Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2006.11.01 00:00 - 2006.12.01 00:00 (2006.11.01 - 2006.12.01) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | Lots=1; MaximumRisk=0.3; DecreaseFactor=3; PrefSettings=false; MM=true; AccountIsMicro=false; TakeProfit=42; StopLoss=60; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=4; SMA2Bars=5; Percent=0.0041; EnvelopePeriod=2; OSMAFast=10; OSMASlow=30; 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=16; Slow_Price=1; DVBuySell=0.0046; DVStayOut=0.021; | ||||
Bars in test | 60924 | Ticks modelled | 155563 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 43821.34 | Gross profit | 59062.85 | Gross loss | -15241.52 |
Profit factor | 3.88 | Expected payoff | 1685.44 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 12129.15 (27.65%) | Relative drawdown | 27.65% (12129.15) |
Total trades | 26 | Short positions (won %) | 13 (92.31%) | Long positions (won %) | 13 (76.92%) |
Profit trades (% of total) | 22 (84.62%) | Loss trades (% of total) | 4 (15.38%) | ||
Largest | profit trade | 5359.54 | loss trade | -6290.37 | |
Average | profit trade | 2684.68 | loss trade | -3810.38 | |
Maximum | consecutive wins (profit in money) | 12 (31089.27) | consecutive losses (loss in money) | 2 (-12129.15) | |
Maximal | consecutive profit (count of wins) | 31089.27 (12) | consecutive loss (count of losses) | -12129.15 (2) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.11.01 09:45 | sell | 1 | 3.00 | 117.03 | 117.63 | 116.61 | ||
2 | 2006.11.01 17:04 | t/p | 1 | 3.00 | 116.61 | 117.63 | 116.61 | 1080.61 | 11080.61 |
3 | 2006.11.01 17:15 | buy | 2 | 3.30 | 116.79 | 116.19 | 117.21 | ||
4 | 2006.11.02 00:51 | t/p | 2 | 3.30 | 117.21 | 116.19 | 117.21 | 1298.35 | 12378.96 |
5 | 2006.11.02 01:45 | sell | 3 | 3.70 | 117.20 | 117.80 | 116.78 | ||
6 | 2006.11.02 12:05 | t/p | 3 | 3.70 | 116.78 | 117.80 | 116.78 | 1330.82 | 13709.78 |
7 | 2006.11.02 12:05 | buy | 4 | 4.10 | 116.77 | 116.17 | 117.19 | ||
8 | 2006.11.02 19:43 | t/p | 4 | 4.10 | 117.19 | 116.17 | 117.19 | 1469.41 | 15179.19 |
9 | 2006.11.02 23:15 | sell | 5 | 4.60 | 117.14 | 117.74 | 116.72 | ||
10 | 2006.11.03 14:32 | s/l | 5 | 4.60 | 117.74 | 117.74 | 116.72 | -2403.93 | 12775.26 |
11 | 2006.11.03 22:45 | buy | 6 | 3.80 | 118.01 | 117.41 | 118.43 | ||
12 | 2006.11.06 14:15 | t/p | 6 | 3.80 | 118.43 | 117.41 | 118.43 | 1392.03 | 14167.29 |
13 | 2006.11.06 17:30 | sell | 7 | 4.30 | 118.38 | 118.98 | 117.96 | ||
14 | 2006.11.07 05:09 | t/p | 7 | 4.30 | 117.96 | 118.98 | 117.96 | 1475.28 | 15642.57 |
15 | 2006.11.07 11:30 | sell | 8 | 4.70 | 117.90 | 118.50 | 117.48 | ||
16 | 2006.11.07 15:30 | t/p | 8 | 4.70 | 117.48 | 118.50 | 117.48 | 1680.28 | 17322.85 |
17 | 2006.11.08 03:00 | buy | 9 | 5.20 | 117.65 | 117.05 | 118.07 | ||
18 | 2006.11.09 12:03 | t/p | 9 | 5.20 | 118.07 | 117.05 | 118.07 | 2032.01 | 19354.86 |
