Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2025.01.02 07:00 - 2025.06.30 23:00 (2025.01.01 - 2025.07.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | FastPeriod=13; SlowPeriod=34; MomPeriod=14; MomFilter=0.1; PercentCapital=10; Lots=0.1; Slippage=3; StopLoss=20; TakeProfit=200; Patr=9; Prange=5; Kstop=1.5; kts=2; Vts=2; MaximumRisk=0.05; DecreaseFactor=10; | ||||
Bars in test | 4067 | Ticks modelled | 18413003 | Modelling quality | 89.75% |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | Current (14) | ||
Total net profit | -1614.19 | Gross profit | 2434.06 | Gross loss | -4048.25 |
Profit factor | 0.60 | Expected payoff | -29.89 | ||
Absolute drawdown | 1699.12 | Maximal drawdown | 1826.41 (18.03%) | Relative drawdown | 18.03% (1826.41) |
Total trades | 54 | Short positions (won %) | 28 (85.71%) | Long positions (won %) | 26 (57.69%) |
Profit trades (% of total) | 39 (72.22%) | Loss trades (% of total) | 15 (27.78%) | ||
Largest | profit trade | 68.80 | loss trade | -627.18 | |
Average | profit trade | 62.41 | loss trade | -269.88 | |
Maximum | consecutive wins (profit in money) | 7 (465.99) | consecutive losses (loss in money) | 3 (-502.90) | |
Maximal | consecutive profit (count of wins) | 465.99 (7) | consecutive loss (count of losses) | -632.04 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2025.01.02 16:00 | sell | 1 | 0.50 | 156.825 | 0.000 | 156.625 | ||
2 | 2025.01.02 16:00 | modify | 1 | 0.50 | 156.825 | 157.994 | 156.625 | ||
3 | 2025.01.06 15:01 | t/p | 1 | 0.50 | 156.625 | 157.994 | 156.625 | 63.85 | 10063.85 |
4 | 2025.01.06 16:00 | sell | 2 | 0.50 | 156.605 | 0.000 | 156.405 | ||
5 | 2025.01.06 16:00 | modify | 2 | 0.50 | 156.605 | 157.013 | 156.405 | ||
6 | 2025.01.06 16:16 | s/l | 2 | 0.50 | 157.013 | 157.013 | 156.405 | -129.92 | 9933.93 |
7 | 2025.01.10 05:00 | buy | 3 | 0.50 | 158.274 | 0.000 | 158.474 | ||
8 | 2025.01.10 05:00 | modify | 3 | 0.50 | 158.274 | 158.094 | 158.474 | ||
9 | 2025.01.10 10:30 | s/l | 3 | 0.50 | 158.094 | 158.094 | 158.474 | -56.93 | 9877.00 |
10 | 2025.01.10 16:00 | buy | 4 | 0.40 | 158.558 | 0.000 | 158.758 | ||
11 | 2025.01.10 16:00 | modify | 4 | 0.40 | 158.558 | 157.315 | 158.758 | ||
12 | 2025.01.10 17:20 | s/l | 4 | 0.40 | 157.315 | 157.315 | 158.758 | -316.05 | 9560.95 |
13 | 2025.01.10 18:00 | sell | 5 | 0.40 | 157.550 | 0.000 | 157.350 | ||
14 | 2025.01.10 18:00 | modify | 5 | 0.40 | 157.550 | 158.779 | 157.350 | ||
