Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (2022.05.01 - 2023.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=40; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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 | 2613 | Ticks modelled | 79172 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1173.89 | Gross profit | 1276.85 | Gross loss | -102.96 |
Profit factor | 12.40 | Expected payoff | 46.96 | ||
Absolute drawdown | 7.57 | Maximal drawdown | 178.87 (1.62%) | Relative drawdown | 1.62% (178.87) |
Total trades | 25 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 8 (62.50%) |
Profit trades (% of total) | 19 (76.00%) | Loss trades (% of total) | 6 (24.00%) | ||
Largest | profit trade | 110.73 | loss trade | -17.27 | |
Average | profit trade | 67.20 | loss trade | -17.16 | |
Maximum | consecutive wins (profit in money) | 9 (582.54) | consecutive losses (loss in money) | 3 (-51.81) | |
Maximal | consecutive profit (count of wins) | 582.54 (9) | consecutive loss (count of losses) | -51.81 (3) | |
Average | consecutive wins | 6 | consecutive losses | 3 |
# | 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 | 94.812 | 92.212 | ||
3 | 2022.05.06 07:05 | t/p | 1 | 0.10 | 92.212 | 94.812 | 92.212 | 109.52 | 10109.52 |
4 | 2022.09.09 08:00 | sell | 2 | 0.10 | 97.668 | 0.000 | 0.000 | ||
5 | 2022.09.09 08:00 | modify | 2 | 0.10 | 97.668 | 98.768 | 96.168 | ||
6 | 2022.09.14 05:00 | sell | 3 | 0.10 | 96.904 | 0.000 | 0.000 | ||
7 | 2022.09.14 05:00 | modify | 3 | 0.10 | 96.904 | 97.368 | 96.168 | ||
8 | 2022.09.14 05:00 | sell | 4 | 0.10 | 96.904 | 0.000 | 0.000 | ||
9 | 2022.09.14 05:00 | modify | 4 | 0.10 | 96.904 | 97.068 | 96.168 | ||
10 | 2022.09.14 05:00 | sell | 5 | 0.10 | 96.904 | 0.000 | 0.000 | ||
11 | 2022.09.14 05:00 | modify | 5 | 0.10 | 96.904 | 97.143 | 96.168 | ||
12 | 2022.09.14 05:00 | modify | 2 | 0.10 | 97.668 | 97.143 | 96.168 | ||
13 | 2022.09.14 05:05 | modify | 4 | 0.10 | 96.904 | 97.143 | 96.168 | ||
14 | 2022.09.14 05:05 | modify | 3 | 0.10 | 96.904 | 97.143 | 96.168 | ||
15 | 2022.09.14 12:40 | t/p | 2 | 0.10 | 96.168 | 97.143 | 96.168 | 108.13 | 10217.66 |
16 | 2022.09.14 12:40 | t/p | 3 | 0.10 | 96.168 | 97.143 | 96.168 | 54.08 | 10271.74 |
17 | 2022.09.14 12:40 | t/p | 4 | 0.10 | 96.168 | 97.143 | 96.168 | 54.08 | 10325.82 |
18 | 2022.09.14 12:40 | t/p | 5 | 0.10 | 96.168 | 97.143 | 96.168 | 54.08 | 10379.90 |
19 | 2022.11.10 12:00 | buy | 6 | 0.10 | 93.694 | 0.000 | 0.000 | ||
20 | 2022.11.10 12:00 | modify | 6 | 0.10 | 93.694 | 92.594 | 95.194 | ||
21 | 2022.11.15 16:30 | buy | 7 | 0.10 | 94.451 | 0.000 | 0.000 | ||
22 | 2022.11.15 16:30 | modify | 7 | 0.10 | 94.451 | 93.994 | 95.194 | ||
23 | 2022.11.15 16:30 | buy | 8 | 0.10 | 94.451 | 0.000 | 0.000 | ||
