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 | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=90; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 1917 | Ticks modelled | 43078424 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 384.20 | Gross profit | 614.45 | Gross loss | -230.24 |
Profit factor | 2.67 | Expected payoff | 14.23 | ||
Absolute drawdown | 61.68 | Maximal drawdown | 238.72 (2.29%) | Relative drawdown | 2.29% (238.72) |
Total trades | 27 | Short positions (won %) | 19 (57.89%) | Long positions (won %) | 8 (62.50%) |
Profit trades (% of total) | 16 (59.26%) | Loss trades (% of total) | 11 (40.74%) | ||
Largest | profit trade | 98.25 | loss trade | -70.38 | |
Average | profit trade | 38.40 | loss trade | -20.93 | |
Maximum | consecutive wins (profit in money) | 6 (288.44) | consecutive losses (loss in money) | 3 (-90.58) | |
Maximal | consecutive profit (count of wins) | 288.44 (6) | consecutive loss (count of losses) | -90.58 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.06 12:00 | sell | 1 | 0.10 | 123.871 | 0.000 | 0.000 | ||
2 | 2022.04.06 12:00 | modify | 1 | 0.10 | 123.871 | 124.771 | 122.571 | ||
3 | 2022.04.06 18:03 | sell | 2 | 0.10 | 123.479 | 0.000 | 0.000 | ||
4 | 2022.04.06 18:03 | modify | 2 | 0.10 | 123.479 | 123.741 | 122.571 | ||
5 | 2022.04.06 18:03 | modify | 1 | 0.10 | 123.871 | 123.741 | 122.571 | ||
6 | 2022.04.06 18:06 | s/l | 1 | 0.10 | 123.741 | 123.741 | 122.571 | 10.50 | 10010.50 |
7 | 2022.04.06 18:06 | s/l | 2 | 0.10 | 123.741 | 123.741 | 122.571 | -21.17 | 9989.33 |
8 | 2022.04.11 16:00 | sell | 3 | 0.10 | 125.550 | 0.000 | 0.000 | ||
9 | 2022.04.11 16:00 | modify | 3 | 0.10 | 125.550 | 126.450 | 124.250 | ||
10 | 2022.04.12 00:12 | sell | 4 | 0.10 | 125.160 | 0.000 | 0.000 | ||
11 | 2022.04.12 00:12 | modify | 4 | 0.10 | 125.160 | 125.420 | 124.250 | ||
12 | 2022.04.12 00:12 | modify | 3 | 0.10 | 125.550 | 125.420 | 124.250 | ||
13 | 2022.04.12 00:34 | s/l | 3 | 0.10 | 125.420 | 125.420 | 124.250 | 8.81 | 9998.14 |
14 | 2022.04.12 00:34 | s/l | 4 | 0.10 | 125.420 | 125.420 | 124.250 | -20.73 | 9977.41 |
15 | 2022.07.14 12:00 | sell | 5 | 0.10 | 138.864 | 0.000 | 0.000 | ||
16 | 2022.07.14 12:00 | modify | 5 | 0.10 | 138.864 | 139.764 | 137.564 | ||
17 | 2022.07.15 14:35 | sell | 6 | 0.10 | 138.474 | 0.000 | 0.000 | ||
18 | 2022.07.15 14:35 | modify | 6 | 0.10 | 138.474 | 138.734 | 137.564 | ||
19 | 2022.07.15 14:35 | modify | 5 | 0.10 | 138.864 | 138.734 | 137.564 | ||
