Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSL2Help="===================================="; MA_Period=19; MA_Shift=20; MA_Method=0; PositionAction=0; TrendFollowMethod=1; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=10; MaxTrades=38; MaxTradesAction=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=130; TakeProfit=300; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 7215 | Ticks modelled | 157016 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -456.07 | Gross profit | 1031.48 | Gross loss | -1487.55 |
Profit factor | 0.69 | Expected payoff | -10.86 | ||
Absolute drawdown | 456.07 | Maximal drawdown | 456.07 (45.61%) | Relative drawdown | 45.61% (456.07) |
Total trades | 42 | Short positions (won %) | 21 (95.24%) | Long positions (won %) | 21 (0.00%) |
Profit trades (% of total) | 20 (47.62%) | Loss trades (% of total) | 22 (52.38%) | ||
Largest | profit trade | 67.73 | loss trade | -86.59 | |
Average | profit trade | 51.57 | loss trade | -67.62 | |
Maximum | consecutive wins (profit in money) | 12 (593.45) | consecutive losses (loss in money) | 12 (-948.57) | |
Maximal | consecutive profit (count of wins) | 593.45 (12) | consecutive loss (count of losses) | -948.57 (12) | |
Average | consecutive wins | 10 | consecutive losses | 11 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.01 00:00 | sell | 1 | 0.10 | 150.070 | 0.000 | 0.000 | ||
2 | 2024.03.01 00:00 | modify | 1 | 0.10 | 150.070 | 151.370 | 147.070 | ||
3 | 2024.03.01 01:00 | sell | 2 | 0.10 | 150.216 | 0.000 | 0.000 | ||
4 | 2024.03.01 01:00 | modify | 2 | 0.10 | 150.216 | 151.516 | 147.216 | ||
5 | 2024.03.01 02:00 | sell | 3 | 0.10 | 150.355 | 0.000 | 0.000 | ||
6 | 2024.03.01 02:00 | modify | 3 | 0.10 | 150.355 | 151.655 | 147.355 | ||
7 | 2024.03.01 03:00 | sell | 4 | 0.10 | 150.353 | 0.000 | 0.000 | ||
8 | 2024.03.01 03:00 | modify | 4 | 0.10 | 150.353 | 151.653 | 147.353 | ||
9 | 2024.03.01 04:00 | sell | 5 | 0.10 | 150.323 | 0.000 | 0.000 | ||
10 | 2024.03.01 04:00 | modify | 5 | 0.10 | 150.323 | 151.623 | 147.323 | ||
11 | 2024.03.01 05:00 | sell | 6 | 0.10 | 150.383 | 0.000 | 0.000 | ||
12 | 2024.03.01 05:00 | modify | 6 | 0.10 | 150.383 | 151.683 | 147.383 | ||
13 | 2024.03.01 06:00 | sell | 7 | 0.10 | 150.445 | 0.000 | 0.000 | ||
14 | 2024.03.01 06:00 | modify | 7 | 0.10 | 150.445 | 151.745 | 147.445 | ||
15 | 2024.03.01 07:00 | sell | 8 | 0.10 | 150.350 | 0.000 | 0.000 | ||
16 | 2024.03.01 07:00 | modify | 8 | 0.10 | 150.350 | 151.650 | 147.350 | ||
17 | 2024.03.01 10:00 | buy | 9 | 0.10 | 150.655 | 0.000 | 0.000 | ||
18 | 2024.03.01 10:00 | modify | 9 | 0.10 | 150.655 | 149.355 | 153.655 | ||
19 | 2024.03.01 11:00 | buy | 10 | 0.10 | 150.388 | 0.000 | 0.000 | ||
20 | 2024.03.01 11:00 | modify | 10 | 0.10 | 150.388 | 149.088 | 153.388 | ||
21 | 2024.03.01 12:00 | buy | 11 | 0.10 | 150.420 | 0.000 | 0.000 | ||
22 | 2024.03.01 12:00 | modify | 11 | 0.10 | 150.420 | 149.120 | 153.420 | ||
