Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 5 Minutes (M5) 2017.01.02 00:00 - 2017.01.16 23:55 (2017.01.01 - 2017.01.17) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | P_Trade="---------- Trading Parameters ----------"; Lot=0.1; SLbuffer=50; MaxSpread=25; MaxSlippage=5; SessionsTiming="---------- Sesions Time (Broker) ----------"; SyOpen="02:00"; SyClose="09:00"; LoOpen="10:00"; LoClose="19:00"; NYOpen="15:00"; NYClose="00:00"; CoBtime="19:00"; TradeManagement="---------- Trade Management ----------"; TrailingStart=5; BE_Value=1; TStop=5; TrailingStep=5; _CommonParam="---------- Common Parameters ----------"; Version="HoLo "; MN=91473562; | ||||
Bars in test | 4162 | Ticks modelled | 2462545 | Modelling quality | 80.31% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -96.52 | Gross profit | 63.77 | Gross loss | -160.29 |
Profit factor | 0.40 | Expected payoff | -3.22 | ||
Absolute drawdown | 104.39 | Maximal drawdown | 123.07 (1.23%) | Relative drawdown | 1.23% (123.07) |
Total trades | 30 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 17 (64.71%) |
Profit trades (% of total) | 21 (70.00%) | Loss trades (% of total) | 9 (30.00%) | ||
Largest | profit trade | 17.58 | loss trade | -28.95 | |
Average | profit trade | 3.04 | loss trade | -17.81 | |
Maximum | consecutive wins (profit in money) | 5 (13.64) | consecutive losses (loss in money) | 2 (-47.60) | |
Maximal | consecutive profit (count of wins) | 26.83 (4) | consecutive loss (count of losses) | -47.60 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.04 07:35 | sell | 1 | 0.10 | 118.142 | 118.234 | 0.000 | ||
2 | 2017.01.04 07:51 | modify | 1 | 0.10 | 118.142 | 118.132 | 0.000 | ||
3 | 2017.01.04 08:01 | s/l | 1 | 0.10 | 118.132 | 118.132 | 0.000 | 0.15 | 10000.15 |
4 | 2017.01.04 08:07 | sell | 2 | 0.10 | 118.142 | 118.234 | 0.000 | ||
5 | 2017.01.04 08:16 | modify | 2 | 0.10 | 118.142 | 118.132 | 0.000 | ||
6 | 2017.01.04 08:23 | modify | 2 | 0.10 | 118.142 | 118.082 | 0.000 | ||
7 | 2017.01.04 08:31 | modify | 2 | 0.10 | 118.142 | 118.032 | 0.000 | ||
8 | 2017.01.04 08:35 | s/l | 2 | 0.10 | 118.032 | 118.032 | 0.000 | 8.62 | 10008.77 |
9 | 2017.01.04 11:17 | buy | 3 | 0.10 | 117.645 | 117.488 | 0.000 | ||
10 | 2017.01.04 11:58 | modify | 3 | 0.10 | 117.645 | 117.655 | 0.000 | ||
11 | 2017.01.04 12:06 | modify | 3 | 0.10 | 117.645 | 117.705 | 0.000 | ||
12 | 2017.01.04 12:10 | s/l | 3 | 0.10 | 117.705 | 117.705 | 0.000 | 4.40 | 10013.17 |
13 | 2017.01.04 12:30 | buy | 4 | 0.10 | 117.645 | 117.470 | 0.000 | ||
14 | 2017.01.04 13:05 | s/l | 4 | 0.10 | 117.470 | 117.470 | 0.000 | -15.60 | 9997.57 |
15 | 2017.01.04 14:12 | buy | 5 | 0.10 | 117.587 | 117.307 | 0.000 | ||
16 | 2017.01.04 14:13 | modify | 5 | 0.10 | 117.587 | 117.597 | 0.000 | ||
17 | 2017.01.04 14:30 | modify | 5 | 0.10 | 117.587 | 117.647 | 0.000 | ||
18 | 2017.01.04 14:33 | s/l | 5 | 0.10 | 117.647 | 117.647 | 0.000 | 4.40 | 10001.97 |
19 | 2017.01.04 15:14 | buy | 6 | 0.10 | 117.521 | 117.307 | 0.000 | ||
