Symbol | USDJPYm (US Dollar vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2008.01.06 23:00 - 2008.01.17 23:45 (2008.01.06 - 2008.01.18) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Debug=false; MagicID=12345; MoneyManagement="-------------------------------------"; Lots=1; mm0="MM Method"; mm1=" 1. Use Lots"; mm2=" 2. NIX version"; mm3=" 3. Burn0050 version"; mm4=" 4. NIX new version w/stoploss"; MM_Method=2; AccountIsMini=true; Risk=20; MIN_lots=8; MAX_lots=100; s0="---StopLoss Method---"; s1=" 1. User Input"; s2=" 2. Candle High/Low + UserInput"; s3=" 3. Candle High/Low + Spread"; StopLossMethod=1; StopLoss=25; TakeProfit=69; z0="---ZigZag settings---"; z1="---ZigZag Pointer---"; ExtDepth=24; ExtDeviation=16; ExtBackstep=20; z2="NonLagZigZag_v2"; Price=0; Length=100; PctFilter=2; f0="---FilterMethods---"; f1=" All useYyy switches require"; f2=" 0 for false and 1 for true"; useWick=0; useHA=0; useHAS=0; useStoch=0; useCCI=0; useNonLagDot=1; useQQE=0; useNonLagMA=0; f3="---Exit Methods---"; useZigZag_Exit=0; useHA_Exit=0; useHAS_Exit=0; useStoch_Exit=0; useCCI_Exit=0; useNonLagDot_Exit=0; useQQE_Exit=0; useNonLagMA_Exit=0; f="Wick"; Wick=0; w1="Wait how many candles for confirmation"; WaitSignal=4; h1="Heiken Ashi Smoothed"; has="HAS Inputs"; MaMethod=2; MaPeriod=6; MaMethod2=3; MaPeriod2=2; sto0="Stochastic Inputs"; K_Period=14; D_Period=3; Slowing=3; sto1="Price Mode"; sto2=" 0 - Low/High"; sto3=" 1 - Close/Close"; StochPrice=1; StochBuyLevel=20; StochSellLevel=80; cci="CCI Inputs"; CCI_Period=34; p="--Applied Price Types--"; p0=" 0 = close"; p1=" 1 = open"; p2=" 2 = high"; p3=" 3 = low"; p4=" 4 = median(high+low)/2"; p5=" 5 = typical(high+low+close)/3"; p6=" 6 = weighted(high+low+close+close)/4"; CCI_Price=5; CCI_BuyCrossLevel=0; CCI_SellCrossLevel=0; dt0="NonLagDots settings"; NLD_Price=0; NLD_Length=24; NLD_Displace=0; NLD_Filter=0; NLD_Color=1; NLD_ColorBarBack=0; NLD_Deviation=0; nl0="NonLagMA settings"; sPrice=0; sLength=55; sPctFilter=0; sDeviation=0; ts0="---TrailingStop Method---"; ts1=" 1. None"; ts2=" 2. PriceChannelStop"; ts3=" 3. Breakeven + Lock"; ts4=" 4. Delayed at input"; ts5=" 5. Trail immediately"; TrailingStopMethod=5; ts6="2. PriceChannelStop"; Trigger=10; ts7="3. Breakeven at input settings"; BreakEvenLevel=30; LockInPips=5; ts8="4. Delayed at input setting"; BeginTrailingStop=35; SignalCandle=1; | ||||
Bars in test | 1862 | Ticks modelled | 92758 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 2000.00 | ||||
Total net profit | 3295.65 | Gross profit | 3867.90 | Gross loss | -572.25 |
Profit factor | 6.76 | Expected payoff | 299.60 | ||
Absolute drawdown | 58.47 | Maximal drawdown | 421.12 (9.36%) | Relative drawdown | 14.88% (378.62) |
Total trades | 11 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 8 (72.73%) | Loss trades (% of total) | 3 (27.27%) | ||
Largest | profit trade | 616.09 | loss trade | -236.22 | |
Average | profit trade | 483.49 | loss trade | -190.75 | |
Maximum | consecutive wins (profit in money) | 5 (2193.92) | consecutive losses (loss in money) | 1 (-236.22) | |
