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=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 1099.19 | Gross profit | 1323.89 | Gross loss | -224.70 |
Profit factor | 5.89 | Expected payoff | 35.46 | ||
Absolute drawdown | 22.64 | Maximal drawdown | 142.29 (1.27%) | Relative drawdown | 1.27% (142.29) |
Total trades | 31 | Short positions (won %) | 18 (88.89%) | Long positions (won %) | 13 (61.54%) |
Profit trades (% of total) | 24 (77.42%) | Loss trades (% of total) | 7 (22.58%) | ||
Largest | profit trade | 110.77 | loss trade | -108.78 | |
Average | profit trade | 55.16 | loss trade | -32.10 | |
Maximum | consecutive wins (profit in money) | 7 (439.39) | consecutive losses (loss in money) | 2 (-35.00) | |
Maximal | consecutive profit (count of wins) | 439.39 (7) | consecutive loss (count of losses) | -108.78 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.02 12:00 | buy | 1 | 0.10 | 90.872 | 0.000 | 0.000 | ||
2 | 2022.08.02 12:00 | modify | 1 | 0.10 | 90.872 | 89.372 | 92.372 | ||
3 | 2022.08.02 15:50 | buy | 2 | 0.10 | 92.024 | 0.000 | 0.000 | ||
4 | 2022.08.02 15:50 | modify | 2 | 0.10 | 92.024 | 91.697 | 92.372 | ||
5 | 2022.08.02 15:50 | modify | 1 | 0.10 | 90.872 | 91.697 | 92.372 | ||
6 | 2022.08.03 01:40 | t/p | 1 | 0.10 | 92.372 | 91.697 | 92.372 | 110.77 | 10110.77 |
7 | 2022.08.03 01:40 | t/p | 2 | 0.10 | 92.372 | 91.697 | 92.372 | 26.08 | 10136.84 |
8 | 2022.09.09 08:00 | sell | 3 | 0.10 | 97.668 | 0.000 | 0.000 | ||
9 | 2022.09.09 08:00 | modify | 3 | 0.10 | 97.668 | 99.168 | 96.168 | ||
10 | 2022.09.14 05:00 | sell | 4 | 0.10 | 96.904 | 0.000 | 0.000 | ||
11 | 2022.09.14 05:00 | modify | 4 | 0.10 | 96.904 | 97.368 | 96.168 | ||
12 | 2022.09.14 05:00 | sell | 5 | 0.10 | 96.904 | 0.000 | 0.000 | ||
13 | 2022.09.14 05:00 | modify | 5 | 0.10 | 96.904 | 97.143 | 96.168 | ||
14 | 2022.09.14 05:00 | modify | 3 | 0.10 | 97.668 | 97.143 | 96.168 | ||
15 | 2022.09.14 05:05 | modify | 4 | 0.10 | 96.904 | 97.143 | 96.168 | ||
16 | 2022.09.14 06:40 | sell | 6 | 0.10 | 96.515 | 0.000 | 0.000 | ||
17 | 2022.09.14 06:40 | modify | 6 | 0.10 | 96.515 | 96.843 | 96.168 | ||
18 | 2022.09.14 06:40 | modify | 5 | 0.10 | 96.904 | 96.843 | 96.168 | ||
19 | 2022.09.14 06:40 | modify | 4 | 0.10 | 96.904 | 96.843 | 96.168 | ||
20 | 2022.09.14 06:40 | modify | 3 | 0.10 | 97.668 | 96.843 | 96.168 | ||
21 | 2022.09.14 12:40 | t/p | 3 | 0.10 | 96.168 | 96.843 | 96.168 | 108.20 | 10245.04 |
22 | 2022.09.14 12:40 | t/p | 4 | 0.10 | 96.168 | 96.843 | 96.168 | 54.10 | 10299.14 |
23 | 2022.09.14 12:40 | t/p | 5 | 0.10 | 96.168 | 96.843 | 96.168 | 54.10 | 10353.24 |
