Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 7239 | Ticks modelled | 13477 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 647.67 | Gross profit | 1314.27 | Gross loss | -666.60 |
Profit factor | 1.97 | Expected payoff | 19.05 | ||
Absolute drawdown | 2.50 | Maximal drawdown | 251.23 (2.40%) | Relative drawdown | 2.40% (251.23) |
Total trades | 34 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 21 (52.38%) |
Profit trades (% of total) | 20 (58.82%) | Loss trades (% of total) | 14 (41.18%) | ||
Largest | profit trade | 115.26 | loss trade | -58.79 | |
Average | profit trade | 65.71 | loss trade | -47.61 | |
Maximum | consecutive wins (profit in money) | 4 (257.17) | consecutive losses (loss in money) | 3 (-144.87) | |
Maximal | consecutive profit (count of wins) | 257.17 (4) | consecutive loss (count of losses) | -144.87 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.05 00:00 | sell | 1 | 0.10 | 93.712 | 0.000 | 0.000 | ||
2 | 2022.05.05 00:00 | modify | 1 | 0.10 | 93.712 | 94.512 | 92.212 | ||
3 | 2022.05.05 15:00 | sell | 2 | 0.10 | 92.949 | 0.000 | 0.000 | ||
4 | 2022.05.05 15:00 | modify | 2 | 0.10 | 92.949 | 93.337 | 92.212 | ||
5 | 2022.05.05 15:00 | modify | 1 | 0.10 | 93.712 | 93.337 | 92.212 | ||
6 | 2022.05.06 08:00 | t/p | 1 | 0.10 | 92.212 | 93.337 | 92.212 | 109.52 | 10109.52 |
7 | 2022.05.06 08:00 | t/p | 2 | 0.10 | 92.212 | 93.337 | 92.212 | 53.46 | 10162.99 |
8 | 2022.06.22 10:00 | buy | 3 | 0.10 | 93.884 | 0.000 | 0.000 | ||
9 | 2022.06.22 10:00 | modify | 3 | 0.10 | 93.884 | 93.084 | 95.384 | ||
10 | 2022.06.23 08:00 | s/l | 3 | 0.10 | 93.084 | 93.084 | 95.384 | -57.28 | 10105.71 |
11 | 2022.07.25 13:00 | sell | 4 | 0.10 | 94.969 | 0.000 | 0.000 | ||
12 | 2022.07.25 13:00 | modify | 4 | 0.10 | 94.969 | 95.769 | 93.469 | ||
13 | 2022.07.29 04:00 | t/p | 4 | 0.10 | 93.469 | 95.769 | 93.469 | 106.04 | 10211.75 |
14 | 2022.08.02 03:00 | buy | 5 | 0.10 | 91.694 | 0.000 | 0.000 | ||
15 | 2022.08.02 03:00 | modify | 5 | 0.10 | 91.694 | 90.894 | 93.194 | ||
16 | 2022.08.02 06:00 | s/l | 5 | 0.10 | 90.894 | 90.894 | 93.194 | -58.79 | 10152.96 |
17 | 2022.08.02 07:00 | buy | 6 | 0.10 | 90.969 | 0.000 | 0.000 | ||
18 | 2022.08.02 07:00 | modify | 6 | 0.10 | 90.969 | 90.169 | 92.469 | ||
19 | 2022.08.03 02:00 | t/p | 6 | 0.10 | 92.469 | 90.169 | 92.469 | 110.73 | 10263.69 |
20 | 2022.08.15 14:00 | buy | 7 | 0.10 | 93.338 | 0.000 | 0.000 | ||
21 | 2022.08.15 14:00 | modify | 7 | 0.10 | 93.338 | 92.538 | 94.838 | ||