20 | 2017.01.04 15:28 | modify | 6 | 0.10 | 117.521 | 117.531 | 0.000 | ||
21 | 2017.01.04 15:38 | s/l | 6 | 0.10 | 117.531 | 117.531 | 0.000 | 0.15 | 10002.12 |
22 | 2017.01.06 04:13 | sell | 7 | 0.10 | 115.915 | 116.182 | 0.000 | ||
23 | 2017.01.06 04:15 | modify | 7 | 0.10 | 115.915 | 115.905 | 0.000 | ||
24 | 2017.01.06 04:15 | s/l | 7 | 0.10 | 115.905 | 115.905 | 0.000 | 0.16 | 10002.28 |
25 | 2017.01.06 07:34 | sell | 8 | 0.10 | 115.936 | 116.182 | 0.000 | ||
26 | 2017.01.06 08:07 | modify | 8 | 0.10 | 115.936 | 115.926 | 0.000 | ||
27 | 2017.01.06 08:08 | modify | 8 | 0.10 | 115.936 | 115.876 | 0.000 | ||
28 | 2017.01.06 08:23 | s/l | 8 | 0.10 | 115.876 | 115.876 | 0.000 | 4.48 | 10006.76 |
29 | 2017.01.06 17:30 | sell | 9 | 0.10 | 116.580 | 116.802 | 0.000 | ||
30 | 2017.01.06 17:32 | modify | 9 | 0.10 | 116.580 | 116.570 | 0.000 | ||
31 | 2017.01.06 17:35 | modify | 9 | 0.10 | 116.580 | 116.520 | 0.000 | ||
32 | 2017.01.06 17:36 | s/l | 9 | 0.10 | 116.520 | 116.520 | 0.000 | 4.45 | 10011.21 |
33 | 2017.01.09 14:08 | buy | 10 | 0.10 | 116.763 | 116.578 | 0.000 | ||
34 | 2017.01.09 15:10 | s/l | 10 | 0.10 | 116.578 | 116.578 | 0.000 | -16.57 | 9994.64 |
35 | 2017.01.09 17:17 | buy | 11 | 0.10 | 116.422 | 116.094 | 0.000 | ||
36 | 2017.01.09 17:21 | modify | 11 | 0.10 | 116.422 | 116.432 | 0.000 | ||
37 | 2017.01.09 17:25 | s/l | 11 | 0.10 | 116.432 | 116.432 | 0.000 | 0.16 | 9994.80 |
38 | 2017.01.09 17:30 | buy | 12 | 0.10 | 116.422 | 116.094 | 0.000 | ||
39 | 2017.01.09 17:52 | modify | 12 | 0.10 | 116.422 | 116.432 | 0.000 | ||
40 | 2017.01.09 17:54 | modify | 12 | 0.10 | 116.422 | 116.482 | 0.000 | ||
41 | 2017.01.09 17:55 | s/l | 12 | 0.10 | 116.482 | 116.482 | 0.000 | 4.45 | 9999.25 |
42 | 2017.01.09 18:10 | buy | 13 | 0.10 | 116.422 | 116.094 | 0.000 | ||
43 | 2017.01.09 18:13 | modify | 13 | 0.10 | 116.422 | 116.432 | 0.000 | ||
44 | 2017.01.09 18:17 | s/l | 13 | 0.10 | 116.432 | 116.432 | 0.000 | 0.16 | 9999.41 |
45 | 2017.01.09 18:29 | buy | 14 | 0.10 | 116.422 | 116.094 | 0.000 | ||
46 | 2017.01.09 18:42 | s/l | 14 | 0.10 | 116.094 | 116.094 | 0.000 | -28.95 | 9970.46 |
47 | 2017.01.10 02:30 | sell | 15 | 0.10 | 116.005 | 116.140 | 0.000 | ||
48 | 2017.01.10 02:31 | modify | 15 | 0.10 | 116.005 | 115.995 | 0.000 | ||
49 | 2017.01.10 02:37 | s/l | 15 | 0.10 | 115.995 | 115.995 | 0.000 | 0.16 | 9970.62 |
50 | 2017.01.10 02:54 | sell | 16 | 0.10 | 116.005 | 116.140 | 0.000 | ||
51 | 2017.01.10 03:02 | modify | 16 | 0.10 | 116.005 | 115.995 | 0.000 | ||
52 | 2017.01.10 03:13 | s/l | 16 | 0.10 | 115.995 | 115.995 | 0.000 | 0.16 | 9970.78 |
53 | 2017.01.10 03:40 | sell | 17 | 0.10 | 116.022 | 116.140 | 0.000 | ||
54 | 2017.01.10 03:56 | s/l | 17 | 0.10 | 116.140 | 116.140 | 0.000 | -10.86 | 9959.92 |
55 | 2017.01.10 14:46 | sell | 18 | 0.10 | 116.112 | 116.260 | 0.000 | ||
56 | 2017.01.10 14:54 | s/l | 18 | 0.10 | 116.260 | 116.260 | 0.000 | -13.43 | 9946.49 |
57 | 2017.01.10 15:14 | sell | 19 | 0.10 | 116.203 | 116.355 | 0.000 | ||
