Symbol | USDJPY (US 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=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 79600 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1353.24 | Gross profit | 1593.59 | Gross loss | -240.35 |
Profit factor | 6.63 | Expected payoff | 43.65 | ||
Absolute drawdown | 22.07 | Maximal drawdown | 204.79 (1.91%) | Relative drawdown | 1.91% (204.79) |
Total trades | 31 | Short positions (won %) | 22 (95.45%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 27 (87.10%) | Loss trades (% of total) | 4 (12.90%) | ||
Largest | profit trade | 108.77 | loss trade | -93.63 | |
Average | profit trade | 59.02 | loss trade | -60.09 | |
Maximum | consecutive wins (profit in money) | 12 (706.30) | consecutive losses (loss in money) | 2 (-56.92) | |
Maximal | consecutive profit (count of wins) | 706.30 (12) | consecutive loss (count of losses) | -93.63 (1) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.29 00:00 | sell | 1 | 0.10 | 130.782 | 0.000 | 0.000 | ||
2 | 2022.04.29 00:00 | modify | 1 | 0.10 | 130.782 | 131.982 | 129.382 | ||
3 | 2022.04.29 10:50 | sell | 2 | 0.10 | 130.080 | 0.000 | 0.000 | ||
4 | 2022.04.29 10:50 | modify | 2 | 0.10 | 130.080 | 130.502 | 129.382 | ||
5 | 2022.04.29 10:50 | sell | 3 | 0.10 | 130.080 | 0.000 | 0.000 | ||
6 | 2022.04.29 10:50 | modify | 3 | 0.10 | 130.080 | 130.432 | 129.382 | ||
7 | 2022.04.29 10:50 | modify | 1 | 0.10 | 130.782 | 130.432 | 129.382 | ||
8 | 2022.04.29 10:55 | modify | 2 | 0.10 | 130.080 | 130.432 | 129.382 | ||
9 | 2022.04.29 14:30 | sell | 4 | 0.10 | 129.726 | 0.000 | 0.000 | ||
10 | 2022.04.29 14:30 | modify | 4 | 0.10 | 129.726 | 130.152 | 129.382 | ||
11 | 2022.04.29 14:30 | modify | 3 | 0.10 | 130.080 | 130.152 | 129.382 | ||
12 | 2022.04.29 14:30 | modify | 2 | 0.10 | 130.080 | 130.152 | 129.382 | ||
13 | 2022.04.29 14:30 | modify | 1 | 0.10 | 130.782 | 130.152 | 129.382 | ||
14 | 2022.04.29 17:40 | t/p | 1 | 0.10 | 129.382 | 130.152 | 129.382 | 108.24 | 10108.24 |
15 | 2022.04.29 17:40 | t/p | 2 | 0.10 | 129.382 | 130.152 | 129.382 | 53.96 | 10162.20 |
16 | 2022.04.29 17:40 | t/p | 3 | 0.10 | 129.382 | 130.152 | 129.382 | 53.96 | 10216.16 |
17 | 2022.04.29 17:40 | t/p | 4 | 0.10 | 129.382 | 130.152 | 129.382 | 26.59 | 10242.75 |
18 | 2022.05.05 00:00 | buy | 5 | 0.10 | 129.264 | 0.000 | 0.000 | ||
19 | 2022.05.05 00:00 | modify | 5 | 0.10 | 129.264 | 128.064 | 130.664 | ||
20 | 2022.05.05 13:10 | buy | 6 | 0.10 | 129.975 | 0.000 | 0.000 | ||
21 | 2022.05.05 13:10 | modify | 6 | 0.10 | 129.975 | 129.544 | 130.664 | ||
22 | 2022.05.05 13:10 | buy | 7 | 0.10 | 129.975 | 0.000 | 0.000 | ||
23 | 2022.05.05 13:10 | modify | 7 | 0.10 | 129.975 | 129.614 | 130.664 | ||
