Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=4; RSI_OBSLevels=6; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=10; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=100; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=5; TSMHelp="------------------------------------"; TrailingStart=140; TrailingStop=80; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7248 | Ticks modelled | 157433 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1814.72 | Gross profit | 2575.79 | Gross loss | -761.07 |
Profit factor | 3.38 | Expected payoff | 42.20 | ||
Absolute drawdown | 16.94 | Maximal drawdown | 313.83 (2.86%) | Relative drawdown | 2.86% (313.83) |
Total trades | 43 | Short positions (won %) | 21 (52.38%) | Long positions (won %) | 22 (72.73%) |
Profit trades (% of total) | 27 (62.79%) | Loss trades (% of total) | 16 (37.21%) | ||
Largest | profit trade | 163.38 | loss trade | -73.74 | |
Average | profit trade | 95.40 | loss trade | -47.57 | |
Maximum | consecutive wins (profit in money) | 7 (660.17) | consecutive losses (loss in money) | 4 (-124.26) | |
Maximal | consecutive profit (count of wins) | 682.69 (6) | consecutive loss (count of losses) | -161.90 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.03 18:20 | sell | 1 | 0.10 | 135.504 | 0.000 | 0.000 | ||
2 | 2023.05.03 18:20 | modify | 1 | 0.10 | 135.504 | 136.504 | 133.304 | ||
3 | 2023.05.04 14:15 | modify | 1 | 0.10 | 135.504 | 134.867 | 133.304 | ||
4 | 2023.05.04 16:20 | modify | 1 | 0.10 | 135.504 | 134.328 | 133.304 | ||
5 | 2023.05.04 20:50 | s/l | 1 | 0.10 | 134.328 | 134.328 | 133.304 | 81.59 | 10081.59 |
6 | 2023.05.17 13:20 | buy | 2 | 0.10 | 136.991 | 0.000 | 0.000 | ||
7 | 2023.05.17 13:20 | modify | 2 | 0.10 | 136.991 | 135.991 | 139.191 | ||
8 | 2023.05.18 12:50 | modify | 2 | 0.10 | 136.991 | 137.593 | 139.191 | ||
9 | 2023.05.19 15:20 | s/l | 2 | 0.10 | 137.593 | 137.593 | 139.191 | 47.36 | 10128.94 |
10 | 2023.05.24 22:40 | buy | 3 | 0.10 | 139.237 | 0.000 | 0.000 | ||
11 | 2023.05.24 22:40 | modify | 3 | 0.10 | 139.237 | 138.237 | 141.437 | ||
12 | 2023.05.26 15:15 | modify | 3 | 0.10 | 139.237 | 139.846 | 141.437 | ||
13 | 2023.05.30 11:20 | s/l | 3 | 0.10 | 139.846 | 139.846 | 141.437 | 48.93 | 10177.88 |
14 | 2023.06.27 22:45 | buy | 4 | 0.10 | 143.999 | 0.000 | 0.000 | ||
15 | 2023.06.27 22:45 | modify | 4 | 0.10 | 143.999 | 142.999 | 146.199 | ||
