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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 6524 | Ticks modelled | 41766384 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1570.75 | Gross profit | 2238.01 | Gross loss | -667.26 |
Profit factor | 3.35 | Expected payoff | 58.18 | ||
Absolute drawdown | 161.79 | Maximal drawdown | 364.25 (3.16%) | Relative drawdown | 3.52% (358.94) |
Total trades | 27 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 16 (81.25%) |
Profit trades (% of total) | 22 (81.48%) | Loss trades (% of total) | 5 (18.52%) | ||
Largest | profit trade | 166.08 | loss trade | -141.70 | |
Average | profit trade | 101.73 | loss trade | -133.45 | |
Maximum | consecutive wins (profit in money) | 15 (1602.27) | consecutive losses (loss in money) | 2 (-275.61) | |
Maximal | consecutive profit (count of wins) | 1602.27 (15) | consecutive loss (count of losses) | -275.61 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 13:09 | buy | 1 | 0.10 | 130.870 | 0.000 | 0.000 | ||
2 | 2023.01.03 13:09 | modify | 1 | 0.10 | 130.870 | 129.070 | 133.070 | ||
3 | 2023.01.04 15:55 | modify | 1 | 0.10 | 130.870 | 131.120 | 133.070 | ||
4 | 2023.01.05 08:12 | modify | 1 | 0.10 | 130.870 | 132.670 | 133.070 | ||
5 | 2023.01.05 08:51 | s/l | 1 | 0.10 | 132.670 | 132.670 | 133.070 | 140.31 | 10140.31 |
6 | 2023.01.06 06:10 | buy | 2 | 0.10 | 134.007 | 0.000 | 0.000 | ||
7 | 2023.01.06 06:10 | modify | 2 | 0.10 | 134.007 | 132.207 | 136.207 | ||
8 | 2023.01.06 16:58 | s/l | 2 | 0.10 | 132.207 | 132.207 | 136.207 | -136.15 | 10004.16 |
9 | 2023.01.18 05:41 | buy | 3 | 0.10 | 130.867 | 0.000 | 0.000 | ||
10 | 2023.01.18 05:41 | modify | 3 | 0.10 | 130.867 | 129.067 | 133.067 | ||
11 | 2023.01.18 10:46 | s/l | 3 | 0.10 | 129.067 | 129.067 | 133.067 | -139.46 | 9864.70 |
12 | 2023.01.20 06:19 | buy | 4 | 0.10 | 129.067 | 0.000 | 0.000 | ||
13 | 2023.01.20 06:19 | modify | 4 | 0.10 | 129.067 | 127.267 | 131.267 | ||
14 | 2023.01.20 12:31 | modify | 4 | 0.10 | 129.067 | 129.317 | 131.267 | ||
15 | 2023.01.22 23:35 | s/l | 4 | 0.10 | 129.317 | 129.317 | 131.267 | 19.33 | 9884.03 |
16 | 2023.02.07 07:16 | sell | 5 | 0.10 | 132.186 | 0.000 | 0.000 | ||
17 | 2023.02.07 07:16 | modify | 5 | 0.10 | 132.186 | 133.986 | 129.986 | ||
18 | 2023.02.07 17:45 | modify | 5 | 0.10 | 132.186 | 131.936 | 129.986 | ||
19 | 2023.02.10 08:01 | modify | 5 | 0.10 | 132.186 | 130.386 | 129.986 | ||
20 | 2023.02.10 08:05 | t/p | 5 | 0.10 | 129.986 | 130.386 | 129.986 | 160.73 | 10044.77 |
