Symbol | EURJPY (Euro 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 1304.39 | Gross profit | 2263.59 | Gross loss | -959.20 |
Profit factor | 2.36 | Expected payoff | 28.36 | ||
Absolute drawdown | 19.48 | Maximal drawdown | 308.95 (2.99%) | Relative drawdown | 2.99% (308.95) |
Total trades | 46 | Short positions (won %) | 15 (33.33%) | Long positions (won %) | 31 (61.29%) |
Profit trades (% of total) | 24 (52.17%) | Loss trades (% of total) | 22 (47.83%) | ||
Largest | profit trade | 111.81 | loss trade | -45.28 | |
Average | profit trade | 94.32 | loss trade | -43.60 | |
Maximum | consecutive wins (profit in money) | 6 (589.89) | consecutive losses (loss in money) | 7 (-308.95) | |
Maximal | consecutive profit (count of wins) | 589.89 (6) | consecutive loss (count of losses) | -308.95 (7) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.17 12:00 | sell | 1 | 0.10 | 136.297 | 0.000 | 0.000 | ||
2 | 2022.05.17 12:00 | modify | 1 | 0.10 | 136.297 | 136.897 | 134.797 | ||
3 | 2022.05.18 16:00 | t/p | 1 | 0.10 | 134.797 | 136.897 | 134.797 | 109.67 | 10109.67 |
4 | 2022.05.18 16:00 | buy | 2 | 0.10 | 134.542 | 0.000 | 0.000 | ||
5 | 2022.05.18 16:00 | modify | 2 | 0.10 | 134.542 | 133.942 | 136.042 | ||
6 | 2022.05.19 04:00 | s/l | 2 | 0.10 | 133.942 | 133.942 | 136.042 | -43.18 | 10066.49 |
7 | 2022.06.08 12:00 | sell | 3 | 0.10 | 143.836 | 0.000 | 0.000 | ||
8 | 2022.06.08 12:00 | modify | 3 | 0.10 | 143.836 | 144.436 | 142.336 | ||
9 | 2022.06.09 08:00 | sell | 4 | 0.10 | 142.842 | 0.000 | 0.000 | ||
10 | 2022.06.09 08:00 | modify | 4 | 0.10 | 142.842 | 143.311 | 142.336 | ||
11 | 2022.06.09 08:00 | modify | 3 | 0.10 | 143.836 | 143.311 | 142.336 | ||
12 | 2022.06.09 12:00 | s/l | 3 | 0.10 | 143.311 | 143.311 | 142.336 | 36.83 | 10103.33 |
13 | 2022.06.09 12:00 | s/l | 4 | 0.10 | 143.311 | 143.311 | 142.336 | -34.47 | 10068.86 |
14 | 2022.06.10 16:00 | buy | 5 | 0.10 | 141.207 | 0.000 | 0.000 | ||
15 | 2022.06.10 16:00 | modify | 5 | 0.10 | 141.207 | 140.607 | 142.707 | ||
16 | 2022.06.13 12:00 | s/l | 5 | 0.10 | 140.607 | 140.607 | 142.707 | -43.80 | 10025.05 |
17 | 2022.06.13 16:00 | buy | 6 | 0.10 | 139.986 | 0.000 | 0.000 | ||
18 | 2022.06.13 16:00 | modify | 6 | 0.10 | 139.986 | 139.386 | 141.486 | ||
19 | 2022.06.14 20:00 | buy | 7 | 0.10 | 140.759 | 0.000 | 0.000 | ||
20 | 2022.06.14 20:00 | modify | 7 | 0.10 | 140.759 | 140.361 | 141.486 | ||
21 | 2022.06.14 20:00 | modify | 6 | 0.10 | 139.986 | 140.361 | 141.486 | ||