24 | 2022.11.15 16:30 | modify | 8 | 0.10 | 94.451 | 94.294 | 95.194 | ||
25 | 2022.11.15 16:30 | buy | 9 | 0.10 | 94.451 | 0.000 | 0.000 | ||
26 | 2022.11.15 16:30 | modify | 9 | 0.10 | 94.451 | 94.219 | 95.194 | ||
27 | 2022.11.15 16:30 | modify | 6 | 0.10 | 93.694 | 94.219 | 95.194 | ||
28 | 2022.11.15 16:35 | modify | 8 | 0.10 | 94.451 | 94.219 | 95.194 | ||
29 | 2022.11.15 16:35 | modify | 7 | 0.10 | 94.451 | 94.219 | 95.194 | ||
30 | 2022.11.15 18:30 | s/l | 6 | 0.10 | 94.219 | 94.219 | 95.194 | 40.09 | 10419.98 |
31 | 2022.11.15 18:30 | s/l | 7 | 0.10 | 94.219 | 94.219 | 95.194 | -17.05 | 10402.93 |
32 | 2022.11.15 18:30 | s/l | 8 | 0.10 | 94.219 | 94.219 | 95.194 | -17.05 | 10385.88 |
33 | 2022.11.15 18:30 | s/l | 9 | 0.10 | 94.219 | 94.219 | 95.194 | -17.05 | 10368.83 |
34 | 2022.12.13 12:00 | sell | 10 | 0.10 | 93.104 | 0.000 | 0.000 | ||
35 | 2022.12.13 12:00 | modify | 10 | 0.10 | 93.104 | 94.204 | 91.604 | ||
36 | 2022.12.15 11:40 | sell | 11 | 0.10 | 92.347 | 0.000 | 0.000 | ||
37 | 2022.12.15 11:40 | modify | 11 | 0.10 | 92.347 | 92.804 | 91.604 | ||
38 | 2022.12.15 11:40 | sell | 12 | 0.10 | 92.347 | 0.000 | 0.000 | ||
39 | 2022.12.15 11:40 | modify | 12 | 0.10 | 92.347 | 92.504 | 91.604 | ||
40 | 2022.12.15 11:40 | sell | 13 | 0.10 | 92.347 | 0.000 | 0.000 | ||
41 | 2022.12.15 11:40 | modify | 13 | 0.10 | 92.347 | 92.579 | 91.604 | ||
42 | 2022.12.15 11:40 | modify | 10 | 0.10 | 93.104 | 92.579 | 91.604 | ||
43 | 2022.12.15 11:45 | modify | 12 | 0.10 | 92.347 | 92.579 | 91.604 | ||
44 | 2022.12.15 11:45 | modify | 11 | 0.10 | 92.347 | 92.579 | 91.604 | ||
45 | 2022.12.16 15:20 | t/p | 10 | 0.10 | 91.604 | 92.579 | 91.604 | 106.74 | 10475.57 |
46 | 2022.12.16 15:20 | t/p | 11 | 0.10 | 91.604 | 92.579 | 91.604 | 53.90 | 10529.48 |
47 | 2022.12.16 15:20 | t/p | 12 | 0.10 | 91.604 | 92.579 | 91.604 | 53.90 | 10583.38 |
48 | 2022.12.16 15:20 | t/p | 13 | 0.10 | 91.604 | 92.579 | 91.604 | 53.90 | 10637.29 |
49 | 2023.01.18 08:00 | sell | 14 | 0.10 | 91.420 | 0.000 | 0.000 | ||
50 | 2023.01.18 08:00 | modify | 14 | 0.10 | 91.420 | 92.520 | 89.920 | ||
51 | 2023.01.18 10:50 | sell | 15 | 0.10 | 90.670 | 0.000 | 0.000 | ||
52 | 2023.01.18 10:50 | modify | 15 | 0.10 | 90.670 | 91.120 | 89.920 | ||
53 | 2023.01.18 10:50 | sell | 16 | 0.10 | 90.670 | 0.000 | 0.000 | ||
54 | 2023.01.18 10:50 | modify | 16 | 0.10 | 90.670 | 90.820 | 89.920 | ||
55 | 2023.01.18 10:50 | sell | 17 | 0.10 | 90.670 | 0.000 | 0.000 | ||
56 | 2023.01.18 10:50 | modify | 17 | 0.10 | 90.670 | 90.895 | 89.920 | ||
57 | 2023.01.18 10:50 | modify | 14 | 0.10 | 91.420 | 90.895 | 89.920 | ||
58 | 2023.01.18 10:55 | modify | 16 | 0.10 | 90.670 | 90.895 | 89.920 | ||
