Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | DISHelp="===================================="; RSI_Period=4; RSI_OBSLevels=8; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=40; TSMHelp="------------------------------------"; TrailingStart=220; TrailingStop=160; TrailingStep=15; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; VSHelp="===================================="; Colour_Bearish=Crimson; Colour_Bullish=LimeGreen; TrendLine_Style=0; TrendLine_Width=1; OSHelp="===================================="; CFDTickScaling=0; MagicNumber=160630; | ||||
Bars in test | 1917 | Ticks modelled | 59231683 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2794.02 | Gross profit | 3604.11 | Gross loss | -810.08 |
Profit factor | 4.45 | Expected payoff | 82.18 | ||
Absolute drawdown | 206.02 | Maximal drawdown | 611.42 (4.70%) | Relative drawdown | 4.70% (611.42) |
Total trades | 34 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 19 (73.68%) |
Profit trades (% of total) | 22 (64.71%) | Loss trades (% of total) | 12 (35.29%) | ||
Largest | profit trade | 175.42 | loss trade | -145.26 | |
Average | profit trade | 163.82 | loss trade | -67.51 | |
Maximum | consecutive wins (profit in money) | 4 (669.59) | consecutive losses (loss in money) | 2 (-169.19) | |
Maximal | consecutive profit (count of wins) | 669.59 (4) | consecutive loss (count of losses) | -169.19 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.05 07:25 | sell | 1 | 0.10 | 134.854 | 0.000 | 0.000 | ||
2 | 2022.04.05 07:25 | modify | 1 | 0.10 | 134.854 | 0.000 | 132.654 | ||
3 | 2022.04.14 07:35 | close | 1 | 0.10 | 136.502 | 0.000 | 132.654 | -131.23 | 9868.77 |
4 | 2022.04.14 07:35 | buy | 2 | 0.10 | 136.502 | 0.000 | 0.000 | ||
5 | 2022.04.14 07:35 | modify | 2 | 0.10 | 136.502 | 0.000 | 138.702 | ||
6 | 2022.04.19 08:32 | t/p | 2 | 0.10 | 138.702 | 0.000 | 138.702 | 167.50 | 10036.27 |
7 | 2022.04.27 05:58 | sell | 3 | 0.10 | 136.107 | 0.000 | 0.000 | ||
8 | 2022.04.27 05:58 | modify | 3 | 0.10 | 136.107 | 0.000 | 133.907 | ||
9 | 2022.05.08 21:19 | close | 3 | 0.10 | 137.502 | 0.000 | 133.907 | -112.10 | 9924.17 |
10 | 2022.05.08 21:19 | buy | 4 | 0.10 | 137.502 | 0.000 | 0.000 | ||
11 | 2022.05.08 21:19 | modify | 4 | 0.10 | 137.502 | 0.000 | 139.702 | ||
12 | 2022.05.11 12:33 | close | 4 | 0.10 | 137.222 | 0.000 | 139.702 | -20.25 | 9903.92 |
13 | 2022.05.11 12:33 | sell | 5 | 0.10 | 137.222 | 0.000 | 0.000 | ||
14 | 2022.05.11 12:33 | modify | 5 | 0.10 | 137.222 | 0.000 | 135.022 | ||
15 | 2022.05.12 07:14 | t/p | 5 | 0.10 | 135.022 | 0.000 | 135.022 | 164.57 | 10068.48 |
16 | 2022.05.18 03:20 | buy | 6 | 0.10 | 135.944 | 0.000 | 0.000 | ||
17 | 2022.05.18 03:20 | modify | 6 | 0.10 | 135.944 | 0.000 | 138.144 | ||
18 | 2022.05.31 18:32 | t/p | 6 | 0.10 | 138.144 | 0.000 | 138.144 | 170.67 | 10239.15 |
19 | 2022.06.06 03:39 | buy | 7 | 0.10 | 140.003 | 0.000 | 0.000 | ||
20 | 2022.06.06 03:39 | modify | 7 | 0.10 | 140.003 | 0.000 | 142.203 | ||
21 | 2022.06.08 00:58 | t/p | 7 | 0.10 | 142.203 | 0.000 | 142.203 | 167.18 | 10406.34 |
22 | 2022.06.20 21:05 | buy | 8 | 0.10 | 141.852 | 0.000 | 0.000 | ||
