| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | Daily (D1) 2020.01.02 00:00 - 2020.12.28 00:00 (2020.01.01 - 2020.12.29) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | EA_Name="Linear Weighted Moving Average"; AccountType=2; MaxTrades=7; Multiply=2; SecureOrders=2; ProfitsBEP=0; MovingPeriod=15; MovingShift=1; Trailing=true; | ||||
| Bars in test | 1259 | Ticks modelled | 18754873 | Modelling quality | 66.34% |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 1000.00 | Spread | Current (47) | ||
| Total net profit | 561.21 | Gross profit | 765.43 | Gross loss | -204.23 |
| Profit factor | 3.75 | Expected payoff | 13.69 | ||
| Absolute drawdown | 301.02 | Maximal drawdown | 575.47 (45.15%) | Relative drawdown | 45.15% (575.47) |
| Total trades | 41 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 24 (62.50%) |
| Profit trades (% of total) | 27 (65.85%) | Loss trades (% of total) | 14 (34.15%) | ||
| Largest | profit trade | 222.77 | loss trade | -46.87 | |
| Average | profit trade | 28.35 | loss trade | -14.59 | |
| Maximum | consecutive wins (profit in money) | 7 (154.39) | consecutive losses (loss in money) | 3 (-91.69) | |
| Maximal | consecutive profit (count of wins) | 286.40 (3) | consecutive loss (count of losses) | -91.69 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2020.01.09 00:00 | buy | 1 | 0.02 | 109.093 | 0.000 | 109.975 | ||
| 2 | 2020.01.10 00:00 | modify | 1 | 0.02 | 109.093 | 109.198 | 109.975 | ||
| 3 | 2020.01.13 00:00 | modify | 1 | 0.02 | 109.093 | 109.229 | 109.975 | ||
| 4 | 2020.01.14 00:00 | modify | 1 | 0.02 | 109.093 | 109.653 | 109.975 | ||
| 5 | 2020.01.14 01:08 | t/p | 1 | 0.02 | 109.975 | 109.653 | 109.975 | 16.02 | 1016.02 |
| 6 | 2020.01.24 00:00 | sell | 2 | 0.02 | 109.491 | 0.000 | 109.049 | ||
| 7 | 2020.01.27 00:00 | t/p | 2 | 0.02 | 109.049 | 0.000 | 109.049 | 8.06 | 1024.08 |
| 8 | 2020.02.05 00:00 | buy | 3 | 0.02 | 109.571 | 0.000 | 110.231 | ||
| 9 | 2020.02.07 00:00 | modify | 3 | 0.02 | 109.571 | 109.766 | 110.231 | ||
| 10 | 2020.02.07 14:27 | s/l | 3 | 0.02 | 109.766 | 109.766 | 110.231 | 3.52 | 1027.60 |
| 11 | 2020.02.20 00:00 | buy | 4 | 0.02 | 111.415 | 0.000 | 112.245 | ||
| 12 | 2020.02.21 00:00 | modify | 4 | 0.02 | 111.415 | 111.734 | 112.245 | ||
| 13 | 2020.02.21 09:53 | s/l | 4 | 0.02 | 111.734 | 111.734 | 112.245 | 5.70 | 1033.30 |
| 14 | 2020.02.26 00:00 | sell | 5 | 0.02 | 110.199 | 0.000 | 109.255 | ||
| 15 | 2020.02.28 00:00 | modify | 5 | 0.02 | 110.199 | 110.055 | 109.255 | ||
| 16 | 2020.02.28 05:45 | t/p | 5 | 0.02 | 109.255 | 110.055 | 109.255 | 17.09 | 1050.39 |
| 17 | 2020.03.16 00:00 | buy | 6 | 0.02 | 106.980 | 0.000 | 109.730 | ||
| 18 | 2020.03.19 14:25 | t/p | 6 | 0.02 | 109.730 | 0.000 | 109.730 | 50.08 | 1100.47 |
| 19 | 2020.03.30 00:00 | sell | 7 | 0.02 | 107.655 | 0.000 | 105.793 | ||
| 20 | 2020.04.06 00:00 | sell | 8 | 0.04 | 108.342 | 0.000 | 105.793 | ||
