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=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 | 1912 | Ticks modelled | 40323131 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1193.87 | Gross profit | 1425.61 | Gross loss | -231.74 |
Profit factor | 6.15 | Expected payoff | 35.11 | ||
Absolute drawdown | 22.64 | Maximal drawdown | 151.91 (1.44%) | Relative drawdown | 1.44% (151.91) |
Total trades | 34 | Short positions (won %) | 19 (84.21%) | Long positions (won %) | 15 (66.67%) |
Profit trades (% of total) | 26 (76.47%) | Loss trades (% of total) | 8 (23.53%) | ||
Largest | profit trade | 110.74 | loss trade | -108.73 | |
Average | profit trade | 54.83 | loss trade | -28.97 | |
Maximum | consecutive wins (profit in money) | 9 (533.87) | consecutive losses (loss in money) | 2 (-34.10) | |
Maximal | consecutive profit (count of wins) | 533.87 (9) | consecutive loss (count of losses) | -108.73 (1) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | 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 15:01 | buy | 2 | 0.10 | 91.622 | 0.000 | 0.000 | ||
4 | 2022.08.02 15:01 | modify | 2 | 0.10 | 91.622 | 91.172 | 92.372 | ||
5 | 2022.08.02 15:01 | buy | 3 | 0.10 | 91.622 | 0.000 | 0.000 | ||
6 | 2022.08.02 15:01 | modify | 3 | 0.10 | 91.622 | 91.397 | 92.372 | ||
7 | 2022.08.02 15:01 | modify | 1 | 0.10 | 90.872 | 91.397 | 92.372 | ||
8 | 2022.08.02 15:01 | modify | 2 | 0.10 | 91.622 | 91.397 | 92.372 | ||
9 | 2022.08.02 15:51 | buy | 4 | 0.10 | 91.998 | 0.000 | 0.000 | ||
10 | 2022.08.02 15:51 | modify | 4 | 0.10 | 91.998 | 91.697 | 92.372 | ||
11 | 2022.08.02 15:51 | modify | 3 | 0.10 | 91.622 | 91.697 | 92.372 | ||
12 | 2022.08.02 15:51 | modify | 2 | 0.10 | 91.622 | 91.697 | 92.372 | ||
13 | 2022.08.02 15:51 | modify | 1 | 0.10 | 90.872 | 91.697 | 92.372 | ||
14 | 2022.08.03 01:50 | t/p | 1 | 0.10 | 92.372 | 91.697 | 92.372 | 110.74 | 10110.74 |
15 | 2022.08.03 01:50 | t/p | 2 | 0.10 | 92.372 | 91.697 | 92.372 | 55.62 | 10166.37 |
16 | 2022.08.03 01:50 | t/p | 3 | 0.10 | 92.372 | 91.697 | 92.372 | 55.62 | 10221.99 |
17 | 2022.08.03 01:50 | t/p | 4 | 0.10 | 92.372 | 91.697 | 92.372 | 27.98 | 10249.97 |
18 | 2022.09.09 08:00 | sell | 5 | 0.10 | 97.668 | 0.000 | 0.000 | ||
19 | 2022.09.09 08:00 | modify | 5 | 0.10 | 97.668 | 99.168 | 96.168 | ||
20 | 2022.09.14 04:32 | sell | 6 | 0.10 | 96.916 | 0.000 | 0.000 | ||
21 | 2022.09.14 04:32 | modify | 6 | 0.10 | 96.916 | 97.368 | 96.168 | ||
22 | 2022.09.14 04:32 | sell | 7 | 0.10 | 96.916 | 0.000 | 0.000 | ||
23 | 2022.09.14 04:32 | modify | 7 | 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 | 6 | 0.10 | 96.916 | 97.143 | 96.168 | ||
26 | 2022.09.14 06:08 | sell | 8 | 0.10 | 96.539 | 0.000 | 0.000 | ||
27 | 2022.09.14 06:08 | modify | 8 | 0.10 | 96.539 | 96.843 | 96.168 | ||
28 | 2022.09.14 06:08 | modify | 7 | 0.10 | 96.916 | 96.843 | 96.168 | ||
