Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSL2Help="===================================="; MA_Period=2; MA_Shift=1; MA_Method=0; PositionAction=0; TrendFollowMethod=1; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=10; MaxTrades=40; MaxTradesAction=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=60; TakeProfit=300; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; CFDTickScaling=0; MagicNumber=200828; | ||||
Bars in test | 2613 | Ticks modelled | 79293 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -473.56 | Gross profit | 614.19 | Gross loss | -1087.75 |
Profit factor | 0.56 | Expected payoff | -11.01 | ||
Absolute drawdown | 473.56 | Maximal drawdown | 1475.02 (73.70%) | Relative drawdown | 73.70% (1475.02) |
Total trades | 43 | Short positions (won %) | 20 (25.00%) | Long positions (won %) | 23 (47.83%) |
Profit trades (% of total) | 16 (37.21%) | Loss trades (% of total) | 27 (62.79%) | ||
Largest | profit trade | 80.99 | loss trade | -59.47 | |
Average | profit trade | 38.39 | loss trade | -40.29 | |
Maximum | consecutive wins (profit in money) | 12 (367.44) | consecutive losses (loss in money) | 22 (-981.64) | |
Maximal | consecutive profit (count of wins) | 367.44 (12) | consecutive loss (count of losses) | -981.64 (22) | |
Average | consecutive wins | 8 | consecutive losses | 14 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.01 04:00 | sell | 1 | 0.10 | 151.243 | 0.000 | 0.000 | ||
2 | 2023.11.01 04:00 | modify | 1 | 0.10 | 151.243 | 151.843 | 148.243 | ||
3 | 2023.11.01 08:00 | sell | 2 | 0.10 | 151.375 | 0.000 | 0.000 | ||
4 | 2023.11.01 08:00 | modify | 2 | 0.10 | 151.375 | 151.975 | 148.375 | ||
5 | 2023.11.01 12:00 | sell | 3 | 0.10 | 151.231 | 0.000 | 0.000 | ||
6 | 2023.11.01 12:00 | modify | 3 | 0.10 | 151.231 | 151.831 | 148.231 | ||
7 | 2023.11.01 16:00 | sell | 4 | 0.10 | 150.964 | 0.000 | 0.000 | ||
8 | 2023.11.01 16:00 | modify | 4 | 0.10 | 150.964 | 151.564 | 147.964 | ||
9 | 2023.11.01 20:00 | sell | 5 | 0.10 | 150.877 | 0.000 | 0.000 | ||
10 | 2023.11.01 20:00 | modify | 5 | 0.10 | 150.877 | 151.477 | 147.877 | ||
11 | 2023.11.02 04:00 | sell | 6 | 0.10 | 150.350 | 0.000 | 0.000 | ||
12 | 2023.11.02 04:00 | modify | 6 | 0.10 | 150.350 | 150.950 | 147.350 | ||
13 | 2023.11.02 08:00 | sell | 7 | 0.10 | 150.376 | 0.000 | 0.000 | ||
14 | 2023.11.02 08:00 | modify | 7 | 0.10 | 150.376 | 150.976 | 147.376 | ||
15 | 2023.11.02 12:00 | buy | 8 | 0.10 | 150.390 | 0.000 | 0.000 | ||
16 | 2023.11.02 12:00 | modify | 8 | 0.10 | 150.390 | 149.790 | 153.390 | ||
17 | 2023.11.02 16:00 | sell | 9 | 0.10 | 150.484 | 0.000 | 0.000 | ||
18 | 2023.11.02 16:00 | modify | 9 | 0.10 | 150.484 | 151.084 | 147.484 | ||
19 | 2023.11.02 20:00 | buy | 10 | 0.10 | 150.490 | 0.000 | 0.000 | ||
20 | 2023.11.02 20:00 | modify | 10 | 0.10 | 150.490 | 149.890 | 153.490 | ||
21 | 2023.11.03 04:00 | sell | 11 | 0.10 | 150.343 | 0.000 | 0.000 | ||