24 | 2022.09.14 12:40 | t/p | 6 | 0.10 | 96.168 | 96.843 | 96.168 | 25.51 | 10378.75 |
25 | 2022.10.14 08:00 | sell | 7 | 0.10 | 93.262 | 0.000 | 0.000 | ||
26 | 2022.10.14 08:00 | modify | 7 | 0.10 | 93.262 | 94.762 | 91.762 | ||
27 | 2022.10.14 19:05 | sell | 8 | 0.10 | 92.118 | 0.000 | 0.000 | ||
28 | 2022.10.14 19:05 | modify | 8 | 0.10 | 92.118 | 92.437 | 91.762 | ||
29 | 2022.10.14 19:05 | modify | 7 | 0.10 | 93.262 | 92.437 | 91.762 | ||
30 | 2022.10.16 23:30 | s/l | 7 | 0.10 | 92.437 | 92.437 | 91.762 | 60.64 | 10439.39 |
31 | 2022.10.16 23:30 | s/l | 8 | 0.10 | 92.437 | 92.437 | 91.762 | -23.45 | 10415.94 |
32 | 2022.11.10 12:00 | buy | 9 | 0.10 | 93.694 | 0.000 | 0.000 | ||
33 | 2022.11.10 12:00 | modify | 9 | 0.10 | 93.694 | 92.194 | 95.194 | ||
34 | 2022.11.15 16:30 | buy | 10 | 0.10 | 94.451 | 0.000 | 0.000 | ||
35 | 2022.11.15 16:30 | modify | 10 | 0.10 | 94.451 | 93.994 | 95.194 | ||
36 | 2022.11.15 16:30 | buy | 11 | 0.10 | 94.451 | 0.000 | 0.000 | ||
37 | 2022.11.15 16:30 | modify | 11 | 0.10 | 94.451 | 94.219 | 95.194 | ||
38 | 2022.11.15 16:30 | modify | 9 | 0.10 | 93.694 | 94.219 | 95.194 | ||
39 | 2022.11.15 16:35 | modify | 10 | 0.10 | 94.451 | 94.219 | 95.194 | ||
40 | 2022.11.15 18:30 | s/l | 9 | 0.10 | 94.219 | 94.219 | 95.194 | 40.09 | 10456.03 |
41 | 2022.11.15 18:30 | s/l | 10 | 0.10 | 94.219 | 94.219 | 95.194 | -17.05 | 10438.98 |
42 | 2022.11.15 18:30 | s/l | 11 | 0.10 | 94.219 | 94.219 | 95.194 | -17.05 | 10421.93 |
43 | 2022.12.13 12:00 | sell | 12 | 0.10 | 93.104 | 0.000 | 0.000 | ||
44 | 2022.12.13 12:00 | modify | 12 | 0.10 | 93.104 | 94.604 | 91.604 | ||
45 | 2022.12.15 11:40 | sell | 13 | 0.10 | 92.347 | 0.000 | 0.000 | ||
46 | 2022.12.15 11:40 | modify | 13 | 0.10 | 92.347 | 92.804 | 91.604 | ||
47 | 2022.12.15 11:40 | sell | 14 | 0.10 | 92.347 | 0.000 | 0.000 | ||
48 | 2022.12.15 11:40 | modify | 14 | 0.10 | 92.347 | 92.579 | 91.604 | ||
49 | 2022.12.15 11:40 | modify | 12 | 0.10 | 93.104 | 92.579 | 91.604 | ||
50 | 2022.12.15 11:45 | modify | 13 | 0.10 | 92.347 | 92.579 | 91.604 | ||
51 | 2022.12.16 04:40 | sell | 15 | 0.10 | 91.960 | 0.000 | 0.000 | ||
52 | 2022.12.16 04:40 | modify | 15 | 0.10 | 91.960 | 92.279 | 91.604 | ||
53 | 2022.12.16 04:40 | modify | 14 | 0.10 | 92.347 | 92.279 | 91.604 | ||
54 | 2022.12.16 04:40 | modify | 13 | 0.10 | 92.347 | 92.279 | 91.604 | ||
55 | 2022.12.16 04:40 | modify | 12 | 0.10 | 93.104 | 92.279 | 91.604 | ||
56 | 2022.12.16 15:20 | t/p | 12 | 0.10 | 91.604 | 92.279 | 91.604 | 106.83 | 10528.76 |
57 | 2022.12.16 15:20 | t/p | 13 | 0.10 | 91.604 | 92.279 | 91.604 | 53.92 | 10582.68 |