22 | 2022.06.15 12:00 | t/p | 6 | 0.10 | 141.486 | 140.361 | 141.486 | 110.89 | 10135.94 |
23 | 2022.06.15 12:00 | t/p | 7 | 0.10 | 141.486 | 140.361 | 141.486 | 53.75 | 10189.69 |
24 | 2022.06.15 16:00 | buy | 8 | 0.10 | 139.717 | 0.000 | 0.000 | ||
25 | 2022.06.15 16:00 | modify | 8 | 0.10 | 139.717 | 139.117 | 141.217 | ||
26 | 2022.06.16 12:00 | s/l | 8 | 0.10 | 139.117 | 139.117 | 141.217 | -43.17 | 10146.51 |
27 | 2022.06.16 12:00 | buy | 9 | 0.10 | 137.998 | 0.000 | 0.000 | ||
28 | 2022.06.16 12:00 | modify | 9 | 0.10 | 137.998 | 137.398 | 139.498 | ||
29 | 2022.06.16 20:00 | t/p | 9 | 0.10 | 139.498 | 137.398 | 139.498 | 110.27 | 10256.78 |
30 | 2022.06.21 12:00 | sell | 10 | 0.10 | 143.665 | 0.000 | 0.000 | ||
31 | 2022.06.21 12:00 | modify | 10 | 0.10 | 143.665 | 144.265 | 142.165 | ||
32 | 2022.06.22 20:00 | s/l | 10 | 0.10 | 144.265 | 144.265 | 142.165 | -44.70 | 10212.09 |
33 | 2022.07.01 16:00 | buy | 11 | 0.10 | 140.618 | 0.000 | 0.000 | ||
34 | 2022.07.01 16:00 | modify | 11 | 0.10 | 140.618 | 140.018 | 142.118 | ||
35 | 2022.07.05 04:00 | t/p | 11 | 0.10 | 142.118 | 140.018 | 142.118 | 110.89 | 10322.98 |
36 | 2022.07.05 12:00 | buy | 12 | 0.10 | 140.034 | 0.000 | 0.000 | ||
37 | 2022.07.05 12:00 | modify | 12 | 0.10 | 140.034 | 139.434 | 141.534 | ||
38 | 2022.07.05 16:00 | s/l | 12 | 0.10 | 139.434 | 139.434 | 141.534 | -44.11 | 10278.87 |
39 | 2022.07.06 12:00 | buy | 13 | 0.10 | 137.872 | 0.000 | 0.000 | ||
40 | 2022.07.06 12:00 | modify | 13 | 0.10 | 137.872 | 137.272 | 139.372 | ||
41 | 2022.07.06 16:00 | s/l | 13 | 0.10 | 137.272 | 137.272 | 139.372 | -44.11 | 10234.76 |
42 | 2022.07.28 12:00 | buy | 14 | 0.10 | 137.336 | 0.000 | 0.000 | ||
43 | 2022.07.28 12:00 | modify | 14 | 0.10 | 137.336 | 136.736 | 138.836 | ||
44 | 2022.07.28 16:00 | s/l | 14 | 0.10 | 136.736 | 136.736 | 138.836 | -44.11 | 10190.65 |
45 | 2022.08.05 16:00 | sell | 15 | 0.10 | 137.584 | 0.000 | 0.000 | ||
46 | 2022.08.05 16:00 | modify | 15 | 0.10 | 137.584 | 138.184 | 136.084 | ||
47 | 2022.08.09 12:00 | s/l | 15 | 0.10 | 138.184 | 138.184 | 136.084 | -45.28 | 10145.37 |
48 | 2022.08.26 16:00 | sell | 16 | 0.10 | 137.031 | 0.000 | 0.000 | ||
49 | 2022.08.26 16:00 | modify | 16 | 0.10 | 137.031 | 137.631 | 135.531 | ||
50 | 2022.08.29 04:00 | s/l | 16 | 0.10 | 137.631 | 137.631 | 135.531 | -44.70 | 10100.67 |
51 | 2022.09.14 16:00 | buy | 17 | 0.10 | 142.863 | 0.000 | 0.000 | ||
52 | 2022.09.14 16:00 | modify | 17 | 0.10 | 142.863 | 142.263 | 144.363 | ||