22 | 2022.08.17 05:00 | buy | 8 | 0.10 | 94.101 | 0.000 | 0.000 | ||
23 | 2022.08.17 05:00 | modify | 8 | 0.10 | 94.101 | 93.713 | 94.838 | ||
24 | 2022.08.17 05:00 | modify | 7 | 0.10 | 93.338 | 93.713 | 94.838 | ||
25 | 2022.08.17 12:00 | s/l | 7 | 0.10 | 93.713 | 93.713 | 94.838 | 28.57 | 10292.26 |
26 | 2022.08.17 12:00 | s/l | 8 | 0.10 | 93.713 | 93.713 | 94.838 | -28.51 | 10263.75 |
27 | 2022.09.14 09:00 | buy | 9 | 0.10 | 96.482 | 0.000 | 0.000 | ||
28 | 2022.09.14 09:00 | modify | 9 | 0.10 | 96.482 | 95.682 | 97.982 | ||
29 | 2022.09.16 09:00 | s/l | 9 | 0.10 | 95.682 | 95.682 | 97.982 | -56.78 | 10206.97 |
30 | 2022.11.04 14:00 | sell | 10 | 0.10 | 94.775 | 0.000 | 0.000 | ||
31 | 2022.11.04 14:00 | modify | 10 | 0.10 | 94.775 | 95.575 | 93.275 | ||
32 | 2022.11.10 00:00 | sell | 11 | 0.10 | 94.010 | 0.000 | 0.000 | ||
33 | 2022.11.10 00:00 | modify | 11 | 0.10 | 94.010 | 94.400 | 93.275 | ||
34 | 2022.11.10 00:00 | modify | 10 | 0.10 | 94.775 | 94.400 | 93.275 | ||
35 | 2022.11.10 15:00 | t/p | 10 | 0.10 | 93.275 | 94.400 | 93.275 | 106.05 | 10313.02 |
36 | 2022.11.10 15:00 | t/p | 11 | 0.10 | 93.275 | 94.400 | 93.275 | 54.01 | 10367.03 |
37 | 2022.11.28 03:00 | buy | 12 | 0.10 | 92.706 | 0.000 | 0.000 | ||
38 | 2022.11.28 03:00 | modify | 12 | 0.10 | 92.706 | 91.906 | 94.206 | ||
39 | 2022.11.30 11:00 | buy | 13 | 0.10 | 93.398 | 0.000 | 0.000 | ||
40 | 2022.11.30 11:00 | modify | 13 | 0.10 | 93.398 | 93.006 | 94.206 | ||
41 | 2022.11.30 11:00 | modify | 12 | 0.10 | 92.706 | 93.006 | 94.206 | ||
42 | 2022.12.01 02:00 | s/l | 12 | 0.10 | 93.006 | 93.006 | 94.206 | 24.56 | 10391.60 |
43 | 2022.12.01 02:00 | s/l | 13 | 0.10 | 93.006 | 93.006 | 94.206 | -27.30 | 10364.30 |
44 | 2022.12.30 02:00 | buy | 14 | 0.10 | 89.645 | 0.000 | 0.000 | ||
45 | 2022.12.30 02:00 | modify | 14 | 0.10 | 89.645 | 88.845 | 91.145 | ||
46 | 2023.01.01 22:00 | s/l | 14 | 0.10 | 88.845 | 88.845 | 91.145 | -58.79 | 10305.51 |
47 | 2023.01.04 06:00 | sell | 15 | 0.10 | 88.993 | 0.000 | 0.000 | ||
48 | 2023.01.04 06:00 | modify | 15 | 0.10 | 88.993 | 89.793 | 87.493 | ||
49 | 2023.01.04 13:00 | s/l | 15 | 0.10 | 89.793 | 89.793 | 87.493 | -58.78 | 10246.73 |
50 | 2023.01.09 07:00 | sell | 16 | 0.10 | 91.389 | 0.000 | 0.000 | ||
51 | 2023.01.09 07:00 | modify | 16 | 0.10 | 91.389 | 92.189 | 89.889 | ||
52 | 2023.01.12 15:00 | sell | 17 | 0.10 | 90.169 | 0.000 | 0.000 | ||
53 | 2023.01.12 15:00 | modify | 17 | 0.10 | 90.169 | 90.864 | 89.889 | ||
