Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (2024.01.01 - 2025.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=5; RSI_OBSLevels=6; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=10; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=200; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=110; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=100; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=15; DTHelp="------------------------------------"; DynamicTarget_Start=160; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2615 | Ticks modelled | 79684 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1488.29 | Gross profit | 2005.58 | Gross loss | -517.29 |
Profit factor | 3.88 | Expected payoff | 64.71 | ||
Absolute drawdown | 141.76 | Maximal drawdown | 218.51 (16.17%) | Relative drawdown | 16.17% (218.51) |
Total trades | 23 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 13 (84.62%) |
Profit trades (% of total) | 17 (73.91%) | Loss trades (% of total) | 6 (26.09%) | ||
Largest | profit trade | 159.78 | loss trade | -130.81 | |
Average | profit trade | 117.98 | loss trade | -86.22 | |
Maximum | consecutive wins (profit in money) | 8 (956.28) | consecutive losses (loss in money) | 1 (-130.81) | |
Maximal | consecutive profit (count of wins) | 956.28 (8) | consecutive loss (count of losses) | -130.81 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.01.03 05:40 | sell | 1 | 0.10 | 155.677 | 0.000 | 0.000 | ||
2 | 2024.01.03 05:40 | modify | 1 | 0.10 | 155.677 | 157.677 | 153.277 | ||
3 | 2024.01.04 08:40 | modify | 1 | 0.10 | 155.677 | 157.677 | 154.877 | ||
4 | 2024.01.04 09:30 | s/l | 1 | 0.10 | 157.677 | 157.677 | 154.877 | -130.81 | 869.19 |
5 | 2024.01.16 13:30 | buy | 2 | 0.10 | 159.486 | 0.000 | 0.000 | ||
6 | 2024.01.16 13:30 | modify | 2 | 0.10 | 159.486 | 157.486 | 161.886 | ||
7 | 2024.01.17 07:20 | modify | 2 | 0.10 | 159.486 | 159.486 | 161.886 | ||
8 | 2024.01.25 03:05 | close | 2 | 0.10 | 160.679 | 159.486 | 161.886 | 82.72 | 951.91 |
9 | 2024.01.25 03:05 | sell | 3 | 0.10 | 160.679 | 0.000 | 0.000 | ||
10 | 2024.01.25 03:05 | modify | 3 | 0.10 | 160.679 | 162.679 | 158.279 | ||
11 | 2024.01.29 15:40 | modify | 3 | 0.10 | 160.679 | 160.679 | 158.279 | ||
12 | 2024.02.01 08:30 | t/p | 3 | 0.10 | 158.279 | 160.679 | 158.279 | 142.10 | 1094.02 |
13 | 2024.02.12 08:20 | buy | 4 | 0.10 | 160.947 | 0.000 | 0.000 | ||
14 | 2024.02.12 08:20 | modify | 4 | 0.10 | 160.947 | 158.947 | 163.347 | ||
15 | 2024.02.20 09:20 | modify | 4 | 0.10 | 160.947 | 160.947 | 163.347 | ||
16 | 2024.02.22 08:40 | t/p | 4 | 0.10 | 163.347 | 160.947 | 163.347 | 159.78 | 1253.80 |
17 | 2024.03.12 03:00 | sell | 5 | 0.10 | 161.224 | 0.000 | 0.000 | ||
18 | 2024.03.12 03:00 | modify | 5 | 0.10 | 161.224 | 163.224 | 158.824 | ||
19 | 2024.03.18 16:30 | close | 5 | 0.10 | 162.221 | 163.224 | 158.824 | -71.52 | 1182.27 |