23 | 2022.06.20 21:05 | modify | 8 | 0.10 | 141.852 | 0.000 | 144.052 | ||
24 | 2022.06.22 14:54 | t/p | 8 | 0.10 | 144.052 | 0.000 | 144.052 | 167.17 | 10573.51 |
25 | 2022.06.24 08:47 | sell | 9 | 0.10 | 142.030 | 0.000 | 0.000 | ||
26 | 2022.06.24 08:47 | modify | 9 | 0.10 | 142.030 | 0.000 | 139.830 | ||
27 | 2022.06.27 03:00 | close | 9 | 0.10 | 142.442 | 0.000 | 139.830 | -31.76 | 10541.75 |
28 | 2022.06.27 03:00 | buy | 10 | 0.10 | 142.442 | 0.000 | 0.000 | ||
29 | 2022.06.27 03:00 | modify | 10 | 0.10 | 142.442 | 0.000 | 144.642 | ||
30 | 2022.07.01 09:41 | close | 10 | 0.10 | 141.887 | 0.000 | 144.642 | -40.11 | 10501.64 |
31 | 2022.07.01 09:41 | sell | 11 | 0.10 | 141.887 | 0.000 | 0.000 | ||
32 | 2022.07.01 09:41 | modify | 11 | 0.10 | 141.887 | 0.000 | 139.687 | ||
33 | 2022.07.05 09:34 | t/p | 11 | 0.10 | 139.687 | 0.000 | 139.687 | 165.17 | 10666.81 |
34 | 2022.07.18 04:26 | buy | 12 | 0.10 | 139.625 | 0.000 | 0.000 | ||
35 | 2022.07.18 04:26 | modify | 12 | 0.10 | 139.625 | 0.000 | 141.825 | ||
36 | 2022.07.20 07:22 | t/p | 12 | 0.10 | 141.825 | 0.000 | 141.825 | 167.18 | 10833.99 |
37 | 2022.07.29 12:31 | sell | 13 | 0.10 | 136.667 | 0.000 | 0.000 | ||
38 | 2022.07.29 12:31 | modify | 13 | 0.10 | 136.667 | 0.000 | 134.467 | ||
39 | 2022.08.02 00:38 | t/p | 13 | 0.10 | 134.467 | 0.000 | 134.467 | 165.17 | 10999.16 |
40 | 2022.08.04 11:54 | buy | 14 | 0.10 | 136.040 | 0.000 | 0.000 | ||
41 | 2022.08.04 11:54 | modify | 14 | 0.10 | 136.040 | 0.000 | 138.240 | ||
42 | 2022.08.09 09:09 | t/p | 14 | 0.10 | 138.240 | 0.000 | 138.240 | 167.49 | 11166.65 |
43 | 2022.08.10 03:44 | buy | 15 | 0.10 | 137.894 | 0.000 | 0.000 | ||
44 | 2022.08.10 03:44 | modify | 15 | 0.10 | 137.894 | 0.000 | 140.094 | ||
45 | 2022.08.11 09:54 | close | 15 | 0.10 | 137.132 | 0.000 | 140.094 | -56.73 | 11109.92 |
46 | 2022.08.11 09:54 | sell | 16 | 0.10 | 137.132 | 0.000 | 0.000 | ||
47 | 2022.08.11 09:54 | modify | 16 | 0.10 | 137.132 | 0.000 | 134.932 | ||
48 | 2022.08.30 11:29 | close | 16 | 0.10 | 138.484 | 0.000 | 134.932 | -112.46 | 10997.47 |
49 | 2022.08.30 11:29 | buy | 17 | 0.10 | 138.484 | 0.000 | 0.000 | ||
50 | 2022.08.30 11:29 | modify | 17 | 0.10 | 138.484 | 0.000 | 140.684 | ||
51 | 2022.09.02 12:46 | t/p | 17 | 0.10 | 140.684 | 0.000 | 140.684 | 168.12 | 11165.59 |
52 | 2022.09.15 06:38 | sell | 18 | 0.10 | 143.168 | 0.000 | 0.000 | ||
53 | 2022.09.15 06:38 | modify | 18 | 0.10 | 143.168 | 0.000 | 140.968 | ||
54 | 2022.09.22 08:20 | t/p | 18 | 0.10 | 140.968 | 0.000 | 140.968 | 162.16 | 11327.75 |
55 | 2022.09.26 07:05 | sell | 19 | 0.10 | 139.119 | 0.000 | 0.000 | ||
56 | 2022.09.26 07:05 | modify | 19 | 0.10 | 139.119 | 0.000 | 136.919 | ||
57 | 2022.09.27 13:07 | close | 19 | 0.10 | 139.156 | 0.000 | 136.919 | -3.40 | 11324.35 |
58 | 2022.09.27 13:07 | buy | 20 | 0.10 | 139.156 | 0.000 | 0.000 | ||
59 | 2022.09.27 13:07 | modify | 20 | 0.10 | 139.156 | 0.000 | 141.356 | ||
60 | 2022.09.29 15:10 | t/p | 20 | 0.10 | 141.356 | 0.000 | 141.356 | 167.82 | 11492.17 |
61 | 2022.10.14 09:34 | buy | 21 | 0.10 | 143.689 | 0.000 | 0.000 | ||
62 | 2022.10.14 09:34 | modify | 21 | 0.10 | 143.689 | 0.000 | 145.889 | ||
