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=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 | 79433 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 888.99 | Gross profit | 1190.62 | Gross loss | -301.64 |
Profit factor | 3.95 | Expected payoff | 22.79 | ||
Absolute drawdown | 28.84 | Maximal drawdown | 179.53 (1.65%) | Relative drawdown | 1.65% (179.53) |
Total trades | 39 | Short positions (won %) | 23 (56.52%) | Long positions (won %) | 16 (68.75%) |
Profit trades (% of total) | 24 (61.54%) | Loss trades (% of total) | 15 (38.46%) | ||
Largest | profit trade | 91.36 | loss trade | -30.28 | |
Average | profit trade | 49.61 | loss trade | -20.11 | |
Maximum | consecutive wins (profit in money) | 6 (280.38) | consecutive losses (loss in money) | 3 (-90.30) | |
Maximal | consecutive profit (count of wins) | 280.38 (6) | consecutive loss (count of losses) | -90.30 (3) | |
Average | consecutive wins | 3 | 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 | 2022.04.06 14:50 | sell | 2 | 0.10 | 93.250 | 0.000 | 0.000 | ||
4 | 2022.04.06 14:50 | modify | 2 | 0.10 | 93.250 | 93.491 | 92.591 | ||
5 | 2022.04.06 14:50 | modify | 1 | 0.10 | 93.791 | 93.491 | 92.591 | ||
6 | 2022.04.06 19:00 | sell | 3 | 0.10 | 92.944 | 0.000 | 0.000 | ||
7 | 2022.04.06 19:00 | modify | 3 | 0.10 | 92.944 | 93.251 | 92.591 | ||
8 | 2022.04.06 19:00 | modify | 2 | 0.10 | 93.250 | 93.251 | 92.591 | ||
9 | 2022.04.06 19:00 | modify | 1 | 0.10 | 93.791 | 93.251 | 92.591 | ||
10 | 2022.04.07 02:40 | t/p | 1 | 0.10 | 92.591 | 93.251 | 92.591 | 87.92 | 10087.92 |
11 | 2022.04.07 02:40 | t/p | 2 | 0.10 | 92.591 | 93.251 | 92.591 | 47.71 | 10135.63 |
12 | 2022.04.07 02:40 | t/p | 3 | 0.10 | 92.591 | 93.251 | 92.591 | 24.57 | 10160.21 |
13 | 2022.04.22 12:00 | buy | 4 | 0.10 | 93.731 | 0.000 | 0.000 | ||
14 | 2022.04.22 12:00 | modify | 4 | 0.10 | 93.731 | 93.331 | 94.931 | ||
15 | 2022.04.22 13:40 | s/l | 4 | 0.10 | 93.331 | 93.331 | 94.931 | -30.28 | 10129.93 |
16 | 2022.06.01 16:00 | sell | 5 | 0.10 | 93.177 | 0.000 | 0.000 | ||
17 | 2022.06.01 16:00 | modify | 5 | 0.10 | 93.177 | 93.577 | 91.977 | ||
18 | 2022.06.01 18:30 | s/l | 5 | 0.10 | 93.577 | 93.577 | 91.977 | -30.25 | 10099.68 |
19 | 2022.07.29 16:00 | buy | 6 | 0.10 | 93.063 | 0.000 | 0.000 | ||
20 | 2022.07.29 16:00 | modify | 6 | 0.10 | 93.063 | 92.663 | 94.263 | ||
21 | 2022.08.01 01:20 | s/l | 6 | 0.10 | 92.663 | 92.663 | 94.263 | -29.77 | 10069.91 |
22 | 2022.08.02 12:00 | buy | 7 | 0.10 | 90.872 | 0.000 | 0.000 | ||
23 | 2022.08.02 12:00 | modify | 7 | 0.10 | 90.872 | 90.472 | 92.072 | ||
