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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1912 | Ticks modelled | 40323131 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1346.36 | Gross profit | 1445.78 | Gross loss | -99.42 |
Profit factor | 14.54 | Expected payoff | 48.08 | ||
Absolute drawdown | 7.57 | Maximal drawdown | 208.26 (2.03%) | Relative drawdown | 2.03% (208.26) |
Total trades | 28 | Short positions (won %) | 20 (85.00%) | Long positions (won %) | 8 (62.50%) |
Profit trades (% of total) | 22 (78.57%) | Loss trades (% of total) | 6 (21.43%) | ||
Largest | profit trade | 110.75 | loss trade | -16.61 | |
Average | profit trade | 65.72 | loss trade | -16.57 | |
Maximum | consecutive wins (profit in money) | 9 (585.89) | consecutive losses (loss in money) | 3 (-49.83) | |
Maximal | consecutive profit (count of wins) | 585.89 (9) | consecutive loss (count of losses) | -49.83 (3) | |
Average | consecutive wins | 7 | 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 | 2022.05.05 14:12 | sell | 2 | 0.10 | 92.962 | 0.000 | 0.000 | ||
4 | 2022.05.05 14:12 | modify | 2 | 0.10 | 92.962 | 93.412 | 92.212 | ||
5 | 2022.05.05 14:12 | sell | 3 | 0.10 | 92.962 | 0.000 | 0.000 | ||
6 | 2022.05.05 14:12 | modify | 3 | 0.10 | 92.962 | 93.112 | 92.212 | ||
7 | 2022.05.05 14:12 | sell | 4 | 0.10 | 92.962 | 0.000 | 0.000 | ||
8 | 2022.05.05 14:12 | modify | 4 | 0.10 | 92.962 | 93.187 | 92.212 | ||
9 | 2022.05.05 14:12 | modify | 1 | 0.10 | 93.712 | 93.187 | 92.212 | ||
10 | 2022.05.05 14:12 | modify | 3 | 0.10 | 92.962 | 93.187 | 92.212 | ||
11 | 2022.05.05 14:12 | modify | 2 | 0.10 | 92.962 | 93.187 | 92.212 | ||
12 | 2022.05.06 07:10 | t/p | 1 | 0.10 | 92.212 | 93.187 | 92.212 | 109.52 | 10109.52 |
13 | 2022.05.06 07:10 | t/p | 2 | 0.10 | 92.212 | 93.187 | 92.212 | 54.41 | 10163.94 |
14 | 2022.05.06 07:10 | t/p | 3 | 0.10 | 92.212 | 93.187 | 92.212 | 54.41 | 10218.35 |
15 | 2022.05.06 07:10 | t/p | 4 | 0.10 | 92.212 | 93.187 | 92.212 | 54.41 | 10272.77 |
16 | 2022.09.09 08:00 | sell | 5 | 0.10 | 97.668 | 0.000 | 0.000 | ||
17 | 2022.09.09 08:00 | modify | 5 | 0.10 | 97.668 | 98.768 | 96.168 | ||
18 | 2022.09.14 04:32 | sell | 6 | 0.10 | 96.916 | 0.000 | 0.000 | ||
19 | 2022.09.14 04:32 | modify | 6 | 0.10 | 96.916 | 97.368 | 96.168 | ||
20 | 2022.09.14 04:32 | sell | 7 | 0.10 | 96.916 | 0.000 | 0.000 | ||
21 | 2022.09.14 04:32 | modify | 7 | 0.10 | 96.916 | 97.068 | 96.168 | ||
22 | 2022.09.14 04:32 | sell | 8 | 0.10 | 96.916 | 0.000 | 0.000 | ||
23 | 2022.09.14 04:32 | modify | 8 | 0.10 | 96.916 | 97.143 | 96.168 | ||
24 | 2022.09.14 04:32 | modify | 5 | 0.10 | 97.668 | 97.143 | 96.168 | ||
25 | 2022.09.14 04:32 | modify | 7 | 0.10 | 96.916 | 97.143 | 96.168 | ||
26 | 2022.09.14 04:32 | modify | 6 | 0.10 | 96.916 | 97.143 | 96.168 | ||
27 | 2022.09.14 12:44 | t/p | 5 | 0.10 | 96.168 | 97.143 | 96.168 | 108.14 | 10380.91 |
28 | 2022.09.14 12:44 | t/p | 6 | 0.10 | 96.168 | 97.143 | 96.168 | 54.96 | 10435.87 |
