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=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 1270.51 | Gross profit | 1337.86 | Gross loss | -67.35 |
Profit factor | 19.87 | Expected payoff | 40.98 | ||
Absolute drawdown | 49.21 | Maximal drawdown | 158.83 (1.56%) | Relative drawdown | 1.56% (158.83) |
Total trades | 31 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 17 (88.24%) |
Profit trades (% of total) | 27 (87.10%) | Loss trades (% of total) | 4 (12.90%) | ||
Largest | profit trade | 91.54 | loss trade | -26.69 | |
Average | profit trade | 49.55 | loss trade | -16.84 | |
Maximum | consecutive wins (profit in money) | 16 (852.25) | consecutive losses (loss in money) | 1 (-26.69) | |
Maximal | consecutive profit (count of wins) | 852.25 (16) | consecutive loss (count of losses) | -26.69 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.08 12:00 | sell | 1 | 0.10 | 133.982 | 0.000 | 0.000 | ||
2 | 2022.06.08 12:00 | modify | 1 | 0.10 | 133.982 | 135.382 | 132.782 | ||
3 | 2022.06.09 08:15 | sell | 2 | 0.10 | 133.381 | 0.000 | 0.000 | ||
4 | 2022.06.09 08:15 | modify | 2 | 0.10 | 133.381 | 133.562 | 132.782 | ||
5 | 2022.06.09 08:15 | modify | 1 | 0.10 | 133.982 | 133.562 | 132.782 | ||
6 | 2022.06.09 08:20 | s/l | 1 | 0.10 | 133.562 | 133.562 | 132.782 | 27.03 | 10027.03 |
7 | 2022.06.09 08:20 | s/l | 2 | 0.10 | 133.562 | 133.562 | 132.782 | -13.55 | 10013.48 |
8 | 2022.07.14 08:00 | sell | 3 | 0.10 | 139.097 | 0.000 | 0.000 | ||
9 | 2022.07.14 08:00 | modify | 3 | 0.10 | 139.097 | 140.497 | 137.897 | ||
10 | 2022.07.15 06:40 | sell | 4 | 0.10 | 138.665 | 0.000 | 0.000 | ||
11 | 2022.07.15 06:40 | modify | 4 | 0.10 | 138.665 | 139.037 | 137.897 | ||
12 | 2022.07.15 06:40 | modify | 3 | 0.10 | 139.097 | 139.037 | 137.897 | ||
13 | 2022.07.15 15:40 | sell | 5 | 0.10 | 138.468 | 0.000 | 0.000 | ||
14 | 2022.07.15 15:40 | modify | 5 | 0.10 | 138.468 | 138.677 | 137.897 | ||
15 | 2022.07.15 15:40 | modify | 4 | 0.10 | 138.665 | 138.677 | 137.897 | ||
16 | 2022.07.15 15:40 | modify | 3 | 0.10 | 139.097 | 138.677 | 137.897 | ||
17 | 2022.07.18 06:20 | sell | 6 | 0.10 | 138.252 | 0.000 | 0.000 | ||
18 | 2022.07.18 06:20 | modify | 6 | 0.10 | 138.252 | 138.617 | 137.897 | ||
19 | 2022.07.18 06:20 | modify | 5 | 0.10 | 138.468 | 138.617 | 137.897 | ||
20 | 2022.07.18 06:20 | modify | 4 | 0.10 | 138.665 | 138.617 | 137.897 | ||
21 | 2022.07.18 06:20 | modify | 3 | 0.10 | 139.097 | 138.617 | 137.897 | ||
22 | 2022.07.19 06:30 | t/p | 3 | 0.10 | 137.897 | 138.617 | 137.897 | 82.64 | 10096.13 |
23 | 2022.07.19 06:30 | t/p | 4 | 0.10 | 137.897 | 138.617 | 137.897 | 52.77 | 10148.90 |
