Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.01.01 22:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=2; RSI_OBSLevels=5; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=10; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=180; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=110; BreakEvenLockin=25; TSMHelp="------------------------------------"; TrailingStart=180; TrailingStop=180; TrailingStep=5; DSHelp="------------------------------------"; DynamicStop_Start=200; DynamicStop_Step=25; DTHelp="------------------------------------"; DynamicTarget_Start=200; DynamicTarget_Step=20; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 7225 | Ticks modelled | 157315 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1615.31 | Gross profit | 2409.72 | Gross loss | -794.41 |
Profit factor | 3.03 | Expected payoff | 57.69 | ||
Absolute drawdown | 160.63 | Maximal drawdown | 364.25 (3.12%) | Relative drawdown | 3.51% (358.42) |
Total trades | 28 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 16 (81.25%) |
Profit trades (% of total) | 22 (78.57%) | Loss trades (% of total) | 6 (21.43%) | ||
Largest | profit trade | 171.16 | loss trade | -141.66 | |
Average | profit trade | 109.53 | loss trade | -132.40 | |
Maximum | consecutive wins (profit in money) | 16 (1758.35) | consecutive losses (loss in money) | 2 (-275.89) | |
Maximal | consecutive profit (count of wins) | 1758.35 (16) | consecutive loss (count of losses) | -275.89 (2) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 13:15 | buy | 1 | 0.10 | 130.824 | 0.000 | 0.000 | ||
2 | 2023.01.03 13:15 | modify | 1 | 0.10 | 130.824 | 129.024 | 133.024 | ||
3 | 2023.01.04 15:45 | modify | 1 | 0.10 | 130.824 | 131.074 | 133.024 | ||
4 | 2023.01.05 08:20 | modify | 1 | 0.10 | 130.824 | 132.624 | 133.024 | ||
5 | 2023.01.05 08:50 | s/l | 1 | 0.10 | 132.624 | 132.624 | 133.024 | 140.43 | 10140.43 |
6 | 2023.01.06 06:20 | buy | 2 | 0.10 | 134.000 | 0.000 | 0.000 | ||
7 | 2023.01.06 06:20 | modify | 2 | 0.10 | 134.000 | 132.200 | 136.200 | ||
8 | 2023.01.06 16:46 | s/l | 2 | 0.10 | 132.200 | 132.200 | 136.200 | -136.18 | 10004.25 |
9 | 2023.01.18 05:50 | buy | 3 | 0.10 | 130.778 | 0.000 | 0.000 | ||
10 | 2023.01.18 05:50 | modify | 3 | 0.10 | 130.778 | 128.978 | 132.978 | ||
11 | 2023.01.18 11:50 | s/l | 3 | 0.10 | 128.978 | 128.978 | 132.978 | -139.71 | 9864.54 |
12 | 2023.01.20 06:20 | buy | 4 | 0.10 | 129.050 | 0.000 | 0.000 | ||
13 | 2023.01.20 06:20 | modify | 4 | 0.10 | 129.050 | 127.250 | 131.250 | ||
14 | 2023.01.20 12:20 | modify | 4 | 0.10 | 129.050 | 129.300 | 131.250 | ||
15 | 2023.01.23 00:02 | s/l | 4 | 0.10 | 129.300 | 129.300 | 131.250 | 20.50 | 9885.05 |
16 | 2023.02.07 07:20 | sell | 5 | 0.10 | 132.198 | 0.000 | 0.000 | ||