20 | 2024.03.18 16:30 | buy | 6 | 0.10 | 162.221 | 0.000 | 0.000 | ||
21 | 2024.03.18 16:30 | modify | 6 | 0.10 | 162.221 | 160.221 | 164.621 | ||
22 | 2024.03.19 05:40 | modify | 6 | 0.10 | 162.221 | 162.221 | 164.621 | ||
23 | 2024.03.20 04:40 | t/p | 6 | 0.10 | 164.621 | 162.221 | 164.621 | 153.24 | 1335.51 |
24 | 2024.03.21 15:40 | buy | 7 | 0.10 | 164.587 | 0.000 | 0.000 | ||
25 | 2024.03.21 15:40 | modify | 7 | 0.10 | 164.587 | 162.587 | 166.987 | ||
26 | 2024.03.29 02:05 | modify | 7 | 0.10 | 164.587 | 162.587 | 165.387 | ||
27 | 2024.03.29 12:40 | close | 7 | 0.10 | 163.348 | 162.587 | 165.387 | -73.21 | 1262.30 |
28 | 2024.03.29 12:40 | sell | 8 | 0.10 | 163.348 | 0.000 | 0.000 | ||
29 | 2024.03.29 12:40 | modify | 8 | 0.10 | 163.348 | 165.348 | 160.948 | ||
30 | 2024.04.08 23:20 | modify | 8 | 0.10 | 163.348 | 165.348 | 162.548 | ||
31 | 2024.04.12 12:40 | t/p | 8 | 0.10 | 162.548 | 165.348 | 162.548 | 31.01 | 1293.31 |
32 | 2024.04.17 16:40 | buy | 9 | 0.10 | 164.287 | 0.000 | 0.000 | ||
33 | 2024.04.17 16:40 | modify | 9 | 0.10 | 164.287 | 162.287 | 166.687 | ||
34 | 2024.04.23 07:40 | modify | 9 | 0.10 | 164.287 | 164.287 | 166.687 | ||
35 | 2024.04.25 05:06 | t/p | 9 | 0.10 | 166.687 | 164.287 | 166.687 | 158.46 | 1451.77 |
36 | 2024.05.20 07:40 | buy | 10 | 0.10 | 169.090 | 0.000 | 0.000 | ||
37 | 2024.05.20 07:40 | modify | 10 | 0.10 | 169.090 | 167.090 | 171.490 | ||
38 | 2024.05.23 13:40 | modify | 10 | 0.10 | 169.090 | 169.090 | 171.490 | ||
39 | 2024.05.30 07:15 | s/l | 10 | 0.10 | 169.090 | 169.090 | 171.490 | 7.84 | 1459.61 |
40 | 2024.06.19 06:20 | buy | 11 | 0.10 | 169.396 | 0.000 | 0.000 | ||
41 | 2024.06.19 06:20 | modify | 11 | 0.10 | 169.396 | 167.396 | 171.796 | ||
42 | 2024.06.21 14:33 | modify | 11 | 0.10 | 169.396 | 169.396 | 171.796 | ||
43 | 2024.06.27 11:15 | t/p | 11 | 0.10 | 171.796 | 169.396 | 171.796 | 158.46 | 1618.08 |
44 | 2024.07.16 03:00 | sell | 12 | 0.10 | 172.830 | 0.000 | 0.000 | ||
45 | 2024.07.16 03:00 | modify | 12 | 0.10 | 172.830 | 174.830 | 170.430 | ||
46 | 2024.07.17 07:30 | modify | 12 | 0.10 | 172.830 | 172.830 | 170.430 | ||
47 | 2024.07.17 23:30 | t/p | 12 | 0.10 | 170.430 | 172.830 | 170.430 | 150.52 | 1768.59 |
48 | 2024.07.25 12:40 | sell | 13 | 0.10 | 166.784 | 0.000 | 0.000 | ||
49 | 2024.07.25 12:40 | modify | 13 | 0.10 | 166.784 | 168.784 | 164.384 | ||
50 | 2024.07.30 16:40 | modify | 13 | 0.10 | 166.784 | 166.784 | 164.384 | ||
51 | 2024.07.31 03:05 | t/p | 13 | 0.10 | 164.384 | 166.784 | 164.384 | 146.31 | 1914.91 |
52 | 2024.08.13 12:05 | buy | 14 | 0.10 | 160.977 | 0.000 | 0.000 | ||
53 | 2024.08.13 12:05 | modify | 14 | 0.10 | 160.977 | 158.977 | 163.377 | ||
54 | 2024.08.14 07:30 | modify | 14 | 0.10 | 160.977 | 160.977 | 163.377 | ||
55 | 2024.08.15 13:30 | t/p | 14 | 0.10 | 163.377 | 160.977 | 163.377 | 154.55 | 2069.46 |
