Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 5 Minutes (M5) 2006.11.30 00:00 - 2006.12.25 00:00 (2006.11.30 - 2006.12.25) | ||||
Model | Every tick (based on all available least timeframes with fractal interpolation of every tick) | ||||
Parameters | ExpertName="NewsTrader_v2"; Magic=33333; Slippage=6; Main_Parameters=" Trade Volume & Trade Method"; Lots=0.1; StopTrade=false; Data=" Input Data "; TimeZone=2; TimeGap=10; OrderDuration=15; ProcessTime=2; SessionEnd=23; CalendarName="Calendar1206.txt"; TakeProfit=50; TrailingStop=0; InitialStop=30; BreakEven=0; PendOrdGap=20; DisplayLine=false; DisplayText=false; MM_Parameters=" MoneyManagement by L.Williams "; MM=true; MMRisk=0.15; LossMax=1000; | ||||
Bars in test | 17398 | Ticks modelled | 90393 | Modelling quality | 90.00% |
Initial deposit | 50000.00 | ||||
Total net profit | 710.79 | Gross profit | 1008.64 | Gross loss | -297.85 |
Profit factor | 3.39 | Expected payoff | 142.16 | ||
Absolute drawdown | 207.27 | Maximal drawdown | 207.27 (0.41%) | Relative drawdown | 0.41% (207.27) |
Total trades | 5 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
Largest | profit trade | 356.00 | loss trade | -207.27 | |
Average | profit trade | 336.21 | loss trade | -148.93 | |
Maximum | consecutive wins (profit in money) | 2 (659.77) | consecutive losses (loss in money) | 1 (-207.27) | |
Maximal | consecutive profit (count of wins) | 659.77 (2) | consecutive loss (count of losses) | -207.27 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Lots | Price | S / L | T / P | Profit | Balance |
1 | 2006.12.01 02:20 | buy stop | 1 | 0.80 | 115.92 | 115.62 | 116.42 | ||
2 | 2006.12.01 02:20 | sell stop | 2 | 0.80 | 115.49 | 115.79 | 114.99 | ||
3 | 2006.12.01 02:35 | delete | 1 | 0.80 | 115.92 | 115.62 | 116.42 | ||
4 | 2006.12.01 03:51 | sell | 2 | 0.80 | 115.49 | 115.79 | 114.99 | ||
5 | 2006.12.01 06:55 | s/l | 2 | 0.80 | 115.79 | 115.79 | 114.99 | -207.27 | 49792.73 |
6 | 2006.12.01 14:50 | buy stop | 3 | 0.70 | 116.33 | 116.03 | 116.83 | ||
7 | 2006.12.01 14:50 | sell stop | 4 | 0.70 | 115.90 | 116.20 | 115.40 | ||
8 | 2006.12.01 15:05 | delete | 3 | 0.70 | 116.33 | 116.03 | 116.83 | ||
9 | 2006.12.01 15:05 | delete | 4 | 0.70 | 115.90 | 116.20 | 115.40 | ||
10 | 2006.12.01 16:50 | buy stop | 5 | 0.70 | 116.15 | 115.85 | 116.65 | ||
11 | 2006.12.01 16:50 | sell stop | 6 | 0.70 | 115.72 | 116.02 | 115.22 | ||
12 | 2006.12.01 17:01 | sell | 6 | 0.70 | 115.72 | 116.02 | 115.22 | ||
13 | 2006.12.01 17:01 | delete | 5 | 0.70 | 116.15 | 115.85 | 116.65 | ||
14 | 2006.12.01 17:35 | t/p | 6 | 0.70 | 115.22 | 116.02 | 115.22 | 303.77 | 50096.50 |
