Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Minute (M1) 2023.01.01 22:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01) | ||||
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=3.8; 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=10; 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 | 372836 | Ticks modelled | 4074853 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | -3624.02 | Gross profit | 13700.32 | Gross loss | -17324.33 |
Profit factor | 0.79 | Expected payoff | -88.39 | ||
Absolute drawdown | 3624.02 | Maximal drawdown | 13783.98 (68.37%) | Relative drawdown | 68.37% (13783.98) |
Total trades | 41 | Short positions (won %) | 27 (62.96%) | Long positions (won %) | 14 (71.43%) |
Profit trades (% of total) | 27 (65.85%) | Loss trades (% of total) | 14 (34.15%) | ||
Largest | profit trade | 869.35 | loss trade | -4857.56 | |
Average | profit trade | 507.42 | loss trade | -1237.45 | |
Maximum | consecutive wins (profit in money) | 6 (3307.81) | consecutive losses (loss in money) | 4 (-13491.57) | |
Maximal | consecutive profit (count of wins) | 3307.81 (6) | consecutive loss (count of losses) | -13491.57 (4) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.01 22:00 | sell | 1 | 3.80 | 130.925 | 0.000 | 0.000 | ||
2 | 2023.01.02 12:05 | close | 1 | 3.80 | 130.732 | 0.000 | 0.000 | 496.27 | 10496.27 |
3 | 2023.01.02 12:05 | sell | 2 | 3.80 | 130.702 | 0.000 | 0.000 | ||
4 | 2023.01.02 23:15 | sell | 3 | 3.42 | 130.946 | 0.000 | 0.000 | ||
5 | 2023.01.02 23:47 | close | 3 | 3.42 | 130.813 | 0.000 | 0.000 | 347.72 | 10843.99 |
6 | 2023.01.02 23:47 | close | 2 | 3.80 | 130.813 | 0.000 | 0.000 | -322.45 | 10521.54 |
7 | 2023.01.02 23:47 | buy | 4 | 3.80 | 130.813 | 0.000 | 0.000 | ||
8 | 2023.01.03 00:55 | buy | 5 | 3.42 | 130.600 | 0.000 | 0.000 | ||
9 | 2023.01.03 01:07 | close | 5 | 3.42 | 130.714 | 0.000 | 0.000 | 298.27 | 10819.81 |
10 | 2023.01.03 01:07 | close | 4 | 3.80 | 130.714 | 0.000 | 0.000 | -243.68 | 10576.13 |
11 | 2023.01.03 01:07 | sell | 6 | 3.80 | 130.714 | 0.000 | 0.000 | ||
12 | 2023.01.03 01:13 | close | 6 | 3.80 | 130.480 | 0.000 | 0.000 | 681.48 | 11257.61 |
13 | 2023.01.03 01:13 | sell | 7 | 3.80 | 130.450 | 0.000 | 0.000 | ||
14 | 2023.01.03 01:14 | close | 7 | 3.80 | 130.228 | 0.000 | 0.000 | 647.79 | 11905.40 |
15 | 2023.01.03 01:14 | sell | 8 | 3.80 | 130.198 | 0.000 | 0.000 | ||
16 | 2023.01.03 01:29 | close | 8 | 3.80 | 129.952 | 0.000 | 0.000 | 719.34 | 12624.74 |
17 | 2023.01.03 01:29 | sell | 9 | 3.80 | 129.922 | 0.000 | 0.000 | ||
18 | 2023.01.03 01:35 | sell | 10 | 3.42 | 130.185 | 0.000 | 0.000 | ||
