Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.05.01 20:00 - 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=24; 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 | 4225 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 421.98 | Gross profit | 815.88 | Gross loss | -393.90 |
Profit factor | 2.07 | Expected payoff | 20.09 | ||
Absolute drawdown | 26.31 | Maximal drawdown | 159.68 (1.56%) | Relative drawdown | 1.56% (159.68) |
Total trades | 21 | Short positions (won %) | 14 (50.00%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 11 (52.38%) | Loss trades (% of total) | 10 (47.62%) | ||
Largest | profit trade | 104.45 | loss trade | -44.69 | |
Average | profit trade | 74.17 | loss trade | -39.39 | |
Maximum | consecutive wins (profit in money) | 3 (202.14) | consecutive losses (loss in money) | 3 (-124.26) | |
Maximal | consecutive profit (count of wins) | 202.14 (3) | consecutive loss (count of losses) | -124.26 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.17 16:00 | sell | 1 | 0.10 | 136.204 | 0.000 | 0.000 | ||
2 | 2022.05.17 16:00 | modify | 1 | 0.10 | 136.204 | 136.804 | 134.804 | ||
3 | 2022.05.18 12:00 | sell | 2 | 0.10 | 135.697 | 0.000 | 0.000 | ||
4 | 2022.05.18 12:00 | modify | 2 | 0.10 | 135.697 | 136.064 | 134.804 | ||
5 | 2022.05.18 12:00 | modify | 1 | 0.10 | 136.204 | 136.064 | 134.804 | ||
6 | 2022.05.18 16:00 | t/p | 1 | 0.10 | 134.804 | 136.064 | 134.804 | 102.29 | 10102.29 |
7 | 2022.05.18 16:00 | t/p | 2 | 0.10 | 134.804 | 136.064 | 134.804 | 65.62 | 10167.91 |
8 | 2022.06.08 20:00 | sell | 3 | 0.10 | 143.844 | 0.000 | 0.000 | ||
9 | 2022.06.08 20:00 | modify | 3 | 0.10 | 143.844 | 144.444 | 142.444 | ||
10 | 2022.06.09 08:00 | sell | 4 | 0.10 | 142.842 | 0.000 | 0.000 | ||
11 | 2022.06.09 08:00 | modify | 4 | 0.10 | 142.842 | 143.354 | 142.444 | ||
12 | 2022.06.09 08:00 | modify | 3 | 0.10 | 143.844 | 143.354 | 142.444 | ||
13 | 2022.06.09 12:00 | s/l | 3 | 0.10 | 143.354 | 143.354 | 142.444 | 34.23 | 10202.14 |
14 | 2022.06.09 12:00 | s/l | 4 | 0.10 | 143.354 | 143.354 | 142.444 | -37.62 | 10164.52 |
15 | 2022.07.06 16:00 | buy | 5 | 0.10 | 138.004 | 0.000 | 0.000 | ||
16 | 2022.07.06 16:00 | modify | 5 | 0.10 | 138.004 | 137.404 | 139.404 | ||
17 | 2022.07.08 08:00 | s/l | 5 | 0.10 | 137.404 | 137.404 | 139.404 | -42.85 | 10121.67 |
18 | 2022.07.28 20:00 | buy | 6 | 0.10 | 136.814 | 0.000 | 0.000 | ||
19 | 2022.07.28 20:00 | modify | 6 | 0.10 | 136.814 | 136.214 | 138.214 | ||
20 | 2022.07.29 04:00 | s/l | 6 | 0.10 | 136.214 | 136.214 | 138.214 | -43.79 | 10077.88 |
21 | 2022.08.02 12:00 | buy | 7 | 0.10 | 133.951 | 0.000 | 0.000 | ||
22 | 2022.08.02 12:00 | modify | 7 | 0.10 | 133.951 | 133.351 | 135.351 | ||
23 | 2022.08.02 20:00 | t/p | 7 | 0.10 | 135.351 | 133.351 | 135.351 | 102.90 | 10180.78 |
24 | 2022.09.30 04:00 | sell | 8 | 0.10 | 141.835 | 0.000 | 0.000 | ||
25 | 2022.09.30 04:00 | modify | 8 | 0.10 | 141.835 | 142.435 | 140.435 | ||
26 | 2022.09.30 12:00 | sell | 9 | 0.10 | 140.967 | 0.000 | 0.000 | ||
27 | 2022.09.30 12:00 | modify | 9 | 0.10 | 140.967 | 141.485 | 140.435 | ||
28 | 2022.09.30 12:00 | modify | 8 | 0.10 | 141.835 | 141.485 | 140.435 | ||