Maximal | consecutive profit (count of wins) | 2193.92 (5) | consecutive loss (count of losses) | -236.22 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2008.01.07 11:30 | sell | 1 | 8.00 | 109.37 | 109.65 | 108.68 | ||
2 | 2008.01.07 11:45 | modify | 1 | 8.00 | 109.37 | 109.53 | 108.68 | ||
3 | 2008.01.07 12:45 | modify | 1 | 8.00 | 109.37 | 109.41 | 108.68 | ||
4 | 2008.01.07 13:15 | modify | 1 | 8.00 | 109.37 | 109.38 | 108.68 | ||
5 | 2008.01.07 13:30 | modify | 1 | 8.00 | 109.37 | 109.32 | 108.68 | ||
6 | 2008.01.07 14:00 | modify | 1 | 8.00 | 109.37 | 109.24 | 108.68 | ||
7 | 2008.01.07 15:29 | t/p | 1 | 8.00 | 108.68 | 109.24 | 108.68 | 507.96 | 2507.96 |
8 | 2008.01.08 07:30 | sell | 2 | 8.00 | 109.27 | 109.55 | 108.58 | ||
9 | 2008.01.08 08:30 | s/l | 2 | 8.00 | 109.55 | 109.55 | 108.58 | -204.47 | 2303.49 |
10 | 2008.01.08 23:15 | buy | 3 | 8.00 | 109.01 | 108.73 | 109.70 | ||
11 | 2008.01.09 01:00 | modify | 3 | 8.00 | 109.01 | 108.80 | 109.70 | ||
12 | 2008.01.09 01:45 | modify | 3 | 8.00 | 109.01 | 108.81 | 109.70 | ||
13 | 2008.01.09 02:00 | modify | 3 | 8.00 | 109.01 | 108.85 | 109.70 | ||
14 | 2008.01.09 02:15 | modify | 3 | 8.00 | 109.01 | 108.88 | 109.70 | ||
15 | 2008.01.09 04:45 | modify | 3 | 8.00 | 109.01 | 108.92 | 109.70 | ||
16 | 2008.01.09 05:30 | modify | 3 | 8.00 | 109.01 | 109.08 | 109.70 | ||
17 | 2008.01.09 06:00 | modify | 3 | 8.00 | 109.01 | 109.22 | 109.70 | ||
18 | 2008.01.09 06:15 | modify | 3 | 8.00 | 109.01 | 109.40 | 109.70 | ||
19 | 2008.01.09 06:15 | t/p | 3 | 8.00 | 109.70 | 109.40 | 109.70 | 512.71 | 2816.20 |
20 | 2008.01.11 01:45 | sell | 4 | 8.00 | 109.53 | 109.81 | 108.84 | ||
21 | 2008.01.11 02:15 | modify | 4 | 8.00 | 109.53 | 109.80 | 108.84 | ||
22 | 2008.01.11 02:30 | modify | 4 | 8.00 | 109.53 | 109.79 | 108.84 | ||
23 | 2008.01.11 03:30 | modify | 4 | 8.00 | 109.53 | 109.78 | 108.84 | ||
24 | 2008.01.11 03:45 | modify | 4 | 8.00 | 109.53 | 109.57 | 108.84 | ||
25 | 2008.01.11 04:00 | modify | 4 | 8.00 | 109.53 | 109.49 | 108.84 | ||
26 | 2008.01.11 05:30 | modify | 4 | 8.00 | 109.53 | 109.46 | 108.84 | ||
27 | 2008.01.11 05:45 | modify | 4 | 8.00 | 109.53 | 109.36 | 108.84 | ||
28 | 2008.01.11 06:00 | modify | 4 | 8.00 | 109.53 | 109.27 | 108.84 | ||
29 | 2008.01.11 06:45 | modify | 4 | 8.00 | 109.53 | 109.22 | 108.84 | ||
30 | 2008.01.11 06:47 | t/p | 4 | 8.00 | 108.84 | 109.22 | 108.84 | 507.17 | 3323.37 |
31 | 2008.01.14 12:45 | buy | 5 | 8.00 | 107.84 | 107.56 | 108.53 | ||
32 | 2008.01.14 13:30 | modify | 5 | 8.00 | 107.84 | 107.63 | 108.53 | ||
33 | 2008.01.14 13:45 | modify | 5 | 8.00 | 107.84 | 107.69 | 108.53 | ||
34 | 2008.01.14 16:00 | modify | 5 | 8.00 | 107.84 | 107.75 | 108.53 | ||
35 | 2008.01.14 16:15 | modify | 5 | 8.00 | 107.84 | 107.86 | 108.53 | ||
36 | 2008.01.14 17:00 | modify | 5 | 8.00 | 107.84 | 107.91 | 108.53 | ||
37 | 2008.01.14 18:45 | modify | 5 | 8.00 | 107.84 | 107.93 | 108.53 | ||
38 | 2008.01.14 19:00 | modify | 5 | 8.00 | 107.84 | 107.98 | 108.53 | ||
39 | 2008.01.14 19:45 | modify | 5 | 8.00 | 107.84 | 107.99 | 108.53 | ||
40 | 2008.01.14 20:00 | modify | 5 | 8.00 | 107.84 | 108.03 | 108.53 | ||