58 | 2017.01.10 15:34 | modify | 19 | 0.10 | 116.203 | 116.193 | 0.000 | ||
59 | 2017.01.10 15:43 | s/l | 19 | 0.10 | 116.193 | 116.193 | 0.000 | 0.16 | 9946.65 |
60 | 2017.01.11 06:35 | sell | 20 | 0.10 | 116.140 | 116.289 | 0.000 | ||
61 | 2017.01.11 06:39 | modify | 20 | 0.10 | 116.140 | 116.130 | 0.000 | ||
62 | 2017.01.11 07:17 | s/l | 20 | 0.10 | 116.130 | 116.130 | 0.000 | 0.16 | 9946.81 |
63 | 2017.01.12 03:11 | buy | 21 | 0.10 | 115.108 | 114.816 | 0.000 | ||
64 | 2017.01.12 03:16 | modify | 21 | 0.10 | 115.108 | 115.118 | 0.000 | ||
65 | 2017.01.12 03:31 | s/l | 21 | 0.10 | 115.118 | 115.118 | 0.000 | 0.17 | 9946.98 |
66 | 2017.01.12 03:35 | buy | 22 | 0.10 | 115.108 | 114.816 | 0.000 | ||
67 | 2017.01.12 04:13 | s/l | 22 | 0.10 | 114.816 | 114.816 | 0.000 | -26.13 | 9920.85 |
68 | 2017.01.12 05:17 | buy | 23 | 0.10 | 114.801 | 114.563 | 0.000 | ||
69 | 2017.01.12 05:44 | s/l | 23 | 0.10 | 114.563 | 114.563 | 0.000 | -21.47 | 9899.38 |
70 | 2017.01.12 06:05 | buy | 24 | 0.10 | 114.446 | 114.324 | 0.000 | ||
71 | 2017.01.12 06:09 | modify | 24 | 0.10 | 114.446 | 114.456 | 0.000 | ||
72 | 2017.01.12 06:13 | s/l | 24 | 0.10 | 114.456 | 114.456 | 0.000 | 0.18 | 9899.56 |
73 | 2017.01.12 06:15 | buy | 25 | 0.10 | 114.446 | 114.324 | 0.000 | ||
74 | 2017.01.12 06:18 | modify | 25 | 0.10 | 114.446 | 114.456 | 0.000 | ||
75 | 2017.01.12 06:22 | modify | 25 | 0.10 | 114.446 | 114.506 | 0.000 | ||
76 | 2017.01.12 06:23 | modify | 25 | 0.10 | 114.446 | 114.556 | 0.000 | ||
77 | 2017.01.12 06:26 | s/l | 25 | 0.10 | 114.556 | 114.556 | 0.000 | 8.90 | 9908.46 |
78 | 2017.01.13 02:05 | buy | 26 | 0.10 | 114.683 | 114.491 | 0.000 | ||
79 | 2017.01.13 02:06 | modify | 26 | 0.10 | 114.683 | 114.693 | 0.000 | ||
80 | 2017.01.13 02:06 | modify | 26 | 0.10 | 114.683 | 114.743 | 0.000 | ||
81 | 2017.01.13 02:07 | modify | 26 | 0.10 | 114.683 | 114.793 | 0.000 | ||
82 | 2017.01.13 02:12 | modify | 26 | 0.10 | 114.683 | 114.843 | 0.000 | ||
83 | 2017.01.13 02:16 | modify | 26 | 0.10 | 114.683 | 114.893 | 0.000 | ||
84 | 2017.01.13 02:18 | s/l | 26 | 0.10 | 114.893 | 114.893 | 0.000 | 17.58 | 9926.04 |
85 | 2017.01.13 12:08 | buy | 27 | 0.10 | 114.647 | 114.489 | 0.000 | ||
86 | 2017.01.13 12:59 | modify | 27 | 0.10 | 114.647 | 114.657 | 0.000 | ||
87 | 2017.01.13 13:02 | s/l | 27 | 0.10 | 114.657 | 114.657 | 0.000 | 0.17 | 9926.21 |
88 | 2017.01.13 13:38 | buy | 28 | 0.10 | 114.647 | 114.468 | 0.000 | ||
89 | 2017.01.13 14:49 | s/l | 28 | 0.10 | 114.468 | 114.468 | 0.000 | -16.34 | 9909.87 |
90 | 2017.01.13 16:35 | sell | 29 | 0.10 | 115.115 | 115.233 | 0.000 | ||
91 | 2017.01.13 16:40 | s/l | 29 | 0.10 | 115.233 | 115.233 | 0.000 | -10.94 | 9898.93 |
92 | 2017.01.16 03:45 | sell | 30 | 0.10 | 114.412 | 114.519 | 0.000 | ||
93 | 2017.01.16 03:53 | modify | 30 | 0.10 | 114.412 | 114.402 | 0.000 | ||
94 | 2017.01.16 03:55 | modify | 30 | 0.10 | 114.412 | 114.352 | 0.000 | ||
95 | 2017.01.16 04:05 | s/l | 30 | 0.10 | 114.352 | 114.352 | 0.000 | 4.55 | 9903.48 |