Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 2617 | Ticks modelled | 79433 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1064.49 | Gross profit | 1523.98 | Gross loss | -459.49 |
Profit factor | 3.32 | Expected payoff | 28.77 | ||
Absolute drawdown | 276.96 | Maximal drawdown | 413.21 (4.08%) | Relative drawdown | 4.08% (413.21) |
Total trades | 37 | Short positions (won %) | 25 (64.00%) | Long positions (won %) | 12 (83.33%) |
Profit trades (% of total) | 26 (70.27%) | Loss trades (% of total) | 11 (29.73%) | ||
Largest | profit trade | 114.07 | loss trade | -108.69 | |
Average | profit trade | 58.61 | loss trade | -41.77 | |
Maximum | consecutive wins (profit in money) | 8 (476.16) | consecutive losses (loss in money) | 5 (-339.46) | |
Maximal | consecutive profit (count of wins) | 476.16 (8) | consecutive loss (count of losses) | -339.46 (5) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.05 16:00 | sell | 1 | 0.10 | 93.791 | 0.000 | 0.000 | ||
2 | 2022.04.05 16:00 | modify | 1 | 0.10 | 93.791 | 95.191 | 92.291 | ||
3 | 2022.04.06 17:10 | sell | 2 | 0.10 | 93.191 | 0.000 | 0.000 | ||
4 | 2022.04.06 17:10 | modify | 2 | 0.10 | 93.191 | 93.716 | 92.291 | ||
5 | 2022.04.06 17:10 | modify | 1 | 0.10 | 93.791 | 93.716 | 92.291 | ||
6 | 2022.04.06 21:15 | sell | 3 | 0.10 | 92.887 | 0.000 | 0.000 | ||
7 | 2022.04.06 21:15 | modify | 3 | 0.10 | 92.887 | 93.416 | 92.291 | ||
8 | 2022.04.06 21:15 | modify | 2 | 0.10 | 93.191 | 93.416 | 92.291 | ||
9 | 2022.04.06 21:15 | modify | 1 | 0.10 | 93.791 | 93.416 | 92.291 | ||
10 | 2022.04.07 00:50 | sell | 4 | 0.10 | 92.654 | 0.000 | 0.000 | ||
11 | 2022.04.07 00:50 | modify | 4 | 0.10 | 92.654 | 92.891 | 92.291 | ||
12 | 2022.04.07 00:50 | modify | 3 | 0.10 | 92.887 | 92.891 | 92.291 | ||
13 | 2022.04.07 00:50 | modify | 2 | 0.10 | 93.191 | 92.891 | 92.291 | ||
14 | 2022.04.07 00:50 | modify | 1 | 0.10 | 93.791 | 92.891 | 92.291 | ||
15 | 2022.04.07 01:05 | s/l | 1 | 0.10 | 92.891 | 92.891 | 92.291 | 65.24 | 10065.24 |
16 | 2022.04.07 01:05 | s/l | 2 | 0.10 | 92.891 | 92.891 | 92.291 | 20.57 | 10085.81 |
17 | 2022.04.07 01:05 | s/l | 3 | 0.10 | 92.891 | 92.891 | 92.291 | -2.42 | 10083.40 |
18 | 2022.04.07 01:05 | s/l | 4 | 0.10 | 92.891 | 92.891 | 92.291 | -17.92 | 10065.48 |
19 | 2022.04.22 12:00 | buy | 5 | 0.10 | 93.731 | 0.000 | 0.000 | ||
20 | 2022.04.22 12:00 | modify | 5 | 0.10 | 93.731 | 92.331 | 95.231 | ||
21 | 2022.04.25 01:40 | s/l | 5 | 0.10 | 92.331 | 92.331 | 95.231 | -105.47 | 9960.01 |
