Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=3; RSI_OBSLevels=8; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=80; BreakEvenLockin=5; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=140; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=45; DTHelp="------------------------------------"; DynamicTarget_Start=160; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 2604 | Ticks modelled | 78935 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1787.52 | Gross profit | 2556.97 | Gross loss | -769.45 |
Profit factor | 3.32 | Expected payoff | 43.60 | ||
Absolute drawdown | 60.70 | Maximal drawdown | 319.25 (2.78%) | Relative drawdown | 2.82% (292.84) |
Total trades | 41 | Short positions (won %) | 20 (40.00%) | Long positions (won %) | 21 (85.71%) |
Profit trades (% of total) | 26 (63.41%) | Loss trades (% of total) | 15 (36.59%) | ||
Largest | profit trade | 157.90 | loss trade | -237.92 | |
Average | profit trade | 98.34 | loss trade | -51.30 | |
Maximum | consecutive wins (profit in money) | 8 (800.78) | consecutive losses (loss in money) | 5 (-55.94) | |
Maximal | consecutive profit (count of wins) | 800.78 (8) | consecutive loss (count of losses) | -237.92 (1) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.04 02:00 | buy | 1 | 0.10 | 157.756 | 0.000 | 0.000 | ||
2 | 2023.07.04 02:00 | modify | 1 | 0.10 | 157.756 | 0.000 | 160.156 | ||
3 | 2023.07.05 12:20 | close | 1 | 0.10 | 157.304 | 0.000 | 160.156 | -27.95 | 9972.05 |
4 | 2023.07.05 12:20 | sell | 2 | 0.10 | 157.304 | 0.000 | 0.000 | ||
5 | 2023.07.05 12:20 | modify | 2 | 0.10 | 157.304 | 0.000 | 154.904 | ||
6 | 2023.07.06 00:40 | modify | 2 | 0.10 | 157.304 | 157.254 | 154.904 | ||
7 | 2023.07.11 07:30 | t/p | 2 | 0.10 | 154.904 | 157.254 | 154.904 | 142.89 | 10114.93 |
8 | 2023.07.12 12:40 | sell | 3 | 0.10 | 154.049 | 0.000 | 0.000 | ||
9 | 2023.07.12 12:40 | modify | 3 | 0.10 | 154.049 | 0.000 | 151.649 | ||
10 | 2023.07.14 02:00 | close | 3 | 0.10 | 154.465 | 0.000 | 151.649 | -31.69 | 10083.25 |
11 | 2023.07.14 02:00 | buy | 4 | 0.10 | 154.465 | 0.000 | 0.000 | ||
12 | 2023.07.14 02:00 | modify | 4 | 0.10 | 154.465 | 0.000 | 156.865 | ||
13 | 2023.07.14 07:40 | modify | 4 | 0.10 | 154.465 | 154.515 | 156.865 | ||
14 | 2023.07.19 08:40 | t/p | 4 | 0.10 | 156.865 | 154.515 | 156.865 | 152.71 | 10235.96 |
15 | 2023.07.27 04:40 | sell | 5 | 0.10 | 155.479 | 0.000 | 0.000 | ||
16 | 2023.07.27 04:40 | modify | 5 | 0.10 | 155.479 | 0.000 | 153.079 | ||
17 | 2023.07.27 17:20 | modify | 5 | 0.10 | 155.479 | 155.429 | 153.079 | ||
18 | 2023.07.27 18:40 | t/p | 5 | 0.10 | 153.079 | 155.429 | 153.079 | 151.14 | 10387.10 |
19 | 2023.07.28 12:10 | sell | 6 | 0.10 | 153.448 | 0.000 | 0.000 | ||
20 | 2023.07.28 12:10 | modify | 6 | 0.10 | 153.448 | 0.000 | 151.048 | ||
