Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 15 Minutes (M15) 2009.06.01 00:00 - 2010.01.18 19:00 (2009.06.01 - 2010.01.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | ver="Last Modified: 2010.01.14 20:00"; WaitCross=true; BarsToWaitBetweenTrades=48; Lots=0.1; TakeProfit=20; StopLoss=100; FirstMovingAveragePeriod=10; SecondMovingAveragePeriod=15; MinimumPipsToExit=1; ThirdMovingAveragePeriod=150; UseMovingCrossClose=true; UseTrailingStop=false; TrailingStopValue=10; OneTradeOnlyRunning=true; ResetProgressionAtStep=3; StopAt$$$=50000; Progression_1_Lots=0.5; Progression_1_TakeProfit=25; Progression_1_StopLoss=100; Progression_2_Lots=2.5; Progression_2_TakeProfit=25; Progression_2_StopLoss=100; Progression_3_Lots=1; Progression_3_TakeProfit=100; Progression_3_StopLoss=100; Progression_4_Lots=0.8; Progression_4_TakeProfit=150; Progression_4_StopLoss=100; Progression_5_Lots=1.6; Progression_5_TakeProfit=100; Progression_5_StopLoss=100; Progression_6_Lots=12; Progression_6_TakeProfit=20; Progression_6_StopLoss=20; Progression_7_Lots=12.8; Progression_7_TakeProfit=20; Progression_7_StopLoss=18; Progression_8_Lots=25.6; Progression_8_TakeProfit=20; Progression_8_StopLoss=18; Progression_9_Lots=51.2; Progression_9_TakeProfit=20; Progression_9_StopLoss=18; Progression_10_Lots=0; Progression_10_TakeProfit=20; Progression_10_StopLoss=18; Progression_11_Lots=0; Progression_11_TakeProfit=20; Progression_11_StopLoss=18; Progression_12_Lots=0; Progression_12_TakeProfit=20; Progression_12_StopLoss=18; Progression_13_Lots=0; Progression_13_TakeProfit=20; Progression_13_StopLoss=18; Progression_14_Lots=0; Progression_14_TakeProfit=20; Progression_14_StopLoss=18; Progression_15_Lots=0; Progression_15_TakeProfit=20; Progression_15_StopLoss=18; Progression_16_Lots=0; Progression_16_TakeProfit=20; Progression_16_StopLoss=18; Progression_17_Lots=0; Progression_17_TakeProfit=20; Progression_17_StopLoss=18; Progression_18_Lots=0; Progression_18_TakeProfit=20; Progression_18_StopLoss=18; Progression_19_Lots=0; Progression_19_TakeProfit=20; Progression_19_StopLoss=18; Progression_20_Lots=0; Progression_20_TakeProfit=20; Progression_20_StopLoss=18; Progression_21_Lots=0; Progression_21_TakeProfit=20; Progression_21_StopLoss=18; Progression_22_Lots=0; Progression_22_TakeProfit=20; Progression_22_StopLoss=18; Progression_23_Lots=0; Progression_23_TakeProfit=20; Progression_23_StopLoss=18; Progression_24_Lots=0; Progression_24_TakeProfit=20; Progression_24_StopLoss=18; Progression_25_Lots=0; Progression_25_TakeProfit=20; Progression_25_StopLoss=18; Progression_26_Lots=0; Progression_26_TakeProfit=20; Progression_26_StopLoss=18; Progression_27_Lots=0; Progression_27_TakeProfit=20; Progression_27_StopLoss=18; Progression_28_Lots=0; Progression_28_TakeProfit=20; Progression_28_StopLoss=18; Progression_29_Lots=0; Progression_29_TakeProfit=20; Progression_29_StopLoss=18; Progression_30_Lots=0; Progression_30_TakeProfit=20; Progression_30_StopLoss=18; | ||||
