Symbol | USDJPY (US 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=70; MA2_Period=30; MA1_Method=0; MA2_Method=0; ADX_Period=10; ADX_TriggerLevel=15; 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=140; TakeProfit=200; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=40; TrailingStop=80; TrailingStep=10; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=130; DynamicTarget_Step=20; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=3; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -902.07 | Gross profit | 750.62 | Gross loss | -1652.69 |
Profit factor | 0.45 | Expected payoff | -28.19 | ||
Absolute drawdown | 902.07 | Maximal drawdown | 908.81 (90.27%) | Relative drawdown | 90.27% (908.81) |
Total trades | 32 | Short positions (won %) | 18 (33.33%) | Long positions (won %) | 14 (35.71%) |
Profit trades (% of total) | 11 (34.38%) | Loss trades (% of total) | 21 (65.62%) | ||
Largest | profit trade | 133.26 | loss trade | -100.93 | |
Average | profit trade | 68.24 | loss trade | -78.70 | |
Maximum | consecutive wins (profit in money) | 5 (215.39) | consecutive losses (loss in money) | 9 (-843.10) | |
Maximal | consecutive profit (count of wins) | 396.44 (3) | consecutive loss (count of losses) | -843.10 (9) | |
Average | consecutive wins | 3 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.01 04:00 | buy | 1 | 0.10 | 151.273 | 0.000 | 0.000 | ||
2 | 2023.11.01 04:00 | modify | 1 | 0.10 | 151.273 | 149.873 | 153.273 | ||
3 | 2023.11.01 08:00 | buy | 2 | 0.10 | 151.405 | 0.000 | 0.000 | ||
4 | 2023.11.01 08:00 | modify | 2 | 0.10 | 151.405 | 150.005 | 153.405 | ||
5 | 2023.11.01 12:00 | buy | 3 | 0.10 | 151.261 | 0.000 | 0.000 | ||
6 | 2023.11.01 12:00 | modify | 3 | 0.10 | 151.261 | 149.861 | 153.261 | ||
7 | 2023.11.01 16:00 | buy | 4 | 0.10 | 150.994 | 0.000 | 0.000 | ||
8 | 2023.11.01 16:00 | modify | 4 | 0.10 | 150.994 | 149.594 | 152.994 | ||
9 | 2023.11.01 20:00 | buy | 5 | 0.10 | 150.907 | 0.000 | 0.000 | ||
10 | 2023.11.01 20:00 | modify | 5 | 0.10 | 150.907 | 149.507 | 152.907 | ||
11 | 2023.11.02 16:00 | s/l | 1 | 0.10 | 149.873 | 149.873 | 153.273 | -90.14 | 909.86 |
12 | 2023.11.02 16:00 | s/l | 2 | 0.10 | 150.005 | 150.005 | 153.405 | -90.14 | 819.72 |
13 | 2023.11.02 16:00 | s/l | 3 | 0.10 | 149.861 | 149.861 | 153.261 | -90.14 | 729.58 |
14 | 2023.11.02 16:00 | buy | 6 | 0.10 | 150.514 | 0.000 | 0.000 | ||
15 | 2023.11.02 16:00 | modify | 6 | 0.10 | 150.514 | 149.114 | 152.514 | ||
16 | 2023.11.02 20:00 | buy | 7 | 0.10 | 150.490 | 0.000 | 0.000 | ||
17 | 2023.11.02 20:00 | modify | 7 | 0.10 | 150.490 | 149.090 | 152.490 | ||
18 | 2023.11.03 04:00 | buy | 8 | 0.10 | 150.373 | 0.000 | 0.000 | ||
19 | 2023.11.03 04:00 | modify | 8 | 0.10 | 150.373 | 148.973 | 152.373 | ||
20 | 2023.11.03 08:00 | buy | 9 | 0.10 | 150.371 | 0.000 | 0.000 | ||
21 | 2023.11.03 08:00 | modify | 9 | 0.10 | 150.371 | 148.971 | 152.371 | ||