21 | 2023.07.28 14:40 | modify | 6 | 0.10 | 153.448 | 0.000 | 152.648 | ||
22 | 2023.07.28 19:30 | modify | 6 | 0.10 | 153.448 | 0.000 | 153.148 | ||
23 | 2023.07.31 01:40 | modify | 6 | 0.10 | 153.448 | 0.000 | 153.648 | ||
24 | 2023.07.31 07:30 | modify | 6 | 0.10 | 153.448 | 0.000 | 154.148 | ||
25 | 2023.07.31 08:30 | modify | 6 | 0.10 | 153.448 | 0.000 | 154.648 | ||
26 | 2023.08.08 04:40 | modify | 6 | 0.10 | 153.448 | 0.000 | 155.148 | ||
27 | 2023.08.09 06:40 | close | 6 | 0.10 | 157.008 | 0.000 | 155.148 | -237.92 | 10149.17 |
28 | 2023.08.09 06:40 | buy | 7 | 0.10 | 157.008 | 0.000 | 0.000 | ||
29 | 2023.08.09 06:40 | modify | 7 | 0.10 | 157.008 | 0.000 | 159.408 | ||
30 | 2023.08.09 14:40 | modify | 7 | 0.10 | 157.008 | 157.058 | 159.408 | ||
31 | 2023.08.22 00:05 | t/p | 7 | 0.10 | 159.408 | 157.058 | 159.408 | 157.90 | 10307.08 |
32 | 2023.08.23 07:15 | sell | 8 | 0.10 | 158.369 | 0.000 | 0.000 | ||
33 | 2023.08.23 07:15 | modify | 8 | 0.10 | 158.369 | 0.000 | 155.969 | ||
34 | 2023.08.23 07:40 | modify | 8 | 0.10 | 158.369 | 158.319 | 155.969 | ||
35 | 2023.08.27 23:40 | s/l | 8 | 0.10 | 158.319 | 158.319 | 155.969 | -2.35 | 10304.73 |
36 | 2023.09.04 02:00 | sell | 9 | 0.10 | 157.569 | 0.000 | 0.000 | ||
37 | 2023.09.04 02:00 | modify | 9 | 0.10 | 157.569 | 0.000 | 155.169 | ||
38 | 2023.09.11 06:30 | modify | 9 | 0.10 | 157.569 | 157.519 | 155.169 | ||
39 | 2023.09.11 10:20 | s/l | 9 | 0.10 | 157.519 | 157.519 | 155.169 | -6.47 | 10298.26 |
40 | 2023.09.15 05:30 | sell | 10 | 0.10 | 157.205 | 0.000 | 0.000 | ||
41 | 2023.09.15 05:30 | modify | 10 | 0.10 | 157.205 | 0.000 | 154.805 | ||
42 | 2023.09.19 08:40 | close | 10 | 0.10 | 157.801 | 0.000 | 154.805 | -40.29 | 10257.97 |
43 | 2023.09.19 08:40 | buy | 11 | 0.10 | 157.801 | 0.000 | 0.000 | ||
44 | 2023.09.19 08:40 | modify | 11 | 0.10 | 157.801 | 0.000 | 160.201 | ||
45 | 2023.09.26 04:30 | close | 11 | 0.10 | 157.672 | 0.000 | 160.201 | -4.48 | 10253.49 |
46 | 2023.09.26 04:30 | sell | 12 | 0.10 | 157.672 | 0.000 | 0.000 | ||
47 | 2023.09.26 04:30 | modify | 12 | 0.10 | 157.672 | 0.000 | 155.272 | ||
48 | 2023.09.28 04:40 | modify | 12 | 0.10 | 157.672 | 157.622 | 155.272 | ||
49 | 2023.09.28 14:30 | s/l | 12 | 0.10 | 157.622 | 157.622 | 155.272 | -2.35 | 10251.14 |
50 | 2023.09.29 06:30 | buy | 13 | 0.10 | 157.618 | 0.000 | 0.000 | ||
51 | 2023.09.29 06:30 | modify | 13 | 0.10 | 157.618 | 0.000 | 160.018 | ||
52 | 2023.10.02 06:40 | modify | 13 | 0.10 | 157.618 | 157.668 | 160.018 | ||
53 | 2023.10.02 10:15 | s/l | 13 | 0.10 | 157.668 | 157.668 | 160.018 | 3.67 | 10254.81 |
54 | 2023.10.03 08:40 | sell | 14 | 0.10 | 157.188 | 0.000 | 0.000 | ||
55 | 2023.10.03 08:40 | modify | 14 | 0.10 | 157.188 | 0.000 | 154.788 | ||
56 | 2023.10.03 14:20 | modify | 14 | 0.10 | 157.188 | 157.138 | 154.788 | ||
