Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 5 Minutes (M5) 2012.09.07 02:25 - 2013.02.26 15:49 | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | b="тип входа"; enter=3; b1="Параметры BB"; bolinger_per=90; bolinger_deviation_yellow=3; r1="Фильтр по RSI"; RSIFilter=0; rsi_period=3; rsi_ur=85; r2="Фильтр по Stohastic"; StohasticFilter=1; stohastic_period=36; stohastic_ur=95; сx="Закрытие между линиями"; close_type=4; sf="Для теста по тикам"; shift=1; з2="Стандартные параметры"; EA_Magic=12354; InpLots=0.1; InpTakeProfit=200; InpStopLoss=200; onebuy=1; | ||||
Bars in test | 34503 | Ticks modelled | 68901 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 300.00 | ||||
Total net profit | 1801.49 | Gross profit | 2212.53 | Gross loss | -411.04 |
Profit factor | 5.38 | Expected payoff | 39.16 | ||
Absolute drawdown | 152.10 | Maximal drawdown | 201.61 (13.28%) | Relative drawdown | 50.70% (152.10) |
Total trades | 46 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 36 (83.33%) |
Profit trades (% of total) | 36 (78.26%) | Loss trades (% of total) | 10 (21.74%) | ||
Largest | profit trade | 215.42 | loss trade | -91.98 | |
Average | profit trade | 61.46 | loss trade | -41.10 | |
Maximum | consecutive wins (profit in money) | 9 (619.78) | consecutive losses (loss in money) | 2 (-116.12) | |
Maximal | consecutive profit (count of wins) | 619.78 (9) | consecutive loss (count of losses) | -116.12 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2012.09.07 15:45 | buy | 1 | 0.10 | 78.401 | 0.000 | 0.000 | ||
2 | 2012.09.07 15:45 | modify | 1 | 0.10 | 78.401 | 76.401 | 80.401 | ||
3 | 2012.09.14 12:20 | sell | 2 | 0.10 | 77.915 | 0.000 | 0.000 | ||
4 | 2012.09.14 12:20 | modify | 2 | 0.10 | 77.915 | 79.915 | 75.915 | ||
5 | 2012.09.14 12:20 | close | 1 | 0.10 | 77.915 | 76.401 | 80.401 | -62.17 | 237.83 |
6 | 2012.09.17 04:05 | buy | 3 | 0.10 | 78.314 | 0.000 | 0.000 | ||
7 | 2012.09.17 04:05 | modify | 3 | 0.10 | 78.314 | 76.314 | 80.314 | ||
8 | 2012.09.17 16:05 | close | 3 | 0.10 | 78.648 | 76.314 | 80.314 | 42.47 | 280.30 |
9 | 2012.09.18 03:20 | buy | 4 | 0.10 | 78.616 | 0.000 | 0.000 | ||
10 | 2012.09.18 03:20 | modify | 4 | 0.10 | 78.616 | 76.616 | 80.616 | ||
11 | 2012.09.18 21:25 | close | 4 | 0.10 | 78.786 | 76.616 | 80.616 | 21.58 | 301.88 |
12 | 2012.09.19 04:05 | buy | 5 | 0.10 | 78.663 | 0.000 | 0.000 | ||
13 | 2012.09.19 04:05 | modify | 5 | 0.10 | 78.663 | 76.663 | 80.663 | ||