24 | 2022.08.02 14:20 | buy | 8 | 0.10 | 91.248 | 0.000 | 0.000 | ||
25 | 2022.08.02 14:20 | modify | 8 | 0.10 | 91.248 | 90.932 | 92.072 | ||
26 | 2022.08.02 14:20 | modify | 7 | 0.10 | 90.872 | 90.932 | 92.072 | ||
27 | 2022.08.02 14:30 | buy | 9 | 0.10 | 91.424 | 0.000 | 0.000 | ||
28 | 2022.08.02 14:30 | modify | 9 | 0.10 | 91.424 | 91.172 | 92.072 | ||
29 | 2022.08.02 14:30 | modify | 8 | 0.10 | 91.248 | 91.172 | 92.072 | ||
30 | 2022.08.02 14:30 | modify | 7 | 0.10 | 90.872 | 91.172 | 92.072 | ||
31 | 2022.08.02 17:40 | t/p | 7 | 0.10 | 92.072 | 91.172 | 92.072 | 90.85 | 10160.76 |
32 | 2022.08.02 17:40 | t/p | 8 | 0.10 | 92.072 | 91.172 | 92.072 | 62.38 | 10223.14 |
33 | 2022.08.02 17:40 | t/p | 9 | 0.10 | 92.072 | 91.172 | 92.072 | 49.06 | 10272.20 |
34 | 2022.09.09 08:00 | sell | 10 | 0.10 | 97.668 | 0.000 | 0.000 | ||
35 | 2022.09.09 08:00 | modify | 10 | 0.10 | 97.668 | 98.068 | 96.468 | ||
36 | 2022.09.09 10:20 | sell | 11 | 0.10 | 97.306 | 0.000 | 0.000 | ||
37 | 2022.09.09 10:20 | modify | 11 | 0.10 | 97.306 | 97.608 | 96.468 | ||
38 | 2022.09.09 10:20 | modify | 10 | 0.10 | 97.668 | 97.608 | 96.468 | ||
39 | 2022.09.09 10:50 | sell | 12 | 0.10 | 97.103 | 0.000 | 0.000 | ||
40 | 2022.09.09 10:50 | modify | 12 | 0.10 | 97.103 | 97.368 | 96.468 | ||
41 | 2022.09.09 10:50 | modify | 11 | 0.10 | 97.306 | 97.368 | 96.468 | ||
42 | 2022.09.09 10:50 | modify | 10 | 0.10 | 97.668 | 97.368 | 96.468 | ||
43 | 2022.09.09 11:30 | s/l | 10 | 0.10 | 97.368 | 97.368 | 96.468 | 22.68 | 10294.88 |
44 | 2022.09.09 11:30 | s/l | 11 | 0.10 | 97.368 | 97.368 | 96.468 | -4.69 | 10290.19 |
45 | 2022.09.09 11:30 | s/l | 12 | 0.10 | 97.368 | 97.368 | 96.468 | -20.04 | 10270.15 |
46 | 2022.10.14 08:00 | sell | 13 | 0.10 | 93.262 | 0.000 | 0.000 | ||
47 | 2022.10.14 08:00 | modify | 13 | 0.10 | 93.262 | 93.662 | 92.062 | ||
48 | 2022.10.14 11:40 | sell | 14 | 0.10 | 92.701 | 0.000 | 0.000 | ||
49 | 2022.10.14 11:40 | modify | 14 | 0.10 | 92.701 | 92.962 | 92.062 | ||
50 | 2022.10.14 11:40 | modify | 13 | 0.10 | 93.262 | 92.962 | 92.062 | ||
51 | 2022.10.14 12:20 | s/l | 13 | 0.10 | 92.962 | 92.962 | 92.062 | 22.69 | 10292.84 |
52 | 2022.10.14 12:20 | s/l | 14 | 0.10 | 92.962 | 92.962 | 92.062 | -19.74 | 10273.10 |
53 | 2022.11.03 16:00 | buy | 15 | 0.10 | 93.286 | 0.000 | 0.000 | ||
54 | 2022.11.03 16:00 | modify | 15 | 0.10 | 93.286 | 92.886 | 94.486 | ||
55 | 2022.11.04 03:20 | buy | 16 | 0.10 | 93.675 | 0.000 | 0.000 | ||
56 | 2022.11.04 03:20 | modify | 16 | 0.10 | 93.675 | 93.346 | 94.486 | ||
57 | 2022.11.04 03:20 | modify | 15 | 0.10 | 93.286 | 93.346 | 94.486 | ||
