Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 4225 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1164.57 | Gross profit | 1542.74 | Gross loss | -378.17 |
Profit factor | 4.08 | Expected payoff | 46.58 | ||
Absolute drawdown | 46.53 | Maximal drawdown | 407.46 (3.80%) | Relative drawdown | 3.80% (407.46) |
Total trades | 25 | Short positions (won %) | 14 (92.86%) | Long positions (won %) | 11 (63.64%) |
Profit trades (% of total) | 20 (80.00%) | Loss trades (% of total) | 5 (20.00%) | ||
Largest | profit trade | 113.23 | loss trade | -95.55 | |
Average | profit trade | 77.14 | loss trade | -75.63 | |
Maximum | consecutive wins (profit in money) | 7 (651.06) | consecutive losses (loss in money) | 3 (-239.85) | |
Maximal | consecutive profit (count of wins) | 651.06 (7) | consecutive loss (count of losses) | -239.85 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.01 04:00 | buy | 1 | 0.10 | 92.340 | 0.000 | 0.000 | ||
2 | 2022.07.01 04:00 | modify | 1 | 0.10 | 92.340 | 91.040 | 93.840 | ||
3 | 2022.07.04 12:00 | buy | 2 | 0.10 | 93.111 | 0.000 | 0.000 | ||
4 | 2022.07.04 12:00 | modify | 2 | 0.10 | 93.111 | 92.415 | 93.840 | ||
5 | 2022.07.04 12:00 | modify | 1 | 0.10 | 92.340 | 92.415 | 93.840 | ||
6 | 2022.07.05 04:00 | t/p | 1 | 0.10 | 93.840 | 92.415 | 93.840 | 111.24 | 10111.24 |
7 | 2022.07.05 04:00 | t/p | 2 | 0.10 | 93.840 | 92.415 | 93.840 | 54.08 | 10165.32 |
8 | 2022.08.12 04:00 | sell | 3 | 0.10 | 94.826 | 0.000 | 0.000 | ||
9 | 2022.08.12 04:00 | modify | 3 | 0.10 | 94.826 | 96.126 | 93.326 | ||
10 | 2022.08.15 16:00 | t/p | 3 | 0.10 | 93.326 | 96.126 | 93.326 | 109.55 | 10274.87 |
11 | 2022.09.09 04:00 | sell | 4 | 0.10 | 97.677 | 0.000 | 0.000 | ||
12 | 2022.09.09 04:00 | modify | 4 | 0.10 | 97.677 | 98.977 | 96.177 | ||
13 | 2022.09.14 16:00 | t/p | 4 | 0.10 | 96.177 | 98.977 | 96.177 | 108.18 | 10383.05 |
14 | 2022.09.28 04:00 | buy | 5 | 0.10 | 92.626 | 0.000 | 0.000 | ||
15 | 2022.09.28 04:00 | modify | 5 | 0.10 | 92.626 | 91.326 | 94.126 | ||
16 | 2022.09.30 04:00 | t/p | 5 | 0.10 | 94.126 | 91.326 | 94.126 | 112.24 | 10495.30 |
17 | 2022.10.10 08:00 | buy | 6 | 0.10 | 91.785 | 0.000 | 0.000 | ||
18 | 2022.10.10 08:00 | modify | 6 | 0.10 | 91.785 | 90.485 | 93.285 | ||
19 | 2022.10.13 20:00 | buy | 7 | 0.10 | 92.713 | 0.000 | 0.000 | ||
20 | 2022.10.13 20:00 | modify | 7 | 0.10 | 92.713 | 92.235 | 93.285 | ||
21 | 2022.10.13 20:00 | modify | 6 | 0.10 | 91.785 | 92.235 | 93.285 | ||
