Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=2; MAHelp="------------------------------------"; TrendMA_Period=4; FilterMA_Period=6; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=12; BB_Deviation=1.5; BB_Applied=0; BB_GapSize=51; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=6; BUY_PruningMethod=2; SLSHelp="------------------------------------"; SELL_Source=0; SELL_MaxTrades=10; SELL_PruningMethod=1; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; TISTMHelp="------------------------------------"; T_InitialStopLoss=110; T_TakeProfit=110; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=110; B_TakeProfit=120; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=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="===================================="; CloseoutTextColour=Gray; CFDTickScaling=0; MagicNumber=200426; | ||||
Bars in test | 2617 | Ticks modelled | 79643 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2003.23 | Gross profit | 3263.98 | Gross loss | -1260.75 |
Profit factor | 2.59 | Expected payoff | 37.10 | ||
Absolute drawdown | 128.72 | Maximal drawdown | 236.16 (1.93%) | Relative drawdown | 1.93% (236.16) |
Total trades | 54 | Short positions (won %) | 29 (62.07%) | Long positions (won %) | 25 (80.00%) |
Profit trades (% of total) | 38 (70.37%) | Loss trades (% of total) | 16 (29.63%) | ||
Largest | profit trade | 96.19 | loss trade | -92.74 | |
Average | profit trade | 85.89 | loss trade | -78.80 | |
Maximum | consecutive wins (profit in money) | 6 (532.26) | consecutive losses (loss in money) | 2 (-170.16) | |
Maximal | consecutive profit (count of wins) | 532.26 (6) | consecutive loss (count of losses) | -170.16 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.06 00:00 | buy | 1 | 0.10 | 140.461 | 0.000 | 0.000 | ||
2 | 2022.09.06 00:00 | modify | 1 | 0.10 | 140.461 | 139.361 | 141.661 | ||
3 | 2022.09.06 04:00 | sell | 2 | 0.10 | 140.590 | 0.000 | 0.000 | ||
4 | 2022.09.06 04:00 | modify | 2 | 0.10 | 140.590 | 141.690 | 139.390 | ||
5 | 2022.09.06 07:40 | t/p | 1 | 0.10 | 141.661 | 139.361 | 141.661 | 84.67 | 10084.67 |
6 | 2022.09.06 07:40 | s/l | 2 | 0.10 | 141.690 | 141.690 | 139.390 | -77.59 | 10007.08 |
7 | 2022.09.13 00:00 | buy | 3 | 0.10 | 142.609 | 0.000 | 0.000 | ||
8 | 2022.09.13 00:00 | modify | 3 | 0.10 | 142.609 | 141.509 | 143.809 | ||
9 | 2022.09.13 04:00 | buy | 4 | 0.10 | 142.528 | 0.000 | 0.000 | ||
10 | 2022.09.13 04:00 | modify | 4 | 0.10 | 142.528 | 141.428 | 143.728 | ||