Bars in test | 16557 | Ticks modelled | 7015555 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 5000.00 | ||||
Total net profit | 1151.39 | Gross profit | 2568.86 | Gross loss | -1417.48 |
Profit factor | 1.81 | Expected payoff | 18.57 | ||
Absolute drawdown | 516.44 | Maximal drawdown | 1011.02 (18.40%) | Relative drawdown | 18.40% (1011.02) |
Total trades | 62 | Short positions (won %) | 27 (85.19%) | Long positions (won %) | 35 (85.71%) |
Profit trades (% of total) | 53 (85.48%) | Loss trades (% of total) | 9 (14.52%) | ||
Largest | profit trade | 668.45 | loss trade | -539.22 | |
Average | profit trade | 48.47 | loss trade | -157.50 | |
Maximum | consecutive wins (profit in money) | 13 (269.80) | consecutive losses (loss in money) | 2 (-647.12) | |
Maximal | consecutive profit (count of wins) | 733.24 (4) | consecutive loss (count of losses) | -647.12 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.06.03 08:05 | buy | 1 | 0.10 | 96.24 | 95.24 | 96.44 | ||
2 | 2009.06.04 11:00 | t/p | 1 | 0.10 | 96.44 | 95.24 | 96.44 | 20.17 | 5020.17 |
3 | 2009.06.09 06:02 | sell | 2 | 0.10 | 97.98 | 98.98 | 97.78 | ||
4 | 2009.06.09 14:51 | t/p | 2 | 0.10 | 97.78 | 98.98 | 97.78 | 20.45 | 5040.62 |
5 | 2009.06.10 11:17 | buy | 3 | 0.10 | 98.03 | 97.03 | 98.23 | ||
6 | 2009.06.10 16:01 | t/p | 3 | 0.10 | 98.23 | 97.03 | 98.23 | 20.36 | 5060.98 |
7 | 2009.06.12 07:27 | buy | 4 | 0.10 | 97.92 | 96.92 | 98.12 | ||
8 | 2009.06.12 08:36 | t/p | 4 | 0.10 | 98.12 | 96.92 | 98.12 | 20.38 | 5081.36 |
9 | 2009.06.18 16:16 | buy | 5 | 0.10 | 96.29 | 95.29 | 96.49 | ||
10 | 2009.06.18 19:12 | t/p | 5 | 0.10 | 96.49 | 95.29 | 96.49 | 20.73 | 5102.09 |
11 | 2009.06.19 17:48 | sell | 6 | 0.10 | 96.24 | 97.24 | 96.04 | ||
12 | 2009.06.19 19:26 | t/p | 6 | 0.10 | 96.04 | 97.24 | 96.04 | 20.82 | 5122.91 |
13 | 2009.06.25 20:02 | sell | 7 | 0.10 | 95.72 | 96.72 | 95.52 | ||
14 | 2009.06.26 12:51 | t/p | 7 | 0.10 | 95.52 | 96.72 | 95.52 | 20.66 | 5143.57 |
15 | 2009.06.29 17:08 | buy | 8 | 0.10 | 95.74 | 94.74 | 95.94 | ||
16 | 2009.06.29 18:27 | t/p | 8 | 0.10 | 95.94 | 94.74 | 95.94 | 20.85 | 5164.42 |
17 | 2009.06.30 08:39 | sell | 9 | 0.10 | 95.63 | 96.63 | 95.43 | ||
18 | 2009.06.30 08:45 | t/p | 9 | 0.10 | 95.43 | 96.63 | 95.43 | 20.96 | 5185.38 |
19 | 2009.07.02 15:02 | sell | 10 | 0.10 | 96.23 | 97.23 | 96.03 | ||
20 | 2009.07.02 15:11 | t/p | 10 | 0.10 | 96.03 | 97.23 | 96.03 | 20.83 | 5206.21 |