57 | 2023.10.03 14:40 | t/p | 14 | 0.10 | 154.788 | 157.138 | 154.788 | 151.13 | 10405.94 |
58 | 2023.10.13 08:20 | sell | 15 | 0.10 | 157.967 | 0.000 | 0.000 | ||
59 | 2023.10.13 08:20 | modify | 15 | 0.10 | 157.967 | 0.000 | 155.567 | ||
60 | 2023.10.13 15:30 | modify | 15 | 0.10 | 157.967 | 157.917 | 155.567 | ||
61 | 2023.10.16 14:40 | s/l | 15 | 0.10 | 157.917 | 157.917 | 155.567 | 1.78 | 10407.71 |
62 | 2023.10.17 12:40 | buy | 16 | 0.10 | 157.837 | 0.000 | 0.000 | ||
63 | 2023.10.17 12:40 | modify | 16 | 0.10 | 157.837 | 0.000 | 160.237 | ||
64 | 2023.10.19 07:05 | close | 16 | 0.10 | 157.959 | 0.000 | 160.237 | 9.76 | 10417.47 |
65 | 2023.10.19 07:05 | sell | 17 | 0.10 | 157.959 | 0.000 | 0.000 | ||
66 | 2023.10.19 07:05 | modify | 17 | 0.10 | 157.959 | 0.000 | 155.559 | ||
67 | 2023.10.23 16:30 | modify | 17 | 0.10 | 157.959 | 0.000 | 157.159 | ||
68 | 2023.10.31 08:40 | modify | 17 | 0.10 | 157.959 | 0.000 | 157.659 | ||
69 | 2023.10.31 09:30 | modify | 17 | 0.10 | 157.959 | 0.000 | 158.159 | ||
70 | 2023.11.07 08:40 | close | 17 | 0.10 | 160.863 | 0.000 | 158.159 | -206.22 | 10211.25 |
71 | 2023.11.07 08:40 | buy | 18 | 0.10 | 160.863 | 0.000 | 0.000 | ||
72 | 2023.11.07 08:40 | modify | 18 | 0.10 | 160.863 | 0.000 | 163.263 | ||
73 | 2023.11.08 18:40 | modify | 18 | 0.10 | 160.863 | 160.913 | 163.263 | ||
74 | 2023.11.14 14:30 | t/p | 18 | 0.10 | 163.263 | 160.913 | 163.263 | 154.79 | 10366.04 |
75 | 2023.11.23 02:00 | buy | 19 | 0.10 | 162.557 | 0.000 | 0.000 | ||
76 | 2023.11.23 02:00 | modify | 19 | 0.10 | 162.557 | 0.000 | 164.957 | ||
77 | 2023.11.24 13:40 | modify | 19 | 0.10 | 162.557 | 162.607 | 164.957 | ||
78 | 2023.11.27 14:40 | s/l | 19 | 0.10 | 162.607 | 162.607 | 164.957 | 4.19 | 10370.23 |
79 | 2023.11.29 08:40 | sell | 20 | 0.10 | 162.116 | 0.000 | 0.000 | ||
80 | 2023.11.29 08:40 | modify | 20 | 0.10 | 162.116 | 0.000 | 159.716 | ||
81 | 2023.11.29 23:05 | modify | 20 | 0.10 | 162.116 | 162.066 | 159.716 | ||
82 | 2023.12.01 19:40 | t/p | 20 | 0.10 | 159.716 | 162.066 | 159.716 | 145.63 | 10515.86 |
83 | 2023.12.04 08:05 | sell | 21 | 0.10 | 159.805 | 0.000 | 0.000 | ||
84 | 2023.12.04 08:05 | modify | 21 | 0.10 | 159.805 | 0.000 | 157.405 | ||
85 | 2023.12.04 15:06 | modify | 21 | 0.10 | 159.805 | 159.755 | 157.405 | ||
86 | 2023.12.07 06:40 | t/p | 21 | 0.10 | 157.405 | 159.755 | 157.405 | 144.26 | 10660.12 |
87 | 2023.12.19 06:05 | buy | 22 | 0.10 | 155.881 | 0.000 | 0.000 | ||
88 | 2023.12.19 06:05 | modify | 22 | 0.10 | 155.881 | 0.000 | 158.281 | ||
89 | 2023.12.19 06:30 | modify | 22 | 0.10 | 155.881 | 155.931 | 158.281 | ||
90 | 2023.12.19 08:33 | t/p | 22 | 0.10 | 158.281 | 155.931 | 158.281 | 151.15 | 10811.27 |
91 | 2023.12.22 02:00 | sell | 23 | 0.10 | 156.506 | 0.000 | 0.000 | ||
92 | 2023.12.22 02:00 | modify | 23 | 0.10 | 156.506 | 0.000 | 154.106 | ||