11 | 2022.09.13 12:40 | t/p | 3 | 0.10 | 143.809 | 141.509 | 143.809 | 83.08 | 10090.16 |
12 | 2022.09.13 12:40 | t/p | 4 | 0.10 | 143.728 | 141.428 | 143.728 | 83.07 | 10173.23 |
13 | 2022.10.03 00:00 | sell | 5 | 0.10 | 144.805 | 0.000 | 0.000 | ||
14 | 2022.10.03 00:00 | modify | 5 | 0.10 | 144.805 | 145.905 | 143.605 | ||
15 | 2022.10.03 04:00 | sell | 6 | 0.10 | 144.842 | 0.000 | 0.000 | ||
16 | 2022.10.03 04:00 | modify | 6 | 0.10 | 144.842 | 145.942 | 143.642 | ||
17 | 2022.10.04 08:00 | sell | 7 | 0.10 | 144.654 | 0.000 | 0.000 | ||
18 | 2022.10.04 08:00 | modify | 7 | 0.10 | 144.654 | 145.754 | 143.454 | ||
19 | 2022.10.04 12:00 | sell | 8 | 0.10 | 144.809 | 0.000 | 0.000 | ||
20 | 2022.10.04 12:00 | modify | 8 | 0.10 | 144.809 | 145.909 | 143.609 | ||
21 | 2022.10.05 00:40 | t/p | 5 | 0.10 | 143.605 | 145.905 | 143.605 | 80.85 | 10254.08 |
22 | 2022.10.05 00:40 | t/p | 6 | 0.10 | 143.642 | 145.942 | 143.642 | 80.84 | 10334.93 |
23 | 2022.10.05 00:40 | t/p | 8 | 0.10 | 143.609 | 145.909 | 143.609 | 82.22 | 10417.14 |
24 | 2022.10.10 14:40 | s/l | 7 | 0.10 | 145.754 | 145.754 | 143.454 | -83.70 | 10333.44 |
25 | 2022.10.11 12:00 | buy | 9 | 0.10 | 145.590 | 0.000 | 0.000 | ||
26 | 2022.10.11 12:00 | modify | 9 | 0.10 | 145.590 | 144.490 | 146.790 | ||
27 | 2022.10.11 16:00 | buy | 10 | 0.10 | 145.575 | 0.000 | 0.000 | ||
28 | 2022.10.11 16:00 | modify | 10 | 0.10 | 145.575 | 144.475 | 146.775 | ||
29 | 2022.10.11 20:00 | sell | 11 | 0.10 | 145.825 | 0.000 | 0.000 | ||
30 | 2022.10.11 20:00 | modify | 11 | 0.10 | 145.825 | 146.925 | 144.625 | ||
31 | 2022.10.12 00:00 | sell | 12 | 0.10 | 145.887 | 0.000 | 0.000 | ||
32 | 2022.10.12 00:00 | modify | 12 | 0.10 | 145.887 | 146.987 | 144.687 | ||
33 | 2022.10.12 12:40 | t/p | 9 | 0.10 | 146.790 | 144.490 | 146.790 | 82.83 | 10416.27 |
34 | 2022.10.12 12:40 | t/p | 10 | 0.10 | 146.775 | 144.475 | 146.775 | 82.83 | 10499.10 |
35 | 2022.10.12 14:05 | s/l | 11 | 0.10 | 146.925 | 146.925 | 144.625 | -76.23 | 10422.87 |
36 | 2022.10.12 15:40 | s/l | 12 | 0.10 | 146.987 | 146.987 | 144.687 | -74.83 | 10348.04 |
37 | 2022.12.27 08:00 | buy | 13 | 0.10 | 132.907 | 0.000 | 0.000 | ||
38 | 2022.12.27 08:00 | modify | 13 | 0.10 | 132.907 | 131.807 | 134.107 | ||
39 | 2022.12.28 02:33 | t/p | 13 | 0.10 | 134.107 | 131.807 | 134.107 | 90.54 | 10438.58 |
40 | 2023.01.30 12:00 | sell | 14 | 0.10 | 130.170 | 0.000 | 0.000 | ||
