Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 23:59 (2022.04.01 - 2023.04.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=40; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 219.12 | Gross profit | 518.46 | Gross loss | -299.34 |
Profit factor | 1.73 | Expected payoff | 10.43 | ||
Absolute drawdown | 9.79 | Maximal drawdown | 109.00 (1.07%) | Relative drawdown | 1.07% (109.00) |
Total trades | 21 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 8 (37.50%) |
Profit trades (% of total) | 9 (42.86%) | Loss trades (% of total) | 12 (57.14%) | ||
Largest | profit trade | 91.36 | loss trade | -30.96 | |
Average | profit trade | 57.61 | loss trade | -24.94 | |
Maximum | consecutive wins (profit in money) | 2 (112.82) | consecutive losses (loss in money) | 3 (-90.30) | |
Maximal | consecutive profit (count of wins) | 112.82 (2) | consecutive loss (count of losses) | -90.30 (3) | |
Average | consecutive wins | 1 | 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 | 94.191 | 92.591 | ||
3 | 2022.04.07 04:00 | t/p | 1 | 0.10 | 92.591 | 94.191 | 92.591 | 87.92 | 10087.92 |
4 | 2022.04.22 12:00 | buy | 2 | 0.10 | 93.731 | 0.000 | 0.000 | ||
5 | 2022.04.22 12:00 | modify | 2 | 0.10 | 93.731 | 93.331 | 94.931 | ||
6 | 2022.04.22 16:00 | s/l | 2 | 0.10 | 93.331 | 93.331 | 94.931 | -30.28 | 10057.64 |
7 | 2022.06.01 16:00 | sell | 3 | 0.10 | 93.177 | 0.000 | 0.000 | ||
8 | 2022.06.01 16:00 | modify | 3 | 0.10 | 93.177 | 93.577 | 91.977 | ||
9 | 2022.06.01 20:00 | s/l | 3 | 0.10 | 93.577 | 93.577 | 91.977 | -30.25 | 10027.39 |
10 | 2022.07.29 16:00 | buy | 4 | 0.10 | 93.063 | 0.000 | 0.000 | ||
11 | 2022.07.29 16:00 | modify | 4 | 0.10 | 93.063 | 92.663 | 94.263 | ||
12 | 2022.08.01 04:00 | s/l | 4 | 0.10 | 92.663 | 92.663 | 94.263 | -29.77 | 9997.62 |
13 | 2022.08.02 12:00 | buy | 5 | 0.10 | 90.872 | 0.000 | 0.000 | ||
14 | 2022.08.02 12:00 | modify | 5 | 0.10 | 90.872 | 90.472 | 92.072 | ||
15 | 2022.08.02 20:00 | t/p | 5 | 0.10 | 92.072 | 90.472 | 92.072 | 90.85 | 10088.47 |
16 | 2022.09.09 08:00 | sell | 6 | 0.10 | 97.668 | 0.000 | 0.000 | ||
17 | 2022.09.09 08:00 | modify | 6 | 0.10 | 97.668 | 98.068 | 96.468 | ||
18 | 2022.09.11 20:00 | sell | 7 | 0.10 | 97.114 | 0.000 | 0.000 | ||
19 | 2022.09.11 20:00 | modify | 7 | 0.10 | 97.114 | 97.368 | 96.468 | ||
20 | 2022.09.11 20:00 | modify | 6 | 0.10 | 97.668 | 97.368 | 96.468 | ||
21 | 2022.09.12 00:00 | s/l | 6 | 0.10 | 97.368 | 97.368 | 96.468 | 21.97 | 10110.44 |
22 | 2022.09.12 00:00 | s/l | 7 | 0.10 | 97.368 | 97.368 | 96.468 | -19.92 | 10090.53 |
23 | 2022.10.14 08:00 | sell | 8 | 0.10 | 93.262 | 0.000 | 0.000 | ||
24 | 2022.10.14 08:00 | modify | 8 | 0.10 | 93.262 | 93.662 | 92.062 | ||
25 | 2022.10.17 16:00 | s/l | 8 | 0.10 | 93.662 | 93.662 | 92.062 | -30.96 | 10059.57 |
26 | 2022.11.03 16:00 | buy | 9 | 0.10 | 93.286 | 0.000 | 0.000 | ||
27 | 2022.11.03 16:00 | modify | 9 | 0.10 | 93.286 | 92.886 | 94.486 | ||
28 | 2022.11.04 16:00 | t/p | 9 | 0.10 | 94.486 | 92.886 | 94.486 | 91.36 | 10150.93 |
29 | 2022.11.10 12:00 | buy | 10 | 0.10 | 93.694 | 0.000 | 0.000 | ||
