Symbol | USDJPY (US Dollar vs Japanese Yen) |
Period | 1 Hour (H1) 2003.07.01 17:00 - 2021.02.12 15:00 |
Model | Every tick (the most precise method based on all available least timeframes) |
Parameters | ShowInfoPanel=false;
InfoPanelSizeAdjust=1; UpdateInfoTesting=false;
filters="------------------------------ trading filters ------------------------------"; spreadfilter="------------------------------ spread/slippage filter ------------------------------"; SpreadFilter=true;
MaxSpread=3; DistForSpreadFilter=2; MaxSlippage=100; SlippageControlMode=1; Slip_TL_Start=4; Slip_TL_Size=1; Slip_TL_Stop=3; UseEntryTrailSL_start=true;
timefilters="------------------------------ time filters ------------------------------"; FridayStopHour=18; SkipNFP=true;
NFP_period_starthour=14; NFP_period_stophour=18; otherfilters="------------------------------ other filters ------------------------------"; setSL_TP_After_Entry=false;
Virtual_expiration=false;
ShowComments=false;
useVirtualStops=1; VirtualSL_Safety_Hardstop_dist=0; SetVSL_to_hardSL_sec_delay=99; CheckMargin=true;
Run_Strategy=1; ST1_Entry="------------------------------ Strategy 1 - Trade Entry management ------------------------------"; Entry_Timing=60; ST1_HL_strength_L=20; ST1_HL_strength_R=5; ST1_countback=120; ST1_MinDist_to_HL=30; ST1_MinDist_to_HL_percentage=0; ST1_UpDiff=0.5; ST1_DownDiff=0; ST1_MaxPendingOrders=5; MinDist_orders=1; ST1_Expiration_hours=120; ST1_MagicNumber=997; ST1_Comment="Adv_Scalp_USDJPY_H1SL22"; ST2_Entry="------------------------------ Strategy 2 - Manual Trade settings ------------------------------"; ST2_MagicNumber=0; ST2_Comment=""; Trade_mg="------------------------------ Trade Exit management for all strategies ------------------------------"; Exit_Timing=0; Exit_stop=22; Exit_limit=50; Trade_Exit="------------------------------ Trailing SL management ------------------------------"; Exit_TrailSL_size=1; Exit_TrailSL_Start=3; Exit_TrailSL_Stop=100; Exit_TrailSL_step=0.4; Exit_TrailSL_step_close_trade_perc=0; BE_Exit="------------------------------ Break-even SL management ------------------------------"; Exit_BE_start=2.8; Exit_BE_extra_pips=1.8; HL_settings="------------------------------ HIGH/LOW Trailing SL settings ------------------------------"; Exit_HL_UseBE=false;
Exit_HL_trailingSL_timeframe=0; Exit_HL_countback=0; Exit_HL_trailingSL_candles_LEFT=0; Exit_HL_trailingSL_candles_RIGHT=0; Exit_HL_Minimum_Dist_For_Change=0; Exit_HL_trailingSL_extra_distance=2; TimeTL="------------------------------ recovery Trailing SL based on time ------------------------------"; Exit_TrailSL_after_X_Minutes=0; Exit_TrailSL_after_X_Minutes_size=0; MagicTrail="------------------------------ MagicTrail SL settings ------------------------------"; Exit_MagicTrail_Mode=2; Exit_MagicTrail_start=0.1; Exit_MagicTrail_delay=1; Exit_MagicTrail_size=0.1; Exit_MagicTrail_BE_extra_pips=1; Exit_MagicTrail_Adjust_after_X_Minutes=0; Exit_MagicTrail_Adjust_after_X_Minutes_start=0; LotSizeSettings="----------------------- LotSize Settings -----------------------"; LotsAdjustMinChangePercent=5; StartLots=0.01; MaxLots=99; Risk=0; Manual_RiskPerTrade=0; LotPerBalance_step=200; OnlyUp=true;
DisableTrades="------------------------- Trading hours ST1 -------------------------"; UseTradingTimeZones=false;
Time_Source=2; Sunday_Start=0; Sunday_Stop=24; Monday_Start=0; Monday_Stop=24; Tuesday_Start=0; Tuesday_Stop=24; Wednesday_Start=0; Wednesday_Stop=24; Thursday_Start=0; Thursday_Stop=24; Friday_Start=0; Friday_Stop=24; |
|
Bars in test | 110695 | Ticks modelled | 312051827 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | Variable |
Total net profit | 150.35 | Gross profit | 825.32 | Gross loss | -674.97 |
Profit factor | 1.22 | Expected payoff | 0.05 | | |
Absolute drawdown | 56.67 | Maximal drawdown | 58.12 (0.58%) | Relative drawdown | 0.58% (58.12) |
|
Total trades | 3032 | Short positions (won %) | 1606 (79.02%) | Long positions (won %) | 1426 (80.65%) |
| Profit trades (% of total) | 2419 (79.78%) | Loss trades (% of total) | 613 (20.22%) |
Largest | profit trade | 5.18 | loss trade | -6.97 |
Average | profit trade | 0.34 | loss trade | -1.10 |
Maximum | consecutive wins (profit in money) | 29 (7.48) | consecutive losses (loss in money) | 6 (-6.60) |
Maximal | consecutive profit (count of wins) | 12.65 (25) | consecutive loss (count of losses) | -8.46 (3) |
Average | consecutive wins | 5 | consecutive losses | 1 |