Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2024.07.01 00:00 - 2025.06.30 23:00 (2024.07.01 - 2025.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSL2Help="===================================="; MA_Period=20; MA_Shift=14; MA_Method=0; PositionAction=0; TrendFollowMethod=1; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=10; MaxTrades=39; MaxTradesAction=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=190; TakeProfit=270; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 7217 | Ticks modelled | 157621 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -451.75 | Gross profit | 254.79 | Gross loss | -706.54 |
Profit factor | 0.36 | Expected payoff | -21.51 | ||
Absolute drawdown | 451.75 | Maximal drawdown | 967.04 (63.82%) | Relative drawdown | 63.82% (967.04) |
Total trades | 21 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 17 (0.00%) |
Profit trades (% of total) | 4 (19.05%) | Loss trades (% of total) | 17 (80.95%) | ||
Largest | profit trade | 66.48 | loss trade | -74.64 | |
Average | profit trade | 63.70 | loss trade | -41.56 | |
Maximum | consecutive wins (profit in money) | 4 (254.79) | consecutive losses (loss in money) | 13 (-420.86) | |
Maximal | consecutive profit (count of wins) | 254.79 (4) | consecutive loss (count of losses) | -420.86 (13) | |
Average | consecutive wins | 4 | consecutive losses | 9 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.07.01 06:00 | buy | 1 | 0.10 | 161.065 | 0.000 | 0.000 | ||
2 | 2024.07.01 06:00 | modify | 1 | 0.10 | 161.065 | 159.165 | 163.765 | ||
3 | 2024.07.01 07:00 | buy | 2 | 0.10 | 160.932 | 0.000 | 0.000 | ||
4 | 2024.07.01 07:00 | modify | 2 | 0.10 | 160.932 | 159.032 | 163.632 | ||
5 | 2024.07.01 08:00 | buy | 3 | 0.10 | 161.043 | 0.000 | 0.000 | ||
6 | 2024.07.01 08:00 | modify | 3 | 0.10 | 161.043 | 159.143 | 163.743 | ||
7 | 2024.07.01 09:00 | buy | 4 | 0.10 | 161.039 | 0.000 | 0.000 | ||
8 | 2024.07.01 09:00 | modify | 4 | 0.10 | 161.039 | 159.139 | 163.739 | ||
9 | 2024.07.01 10:00 | buy | 5 | 0.10 | 161.095 | 0.000 | 0.000 | ||
10 | 2024.07.01 10:00 | modify | 5 | 0.10 | 161.095 | 159.195 | 163.795 | ||
11 | 2024.07.01 11:00 | buy | 6 | 0.10 | 161.155 | 0.000 | 0.000 | ||
12 | 2024.07.01 11:00 | modify | 6 | 0.10 | 161.155 | 159.255 | 163.855 | ||
13 | 2024.07.01 12:00 | buy | 7 | 0.10 | 161.130 | 0.000 | 0.000 | ||
14 | 2024.07.01 12:00 | modify | 7 | 0.10 | 161.130 | 159.230 | 163.830 | ||
15 | 2024.07.01 13:00 | buy | 8 | 0.10 | 161.383 | 0.000 | 0.000 | ||
16 | 2024.07.01 13:00 | modify | 8 | 0.10 | 161.383 | 159.483 | 164.083 | ||
17 | 2024.07.01 14:00 | buy | 9 | 0.10 | 161.374 | 0.000 | 0.000 | ||
18 | 2024.07.01 14:00 | modify | 9 | 0.10 | 161.374 | 159.474 | 164.074 | ||
19 | 2024.07.01 15:00 | buy | 10 | 0.10 | 161.684 | 0.000 | 0.000 | ||
20 | 2024.07.01 15:00 | modify | 10 | 0.10 | 161.684 | 159.784 | 164.384 | ||
21 | 2024.07.01 16:00 | buy | 11 | 0.10 | 161.586 | 0.000 | 0.000 | ||
22 | 2024.07.01 16:00 | modify | 11 | 0.10 | 161.586 | 159.686 | 164.286 | ||
23 | 2024.07.02 06:00 | buy | 12 | 0.10 | 161.734 | 0.000 | 0.000 | ||
24 | 2024.07.02 06:00 | modify | 12 | 0.10 | 161.734 | 159.834 | 164.434 | ||
25 | 2024.07.02 07:00 | buy | 13 | 0.10 | 161.703 | 0.000 | 0.000 | ||
26 | 2024.07.02 07:00 | modify | 13 | 0.10 | 161.703 | 159.803 | 164.403 | ||