58 | 2022.12.16 15:20 | t/p | 14 | 0.10 | 91.604 | 92.279 | 91.604 | 53.92 | 10636.60 |
59 | 2022.12.16 15:20 | t/p | 15 | 0.10 | 91.604 | 92.279 | 91.604 | 26.17 | 10662.77 |
60 | 2022.12.20 12:00 | buy | 16 | 0.10 | 88.507 | 0.000 | 0.000 | ||
61 | 2022.12.20 12:00 | modify | 16 | 0.10 | 88.507 | 87.007 | 90.007 | ||
62 | 2022.12.22 08:05 | buy | 17 | 0.10 | 89.270 | 0.000 | 0.000 | ||
63 | 2022.12.22 08:05 | modify | 17 | 0.10 | 89.270 | 88.807 | 90.007 | ||
64 | 2022.12.22 08:05 | buy | 18 | 0.10 | 89.270 | 0.000 | 0.000 | ||
65 | 2022.12.22 08:05 | modify | 18 | 0.10 | 89.270 | 89.032 | 90.007 | ||
66 | 2022.12.22 08:05 | modify | 16 | 0.10 | 88.507 | 89.032 | 90.007 | ||
67 | 2022.12.22 08:10 | modify | 17 | 0.10 | 89.270 | 89.032 | 90.007 | ||
68 | 2022.12.22 09:30 | s/l | 16 | 0.10 | 89.032 | 89.032 | 90.007 | 40.57 | 10703.35 |
69 | 2022.12.22 09:30 | s/l | 17 | 0.10 | 89.032 | 89.032 | 90.007 | -17.50 | 10685.85 |
70 | 2022.12.22 09:30 | s/l | 18 | 0.10 | 89.032 | 89.032 | 90.007 | -17.50 | 10668.35 |
71 | 2023.01.18 08:00 | sell | 19 | 0.10 | 91.420 | 0.000 | 0.000 | ||
72 | 2023.01.18 08:00 | modify | 19 | 0.10 | 91.420 | 92.920 | 89.920 | ||
73 | 2023.01.18 10:50 | sell | 20 | 0.10 | 90.670 | 0.000 | 0.000 | ||
74 | 2023.01.18 10:50 | modify | 20 | 0.10 | 90.670 | 91.120 | 89.920 | ||
75 | 2023.01.18 10:50 | sell | 21 | 0.10 | 90.670 | 0.000 | 0.000 | ||
76 | 2023.01.18 10:50 | modify | 21 | 0.10 | 90.670 | 90.895 | 89.920 | ||
77 | 2023.01.18 10:50 | modify | 19 | 0.10 | 91.420 | 90.895 | 89.920 | ||
78 | 2023.01.18 10:55 | modify | 20 | 0.10 | 90.670 | 90.895 | 89.920 | ||
79 | 2023.01.18 15:10 | sell | 22 | 0.10 | 90.278 | 0.000 | 0.000 | ||
80 | 2023.01.18 15:10 | modify | 22 | 0.10 | 90.278 | 90.595 | 89.920 | ||
81 | 2023.01.18 15:10 | modify | 21 | 0.10 | 90.670 | 90.595 | 89.920 | ||
82 | 2023.01.18 15:10 | modify | 20 | 0.10 | 90.670 | 90.595 | 89.920 | ||
83 | 2023.01.18 15:10 | modify | 19 | 0.10 | 91.420 | 90.595 | 89.920 | ||
84 | 2023.01.18 16:30 | t/p | 19 | 0.10 | 89.920 | 90.595 | 89.920 | 110.26 | 10778.61 |
85 | 2023.01.18 16:30 | t/p | 20 | 0.10 | 89.920 | 90.595 | 89.920 | 55.13 | 10833.74 |
86 | 2023.01.18 16:30 | t/p | 21 | 0.10 | 89.920 | 90.595 | 89.920 | 55.13 | 10888.87 |
87 | 2023.01.18 16:30 | t/p | 22 | 0.10 | 89.920 | 90.595 | 89.920 | 26.32 | 10915.19 |
88 | 2023.01.25 08:00 | sell | 23 | 0.10 | 92.553 | 0.000 | 0.000 | ||
89 | 2023.01.25 08:00 | modify | 23 | 0.10 | 92.553 | 94.053 | 91.053 | ||
90 | 2023.01.25 13:30 | sell | 24 | 0.10 | 91.793 | 0.000 | 0.000 | ||
91 | 2023.01.25 13:30 | modify | 24 | 0.10 | 91.793 | 92.253 | 91.053 | ||
