Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2010.05.02 17:00 - 2010.05.24 13:59 (2010.05.01 - 2010.05.26) | ||||
Bars in test | 1373 | Ticks modelled | 1745 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3710.38 | Gross profit | 4485.48 | Gross loss | -775.10 |
Profit factor | 5.79 | Expected payoff | 371.04 | ||
Absolute drawdown | 181.10 | Maximal drawdown | 5072.45 (29.29%) | Relative drawdown | 29.29% (5072.45) |
Total trades | 10 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 8 (80.00%) | Loss trades (% of total) | 2 (20.00%) | ||
Largest | profit trade | 1870.84 | loss trade | -742.73 | |
Average | profit trade | 560.69 | loss trade | -387.55 | |
Maximum | consecutive wins (profit in money) | 5 (3092.58) | consecutive losses (loss in money) | 1 (-742.73) | |
Maximal | consecutive profit (count of wins) | 3092.58 (5) | consecutive loss (count of losses) | -742.73 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.02 19:00 | buy | 1 | 1.00 | 94.04 | 0.00 | 0.00 | ||
2 | 2010.05.03 09:00 | close | 1 | 1.00 | 94.55 | 0.00 | 0.00 | 539.43 | 10539.43 |
3 | 2010.05.03 12:00 | sell | 2 | 1.00 | 94.69 | 0.00 | 0.00 | ||
4 | 2010.05.04 05:00 | close | 2 | 1.00 | 94.64 | 0.00 | 0.00 | 52.81 | 10592.24 |
5 | 2010.05.04 17:00 | buy | 3 | 1.00 | 94.54 | 0.00 | 0.00 | ||
6 | 2010.05.04 21:00 | close | 3 | 1.00 | 94.77 | 0.00 | 0.00 | 242.69 | 10834.93 |
7 | 2010.05.04 22:00 | sell | 4 | 1.00 | 94.74 | 0.00 | 0.00 | ||
8 | 2010.05.10 21:00 | close | 4 | 1.00 | 93.00 | 0.00 | 0.00 | 1870.84 | 12705.77 |
9 | 2010.05.11 01:00 | buy | 5 | 1.00 | 92.71 | 0.00 | 0.00 | ||
10 | 2010.05.11 13:00 | close | 5 | 1.00 | 93.07 | 0.00 | 0.00 | 386.81 | 13092.58 |
11 | 2010.05.11 16:00 | sell | 6 | 1.00 | 92.76 | 0.00 | 0.00 | ||
12 | 2010.05.13 07:00 | close | 6 | 1.00 | 92.79 | 0.00 | 0.00 | -32.37 | 13060.21 |
13 | 2010.05.13 12:00 | buy | 7 | 1.00 | 92.71 | 0.00 | 0.00 | ||
14 | 2010.05.14 02:00 | close | 7 | 1.00 | 92.77 | 0.00 | 0.00 | 64.71 | 13124.92 |
15 | 2010.05.14 03:00 | sell | 8 | 1.00 | 92.89 | 0.00 | 0.00 | ||
16 | 2010.05.18 12:00 | close | 8 | 1.00 | 92.54 | 0.00 | 0.00 | 378.12 | 13503.05 |
17 | 2010.05.18 17:00 | buy | 9 | 1.00 | 92.23 | 0.00 | 0.00 | ||
18 | 2010.05.19 10:00 | close | 9 | 1.00 | 91.55 | 0.00 | 0.00 | -742.73 | 12760.32 |
19 | 2010.05.19 11:00 | sell | 10 | 1.00 | 91.37 | 0.00 | 0.00 | ||
20 | 2010.05.24 13:59 | close at stop | 10 | 1.00 | 90.51 | 0.00 | 0.00 | 950.06 | 13710.38 |