27 | 2024.07.03 06:00 | sell | 14 | 0.10 | 161.867 | 0.000 | 0.000 | ||
28 | 2024.07.03 06:00 | modify | 14 | 0.10 | 161.867 | 163.767 | 159.167 | ||
29 | 2024.07.03 07:00 | sell | 15 | 0.10 | 161.811 | 0.000 | 0.000 | ||
30 | 2024.07.03 07:00 | modify | 15 | 0.10 | 161.811 | 163.711 | 159.111 | ||
31 | 2024.07.03 08:00 | sell | 16 | 0.10 | 161.766 | 0.000 | 0.000 | ||
32 | 2024.07.03 08:00 | modify | 16 | 0.10 | 161.766 | 163.666 | 159.066 | ||
33 | 2024.07.03 09:00 | sell | 17 | 0.10 | 161.845 | 0.000 | 0.000 | ||
34 | 2024.07.03 09:00 | modify | 17 | 0.10 | 161.845 | 163.745 | 159.145 | ||
35 | 2024.07.03 10:00 | buy | 18 | 0.10 | 161.896 | 0.000 | 0.000 | ||
36 | 2024.07.03 10:00 | modify | 18 | 0.10 | 161.896 | 159.996 | 164.596 | ||
37 | 2024.07.03 11:00 | buy | 19 | 0.10 | 161.968 | 0.000 | 0.000 | ||
38 | 2024.07.03 11:00 | modify | 19 | 0.10 | 161.968 | 160.068 | 164.668 | ||
39 | 2024.07.03 12:00 | buy | 20 | 0.10 | 161.951 | 0.000 | 0.000 | ||
40 | 2024.07.03 12:00 | modify | 20 | 0.10 | 161.951 | 160.051 | 164.651 | ||
41 | 2024.07.03 13:00 | buy | 21 | 0.10 | 161.850 | 0.000 | 0.000 | ||
42 | 2024.07.03 13:00 | modify | 21 | 0.10 | 161.850 | 159.950 | 164.550 | ||
43 | 2024.07.03 14:16 | close at stop | 21 | 0.10 | 160.768 | 159.950 | 164.550 | -67.30 | 932.70 |
44 | 2024.07.03 14:16 | close at stop | 20 | 0.10 | 160.768 | 160.051 | 164.651 | -73.58 | 859.12 |
45 | 2024.07.03 14:16 | close at stop | 19 | 0.10 | 160.768 | 160.068 | 164.668 | -74.64 | 784.48 |
46 | 2024.07.03 14:16 | close at stop | 18 | 0.10 | 160.768 | 159.996 | 164.596 | -70.16 | 714.32 |
47 | 2024.07.03 14:16 | close at stop | 17 | 0.10 | 160.798 | 163.745 | 159.145 | 65.11 | 779.43 |
48 | 2024.07.03 14:16 | close at stop | 16 | 0.10 | 160.798 | 163.666 | 159.066 | 60.20 | 839.63 |
49 | 2024.07.03 14:16 | close at stop | 15 | 0.10 | 160.798 | 163.711 | 159.111 | 63.00 | 902.63 |
50 | 2024.07.03 14:16 | close at stop | 14 | 0.10 | 160.798 | 163.767 | 159.167 | 66.48 | 969.11 |
51 | 2024.07.03 14:16 | close at stop | 13 | 0.10 | 160.768 | 159.803 | 164.403 | -57.71 | 911.40 |
52 | 2024.07.03 14:16 | close at stop | 12 | 0.10 | 160.768 | 159.834 | 164.434 | -59.64 | 851.76 |
53 | 2024.07.03 14:16 | close at stop | 11 | 0.10 | 160.768 | 159.686 | 164.286 | -49.98 | 801.77 |
54 | 2024.07.03 14:16 | close at stop | 10 | 0.10 | 160.768 | 159.784 | 164.384 | -56.08 | 745.69 |
55 | 2024.07.03 14:16 | close at stop | 9 | 0.10 | 160.768 | 159.474 | 164.074 | -36.79 | 708.90 |
56 | 2024.07.03 14:16 | close at stop | 8 | 0.10 | 160.768 | 159.483 | 164.083 | -37.35 | 671.54 |
57 | 2024.07.03 14:16 | close at stop | 7 | 0.10 | 160.768 | 159.230 | 163.830 | -21.62 | 649.92 |
58 | 2024.07.03 14:16 | close at stop | 6 | 0.10 | 160.768 | 159.255 | 163.855 | -23.17 | 626.75 |
59 | 2024.07.03 14:16 | close at stop | 5 | 0.10 | 160.768 | 159.195 | 163.795 | -19.44 | 607.30 |
60 | 2024.07.03 14:16 | close at stop | 4 | 0.10 | 160.768 | 159.139 | 163.739 | -15.96 | 591.34 |
61 | 2024.07.03 14:16 | close at stop | 3 | 0.10 | 160.768 | 159.143 | 163.743 | -16.21 | 575.13 |
62 | 2024.07.03 14:16 | close at stop | 2 | 0.10 | 160.768 | 159.032 | 163.632 | -9.30 | 565.82 |
63 | 2024.07.03 14:16 | close at stop | 1 | 0.10 | 160.768 | 159.165 | 163.765 | -17.57 | 548.25 |