54 | 2023.01.12 15:00 | modify | 16 | 0.10 | 91.389 | 90.864 | 89.889 | ||
55 | 2023.01.13 01:00 | t/p | 16 | 0.10 | 89.889 | 90.864 | 89.889 | 106.04 | 10352.77 |
56 | 2023.01.13 01:00 | t/p | 17 | 0.10 | 89.889 | 90.864 | 89.889 | 19.87 | 10372.64 |
57 | 2023.01.19 02:00 | buy | 18 | 0.10 | 88.757 | 0.000 | 0.000 | ||
58 | 2023.01.19 02:00 | modify | 18 | 0.10 | 88.757 | 87.957 | 90.257 | ||
59 | 2023.01.20 14:00 | t/p | 18 | 0.10 | 90.257 | 87.957 | 90.257 | 110.73 | 10483.38 |
60 | 2023.01.23 12:00 | sell | 19 | 0.10 | 91.093 | 0.000 | 0.000 | ||
61 | 2023.01.23 12:00 | modify | 19 | 0.10 | 91.093 | 91.893 | 89.593 | ||
62 | 2023.01.23 16:00 | s/l | 19 | 0.10 | 91.893 | 91.893 | 89.593 | -58.79 | 10424.59 |
63 | 2023.01.25 02:00 | sell | 20 | 0.10 | 92.258 | 0.000 | 0.000 | ||
64 | 2023.01.25 02:00 | modify | 20 | 0.10 | 92.258 | 93.058 | 90.758 | ||
65 | 2023.01.31 08:00 | sell | 21 | 0.10 | 91.560 | 0.000 | 0.000 | ||
66 | 2023.01.31 08:00 | modify | 21 | 0.10 | 91.560 | 91.958 | 90.758 | ||
67 | 2023.01.31 08:00 | modify | 20 | 0.10 | 92.258 | 91.958 | 90.758 | ||
68 | 2023.02.01 05:00 | s/l | 20 | 0.10 | 91.958 | 91.958 | 90.758 | 17.18 | 10441.76 |
69 | 2023.02.01 05:00 | s/l | 21 | 0.10 | 91.958 | 91.958 | 90.758 | -29.94 | 10411.83 |
70 | 2023.02.10 09:00 | buy | 22 | 0.10 | 90.645 | 0.000 | 0.000 | ||
71 | 2023.02.10 09:00 | modify | 22 | 0.10 | 90.645 | 89.845 | 92.145 | ||
72 | 2023.02.13 07:00 | buy | 23 | 0.10 | 91.401 | 0.000 | 0.000 | ||
73 | 2023.02.13 07:00 | modify | 23 | 0.10 | 91.401 | 91.020 | 92.145 | ||
74 | 2023.02.13 07:00 | modify | 22 | 0.10 | 90.645 | 91.020 | 92.145 | ||
75 | 2023.02.13 15:00 | t/p | 22 | 0.10 | 92.145 | 91.020 | 92.145 | 110.73 | 10522.56 |
76 | 2023.02.13 15:00 | t/p | 23 | 0.10 | 92.145 | 91.020 | 92.145 | 54.67 | 10577.23 |
77 | 2023.03.07 10:00 | buy | 24 | 0.10 | 90.719 | 0.000 | 0.000 | ||
78 | 2023.03.07 10:00 | modify | 24 | 0.10 | 90.719 | 89.919 | 92.219 | ||
79 | 2023.03.09 19:00 | s/l | 24 | 0.10 | 89.919 | 89.919 | 92.219 | -56.79 | 10520.44 |
80 | 2023.03.15 15:00 | buy | 25 | 0.10 | 87.964 | 0.000 | 0.000 | ||
81 | 2023.03.15 15:00 | modify | 25 | 0.10 | 87.964 | 87.164 | 89.464 | ||
82 | 2023.03.16 08:00 | buy | 26 | 0.10 | 88.667 | 0.000 | 0.000 | ||
83 | 2023.03.16 08:00 | modify | 26 | 0.10 | 88.667 | 88.264 | 89.464 | ||
84 | 2023.03.16 08:00 | modify | 25 | 0.10 | 87.964 | 88.264 | 89.464 | ||
85 | 2023.03.16 09:00 | s/l | 25 | 0.10 | 88.264 | 88.264 | 89.464 | 23.56 | 10544.00 |