22 | 2022.06.01 16:00 | sell | 6 | 0.10 | 93.177 | 0.000 | 0.000 | ||
23 | 2022.06.01 16:00 | modify | 6 | 0.10 | 93.177 | 94.577 | 91.677 | ||
24 | 2022.06.03 00:15 | s/l | 6 | 0.10 | 94.577 | 94.577 | 91.677 | -108.69 | 9851.31 |
25 | 2022.07.29 16:00 | buy | 7 | 0.10 | 93.063 | 0.000 | 0.000 | ||
26 | 2022.07.29 16:00 | modify | 7 | 0.10 | 93.063 | 91.663 | 94.563 | ||
27 | 2022.08.02 01:30 | s/l | 7 | 0.10 | 91.663 | 91.663 | 94.563 | -104.96 | 9746.35 |
28 | 2022.08.02 12:00 | buy | 8 | 0.10 | 90.872 | 0.000 | 0.000 | ||
29 | 2022.08.02 12:00 | modify | 8 | 0.10 | 90.872 | 89.472 | 92.372 | ||
30 | 2022.08.02 15:50 | buy | 9 | 0.10 | 92.024 | 0.000 | 0.000 | ||
31 | 2022.08.02 15:50 | modify | 9 | 0.10 | 92.024 | 91.772 | 92.372 | ||
32 | 2022.08.02 15:50 | modify | 8 | 0.10 | 90.872 | 91.772 | 92.372 | ||
33 | 2022.08.03 01:40 | t/p | 8 | 0.10 | 92.372 | 91.772 | 92.372 | 114.07 | 9860.42 |
34 | 2022.08.03 01:40 | t/p | 9 | 0.10 | 92.372 | 91.772 | 92.372 | 26.86 | 9887.28 |
35 | 2022.08.08 12:00 | sell | 10 | 0.10 | 94.048 | 0.000 | 0.000 | ||
36 | 2022.08.08 12:00 | modify | 10 | 0.10 | 94.048 | 95.448 | 92.548 | ||
37 | 2022.08.15 12:53 | sell | 11 | 0.10 | 93.138 | 0.000 | 0.000 | ||
38 | 2022.08.15 12:53 | modify | 11 | 0.10 | 93.138 | 93.673 | 92.548 | ||
39 | 2022.08.15 12:53 | modify | 10 | 0.10 | 94.048 | 93.673 | 92.548 | ||
40 | 2022.08.15 15:20 | s/l | 10 | 0.10 | 93.673 | 93.673 | 92.548 | 23.42 | 9910.70 |
41 | 2022.08.15 15:20 | s/l | 11 | 0.10 | 93.673 | 93.673 | 92.548 | -40.46 | 9870.24 |
42 | 2022.09.09 08:00 | sell | 12 | 0.10 | 97.668 | 0.000 | 0.000 | ||
43 | 2022.09.09 08:00 | modify | 12 | 0.10 | 97.668 | 99.068 | 96.168 | ||
44 | 2022.09.14 04:06 | sell | 13 | 0.10 | 97.049 | 0.000 | 0.000 | ||
45 | 2022.09.14 04:06 | modify | 13 | 0.10 | 97.049 | 97.593 | 96.168 | ||
46 | 2022.09.14 04:06 | modify | 12 | 0.10 | 97.668 | 97.593 | 96.168 | ||
47 | 2022.09.14 06:40 | sell | 14 | 0.10 | 96.515 | 0.000 | 0.000 | ||
48 | 2022.09.14 06:40 | modify | 14 | 0.10 | 96.515 | 96.768 | 96.168 | ||
49 | 2022.09.14 06:40 | modify | 13 | 0.10 | 97.049 | 96.768 | 96.168 | ||
50 | 2022.09.14 06:40 | modify | 12 | 0.10 | 97.668 | 96.768 | 96.168 | ||
51 | 2022.09.14 12:40 | t/p | 12 | 0.10 | 96.168 | 96.768 | 96.168 | 111.31 | 9981.56 |
52 | 2022.09.14 12:40 | t/p | 13 | 0.10 | 96.168 | 96.768 | 96.168 | 66.62 | 10048.18 |
53 | 2022.09.14 12:40 | t/p | 14 | 0.10 | 96.168 | 96.768 | 96.168 | 26.24 | 10074.42 |