23 | 2024.03.01 13:00 | buy | 12 | 0.10 | 150.590 | 0.000 | 0.000 | ||
24 | 2024.03.01 13:00 | modify | 12 | 0.10 | 150.590 | 149.290 | 153.590 | ||
25 | 2024.03.01 14:00 | buy | 13 | 0.10 | 150.673 | 0.000 | 0.000 | ||
26 | 2024.03.01 14:00 | modify | 13 | 0.10 | 150.673 | 149.373 | 153.673 | ||
27 | 2024.03.01 15:00 | buy | 14 | 0.10 | 150.698 | 0.000 | 0.000 | ||
28 | 2024.03.01 15:00 | modify | 14 | 0.10 | 150.698 | 149.398 | 153.698 | ||
29 | 2024.03.01 16:00 | buy | 15 | 0.10 | 150.152 | 0.000 | 0.000 | ||
30 | 2024.03.01 16:00 | modify | 15 | 0.10 | 150.152 | 148.852 | 153.152 | ||
31 | 2024.03.04 00:00 | buy | 16 | 0.10 | 150.159 | 0.000 | 0.000 | ||
32 | 2024.03.04 00:00 | modify | 16 | 0.10 | 150.159 | 148.859 | 153.159 | ||
33 | 2024.03.04 01:00 | buy | 17 | 0.10 | 150.010 | 0.000 | 0.000 | ||
34 | 2024.03.04 01:00 | modify | 17 | 0.10 | 150.010 | 148.710 | 153.010 | ||
35 | 2024.03.04 02:00 | buy | 18 | 0.10 | 150.156 | 0.000 | 0.000 | ||
36 | 2024.03.04 02:00 | modify | 18 | 0.10 | 150.156 | 148.856 | 153.156 | ||
37 | 2024.03.04 03:00 | buy | 19 | 0.10 | 150.201 | 0.000 | 0.000 | ||
38 | 2024.03.04 03:00 | modify | 19 | 0.10 | 150.201 | 148.901 | 153.201 | ||
39 | 2024.03.04 04:00 | buy | 20 | 0.10 | 150.189 | 0.000 | 0.000 | ||
40 | 2024.03.04 04:00 | modify | 20 | 0.10 | 150.189 | 148.889 | 153.189 | ||
41 | 2024.03.04 05:00 | buy | 21 | 0.10 | 150.283 | 0.000 | 0.000 | ||
42 | 2024.03.04 05:00 | modify | 21 | 0.10 | 150.283 | 148.983 | 153.283 | ||
43 | 2024.03.04 06:00 | buy | 22 | 0.10 | 150.332 | 0.000 | 0.000 | ||
44 | 2024.03.04 06:00 | modify | 22 | 0.10 | 150.332 | 149.032 | 153.332 | ||
45 | 2024.03.04 07:00 | buy | 23 | 0.10 | 150.387 | 0.000 | 0.000 | ||
46 | 2024.03.04 07:00 | modify | 23 | 0.10 | 150.387 | 149.087 | 153.387 | ||
47 | 2024.03.04 08:00 | sell | 24 | 0.10 | 150.307 | 0.000 | 0.000 | ||
48 | 2024.03.04 08:00 | modify | 24 | 0.10 | 150.307 | 151.607 | 147.307 | ||
49 | 2024.03.04 09:00 | sell | 25 | 0.10 | 150.376 | 0.000 | 0.000 | ||
50 | 2024.03.04 09:00 | modify | 25 | 0.10 | 150.376 | 151.676 | 147.376 | ||
51 | 2024.03.04 10:00 | sell | 26 | 0.10 | 150.244 | 0.000 | 0.000 | ||
52 | 2024.03.04 10:00 | modify | 26 | 0.10 | 150.244 | 151.544 | 147.244 | ||
53 | 2024.03.04 11:00 | sell | 27 | 0.10 | 150.416 | 0.000 | 0.000 | ||
54 | 2024.03.04 11:00 | modify | 27 | 0.10 | 150.416 | 151.716 | 147.416 | ||
55 | 2024.03.04 12:00 | sell | 28 | 0.10 | 150.422 | 0.000 | 0.000 | ||
56 | 2024.03.04 12:00 | modify | 28 | 0.10 | 150.422 | 151.722 | 147.422 | ||
57 | 2024.03.04 13:00 | sell | 29 | 0.10 | 150.442 | 0.000 | 0.000 | ||
58 | 2024.03.04 13:00 | modify | 29 | 0.10 | 150.442 | 151.742 | 147.442 | ||
59 | 2024.03.04 14:00 | sell | 30 | 0.10 | 150.458 | 0.000 | 0.000 | ||
60 | 2024.03.04 14:00 | modify | 30 | 0.10 | 150.458 | 151.758 | 147.458 | ||
61 | 2024.03.04 15:00 | sell | 31 | 0.10 | 150.333 | 0.000 | 0.000 | ||
