Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) |
Period | 1 Minute (M1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) |
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=16; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=6; PSHelp="===================================="; LotsInitial=4; 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=50; 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 | 374461 | Ticks modelled | 4078876 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | 30 |
Total net profit | -4602.41 | Gross profit | 3010.53 | Gross loss | -7612.94 |
Profit factor | 0.40 | Expected payoff | -354.03 | | |
Absolute drawdown | 4602.41 | Maximal drawdown | 7378.08 (57.75%) | Relative drawdown | 57.75% (7378.08) |
|
Total trades | 13 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 8 (61.54%) | Loss trades (% of total) | 5 (38.46%) |
Largest | profit trade | 448.20 | loss trade | -3151.24 |
Average | profit trade | 376.32 | loss trade | -1522.59 |
Maximum | consecutive wins (profit in money) | 5 (1978.79) | consecutive losses (loss in money) | 3 (-7292.34) |
Maximal | consecutive profit (count of wins) | 1978.79 (5) | consecutive loss (count of losses) | -7292.34 (3) |
Average | consecutive wins | 3 | consecutive losses | 2 |