21 | 2009.07.13 18:00 | buy | 11 | 0.10 | 92.76 | 91.76 | 92.96 | ||
22 | 2009.07.13 21:48 | t/p | 11 | 0.10 | 92.96 | 91.76 | 92.96 | 21.51 | 5227.72 |
23 | 2009.07.16 22:30 | buy | 12 | 0.10 | 93.82 | 92.82 | 94.02 | ||
24 | 2009.07.17 15:01 | t/p | 12 | 0.10 | 94.02 | 92.82 | 94.02 | 21.08 | 5248.80 |
25 | 2009.07.20 20:39 | sell | 13 | 0.10 | 94.20 | 95.20 | 94.00 | ||
26 | 2009.07.21 00:06 | t/p | 13 | 0.10 | 94.00 | 95.20 | 94.00 | 21.00 | 5269.80 |
27 | 2009.07.21 11:51 | buy | 14 | 0.10 | 94.28 | 93.28 | 94.48 | ||
28 | 2009.07.22 10:23 | s/l | 14 | 0.10 | 93.28 | 93.28 | 94.48 | -107.39 | 5162.41 |
29 | 2009.07.31 16:51 | sell | 15 | 0.50 | 95.18 | 96.18 | 94.93 | ||
30 | 2009.07.31 17:21 | t/p | 15 | 0.50 | 94.93 | 96.18 | 94.93 | 131.68 | 5294.09 |
31 | 2009.08.03 15:32 | buy | 16 | 0.10 | 95.06 | 94.06 | 95.26 | ||
32 | 2009.08.03 16:00 | t/p | 16 | 0.10 | 95.26 | 94.06 | 95.26 | 21.00 | 5315.09 |
33 | 2009.08.06 06:34 | buy | 17 | 0.10 | 95.12 | 94.12 | 95.32 | ||
34 | 2009.08.06 10:16 | t/p | 17 | 0.10 | 95.32 | 94.12 | 95.32 | 20.98 | 5336.07 |
35 | 2009.08.11 04:42 | sell | 18 | 0.10 | 96.80 | 97.80 | 96.60 | ||
36 | 2009.08.11 04:52 | t/p | 18 | 0.10 | 96.60 | 97.80 | 96.60 | 20.70 | 5356.77 |
37 | 2009.08.12 16:47 | buy | 19 | 0.10 | 96.24 | 95.24 | 96.44 | ||
38 | 2009.08.12 20:17 | t/p | 19 | 0.10 | 96.44 | 95.24 | 96.44 | 20.74 | 5377.51 |
39 | 2009.08.13 08:00 | buy | 20 | 0.10 | 96.17 | 95.17 | 96.37 | ||
40 | 2009.08.13 09:56 | t/p | 20 | 0.10 | 96.37 | 95.17 | 96.37 | 20.75 | 5398.26 |
41 | 2009.08.18 03:33 | buy | 21 | 0.10 | 94.92 | 93.92 | 95.12 | ||
42 | 2009.08.18 09:12 | t/p | 21 | 0.10 | 95.12 | 93.92 | 95.12 | 21.03 | 5419.29 |
43 | 2009.08.20 05:30 | buy | 22 | 0.10 | 94.409 | 93.41 | 94.61 | ||
44 | 2009.08.21 16:47 | t/p | 22 | 0.10 | 94.61 | 93.41 | 94.61 | 21.06 | 5440.35 |
45 | 2009.08.21 16:47 | buy | 23 | 0.10 | 94.64 | 93.64 | 94.84 | ||
46 | 2009.08.24 04:50 | t/p | 23 | 0.10 | 94.84 | 93.64 | 94.84 | 20.90 | 5461.25 |
47 | 2009.08.24 21:45 | sell | 24 | 0.10 | 94.48 | 95.48 | 94.28 | ||
48 | 2009.08.25 02:36 | t/p | 24 | 0.10 | 94.28 | 95.48 | 94.28 | 20.93 | 5482.18 |
49 | 2009.08.25 16:45 | buy | 25 | 0.10 | 94.431 | 93.43 | 94.63 | ||
50 | 2009.08.27 08:51 | s/l | 25 | 0.10 | 93.43 | 93.43 | 94.63 | -107.90 | 5374.28 |
51 | 2009.08.28 08:45 | buy | 26 | 0.50 | 93.89 | 92.89 | 94.14 | ||
52 | 2009.08.31 02:40 | s/l | 26 | 0.50 | 92.89 | 92.89 | 94.14 | -539.22 | 4835.06 |
53 | 2009.09.03 15:30 | buy | 27 | 2.50 | 92.59 | 91.59 | 92.84 | ||
54 | 2009.09.04 09:59 | t/p | 27 | 2.50 | 92.84 | 91.59 | 92.84 | 668.45 | 5503.52 |
55 | 2009.09.07 18:30 | sell | 28 | 0.10 | 92.84 | 93.84 | 92.64 | ||
