Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSL2Help="===================================="; MA1_Period=20; MA2_Period=18; MA1_Method=0; MA2_Method=0; ADX_Period=30; ADX_TriggerLevel=25; PositionAction=0; COHelp="------------------------------------"; TargetEquityAmount=0; COTCPLHelp="------------------------------------"; CloseoutTradeCount=0; CloseoutMinFloatingPL=0; PTHelp="------------------------------------"; PruningTradeCount=0; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; MaxTrades=40; MaxBuySellTradesGap=0; MaxTradesLimitApproach=0; MaxTradesCappingMethod=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=220; TakeProfit=240; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=80; TrailingStop=60; TrailingStep=5; DSHelp="------------------------------------"; DynamicStop_Start=200; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; CFDTickScaling=0; MagicNumber=160118; | ||||
Bars in test | 2612 | Ticks modelled | 4224 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -366.53 | Gross profit | 297.07 | Gross loss | -663.60 |
Profit factor | 0.45 | Expected payoff | -14.10 | ||
Absolute drawdown | 366.53 | Maximal drawdown | 1366.75 (68.33%) | Relative drawdown | 68.33% (1366.75) |
Total trades | 26 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 26 (23.08%) |
Profit trades (% of total) | 6 (23.08%) | Loss trades (% of total) | 20 (76.92%) | ||
Largest | profit trade | 60.83 | loss trade | -58.34 | |
Average | profit trade | 49.51 | loss trade | -33.18 | |
Maximum | consecutive wins (profit in money) | 6 (297.07) | consecutive losses (loss in money) | 20 (-663.60) | |
Maximal | consecutive profit (count of wins) | 297.07 (6) | consecutive loss (count of losses) | -663.60 (20) | |
Average | consecutive wins | 6 | consecutive losses | 20 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.01 00:00 | buy | 1 | 0.10 | 95.927 | 0.000 | 0.000 | ||
2 | 2023.11.01 00:00 | modify | 1 | 0.10 | 95.927 | 93.727 | 98.327 | ||
3 | 2023.11.01 04:00 | buy | 2 | 0.10 | 95.864 | 0.000 | 0.000 | ||
4 | 2023.11.01 04:00 | modify | 2 | 0.10 | 95.864 | 93.664 | 98.264 | ||
5 | 2023.11.01 08:00 | buy | 3 | 0.10 | 95.943 | 0.000 | 0.000 | ||
6 | 2023.11.01 08:00 | modify | 3 | 0.10 | 95.943 | 93.743 | 98.343 | ||
7 | 2023.11.01 12:00 | buy | 4 | 0.10 | 95.950 | 0.000 | 0.000 | ||
8 | 2023.11.01 12:00 | modify | 4 | 0.10 | 95.950 | 93.750 | 98.350 | ||
9 | 2023.11.01 16:00 | buy | 5 | 0.10 | 96.084 | 0.000 | 0.000 | ||