53 | 2022.09.21 08:00 | s/l | 17 | 0.10 | 142.263 | 142.263 | 144.363 | -41.95 | 10058.72 |
54 | 2022.09.29 16:00 | sell | 18 | 0.10 | 141.172 | 0.000 | 0.000 | ||
55 | 2022.09.29 16:00 | modify | 18 | 0.10 | 141.172 | 141.772 | 139.672 | ||
56 | 2022.09.30 00:00 | s/l | 18 | 0.10 | 141.772 | 141.772 | 139.672 | -44.70 | 10014.03 |
57 | 2022.10.04 16:00 | sell | 19 | 0.10 | 143.990 | 0.000 | 0.000 | ||
58 | 2022.10.04 16:00 | modify | 19 | 0.10 | 143.990 | 144.590 | 142.490 | ||
59 | 2022.10.05 16:00 | t/p | 19 | 0.10 | 142.490 | 144.590 | 142.490 | 109.67 | 10123.70 |
60 | 2022.10.13 16:00 | sell | 20 | 0.10 | 143.903 | 0.000 | 0.000 | ||
61 | 2022.10.13 16:00 | modify | 20 | 0.10 | 143.903 | 144.503 | 142.403 | ||
62 | 2022.10.14 16:00 | s/l | 20 | 0.10 | 144.503 | 144.503 | 142.403 | -44.69 | 10079.02 |
63 | 2022.10.17 16:00 | sell | 21 | 0.10 | 146.358 | 0.000 | 0.000 | ||
64 | 2022.10.17 16:00 | modify | 21 | 0.10 | 146.358 | 146.958 | 144.858 | ||
65 | 2022.10.18 08:00 | s/l | 21 | 0.10 | 146.958 | 146.958 | 144.858 | -44.69 | 10034.33 |
66 | 2022.10.21 16:00 | buy | 22 | 0.10 | 144.206 | 0.000 | 0.000 | ||
67 | 2022.10.21 16:00 | modify | 22 | 0.10 | 144.206 | 143.606 | 145.706 | ||
68 | 2022.10.21 20:00 | t/p | 22 | 0.10 | 145.706 | 143.606 | 145.706 | 110.27 | 10144.60 |
69 | 2022.11.10 16:00 | buy | 23 | 0.10 | 144.165 | 0.000 | 0.000 | ||
70 | 2022.11.10 16:00 | modify | 23 | 0.10 | 144.165 | 143.565 | 145.665 | ||
71 | 2022.11.11 00:00 | s/l | 23 | 0.10 | 143.565 | 143.565 | 145.665 | -43.80 | 10100.80 |
72 | 2022.11.11 12:00 | buy | 24 | 0.10 | 143.577 | 0.000 | 0.000 | ||
73 | 2022.11.11 12:00 | modify | 24 | 0.10 | 143.577 | 142.977 | 145.077 | ||
74 | 2022.11.14 12:00 | buy | 25 | 0.10 | 144.574 | 0.000 | 0.000 | ||
75 | 2022.11.14 12:00 | modify | 25 | 0.10 | 144.574 | 144.102 | 145.077 | ||
76 | 2022.11.14 12:00 | modify | 24 | 0.10 | 143.577 | 144.102 | 145.077 | ||
77 | 2022.11.14 16:00 | t/p | 24 | 0.10 | 145.077 | 144.102 | 145.077 | 110.58 | 10211.38 |
78 | 2022.11.14 16:00 | t/p | 25 | 0.10 | 145.077 | 144.102 | 145.077 | 36.98 | 10248.36 |
79 | 2022.12.02 12:00 | buy | 26 | 0.10 | 141.230 | 0.000 | 0.000 | ||
80 | 2022.12.02 12:00 | modify | 26 | 0.10 | 141.230 | 140.630 | 142.730 | ||
81 | 2022.12.05 12:00 | t/p | 26 | 0.10 | 142.730 | 140.630 | 142.730 | 110.58 | 10358.94 |
82 | 2022.12.13 16:00 | buy | 27 | 0.10 | 143.821 | 0.000 | 0.000 | ||
83 | 2022.12.13 16:00 | modify | 27 | 0.10 | 143.821 | 143.221 | 145.321 | ||