22 | 2022.10.14 04:00 | t/p | 6 | 0.10 | 93.285 | 92.235 | 93.285 | 113.23 | 10608.52 |
23 | 2022.10.14 04:00 | t/p | 7 | 0.10 | 93.285 | 92.235 | 93.285 | 42.54 | 10651.06 |
24 | 2022.11.10 04:00 | buy | 8 | 0.10 | 93.780 | 0.000 | 0.000 | ||
25 | 2022.11.10 04:00 | modify | 8 | 0.10 | 93.780 | 92.480 | 95.280 | ||
26 | 2022.11.28 04:00 | s/l | 8 | 0.10 | 92.480 | 92.480 | 95.280 | -87.61 | 10563.44 |
27 | 2022.11.28 04:00 | buy | 9 | 0.10 | 92.725 | 0.000 | 0.000 | ||
28 | 2022.11.28 04:00 | modify | 9 | 0.10 | 92.725 | 91.425 | 94.225 | ||
29 | 2022.11.30 12:00 | buy | 10 | 0.10 | 93.497 | 0.000 | 0.000 | ||
30 | 2022.11.30 12:00 | modify | 10 | 0.10 | 93.497 | 92.800 | 94.225 | ||
31 | 2022.11.30 12:00 | modify | 9 | 0.10 | 92.725 | 92.800 | 94.225 | ||
32 | 2022.12.01 12:00 | s/l | 9 | 0.10 | 92.800 | 92.800 | 94.225 | 7.99 | 10571.43 |
33 | 2022.12.01 12:00 | s/l | 10 | 0.10 | 92.800 | 92.800 | 94.225 | -49.74 | 10521.69 |
34 | 2022.12.16 08:00 | buy | 11 | 0.10 | 91.886 | 0.000 | 0.000 | ||
35 | 2022.12.16 08:00 | modify | 11 | 0.10 | 91.886 | 90.586 | 93.386 | ||
36 | 2022.12.20 04:00 | s/l | 11 | 0.10 | 90.586 | 90.586 | 93.386 | -94.56 | 10427.13 |
37 | 2022.12.20 04:00 | buy | 12 | 0.10 | 89.020 | 0.000 | 0.000 | ||
38 | 2022.12.20 04:00 | modify | 12 | 0.10 | 89.020 | 87.720 | 90.520 | ||
39 | 2022.12.20 16:00 | s/l | 12 | 0.10 | 87.720 | 87.720 | 90.520 | -95.55 | 10331.58 |
40 | 2022.12.28 04:00 | sell | 13 | 0.10 | 90.446 | 0.000 | 0.000 | ||
41 | 2022.12.28 04:00 | modify | 13 | 0.10 | 90.446 | 91.746 | 88.946 | ||
42 | 2023.01.01 20:00 | t/p | 13 | 0.10 | 88.946 | 91.746 | 88.946 | 107.49 | 10439.08 |
43 | 2023.01.03 04:00 | buy | 14 | 0.10 | 88.682 | 0.000 | 0.000 | ||
44 | 2023.01.03 04:00 | modify | 14 | 0.10 | 88.682 | 87.382 | 90.182 | ||
45 | 2023.01.04 16:00 | t/p | 14 | 0.10 | 90.182 | 87.382 | 90.182 | 110.75 | 10549.82 |
46 | 2023.01.09 08:00 | sell | 15 | 0.10 | 91.448 | 0.000 | 0.000 | ||
47 | 2023.01.09 08:00 | modify | 15 | 0.10 | 91.448 | 92.748 | 89.948 | ||
48 | 2023.01.12 16:00 | t/p | 15 | 0.10 | 89.948 | 92.748 | 89.948 | 106.81 | 10656.63 |
49 | 2023.01.18 04:00 | sell | 16 | 0.10 | 91.602 | 0.000 | 0.000 | ||
50 | 2023.01.18 04:00 | modify | 16 | 0.10 | 91.602 | 92.902 | 90.102 | ||
51 | 2023.01.18 12:00 | sell | 17 | 0.10 | 90.525 | 0.000 | 0.000 | ||
52 | 2023.01.18 12:00 | modify | 17 | 0.10 | 90.525 | 91.002 | 90.102 | ||
