Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2006.07.27 00:00 - 2006.09.13 00:00 (2006.07.27 - 2006.09.13) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Lots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=false; MM=true; AccountIsMicro=false; TakeProfit=48; StopLoss=80; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=2; SMA2Bars=16; Percent=0.0032; EnvelopePeriod=2; OSMAFast=7; OSMASlow=22; OSMASignal=2; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=25; Fast_Price=1; Slow_Period=15; Slow_Price=1; DVBuySell=0.0038; DVStayOut=0.025; | ||||
Bars in test | 55506 | Ticks modelled | 232648 | Modelling quality | 90.00% |
Initial deposit | 500.00 | ||||
Total net profit | 868.06 | Gross profit | 1025.13 | Gross loss | -157.07 |
Profit factor | 6.53 | Expected payoff | 31.00 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 88.28 (6.06%) | Relative drawdown | 6.62% (68.79) |
Total trades | 28 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 11 (100.00%) |
Profit trades (% of total) | 25 (89.29%) | Loss trades (% of total) | 3 (10.71%) | ||
Largest | profit trade | 46.87 | loss trade | -68.79 | |
Average | profit trade | 41.01 | loss trade | -52.36 | |
Maximum | consecutive wins (profit in money) | 13 (539.22) | consecutive losses (loss in money) | 2 (-88.28) | |
Maximal | consecutive profit (count of wins) | 539.22 (13) | consecutive loss (count of losses) | -88.28 (2) | |
Average | consecutive wins | 13 | consecutive losses | 2 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.07.27 03:15 | sell | 1 | 0.10 | 116.31 | 117.11 | 115.83 | ||
2 | 2006.07.27 10:49 | t/p | 1 | 0.10 | 115.83 | 117.11 | 115.83 | 41.45 | 541.45 |
3 | 2006.07.27 20:30 | sell | 2 | 0.10 | 115.97 | 116.77 | 115.49 | ||
4 | 2006.07.28 07:03 | t/p | 2 | 0.10 | 115.49 | 116.77 | 115.49 | 40.10 | 581.55 |
5 | 2006.07.28 13:00 | sell | 3 | 0.10 | 115.67 | 116.47 | 115.19 | ||
6 | 2006.07.28 14:33 | t/p | 3 | 0.10 | 115.19 | 116.47 | 115.19 | 41.67 | 623.22 |
7 | 2006.07.31 03:45 | sell | 4 | 0.10 | 114.72 | 115.52 | 114.24 | ||
8 | 2006.07.31 13:54 | t/p | 4 | 0.10 | 114.24 | 115.52 | 114.24 | 42.02 | 665.24 |
9 | 2006.07.31 14:15 | buy | 5 | 0.10 | 114.21 | 113.41 | 114.69 | ||
10 | 2006.07.31 19:04 | t/p | 5 | 0.10 | 114.69 | 113.41 | 114.69 | 41.85 | 707.09 |
11 | 2006.08.01 01:00 | buy | 6 | 0.10 | 114.55 | 113.75 | 115.03 | ||
12 | 2006.08.01 14:43 | t/p | 6 | 0.10 | 115.03 | 113.75 | 115.03 | 41.72 | 748.81 |
13 | 2006.08.01 20:15 | buy | 7 | 0.10 | 114.72 | 113.92 | 115.20 | ||
14 | 2006.08.03 17:13 | t/p | 7 | 0.10 | 115.20 | 113.92 | 115.20 | 46.87 | 795.68 |
15 | 2006.08.04 02:15 | sell | 8 | 0.10 | 115.22 | 116.02 | 114.74 | ||
16 | 2006.08.04 14:30 | t/p | 8 | 0.10 | 114.74 | 116.02 | 114.74 | 41.88 | 837.56 |
17 | 2006.08.07 02:45 | buy | 9 | 0.10 | 114.35 | 113.55 | 114.83 | ||
18 | 2006.08.07 11:37 | t/p | 9 | 0.10 | 114.83 | 113.55 | 114.83 | 41.80 | 879.36 |
19 | 2006.08.07 20:30 | sell | 10 | 0.10 | 115.10 | 115.90 | 114.62 | ||