15 | 2025.01.13 03:46 | t/p | 5 | 0.40 | 157.350 | 158.779 | 157.350 | 50.84 | 9611.79 |
16 | 2025.01.15 08:00 | sell | 6 | 0.50 | 157.314 | 0.000 | 157.114 | ||
17 | 2025.01.15 08:00 | modify | 6 | 0.50 | 157.314 | 157.695 | 157.114 | ||
18 | 2025.01.15 09:35 | t/p | 6 | 0.50 | 157.114 | 157.695 | 157.114 | 63.65 | 9675.44 |
19 | 2025.01.22 06:00 | buy | 7 | 0.50 | 155.929 | 0.000 | 156.129 | ||
20 | 2025.01.22 06:00 | modify | 7 | 0.50 | 155.929 | 155.258 | 156.129 | ||
21 | 2025.01.22 16:35 | t/p | 7 | 0.50 | 156.129 | 155.258 | 156.129 | 64.05 | 9739.49 |
22 | 2025.01.23 20:00 | sell | 8 | 0.50 | 155.910 | 0.000 | 155.710 | ||
23 | 2025.01.23 20:00 | modify | 8 | 0.50 | 155.910 | 156.654 | 155.710 | ||
24 | 2025.01.24 05:40 | t/p | 8 | 0.50 | 155.710 | 156.654 | 155.710 | 64.22 | 9803.71 |
25 | 2025.01.29 08:00 | sell | 9 | 0.50 | 155.008 | 0.000 | 154.808 | ||
26 | 2025.01.29 08:00 | modify | 9 | 0.50 | 155.008 | 155.548 | 154.808 | ||
27 | 2025.01.29 21:35 | s/l | 9 | 0.50 | 155.548 | 155.548 | 154.808 | -173.58 | 9630.13 |
28 | 2025.01.31 14:00 | buy | 10 | 0.50 | 154.852 | 0.000 | 155.052 | ||
29 | 2025.01.31 14:00 | modify | 10 | 0.50 | 154.852 | 153.668 | 155.052 | ||
30 | 2025.01.31 20:20 | t/p | 10 | 0.50 | 155.052 | 153.668 | 155.052 | 64.50 | 9694.63 |
31 | 2025.02.03 17:00 | sell | 11 | 0.50 | 154.522 | 0.000 | 154.322 | ||
32 | 2025.02.03 17:00 | modify | 11 | 0.50 | 154.522 | 155.846 | 154.322 | ||
33 | 2025.02.03 17:08 | t/p | 11 | 0.50 | 154.322 | 155.846 | 154.322 | 64.80 | 9759.43 |
34 | 2025.02.04 03:00 | buy | 12 | 0.50 | 155.319 | 0.000 | 155.519 | ||
35 | 2025.02.04 03:00 | modify | 12 | 0.50 | 155.319 | 154.586 | 155.519 | ||
36 | 2025.02.04 10:18 | t/p | 12 | 0.50 | 155.519 | 154.586 | 155.519 | 64.30 | 9823.73 |
37 | 2025.02.04 19:00 | sell | 13 | 0.50 | 154.555 | 0.000 | 154.355 | ||
38 | 2025.02.04 19:00 | modify | 13 | 0.50 | 154.555 | 155.248 | 154.355 | ||
39 | 2025.02.04 19:33 | t/p | 13 | 0.50 | 154.355 | 155.248 | 154.355 | 64.79 | 9888.52 |
40 | 2025.02.10 09:00 | buy | 14 | 0.50 | 151.899 | 0.000 | 152.099 | ||
41 | 2025.02.10 09:00 | modify | 14 | 0.50 | 151.899 | 150.330 | 152.099 | ||
42 | 2025.02.10 09:50 | t/p | 14 | 0.50 | 152.099 | 150.330 | 152.099 | 65.74 | 9954.26 |
43 | 2025.02.10 18:00 | sell | 15 | 0.50 | 151.604 | 0.000 | 151.404 | ||
44 | 2025.02.10 18:00 | modify | 15 | 0.50 | 151.604 | 152.609 | 151.404 | ||