29 | 2022.09.30 16:00 | s/l | 8 | 0.10 | 141.485 | 141.485 | 140.435 | 25.72 | 10206.50 |
30 | 2022.09.30 16:00 | s/l | 9 | 0.10 | 141.485 | 141.485 | 140.435 | -38.07 | 10168.43 |
31 | 2022.10.04 20:00 | sell | 10 | 0.10 | 143.909 | 0.000 | 0.000 | ||
32 | 2022.10.04 20:00 | modify | 10 | 0.10 | 143.909 | 144.509 | 142.509 | ||
33 | 2022.10.05 16:00 | t/p | 10 | 0.10 | 142.509 | 144.509 | 142.509 | 102.29 | 10270.72 |
34 | 2022.11.06 20:00 | sell | 11 | 0.10 | 145.581 | 0.000 | 0.000 | ||
35 | 2022.11.06 20:00 | modify | 11 | 0.10 | 145.581 | 146.181 | 144.181 | ||
36 | 2022.11.07 04:00 | s/l | 11 | 0.10 | 146.181 | 146.181 | 144.181 | -44.68 | 10226.04 |
37 | 2022.11.10 20:00 | buy | 12 | 0.10 | 144.409 | 0.000 | 0.000 | ||
38 | 2022.11.10 20:00 | modify | 12 | 0.10 | 144.409 | 143.809 | 145.809 | ||
39 | 2022.11.11 00:00 | s/l | 12 | 0.10 | 143.809 | 143.809 | 145.809 | -43.79 | 10182.25 |
40 | 2022.11.11 16:00 | buy | 13 | 0.10 | 143.620 | 0.000 | 0.000 | ||
41 | 2022.11.11 16:00 | modify | 13 | 0.10 | 143.620 | 143.020 | 145.020 | ||
42 | 2022.11.14 16:00 | t/p | 13 | 0.10 | 145.020 | 143.020 | 145.020 | 103.20 | 10285.45 |
43 | 2022.12.05 20:00 | sell | 14 | 0.10 | 143.403 | 0.000 | 0.000 | ||
44 | 2022.12.05 20:00 | modify | 14 | 0.10 | 143.403 | 144.003 | 142.003 | ||
45 | 2022.12.06 08:00 | s/l | 14 | 0.10 | 144.003 | 144.003 | 142.003 | -44.69 | 10240.76 |
46 | 2022.12.15 20:00 | sell | 15 | 0.10 | 146.450 | 0.000 | 0.000 | ||
47 | 2022.12.15 20:00 | modify | 15 | 0.10 | 146.450 | 147.050 | 145.050 | ||
48 | 2022.12.16 16:00 | t/p | 15 | 0.10 | 145.050 | 147.050 | 145.050 | 102.29 | 10343.04 |
49 | 2023.01.23 12:00 | sell | 16 | 0.10 | 141.802 | 0.000 | 0.000 | ||
50 | 2023.01.23 12:00 | modify | 16 | 0.10 | 141.802 | 142.402 | 140.402 | ||
51 | 2023.01.29 20:00 | sell | 17 | 0.10 | 140.809 | 0.000 | 0.000 | ||
52 | 2023.01.29 20:00 | modify | 17 | 0.10 | 140.809 | 141.312 | 140.402 | ||
53 | 2023.01.29 20:00 | modify | 16 | 0.10 | 141.802 | 141.312 | 140.402 | ||
54 | 2023.01.30 04:00 | s/l | 16 | 0.10 | 141.312 | 141.312 | 140.402 | 31.86 | 10374.90 |
55 | 2023.01.30 04:00 | s/l | 17 | 0.10 | 141.312 | 141.312 | 140.402 | -37.55 | 10337.35 |
56 | 2023.04.05 20:00 | buy | 18 | 0.10 | 143.119 | 0.000 | 0.000 | ||
57 | 2023.04.05 20:00 | modify | 18 | 0.10 | 143.119 | 142.519 | 144.519 | ||
58 | 2023.04.07 08:00 | buy | 19 | 0.10 | 143.965 | 0.000 | 0.000 | ||
59 | 2023.04.07 08:00 | modify | 19 | 0.10 | 143.965 | 143.469 | 144.519 | ||
60 | 2023.04.07 08:00 | modify | 18 | 0.10 | 143.119 | 143.469 | 144.519 | ||
61 | 2023.04.10 04:00 | t/p | 18 | 0.10 | 144.519 | 143.469 | 144.519 | 104.45 | 10441.80 |
62 | 2023.04.10 04:00 | t/p | 19 | 0.10 | 144.519 | 143.469 | 144.519 | 41.03 | 10482.84 |
63 | 2023.04.28 12:00 | sell | 20 | 0.10 | 149.284 | 0.000 | 0.000 | ||
64 | 2023.04.28 12:00 | modify | 20 | 0.10 | 149.284 | 149.884 | 147.884 | ||
65 | 2023.04.28 16:00 | s/l | 20 | 0.10 | 149.884 | 149.884 | 147.884 | -44.10 | 10438.74 |
66 | 2023.04.28 20:00 | sell | 21 | 0.10 | 150.035 | 0.000 | 0.000 | ||
67 | 2023.04.28 20:00 | modify | 21 | 0.10 | 150.035 | 150.635 | 148.635 | ||
68 | 2023.04.30 23:59 | close at stop | 21 | 0.10 | 150.263 | 150.635 | 148.635 | -16.76 | 10421.98 |