20 | 2006.08.08 20:14 | t/p | 10 | 0.10 | 114.62 | 115.90 | 114.62 | 40.42 | 919.78 |
21 | 2006.08.08 23:00 | sell | 11 | 0.10 | 115.29 | 116.09 | 114.81 | ||
22 | 2006.08.09 13:04 | t/p | 11 | 0.10 | 114.81 | 116.09 | 114.81 | 40.35 | 960.13 |
23 | 2006.08.09 17:15 | sell | 12 | 0.10 | 115.18 | 115.98 | 114.70 | ||
24 | 2006.08.10 13:47 | t/p | 12 | 0.10 | 114.70 | 115.98 | 114.70 | 37.47 | 997.60 |
25 | 2006.08.10 15:15 | buy | 13 | 0.10 | 114.86 | 114.06 | 115.34 | ||
26 | 2006.08.10 16:36 | t/p | 13 | 0.10 | 115.34 | 114.06 | 115.34 | 41.62 | 1039.22 |
27 | 2006.08.11 04:15 | sell | 14 | 0.10 | 115.47 | 116.27 | 114.99 | ||
28 | 2006.08.11 14:30 | s/l | 14 | 0.10 | 116.27 | 116.27 | 114.99 | -68.79 | 970.43 |
29 | 2006.08.11 19:45 | sell | 15 | 0.10 | 116.30 | 117.10 | 115.82 | ||
30 | 2006.08.16 14:31 | t/p | 15 | 0.10 | 115.82 | 117.10 | 115.82 | 37.07 | 1007.50 |
31 | 2006.08.16 22:15 | sell | 16 | 0.10 | 115.83 | 116.63 | 115.35 | ||
32 | 2006.08.17 09:22 | t/p | 16 | 0.10 | 115.35 | 116.63 | 115.35 | 37.23 | 1044.73 |
33 | 2006.08.17 09:30 | buy | 17 | 0.10 | 115.37 | 114.57 | 115.85 | ||
34 | 2006.08.17 19:07 | t/p | 17 | 0.10 | 115.85 | 114.57 | 115.85 | 41.43 | 1086.16 |
35 | 2006.08.18 04:30 | sell | 18 | 0.10 | 116.03 | 116.83 | 115.55 | ||
36 | 2006.08.18 11:57 | t/p | 18 | 0.10 | 115.55 | 116.83 | 115.55 | 41.54 | 1127.70 |
37 | 2006.08.18 11:57 | buy | 19 | 0.10 | 115.55 | 114.75 | 116.03 | ||
38 | 2006.08.22 00:19 | t/p | 19 | 0.10 | 116.03 | 114.75 | 116.03 | 43.97 | 1171.67 |
39 | 2006.08.22 09:00 | buy | 20 | 0.10 | 116.09 | 115.29 | 116.57 | ||
40 | 2006.08.22 17:40 | t/p | 20 | 0.10 | 116.57 | 115.29 | 116.57 | 41.18 | 1212.85 |
41 | 2006.08.23 07:30 | buy | 21 | 0.10 | 116.42 | 115.62 | 116.90 | ||
42 | 2006.08.25 07:50 | t/p | 21 | 0.10 | 116.90 | 115.62 | 116.90 | 46.26 | 1259.11 |
43 | 2006.08.25 07:50 | sell | 22 | 0.10 | 116.90 | 117.70 | 116.42 | ||
44 | 2006.09.04 06:47 | t/p | 22 | 0.10 | 116.42 | 117.70 | 116.42 | 29.55 | 1288.66 |
45 | 2006.09.05 01:00 | sell | 23 | 0.10 | 116.16 | 116.96 | 115.68 | ||
46 | 2006.09.05 09:08 | t/p | 23 | 0.10 | 115.68 | 116.96 | 115.68 | 41.49 | 1330.15 |
47 | 2006.09.05 21:45 | buy | 24 | 0.10 | 115.94 | 115.14 | 116.42 | ||
48 | 2006.09.06 06:12 | t/p | 24 | 0.10 | 116.42 | 115.14 | 116.42 | 42.53 | 1372.68 |
49 | 2006.09.07 04:45 | sell | 25 | 0.10 | 116.77 | 117.57 | 116.29 | ||
50 | 2006.09.07 11:08 | t/p | 25 | 0.10 | 116.29 | 117.57 | 116.29 | 41.28 | 1413.96 |
51 | 2006.09.07 21:30 | buy | 26 | 0.10 | 116.37 | 115.57 | 116.85 | ||
52 | 2006.09.08 17:06 | t/p | 26 | 0.10 | 116.85 | 115.57 | 116.85 | 42.38 | 1456.34 |
53 | 2006.09.11 00:15 | sell | 27 | 0.10 | 116.98 | 117.78 | 116.50 | ||
54 | 2006.09.11 16:50 | s/l | 27 | 0.10 | 117.78 | 117.78 | 116.50 | -67.92 | 1388.42 |
55 | 2006.09.12 00:00 | sell | 28 | 0.10 | 117.65 | 118.45 | 117.17 | ||
56 | 2006.09.12 23:59 | close at stop | 28 | 0.10 | 117.89 | 118.45 | 117.17 | -20.36 | 1368.06 |