62 | 2024.03.04 15:00 | modify | 31 | 0.10 | 150.333 | 151.633 | 147.333 | ||
63 | 2024.03.04 16:00 | sell | 32 | 0.10 | 150.485 | 0.000 | 0.000 | ||
64 | 2024.03.04 16:00 | modify | 32 | 0.10 | 150.485 | 151.785 | 147.485 | ||
65 | 2024.03.05 00:00 | buy | 33 | 0.10 | 150.487 | 0.000 | 0.000 | ||
66 | 2024.03.05 00:00 | modify | 33 | 0.10 | 150.487 | 149.187 | 153.487 | ||
67 | 2024.03.05 01:00 | buy | 34 | 0.10 | 150.429 | 0.000 | 0.000 | ||
68 | 2024.03.05 01:00 | modify | 34 | 0.10 | 150.429 | 149.129 | 153.429 | ||
69 | 2024.03.05 02:00 | buy | 35 | 0.10 | 150.493 | 0.000 | 0.000 | ||
70 | 2024.03.05 02:00 | modify | 35 | 0.10 | 150.493 | 149.193 | 153.493 | ||
71 | 2024.03.05 03:00 | buy | 36 | 0.10 | 150.524 | 0.000 | 0.000 | ||
72 | 2024.03.05 03:00 | modify | 36 | 0.10 | 150.524 | 149.224 | 153.524 | ||
73 | 2024.03.05 04:00 | buy | 37 | 0.10 | 150.529 | 0.000 | 0.000 | ||
74 | 2024.03.05 04:00 | modify | 37 | 0.10 | 150.529 | 149.229 | 153.529 | ||
75 | 2024.03.05 05:00 | buy | 38 | 0.10 | 150.558 | 0.000 | 0.000 | ||
76 | 2024.03.05 05:00 | modify | 38 | 0.10 | 150.558 | 149.258 | 153.558 | ||
77 | 2024.03.06 07:16 | s/l | 14 | 0.10 | 149.398 | 149.398 | 153.698 | -85.23 | 914.77 |
78 | 2024.03.06 07:50 | s/l | 9 | 0.10 | 149.355 | 149.355 | 153.655 | -85.28 | 829.49 |
79 | 2024.03.06 07:50 | s/l | 13 | 0.10 | 149.373 | 149.373 | 153.673 | -85.28 | 744.20 |
80 | 2024.03.06 08:00 | sell | 39 | 0.10 | 149.535 | 0.000 | 0.000 | ||
81 | 2024.03.06 08:00 | modify | 39 | 0.10 | 149.535 | 150.835 | 146.535 | ||
82 | 2024.03.06 09:00 | sell | 40 | 0.10 | 149.750 | 0.000 | 0.000 | ||
83 | 2024.03.06 09:00 | modify | 40 | 0.10 | 149.750 | 151.050 | 146.750 | ||
84 | 2024.03.06 10:00 | sell | 41 | 0.10 | 149.648 | 0.000 | 0.000 | ||
85 | 2024.03.06 10:00 | modify | 41 | 0.10 | 149.648 | 150.948 | 146.648 | ||
86 | 2024.03.06 14:20 | s/l | 12 | 0.10 | 149.290 | 149.290 | 153.590 | -85.31 | 658.89 |
87 | 2024.03.06 15:00 | sell | 42 | 0.10 | 149.391 | 0.000 | 0.000 | ||
88 | 2024.03.06 15:00 | modify | 42 | 0.10 | 149.391 | 150.691 | 146.391 | ||
89 | 2024.03.06 16:45 | s/l | 37 | 0.10 | 149.229 | 149.229 | 153.529 | -86.52 | 572.38 |
90 | 2024.03.06 16:45 | s/l | 38 | 0.10 | 149.258 | 149.258 | 153.558 | -86.53 | 485.85 |
91 | 2024.03.06 16:50 | s/l | 33 | 0.10 | 149.187 | 149.187 | 153.487 | -86.58 | 399.27 |
92 | 2024.03.06 16:50 | s/l | 35 | 0.10 | 149.193 | 149.193 | 153.493 | -86.59 | 312.68 |
93 | 2024.03.06 16:50 | s/l | 36 | 0.10 | 149.224 | 149.224 | 153.524 | -86.59 | 226.10 |
94 | 2024.03.06 17:02 | s/l | 11 | 0.10 | 149.120 | 149.120 | 153.420 | -85.40 | 140.69 |
95 | 2024.03.06 17:02 | s/l | 34 | 0.10 | 149.129 | 149.129 | 153.429 | -86.59 | 54.11 |
96 | 2024.03.06 20:03 | close at stop | 42 | 0.10 | 149.431 | 150.691 | 146.391 | -2.68 | 51.43 |
97 | 2024.03.06 20:03 | close at stop | 41 | 0.10 | 149.431 | 150.948 | 146.648 | 14.52 | 65.95 |