29 | 2022.09.14 12:44 | t/p | 7 | 0.10 | 96.168 | 97.143 | 96.168 | 54.96 | 10490.83 |
30 | 2022.09.14 12:44 | t/p | 8 | 0.10 | 96.168 | 97.143 | 96.168 | 54.96 | 10545.79 |
31 | 2022.11.10 12:00 | buy | 9 | 0.10 | 93.694 | 0.000 | 0.000 | ||
32 | 2022.11.10 12:00 | modify | 9 | 0.10 | 93.694 | 92.594 | 95.194 | ||
33 | 2022.11.15 16:01 | buy | 10 | 0.10 | 94.445 | 0.000 | 0.000 | ||
34 | 2022.11.15 16:01 | modify | 10 | 0.10 | 94.445 | 93.994 | 95.194 | ||
35 | 2022.11.15 16:01 | buy | 11 | 0.10 | 94.445 | 0.000 | 0.000 | ||
36 | 2022.11.15 16:01 | modify | 11 | 0.10 | 94.445 | 94.294 | 95.194 | ||
37 | 2022.11.15 16:01 | buy | 12 | 0.10 | 94.445 | 0.000 | 0.000 | ||
38 | 2022.11.15 16:01 | modify | 12 | 0.10 | 94.445 | 94.219 | 95.194 | ||
39 | 2022.11.15 16:01 | modify | 9 | 0.10 | 93.694 | 94.219 | 95.194 | ||
40 | 2022.11.15 16:01 | modify | 11 | 0.10 | 94.445 | 94.219 | 95.194 | ||
41 | 2022.11.15 16:01 | modify | 10 | 0.10 | 94.445 | 94.219 | 95.194 | ||
42 | 2022.11.15 18:26 | s/l | 9 | 0.10 | 94.219 | 94.219 | 95.194 | 40.10 | 10585.89 |
43 | 2022.11.15 18:26 | s/l | 10 | 0.10 | 94.219 | 94.219 | 95.194 | -16.61 | 10569.28 |
44 | 2022.11.15 18:26 | s/l | 11 | 0.10 | 94.219 | 94.219 | 95.194 | -16.61 | 10552.67 |
45 | 2022.11.15 18:26 | s/l | 12 | 0.10 | 94.219 | 94.219 | 95.194 | -16.61 | 10536.06 |
46 | 2022.12.13 12:00 | sell | 13 | 0.10 | 93.104 | 0.000 | 0.000 | ||
47 | 2022.12.13 12:00 | modify | 13 | 0.10 | 93.104 | 94.204 | 91.604 | ||
48 | 2022.12.15 11:59 | sell | 14 | 0.10 | 92.352 | 0.000 | 0.000 | ||
49 | 2022.12.15 11:59 | modify | 14 | 0.10 | 92.352 | 92.804 | 91.604 | ||
50 | 2022.12.15 11:59 | sell | 15 | 0.10 | 92.352 | 0.000 | 0.000 | ||
51 | 2022.12.15 11:59 | modify | 15 | 0.10 | 92.352 | 92.504 | 91.604 | ||
52 | 2022.12.15 11:59 | sell | 16 | 0.10 | 92.352 | 0.000 | 0.000 | ||
53 | 2022.12.15 11:59 | modify | 16 | 0.10 | 92.352 | 92.579 | 91.604 | ||
54 | 2022.12.15 11:59 | modify | 13 | 0.10 | 93.104 | 92.579 | 91.604 | ||
55 | 2022.12.15 11:59 | modify | 15 | 0.10 | 92.352 | 92.579 | 91.604 | ||
56 | 2022.12.15 11:59 | modify | 14 | 0.10 | 92.352 | 92.579 | 91.604 | ||
57 | 2022.12.16 15:19 | t/p | 13 | 0.10 | 91.604 | 92.579 | 91.604 | 106.75 | 10642.81 |
58 | 2022.12.16 15:19 | t/p | 14 | 0.10 | 91.604 | 92.579 | 91.604 | 54.27 | 10697.08 |
59 | 2022.12.16 15:19 | t/p | 15 | 0.10 | 91.604 | 92.579 | 91.604 | 54.27 | 10751.35 |
60 | 2022.12.16 15:19 | t/p | 16 | 0.10 | 91.604 | 92.579 | 91.604 | 54.27 | 10805.63 |
61 | 2023.01.18 08:00 | sell | 17 | 0.10 | 91.420 | 0.000 | 0.000 | ||
62 | 2023.01.18 08:00 | modify | 17 | 0.10 | 91.420 | 92.520 | 89.920 | ||
63 | 2023.01.18 10:26 | sell | 18 | 0.10 | 90.670 | 0.000 | 0.000 | ||
64 | 2023.01.18 10:26 | modify | 18 | 0.10 | 90.670 | 91.120 | 89.920 | ||
65 | 2023.01.18 10:26 | sell | 19 | 0.10 | 90.670 | 0.000 | 0.000 | ||
66 | 2023.01.18 10:26 | modify | 19 | 0.10 | 90.670 | 90.820 | 89.920 | ||
67 | 2023.01.18 10:26 | sell | 20 | 0.10 | 90.670 | 0.000 | 0.000 | ||