63 | 2022.10.17 14:41 | t/p | 21 | 0.10 | 145.889 | 0.000 | 145.889 | 166.87 | 11659.04 |
64 | 2022.10.18 09:04 | buy | 22 | 0.10 | 146.158 | 0.000 | 0.000 | ||
65 | 2022.10.18 09:04 | modify | 22 | 0.10 | 146.158 | 0.000 | 148.358 | ||
66 | 2022.10.21 13:58 | t/p | 22 | 0.10 | 148.358 | 0.000 | 148.358 | 168.12 | 11827.16 |
67 | 2022.10.31 13:49 | buy | 23 | 0.10 | 147.166 | 0.000 | 0.000 | ||
68 | 2022.10.31 13:49 | modify | 23 | 0.10 | 147.166 | 0.000 | 149.366 | ||
69 | 2022.11.01 04:45 | close | 23 | 0.10 | 147.012 | 0.000 | 149.366 | -11.34 | 11815.82 |
70 | 2022.11.01 04:45 | sell | 24 | 0.10 | 147.012 | 0.000 | 0.000 | ||
71 | 2022.11.01 04:45 | modify | 24 | 0.10 | 147.012 | 0.000 | 144.812 | ||
72 | 2022.11.03 00:56 | t/p | 24 | 0.10 | 144.812 | 0.000 | 144.812 | 163.97 | 11979.78 |
73 | 2022.11.04 10:25 | sell | 25 | 0.10 | 144.664 | 0.000 | 0.000 | ||
74 | 2022.11.04 10:25 | modify | 25 | 0.10 | 144.664 | 0.000 | 142.464 | ||
75 | 2022.12.01 02:36 | t/p | 25 | 0.10 | 142.464 | 0.000 | 142.464 | 150.14 | 12129.92 |
76 | 2022.12.06 12:05 | buy | 26 | 0.10 | 143.289 | 0.000 | 0.000 | ||
77 | 2022.12.06 12:05 | modify | 26 | 0.10 | 143.289 | 0.000 | 145.489 | ||
78 | 2022.12.15 13:22 | t/p | 26 | 0.10 | 145.489 | 0.000 | 145.489 | 170.04 | 12299.96 |
79 | 2022.12.21 13:49 | sell | 27 | 0.10 | 140.461 | 0.000 | 0.000 | ||
80 | 2022.12.21 13:49 | modify | 27 | 0.10 | 140.461 | 0.000 | 138.261 | ||
81 | 2023.01.03 05:03 | t/p | 27 | 0.10 | 138.261 | 0.000 | 138.261 | 158.55 | 12458.51 |
82 | 2023.01.04 05:41 | sell | 28 | 0.10 | 138.385 | 0.000 | 0.000 | ||
83 | 2023.01.04 05:41 | modify | 28 | 0.10 | 138.385 | 0.000 | 136.185 | ||
84 | 2023.01.05 17:20 | close | 28 | 0.10 | 140.282 | 0.000 | 136.185 | -145.26 | 12313.24 |
85 | 2023.01.05 17:20 | buy | 29 | 0.10 | 140.282 | 0.000 | 0.000 | ||
86 | 2023.01.05 17:20 | modify | 29 | 0.10 | 140.282 | 0.000 | 142.482 | ||
87 | 2023.01.11 08:23 | t/p | 29 | 0.10 | 142.482 | 0.000 | 142.482 | 167.82 | 12481.06 |
88 | 2023.01.17 12:37 | buy | 30 | 0.10 | 139.238 | 0.000 | 0.000 | ||
89 | 2023.01.17 12:37 | modify | 30 | 0.10 | 139.238 | 0.000 | 141.438 | ||
90 | 2023.01.18 03:00 | close | 30 | 0.10 | 140.798 | 0.000 | 141.438 | 118.41 | 12599.47 |
91 | 2023.01.18 03:00 | sell | 31 | 0.10 | 140.798 | 0.000 | 0.000 | ||
92 | 2023.01.18 03:00 | modify | 31 | 0.10 | 140.798 | 0.000 | 138.598 | ||
93 | 2023.01.19 00:14 | t/p | 31 | 0.10 | 138.598 | 0.000 | 138.598 | 164.57 | 12764.04 |
94 | 2023.01.24 04:23 | buy | 32 | 0.10 | 141.646 | 0.000 | 0.000 | ||
95 | 2023.01.24 04:23 | modify | 32 | 0.10 | 141.646 | 0.000 | 143.846 | ||
96 | 2023.02.21 08:15 | t/p | 32 | 0.10 | 143.846 | 0.000 | 143.846 | 175.42 | 12939.46 |
97 | 2023.02.23 12:23 | sell | 33 | 0.10 | 143.191 | 0.000 | 0.000 | ||
98 | 2023.02.23 12:23 | modify | 33 | 0.10 | 143.191 | 0.000 | 140.991 | ||
99 | 2023.02.28 15:54 | close | 33 | 0.10 | 144.572 | 0.000 | 140.991 | -106.23 | 12833.23 |
100 | 2023.02.28 15:54 | buy | 34 | 0.10 | 144.572 | 0.000 | 0.000 | ||
101 | 2023.02.28 15:54 | modify | 34 | 0.10 | 144.572 | 0.000 | 146.772 | ||
102 | 2023.03.31 20:59 | close at stop | 34 | 0.10 | 143.916 | 0.000 | 146.772 | -39.20 | 12794.02 |