10 | 2023.11.01 16:00 | modify | 5 | 0.10 | 96.084 | 93.884 | 98.484 | ||
11 | 2023.11.01 20:00 | buy | 6 | 0.10 | 96.472 | 0.000 | 0.000 | ||
12 | 2023.11.01 20:00 | modify | 6 | 0.10 | 96.472 | 94.272 | 98.872 | ||
13 | 2023.11.02 00:00 | buy | 7 | 0.10 | 96.736 | 0.000 | 0.000 | ||
14 | 2023.11.02 00:00 | modify | 7 | 0.10 | 96.736 | 94.536 | 99.136 | ||
15 | 2023.11.02 00:00 | modify | 2 | 0.10 | 95.864 | 96.106 | 98.264 | ||
16 | 2023.11.02 04:00 | buy | 8 | 0.10 | 96.739 | 0.000 | 0.000 | ||
17 | 2023.11.02 04:00 | modify | 8 | 0.10 | 96.739 | 94.539 | 99.139 | ||
18 | 2023.11.02 08:00 | buy | 9 | 0.10 | 96.680 | 0.000 | 0.000 | ||
19 | 2023.11.02 08:00 | modify | 9 | 0.10 | 96.680 | 94.480 | 99.080 | ||
20 | 2023.11.02 12:00 | buy | 10 | 0.10 | 96.822 | 0.000 | 0.000 | ||
21 | 2023.11.02 12:00 | modify | 10 | 0.10 | 96.822 | 94.622 | 99.222 | ||
22 | 2023.11.02 12:00 | modify | 4 | 0.10 | 95.950 | 96.192 | 98.350 | ||
23 | 2023.11.02 12:00 | modify | 3 | 0.10 | 95.943 | 96.192 | 98.343 | ||
24 | 2023.11.02 12:00 | modify | 2 | 0.10 | 95.864 | 96.192 | 98.264 | ||
25 | 2023.11.02 12:00 | modify | 1 | 0.10 | 95.927 | 96.192 | 98.327 | ||
26 | 2023.11.02 16:00 | buy | 11 | 0.10 | 96.657 | 0.000 | 0.000 | ||
27 | 2023.11.02 16:00 | modify | 11 | 0.10 | 96.657 | 94.457 | 99.057 | ||
28 | 2023.11.02 20:00 | buy | 12 | 0.10 | 96.792 | 0.000 | 0.000 | ||
29 | 2023.11.02 20:00 | modify | 12 | 0.10 | 96.792 | 94.592 | 99.192 | ||
30 | 2023.11.03 00:00 | buy | 13 | 0.10 | 96.766 | 0.000 | 0.000 | ||
31 | 2023.11.03 00:00 | modify | 13 | 0.10 | 96.766 | 94.566 | 99.166 | ||
32 | 2023.11.03 04:00 | buy | 14 | 0.10 | 96.691 | 0.000 | 0.000 | ||
33 | 2023.11.03 04:00 | modify | 14 | 0.10 | 96.691 | 94.491 | 99.091 | ||
34 | 2023.11.03 08:00 | buy | 15 | 0.10 | 96.887 | 0.000 | 0.000 | ||
35 | 2023.11.03 08:00 | modify | 15 | 0.10 | 96.887 | 94.687 | 99.287 | ||
36 | 2023.11.03 08:00 | modify | 4 | 0.10 | 95.950 | 96.257 | 98.350 | ||
37 | 2023.11.03 08:00 | modify | 3 | 0.10 | 95.943 | 96.257 | 98.343 | ||
38 | 2023.11.03 08:00 | modify | 2 | 0.10 | 95.864 | 96.257 | 98.264 | ||
39 | 2023.11.03 08:00 | modify | 1 | 0.10 | 95.927 | 96.257 | 98.327 | ||
40 | 2023.11.03 12:00 | buy | 16 | 0.10 | 96.806 | 0.000 | 0.000 | ||
41 | 2023.11.03 12:00 | modify | 16 | 0.10 | 96.806 | 94.606 | 99.206 | ||
42 | 2023.11.03 16:00 | buy | 17 | 0.10 | 97.173 | 0.000 | 0.000 | ||
43 | 2023.11.03 16:00 | modify | 17 | 0.10 | 97.173 | 94.973 | 99.573 | ||
