Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=8; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=6; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=240; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=160; TrailingStep=30; DSHelp="------------------------------------"; DynamicStop_Start=200; DynamicStop_Step=30; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 2613 | Ticks modelled | 79618 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 2341.31 | Gross profit | 2528.84 | Gross loss | -187.53 |
Profit factor | 13.49 | Expected payoff | 106.42 | ||
Absolute drawdown | 7.09 | Maximal drawdown | 187.28 (7.72%) | Relative drawdown | 13.73% (161.08) |
Total trades | 22 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 14 (85.71%) |
Profit trades (% of total) | 20 (90.91%) | Loss trades (% of total) | 2 (9.09%) | ||
Largest | profit trade | 166.51 | loss trade | -147.26 | |
Average | profit trade | 126.44 | loss trade | -93.76 | |
Maximum | consecutive wins (profit in money) | 18 (2263.93) | consecutive losses (loss in money) | 1 (-147.26) | |
Maximal | consecutive profit (count of wins) | 2263.93 (18) | consecutive loss (count of losses) | -147.26 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.07 11:30 | buy | 1 | 0.10 | 160.537 | 0.000 | 0.000 | ||
2 | 2023.11.07 11:30 | modify | 1 | 0.10 | 160.537 | 158.137 | 162.937 | ||
3 | 2023.11.13 04:30 | modify | 1 | 0.10 | 160.537 | 160.543 | 162.937 | ||
4 | 2023.11.14 08:15 | modify | 1 | 0.10 | 160.537 | 160.857 | 162.937 | ||
5 | 2023.11.14 09:40 | modify | 1 | 0.10 | 160.537 | 162.137 | 162.937 | ||
6 | 2023.11.14 13:30 | t/p | 1 | 0.10 | 162.937 | 162.137 | 162.937 | 159.21 | 1159.21 |
7 | 2023.11.16 16:10 | buy | 2 | 0.10 | 163.582 | 0.000 | 0.000 | ||
8 | 2023.11.16 16:10 | modify | 2 | 0.10 | 163.582 | 161.182 | 165.982 | ||
9 | 2023.11.29 23:05 | s/l | 2 | 0.10 | 161.182 | 161.182 | 165.982 | -147.26 | 1011.95 |
10 | 2024.01.16 13:40 | buy | 3 | 0.10 | 159.343 | 0.000 | 0.000 | ||
11 | 2024.01.16 13:40 | modify | 3 | 0.10 | 159.343 | 156.943 | 161.743 | ||
12 | 2024.01.17 14:40 | modify | 3 | 0.10 | 159.343 | 159.399 | 161.743 | ||
13 | 2024.01.18 00:05 | modify | 3 | 0.10 | 159.343 | 160.943 | 161.743 | ||
14 | 2024.01.18 07:40 | s/l | 3 | 0.10 | 160.943 | 160.943 | 161.743 | 105.69 | 1117.64 |
15 | 2024.01.19 10:40 | buy | 4 | 0.10 | 160.839 | 0.000 | 0.000 | ||
16 | 2024.01.19 10:40 | modify | 4 | 0.10 | 160.839 | 158.439 | 163.239 | ||
17 | 2024.01.30 15:30 | close | 4 | 0.10 | 160.121 | 158.439 | 163.239 | -40.27 | 1077.37 |
18 | 2024.01.30 15:30 | sell | 5 | 0.10 | 160.121 | 0.000 | 0.000 | ||
19 | 2024.01.30 15:30 | modify | 5 | 0.10 | 160.121 | 162.521 | 157.721 | ||
20 | 2024.02.01 01:15 | modify | 5 | 0.10 | 160.121 | 160.110 | 157.721 | ||