22 | 2023.11.03 04:00 | modify | 11 | 0.10 | 150.343 | 150.943 | 147.343 | ||
23 | 2023.11.03 08:00 | sell | 12 | 0.10 | 150.341 | 0.000 | 0.000 | ||
24 | 2023.11.03 08:00 | modify | 12 | 0.10 | 150.341 | 150.941 | 147.341 | ||
25 | 2023.11.03 12:00 | sell | 13 | 0.10 | 150.180 | 0.000 | 0.000 | ||
26 | 2023.11.03 12:00 | modify | 13 | 0.10 | 150.180 | 150.780 | 147.180 | ||
27 | 2023.11.03 12:20 | s/l | 10 | 0.10 | 149.890 | 149.890 | 153.490 | -39.07 | 960.93 |
28 | 2023.11.03 12:30 | s/l | 8 | 0.10 | 149.790 | 149.790 | 153.390 | -39.14 | 921.80 |
29 | 2023.11.03 16:00 | sell | 14 | 0.10 | 149.366 | 0.000 | 0.000 | ||
30 | 2023.11.03 16:00 | modify | 14 | 0.10 | 149.366 | 149.966 | 146.366 | ||
31 | 2023.11.03 20:00 | sell | 15 | 0.10 | 149.466 | 0.000 | 0.000 | ||
32 | 2023.11.03 20:00 | modify | 15 | 0.10 | 149.466 | 150.066 | 146.466 | ||
33 | 2023.11.06 04:00 | buy | 16 | 0.10 | 149.607 | 0.000 | 0.000 | ||
34 | 2023.11.06 04:00 | modify | 16 | 0.10 | 149.607 | 149.007 | 152.607 | ||
35 | 2023.11.06 08:00 | buy | 17 | 0.10 | 149.760 | 0.000 | 0.000 | ||
36 | 2023.11.06 08:00 | modify | 17 | 0.10 | 149.760 | 149.160 | 152.760 | ||
37 | 2023.11.06 12:00 | buy | 18 | 0.10 | 149.654 | 0.000 | 0.000 | ||
38 | 2023.11.06 12:00 | modify | 18 | 0.10 | 149.654 | 149.054 | 152.654 | ||
39 | 2023.11.06 16:00 | buy | 19 | 0.10 | 149.760 | 0.000 | 0.000 | ||
40 | 2023.11.06 16:00 | modify | 19 | 0.10 | 149.760 | 149.160 | 152.760 | ||
41 | 2023.11.06 19:30 | s/l | 14 | 0.10 | 149.966 | 149.966 | 146.366 | -41.67 | 880.12 |
42 | 2023.11.06 20:00 | buy | 20 | 0.10 | 150.007 | 0.000 | 0.000 | ||
43 | 2023.11.06 20:00 | modify | 20 | 0.10 | 150.007 | 149.407 | 153.007 | ||
44 | 2023.11.06 21:30 | s/l | 15 | 0.10 | 150.066 | 150.066 | 146.466 | -41.64 | 838.48 |
45 | 2023.11.07 04:00 | buy | 21 | 0.10 | 150.226 | 0.000 | 0.000 | ||
46 | 2023.11.07 04:00 | modify | 21 | 0.10 | 150.226 | 149.626 | 153.226 | ||
47 | 2023.11.07 08:00 | buy | 22 | 0.10 | 150.514 | 0.000 | 0.000 | ||
48 | 2023.11.07 08:00 | modify | 22 | 0.10 | 150.514 | 149.914 | 153.514 | ||
49 | 2023.11.07 12:00 | buy | 23 | 0.10 | 150.435 | 0.000 | 0.000 | ||
50 | 2023.11.07 12:00 | modify | 23 | 0.10 | 150.435 | 149.835 | 153.435 | ||
51 | 2023.11.07 16:00 | buy | 24 | 0.10 | 150.528 | 0.000 | 0.000 | ||
52 | 2023.11.07 16:00 | modify | 24 | 0.10 | 150.528 | 149.928 | 153.528 | ||
53 | 2023.11.07 20:00 | buy | 25 | 0.10 | 150.467 | 0.000 | 0.000 | ||
54 | 2023.11.07 20:00 | modify | 25 | 0.10 | 150.467 | 149.867 | 153.467 | ||
55 | 2023.11.08 04:00 | buy | 26 | 0.10 | 150.526 | 0.000 | 0.000 | ||
56 | 2023.11.08 04:00 | modify | 26 | 0.10 | 150.526 | 149.926 | 153.526 | ||
57 | 2023.11.08 07:15 | s/l | 13 | 0.10 | 150.780 | 150.780 | 147.180 | -44.78 | 793.70 |
58 | 2023.11.08 08:00 | buy | 27 | 0.10 | 150.712 | 0.000 | 0.000 | ||
59 | 2023.11.08 08:00 | modify | 27 | 0.10 | 150.712 | 150.112 | 153.712 | ||
60 | 2023.11.08 12:00 | buy | 28 | 0.10 | 150.768 | 0.000 | 0.000 | ||
