Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 30 Minutes (M30) 2017.01.02 00:00 - 2017.01.16 23:30 (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 | 1530 | Ticks modelled | 2461572 | Modelling quality | 83.94% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 10 | ||
Total net profit | -83.26 | Gross profit | 14.51 | Gross loss | -97.77 |
Profit factor | 0.15 | Expected payoff | -5.95 | ||
Absolute drawdown | 83.26 | Maximal drawdown | 85.07 (0.85%) | Relative drawdown | 0.85% (85.07) |
Total trades | 14 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 6 (50.00%) |
Profit trades (% of total) | 10 (71.43%) | Loss trades (% of total) | 4 (28.57%) | ||
Largest | profit trade | 4.48 | loss trade | -36.71 | |
Average | profit trade | 1.45 | loss trade | -24.44 | |
Maximum | consecutive wins (profit in money) | 4 (9.25) | consecutive losses (loss in money) | 1 (-36.71) | |
Maximal | consecutive profit (count of wins) | 9.25 (4) | consecutive loss (count of losses) | -36.71 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2017.01.04 12:30 | buy | 1 | 0.10 | 117.645 | 117.470 | 0.000 | ||
2 | 2017.01.04 13:05 | s/l | 1 | 0.10 | 117.470 | 117.470 | 0.000 | -15.60 | 9984.40 |
3 | 2017.01.06 07:34 | sell | 2 | 0.10 | 115.936 | 116.182 | 0.000 | ||
4 | 2017.01.06 08:07 | modify | 2 | 0.10 | 115.936 | 115.926 | 0.000 | ||
5 | 2017.01.06 08:08 | modify | 2 | 0.10 | 115.936 | 115.876 | 0.000 | ||
6 | 2017.01.06 08:23 | s/l | 2 | 0.10 | 115.876 | 115.876 | 0.000 | 4.48 | 9988.88 |
7 | 2017.01.06 17:30 | sell | 3 | 0.10 | 116.580 | 116.802 | 0.000 | ||
8 | 2017.01.06 17:32 | modify | 3 | 0.10 | 116.580 | 116.570 | 0.000 | ||
9 | 2017.01.06 17:35 | modify | 3 | 0.10 | 116.580 | 116.520 | 0.000 | ||
10 | 2017.01.06 17:36 | s/l | 3 | 0.10 | 116.520 | 116.520 | 0.000 | 4.45 | 9993.33 |
11 | 2017.01.06 17:36 | sell | 4 | 0.10 | 116.510 | 116.802 | 0.000 | ||
12 | 2017.01.06 17:39 | modify | 4 | 0.10 | 116.510 | 116.500 | 0.000 | ||
13 | 2017.01.06 17:40 | s/l | 4 | 0.10 | 116.500 | 116.500 | 0.000 | 0.16 | 9993.49 |
14 | 2017.01.06 17:40 | sell | 5 | 0.10 | 116.490 | 116.802 | 0.000 | ||
15 | 2017.01.06 17:49 | modify | 5 | 0.10 | 116.490 | 116.480 | 0.000 | ||
16 | 2017.01.06 17:52 | s/l | 5 | 0.10 | 116.480 | 116.480 | 0.000 | 0.16 | 9993.65 |
17 | 2017.01.06 17:52 | sell | 6 | 0.10 | 116.470 | 116.802 | 0.000 | ||
18 | 2017.01.06 18:31 | s/l | 6 | 0.10 | 116.802 | 116.802 | 0.000 | -29.12 | 9964.53 |
19 | 2017.01.09 17:30 | buy | 7 | 0.10 | 116.422 | 116.094 | 0.000 | ||
20 | 2017.01.09 17:52 | modify | 7 | 0.10 | 116.422 | 116.432 | 0.000 | ||
21 | 2017.01.09 17:54 | modify | 7 | 0.10 | 116.422 | 116.482 | 0.000 | ||
22 | 2017.01.09 17:55 | s/l | 7 | 0.10 | 116.482 | 116.482 | 0.000 | 4.45 | 9968.98 |
23 | 2017.01.09 17:55 | buy | 8 | 0.10 | 116.492 | 116.094 | 0.000 | ||
24 | 2017.01.09 17:57 | modify | 8 | 0.10 | 116.492 | 116.502 | 0.000 | ||
25 | 2017.01.09 17:57 | s/l | 8 | 0.10 | 116.502 | 116.502 | 0.000 | 0.16 | 9969.14 |
26 | 2017.01.09 17:57 | buy | 9 | 0.10 | 116.512 | 116.094 | 0.000 | ||
27 | 2017.01.09 18:42 | s/l | 9 | 0.10 | 116.094 | 116.094 | 0.000 | -36.71 | 9932.43 |
28 | 2017.01.10 02:30 | sell | 10 | 0.10 | 116.005 | 116.140 | 0.000 | ||
29 | 2017.01.10 02:31 | modify | 10 | 0.10 | 116.005 | 115.995 | 0.000 | ||
30 | 2017.01.10 02:37 | s/l | 10 | 0.10 | 115.995 | 115.995 | 0.000 | 0.16 | 9932.59 |
31 | 2017.01.10 02:37 | sell | 11 | 0.10 | 115.985 | 116.140 | 0.000 | ||
32 | 2017.01.10 02:41 | modify | 11 | 0.10 | 115.985 | 115.975 | 0.000 | ||
33 | 2017.01.10 02:42 | s/l | 11 | 0.10 | 115.975 | 115.975 | 0.000 | 0.16 | 9932.75 |
34 | 2017.01.10 02:42 | sell | 12 | 0.10 | 115.965 | 116.140 | 0.000 | ||
35 | 2017.01.10 03:05 | modify | 12 | 0.10 | 115.965 | 115.955 | 0.000 | ||
36 | 2017.01.10 03:06 | s/l | 12 | 0.10 | 115.955 | 115.955 | 0.000 | 0.16 | 9932.91 |
37 | 2017.01.13 12:31 | buy | 13 | 0.10 | 114.647 | 114.489 | 0.000 | ||
38 | 2017.01.13 12:59 | modify | 13 | 0.10 | 114.647 | 114.657 | 0.000 | ||
39 | 2017.01.13 13:02 | s/l | 13 | 0.10 | 114.657 | 114.657 | 0.000 | 0.17 | 9933.08 |
40 | 2017.01.13 13:38 | buy | 14 | 0.10 | 114.647 | 114.468 | 0.000 | ||
41 | 2017.01.13 14:49 | s/l | 14 | 0.10 | 114.468 | 114.468 | 0.000 | -16.34 | 9916.74 |