Symbol | AUDJPY (Australian Dollar vs Japanise Yen) | ||||
Period | 5 Minutes (M5) 2013.08.01 00:00 - 2013.08.30 21:55 (2013.08.01 - 2013.08.31) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | Primary_Long_15min_Filter=5; Secondary_Long_15min_Filter=23; Primary_Long_1hr_Filter=5; Secondary_Long_1hr_Filter=15; Primary_Long_4hr_Filter=3; Secondary_Long_4hr_Filter=24; Primary_Long_Daily_Filter=3; Secondary_Long_Daily_Filter=5; Long_Entry_LWMA=3; Long_FMA=5; Long_SMA=21; BuyLots27=0.1; BuySlippage27=4; BuyStoploss27=50; BuyTakeprofit27=50; Visual_Support_Level=65; Primary_Short_15min_Filter=7; Secondary_Short_15min_Filter=9; Primary_Short_1hr_Filter=4; Secondary_Short_1hr_Filter=17; Primary_Short_4hr_Filter=8; Secondary_Short_4hr_Filter=21; Primary_Short_Daily_Filter=3; Secondary_Short_Daily_Filter=9; Short_Entry_LWMA=3; Short_FMA=13; Short_SMA=19; SellLots26=0.1; SellSlippage26=4; SellStoploss26=40; SellTakeprofit26=75; Visual_Resistance_Leve=65; | ||||
Bars in test | 7297 | Ticks modelled | 1952552 | Modelling quality | n/a |
Mismatched charts errors | 233 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 578.90 | Gross profit | 907.97 | Gross loss | -329.06 |
Profit factor | 2.76 | Expected payoff | 27.57 | ||
Absolute drawdown | 21.06 | Maximal drawdown | 114.67 (9.61%) | Relative drawdown | 9.61% (114.67) |
Total trades | 21 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 10 (60.00%) |
Profit trades (% of total) | 14 (66.67%) | Loss trades (% of total) | 7 (33.33%) | ||
Largest | profit trade | 76.30 | loss trade | -50.90 | |
Average | profit trade | 64.85 | loss trade | -47.01 | |
Maximum | consecutive wins (profit in money) | 3 (222.53) | consecutive losses (loss in money) | 2 (-86.17) | |
Maximal | consecutive profit (count of wins) | 222.53 (3) | consecutive loss (count of losses) | -86.17 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2013.08.02 21:40 | sell | 1 | 0.10 | 88.065 | 88.465 | 87.315 | ||
2 | 2013.08.06 01:48 | t/p | 1 | 0.10 | 87.315 | 88.465 | 87.315 | 73.11 | 1073.11 |
3 | 2013.08.06 02:55 | sell | 2 | 0.10 | 87.484 | 87.884 | 86.734 | ||
4 | 2013.08.06 05:29 | s/l | 2 | 0.10 | 87.884 | 87.884 | 86.734 | -40.69 | 1032.42 |
5 | 2013.08.06 13:35 | sell | 3 | 0.10 | 88.011 | 88.411 | 87.261 | ||
6 | 2013.08.07 02:03 | t/p | 3 | 0.10 | 87.261 | 88.411 | 87.261 | 74.71 | 1107.13 |
7 | 2013.08.07 03:15 | sell | 4 | 0.10 | 87.286 | 87.686 | 86.536 | ||
8 | 2013.08.07 08:39 | t/p | 4 | 0.10 | 86.536 | 87.686 | 86.536 | 76.30 | 1183.43 |
9 | 2013.08.07 10:10 | sell | 5 | 0.10 | 86.680 | 87.080 | 85.930 | ||