61 | 2023.11.08 12:00 | modify | 28 | 0.10 | 150.768 | 150.168 | 153.768 | ||
62 | 2023.11.08 13:30 | s/l | 6 | 0.10 | 150.950 | 150.950 | 147.350 | -46.39 | 747.31 |
63 | 2023.11.08 13:30 | s/l | 11 | 0.10 | 150.943 | 150.943 | 147.343 | -44.74 | 702.57 |
64 | 2023.11.08 13:30 | s/l | 12 | 0.10 | 150.941 | 150.941 | 147.341 | -44.73 | 657.84 |
65 | 2023.11.08 13:40 | s/l | 7 | 0.10 | 150.976 | 150.976 | 147.376 | -46.38 | 611.46 |
66 | 2023.11.08 16:00 | buy | 29 | 0.10 | 150.878 | 0.000 | 0.000 | ||
67 | 2023.11.08 16:00 | modify | 29 | 0.10 | 150.878 | 150.278 | 153.878 | ||
68 | 2023.11.08 20:00 | buy | 30 | 0.10 | 151.062 | 0.000 | 0.000 | ||
69 | 2023.11.08 20:00 | modify | 30 | 0.10 | 151.062 | 150.462 | 154.062 | ||
70 | 2023.11.08 20:15 | s/l | 9 | 0.10 | 151.084 | 151.084 | 147.484 | -46.36 | 565.09 |
71 | 2023.11.09 04:00 | sell | 31 | 0.10 | 150.939 | 0.000 | 0.000 | ||
72 | 2023.11.09 04:00 | modify | 31 | 0.10 | 150.939 | 151.539 | 147.939 | ||
73 | 2023.11.09 08:00 | sell | 32 | 0.10 | 150.914 | 0.000 | 0.000 | ||
74 | 2023.11.09 08:00 | modify | 32 | 0.10 | 150.914 | 151.514 | 147.914 | ||
75 | 2023.11.09 12:00 | buy | 33 | 0.10 | 151.167 | 0.000 | 0.000 | ||
76 | 2023.11.09 12:00 | modify | 33 | 0.10 | 151.167 | 150.567 | 154.167 | ||
77 | 2023.11.09 16:00 | buy | 34 | 0.10 | 150.978 | 0.000 | 0.000 | ||
78 | 2023.11.09 16:00 | modify | 34 | 0.10 | 150.978 | 150.378 | 153.978 | ||
79 | 2023.11.09 20:00 | buy | 35 | 0.10 | 151.353 | 0.000 | 0.000 | ||
80 | 2023.11.09 20:00 | modify | 35 | 0.10 | 151.353 | 150.753 | 154.353 | ||
81 | 2023.11.10 04:00 | sell | 36 | 0.10 | 151.326 | 0.000 | 0.000 | ||
82 | 2023.11.10 04:00 | modify | 36 | 0.10 | 151.326 | 151.926 | 148.326 | ||
83 | 2023.11.10 07:15 | s/l | 5 | 0.10 | 151.477 | 151.477 | 147.877 | -57.91 | 507.19 |
84 | 2023.11.10 08:00 | buy | 37 | 0.10 | 151.403 | 0.000 | 0.000 | ||
85 | 2023.11.10 08:00 | modify | 37 | 0.10 | 151.403 | 150.803 | 154.403 | ||
86 | 2023.11.10 10:15 | s/l | 32 | 0.10 | 151.514 | 151.514 | 147.914 | -41.26 | 465.92 |
87 | 2023.11.10 12:00 | buy | 38 | 0.10 | 151.506 | 0.000 | 0.000 | ||
88 | 2023.11.10 12:00 | modify | 38 | 0.10 | 151.506 | 150.906 | 154.506 | ||
89 | 2023.11.10 15:05 | s/l | 4 | 0.10 | 151.564 | 151.564 | 147.964 | -57.89 | 408.04 |
90 | 2023.11.10 15:05 | s/l | 31 | 0.10 | 151.539 | 151.539 | 147.939 | -41.25 | 366.79 |
91 | 2023.11.13 04:00 | sell | 39 | 0.10 | 151.667 | 0.000 | 0.000 | ||
92 | 2023.11.13 04:00 | modify | 39 | 0.10 | 151.667 | 152.267 | 148.667 | ||
93 | 2023.11.13 08:00 | buy | 40 | 0.10 | 151.771 | 0.000 | 0.000 | ||
94 | 2023.11.13 08:00 | modify | 40 | 0.10 | 151.771 | 151.171 | 154.771 | ||
95 | 2023.11.13 08:30 | s/l | 1 | 0.10 | 151.843 | 151.843 | 148.243 | -59.47 | 307.32 |
96 | 2023.11.13 08:30 | s/l | 3 | 0.10 | 151.831 | 151.831 | 148.231 | -59.47 | 247.85 |
97 | 2023.11.13 14:40 | s/l | 36 | 0.10 | 151.926 | 151.926 | 148.326 | -41.15 | 206.70 |
98 | 2023.11.13 20:00 | sell | 41 | 0.10 | 151.597 | 0.000 | 0.000 | ||