29 | 2022.09.14 06:08 | modify | 6 | 0.10 | 96.916 | 96.843 | 96.168 | ||
30 | 2022.09.14 06:08 | modify | 5 | 0.10 | 97.668 | 96.843 | 96.168 | ||
31 | 2022.09.14 12:44 | t/p | 5 | 0.10 | 96.168 | 96.843 | 96.168 | 108.14 | 10358.11 |
32 | 2022.09.14 12:44 | t/p | 6 | 0.10 | 96.168 | 96.843 | 96.168 | 54.96 | 10413.07 |
33 | 2022.09.14 12:44 | t/p | 7 | 0.10 | 96.168 | 96.843 | 96.168 | 54.96 | 10468.03 |
34 | 2022.09.14 12:44 | t/p | 8 | 0.10 | 96.168 | 96.843 | 96.168 | 27.26 | 10495.29 |
35 | 2022.10.14 08:00 | sell | 9 | 0.10 | 93.262 | 0.000 | 0.000 | ||
36 | 2022.10.14 08:00 | modify | 9 | 0.10 | 93.262 | 94.762 | 91.762 | ||
37 | 2022.10.14 14:00 | sell | 10 | 0.10 | 92.505 | 0.000 | 0.000 | ||
38 | 2022.10.14 14:00 | modify | 10 | 0.10 | 92.505 | 92.962 | 91.762 | ||
39 | 2022.10.14 14:00 | sell | 11 | 0.10 | 92.505 | 0.000 | 0.000 | ||
40 | 2022.10.14 14:00 | modify | 11 | 0.10 | 92.505 | 92.737 | 91.762 | ||
41 | 2022.10.14 14:00 | modify | 9 | 0.10 | 93.262 | 92.737 | 91.762 | ||
42 | 2022.10.14 14:00 | modify | 10 | 0.10 | 92.505 | 92.737 | 91.762 | ||
43 | 2022.10.14 14:31 | s/l | 9 | 0.10 | 92.737 | 92.737 | 91.762 | 38.58 | 10533.87 |
44 | 2022.10.14 14:31 | s/l | 10 | 0.10 | 92.737 | 92.737 | 91.762 | -17.05 | 10516.82 |
45 | 2022.10.14 14:31 | s/l | 11 | 0.10 | 92.737 | 92.737 | 91.762 | -17.05 | 10499.77 |
46 | 2022.11.10 12:00 | buy | 12 | 0.10 | 93.694 | 0.000 | 0.000 | ||
47 | 2022.11.10 12:00 | modify | 12 | 0.10 | 93.694 | 92.194 | 95.194 | ||
48 | 2022.11.15 16:01 | buy | 13 | 0.10 | 94.445 | 0.000 | 0.000 | ||
49 | 2022.11.15 16:01 | modify | 13 | 0.10 | 94.445 | 93.994 | 95.194 | ||
50 | 2022.11.15 16:01 | buy | 14 | 0.10 | 94.445 | 0.000 | 0.000 | ||
51 | 2022.11.15 16:01 | modify | 14 | 0.10 | 94.445 | 94.219 | 95.194 | ||
52 | 2022.11.15 16:01 | modify | 12 | 0.10 | 93.694 | 94.219 | 95.194 | ||
53 | 2022.11.15 16:01 | modify | 13 | 0.10 | 94.445 | 94.219 | 95.194 | ||
54 | 2022.11.15 18:26 | s/l | 12 | 0.10 | 94.219 | 94.219 | 95.194 | 40.09 | 10539.86 |
55 | 2022.11.15 18:26 | s/l | 13 | 0.10 | 94.219 | 94.219 | 95.194 | -16.61 | 10523.25 |
56 | 2022.11.15 18:26 | s/l | 14 | 0.10 | 94.219 | 94.219 | 95.194 | -16.61 | 10506.64 |
57 | 2022.12.13 12:00 | sell | 15 | 0.10 | 93.104 | 0.000 | 0.000 | ||
58 | 2022.12.13 12:00 | modify | 15 | 0.10 | 93.104 | 94.604 | 91.604 | ||
59 | 2022.12.15 11:59 | sell | 16 | 0.10 | 92.352 | 0.000 | 0.000 | ||
60 | 2022.12.15 11:59 | modify | 16 | 0.10 | 92.352 | 92.804 | 91.604 | ||
61 | 2022.12.15 11:59 | sell | 17 | 0.10 | 92.352 | 0.000 | 0.000 | ||
62 | 2022.12.15 11:59 | modify | 17 | 0.10 | 92.352 | 92.579 | 91.604 | ||
63 | 2022.12.15 11:59 | modify | 15 | 0.10 | 93.104 | 92.579 | 91.604 | ||
64 | 2022.12.15 11:59 | modify | 16 | 0.10 | 92.352 | 92.579 | 91.604 | ||
65 | 2022.12.16 04:57 | sell | 18 | 0.10 | 91.979 | 0.000 | 0.000 | ||
