Symbol | EURJPY (Euro 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=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 | 79590 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1012.46 | Gross profit | 1371.10 | Gross loss | -358.63 |
Profit factor | 3.82 | Expected payoff | 26.64 | ||
Absolute drawdown | 36.67 | Maximal drawdown | 277.42 (2.67%) | Relative drawdown | 2.67% (277.42) |
Total trades | 38 | Short positions (won %) | 22 (54.55%) | Long positions (won %) | 16 (81.25%) |
Profit trades (% of total) | 25 (65.79%) | Loss trades (% of total) | 13 (34.21%) | ||
Largest | profit trade | 104.45 | loss trade | -44.68 | |
Average | profit trade | 54.84 | loss trade | -27.59 | |
Maximum | consecutive wins (profit in money) | 4 (244.95) | consecutive losses (loss in money) | 3 (-65.62) | |
Maximal | consecutive profit (count of wins) | 244.95 (4) | consecutive loss (count of losses) | -65.62 (3) | |
Average | consecutive wins | 3 | 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 11:59 | sell | 2 | 0.10 | 135.696 | 0.000 | 0.000 | ||
4 | 2022.05.18 11:59 | modify | 2 | 0.10 | 135.696 | 136.064 | 134.804 | ||
5 | 2022.05.18 11:59 | modify | 1 | 0.10 | 136.204 | 136.064 | 134.804 | ||
6 | 2022.05.18 13:40 | sell | 3 | 0.10 | 135.221 | 0.000 | 0.000 | ||
7 | 2022.05.18 13:40 | modify | 3 | 0.10 | 135.221 | 135.714 | 134.804 | ||
8 | 2022.05.18 13:40 | modify | 2 | 0.10 | 135.696 | 135.714 | 134.804 | ||
9 | 2022.05.18 13:40 | modify | 1 | 0.10 | 136.204 | 135.714 | 134.804 | ||
10 | 2022.05.18 15:30 | t/p | 1 | 0.10 | 134.804 | 135.714 | 134.804 | 102.29 | 10102.29 |
11 | 2022.05.18 15:30 | t/p | 2 | 0.10 | 134.804 | 135.714 | 134.804 | 65.55 | 10167.84 |
12 | 2022.05.18 15:30 | t/p | 3 | 0.10 | 134.804 | 135.714 | 134.804 | 30.64 | 10198.48 |
13 | 2022.06.08 20:00 | sell | 4 | 0.10 | 143.844 | 0.000 | 0.000 | ||
14 | 2022.06.08 20:00 | modify | 4 | 0.10 | 143.844 | 144.444 | 142.444 | ||
15 | 2022.06.09 06:50 | sell | 5 | 0.10 | 143.339 | 0.000 | 0.000 | ||
16 | 2022.06.09 06:50 | modify | 5 | 0.10 | 143.339 | 143.704 | 142.444 | ||
17 | 2022.06.09 06:50 | modify | 4 | 0.10 | 143.844 | 143.704 | 142.444 | ||
18 | 2022.06.09 07:59 | sell | 6 | 0.10 | 142.847 | 0.000 | 0.000 | ||
19 | 2022.06.09 07:59 | modify | 6 | 0.10 | 142.847 | 143.354 | 142.444 | ||
20 | 2022.06.09 07:59 | modify | 5 | 0.10 | 143.339 | 143.354 | 142.444 | ||
21 | 2022.06.09 07:59 | modify | 4 | 0.10 | 143.844 | 143.354 | 142.444 | ||
22 | 2022.06.09 09:40 | sell | 7 | 0.10 | 142.983 | 0.000 | 0.000 | ||
23 | 2022.06.09 09:40 | modify | 7 | 0.10 | 142.983 | 143.494 | 142.444 | ||