15 | 2006.12.01 17:50 | buy stop | 7 | 0.80 | 115.26 | 114.96 | 115.76 | ||
16 | 2006.12.01 17:50 | sell stop | 8 | 0.80 | 114.83 | 115.13 | 114.33 | ||
17 | 2006.12.01 18:04 | buy | 7 | 0.80 | 115.26 | 114.96 | 115.76 | ||
18 | 2006.12.01 18:04 | delete | 8 | 0.80 | 114.83 | 115.13 | 114.33 | ||
19 | 2006.12.04 06:12 | t/p | 7 | 0.80 | 115.76 | 114.96 | 115.76 | 356.00 | 50452.50 |
20 | 2006.12.05 16:50 | buy stop | 9 | 0.80 | 114.94 | 114.64 | 115.44 | ||
21 | 2006.12.05 16:50 | sell stop | 10 | 0.80 | 114.51 | 114.81 | 114.01 | ||
22 | 2006.12.05 17:02 | buy | 9 | 0.80 | 114.94 | 114.64 | 115.44 | ||
23 | 2006.12.05 17:02 | delete | 10 | 0.80 | 114.51 | 114.81 | 114.01 | ||
24 | 2006.12.05 23:00 | close | 9 | 0.80 | 114.81 | 114.64 | 115.44 | -90.58 | 50361.92 |
25 | 2006.12.06 03:20 | buy stop | 11 | 0.80 | 115.17 | 114.87 | 115.67 | ||
26 | 2006.12.06 03:20 | sell stop | 12 | 0.80 | 114.74 | 115.04 | 114.24 | ||
27 | 2006.12.06 03:35 | delete | 11 | 0.80 | 115.17 | 114.87 | 115.67 | ||
28 | 2006.12.06 03:36 | delete | 12 | 0.80 | 114.74 | 115.04 | 114.24 | ||
29 | 2006.12.06 22:50 | buy stop | 13 | 0.80 | 115.45 | 115.15 | 115.95 | ||
30 | 2006.12.06 22:50 | sell stop | 14 | 0.80 | 115.02 | 115.32 | 114.52 | ||
31 | 2006.12.06 23:00 | delete | 13 | 0.80 | 115.45 | 115.15 | 115.95 | ||
32 | 2006.12.06 23:00 | delete | 14 | 0.80 | 115.02 | 115.32 | 114.52 | ||
33 | 2006.12.07 03:20 | buy stop | 15 | 0.80 | 115.36 | 115.06 | 115.86 | ||
34 | 2006.12.07 03:20 | sell stop | 16 | 0.80 | 114.93 | 115.23 | 114.43 | ||
35 | 2006.12.07 03:35 | delete | 15 | 0.80 | 115.36 | 115.06 | 115.86 | ||
36 | 2006.12.07 03:35 | delete | 16 | 0.80 | 114.93 | 115.23 | 114.43 | ||
37 | 2006.12.07 14:50 | buy stop | 17 | 0.80 | 115.24 | 114.94 | 115.74 | ||
38 | 2006.12.07 14:50 | sell stop | 18 | 0.80 | 114.81 | 115.11 | 114.31 | ||
39 | 2006.12.07 15:05 | delete | 17 | 0.80 | 115.24 | 114.94 | 115.74 | ||
40 | 2006.12.07 15:05 | delete | 18 | 0.80 | 114.81 | 115.11 | 114.31 | ||
41 | 2006.12.07 15:35 | buy stop | 19 | 0.80 | 115.30 | 115.00 | 115.80 | ||
42 | 2006.12.07 15:35 | sell stop | 20 | 0.80 | 114.87 | 115.17 | 114.37 | ||
43 | 2006.12.07 15:50 | delete | 19 | 0.80 | 115.30 | 115.00 | 115.80 | ||
44 | 2006.12.07 15:50 | delete | 20 | 0.80 | 114.87 | 115.17 | 114.37 | ||
45 | 2006.12.07 16:20 | buy stop | 21 | 0.80 | 115.21 | 114.91 | 115.71 | ||
46 | 2006.12.07 16:20 | sell stop | 22 | 0.80 | 114.78 | 115.08 | 114.28 | ||
47 | 2006.12.07 16:35 | delete | 21 | 0.80 | 115.21 | 114.91 | 115.71 | ||
48 | 2006.12.07 16:35 | delete | 22 | 0.80 | 114.78 | 115.08 | 114.28 | ||