16 | 2023.07.04 14:50 | close | 4 | 0.10 | 144.398 | 142.999 | 146.199 | 33.89 | 10211.76 |
17 | 2023.07.04 14:50 | sell | 5 | 0.10 | 144.398 | 0.000 | 0.000 | ||
18 | 2023.07.04 14:50 | modify | 5 | 0.10 | 144.398 | 145.398 | 142.198 | ||
19 | 2023.07.07 08:46 | modify | 5 | 0.10 | 144.398 | 143.773 | 142.198 | ||
20 | 2023.07.07 13:46 | modify | 5 | 0.10 | 144.398 | 143.164 | 142.198 | ||
21 | 2023.07.07 14:50 | t/p | 5 | 0.10 | 142.198 | 143.164 | 142.198 | 144.90 | 10356.67 |
22 | 2023.07.09 22:15 | sell | 6 | 0.10 | 142.246 | 0.000 | 0.000 | ||
23 | 2023.07.09 22:15 | modify | 6 | 0.10 | 142.246 | 143.246 | 140.046 | ||
24 | 2023.07.11 02:45 | modify | 6 | 0.10 | 142.246 | 141.607 | 140.046 | ||
25 | 2023.07.11 10:20 | modify | 6 | 0.10 | 142.246 | 141.038 | 140.046 | ||
26 | 2023.07.12 00:15 | t/p | 6 | 0.10 | 140.046 | 141.038 | 140.046 | 151.28 | 10507.95 |
27 | 2023.07.12 08:10 | sell | 7 | 0.10 | 139.613 | 0.000 | 0.000 | ||
28 | 2023.07.12 08:10 | modify | 7 | 0.10 | 139.613 | 140.613 | 137.413 | ||
29 | 2023.07.12 15:50 | modify | 7 | 0.10 | 139.613 | 138.986 | 137.413 | ||
30 | 2023.07.14 00:50 | modify | 7 | 0.10 | 139.613 | 138.472 | 137.413 | ||
31 | 2023.07.14 01:45 | t/p | 7 | 0.10 | 137.413 | 138.472 | 137.413 | 152.22 | 10660.17 |
32 | 2023.07.18 13:20 | sell | 8 | 0.10 | 138.346 | 0.000 | 0.000 | ||
33 | 2023.07.18 13:20 | modify | 8 | 0.10 | 138.346 | 139.346 | 136.146 | ||
34 | 2023.07.19 02:16 | s/l | 8 | 0.10 | 139.346 | 139.346 | 136.146 | -73.74 | 10586.43 |
35 | 2023.07.26 15:02 | sell | 9 | 0.10 | 140.460 | 0.000 | 0.000 | ||
36 | 2023.07.26 15:02 | modify | 9 | 0.10 | 140.460 | 141.460 | 138.260 | ||
37 | 2023.07.27 19:40 | modify | 9 | 0.10 | 140.460 | 139.846 | 138.260 | ||
38 | 2023.07.28 03:07 | modify | 9 | 0.10 | 140.460 | 139.285 | 138.260 | ||
39 | 2023.07.28 03:10 | s/l | 9 | 0.10 | 139.285 | 139.285 | 138.260 | 76.28 | 10662.71 |
40 | 2023.07.31 14:20 | buy | 10 | 0.10 | 142.182 | 0.000 | 0.000 | ||
41 | 2023.07.31 14:20 | modify | 10 | 0.10 | 142.182 | 141.182 | 144.382 | ||
42 | 2023.08.03 04:15 | modify | 10 | 0.10 | 142.182 | 142.796 | 144.382 | ||
43 | 2023.08.03 08:50 | s/l | 10 | 0.10 | 142.796 | 142.796 | 144.382 | 47.47 | 10710.18 |
44 | 2023.08.07 11:50 | buy | 11 | 0.10 | 142.212 | 0.000 | 0.000 | ||
45 | 2023.08.07 11:50 | modify | 11 | 0.10 | 142.212 | 141.212 | 144.412 | ||
46 | 2023.08.09 14:45 | modify | 11 | 0.10 | 142.212 | 142.857 | 144.412 | ||
