Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 4 Hours (H4) 2006.07.03 00:00 - 2006.11.16 00:00 (2006.07.01 - 2006.11.16) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | MagicNumber=12345; TrailingStop=0; StopLoss=2000; TakeProfit=2000; ratio=0.1; ratioall=999; Trend_Strength_1=0.25; Trend_Strength_2=0.25; Trend_Strength_3=0.5; Trend_Strength_4=0.5; Trend_Strength_5=1; Trend_Strength_6=1; Ema_1=96; Ema_2=288; Ema_3=864; Ema_4=2592; EmaShift=0; CciPer=18; CciLagPer=3; Cci_Level1=50; Cci_Level2=100; Cci_Level3=150; EnvelopePeriod=2; Percent=0.0032; OSMAFast=5; OSMASlow=30; OSMASignal=2; LotSize=0.1; Slippage=3; OneEntryPerBar=true; LotIncrease=true; | ||||
Bars in test | 12125 | Ticks modelled | 481262 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 4606.21 | Gross profit | 4629.11 | Gross loss | -22.90 |
Profit factor | 202.14 | Expected payoff | 78.07 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 22.90 (0.17%) | Relative drawdown | 0.17% (22.90) |
Total trades | 59 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 59 (98.31%) |
Profit trades (% of total) | 58 (98.31%) | Loss trades (% of total) | 1 (1.69%) | ||
Largest | profit trade | 148.69 | loss trade | -22.90 | |
Average | profit trade | 79.81 | loss trade | -22.90 | |
Maximum | consecutive wins (profit in money) | 43 (3473.03) | consecutive losses (loss in money) | 1 (-22.90) | |
Maximal | consecutive profit (count of wins) | 3473.03 (43) | consecutive loss (count of losses) | -22.90 (1) | |
Average | consecutive wins | 29 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.07.28 04:00 | buy | 1 | 0.10 | 115.93 | 95.93 | 135.93 | ||
2 | 2006.07.28 12:00 | buy | 2 | 0.10 | 115.50 | 95.50 | 135.50 | ||
3 | 2006.07.31 12:00 | buy | 3 | 0.10 | 114.44 | 94.44 | 134.44 | ||
4 | 2006.08.01 04:00 | buy | 4 | 0.10 | 114.68 | 94.68 | 134.68 | ||
5 | 2006.08.01 16:00 | buy | 5 | 0.10 | 115.01 | 95.01 | 135.01 | ||
6 | 2006.08.02 16:00 | buy | 6 | 0.10 | 114.70 | 94.70 | 134.70 | ||
7 | 2006.08.03 12:00 | buy | 7 | 0.10 | 115.14 | 95.14 | 135.14 | ||
8 | 2006.08.07 00:00 | buy | 8 | 0.10 | 114.27 | 94.27 | 134.27 | ||
9 | 2006.08.08 08:00 | buy | 9 | 0.10 | 115.23 | 95.23 | 135.23 | ||
10 | 2006.08.08 20:00 | buy | 10 | 0.10 | 115.11 | 95.11 | 135.11 | ||
11 | 2006.08.09 16:00 | buy | 11 | 0.10 | 115.19 | 95.19 | 135.19 | ||
12 | 2006.08.10 08:00 | buy | 12 | 0.10 | 115.22 | 95.22 | 135.22 | ||
13 | 2006.08.10 20:00 | buy | 13 | 0.10 | 115.51 | 95.51 | 135.51 | ||
14 | 2006.08.11 10:30 | close | 13 | 0.10 | 115.97 | 95.51 | 135.51 | 40.02 | 10040.02 |
15 | 2006.08.11 10:30 | close | 12 | 0.10 | 115.97 | 95.22 | 135.22 | 65.02 | 10105.04 |
16 | 2006.08.11 10:30 | close | 11 | 0.10 | 115.97 | 95.19 | 135.19 | 68.66 | 10173.70 |