21 | 2023.02.17 07:36 | buy | 6 | 0.10 | 134.743 | 0.000 | 0.000 | ||
22 | 2023.02.17 07:36 | modify | 6 | 0.10 | 134.743 | 132.943 | 136.943 | ||
23 | 2023.02.24 13:14 | modify | 6 | 0.10 | 134.743 | 134.993 | 136.943 | ||
24 | 2023.02.28 07:57 | modify | 6 | 0.10 | 134.743 | 136.543 | 136.943 | ||
25 | 2023.02.28 15:00 | s/l | 6 | 0.10 | 136.543 | 136.543 | 136.943 | 142.28 | 10187.05 |
26 | 2023.03.03 12:16 | sell | 7 | 0.10 | 136.172 | 0.000 | 0.000 | ||
27 | 2023.03.03 12:16 | modify | 7 | 0.10 | 136.172 | 137.972 | 133.972 | ||
28 | 2023.03.10 14:35 | modify | 7 | 0.10 | 136.172 | 135.922 | 133.972 | ||
29 | 2023.03.10 15:45 | modify | 7 | 0.10 | 136.172 | 134.372 | 133.972 | ||
30 | 2023.03.10 15:50 | s/l | 7 | 0.10 | 134.372 | 134.372 | 133.972 | 122.04 | 10309.08 |
31 | 2023.03.15 17:05 | sell | 8 | 0.10 | 132.808 | 0.000 | 0.000 | ||
32 | 2023.03.15 17:05 | modify | 8 | 0.10 | 132.808 | 134.608 | 130.608 | ||
33 | 2023.03.17 18:52 | modify | 8 | 0.10 | 132.808 | 132.558 | 130.608 | ||
34 | 2023.03.20 00:50 | s/l | 8 | 0.10 | 132.558 | 132.558 | 130.608 | 10.34 | 10319.42 |
35 | 2023.03.23 13:13 | buy | 9 | 0.10 | 131.382 | 0.000 | 0.000 | ||
36 | 2023.03.23 13:13 | modify | 9 | 0.10 | 131.382 | 129.582 | 133.582 | ||
37 | 2023.03.29 12:40 | modify | 9 | 0.10 | 131.382 | 131.632 | 133.582 | ||
38 | 2023.03.31 00:39 | modify | 9 | 0.10 | 131.382 | 133.182 | 133.582 | ||
39 | 2023.03.31 01:02 | s/l | 9 | 0.10 | 133.182 | 133.182 | 133.582 | 144.44 | 10463.86 |
40 | 2023.04.28 12:04 | buy | 10 | 0.10 | 136.068 | 0.000 | 0.000 | ||
41 | 2023.04.28 12:04 | modify | 10 | 0.10 | 136.068 | 134.268 | 138.268 | ||
42 | 2023.05.01 14:05 | modify | 10 | 0.10 | 136.068 | 136.318 | 138.268 | ||
43 | 2023.05.02 16:49 | s/l | 10 | 0.10 | 136.318 | 136.318 | 138.268 | 20.66 | 10484.52 |
44 | 2023.05.03 06:09 | sell | 11 | 0.10 | 136.016 | 0.000 | 0.000 | ||
45 | 2023.05.03 06:09 | modify | 11 | 0.10 | 136.016 | 137.816 | 133.816 | ||
46 | 2023.05.03 18:02 | modify | 11 | 0.10 | 136.016 | 135.766 | 133.816 | ||
47 | 2023.05.04 14:23 | modify | 11 | 0.10 | 136.016 | 134.216 | 133.816 | ||
48 | 2023.05.04 15:49 | t/p | 11 | 0.10 | 133.816 | 134.216 | 133.816 | 159.30 | 10643.82 |
49 | 2023.05.17 13:05 | buy | 12 | 0.10 | 137.090 | 0.000 | 0.000 | ||
50 | 2023.05.17 13:05 | modify | 12 | 0.10 | 137.090 | 135.290 | 139.290 | ||
51 | 2023.05.18 12:39 | modify | 12 | 0.10 | 137.090 | 137.340 | 139.290 | ||
52 | 2023.05.24 15:17 | modify | 12 | 0.10 | 137.090 | 138.890 | 139.290 | ||
53 | 2023.05.24 16:11 | t/p | 12 | 0.10 | 139.290 | 138.890 | 139.290 | 166.08 | 10809.90 |