10 | 2013.08.07 16:30 | s/l | 5 | 0.10 | 87.080 | 87.080 | 85.930 | -40.70 | 1142.73 |
11 | 2013.08.07 20:45 | sell | 6 | 0.10 | 86.735 | 87.135 | 85.985 | ||
12 | 2013.08.08 01:07 | s/l | 6 | 0.10 | 87.135 | 87.135 | 85.985 | -45.47 | 1097.26 |
13 | 2013.08.09 02:15 | buy | 7 | 0.10 | 87.960 | 87.460 | 88.460 | ||
14 | 2013.08.09 08:08 | t/p | 7 | 0.10 | 88.460 | 87.460 | 88.460 | 50.90 | 1148.16 |
15 | 2013.08.09 08:45 | buy | 8 | 0.10 | 88.337 | 87.837 | 88.837 | ||
16 | 2013.08.12 03:25 | t/p | 8 | 0.10 | 88.837 | 87.837 | 88.837 | 51.60 | 1199.76 |
17 | 2013.08.12 04:30 | buy | 9 | 0.10 | 88.804 | 88.304 | 89.304 | ||
18 | 2013.08.12 18:07 | s/l | 9 | 0.10 | 88.304 | 88.304 | 89.304 | -50.90 | 1148.86 |
19 | 2013.08.12 22:35 | buy | 10 | 0.10 | 88.595 | 88.095 | 89.095 | ||
20 | 2013.08.13 06:22 | t/p | 10 | 0.10 | 89.095 | 88.095 | 89.095 | 51.60 | 1200.47 |
21 | 2013.08.13 07:05 | buy | 11 | 0.10 | 88.988 | 88.488 | 89.488 | ||
22 | 2013.08.13 10:25 | t/p | 11 | 0.10 | 89.488 | 88.488 | 89.488 | 50.90 | 1251.37 |
23 | 2013.08.13 12:15 | buy | 12 | 0.10 | 89.464 | 88.964 | 89.964 | ||
24 | 2013.08.15 02:48 | t/p | 12 | 0.10 | 89.964 | 88.964 | 89.964 | 53.71 | 1305.08 |
25 | 2013.08.15 03:10 | buy | 13 | 0.10 | 89.714 | 89.214 | 90.214 | ||
26 | 2013.08.15 14:59 | s/l | 13 | 0.10 | 89.214 | 89.214 | 90.214 | -50.90 | 1254.18 |
27 | 2013.08.16 14:00 | buy | 14 | 0.10 | 89.463 | 88.963 | 89.963 | ||
28 | 2013.08.19 01:03 | t/p | 14 | 0.10 | 89.963 | 88.963 | 89.963 | 51.60 | 1305.78 |
29 | 2013.08.19 01:30 | buy | 15 | 0.10 | 89.830 | 89.330 | 90.330 | ||
30 | 2013.08.19 17:35 | s/l | 15 | 0.10 | 89.330 | 89.330 | 90.330 | -50.90 | 1254.88 |
31 | 2013.08.20 01:35 | sell | 16 | 0.10 | 89.015 | 89.415 | 88.265 | ||
32 | 2013.08.20 05:03 | t/p | 16 | 0.10 | 88.265 | 89.415 | 88.265 | 76.30 | 1331.18 |
33 | 2013.08.20 06:05 | sell | 17 | 0.10 | 88.367 | 88.767 | 87.617 | ||
34 | 2013.08.20 08:39 | t/p | 17 | 0.10 | 87.617 | 88.767 | 87.617 | 76.30 | 1407.48 |
35 | 2013.08.20 12:30 | sell | 18 | 0.10 | 88.160 | 88.560 | 87.410 | ||
36 | 2013.08.22 01:25 | t/p | 18 | 0.10 | 87.410 | 88.560 | 87.410 | 69.93 | 1477.41 |
37 | 2013.08.23 01:15 | buy | 19 | 0.10 | 89.119 | 88.619 | 89.619 | ||
38 | 2013.08.27 00:35 | s/l | 19 | 0.10 | 88.619 | 88.619 | 89.619 | -49.50 | 1427.91 |
39 | 2013.08.27 07:55 | sell | 20 | 0.10 | 87.910 | 88.310 | 87.160 | ||
40 | 2013.08.27 15:21 | t/p | 20 | 0.10 | 87.160 | 88.310 | 87.160 | 76.29 | 1504.20 |
41 | 2013.08.27 16:30 | sell | 21 | 0.10 | 87.227 | 87.627 | 86.477 | ||
42 | 2013.08.28 04:36 | t/p | 21 | 0.10 | 86.477 | 87.627 | 86.477 | 74.71 | 1578.90 |