66 | 2022.12.16 04:57 | modify | 18 | 0.10 | 91.979 | 92.279 | 91.604 | ||
67 | 2022.12.16 04:57 | modify | 17 | 0.10 | 92.352 | 92.279 | 91.604 | ||
68 | 2022.12.16 04:57 | modify | 16 | 0.10 | 92.352 | 92.279 | 91.604 | ||
69 | 2022.12.16 04:57 | modify | 15 | 0.10 | 93.104 | 92.279 | 91.604 | ||
70 | 2022.12.16 15:19 | t/p | 15 | 0.10 | 91.604 | 92.279 | 91.604 | 106.75 | 10613.39 |
71 | 2022.12.16 15:19 | t/p | 16 | 0.10 | 91.604 | 92.279 | 91.604 | 54.27 | 10667.67 |
72 | 2022.12.16 15:19 | t/p | 17 | 0.10 | 91.604 | 92.279 | 91.604 | 54.27 | 10721.94 |
73 | 2022.12.16 15:19 | t/p | 18 | 0.10 | 91.604 | 92.279 | 91.604 | 27.56 | 10749.50 |
74 | 2022.12.20 12:00 | buy | 19 | 0.10 | 88.507 | 0.000 | 0.000 | ||
75 | 2022.12.20 12:00 | modify | 19 | 0.10 | 88.507 | 87.007 | 90.007 | ||
76 | 2022.12.22 07:24 | buy | 20 | 0.10 | 89.260 | 0.000 | 0.000 | ||
77 | 2022.12.22 07:24 | modify | 20 | 0.10 | 89.260 | 88.807 | 90.007 | ||
78 | 2022.12.22 07:24 | buy | 21 | 0.10 | 89.260 | 0.000 | 0.000 | ||
79 | 2022.12.22 07:24 | modify | 21 | 0.10 | 89.260 | 89.032 | 90.007 | ||
80 | 2022.12.22 07:24 | modify | 19 | 0.10 | 88.507 | 89.032 | 90.007 | ||
81 | 2022.12.22 07:24 | modify | 20 | 0.10 | 89.260 | 89.032 | 90.007 | ||
82 | 2022.12.22 09:08 | s/l | 19 | 0.10 | 89.032 | 89.032 | 90.007 | 40.60 | 10790.10 |
83 | 2022.12.22 09:08 | s/l | 20 | 0.10 | 89.032 | 89.032 | 90.007 | -16.75 | 10773.35 |
84 | 2022.12.22 09:08 | s/l | 21 | 0.10 | 89.032 | 89.032 | 90.007 | -16.75 | 10756.60 |
85 | 2023.01.18 08:00 | sell | 22 | 0.10 | 91.420 | 0.000 | 0.000 | ||
86 | 2023.01.18 08:00 | modify | 22 | 0.10 | 91.420 | 92.920 | 89.920 | ||
87 | 2023.01.18 10:26 | sell | 23 | 0.10 | 90.670 | 0.000 | 0.000 | ||
88 | 2023.01.18 10:26 | modify | 23 | 0.10 | 90.670 | 91.120 | 89.920 | ||
89 | 2023.01.18 10:26 | sell | 24 | 0.10 | 90.670 | 0.000 | 0.000 | ||
90 | 2023.01.18 10:26 | modify | 24 | 0.10 | 90.670 | 90.895 | 89.920 | ||
91 | 2023.01.18 10:26 | modify | 22 | 0.10 | 91.420 | 90.895 | 89.920 | ||
92 | 2023.01.18 10:26 | modify | 23 | 0.10 | 90.670 | 90.895 | 89.920 | ||
93 | 2023.01.18 13:36 | sell | 25 | 0.10 | 90.295 | 0.000 | 0.000 | ||
94 | 2023.01.18 13:36 | modify | 25 | 0.10 | 90.295 | 90.595 | 89.920 | ||
95 | 2023.01.18 13:36 | modify | 24 | 0.10 | 90.670 | 90.595 | 89.920 | ||
96 | 2023.01.18 13:36 | modify | 23 | 0.10 | 90.670 | 90.595 | 89.920 | ||
97 | 2023.01.18 13:36 | modify | 22 | 0.10 | 91.420 | 90.595 | 89.920 | ||
98 | 2023.01.18 16:15 | t/p | 22 | 0.10 | 89.920 | 90.595 | 89.920 | 110.23 | 10866.83 |
99 | 2023.01.18 16:15 | t/p | 23 | 0.10 | 89.920 | 90.595 | 89.920 | 55.11 | 10921.94 |
100 | 2023.01.18 16:15 | t/p | 24 | 0.10 | 89.920 | 90.595 | 89.920 | 55.11 | 10977.05 |
101 | 2023.01.18 16:15 | t/p | 25 | 0.10 | 89.920 | 90.595 | 89.920 | 27.56 | 11004.61 |