54 | 2023.06.21 08:40 | buy | 13 | 0.10 | 141.994 | 0.000 | 0.000 | ||
55 | 2023.06.21 08:40 | modify | 13 | 0.10 | 141.994 | 140.194 | 144.194 | ||
56 | 2023.06.22 19:15 | modify | 13 | 0.10 | 141.994 | 142.244 | 144.194 | ||
57 | 2023.06.27 14:43 | modify | 13 | 0.10 | 141.994 | 143.794 | 144.194 | ||
58 | 2023.06.27 23:48 | s/l | 13 | 0.10 | 143.794 | 143.794 | 144.194 | 132.15 | 10942.05 |
59 | 2023.07.11 00:00 | sell | 14 | 0.10 | 141.315 | 0.000 | 0.000 | ||
60 | 2023.07.11 00:00 | modify | 14 | 0.10 | 141.315 | 143.115 | 139.115 | ||
61 | 2023.07.11 10:31 | modify | 14 | 0.10 | 141.315 | 141.065 | 139.115 | ||
62 | 2023.07.12 12:30 | modify | 14 | 0.10 | 141.315 | 139.515 | 139.115 | ||
63 | 2023.07.12 12:30 | t/p | 14 | 0.10 | 139.115 | 139.515 | 139.115 | 156.44 | 11098.48 |
64 | 2023.07.14 11:05 | buy | 15 | 0.10 | 138.518 | 0.000 | 0.000 | ||
65 | 2023.07.14 11:05 | modify | 15 | 0.10 | 138.518 | 136.718 | 140.718 | ||
66 | 2023.07.19 06:44 | modify | 15 | 0.10 | 138.518 | 138.768 | 140.718 | ||
67 | 2023.07.21 07:32 | modify | 15 | 0.10 | 138.518 | 140.318 | 140.718 | ||
68 | 2023.07.21 07:32 | t/p | 15 | 0.10 | 140.718 | 140.318 | 140.718 | 164.47 | 11262.95 |
69 | 2023.07.31 09:37 | buy | 16 | 0.10 | 142.255 | 0.000 | 0.000 | ||
70 | 2023.07.31 09:37 | modify | 16 | 0.10 | 142.255 | 140.455 | 144.455 | ||
71 | 2023.08.01 14:05 | modify | 16 | 0.10 | 142.255 | 142.505 | 144.455 | ||
72 | 2023.08.02 08:02 | s/l | 16 | 0.10 | 142.505 | 142.505 | 144.455 | 19.86 | 11282.81 |
73 | 2023.08.09 17:01 | buy | 17 | 0.10 | 143.633 | 0.000 | 0.000 | ||
74 | 2023.08.09 17:01 | modify | 17 | 0.10 | 143.633 | 141.833 | 145.833 | ||
75 | 2023.08.10 19:04 | modify | 17 | 0.10 | 143.633 | 143.883 | 145.833 | ||
76 | 2023.08.15 06:35 | modify | 17 | 0.10 | 143.633 | 145.433 | 145.833 | ||
77 | 2023.08.15 07:31 | t/p | 17 | 0.10 | 145.833 | 145.433 | 145.833 | 157.82 | 11440.63 |
78 | 2023.08.21 16:13 | buy | 18 | 0.10 | 146.245 | 0.000 | 0.000 | ||
79 | 2023.08.21 16:13 | modify | 18 | 0.10 | 146.245 | 144.445 | 148.445 | ||
80 | 2023.08.29 12:28 | modify | 18 | 0.10 | 146.245 | 146.495 | 148.445 | ||
81 | 2023.08.29 14:05 | s/l | 18 | 0.10 | 146.495 | 146.495 | 148.445 | 26.35 | 11466.98 |
82 | 2023.09.11 04:02 | sell | 19 | 0.10 | 146.643 | 0.000 | 0.000 | ||
83 | 2023.09.11 04:02 | modify | 19 | 0.10 | 146.643 | 148.443 | 144.443 | ||
84 | 2023.09.21 00:23 | s/l | 19 | 0.10 | 148.443 | 148.443 | 144.443 | -141.70 | 11325.27 |
85 | 2023.09.21 01:34 | buy | 20 | 0.10 | 148.363 | 0.000 | 0.000 | ||
