Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) |
Period | 1 Minute (M1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) |
Model | Control points (a very crude method, the results must not be considered) |
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=404; MA_Method=0; MA_AppliedPrice=0; MA_Shift=0; AllowedDirection=3; TradeDirection=1; TopupDirection=0; PLGHelp="===================================="; PriceGap=8; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=6; PSHelp="===================================="; LotsInitial=3.6; 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 | 374551 | Ticks modelled | 4025836 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | 30 |
Total net profit | -6645.77 | Gross profit | 174.27 | Gross loss | -6820.04 |
Profit factor | 0.03 | Expected payoff | -2215.26 | | |
Absolute drawdown | 6645.77 | Maximal drawdown | 6883.44 (67.24%) | Relative drawdown | 67.24% (6883.44) |
|
Total trades | 3 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) |
Largest | profit trade | 174.27 | loss trade | -3692.28 |
Average | profit trade | 174.27 | loss trade | -3410.02 |
Maximum | consecutive wins (profit in money) | 1 (174.27) | consecutive losses (loss in money) | 2 (-6820.04) |
Maximal | consecutive profit (count of wins) | 174.27 (1) | consecutive loss (count of losses) | -6820.04 (2) |
Average | consecutive wins | 1 | consecutive losses | 2 |