Symbol | USDJPY (US 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=6; 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=80; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 79422 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 545.91 | Gross profit | 694.34 | Gross loss | -148.43 |
Profit factor | 4.68 | Expected payoff | 27.30 | ||
Absolute drawdown | 39.09 | Maximal drawdown | 164.81 (1.54%) | Relative drawdown | 1.56% (158.66) |
Total trades | 20 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 7 (42.86%) |
Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) | ||
Largest | profit trade | 83.20 | loss trade | -62.55 | |
Average | profit trade | 49.60 | loss trade | -24.74 | |
Maximum | consecutive wins (profit in money) | 10 (507.15) | consecutive losses (loss in money) | 5 (-130.73) | |
Maximal | consecutive profit (count of wins) | 507.15 (10) | consecutive loss (count of losses) | -130.73 (5) | |
Average | consecutive wins | 7 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.14 12:00 | sell | 1 | 0.10 | 138.864 | 0.000 | 0.000 | ||
2 | 2022.07.14 12:00 | modify | 1 | 0.10 | 138.864 | 139.664 | 137.764 | ||
3 | 2022.07.15 15:40 | sell | 2 | 0.10 | 138.468 | 0.000 | 0.000 | ||
4 | 2022.07.15 15:40 | modify | 2 | 0.10 | 138.468 | 138.699 | 137.764 | ||
5 | 2022.07.15 15:40 | modify | 1 | 0.10 | 138.864 | 138.699 | 137.764 | ||
6 | 2022.07.17 23:59 | sell | 3 | 0.10 | 138.294 | 0.000 | 0.000 | ||
7 | 2022.07.17 23:59 | modify | 3 | 0.10 | 138.294 | 138.534 | 137.764 | ||
8 | 2022.07.17 23:59 | modify | 2 | 0.10 | 138.468 | 138.534 | 137.764 | ||
9 | 2022.07.17 23:59 | modify | 1 | 0.10 | 138.864 | 138.534 | 137.764 | ||
10 | 2022.07.18 06:20 | sell | 4 | 0.10 | 138.252 | 0.000 | 0.000 | ||
11 | 2022.07.18 06:20 | modify | 4 | 0.10 | 138.252 | 138.479 | 137.764 | ||
12 | 2022.07.18 06:20 | modify | 3 | 0.10 | 138.294 | 138.479 | 137.764 | ||
13 | 2022.07.18 06:20 | modify | 2 | 0.10 | 138.468 | 138.479 | 137.764 | ||
14 | 2022.07.18 06:20 | modify | 1 | 0.10 | 138.864 | 138.479 | 137.764 | ||
15 | 2022.07.19 06:40 | t/p | 1 | 0.10 | 137.764 | 138.479 | 137.764 | 75.45 | 10075.45 |
16 | 2022.07.19 06:40 | t/p | 2 | 0.10 | 137.764 | 138.479 | 137.764 | 48.17 | 10123.63 |
17 | 2022.07.19 06:40 | t/p | 3 | 0.10 | 137.764 | 138.479 | 137.764 | 35.54 | 10159.17 |
18 | 2022.07.19 06:40 | t/p | 4 | 0.10 | 137.764 | 138.479 | 137.764 | 33.96 | 10193.13 |
19 | 2022.08.02 12:00 | buy | 5 | 0.10 | 131.019 | 0.000 | 0.000 | ||
20 | 2022.08.02 12:00 | modify | 5 | 0.10 | 131.019 | 130.219 | 132.119 | ||
21 | 2022.08.02 14:00 | buy | 6 | 0.10 | 131.433 | 0.000 | 0.000 | ||
22 | 2022.08.02 14:00 | modify | 6 | 0.10 | 131.433 | 131.184 | 132.119 | ||
23 | 2022.08.02 14:00 | modify | 5 | 0.10 | 131.019 | 131.184 | 132.119 | ||
24 | 2022.08.02 15:30 | t/p | 5 | 0.10 | 132.119 | 131.184 | 132.119 | 83.20 | 10276.33 |
25 | 2022.08.02 15:30 | t/p | 6 | 0.10 | 132.119 | 131.184 | 132.119 | 51.89 | 10328.22 |
26 | 2022.08.19 16:00 | sell | 7 | 0.10 | 137.018 | 0.000 | 0.000 | ||
27 | 2022.08.19 16:00 | modify | 7 | 0.10 | 137.018 | 137.818 | 135.918 | ||
28 | 2022.08.23 14:10 | sell | 8 | 0.10 | 136.623 | 0.000 | 0.000 | ||
29 | 2022.08.23 14:10 | modify | 8 | 0.10 | 136.623 | 136.853 | 135.918 | ||
30 | 2022.08.23 14:10 | modify | 7 | 0.10 | 137.018 | 136.853 | 135.918 | ||
31 | 2022.08.23 14:20 | sell | 9 | 0.10 | 136.441 | 0.000 | 0.000 | ||
32 | 2022.08.23 14:20 | modify | 9 | 0.10 | 136.441 | 136.688 | 135.918 | ||
33 | 2022.08.23 14:20 | modify | 8 | 0.10 | 136.623 | 136.688 | 135.918 | ||