102 | 2023.01.25 08:00 | sell | 26 | 0.10 | 92.553 | 0.000 | 0.000 | ||
103 | 2023.01.25 08:00 | modify | 26 | 0.10 | 92.553 | 94.053 | 91.053 | ||
104 | 2023.01.25 12:26 | sell | 27 | 0.10 | 91.803 | 0.000 | 0.000 | ||
105 | 2023.01.25 12:26 | modify | 27 | 0.10 | 91.803 | 92.253 | 91.053 | ||
106 | 2023.01.25 12:26 | sell | 28 | 0.10 | 91.803 | 0.000 | 0.000 | ||
107 | 2023.01.25 12:26 | modify | 28 | 0.10 | 91.803 | 92.028 | 91.053 | ||
108 | 2023.01.25 12:26 | modify | 26 | 0.10 | 92.553 | 92.028 | 91.053 | ||
109 | 2023.01.25 12:26 | modify | 27 | 0.10 | 91.803 | 92.028 | 91.053 | ||
110 | 2023.01.25 15:24 | sell | 29 | 0.10 | 91.426 | 0.000 | 0.000 | ||
111 | 2023.01.25 15:24 | modify | 29 | 0.10 | 91.426 | 91.728 | 91.053 | ||
112 | 2023.01.25 15:24 | modify | 28 | 0.10 | 91.803 | 91.728 | 91.053 | ||
113 | 2023.01.25 15:24 | modify | 27 | 0.10 | 91.803 | 91.728 | 91.053 | ||
114 | 2023.01.25 15:24 | modify | 26 | 0.10 | 92.553 | 91.728 | 91.053 | ||
115 | 2023.01.25 15:56 | s/l | 26 | 0.10 | 91.728 | 91.728 | 91.053 | 60.63 | 11065.24 |
116 | 2023.01.25 15:56 | s/l | 27 | 0.10 | 91.728 | 91.728 | 91.053 | 5.51 | 11070.75 |
117 | 2023.01.25 15:56 | s/l | 28 | 0.10 | 91.728 | 91.728 | 91.053 | 5.51 | 11076.26 |
118 | 2023.01.25 15:56 | s/l | 29 | 0.10 | 91.728 | 91.728 | 91.053 | -22.19 | 11054.07 |
119 | 2023.02.10 12:00 | buy | 30 | 0.10 | 90.613 | 0.000 | 0.000 | ||
120 | 2023.02.10 12:00 | modify | 30 | 0.10 | 90.613 | 89.113 | 92.113 | ||
121 | 2023.02.13 05:23 | buy | 31 | 0.10 | 91.363 | 0.000 | 0.000 | ||
122 | 2023.02.13 05:23 | modify | 31 | 0.10 | 91.363 | 90.913 | 92.113 | ||
123 | 2023.02.13 05:23 | buy | 32 | 0.10 | 91.363 | 0.000 | 0.000 | ||
124 | 2023.02.13 05:23 | modify | 32 | 0.10 | 91.363 | 91.138 | 92.113 | ||
125 | 2023.02.13 05:23 | modify | 30 | 0.10 | 90.613 | 91.138 | 92.113 | ||
126 | 2023.02.13 05:23 | modify | 31 | 0.10 | 91.363 | 91.138 | 92.113 | ||
127 | 2023.02.13 08:46 | buy | 33 | 0.10 | 91.738 | 0.000 | 0.000 | ||
128 | 2023.02.13 08:46 | modify | 33 | 0.10 | 91.738 | 91.438 | 92.113 | ||
129 | 2023.02.13 08:46 | modify | 32 | 0.10 | 91.363 | 91.438 | 92.113 | ||
130 | 2023.02.13 08:46 | modify | 31 | 0.10 | 91.363 | 91.438 | 92.113 | ||
131 | 2023.02.13 08:46 | modify | 30 | 0.10 | 90.613 | 91.438 | 92.113 | ||
132 | 2023.02.13 14:39 | t/p | 30 | 0.10 | 92.113 | 91.438 | 92.113 | 110.73 | 11164.80 |
133 | 2023.02.13 14:39 | t/p | 31 | 0.10 | 92.113 | 91.438 | 92.113 | 55.12 | 11219.92 |
134 | 2023.02.13 14:39 | t/p | 32 | 0.10 | 92.113 | 91.438 | 92.113 | 55.12 | 11275.04 |
135 | 2023.02.13 14:39 | t/p | 33 | 0.10 | 92.113 | 91.438 | 92.113 | 27.56 | 11302.60 |
136 | 2023.04.21 12:00 | buy | 34 | 0.10 | 89.598 | 0.000 | 0.000 | ||
137 | 2023.04.21 12:00 | modify | 34 | 0.10 | 89.598 | 88.098 | 91.098 | ||
138 | 2023.04.26 09:18 | s/l | 34 | 0.10 | 88.098 | 88.098 | 91.098 | -108.73 | 11193.87 |