17 | 2023.02.07 07:20 | modify | 5 | 0.10 | 132.198 | 133.998 | 129.998 | ||
18 | 2023.02.07 17:45 | modify | 5 | 0.10 | 132.198 | 131.948 | 129.998 | ||
19 | 2023.02.10 08:15 | modify | 5 | 0.10 | 132.198 | 130.398 | 129.998 | ||
20 | 2023.02.10 08:20 | t/p | 5 | 0.10 | 129.998 | 130.398 | 129.998 | 160.93 | 10045.98 |
21 | 2023.02.17 07:32 | buy | 6 | 0.10 | 134.683 | 0.000 | 0.000 | ||
22 | 2023.02.17 07:32 | modify | 6 | 0.10 | 134.683 | 132.883 | 136.883 | ||
23 | 2023.02.24 13:10 | modify | 6 | 0.10 | 134.683 | 134.933 | 136.883 | ||
24 | 2023.02.28 07:50 | modify | 6 | 0.10 | 134.683 | 136.483 | 136.883 | ||
25 | 2023.02.28 13:32 | t/p | 6 | 0.10 | 136.883 | 136.483 | 136.883 | 171.16 | 10217.14 |
26 | 2023.03.03 12:15 | sell | 7 | 0.10 | 136.173 | 0.000 | 0.000 | ||
27 | 2023.03.03 12:15 | modify | 7 | 0.10 | 136.173 | 137.973 | 133.973 | ||
28 | 2023.03.10 14:45 | modify | 7 | 0.10 | 136.173 | 135.923 | 133.973 | ||
29 | 2023.03.10 15:50 | modify | 7 | 0.10 | 136.173 | 134.373 | 133.973 | ||
30 | 2023.03.10 16:02 | s/l | 7 | 0.10 | 134.373 | 134.373 | 133.973 | 122.03 | 10339.16 |
31 | 2023.03.15 17:10 | sell | 8 | 0.10 | 132.846 | 0.000 | 0.000 | ||
32 | 2023.03.15 17:10 | modify | 8 | 0.10 | 132.846 | 134.646 | 130.646 | ||
33 | 2023.03.16 13:37 | modify | 8 | 0.10 | 132.846 | 132.596 | 130.646 | ||
34 | 2023.03.16 14:45 | s/l | 8 | 0.10 | 132.596 | 132.596 | 130.646 | 13.74 | 10352.90 |
35 | 2023.03.23 13:10 | buy | 9 | 0.10 | 131.380 | 0.000 | 0.000 | ||
36 | 2023.03.23 13:10 | modify | 9 | 0.10 | 131.380 | 129.580 | 133.580 | ||
37 | 2023.03.29 12:45 | modify | 9 | 0.10 | 131.380 | 131.630 | 133.580 | ||
38 | 2023.03.31 00:32 | modify | 9 | 0.10 | 131.380 | 133.180 | 133.580 | ||
39 | 2023.03.31 01:15 | s/l | 9 | 0.10 | 133.180 | 133.180 | 133.580 | 144.50 | 10497.40 |
40 | 2023.04.28 12:07 | buy | 10 | 0.10 | 136.067 | 0.000 | 0.000 | ||
41 | 2023.04.28 12:07 | modify | 10 | 0.10 | 136.067 | 134.267 | 138.267 | ||
42 | 2023.05.01 14:16 | modify | 10 | 0.10 | 136.067 | 136.317 | 138.267 | ||
43 | 2023.05.02 16:50 | s/l | 10 | 0.10 | 136.317 | 136.317 | 138.267 | 20.66 | 10518.06 |
44 | 2023.05.03 06:15 | sell | 11 | 0.10 | 136.049 | 0.000 | 0.000 | ||
45 | 2023.05.03 06:15 | modify | 11 | 0.10 | 136.049 | 137.849 | 133.849 | ||
46 | 2023.05.03 18:02 | modify | 11 | 0.10 | 136.049 | 135.799 | 133.849 | ||
47 | 2023.05.04 14:20 | modify | 11 | 0.10 | 136.049 | 134.249 | 133.849 | ||
48 | 2023.05.04 15:45 | t/p | 11 | 0.10 | 133.849 | 134.249 | 133.849 | 159.25 | 10677.31 |
49 | 2023.05.17 13:15 | buy | 12 | 0.10 | 137.079 | 0.000 | 0.000 | ||
50 | 2023.05.17 13:15 | modify | 12 | 0.10 | 137.079 | 135.279 | 139.279 | ||
51 | 2023.05.18 12:45 | modify | 12 | 0.10 | 137.079 | 137.329 | 139.279 | ||