14 | 2012.09.24 17:15 | close | 2 | 0.10 | 77.880 | 79.915 | 75.915 | 4.01 | 305.89 |
15 | 2012.10.03 15:15 | close | 5 | 0.10 | 78.320 | 76.663 | 80.663 | -43.37 | 262.52 |
16 | 2012.10.03 20:55 | buy | 6 | 0.10 | 78.510 | 0.000 | 0.000 | ||
17 | 2012.10.03 20:55 | modify | 6 | 0.10 | 78.510 | 76.510 | 80.510 | ||
18 | 2012.10.04 05:35 | sell | 7 | 0.10 | 78.649 | 0.000 | 0.000 | ||
19 | 2012.10.04 05:35 | modify | 7 | 0.10 | 78.649 | 80.649 | 76.649 | ||
20 | 2012.10.04 05:35 | close | 6 | 0.10 | 78.649 | 76.510 | 80.510 | 17.76 | 280.28 |
21 | 2012.10.05 05:40 | buy | 8 | 0.10 | 78.430 | 0.000 | 0.000 | ||
22 | 2012.10.05 05:40 | modify | 8 | 0.10 | 78.430 | 76.430 | 80.430 | ||
23 | 2012.10.05 15:35 | close | 8 | 0.10 | 78.758 | 76.430 | 80.430 | 41.65 | 321.93 |
24 | 2012.10.08 06:10 | buy | 9 | 0.10 | 78.611 | 0.000 | 0.000 | ||
25 | 2012.10.08 06:10 | modify | 9 | 0.10 | 78.611 | 76.611 | 80.611 | ||
26 | 2012.10.11 13:50 | close | 9 | 0.10 | 78.359 | 76.611 | 80.611 | -32.01 | 289.92 |
27 | 2012.10.11 19:05 | buy | 10 | 0.10 | 78.413 | 0.000 | 0.000 | ||
28 | 2012.10.11 19:05 | modify | 10 | 0.10 | 78.413 | 76.413 | 80.413 | ||
29 | 2012.10.17 03:05 | close | 7 | 0.10 | 78.809 | 80.649 | 76.649 | -20.96 | 268.96 |
30 | 2012.10.22 08:00 | close | 10 | 0.10 | 79.558 | 76.413 | 80.413 | 144.19 | 413.15 |
31 | 2012.10.24 08:35 | buy | 11 | 0.10 | 79.772 | 0.000 | 0.000 | ||
32 | 2012.10.24 08:35 | modify | 11 | 0.10 | 79.772 | 77.772 | 81.772 | ||
33 | 2012.10.25 16:35 | sell | 12 | 0.10 | 80.315 | 0.000 | 0.000 | ||
34 | 2012.10.25 16:35 | modify | 12 | 0.10 | 80.315 | 82.315 | 78.315 | ||
35 | 2012.10.25 16:35 | close | 11 | 0.10 | 80.315 | 77.772 | 81.772 | 67.70 | 480.85 |
36 | 2012.10.26 06:15 | buy | 13 | 0.10 | 80.131 | 0.000 | 0.000 | ||
37 | 2012.10.26 06:15 | modify | 13 | 0.10 | 80.131 | 78.131 | 82.131 | ||
38 | 2012.10.26 17:00 | close | 12 | 0.10 | 79.570 | 82.315 | 78.315 | 93.57 | 574.42 |
39 | 2012.10.30 03:15 | close | 13 | 0.10 | 79.923 | 78.131 | 82.131 | -25.97 | 548.45 |
40 | 2012.10.31 03:50 | buy | 14 | 0.10 | 79.565 | 0.000 | 0.000 | ||
41 | 2012.10.31 03:50 | modify | 14 | 0.10 | 79.565 | 77.565 | 81.565 | ||
42 | 2012.11.02 14:35 | close | 14 | 0.10 | 80.548 | 77.565 | 81.565 | 122.16 | 670.61 |
43 | 2012.11.02 20:50 | buy | 15 | 0.10 | 80.385 | 0.000 | 0.000 | ||
44 | 2012.11.02 20:50 | modify | 15 | 0.10 | 80.385 | 78.385 | 82.385 | ||
