Symbol | EURJPY (Euro 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=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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 775.93 | Gross profit | 2027.53 | Gross loss | -1251.60 |
Profit factor | 1.62 | Expected payoff | 20.97 | ||
Absolute drawdown | 40.73 | Maximal drawdown | 357.22 (3.46%) | Relative drawdown | 3.46% (357.22) |
Total trades | 37 | Short positions (won %) | 16 (50.00%) | Long positions (won %) | 21 (57.14%) |
Profit trades (% of total) | 20 (54.05%) | Loss trades (% of total) | 17 (45.95%) | ||
Largest | profit trade | 115.14 | loss trade | -82.83 | |
Average | profit trade | 101.38 | loss trade | -73.62 | |
Maximum | consecutive wins (profit in money) | 4 (397.12) | consecutive losses (loss in money) | 4 (-301.45) | |
Maximal | consecutive profit (count of wins) | 397.12 (4) | consecutive loss (count of losses) | -301.45 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.25 16:00 | buy | 1 | 0.10 | 136.674 | 0.000 | 0.000 | ||
2 | 2022.04.25 16:00 | modify | 1 | 0.10 | 136.674 | 135.674 | 138.174 | ||
3 | 2022.04.26 04:00 | buy | 2 | 0.10 | 137.427 | 0.000 | 0.000 | ||
4 | 2022.04.26 04:00 | modify | 2 | 0.10 | 137.427 | 137.049 | 138.174 | ||
5 | 2022.04.26 04:00 | modify | 1 | 0.10 | 136.674 | 137.049 | 138.174 | ||
6 | 2022.04.26 08:00 | s/l | 1 | 0.10 | 137.049 | 137.049 | 138.174 | 28.71 | 10028.71 |
7 | 2022.04.26 08:00 | s/l | 2 | 0.10 | 137.049 | 137.049 | 138.174 | -28.62 | 10000.09 |
8 | 2022.05.17 12:00 | sell | 3 | 0.10 | 136.297 | 0.000 | 0.000 | ||
9 | 2022.05.17 12:00 | modify | 3 | 0.10 | 136.297 | 137.297 | 134.797 | ||
10 | 2022.05.18 16:00 | t/p | 3 | 0.10 | 134.797 | 137.297 | 134.797 | 112.84 | 10112.93 |
11 | 2022.06.02 16:00 | sell | 4 | 0.10 | 139.344 | 0.000 | 0.000 | ||
12 | 2022.06.02 16:00 | modify | 4 | 0.10 | 139.344 | 140.344 | 137.844 | ||
13 | 2022.06.03 20:00 | s/l | 4 | 0.10 | 140.344 | 140.344 | 137.844 | -76.23 | 10036.69 |
14 | 2022.06.10 16:00 | buy | 5 | 0.10 | 141.207 | 0.000 | 0.000 | ||
15 | 2022.06.10 16:00 | modify | 5 | 0.10 | 141.207 | 140.207 | 142.707 | ||
16 | 2022.06.13 16:00 | s/l | 5 | 0.10 | 140.207 | 140.207 | 142.707 | -75.39 | 9961.30 |
17 | 2022.06.16 12:00 | buy | 6 | 0.10 | 137.998 | 0.000 | 0.000 | ||
18 | 2022.06.16 12:00 | modify | 6 | 0.10 | 137.998 | 136.998 | 139.498 | ||
19 | 2022.06.16 20:00 | t/p | 6 | 0.10 | 139.498 | 136.998 | 139.498 | 113.56 | 10074.86 |
20 | 2022.06.21 12:00 | sell | 7 | 0.10 | 143.665 | 0.000 | 0.000 | ||