| 21 | 2020.04.07 00:00 | sell | 9 | 0.08 | 109.205 | 0.000 | 105.793 | ||
| 22 | 2020.04.10 00:00 | close | 9 | 0.08 | 108.461 | 0.000 | 105.793 | 53.92 | 1154.39 |
| 23 | 2020.04.13 00:00 | close | 8 | 0.04 | 108.442 | 0.000 | 105.793 | -4.36 | 1150.02 |
| 24 | 2020.04.14 00:00 | close | 7 | 0.02 | 107.809 | 0.000 | 105.793 | -3.58 | 1146.44 |
| 25 | 2020.05.12 00:00 | buy | 10 | 0.02 | 107.701 | 0.000 | 108.555 | ||
| 26 | 2020.05.13 00:00 | buy | 11 | 0.04 | 107.178 | 0.000 | 108.555 | ||
| 27 | 2020.05.20 00:00 | close | 11 | 0.04 | 107.688 | 0.000 | 108.555 | 18.83 | 1165.27 |
| 28 | 2020.05.21 00:00 | close | 10 | 0.02 | 107.503 | 0.000 | 108.555 | -3.77 | 1161.51 |
| 29 | 2020.06.03 00:00 | buy | 12 | 0.02 | 108.706 | 0.000 | 109.488 | ||
| 30 | 2020.06.05 00:00 | modify | 12 | 0.02 | 108.706 | 108.806 | 109.488 | ||
| 31 | 2020.06.05 15:44 | t/p | 12 | 0.02 | 109.488 | 108.806 | 109.488 | 14.25 | 1175.75 |
| 32 | 2020.06.10 00:00 | sell | 13 | 0.02 | 107.715 | 0.000 | 106.911 | ||
| 33 | 2020.06.11 00:00 | modify | 13 | 0.02 | 107.715 | 107.541 | 106.911 | ||
| 34 | 2020.06.11 11:39 | t/p | 13 | 0.02 | 106.911 | 107.541 | 106.911 | 14.90 | 1190.65 |
| 35 | 2020.06.26 00:00 | buy | 14 | 0.02 | 107.236 | 0.000 | 107.828 | ||
| 36 | 2020.06.29 17:31 | t/p | 14 | 0.02 | 107.828 | 0.000 | 107.828 | 10.97 | 1201.62 |
| 37 | 2020.07.07 00:00 | sell | 15 | 0.02 | 107.274 | 0.000 | 106.730 | ||
| 38 | 2020.07.10 16:54 | t/p | 15 | 0.02 | 106.730 | 0.000 | 106.730 | 9.95 | 1211.57 |
| 39 | 2020.07.20 00:00 | sell | 16 | 0.02 | 107.103 | 0.000 | 106.613 | ||
| 40 | 2020.07.24 03:24 | t/p | 16 | 0.02 | 106.613 | 0.000 | 106.613 | 8.90 | 1220.47 |
| 41 | 2020.08.04 00:00 | buy | 17 | 0.02 | 105.958 | 0.000 | 106.792 | ||
| 42 | 2020.08.07 00:00 | buy | 18 | 0.04 | 105.531 | 0.000 | 106.792 | ||
| 43 | 2020.08.10 00:00 | close | 18 | 0.04 | 105.837 | 0.000 | 106.792 | 11.54 | 1232.02 |
| 44 | 2020.08.11 00:00 | close | 17 | 0.02 | 105.905 | 0.000 | 106.792 | -1.06 | 1230.96 |
| 45 | 2020.08.18 00:00 | sell | 19 | 0.02 | 105.956 | 0.000 | 105.300 | ||
| 46 | 2020.08.19 00:00 | modify | 19 | 0.02 | 105.956 | 105.768 | 105.300 | ||
| 47 | 2020.08.19 01:19 | t/p | 19 | 0.02 | 105.300 | 105.768 | 105.300 | 12.41 | 1243.37 |
| 48 | 2020.08.26 00:00 | buy | 20 | 0.02 | 106.388 | 0.000 | 107.048 | ||
| 49 | 2020.08.27 00:00 | buy | 21 | 0.04 | 106.025 | 0.000 | 107.048 | ||
| 50 | 2020.08.28 00:00 | close | 21 | 0.04 | 106.554 | 0.000 | 107.048 | 19.84 | 1263.22 |
| 51 | 2020.08.31 00:00 | close | 20 | 0.02 | 105.435 | 0.000 | 107.048 | -18.12 | 1245.10 |
| 52 | 2020.09.03 00:00 | buy | 22 | 0.02 | 106.154 | 0.000 | 106.856 | ||
| 53 | 2020.09.15 00:00 | buy | 23 | 0.04 | 105.766 | 0.000 | 106.856 | ||
| 54 | 2020.09.16 00:00 | buy | 24 | 0.08 | 105.453 | 0.000 | 106.856 | ||
| 55 | 2020.09.17 00:00 | buy | 25 | 0.16 | 104.978 | 0.000 | 106.856 | ||
| 56 | 2020.09.21 00:00 | buy | 26 | 0.32 | 104.548 | 0.000 | 106.856 | ||