68 | 2023.01.18 10:26 | modify | 20 | 0.10 | 90.670 | 90.895 | 89.920 | ||
69 | 2023.01.18 10:26 | modify | 17 | 0.10 | 91.420 | 90.895 | 89.920 | ||
70 | 2023.01.18 10:26 | modify | 19 | 0.10 | 90.670 | 90.895 | 89.920 | ||
71 | 2023.01.18 10:26 | modify | 18 | 0.10 | 90.670 | 90.895 | 89.920 | ||
72 | 2023.01.18 16:15 | t/p | 17 | 0.10 | 89.920 | 90.895 | 89.920 | 110.23 | 10915.86 |
73 | 2023.01.18 16:15 | t/p | 18 | 0.10 | 89.920 | 90.895 | 89.920 | 55.12 | 10970.98 |
74 | 2023.01.18 16:15 | t/p | 19 | 0.10 | 89.920 | 90.895 | 89.920 | 55.12 | 11026.10 |
75 | 2023.01.18 16:15 | t/p | 20 | 0.10 | 89.920 | 90.895 | 89.920 | 55.12 | 11081.22 |
76 | 2023.01.25 08:00 | sell | 21 | 0.10 | 92.553 | 0.000 | 0.000 | ||
77 | 2023.01.25 08:00 | modify | 21 | 0.10 | 92.553 | 93.653 | 91.053 | ||
78 | 2023.01.25 12:26 | sell | 22 | 0.10 | 91.803 | 0.000 | 0.000 | ||
79 | 2023.01.25 12:26 | modify | 22 | 0.10 | 91.803 | 92.253 | 91.053 | ||
80 | 2023.01.25 12:26 | sell | 23 | 0.10 | 91.803 | 0.000 | 0.000 | ||
81 | 2023.01.25 12:26 | modify | 23 | 0.10 | 91.803 | 91.953 | 91.053 | ||
82 | 2023.01.25 12:26 | sell | 24 | 0.10 | 91.803 | 0.000 | 0.000 | ||
83 | 2023.01.25 12:26 | modify | 24 | 0.10 | 91.803 | 92.028 | 91.053 | ||
84 | 2023.01.25 12:26 | modify | 21 | 0.10 | 92.553 | 92.028 | 91.053 | ||
85 | 2023.01.25 12:26 | modify | 23 | 0.10 | 91.803 | 92.028 | 91.053 | ||
86 | 2023.01.25 12:26 | modify | 22 | 0.10 | 91.803 | 92.028 | 91.053 | ||
87 | 2023.01.25 19:12 | s/l | 21 | 0.10 | 92.028 | 92.028 | 91.053 | 38.59 | 11119.81 |
88 | 2023.01.25 19:12 | s/l | 22 | 0.10 | 92.028 | 92.028 | 91.053 | -16.53 | 11103.28 |
89 | 2023.01.25 19:12 | s/l | 23 | 0.10 | 92.028 | 92.028 | 91.053 | -16.53 | 11086.75 |
90 | 2023.01.25 19:12 | s/l | 24 | 0.10 | 92.028 | 92.028 | 91.053 | -16.53 | 11070.22 |
91 | 2023.02.10 12:00 | buy | 25 | 0.10 | 90.613 | 0.000 | 0.000 | ||
92 | 2023.02.10 12:00 | modify | 25 | 0.10 | 90.613 | 89.513 | 92.113 | ||
93 | 2023.02.13 05:23 | buy | 26 | 0.10 | 91.363 | 0.000 | 0.000 | ||
94 | 2023.02.13 05:23 | modify | 26 | 0.10 | 91.363 | 90.913 | 92.113 | ||
95 | 2023.02.13 05:23 | buy | 27 | 0.10 | 91.363 | 0.000 | 0.000 | ||
96 | 2023.02.13 05:23 | modify | 27 | 0.10 | 91.363 | 91.213 | 92.113 | ||
97 | 2023.02.13 05:23 | buy | 28 | 0.10 | 91.363 | 0.000 | 0.000 | ||
98 | 2023.02.13 05:23 | modify | 28 | 0.10 | 91.363 | 91.138 | 92.113 | ||
99 | 2023.02.13 05:23 | modify | 25 | 0.10 | 90.613 | 91.138 | 92.113 | ||
100 | 2023.02.13 05:23 | modify | 27 | 0.10 | 91.363 | 91.138 | 92.113 | ||
101 | 2023.02.13 05:23 | modify | 26 | 0.10 | 91.363 | 91.138 | 92.113 | ||
102 | 2023.02.13 14:39 | t/p | 25 | 0.10 | 92.113 | 91.138 | 92.113 | 110.75 | 11180.97 |
103 | 2023.02.13 14:39 | t/p | 26 | 0.10 | 92.113 | 91.138 | 92.113 | 55.13 | 11236.10 |
104 | 2023.02.13 14:39 | t/p | 27 | 0.10 | 92.113 | 91.138 | 92.113 | 55.13 | 11291.23 |
105 | 2023.02.13 14:39 | t/p | 28 | 0.10 | 92.113 | 91.138 | 92.113 | 55.13 | 11346.36 |