Symbol | USDJPYm (US Dollar vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2006.01.02 00:00 - 2007.03.26 00:00 (2006.01.02 - 2007.03.26) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | InitialLotSize=15; TakeProfitPips=15; StopLoss=0; Slippage=4; PriceVolatilityFactor=1.75; MoneyManagmentCriteria="Money Managment criteria"; RiskPercent=2; UseMoneyManagment=false; BrokerPermitsFractionalLots=true; | ||||
Bars in test | 31133 | Ticks modelled | 1619428 | Modelling quality | 90.00% |
Initial deposit | 10000.00 | ||||
Total net profit | 3882.51 | Gross profit | 4848.53 | Gross loss | -966.02 |
Profit factor | 5.02 | Expected payoff | 149.33 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 882.19 (6.06%) | Relative drawdown | 6.06% (882.19) |
Total trades | 26 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 15 (100.00%) |
Profit trades (% of total) | 24 (92.31%) | Loss trades (% of total) | 2 (7.69%) | ||
Largest | profit trade | 699.45 | loss trade | -882.19 | |
Average | profit trade | 202.02 | loss trade | -483.01 | |
Maximum | consecutive wins (profit in money) | 12 (2210.14) | consecutive losses (loss in money) | 1 (-882.19) | |
Maximal | consecutive profit (count of wins) | 2425.09 (11) | consecutive loss (count of losses) | -882.19 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.01.03 07:37 | buy | 1 | 15.00 | 117.27 | 0.00 | 117.42 | ||
2 | 2006.01.03 14:13 | t/p | 1 | 15.00 | 117.42 | 0.00 | 117.42 | 191.62 | 10191.62 |
3 | 2006.01.03 21:23 | buy | 2 | 15.00 | 116.13 | 0.00 | 116.28 | ||
4 | 2006.01.03 21:38 | t/p | 2 | 15.00 | 116.28 | 0.00 | 116.28 | 193.50 | 10385.12 |
5 | 2006.01.03 21:38 | buy | 3 | 15.00 | 116.31 | 0.00 | 116.46 | ||
6 | 2006.01.26 20:20 | t/p | 3 | 15.00 | 116.46 | 0.00 | 116.46 | 699.45 | 11084.57 |
7 | 2006.02.10 16:32 | buy | 4 | 15.00 | 117.67 | 0.00 | 117.82 | ||
8 | 2006.02.10 19:48 | t/p | 4 | 15.00 | 117.82 | 0.00 | 117.82 | 190.97 | 11275.54 |
9 | 2006.03.09 13:56 | buy | 5 | 15.00 | 117.45 | 0.00 | 117.60 | ||
10 | 2006.03.09 14:17 | t/p | 5 | 15.00 | 117.60 | 0.00 | 117.60 | 191.33 | 11466.87 |
11 | 2006.03.17 15:51 | buy | 6 | 15.00 | 116.21 | 0.00 | 116.36 | ||
12 | 2006.03.20 03:02 | t/p | 6 | 15.00 | 116.36 | 0.00 | 116.36 | 213.62 | 11680.49 |
13 | 2006.03.28 21:20 | sell | 7 | 15.00 | 117.26 | 0.00 | 117.11 | ||
14 | 2006.04.05 04:12 | t/p | 7 | 15.00 | 117.11 | 0.00 | 117.11 | 20.54 | 11701.03 |
15 | 2006.05.19 13:56 | sell | 8 | 15.00 | 111.73 | 0.00 | 111.58 | ||
16 | 2006.05.19 14:51 | t/p | 8 | 15.00 | 111.58 | 0.00 | 111.58 | 201.65 | 11902.68 |
17 | 2006.06.06 18:38 | sell | 9 | 15.00 | 113.11 | 0.00 | 112.96 | ||
18 | 2006.06.07 03:34 | t/p | 9 | 15.00 | 112.96 | 0.00 | 112.96 | 177.76 | 12080.44 |
19 | 2006.06.23 15:06 | sell | 10 | 15.00 | 116.12 | 0.00 | 115.97 | ||