56 | 2024.09.06 12:30 | sell | 15 | 0.10 | 159.277 | 0.000 | 0.000 | ||
57 | 2024.09.06 12:30 | modify | 15 | 0.10 | 159.277 | 161.277 | 156.877 | ||
58 | 2024.09.06 14:40 | modify | 15 | 0.10 | 159.277 | 159.277 | 156.877 | ||
59 | 2024.09.10 16:05 | t/p | 15 | 0.10 | 156.877 | 159.277 | 156.877 | 149.12 | 2218.57 |
60 | 2024.09.16 10:15 | sell | 16 | 0.10 | 156.007 | 0.000 | 0.000 | ||
61 | 2024.09.16 10:15 | modify | 16 | 0.10 | 156.007 | 158.007 | 153.607 | ||
62 | 2024.09.17 14:30 | modify | 16 | 0.10 | 156.007 | 158.007 | 155.207 | ||
63 | 2024.09.17 19:30 | s/l | 16 | 0.10 | 158.007 | 158.007 | 155.207 | -128.00 | 2090.57 |
64 | 2024.09.20 03:20 | buy | 17 | 0.10 | 158.884 | 0.000 | 0.000 | ||
65 | 2024.09.20 03:20 | modify | 17 | 0.10 | 158.884 | 156.884 | 161.284 | ||
66 | 2024.09.20 07:30 | modify | 17 | 0.10 | 158.884 | 158.884 | 161.284 | ||
67 | 2024.09.25 10:30 | t/p | 17 | 0.10 | 161.284 | 158.884 | 161.284 | 153.90 | 2244.47 |
68 | 2024.09.26 10:40 | buy | 18 | 0.10 | 161.023 | 0.000 | 0.000 | ||
69 | 2024.09.26 10:40 | modify | 18 | 0.10 | 161.023 | 159.023 | 163.423 | ||
70 | 2024.09.26 23:33 | modify | 18 | 0.10 | 161.023 | 161.023 | 163.423 | ||
71 | 2024.09.27 05:40 | t/p | 18 | 0.10 | 163.423 | 161.023 | 163.423 | 152.58 | 2397.06 |
72 | 2024.10.29 14:30 | buy | 19 | 0.10 | 165.532 | 0.000 | 0.000 | ||
73 | 2024.10.29 14:30 | modify | 19 | 0.10 | 165.532 | 163.532 | 167.932 | ||
74 | 2024.10.31 00:40 | modify | 19 | 0.10 | 165.532 | 165.532 | 167.932 | ||
75 | 2024.10.31 06:30 | s/l | 19 | 0.10 | 165.532 | 165.532 | 167.932 | 2.61 | 2399.67 |
76 | 2024.11.25 05:20 | sell | 20 | 0.10 | 161.600 | 0.000 | 0.000 | ||
77 | 2024.11.25 05:20 | modify | 20 | 0.10 | 161.600 | 163.600 | 159.200 | ||
78 | 2024.11.26 17:40 | modify | 20 | 0.10 | 161.600 | 161.600 | 159.200 | ||
79 | 2024.11.27 09:40 | t/p | 20 | 0.10 | 159.200 | 161.600 | 159.200 | 149.12 | 2548.79 |
80 | 2024.12.03 08:20 | sell | 21 | 0.10 | 157.603 | 0.000 | 0.000 | ||
81 | 2024.12.03 08:20 | modify | 21 | 0.10 | 157.603 | 159.603 | 155.203 | ||
82 | 2024.12.03 14:40 | modify | 21 | 0.10 | 157.603 | 157.603 | 155.203 | ||
83 | 2024.12.04 04:20 | s/l | 21 | 0.10 | 157.603 | 157.603 | 155.203 | -1.40 | 2547.38 |
84 | 2024.12.17 07:40 | buy | 22 | 0.10 | 161.650 | 0.000 | 0.000 | ||
85 | 2024.12.17 07:40 | modify | 22 | 0.10 | 161.650 | 159.650 | 164.050 | ||
86 | 2024.12.18 20:33 | modify | 22 | 0.10 | 161.650 | 159.650 | 162.450 | ||
87 | 2024.12.19 07:20 | t/p | 22 | 0.10 | 162.450 | 159.650 | 162.450 | 53.25 | 2600.64 |
88 | 2024.12.30 08:40 | buy | 23 | 0.10 | 164.440 | 0.000 | 0.000 | ||
89 | 2024.12.30 08:40 | modify | 23 | 0.10 | 164.440 | 162.440 | 166.840 | ||
90 | 2024.12.30 15:40 | modify | 23 | 0.10 | 164.440 | 162.440 | 165.240 | ||
91 | 2024.12.31 23:59 | close at stop | 23 | 0.10 | 162.655 | 162.440 | 165.240 | -112.35 | 2488.29 |