20 | 2022.07.17 23:42 | sell | 7 | 0.10 | 138.342 | 0.000 | 0.000 | ||
21 | 2022.07.17 23:42 | modify | 7 | 0.10 | 138.342 | 138.539 | 137.564 | ||
22 | 2022.07.17 23:42 | modify | 6 | 0.10 | 138.474 | 138.539 | 137.564 | ||
23 | 2022.07.17 23:42 | modify | 5 | 0.10 | 138.864 | 138.539 | 137.564 | ||
24 | 2022.07.18 08:07 | sell | 8 | 0.10 | 137.950 | 0.000 | 0.000 | ||
25 | 2022.07.18 08:07 | modify | 8 | 0.10 | 137.950 | 138.409 | 137.564 | ||
26 | 2022.07.18 08:07 | modify | 7 | 0.10 | 138.342 | 138.409 | 137.564 | ||
27 | 2022.07.18 08:07 | modify | 6 | 0.10 | 138.474 | 138.409 | 137.564 | ||
28 | 2022.07.18 08:07 | modify | 5 | 0.10 | 138.864 | 138.409 | 137.564 | ||
29 | 2022.07.18 12:29 | s/l | 5 | 0.10 | 138.409 | 138.409 | 137.564 | 29.74 | 10007.15 |
30 | 2022.07.18 12:29 | s/l | 6 | 0.10 | 138.409 | 138.409 | 137.564 | 3.14 | 10010.28 |
31 | 2022.07.18 12:29 | s/l | 7 | 0.10 | 138.409 | 138.409 | 137.564 | -6.40 | 10003.88 |
32 | 2022.07.18 12:29 | s/l | 8 | 0.10 | 138.409 | 138.409 | 137.564 | -33.16 | 9970.72 |
33 | 2022.08.02 12:00 | buy | 9 | 0.10 | 131.019 | 0.000 | 0.000 | ||
34 | 2022.08.02 12:00 | modify | 9 | 0.10 | 131.019 | 130.119 | 132.319 | ||
35 | 2022.08.02 13:48 | buy | 10 | 0.10 | 131.412 | 0.000 | 0.000 | ||
36 | 2022.08.02 13:48 | modify | 10 | 0.10 | 131.412 | 131.149 | 132.319 | ||
37 | 2022.08.02 13:48 | modify | 9 | 0.10 | 131.019 | 131.149 | 132.319 | ||
38 | 2022.08.02 14:04 | buy | 11 | 0.10 | 131.549 | 0.000 | 0.000 | ||
39 | 2022.08.02 14:04 | modify | 11 | 0.10 | 131.549 | 131.344 | 132.319 | ||
40 | 2022.08.02 14:04 | modify | 10 | 0.10 | 131.412 | 131.344 | 132.319 | ||
41 | 2022.08.02 14:04 | modify | 9 | 0.10 | 131.019 | 131.344 | 132.319 | ||
42 | 2022.08.02 15:39 | buy | 12 | 0.10 | 131.938 | 0.000 | 0.000 | ||
43 | 2022.08.02 15:39 | modify | 12 | 0.10 | 131.938 | 131.474 | 132.319 | ||
44 | 2022.08.02 15:39 | modify | 11 | 0.10 | 131.549 | 131.474 | 132.319 | ||
45 | 2022.08.02 15:39 | modify | 10 | 0.10 | 131.412 | 131.474 | 132.319 | ||
46 | 2022.08.02 15:39 | modify | 9 | 0.10 | 131.019 | 131.474 | 132.319 | ||
47 | 2022.08.02 15:57 | t/p | 9 | 0.10 | 132.319 | 131.474 | 132.319 | 98.25 | 10068.97 |
48 | 2022.08.02 15:57 | t/p | 10 | 0.10 | 132.319 | 131.474 | 132.319 | 68.55 | 10137.52 |
49 | 2022.08.02 15:57 | t/p | 11 | 0.10 | 132.319 | 131.474 | 132.319 | 58.19 | 10195.71 |
50 | 2022.08.02 15:57 | t/p | 12 | 0.10 | 132.319 | 131.474 | 132.319 | 28.79 | 10224.50 |
51 | 2022.08.19 16:00 | sell | 13 | 0.10 | 137.018 | 0.000 | 0.000 | ||
