Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=4; 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 | 7256 | Ticks modelled | 158762 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1535.36 | Gross profit | 1884.61 | Gross loss | -349.26 |
Profit factor | 5.40 | Expected payoff | 42.65 | ||
Absolute drawdown | 184.38 | Maximal drawdown | 328.44 (3.24%) | Relative drawdown | 3.24% (328.44) |
Total trades | 36 | Short positions (won %) | 28 (78.57%) | Long positions (won %) | 8 (100.00%) |
Profit trades (% of total) | 30 (83.33%) | Loss trades (% of total) | 6 (16.67%) | ||
Largest | profit trade | 114.82 | loss trade | -106.47 | |
Average | profit trade | 62.82 | loss trade | -58.21 | |
Maximum | consecutive wins (profit in money) | 14 (945.85) | consecutive losses (loss in money) | 2 (-141.10) | |
Maximal | consecutive profit (count of wins) | 945.85 (14) | consecutive loss (count of losses) | -141.10 (2) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.20 01:00 | sell | 1 | 0.10 | 139.590 | 0.000 | 0.000 | ||
2 | 2022.04.20 01:00 | modify | 1 | 0.10 | 139.590 | 140.990 | 138.090 | ||
3 | 2022.04.20 10:15 | sell | 2 | 0.10 | 138.754 | 0.000 | 0.000 | ||
4 | 2022.04.20 10:15 | modify | 2 | 0.10 | 138.754 | 139.215 | 138.090 | ||
5 | 2022.04.20 10:15 | modify | 1 | 0.10 | 139.590 | 139.215 | 138.090 | ||
6 | 2022.04.20 10:40 | sell | 3 | 0.10 | 138.836 | 0.000 | 0.000 | ||
7 | 2022.04.20 10:40 | modify | 3 | 0.10 | 138.836 | 139.290 | 138.090 | ||
8 | 2022.04.20 10:42 | modify | 3 | 0.10 | 138.836 | 139.215 | 138.090 | ||
9 | 2022.04.21 00:32 | s/l | 1 | 0.10 | 139.215 | 139.215 | 138.090 | 26.56 | 10026.56 |
10 | 2022.04.21 00:32 | s/l | 2 | 0.10 | 139.215 | 139.215 | 138.090 | -36.66 | 9989.89 |
11 | 2022.04.21 00:32 | s/l | 3 | 0.10 | 139.215 | 139.215 | 138.090 | -30.46 | 9959.43 |
12 | 2022.05.31 03:00 | sell | 4 | 0.10 | 137.779 | 0.000 | 0.000 | ||
13 | 2022.05.31 03:00 | modify | 4 | 0.10 | 137.779 | 139.179 | 136.279 | ||
14 | 2022.05.31 07:50 | sell | 5 | 0.10 | 137.021 | 0.000 | 0.000 | ||
15 | 2022.05.31 07:50 | modify | 5 | 0.10 | 137.021 | 137.479 | 136.279 | ||
16 | 2022.05.31 07:50 | modify | 4 | 0.10 | 137.779 | 137.479 | 136.279 | ||
17 | 2022.05.31 12:20 | s/l | 4 | 0.10 | 137.479 | 137.479 | 136.279 | 22.69 | 9982.12 |
18 | 2022.05.31 12:20 | s/l | 5 | 0.10 | 137.479 | 137.479 | 136.279 | -34.63 | 9947.49 |
19 | 2022.06.07 01:00 | sell | 6 | 0.10 | 141.273 | 0.000 | 0.000 | ||