45 | 2025.02.11 22:33 | s/l | 15 | 0.50 | 152.609 | 152.609 | 151.404 | -329.27 | 9624.99 |
46 | 2025.02.13 18:00 | sell | 16 | 0.50 | 153.128 | 0.000 | 152.928 | ||
47 | 2025.02.13 18:00 | modify | 16 | 0.50 | 153.128 | 154.046 | 152.928 | ||
48 | 2025.02.13 21:19 | t/p | 16 | 0.50 | 152.928 | 154.046 | 152.928 | 65.39 | 9690.38 |
49 | 2025.02.19 09:00 | sell | 17 | 0.50 | 151.631 | 0.000 | 151.431 | ||
50 | 2025.02.19 09:00 | modify | 17 | 0.50 | 151.631 | 152.479 | 151.431 | ||
51 | 2025.02.19 16:43 | t/p | 17 | 0.50 | 151.431 | 152.479 | 151.431 | 66.04 | 9756.42 |
52 | 2025.02.25 02:00 | buy | 18 | 0.50 | 149.920 | 0.000 | 150.120 | ||
53 | 2025.02.25 02:00 | modify | 18 | 0.50 | 149.920 | 148.987 | 150.120 | ||
54 | 2025.02.25 02:33 | t/p | 18 | 0.50 | 150.120 | 148.987 | 150.120 | 66.61 | 9823.03 |
55 | 2025.02.25 10:00 | sell | 19 | 0.50 | 149.274 | 0.000 | 149.074 | ||
56 | 2025.02.25 10:00 | modify | 19 | 0.50 | 149.274 | 150.310 | 149.074 | ||
57 | 2025.02.25 17:00 | t/p | 19 | 0.50 | 149.074 | 150.310 | 149.074 | 67.08 | 9890.11 |
58 | 2025.02.26 19:00 | sell | 20 | 0.50 | 149.131 | 0.000 | 148.931 | ||
59 | 2025.02.26 19:00 | modify | 20 | 0.50 | 149.131 | 149.763 | 148.931 | ||
60 | 2025.02.26 20:33 | t/p | 20 | 0.50 | 148.931 | 149.763 | 148.931 | 67.15 | 9957.26 |
61 | 2025.02.27 11:00 | buy | 21 | 0.50 | 149.725 | 0.000 | 149.925 | ||
62 | 2025.02.27 11:00 | modify | 21 | 0.50 | 149.725 | 148.777 | 149.925 | ||
63 | 2025.02.27 11:54 | t/p | 21 | 0.50 | 149.925 | 148.777 | 149.925 | 66.70 | 10023.96 |
64 | 2025.03.03 23:00 | sell | 22 | 0.50 | 149.417 | 0.000 | 149.217 | ||
65 | 2025.03.03 23:00 | modify | 22 | 0.50 | 149.417 | 151.299 | 149.217 | ||
66 | 2025.03.04 01:43 | t/p | 22 | 0.50 | 149.217 | 151.299 | 149.217 | 67.02 | 10090.98 |
67 | 2025.03.05 04:00 | buy | 23 | 0.50 | 149.982 | 0.000 | 150.182 | ||
68 | 2025.03.05 04:00 | modify | 23 | 0.50 | 149.982 | 148.187 | 150.182 | ||
69 | 2025.03.06 10:22 | s/l | 23 | 0.50 | 148.187 | 148.187 | 150.182 | -605.65 | 9485.33 |
70 | 2025.03.11 15:00 | buy | 24 | 0.50 | 147.613 | 0.000 | 147.813 | ||
71 | 2025.03.11 15:00 | modify | 24 | 0.50 | 147.613 | 146.634 | 147.813 | ||
72 | 2025.03.11 15:57 | t/p | 24 | 0.50 | 147.813 | 146.634 | 147.813 | 67.65 | 9552.98 |
73 | 2025.03.13 09:00 | sell | 25 | 0.50 | 147.718 | 0.000 | 147.518 | ||
