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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 | 1023.88 | Gross profit | 1518.14 | Gross loss | -494.27 |
Profit factor | 3.07 | Expected payoff | 39.38 | ||
Absolute drawdown | 10.39 | Maximal drawdown | 230.22 (2.25%) | Relative drawdown | 2.25% (230.22) |
Total trades | 26 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 14 (78.57%) |
Profit trades (% of total) | 20 (76.92%) | Loss trades (% of total) | 6 (23.08%) | ||
Largest | profit trade | 101.48 | loss trade | -94.97 | |
Average | profit trade | 75.91 | loss trade | -82.38 | |
Maximum | consecutive wins (profit in money) | 8 (609.78) | consecutive losses (loss in money) | 2 (-182.30) | |
Maximal | consecutive profit (count of wins) | 609.78 (8) | consecutive loss (count of losses) | -182.30 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.05 08:00 | sell | 1 | 0.10 | 93.783 | 0.000 | 0.000 | ||
2 | 2022.04.05 08:00 | modify | 1 | 0.10 | 93.783 | 94.983 | 92.483 | ||
3 | 2022.04.07 00:00 | sell | 2 | 0.10 | 92.847 | 0.000 | 0.000 | ||
4 | 2022.04.07 00:00 | modify | 2 | 0.10 | 92.847 | 93.328 | 92.483 | ||
5 | 2022.04.07 00:00 | modify | 1 | 0.10 | 93.783 | 93.328 | 92.483 | ||
6 | 2022.04.07 08:00 | t/p | 1 | 0.10 | 92.483 | 93.328 | 92.483 | 95.49 | 10095.49 |
7 | 2022.04.07 08:00 | t/p | 2 | 0.10 | 92.483 | 93.328 | 92.483 | 27.52 | 10123.01 |
8 | 2022.04.19 08:00 | sell | 3 | 0.10 | 94.583 | 0.000 | 0.000 | ||
9 | 2022.04.19 08:00 | modify | 3 | 0.10 | 94.583 | 95.783 | 93.283 | ||
10 | 2022.04.22 08:00 | sell | 4 | 0.10 | 93.665 | 0.000 | 0.000 | ||
11 | 2022.04.22 08:00 | modify | 4 | 0.10 | 93.665 | 94.128 | 93.283 | ||
12 | 2022.04.22 08:00 | modify | 3 | 0.10 | 94.583 | 94.128 | 93.283 | ||
13 | 2022.04.22 16:00 | t/p | 3 | 0.10 | 93.283 | 94.128 | 93.283 | 94.77 | 10217.78 |
14 | 2022.04.22 16:00 | t/p | 4 | 0.10 | 93.283 | 94.128 | 93.283 | 28.88 | 10246.66 |
15 | 2022.05.12 08:00 | buy | 5 | 0.10 | 88.823 | 0.000 | 0.000 | ||
16 | 2022.05.12 08:00 | modify | 5 | 0.10 | 88.823 | 87.623 | 90.123 | ||
17 | 2022.05.12 16:00 | s/l | 5 | 0.10 | 87.623 | 87.623 | 90.123 | -90.85 | 10155.81 |
18 | 2022.06.07 04:00 | sell | 6 | 0.10 | 95.148 | 0.000 | 0.000 | ||
19 | 2022.06.07 04:00 | modify | 6 | 0.10 | 95.148 | 96.348 | 93.848 | ||
20 | 2022.06.08 12:00 | s/l | 6 | 0.10 | 96.348 | 96.348 | 93.848 | -91.45 | 10064.37 |
21 | 2022.07.01 04:00 | buy | 7 | 0.10 | 92.340 | 0.000 | 0.000 | ||