24 | 2022.05.05 13:10 | modify | 5 | 0.10 | 129.264 | 129.614 | 130.664 | ||
25 | 2022.05.05 13:15 | modify | 6 | 0.10 | 129.975 | 129.614 | 130.664 | ||
26 | 2022.05.05 13:50 | buy | 8 | 0.10 | 130.322 | 0.000 | 0.000 | ||
27 | 2022.05.05 13:50 | modify | 8 | 0.10 | 130.322 | 129.894 | 130.664 | ||
28 | 2022.05.05 13:50 | modify | 7 | 0.10 | 129.975 | 129.894 | 130.664 | ||
29 | 2022.05.05 13:50 | modify | 6 | 0.10 | 129.975 | 129.894 | 130.664 | ||
30 | 2022.05.05 13:50 | modify | 5 | 0.10 | 129.264 | 129.894 | 130.664 | ||
31 | 2022.05.06 01:30 | t/p | 5 | 0.10 | 130.664 | 129.894 | 130.664 | 108.38 | 10351.13 |
32 | 2022.05.06 01:30 | t/p | 6 | 0.10 | 130.664 | 129.894 | 130.664 | 53.97 | 10405.10 |
33 | 2022.05.06 01:30 | t/p | 7 | 0.10 | 130.664 | 129.894 | 130.664 | 53.97 | 10459.07 |
34 | 2022.05.06 01:30 | t/p | 8 | 0.10 | 130.664 | 129.894 | 130.664 | 27.41 | 10486.48 |
35 | 2022.07.14 12:00 | sell | 9 | 0.10 | 138.864 | 0.000 | 0.000 | ||
36 | 2022.07.14 12:00 | modify | 9 | 0.10 | 138.864 | 140.064 | 137.464 | ||
37 | 2022.07.18 00:40 | sell | 10 | 0.10 | 138.155 | 0.000 | 0.000 | ||
38 | 2022.07.18 00:40 | modify | 10 | 0.10 | 138.155 | 138.584 | 137.464 | ||
39 | 2022.07.18 00:40 | sell | 11 | 0.10 | 138.155 | 0.000 | 0.000 | ||
40 | 2022.07.18 00:40 | modify | 11 | 0.10 | 138.155 | 138.514 | 137.464 | ||
41 | 2022.07.18 00:40 | modify | 9 | 0.10 | 138.864 | 138.514 | 137.464 | ||
42 | 2022.07.18 00:45 | modify | 10 | 0.10 | 138.155 | 138.514 | 137.464 | ||
43 | 2022.07.19 06:30 | sell | 12 | 0.10 | 137.810 | 0.000 | 0.000 | ||
44 | 2022.07.19 06:30 | modify | 12 | 0.10 | 137.810 | 138.234 | 137.464 | ||
45 | 2022.07.19 06:30 | modify | 11 | 0.10 | 138.155 | 138.234 | 137.464 | ||
46 | 2022.07.19 06:30 | modify | 10 | 0.10 | 138.155 | 138.234 | 137.464 | ||
47 | 2022.07.19 06:30 | modify | 9 | 0.10 | 138.864 | 138.234 | 137.464 | ||
48 | 2022.07.19 11:40 | t/p | 9 | 0.10 | 137.464 | 138.234 | 137.464 | 97.19 | 10583.67 |
49 | 2022.07.19 11:40 | t/p | 10 | 0.10 | 137.464 | 138.234 | 137.464 | 48.73 | 10632.39 |
50 | 2022.07.19 11:40 | t/p | 11 | 0.10 | 137.464 | 138.234 | 137.464 | 48.73 | 10681.12 |
51 | 2022.07.19 11:40 | t/p | 12 | 0.10 | 137.464 | 138.234 | 137.464 | 25.18 | 10706.30 |
52 | 2022.08.29 12:00 | sell | 13 | 0.10 | 138.570 | 0.000 | 0.000 | ||
53 | 2022.08.29 12:00 | modify | 13 | 0.10 | 138.570 | 139.770 | 137.170 | ||
54 | 2022.09.01 14:06 | s/l | 13 | 0.10 | 139.770 | 139.770 | 137.170 | -93.63 | 10612.67 |
55 | 2022.09.07 08:00 | sell | 14 | 0.10 | 143.899 | 0.000 | 0.000 | ||
56 | 2022.09.07 08:00 | modify | 14 | 0.10 | 143.899 | 145.099 | 142.499 | ||
57 | 2022.09.09 04:40 | t/p | 14 | 0.10 | 142.499 | 145.099 | 142.499 | 92.00 | 10704.67 |