20 | 2022.06.07 01:00 | modify | 6 | 0.10 | 141.273 | 142.673 | 139.773 | ||
21 | 2022.06.08 07:20 | s/l | 6 | 0.10 | 142.673 | 142.673 | 139.773 | -106.47 | 9841.02 |
22 | 2022.06.15 00:00 | sell | 7 | 0.10 | 141.182 | 0.000 | 0.000 | ||
23 | 2022.06.15 00:00 | modify | 7 | 0.10 | 141.182 | 142.582 | 139.682 | ||
24 | 2022.06.15 13:40 | sell | 8 | 0.10 | 140.345 | 0.000 | 0.000 | ||
25 | 2022.06.15 13:40 | modify | 8 | 0.10 | 140.345 | 140.807 | 139.682 | ||
26 | 2022.06.15 13:40 | modify | 7 | 0.10 | 141.182 | 140.807 | 139.682 | ||
27 | 2022.06.15 16:20 | t/p | 7 | 0.10 | 139.682 | 140.807 | 139.682 | 113.44 | 9954.46 |
28 | 2022.06.15 16:20 | t/p | 8 | 0.10 | 139.682 | 140.807 | 139.682 | 50.14 | 10004.60 |
29 | 2022.07.12 03:00 | buy | 9 | 0.10 | 137.509 | 0.000 | 0.000 | ||
30 | 2022.07.12 03:00 | modify | 9 | 0.10 | 137.509 | 136.109 | 139.009 | ||
31 | 2022.07.13 14:25 | buy | 10 | 0.10 | 138.339 | 0.000 | 0.000 | ||
32 | 2022.07.13 14:25 | modify | 10 | 0.10 | 138.339 | 137.884 | 139.009 | ||
33 | 2022.07.13 14:25 | modify | 9 | 0.10 | 137.509 | 137.884 | 139.009 | ||
34 | 2022.07.13 17:27 | buy | 11 | 0.10 | 138.287 | 0.000 | 0.000 | ||
35 | 2022.07.13 17:27 | modify | 11 | 0.10 | 138.287 | 137.809 | 139.009 | ||
36 | 2022.07.13 17:27 | modify | 11 | 0.10 | 138.287 | 137.884 | 139.009 | ||
37 | 2022.07.14 05:15 | buy | 12 | 0.10 | 138.711 | 0.000 | 0.000 | ||
38 | 2022.07.14 05:15 | modify | 12 | 0.10 | 138.711 | 138.034 | 139.009 | ||
39 | 2022.07.14 05:15 | modify | 10 | 0.10 | 138.339 | 138.034 | 139.009 | ||
40 | 2022.07.14 05:15 | modify | 11 | 0.10 | 138.287 | 138.034 | 139.009 | ||
41 | 2022.07.14 05:15 | modify | 9 | 0.10 | 137.509 | 138.034 | 139.009 | ||
42 | 2022.07.14 07:10 | t/p | 9 | 0.10 | 139.009 | 138.034 | 139.009 | 114.82 | 10119.42 |
43 | 2022.07.14 07:10 | t/p | 10 | 0.10 | 139.009 | 138.034 | 139.009 | 51.67 | 10171.09 |
44 | 2022.07.14 07:10 | t/p | 11 | 0.10 | 139.009 | 138.034 | 139.009 | 55.61 | 10226.70 |
45 | 2022.07.14 07:10 | t/p | 12 | 0.10 | 139.009 | 138.034 | 139.009 | 22.56 | 10249.26 |
46 | 2022.07.27 03:00 | sell | 13 | 0.10 | 138.974 | 0.000 | 0.000 | ||
47 | 2022.07.27 03:00 | modify | 13 | 0.10 | 138.974 | 140.374 | 137.474 | ||
48 | 2022.07.28 02:25 | sell | 14 | 0.10 | 138.134 | 0.000 | 0.000 | ||
49 | 2022.07.28 02:25 | modify | 14 | 0.10 | 138.134 | 138.599 | 137.474 | ||
50 | 2022.07.28 02:25 | modify | 13 | 0.10 | 138.974 | 138.599 | 137.474 | ||
51 | 2022.07.28 03:57 | sell | 15 | 0.10 | 138.208 | 0.000 | 0.000 | ||