20 | 2006.06.27 03:05 | t/p | 10 | 15.00 | 115.97 | 0.00 | 115.97 | 151.13 | 12231.57 |
21 | 2006.06.27 05:56 | buy | 11 | 15.00 | 116.12 | 0.00 | 116.27 | ||
22 | 2006.06.27 09:31 | t/p | 11 | 15.00 | 116.27 | 0.00 | 116.27 | 193.52 | 12425.09 |
23 | 2006.07.14 06:38 | sell | 12 | 15.00 | 115.54 | 0.00 | 115.39 | ||
24 | 2006.07.27 15:15 | t/p | 12 | 15.00 | 115.39 | 0.00 | 115.39 | -83.83 | 12341.26 |
25 | 2006.07.31 09:41 | buy | 13 | 15.00 | 114.55 | 0.00 | 114.70 | ||
26 | 2006.07.31 19:04 | t/p | 13 | 15.00 | 114.70 | 0.00 | 114.70 | 196.17 | 12537.43 |
27 | 2006.08.08 09:04 | sell | 14 | 15.00 | 115.07 | 0.00 | 114.92 | ||
28 | 2006.08.08 15:07 | t/p | 14 | 15.00 | 114.92 | 0.00 | 114.92 | 195.79 | 12733.22 |
29 | 2006.09.04 17:12 | buy | 15 | 15.00 | 116.05 | 0.00 | 116.20 | ||
30 | 2006.09.06 01:00 | t/p | 15 | 15.00 | 116.20 | 0.00 | 116.20 | 234.11 | 12967.33 |
31 | 2006.11.14 16:43 | buy | 16 | 15.00 | 117.68 | 0.00 | 117.83 | ||
32 | 2006.11.15 06:02 | modify | 16 | 15.00 | 117.68 | 117.68 | 117.83 | ||
33 | 2006.11.15 06:22 | modify | 16 | 15.00 | 117.68 | 117.69 | 117.83 | ||
34 | 2006.11.15 06:31 | modify | 16 | 15.00 | 117.68 | 117.70 | 117.83 | ||
35 | 2006.11.15 06:35 | s/l | 16 | 15.00 | 117.70 | 117.70 | 117.83 | 45.74 | 13013.07 |
36 | 2006.11.22 18:34 | buy | 17 | 15.00 | 116.73 | 0.00 | 116.88 | ||
37 | 2006.11.22 18:48 | t/p | 17 | 15.00 | 116.88 | 0.00 | 116.88 | 192.51 | 13205.58 |
38 | 2006.11.29 14:09 | sell | 18 | 15.00 | 116.28 | 0.00 | 116.13 | ||
39 | 2006.11.29 15:08 | t/p | 18 | 15.00 | 116.13 | 0.00 | 116.13 | 193.76 | 13399.34 |
40 | 2006.12.05 14:44 | buy | 19 | 15.00 | 114.58 | 0.00 | 114.73 | ||
41 | 2006.12.05 14:48 | t/p | 19 | 15.00 | 114.73 | 0.00 | 114.73 | 196.11 | 13595.45 |
42 | 2006.12.05 14:48 | buy | 20 | 15.00 | 114.74 | 0.00 | 114.89 | ||
43 | 2006.12.05 16:01 | t/p | 20 | 15.00 | 114.89 | 0.00 | 114.89 | 195.83 | 13791.28 |
44 | 2006.12.15 14:25 | sell | 21 | 15.00 | 118.16 | 0.00 | 118.01 | ||
45 | 2006.12.15 14:29 | t/p | 21 | 15.00 | 118.01 | 0.00 | 118.01 | 190.69 | 13981.97 |
46 | 2006.12.15 14:29 | sell | 22 | 15.00 | 117.94 | 0.00 | 117.79 | ||
47 | 2006.12.15 14:54 | t/p | 22 | 15.00 | 117.79 | 0.00 | 117.79 | 191.02 | 14172.99 |
48 | 2007.01.03 20:02 | sell | 23 | 15.00 | 119.50 | 0.00 | 119.35 | ||
49 | 2007.01.03 20:59 | t/p | 23 | 15.00 | 119.35 | 0.00 | 119.35 | 188.52 | 14361.51 |
50 | 2007.01.05 08:24 | buy | 24 | 15.00 | 118.33 | 0.00 | 118.48 | ||
51 | 2007.01.05 14:30 | t/p | 24 | 15.00 | 118.48 | 0.00 | 118.48 | 189.89 | 14551.40 |
52 | 2007.01.08 15:58 | sell | 25 | 15.00 | 118.45 | 0.00 | 118.30 | ||
53 | 2007.02.27 19:44 | t/p | 25 | 15.00 | 118.30 | 0.00 | 118.30 | -882.19 | 13669.21 |
54 | 2007.03.13 21:25 | buy | 26 | 15.00 | 116.39 | 0.00 | 116.54 | ||
55 | 2007.03.14 12:59 | t/p | 26 | 15.00 | 116.54 | 0.00 | 116.54 | 213.30 | 13882.51 |