47 | 2023.08.10 13:20 | modify | 11 | 0.10 | 142.212 | 143.481 | 144.412 | ||
48 | 2023.08.10 14:50 | t/p | 11 | 0.10 | 144.412 | 143.481 | 144.412 | 156.79 | 10866.97 |
49 | 2023.08.18 08:15 | sell | 12 | 0.10 | 145.432 | 0.000 | 0.000 | ||
50 | 2023.08.18 08:15 | modify | 12 | 0.10 | 145.432 | 146.432 | 143.232 | ||
51 | 2023.08.21 15:20 | s/l | 12 | 0.10 | 146.432 | 146.432 | 143.232 | -70.27 | 10796.70 |
52 | 2023.08.21 18:50 | buy | 13 | 0.10 | 146.124 | 0.000 | 0.000 | ||
53 | 2023.08.21 18:50 | modify | 13 | 0.10 | 146.124 | 145.124 | 148.324 | ||
54 | 2023.08.23 13:35 | s/l | 13 | 0.10 | 145.124 | 145.124 | 148.324 | -67.11 | 10729.59 |
55 | 2023.09.04 20:50 | buy | 14 | 0.10 | 146.478 | 0.000 | 0.000 | ||
56 | 2023.09.04 20:50 | modify | 14 | 0.10 | 146.478 | 145.478 | 148.678 | ||
57 | 2023.09.15 10:40 | modify | 14 | 0.10 | 146.478 | 147.084 | 148.678 | ||
58 | 2023.09.21 00:15 | modify | 14 | 0.10 | 146.478 | 147.618 | 148.678 | ||
59 | 2023.09.21 14:20 | s/l | 14 | 0.10 | 147.618 | 147.618 | 148.678 | 94.26 | 10823.86 |
60 | 2023.09.22 10:20 | buy | 15 | 0.10 | 148.163 | 0.000 | 0.000 | ||
61 | 2023.09.22 10:20 | modify | 15 | 0.10 | 148.163 | 147.163 | 150.363 | ||
62 | 2023.09.27 16:20 | modify | 15 | 0.10 | 148.163 | 148.783 | 150.363 | ||
63 | 2023.09.29 06:50 | s/l | 15 | 0.10 | 148.783 | 148.783 | 150.363 | 47.94 | 10871.79 |
64 | 2023.09.29 20:45 | buy | 16 | 0.10 | 149.377 | 0.000 | 0.000 | ||
65 | 2023.09.29 20:45 | modify | 16 | 0.10 | 149.377 | 148.377 | 151.577 | ||
66 | 2023.10.03 14:15 | s/l | 16 | 0.10 | 148.377 | 148.377 | 151.577 | -65.63 | 10806.16 |
67 | 2023.10.10 12:46 | buy | 17 | 0.10 | 148.923 | 0.000 | 0.000 | ||
68 | 2023.10.10 12:46 | modify | 17 | 0.10 | 148.923 | 147.923 | 151.123 | ||
69 | 2023.10.22 22:15 | close | 17 | 0.10 | 149.853 | 147.923 | 151.123 | 72.79 | 10878.95 |
70 | 2023.10.22 22:15 | sell | 18 | 0.10 | 149.853 | 0.000 | 0.000 | ||
71 | 2023.10.22 22:15 | modify | 18 | 0.10 | 149.853 | 150.853 | 147.653 | ||
72 | 2023.10.24 21:15 | close | 18 | 0.10 | 149.884 | 150.853 | 147.653 | -6.02 | 10872.92 |
73 | 2023.10.24 21:15 | buy | 19 | 0.10 | 149.884 | 0.000 | 0.000 | ||
74 | 2023.10.24 21:15 | modify | 19 | 0.10 | 149.884 | 148.884 | 152.084 | ||
75 | 2023.10.27 11:15 | close | 19 | 0.10 | 150.119 | 148.884 | 152.084 | 20.12 | 10893.04 |
76 | 2023.10.27 11:15 | sell | 20 | 0.10 | 150.119 | 0.000 | 0.000 | ||
77 | 2023.10.27 11:15 | modify | 20 | 0.10 | 150.119 | 151.119 | 147.919 | ||