22 | 2023.11.03 16:00 | s/l | 4 | 0.10 | 149.594 | 149.594 | 152.994 | -89.88 | 639.70 |
23 | 2023.11.03 16:00 | s/l | 5 | 0.10 | 149.507 | 149.507 | 152.907 | -89.88 | 549.82 |
24 | 2023.11.03 16:00 | sell | 10 | 0.10 | 149.366 | 0.000 | 0.000 | ||
25 | 2023.11.03 16:00 | modify | 10 | 0.10 | 149.366 | 150.766 | 147.366 | ||
26 | 2023.11.03 20:00 | sell | 11 | 0.10 | 149.466 | 0.000 | 0.000 | ||
27 | 2023.11.03 20:00 | modify | 11 | 0.10 | 149.466 | 150.866 | 147.466 | ||
28 | 2023.11.05 20:00 | sell | 12 | 0.10 | 149.319 | 0.000 | 0.000 | ||
29 | 2023.11.05 20:00 | modify | 12 | 0.10 | 149.319 | 150.719 | 147.319 | ||
30 | 2023.11.06 08:00 | sell | 13 | 0.10 | 149.730 | 0.000 | 0.000 | ||
31 | 2023.11.06 08:00 | modify | 13 | 0.10 | 149.730 | 151.130 | 147.730 | ||
32 | 2023.11.06 20:00 | buy | 14 | 0.10 | 150.007 | 0.000 | 0.000 | ||
33 | 2023.11.06 20:00 | modify | 14 | 0.10 | 150.007 | 148.607 | 152.007 | ||
34 | 2023.11.07 08:00 | modify | 14 | 0.10 | 150.007 | 149.684 | 152.007 | ||
35 | 2023.11.07 16:00 | s/l | 12 | 0.10 | 150.719 | 150.719 | 147.319 | -96.34 | 453.48 |
36 | 2023.11.08 08:00 | s/l | 10 | 0.10 | 150.766 | 150.766 | 147.366 | -97.88 | 355.60 |
37 | 2023.11.08 08:00 | modify | 14 | 0.10 | 150.007 | 149.882 | 152.007 | ||
38 | 2023.11.08 12:00 | modify | 11 | 0.10 | 149.466 | 150.866 | 148.766 | ||
39 | 2023.11.08 16:00 | s/l | 11 | 0.10 | 150.866 | 150.866 | 148.766 | -97.78 | 257.82 |
40 | 2023.11.08 16:00 | modify | 14 | 0.10 | 150.007 | 150.048 | 152.007 | ||
41 | 2023.11.08 16:00 | modify | 9 | 0.10 | 150.371 | 150.048 | 152.371 | ||
42 | 2023.11.08 16:00 | modify | 8 | 0.10 | 150.373 | 150.048 | 152.373 | ||
43 | 2023.11.09 12:00 | s/l | 13 | 0.10 | 151.130 | 151.130 | 147.730 | -100.93 | 156.90 |
44 | 2023.11.10 00:00 | modify | 14 | 0.10 | 150.007 | 150.545 | 152.007 | ||
45 | 2023.11.10 00:00 | modify | 9 | 0.10 | 150.371 | 150.545 | 152.371 | ||
46 | 2023.11.10 00:00 | modify | 8 | 0.10 | 150.373 | 150.545 | 152.373 | ||
47 | 2023.11.10 00:00 | modify | 7 | 0.10 | 150.490 | 150.545 | 152.490 | ||
48 | 2023.11.10 00:00 | modify | 6 | 0.10 | 150.514 | 150.545 | 152.514 | ||
49 | 2023.11.13 00:00 | modify | 14 | 0.10 | 150.007 | 150.661 | 152.007 | ||
50 | 2023.11.13 00:00 | modify | 9 | 0.10 | 150.371 | 150.661 | 152.371 | ||
51 | 2023.11.13 00:00 | modify | 8 | 0.10 | 150.373 | 150.661 | 152.373 | ||
52 | 2023.11.13 00:00 | modify | 7 | 0.10 | 150.490 | 150.661 | 152.490 | ||
53 | 2023.11.13 00:00 | modify | 6 | 0.10 | 150.514 | 150.661 | 152.514 | ||
54 | 2023.11.13 04:00 | buy | 15 | 0.10 | 151.697 | 0.000 | 0.000 | ||
55 | 2023.11.13 04:00 | modify | 15 | 0.10 | 151.697 | 150.297 | 153.697 | ||
56 | 2023.11.13 04:00 | modify | 14 | 0.10 | 150.007 | 150.867 | 152.007 | ||
57 | 2023.11.13 04:00 | modify | 9 | 0.10 | 150.371 | 150.867 | 152.371 | ||
58 | 2023.11.13 04:00 | modify | 8 | 0.10 | 150.373 | 150.867 | 152.373 | ||
59 | 2023.11.13 04:00 | modify | 7 | 0.10 | 150.490 | 150.867 | 152.490 | ||