24 | 2022.06.09 09:45 | modify | 7 | 0.10 | 142.983 | 143.354 | 142.444 | ||
25 | 2022.06.09 11:30 | s/l | 4 | 0.10 | 143.354 | 143.354 | 142.444 | 34.23 | 10232.71 |
26 | 2022.06.09 11:30 | s/l | 5 | 0.10 | 143.354 | 143.354 | 142.444 | -1.10 | 10231.61 |
27 | 2022.06.09 11:30 | s/l | 6 | 0.10 | 143.354 | 143.354 | 142.444 | -37.26 | 10194.35 |
28 | 2022.06.09 11:30 | s/l | 7 | 0.10 | 143.354 | 143.354 | 142.444 | -27.26 | 10167.09 |
29 | 2022.07.06 16:00 | buy | 8 | 0.10 | 138.004 | 0.000 | 0.000 | ||
30 | 2022.07.06 16:00 | modify | 8 | 0.10 | 138.004 | 137.404 | 139.404 | ||
31 | 2022.07.06 18:40 | buy | 9 | 0.10 | 138.497 | 0.000 | 0.000 | ||
32 | 2022.07.06 18:40 | modify | 9 | 0.10 | 138.497 | 138.144 | 139.404 | ||
33 | 2022.07.06 18:40 | modify | 8 | 0.10 | 138.004 | 138.144 | 139.404 | ||
34 | 2022.07.07 01:40 | s/l | 8 | 0.10 | 138.144 | 138.144 | 139.404 | 11.23 | 10178.32 |
35 | 2022.07.07 01:40 | s/l | 9 | 0.10 | 138.144 | 138.144 | 139.404 | -25.00 | 10153.31 |
36 | 2022.07.28 20:00 | buy | 10 | 0.10 | 136.814 | 0.000 | 0.000 | ||
37 | 2022.07.28 20:00 | modify | 10 | 0.10 | 136.814 | 136.214 | 138.214 | ||
38 | 2022.07.29 00:50 | buy | 11 | 0.10 | 137.316 | 0.000 | 0.000 | ||
39 | 2022.07.29 00:50 | modify | 11 | 0.10 | 137.316 | 136.954 | 138.214 | ||
40 | 2022.07.29 00:50 | modify | 10 | 0.10 | 136.814 | 136.954 | 138.214 | ||
41 | 2022.07.29 02:30 | s/l | 10 | 0.10 | 136.954 | 136.954 | 138.214 | 10.60 | 10163.92 |
42 | 2022.07.29 02:30 | s/l | 11 | 0.10 | 136.954 | 136.954 | 138.214 | -26.61 | 10137.31 |
43 | 2022.08.02 12:00 | buy | 12 | 0.10 | 133.951 | 0.000 | 0.000 | ||
44 | 2022.08.02 12:00 | modify | 12 | 0.10 | 133.951 | 133.351 | 135.351 | ||
45 | 2022.08.02 14:40 | buy | 13 | 0.10 | 134.452 | 0.000 | 0.000 | ||
46 | 2022.08.02 14:40 | modify | 13 | 0.10 | 134.452 | 134.091 | 135.351 | ||
47 | 2022.08.02 14:40 | modify | 12 | 0.10 | 133.951 | 134.091 | 135.351 | ||
48 | 2022.08.02 15:30 | buy | 14 | 0.10 | 134.807 | 0.000 | 0.000 | ||
49 | 2022.08.02 15:30 | modify | 14 | 0.10 | 134.807 | 134.301 | 135.351 | ||
50 | 2022.08.02 15:30 | modify | 13 | 0.10 | 134.452 | 134.301 | 135.351 | ||
51 | 2022.08.02 15:30 | modify | 12 | 0.10 | 133.951 | 134.301 | 135.351 | ||
52 | 2022.08.02 18:40 | t/p | 12 | 0.10 | 135.351 | 134.301 | 135.351 | 102.89 | 10240.20 |
53 | 2022.08.02 18:40 | t/p | 13 | 0.10 | 135.351 | 134.301 | 135.351 | 66.07 | 10306.27 |
54 | 2022.08.02 18:40 | t/p | 14 | 0.10 | 135.351 | 134.301 | 135.351 | 39.98 | 10346.25 |
55 | 2022.09.30 04:00 | sell | 15 | 0.10 | 141.835 | 0.000 | 0.000 | ||
