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 | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 79600 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 721.67 | Gross profit | 934.54 | Gross loss | -212.87 |
Profit factor | 4.39 | Expected payoff | 37.98 | ||
Absolute drawdown | 115.79 | Maximal drawdown | 158.71 (1.58%) | Relative drawdown | 1.58% (158.71) |
Total trades | 19 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 12 (63.16%) | Loss trades (% of total) | 7 (36.84%) | ||
Largest | profit trade | 114.21 | loss trade | -31.89 | |
Average | profit trade | 77.88 | loss trade | -30.41 | |
Maximum | consecutive wins (profit in money) | 7 (499.49) | consecutive losses (loss in money) | 3 (-92.84) | |
Maximal | consecutive profit (count of wins) | 499.49 (7) | consecutive loss (count of losses) | -92.84 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.11 08:00 | sell | 1 | 0.10 | 125.244 | 0.000 | 0.000 | ||
2 | 2022.04.11 08:00 | modify | 1 | 0.10 | 125.244 | 125.644 | 123.744 | ||
3 | 2022.04.11 11:30 | s/l | 1 | 0.10 | 125.644 | 125.644 | 123.744 | -31.83 | 9968.17 |
4 | 2022.04.19 04:00 | sell | 2 | 0.10 | 127.916 | 0.000 | 0.000 | ||
5 | 2022.04.19 04:00 | modify | 2 | 0.10 | 127.916 | 128.316 | 126.416 | ||
6 | 2022.04.19 06:40 | s/l | 2 | 0.10 | 128.316 | 128.316 | 126.416 | -31.17 | 9937.00 |
7 | 2022.06.08 08:00 | sell | 3 | 0.10 | 133.578 | 0.000 | 0.000 | ||
8 | 2022.06.08 08:00 | modify | 3 | 0.10 | 133.578 | 133.978 | 132.078 | ||
9 | 2022.06.08 10:30 | s/l | 3 | 0.10 | 133.978 | 133.978 | 132.078 | -29.84 | 9907.16 |
10 | 2022.07.14 08:00 | sell | 4 | 0.10 | 139.097 | 0.000 | 0.000 | ||
11 | 2022.07.14 08:00 | modify | 4 | 0.10 | 139.097 | 139.497 | 137.597 | ||
12 | 2022.07.15 07:15 | sell | 5 | 0.10 | 138.554 | 0.000 | 0.000 | ||
13 | 2022.07.15 07:15 | modify | 5 | 0.10 | 138.554 | 139.022 | 137.597 | ||
14 | 2022.07.15 07:15 | modify | 4 | 0.10 | 139.097 | 139.022 | 137.597 | ||
15 | 2022.07.15 14:46 | sell | 6 | 0.10 | 138.420 | 0.000 | 0.000 | ||
16 | 2022.07.15 14:46 | modify | 6 | 0.10 | 138.420 | 138.722 | 137.597 | ||
17 | 2022.07.15 14:46 | modify | 5 | 0.10 | 138.554 | 138.722 | 137.597 | ||
18 | 2022.07.15 14:46 | modify | 4 | 0.10 | 139.097 | 138.722 | 137.597 | ||
19 | 2022.07.18 01:40 | sell | 7 | 0.10 | 138.025 | 0.000 | 0.000 | ||
20 | 2022.07.18 01:40 | modify | 7 | 0.10 | 138.025 | 138.572 | 137.597 | ||
21 | 2022.07.18 01:40 | modify | 6 | 0.10 | 138.420 | 138.572 | 137.597 | ||
22 | 2022.07.18 01:40 | modify | 5 | 0.10 | 138.554 | 138.572 | 137.597 | ||
23 | 2022.07.18 01:40 | modify | 4 | 0.10 | 139.097 | 138.572 | 137.597 | ||
24 | 2022.07.19 10:30 | t/p | 4 | 0.10 | 137.597 | 138.572 | 137.597 | 104.34 | 10011.50 |
25 | 2022.07.19 10:30 | t/p | 5 | 0.10 | 137.597 | 138.572 | 137.597 | 66.43 | 10077.93 |
26 | 2022.07.19 10:30 | t/p | 6 | 0.10 | 137.597 | 138.572 | 137.597 | 56.69 | 10134.62 |
27 | 2022.07.19 10:30 | t/p | 7 | 0.10 | 137.597 | 138.572 | 137.597 | 29.55 | 10164.17 |
28 | 2022.07.29 08:00 | buy | 8 | 0.10 | 132.801 | 0.000 | 0.000 | ||
29 | 2022.07.29 08:00 | modify | 8 | 0.10 | 132.801 | 132.401 | 134.301 | ||