52 | 2022.08.19 16:00 | modify | 13 | 0.10 | 137.018 | 137.918 | 135.718 | ||
53 | 2022.08.23 14:00 | sell | 14 | 0.10 | 136.624 | 0.000 | 0.000 | ||
54 | 2022.08.23 14:00 | modify | 14 | 0.10 | 136.624 | 136.888 | 135.718 | ||
55 | 2022.08.23 14:00 | modify | 13 | 0.10 | 137.018 | 136.888 | 135.718 | ||
56 | 2022.08.23 14:00 | sell | 15 | 0.10 | 136.491 | 0.000 | 0.000 | ||
57 | 2022.08.23 14:00 | modify | 15 | 0.10 | 136.491 | 136.693 | 135.718 | ||
58 | 2022.08.23 14:00 | modify | 14 | 0.10 | 136.624 | 136.693 | 135.718 | ||
59 | 2022.08.23 14:00 | modify | 13 | 0.10 | 137.018 | 136.693 | 135.718 | ||
60 | 2022.08.23 14:10 | sell | 16 | 0.10 | 136.107 | 0.000 | 0.000 | ||
61 | 2022.08.23 14:10 | modify | 16 | 0.10 | 136.107 | 136.563 | 135.718 | ||
62 | 2022.08.23 14:10 | modify | 15 | 0.10 | 136.491 | 136.563 | 135.718 | ||
63 | 2022.08.23 14:10 | modify | 14 | 0.10 | 136.624 | 136.563 | 135.718 | ||
64 | 2022.08.23 14:10 | modify | 13 | 0.10 | 137.018 | 136.563 | 135.718 | ||
65 | 2022.08.23 17:10 | s/l | 13 | 0.10 | 136.563 | 136.563 | 135.718 | 30.19 | 10254.69 |
66 | 2022.08.23 17:10 | s/l | 14 | 0.10 | 136.563 | 136.563 | 135.718 | 4.47 | 10259.16 |
67 | 2022.08.23 17:10 | s/l | 15 | 0.10 | 136.563 | 136.563 | 135.718 | -5.27 | 10253.89 |
68 | 2022.08.23 17:10 | s/l | 16 | 0.10 | 136.563 | 136.563 | 135.718 | -33.39 | 10220.50 |
69 | 2022.08.29 12:00 | sell | 17 | 0.10 | 138.570 | 0.000 | 0.000 | ||
70 | 2022.08.29 12:00 | modify | 17 | 0.10 | 138.570 | 139.470 | 137.270 | ||
71 | 2022.08.30 08:17 | sell | 18 | 0.10 | 138.170 | 0.000 | 0.000 | ||
72 | 2022.08.30 08:17 | modify | 18 | 0.10 | 138.170 | 138.440 | 137.270 | ||
73 | 2022.08.30 08:17 | modify | 17 | 0.10 | 138.570 | 138.440 | 137.270 | ||
74 | 2022.08.30 11:14 | sell | 19 | 0.10 | 138.050 | 0.000 | 0.000 | ||
75 | 2022.08.30 11:14 | modify | 19 | 0.10 | 138.050 | 138.245 | 137.270 | ||
76 | 2022.08.30 11:14 | modify | 18 | 0.10 | 138.170 | 138.245 | 137.270 | ||
77 | 2022.08.30 11:14 | modify | 17 | 0.10 | 138.570 | 138.245 | 137.270 | ||
78 | 2022.08.30 11:42 | s/l | 17 | 0.10 | 138.245 | 138.245 | 137.270 | 21.95 | 10242.45 |
79 | 2022.08.30 11:42 | s/l | 18 | 0.10 | 138.245 | 138.245 | 137.270 | -5.43 | 10237.02 |
80 | 2022.08.30 11:42 | s/l | 19 | 0.10 | 138.245 | 138.245 | 137.270 | -14.11 | 10222.91 |
81 | 2022.10.31 16:00 | sell | 20 | 0.10 | 148.643 | 0.000 | 0.000 | ||
82 | 2022.10.31 16:00 | modify | 20 | 0.10 | 148.643 | 149.543 | 147.343 | ||