78 | 2023.10.31 14:15 | s/l | 20 | 0.10 | 151.119 | 151.119 | 147.919 | -70.12 | 10822.92 |
79 | 2023.11.02 13:50 | sell | 21 | 0.10 | 150.325 | 0.000 | 0.000 | ||
80 | 2023.11.02 13:50 | modify | 21 | 0.10 | 150.325 | 151.325 | 148.125 | ||
81 | 2023.11.07 15:50 | close | 21 | 0.10 | 150.500 | 151.325 | 148.125 | -17.56 | 10805.36 |
82 | 2023.11.07 15:50 | buy | 22 | 0.10 | 150.500 | 0.000 | 0.000 | ||
83 | 2023.11.07 15:50 | modify | 22 | 0.10 | 150.500 | 149.500 | 152.700 | ||
84 | 2023.11.13 14:50 | modify | 22 | 0.10 | 150.500 | 151.107 | 152.700 | ||
85 | 2023.11.14 13:50 | s/l | 22 | 0.10 | 151.107 | 151.107 | 152.700 | 46.51 | 10851.86 |
86 | 2023.11.21 09:20 | sell | 23 | 0.10 | 147.711 | 0.000 | 0.000 | ||
87 | 2023.11.21 09:20 | modify | 23 | 0.10 | 147.711 | 148.711 | 145.511 | ||
88 | 2023.11.22 05:40 | s/l | 23 | 0.10 | 148.711 | 148.711 | 145.511 | -69.22 | 10782.65 |
89 | 2023.11.23 09:05 | sell | 24 | 0.10 | 149.156 | 0.000 | 0.000 | ||
90 | 2023.11.23 09:05 | modify | 24 | 0.10 | 149.156 | 150.156 | 146.956 | ||
91 | 2023.11.23 21:20 | close | 24 | 0.10 | 149.562 | 150.156 | 146.956 | -27.15 | 10755.50 |
92 | 2023.11.23 21:20 | buy | 25 | 0.10 | 149.562 | 0.000 | 0.000 | ||
93 | 2023.11.23 21:20 | modify | 25 | 0.10 | 149.562 | 148.562 | 151.762 | ||
94 | 2023.11.27 19:50 | s/l | 25 | 0.10 | 148.562 | 148.562 | 151.762 | -65.53 | 10689.96 |
95 | 2023.12.07 21:15 | sell | 26 | 0.10 | 143.968 | 0.000 | 0.000 | ||
96 | 2023.12.07 21:15 | modify | 26 | 0.10 | 143.968 | 144.968 | 141.768 | ||
97 | 2023.12.08 01:07 | modify | 26 | 0.10 | 143.968 | 143.327 | 141.768 | ||
98 | 2023.12.08 01:20 | s/l | 26 | 0.10 | 143.327 | 143.327 | 141.768 | 42.69 | 10732.66 |
99 | 2023.12.11 14:20 | buy | 27 | 0.10 | 146.104 | 0.000 | 0.000 | ||
100 | 2023.12.11 14:20 | modify | 27 | 0.10 | 146.104 | 145.104 | 148.304 | ||
101 | 2023.12.12 08:20 | close | 27 | 0.10 | 145.618 | 145.104 | 148.304 | -32.48 | 10700.18 |
102 | 2023.12.12 08:20 | sell | 28 | 0.10 | 145.618 | 0.000 | 0.000 | ||
103 | 2023.12.12 08:20 | modify | 28 | 0.10 | 145.618 | 146.618 | 143.418 | ||
104 | 2023.12.13 19:16 | modify | 28 | 0.10 | 145.618 | 144.521 | 143.418 | ||
105 | 2023.12.13 19:45 | t/p | 28 | 0.10 | 143.418 | 144.521 | 143.418 | 151.51 | 10851.69 |
106 | 2023.12.15 13:20 | sell | 29 | 0.10 | 141.794 | 0.000 | 0.000 | ||
107 | 2023.12.15 13:20 | modify | 29 | 0.10 | 141.794 | 142.794 | 139.594 | ||