98 | 2024.03.06 20:03 | close at stop | 40 | 0.10 | 149.431 | 151.050 | 146.750 | 21.35 | 87.30 |
99 | 2024.03.06 20:03 | close at stop | 39 | 0.10 | 149.431 | 150.835 | 146.535 | 6.96 | 94.26 |
100 | 2024.03.06 20:03 | close at stop | 32 | 0.10 | 149.431 | 151.785 | 147.485 | 67.73 | 161.99 |
101 | 2024.03.06 20:03 | close at stop | 31 | 0.10 | 149.431 | 151.633 | 147.333 | 57.56 | 219.56 |
102 | 2024.03.06 20:03 | close at stop | 30 | 0.10 | 149.431 | 151.758 | 147.458 | 65.93 | 285.49 |
103 | 2024.03.06 20:03 | close at stop | 29 | 0.10 | 149.431 | 151.742 | 147.442 | 64.86 | 350.35 |
104 | 2024.03.06 20:03 | close at stop | 28 | 0.10 | 149.431 | 151.722 | 147.422 | 63.52 | 413.88 |
105 | 2024.03.06 20:03 | close at stop | 27 | 0.10 | 149.431 | 151.716 | 147.416 | 63.12 | 477.00 |
106 | 2024.03.06 20:03 | close at stop | 26 | 0.10 | 149.431 | 151.544 | 147.244 | 51.61 | 528.61 |
107 | 2024.03.06 20:03 | close at stop | 25 | 0.10 | 149.431 | 151.676 | 147.376 | 60.44 | 589.06 |
108 | 2024.03.06 20:03 | close at stop | 24 | 0.10 | 149.431 | 151.607 | 147.307 | 55.82 | 644.88 |
109 | 2024.03.06 20:03 | close at stop | 23 | 0.10 | 149.401 | 149.087 | 153.387 | -64.81 | 580.07 |
110 | 2024.03.06 20:03 | close at stop | 22 | 0.10 | 149.401 | 149.032 | 153.332 | -61.13 | 518.93 |
111 | 2024.03.06 20:03 | close at stop | 21 | 0.10 | 149.401 | 148.983 | 153.283 | -57.85 | 461.08 |
112 | 2024.03.06 20:03 | close at stop | 20 | 0.10 | 149.401 | 148.889 | 153.189 | -51.55 | 409.52 |
113 | 2024.03.06 20:03 | close at stop | 19 | 0.10 | 149.401 | 148.901 | 153.201 | -52.36 | 357.16 |
114 | 2024.03.06 20:03 | close at stop | 18 | 0.10 | 149.401 | 148.856 | 153.156 | -49.35 | 307.81 |
115 | 2024.03.06 20:03 | close at stop | 17 | 0.10 | 149.401 | 148.710 | 153.010 | -39.57 | 268.23 |
116 | 2024.03.06 20:03 | close at stop | 16 | 0.10 | 149.401 | 148.859 | 153.159 | -49.55 | 218.68 |
117 | 2024.03.06 20:03 | close at stop | 15 | 0.10 | 149.401 | 148.852 | 153.152 | -48.49 | 170.18 |
118 | 2024.03.06 20:03 | close at stop | 10 | 0.10 | 149.401 | 149.088 | 153.388 | -64.28 | 105.90 |
119 | 2024.03.06 20:03 | close at stop | 8 | 0.10 | 149.431 | 151.650 | 147.350 | 57.31 | 163.21 |
120 | 2024.03.06 20:03 | close at stop | 7 | 0.10 | 149.431 | 151.745 | 147.445 | 63.67 | 226.87 |
121 | 2024.03.06 20:03 | close at stop | 6 | 0.10 | 149.431 | 151.683 | 147.383 | 59.52 | 286.39 |
122 | 2024.03.06 20:03 | close at stop | 5 | 0.10 | 149.431 | 151.623 | 147.323 | 55.50 | 341.89 |
123 | 2024.03.06 20:03 | close at stop | 4 | 0.10 | 149.431 | 151.653 | 147.353 | 57.51 | 399.39 |
124 | 2024.03.06 20:03 | close at stop | 3 | 0.10 | 149.431 | 151.655 | 147.355 | 57.64 | 457.03 |
125 | 2024.03.06 20:03 | close at stop | 2 | 0.10 | 149.431 | 151.516 | 147.216 | 48.34 | 505.36 |
126 | 2024.03.06 20:03 | close at stop | 1 | 0.10 | 149.431 | 151.370 | 147.070 | 38.57 | 543.93 |