45 | 2012.11.14 08:30 | close | 15 | 0.10 | 79.650 | 78.385 | 82.385 | -91.98 | 578.63 |
46 | 2012.11.15 06:55 | sell | 16 | 0.10 | 80.794 | 0.000 | 0.000 | ||
47 | 2012.11.15 06:55 | modify | 16 | 0.10 | 80.794 | 82.794 | 78.794 | ||
48 | 2012.11.15 17:45 | buy | 17 | 0.10 | 81.150 | 0.000 | 0.000 | ||
49 | 2012.11.15 17:45 | modify | 17 | 0.10 | 81.150 | 79.150 | 83.150 | ||
50 | 2012.11.16 05:15 | close | 16 | 0.10 | 80.989 | 82.794 | 78.794 | -24.14 | 554.49 |
51 | 2012.11.19 22:00 | close | 17 | 0.10 | 81.344 | 79.150 | 83.150 | 23.91 | 578.40 |
52 | 2012.11.20 04:45 | buy | 18 | 0.10 | 81.206 | 0.000 | 0.000 | ||
53 | 2012.11.20 04:45 | modify | 18 | 0.10 | 81.206 | 79.206 | 83.206 | ||
54 | 2012.11.21 02:15 | close | 18 | 0.10 | 81.826 | 79.206 | 83.206 | 75.80 | 654.20 |
55 | 2012.11.22 06:10 | buy | 19 | 0.10 | 82.416 | 0.000 | 0.000 | ||
56 | 2012.11.22 06:10 | modify | 19 | 0.10 | 82.416 | 80.416 | 84.416 | ||
57 | 2012.11.22 10:40 | close | 19 | 0.10 | 82.751 | 80.416 | 84.416 | 40.48 | 694.68 |
58 | 2012.11.23 02:00 | buy | 20 | 0.10 | 82.372 | 0.000 | 0.000 | ||
59 | 2012.11.23 02:00 | modify | 20 | 0.10 | 82.372 | 80.372 | 84.372 | ||
60 | 2012.11.26 02:00 | sell | 21 | 0.10 | 82.554 | 0.000 | 0.000 | ||
61 | 2012.11.26 02:00 | modify | 21 | 0.10 | 82.554 | 84.554 | 80.554 | ||
62 | 2012.11.26 02:00 | close | 20 | 0.10 | 82.554 | 80.372 | 84.372 | 22.08 | 716.76 |
63 | 2012.11.26 23:50 | buy | 22 | 0.10 | 82.026 | 0.000 | 0.000 | ||
64 | 2012.11.26 23:50 | modify | 22 | 0.10 | 82.026 | 80.026 | 84.026 | ||
65 | 2012.11.27 07:15 | close | 22 | 0.10 | 82.267 | 80.026 | 84.026 | 29.32 | 746.08 |
66 | 2012.11.27 12:30 | buy | 23 | 0.10 | 82.054 | 0.000 | 0.000 | ||
67 | 2012.11.27 12:30 | modify | 23 | 0.10 | 82.054 | 80.054 | 84.054 | ||
68 | 2012.11.28 03:35 | close | 21 | 0.10 | 81.927 | 84.554 | 80.554 | 76.41 | 822.49 |
69 | 2012.11.30 03:40 | close | 23 | 0.10 | 82.269 | 80.054 | 84.054 | 26.28 | 848.77 |
70 | 2012.11.30 03:45 | sell | 24 | 0.10 | 82.346 | 0.000 | 0.000 | ||
71 | 2012.11.30 03:45 | modify | 24 | 0.10 | 82.346 | 84.346 | 80.346 | ||
72 | 2012.11.30 17:05 | buy | 25 | 0.10 | 82.510 | 0.000 | 0.000 | ||
73 | 2012.11.30 17:05 | modify | 25 | 0.10 | 82.510 | 80.510 | 84.510 | ||
74 | 2012.12.04 09:55 | close | 24 | 0.10 | 81.956 | 84.346 | 80.346 | 47.47 | 896.24 |
75 | 2012.12.05 04:45 | close | 25 | 0.10 | 82.096 | 80.510 | 84.510 | -50.34 | 845.90 |
76 | 2012.12.06 02:30 | buy | 26 | 0.10 | 82.368 | 0.000 | 0.000 | ||