56 | 2009.09.08 08:20 | t/p | 28 | 0.10 | 92.64 | 93.84 | 92.64 | 21.31 | 5524.83 |
57 | 2009.09.14 14:52 | buy | 29 | 0.10 | 91.08 | 90.08 | 91.28 | ||
58 | 2009.09.15 14:30 | t/p | 29 | 0.10 | 91.28 | 90.08 | 91.28 | 21.71 | 5546.54 |
59 | 2009.09.15 19:17 | sell | 30 | 0.10 | 90.92 | 91.92 | 90.72 | ||
60 | 2009.09.16 08:08 | t/p | 30 | 0.10 | 90.72 | 91.92 | 90.72 | 21.77 | 5568.31 |
61 | 2009.09.17 09:30 | sell | 31 | 0.10 | 90.66 | 91.66 | 90.46 | ||
62 | 2009.09.21 07:07 | s/l | 31 | 0.10 | 91.66 | 91.66 | 90.46 | -109.66 | 5458.64 |
63 | 2009.09.22 04:17 | sell | 32 | 0.50 | 91.71 | 92.71 | 91.46 | ||
64 | 2009.09.22 08:31 | t/p | 32 | 0.50 | 91.46 | 92.71 | 91.46 | 136.67 | 5595.31 |
65 | 2009.09.24 03:30 | sell | 33 | 0.10 | 91.14 | 92.14 | 90.94 | ||
66 | 2009.09.24 06:00 | t/p | 33 | 0.10 | 90.94 | 92.14 | 90.94 | 21.99 | 5617.30 |
67 | 2009.09.24 17:22 | buy | 34 | 0.10 | 91.19 | 90.19 | 91.39 | ||
68 | 2009.09.24 19:20 | t/p | 34 | 0.10 | 91.39 | 90.19 | 91.39 | 21.88 | 5639.18 |
69 | 2009.09.29 01:59 | buy | 35 | 0.10 | 89.92 | 88.92 | 90.12 | ||
70 | 2009.09.29 02:54 | t/p | 35 | 0.10 | 90.12 | 88.92 | 90.12 | 22.19 | 5661.37 |
71 | 2009.09.30 04:00 | sell | 36 | 0.10 | 89.77 | 90.77 | 89.57 | ||
72 | 2009.09.30 07:59 | t/p | 36 | 0.10 | 89.57 | 90.77 | 89.57 | 22.33 | 5683.70 |
73 | 2009.10.01 00:47 | buy | 37 | 0.10 | 89.84 | 88.84 | 90.04 | ||
74 | 2009.10.01 07:08 | t/p | 37 | 0.10 | 90.04 | 88.84 | 90.04 | 22.21 | 5705.91 |
75 | 2009.10.01 15:21 | sell | 38 | 0.10 | 89.66 | 90.66 | 89.46 | ||
76 | 2009.10.01 16:49 | t/p | 38 | 0.10 | 89.46 | 90.66 | 89.46 | 22.36 | 5728.27 |
77 | 2009.10.02 18:58 | buy | 39 | 0.10 | 89.71 | 88.71 | 89.91 | ||
78 | 2009.10.05 03:05 | t/p | 39 | 0.10 | 89.91 | 88.71 | 89.91 | 22.05 | 5750.33 |
79 | 2009.10.07 15:00 | buy | 40 | 0.10 | 89.15 | 88.15 | 89.35 | ||
80 | 2009.10.07 15:03 | t/p | 40 | 0.10 | 89.35 | 88.15 | 89.35 | 22.38 | 5772.71 |
81 | 2009.10.09 01:16 | buy | 41 | 0.10 | 88.74 | 87.74 | 88.94 | ||
82 | 2009.10.09 03:33 | t/p | 41 | 0.10 | 88.94 | 87.74 | 88.94 | 22.49 | 5795.20 |
83 | 2009.10.13 20:15 | buy | 42 | 0.10 | 89.97 | 88.97 | 90.17 | ||
84 | 2009.10.14 05:59 | s/l | 42 | 0.10 | 88.97 | 88.97 | 90.17 | -112.59 | 5682.61 |
85 | 2009.10.15 02:16 | buy | 43 | 0.50 | 89.63 | 88.63 | 89.88 | ||
86 | 2009.10.15 11:29 | t/p | 43 | 0.50 | 89.88 | 88.63 | 89.88 | 139.07 | 5821.68 |
87 | 2009.10.19 09:33 | sell | 44 | 0.10 | 90.65 | 91.65 | 90.45 | ||
88 | 2009.10.19 10:24 | t/p | 44 | 0.10 | 90.45 | 91.65 | 90.45 | 22.11 | 5843.79 |
89 | 2009.10.21 09:15 | sell | 45 | 0.10 | 90.50 | 91.50 | 90.30 | ||