22 | 2022.07.01 04:00 | modify | 7 | 0.10 | 92.340 | 91.140 | 93.640 | ||
23 | 2022.07.04 16:00 | buy | 8 | 0.10 | 93.136 | 0.000 | 0.000 | ||
24 | 2022.07.04 16:00 | modify | 8 | 0.10 | 93.136 | 92.665 | 93.640 | ||
25 | 2022.07.04 16:00 | modify | 7 | 0.10 | 92.340 | 92.665 | 93.640 | ||
26 | 2022.07.05 04:00 | t/p | 7 | 0.10 | 93.640 | 92.665 | 93.640 | 99.43 | 10163.80 |
27 | 2022.07.05 04:00 | t/p | 8 | 0.10 | 93.640 | 92.665 | 93.640 | 38.66 | 10202.45 |
28 | 2022.08.02 08:00 | buy | 9 | 0.10 | 90.652 | 0.000 | 0.000 | ||
29 | 2022.08.02 08:00 | modify | 9 | 0.10 | 90.652 | 89.452 | 91.952 | ||
30 | 2022.08.02 16:00 | t/p | 9 | 0.10 | 91.952 | 89.452 | 91.952 | 98.41 | 10300.86 |
31 | 2022.08.12 08:00 | sell | 10 | 0.10 | 94.970 | 0.000 | 0.000 | ||
32 | 2022.08.12 08:00 | modify | 10 | 0.10 | 94.970 | 96.170 | 93.670 | ||
33 | 2022.08.15 08:00 | sell | 11 | 0.10 | 94.293 | 0.000 | 0.000 | ||
34 | 2022.08.15 08:00 | modify | 11 | 0.10 | 94.293 | 94.905 | 93.670 | ||
35 | 2022.08.15 08:00 | modify | 10 | 0.10 | 94.970 | 94.905 | 93.670 | ||
36 | 2022.08.15 12:00 | t/p | 10 | 0.10 | 93.670 | 94.905 | 93.670 | 97.60 | 10398.47 |
37 | 2022.08.15 12:00 | t/p | 11 | 0.10 | 93.670 | 94.905 | 93.670 | 47.11 | 10445.58 |
38 | 2022.09.28 04:00 | buy | 12 | 0.10 | 92.626 | 0.000 | 0.000 | ||
39 | 2022.09.28 04:00 | modify | 12 | 0.10 | 92.626 | 91.426 | 93.926 | ||
40 | 2022.09.28 20:00 | t/p | 12 | 0.10 | 93.926 | 91.426 | 93.926 | 98.41 | 10543.99 |
41 | 2022.10.10 08:00 | buy | 13 | 0.10 | 91.785 | 0.000 | 0.000 | ||
42 | 2022.10.10 08:00 | modify | 13 | 0.10 | 91.785 | 90.585 | 93.085 | ||
43 | 2022.10.13 20:00 | buy | 14 | 0.10 | 92.713 | 0.000 | 0.000 | ||
44 | 2022.10.13 20:00 | modify | 14 | 0.10 | 92.713 | 92.240 | 93.085 | ||
45 | 2022.10.13 20:00 | modify | 13 | 0.10 | 91.785 | 92.240 | 93.085 | ||
46 | 2022.10.14 04:00 | t/p | 13 | 0.10 | 93.085 | 92.240 | 93.085 | 101.48 | 10645.47 |
47 | 2022.10.14 04:00 | t/p | 14 | 0.10 | 93.085 | 92.240 | 93.085 | 28.68 | 10674.15 |
48 | 2022.10.14 04:00 | sell | 15 | 0.10 | 93.305 | 0.000 | 0.000 | ||
49 | 2022.10.14 04:00 | modify | 15 | 0.10 | 93.305 | 94.505 | 92.005 | ||
50 | 2022.10.20 12:00 | s/l | 15 | 0.10 | 94.505 | 94.505 | 92.005 | -94.97 | 10579.17 |
51 | 2022.11.03 08:00 | buy | 16 | 0.10 | 93.550 | 0.000 | 0.000 | ||
52 | 2022.11.03 08:00 | modify | 16 | 0.10 | 93.550 | 92.350 | 94.850 | ||
53 | 2022.11.04 12:00 | buy | 17 | 0.10 | 94.213 | 0.000 | 0.000 | ||