74 | 2025.03.13 09:00 | modify | 25 | 0.50 | 147.718 | 148.173 | 147.518 | ||
75 | 2025.03.13 12:48 | s/l | 25 | 0.50 | 148.173 | 148.173 | 147.518 | -153.54 | 9399.44 |
76 | 2025.03.13 17:00 | sell | 26 | 0.50 | 148.100 | 0.000 | 147.900 | ||
77 | 2025.03.13 17:00 | modify | 26 | 0.50 | 148.100 | 149.035 | 147.900 | ||
78 | 2025.03.13 17:54 | t/p | 26 | 0.50 | 147.900 | 149.035 | 147.900 | 67.61 | 9467.05 |
79 | 2025.03.19 23:00 | sell | 27 | 0.50 | 148.840 | 0.000 | 148.640 | ||
80 | 2025.03.19 23:00 | modify | 27 | 0.50 | 148.840 | 149.662 | 148.640 | ||
81 | 2025.03.19 23:16 | t/p | 27 | 0.50 | 148.640 | 149.662 | 148.640 | 67.27 | 9534.32 |
82 | 2025.03.26 07:00 | buy | 28 | 0.50 | 150.443 | 0.000 | 150.643 | ||
83 | 2025.03.26 07:00 | modify | 28 | 0.50 | 150.443 | 150.179 | 150.643 | ||
84 | 2025.03.26 11:17 | s/l | 28 | 0.50 | 150.179 | 150.179 | 150.643 | -87.90 | 9446.42 |
85 | 2025.03.28 17:00 | sell | 29 | 0.50 | 150.431 | 0.000 | 150.231 | ||
86 | 2025.03.28 17:00 | modify | 29 | 0.50 | 150.431 | 151.278 | 150.231 | ||
87 | 2025.03.28 17:08 | t/p | 29 | 0.50 | 150.231 | 151.278 | 150.231 | 66.57 | 9512.99 |
88 | 2025.04.01 02:00 | buy | 30 | 0.50 | 149.904 | 0.000 | 150.104 | ||
89 | 2025.04.01 02:00 | modify | 30 | 0.50 | 149.904 | 148.689 | 150.104 | ||
90 | 2025.04.01 02:18 | t/p | 30 | 0.50 | 150.104 | 148.689 | 150.104 | 66.62 | 9579.61 |
91 | 2025.04.01 11:00 | sell | 31 | 0.50 | 149.608 | 0.000 | 149.408 | ||
92 | 2025.04.01 11:00 | modify | 31 | 0.50 | 149.608 | 150.369 | 149.408 | ||
93 | 2025.04.01 13:12 | t/p | 31 | 0.50 | 149.408 | 150.369 | 149.408 | 66.93 | 9646.54 |
94 | 2025.04.02 05:00 | buy | 32 | 0.50 | 149.872 | 0.000 | 150.072 | ||
95 | 2025.04.02 05:00 | modify | 32 | 0.50 | 149.872 | 149.239 | 150.072 | ||
96 | 2025.04.02 14:37 | s/l | 32 | 0.50 | 149.239 | 149.239 | 150.072 | -212.08 | 9434.46 |
97 | 2025.04.02 20:00 | buy | 33 | 0.50 | 150.202 | 0.000 | 150.402 | ||
98 | 2025.04.02 20:00 | modify | 33 | 0.50 | 150.202 | 149.261 | 150.402 | ||
99 | 2025.04.02 23:17 | t/p | 33 | 0.50 | 150.402 | 149.261 | 150.402 | 66.49 | 9500.95 |
100 | 2025.04.03 01:00 | sell | 34 | 0.50 | 148.656 | 0.000 | 148.456 | ||
101 | 2025.04.03 01:00 | modify | 34 | 0.50 | 148.656 | 150.297 | 148.456 | ||
102 | 2025.04.03 01:27 | t/p | 34 | 0.50 | 148.456 | 150.297 | 148.456 | 67.36 | 9568.31 |
103 | 2025.04.07 16:00 | buy | 35 | 0.50 | 146.879 | 0.000 | 147.079 | ||
