 0.000 | 0.000 | ||
52 | 2022.12.01 05:17 | close | 26 | 3.80 | 136.367 | 0.000 | 0.000 | 526.67 | 13700.91 |
53 | 2022.12.01 05:17 | sell | 27 | 3.80 | 136.337 | 0.000 | 0.000 | ||
54 | 2022.12.01 06:13 | sell | 28 | 3.42 | 136.478 | 0.000 | 0.000 | ||
55 | 2022.12.01 06:26 | close | 28 | 3.42 | 136.386 | 0.000 | 0.000 | 230.70 | 13931.61 |
56 | 2022.12.01 06:26 | close | 27 | 3.80 | 136.386 | 0.000 | 0.000 | -136.52 | 13795.09 |
57 | 2022.12.01 06:26 | sell | 29 | 3.80 | 136.356 | 0.000 | 0.000 | ||
58 | 2022.12.01 06:45 | sell | 30 | 3.42 | 136.509 | 0.000 | 0.000 | ||
59 | 2022.12.01 06:50 | close | 30 | 3.42 | 136.414 | 0.000 | 0.000 | 238.17 | 14033.26 |
60 | 2022.12.01 06:50 | close | 29 | 3.80 | 136.414 | 0.000 | 0.000 | -161.57 | 13871.69 |
61 | 2022.12.01 06:50 | buy | 31 | 3.80 | 136.414 | 0.000 | 0.000 | ||
62 | 2022.12.01 06:53 | buy | 32 | 3.42 | 136.288 | 0.000 | 0.000 | ||
63 | 2022.12.01 07:00 | buy | 33 | 3.07 | 136.170 | 0.000 | 0.000 | ||
64 | 2022.12.01 07:44 | close | 33 | 3.07 | 136.325 | 0.000 | 0.000 | 349.06 | 14220.75 |
65 | 2022.12.01 07:44 | close | 32 | 3.42 | 136.325 | 0.000 | 0.000 | 92.82 | 14313.57 |
66 | 2022.12.01 07:44 | close | 31 | 3.80 | 136.325 | 0.000 | 0.000 | -248.08 | 14065.49 |
67 | 2022.12.01 07:44 | sell | 34 | 3.80 | 136.325 | 0.000 | 0.000 | ||
68 | 2022.12.01 07:53 | sell | 35 | 3.42 | 136.480 | 0.000 | 0.000 | ||
69 | 2022.12.01 08:01 | sell | 36 | 3.07 | 136.628 | 0.000 | 0.000 | ||
70 | 2022.12.01 08:05 | close | 36 | 3.07 | 136.459 | 0.000 | 0.000 | 380.21 | 14445.70 |
71 | 2022.12.01 08:05 | close | 35 | 3.42 | 136.459 | 0.000 | 0.000 | 52.63 | 14498.33 |
72 | 2022.12.01 08:05 | close | 34 | 3.80 | 136.459 | 0.000 | 0.000 | -373.15 | 14125.18 |
73 | 2022.12.01 08:05 | buy | 37 | 3.80 | 136.459 | 0.000 | 0.000 | ||
74 | 2022.12.01 08:19 | close | 37 | 3.80 | 136.581 | 0.000 | 0.000 | 339.43 | 14464.61 |
75 | 2022.12.01 08:19 | buy | 38 | 3.80 | 136.611 | 0.000 | 0.000 | ||
76 | 2022.12.01 08:31 | buy | 39 | 3.42 | 136.497 | 0.000 | 0.000 | ||
77 | 2022.12.01 08:41 | buy | 40 | 3.07 | 136.383 | 0.000 | 0.000 | ||
78 | 2022.12.01 09:12 | close | 40 | 3.07 | 136.513 | 0.000 | 0.000 | 292.35 | 14756.96 |
79 | 2022.12.01 09:12 | close | 39 | 3.42 | 136.513 | 0.000 | 0.000 | 40.08 | 14797.04 |
80 | 2022.12.01 09:12 | close | 38 | 3.80 | 136.513 | 0.000 | 0.000 | -272.79 | 14524.25 |
81 | 2022.12.01 09:12 | sell | 41 | 3.80 | 136.513 | 0.000 | 0.000 | ||
82 | 2022.12.01 09:52 | close | 41 | 3.80 | 136.397 | 0.000 | 0.000 | 323.17 | 14847.42 |
83 | 2022.12.01 09:52 | buy | 42 | 3.80 | 136.397 | 0.000 | 0.000 | ||
84 | 2022.12.01 11:31 | buy | 43 | 3.42 | 136.275 | 0.000 | 0.000 | ||