24 | 2022.07.19 06:30 | t/p | 5 | 0.10 | 137.897 | 138.617 | 137.897 | 38.48 | 10187.38 |
25 | 2022.07.19 06:30 | t/p | 6 | 0.10 | 137.897 | 138.617 | 137.897 | 24.28 | 10211.67 |
26 | 2022.07.29 04:00 | buy | 7 | 0.10 | 133.196 | 0.000 | 0.000 | ||
27 | 2022.07.29 04:00 | modify | 7 | 0.10 | 133.196 | 131.796 | 134.396 | ||
28 | 2022.07.29 12:10 | buy | 8 | 0.10 | 133.617 | 0.000 | 0.000 | ||
29 | 2022.07.29 12:10 | modify | 8 | 0.10 | 133.617 | 133.256 | 134.396 | ||
30 | 2022.07.29 12:10 | modify | 7 | 0.10 | 133.196 | 133.256 | 134.396 | ||
31 | 2022.07.29 12:30 | buy | 9 | 0.10 | 134.054 | 0.000 | 0.000 | ||
32 | 2022.07.29 12:30 | modify | 9 | 0.10 | 134.054 | 133.676 | 134.396 | ||
33 | 2022.07.29 12:30 | modify | 8 | 0.10 | 133.617 | 133.676 | 134.396 | ||
34 | 2022.07.29 12:30 | modify | 7 | 0.10 | 133.196 | 133.676 | 134.396 | ||
35 | 2022.07.29 13:30 | t/p | 7 | 0.10 | 134.396 | 133.676 | 134.396 | 89.26 | 10300.93 |
36 | 2022.07.29 13:30 | t/p | 8 | 0.10 | 134.396 | 133.676 | 134.396 | 57.95 | 10358.88 |
37 | 2022.07.29 13:30 | t/p | 9 | 0.10 | 134.396 | 133.676 | 134.396 | 25.44 | 10384.32 |
38 | 2022.08.02 04:00 | buy | 10 | 0.10 | 130.870 | 0.000 | 0.000 | ||
39 | 2022.08.02 04:00 | modify | 10 | 0.10 | 130.870 | 129.470 | 132.070 | ||
40 | 2022.08.02 13:30 | buy | 11 | 0.10 | 131.304 | 0.000 | 0.000 | ||
41 | 2022.08.02 13:30 | modify | 11 | 0.10 | 131.304 | 130.930 | 132.070 | ||
42 | 2022.08.02 13:30 | modify | 10 | 0.10 | 130.870 | 130.930 | 132.070 | ||
43 | 2022.08.02 15:30 | t/p | 10 | 0.10 | 132.070 | 130.930 | 132.070 | 90.78 | 10475.10 |
44 | 2022.08.02 15:30 | t/p | 11 | 0.10 | 132.070 | 130.930 | 132.070 | 57.95 | 10533.05 |
45 | 2022.09.07 12:00 | sell | 12 | 0.10 | 144.963 | 0.000 | 0.000 | ||
46 | 2022.09.07 12:00 | modify | 12 | 0.10 | 144.963 | 146.363 | 143.763 | ||
47 | 2022.09.07 15:10 | sell | 13 | 0.10 | 144.520 | 0.000 | 0.000 | ||
48 | 2022.09.07 15:10 | modify | 13 | 0.10 | 144.520 | 144.903 | 143.763 | ||
49 | 2022.09.07 15:10 | modify | 12 | 0.10 | 144.963 | 144.903 | 143.763 | ||
50 | 2022.09.07 16:20 | sell | 14 | 0.10 | 144.336 | 0.000 | 0.000 | ||
51 | 2022.09.07 16:20 | modify | 14 | 0.10 | 144.336 | 144.543 | 143.763 | ||
52 | 2022.09.07 16:20 | modify | 13 | 0.10 | 144.520 | 144.543 | 143.763 | ||
53 | 2022.09.07 16:20 | modify | 12 | 0.10 | 144.963 | 144.543 | 143.763 | ||
54 | 2022.09.07 18:45 | sell | 15 | 0.10 | 144.106 | 0.000 | 0.000 | ||
55 | 2022.09.07 18:45 | modify | 15 | 0.10 | 144.106 | 144.483 | 143.763 | ||
56 | 2022.09.07 18:45 | modify | 14 | 0.10 | 144.336 | 144.483 | 143.763 | ||
57 | 2022.09.07 18:45 | modify | 13 | 0.10 | 144.520 | 144.483 | 143.763 | ||