52 | 2022.07.28 03:57 | modify | 15 | 0.10 | 138.208 | 138.674 | 137.474 | ||
53 | 2022.07.28 03:59 | modify | 15 | 0.10 | 138.208 | 138.599 | 137.474 | ||
54 | 2022.07.28 10:45 | t/p | 13 | 0.10 | 137.474 | 138.599 | 137.474 | 111.63 | 10360.89 |
55 | 2022.07.28 10:45 | t/p | 14 | 0.10 | 137.474 | 138.599 | 137.474 | 49.91 | 10410.80 |
56 | 2022.07.28 10:45 | t/p | 15 | 0.10 | 137.474 | 138.599 | 137.474 | 55.51 | 10466.31 |
57 | 2022.08.02 03:00 | buy | 16 | 0.10 | 134.287 | 0.000 | 0.000 | ||
58 | 2022.08.02 03:00 | modify | 16 | 0.10 | 134.287 | 132.887 | 135.787 | ||
59 | 2022.08.02 17:25 | buy | 17 | 0.10 | 135.052 | 0.000 | 0.000 | ||
60 | 2022.08.02 17:25 | modify | 17 | 0.10 | 135.052 | 134.587 | 135.787 | ||
61 | 2022.08.02 17:25 | modify | 16 | 0.10 | 134.287 | 134.587 | 135.787 | ||
62 | 2022.08.02 17:40 | buy | 18 | 0.10 | 135.128 | 0.000 | 0.000 | ||
63 | 2022.08.02 17:40 | modify | 18 | 0.10 | 135.128 | 134.662 | 135.787 | ||
64 | 2022.08.02 17:40 | modify | 17 | 0.10 | 135.052 | 134.662 | 135.787 | ||
65 | 2022.08.02 17:40 | modify | 16 | 0.10 | 134.287 | 134.662 | 135.787 | ||
66 | 2022.08.02 22:07 | buy | 19 | 0.10 | 135.507 | 0.000 | 0.000 | ||
67 | 2022.08.02 22:07 | modify | 19 | 0.10 | 135.507 | 134.812 | 135.787 | ||
68 | 2022.08.02 22:07 | modify | 18 | 0.10 | 135.128 | 134.812 | 135.787 | ||
69 | 2022.08.02 22:07 | modify | 17 | 0.10 | 135.052 | 134.812 | 135.787 | ||
70 | 2022.08.02 22:07 | modify | 16 | 0.10 | 134.287 | 134.812 | 135.787 | ||
71 | 2022.08.03 00:15 | t/p | 16 | 0.10 | 135.787 | 134.812 | 135.787 | 113.87 | 10580.17 |
72 | 2022.08.03 00:15 | t/p | 17 | 0.10 | 135.787 | 134.812 | 135.787 | 55.96 | 10636.13 |
73 | 2022.08.03 00:15 | t/p | 18 | 0.10 | 135.787 | 134.812 | 135.787 | 50.21 | 10686.34 |
74 | 2022.08.03 00:15 | t/p | 19 | 0.10 | 135.787 | 134.812 | 135.787 | 21.51 | 10707.84 |
75 | 2022.08.03 02:00 | sell | 20 | 0.10 | 135.899 | 0.000 | 0.000 | ||
76 | 2022.08.03 02:00 | modify | 20 | 0.10 | 135.899 | 137.299 | 134.399 | ||
77 | 2022.08.03 03:55 | sell | 21 | 0.10 | 135.134 | 0.000 | 0.000 | ||
78 | 2022.08.03 03:55 | modify | 21 | 0.10 | 135.134 | 135.599 | 134.399 | ||
79 | 2022.08.03 03:55 | modify | 20 | 0.10 | 135.899 | 135.599 | 134.399 | ||
80 | 2022.08.03 05:50 | s/l | 20 | 0.10 | 135.599 | 135.599 | 134.399 | 22.69 | 10730.53 |
81 | 2022.08.03 05:50 | s/l | 21 | 0.10 | 135.599 | 135.599 | 134.399 | -35.16 | 10695.37 |
82 | 2022.09.06 03:00 | sell | 22 | 0.10 | 139.893 | 0.000 | 0.000 | ||