85 | 2022.12.01 11:50 | close | 43 | 3.42 | 136.349 | 0.000 | 0.000 | 185.61 | 15033.03 |
86 | 2022.12.01 11:50 | close | 42 | 3.80 | 136.349 | 0.000 | 0.000 | -133.77 | 14899.26 |
87 | 2022.12.01 11:50 | sell | 44 | 3.80 | 136.349 | 0.000 | 0.000 | ||
88 | 2022.12.01 12:00 | close | 44 | 3.80 | 136.233 | 0.000 | 0.000 | 323.56 | 15222.82 |
89 | 2022.12.01 12:00 | sell | 45 | 3.80 | 136.203 | 0.000 | 0.000 | ||
90 | 2022.12.01 12:12 | close | 45 | 3.80 | 136.091 | 0.000 | 0.000 | 312.73 | 15535.55 |
91 | 2022.12.01 12:12 | sell | 46 | 3.80 | 136.061 | 0.000 | 0.000 | ||
92 | 2022.12.01 12:20 | sell | 47 | 3.42 | 136.202 | 0.000 | 0.000 | ||
93 | 2022.12.01 12:31 | close | 47 | 3.42 | 136.115 | 0.000 | 0.000 | 218.59 | 15754.14 |
94 | 2022.12.01 12:31 | close | 46 | 3.80 | 136.115 | 0.000 | 0.000 | -150.75 | 15603.39 |
95 | 2022.12.01 12:31 | sell | 48 | 3.80 | 136.085 | 0.000 | 0.000 | ||
96 | 2022.12.01 12:54 | sell | 49 | 3.42 | 136.236 | 0.000 | 0.000 | ||
97 | 2022.12.01 13:21 | close | 49 | 3.42 | 136.148 | 0.000 | 0.000 | 221.05 | 15824.44 |
98 | 2022.12.01 13:21 | close | 48 | 3.80 | 136.148 | 0.000 | 0.000 | -175.84 | 15648.60 |
99 | 2022.12.01 13:21 | buy | 50 | 3.80 | 136.148 | 0.000 | 0.000 | ||
100 | 2022.12.01 13:25 | buy | 51 | 3.42 | 136.034 | 0.000 | 0.000 | ||
101 | 2022.12.01 13:30 | close | 51 | 3.42 | 136.118 | 0.000 | 0.000 | 211.05 | 15859.65 |
102 | 2022.12.01 13:30 | close | 50 | 3.80 | 136.118 | 0.000 | 0.000 | -83.75 | 15775.90 |
103 | 2022.12.01 13:30 | sell | 52 | 3.80 | 136.118 | 0.000 | 0.000 | ||
104 | 2022.12.01 13:30 | close | 52 | 3.80 | 135.913 | 0.000 | 0.000 | 573.16 | 16349.06 |
105 | 2022.12.01 13:30 | sell | 53 | 3.80 | 135.883 | 0.000 | 0.000 | ||
106 | 2022.12.01 13:36 | sell | 54 | 3.42 | 136.025 | 0.000 | 0.000 | ||
107 | 2022.12.01 13:37 | sell | 55 | 3.07 | 136.211 | 0.000 | 0.000 | ||
108 | 2022.12.01 13:42 | close | 55 | 3.07 | 135.999 | 0.000 | 0.000 | 478.56 | 16827.62 |
109 | 2022.12.01 13:42 | close | 54 | 3.42 | 135.999 | 0.000 | 0.000 | 65.38 | 16893.00 |
110 | 2022.12.01 13:42 | close | 53 | 3.80 | 135.999 | 0.000 | 0.000 | -324.12 | 16568.88 |
111 | 2022.12.01 13:42 | sell | 56 | 3.80 | 135.969 | 0.000 | 0.000 | ||
112 | 2022.12.01 13:45 | sell | 57 | 3.42 | 136.123 | 0.000 | 0.000 | ||
113 | 2022.12.01 13:50 | sell | 58 | 3.07 | 136.266 | 0.000 | 0.000 | ||
114 | 2022.12.01 13:56 | close | 58 | 3.07 | 136.085 | 0.000 | 0.000 | 408.33 | 16977.21 |
115 | 2022.12.01 13:56 | close | 57 | 3.42 | 136.085 | 0.000 | 0.000 | 95.50 | 17072.71 |
116 | 2022.12.01 13:56 | close | 56 | 3.80 | 136.085 | 0.000 | 0.000 | -323.92 | 16748.79 |
117 | 2022.12.01 13:56 | sell | 59 | 3.80 | 136.055 | 0.000 | 0.000 | ||
118 | 2022.12.01 13:59 | sell | 60 | 3.42 | 136.202 | 0.000 | 0.000 | ||
