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202501019_USDJPY_H1D1_4.3.147

Symbol:USDJPY
Timeframe:H1
Period:Jan 1, 2015 - Oct 19, 2025
Magic #:2025010019

Profit Metrics

Total Net Profit
$13,268.12
Gross Profit
$106,637.64
Gross Loss
$-93,369.52

Drawdown Metrics

Balance Drawdown

Absolute Max
$7,134.29
Relative Max
78.83%

Equity Drawdown

Absolute Max
$7,497.14
Relative Max
78.83%

Performance Ratios

Profit Factor
1.14
Expected Payoff
$27.76
Recovery Factor
1.17
Sharpe Ratio
0.41
Z-Score
0.42 (32.55%)
AHPR
1.0037 (0.37%)
GHPR
1.0018 (0.18%)
LR Correlation
0.41

Trade Statistics

Total Trades
478
Total Deals
956
Profit Trades
212 (44.35%)
Loss Trades
266 (55.65%)
Long Trades Win %
44.35%
Short Trades Win %
0.00%

Win/Loss Analysis

Largest Profit Trade
$1,271.88
Largest Loss Trade
$-806.79
Average Profit Trade
$503.01
Average Loss Trade
$-351.01
Max Consecutive Wins
6 ($2,852.94)
Max Consecutive Losses
10 ($-2,787.58)
Avg Consecutive Wins
2.0
Avg Consecutive Losses
2.0

Correlation Metrics

Correlation (Profit, MFE)
0.9100
Correlation (Profit, MAE)
0.5600
Correlation (MFE, MAE)
0.3935

Holding Time

Minimum
0:02:00
Maximum
232:59:00
Average
33:27:40

Trades Summary

Total Trades
478
Win Rate
42.47%
Average Win
$499.75
Average Loss
$348.69
Largest Win
$1186.12
Largest Loss
$806.89

Performance Charts

Equity Curve & Drawdown

Equity Curve

Fixed Position Monthly Returns (%)

YearJanFebMarAprMayJunJulAugSepOctNovDecYearMDD
2025-6.0-4.12.80.012.82.4-0.6-0.53.7N/AN/AN/A13.4-11.3
20243.9-0.91.214.93.26.6-2.04.0-5.53.4-2.911.567.9-14.0
2023-5.0-12.63.5-10.48.7-6.90.0-9.66.10.76.61.43.7-33.8
202225.20.019.29.5-4.622.56.2-5.24.111.7-17.1-1.8100.7-42.6
20210.4-10.26.613.55.42.3-10.70.0-0.80.7-14.329.8102.5-72.3
2020-5.49.6-6.0-14.5-0.8-7.2-20.3-2.1-10.2-16.8-15.1-22.8-72.1-75.0
2019-3.55.5-4.3-0.2-1.00.2-7.5-10.17.74.45.62.7-1.4-28.9
2018-7.50.1-11.315.010.0-5.42.05.1-0.43.12.4-6.90.6-21.4
2017-9.4-7.7-3.1-2.68.9-4.3-4.63.61.62.6-9.04.616.1-11.0
201614.19.22.2-8.58.36.410.2-5.6-5.3-10.5-8.40.63.9-27.0
20150.7-3.9-13.93.213.14.52.40.0-4.5-1.2-2.7-12.5-12.0-23.0
Avg/Mo0.7-1.4-0.31.85.81.9-2.3-1.9-0.3-0.2-5.50.7-80.0

Entry & P/L Distribution Analysis

Distribution Analysis

Hourly Entries

Hourly P&L

Daily Entries

Daily P&L

Monthly Entries

Monthly P&L

Yearly Entries

Yearly P&L

Holding Time Analysis

Profit vs Holding Time

Profitable (203)
Losing (275)