44 | 2023.11.03 16:00 | modify | 5 | 0.10 | 96.084 | 96.543 | 98.484 | ||
45 | 2023.11.03 16:00 | modify | 4 | 0.10 | 95.950 | 96.543 | 98.350 | ||
46 | 2023.11.03 16:00 | modify | 3 | 0.10 | 95.943 | 96.543 | 98.343 | ||
47 | 2023.11.03 16:00 | modify | 2 | 0.10 | 95.864 | 96.543 | 98.264 | ||
48 | 2023.11.03 16:00 | modify | 1 | 0.10 | 95.927 | 96.543 | 98.327 | ||
49 | 2023.11.03 20:00 | buy | 18 | 0.10 | 97.323 | 0.000 | 0.000 | ||
50 | 2023.11.03 20:00 | modify | 18 | 0.10 | 97.323 | 95.123 | 99.723 | ||
51 | 2023.11.03 20:00 | modify | 6 | 0.10 | 96.472 | 96.693 | 98.872 | ||
52 | 2023.11.03 20:00 | modify | 5 | 0.10 | 96.084 | 96.693 | 98.484 | ||
53 | 2023.11.03 20:00 | modify | 4 | 0.10 | 95.950 | 96.693 | 98.350 | ||
54 | 2023.11.03 20:00 | modify | 3 | 0.10 | 95.943 | 96.693 | 98.343 | ||
55 | 2023.11.03 20:00 | modify | 2 | 0.10 | 95.864 | 96.693 | 98.264 | ||
56 | 2023.11.03 20:00 | modify | 1 | 0.10 | 95.927 | 96.693 | 98.327 | ||
57 | 2023.11.05 20:00 | buy | 19 | 0.10 | 97.163 | 0.000 | 0.000 | ||
58 | 2023.11.05 20:00 | modify | 19 | 0.10 | 97.163 | 94.963 | 99.563 | ||
59 | 2023.11.06 00:00 | buy | 20 | 0.10 | 97.402 | 0.000 | 0.000 | ||
60 | 2023.11.06 00:00 | modify | 20 | 0.10 | 97.402 | 95.202 | 99.802 | ||
61 | 2023.11.06 00:00 | modify | 6 | 0.10 | 96.472 | 96.772 | 98.872 | ||
62 | 2023.11.06 00:00 | modify | 5 | 0.10 | 96.084 | 96.772 | 98.484 | ||
63 | 2023.11.06 00:00 | modify | 4 | 0.10 | 95.950 | 96.772 | 98.350 | ||
64 | 2023.11.06 00:00 | modify | 3 | 0.10 | 95.943 | 96.772 | 98.343 | ||
65 | 2023.11.06 00:00 | modify | 2 | 0.10 | 95.864 | 96.772 | 98.264 | ||
66 | 2023.11.06 00:00 | modify | 1 | 0.10 | 95.927 | 96.772 | 98.327 | ||
67 | 2023.11.06 04:00 | buy | 21 | 0.10 | 97.431 | 0.000 | 0.000 | ||
68 | 2023.11.06 04:00 | modify | 21 | 0.10 | 97.431 | 95.231 | 99.831 | ||
69 | 2023.11.06 08:00 | buy | 22 | 0.10 | 97.437 | 0.000 | 0.000 | ||
70 | 2023.11.06 08:00 | modify | 22 | 0.10 | 97.437 | 95.237 | 99.837 | ||
71 | 2023.11.06 12:00 | buy | 23 | 0.10 | 97.417 | 0.000 | 0.000 | ||
72 | 2023.11.06 12:00 | modify | 23 | 0.10 | 97.417 | 95.217 | 99.817 | ||
73 | 2023.11.06 16:00 | buy | 24 | 0.10 | 97.387 | 0.000 | 0.000 | ||
74 | 2023.11.06 16:00 | modify | 24 | 0.10 | 97.387 | 95.187 | 99.787 | ||
75 | 2023.11.06 20:00 | buy | 25 | 0.10 | 97.377 | 0.000 | 0.000 | ||
76 | 2023.11.06 20:00 | modify | 25 | 0.10 | 97.377 | 95.177 | 99.777 | ||
77 | 2023.11.07 00:00 | buy | 26 | 0.10 | 97.346 | 0.000 | 0.000 | ||
78 | 2023.11.07 00:00 | modify | 26 | 0.10 | 97.346 | 95.146 | 99.746 | ||
