Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | Daily (D1) 2009.10.01 00:00 - 2010.02.12 00:00 (2009.10.01 - 2010.02.15) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Remark1="== Main Settings =="; MagicNumber=27123; SignalsOnly=false; Alerts=false; SignalMail=false; PlaySounds=false; ECNBroker=false; PipBuffer=0; EachTickMode=true; Lots=1.25; MoneyManagement=false; Risk=0; Slippage=5; UseStopLoss=true; StopLoss=240; UseTakeProfit=true; TakeProfit=160; UseTrailingStop=false; TrailingStop=30; MoveStopOnce=false; MoveStopWhenPrice=80; MoveStopTo=0; Remark2=""; Remark3="== Zig Zag Settings =="; ExtDepth=2; ExtDeviation=1; ExtBackstep=1; Remark4="== Partial close lot management =="; Remark5="== Two options for Partial closing; =="; Remark6="== Close Percent of Initial Lotsize =="; Remark7="== or Close Percent of Remaining Lotsize =="; Use_Partial_Close=true; CloseFromInitialLotsize=true; PipsTarget_1=80; CloseLotsPercentage_1=50; Move_SL_1=0; PipsTarget_2=200; CloseLotsPercentage_2=20; Move_SL_2=0; PipsTarget_3=300; CloseLotsPercentage_3=20; Move_SL_3=0; PipsTarget_4=400; CloseLotsPercentage_4=10; Move_SL_4=0; Remark8="== Partial close lot management END =="; | ||||
Bars in test | 1096 | Ticks modelled | 4035429 | Modelling quality | 90.00% |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 932.10 | Gross profit | 1600.11 | Gross loss | -668.01 |
Profit factor | 2.40 | Expected payoff | 40.53 | ||
Absolute drawdown | 151.42 | Maximal drawdown | 472.03 (4.36%) | Relative drawdown | 4.36% (472.03) |
Total trades | 23 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 10 (100.00%) |
Profit trades (% of total) | 20 (86.96%) | Loss trades (% of total) | 3 (13.04%) | ||
Largest | profit trade | 112.65 | loss trade | -338.06 | |
Average | profit trade | 80.01 | loss trade | -222.67 | |
Maximum | consecutive wins (profit in money) | 9 (718.44) | consecutive losses (loss in money) | 1 (-338.06) | |
Maximal | consecutive profit (count of wins) | 718.44 (9) | consecutive loss (count of losses) | -338.06 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.10.07 09:45 | sell | 1 | 1.25 | 88.222 | 88.462 | 88.062 | ||
2 | 2009.10.07 09:56 | close | 1 | 0.63 | 88.142 | 88.462 | 88.062 | 57.18 | 10057.18 |
3 | 2009.10.07 09:56 | sell | 2 | 0.62 | 88.222 | 88.462 | 88.062 | ||
4 | 2009.10.07 12:24 | t/p | 2 | 0.62 | 88.062 | 88.462 | 88.062 | 112.65 | 10169.83 |
5 | 2009.10.15 14:45 | buy | 3 | 1.25 | 90.472 | 90.232 | 90.632 | ||
6 | 2009.10.15 14:46 | close | 3 | 0.63 | 90.553 | 90.232 | 90.632 | 56.35 | 10226.18 |
7 | 2009.10.15 14:46 | buy | 4 | 0.62 | 90.472 | 90.232 | 90.632 | ||
8 | 2009.10.15 14:47 | t/p | 4 | 0.62 | 90.632 | 90.232 | 90.632 | 109.45 | 10335.63 |
9 | 2009.10.22 10:50 | buy | 5 | 1.25 | 91.335 | 91.095 | 91.495 | ||
10 | 2009.10.22 11:15 | close | 5 | 0.63 | 91.415 | 91.095 | 91.495 | 55.13 | 10390.76 |