90 | 2009.10.22 08:13 | s/l | 45 | 0.10 | 91.50 | 91.50 | 90.30 | -110.13 | 5733.65 |
91 | 2009.10.27 09:45 | sell | 46 | 0.50 | 91.841 | 92.84 | 91.59 | ||
92 | 2009.10.28 01:54 | t/p | 46 | 0.50 | 91.59 | 92.84 | 91.59 | 135.62 | 5869.27 |
93 | 2009.10.29 14:00 | buy | 47 | 0.10 | 91.27 | 90.27 | 91.47 | ||
94 | 2009.10.29 18:03 | t/p | 47 | 0.10 | 91.47 | 90.27 | 91.47 | 21.87 | 5891.14 |
95 | 2009.11.04 06:48 | buy | 48 | 0.10 | 90.39 | 89.39 | 90.59 | ||
96 | 2009.11.04 08:26 | t/p | 48 | 0.10 | 90.59 | 89.39 | 90.59 | 22.08 | 5913.22 |
97 | 2009.11.05 15:15 | buy | 49 | 0.10 | 90.64 | 89.64 | 90.84 | ||
98 | 2009.11.06 00:33 | t/p | 49 | 0.10 | 90.84 | 89.64 | 90.84 | 21.83 | 5935.05 |
99 | 2009.11.10 12:11 | buy | 50 | 0.10 | 90.17 | 89.17 | 90.37 | ||
100 | 2009.11.12 15:10 | t/p | 50 | 0.10 | 90.37 | 89.17 | 90.37 | 21.37 | 5956.43 |
101 | 2009.11.13 10:21 | sell | 51 | 0.10 | 89.90 | 90.90 | 89.70 | ||
102 | 2009.11.13 14:30 | t/p | 51 | 0.10 | 89.70 | 90.90 | 89.70 | 22.30 | 5978.73 |
103 | 2009.11.17 15:45 | buy | 52 | 0.10 | 89.36 | 88.36 | 89.56 | ||
104 | 2009.11.24 14:32 | s/l | 52 | 0.10 | 88.36 | 88.36 | 89.56 | -114.50 | 5864.23 |
105 | 2009.12.01 03:04 | buy | 53 | 0.50 | 86.62 | 85.62 | 86.87 | ||
106 | 2009.12.01 03:07 | t/p | 53 | 0.50 | 86.87 | 85.62 | 86.87 | 143.87 | 6008.10 |
107 | 2009.12.07 19:15 | sell | 54 | 0.10 | 89.349 | 90.35 | 89.15 | ||
108 | 2009.12.08 01:59 | t/p | 54 | 0.10 | 89.15 | 90.35 | 89.15 | 22.04 | 6030.14 |
109 | 2009.12.15 00:40 | buy | 55 | 0.10 | 88.76 | 87.76 | 88.96 | ||
110 | 2009.12.15 05:49 | t/p | 55 | 0.10 | 88.96 | 87.76 | 88.96 | 22.48 | 6052.62 |
111 | 2009.12.23 16:46 | sell | 56 | 0.10 | 91.32 | 92.32 | 91.12 | ||
112 | 2009.12.24 13:15 | close | 56 | 0.10 | 91.30 | 92.32 | 91.12 | 1.35 | 6053.97 |
113 | 2009.12.28 09:20 | sell | 57 | 0.10 | 91.46 | 92.46 | 91.26 | ||
114 | 2009.12.30 15:04 | s/l | 57 | 0.10 | 92.46 | 92.46 | 91.26 | -108.71 | 5945.26 |
115 | 2010.01.04 16:10 | sell | 58 | 0.50 | 92.53 | 93.53 | 92.28 | ||
116 | 2010.01.04 16:43 | t/p | 58 | 0.50 | 92.28 | 93.53 | 92.28 | 135.46 | 6080.72 |
117 | 2010.01.06 06:09 | buy | 59 | 0.10 | 92.12 | 91.12 | 92.32 | ||
118 | 2010.01.06 10:18 | t/p | 59 | 0.10 | 92.32 | 91.12 | 92.32 | 21.66 | 6102.38 |
119 | 2010.01.07 06:42 | sell | 60 | 0.10 | 92.13 | 93.13 | 91.93 | ||
120 | 2010.01.07 13:03 | s/l | 60 | 0.10 | 93.13 | 93.13 | 91.93 | -107.38 | 5995.00 |
121 | 2010.01.08 14:55 | sell | 61 | 0.50 | 92.29 | 93.29 | 92.04 | ||
122 | 2010.01.11 16:41 | t/p | 61 | 0.50 | 92.04 | 93.29 | 92.04 | 134.41 | 6129.41 |
123 | 2010.01.14 15:00 | sell | 62 | 0.10 | 91.20 | 92.20 | 91.00 | ||
124 | 2010.01.14 19:04 | t/p | 62 | 0.10 | 91.00 | 92.20 | 91.00 | 21.98 | 6151.39 |