86 | 2023.03.16 09:00 | s/l | 26 | 0.10 | 88.264 | 88.264 | 89.464 | -29.61 | 10514.39 |
87 | 2023.03.31 02:00 | sell | 27 | 0.10 | 89.487 | 0.000 | 0.000 | ||
88 | 2023.03.31 02:00 | modify | 27 | 0.10 | 89.487 | 90.287 | 87.987 | ||
89 | 2023.04.03 00:00 | sell | 28 | 0.10 | 88.790 | 0.000 | 0.000 | ||
90 | 2023.04.03 00:00 | modify | 28 | 0.10 | 88.790 | 89.187 | 87.987 | ||
91 | 2023.04.03 00:00 | modify | 27 | 0.10 | 89.487 | 89.187 | 87.987 | ||
92 | 2023.04.03 07:00 | s/l | 27 | 0.10 | 89.187 | 89.187 | 87.987 | 21.35 | 10535.75 |
93 | 2023.04.03 07:00 | s/l | 28 | 0.10 | 89.187 | 89.187 | 87.987 | -29.17 | 10506.58 |
94 | 2023.04.05 12:00 | buy | 29 | 0.10 | 88.031 | 0.000 | 0.000 | ||
95 | 2023.04.05 12:00 | modify | 29 | 0.10 | 88.031 | 87.231 | 89.531 | ||
96 | 2023.04.10 17:00 | buy | 30 | 0.10 | 88.719 | 0.000 | 0.000 | ||
97 | 2023.04.10 17:00 | modify | 30 | 0.10 | 88.719 | 88.331 | 89.531 | ||
98 | 2023.04.10 17:00 | modify | 29 | 0.10 | 88.031 | 88.331 | 89.531 | ||
99 | 2023.04.11 09:00 | buy | 31 | 0.10 | 88.792 | 0.000 | 0.000 | ||
100 | 2023.04.11 09:00 | modify | 31 | 0.10 | 88.792 | 88.406 | 89.531 | ||
101 | 2023.04.11 09:00 | modify | 30 | 0.10 | 88.719 | 88.406 | 89.531 | ||
102 | 2023.04.11 09:00 | modify | 29 | 0.10 | 88.031 | 88.406 | 89.531 | ||
103 | 2023.04.12 04:00 | buy | 32 | 0.10 | 89.233 | 0.000 | 0.000 | ||
104 | 2023.04.12 04:00 | modify | 32 | 0.10 | 89.233 | 88.556 | 89.531 | ||
105 | 2023.04.12 04:00 | modify | 31 | 0.10 | 88.792 | 88.556 | 89.531 | ||
106 | 2023.04.12 04:00 | modify | 30 | 0.10 | 88.719 | 88.556 | 89.531 | ||
107 | 2023.04.12 04:00 | modify | 29 | 0.10 | 88.031 | 88.556 | 89.531 | ||
108 | 2023.04.13 08:00 | t/p | 29 | 0.10 | 89.531 | 88.556 | 89.531 | 115.26 | 10621.83 |
109 | 2023.04.13 08:00 | t/p | 30 | 0.10 | 89.531 | 88.556 | 89.531 | 62.18 | 10684.02 |
110 | 2023.04.13 08:00 | t/p | 31 | 0.10 | 89.531 | 88.556 | 89.531 | 56.32 | 10740.34 |
111 | 2023.04.13 08:00 | t/p | 32 | 0.10 | 89.531 | 88.556 | 89.531 | 23.41 | 10763.75 |
112 | 2023.04.21 08:00 | buy | 33 | 0.10 | 89.577 | 0.000 | 0.000 | ||
113 | 2023.04.21 08:00 | modify | 33 | 0.10 | 89.577 | 88.777 | 91.077 | ||
114 | 2023.04.25 14:00 | s/l | 33 | 0.10 | 88.777 | 88.777 | 91.077 | -57.78 | 10705.96 |
115 | 2023.04.25 15:00 | buy | 34 | 0.10 | 88.820 | 0.000 | 0.000 | ||
116 | 2023.04.25 15:00 | modify | 34 | 0.10 | 88.820 | 88.020 | 90.320 | ||
117 | 2023.04.26 10:00 | s/l | 34 | 0.10 | 88.020 | 88.020 | 90.320 | -58.29 | 10647.67 |