58 | 2022.09.14 00:00 | sell | 15 | 0.10 | 144.452 | 0.000 | 0.000 | ||
59 | 2022.09.14 00:00 | modify | 15 | 0.10 | 144.452 | 145.652 | 143.052 | ||
60 | 2022.09.14 04:50 | sell | 16 | 0.10 | 143.730 | 0.000 | 0.000 | ||
61 | 2022.09.14 04:50 | modify | 16 | 0.10 | 143.730 | 144.172 | 143.052 | ||
62 | 2022.09.14 04:50 | sell | 17 | 0.10 | 143.730 | 0.000 | 0.000 | ||
63 | 2022.09.14 04:50 | modify | 17 | 0.10 | 143.730 | 144.102 | 143.052 | ||
64 | 2022.09.14 04:50 | modify | 15 | 0.10 | 144.452 | 144.102 | 143.052 | ||
65 | 2022.09.14 04:55 | modify | 16 | 0.10 | 143.730 | 144.102 | 143.052 | ||
66 | 2022.09.14 07:30 | sell | 18 | 0.10 | 143.397 | 0.000 | 0.000 | ||
67 | 2022.09.14 07:30 | modify | 18 | 0.10 | 143.397 | 143.822 | 143.052 | ||
68 | 2022.09.14 07:30 | modify | 17 | 0.10 | 143.730 | 143.822 | 143.052 | ||
69 | 2022.09.14 07:30 | modify | 16 | 0.10 | 143.730 | 143.822 | 143.052 | ||
70 | 2022.09.14 07:30 | modify | 15 | 0.10 | 144.452 | 143.822 | 143.052 | ||
71 | 2022.09.14 08:05 | t/p | 15 | 0.10 | 143.052 | 143.822 | 143.052 | 97.91 | 10802.58 |
72 | 2022.09.14 08:05 | t/p | 16 | 0.10 | 143.052 | 143.822 | 143.052 | 47.42 | 10850.00 |
73 | 2022.09.14 08:05 | t/p | 17 | 0.10 | 143.052 | 143.822 | 143.052 | 47.42 | 10897.42 |
74 | 2022.09.14 08:05 | t/p | 18 | 0.10 | 143.052 | 143.822 | 143.052 | 24.13 | 10921.55 |
75 | 2022.11.22 00:00 | sell | 19 | 0.10 | 142.087 | 0.000 | 0.000 | ||
76 | 2022.11.22 00:00 | modify | 19 | 0.10 | 142.087 | 143.287 | 140.687 | ||
77 | 2022.11.22 09:30 | sell | 20 | 0.10 | 141.366 | 0.000 | 0.000 | ||
78 | 2022.11.22 09:30 | modify | 20 | 0.10 | 141.366 | 141.807 | 140.687 | ||
79 | 2022.11.22 09:30 | sell | 21 | 0.10 | 141.366 | 0.000 | 0.000 | ||
80 | 2022.11.22 09:30 | modify | 21 | 0.10 | 141.366 | 141.737 | 140.687 | ||
81 | 2022.11.22 09:30 | modify | 19 | 0.10 | 142.087 | 141.737 | 140.687 | ||
82 | 2022.11.22 09:35 | modify | 20 | 0.10 | 141.366 | 141.737 | 140.687 | ||
83 | 2022.11.23 13:50 | sell | 22 | 0.10 | 141.018 | 0.000 | 0.000 | ||
84 | 2022.11.23 13:50 | modify | 22 | 0.10 | 141.018 | 141.457 | 140.687 | ||
85 | 2022.11.23 13:50 | modify | 21 | 0.10 | 141.366 | 141.457 | 140.687 | ||
86 | 2022.11.23 13:50 | modify | 20 | 0.10 | 141.366 | 141.457 | 140.687 | ||
87 | 2022.11.23 13:50 | modify | 19 | 0.10 | 142.087 | 141.457 | 140.687 | ||
88 | 2022.11.23 14:30 | t/p | 19 | 0.10 | 140.687 | 141.457 | 140.687 | 98.18 | 11019.73 |
89 | 2022.11.23 14:30 | t/p | 20 | 0.10 | 140.687 | 141.457 | 140.687 | 46.82 | 11066.54 |
90 | 2022.11.23 14:30 | t/p | 21 | 0.10 | 140.687 | 141.457 | 140.687 | 46.82 | 11113.36 |
91 | 2022.11.23 14:30 | t/p | 22 | 0.10 | 140.687 | 141.457 | 140.687 | 23.58 | 11136.94 |