104 | 2025.04.07 16:00 | modify | 35 | 0.50 | 146.879 | 144.776 | 147.079 | ||
105 | 2025.04.07 16:39 | t/p | 35 | 0.50 | 147.079 | 144.776 | 147.079 | 67.99 | 9636.30 |
106 | 2025.04.08 20:00 | sell | 36 | 0.50 | 146.525 | 0.000 | 146.325 | ||
107 | 2025.04.08 20:00 | modify | 36 | 0.50 | 146.525 | 147.796 | 146.325 | ||
108 | 2025.04.08 20:04 | t/p | 36 | 0.50 | 146.325 | 147.796 | 146.325 | 68.34 | 9704.64 |
109 | 2025.04.09 23:00 | buy | 37 | 0.50 | 147.964 | 0.000 | 148.164 | ||
110 | 2025.04.09 23:00 | modify | 37 | 0.50 | 147.964 | 146.131 | 148.164 | ||
111 | 2025.04.10 12:29 | s/l | 37 | 0.50 | 146.131 | 146.131 | 148.164 | -627.18 | 9077.46 |
112 | 2025.04.10 14:00 | sell | 38 | 0.50 | 145.552 | 0.000 | 145.352 | ||
113 | 2025.04.10 14:00 | modify | 38 | 0.50 | 145.552 | 146.593 | 145.352 | ||
114 | 2025.04.10 14:39 | t/p | 38 | 0.50 | 145.352 | 146.593 | 145.352 | 68.80 | 9146.26 |
115 | 2025.04.17 13:00 | buy | 39 | 0.50 | 142.779 | 0.000 | 142.979 | ||
116 | 2025.04.17 13:00 | modify | 39 | 0.50 | 142.779 | 142.039 | 142.979 | ||
117 | 2025.04.17 17:01 | s/l | 39 | 0.50 | 142.039 | 142.039 | 142.979 | -260.49 | 8885.77 |
118 | 2025.04.22 22:00 | buy | 40 | 0.40 | 141.499 | 0.000 | 141.699 | ||
119 | 2025.04.22 22:00 | modify | 40 | 0.40 | 141.499 | 140.362 | 141.699 | ||
120 | 2025.04.23 00:17 | t/p | 40 | 0.40 | 141.699 | 140.362 | 141.699 | 56.46 | 8942.23 |
121 | 2025.05.05 05:00 | sell | 41 | 0.40 | 144.225 | 0.000 | 144.025 | ||
122 | 2025.05.05 05:00 | modify | 41 | 0.40 | 144.225 | 144.982 | 144.025 | ||
123 | 2025.05.05 08:04 | t/p | 41 | 0.40 | 144.025 | 144.982 | 144.025 | 55.55 | 8997.78 |
124 | 2025.05.07 19:00 | buy | 42 | 0.40 | 143.482 | 0.000 | 143.682 | ||
125 | 2025.05.07 19:00 | modify | 42 | 0.40 | 143.482 | 142.582 | 143.682 | ||
126 | 2025.05.07 21:38 | t/p | 42 | 0.40 | 143.682 | 142.582 | 143.682 | 55.68 | 9053.46 |
127 | 2025.05.14 04:00 | sell | 43 | 0.50 | 147.362 | 0.000 | 147.162 | ||
128 | 2025.05.14 04:00 | modify | 43 | 0.50 | 147.362 | 148.002 | 147.162 | ||
129 | 2025.05.14 04:29 | t/p | 43 | 0.50 | 147.162 | 148.002 | 147.162 | 67.95 | 9121.41 |
130 | 2025.05.16 23:00 | buy | 44 | 0.50 | 145.970 | 0.000 | 146.170 | ||
131 | 2025.05.16 23:00 | modify | 44 | 0.50 | 145.970 | 144.932 | 146.170 | ||
132 | 2025.05.19 03:37 | s/l | 44 | 0.50 | 144.932 | 144.932 | 146.170 | -358.10 | 8763.31 |
133 | 2025.05.22 21:00 | buy | 45 | 0.40 | 144.226 | 0.000 | 144.426 | ||