19 | 2006.11.09 13:00 | sell | 10 | 5.80 | 118.12 | 118.72 | 117.70 | ||
20 | 2006.11.10 02:34 | t/p | 10 | 5.80 | 117.70 | 118.72 | 117.70 | 1994.29 | 21349.15 |
21 | 2006.11.10 09:00 | sell | 11 | 6.40 | 117.60 | 118.20 | 117.18 | ||
22 | 2006.11.13 02:39 | t/p | 11 | 6.40 | 117.18 | 118.20 | 117.18 | 2210.93 | 23560.08 |
23 | 2006.11.13 02:39 | buy | 12 | 7.10 | 117.17 | 116.57 | 117.59 | ||
24 | 2006.11.13 10:31 | t/p | 12 | 7.10 | 117.59 | 116.57 | 117.59 | 2535.71 | 26095.79 |
25 | 2006.11.13 22:30 | sell | 13 | 7.80 | 118.13 | 118.73 | 117.71 | ||
26 | 2006.11.14 00:57 | t/p | 13 | 7.80 | 117.71 | 118.73 | 117.71 | 2682.21 | 28778.00 |
27 | 2006.11.14 15:15 | buy | 14 | 8.60 | 117.37 | 116.77 | 117.79 | ||
28 | 2006.11.14 16:13 | t/p | 14 | 8.60 | 117.79 | 116.77 | 117.79 | 3066.48 | 31844.48 |
29 | 2006.11.14 19:00 | buy | 15 | 9.60 | 117.69 | 117.09 | 118.11 | ||
30 | 2006.11.15 11:38 | t/p | 15 | 9.60 | 118.11 | 117.09 | 118.11 | 3525.93 | 35370.41 |
31 | 2006.11.15 23:15 | buy | 16 | 10.60 | 117.96 | 117.36 | 118.38 | ||
32 | 2006.11.17 05:41 | t/p | 16 | 10.60 | 118.38 | 117.36 | 118.38 | 4257.10 | 39627.51 |
33 | 2006.11.17 05:41 | sell | 17 | 11.90 | 118.39 | 118.99 | 117.97 | ||
34 | 2006.11.17 15:57 | t/p | 17 | 11.90 | 117.97 | 118.99 | 117.97 | 4237.02 | 43864.53 |
35 | 2006.11.17 16:15 | buy | 18 | 13.20 | 117.87 | 117.27 | 118.29 | ||
36 | 2006.11.22 12:09 | s/l | 18 | 13.20 | 117.27 | 117.27 | 118.29 | -6290.37 | 37574.17 |
37 | 2006.11.23 02:15 | buy | 19 | 11.30 | 116.73 | 116.13 | 117.15 | ||
38 | 2006.11.23 16:10 | s/l | 19 | 11.30 | 116.13 | 116.13 | 117.15 | -5838.78 | 31735.39 |
39 | 2006.11.23 21:45 | sell | 20 | 3.20 | 116.23 | 116.83 | 115.81 | ||
40 | 2006.11.24 09:34 | t/p | 20 | 3.20 | 115.81 | 116.83 | 115.81 | 1119.13 | 32854.52 |
41 | 2006.11.24 22:15 | sell | 21 | 9.90 | 115.84 | 116.44 | 115.42 | ||
42 | 2006.11.27 00:15 | t/p | 21 | 9.90 | 115.42 | 116.44 | 115.42 | 3474.15 | 36328.67 |
43 | 2006.11.27 00:15 | buy | 22 | 10.90 | 115.41 | 114.81 | 115.83 | ||
44 | 2006.11.27 05:47 | t/p | 22 | 10.90 | 115.83 | 114.81 | 115.83 | 3952.00 | 40280.67 |
45 | 2006.11.27 13:45 | sell | 23 | 12.10 | 116.09 | 116.69 | 115.67 | ||
46 | 2006.11.29 02:16 | t/p | 23 | 12.10 | 115.67 | 116.69 | 115.67 | 4079.03 | 44359.70 |
47 | 2006.11.29 02:30 | buy | 24 | 13.30 | 115.68 | 115.08 | 116.10 | ||
48 | 2006.11.29 09:18 | t/p | 24 | 13.30 | 116.10 | 115.08 | 116.10 | 4810.54 | 49170.24 |
49 | 2006.11.30 02:15 | sell | 25 | 14.80 | 116.41 | 117.01 | 115.99 | ||
50 | 2006.11.30 16:01 | t/p | 25 | 14.80 | 115.99 | 117.01 | 115.99 | 5359.54 | 54529.78 |
51 | 2006.11.30 16:15 | buy | 26 | 16.40 | 115.79 | 115.19 | 116.21 | ||
52 | 2006.11.30 23:59 | close at stop | 26 | 16.40 | 115.74 | 115.19 | 116.21 | -708.44 | 53821.34 |