93 | 2023.12.27 14:30 | modify | 23 | 0.10 | 156.506 | 0.000 | 155.706 | ||
94 | 2023.12.29 15:40 | t/p | 23 | 0.10 | 155.706 | 0.000 | 155.706 | 40.76 | 10852.03 |
95 | 2024.01.05 08:40 | buy | 24 | 0.10 | 158.216 | 0.000 | 0.000 | ||
96 | 2024.01.05 08:40 | modify | 24 | 0.10 | 158.216 | 0.000 | 160.616 | ||
97 | 2024.01.10 13:05 | modify | 24 | 0.10 | 158.216 | 158.266 | 160.616 | ||
98 | 2024.01.17 07:20 | t/p | 24 | 0.10 | 160.616 | 158.266 | 160.616 | 156.33 | 11008.36 |
99 | 2024.01.18 07:30 | buy | 25 | 0.10 | 161.036 | 0.000 | 0.000 | ||
100 | 2024.01.18 07:30 | modify | 25 | 0.10 | 161.036 | 0.000 | 163.436 | ||
101 | 2024.01.19 06:05 | modify | 25 | 0.10 | 161.036 | 161.086 | 163.436 | ||
102 | 2024.01.19 08:40 | s/l | 25 | 0.10 | 161.086 | 161.086 | 163.436 | 3.67 | 11012.03 |
103 | 2024.01.30 08:33 | sell | 26 | 0.10 | 159.678 | 0.000 | 0.000 | ||
104 | 2024.01.30 08:33 | modify | 26 | 0.10 | 159.678 | 0.000 | 157.278 | ||
105 | 2024.01.31 15:40 | modify | 26 | 0.10 | 159.678 | 159.628 | 157.278 | ||
106 | 2024.02.02 08:30 | s/l | 26 | 0.10 | 159.628 | 159.628 | 157.278 | -3.72 | 11008.31 |
107 | 2024.02.09 09:40 | buy | 27 | 0.10 | 160.800 | 0.000 | 0.000 | ||
108 | 2024.02.09 09:40 | modify | 27 | 0.10 | 160.800 | 0.000 | 163.200 | ||
109 | 2024.02.13 17:40 | modify | 27 | 0.10 | 160.800 | 160.850 | 163.200 | ||
110 | 2024.02.22 08:30 | t/p | 27 | 0.10 | 163.200 | 160.850 | 163.200 | 157.90 | 11166.21 |
111 | 2024.03.01 02:00 | sell | 28 | 0.10 | 162.702 | 0.000 | 0.000 | ||
112 | 2024.03.01 02:00 | modify | 28 | 0.10 | 162.702 | 0.000 | 160.302 | ||
113 | 2024.03.07 04:40 | modify | 28 | 0.10 | 162.702 | 162.652 | 160.302 | ||
114 | 2024.03.11 09:40 | t/p | 28 | 0.10 | 160.302 | 162.652 | 160.302 | 140.14 | 11306.35 |
115 | 2024.03.12 02:00 | sell | 29 | 0.10 | 160.653 | 0.000 | 0.000 | ||
116 | 2024.03.12 02:00 | modify | 29 | 0.10 | 160.653 | 0.000 | 158.253 | ||
117 | 2024.03.12 12:15 | close | 29 | 0.10 | 160.962 | 0.000 | 158.253 | -19.46 | 11286.89 |
118 | 2024.03.12 12:15 | buy | 30 | 0.10 | 160.962 | 0.000 | 0.000 | ||
119 | 2024.03.12 12:15 | modify | 30 | 0.10 | 160.962 | 0.000 | 163.362 | ||
120 | 2024.03.13 11:20 | modify | 30 | 0.10 | 160.962 | 161.012 | 163.362 | ||
121 | 2024.03.19 05:40 | t/p | 30 | 0.10 | 163.362 | 161.012 | 163.362 | 154.79 | 11441.67 |
122 | 2024.03.21 02:00 | buy | 31 | 0.10 | 164.606 | 0.000 | 0.000 | ||
123 | 2024.03.21 02:00 | modify | 31 | 0.10 | 164.606 | 0.000 | 167.006 | ||
124 | 2024.03.25 04:40 | close | 31 | 0.10 | 163.688 | 0.000 | 167.006 | -56.78 | 11384.89 |
125 | 2024.03.25 04:40 | sell | 32 | 0.10 | 163.688 | 0.000 | 0.000 | ||
126 | 2024.03.25 04:40 | modify | 32 | 0.10 | 163.688 | 0.000 | 161.288 | ||
127 | 2024.04.01 15:40 | modify | 32 | 0.10 | 163.688 | 163.638 | 161.288 | ||