21 | 2024.02.01 08:40 | modify | 5 | 0.10 | 160.121 | 158.521 | 157.721 | ||
22 | 2024.02.01 09:40 | s/l | 5 | 0.10 | 158.521 | 158.521 | 157.721 | 97.33 | 1174.71 |
23 | 2024.03.01 01:30 | sell | 6 | 0.10 | 162.622 | 0.000 | 0.000 | ||
24 | 2024.03.01 01:30 | modify | 6 | 0.10 | 162.622 | 165.022 | 160.222 | ||
25 | 2024.03.07 11:40 | modify | 6 | 0.10 | 162.622 | 162.621 | 160.222 | ||
26 | 2024.03.07 13:40 | modify | 6 | 0.10 | 162.622 | 161.022 | 160.222 | ||
27 | 2024.03.07 14:20 | s/l | 6 | 0.10 | 161.022 | 161.022 | 160.222 | 94.49 | 1269.19 |
28 | 2024.03.12 12:05 | buy | 7 | 0.10 | 161.019 | 0.000 | 0.000 | ||
29 | 2024.03.12 12:05 | modify | 7 | 0.10 | 161.019 | 158.619 | 163.419 | ||
30 | 2024.03.18 07:05 | modify | 7 | 0.10 | 161.019 | 161.026 | 163.419 | ||
31 | 2024.03.19 03:40 | modify | 7 | 0.10 | 161.019 | 161.387 | 163.419 | ||
32 | 2024.03.19 04:40 | modify | 7 | 0.10 | 161.019 | 162.619 | 163.419 | ||
33 | 2024.03.19 05:40 | t/p | 7 | 0.10 | 163.419 | 162.619 | 163.419 | 159.21 | 1428.40 |
34 | 2024.04.09 14:40 | buy | 8 | 0.10 | 164.569 | 0.000 | 0.000 | ||
35 | 2024.04.09 14:40 | modify | 8 | 0.10 | 164.569 | 162.169 | 166.969 | ||
36 | 2024.04.24 19:40 | modify | 8 | 0.10 | 164.569 | 164.600 | 166.969 | ||
37 | 2024.04.25 04:20 | modify | 8 | 0.10 | 164.569 | 164.931 | 166.969 | ||
38 | 2024.04.25 04:30 | modify | 8 | 0.10 | 164.569 | 166.169 | 166.969 | ||
39 | 2024.04.25 06:30 | modify | 8 | 0.10 | 164.569 | 166.769 | 166.969 | ||
40 | 2024.04.25 06:40 | t/p | 8 | 0.10 | 166.969 | 166.769 | 166.969 | 166.51 | 1594.90 |
41 | 2024.05.15 08:30 | buy | 9 | 0.10 | 168.712 | 0.000 | 0.000 | ||
42 | 2024.05.15 08:30 | modify | 9 | 0.10 | 168.712 | 166.312 | 171.112 | ||
43 | 2024.05.23 14:15 | modify | 9 | 0.10 | 168.712 | 168.720 | 171.112 | ||
44 | 2024.05.28 06:20 | modify | 9 | 0.10 | 168.712 | 169.022 | 171.112 | ||
45 | 2024.05.28 09:40 | modify | 9 | 0.10 | 168.712 | 170.312 | 171.112 | ||
46 | 2024.05.28 13:40 | s/l | 9 | 0.10 | 170.312 | 170.312 | 171.112 | 111.67 | 1706.57 |
47 | 2024.05.31 07:40 | sell | 10 | 0.10 | 170.086 | 0.000 | 0.000 | ||
48 | 2024.05.31 07:40 | modify | 10 | 0.10 | 170.086 | 172.486 | 167.686 | ||
49 | 2024.06.04 10:30 | modify | 10 | 0.10 | 170.086 | 169.948 | 167.686 | ||
50 | 2024.06.04 14:15 | modify | 10 | 0.10 | 170.086 | 168.486 | 167.686 | ||
51 | 2024.06.04 14:30 | s/l | 10 | 0.10 | 168.486 | 168.486 | 167.686 | 100.18 | 1806.75 |
52 | 2024.06.24 10:40 | buy | 11 | 0.10 | 170.302 | 0.000 | 0.000 | ||
53 | 2024.06.24 10:40 | modify | 11 | 0.10 | 170.302 | 167.902 | 172.702 | ||
54 | 2024.06.27 12:40 | modify | 11 | 0.10 | 170.302 | 170.351 | 172.702 | ||
55 | 2024.06.28 00:30 | modify | 11 | 0.10 | 170.302 | 170.689 | 172.702 | ||