41 | 2008.01.14 21:00 | sell | 6 | 8.00 | 108.17 | 108.45 | 107.48 | ||
42 | 2008.01.14 23:16 | modify | 5 | 8.00 | 107.84 | 108.04 | 108.53 | ||
43 | 2008.01.15 00:15 | sell | 7 | 8.00 | 108.14 | 108.42 | 107.45 | ||
44 | 2008.01.15 00:50 | s/l | 5 | 8.00 | 108.04 | 108.04 | 108.53 | 157.63 | 3481.00 |
45 | 2008.01.15 01:00 | modify | 6 | 8.00 | 108.17 | 108.30 | 107.48 | ||
46 | 2008.01.15 01:30 | modify | 6 | 8.00 | 108.17 | 108.19 | 107.48 | ||
47 | 2008.01.15 02:00 | modify | 6 | 8.00 | 108.17 | 108.18 | 107.48 | ||
48 | 2008.01.15 03:45 | modify | 6 | 8.00 | 108.17 | 108.17 | 107.48 | ||
49 | 2008.01.15 04:00 | modify | 6 | 8.00 | 108.17 | 108.12 | 107.48 | ||
50 | 2008.01.15 04:15 | modify | 6 | 8.00 | 108.17 | 108.07 | 107.48 | ||
51 | 2008.01.15 05:30 | modify | 6 | 8.00 | 108.17 | 107.98 | 107.48 | ||
52 | 2008.01.15 07:00 | modify | 6 | 8.00 | 108.17 | 107.96 | 107.48 | ||
53 | 2008.01.15 07:15 | modify | 6 | 8.00 | 108.17 | 107.93 | 107.48 | ||
54 | 2008.01.15 07:30 | modify | 6 | 8.00 | 108.17 | 107.86 | 107.48 | ||
55 | 2008.01.15 07:42 | t/p | 6 | 8.00 | 107.48 | 107.86 | 107.48 | 502.68 | 3983.68 |
56 | 2008.01.15 07:45 | modify | 7 | 8.00 | 108.14 | 107.80 | 107.45 | ||
57 | 2008.01.15 08:06 | t/p | 7 | 8.00 | 107.45 | 107.80 | 107.45 | 513.73 | 4497.41 |
58 | 2008.01.16 00:15 | buy | 8 | 8.99 | 106.84 | 106.56 | 107.53 | ||
59 | 2008.01.16 03:35 | s/l | 8 | 8.99 | 106.56 | 106.56 | 107.53 | -236.22 | 4261.19 |
60 | 2008.01.16 11:30 | buy | 9 | 8.52 | 106.21 | 105.93 | 106.90 | ||
61 | 2008.01.16 12:30 | modify | 9 | 8.52 | 106.21 | 105.95 | 106.90 | ||
62 | 2008.01.16 12:45 | modify | 9 | 8.52 | 106.21 | 105.99 | 106.90 | ||
63 | 2008.01.16 13:00 | modify | 9 | 8.52 | 106.21 | 106.10 | 106.90 | ||
64 | 2008.01.16 13:30 | modify | 9 | 8.52 | 106.21 | 106.18 | 106.90 | ||
65 | 2008.01.16 14:00 | modify | 9 | 8.52 | 106.21 | 106.24 | 106.90 | ||
66 | 2008.01.16 14:15 | modify | 9 | 8.52 | 106.21 | 106.56 | 106.90 | ||
67 | 2008.01.16 14:41 | t/p | 9 | 8.52 | 106.90 | 106.56 | 106.90 | 549.93 | 4811.12 |
68 | 2008.01.17 04:30 | buy | 10 | 9.62 | 107.05 | 106.77 | 107.74 | ||
69 | 2008.01.17 05:30 | modify | 10 | 9.62 | 107.05 | 106.83 | 107.74 | ||
70 | 2008.01.17 05:45 | modify | 10 | 9.62 | 107.05 | 106.89 | 107.74 | ||
71 | 2008.01.17 06:00 | modify | 10 | 9.62 | 107.05 | 106.91 | 107.74 | ||
72 | 2008.01.17 06:15 | modify | 10 | 9.62 | 107.05 | 107.06 | 107.74 | ||
73 | 2008.01.17 06:30 | modify | 10 | 9.62 | 107.05 | 107.07 | 107.74 | ||
74 | 2008.01.17 06:45 | modify | 10 | 9.62 | 107.05 | 107.12 | 107.74 | ||
75 | 2008.01.17 08:00 | modify | 10 | 9.62 | 107.05 | 107.18 | 107.74 | ||
76 | 2008.01.17 08:15 | modify | 10 | 9.62 | 107.05 | 107.33 | 107.74 | ||
77 | 2008.01.17 08:30 | t/p | 10 | 9.62 | 107.74 | 107.33 | 107.74 | 616.09 | 5427.21 |
78 | 2008.01.17 14:00 | buy | 11 | 10.85 | 107.35 | 107.07 | 108.04 | ||
79 | 2008.01.17 14:15 | modify | 11 | 10.85 | 107.35 | 107.20 | 108.04 | ||
80 | 2008.01.17 14:30 | modify | 11 | 10.85 | 107.35 | 107.22 | 108.04 | ||
81 | 2008.01.17 15:00 | s/l | 11 | 10.85 | 107.22 | 107.22 | 108.04 | -131.56 | 5295.65 |