56 | 2022.09.30 04:00 | modify | 15 | 0.10 | 141.835 | 142.435 | 140.435 | ||
57 | 2022.09.30 10:20 | sell | 16 | 0.10 | 141.340 | 0.000 | 0.000 | ||
58 | 2022.09.30 10:20 | modify | 16 | 0.10 | 141.340 | 141.695 | 140.435 | ||
59 | 2022.09.30 10:20 | modify | 15 | 0.10 | 141.835 | 141.695 | 140.435 | ||
60 | 2022.09.30 11:30 | sell | 17 | 0.10 | 140.994 | 0.000 | 0.000 | ||
61 | 2022.09.30 11:30 | modify | 17 | 0.10 | 140.994 | 141.485 | 140.435 | ||
62 | 2022.09.30 11:30 | modify | 16 | 0.10 | 141.340 | 141.485 | 140.435 | ||
63 | 2022.09.30 11:30 | modify | 15 | 0.10 | 141.835 | 141.485 | 140.435 | ||
64 | 2022.09.30 12:05 | sell | 18 | 0.10 | 140.827 | 0.000 | 0.000 | ||
65 | 2022.09.30 12:05 | modify | 18 | 0.10 | 140.827 | 141.345 | 140.435 | ||
66 | 2022.09.30 12:05 | modify | 17 | 0.10 | 140.994 | 141.345 | 140.435 | ||
67 | 2022.09.30 12:05 | modify | 16 | 0.10 | 141.340 | 141.345 | 140.435 | ||
68 | 2022.09.30 12:05 | modify | 15 | 0.10 | 141.835 | 141.345 | 140.435 | ||
69 | 2022.09.30 12:40 | s/l | 15 | 0.10 | 141.345 | 141.345 | 140.435 | 36.01 | 10382.26 |
70 | 2022.09.30 12:40 | s/l | 16 | 0.10 | 141.345 | 141.345 | 140.435 | -0.37 | 10381.89 |
71 | 2022.09.30 12:40 | s/l | 17 | 0.10 | 141.345 | 141.345 | 140.435 | -25.79 | 10356.10 |
72 | 2022.09.30 12:40 | s/l | 18 | 0.10 | 141.345 | 141.345 | 140.435 | -38.07 | 10318.03 |
73 | 2022.10.04 20:00 | sell | 19 | 0.10 | 143.909 | 0.000 | 0.000 | ||
74 | 2022.10.04 20:00 | modify | 19 | 0.10 | 143.909 | 144.509 | 142.509 | ||
75 | 2022.10.05 08:05 | sell | 20 | 0.10 | 143.409 | 0.000 | 0.000 | ||
76 | 2022.10.05 08:05 | modify | 20 | 0.10 | 143.409 | 143.769 | 142.509 | ||
77 | 2022.10.05 08:05 | modify | 19 | 0.10 | 143.909 | 143.769 | 142.509 | ||
78 | 2022.10.05 11:40 | sell | 21 | 0.10 | 143.056 | 0.000 | 0.000 | ||
79 | 2022.10.05 11:40 | modify | 21 | 0.10 | 143.056 | 143.559 | 142.509 | ||
80 | 2022.10.05 11:40 | modify | 20 | 0.10 | 143.409 | 143.559 | 142.509 | ||
81 | 2022.10.05 11:40 | modify | 19 | 0.10 | 143.909 | 143.559 | 142.509 | ||
82 | 2022.10.05 14:40 | t/p | 19 | 0.10 | 142.509 | 143.559 | 142.509 | 102.29 | 10420.31 |
83 | 2022.10.05 14:40 | t/p | 20 | 0.10 | 142.509 | 143.559 | 142.509 | 66.14 | 10486.45 |
84 | 2022.10.05 14:40 | t/p | 21 | 0.10 | 142.509 | 143.559 | 142.509 | 40.20 | 10526.65 |
85 | 2022.11.10 20:00 | buy | 22 | 0.10 | 144.409 | 0.000 | 0.000 | ||
86 | 2022.11.10 20:00 | modify | 22 | 0.10 | 144.409 | 143.809 | 145.809 | ||
87 | 2022.11.10 21:20 | s/l | 22 | 0.10 | 143.809 | 143.809 | 145.809 | -44.10 | 10482.55 |