84 | 2022.12.15 16:00 | t/p | 27 | 0.10 | 145.321 | 143.221 | 145.321 | 111.50 | 10470.44 |
85 | 2022.12.15 16:00 | sell | 28 | 0.10 | 146.528 | 0.000 | 0.000 | ||
86 | 2022.12.15 16:00 | modify | 28 | 0.10 | 146.528 | 147.128 | 145.028 | ||
87 | 2022.12.16 16:00 | t/p | 28 | 0.10 | 145.028 | 147.128 | 145.028 | 109.67 | 10580.11 |
88 | 2023.01.03 12:00 | buy | 29 | 0.10 | 137.820 | 0.000 | 0.000 | ||
89 | 2023.01.03 12:00 | modify | 29 | 0.10 | 137.820 | 137.220 | 139.320 | ||
90 | 2023.01.04 16:00 | t/p | 29 | 0.10 | 139.320 | 137.220 | 139.320 | 110.58 | 10690.69 |
91 | 2023.01.04 16:00 | sell | 30 | 0.10 | 139.970 | 0.000 | 0.000 | ||
92 | 2023.01.04 16:00 | modify | 30 | 0.10 | 139.970 | 140.570 | 138.470 | ||
93 | 2023.01.04 20:00 | s/l | 30 | 0.10 | 140.570 | 140.570 | 138.470 | -44.10 | 10646.59 |
94 | 2023.01.12 16:00 | buy | 31 | 0.10 | 140.342 | 0.000 | 0.000 | ||
95 | 2023.01.12 16:00 | modify | 31 | 0.10 | 140.342 | 139.742 | 141.842 | ||
96 | 2023.01.13 08:00 | s/l | 31 | 0.10 | 139.742 | 139.742 | 141.842 | -43.80 | 10602.79 |
97 | 2023.01.13 16:00 | buy | 32 | 0.10 | 138.108 | 0.000 | 0.000 | ||
98 | 2023.01.13 16:00 | modify | 32 | 0.10 | 138.108 | 137.508 | 139.608 | ||
99 | 2023.01.17 16:00 | t/p | 32 | 0.10 | 139.608 | 137.508 | 139.608 | 110.89 | 10713.68 |
100 | 2023.01.20 12:00 | sell | 33 | 0.10 | 140.626 | 0.000 | 0.000 | ||
101 | 2023.01.20 12:00 | modify | 33 | 0.10 | 140.626 | 141.226 | 139.126 | ||
102 | 2023.01.23 08:00 | s/l | 33 | 0.10 | 141.226 | 141.226 | 139.126 | -44.69 | 10668.99 |
103 | 2023.02.02 16:00 | buy | 34 | 0.10 | 140.472 | 0.000 | 0.000 | ||
104 | 2023.02.02 16:00 | modify | 34 | 0.10 | 140.472 | 139.872 | 141.972 | ||
105 | 2023.02.03 16:00 | t/p | 34 | 0.10 | 141.972 | 139.872 | 141.972 | 110.58 | 10779.57 |
106 | 2023.02.03 16:00 | sell | 35 | 0.10 | 142.320 | 0.000 | 0.000 | ||
107 | 2023.02.03 16:00 | modify | 35 | 0.10 | 142.320 | 142.920 | 140.820 | ||
108 | 2023.02.07 16:00 | t/p | 35 | 0.10 | 140.820 | 142.920 | 140.820 | 109.09 | 10888.66 |
109 | 2023.02.07 16:00 | buy | 36 | 0.10 | 140.362 | 0.000 | 0.000 | ||
110 | 2023.02.07 16:00 | modify | 36 | 0.10 | 140.362 | 139.762 | 141.862 | ||
111 | 2023.02.10 12:00 | s/l | 36 | 0.10 | 139.762 | 139.762 | 141.862 | -42.57 | 10846.09 |
112 | 2023.02.10 12:00 | buy | 37 | 0.10 | 140.000 | 0.000 | 0.000 | ||
113 | 2023.02.10 12:00 | modify | 37 | 0.10 | 140.000 | 139.400 | 141.500 | ||
114 | 2023.02.13 04:00 | buy | 38 | 0.10 | 140.775 | 0.000 | 0.000 | ||
