Symbol | CHFJPY (Swiss Frank vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2005.01.03 00:00 - 2007.11.13 23:00 (2005.01.01 - 2007.11.14) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | StopAfterNoTrades=false; Lots=0.25; ATRTakeProfit=40; ATRBreakeven=2; ATRPartialClose=5.5; ATRStoploss=1.5; StochTimeframe=1; EquityTrailing=false; PercentEquityTrailing=10; MagicNumber=562907; PrefSettings=false; | ||||
Bars in test | 18683 | Ticks modelled | 4854474 | Modelling quality | n/a |
Mismatched charts errors | 111 | ||||
Initial deposit | 50000.00 | ||||
Total net profit | 629.74 | Gross profit | 12918.13 | Gross loss | -12288.38 |
Profit factor | 1.05 | Expected payoff | 18.52 | ||
Absolute drawdown | 4265.35 | Maximal drawdown | 7474.21 (14.05%) | Relative drawdown | 14.05% (7474.21) |
Total trades | 34 | Short positions (won %) | 12 (0.00%) | Long positions (won %) | 22 (90.91%) |
Profit trades (% of total) | 20 (58.82%) | Loss trades (% of total) | 14 (41.18%) | ||
Largest | profit trade | 1606.03 | loss trade | -1068.00 | |
Average | profit trade | 645.91 | loss trade | -877.74 | |
Maximum | consecutive wins (profit in money) | 5 (3968.59) | consecutive losses (loss in money) | 4 (-3309.35) | |
Maximal | consecutive profit (count of wins) | 3968.59 (5) | consecutive loss (count of losses) | -3309.35 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2005.01.05 11:15 | sell | 1 | 1.00 | 89.32 | 90.64 | 54.12 | ||
2 | 2005.01.11 18:33 | modify | 1 | 1.00 | 89.32 | 89.31 | 54.12 | ||
3 | 2005.02.18 16:51 | s/l | 1 | 1.00 | 89.31 | 89.31 | 54.12 | -254.35 | 49745.65 |
4 | 2005.02.21 03:16 | buy | 2 | 1.00 | 89.36 | 88.13 | 122.16 | ||
5 | 2005.04.21 01:16 | modify | 2 | 1.00 | 89.36 | 89.37 | 122.16 | ||
6 | 2005.04.25 00:00 | s/l | 2 | 1.00 | 89.37 | 89.37 | 122.16 | 106.44 | 49852.10 |
7 | 2005.05.04 16:45 | sell | 3 | 1.00 | 87.62 | 88.70 | 58.82 | ||
8 | 2005.06.03 06:47 | modify | 3 | 1.00 | 87.62 | 87.61 | 58.82 | ||
9 | 2005.07.20 19:28 | s/l | 3 | 1.00 | 87.61 | 87.61 | 58.82 | -431.88 | 49420.22 |
10 | 2005.07.25 00:30 | sell | 4 | 1.00 | 85.80 | 86.84 | 58.20 | ||
11 | 2005.07.27 21:19 | s/l | 4 | 1.00 | 86.84 | 86.84 | 58.20 | -956.13 | 48464.09 |
12 | 2005.08.01 20:15 | buy | 5 | 1.00 | 87.82 | 86.77 | 115.82 | ||
13 | 2005.08.16 11:22 | s/l | 5 | 1.00 | 86.77 | 86.77 | 115.82 | -930.84 | 47533.25 |
14 | 2005.08.19 08:30 | sell | 6 | 1.00 | 86.84 | 87.88 | 59.24 | ||
15 | 2005.08.29 02:00 | s/l | 6 | 1.00 | 87.88 | 87.88 | 59.24 | -990.50 | 46542.74 |
16 | 2005.08.30 16:15 | buy | 7 | 1.00 | 87.62 | 86.60 | 114.82 | ||
17 | 2005.09.01 20:44 | modify | 7 | 1.00 | 87.62 | 87.63 | 114.82 | ||