49 | 2006.12.08 16:20 | buy stop | 23 | 0.80 | 115.22 | 114.92 | 115.72 | ||
50 | 2006.12.08 16:20 | sell stop | 24 | 0.80 | 114.79 | 115.09 | 114.29 | ||
51 | 2006.12.08 16:35 | delete | 23 | 0.80 | 115.22 | 114.92 | 115.72 | ||
52 | 2006.12.08 16:35 | delete | 24 | 0.80 | 114.79 | 115.09 | 114.29 | ||
53 | 2006.12.12 12:20 | buy stop | 25 | 0.80 | 116.99 | 116.69 | 117.49 | ||
54 | 2006.12.12 12:20 | sell stop | 26 | 0.80 | 116.56 | 116.86 | 116.06 | ||
55 | 2006.12.12 12:35 | delete | 25 | 0.80 | 116.99 | 116.69 | 117.49 | ||
56 | 2006.12.12 12:35 | delete | 26 | 0.80 | 116.56 | 116.86 | 116.06 | ||
57 | 2006.12.12 16:20 | buy stop | 27 | 0.80 | 117.27 | 116.97 | 117.77 | ||
58 | 2006.12.12 16:20 | sell stop | 28 | 0.80 | 116.84 | 117.14 | 116.34 | ||
59 | 2006.12.12 16:35 | delete | 27 | 0.80 | 117.27 | 116.97 | 117.77 | ||
60 | 2006.12.12 16:35 | delete | 28 | 0.80 | 116.84 | 117.14 | 116.34 | ||
61 | 2006.12.12 22:05 | buy stop | 29 | 0.80 | 117.11 | 116.81 | 117.61 | ||
62 | 2006.12.12 22:05 | sell stop | 30 | 0.80 | 116.68 | 116.98 | 116.18 | ||
63 | 2006.12.12 22:20 | delete | 29 | 0.80 | 117.11 | 116.81 | 117.61 | ||
64 | 2006.12.12 22:20 | delete | 30 | 0.80 | 116.68 | 116.98 | 116.18 | ||
65 | 2006.12.13 16:20 | buy stop | 31 | 0.80 | 117.60 | 117.30 | 118.10 | ||
66 | 2006.12.13 16:20 | sell stop | 32 | 0.80 | 117.17 | 117.47 | 116.67 | ||
67 | 2006.12.13 16:35 | delete | 31 | 0.80 | 117.60 | 117.30 | 118.10 | ||
68 | 2006.12.13 16:35 | delete | 32 | 0.80 | 117.17 | 117.47 | 116.67 | ||
69 | 2006.12.14 00:35 | buy stop | 33 | 0.80 | 117.72 | 117.42 | 118.22 | ||
70 | 2006.12.14 00:35 | sell stop | 34 | 0.80 | 117.29 | 117.59 | 116.79 | ||
71 | 2006.12.14 00:50 | delete | 33 | 0.80 | 117.72 | 117.42 | 118.22 | ||
72 | 2006.12.14 00:51 | delete | 34 | 0.80 | 117.29 | 117.59 | 116.79 | ||
73 | 2006.12.14 11:20 | buy stop | 35 | 0.80 | 117.63 | 117.33 | 118.13 | ||
74 | 2006.12.14 11:20 | sell stop | 36 | 0.80 | 117.20 | 117.50 | 116.70 | ||
75 | 2006.12.14 11:35 | delete | 35 | 0.80 | 117.63 | 117.33 | 118.13 | ||
76 | 2006.12.14 11:35 | delete | 36 | 0.80 | 117.20 | 117.50 | 116.70 | ||
77 | 2006.12.14 12:20 | buy stop | 37 | 0.80 | 117.63 | 117.33 | 118.13 | ||
78 | 2006.12.14 12:20 | sell stop | 38 | 0.80 | 117.20 | 117.50 | 116.70 | ||
79 | 2006.12.14 12:35 | delete | 37 | 0.80 | 117.63 | 117.33 | 118.13 | ||
80 | 2006.12.14 12:35 | delete | 38 | 0.80 | 117.20 | 117.50 | 116.70 | ||
81 | 2006.12.15 02:40 | buy stop | 39 | 0.80 | 118.12 | 117.82 | 118.62 | ||
82 | 2006.12.15 02:40 | sell stop | 40 | 0.80 | 117.69 | 117.99 | 117.19 | ||
83 | 2006.12.15 02:55 | delete | 39 | 0.80 | 118.12 | 117.82 | 118.62 | ||