17 | 2006.08.11 10:30 | close | 10 | 0.10 | 115.97 | 95.11 | 135.11 | 75.91 | 10249.61 |
18 | 2006.08.11 10:30 | close | 9 | 0.10 | 115.97 | 95.23 | 135.23 | 65.56 | 10315.16 |
19 | 2006.08.11 10:30 | close | 8 | 0.10 | 115.97 | 94.27 | 134.27 | 148.69 | 10463.85 |
20 | 2006.08.11 10:30 | close | 7 | 0.10 | 115.97 | 95.14 | 135.14 | 74.37 | 10538.22 |
21 | 2006.08.11 10:30 | close | 6 | 0.10 | 115.97 | 94.70 | 134.70 | 113.36 | 10651.57 |
22 | 2006.08.11 10:30 | close | 5 | 0.10 | 115.97 | 95.01 | 135.01 | 86.98 | 10738.55 |
23 | 2006.08.11 10:30 | close | 4 | 0.10 | 115.97 | 94.68 | 134.68 | 115.44 | 10853.98 |
24 | 2006.08.11 10:30 | close | 3 | 0.10 | 115.97 | 94.44 | 134.44 | 136.47 | 10990.46 |
25 | 2006.08.11 10:30 | close | 2 | 0.10 | 115.97 | 95.50 | 135.50 | 45.42 | 11035.88 |
26 | 2006.08.11 10:30 | close | 1 | 0.10 | 115.97 | 95.93 | 135.93 | 8.34 | 11044.23 |
27 | 2006.08.11 12:00 | buy | 14 | 0.10 | 116.01 | 96.01 | 136.01 | ||
28 | 2006.08.11 16:00 | buy | 15 | 0.10 | 116.06 | 96.06 | 136.06 | ||
29 | 2006.08.11 20:00 | buy | 16 | 0.10 | 116.37 | 96.37 | 136.37 | ||
30 | 2006.08.14 00:00 | buy | 17 | 0.10 | 116.41 | 96.41 | 136.41 | ||
31 | 2006.08.14 12:00 | buy | 18 | 0.10 | 116.59 | 96.59 | 136.59 | ||
32 | 2006.08.15 20:00 | buy | 19 | 0.10 | 116.06 | 96.06 | 136.06 | ||
33 | 2006.08.16 20:00 | buy | 20 | 0.10 | 115.86 | 95.86 | 135.86 | ||
34 | 2006.08.17 20:00 | buy | 21 | 0.10 | 116.17 | 96.17 | 136.17 | ||
35 | 2006.08.18 16:00 | buy | 22 | 0.10 | 115.65 | 95.65 | 135.65 | ||
36 | 2006.08.21 16:00 | buy | 23 | 0.10 | 115.72 | 95.72 | 135.72 | ||
37 | 2006.08.24 04:00 | buy | 24 | 0.10 | 116.47 | 96.47 | 136.47 | ||
38 | 2006.08.24 12:00 | buy | 25 | 0.10 | 116.45 | 96.45 | 136.45 | ||
39 | 2006.08.25 04:00 | buy | 26 | 0.10 | 116.61 | 96.61 | 136.61 | ||
40 | 2006.08.25 08:00 | buy | 27 | 0.10 | 116.95 | 96.95 | 136.95 | ||
41 | 2006.08.25 08:30 | close | 27 | 0.10 | 117.17 | 96.95 | 136.95 | 18.78 | 11063.01 |
42 | 2006.08.25 08:30 | close | 26 | 0.10 | 117.17 | 96.61 | 136.61 | 47.79 | 11110.80 |
43 | 2006.08.25 08:30 | close | 25 | 0.10 | 117.17 | 96.45 | 136.45 | 61.80 | 11172.60 |
44 | 2006.08.25 08:30 | close | 24 | 0.10 | 117.17 | 96.47 | 136.47 | 60.09 | 11232.69 |
45 | 2006.08.25 08:30 | close | 23 | 0.10 | 117.17 | 95.72 | 135.72 | 125.85 | 11358.53 |
46 | 2006.08.25 08:30 | close | 22 | 0.10 | 117.17 | 95.65 | 135.65 | 132.18 | 11490.71 |
47 | 2006.08.25 08:30 | close | 21 | 0.10 | 117.17 | 96.17 | 136.17 | 88.15 | 11578.86 |
48 | 2006.08.25 08:30 | close | 20 | 0.10 | 117.17 | 95.86 | 135.86 | 115.65 | 11694.50 |
49 | 2006.08.25 08:30 | close | 19 | 0.10 | 117.17 | 96.06 | 136.06 | 98.93 | 11793.43 |
50 | 2006.08.25 08:30 | close | 18 | 0.10 | 117.17 | 96.59 | 136.59 | 54.04 | 11847.47 |
51 | 2006.08.25 08:30 | close | 17 | 0.10 | 117.17 | 96.41 | 136.41 | 69.40 | 11916.88 |