52 | 2023.05.24 15:15 | modify | 12 | 0.10 | 137.079 | 138.879 | 139.279 | ||
53 | 2023.05.24 16:10 | t/p | 12 | 0.10 | 139.279 | 138.879 | 139.279 | 166.04 | 10843.35 |
54 | 2023.06.21 08:50 | buy | 13 | 0.10 | 141.964 | 0.000 | 0.000 | ||
55 | 2023.06.21 08:50 | modify | 13 | 0.10 | 141.964 | 140.164 | 144.164 | ||
56 | 2023.06.22 17:20 | modify | 13 | 0.10 | 141.964 | 142.214 | 144.164 | ||
57 | 2023.06.27 14:45 | modify | 13 | 0.10 | 141.964 | 143.764 | 144.164 | ||
58 | 2023.06.27 15:20 | t/p | 13 | 0.10 | 144.164 | 143.764 | 144.164 | 159.57 | 11002.91 |
59 | 2023.07.11 00:02 | sell | 14 | 0.10 | 141.431 | 0.000 | 0.000 | ||
60 | 2023.07.11 00:02 | modify | 14 | 0.10 | 141.431 | 143.231 | 139.231 | ||
61 | 2023.07.11 10:15 | modify | 14 | 0.10 | 141.431 | 141.181 | 139.231 | ||
62 | 2023.07.12 01:16 | modify | 14 | 0.10 | 141.431 | 139.631 | 139.231 | ||
63 | 2023.07.12 02:15 | s/l | 14 | 0.10 | 139.631 | 139.631 | 139.231 | 127.15 | 11130.06 |
64 | 2023.07.12 07:10 | sell | 15 | 0.10 | 139.521 | 0.000 | 0.000 | ||
65 | 2023.07.12 07:10 | modify | 15 | 0.10 | 139.521 | 141.321 | 137.321 | ||
66 | 2023.07.12 14:50 | modify | 15 | 0.10 | 139.521 | 139.271 | 137.321 | ||
67 | 2023.07.14 01:40 | modify | 15 | 0.10 | 139.521 | 137.721 | 137.321 | ||
68 | 2023.07.14 01:50 | t/p | 15 | 0.10 | 137.321 | 137.721 | 137.321 | 153.47 | 11283.53 |
69 | 2023.07.14 11:10 | buy | 16 | 0.10 | 138.484 | 0.000 | 0.000 | ||
70 | 2023.07.14 11:10 | modify | 16 | 0.10 | 138.484 | 136.684 | 140.684 | ||
71 | 2023.07.19 06:45 | modify | 16 | 0.10 | 138.484 | 138.734 | 140.684 | ||
72 | 2023.07.20 16:50 | modify | 16 | 0.10 | 138.484 | 140.284 | 140.684 | ||
73 | 2023.07.20 17:10 | s/l | 16 | 0.10 | 140.284 | 140.284 | 140.684 | 135.30 | 11418.82 |
74 | 2023.07.31 09:50 | buy | 17 | 0.10 | 142.254 | 0.000 | 0.000 | ||
75 | 2023.07.31 09:50 | modify | 17 | 0.10 | 142.254 | 140.454 | 144.454 | ||
76 | 2023.08.01 14:20 | modify | 17 | 0.10 | 142.254 | 142.504 | 144.454 | ||
77 | 2023.08.02 08:10 | s/l | 17 | 0.10 | 142.504 | 142.504 | 144.454 | 19.87 | 11438.70 |
78 | 2023.08.09 17:10 | buy | 18 | 0.10 | 143.620 | 0.000 | 0.000 | ||
79 | 2023.08.09 17:10 | modify | 18 | 0.10 | 143.620 | 141.820 | 145.820 | ||
80 | 2023.08.10 18:50 | modify | 18 | 0.10 | 143.620 | 143.870 | 145.820 | ||
81 | 2023.08.15 06:20 | modify | 18 | 0.10 | 143.620 | 145.420 | 145.820 | ||
82 | 2023.08.15 07:50 | t/p | 18 | 0.10 | 145.820 | 145.420 | 145.820 | 157.81 | 11596.50 |
83 | 2023.08.21 16:15 | buy | 19 | 0.10 | 146.234 | 0.000 | 0.000 | ||
84 | 2023.08.21 16:15 | modify | 19 | 0.10 | 146.234 | 144.434 | 148.434 | ||
85 | 2023.08.29 12:20 | modify | 19 | 0.10 | 146.234 | 146.484 | 148.434 | ||
86 | 2023.08.29 14:16 | s/l | 19 | 0.10 | 146.484 | 146.484 | 148.434 | 26.39 | 11622.89 |