60 | 2023.11.13 04:00 | modify | 6 | 0.10 | 150.514 | 150.867 | 152.514 | ||
61 | 2023.11.14 16:00 | s/l | 6 | 0.10 | 150.867 | 150.867 | 152.514 | 33.04 | 189.94 |
62 | 2023.11.14 16:00 | s/l | 7 | 0.10 | 150.867 | 150.867 | 152.490 | 34.63 | 224.57 |
63 | 2023.11.14 16:00 | s/l | 8 | 0.10 | 150.867 | 150.867 | 152.373 | 41.43 | 265.99 |
64 | 2023.11.14 16:00 | s/l | 9 | 0.10 | 150.867 | 150.867 | 152.371 | 41.56 | 307.55 |
65 | 2023.11.14 16:00 | s/l | 14 | 0.10 | 150.867 | 150.867 | 152.007 | 64.73 | 372.28 |
66 | 2023.11.14 16:00 | buy | 16 | 0.10 | 150.847 | 0.000 | 0.000 | ||
67 | 2023.11.14 16:00 | modify | 16 | 0.10 | 150.847 | 149.447 | 152.847 | ||
68 | 2023.11.14 20:00 | modify | 15 | 0.10 | 151.697 | 150.297 | 152.397 | ||
69 | 2023.11.15 00:00 | s/l | 15 | 0.10 | 150.297 | 150.297 | 152.397 | -91.10 | 281.18 |
70 | 2023.11.15 20:00 | buy | 17 | 0.10 | 151.408 | 0.000 | 0.000 | ||
71 | 2023.11.15 20:00 | modify | 17 | 0.10 | 151.408 | 150.008 | 153.408 | ||
72 | 2023.11.15 20:00 | modify | 16 | 0.10 | 150.847 | 150.578 | 152.847 | ||
73 | 2023.11.16 08:00 | buy | 18 | 0.10 | 151.404 | 0.000 | 0.000 | ||
74 | 2023.11.16 08:00 | modify | 18 | 0.10 | 151.404 | 150.004 | 153.404 | ||
75 | 2023.11.16 16:00 | s/l | 16 | 0.10 | 150.578 | 150.578 | 152.847 | -14.03 | 267.15 |
76 | 2023.11.16 16:00 | sell | 19 | 0.10 | 150.407 | 0.000 | 0.000 | ||
77 | 2023.11.16 16:00 | modify | 19 | 0.10 | 150.407 | 151.807 | 148.407 | ||
78 | 2023.11.16 20:00 | sell | 20 | 0.10 | 150.607 | 0.000 | 0.000 | ||
79 | 2023.11.16 20:00 | modify | 20 | 0.10 | 150.607 | 152.007 | 148.607 | ||
80 | 2023.11.17 04:00 | sell | 21 | 0.10 | 150.553 | 0.000 | 0.000 | ||
81 | 2023.11.17 04:00 | modify | 21 | 0.10 | 150.553 | 151.953 | 148.553 | ||
82 | 2023.11.17 12:00 | s/l | 17 | 0.10 | 150.008 | 150.008 | 153.408 | -89.80 | 177.35 |
83 | 2023.11.17 12:00 | s/l | 18 | 0.10 | 150.004 | 150.004 | 153.404 | -92.68 | 84.68 |
84 | 2023.11.20 00:00 | modify | 21 | 0.10 | 150.553 | 150.789 | 148.553 | ||
85 | 2023.11.20 00:00 | modify | 20 | 0.10 | 150.607 | 150.789 | 148.607 | ||
86 | 2023.11.20 00:00 | modify | 19 | 0.10 | 150.407 | 150.789 | 148.407 | ||
87 | 2023.11.20 12:00 | t/p | 19 | 0.10 | 148.407 | 150.789 | 148.407 | 131.59 | 216.27 |
88 | 2023.11.20 12:00 | t/p | 20 | 0.10 | 148.607 | 150.789 | 148.607 | 131.59 | 347.86 |
89 | 2023.11.20 12:00 | t/p | 21 | 0.10 | 148.553 | 150.789 | 148.553 | 133.26 | 481.12 |
90 | 2023.11.20 12:00 | sell | 22 | 0.10 | 148.205 | 0.000 | 0.000 | ||
91 | 2023.11.20 12:00 | modify | 22 | 0.10 | 148.205 | 149.605 | 146.205 | ||
92 | 2023.11.20 16:00 | sell | 23 | 0.10 | 148.370 | 0.000 | 0.000 | ||
93 | 2023.11.20 16:00 | modify | 23 | 0.10 | 148.370 | 149.770 | 146.370 | ||
94 | 2023.11.20 20:00 | sell | 24 | 0.10 | 148.315 | 0.000 | 0.000 | ||
95 | 2023.11.20 20:00 | modify | 24 | 0.10 | 148.315 | 149.715 | 146.315 | ||
96 | 2023.11.21 04:00 | sell | 25 | 0.10 | 147.379 | 0.000 | 0.000 | ||