92 | 2023.01.25 13:30 | sell | 25 | 0.10 | 91.793 | 0.000 | 0.000 | ||
93 | 2023.01.25 13:30 | modify | 25 | 0.10 | 91.793 | 92.028 | 91.053 | ||
94 | 2023.01.25 13:30 | modify | 23 | 0.10 | 92.553 | 92.028 | 91.053 | ||
95 | 2023.01.25 13:35 | modify | 24 | 0.10 | 91.793 | 92.028 | 91.053 | ||
96 | 2023.01.25 15:40 | sell | 26 | 0.10 | 91.410 | 0.000 | 0.000 | ||
97 | 2023.01.25 15:40 | modify | 26 | 0.10 | 91.410 | 91.728 | 91.053 | ||
98 | 2023.01.25 15:40 | modify | 25 | 0.10 | 91.793 | 91.728 | 91.053 | ||
99 | 2023.01.25 15:40 | modify | 24 | 0.10 | 91.793 | 91.728 | 91.053 | ||
100 | 2023.01.25 15:40 | modify | 23 | 0.10 | 92.553 | 91.728 | 91.053 | ||
101 | 2023.01.25 16:10 | s/l | 23 | 0.10 | 91.728 | 91.728 | 91.053 | 60.65 | 10975.84 |
102 | 2023.01.25 16:10 | s/l | 24 | 0.10 | 91.728 | 91.728 | 91.053 | 4.78 | 10980.62 |
103 | 2023.01.25 16:10 | s/l | 25 | 0.10 | 91.728 | 91.728 | 91.053 | 4.78 | 10985.40 |
104 | 2023.01.25 16:10 | s/l | 26 | 0.10 | 91.728 | 91.728 | 91.053 | -23.37 | 10962.03 |
105 | 2023.02.10 12:00 | buy | 27 | 0.10 | 90.613 | 0.000 | 0.000 | ||
106 | 2023.02.10 12:00 | modify | 27 | 0.10 | 90.613 | 89.113 | 92.113 | ||
107 | 2023.02.13 05:30 | buy | 28 | 0.10 | 91.371 | 0.000 | 0.000 | ||
108 | 2023.02.13 05:30 | modify | 28 | 0.10 | 91.371 | 90.913 | 92.113 | ||
109 | 2023.02.13 05:30 | buy | 29 | 0.10 | 91.371 | 0.000 | 0.000 | ||
110 | 2023.02.13 05:30 | modify | 29 | 0.10 | 91.371 | 91.138 | 92.113 | ||
111 | 2023.02.13 05:30 | modify | 27 | 0.10 | 90.613 | 91.138 | 92.113 | ||
112 | 2023.02.13 05:35 | modify | 28 | 0.10 | 91.371 | 91.138 | 92.113 | ||
113 | 2023.02.13 10:55 | buy | 30 | 0.10 | 91.758 | 0.000 | 0.000 | ||
114 | 2023.02.13 10:55 | modify | 30 | 0.10 | 91.758 | 91.438 | 92.113 | ||
115 | 2023.02.13 10:55 | modify | 29 | 0.10 | 91.371 | 91.438 | 92.113 | ||
116 | 2023.02.13 10:55 | modify | 28 | 0.10 | 91.371 | 91.438 | 92.113 | ||
117 | 2023.02.13 10:55 | modify | 27 | 0.10 | 90.613 | 91.438 | 92.113 | ||
118 | 2023.02.13 14:30 | t/p | 27 | 0.10 | 92.113 | 91.438 | 92.113 | 110.77 | 11072.79 |
119 | 2023.02.13 14:30 | t/p | 28 | 0.10 | 92.113 | 91.438 | 92.113 | 54.54 | 11127.33 |
120 | 2023.02.13 14:30 | t/p | 29 | 0.10 | 92.113 | 91.438 | 92.113 | 54.54 | 11181.87 |
121 | 2023.02.13 14:30 | t/p | 30 | 0.10 | 92.113 | 91.438 | 92.113 | 26.10 | 11207.97 |
122 | 2023.04.21 12:00 | buy | 31 | 0.10 | 89.598 | 0.000 | 0.000 | ||
123 | 2023.04.21 12:00 | modify | 31 | 0.10 | 89.598 | 88.098 | 91.098 | ||
124 | 2023.04.26 09:30 | s/l | 31 | 0.10 | 88.098 | 88.098 | 91.098 | -108.78 | 11099.19 |