83 | 2022.09.06 03:00 | modify | 22 | 0.10 | 139.893 | 141.293 | 138.393 | ||
84 | 2022.09.06 07:20 | s/l | 22 | 0.10 | 141.293 | 141.293 | 138.393 | -105.87 | 10589.50 |
85 | 2022.09.09 02:00 | sell | 23 | 0.10 | 144.398 | 0.000 | 0.000 | ||
86 | 2022.09.09 02:00 | modify | 23 | 0.10 | 144.398 | 145.798 | 142.898 | ||
87 | 2022.09.09 04:20 | sell | 24 | 0.10 | 143.623 | 0.000 | 0.000 | ||
88 | 2022.09.09 04:20 | modify | 24 | 0.10 | 143.623 | 144.098 | 142.898 | ||
89 | 2022.09.09 04:20 | modify | 23 | 0.10 | 144.398 | 144.098 | 142.898 | ||
90 | 2022.09.09 08:20 | sell | 25 | 0.10 | 143.548 | 0.000 | 0.000 | ||
91 | 2022.09.09 08:20 | modify | 25 | 0.10 | 143.548 | 144.023 | 142.898 | ||
92 | 2022.09.09 08:20 | modify | 24 | 0.10 | 143.623 | 144.023 | 142.898 | ||
93 | 2022.09.09 08:20 | modify | 23 | 0.10 | 144.398 | 144.023 | 142.898 | ||
94 | 2022.09.09 10:05 | sell | 26 | 0.10 | 143.174 | 0.000 | 0.000 | ||
95 | 2022.09.09 10:05 | modify | 26 | 0.10 | 143.174 | 143.873 | 142.898 | ||
96 | 2022.09.09 10:05 | modify | 25 | 0.10 | 143.548 | 143.873 | 142.898 | ||
97 | 2022.09.09 10:05 | modify | 24 | 0.10 | 143.623 | 143.873 | 142.898 | ||
98 | 2022.09.09 10:05 | modify | 23 | 0.10 | 144.398 | 143.873 | 142.898 | ||
99 | 2022.09.09 10:45 | t/p | 23 | 0.10 | 142.898 | 143.873 | 142.898 | 113.43 | 10702.93 |
100 | 2022.09.09 10:45 | t/p | 24 | 0.10 | 142.898 | 143.873 | 142.898 | 54.83 | 10757.76 |
101 | 2022.09.09 10:45 | t/p | 25 | 0.10 | 142.898 | 143.873 | 142.898 | 49.16 | 10806.92 |
102 | 2022.09.09 10:45 | t/p | 26 | 0.10 | 142.898 | 143.873 | 142.898 | 20.87 | 10827.79 |
103 | 2022.09.20 00:00 | sell | 27 | 0.10 | 143.613 | 0.000 | 0.000 | ||
104 | 2022.09.20 00:00 | modify | 27 | 0.10 | 143.613 | 145.013 | 142.113 | ||
105 | 2022.09.21 06:50 | t/p | 27 | 0.10 | 142.113 | 145.013 | 142.113 | 112.83 | 10940.62 |
106 | 2022.10.06 02:00 | sell | 28 | 0.10 | 143.372 | 0.000 | 0.000 | ||
107 | 2022.10.06 02:00 | modify | 28 | 0.10 | 143.372 | 144.772 | 141.872 | ||
108 | 2022.10.06 12:16 | sell | 29 | 0.10 | 142.617 | 0.000 | 0.000 | ||
109 | 2022.10.06 12:16 | modify | 29 | 0.10 | 142.617 | 143.072 | 141.872 | ||
110 | 2022.10.06 12:16 | modify | 28 | 0.10 | 143.372 | 143.072 | 141.872 | ||
111 | 2022.10.06 13:15 | sell | 30 | 0.10 | 142.534 | 0.000 | 0.000 | ||
112 | 2022.10.06 13:15 | modify | 30 | 0.10 | 142.534 | 142.997 | 141.872 | ||
113 | 2022.10.06 13:15 | modify | 29 | 0.10 | 142.617 | 142.997 | 141.872 | ||
