Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) |
Period | 1 Minute (M1) 2023.07.02 21:06 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) |
Model | Control points (a very crude method, the results must not be considered) |
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=254; 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=40; 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 | 371607 | Ticks modelled | 3942085 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | 30 |
Total net profit | -6212.78 | Gross profit | 2111.31 | Gross loss | -8324.09 |
Profit factor | 0.25 | Expected payoff | -517.73 | | |
Absolute drawdown | 6212.78 | Maximal drawdown | 7897.90 (67.59%) | Relative drawdown | 67.59% (7897.90) |
|
Total trades | 12 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 10 (60.00%) |
| Profit trades (% of total) | 7 (58.33%) | Loss trades (% of total) | 5 (41.67%) |
Largest | profit trade | 383.77 | loss trade | -4326.96 |
Average | profit trade | 301.62 | loss trade | -1664.82 |
Maximum | consecutive wins (profit in money) | 2 (743.11) | consecutive losses (loss in money) | 2 (-7889.62) |
Maximal | consecutive profit (count of wins) | 743.11 (2) | consecutive loss (count of losses) | -7889.62 (2) |
Average | consecutive wins | 2 | consecutive losses | 1 |