97 | 2023.11.21 04:00 | modify | 25 | 0.10 | 147.379 | 148.779 | 145.379 | ||
98 | 2023.11.21 04:00 | modify | 24 | 0.10 | 148.315 | 148.209 | 146.315 | ||
99 | 2023.11.21 04:00 | modify | 23 | 0.10 | 148.370 | 148.209 | 146.370 | ||
100 | 2023.11.21 04:00 | modify | 22 | 0.10 | 148.205 | 148.209 | 146.205 | ||
101 | 2023.11.21 08:00 | sell | 26 | 0.10 | 147.515 | 0.000 | 0.000 | ||
102 | 2023.11.21 08:00 | modify | 26 | 0.10 | 147.515 | 148.915 | 145.515 | ||
103 | 2023.11.21 20:00 | s/l | 22 | 0.10 | 148.209 | 148.209 | 146.205 | -1.93 | 479.19 |
104 | 2023.11.21 20:00 | s/l | 23 | 0.10 | 148.209 | 148.209 | 146.370 | 9.19 | 488.37 |
105 | 2023.11.21 20:00 | s/l | 24 | 0.10 | 148.209 | 148.209 | 146.315 | 5.49 | 493.86 |
106 | 2023.11.21 20:00 | sell | 27 | 0.10 | 148.314 | 0.000 | 0.000 | ||
107 | 2023.11.21 20:00 | modify | 27 | 0.10 | 148.314 | 149.714 | 146.314 | ||
108 | 2023.11.22 08:00 | s/l | 25 | 0.10 | 148.779 | 148.779 | 145.379 | -95.63 | 398.23 |
109 | 2023.11.22 08:00 | s/l | 26 | 0.10 | 148.915 | 148.915 | 145.515 | -95.63 | 302.59 |
110 | 2023.11.22 08:00 | sell | 28 | 0.10 | 148.960 | 0.000 | 0.000 | ||
111 | 2023.11.22 08:00 | modify | 28 | 0.10 | 148.960 | 150.360 | 146.960 | ||
112 | 2023.11.22 16:00 | s/l | 27 | 0.10 | 149.714 | 149.714 | 146.314 | -95.17 | 207.42 |
113 | 2023.11.28 00:00 | modify | 28 | 0.10 | 148.960 | 149.245 | 146.960 | ||
114 | 2023.11.28 04:00 | modify | 28 | 0.10 | 148.960 | 149.041 | 146.960 | ||
115 | 2023.11.28 16:00 | sell | 29 | 0.10 | 147.872 | 0.000 | 0.000 | ||
116 | 2023.11.28 16:00 | modify | 29 | 0.10 | 147.872 | 149.272 | 145.872 | ||
117 | 2023.11.28 16:00 | modify | 28 | 0.10 | 148.960 | 148.702 | 146.960 | ||
118 | 2023.11.28 20:00 | sell | 30 | 0.10 | 147.424 | 0.000 | 0.000 | ||
119 | 2023.11.28 20:00 | modify | 30 | 0.10 | 147.424 | 148.824 | 145.424 | ||
120 | 2023.11.28 20:00 | modify | 29 | 0.10 | 147.872 | 148.254 | 145.872 | ||
121 | 2023.11.28 20:00 | modify | 28 | 0.10 | 148.960 | 148.254 | 146.960 | ||
122 | 2023.11.29 00:00 | modify | 29 | 0.10 | 147.872 | 147.893 | 145.872 | ||
123 | 2023.11.29 00:00 | modify | 28 | 0.10 | 148.960 | 147.893 | 146.960 | ||
124 | 2023.11.29 04:00 | t/p | 28 | 0.10 | 146.960 | 147.893 | 146.960 | 124.12 | 331.54 |
125 | 2023.11.29 04:00 | sell | 31 | 0.10 | 147.289 | 0.000 | 0.000 | ||
126 | 2023.11.29 04:00 | modify | 31 | 0.10 | 147.289 | 148.689 | 145.289 | ||
127 | 2023.11.30 08:00 | sell | 32 | 0.10 | 147.060 | 0.000 | 0.000 | ||
128 | 2023.11.30 08:00 | modify | 32 | 0.10 | 147.060 | 148.460 | 145.060 | ||
129 | 2023.11.30 16:00 | s/l | 29 | 0.10 | 147.893 | 147.893 | 145.872 | -8.07 | 323.47 |
130 | 2023.11.30 16:00 | s/l | 32 | 0.10 | 148.460 | 148.460 | 145.060 | -94.69 | 228.78 |
131 | 2023.11.30 20:00 | close at stop | 31 | 0.10 | 148.240 | 148.689 | 145.289 | -69.14 | 159.64 |
132 | 2023.11.30 20:00 | close at stop | 30 | 0.10 | 148.240 | 148.824 | 145.424 | -61.70 | 97.93 |