41 | 2023.01.30 12:00 | modify | 14 | 0.10 | 130.170 | 131.270 | 128.970 | ||
42 | 2023.02.01 08:00 | sell | 15 | 0.10 | 130.174 | 0.000 | 0.000 | ||
43 | 2023.02.01 08:00 | modify | 15 | 0.10 | 130.174 | 131.274 | 128.974 | ||
44 | 2023.02.01 19:40 | t/p | 14 | 0.10 | 128.970 | 131.270 | 128.970 | 90.58 | 10529.16 |
45 | 2023.02.01 19:40 | t/p | 15 | 0.10 | 128.974 | 131.274 | 128.974 | 93.33 | 10622.49 |
46 | 2023.02.21 08:00 | sell | 16 | 0.10 | 134.584 | 0.000 | 0.000 | ||
47 | 2023.02.21 08:00 | modify | 16 | 0.10 | 134.584 | 135.684 | 133.384 | ||
48 | 2023.02.23 08:00 | sell | 17 | 0.10 | 134.840 | 0.000 | 0.000 | ||
49 | 2023.02.23 08:00 | modify | 17 | 0.10 | 134.840 | 135.940 | 133.640 | ||
50 | 2023.02.23 16:00 | buy | 18 | 0.10 | 134.881 | 0.000 | 0.000 | ||
51 | 2023.02.23 16:00 | modify | 18 | 0.10 | 134.881 | 133.781 | 136.081 | ||
52 | 2023.02.23 20:00 | buy | 19 | 0.10 | 134.668 | 0.000 | 0.000 | ||
53 | 2023.02.23 20:00 | modify | 19 | 0.10 | 134.668 | 133.568 | 135.868 | ||
54 | 2023.02.24 00:00 | buy | 20 | 0.10 | 134.653 | 0.000 | 0.000 | ||
55 | 2023.02.24 00:00 | modify | 20 | 0.10 | 134.653 | 133.553 | 135.853 | ||
56 | 2023.02.24 04:00 | buy | 21 | 0.10 | 134.753 | 0.000 | 0.000 | ||
57 | 2023.02.24 04:00 | modify | 21 | 0.10 | 134.753 | 133.653 | 135.953 | ||
58 | 2023.02.24 12:40 | s/l | 16 | 0.10 | 135.684 | 135.684 | 133.384 | -87.92 | 10534.57 |
59 | 2023.02.24 13:40 | s/l | 17 | 0.10 | 135.940 | 135.940 | 133.640 | -82.24 | 10452.33 |
60 | 2023.02.24 13:40 | t/p | 19 | 0.10 | 135.868 | 133.568 | 135.868 | 89.33 | 10541.66 |
61 | 2023.02.24 13:40 | t/p | 20 | 0.10 | 135.853 | 133.553 | 135.853 | 88.24 | 10629.90 |
62 | 2023.02.24 13:40 | t/p | 21 | 0.10 | 135.953 | 133.653 | 135.953 | 88.24 | 10718.14 |
63 | 2023.02.24 14:06 | t/p | 18 | 0.10 | 136.081 | 133.781 | 136.081 | 89.23 | 10807.37 |
64 | 2023.02.28 08:00 | sell | 22 | 0.10 | 136.749 | 0.000 | 0.000 | ||
65 | 2023.02.28 08:00 | modify | 22 | 0.10 | 136.749 | 137.849 | 135.549 | ||
66 | 2023.03.01 11:30 | t/p | 22 | 0.10 | 135.549 | 137.849 | 135.549 | 87.21 | 10894.57 |
67 | 2023.04.27 12:00 | buy | 23 | 0.10 | 133.516 | 0.000 | 0.000 | ||
68 | 2023.04.27 12:00 | modify | 23 | 0.10 | 133.516 | 132.416 | 134.716 | ||
69 | 2023.04.27 16:00 | sell | 24 | 0.10 | 134.052 | 0.000 | 0.000 | ||
70 | 2023.04.27 16:00 | modify | 24 | 0.10 | 134.052 | 135.152 | 132.852 | ||
71 | 2023.04.28 04:40 | t/p | 23 | 0.10 | 134.716 | 132.416 | 134.716 | 90.02 | 10984.59 |
