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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1912 | Ticks modelled | 59142372 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 694.13 | Gross profit | 1080.07 | Gross loss | -385.93 |
Profit factor | 2.80 | Expected payoff | 18.76 | ||
Absolute drawdown | 36.67 | Maximal drawdown | 276.84 (2.63%) | Relative drawdown | 2.63% (276.84) |
Total trades | 37 | Short positions (won %) | 22 (59.09%) | Long positions (won %) | 15 (73.33%) |
Profit trades (% of total) | 24 (64.86%) | Loss trades (% of total) | 13 (35.14%) | ||
Largest | profit trade | 104.43 | loss trade | -44.67 | |
Average | profit trade | 45.00 | loss trade | -29.69 | |
Maximum | consecutive wins (profit in money) | 6 (275.32) | consecutive losses (loss in money) | 2 (-70.68) | |
Maximal | consecutive profit (count of wins) | 275.32 (6) | consecutive loss (count of losses) | -70.68 (2) | |
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 08:33 | sell | 2 | 0.10 | 135.714 | 0.000 | 0.000 | ||
4 | 2022.05.18 08:33 | modify | 2 | 0.10 | 135.714 | 136.064 | 134.804 | ||
5 | 2022.05.18 08:33 | modify | 1 | 0.10 | 136.204 | 136.064 | 134.804 | ||
6 | 2022.05.18 13:21 | sell | 3 | 0.10 | 135.364 | 0.000 | 0.000 | ||
7 | 2022.05.18 13:21 | modify | 3 | 0.10 | 135.364 | 135.854 | 134.804 | ||
8 | 2022.05.18 13:21 | modify | 2 | 0.10 | 135.714 | 135.854 | 134.804 | ||
9 | 2022.05.18 13:21 | modify | 1 | 0.10 | 136.204 | 135.854 | 134.804 | ||
10 | 2022.05.18 13:59 | sell | 4 | 0.10 | 135.223 | 0.000 | 0.000 | ||
11 | 2022.05.18 13:59 | modify | 4 | 0.10 | 135.223 | 135.714 | 134.804 | ||
12 | 2022.05.18 13:59 | modify | 3 | 0.10 | 135.364 | 135.714 | 134.804 | ||
13 | 2022.05.18 13:59 | modify | 2 | 0.10 | 135.714 | 135.714 | 134.804 | ||
14 | 2022.05.18 13:59 | modify | 1 | 0.10 | 136.204 | 135.714 | 134.804 | ||
15 | 2022.05.18 15:10 | t/p | 1 | 0.10 | 134.804 | 135.714 | 134.804 | 102.29 | 10102.29 |
16 | 2022.05.18 15:10 | t/p | 2 | 0.10 | 134.804 | 135.714 | 134.804 | 66.87 | 10169.16 |
17 | 2022.05.18 15:10 | t/p | 3 | 0.10 | 134.804 | 135.714 | 134.804 | 41.15 | 10210.31 |
18 | 2022.05.18 15:10 | t/p | 4 | 0.10 | 134.804 | 135.714 | 134.804 | 30.79 | 10241.10 |
19 | 2022.06.08 20:00 | sell | 5 | 0.10 | 143.844 | 0.000 | 0.000 | ||
20 | 2022.06.08 20:00 | modify | 5 | 0.10 | 143.844 | 144.444 | 142.444 | ||
21 | 2022.06.09 05:46 | sell | 6 | 0.10 | 143.354 | 0.000 | 0.000 | ||
22 | 2022.06.09 05:46 | modify | 6 | 0.10 | 143.354 | 143.704 | 142.444 | ||