58 | 2022.11.04 03:40 | buy | 17 | 0.10 | 93.840 | 0.000 | 0.000 | ||
59 | 2022.11.04 03:40 | modify | 17 | 0.10 | 93.840 | 93.586 | 94.486 | ||
60 | 2022.11.04 03:40 | modify | 16 | 0.10 | 93.675 | 93.586 | 94.486 | ||
61 | 2022.11.04 03:40 | modify | 15 | 0.10 | 93.286 | 93.586 | 94.486 | ||
62 | 2022.11.04 10:30 | buy | 18 | 0.10 | 94.139 | 0.000 | 0.000 | ||
63 | 2022.11.04 10:30 | modify | 18 | 0.10 | 94.139 | 93.826 | 94.486 | ||
64 | 2022.11.04 10:30 | modify | 17 | 0.10 | 93.840 | 93.826 | 94.486 | ||
65 | 2022.11.04 10:30 | modify | 16 | 0.10 | 93.675 | 93.826 | 94.486 | ||
66 | 2022.11.04 10:30 | modify | 15 | 0.10 | 93.286 | 93.826 | 94.486 | ||
67 | 2022.11.04 12:30 | t/p | 15 | 0.10 | 94.486 | 93.826 | 94.486 | 91.36 | 10364.46 |
68 | 2022.11.04 12:30 | t/p | 16 | 0.10 | 94.486 | 93.826 | 94.486 | 61.40 | 10425.86 |
69 | 2022.11.04 12:30 | t/p | 17 | 0.10 | 94.486 | 93.826 | 94.486 | 48.91 | 10474.77 |
70 | 2022.11.04 12:30 | t/p | 18 | 0.10 | 94.486 | 93.826 | 94.486 | 26.27 | 10501.04 |
71 | 2022.11.10 12:00 | buy | 19 | 0.10 | 93.694 | 0.000 | 0.000 | ||
72 | 2022.11.10 12:00 | modify | 19 | 0.10 | 93.694 | 93.294 | 94.894 | ||
73 | 2022.11.10 14:30 | s/l | 19 | 0.10 | 93.294 | 93.294 | 94.894 | -30.28 | 10470.76 |
74 | 2022.12.13 12:00 | sell | 20 | 0.10 | 93.104 | 0.000 | 0.000 | ||
75 | 2022.12.13 12:00 | modify | 20 | 0.10 | 93.104 | 93.504 | 91.904 | ||
76 | 2022.12.13 18:15 | sell | 21 | 0.10 | 92.743 | 0.000 | 0.000 | ||
77 | 2022.12.13 18:15 | modify | 21 | 0.10 | 92.743 | 93.044 | 91.904 | ||
78 | 2022.12.13 18:15 | modify | 20 | 0.10 | 93.104 | 93.044 | 91.904 | ||
79 | 2022.12.14 00:30 | sell | 22 | 0.10 | 92.538 | 0.000 | 0.000 | ||
80 | 2022.12.14 00:30 | modify | 22 | 0.10 | 92.538 | 92.804 | 91.904 | ||
81 | 2022.12.14 00:30 | modify | 21 | 0.10 | 92.743 | 92.804 | 91.904 | ||
82 | 2022.12.14 00:30 | modify | 20 | 0.10 | 93.104 | 92.804 | 91.904 | ||
83 | 2022.12.14 06:40 | s/l | 20 | 0.10 | 92.804 | 92.804 | 91.904 | 21.98 | 10492.74 |
84 | 2022.12.14 06:40 | s/l | 21 | 0.10 | 92.804 | 92.804 | 91.904 | -5.32 | 10487.42 |
85 | 2022.12.14 06:40 | s/l | 22 | 0.10 | 92.804 | 92.804 | 91.904 | -20.11 | 10467.31 |
86 | 2022.12.20 12:00 | buy | 23 | 0.10 | 88.507 | 0.000 | 0.000 | ||
87 | 2022.12.20 12:00 | modify | 23 | 0.10 | 88.507 | 88.107 | 89.707 | ||
88 | 2022.12.20 13:30 | s/l | 23 | 0.10 | 88.107 | 88.107 | 89.707 | -30.28 | 10437.03 |
89 | 2023.01.09 16:00 | sell | 24 | 0.10 | 91.598 | 0.000 | 0.000 | ||
90 | 2023.01.09 16:00 | modify | 24 | 0.10 | 91.598 | 91.998 | 90.398 | ||