88 | 2022.11.11 16:00 | buy | 23 | 0.10 | 143.620 | 0.000 | 0.000 | ||
89 | 2022.11.11 16:00 | modify | 23 | 0.10 | 143.620 | 143.020 | 145.020 | ||
90 | 2022.11.14 08:10 | buy | 24 | 0.10 | 144.120 | 0.000 | 0.000 | ||
91 | 2022.11.14 08:10 | modify | 24 | 0.10 | 144.120 | 143.760 | 145.020 | ||
92 | 2022.11.14 08:10 | modify | 23 | 0.10 | 143.620 | 143.760 | 145.020 | ||
93 | 2022.11.14 08:30 | buy | 25 | 0.10 | 144.472 | 0.000 | 0.000 | ||
94 | 2022.11.14 08:30 | modify | 25 | 0.10 | 144.472 | 143.970 | 145.020 | ||
95 | 2022.11.14 08:30 | modify | 24 | 0.10 | 144.120 | 143.970 | 145.020 | ||
96 | 2022.11.14 08:30 | modify | 23 | 0.10 | 143.620 | 143.970 | 145.020 | ||
97 | 2022.11.14 09:10 | buy | 26 | 0.10 | 144.607 | 0.000 | 0.000 | ||
98 | 2022.11.14 09:10 | modify | 26 | 0.10 | 144.607 | 144.110 | 145.020 | ||
99 | 2022.11.14 09:10 | modify | 25 | 0.10 | 144.472 | 144.110 | 145.020 | ||
100 | 2022.11.14 09:10 | modify | 24 | 0.10 | 144.120 | 144.110 | 145.020 | ||
101 | 2022.11.14 09:10 | modify | 23 | 0.10 | 143.620 | 144.110 | 145.020 | ||
102 | 2022.11.14 13:40 | t/p | 23 | 0.10 | 145.020 | 144.110 | 145.020 | 103.20 | 10585.76 |
103 | 2022.11.14 13:40 | t/p | 24 | 0.10 | 145.020 | 144.110 | 145.020 | 66.14 | 10651.90 |
104 | 2022.11.14 13:40 | t/p | 25 | 0.10 | 145.020 | 144.110 | 145.020 | 40.27 | 10692.17 |
105 | 2022.11.14 13:40 | t/p | 26 | 0.10 | 145.020 | 144.110 | 145.020 | 30.35 | 10722.52 |
106 | 2022.12.05 20:00 | sell | 27 | 0.10 | 143.403 | 0.000 | 0.000 | ||
107 | 2022.12.05 20:00 | modify | 27 | 0.10 | 143.403 | 144.003 | 142.003 | ||
108 | 2022.12.06 07:15 | s/l | 27 | 0.10 | 144.003 | 144.003 | 142.003 | -44.68 | 10677.83 |
109 | 2022.12.15 20:00 | sell | 28 | 0.10 | 146.450 | 0.000 | 0.000 | ||
110 | 2022.12.15 20:00 | modify | 28 | 0.10 | 146.450 | 147.050 | 145.050 | ||
111 | 2022.12.16 09:50 | sell | 29 | 0.10 | 145.584 | 0.000 | 0.000 | ||
112 | 2022.12.16 09:50 | modify | 29 | 0.10 | 145.584 | 146.100 | 145.050 | ||
113 | 2022.12.16 09:50 | modify | 28 | 0.10 | 146.450 | 146.100 | 145.050 | ||
114 | 2022.12.16 12:40 | sell | 30 | 0.10 | 145.458 | 0.000 | 0.000 | ||
115 | 2022.12.16 12:40 | modify | 30 | 0.10 | 145.458 | 145.960 | 145.050 | ||
116 | 2022.12.16 12:40 | modify | 29 | 0.10 | 145.584 | 145.960 | 145.050 | ||
117 | 2022.12.16 12:40 | modify | 28 | 0.10 | 146.450 | 145.960 | 145.050 | ||
118 | 2022.12.16 15:40 | t/p | 28 | 0.10 | 145.050 | 145.960 | 145.050 | 102.29 | 10780.12 |
119 | 2022.12.16 15:40 | t/p | 29 | 0.10 | 145.050 | 145.960 | 145.050 | 39.24 | 10819.36 |