72 | 2023.04.28 05:40 | s/l | 24 | 0.10 | 135.152 | 135.152 | 132.852 | -82.75 | 10901.84 |
73 | 2023.05.09 08:00 | buy | 25 | 0.10 | 134.827 | 0.000 | 0.000 | ||
74 | 2023.05.09 08:00 | modify | 25 | 0.10 | 134.827 | 133.727 | 136.027 | ||
75 | 2023.05.09 12:00 | buy | 26 | 0.10 | 134.961 | 0.000 | 0.000 | ||
76 | 2023.05.09 12:00 | modify | 26 | 0.10 | 134.961 | 133.861 | 136.161 | ||
77 | 2023.05.09 16:00 | sell | 27 | 0.10 | 135.150 | 0.000 | 0.000 | ||
78 | 2023.05.09 16:00 | modify | 27 | 0.10 | 135.150 | 136.250 | 133.950 | ||
79 | 2023.05.09 20:00 | sell | 28 | 0.10 | 135.217 | 0.000 | 0.000 | ||
80 | 2023.05.09 20:00 | modify | 28 | 0.10 | 135.217 | 136.317 | 134.017 | ||
81 | 2023.05.10 00:00 | sell | 29 | 0.10 | 135.292 | 0.000 | 0.000 | ||
82 | 2023.05.10 00:00 | modify | 29 | 0.10 | 135.292 | 136.392 | 134.092 | ||
83 | 2023.05.10 04:00 | sell | 30 | 0.10 | 135.146 | 0.000 | 0.000 | ||
84 | 2023.05.10 04:00 | modify | 30 | 0.10 | 135.146 | 136.246 | 133.946 | ||
85 | 2023.05.10 08:00 | sell | 31 | 0.10 | 135.239 | 0.000 | 0.000 | ||
86 | 2023.05.10 08:00 | modify | 31 | 0.10 | 135.239 | 136.339 | 134.039 | ||
87 | 2023.05.10 12:00 | sell | 32 | 0.10 | 135.312 | 0.000 | 0.000 | ||
88 | 2023.05.10 12:00 | modify | 32 | 0.10 | 135.312 | 136.412 | 134.112 | ||
89 | 2023.05.10 23:20 | t/p | 32 | 0.10 | 134.112 | 136.412 | 134.112 | 89.48 | 10991.32 |
90 | 2023.05.10 23:33 | t/p | 29 | 0.10 | 134.092 | 136.392 | 134.092 | 89.52 | 11080.84 |
91 | 2023.05.11 00:30 | t/p | 28 | 0.10 | 134.017 | 136.317 | 134.017 | 84.05 | 11164.89 |
92 | 2023.05.11 00:30 | t/p | 31 | 0.10 | 134.039 | 136.339 | 134.039 | 85.42 | 11250.31 |
93 | 2023.05.11 00:40 | t/p | 27 | 0.10 | 133.950 | 136.250 | 133.950 | 84.12 | 11334.42 |
94 | 2023.05.11 00:40 | t/p | 30 | 0.10 | 133.946 | 136.246 | 133.946 | 85.49 | 11419.91 |
95 | 2023.05.11 12:40 | s/l | 26 | 0.10 | 133.861 | 133.861 | 136.161 | -77.90 | 11342.02 |
96 | 2023.05.15 03:20 | t/p | 25 | 0.10 | 136.027 | 133.727 | 136.027 | 94.73 | 11436.75 |
97 | 2023.05.16 12:00 | buy | 33 | 0.10 | 135.886 | 0.000 | 0.000 | ||
98 | 2023.05.16 12:00 | modify | 33 | 0.10 | 135.886 | 134.786 | 137.086 | ||
99 | 2023.05.17 08:40 | t/p | 33 | 0.10 | 137.086 | 134.786 | 137.086 | 88.63 | 11525.38 |
100 | 2023.05.24 12:00 | buy | 34 | 0.10 | 138.406 | 0.000 | 0.000 | ||
101 | 2023.05.24 12:00 | modify | 34 | 0.10 | 138.406 | 137.306 | 139.606 | ||
102 | 2023.05.25 01:40 | t/p | 34 | 0.10 | 139.606 | 137.306 | 139.606 | 89.20 | 11614.57 |