115 | 2023.02.13 04:00 | modify | 38 | 0.10 | 140.775 | 140.375 | 141.500 | ||
116 | 2023.02.13 04:00 | modify | 37 | 0.10 | 140.000 | 140.375 | 141.500 | ||
117 | 2023.02.13 12:00 | t/p | 37 | 0.10 | 141.500 | 140.375 | 141.500 | 110.58 | 10956.67 |
118 | 2023.02.13 12:00 | t/p | 38 | 0.10 | 141.500 | 140.375 | 141.500 | 53.30 | 11009.97 |
119 | 2023.03.15 12:00 | buy | 39 | 0.10 | 141.401 | 0.000 | 0.000 | ||
120 | 2023.03.15 12:00 | modify | 39 | 0.10 | 141.401 | 140.801 | 142.901 | ||
121 | 2023.03.15 16:00 | s/l | 39 | 0.10 | 140.801 | 140.801 | 142.901 | -44.11 | 10965.86 |
122 | 2023.03.21 12:00 | sell | 40 | 0.10 | 142.569 | 0.000 | 0.000 | ||
123 | 2023.03.21 12:00 | modify | 40 | 0.10 | 142.569 | 143.169 | 141.069 | ||
124 | 2023.03.22 12:00 | s/l | 40 | 0.10 | 143.169 | 143.169 | 141.069 | -44.69 | 10921.18 |
125 | 2023.03.23 20:00 | buy | 41 | 0.10 | 141.552 | 0.000 | 0.000 | ||
126 | 2023.03.23 20:00 | modify | 41 | 0.10 | 141.552 | 140.952 | 143.052 | ||
127 | 2023.03.24 04:00 | s/l | 41 | 0.10 | 140.952 | 140.952 | 143.052 | -43.80 | 10877.38 |
128 | 2023.03.24 12:00 | buy | 42 | 0.10 | 139.632 | 0.000 | 0.000 | ||
129 | 2023.03.24 12:00 | modify | 42 | 0.10 | 139.632 | 139.032 | 141.132 | ||
130 | 2023.03.24 16:00 | buy | 43 | 0.10 | 140.610 | 0.000 | 0.000 | ||
131 | 2023.03.24 16:00 | modify | 43 | 0.10 | 140.610 | 140.157 | 141.132 | ||
132 | 2023.03.24 16:00 | modify | 42 | 0.10 | 139.632 | 140.157 | 141.132 | ||
133 | 2023.03.27 08:00 | t/p | 42 | 0.10 | 141.132 | 140.157 | 141.132 | 110.58 | 10987.95 |
134 | 2023.03.27 08:00 | t/p | 43 | 0.10 | 141.132 | 140.157 | 141.132 | 38.69 | 11026.64 |
135 | 2023.04.05 16:00 | buy | 44 | 0.10 | 143.087 | 0.000 | 0.000 | ||
136 | 2023.04.05 16:00 | modify | 44 | 0.10 | 143.087 | 142.487 | 144.587 | ||
137 | 2023.04.06 16:00 | buy | 45 | 0.10 | 143.855 | 0.000 | 0.000 | ||
138 | 2023.04.06 16:00 | modify | 45 | 0.10 | 143.855 | 143.462 | 144.587 | ||
139 | 2023.04.06 16:00 | modify | 44 | 0.10 | 143.087 | 143.462 | 144.587 | ||
140 | 2023.04.10 04:00 | t/p | 44 | 0.10 | 144.587 | 143.462 | 144.587 | 111.81 | 11138.46 |
141 | 2023.04.10 04:00 | t/p | 45 | 0.10 | 144.587 | 143.462 | 144.587 | 54.43 | 11192.88 |
142 | 2023.04.25 20:00 | buy | 46 | 0.10 | 146.470 | 0.000 | 0.000 | ||
143 | 2023.04.25 20:00 | modify | 46 | 0.10 | 146.470 | 145.870 | 147.970 | ||
144 | 2023.04.27 08:00 | t/p | 46 | 0.10 | 147.970 | 145.870 | 147.970 | 111.50 | 11304.39 |