54 | 2022.10.14 08:00 | sell | 15 | 0.10 | 93.262 | 0.000 | 0.000 | ||
55 | 2022.10.14 08:00 | modify | 15 | 0.10 | 93.262 | 94.662 | 91.762 | ||
56 | 2022.10.14 13:40 | sell | 16 | 0.10 | 92.642 | 0.000 | 0.000 | ||
57 | 2022.10.14 13:40 | modify | 16 | 0.10 | 92.642 | 93.187 | 91.762 | ||
58 | 2022.10.14 13:40 | modify | 15 | 0.10 | 93.262 | 93.187 | 91.762 | ||
59 | 2022.10.14 17:20 | sell | 17 | 0.10 | 92.359 | 0.000 | 0.000 | ||
60 | 2022.10.14 17:20 | modify | 17 | 0.10 | 92.359 | 92.887 | 91.762 | ||
61 | 2022.10.14 17:20 | modify | 16 | 0.10 | 92.642 | 92.887 | 91.762 | ||
62 | 2022.10.14 17:20 | modify | 15 | 0.10 | 93.262 | 92.887 | 91.762 | ||
63 | 2022.10.14 19:05 | sell | 18 | 0.10 | 92.118 | 0.000 | 0.000 | ||
64 | 2022.10.14 19:05 | modify | 18 | 0.10 | 92.118 | 92.362 | 91.762 | ||
65 | 2022.10.14 19:05 | modify | 17 | 0.10 | 92.359 | 92.362 | 91.762 | ||
66 | 2022.10.14 19:05 | modify | 16 | 0.10 | 92.642 | 92.362 | 91.762 | ||
67 | 2022.10.14 19:05 | modify | 15 | 0.10 | 93.262 | 92.362 | 91.762 | ||
68 | 2022.10.16 22:33 | s/l | 15 | 0.10 | 92.362 | 92.362 | 91.762 | 68.06 | 10142.48 |
69 | 2022.10.16 22:33 | s/l | 16 | 0.10 | 92.362 | 92.362 | 91.762 | 21.17 | 10163.65 |
70 | 2022.10.16 22:33 | s/l | 17 | 0.10 | 92.362 | 92.362 | 91.762 | -0.23 | 10163.42 |
71 | 2022.10.16 22:33 | s/l | 18 | 0.10 | 92.362 | 92.362 | 91.762 | -18.45 | 10144.97 |
72 | 2022.11.03 16:00 | buy | 19 | 0.10 | 93.286 | 0.000 | 0.000 | ||
73 | 2022.11.03 16:00 | modify | 19 | 0.10 | 93.286 | 91.886 | 94.786 | ||
74 | 2022.11.04 08:40 | buy | 20 | 0.10 | 93.907 | 0.000 | 0.000 | ||
75 | 2022.11.04 08:40 | modify | 20 | 0.10 | 93.907 | 93.361 | 94.786 | ||
76 | 2022.11.04 08:40 | modify | 19 | 0.10 | 93.286 | 93.361 | 94.786 | ||
77 | 2022.11.04 10:50 | buy | 21 | 0.10 | 94.194 | 0.000 | 0.000 | ||
78 | 2022.11.04 10:50 | modify | 21 | 0.10 | 94.194 | 93.661 | 94.786 | ||
79 | 2022.11.04 10:50 | modify | 20 | 0.10 | 93.907 | 93.661 | 94.786 | ||
80 | 2022.11.04 10:50 | modify | 19 | 0.10 | 93.286 | 93.661 | 94.786 | ||
81 | 2022.11.04 12:20 | buy | 22 | 0.10 | 94.413 | 0.000 | 0.000 | ||
82 | 2022.11.04 12:20 | modify | 22 | 0.10 | 94.413 | 94.186 | 94.786 | ||
83 | 2022.11.04 12:20 | modify | 21 | 0.10 | 94.194 | 94.186 | 94.786 | ||
84 | 2022.11.04 12:20 | modify | 20 | 0.10 | 93.907 | 94.186 | 94.786 | ||
85 | 2022.11.04 12:20 | modify | 19 | 0.10 | 93.286 | 94.186 | 94.786 | ||
86 | 2022.11.04 12:40 | t/p | 19 | 0.10 | 94.786 | 94.186 | 94.786 | 114.07 | 10259.04 |