91 | 2023.01.09 18:40 | sell | 25 | 0.10 | 91.231 | 0.000 | 0.000 | ||
92 | 2023.01.09 18:40 | modify | 25 | 0.10 | 91.231 | 91.538 | 90.398 | ||
93 | 2023.01.09 18:40 | modify | 24 | 0.10 | 91.598 | 91.538 | 90.398 | ||
94 | 2023.01.09 22:15 | sell | 26 | 0.10 | 91.055 | 0.000 | 0.000 | ||
95 | 2023.01.09 22:15 | modify | 26 | 0.10 | 91.055 | 91.298 | 90.398 | ||
96 | 2023.01.09 22:15 | modify | 25 | 0.10 | 91.231 | 91.298 | 90.398 | ||
97 | 2023.01.09 22:15 | modify | 24 | 0.10 | 91.598 | 91.298 | 90.398 | ||
98 | 2023.01.10 00:05 | s/l | 24 | 0.10 | 91.298 | 91.298 | 90.398 | 21.97 | 10459.01 |
99 | 2023.01.10 00:05 | s/l | 25 | 0.10 | 91.298 | 91.298 | 90.398 | -5.78 | 10453.23 |
100 | 2023.01.10 00:05 | s/l | 26 | 0.10 | 91.298 | 91.298 | 90.398 | -19.09 | 10434.15 |
101 | 2023.01.18 08:00 | sell | 27 | 0.10 | 91.420 | 0.000 | 0.000 | ||
102 | 2023.01.18 08:00 | modify | 27 | 0.10 | 91.420 | 91.820 | 90.220 | ||
103 | 2023.01.18 08:50 | sell | 28 | 0.10 | 91.034 | 0.000 | 0.000 | ||
104 | 2023.01.18 08:50 | modify | 28 | 0.10 | 91.034 | 91.360 | 90.220 | ||
105 | 2023.01.18 08:50 | modify | 27 | 0.10 | 91.420 | 91.360 | 90.220 | ||
106 | 2023.01.18 09:30 | sell | 29 | 0.10 | 90.866 | 0.000 | 0.000 | ||
107 | 2023.01.18 09:30 | modify | 29 | 0.10 | 90.866 | 91.120 | 90.220 | ||
108 | 2023.01.18 09:30 | modify | 28 | 0.10 | 91.034 | 91.120 | 90.220 | ||
109 | 2023.01.18 09:30 | modify | 27 | 0.10 | 91.420 | 91.120 | 90.220 | ||
110 | 2023.01.18 12:25 | sell | 30 | 0.10 | 90.562 | 0.000 | 0.000 | ||
111 | 2023.01.18 12:25 | modify | 30 | 0.10 | 90.562 | 90.880 | 90.220 | ||
112 | 2023.01.18 12:25 | modify | 29 | 0.10 | 90.866 | 90.880 | 90.220 | ||
113 | 2023.01.18 12:25 | modify | 28 | 0.10 | 91.034 | 90.880 | 90.220 | ||
114 | 2023.01.18 12:25 | modify | 27 | 0.10 | 91.420 | 90.880 | 90.220 | ||
115 | 2023.01.18 13:40 | t/p | 27 | 0.10 | 90.220 | 90.880 | 90.220 | 90.74 | 10524.89 |
116 | 2023.01.18 13:40 | t/p | 28 | 0.10 | 90.220 | 90.880 | 90.220 | 61.55 | 10586.44 |
117 | 2023.01.18 13:40 | t/p | 29 | 0.10 | 90.220 | 90.880 | 90.220 | 48.85 | 10635.29 |
118 | 2023.01.18 13:40 | t/p | 30 | 0.10 | 90.220 | 90.880 | 90.220 | 25.86 | 10661.15 |
119 | 2023.01.25 08:00 | sell | 31 | 0.10 | 92.553 | 0.000 | 0.000 | ||
120 | 2023.01.25 08:00 | modify | 31 | 0.10 | 92.553 | 92.953 | 91.353 | ||
121 | 2023.01.25 09:20 | sell | 32 | 0.10 | 92.179 | 0.000 | 0.000 | ||
122 | 2023.01.25 09:20 | modify | 32 | 0.10 | 92.179 | 92.493 | 91.353 | ||
123 | 2023.01.25 09:20 | modify | 31 | 0.10 | 92.553 | 92.493 | 91.353 | ||
124 | 2023.01.25 10:05 | sell | 33 | 0.10 | 91.993 | 0.000 | 0.000 | ||