83 | 2022.11.01 01:36 | sell | 21 | 0.10 | 148.248 | 0.000 | 0.000 | ||
84 | 2022.11.01 01:36 | modify | 21 | 0.10 | 148.248 | 148.513 | 147.343 | ||
85 | 2022.11.01 01:36 | modify | 20 | 0.10 | 148.643 | 148.513 | 147.343 | ||
86 | 2022.11.01 05:46 | sell | 22 | 0.10 | 148.123 | 0.000 | 0.000 | ||
87 | 2022.11.01 05:46 | modify | 22 | 0.10 | 148.123 | 148.318 | 147.343 | ||
88 | 2022.11.01 05:46 | modify | 21 | 0.10 | 148.248 | 148.318 | 147.343 | ||
89 | 2022.11.01 05:46 | modify | 20 | 0.10 | 148.643 | 148.318 | 147.343 | ||
90 | 2022.11.01 06:19 | sell | 23 | 0.10 | 147.727 | 0.000 | 0.000 | ||
91 | 2022.11.01 06:19 | modify | 23 | 0.10 | 147.727 | 148.188 | 147.343 | ||
92 | 2022.11.01 06:19 | modify | 22 | 0.10 | 148.123 | 148.188 | 147.343 | ||
93 | 2022.11.01 06:19 | modify | 21 | 0.10 | 148.248 | 148.188 | 147.343 | ||
94 | 2022.11.01 06:19 | modify | 20 | 0.10 | 148.643 | 148.188 | 147.343 | ||
95 | 2022.11.01 10:01 | t/p | 20 | 0.10 | 147.343 | 148.188 | 147.343 | 86.67 | 10309.57 |
96 | 2022.11.01 10:01 | t/p | 21 | 0.10 | 147.343 | 148.188 | 147.343 | 61.42 | 10370.99 |
97 | 2022.11.01 10:01 | t/p | 22 | 0.10 | 147.343 | 148.188 | 147.343 | 52.94 | 10423.93 |
98 | 2022.11.01 10:01 | t/p | 23 | 0.10 | 147.343 | 148.188 | 147.343 | 26.06 | 10449.99 |
99 | 2023.01.02 16:00 | buy | 24 | 0.10 | 130.804 | 0.000 | 0.000 | ||
100 | 2023.01.02 16:00 | modify | 24 | 0.10 | 130.804 | 129.904 | 132.104 | ||
101 | 2023.01.02 23:16 | buy | 25 | 0.10 | 131.194 | 0.000 | 0.000 | ||
102 | 2023.01.02 23:16 | modify | 25 | 0.10 | 131.194 | 130.934 | 132.104 | ||
103 | 2023.01.02 23:16 | modify | 24 | 0.10 | 130.804 | 130.934 | 132.104 | ||
104 | 2023.01.02 23:17 | buy | 26 | 0.10 | 131.329 | 0.000 | 0.000 | ||
105 | 2023.01.02 23:17 | modify | 26 | 0.10 | 131.329 | 131.129 | 132.104 | ||
106 | 2023.01.02 23:17 | modify | 25 | 0.10 | 131.194 | 131.129 | 132.104 | ||
107 | 2023.01.02 23:17 | modify | 24 | 0.10 | 130.804 | 131.129 | 132.104 | ||
108 | 2023.01.02 23:19 | s/l | 24 | 0.10 | 131.129 | 131.129 | 132.104 | 24.79 | 10474.78 |
109 | 2023.01.02 23:19 | s/l | 25 | 0.10 | 131.129 | 131.129 | 132.104 | -4.95 | 10469.83 |
110 | 2023.01.02 23:19 | s/l | 26 | 0.10 | 131.129 | 131.129 | 132.104 | -15.25 | 10454.58 |
111 | 2023.01.13 12:00 | buy | 27 | 0.10 | 128.778 | 0.000 | 0.000 | ||
112 | 2023.01.13 12:00 | modify | 27 | 0.10 | 128.778 | 127.878 | 130.078 | ||
113 | 2023.01.13 14:40 | s/l | 27 | 0.10 | 127.878 | 127.878 | 130.078 | -70.38 | 10384.20 |