87 | 2022.11.04 12:40 | t/p | 20 | 0.10 | 94.786 | 94.186 | 94.786 | 66.55 | 10325.59 |
88 | 2022.11.04 12:40 | t/p | 21 | 0.10 | 94.786 | 94.186 | 94.786 | 44.82 | 10370.41 |
89 | 2022.11.04 12:40 | t/p | 22 | 0.10 | 94.786 | 94.186 | 94.786 | 28.24 | 10398.65 |
90 | 2022.12.27 12:00 | sell | 23 | 0.10 | 89.803 | 0.000 | 0.000 | ||
91 | 2022.12.27 12:00 | modify | 23 | 0.10 | 89.803 | 91.203 | 88.303 | ||
92 | 2022.12.30 19:35 | sell | 24 | 0.10 | 89.183 | 0.000 | 0.000 | ||
93 | 2022.12.30 19:35 | modify | 24 | 0.10 | 89.183 | 89.728 | 88.303 | ||
94 | 2022.12.30 19:35 | modify | 23 | 0.10 | 89.803 | 89.728 | 88.303 | ||
95 | 2023.01.02 09:40 | sell | 25 | 0.10 | 88.902 | 0.000 | 0.000 | ||
96 | 2023.01.02 09:40 | modify | 25 | 0.10 | 88.902 | 89.428 | 88.303 | ||
97 | 2023.01.02 09:40 | modify | 24 | 0.10 | 89.183 | 89.428 | 88.303 | ||
98 | 2023.01.02 09:40 | modify | 23 | 0.10 | 89.803 | 89.428 | 88.303 | ||
99 | 2023.01.03 01:40 | t/p | 23 | 0.10 | 88.303 | 89.428 | 88.303 | 108.49 | 10507.14 |
100 | 2023.01.03 01:40 | t/p | 24 | 0.10 | 88.303 | 89.428 | 88.303 | 65.14 | 10572.28 |
101 | 2023.01.03 01:40 | t/p | 25 | 0.10 | 88.303 | 89.428 | 88.303 | 44.59 | 10616.87 |
102 | 2023.01.09 16:00 | sell | 26 | 0.10 | 91.598 | 0.000 | 0.000 | ||
103 | 2023.01.09 16:00 | modify | 26 | 0.10 | 91.598 | 92.998 | 90.098 | ||
104 | 2023.01.10 00:40 | sell | 27 | 0.10 | 90.984 | 0.000 | 0.000 | ||
105 | 2023.01.10 00:40 | modify | 27 | 0.10 | 90.984 | 91.523 | 90.098 | ||
106 | 2023.01.10 00:40 | modify | 26 | 0.10 | 91.598 | 91.523 | 90.098 | ||
107 | 2023.01.11 05:30 | s/l | 26 | 0.10 | 91.523 | 91.523 | 90.098 | 4.26 | 10621.13 |
108 | 2023.01.11 05:30 | s/l | 27 | 0.10 | 91.523 | 91.523 | 90.098 | -41.47 | 10579.67 |
109 | 2023.01.18 08:00 | sell | 28 | 0.10 | 91.420 | 0.000 | 0.000 | ||
110 | 2023.01.18 08:00 | modify | 28 | 0.10 | 91.420 | 92.820 | 89.920 | ||
111 | 2023.01.18 11:50 | sell | 29 | 0.10 | 90.503 | 0.000 | 0.000 | ||
112 | 2023.01.18 11:50 | modify | 29 | 0.10 | 90.503 | 91.045 | 89.920 | ||
113 | 2023.01.18 11:50 | modify | 28 | 0.10 | 91.420 | 91.045 | 89.920 | ||
114 | 2023.01.18 15:10 | sell | 30 | 0.10 | 90.278 | 0.000 | 0.000 | ||
115 | 2023.01.18 15:10 | modify | 30 | 0.10 | 90.278 | 90.520 | 89.920 | ||
116 | 2023.01.18 15:10 | modify | 29 | 0.10 | 90.503 | 90.520 | 89.920 | ||
117 | 2023.01.18 15:10 | modify | 28 | 0.10 | 91.420 | 90.520 | 89.920 | ||
118 | 2023.01.18 16:30 | t/p | 28 | 0.10 | 89.920 | 90.520 | 89.920 | 113.43 | 10693.10 |