125 | 2023.01.25 10:05 | modify | 33 | 0.10 | 91.993 | 92.253 | 91.353 | ||
126 | 2023.01.25 10:05 | modify | 32 | 0.10 | 92.179 | 92.253 | 91.353 | ||
127 | 2023.01.25 10:05 | modify | 31 | 0.10 | 92.553 | 92.253 | 91.353 | ||
128 | 2023.01.25 12:50 | sell | 34 | 0.10 | 91.686 | 0.000 | 0.000 | ||
129 | 2023.01.25 12:50 | modify | 34 | 0.10 | 91.686 | 92.013 | 91.353 | ||
130 | 2023.01.25 12:50 | modify | 33 | 0.10 | 91.993 | 92.013 | 91.353 | ||
131 | 2023.01.25 12:50 | modify | 32 | 0.10 | 92.179 | 92.013 | 91.353 | ||
132 | 2023.01.25 12:50 | modify | 31 | 0.10 | 92.553 | 92.013 | 91.353 | ||
133 | 2023.01.25 19:20 | s/l | 31 | 0.10 | 92.013 | 92.013 | 91.353 | 40.83 | 10701.98 |
134 | 2023.01.25 19:20 | s/l | 32 | 0.10 | 92.013 | 92.013 | 91.353 | 12.55 | 10714.53 |
135 | 2023.01.25 19:20 | s/l | 33 | 0.10 | 92.013 | 92.013 | 91.353 | -1.52 | 10713.01 |
136 | 2023.01.25 19:20 | s/l | 34 | 0.10 | 92.013 | 92.013 | 91.353 | -24.73 | 10688.28 |
137 | 2023.02.10 12:00 | buy | 35 | 0.10 | 90.613 | 0.000 | 0.000 | ||
138 | 2023.02.10 12:00 | modify | 35 | 0.10 | 90.613 | 90.213 | 91.813 | ||
139 | 2023.02.10 14:40 | buy | 36 | 0.10 | 90.982 | 0.000 | 0.000 | ||
140 | 2023.02.10 14:40 | modify | 36 | 0.10 | 90.982 | 90.673 | 91.813 | ||
141 | 2023.02.10 14:40 | modify | 35 | 0.10 | 90.613 | 90.673 | 91.813 | ||
142 | 2023.02.13 03:20 | buy | 37 | 0.10 | 91.165 | 0.000 | 0.000 | ||
143 | 2023.02.13 03:20 | modify | 37 | 0.10 | 91.165 | 90.913 | 91.813 | ||
144 | 2023.02.13 03:20 | modify | 36 | 0.10 | 90.982 | 90.913 | 91.813 | ||
145 | 2023.02.13 03:20 | modify | 35 | 0.10 | 90.613 | 90.913 | 91.813 | ||
146 | 2023.02.13 06:40 | buy | 38 | 0.10 | 91.461 | 0.000 | 0.000 | ||
147 | 2023.02.13 06:40 | modify | 38 | 0.10 | 91.461 | 91.153 | 91.813 | ||
148 | 2023.02.13 06:40 | modify | 37 | 0.10 | 91.165 | 91.153 | 91.813 | ||
149 | 2023.02.13 06:40 | modify | 36 | 0.10 | 90.982 | 91.153 | 91.813 | ||
150 | 2023.02.13 06:40 | modify | 35 | 0.10 | 90.613 | 91.153 | 91.813 | ||
151 | 2023.02.13 09:30 | t/p | 35 | 0.10 | 91.813 | 91.153 | 91.813 | 91.35 | 10779.63 |
152 | 2023.02.13 09:30 | t/p | 36 | 0.10 | 91.813 | 91.153 | 91.813 | 63.42 | 10843.05 |
153 | 2023.02.13 09:30 | t/p | 37 | 0.10 | 91.813 | 91.153 | 91.813 | 49.06 | 10892.11 |
154 | 2023.02.13 09:30 | t/p | 38 | 0.10 | 91.813 | 91.153 | 91.813 | 26.65 | 10918.76 |
155 | 2023.03.06 16:00 | buy | 39 | 0.10 | 91.560 | 0.000 | 0.000 | ||
156 | 2023.03.06 16:00 | modify | 39 | 0.10 | 91.560 | 91.160 | 92.760 | ||
157 | 2023.03.07 03:40 | s/l | 39 | 0.10 | 91.160 | 91.160 | 92.760 | -29.77 | 10888.99 |