| 57 | 2020.09.24 00:00 | close | 26 | 0.32 | 105.283 | 0.000 | 106.856 | 222.77 | 1467.87 |
| 58 | 2020.09.25 00:00 | close | 25 | 0.16 | 105.393 | 0.000 | 106.856 | 62.49 | 1530.36 |
| 59 | 2020.09.28 00:00 | close | 24 | 0.08 | 105.473 | 0.000 | 106.856 | 1.14 | 1531.50 |
| 60 | 2020.09.29 00:00 | close | 23 | 0.04 | 105.452 | 0.000 | 106.856 | -12.13 | 1519.37 |
| 61 | 2020.09.30 00:00 | close | 22 | 0.02 | 105.617 | 0.000 | 106.856 | -10.37 | 1509.00 |
| 62 | 2020.10.05 00:00 | sell | 27 | 0.03 | 105.276 | 0.000 | 104.724 | ||
| 63 | 2020.10.06 00:00 | sell | 28 | 0.06 | 105.732 | 0.000 | 104.724 | ||
| 64 | 2020.10.09 00:00 | sell | 29 | 0.12 | 105.964 | 0.000 | 104.724 | ||
| 65 | 2020.10.12 00:00 | close | 29 | 0.12 | 105.761 | 0.000 | 104.724 | 22.74 | 1531.74 |
| 66 | 2020.10.13 00:00 | close | 28 | 0.06 | 105.365 | 0.000 | 104.724 | 19.89 | 1551.63 |
| 67 | 2020.10.14 00:00 | close | 27 | 0.03 | 105.491 | 0.000 | 104.724 | -6.76 | 1544.88 |
| 68 | 2020.10.22 00:00 | sell | 30 | 0.03 | 104.561 | 0.000 | 103.907 | ||
| 69 | 2020.10.23 00:00 | sell | 31 | 0.06 | 104.832 | 0.000 | 103.907 | ||
| 70 | 2020.10.26 00:00 | close | 31 | 0.06 | 104.708 | 0.000 | 103.907 | 6.97 | 1551.84 |
| 71 | 2020.10.27 00:00 | close | 30 | 0.03 | 104.882 | 0.000 | 103.907 | -9.40 | 1542.45 |
| 72 | 2020.11.04 00:00 | sell | 32 | 0.03 | 104.423 | 0.000 | 103.945 | ||
| 73 | 2020.11.05 11:40 | t/p | 32 | 0.03 | 103.945 | 0.000 | 103.945 | 13.58 | 1556.03 |
| 74 | 2020.11.06 00:00 | sell | 33 | 0.03 | 103.469 | 0.000 | 102.715 | ||
| 75 | 2020.11.10 00:00 | sell | 34 | 0.06 | 105.349 | 0.000 | 102.715 | ||
| 76 | 2020.11.17 00:00 | close | 34 | 0.06 | 104.612 | 0.000 | 102.715 | 41.26 | 1597.29 |
| 77 | 2020.11.18 00:00 | close | 33 | 0.03 | 104.215 | 0.000 | 102.715 | -22.19 | 1575.10 |
| 78 | 2020.11.24 00:00 | buy | 35 | 0.03 | 104.546 | 0.000 | 105.246 | ||
| 79 | 2020.11.27 00:00 | buy | 36 | 0.06 | 104.294 | 0.000 | 105.246 | ||
| 80 | 2020.12.03 00:00 | close | 36 | 0.06 | 104.395 | 0.000 | 105.246 | 5.66 | 1580.76 |
| 81 | 2020.12.04 00:00 | close | 35 | 0.03 | 103.831 | 0.000 | 105.246 | -20.80 | 1559.96 |
| 82 | 2020.12.10 00:00 | buy | 37 | 0.03 | 104.242 | 0.000 | 104.684 | ||
| 83 | 2020.12.14 00:00 | buy | 38 | 0.06 | 103.993 | 0.000 | 104.684 | ||
| 84 | 2020.12.16 00:00 | buy | 39 | 0.12 | 103.692 | 0.000 | 104.684 | ||
| 85 | 2020.12.18 00:00 | buy | 40 | 0.24 | 103.112 | 0.000 | 104.684 | ||
| 86 | 2020.12.21 00:00 | close | 40 | 0.24 | 103.486 | 0.000 | 104.684 | 86.65 | 1646.60 |
| 87 | 2020.12.22 00:00 | close | 39 | 0.12 | 103.291 | 0.000 | 104.684 | -46.87 | 1599.73 |
| 88 | 2020.12.23 00:00 | close | 38 | 0.06 | 103.601 | 0.000 | 104.684 | -22.91 | 1576.81 |
| 89 | 2020.12.24 00:00 | close | 37 | 0.03 | 103.492 | 0.000 | 104.684 | -21.91 | 1554.91 |
| 90 | 2020.12.28 00:00 | buy | 41 | 0.03 | 103.547 | 0.000 | 103.979 | ||
| 91 | 2020.12.28 21:59 | close at stop | 41 | 0.03 | 103.765 | 0.000 | 103.979 | 6.30 | 1561.21 |