53 | 2023.01.18 12:00 | modify | 16 | 0.10 | 91.602 | 91.002 | 90.102 | ||
54 | 2023.01.18 16:00 | t/p | 16 | 0.10 | 90.102 | 91.002 | 90.102 | 110.24 | 10766.87 |
55 | 2023.01.18 16:00 | t/p | 17 | 0.10 | 90.102 | 91.002 | 90.102 | 31.09 | 10797.96 |
56 | 2023.01.25 04:00 | sell | 18 | 0.10 | 92.632 | 0.000 | 0.000 | ||
57 | 2023.01.25 04:00 | modify | 18 | 0.10 | 92.632 | 93.932 | 91.132 | ||
58 | 2023.01.26 00:00 | sell | 19 | 0.10 | 91.867 | 0.000 | 0.000 | ||
59 | 2023.01.26 00:00 | modify | 19 | 0.10 | 91.867 | 92.557 | 91.132 | ||
60 | 2023.01.26 00:00 | modify | 18 | 0.10 | 92.632 | 92.557 | 91.132 | ||
61 | 2023.01.26 16:00 | s/l | 18 | 0.10 | 92.557 | 92.557 | 91.132 | 3.45 | 10801.41 |
62 | 2023.01.26 16:00 | s/l | 19 | 0.10 | 92.557 | 92.557 | 91.132 | -50.71 | 10750.70 |
63 | 2023.02.13 12:00 | sell | 20 | 0.10 | 91.965 | 0.000 | 0.000 | ||
64 | 2023.02.13 12:00 | modify | 20 | 0.10 | 91.965 | 93.265 | 90.465 | ||
65 | 2023.03.07 08:00 | sell | 21 | 0.10 | 91.038 | 0.000 | 0.000 | ||
66 | 2023.03.07 08:00 | modify | 21 | 0.10 | 91.038 | 91.515 | 90.465 | ||
67 | 2023.03.07 08:00 | modify | 20 | 0.10 | 91.965 | 91.515 | 90.465 | ||
68 | 2023.03.07 16:00 | t/p | 20 | 0.10 | 90.465 | 91.515 | 90.465 | 95.13 | 10845.83 |
69 | 2023.03.07 16:00 | t/p | 21 | 0.10 | 90.465 | 91.515 | 90.465 | 42.11 | 10887.94 |
70 | 2023.04.03 12:00 | sell | 22 | 0.10 | 89.866 | 0.000 | 0.000 | ||
71 | 2023.04.03 12:00 | modify | 22 | 0.10 | 89.866 | 91.166 | 88.366 | ||
72 | 2023.04.05 00:00 | sell | 23 | 0.10 | 88.800 | 0.000 | 0.000 | ||
73 | 2023.04.05 00:00 | modify | 23 | 0.10 | 88.800 | 89.266 | 88.366 | ||
74 | 2023.04.05 00:00 | modify | 22 | 0.10 | 89.866 | 89.266 | 88.366 | ||
75 | 2023.04.05 08:00 | t/p | 22 | 0.10 | 88.366 | 89.266 | 88.366 | 108.87 | 10996.81 |
76 | 2023.04.05 08:00 | t/p | 23 | 0.10 | 88.366 | 89.266 | 88.366 | 31.90 | 11028.71 |
77 | 2023.04.13 12:00 | sell | 24 | 0.10 | 89.817 | 0.000 | 0.000 | ||
78 | 2023.04.13 12:00 | modify | 24 | 0.10 | 89.817 | 91.117 | 88.317 | ||
79 | 2023.04.25 16:00 | sell | 25 | 0.10 | 88.759 | 0.000 | 0.000 | ||
80 | 2023.04.25 16:00 | modify | 25 | 0.10 | 88.759 | 89.217 | 88.317 | ||
81 | 2023.04.25 16:00 | modify | 24 | 0.10 | 89.817 | 89.217 | 88.317 | ||
82 | 2023.04.25 20:00 | t/p | 24 | 0.10 | 88.317 | 89.217 | 88.317 | 103.37 | 11132.09 |
83 | 2023.04.25 20:00 | t/p | 25 | 0.10 | 88.317 | 89.217 | 88.317 | 32.48 | 11164.57 |