52 | 2006.08.25 08:30 | close | 16 | 0.10 | 117.17 | 96.37 | 136.37 | 73.17 | 11990.05 |
53 | 2006.08.25 08:30 | close | 15 | 0.10 | 117.17 | 96.06 | 136.06 | 99.62 | 12089.68 |
54 | 2006.08.25 08:30 | close | 14 | 0.10 | 117.17 | 96.01 | 136.01 | 103.89 | 12193.57 |
55 | 2006.08.25 20:00 | buy | 28 | 0.10 | 117.36 | 97.36 | 137.36 | ||
56 | 2006.08.28 16:00 | buy | 29 | 0.10 | 117.09 | 97.09 | 137.09 | ||
57 | 2006.08.29 20:00 | buy | 30 | 0.10 | 116.98 | 96.98 | 136.98 | ||
58 | 2006.08.30 04:00 | buy | 31 | 0.10 | 116.82 | 96.82 | 136.82 | ||
59 | 2006.08.30 16:00 | buy | 32 | 0.10 | 117.07 | 97.07 | 137.07 | ||
60 | 2006.08.30 20:00 | buy | 33 | 0.10 | 117.20 | 97.20 | 137.20 | ||
61 | 2006.08.31 20:00 | buy | 34 | 0.10 | 117.48 | 97.48 | 137.48 | ||
62 | 2006.09.01 08:00 | buy | 35 | 0.10 | 117.32 | 97.32 | 137.32 | ||
63 | 2006.09.01 16:00 | buy | 36 | 0.10 | 117.42 | 97.42 | 137.42 | ||
64 | 2006.09.06 20:00 | buy | 37 | 0.10 | 116.80 | 96.80 | 136.80 | ||
65 | 2006.09.07 20:00 | buy | 38 | 0.10 | 116.41 | 96.41 | 136.41 | ||
66 | 2006.09.08 12:00 | buy | 39 | 0.10 | 116.43 | 96.43 | 136.43 | ||
67 | 2006.09.08 16:00 | buy | 40 | 0.10 | 116.73 | 96.73 | 136.73 | ||
68 | 2006.09.11 08:00 | buy | 41 | 0.10 | 116.91 | 96.91 | 136.91 | ||
69 | 2006.09.11 12:00 | buy | 42 | 0.10 | 117.29 | 97.29 | 137.29 | ||
70 | 2006.09.12 12:00 | buy | 43 | 0.10 | 117.64 | 97.64 | 137.64 | ||
71 | 2006.09.12 18:35 | close | 43 | 0.10 | 117.97 | 97.64 | 137.64 | 27.97 | 12221.54 |
72 | 2006.09.12 18:35 | close | 42 | 0.10 | 117.97 | 97.29 | 137.29 | 57.99 | 12279.53 |
73 | 2006.09.12 18:35 | close | 41 | 0.10 | 117.97 | 96.91 | 136.91 | 90.20 | 12369.73 |
74 | 2006.09.12 18:35 | close | 40 | 0.10 | 117.97 | 96.73 | 136.73 | 105.81 | 12475.54 |
75 | 2006.09.12 18:35 | close | 39 | 0.10 | 117.97 | 96.43 | 136.43 | 131.24 | 12606.78 |
76 | 2006.09.12 18:35 | close | 38 | 0.10 | 117.97 | 96.41 | 136.41 | 133.29 | 12740.07 |
77 | 2006.09.12 18:35 | close | 37 | 0.10 | 117.97 | 96.80 | 136.80 | 101.28 | 12841.35 |
78 | 2006.09.12 18:35 | close | 36 | 0.10 | 117.97 | 97.42 | 137.42 | 49.77 | 12891.11 |
79 | 2006.09.12 18:35 | close | 35 | 0.10 | 117.97 | 97.32 | 137.32 | 58.25 | 12949.36 |
80 | 2006.09.12 18:35 | close | 34 | 0.10 | 117.97 | 97.48 | 137.48 | 45.04 | 12994.39 |
81 | 2006.09.12 18:35 | close | 33 | 0.10 | 117.97 | 97.20 | 137.20 | 69.81 | 13064.21 |
82 | 2006.09.12 18:35 | close | 32 | 0.10 | 117.97 | 97.07 | 137.07 | 80.83 | 13145.04 |
83 | 2006.09.12 18:35 | close | 31 | 0.10 | 117.97 | 96.82 | 136.82 | 102.02 | 13247.07 |
84 | 2006.09.12 18:35 | close | 30 | 0.10 | 117.97 | 96.98 | 136.98 | 88.81 | 13335.88 |
85 | 2006.09.12 18:35 | close | 29 | 0.10 | 117.97 | 97.09 | 137.09 | 79.84 | 13415.73 |