99 | 2023.11.13 20:00 | modify | 41 | 0.10 | 151.597 | 152.197 | 148.597 | ||
100 | 2023.11.14 12:00 | sell | 42 | 0.10 | 151.731 | 0.000 | 0.000 | ||
101 | 2023.11.14 12:00 | modify | 42 | 0.10 | 151.731 | 152.331 | 148.731 | ||
102 | 2023.11.14 13:30 | s/l | 40 | 0.10 | 151.171 | 151.171 | 154.771 | -38.74 | 167.96 |
103 | 2023.11.14 13:40 | s/l | 37 | 0.10 | 150.803 | 150.803 | 154.403 | -37.86 | 130.09 |
104 | 2023.11.14 13:40 | s/l | 38 | 0.10 | 150.906 | 150.906 | 154.506 | -37.86 | 92.23 |
105 | 2023.11.14 14:40 | s/l | 35 | 0.10 | 150.753 | 150.753 | 154.353 | -36.91 | 55.32 |
106 | 2023.11.14 16:00 | sell | 43 | 0.10 | 150.817 | 0.000 | 0.000 | ||
107 | 2023.11.14 16:00 | modify | 43 | 0.10 | 150.817 | 151.417 | 147.817 | ||
108 | 2023.11.14 18:20 | s/l | 33 | 0.10 | 150.567 | 150.567 | 154.167 | -36.96 | 18.36 |
109 | 2023.11.14 18:40 | close at stop | 43 | 0.10 | 150.512 | 151.417 | 147.817 | 20.26 | 38.62 |
110 | 2023.11.14 18:40 | close at stop | 42 | 0.10 | 150.512 | 152.331 | 148.731 | 80.99 | 119.61 |
111 | 2023.11.14 18:40 | close at stop | 41 | 0.10 | 150.512 | 152.197 | 148.597 | 70.43 | 190.03 |
112 | 2023.11.14 18:40 | close at stop | 39 | 0.10 | 150.512 | 152.267 | 148.667 | 75.08 | 265.11 |
113 | 2023.11.14 18:40 | close at stop | 34 | 0.10 | 150.482 | 150.378 | 153.978 | -30.07 | 235.04 |
114 | 2023.11.14 18:40 | close at stop | 30 | 0.10 | 150.482 | 150.462 | 154.062 | -32.76 | 202.28 |
115 | 2023.11.14 18:40 | close at stop | 29 | 0.10 | 150.482 | 150.278 | 153.878 | -20.54 | 181.74 |
116 | 2023.11.14 18:40 | close at stop | 28 | 0.10 | 150.482 | 150.168 | 153.768 | -13.23 | 168.50 |
117 | 2023.11.14 18:40 | close at stop | 27 | 0.10 | 150.482 | 150.112 | 153.712 | -9.50 | 159.00 |
118 | 2023.11.14 18:40 | close at stop | 26 | 0.10 | 150.482 | 149.926 | 153.526 | 2.86 | 161.86 |
119 | 2023.11.14 18:40 | close at stop | 25 | 0.10 | 150.482 | 149.867 | 153.467 | 7.74 | 169.60 |
120 | 2023.11.14 18:40 | close at stop | 24 | 0.10 | 150.482 | 149.928 | 153.528 | 3.68 | 173.28 |
121 | 2023.11.14 18:40 | close at stop | 23 | 0.10 | 150.482 | 149.835 | 153.435 | 9.86 | 183.14 |
122 | 2023.11.14 18:40 | close at stop | 22 | 0.10 | 150.482 | 149.914 | 153.514 | 4.61 | 187.75 |
123 | 2023.11.14 18:40 | close at stop | 21 | 0.10 | 150.482 | 149.626 | 153.226 | 23.75 | 211.50 |
124 | 2023.11.14 18:40 | close at stop | 20 | 0.10 | 150.482 | 149.407 | 153.007 | 39.27 | 250.77 |
125 | 2023.11.14 18:40 | close at stop | 19 | 0.10 | 150.482 | 149.160 | 152.760 | 55.68 | 306.46 |
126 | 2023.11.14 18:40 | close at stop | 18 | 0.10 | 150.482 | 149.054 | 152.654 | 62.72 | 369.18 |
127 | 2023.11.14 18:40 | close at stop | 17 | 0.10 | 150.482 | 149.160 | 152.760 | 55.68 | 424.87 |
128 | 2023.11.14 18:40 | close at stop | 16 | 0.10 | 150.482 | 149.007 | 152.607 | 65.85 | 490.72 |
129 | 2023.11.14 18:40 | close at stop | 2 | 0.10 | 150.512 | 151.975 | 148.375 | 35.72 | 526.44 |