21 | 2022.06.21 12:00 | modify | 7 | 0.10 | 143.665 | 144.665 | 142.165 | ||
22 | 2022.06.23 12:00 | t/p | 7 | 0.10 | 142.165 | 144.665 | 142.165 | 111.03 | 10185.89 |
23 | 2022.07.01 16:00 | buy | 8 | 0.10 | 140.618 | 0.000 | 0.000 | ||
24 | 2022.07.01 16:00 | modify | 8 | 0.10 | 140.618 | 139.618 | 142.118 | ||
25 | 2022.07.05 04:00 | t/p | 8 | 0.10 | 142.118 | 139.618 | 142.118 | 114.18 | 10300.07 |
26 | 2022.07.05 16:00 | buy | 9 | 0.10 | 139.166 | 0.000 | 0.000 | ||
27 | 2022.07.05 16:00 | modify | 9 | 0.10 | 139.166 | 138.166 | 140.666 | ||
28 | 2022.07.06 12:00 | s/l | 9 | 0.10 | 138.166 | 138.166 | 140.666 | -75.39 | 10224.68 |
29 | 2022.07.06 12:00 | buy | 10 | 0.10 | 137.872 | 0.000 | 0.000 | ||
30 | 2022.07.06 12:00 | modify | 10 | 0.10 | 137.872 | 136.872 | 139.372 | ||
31 | 2022.07.08 08:00 | s/l | 10 | 0.10 | 136.872 | 136.872 | 139.372 | -74.44 | 10150.24 |
32 | 2022.07.18 12:00 | sell | 11 | 0.10 | 140.246 | 0.000 | 0.000 | ||
33 | 2022.07.18 12:00 | modify | 11 | 0.10 | 140.246 | 141.246 | 138.746 | ||
34 | 2022.07.19 12:00 | s/l | 11 | 0.10 | 141.246 | 141.246 | 138.746 | -76.23 | 10074.00 |
35 | 2022.07.28 16:00 | buy | 12 | 0.10 | 136.693 | 0.000 | 0.000 | ||
36 | 2022.07.28 16:00 | modify | 12 | 0.10 | 136.693 | 135.693 | 138.193 | ||
37 | 2022.07.29 08:00 | s/l | 12 | 0.10 | 135.693 | 135.693 | 138.193 | -75.38 | 9998.62 |
38 | 2022.08.15 12:00 | buy | 13 | 0.10 | 135.812 | 0.000 | 0.000 | ||
39 | 2022.08.15 12:00 | modify | 13 | 0.10 | 135.812 | 134.812 | 137.312 | ||
40 | 2022.08.17 00:00 | buy | 14 | 0.10 | 136.586 | 0.000 | 0.000 | ||
41 | 2022.08.17 00:00 | modify | 14 | 0.10 | 136.586 | 136.187 | 137.312 | ||
42 | 2022.08.17 00:00 | modify | 13 | 0.10 | 135.812 | 136.187 | 137.312 | ||
43 | 2022.08.17 12:00 | t/p | 13 | 0.10 | 137.312 | 136.187 | 137.312 | 114.18 | 10112.81 |
44 | 2022.08.17 12:00 | t/p | 14 | 0.10 | 137.312 | 136.187 | 137.312 | 54.96 | 10167.77 |
45 | 2022.08.23 16:00 | buy | 15 | 0.10 | 136.034 | 0.000 | 0.000 | ||
46 | 2022.08.23 16:00 | modify | 15 | 0.10 | 136.034 | 135.034 | 137.534 | ||
47 | 2022.08.26 16:00 | t/p | 15 | 0.10 | 137.534 | 135.034 | 137.534 | 115.14 | 10282.91 |
48 | 2022.09.02 16:00 | sell | 16 | 0.10 | 140.471 | 0.000 | 0.000 | ||
49 | 2022.09.02 16:00 | modify | 16 | 0.10 | 140.471 | 141.471 | 138.971 | ||
50 | 2022.09.05 04:00 | t/p | 16 | 0.10 | 138.971 | 141.471 | 138.971 | 112.83 | 10395.74 |
51 | 2022.09.06 16:00 | sell | 17 | 0.10 | 141.687 | 0.000 | 0.000 | ||
52 | 2022.09.06 16:00 | modify | 17 | 0.10 | 141.687 | 142.687 | 140.187 | ||