108 | 2023.12.18 10:50 | s/l | 29 | 0.10 | 142.794 | 142.794 | 139.594 | -71.98 | 10779.72 |
109 | 2023.12.20 12:10 | sell | 30 | 0.10 | 143.514 | 0.000 | 0.000 | ||
110 | 2023.12.20 12:10 | modify | 30 | 0.10 | 143.514 | 144.514 | 141.314 | ||
111 | 2023.12.21 13:50 | modify | 30 | 0.10 | 143.514 | 142.903 | 141.314 | ||
112 | 2023.12.27 19:50 | modify | 30 | 0.10 | 143.514 | 142.380 | 141.314 | ||
113 | 2023.12.28 00:20 | t/p | 30 | 0.10 | 141.314 | 142.380 | 141.314 | 136.03 | 10915.74 |
114 | 2024.01.09 12:20 | buy | 31 | 0.10 | 143.982 | 0.000 | 0.000 | ||
115 | 2024.01.09 12:20 | modify | 31 | 0.10 | 143.982 | 142.982 | 146.182 | ||
116 | 2024.01.10 14:20 | modify | 31 | 0.10 | 143.982 | 144.606 | 146.182 | ||
117 | 2024.01.11 13:45 | modify | 31 | 0.10 | 143.982 | 145.110 | 146.182 | ||
118 | 2024.01.11 13:50 | t/p | 31 | 0.10 | 146.182 | 145.110 | 146.182 | 153.99 | 11069.73 |
119 | 2024.01.16 13:40 | buy | 32 | 0.10 | 146.480 | 0.000 | 0.000 | ||
120 | 2024.01.16 13:40 | modify | 32 | 0.10 | 146.480 | 145.480 | 148.680 | ||
121 | 2024.01.17 06:37 | modify | 32 | 0.10 | 146.480 | 147.087 | 148.680 | ||
122 | 2024.01.17 15:33 | modify | 32 | 0.10 | 146.480 | 147.621 | 148.680 | ||
123 | 2024.01.19 06:10 | t/p | 32 | 0.10 | 148.680 | 147.621 | 148.680 | 152.43 | 11222.16 |
124 | 2024.01.30 08:03 | sell | 33 | 0.10 | 147.372 | 0.000 | 0.000 | ||
125 | 2024.01.30 08:03 | modify | 33 | 0.10 | 147.372 | 148.372 | 145.172 | ||
126 | 2024.02.01 16:50 | modify | 33 | 0.10 | 147.372 | 146.726 | 145.172 | ||
127 | 2024.02.02 08:45 | s/l | 33 | 0.10 | 146.726 | 146.726 | 145.172 | 34.13 | 11256.29 |
128 | 2024.02.15 08:07 | sell | 34 | 0.10 | 150.217 | 0.000 | 0.000 | ||
129 | 2024.02.15 08:07 | modify | 34 | 0.10 | 150.217 | 151.217 | 148.017 | ||
130 | 2024.02.26 20:03 | close | 34 | 0.10 | 150.763 | 151.217 | 148.017 | -54.02 | 11202.28 |
131 | 2024.02.26 20:03 | buy | 35 | 0.10 | 150.763 | 0.000 | 0.000 | ||
132 | 2024.02.26 20:03 | modify | 35 | 0.10 | 150.763 | 149.763 | 152.963 | ||
133 | 2024.02.27 11:15 | close | 35 | 0.10 | 150.341 | 149.763 | 152.963 | -27.18 | 11175.10 |
134 | 2024.02.27 11:15 | sell | 36 | 0.10 | 150.341 | 0.000 | 0.000 | ||
135 | 2024.02.27 11:15 | modify | 36 | 0.10 | 150.341 | 151.341 | 148.141 | ||
136 | 2024.03.01 10:15 | close | 36 | 0.10 | 150.460 | 151.341 | 148.141 | -17.80 | 11157.30 |
137 | 2024.03.01 10:15 | buy | 37 | 0.10 | 150.460 | 0.000 | 0.000 | ||