92 | 2022.12.02 04:00 | buy | 23 | 0.10 | 135.187 | 0.000 | 0.000 | ||
93 | 2022.12.02 04:00 | modify | 23 | 0.10 | 135.187 | 133.987 | 136.587 | ||
94 | 2022.12.02 08:40 | s/l | 23 | 0.10 | 133.987 | 133.987 | 136.587 | -89.80 | 11047.14 |
95 | 2022.12.16 00:00 | sell | 24 | 0.10 | 137.746 | 0.000 | 0.000 | ||
96 | 2022.12.16 00:00 | modify | 24 | 0.10 | 137.746 | 138.946 | 136.346 | ||
97 | 2022.12.16 09:25 | sell | 25 | 0.10 | 137.026 | 0.000 | 0.000 | ||
98 | 2022.12.16 09:25 | modify | 25 | 0.10 | 137.026 | 137.466 | 136.346 | ||
99 | 2022.12.16 09:25 | sell | 26 | 0.10 | 137.026 | 0.000 | 0.000 | ||
100 | 2022.12.16 09:25 | modify | 26 | 0.10 | 137.026 | 137.396 | 136.346 | ||
101 | 2022.12.16 09:25 | modify | 24 | 0.10 | 137.746 | 137.396 | 136.346 | ||
102 | 2022.12.16 09:30 | modify | 25 | 0.10 | 137.026 | 137.396 | 136.346 | ||
103 | 2022.12.16 14:40 | sell | 27 | 0.10 | 136.689 | 0.000 | 0.000 | ||
104 | 2022.12.16 14:40 | modify | 27 | 0.10 | 136.689 | 137.116 | 136.346 | ||
105 | 2022.12.16 14:40 | modify | 26 | 0.10 | 137.026 | 137.116 | 136.346 | ||
106 | 2022.12.16 14:40 | modify | 25 | 0.10 | 137.026 | 137.116 | 136.346 | ||
107 | 2022.12.16 14:40 | modify | 24 | 0.10 | 137.746 | 137.116 | 136.346 | ||
108 | 2022.12.16 18:40 | t/p | 24 | 0.10 | 136.346 | 137.116 | 136.346 | 102.69 | 11149.83 |
109 | 2022.12.16 18:40 | t/p | 25 | 0.10 | 136.346 | 137.116 | 136.346 | 49.88 | 11199.71 |
110 | 2022.12.16 18:40 | t/p | 26 | 0.10 | 136.346 | 137.116 | 136.346 | 49.88 | 11249.59 |
111 | 2022.12.16 18:40 | t/p | 27 | 0.10 | 136.346 | 137.116 | 136.346 | 25.16 | 11274.75 |
112 | 2023.02.02 04:00 | buy | 28 | 0.10 | 128.637 | 0.000 | 0.000 | ||
113 | 2023.02.02 04:00 | modify | 28 | 0.10 | 128.637 | 127.437 | 130.037 | ||
114 | 2023.02.03 13:40 | t/p | 28 | 0.10 | 130.037 | 127.437 | 130.037 | 108.77 | 11383.52 |
115 | 2023.03.20 12:00 | buy | 29 | 0.10 | 131.079 | 0.000 | 0.000 | ||
116 | 2023.03.20 12:00 | modify | 29 | 0.10 | 131.079 | 129.879 | 132.479 | ||
117 | 2023.03.20 15:25 | buy | 30 | 0.10 | 131.803 | 0.000 | 0.000 | ||
118 | 2023.03.20 15:25 | modify | 30 | 0.10 | 131.803 | 131.359 | 132.479 | ||
119 | 2023.03.20 15:25 | buy | 31 | 0.10 | 131.803 | 0.000 | 0.000 | ||
120 | 2023.03.20 15:25 | modify | 31 | 0.10 | 131.803 | 131.429 | 132.479 | ||
121 | 2023.03.20 15:25 | modify | 29 | 0.10 | 131.079 | 131.429 | 132.479 | ||
122 | 2023.03.20 15:30 | modify | 30 | 0.10 | 131.803 | 131.429 | 132.479 | ||
123 | 2023.03.20 16:05 | s/l | 29 | 0.10 | 131.429 | 131.429 | 132.479 | 26.64 | 11410.16 |
124 | 2023.03.20 16:05 | s/l | 30 | 0.10 | 131.429 | 131.429 | 132.479 | -28.46 | 11381.70 |
125 | 2023.03.20 16:05 | s/l | 31 | 0.10 | 131.429 | 131.429 | 132.479 | -28.46 | 11353.24 |