34 | 2022.08.23 14:20 | modify | 7 | 0.10 | 137.018 | 136.688 | 135.918 | ||
35 | 2022.08.23 14:40 | t/p | 7 | 0.10 | 135.918 | 136.688 | 135.918 | 78.05 | 10406.27 |
36 | 2022.08.23 14:40 | t/p | 8 | 0.10 | 135.918 | 136.688 | 135.918 | 51.91 | 10458.18 |
37 | 2022.08.23 14:40 | t/p | 9 | 0.10 | 135.918 | 136.688 | 135.918 | 38.51 | 10496.69 |
38 | 2022.08.29 12:00 | sell | 10 | 0.10 | 138.570 | 0.000 | 0.000 | ||
39 | 2022.08.29 12:00 | modify | 10 | 0.10 | 138.570 | 139.370 | 137.470 | ||
40 | 2022.08.30 08:50 | sell | 11 | 0.10 | 138.160 | 0.000 | 0.000 | ||
41 | 2022.08.30 08:50 | modify | 11 | 0.10 | 138.160 | 138.405 | 137.470 | ||
42 | 2022.08.30 08:50 | modify | 10 | 0.10 | 138.570 | 138.405 | 137.470 | ||
43 | 2022.08.30 09:40 | s/l | 10 | 0.10 | 138.405 | 138.405 | 137.470 | 10.45 | 10507.15 |
44 | 2022.08.30 09:40 | s/l | 11 | 0.10 | 138.405 | 138.405 | 137.470 | -17.70 | 10489.45 |
45 | 2022.10.31 16:00 | sell | 12 | 0.10 | 148.643 | 0.000 | 0.000 | ||
46 | 2022.10.31 16:00 | modify | 12 | 0.10 | 148.643 | 149.443 | 147.543 | ||
47 | 2022.11.01 01:50 | sell | 13 | 0.10 | 148.251 | 0.000 | 0.000 | ||
48 | 2022.11.01 01:50 | modify | 13 | 0.10 | 148.251 | 148.478 | 147.543 | ||
49 | 2022.11.01 01:50 | modify | 12 | 0.10 | 148.643 | 148.478 | 147.543 | ||
50 | 2022.11.01 05:40 | sell | 14 | 0.10 | 148.085 | 0.000 | 0.000 | ||
51 | 2022.11.01 05:40 | modify | 14 | 0.10 | 148.085 | 148.313 | 147.543 | ||
52 | 2022.11.01 05:40 | modify | 13 | 0.10 | 148.251 | 148.313 | 147.543 | ||
53 | 2022.11.01 05:40 | modify | 12 | 0.10 | 148.643 | 148.313 | 147.543 | ||
54 | 2022.11.01 07:15 | t/p | 12 | 0.10 | 147.543 | 148.313 | 147.543 | 73.09 | 10562.54 |
55 | 2022.11.01 07:15 | t/p | 13 | 0.10 | 147.543 | 148.313 | 147.543 | 47.99 | 10610.53 |
56 | 2022.11.01 07:15 | t/p | 14 | 0.10 | 147.543 | 148.313 | 147.543 | 36.74 | 10647.27 |
57 | 2023.01.02 16:00 | buy | 15 | 0.10 | 130.804 | 0.000 | 0.000 | ||
58 | 2023.01.02 16:00 | modify | 15 | 0.10 | 130.804 | 130.004 | 131.904 | ||
59 | 2023.01.02 23:30 | buy | 16 | 0.10 | 131.196 | 0.000 | 0.000 | ||
60 | 2023.01.02 23:30 | modify | 16 | 0.10 | 131.196 | 130.969 | 131.904 | ||
61 | 2023.01.02 23:30 | modify | 15 | 0.10 | 130.804 | 130.969 | 131.904 | ||
62 | 2023.01.02 23:40 | buy | 17 | 0.10 | 131.433 | 0.000 | 0.000 | ||
63 | 2023.01.02 23:40 | modify | 17 | 0.10 | 131.433 | 131.189 | 131.904 | ||
64 | 2023.01.02 23:40 | modify | 16 | 0.10 | 131.196 | 131.189 | 131.904 | ||
65 | 2023.01.02 23:40 | modify | 15 | 0.10 | 130.804 | 131.189 | 131.904 | ||
66 | 2023.01.02 23:50 | buy | 18 | 0.10 | 131.354 | 0.000 | 0.000 | ||
67 | 2023.01.02 23:50 | modify | 18 | 0.10 | 131.354 | 131.134 | 131.904 | ||
68 | 2023.01.02 23:55 | s/l | 15 | 0.10 | 131.189 | 131.189 | 131.904 | 29.37 | 10676.64 |
69 | 2023.01.02 23:55 | s/l | 16 | 0.10 | 131.189 | 131.189 | 131.904 | -0.54 | 10676.10 |
70 | 2023.01.02 23:55 | s/l | 17 | 0.10 | 131.189 | 131.189 | 131.904 | -18.61 | 10657.49 |
71 | 2023.01.02 23:55 | s/l | 18 | 0.10 | 131.134 | 131.134 | 131.904 | -16.78 | 10640.71 |
72 | 2023.01.13 12:00 | buy | 19 | 0.10 | 128.778 | 0.000 | 0.000 | ||
73 | 2023.01.13 12:00 | modify | 19 | 0.10 | 128.778 | 127.978 | 129.878 | ||
74 | 2023.01.13 14:30 | s/l | 19 | 0.10 | 127.978 | 127.978 | 129.878 | -62.55 | 10578.16 |
75 | 2023.04.28 16:00 | sell | 20 | 0.10 | 135.995 | 0.000 | 0.000 | ||
76 | 2023.04.28 16:00 | modify | 20 | 0.10 | 135.995 | 136.795 | 134.895 | ||
77 | 2023.04.30 23:59 | close at stop | 20 | 0.10 | 136.435 | 136.795 | 134.895 | -32.25 | 10545.91 |