19 | 2023.01.03 02:27 | close | 10 | 3.42 | 130.041 | 0.000 | 0.000 | 378.71 | 13003.45 |
20 | 2023.01.03 02:27 | close | 9 | 3.80 | 130.041 | 0.000 | 0.000 | -347.74 | 12655.71 |
21 | 2023.01.03 02:27 | sell | 11 | 3.80 | 130.011 | 0.000 | 0.000 | ||
22 | 2023.01.03 02:45 | close | 11 | 3.80 | 129.821 | 0.000 | 0.000 | 556.15 | 13211.86 |
23 | 2023.01.03 02:45 | sell | 12 | 3.80 | 129.791 | 0.000 | 0.000 | ||
24 | 2023.01.03 04:12 | close | 12 | 3.80 | 129.578 | 0.000 | 0.000 | 624.64 | 13836.50 |
25 | 2023.01.03 04:12 | sell | 13 | 3.80 | 129.548 | 0.000 | 0.000 | ||
26 | 2023.01.03 05:19 | sell | 14 | 3.42 | 129.771 | 0.000 | 0.000 | ||
27 | 2023.01.03 06:18 | close | 14 | 3.42 | 129.646 | 0.000 | 0.000 | 329.74 | 14166.24 |
28 | 2023.01.03 06:18 | close | 13 | 3.80 | 129.646 | 0.000 | 0.000 | -287.24 | 13879.00 |
29 | 2023.01.03 06:18 | buy | 15 | 3.80 | 129.646 | 0.000 | 0.000 | ||
30 | 2023.01.03 06:32 | close | 15 | 3.80 | 129.839 | 0.000 | 0.000 | 564.85 | 14443.85 |
31 | 2023.01.03 06:32 | buy | 16 | 3.80 | 129.869 | 0.000 | 0.000 | ||
32 | 2023.01.03 07:46 | close | 16 | 3.80 | 130.067 | 0.000 | 0.000 | 578.47 | 15022.32 |
33 | 2023.01.03 07:46 | buy | 17 | 3.80 | 130.097 | 0.000 | 0.000 | ||
34 | 2023.01.03 08:04 | close | 17 | 3.80 | 130.291 | 0.000 | 0.000 | 565.81 | 15588.13 |
35 | 2023.01.03 08:04 | buy | 18 | 3.80 | 130.321 | 0.000 | 0.000 | ||
36 | 2023.01.03 08:18 | close | 18 | 3.80 | 130.556 | 0.000 | 0.000 | 684.00 | 16272.13 |
37 | 2023.01.03 08:18 | buy | 19 | 3.80 | 130.586 | 0.000 | 0.000 | ||
38 | 2023.01.03 08:28 | close | 19 | 3.80 | 130.800 | 0.000 | 0.000 | 621.71 | 16893.84 |
39 | 2023.01.03 08:28 | buy | 20 | 3.80 | 130.830 | 0.000 | 0.000 | ||
40 | 2023.01.03 09:07 | buy | 21 | 3.42 | 130.631 | 0.000 | 0.000 | ||
41 | 2023.01.03 09:09 | close | 21 | 3.42 | 130.743 | 0.000 | 0.000 | 292.97 | 17186.81 |
42 | 2023.01.03 09:09 | close | 20 | 3.80 | 130.743 | 0.000 | 0.000 | -252.86 | 16933.95 |
43 | 2023.01.03 09:09 | buy | 22 | 3.80 | 130.773 | 0.000 | 0.000 | ||
44 | 2023.01.03 09:10 | buy | 23 | 3.42 | 130.576 | 0.000 | 0.000 | ||
45 | 2023.01.03 09:17 | buy | 24 | 3.07 | 130.379 | 0.000 | 0.000 | ||
46 | 2023.01.03 10:16 | close | 24 | 3.07 | 130.617 | 0.000 | 0.000 | 559.39 | 17493.34 |
47 | 2023.01.03 10:16 | close | 23 | 3.42 | 130.617 | 0.000 | 0.000 | 107.35 | 17600.69 |
48 | 2023.01.03 10:16 | close | 22 | 3.80 | 130.617 | 0.000 | 0.000 | -453.85 | 17146.84 |
49 | 2023.01.03 10:16 | sell | 25 | 3.80 | 130.617 | 0.000 | 0.000 | ||
50 | 2023.01.03 11:55 | sell | 26 | 3.42 | 130.845 | 0.000 | 0.000 | ||