119 | 2023.01.18 16:30 | t/p | 29 | 0.10 | 89.920 | 90.520 | 89.920 | 44.09 | 10737.19 |
120 | 2023.01.18 16:30 | t/p | 30 | 0.10 | 89.920 | 90.520 | 89.920 | 27.07 | 10764.26 |
121 | 2023.01.25 08:00 | sell | 31 | 0.10 | 92.553 | 0.000 | 0.000 | ||
122 | 2023.01.25 08:00 | modify | 31 | 0.10 | 92.553 | 93.953 | 91.053 | ||
123 | 2023.01.25 14:50 | sell | 32 | 0.10 | 91.639 | 0.000 | 0.000 | ||
124 | 2023.01.25 14:50 | modify | 32 | 0.10 | 91.639 | 92.178 | 91.053 | ||
125 | 2023.01.25 14:50 | modify | 31 | 0.10 | 92.553 | 92.178 | 91.053 | ||
126 | 2023.01.25 15:40 | sell | 33 | 0.10 | 91.410 | 0.000 | 0.000 | ||
127 | 2023.01.25 15:40 | modify | 33 | 0.10 | 91.410 | 91.653 | 91.053 | ||
128 | 2023.01.25 15:40 | modify | 32 | 0.10 | 91.639 | 91.653 | 91.053 | ||
129 | 2023.01.25 15:40 | modify | 31 | 0.10 | 92.553 | 91.653 | 91.053 | ||
130 | 2023.01.25 15:59 | s/l | 31 | 0.10 | 91.653 | 91.653 | 91.053 | 68.06 | 10832.32 |
131 | 2023.01.25 15:59 | s/l | 32 | 0.10 | 91.653 | 91.653 | 91.053 | -1.06 | 10831.26 |
132 | 2023.01.25 15:59 | s/l | 33 | 0.10 | 91.653 | 91.653 | 91.053 | -18.37 | 10812.89 |
133 | 2023.02.10 12:00 | buy | 34 | 0.10 | 90.613 | 0.000 | 0.000 | ||
134 | 2023.02.10 12:00 | modify | 34 | 0.10 | 90.613 | 89.213 | 92.113 | ||
135 | 2023.02.13 03:30 | buy | 35 | 0.10 | 91.227 | 0.000 | 0.000 | ||
136 | 2023.02.13 03:30 | modify | 35 | 0.10 | 91.227 | 90.688 | 92.113 | ||
137 | 2023.02.13 03:30 | modify | 34 | 0.10 | 90.613 | 90.688 | 92.113 | ||
138 | 2023.02.13 07:30 | buy | 36 | 0.10 | 91.537 | 0.000 | 0.000 | ||
139 | 2023.02.13 07:30 | modify | 36 | 0.10 | 91.537 | 90.988 | 92.113 | ||
140 | 2023.02.13 07:30 | modify | 35 | 0.10 | 91.227 | 90.988 | 92.113 | ||
141 | 2023.02.13 07:30 | modify | 34 | 0.10 | 90.613 | 90.988 | 92.113 | ||
142 | 2023.02.13 10:55 | buy | 37 | 0.10 | 91.758 | 0.000 | 0.000 | ||
143 | 2023.02.13 10:55 | modify | 37 | 0.10 | 91.758 | 91.513 | 92.113 | ||
144 | 2023.02.13 10:55 | modify | 36 | 0.10 | 91.537 | 91.513 | 92.113 | ||
145 | 2023.02.13 10:55 | modify | 35 | 0.10 | 91.227 | 91.513 | 92.113 | ||
146 | 2023.02.13 10:55 | modify | 34 | 0.10 | 90.613 | 91.513 | 92.113 | ||
147 | 2023.02.13 14:30 | t/p | 34 | 0.10 | 92.113 | 91.513 | 92.113 | 114.06 | 10926.95 |
148 | 2023.02.13 14:30 | t/p | 35 | 0.10 | 92.113 | 91.513 | 92.113 | 67.07 | 10994.02 |
149 | 2023.02.13 14:30 | t/p | 36 | 0.10 | 92.113 | 91.513 | 92.113 | 43.60 | 11037.62 |
150 | 2023.02.13 14:30 | t/p | 37 | 0.10 | 92.113 | 91.513 | 92.113 | 26.87 | 11064.49 |