79 | 2023.11.07 08:00 | s/l | 1 | 0.10 | 96.772 | 96.772 | 98.327 | 56.78 | 1056.78 |
80 | 2023.11.07 08:00 | s/l | 2 | 0.10 | 96.772 | 96.772 | 98.264 | 60.83 | 1117.62 |
81 | 2023.11.07 08:00 | s/l | 3 | 0.10 | 96.772 | 96.772 | 98.343 | 55.75 | 1173.37 |
82 | 2023.11.07 08:00 | s/l | 4 | 0.10 | 96.772 | 96.772 | 98.350 | 55.30 | 1228.68 |
83 | 2023.11.07 08:00 | s/l | 5 | 0.10 | 96.772 | 96.772 | 98.484 | 46.68 | 1275.36 |
84 | 2023.11.07 08:00 | s/l | 6 | 0.10 | 96.772 | 96.772 | 98.872 | 21.71 | 1297.07 |
85 | 2023.11.07 12:00 | close at stop | 26 | 0.10 | 96.524 | 95.146 | 99.746 | -52.89 | 1244.18 |
86 | 2023.11.07 12:00 | close at stop | 25 | 0.10 | 96.524 | 95.177 | 99.777 | -54.48 | 1189.71 |
87 | 2023.11.07 12:00 | close at stop | 24 | 0.10 | 96.524 | 95.187 | 99.787 | -55.13 | 1134.58 |
88 | 2023.11.07 12:00 | close at stop | 23 | 0.10 | 96.524 | 95.217 | 99.817 | -57.06 | 1077.52 |
89 | 2023.11.07 12:00 | close at stop | 22 | 0.10 | 96.524 | 95.237 | 99.837 | -58.34 | 1019.18 |
90 | 2023.11.07 12:00 | close at stop | 21 | 0.10 | 96.524 | 95.231 | 99.831 | -57.96 | 961.23 |
91 | 2023.11.07 12:00 | close at stop | 20 | 0.10 | 96.524 | 95.202 | 99.802 | -56.09 | 905.14 |
92 | 2023.11.07 12:00 | close at stop | 19 | 0.10 | 96.524 | 94.963 | 99.563 | -40.31 | 864.83 |
93 | 2023.11.07 12:00 | close at stop | 18 | 0.10 | 96.524 | 95.123 | 99.723 | -50.61 | 814.23 |
94 | 2023.11.07 12:00 | close at stop | 17 | 0.10 | 96.524 | 94.973 | 99.573 | -40.96 | 773.27 |
95 | 2023.11.07 12:00 | close at stop | 16 | 0.10 | 96.524 | 94.606 | 99.206 | -17.34 | 755.94 |
96 | 2023.11.07 12:00 | close at stop | 15 | 0.10 | 96.524 | 94.687 | 99.287 | -22.55 | 733.39 |
97 | 2023.11.07 12:00 | close at stop | 14 | 0.10 | 96.524 | 94.491 | 99.091 | -9.94 | 723.46 |
98 | 2023.11.07 12:00 | close at stop | 13 | 0.10 | 96.524 | 94.566 | 99.166 | -14.77 | 708.69 |
99 | 2023.11.07 12:00 | close at stop | 12 | 0.10 | 96.524 | 94.592 | 99.192 | -16.03 | 692.66 |
100 | 2023.11.07 12:00 | close at stop | 11 | 0.10 | 96.524 | 94.457 | 99.057 | -7.34 | 685.32 |
101 | 2023.11.07 12:00 | close at stop | 10 | 0.10 | 96.524 | 94.622 | 99.222 | -17.96 | 667.35 |
102 | 2023.11.07 12:00 | close at stop | 9 | 0.10 | 96.524 | 94.480 | 99.080 | -8.82 | 658.53 |
103 | 2023.11.07 12:00 | close at stop | 8 | 0.10 | 96.524 | 94.539 | 99.139 | -12.62 | 645.91 |
104 | 2023.11.07 12:00 | close at stop | 7 | 0.10 | 96.524 | 94.536 | 99.136 | -12.43 | 633.47 |