128 | 2024.04.03 11:20 | s/l | 32 | 0.10 | 163.638 | 163.638 | 161.288 | -9.22 | 11375.67 |
129 | 2024.04.05 08:20 | sell | 33 | 0.10 | 164.086 | 0.000 | 0.000 | ||
130 | 2024.04.05 08:20 | modify | 33 | 0.10 | 164.086 | 0.000 | 161.686 | ||
131 | 2024.04.09 08:15 | close | 33 | 0.10 | 164.822 | 0.000 | 161.686 | -49.10 | 11326.58 |
132 | 2024.04.09 08:15 | buy | 34 | 0.10 | 164.822 | 0.000 | 0.000 | ||
133 | 2024.04.09 08:15 | modify | 34 | 0.10 | 164.822 | 0.000 | 167.222 | ||
134 | 2024.04.12 10:40 | modify | 34 | 0.10 | 164.822 | 0.000 | 165.622 | ||
135 | 2024.04.12 12:40 | modify | 34 | 0.10 | 164.822 | 0.000 | 165.122 | ||
136 | 2024.04.23 07:30 | t/p | 34 | 0.10 | 165.122 | 0.000 | 165.122 | 26.16 | 11352.74 |
137 | 2024.04.24 07:30 | buy | 35 | 0.10 | 165.585 | 0.000 | 0.000 | ||
138 | 2024.04.24 07:30 | modify | 35 | 0.10 | 165.585 | 0.000 | 167.985 | ||
139 | 2024.04.25 01:30 | modify | 35 | 0.10 | 165.585 | 165.635 | 167.985 | ||
140 | 2024.04.26 07:06 | t/p | 35 | 0.10 | 167.985 | 165.635 | 167.985 | 153.23 | 11505.96 |
141 | 2024.05.07 07:30 | buy | 36 | 0.10 | 166.009 | 0.000 | 0.000 | ||
142 | 2024.05.07 07:30 | modify | 36 | 0.10 | 166.009 | 0.000 | 168.409 | ||
143 | 2024.05.08 06:40 | modify | 36 | 0.10 | 166.009 | 166.059 | 168.409 | ||
144 | 2024.05.13 14:30 | t/p | 36 | 0.10 | 168.409 | 166.059 | 168.409 | 154.27 | 11660.23 |
145 | 2024.05.14 08:33 | buy | 37 | 0.10 | 168.578 | 0.000 | 0.000 | ||
146 | 2024.05.14 08:33 | modify | 37 | 0.10 | 168.578 | 0.000 | 170.978 | ||
147 | 2024.05.15 02:33 | modify | 37 | 0.10 | 168.578 | 168.628 | 170.978 | ||
148 | 2024.05.15 08:40 | s/l | 37 | 0.10 | 168.628 | 168.628 | 170.978 | 3.66 | 11663.89 |
149 | 2024.05.16 08:30 | sell | 38 | 0.10 | 168.139 | 0.000 | 0.000 | ||
150 | 2024.05.16 08:30 | modify | 38 | 0.10 | 168.139 | 0.000 | 165.739 | ||
151 | 2024.05.20 07:30 | close | 38 | 0.10 | 169.230 | 0.000 | 165.739 | -71.46 | 11592.43 |
152 | 2024.05.20 07:30 | buy | 39 | 0.10 | 169.230 | 0.000 | 0.000 | ||
153 | 2024.05.20 07:30 | modify | 39 | 0.10 | 169.230 | 0.000 | 171.630 | ||
154 | 2024.05.23 12:30 | modify | 39 | 0.10 | 169.230 | 169.280 | 171.630 | ||
155 | 2024.05.30 06:30 | s/l | 39 | 0.10 | 169.280 | 169.280 | 171.630 | 9.38 | 11601.81 |
156 | 2024.06.20 12:15 | buy | 40 | 0.10 | 169.767 | 0.000 | 0.000 | ||
157 | 2024.06.20 12:15 | modify | 40 | 0.10 | 169.767 | 0.000 | 172.167 | ||
158 | 2024.06.21 17:30 | modify | 40 | 0.10 | 169.767 | 169.817 | 172.167 | ||
159 | 2024.06.28 00:20 | t/p | 40 | 0.10 | 172.167 | 169.817 | 172.167 | 155.29 | 11757.11 |
160 | 2024.06.28 08:40 | buy | 41 | 0.10 | 172.050 | 0.000 | 0.000 | ||
161 | 2024.06.28 08:40 | modify | 41 | 0.10 | 172.050 | 0.000 | 174.450 | ||
162 | 2024.06.28 23:59 | close at stop | 41 | 0.10 | 172.533 | 0.000 | 174.450 | 30.41 | 11787.52 |