59 | 2023.01.18 10:55 | modify | 15 | 0.10 | 90.670 | 90.895 | 89.920 | ||
60 | 2023.01.18 16:30 | t/p | 14 | 0.10 | 89.920 | 90.895 | 89.920 | 110.21 | 10747.50 |
61 | 2023.01.18 16:30 | t/p | 15 | 0.10 | 89.920 | 90.895 | 89.920 | 55.10 | 10802.60 |
62 | 2023.01.18 16:30 | t/p | 16 | 0.10 | 89.920 | 90.895 | 89.920 | 55.10 | 10857.70 |
63 | 2023.01.18 16:30 | t/p | 17 | 0.10 | 89.920 | 90.895 | 89.920 | 55.10 | 10912.80 |
64 | 2023.01.25 08:00 | sell | 18 | 0.10 | 92.553 | 0.000 | 0.000 | ||
65 | 2023.01.25 08:00 | modify | 18 | 0.10 | 92.553 | 93.653 | 91.053 | ||
66 | 2023.01.25 13:30 | sell | 19 | 0.10 | 91.793 | 0.000 | 0.000 | ||
67 | 2023.01.25 13:30 | modify | 19 | 0.10 | 91.793 | 92.253 | 91.053 | ||
68 | 2023.01.25 13:30 | sell | 20 | 0.10 | 91.793 | 0.000 | 0.000 | ||
69 | 2023.01.25 13:30 | modify | 20 | 0.10 | 91.793 | 91.953 | 91.053 | ||
70 | 2023.01.25 13:30 | sell | 21 | 0.10 | 91.793 | 0.000 | 0.000 | ||
71 | 2023.01.25 13:30 | modify | 21 | 0.10 | 91.793 | 92.028 | 91.053 | ||
72 | 2023.01.25 13:30 | modify | 18 | 0.10 | 92.553 | 92.028 | 91.053 | ||
73 | 2023.01.25 13:35 | modify | 20 | 0.10 | 91.793 | 92.028 | 91.053 | ||
74 | 2023.01.25 13:35 | modify | 19 | 0.10 | 91.793 | 92.028 | 91.053 | ||
75 | 2023.01.25 19:30 | s/l | 18 | 0.10 | 92.028 | 92.028 | 91.053 | 38.58 | 10951.38 |
76 | 2023.01.25 19:30 | s/l | 19 | 0.10 | 92.028 | 92.028 | 91.053 | -17.27 | 10934.11 |
77 | 2023.01.25 19:30 | s/l | 20 | 0.10 | 92.028 | 92.028 | 91.053 | -17.27 | 10916.84 |
78 | 2023.01.25 19:30 | s/l | 21 | 0.10 | 92.028 | 92.028 | 91.053 | -17.27 | 10899.57 |
79 | 2023.02.10 12:00 | buy | 22 | 0.10 | 90.613 | 0.000 | 0.000 | ||
80 | 2023.02.10 12:00 | modify | 22 | 0.10 | 90.613 | 89.513 | 92.113 | ||
81 | 2023.02.13 05:30 | buy | 23 | 0.10 | 91.371 | 0.000 | 0.000 | ||
82 | 2023.02.13 05:30 | modify | 23 | 0.10 | 91.371 | 90.913 | 92.113 | ||
83 | 2023.02.13 05:30 | buy | 24 | 0.10 | 91.371 | 0.000 | 0.000 | ||
84 | 2023.02.13 05:30 | modify | 24 | 0.10 | 91.371 | 91.213 | 92.113 | ||
85 | 2023.02.13 05:30 | buy | 25 | 0.10 | 91.371 | 0.000 | 0.000 | ||
86 | 2023.02.13 05:30 | modify | 25 | 0.10 | 91.371 | 91.138 | 92.113 | ||
87 | 2023.02.13 05:30 | modify | 22 | 0.10 | 90.613 | 91.138 | 92.113 | ||
88 | 2023.02.13 05:35 | modify | 24 | 0.10 | 91.371 | 91.138 | 92.113 | ||
89 | 2023.02.13 05:35 | modify | 23 | 0.10 | 91.371 | 91.138 | 92.113 | ||
90 | 2023.02.13 14:30 | t/p | 22 | 0.10 | 92.113 | 91.138 | 92.113 | 110.73 | 11010.30 |
91 | 2023.02.13 14:30 | t/p | 23 | 0.10 | 92.113 | 91.138 | 92.113 | 54.53 | 11064.83 |
92 | 2023.02.13 14:30 | t/p | 24 | 0.10 | 92.113 | 91.138 | 92.113 | 54.53 | 11119.36 |
93 | 2023.02.13 14:30 | t/p | 25 | 0.10 | 92.113 | 91.138 | 92.113 | 54.53 | 11173.89 |