103 | 2023.06.07 12:00 | buy | 35 | 0.10 | 139.400 | 0.000 | 0.000 | ||
104 | 2023.06.07 12:00 | modify | 35 | 0.10 | 139.400 | 138.300 | 140.600 | ||
105 | 2023.06.12 20:00 | sell | 36 | 0.10 | 139.568 | 0.000 | 0.000 | ||
106 | 2023.06.12 20:00 | modify | 36 | 0.10 | 139.568 | 140.668 | 138.368 | ||
107 | 2023.06.13 00:00 | buy | 37 | 0.10 | 139.488 | 0.000 | 0.000 | ||
108 | 2023.06.13 00:00 | modify | 37 | 0.10 | 139.488 | 138.388 | 140.688 | ||
109 | 2023.06.13 08:00 | buy | 38 | 0.10 | 139.520 | 0.000 | 0.000 | ||
110 | 2023.06.13 08:00 | modify | 38 | 0.10 | 139.520 | 138.420 | 140.720 | ||
111 | 2023.06.13 12:00 | buy | 39 | 0.10 | 139.546 | 0.000 | 0.000 | ||
112 | 2023.06.13 12:00 | modify | 39 | 0.10 | 139.546 | 138.446 | 140.746 | ||
113 | 2023.06.15 01:20 | t/p | 35 | 0.10 | 140.600 | 138.300 | 140.600 | 96.19 | 11710.77 |
114 | 2023.06.15 01:20 | s/l | 36 | 0.10 | 140.668 | 140.668 | 138.368 | -85.05 | 11625.72 |
115 | 2023.06.15 01:30 | t/p | 37 | 0.10 | 140.688 | 138.388 | 140.688 | 89.54 | 11715.26 |
116 | 2023.06.15 01:30 | t/p | 38 | 0.10 | 140.720 | 138.420 | 140.720 | 89.55 | 11804.82 |
117 | 2023.06.15 01:30 | t/p | 39 | 0.10 | 140.746 | 138.446 | 140.746 | 89.54 | 11894.36 |
118 | 2023.06.20 08:00 | buy | 40 | 0.10 | 141.794 | 0.000 | 0.000 | ||
119 | 2023.06.20 08:00 | modify | 40 | 0.10 | 141.794 | 140.694 | 142.994 | ||
120 | 2023.06.20 12:00 | buy | 41 | 0.10 | 141.407 | 0.000 | 0.000 | ||
121 | 2023.06.20 12:00 | modify | 41 | 0.10 | 141.407 | 140.307 | 142.607 | ||
122 | 2023.06.22 14:20 | t/p | 41 | 0.10 | 142.607 | 140.307 | 142.607 | 88.46 | 11982.83 |
123 | 2023.06.22 17:05 | t/p | 40 | 0.10 | 142.994 | 140.694 | 142.994 | 88.23 | 12071.06 |
124 | 2023.06.27 12:00 | sell | 42 | 0.10 | 143.550 | 0.000 | 0.000 | ||
125 | 2023.06.27 12:00 | modify | 42 | 0.10 | 143.550 | 144.650 | 142.350 | ||
126 | 2023.06.29 06:30 | s/l | 42 | 0.10 | 144.650 | 144.650 | 142.350 | -81.53 | 11989.53 |
127 | 2023.07.04 20:00 | buy | 43 | 0.10 | 144.513 | 0.000 | 0.000 | ||
128 | 2023.07.04 20:00 | modify | 43 | 0.10 | 144.513 | 143.413 | 145.713 | ||
129 | 2023.07.05 00:00 | buy | 44 | 0.10 | 144.436 | 0.000 | 0.000 | ||
130 | 2023.07.05 00:00 | modify | 44 | 0.10 | 144.436 | 143.336 | 145.636 | ||
131 | 2023.07.05 04:00 | sell | 45 | 0.10 | 144.527 | 0.000 | 0.000 | ||
132 | 2023.07.05 04:00 | modify | 45 | 0.10 | 144.527 | 145.627 | 143.327 | ||