56 | 2024.06.28 00:40 | modify | 11 | 0.10 | 170.302 | 171.902 | 172.702 | ||
57 | 2024.06.28 09:40 | s/l | 11 | 0.10 | 171.902 | 171.902 | 172.702 | 107.03 | 1913.78 |
58 | 2024.06.28 11:15 | buy | 12 | 0.10 | 171.744 | 0.000 | 0.000 | ||
59 | 2024.06.28 11:15 | modify | 12 | 0.10 | 171.744 | 169.344 | 174.144 | ||
60 | 2024.07.01 06:30 | modify | 12 | 0.10 | 171.744 | 171.795 | 174.144 | ||
61 | 2024.07.03 04:30 | modify | 12 | 0.10 | 171.744 | 172.114 | 174.144 | ||
62 | 2024.07.03 04:40 | modify | 12 | 0.10 | 171.744 | 173.344 | 174.144 | ||
63 | 2024.07.03 07:30 | modify | 12 | 0.10 | 171.744 | 173.944 | 174.144 | ||
64 | 2024.07.03 07:40 | t/p | 12 | 0.10 | 174.144 | 173.944 | 174.144 | 156.55 | 2070.33 |
65 | 2024.07.16 01:30 | sell | 13 | 0.10 | 172.684 | 0.000 | 0.000 | ||
66 | 2024.07.16 01:30 | modify | 13 | 0.10 | 172.684 | 175.084 | 170.284 | ||
67 | 2024.07.17 08:30 | modify | 13 | 0.10 | 172.684 | 172.591 | 170.284 | ||
68 | 2024.07.17 22:15 | modify | 13 | 0.10 | 172.684 | 171.084 | 170.284 | ||
69 | 2024.07.17 23:30 | modify | 13 | 0.10 | 172.684 | 170.484 | 170.284 | ||
70 | 2024.07.17 23:40 | t/p | 13 | 0.10 | 170.284 | 170.484 | 170.284 | 153.12 | 2223.45 |
71 | 2024.07.25 16:30 | sell | 14 | 0.10 | 167.473 | 0.000 | 0.000 | ||
72 | 2024.07.25 16:30 | modify | 14 | 0.10 | 167.473 | 169.873 | 165.073 | ||
73 | 2024.07.30 16:40 | modify | 14 | 0.10 | 167.473 | 167.255 | 165.073 | ||
74 | 2024.07.30 20:30 | modify | 14 | 0.10 | 167.473 | 165.873 | 165.073 | ||
75 | 2024.07.30 20:40 | modify | 14 | 0.10 | 167.473 | 165.273 | 165.073 | ||
76 | 2024.07.30 20:55 | s/l | 14 | 0.10 | 165.273 | 165.273 | 165.073 | 137.39 | 2360.84 |
77 | 2024.08.29 04:30 | sell | 15 | 0.10 | 161.061 | 0.000 | 0.000 | ||
78 | 2024.08.29 04:30 | modify | 15 | 0.10 | 161.061 | 163.461 | 158.661 | ||
79 | 2024.09.04 17:40 | modify | 15 | 0.10 | 161.061 | 161.023 | 158.661 | ||
80 | 2024.09.04 22:05 | modify | 15 | 0.10 | 161.061 | 160.721 | 158.661 | ||
81 | 2024.09.04 23:30 | modify | 15 | 0.10 | 161.061 | 159.461 | 158.661 | ||
82 | 2024.09.04 23:40 | modify | 15 | 0.10 | 161.061 | 158.861 | 158.661 | ||
83 | 2024.09.04 23:55 | s/l | 15 | 0.10 | 158.861 | 158.861 | 158.661 | 135.96 | 2496.80 |
84 | 2024.09.09 09:40 | sell | 16 | 0.10 | 158.690 | 0.000 | 0.000 | ||
85 | 2024.09.09 09:40 | modify | 16 | 0.10 | 158.690 | 161.090 | 156.290 | ||
86 | 2024.09.10 15:30 | modify | 16 | 0.10 | 158.690 | 158.642 | 156.290 | ||
87 | 2024.09.11 00:05 | modify | 16 | 0.10 | 158.690 | 157.090 | 156.290 | ||
88 | 2024.09.11 01:40 | t/p | 16 | 0.10 | 156.290 | 157.090 | 156.290 | 151.70 | 2648.50 |
89 | 2024.09.12 00:20 | sell | 17 | 0.10 | 157.173 | 0.000 | 0.000 | ||
90 | 2024.09.12 00:20 | modify | 17 | 0.10 | 157.173 | 159.573 | 154.773 | ||