77 | 2012.12.06 02:30 | modify | 26 | 0.10 | 82.368 | 80.368 | 84.368 | ||
78 | 2012.12.07 15:35 | close | 26 | 0.10 | 82.704 | 80.368 | 84.368 | 40.66 | 886.56 |
79 | 2012.12.10 03:10 | buy | 27 | 0.10 | 82.471 | 0.000 | 0.000 | ||
80 | 2012.12.10 03:10 | modify | 27 | 0.10 | 82.471 | 80.471 | 84.471 | ||
81 | 2012.12.12 05:45 | close | 27 | 0.10 | 82.653 | 80.471 | 84.471 | 22.08 | 908.64 |
82 | 2012.12.13 10:50 | buy | 28 | 0.10 | 83.395 | 0.000 | 0.000 | ||
83 | 2012.12.13 10:50 | modify | 28 | 0.10 | 83.395 | 81.395 | 85.395 | ||
84 | 2012.12.14 05:05 | close | 28 | 0.10 | 83.867 | 81.395 | 85.395 | 56.31 | 964.95 |
85 | 2012.12.14 08:40 | buy | 29 | 0.10 | 83.748 | 0.000 | 0.000 | ||
86 | 2012.12.14 08:40 | modify | 29 | 0.10 | 83.748 | 81.748 | 85.748 | ||
87 | 2012.12.17 00:00 | close | 29 | 0.10 | 84.327 | 81.748 | 85.748 | 68.69 | 1033.64 |
88 | 2012.12.17 12:30 | buy | 30 | 0.10 | 83.645 | 0.000 | 0.000 | ||
89 | 2012.12.17 12:30 | modify | 30 | 0.10 | 83.645 | 81.645 | 85.645 | ||
90 | 2012.12.26 08:00 | close | 30 | 0.10 | 85.317 | 81.645 | 85.645 | 196.25 | 1229.89 |
91 | 2012.12.27 00:45 | buy | 31 | 0.10 | 85.517 | 0.000 | 0.000 | ||
92 | 2012.12.27 00:45 | modify | 31 | 0.10 | 85.517 | 83.517 | 87.517 | ||
93 | 2012.12.31 15:45 | close | 31 | 0.10 | 86.318 | 83.517 | 87.517 | 92.86 | 1322.75 |
94 | 2013.01.02 07:10 | sell | 32 | 0.10 | 87.122 | 0.000 | 0.000 | ||
95 | 2013.01.02 07:10 | modify | 32 | 0.10 | 87.122 | 89.122 | 85.122 | ||
96 | 2013.01.03 03:00 | buy | 33 | 0.10 | 87.184 | 0.000 | 0.000 | ||
97 | 2013.01.03 03:00 | modify | 33 | 0.10 | 87.184 | 85.184 | 89.184 | ||
98 | 2013.01.03 21:10 | close | 33 | 0.10 | 87.314 | 85.184 | 89.184 | 14.89 | 1337.64 |
99 | 2013.01.04 16:20 | buy | 34 | 0.10 | 87.678 | 0.000 | 0.000 | ||
100 | 2013.01.04 16:20 | modify | 34 | 0.10 | 87.678 | 85.678 | 89.678 | ||
101 | 2013.01.08 00:55 | close | 32 | 0.10 | 87.410 | 89.122 | 85.122 | -33.31 | 1304.33 |
102 | 2013.01.10 23:15 | close | 34 | 0.10 | 88.607 | 85.678 | 89.678 | 105.02 | 1409.35 |
103 | 2013.01.11 04:10 | buy | 35 | 0.10 | 88.813 | 0.000 | 0.000 | ||
104 | 2013.01.11 04:10 | modify | 35 | 0.10 | 88.813 | 86.813 | 90.813 | ||
105 | 2013.01.14 00:30 | close | 35 | 0.10 | 89.531 | 86.813 | 90.813 | 80.23 | 1489.58 |
106 | 2013.01.14 09:50 | buy | 36 | 0.10 | 89.357 | 0.000 | 0.000 | ||
107 | 2013.01.14 09:50 | modify | 36 | 0.10 | 89.357 | 87.357 | 91.357 | ||
