Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2017.01.02 00:00 - 2017.01.16 23:45 (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 | 2057 | Ticks modelled | 2461758 | Modelling quality | 83.97% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -92.64 | Gross profit | 37.04 | Gross loss | -129.68 |
Profit factor | 0.29 | Expected payoff | -4.41 | ||
Absolute drawdown | 100.51 | Maximal drawdown | 110.42 (1.10%) | Relative drawdown | 1.10% (110.42) |
Total trades | 21 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 12 (58.33%) |
Profit trades (% of total) | 15 (71.43%) | Loss trades (% of total) | 6 (28.57%) | ||
Largest | profit trade | 8.90 | loss trade | -36.71 | |
Average | profit trade | 2.47 | loss trade | -21.61 | |
Maximum | consecutive wins (profit in money) | 7 (14.01) | consecutive losses (loss in money) | 3 (-61.03) | |
Maximal | consecutive profit (count of wins) | 14.01 (7) | consecutive loss (count of losses) | -61.03 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.04 11:17 | buy | 1 | 0.10 | 117.645 | 117.488 | 0.000 | ||
2 | 2017.01.04 11:58 | modify | 1 | 0.10 | 117.645 | 117.655 | 0.000 | ||
3 | 2017.01.04 12:06 | modify | 1 | 0.10 | 117.645 | 117.705 | 0.000 | ||
4 | 2017.01.04 12:10 | s/l | 1 | 0.10 | 117.705 | 117.705 | 0.000 | 4.40 | 10004.40 |
5 | 2017.01.04 12:30 | buy | 2 | 0.10 | 117.645 | 117.470 | 0.000 | ||
6 | 2017.01.04 13:05 | s/l | 2 | 0.10 | 117.470 | 117.470 | 0.000 | -15.60 | 9988.80 |
7 | 2017.01.04 15:15 | buy | 3 | 0.10 | 117.521 | 117.307 | 0.000 | ||
8 | 2017.01.04 15:28 | modify | 3 | 0.10 | 117.521 | 117.531 | 0.000 | ||
9 | 2017.01.04 15:38 | s/l | 3 | 0.10 | 117.531 | 117.531 | 0.000 | 0.15 | 9988.95 |
10 | 2017.01.06 07:34 | sell | 4 | 0.10 | 115.936 | 116.182 | 0.000 | ||
11 | 2017.01.06 08:07 | modify | 4 | 0.10 | 115.936 | 115.926 | 0.000 | ||
12 | 2017.01.06 08:08 | modify | 4 | 0.10 | 115.936 | 115.876 | 0.000 | ||
13 | 2017.01.06 08:23 | s/l | 4 | 0.10 | 115.876 | 115.876 | 0.000 | 4.48 | 9993.43 |
14 | 2017.01.06 17:30 | sell | 5 | 0.10 | 116.580 | 116.802 | 0.000 | ||
15 | 2017.01.06 17:32 | modify | 5 | 0.10 | 116.580 | 116.570 | 0.000 | ||
16 | 2017.01.06 17:35 | modify | 5 | 0.10 | 116.580 | 116.520 | 0.000 | ||
17 | 2017.01.06 17:36 | s/l | 5 | 0.10 | 116.520 | 116.520 | 0.000 | 4.45 | 9997.88 |
18 | 2017.01.06 17:36 | sell | 6 | 0.10 | 116.510 | 116.802 | 0.000 | ||
19 | 2017.01.06 17:39 | modify | 6 | 0.10 | 116.510 | 116.500 | 0.000 | ||
20 | 2017.01.06 17:40 | s/l | 6 | 0.10 | 116.500 | 116.500 | 0.000 | 0.16 | 9998.04 |
21 | 2017.01.06 17:40 | sell | 7 | 0.10 | 116.490 | 116.802 | 0.000 | ||
22 | 2017.01.06 17:49 | modify | 7 | 0.10 | 116.490 | 116.480 | 0.000 | ||
23 | 2017.01.06 17:52 | s/l | 7 | 0.10 | 116.480 | 116.480 | 0.000 | 0.16 | 9998.20 |
24 | 2017.01.09 17:17 | buy | 8 | 0.10 | 116.422 | 116.094 | 0.000 | ||
25 | 2017.01.09 17:21 | modify | 8 | 0.10 | 116.422 | 116.432 | 0.000 | ||
26 | 2017.01.09 17:25 | s/l | 8 | 0.10 | 116.432 | 116.432 | 0.000 | 0.16 | 9998.36 |