23 | 2022.06.09 05:46 | modify | 5 | 0.10 | 143.844 | 143.704 | 142.444 | ||
24 | 2022.06.09 07:38 | sell | 7 | 0.10 | 143.004 | 0.000 | 0.000 | ||
25 | 2022.06.09 07:38 | modify | 7 | 0.10 | 143.004 | 143.494 | 142.444 | ||
26 | 2022.06.09 07:38 | modify | 6 | 0.10 | 143.354 | 143.494 | 142.444 | ||
27 | 2022.06.09 07:38 | modify | 5 | 0.10 | 143.844 | 143.494 | 142.444 | ||
28 | 2022.06.09 07:57 | sell | 8 | 0.10 | 142.864 | 0.000 | 0.000 | ||
29 | 2022.06.09 07:57 | modify | 8 | 0.10 | 142.864 | 143.354 | 142.444 | ||
30 | 2022.06.09 07:57 | modify | 7 | 0.10 | 143.004 | 143.354 | 142.444 | ||
31 | 2022.06.09 07:57 | modify | 6 | 0.10 | 143.354 | 143.354 | 142.444 | ||
32 | 2022.06.09 07:57 | modify | 5 | 0.10 | 143.844 | 143.354 | 142.444 | ||
33 | 2022.06.09 11:43 | s/l | 5 | 0.10 | 143.354 | 143.354 | 142.444 | 34.22 | 10275.32 |
34 | 2022.06.09 11:43 | s/l | 6 | 0.10 | 143.354 | 143.354 | 142.444 | 0.00 | 10275.32 |
35 | 2022.06.09 11:43 | s/l | 7 | 0.10 | 143.354 | 143.354 | 142.444 | -25.72 | 10249.60 |
36 | 2022.06.09 11:43 | s/l | 8 | 0.10 | 143.354 | 143.354 | 142.444 | -36.01 | 10213.59 |
37 | 2022.07.06 16:00 | buy | 9 | 0.10 | 138.004 | 0.000 | 0.000 | ||
38 | 2022.07.06 16:00 | modify | 9 | 0.10 | 138.004 | 137.404 | 139.404 | ||
39 | 2022.07.06 18:33 | buy | 10 | 0.10 | 138.494 | 0.000 | 0.000 | ||
40 | 2022.07.06 18:33 | modify | 10 | 0.10 | 138.494 | 138.144 | 139.404 | ||
41 | 2022.07.06 18:33 | modify | 9 | 0.10 | 138.004 | 138.144 | 139.404 | ||
42 | 2022.07.07 01:08 | s/l | 9 | 0.10 | 138.144 | 138.144 | 139.404 | 11.23 | 10224.82 |
43 | 2022.07.07 01:08 | s/l | 10 | 0.10 | 138.144 | 138.144 | 139.404 | -24.78 | 10200.03 |
44 | 2022.07.28 20:00 | buy | 11 | 0.10 | 136.814 | 0.000 | 0.000 | ||
45 | 2022.07.28 20:00 | modify | 11 | 0.10 | 136.814 | 136.214 | 138.214 | ||
46 | 2022.07.29 00:52 | buy | 12 | 0.10 | 137.304 | 0.000 | 0.000 | ||
47 | 2022.07.29 00:52 | modify | 12 | 0.10 | 137.304 | 136.954 | 138.214 | ||
48 | 2022.07.29 00:52 | modify | 11 | 0.10 | 136.814 | 136.954 | 138.214 | ||
49 | 2022.07.29 02:20 | s/l | 11 | 0.10 | 136.954 | 136.954 | 138.214 | 10.60 | 10210.64 |
50 | 2022.07.29 02:20 | s/l | 12 | 0.10 | 136.954 | 136.954 | 138.214 | -25.72 | 10184.92 |
51 | 2022.08.02 12:00 | buy | 13 | 0.10 | 133.951 | 0.000 | 0.000 | ||
52 | 2022.08.02 12:00 | modify | 13 | 0.10 | 133.951 | 133.351 | 135.351 | ||
53 | 2022.08.02 14:50 | buy | 14 | 0.10 | 134.441 | 0.000 | 0.000 | ||
54 | 2022.08.02 14:50 | modify | 14 | 0.10 | 134.441 | 134.091 | 135.351 | ||