18 | 2005.09.12 04:50 | s/l | 7 | 1.00 | 87.63 | 87.63 | 114.82 | 29.18 | 46571.92 |
19 | 2005.09.21 19:45 | buy | 8 | 1.00 | 87.60 | 86.58 | 114.80 | ||
20 | 2005.10.06 15:18 | modify | 8 | 1.00 | 87.60 | 87.61 | 114.80 | ||
21 | 2005.11.02 15:28 | close | 8 | 0.25 | 91.18 | 87.61 | 114.80 | 829.42 | 47401.34 |
22 | 2005.11.02 15:28 | buy | 9 | 0.75 | 87.60 | 87.61 | 114.80 | ||
23 | 2005.11.08 16:34 | close | 9 | 0.75 | 89.38 | 87.61 | 114.80 | 1268.61 | 48669.95 |
24 | 2005.11.14 21:17 | buy | 10 | 1.00 | 90.20 | 89.22 | 116.20 | ||
25 | 2005.12.01 22:24 | modify | 10 | 1.00 | 90.20 | 90.21 | 116.20 | ||
26 | 2005.12.15 13:40 | s/l | 10 | 1.00 | 90.21 | 90.21 | 116.20 | 60.07 | 48730.02 |
27 | 2005.12.21 14:45 | sell | 11 | 1.00 | 89.52 | 90.50 | 63.52 | ||
28 | 2006.01.04 13:18 | s/l | 11 | 1.00 | 90.50 | 90.50 | 63.52 | -970.44 | 47759.58 |
29 | 2006.01.10 21:15 | sell | 12 | 1.00 | 89.39 | 90.38 | 62.99 | ||
30 | 2006.01.18 01:14 | s/l | 12 | 1.00 | 90.38 | 90.38 | 62.99 | -945.15 | 46814.43 |
31 | 2006.01.18 04:30 | buy | 13 | 1.00 | 90.28 | 89.29 | 116.68 | ||
32 | 2006.01.25 15:51 | modify | 13 | 1.00 | 90.28 | 90.29 | 116.68 | ||
33 | 2006.02.10 16:29 | s/l | 13 | 1.00 | 90.29 | 90.29 | 116.68 | 47.72 | 46862.15 |
34 | 2006.02.15 13:15 | buy | 14 | 1.00 | 89.92 | 88.93 | 116.32 | ||
35 | 2006.02.24 10:58 | s/l | 14 | 1.00 | 88.93 | 88.93 | 116.32 | -882.59 | 45979.56 |
36 | 2006.02.28 08:45 | buy | 15 | 1.00 | 88.02 | 87.03 | 114.42 | ||
37 | 2006.03.03 01:31 | modify | 15 | 1.00 | 88.02 | 88.03 | 114.42 | ||
38 | 2006.04.17 14:16 | close | 15 | 0.25 | 91.82 | 88.03 | 114.42 | 881.78 | 46861.34 |
39 | 2006.04.17 14:16 | buy | 16 | 0.75 | 88.02 | 88.03 | 114.42 | ||
40 | 2006.04.27 12:33 | close | 16 | 0.75 | 89.86 | 88.03 | 114.42 | 1323.52 | 48184.86 |
41 | 2006.05.01 14:45 | sell | 17 | 1.00 | 91.36 | 92.37 | 64.56 | ||
42 | 2006.05.04 19:30 | s/l | 17 | 1.00 | 92.37 | 92.37 | 64.56 | -946.14 | 47238.71 |
43 | 2006.05.09 09:15 | sell | 18 | 1.00 | 90.78 | 91.80 | 63.58 | ||
44 | 2006.05.12 16:31 | s/l | 18 | 1.00 | 91.80 | 91.80 | 63.58 | -955.23 | 46283.48 |
45 | 2006.05.19 11:00 | buy | 19 | 1.00 | 91.79 | 90.77 | 118.99 | ||
46 | 2006.06.06 16:59 | modify | 19 | 1.00 | 91.79 | 91.80 | 118.99 | ||
47 | 2006.08.31 02:09 | close | 19 | 0.25 | 95.48 | 91.80 | 118.99 | 878.51 | 47161.99 |
48 | 2006.08.31 02:09 | buy | 20 | 0.75 | 91.79 | 91.80 | 118.99 | ||
49 | 2006.09.07 12:47 | close | 20 | 0.75 | 93.65 | 91.80 | 118.99 | 1396.25 | 48558.24 |
50 | 2006.09.08 00:15 | sell | 21 | 1.00 | 93.63 | 94.65 | 66.43 | ||