86 | 2006.09.12 18:35 | close | 28 | 0.10 | 117.97 | 97.36 | 137.36 | 57.30 | 13473.03 |
87 | 2006.09.14 08:00 | buy | 44 | 0.10 | 117.60 | 97.60 | 137.60 | ||
88 | 2006.09.15 00:00 | buy | 45 | 0.10 | 117.60 | 97.60 | 137.60 | ||
89 | 2006.09.15 04:00 | buy | 46 | 0.10 | 117.73 | 97.73 | 137.73 | ||
90 | 2006.09.15 12:00 | buy | 47 | 0.10 | 117.58 | 97.58 | 137.58 | ||
91 | 2006.09.20 08:00 | buy | 48 | 0.10 | 117.36 | 97.36 | 137.36 | ||
92 | 2006.09.22 12:00 | buy | 49 | 0.10 | 116.46 | 96.46 | 136.46 | ||
93 | 2006.09.25 00:00 | buy | 50 | 0.10 | 116.50 | 96.50 | 136.50 | ||
94 | 2006.09.25 20:00 | buy | 51 | 0.10 | 116.57 | 96.57 | 136.57 | ||
95 | 2006.09.26 00:00 | buy | 52 | 0.10 | 116.59 | 96.59 | 136.59 | ||
96 | 2006.09.26 08:00 | buy | 53 | 0.10 | 116.53 | 96.53 | 136.53 | ||
97 | 2006.09.26 16:00 | buy | 54 | 0.10 | 116.60 | 96.60 | 136.60 | ||
98 | 2006.09.27 20:00 | buy | 55 | 0.10 | 117.56 | 97.56 | 137.56 | ||
99 | 2006.09.28 12:00 | buy | 56 | 0.10 | 117.72 | 97.72 | 137.72 | ||
100 | 2006.09.28 20:00 | buy | 57 | 0.10 | 117.91 | 97.91 | 137.91 | ||
101 | 2006.11.15 08:00 | buy | 58 | 0.10 | 117.90 | 97.90 | 137.90 | ||
102 | 2006.11.15 12:00 | buy | 59 | 0.10 | 118.19 | 98.19 | 138.19 | ||
103 | 2006.11.15 23:59 | close at stop | 59 | 0.10 | 117.92 | 98.19 | 138.19 | -22.90 | 13450.13 |
104 | 2006.11.15 23:59 | close at stop | 58 | 0.10 | 117.92 | 97.90 | 137.90 | 1.70 | 13451.83 |
105 | 2006.11.15 23:59 | close at stop | 57 | 0.10 | 117.92 | 97.91 | 137.91 | 16.93 | 13468.76 |
106 | 2006.11.15 23:59 | close at stop | 56 | 0.10 | 117.92 | 97.72 | 137.72 | 33.04 | 13501.80 |
107 | 2006.11.15 23:59 | close at stop | 55 | 0.10 | 117.92 | 97.56 | 137.56 | 47.66 | 13549.46 |
108 | 2006.11.15 23:59 | close at stop | 54 | 0.10 | 117.92 | 96.60 | 136.60 | 129.42 | 13678.88 |
109 | 2006.11.15 23:59 | close at stop | 53 | 0.10 | 117.92 | 96.53 | 136.53 | 135.36 | 13814.24 |
110 | 2006.11.15 23:59 | close at stop | 52 | 0.10 | 117.92 | 96.59 | 136.59 | 130.27 | 13944.51 |
111 | 2006.11.15 23:59 | close at stop | 51 | 0.10 | 117.92 | 96.57 | 136.57 | 132.31 | 14076.82 |
112 | 2006.11.15 23:59 | close at stop | 50 | 0.10 | 117.92 | 96.50 | 136.50 | 138.25 | 14215.07 |
113 | 2006.11.15 23:59 | close at stop | 49 | 0.10 | 117.92 | 96.46 | 136.46 | 141.99 | 14357.06 |
114 | 2006.11.15 23:59 | close at stop | 48 | 0.10 | 117.92 | 97.36 | 137.36 | 67.07 | 14424.13 |
115 | 2006.11.15 23:59 | close at stop | 47 | 0.10 | 117.92 | 97.58 | 137.58 | 49.46 | 14473.59 |
116 | 2006.11.15 23:59 | close at stop | 46 | 0.10 | 117.92 | 97.73 | 137.73 | 36.74 | 14510.32 |
117 | 2006.11.15 23:59 | close at stop | 45 | 0.10 | 117.92 | 97.60 | 137.60 | 47.77 | 14558.09 |
118 | 2006.11.15 23:59 | close at stop | 44 | 0.10 | 117.92 | 97.60 | 137.60 | 48.12 | 14606.21 |