138 | 2024.03.01 10:15 | modify | 37 | 0.10 | 150.460 | 149.460 | 152.660 | ||
139 | 2024.03.05 21:45 | close | 37 | 0.10 | 150.054 | 149.460 | 152.660 | -25.27 | 11132.03 |
140 | 2024.03.05 21:45 | sell | 38 | 0.10 | 150.054 | 0.000 | 0.000 | ||
141 | 2024.03.05 21:45 | modify | 38 | 0.10 | 150.054 | 151.054 | 147.854 | ||
142 | 2024.03.07 01:50 | modify | 38 | 0.10 | 150.054 | 149.387 | 147.854 | ||
143 | 2024.03.07 07:02 | modify | 38 | 0.10 | 150.054 | 148.873 | 147.854 | ||
144 | 2024.03.07 08:32 | t/p | 38 | 0.10 | 147.854 | 148.873 | 147.854 | 140.88 | 11272.91 |
145 | 2024.03.07 14:20 | sell | 39 | 0.10 | 147.953 | 0.000 | 0.000 | ||
146 | 2024.03.07 14:20 | modify | 39 | 0.10 | 147.953 | 148.953 | 145.753 | ||
147 | 2024.03.08 13:50 | modify | 39 | 0.10 | 147.953 | 147.311 | 145.753 | ||
148 | 2024.03.12 02:20 | s/l | 39 | 0.10 | 147.311 | 147.311 | 145.753 | 37.63 | 11310.54 |
149 | 2024.03.19 21:20 | buy | 40 | 0.10 | 150.835 | 0.000 | 0.000 | ||
150 | 2024.03.19 21:20 | modify | 40 | 0.10 | 150.835 | 149.835 | 153.035 | ||
151 | 2024.04.10 12:40 | modify | 40 | 0.10 | 150.835 | 151.522 | 153.035 | ||
152 | 2024.04.10 15:15 | modify | 40 | 0.10 | 150.835 | 152.049 | 153.035 | ||
153 | 2024.04.10 20:33 | t/p | 40 | 0.10 | 153.035 | 152.049 | 153.035 | 163.38 | 11473.92 |
154 | 2024.04.10 22:20 | buy | 41 | 0.10 | 152.927 | 0.000 | 0.000 | ||
155 | 2024.04.10 22:20 | modify | 41 | 0.10 | 152.927 | 151.927 | 155.127 | ||
156 | 2024.04.15 12:46 | modify | 41 | 0.10 | 152.927 | 153.615 | 155.127 | ||
157 | 2024.04.19 02:37 | s/l | 41 | 0.10 | 153.615 | 153.615 | 155.127 | 54.63 | 11528.55 |
158 | 2024.04.19 18:50 | buy | 42 | 0.10 | 154.580 | 0.000 | 0.000 | ||
159 | 2024.04.19 18:50 | modify | 42 | 0.10 | 154.580 | 153.580 | 156.780 | ||
160 | 2024.04.26 03:45 | modify | 42 | 0.10 | 154.580 | 155.239 | 156.780 | ||
161 | 2024.04.26 07:10 | modify | 42 | 0.10 | 154.580 | 155.777 | 156.780 | ||
162 | 2024.04.26 07:20 | t/p | 42 | 0.10 | 156.780 | 155.777 | 156.780 | 146.55 | 11675.10 |
163 | 2024.04.26 11:20 | buy | 43 | 0.10 | 156.309 | 0.000 | 0.000 | ||
164 | 2024.04.26 11:20 | modify | 43 | 0.10 | 156.309 | 155.309 | 158.509 | ||
165 | 2024.04.26 16:15 | modify | 43 | 0.10 | 156.309 | 156.935 | 158.509 | ||
166 | 2024.04.26 20:45 | modify | 43 | 0.10 | 156.309 | 157.495 | 158.509 | ||
167 | 2024.04.29 01:32 | t/p | 43 | 0.10 | 158.509 | 157.495 | 158.509 | 139.62 | 11814.72 |