51 | 2023.01.03 12:03 | sell | 27 | 3.07 | 131.074 | 0.000 | 0.000 | ||
52 | 2023.01.03 13:10 | close | 27 | 3.07 | 130.813 | 0.000 | 0.000 | 612.53 | 17759.37 |
53 | 2023.01.03 13:10 | close | 26 | 3.42 | 130.813 | 0.000 | 0.000 | 83.66 | 17843.03 |
54 | 2023.01.03 13:10 | close | 25 | 3.80 | 130.813 | 0.000 | 0.000 | -569.36 | 17273.67 |
55 | 2023.01.03 13:10 | buy | 28 | 3.80 | 130.813 | 0.000 | 0.000 | ||
56 | 2023.01.03 13:52 | buy | 29 | 3.42 | 130.618 | 0.000 | 0.000 | ||
57 | 2023.01.03 14:01 | close | 29 | 3.42 | 130.726 | 0.000 | 0.000 | 282.55 | 17556.22 |
58 | 2023.01.03 14:01 | close | 28 | 3.80 | 130.726 | 0.000 | 0.000 | -252.90 | 17303.32 |
59 | 2023.01.03 14:01 | sell | 30 | 3.80 | 130.726 | 0.000 | 0.000 | ||
60 | 2023.01.03 14:26 | close | 30 | 3.80 | 130.527 | 0.000 | 0.000 | 579.34 | 17882.66 |
61 | 2023.01.03 14:26 | sell | 31 | 3.80 | 130.497 | 0.000 | 0.000 | ||
62 | 2023.01.03 14:40 | close | 31 | 3.80 | 130.293 | 0.000 | 0.000 | 594.97 | 18477.63 |
63 | 2023.01.03 14:40 | sell | 32 | 3.80 | 130.263 | 0.000 | 0.000 | ||
64 | 2023.01.03 15:03 | sell | 33 | 3.42 | 130.516 | 0.000 | 0.000 | ||
65 | 2023.01.03 15:26 | sell | 34 | 3.07 | 130.755 | 0.000 | 0.000 | ||
66 | 2023.01.03 16:42 | sell | 35 | 2.77 | 130.992 | 0.000 | 0.000 | ||
67 | 2023.01.04 07:04 | close | 35 | 2.77 | 130.560 | 0.000 | 0.000 | 869.35 | 19346.98 |
68 | 2023.01.04 07:04 | close | 34 | 3.07 | 130.560 | 0.000 | 0.000 | 406.22 | 19753.20 |
69 | 2023.01.04 07:04 | close | 33 | 3.42 | 130.560 | 0.000 | 0.000 | -173.52 | 19579.68 |
70 | 2023.01.04 07:04 | close | 32 | 3.80 | 130.560 | 0.000 | 0.000 | -929.16 | 18650.52 |
71 | 2023.01.04 07:04 | sell | 36 | 3.80 | 130.530 | 0.000 | 0.000 | ||
72 | 2023.01.04 07:32 | close | 36 | 3.80 | 130.319 | 0.000 | 0.000 | 615.26 | 19265.78 |
73 | 2023.01.04 07:32 | sell | 37 | 3.80 | 130.289 | 0.000 | 0.000 | ||
74 | 2023.01.04 08:09 | close | 37 | 3.80 | 130.083 | 0.000 | 0.000 | 601.77 | 19867.55 |
75 | 2023.01.04 08:09 | sell | 38 | 3.80 | 130.053 | 0.000 | 0.000 | ||
76 | 2023.01.04 08:38 | sell | 39 | 3.42 | 130.295 | 0.000 | 0.000 | ||
77 | 2023.01.04 08:59 | sell | 40 | 3.07 | 130.529 | 0.000 | 0.000 | ||
78 | 2023.01.04 12:14 | sell | 41 | 2.77 | 130.750 | 0.000 | 0.000 | ||
79 | 2023.01.04 15:11 | close at stop | 41 | 2.77 | 131.737 | 0.000 | 0.000 | -2075.34 | 17792.21 |
80 | 2023.01.04 15:11 | close at stop | 40 | 3.07 | 131.737 | 0.000 | 0.000 | -2815.12 | 14977.09 |
81 | 2023.01.04 15:11 | close at stop | 39 | 3.42 | 131.737 | 0.000 | 0.000 | -3743.55 | 11233.54 |
82 | 2023.01.04 15:11 | close at stop | 38 | 3.80 | 131.737 | 0.000 | 0.000 | -4857.56 | 6375.98 |