119 | 2022.12.01 14:10 | close | 60 | 3.42 | 136.108 | 0.000 | 0.000 | 236.19 | 16984.98 |
120 | 2022.12.01 14:10 | close | 59 | 3.80 | 136.108 | 0.000 | 0.000 | -147.97 | 16837.01 |
121 | 2022.12.01 14:10 | sell | 61 | 3.80 | 136.078 | 0.000 | 0.000 | ||
122 | 2022.12.01 14:42 | close | 61 | 3.80 | 135.968 | 0.000 | 0.000 | 307.43 | 17144.44 |
123 | 2022.12.01 14:42 | buy | 62 | 3.80 | 135.968 | 0.000 | 0.000 | ||
124 | 2022.12.01 14:55 | buy | 63 | 3.42 | 135.842 | 0.000 | 0.000 | ||
125 | 2022.12.01 15:00 | buy | 64 | 3.07 | 135.707 | 0.000 | 0.000 | ||
126 | 2022.12.01 15:00 | buy | 65 | 2.77 | 135.584 | 0.000 | 0.000 | ||
127 | 2022.12.01 15:12 | close | 65 | 2.77 | 135.816 | 0.000 | 0.000 | 473.17 | 17617.61 |
128 | 2022.12.01 15:12 | close | 64 | 3.07 | 135.816 | 0.000 | 0.000 | 246.38 | 17863.99 |
129 | 2022.12.01 15:12 | close | 63 | 3.42 | 135.816 | 0.000 | 0.000 | -65.47 | 17798.52 |
130 | 2022.12.01 15:12 | close | 62 | 3.80 | 135.816 | 0.000 | 0.000 | -425.28 | 17373.24 |
131 | 2022.12.01 15:12 | sell | 66 | 3.80 | 135.816 | 0.000 | 0.000 | ||
132 | 2022.12.01 15:17 | sell | 67 | 3.42 | 135.972 | 0.000 | 0.000 | ||
133 | 2022.12.01 15:18 | sell | 68 | 3.07 | 136.148 | 0.000 | 0.000 | ||
134 | 2022.12.01 15:37 | close | 68 | 3.07 | 135.954 | 0.000 | 0.000 | 438.07 | 17811.31 |
135 | 2022.12.01 15:37 | close | 67 | 3.42 | 135.954 | 0.000 | 0.000 | 45.28 | 17856.59 |
136 | 2022.12.01 15:37 | close | 66 | 3.80 | 135.954 | 0.000 | 0.000 | -385.72 | 17470.87 |
137 | 2022.12.01 15:37 | sell | 69 | 3.80 | 135.924 | 0.000 | 0.000 | ||
138 | 2022.12.01 15:39 | sell | 70 | 3.42 | 136.068 | 0.000 | 0.000 | ||
139 | 2022.12.01 15:41 | sell | 71 | 3.07 | 136.233 | 0.000 | 0.000 | ||
140 | 2022.12.01 15:51 | close | 71 | 3.07 | 136.055 | 0.000 | 0.000 | 401.65 | 17872.52 |
141 | 2022.12.01 15:51 | close | 70 | 3.42 | 136.055 | 0.000 | 0.000 | 32.68 | 17905.20 |
142 | 2022.12.01 15:51 | close | 69 | 3.80 | 136.055 | 0.000 | 0.000 | -365.88 | 17539.32 |
143 | 2022.12.01 15:51 | buy | 72 | 3.80 | 136.055 | 0.000 | 0.000 | ||
144 | 2022.12.01 15:58 | buy | 73 | 3.42 | 135.930 | 0.000 | 0.000 | ||
145 | 2022.12.01 16:07 | buy | 74 | 3.07 | 135.818 | 0.000 | 0.000 | ||
146 | 2022.12.01 16:34 | buy | 75 | 2.77 | 135.697 | 0.000 | 0.000 | ||
147 | 2022.12.02 07:12 | close at stop | 75 | 2.77 | 134.729 | 0.000 | 0.000 | -1959.70 | 15579.62 |
148 | 2022.12.02 07:12 | close at stop | 74 | 3.07 | 134.729 | 0.000 | 0.000 | -2447.66 | 13131.96 |
149 | 2022.12.02 07:12 | close at stop | 73 | 3.42 | 134.729 | 0.000 | 0.000 | -3011.01 | 10120.95 |
150 | 2022.12.02 07:12 | close at stop | 72 | 3.80 | 134.729 | 0.000 | 0.000 | -3698.12 | 6422.83 |