51 | 2006.09.12 03:00 | s/l | 21 | 1.00 | 94.65 | 94.65 | 66.43 | -938.05 | 47620.18 |
52 | 2006.09.13 16:30 | sell | 22 | 1.00 | 93.87 | 94.89 | 66.67 | ||
53 | 2006.10.04 00:31 | s/l | 22 | 1.00 | 94.89 | 94.89 | 66.67 | -1046.85 | 46573.33 |
54 | 2006.10.16 05:00 | buy | 23 | 1.00 | 93.96 | 92.97 | 120.36 | ||
55 | 2006.11.22 18:48 | modify | 23 | 1.00 | 93.96 | 93.97 | 120.36 | ||
56 | 2006.12.12 15:50 | close | 23 | 0.25 | 97.32 | 93.97 | 120.36 | 785.31 | 47358.64 |
57 | 2006.12.12 15:50 | buy | 24 | 0.75 | 93.96 | 93.97 | 120.36 | ||
58 | 2007.01.08 09:00 | close | 24 | 0.75 | 95.60 | 93.97 | 120.36 | 1215.02 | 48573.67 |
59 | 2007.01.11 23:00 | buy | 25 | 1.00 | 96.43 | 95.53 | 120.43 | ||
60 | 2007.01.23 11:09 | modify | 25 | 1.00 | 96.43 | 96.44 | 120.43 | ||
61 | 2007.01.25 06:03 | s/l | 25 | 1.00 | 96.44 | 96.44 | 120.43 | 30.71 | 48604.38 |
62 | 2007.01.26 05:10 | sell | 26 | 1.00 | 97.23 | 98.13 | 73.23 | ||
63 | 2007.02.22 19:28 | s/l | 26 | 1.00 | 98.13 | 98.13 | 73.23 | -972.21 | 47632.17 |
64 | 2007.03.06 19:20 | buy | 27 | 1.00 | 95.17 | 94.28 | 118.77 | ||
65 | 2007.03.15 00:10 | modify | 27 | 1.00 | 95.17 | 95.18 | 118.77 | ||
66 | 2007.04.16 00:26 | close | 27 | 0.25 | 98.53 | 95.18 | 118.77 | 779.13 | 48411.30 |
67 | 2007.04.16 00:26 | buy | 28 | 0.75 | 95.17 | 95.18 | 118.77 | ||
68 | 2007.07.12 14:40 | close | 28 | 0.25 | 101.71 | 95.18 | 118.77 | 1535.91 | 49947.21 |
69 | 2007.07.12 14:40 | buy | 29 | 0.50 | 95.17 | 95.18 | 118.77 | ||
70 | 2007.07.26 23:11 | close | 29 | 0.50 | 98.46 | 95.18 | 118.77 | 1606.03 | 51553.24 |
71 | 2007.07.31 10:00 | buy | 30 | 1.00 | 98.82 | 97.90 | 123.22 | ||
72 | 2007.08.08 15:31 | modify | 30 | 1.00 | 98.82 | 98.83 | 123.22 | ||
73 | 2007.08.09 14:47 | s/l | 30 | 1.00 | 98.83 | 98.83 | 123.22 | 26.08 | 51579.32 |
74 | 2007.08.20 16:15 | buy | 31 | 1.00 | 95.31 | 94.30 | 122.11 | ||
75 | 2007.08.23 12:09 | modify | 31 | 1.00 | 95.31 | 95.32 | 122.11 | ||
76 | 2007.08.28 21:37 | s/l | 31 | 1.00 | 95.32 | 95.32 | 122.11 | 21.44 | 51600.76 |
77 | 2007.09.03 04:45 | sell | 32 | 1.00 | 95.89 | 96.99 | 66.69 | ||
78 | 2007.09.13 11:18 | s/l | 32 | 1.00 | 96.99 | 96.99 | 66.69 | -1068.00 | 50532.76 |
79 | 2007.09.19 22:10 | buy | 33 | 1.00 | 98.08 | 96.95 | 128.08 | ||
80 | 2007.10.11 11:18 | modify | 33 | 1.00 | 98.08 | 98.09 | 128.08 | ||
81 | 2007.10.19 16:40 | s/l | 33 | 1.00 | 98.09 | 98.09 | 128.08 | 58.53 | 50591.29 |
82 | 2007.10.24 00:45 | buy | 34 | 1.00 | 97.92 | 96.76 | 128.72 | ||
83 | 2007.10.31 15:39 | modify | 34 | 1.00 | 97.92 | 97.93 | 128.72 | ||
84 | 2007.11.12 04:32 | s/l | 34 | 1.00 | 97.93 | 97.93 | 128.72 | 38.45 | 50629.74 |