84 | 2006.12.15 02:55 | delete | 40 | 0.80 | 117.69 | 117.99 | 117.19 | ||
85 | 2006.12.15 16:20 | buy stop | 41 | 0.80 | 117.80 | 117.50 | 118.30 | ||
86 | 2006.12.15 16:20 | sell stop | 42 | 0.80 | 117.37 | 117.67 | 116.87 | ||
87 | 2006.12.15 16:35 | delete | 41 | 0.80 | 117.80 | 117.50 | 118.30 | ||
88 | 2006.12.15 16:35 | delete | 42 | 0.80 | 117.37 | 117.67 | 116.87 | ||
89 | 2006.12.15 16:50 | buy stop | 43 | 0.80 | 117.70 | 117.40 | 118.20 | ||
90 | 2006.12.15 16:50 | sell stop | 44 | 0.80 | 117.27 | 117.57 | 116.77 | ||
91 | 2006.12.15 16:59 | buy | 43 | 0.80 | 117.70 | 117.40 | 118.20 | ||
92 | 2006.12.15 16:59 | delete | 44 | 0.80 | 117.27 | 117.57 | 116.77 | ||
93 | 2006.12.18 17:06 | t/p | 43 | 0.80 | 118.20 | 117.40 | 118.20 | 348.87 | 50710.79 |
94 | 2006.12.19 14:50 | buy stop | 45 | 0.80 | 118.29 | 117.99 | 118.79 | ||
95 | 2006.12.19 14:50 | sell stop | 46 | 0.80 | 117.86 | 118.16 | 117.36 | ||
96 | 2006.12.19 15:05 | delete | 45 | 0.80 | 118.29 | 117.99 | 118.79 | ||
97 | 2006.12.19 15:05 | delete | 46 | 0.80 | 117.86 | 118.16 | 117.36 | ||
98 | 2006.12.19 16:20 | buy stop | 47 | 0.80 | 118.37 | 118.07 | 118.87 | ||
99 | 2006.12.19 16:20 | sell stop | 48 | 0.80 | 117.94 | 118.24 | 117.44 | ||
100 | 2006.12.19 16:35 | delete | 47 | 0.80 | 118.37 | 118.07 | 118.87 | ||
101 | 2006.12.19 16:35 | delete | 48 | 0.80 | 117.94 | 118.24 | 117.44 | ||
102 | 2006.12.20 12:20 | buy stop | 49 | 0.80 | 118.32 | 118.02 | 118.82 | ||
103 | 2006.12.20 12:20 | sell stop | 50 | 0.80 | 117.89 | 118.19 | 117.39 | ||
104 | 2006.12.20 12:35 | delete | 49 | 0.80 | 118.32 | 118.02 | 118.82 | ||
105 | 2006.12.20 12:36 | delete | 50 | 0.80 | 117.89 | 118.19 | 117.39 | ||
106 | 2006.12.21 00:35 | buy stop | 51 | 0.80 | 118.62 | 118.32 | 119.12 | ||
107 | 2006.12.21 00:35 | sell stop | 52 | 0.80 | 118.19 | 118.49 | 117.69 | ||
108 | 2006.12.21 00:50 | delete | 51 | 0.80 | 118.62 | 118.32 | 119.12 | ||
109 | 2006.12.21 00:50 | delete | 52 | 0.80 | 118.19 | 118.49 | 117.69 | ||
110 | 2006.12.21 16:20 | buy stop | 53 | 0.80 | 118.59 | 118.29 | 119.09 | ||
111 | 2006.12.21 16:20 | sell stop | 54 | 0.80 | 118.16 | 118.46 | 117.66 | ||
112 | 2006.12.21 16:35 | delete | 53 | 0.80 | 118.59 | 118.29 | 119.09 | ||
113 | 2006.12.21 16:35 | delete | 54 | 0.80 | 118.16 | 118.46 | 117.66 | ||
114 | 2006.12.22 16:20 | buy stop | 55 | 0.80 | 118.69 | 118.39 | 119.19 | ||
115 | 2006.12.22 16:20 | sell stop | 56 | 0.80 | 118.26 | 118.56 | 117.76 | ||
116 | 2006.12.22 16:35 | delete | 55 | 0.80 | 118.69 | 118.39 | 119.19 | ||
117 | 2006.12.22 16:36 | delete | 56 | 0.80 | 118.26 | 118.56 | 117.76 |