27 | 2017.01.09 17:25 | buy | 9 | 0.10 | 116.442 | 116.094 | 0.000 | ||
28 | 2017.01.09 17:54 | modify | 9 | 0.10 | 116.442 | 116.452 | 0.000 | ||
29 | 2017.01.09 17:57 | modify | 9 | 0.10 | 116.442 | 116.502 | 0.000 | ||
30 | 2017.01.09 17:57 | s/l | 9 | 0.10 | 116.502 | 116.502 | 0.000 | 4.45 | 10002.81 |
31 | 2017.01.09 17:57 | buy | 10 | 0.10 | 116.512 | 116.094 | 0.000 | ||
32 | 2017.01.09 18:42 | s/l | 10 | 0.10 | 116.094 | 116.094 | 0.000 | -36.71 | 9966.10 |
33 | 2017.01.10 02:30 | sell | 11 | 0.10 | 116.005 | 116.140 | 0.000 | ||
34 | 2017.01.10 02:31 | modify | 11 | 0.10 | 116.005 | 115.995 | 0.000 | ||
35 | 2017.01.10 02:37 | s/l | 11 | 0.10 | 115.995 | 115.995 | 0.000 | 0.16 | 9966.26 |
36 | 2017.01.10 02:37 | sell | 12 | 0.10 | 115.985 | 116.140 | 0.000 | ||
37 | 2017.01.10 02:41 | modify | 12 | 0.10 | 115.985 | 115.975 | 0.000 | ||
38 | 2017.01.10 02:42 | s/l | 12 | 0.10 | 115.975 | 115.975 | 0.000 | 0.16 | 9966.42 |
39 | 2017.01.10 02:42 | sell | 13 | 0.10 | 115.965 | 116.140 | 0.000 | ||
40 | 2017.01.10 03:05 | modify | 13 | 0.10 | 115.965 | 115.955 | 0.000 | ||
41 | 2017.01.10 03:06 | s/l | 13 | 0.10 | 115.955 | 115.955 | 0.000 | 0.16 | 9966.58 |
42 | 2017.01.10 14:46 | sell | 14 | 0.10 | 116.112 | 116.260 | 0.000 | ||
43 | 2017.01.10 14:54 | s/l | 14 | 0.10 | 116.260 | 116.260 | 0.000 | -13.43 | 9953.15 |
44 | 2017.01.12 03:45 | buy | 15 | 0.10 | 115.108 | 114.816 | 0.000 | ||
45 | 2017.01.12 04:13 | s/l | 15 | 0.10 | 114.816 | 114.816 | 0.000 | -26.13 | 9927.02 |
46 | 2017.01.12 05:17 | buy | 16 | 0.10 | 114.801 | 114.563 | 0.000 | ||
47 | 2017.01.12 05:44 | s/l | 16 | 0.10 | 114.563 | 114.563 | 0.000 | -21.47 | 9905.55 |
48 | 2017.01.12 06:15 | buy | 17 | 0.10 | 114.446 | 114.324 | 0.000 | ||
49 | 2017.01.12 06:18 | modify | 17 | 0.10 | 114.446 | 114.456 | 0.000 | ||
50 | 2017.01.12 06:22 | modify | 17 | 0.10 | 114.446 | 114.506 | 0.000 | ||
51 | 2017.01.12 06:23 | modify | 17 | 0.10 | 114.446 | 114.556 | 0.000 | ||
52 | 2017.01.12 06:26 | s/l | 17 | 0.10 | 114.556 | 114.556 | 0.000 | 8.90 | 9914.45 |
53 | 2017.01.12 06:26 | buy | 18 | 0.10 | 114.566 | 114.324 | 0.000 | ||
54 | 2017.01.12 06:33 | modify | 18 | 0.10 | 114.566 | 114.576 | 0.000 | ||
55 | 2017.01.12 06:35 | modify | 18 | 0.10 | 114.566 | 114.626 | 0.000 | ||
56 | 2017.01.12 06:51 | s/l | 18 | 0.10 | 114.626 | 114.626 | 0.000 | 4.53 | 9918.98 |
57 | 2017.01.13 12:31 | buy | 19 | 0.10 | 114.647 | 114.489 | 0.000 | ||
58 | 2017.01.13 12:59 | modify | 19 | 0.10 | 114.647 | 114.657 | 0.000 | ||
59 | 2017.01.13 13:02 | s/l | 19 | 0.10 | 114.657 | 114.657 | 0.000 | 0.17 | 9919.15 |
60 | 2017.01.13 13:38 | buy | 20 | 0.10 | 114.647 | 114.468 | 0.000 | ||
61 | 2017.01.13 14:49 | s/l | 20 | 0.10 | 114.468 | 114.468 | 0.000 | -16.34 | 9902.81 |
62 | 2017.01.16 03:45 | sell | 21 | 0.10 | 114.412 | 114.519 | 0.000 | ||
63 | 2017.01.16 03:53 | modify | 21 | 0.10 | 114.412 | 114.402 | 0.000 | ||
64 | 2017.01.16 03:55 | modify | 21 | 0.10 | 114.412 | 114.352 | 0.000 | ||
65 | 2017.01.16 04:05 | s/l | 21 | 0.10 | 114.352 | 114.352 | 0.000 | 4.55 | 9907.36 |