53 | 2022.09.07 08:00 | s/l | 17 | 0.10 | 142.687 | 142.687 | 140.187 | -76.23 | 10319.51 |
54 | 2022.10.04 16:00 | sell | 18 | 0.10 | 143.990 | 0.000 | 0.000 | ||
55 | 2022.10.04 16:00 | modify | 18 | 0.10 | 143.990 | 144.990 | 142.490 | ||
56 | 2022.10.05 16:00 | t/p | 18 | 0.10 | 142.490 | 144.990 | 142.490 | 112.83 | 10432.34 |
57 | 2022.10.13 12:00 | sell | 19 | 0.10 | 142.955 | 0.000 | 0.000 | ||
58 | 2022.10.13 12:00 | modify | 19 | 0.10 | 142.955 | 143.955 | 141.455 | ||
59 | 2022.10.13 16:00 | s/l | 19 | 0.10 | 143.955 | 143.955 | 141.455 | -75.62 | 10356.72 |
60 | 2022.10.21 16:00 | buy | 20 | 0.10 | 144.206 | 0.000 | 0.000 | ||
61 | 2022.10.21 16:00 | modify | 20 | 0.10 | 144.206 | 143.206 | 145.706 | ||
62 | 2022.10.21 20:00 | t/p | 20 | 0.10 | 145.706 | 143.206 | 145.706 | 113.56 | 10470.28 |
63 | 2022.11.02 16:00 | buy | 21 | 0.10 | 145.320 | 0.000 | 0.000 | ||
64 | 2022.11.02 16:00 | modify | 21 | 0.10 | 145.320 | 144.320 | 146.820 | ||
65 | 2022.11.03 16:00 | s/l | 21 | 0.10 | 144.320 | 144.320 | 146.820 | -74.76 | 10395.52 |
66 | 2022.11.10 12:00 | buy | 22 | 0.10 | 145.728 | 0.000 | 0.000 | ||
67 | 2022.11.10 12:00 | modify | 22 | 0.10 | 145.728 | 144.728 | 147.228 | ||
68 | 2022.11.10 16:00 | s/l | 22 | 0.10 | 144.728 | 144.728 | 147.228 | -75.70 | 10319.82 |
69 | 2022.11.11 12:00 | buy | 23 | 0.10 | 143.577 | 0.000 | 0.000 | ||
70 | 2022.11.11 12:00 | modify | 23 | 0.10 | 143.577 | 142.577 | 145.077 | ||
71 | 2022.11.14 16:00 | t/p | 23 | 0.10 | 145.077 | 142.577 | 145.077 | 113.87 | 10433.68 |
72 | 2022.11.24 12:00 | buy | 24 | 0.10 | 143.942 | 0.000 | 0.000 | ||
73 | 2022.11.24 12:00 | modify | 24 | 0.10 | 143.942 | 142.942 | 145.442 | ||
74 | 2022.12.01 04:00 | s/l | 24 | 0.10 | 142.942 | 142.942 | 145.442 | -73.49 | 10360.19 |
75 | 2022.12.02 12:00 | buy | 25 | 0.10 | 141.230 | 0.000 | 0.000 | ||
76 | 2022.12.02 12:00 | modify | 25 | 0.10 | 141.230 | 140.230 | 142.730 | ||
77 | 2022.12.05 08:00 | buy | 26 | 0.10 | 142.439 | 0.000 | 0.000 | ||
78 | 2022.12.05 08:00 | modify | 26 | 0.10 | 142.439 | 141.905 | 142.730 | ||
79 | 2022.12.05 08:00 | modify | 25 | 0.10 | 141.230 | 141.905 | 142.730 | ||
80 | 2022.12.05 12:00 | t/p | 25 | 0.10 | 142.730 | 141.905 | 142.730 | 113.87 | 10474.06 |
81 | 2022.12.05 12:00 | t/p | 26 | 0.10 | 142.730 | 141.905 | 142.730 | 22.03 | 10496.09 |
82 | 2022.12.07 12:00 | sell | 27 | 0.10 | 144.387 | 0.000 | 0.000 | ||
83 | 2022.12.07 12:00 | modify | 27 | 0.10 | 144.387 | 145.387 | 142.887 | ||