55 | 2022.08.02 14:50 | modify | 13 | 0.10 | 133.951 | 134.091 | 135.351 | ||
56 | 2022.08.02 15:44 | buy | 15 | 0.10 | 134.791 | 0.000 | 0.000 | ||
57 | 2022.08.02 15:44 | modify | 15 | 0.10 | 134.791 | 134.301 | 135.351 | ||
58 | 2022.08.02 15:44 | modify | 14 | 0.10 | 134.441 | 134.301 | 135.351 | ||
59 | 2022.08.02 15:44 | modify | 13 | 0.10 | 133.951 | 134.301 | 135.351 | ||
60 | 2022.08.02 15:57 | buy | 16 | 0.10 | 134.932 | 0.000 | 0.000 | ||
61 | 2022.08.02 15:57 | modify | 16 | 0.10 | 134.932 | 134.441 | 135.351 | ||
62 | 2022.08.02 15:57 | modify | 15 | 0.10 | 134.791 | 134.441 | 135.351 | ||
63 | 2022.08.02 15:57 | modify | 14 | 0.10 | 134.441 | 134.441 | 135.351 | ||
64 | 2022.08.02 15:57 | modify | 13 | 0.10 | 133.951 | 134.441 | 135.351 | ||
65 | 2022.08.02 18:22 | t/p | 13 | 0.10 | 135.351 | 134.441 | 135.351 | 102.89 | 10287.81 |
66 | 2022.08.02 18:22 | t/p | 14 | 0.10 | 135.351 | 134.441 | 135.351 | 66.88 | 10354.69 |
67 | 2022.08.02 18:22 | t/p | 15 | 0.10 | 135.351 | 134.441 | 135.351 | 41.16 | 10395.85 |
68 | 2022.08.02 18:22 | t/p | 16 | 0.10 | 135.351 | 134.441 | 135.351 | 30.79 | 10426.64 |
69 | 2022.09.30 04:00 | sell | 17 | 0.10 | 141.835 | 0.000 | 0.000 | ||
70 | 2022.09.30 04:00 | modify | 17 | 0.10 | 141.835 | 142.435 | 140.435 | ||
71 | 2022.09.30 10:17 | sell | 18 | 0.10 | 141.344 | 0.000 | 0.000 | ||
72 | 2022.09.30 10:17 | modify | 18 | 0.10 | 141.344 | 141.695 | 140.435 | ||
73 | 2022.09.30 10:17 | modify | 17 | 0.10 | 141.835 | 141.695 | 140.435 | ||
74 | 2022.09.30 10:51 | sell | 19 | 0.10 | 140.992 | 0.000 | 0.000 | ||
75 | 2022.09.30 10:51 | modify | 19 | 0.10 | 140.992 | 141.485 | 140.435 | ||
76 | 2022.09.30 10:51 | modify | 18 | 0.10 | 141.344 | 141.485 | 140.435 | ||
77 | 2022.09.30 10:51 | modify | 17 | 0.10 | 141.835 | 141.485 | 140.435 | ||
78 | 2022.09.30 12:26 | s/l | 17 | 0.10 | 141.485 | 141.485 | 140.435 | 25.72 | 10452.36 |
79 | 2022.09.30 12:26 | s/l | 18 | 0.10 | 141.485 | 141.485 | 140.435 | -10.36 | 10442.00 |
80 | 2022.09.30 12:26 | s/l | 19 | 0.10 | 141.485 | 141.485 | 140.435 | -36.22 | 10405.78 |
81 | 2022.10.04 20:00 | sell | 20 | 0.10 | 143.909 | 0.000 | 0.000 | ||
82 | 2022.10.04 20:00 | modify | 20 | 0.10 | 143.909 | 144.509 | 142.509 | ||
83 | 2022.10.05 00:11 | sell | 21 | 0.10 | 143.418 | 0.000 | 0.000 | ||
84 | 2022.10.05 00:11 | modify | 21 | 0.10 | 143.418 | 143.769 | 142.509 | ||
85 | 2022.10.05 00:11 | modify | 20 | 0.10 | 143.909 | 143.769 | 142.509 | ||
86 | 2022.10.05 01:52 | s/l | 20 | 0.10 | 143.769 | 143.769 | 142.509 | 9.70 | 10415.47 |