54 | 2022.11.04 12:00 | modify | 17 | 0.10 | 94.213 | 93.615 | 94.850 | ||
55 | 2022.11.04 12:00 | modify | 16 | 0.10 | 93.550 | 93.615 | 94.850 | ||
56 | 2022.11.04 16:00 | t/p | 16 | 0.10 | 94.850 | 93.615 | 94.850 | 98.92 | 10678.09 |
57 | 2022.11.04 16:00 | t/p | 17 | 0.10 | 94.850 | 93.615 | 94.850 | 48.22 | 10726.31 |
58 | 2022.11.28 08:00 | buy | 18 | 0.10 | 92.449 | 0.000 | 0.000 | ||
59 | 2022.11.28 08:00 | modify | 18 | 0.10 | 92.449 | 91.249 | 93.749 | ||
60 | 2022.11.30 16:00 | t/p | 18 | 0.10 | 93.749 | 91.249 | 93.749 | 99.43 | 10825.74 |
61 | 2022.12.20 04:00 | buy | 19 | 0.10 | 89.020 | 0.000 | 0.000 | ||
62 | 2022.12.20 04:00 | modify | 19 | 0.10 | 89.020 | 87.820 | 90.320 | ||
63 | 2022.12.20 16:00 | s/l | 19 | 0.10 | 87.820 | 87.820 | 90.320 | -90.84 | 10734.90 |
64 | 2022.12.28 04:00 | sell | 20 | 0.10 | 90.446 | 0.000 | 0.000 | ||
65 | 2022.12.28 04:00 | modify | 20 | 0.10 | 90.446 | 91.646 | 89.146 | ||
66 | 2022.12.30 20:00 | t/p | 20 | 0.10 | 89.146 | 91.646 | 89.146 | 95.49 | 10830.39 |
67 | 2023.01.03 08:00 | buy | 21 | 0.10 | 88.332 | 0.000 | 0.000 | ||
68 | 2023.01.03 08:00 | modify | 21 | 0.10 | 88.332 | 87.132 | 89.632 | ||
69 | 2023.01.04 12:00 | t/p | 21 | 0.10 | 89.632 | 87.132 | 89.632 | 98.92 | 10929.31 |
70 | 2023.01.13 08:00 | buy | 22 | 0.10 | 89.520 | 0.000 | 0.000 | ||
71 | 2023.01.13 08:00 | modify | 22 | 0.10 | 89.520 | 88.320 | 90.820 | ||
72 | 2023.01.18 04:00 | t/p | 22 | 0.10 | 90.820 | 88.320 | 90.820 | 99.95 | 11029.26 |
73 | 2023.01.18 04:00 | sell | 23 | 0.10 | 91.602 | 0.000 | 0.000 | ||
74 | 2023.01.18 04:00 | modify | 23 | 0.10 | 91.602 | 92.802 | 90.302 | ||
75 | 2023.01.18 16:00 | t/p | 23 | 0.10 | 90.302 | 92.802 | 90.302 | 98.31 | 11127.57 |
76 | 2023.01.25 04:00 | sell | 24 | 0.10 | 92.632 | 0.000 | 0.000 | ||
77 | 2023.01.25 04:00 | modify | 24 | 0.10 | 92.632 | 93.832 | 91.332 | ||
78 | 2023.01.25 12:00 | sell | 25 | 0.10 | 91.841 | 0.000 | 0.000 | ||
79 | 2023.01.25 12:00 | modify | 25 | 0.10 | 91.841 | 92.307 | 91.332 | ||
80 | 2023.01.25 12:00 | modify | 24 | 0.10 | 92.632 | 92.307 | 91.332 | ||
81 | 2023.01.26 12:00 | s/l | 24 | 0.10 | 92.307 | 92.307 | 91.332 | 22.46 | 11150.03 |
82 | 2023.01.26 12:00 | s/l | 25 | 0.10 | 92.307 | 92.307 | 91.332 | -37.36 | 11112.68 |
83 | 2023.03.07 08:00 | buy | 26 | 0.10 | 91.068 | 0.000 | 0.000 | ||
84 | 2023.03.07 08:00 | modify | 26 | 0.10 | 91.068 | 89.868 | 92.368 | ||
85 | 2023.03.09 20:00 | s/l | 26 | 0.10 | 89.868 | 89.868 | 92.368 | -88.80 | 11023.88 |