87 | 2023.09.11 04:02 | sell | 20 | 0.10 | 146.668 | 0.000 | 0.000 | ||
88 | 2023.09.11 04:02 | modify | 20 | 0.10 | 146.668 | 148.468 | 144.468 | ||
89 | 2023.09.21 00:20 | s/l | 20 | 0.10 | 148.468 | 148.468 | 144.468 | -141.66 | 11481.23 |
90 | 2023.09.21 01:45 | buy | 21 | 0.10 | 148.358 | 0.000 | 0.000 | ||
91 | 2023.09.21 01:45 | modify | 21 | 0.10 | 148.358 | 146.558 | 150.558 | ||
92 | 2023.09.27 14:45 | modify | 21 | 0.10 | 148.358 | 148.608 | 150.558 | ||
93 | 2023.09.29 07:32 | s/l | 21 | 0.10 | 148.608 | 148.608 | 150.558 | 26.12 | 11507.35 |
94 | 2023.10.06 12:15 | buy | 22 | 0.10 | 149.050 | 0.000 | 0.000 | ||
95 | 2023.10.06 12:15 | modify | 22 | 0.10 | 149.050 | 147.250 | 151.250 | ||
96 | 2023.10.25 20:20 | modify | 22 | 0.10 | 149.050 | 149.300 | 151.250 | ||
97 | 2023.10.30 07:20 | s/l | 22 | 0.10 | 149.300 | 149.300 | 151.250 | 42.29 | 11549.64 |
98 | 2023.11.24 14:10 | buy | 23 | 0.10 | 149.589 | 0.000 | 0.000 | ||
99 | 2023.11.24 14:10 | modify | 23 | 0.10 | 149.589 | 147.789 | 151.789 | ||
100 | 2023.11.28 15:50 | s/l | 23 | 0.10 | 147.789 | 147.789 | 151.789 | -119.55 | 11430.09 |
101 | 2023.11.29 02:40 | sell | 24 | 0.10 | 146.974 | 0.000 | 0.000 | ||
102 | 2023.11.29 02:40 | modify | 24 | 0.10 | 146.974 | 148.774 | 144.774 | ||
103 | 2023.12.07 07:16 | modify | 24 | 0.10 | 146.974 | 146.724 | 144.774 | ||
104 | 2023.12.07 09:50 | modify | 24 | 0.10 | 146.974 | 145.174 | 144.774 | ||
105 | 2023.12.07 10:15 | t/p | 24 | 0.10 | 144.774 | 145.174 | 144.774 | 134.98 | 11565.07 |
106 | 2023.12.07 17:02 | sell | 25 | 0.10 | 144.292 | 0.000 | 0.000 | ||
107 | 2023.12.07 17:02 | modify | 25 | 0.10 | 144.292 | 146.092 | 142.092 | ||
108 | 2023.12.07 17:45 | modify | 25 | 0.10 | 144.292 | 144.042 | 142.092 | ||
109 | 2023.12.07 17:50 | t/p | 25 | 0.10 | 142.092 | 144.042 | 142.092 | 155.32 | 11720.39 |
110 | 2023.12.12 07:50 | sell | 26 | 0.10 | 145.483 | 0.000 | 0.000 | ||
111 | 2023.12.12 07:50 | modify | 26 | 0.10 | 145.483 | 147.283 | 143.283 | ||
112 | 2023.12.13 19:10 | modify | 26 | 0.10 | 145.483 | 145.233 | 143.283 | ||
113 | 2023.12.13 19:45 | modify | 26 | 0.10 | 145.483 | 143.683 | 143.283 | ||
114 | 2023.12.13 19:50 | t/p | 26 | 0.10 | 143.283 | 143.683 | 143.283 | 152.24 | 11872.62 |
115 | 2023.12.14 05:02 | sell | 27 | 0.10 | 141.849 | 0.000 | 0.000 | ||
116 | 2023.12.14 05:02 | modify | 27 | 0.10 | 141.849 | 143.649 | 139.649 | ||
117 | 2023.12.19 02:50 | s/l | 27 | 0.10 | 143.649 | 143.649 | 139.649 | -130.31 | 11742.31 |
118 | 2023.12.28 06:20 | sell | 28 | 0.10 | 141.245 | 0.000 | 0.000 | ||
119 | 2023.12.28 06:20 | modify | 28 | 0.10 | 141.245 | 143.045 | 139.045 | ||
120 | 2023.12.29 21:40 | s/l | 28 | 0.10 | 143.045 | 143.045 | 139.045 | -127.00 | 11615.31 |