120 | 2022.12.16 15:40 | t/p | 30 | 0.10 | 145.050 | 145.960 | 145.050 | 29.98 | 10849.34 |
121 | 2023.01.23 12:00 | sell | 31 | 0.10 | 141.802 | 0.000 | 0.000 | ||
122 | 2023.01.23 12:00 | modify | 31 | 0.10 | 141.802 | 142.402 | 140.402 | ||
123 | 2023.01.24 08:50 | sell | 32 | 0.10 | 141.287 | 0.000 | 0.000 | ||
124 | 2023.01.24 08:50 | modify | 32 | 0.10 | 141.287 | 141.662 | 140.402 | ||
125 | 2023.01.24 08:50 | modify | 31 | 0.10 | 141.802 | 141.662 | 140.402 | ||
126 | 2023.01.24 09:05 | s/l | 31 | 0.10 | 141.662 | 141.662 | 140.402 | 9.70 | 10859.04 |
127 | 2023.01.24 09:05 | s/l | 32 | 0.10 | 141.662 | 141.662 | 140.402 | -27.55 | 10831.49 |
128 | 2023.04.05 20:00 | buy | 33 | 0.10 | 143.119 | 0.000 | 0.000 | ||
129 | 2023.04.05 20:00 | modify | 33 | 0.10 | 143.119 | 142.519 | 144.519 | ||
130 | 2023.04.06 14:10 | buy | 34 | 0.10 | 143.621 | 0.000 | 0.000 | ||
131 | 2023.04.06 14:10 | modify | 34 | 0.10 | 143.621 | 143.259 | 144.519 | ||
132 | 2023.04.06 14:10 | modify | 33 | 0.10 | 143.119 | 143.259 | 144.519 | ||
133 | 2023.04.06 14:40 | buy | 35 | 0.10 | 143.986 | 0.000 | 0.000 | ||
134 | 2023.04.06 14:40 | modify | 35 | 0.10 | 143.986 | 143.469 | 144.519 | ||
135 | 2023.04.06 14:40 | modify | 34 | 0.10 | 143.621 | 143.469 | 144.519 | ||
136 | 2023.04.06 14:40 | modify | 33 | 0.10 | 143.119 | 143.469 | 144.519 | ||
137 | 2023.04.07 14:05 | buy | 36 | 0.10 | 144.102 | 0.000 | 0.000 | ||
138 | 2023.04.07 14:05 | modify | 36 | 0.10 | 144.102 | 143.609 | 144.519 | ||
139 | 2023.04.07 14:05 | modify | 35 | 0.10 | 143.986 | 143.609 | 144.519 | ||
140 | 2023.04.07 14:05 | modify | 34 | 0.10 | 143.621 | 143.609 | 144.519 | ||
141 | 2023.04.07 14:05 | modify | 33 | 0.10 | 143.119 | 143.609 | 144.519 | ||
142 | 2023.04.10 00:30 | t/p | 33 | 0.10 | 144.519 | 143.609 | 144.519 | 104.45 | 10935.94 |
143 | 2023.04.10 00:30 | t/p | 34 | 0.10 | 144.519 | 143.609 | 144.519 | 66.62 | 11002.56 |
144 | 2023.04.10 00:30 | t/p | 35 | 0.10 | 144.519 | 143.609 | 144.519 | 39.80 | 11042.35 |
145 | 2023.04.10 00:30 | t/p | 36 | 0.10 | 144.519 | 143.609 | 144.519 | 30.95 | 11073.30 |
146 | 2023.04.28 12:00 | sell | 37 | 0.10 | 149.284 | 0.000 | 0.000 | ||
147 | 2023.04.28 12:00 | modify | 37 | 0.10 | 149.284 | 149.884 | 147.884 | ||
148 | 2023.04.28 14:20 | s/l | 37 | 0.10 | 149.884 | 149.884 | 147.884 | -44.09 | 11029.21 |
149 | 2023.04.28 20:00 | sell | 38 | 0.10 | 150.035 | 0.000 | 0.000 | ||
150 | 2023.04.28 20:00 | modify | 38 | 0.10 | 150.035 | 150.635 | 148.635 | ||
151 | 2023.04.30 23:59 | close at stop | 38 | 0.10 | 150.263 | 150.635 | 148.635 | -16.75 | 11012.46 |