133 | 2023.07.05 08:00 | sell | 46 | 0.10 | 144.447 | 0.000 | 0.000 | ||
134 | 2023.07.05 08:00 | modify | 46 | 0.10 | 144.447 | 145.547 | 143.247 | ||
135 | 2023.07.05 12:00 | sell | 47 | 0.10 | 144.496 | 0.000 | 0.000 | ||
136 | 2023.07.05 12:00 | modify | 47 | 0.10 | 144.496 | 145.596 | 143.296 | ||
137 | 2023.07.05 16:00 | sell | 48 | 0.10 | 144.558 | 0.000 | 0.000 | ||
138 | 2023.07.05 16:00 | modify | 48 | 0.10 | 144.558 | 145.658 | 143.358 | ||
139 | 2023.07.05 20:00 | sell | 49 | 0.10 | 144.663 | 0.000 | 0.000 | ||
140 | 2023.07.05 20:00 | modify | 49 | 0.10 | 144.663 | 145.763 | 143.463 | ||
141 | 2023.07.06 04:00 | buy | 50 | 0.10 | 144.260 | 0.000 | 0.000 | ||
142 | 2023.07.06 04:00 | modify | 50 | 0.10 | 144.260 | 143.160 | 145.460 | ||
143 | 2023.07.07 06:40 | s/l | 43 | 0.10 | 143.413 | 143.413 | 145.713 | -71.29 | 11918.24 |
144 | 2023.07.07 06:40 | t/p | 49 | 0.10 | 143.463 | 145.763 | 143.463 | 78.20 | 11996.44 |
145 | 2023.07.07 07:30 | s/l | 44 | 0.10 | 143.336 | 143.336 | 145.636 | -72.42 | 11924.02 |
146 | 2023.07.07 07:30 | t/p | 45 | 0.10 | 143.327 | 145.627 | 143.327 | 78.24 | 12002.26 |
147 | 2023.07.07 07:30 | t/p | 48 | 0.10 | 143.358 | 145.658 | 143.358 | 78.25 | 12080.50 |
148 | 2023.07.07 07:40 | t/p | 46 | 0.10 | 143.247 | 145.547 | 143.247 | 78.33 | 12158.83 |
149 | 2023.07.07 07:40 | t/p | 47 | 0.10 | 143.296 | 145.596 | 143.296 | 78.33 | 12237.16 |
150 | 2023.07.07 07:40 | s/l | 50 | 0.10 | 143.160 | 143.160 | 145.460 | -75.76 | 12161.40 |
151 | 2023.08.14 12:00 | sell | 51 | 0.10 | 145.066 | 0.000 | 0.000 | ||
152 | 2023.08.14 12:00 | modify | 51 | 0.10 | 145.066 | 146.166 | 143.866 | ||
153 | 2023.08.16 12:00 | sell | 52 | 0.10 | 145.763 | 0.000 | 0.000 | ||
154 | 2023.08.16 12:00 | modify | 52 | 0.10 | 145.763 | 146.863 | 144.563 | ||
155 | 2023.08.16 16:00 | sell | 53 | 0.10 | 145.817 | 0.000 | 0.000 | ||
156 | 2023.08.16 16:00 | modify | 53 | 0.10 | 145.817 | 146.917 | 144.617 | ||
157 | 2023.08.16 17:40 | s/l | 51 | 0.10 | 146.166 | 146.166 | 143.866 | -78.00 | 12083.40 |
158 | 2023.08.23 15:40 | t/p | 53 | 0.10 | 144.617 | 146.917 | 144.617 | 73.38 | 12156.78 |
159 | 2023.08.29 04:00 | buy | 54 | 0.10 | 146.434 | 0.000 | 0.000 | ||
160 | 2023.08.29 04:00 | modify | 54 | 0.10 | 146.434 | 145.334 | 147.634 | ||
161 | 2023.08.29 11:10 | s/l | 52 | 0.10 | 146.863 | 146.863 | 144.563 | -92.74 | 12064.03 |
162 | 2023.08.31 23:59 | close at stop | 54 | 0.10 | 145.486 | 145.334 | 147.634 | -60.81 | 12003.23 |