86 | 2023.09.21 01:34 | modify | 20 | 0.10 | 148.363 | 146.563 | 150.563 | ||
87 | 2023.09.27 14:33 | modify | 20 | 0.10 | 148.363 | 148.613 | 150.563 | ||
88 | 2023.09.29 07:32 | s/l | 20 | 0.10 | 148.613 | 148.613 | 150.563 | 26.11 | 11351.38 |
89 | 2023.10.06 12:01 | buy | 21 | 0.10 | 149.054 | 0.000 | 0.000 | ||
90 | 2023.10.06 12:01 | modify | 21 | 0.10 | 149.054 | 147.254 | 151.254 | ||
91 | 2023.10.25 20:29 | modify | 21 | 0.10 | 149.054 | 149.304 | 151.254 | ||
92 | 2023.10.30 07:03 | s/l | 21 | 0.10 | 149.304 | 149.304 | 151.254 | 42.29 | 11393.67 |
93 | 2023.11.24 14:02 | buy | 22 | 0.10 | 149.601 | 0.000 | 0.000 | ||
94 | 2023.11.24 14:02 | modify | 22 | 0.10 | 149.601 | 147.801 | 151.801 | ||
95 | 2023.11.28 15:42 | s/l | 22 | 0.10 | 147.801 | 147.801 | 151.801 | -119.46 | 11274.22 |
96 | 2023.11.29 02:37 | sell | 23 | 0.10 | 146.963 | 0.000 | 0.000 | ||
97 | 2023.11.29 02:37 | modify | 23 | 0.10 | 146.963 | 148.763 | 144.763 | ||
98 | 2023.12.07 07:18 | modify | 23 | 0.10 | 146.963 | 146.713 | 144.763 | ||
99 | 2023.12.07 09:53 | modify | 23 | 0.10 | 146.963 | 145.163 | 144.763 | ||
100 | 2023.12.07 10:13 | t/p | 23 | 0.10 | 144.763 | 145.163 | 144.763 | 134.94 | 11409.15 |
101 | 2023.12.07 17:05 | sell | 24 | 0.10 | 144.254 | 0.000 | 0.000 | ||
102 | 2023.12.07 17:05 | modify | 24 | 0.10 | 144.254 | 146.054 | 142.054 | ||
103 | 2023.12.07 17:46 | modify | 24 | 0.10 | 144.254 | 144.004 | 142.054 | ||
104 | 2023.12.07 17:47 | modify | 24 | 0.10 | 144.254 | 142.454 | 142.054 | ||
105 | 2023.12.07 17:47 | t/p | 24 | 0.10 | 142.054 | 142.454 | 142.054 | 154.87 | 11564.02 |
106 | 2023.12.12 07:42 | sell | 25 | 0.10 | 145.439 | 0.000 | 0.000 | ||
107 | 2023.12.12 07:42 | modify | 25 | 0.10 | 145.439 | 147.239 | 143.239 | ||
108 | 2023.12.13 19:01 | modify | 25 | 0.10 | 145.439 | 145.189 | 143.239 | ||
109 | 2023.12.13 19:36 | modify | 25 | 0.10 | 145.439 | 143.639 | 143.239 | ||
110 | 2023.12.13 19:39 | s/l | 25 | 0.10 | 143.639 | 143.639 | 143.239 | 123.61 | 11687.63 |
111 | 2023.12.14 05:00 | sell | 26 | 0.10 | 141.751 | 0.000 | 0.000 | ||
112 | 2023.12.14 05:00 | modify | 26 | 0.10 | 141.751 | 143.551 | 139.551 | ||
113 | 2023.12.19 02:51 | s/l | 26 | 0.10 | 143.551 | 143.551 | 139.551 | -130.49 | 11557.14 |
114 | 2023.12.28 06:25 | sell | 27 | 0.10 | 141.221 | 0.000 | 0.000 | ||
115 | 2023.12.28 06:25 | modify | 27 | 0.10 | 141.221 | 143.021 | 139.021 | ||
116 | 2023.12.29 21:59 | close at stop | 27 | 0.10 | 141.005 | 143.021 | 139.021 | 13.62 | 11570.75 |