114 | 2022.10.06 13:15 | modify | 28 | 0.10 | 143.372 | 142.997 | 141.872 | ||
115 | 2022.10.06 13:50 | sell | 31 | 0.10 | 142.164 | 0.000 | 0.000 | ||
116 | 2022.10.06 13:50 | modify | 31 | 0.10 | 142.164 | 142.847 | 141.872 | ||
117 | 2022.10.06 13:50 | modify | 30 | 0.10 | 142.534 | 142.847 | 141.872 | ||
118 | 2022.10.06 13:50 | modify | 29 | 0.10 | 142.617 | 142.847 | 141.872 | ||
119 | 2022.10.06 13:50 | modify | 28 | 0.10 | 143.372 | 142.847 | 141.872 | ||
120 | 2022.10.07 06:20 | t/p | 28 | 0.10 | 141.872 | 142.847 | 141.872 | 112.84 | 11053.46 |
121 | 2022.10.07 06:20 | t/p | 29 | 0.10 | 141.872 | 142.847 | 141.872 | 55.74 | 11109.20 |
122 | 2022.10.07 06:20 | t/p | 30 | 0.10 | 141.872 | 142.847 | 141.872 | 49.47 | 11158.67 |
123 | 2022.10.07 06:20 | t/p | 31 | 0.10 | 141.872 | 142.847 | 141.872 | 21.49 | 11180.16 |
124 | 2022.12.20 03:00 | sell | 32 | 0.10 | 145.576 | 0.000 | 0.000 | ||
125 | 2022.12.20 03:00 | modify | 32 | 0.10 | 145.576 | 146.976 | 144.076 | ||
126 | 2022.12.20 03:15 | t/p | 32 | 0.10 | 144.076 | 146.976 | 144.076 | 113.44 | 11293.60 |
127 | 2023.02.06 02:00 | sell | 33 | 0.10 | 142.656 | 0.000 | 0.000 | ||
128 | 2023.02.06 02:00 | modify | 33 | 0.10 | 142.656 | 144.056 | 141.156 | ||
129 | 2023.02.07 06:20 | sell | 34 | 0.10 | 141.900 | 0.000 | 0.000 | ||
130 | 2023.02.07 06:20 | modify | 34 | 0.10 | 141.900 | 142.356 | 141.156 | ||
131 | 2023.02.07 06:20 | modify | 33 | 0.10 | 142.656 | 142.356 | 141.156 | ||
132 | 2023.02.07 07:10 | sell | 35 | 0.10 | 141.821 | 0.000 | 0.000 | ||
133 | 2023.02.07 07:10 | modify | 35 | 0.10 | 141.821 | 142.281 | 141.156 | ||
134 | 2023.02.07 07:10 | modify | 34 | 0.10 | 141.900 | 142.281 | 141.156 | ||
135 | 2023.02.07 07:10 | modify | 33 | 0.10 | 142.656 | 142.281 | 141.156 | ||
136 | 2023.02.07 11:45 | sell | 36 | 0.10 | 141.452 | 0.000 | 0.000 | ||
137 | 2023.02.07 11:45 | modify | 36 | 0.10 | 141.452 | 142.131 | 141.156 | ||
138 | 2023.02.07 11:45 | modify | 35 | 0.10 | 141.821 | 142.131 | 141.156 | ||
139 | 2023.02.07 11:45 | modify | 34 | 0.10 | 141.900 | 142.131 | 141.156 | ||
140 | 2023.02.07 11:45 | modify | 33 | 0.10 | 142.656 | 142.131 | 141.156 | ||
141 | 2023.02.07 13:45 | t/p | 33 | 0.10 | 141.156 | 142.131 | 141.156 | 112.83 | 11406.43 |
142 | 2023.02.07 13:45 | t/p | 34 | 0.10 | 141.156 | 142.131 | 141.156 | 56.26 | 11462.69 |
143 | 2023.02.07 13:45 | t/p | 35 | 0.10 | 141.156 | 142.131 | 141.156 | 50.29 | 11512.98 |
144 | 2023.02.07 13:45 | t/p | 36 | 0.10 | 141.156 | 142.131 | 141.156 | 22.38 | 11535.36 |