30 | 2022.11.10 12:00 | modify | 10 | 0.10 | 93.694 | 93.294 | 94.894 | ||
31 | 2022.11.10 16:00 | s/l | 10 | 0.10 | 93.294 | 93.294 | 94.894 | -30.28 | 10120.65 |
32 | 2022.12.13 12:00 | sell | 11 | 0.10 | 93.104 | 0.000 | 0.000 | ||
33 | 2022.12.13 12:00 | modify | 11 | 0.10 | 93.104 | 93.504 | 91.904 | ||
34 | 2022.12.14 04:00 | sell | 12 | 0.10 | 92.546 | 0.000 | 0.000 | ||
35 | 2022.12.14 04:00 | modify | 12 | 0.10 | 92.546 | 92.804 | 91.904 | ||
36 | 2022.12.14 04:00 | modify | 11 | 0.10 | 93.104 | 92.804 | 91.904 | ||
37 | 2022.12.14 08:00 | s/l | 11 | 0.10 | 92.804 | 92.804 | 91.904 | 21.98 | 10142.64 |
38 | 2022.12.14 08:00 | s/l | 12 | 0.10 | 92.804 | 92.804 | 91.904 | -19.51 | 10123.13 |
39 | 2022.12.20 12:00 | buy | 13 | 0.10 | 88.507 | 0.000 | 0.000 | ||
40 | 2022.12.20 12:00 | modify | 13 | 0.10 | 88.507 | 88.107 | 89.707 | ||
41 | 2022.12.20 16:00 | s/l | 13 | 0.10 | 88.107 | 88.107 | 89.707 | -30.28 | 10092.85 |
42 | 2023.01.09 16:00 | sell | 14 | 0.10 | 91.598 | 0.000 | 0.000 | ||
43 | 2023.01.09 16:00 | modify | 14 | 0.10 | 91.598 | 91.998 | 90.398 | ||
44 | 2023.01.09 20:00 | sell | 15 | 0.10 | 91.237 | 0.000 | 0.000 | ||
45 | 2023.01.09 20:00 | modify | 15 | 0.10 | 91.237 | 91.538 | 90.398 | ||
46 | 2023.01.09 20:00 | modify | 14 | 0.10 | 91.598 | 91.538 | 90.398 | ||
47 | 2023.01.11 00:00 | sell | 16 | 0.10 | 91.058 | 0.000 | 0.000 | ||
48 | 2023.01.11 00:00 | modify | 16 | 0.10 | 91.058 | 91.298 | 90.398 | ||
49 | 2023.01.11 00:00 | modify | 15 | 0.10 | 91.237 | 91.298 | 90.398 | ||
50 | 2023.01.11 00:00 | modify | 14 | 0.10 | 91.598 | 91.298 | 90.398 | ||
51 | 2023.01.11 04:00 | s/l | 14 | 0.10 | 91.298 | 91.298 | 90.398 | 21.27 | 10114.12 |
52 | 2023.01.11 04:00 | s/l | 15 | 0.10 | 91.298 | 91.298 | 90.398 | -6.03 | 10108.08 |
53 | 2023.01.11 04:00 | s/l | 16 | 0.10 | 91.298 | 91.298 | 90.398 | -18.15 | 10089.93 |
54 | 2023.01.18 08:00 | sell | 17 | 0.10 | 91.420 | 0.000 | 0.000 | ||
55 | 2023.01.18 08:00 | modify | 17 | 0.10 | 91.420 | 91.820 | 90.220 | ||
56 | 2023.01.18 16:00 | t/p | 17 | 0.10 | 90.220 | 91.820 | 90.220 | 90.74 | 10180.67 |
57 | 2023.01.25 08:00 | sell | 18 | 0.10 | 92.553 | 0.000 | 0.000 | ||
58 | 2023.01.25 08:00 | modify | 18 | 0.10 | 92.553 | 92.953 | 91.353 | ||
59 | 2023.01.27 16:00 | sell | 19 | 0.10 | 92.183 | 0.000 | 0.000 | ||
60 | 2023.01.27 16:00 | modify | 19 | 0.10 | 92.183 | 92.493 | 91.353 | ||
61 | 2023.01.27 16:00 | modify | 18 | 0.10 | 92.553 | 92.493 | 91.353 | ||
62 | 2023.01.30 04:00 | s/l | 18 | 0.10 | 92.493 | 92.493 | 91.353 | 1.01 | 10181.69 |
63 | 2023.01.30 04:00 | s/l | 19 | 0.10 | 92.493 | 92.493 | 91.353 | -24.15 | 10157.54 |
64 | 2023.02.10 12:00 | buy | 20 | 0.10 | 90.613 | 0.000 | 0.000 | ||
65 | 2023.02.10 12:00 | modify | 20 | 0.10 | 90.613 | 90.213 | 91.813 | ||
66 | 2023.02.13 12:00 | t/p | 20 | 0.10 | 91.813 | 90.213 | 91.813 | 91.35 | 10248.89 |
67 | 2023.03.06 16:00 | buy | 21 | 0.10 | 91.560 | 0.000 | 0.000 | ||
68 | 2023.03.06 16:00 | modify | 21 | 0.10 | 91.560 | 91.160 | 92.760 | ||
69 | 2023.03.07 04:00 | s/l | 21 | 0.10 | 91.160 | 91.160 | 92.760 | -29.77 | 10219.12 |