91 | 2024.09.16 03:40 | modify | 17 | 0.10 | 157.173 | 157.095 | 154.773 | ||
92 | 2024.09.16 07:15 | modify | 17 | 0.10 | 157.173 | 156.777 | 154.773 | ||
93 | 2024.09.16 23:05 | s/l | 17 | 0.10 | 156.777 | 156.777 | 154.773 | 22.65 | 2671.16 |
94 | 2024.09.20 06:15 | buy | 18 | 0.10 | 158.448 | 0.000 | 0.000 | ||
95 | 2024.09.20 06:15 | modify | 18 | 0.10 | 158.448 | 156.048 | 160.848 | ||
96 | 2024.09.20 07:30 | modify | 18 | 0.10 | 158.448 | 158.557 | 160.848 | ||
97 | 2024.09.20 08:30 | modify | 18 | 0.10 | 158.448 | 160.048 | 160.848 | ||
98 | 2024.09.20 10:30 | modify | 18 | 0.10 | 158.448 | 160.648 | 160.848 | ||
99 | 2024.09.20 10:40 | t/p | 18 | 0.10 | 160.848 | 160.648 | 160.848 | 154.56 | 2825.72 |
100 | 2024.09.23 07:40 | buy | 19 | 0.10 | 159.502 | 0.000 | 0.000 | ||
101 | 2024.09.23 07:40 | modify | 19 | 0.10 | 159.502 | 157.102 | 161.902 | ||
102 | 2024.09.24 08:40 | modify | 19 | 0.10 | 159.502 | 159.505 | 161.902 | ||
103 | 2024.09.25 10:40 | modify | 19 | 0.10 | 159.502 | 159.830 | 161.902 | ||
104 | 2024.09.25 11:30 | modify | 19 | 0.10 | 159.502 | 161.102 | 161.902 | ||
105 | 2024.09.25 14:05 | s/l | 19 | 0.10 | 161.102 | 161.102 | 161.902 | 104.37 | 2930.08 |
106 | 2024.09.26 12:15 | buy | 20 | 0.10 | 160.772 | 0.000 | 0.000 | ||
107 | 2024.09.26 12:15 | modify | 20 | 0.10 | 160.772 | 158.372 | 163.172 | ||
108 | 2024.09.27 00:40 | modify | 20 | 0.10 | 160.772 | 160.891 | 163.172 | ||
109 | 2024.09.27 04:33 | modify | 20 | 0.10 | 160.772 | 162.372 | 163.172 | ||
110 | 2024.09.27 05:20 | modify | 20 | 0.10 | 160.772 | 162.972 | 163.172 | ||
111 | 2024.09.27 05:30 | t/p | 20 | 0.10 | 163.172 | 162.972 | 163.172 | 155.22 | 3085.31 |
112 | 2024.10.09 07:05 | buy | 21 | 0.10 | 162.461 | 0.000 | 0.000 | ||
113 | 2024.10.09 07:05 | modify | 21 | 0.10 | 162.461 | 160.061 | 164.861 | ||
114 | 2024.10.23 04:20 | modify | 21 | 0.10 | 162.461 | 162.485 | 164.861 | ||
115 | 2024.10.23 05:30 | modify | 21 | 0.10 | 162.461 | 162.822 | 164.861 | ||
116 | 2024.10.23 05:40 | modify | 21 | 0.10 | 162.461 | 164.061 | 164.861 | ||
117 | 2024.10.23 09:40 | modify | 21 | 0.10 | 162.461 | 164.661 | 164.861 | ||
118 | 2024.10.23 09:55 | s/l | 21 | 0.10 | 164.661 | 164.661 | 164.861 | 150.97 | 3236.28 |
119 | 2024.10.25 04:40 | buy | 22 | 0.10 | 164.088 | 0.000 | 0.000 | ||
120 | 2024.10.25 04:40 | modify | 22 | 0.10 | 164.088 | 161.688 | 166.488 | ||
121 | 2024.10.28 01:10 | modify | 22 | 0.10 | 164.088 | 164.101 | 166.488 | ||
122 | 2024.10.28 01:40 | modify | 22 | 0.10 | 164.088 | 164.470 | 166.488 | ||
123 | 2024.10.30 09:33 | modify | 22 | 0.10 | 164.088 | 165.688 | 166.488 | ||
124 | 2024.10.30 10:40 | s/l | 22 | 0.10 | 165.688 | 165.688 | 166.488 | 105.03 | 3341.31 |