11 | 2009.10.22 11:15 | buy | 6 | 0.62 | 91.335 | 91.095 | 91.495 | ||
12 | 2009.10.22 14:32 | t/p | 6 | 0.62 | 91.495 | 91.095 | 91.495 | 108.42 | 10499.18 |
13 | 2009.10.23 10:35 | buy | 7 | 1.25 | 91.726 | 91.486 | 91.886 | ||
14 | 2009.10.23 11:04 | close | 7 | 0.63 | 91.806 | 91.486 | 91.886 | 54.90 | 10554.08 |
15 | 2009.10.23 11:04 | buy | 8 | 0.62 | 91.726 | 91.486 | 91.886 | ||
16 | 2009.10.23 11:27 | t/p | 8 | 0.62 | 91.886 | 91.486 | 91.886 | 107.96 | 10662.04 |
17 | 2009.11.11 00:50 | sell | 9 | 1.25 | 89.437 | 89.677 | 89.277 | ||
18 | 2009.11.11 04:38 | close | 9 | 0.63 | 89.357 | 89.677 | 89.277 | 56.40 | 10718.44 |
19 | 2009.11.11 04:38 | sell | 10 | 0.62 | 89.437 | 89.677 | 89.277 | ||
20 | 2009.11.11 10:23 | s/l | 10 | 0.62 | 89.677 | 89.677 | 89.277 | -165.93 | 10552.51 |
21 | 2009.11.16 10:27 | sell | 11 | 1.25 | 89.286 | 89.526 | 89.126 | ||
22 | 2009.11.16 10:44 | close | 11 | 0.63 | 89.206 | 89.526 | 89.126 | 56.50 | 10609.01 |
23 | 2009.11.16 10:44 | sell | 12 | 0.62 | 89.286 | 89.526 | 89.126 | ||
24 | 2009.11.16 10:59 | t/p | 12 | 0.62 | 89.126 | 89.526 | 89.126 | 111.30 | 10720.31 |
25 | 2009.11.19 14:51 | sell | 13 | 1.25 | 88.724 | 88.964 | 88.564 | ||
26 | 2009.11.20 00:04 | s/l | 13 | 1.25 | 88.964 | 88.964 | 88.564 | -338.06 | 10382.25 |
27 | 2009.11.24 14:26 | sell | 14 | 1.25 | 88.563 | 88.803 | 88.403 | ||
28 | 2009.11.24 14:53 | close | 14 | 0.63 | 88.483 | 88.803 | 88.403 | 56.96 | 10439.21 |
29 | 2009.11.24 14:53 | sell | 15 | 0.62 | 88.563 | 88.803 | 88.403 | ||
30 | 2009.11.24 15:14 | t/p | 15 | 0.62 | 88.403 | 88.803 | 88.403 | 112.21 | 10551.42 |
31 | 2009.12.29 11:07 | buy | 16 | 1.25 | 91.884 | 91.644 | 92.044 | ||
32 | 2009.12.29 14:44 | close | 16 | 0.63 | 91.964 | 91.644 | 92.044 | 54.80 | 10606.22 |
33 | 2009.12.29 14:44 | buy | 17 | 0.62 | 91.884 | 91.644 | 92.044 | ||
34 | 2009.12.29 15:21 | t/p | 17 | 0.62 | 92.044 | 91.644 | 92.044 | 107.77 | 10713.99 |
35 | 2010.01.07 10:58 | buy | 18 | 1.25 | 93.225 | 92.985 | 93.385 | ||
36 | 2010.01.07 11:09 | close | 18 | 0.63 | 93.305 | 92.985 | 93.385 | 54.02 | 10768.01 |
37 | 2010.01.07 11:09 | buy | 19 | 0.62 | 93.225 | 92.985 | 93.385 | ||
38 | 2010.01.07 14:26 | t/p | 19 | 0.62 | 93.385 | 92.985 | 93.385 | 106.23 | 10874.24 |
39 | 2010.01.15 14:45 | sell | 20 | 1.25 | 90.712 | 90.952 | 90.552 | ||
40 | 2010.01.15 15:07 | close | 20 | 0.63 | 90.632 | 90.952 | 90.552 | 55.61 | 10929.85 |
41 | 2010.01.15 15:07 | sell | 21 | 0.62 | 90.712 | 90.952 | 90.552 | ||
42 | 2010.01.18 00:18 | s/l | 21 | 0.62 | 90.952 | 90.952 | 90.552 | -164.02 | 10765.83 |
43 | 2010.01.22 11:15 | sell | 22 | 1.25 | 90.108 | 90.348 | 89.948 | ||
44 | 2010.01.22 14:31 | close | 22 | 0.63 | 90.028 | 90.348 | 89.948 | 55.98 | 10821.81 |
45 | 2010.01.22 14:31 | sell | 23 | 0.62 | 90.108 | 90.348 | 89.948 | ||
46 | 2010.01.22 14:51 | t/p | 23 | 0.62 | 89.948 | 90.348 | 89.948 | 110.29 | 10932.10 |