87 | 2022.10.05 01:52 | s/l | 21 | 0.10 | 143.769 | 143.769 | 142.509 | -25.79 | 10389.68 |
88 | 2022.11.10 20:00 | buy | 22 | 0.10 | 144.409 | 0.000 | 0.000 | ||
89 | 2022.11.10 20:00 | modify | 22 | 0.10 | 144.409 | 143.809 | 145.809 | ||
90 | 2022.11.10 21:03 | s/l | 22 | 0.10 | 143.809 | 143.809 | 145.809 | -44.09 | 10345.59 |
91 | 2022.11.11 16:00 | buy | 23 | 0.10 | 143.620 | 0.000 | 0.000 | ||
92 | 2022.11.11 16:00 | modify | 23 | 0.10 | 143.620 | 143.020 | 145.020 | ||
93 | 2022.11.13 22:11 | buy | 24 | 0.10 | 144.114 | 0.000 | 0.000 | ||
94 | 2022.11.13 22:11 | modify | 24 | 0.10 | 144.114 | 143.760 | 145.020 | ||
95 | 2022.11.13 22:11 | modify | 23 | 0.10 | 143.620 | 143.760 | 145.020 | ||
96 | 2022.11.13 23:00 | s/l | 23 | 0.10 | 143.760 | 143.760 | 145.020 | 10.29 | 10355.88 |
97 | 2022.11.13 23:00 | s/l | 24 | 0.10 | 143.760 | 143.760 | 145.020 | -26.01 | 10329.87 |
98 | 2022.12.05 20:00 | sell | 25 | 0.10 | 143.403 | 0.000 | 0.000 | ||
99 | 2022.12.05 20:00 | modify | 25 | 0.10 | 143.403 | 144.003 | 142.003 | ||
100 | 2022.12.06 07:00 | s/l | 25 | 0.10 | 144.003 | 144.003 | 142.003 | -44.67 | 10285.20 |
101 | 2022.12.15 20:00 | sell | 26 | 0.10 | 146.450 | 0.000 | 0.000 | ||
102 | 2022.12.15 20:00 | modify | 26 | 0.10 | 146.450 | 147.050 | 145.050 | ||
103 | 2022.12.16 07:53 | sell | 27 | 0.10 | 145.960 | 0.000 | 0.000 | ||
104 | 2022.12.16 07:53 | modify | 27 | 0.10 | 145.960 | 146.310 | 145.050 | ||
105 | 2022.12.16 07:53 | modify | 26 | 0.10 | 146.450 | 146.310 | 145.050 | ||
106 | 2022.12.16 09:56 | sell | 28 | 0.10 | 145.610 | 0.000 | 0.000 | ||
107 | 2022.12.16 09:56 | modify | 28 | 0.10 | 145.610 | 146.100 | 145.050 | ||
108 | 2022.12.16 09:56 | modify | 27 | 0.10 | 145.960 | 146.100 | 145.050 | ||
109 | 2022.12.16 09:56 | modify | 26 | 0.10 | 146.450 | 146.100 | 145.050 | ||
110 | 2022.12.16 12:58 | sell | 29 | 0.10 | 145.470 | 0.000 | 0.000 | ||
111 | 2022.12.16 12:58 | modify | 29 | 0.10 | 145.470 | 145.960 | 145.050 | ||
112 | 2022.12.16 12:58 | modify | 28 | 0.10 | 145.610 | 145.960 | 145.050 | ||
113 | 2022.12.16 12:58 | modify | 27 | 0.10 | 145.960 | 145.960 | 145.050 | ||
114 | 2022.12.16 12:58 | modify | 26 | 0.10 | 146.450 | 145.960 | 145.050 | ||
115 | 2022.12.16 15:44 | t/p | 26 | 0.10 | 145.050 | 145.960 | 145.050 | 102.28 | 10387.48 |
116 | 2022.12.16 15:44 | t/p | 27 | 0.10 | 145.050 | 145.960 | 145.050 | 66.87 | 10454.35 |
117 | 2022.12.16 15:44 | t/p | 28 | 0.10 | 145.050 | 145.960 | 145.050 | 41.15 | 10495.50 |
118 | 2022.12.16 15:44 | t/p | 29 | 0.10 | 145.050 | 145.960 | 145.050 | 30.86 | 10526.36 |