84 | 2022.12.15 16:00 | s/l | 27 | 0.10 | 145.387 | 145.387 | 142.887 | -81.63 | 10414.46 |
85 | 2022.12.15 16:00 | sell | 28 | 0.10 | 146.528 | 0.000 | 0.000 | ||
86 | 2022.12.15 16:00 | modify | 28 | 0.10 | 146.528 | 147.528 | 145.028 | ||
87 | 2022.12.16 16:00 | t/p | 28 | 0.10 | 145.028 | 147.528 | 145.028 | 112.83 | 10527.29 |
88 | 2022.12.27 12:00 | sell | 29 | 0.10 | 141.984 | 0.000 | 0.000 | ||
89 | 2022.12.27 12:00 | modify | 29 | 0.10 | 141.984 | 142.984 | 140.484 | ||
90 | 2022.12.30 12:00 | t/p | 29 | 0.10 | 140.484 | 142.984 | 140.484 | 110.42 | 10637.71 |
91 | 2023.01.11 16:00 | sell | 30 | 0.10 | 142.603 | 0.000 | 0.000 | ||
92 | 2023.01.11 16:00 | modify | 30 | 0.10 | 142.603 | 143.603 | 141.103 | ||
93 | 2023.01.12 12:00 | t/p | 30 | 0.10 | 141.103 | 143.603 | 141.103 | 111.63 | 10749.34 |
94 | 2023.01.12 12:00 | buy | 31 | 0.10 | 140.872 | 0.000 | 0.000 | ||
95 | 2023.01.12 12:00 | modify | 31 | 0.10 | 140.872 | 139.872 | 142.372 | ||
96 | 2023.01.13 04:00 | s/l | 31 | 0.10 | 139.872 | 139.872 | 142.372 | -75.39 | 10673.95 |
97 | 2023.02.13 16:00 | sell | 32 | 0.10 | 142.355 | 0.000 | 0.000 | ||
98 | 2023.02.13 16:00 | modify | 32 | 0.10 | 142.355 | 143.355 | 140.855 | ||
99 | 2023.02.15 16:00 | s/l | 32 | 0.10 | 143.355 | 143.355 | 140.855 | -76.82 | 10597.12 |
100 | 2023.02.15 16:00 | sell | 33 | 0.10 | 143.348 | 0.000 | 0.000 | ||
101 | 2023.02.15 16:00 | modify | 33 | 0.10 | 143.348 | 144.348 | 141.848 | ||
102 | 2023.02.27 16:00 | s/l | 33 | 0.10 | 144.348 | 144.348 | 141.848 | -82.83 | 10514.29 |
103 | 2023.03.15 16:00 | buy | 34 | 0.10 | 139.940 | 0.000 | 0.000 | ||
104 | 2023.03.15 16:00 | modify | 34 | 0.10 | 139.940 | 138.940 | 141.440 | ||
105 | 2023.03.15 20:00 | t/p | 34 | 0.10 | 141.440 | 138.940 | 141.440 | 113.56 | 10627.85 |
106 | 2023.03.22 12:00 | sell | 35 | 0.10 | 143.485 | 0.000 | 0.000 | ||
107 | 2023.03.22 12:00 | modify | 35 | 0.10 | 143.485 | 144.485 | 141.985 | ||
108 | 2023.03.23 20:00 | t/p | 35 | 0.10 | 141.985 | 144.485 | 141.985 | 111.63 | 10739.48 |
109 | 2023.03.24 12:00 | buy | 36 | 0.10 | 139.632 | 0.000 | 0.000 | ||
110 | 2023.03.24 12:00 | modify | 36 | 0.10 | 139.632 | 138.632 | 141.132 | ||
111 | 2023.03.27 08:00 | t/p | 36 | 0.10 | 141.132 | 138.632 | 141.132 | 113.88 | 10853.36 |
112 | 2023.03.29 12:00 | sell | 37 | 0.10 | 143.495 | 0.000 | 0.000 | ||
113 | 2023.03.29 12:00 | modify | 37 | 0.10 | 143.495 | 144.495 | 141.995 | ||
114 | 2023.03.30 16:00 | s/l | 37 | 0.10 | 144.495 | 144.495 | 141.995 | -77.42 | 10775.93 |