30 | 2022.07.29 11:20 | buy | 9 | 0.10 | 133.349 | 0.000 | 0.000 | ||
31 | 2022.07.29 11:20 | modify | 9 | 0.10 | 133.349 | 132.876 | 134.301 | ||
32 | 2022.07.29 11:20 | modify | 8 | 0.10 | 132.801 | 132.876 | 134.301 | ||
33 | 2022.07.29 11:50 | buy | 10 | 0.10 | 133.493 | 0.000 | 0.000 | ||
34 | 2022.07.29 11:50 | modify | 10 | 0.10 | 133.493 | 133.176 | 134.301 | ||
35 | 2022.07.29 11:50 | modify | 9 | 0.10 | 133.349 | 133.176 | 134.301 | ||
36 | 2022.07.29 11:50 | modify | 8 | 0.10 | 132.801 | 133.176 | 134.301 | ||
37 | 2022.07.29 13:30 | t/p | 8 | 0.10 | 134.301 | 133.176 | 134.301 | 111.57 | 10275.74 |
38 | 2022.07.29 13:30 | t/p | 9 | 0.10 | 134.301 | 133.176 | 134.301 | 70.81 | 10346.55 |
39 | 2022.07.29 13:30 | t/p | 10 | 0.10 | 134.301 | 133.176 | 134.301 | 60.10 | 10406.65 |
40 | 2022.09.06 12:00 | sell | 11 | 0.10 | 141.907 | 0.000 | 0.000 | ||
41 | 2022.09.06 12:00 | modify | 11 | 0.10 | 141.907 | 142.307 | 140.407 | ||
42 | 2022.09.06 12:40 | s/l | 11 | 0.10 | 142.307 | 142.307 | 140.407 | -28.08 | 10378.57 |
43 | 2022.09.22 08:00 | sell | 12 | 0.10 | 145.774 | 0.000 | 0.000 | ||
44 | 2022.09.22 08:00 | modify | 12 | 0.10 | 145.774 | 146.174 | 144.274 | ||
45 | 2022.09.22 08:20 | t/p | 12 | 0.10 | 144.274 | 146.174 | 144.274 | 104.17 | 10482.74 |
46 | 2022.10.12 12:00 | sell | 13 | 0.10 | 146.599 | 0.000 | 0.000 | ||
47 | 2022.10.12 12:00 | modify | 13 | 0.10 | 146.599 | 146.999 | 145.099 | ||
48 | 2022.10.13 12:20 | s/l | 13 | 0.10 | 146.999 | 146.999 | 145.099 | -31.89 | 10450.85 |
49 | 2022.11.11 12:00 | buy | 14 | 0.10 | 139.522 | 0.000 | 0.000 | ||
50 | 2022.11.11 12:00 | modify | 14 | 0.10 | 139.522 | 139.122 | 141.022 | ||
51 | 2022.11.11 15:40 | s/l | 14 | 0.10 | 139.122 | 139.122 | 141.022 | -28.78 | 10422.07 |
52 | 2022.12.02 12:00 | buy | 15 | 0.10 | 134.031 | 0.000 | 0.000 | ||
53 | 2022.12.02 12:00 | modify | 15 | 0.10 | 134.031 | 133.631 | 135.531 | ||
54 | 2022.12.02 13:40 | t/p | 15 | 0.10 | 135.531 | 133.631 | 135.531 | 110.31 | 10532.38 |
55 | 2023.01.03 04:00 | buy | 16 | 0.10 | 129.811 | 0.000 | 0.000 | ||
56 | 2023.01.03 04:00 | modify | 16 | 0.10 | 129.811 | 129.411 | 131.311 | ||
57 | 2023.01.03 14:55 | buy | 17 | 0.10 | 130.353 | 0.000 | 0.000 | ||
58 | 2023.01.03 14:55 | modify | 17 | 0.10 | 130.353 | 129.886 | 131.311 | ||
59 | 2023.01.03 14:55 | modify | 16 | 0.10 | 129.811 | 129.886 | 131.311 | ||
60 | 2023.01.03 16:20 | buy | 18 | 0.10 | 130.872 | 0.000 | 0.000 | ||
61 | 2023.01.03 16:20 | modify | 18 | 0.10 | 130.872 | 130.336 | 131.311 | ||
62 | 2023.01.03 16:20 | modify | 17 | 0.10 | 130.353 | 130.336 | 131.311 | ||
63 | 2023.01.03 16:20 | modify | 16 | 0.10 | 129.811 | 130.336 | 131.311 | ||
64 | 2023.01.03 23:30 | t/p | 16 | 0.10 | 131.311 | 130.336 | 131.311 | 114.21 | 10646.59 |
65 | 2023.01.03 23:30 | t/p | 17 | 0.10 | 131.311 | 130.336 | 131.311 | 72.94 | 10719.53 |
66 | 2023.01.03 23:30 | t/p | 18 | 0.10 | 131.311 | 130.336 | 131.311 | 33.42 | 10752.95 |
67 | 2023.01.13 08:00 | buy | 19 | 0.10 | 128.405 | 0.000 | 0.000 | ||
68 | 2023.01.13 08:00 | modify | 19 | 0.10 | 128.405 | 128.005 | 129.905 | ||
69 | 2023.01.13 14:30 | s/l | 19 | 0.10 | 128.005 | 128.005 | 129.905 | -31.28 | 10721.67 |