119 | 2023.01.23 12:00 | sell | 30 | 0.10 | 141.802 | 0.000 | 0.000 | ||
120 | 2023.01.23 12:00 | modify | 30 | 0.10 | 141.802 | 142.402 | 140.402 | ||
121 | 2023.01.24 08:39 | sell | 31 | 0.10 | 141.312 | 0.000 | 0.000 | ||
122 | 2023.01.24 08:39 | modify | 31 | 0.10 | 141.312 | 141.662 | 140.402 | ||
123 | 2023.01.24 08:39 | modify | 30 | 0.10 | 141.802 | 141.662 | 140.402 | ||
124 | 2023.01.24 09:18 | s/l | 30 | 0.10 | 141.662 | 141.662 | 140.402 | 9.69 | 10536.04 |
125 | 2023.01.24 09:18 | s/l | 31 | 0.10 | 141.662 | 141.662 | 140.402 | -25.72 | 10510.32 |
126 | 2023.04.05 20:00 | buy | 32 | 0.10 | 143.119 | 0.000 | 0.000 | ||
127 | 2023.04.05 20:00 | modify | 32 | 0.10 | 143.119 | 142.519 | 144.519 | ||
128 | 2023.04.06 14:00 | buy | 33 | 0.10 | 143.611 | 0.000 | 0.000 | ||
129 | 2023.04.06 14:00 | modify | 33 | 0.10 | 143.611 | 143.259 | 144.519 | ||
130 | 2023.04.06 14:00 | modify | 32 | 0.10 | 143.119 | 143.259 | 144.519 | ||
131 | 2023.04.06 14:57 | buy | 34 | 0.10 | 143.959 | 0.000 | 0.000 | ||
132 | 2023.04.06 14:57 | modify | 34 | 0.10 | 143.959 | 143.469 | 144.519 | ||
133 | 2023.04.06 14:57 | modify | 33 | 0.10 | 143.611 | 143.469 | 144.519 | ||
134 | 2023.04.06 14:57 | modify | 32 | 0.10 | 143.119 | 143.469 | 144.519 | ||
135 | 2023.04.07 12:40 | buy | 35 | 0.10 | 144.100 | 0.000 | 0.000 | ||
136 | 2023.04.07 12:40 | modify | 35 | 0.10 | 144.100 | 143.609 | 144.519 | ||
137 | 2023.04.07 12:40 | modify | 34 | 0.10 | 143.959 | 143.609 | 144.519 | ||
138 | 2023.04.07 12:40 | modify | 33 | 0.10 | 143.611 | 143.609 | 144.519 | ||
139 | 2023.04.07 12:40 | modify | 32 | 0.10 | 143.119 | 143.609 | 144.519 | ||
140 | 2023.04.10 00:37 | t/p | 32 | 0.10 | 144.519 | 143.609 | 144.519 | 104.43 | 10614.76 |
141 | 2023.04.10 00:37 | t/p | 33 | 0.10 | 144.519 | 143.609 | 144.519 | 67.35 | 10682.10 |
142 | 2023.04.10 00:37 | t/p | 34 | 0.10 | 144.519 | 143.609 | 144.519 | 41.78 | 10723.88 |
143 | 2023.04.10 00:37 | t/p | 35 | 0.10 | 144.519 | 143.609 | 144.519 | 31.09 | 10754.97 |
144 | 2023.04.28 12:00 | sell | 36 | 0.10 | 149.284 | 0.000 | 0.000 | ||
145 | 2023.04.28 12:00 | modify | 36 | 0.10 | 149.284 | 149.884 | 147.884 | ||
146 | 2023.04.28 14:04 | s/l | 36 | 0.10 | 149.884 | 149.884 | 147.884 | -44.09 | 10710.88 |
147 | 2023.04.28 20:00 | sell | 37 | 0.10 | 150.035 | 0.000 | 0.000 | ||
148 | 2023.04.28 20:00 | modify | 37 | 0.10 | 150.035 | 150.635 | 148.635 | ||
149 | 2023.04.30 23:59 | close at stop | 37 | 0.10 | 150.263 | 150.635 | 148.635 | -16.75 | 10694.13 |