134 | 2025.05.22 21:00 | modify | 45 | 0.40 | 144.226 | 143.245 | 144.426 | ||
135 | 2025.05.23 10:39 | s/l | 45 | 0.40 | 143.245 | 143.245 | 144.426 | -273.94 | 8489.37 |
136 | 2025.05.27 10:00 | buy | 46 | 0.30 | 143.474 | 0.000 | 143.674 | ||
137 | 2025.05.27 10:00 | modify | 46 | 0.30 | 143.474 | 142.486 | 143.674 | ||
138 | 2025.05.27 10:28 | t/p | 46 | 0.30 | 143.674 | 142.486 | 143.674 | 41.76 | 8531.13 |
139 | 2025.06.05 19:00 | buy | 47 | 0.40 | 143.873 | 0.000 | 144.073 | ||
140 | 2025.06.05 19:00 | modify | 47 | 0.40 | 143.873 | 143.304 | 144.073 | ||
141 | 2025.06.06 09:37 | t/p | 47 | 0.40 | 144.073 | 143.304 | 144.073 | 55.53 | 8586.66 |
142 | 2025.06.11 21:00 | sell | 48 | 0.40 | 144.516 | 0.000 | 144.316 | ||
143 | 2025.06.11 21:00 | modify | 48 | 0.40 | 144.516 | 146.235 | 144.316 | ||
144 | 2025.06.12 01:36 | t/p | 48 | 0.40 | 144.316 | 146.235 | 144.316 | 55.43 | 8642.09 |
145 | 2025.06.13 14:00 | buy | 49 | 0.40 | 144.367 | 0.000 | 144.567 | ||
146 | 2025.06.13 14:00 | modify | 49 | 0.40 | 144.367 | 142.973 | 144.567 | ||
147 | 2025.06.16 01:36 | t/p | 49 | 0.40 | 144.567 | 142.973 | 144.567 | 55.34 | 8697.43 |
148 | 2025.06.18 19:00 | sell | 50 | 0.40 | 144.576 | 0.000 | 144.376 | ||
149 | 2025.06.18 19:00 | modify | 50 | 0.40 | 144.576 | 145.074 | 144.376 | ||
150 | 2025.06.18 21:13 | t/p | 50 | 0.40 | 144.376 | 145.074 | 144.376 | 55.41 | 8752.84 |
151 | 2025.06.24 02:00 | sell | 51 | 0.40 | 145.928 | 0.000 | 145.728 | ||
152 | 2025.06.24 02:00 | modify | 51 | 0.40 | 145.928 | 147.915 | 145.728 | ||
153 | 2025.06.24 02:39 | t/p | 51 | 0.40 | 145.728 | 147.915 | 145.728 | 54.90 | 8807.74 |
154 | 2025.06.25 15:00 | buy | 52 | 0.40 | 145.761 | 0.000 | 145.961 | ||
155 | 2025.06.25 15:00 | modify | 52 | 0.40 | 145.761 | 144.863 | 145.961 | ||
156 | 2025.06.26 03:18 | s/l | 52 | 0.40 | 144.863 | 144.863 | 145.961 | -247.96 | 8559.78 |
157 | 2025.06.27 18:00 | buy | 53 | 0.40 | 144.891 | 0.000 | 145.091 | ||
158 | 2025.06.27 18:00 | modify | 53 | 0.40 | 144.891 | 144.114 | 145.091 | ||
159 | 2025.06.30 05:31 | s/l | 53 | 0.40 | 144.114 | 144.114 | 145.091 | -215.66 | 8344.12 |
160 | 2025.06.30 05:31 | sell | 54 | 0.30 | 144.114 | 0.000 | 143.914 | ||
161 | 2025.06.30 05:31 | modify | 54 | 0.30 | 144.114 | 145.231 | 143.914 | ||
162 | 2025.06.30 08:18 | t/p | 54 | 0.30 | 143.914 | 145.231 | 143.914 | 41.69 | 8385.81 |