108 | 2013.01.17 19:35 | close | 36 | 0.10 | 89.838 | 87.357 | 91.357 | 53.69 | 1543.27 |
109 | 2013.01.25 11:15 | sell | 37 | 0.10 | 90.868 | 0.000 | 0.000 | ||
110 | 2013.01.25 11:15 | modify | 37 | 0.10 | 90.868 | 92.868 | 88.868 | ||
111 | 2013.01.29 01:25 | close | 37 | 0.10 | 90.451 | 92.868 | 88.868 | 45.98 | 1589.25 |
112 | 2013.01.31 04:35 | buy | 38 | 0.10 | 90.846 | 0.000 | 0.000 | ||
113 | 2013.01.31 04:35 | modify | 38 | 0.10 | 90.846 | 88.846 | 92.846 | ||
114 | 2013.02.01 22:45 | t/p | 38 | 0.10 | 92.846 | 88.846 | 92.846 | 215.42 | 1804.67 |
115 | 2013.02.04 20:45 | buy | 39 | 0.10 | 92.375 | 0.000 | 0.000 | ||
116 | 2013.02.04 20:45 | modify | 39 | 0.10 | 92.375 | 90.375 | 94.375 | ||
117 | 2013.02.05 11:15 | sell | 40 | 0.10 | 92.805 | 0.000 | 0.000 | ||
118 | 2013.02.05 11:15 | modify | 40 | 0.10 | 92.805 | 94.805 | 90.805 | ||
119 | 2013.02.05 11:15 | close | 39 | 0.10 | 92.805 | 90.375 | 94.375 | 46.36 | 1851.03 |
120 | 2013.02.08 09:45 | buy | 41 | 0.10 | 92.886 | 0.000 | 0.000 | ||
121 | 2013.02.08 09:45 | modify | 41 | 0.10 | 92.886 | 90.886 | 94.886 | ||
122 | 2013.02.08 10:20 | close | 40 | 0.10 | 92.318 | 94.805 | 90.805 | 52.45 | 1903.48 |
123 | 2013.02.11 10:45 | close | 41 | 0.10 | 92.944 | 90.886 | 94.886 | 6.27 | 1909.75 |
124 | 2013.02.14 13:05 | buy | 42 | 0.10 | 93.365 | 0.000 | 0.000 | ||
125 | 2013.02.14 13:05 | modify | 42 | 0.10 | 93.365 | 91.365 | 95.365 | ||
126 | 2013.02.15 15:35 | sell | 43 | 0.10 | 93.499 | 0.000 | 0.000 | ||
127 | 2013.02.15 15:35 | modify | 43 | 0.10 | 93.499 | 95.499 | 91.499 | ||
128 | 2013.02.15 15:35 | close | 42 | 0.10 | 93.499 | 91.365 | 95.365 | 14.36 | 1924.11 |
129 | 2013.02.15 21:15 | buy | 44 | 0.10 | 93.378 | 0.000 | 0.000 | ||
130 | 2013.02.15 21:15 | modify | 44 | 0.10 | 93.378 | 91.378 | 95.378 | ||
131 | 2013.02.19 01:50 | close | 43 | 0.10 | 93.749 | 95.499 | 91.499 | -26.79 | 1897.32 |
132 | 2013.02.20 21:05 | close | 44 | 0.10 | 93.963 | 91.378 | 95.378 | 62.35 | 1959.67 |
133 | 2013.02.21 00:10 | buy | 45 | 0.10 | 93.519 | 0.000 | 0.000 | ||
134 | 2013.02.21 00:10 | modify | 45 | 0.10 | 93.519 | 91.519 | 95.519 | ||
135 | 2013.02.25 00:00 | close | 45 | 0.10 | 94.417 | 91.519 | 95.519 | 95.17 | 2054.84 |
136 | 2013.02.26 09:20 | buy | 46 | 0.10 | 91.526 | 0.000 | 0.000 | ||
137 | 2013.02.26 09:20 | modify | 46 | 0.10 | 91.526 | 89.526 | 93.526 | ||
138 | 2013.02.26 15:49 | close at stop | 46 | 0.10 | 91.955 | 89.526 | 93.526 | 46.65 | 2101.49 |