58 | 2022.09.07 18:45 | modify | 12 | 0.10 | 144.963 | 144.483 | 143.763 | ||
59 | 2022.09.07 19:40 | t/p | 12 | 0.10 | 143.763 | 144.483 | 143.763 | 83.51 | 10616.56 |
60 | 2022.09.07 19:40 | t/p | 13 | 0.10 | 143.763 | 144.483 | 143.763 | 52.68 | 10669.24 |
61 | 2022.09.07 19:40 | t/p | 14 | 0.10 | 143.763 | 144.483 | 143.763 | 39.88 | 10709.12 |
62 | 2022.09.07 19:40 | t/p | 15 | 0.10 | 143.763 | 144.483 | 143.763 | 23.87 | 10732.99 |
63 | 2022.10.21 12:00 | sell | 16 | 0.10 | 151.516 | 0.000 | 0.000 | ||
64 | 2022.10.21 12:00 | modify | 16 | 0.10 | 151.516 | 152.916 | 150.316 | ||
65 | 2022.10.21 14:20 | sell | 17 | 0.10 | 150.663 | 0.000 | 0.000 | ||
66 | 2022.10.21 14:20 | modify | 17 | 0.10 | 150.663 | 151.036 | 150.316 | ||
67 | 2022.10.21 14:20 | modify | 16 | 0.10 | 151.516 | 151.036 | 150.316 | ||
68 | 2022.10.21 14:30 | t/p | 16 | 0.10 | 150.316 | 151.036 | 150.316 | 80.02 | 10813.01 |
69 | 2022.10.21 14:30 | t/p | 17 | 0.10 | 150.316 | 151.036 | 150.316 | 23.14 | 10836.15 |
70 | 2022.11.10 16:00 | buy | 18 | 0.10 | 141.606 | 0.000 | 0.000 | ||
71 | 2022.11.10 16:00 | modify | 18 | 0.10 | 141.606 | 140.206 | 142.806 | ||
72 | 2022.11.10 17:50 | buy | 19 | 0.10 | 142.222 | 0.000 | 0.000 | ||
73 | 2022.11.10 17:50 | modify | 19 | 0.10 | 142.222 | 142.026 | 142.806 | ||
74 | 2022.11.10 17:50 | modify | 18 | 0.10 | 141.606 | 142.026 | 142.806 | ||
75 | 2022.11.10 18:40 | s/l | 18 | 0.10 | 142.026 | 142.026 | 142.806 | 29.59 | 10865.74 |
76 | 2022.11.10 18:40 | s/l | 19 | 0.10 | 142.026 | 142.026 | 142.806 | -13.81 | 10851.93 |
77 | 2022.11.11 12:00 | buy | 20 | 0.10 | 139.522 | 0.000 | 0.000 | ||
78 | 2022.11.11 12:00 | modify | 20 | 0.10 | 139.522 | 138.122 | 140.722 | ||
79 | 2022.11.14 09:50 | buy | 21 | 0.10 | 140.384 | 0.000 | 0.000 | ||
80 | 2022.11.14 09:50 | modify | 21 | 0.10 | 140.384 | 140.002 | 140.722 | ||
81 | 2022.11.14 09:50 | modify | 20 | 0.10 | 139.522 | 140.002 | 140.722 | ||
82 | 2022.11.14 10:40 | t/p | 20 | 0.10 | 140.722 | 140.002 | 140.722 | 86.43 | 10938.36 |
83 | 2022.11.14 10:40 | t/p | 21 | 0.10 | 140.722 | 140.002 | 140.722 | 24.02 | 10962.38 |
84 | 2022.12.02 12:00 | buy | 22 | 0.10 | 134.031 | 0.000 | 0.000 | ||
85 | 2022.12.02 12:00 | modify | 22 | 0.10 | 134.031 | 132.631 | 135.231 | ||
86 | 2022.12.02 13:30 | t/p | 22 | 0.10 | 135.231 | 132.631 | 135.231 | 88.60 | 11050.98 |
87 | 2023.01.03 04:00 | buy | 23 | 0.10 | 129.811 | 0.000 | 0.000 | ||
88 | 2023.01.03 04:00 | modify | 23 | 0.10 | 129.811 | 128.411 | 131.011 | ||
89 | 2023.01.03 07:50 | buy | 24 | 0.10 | 130.235 | 0.000 | 0.000 | ||
90 | 2023.01.03 07:50 | modify | 24 | 0.10 | 130.235 | 129.871 | 131.011 | ||
91 | 2023.01.03 07:50 | modify | 23 | 0.10 | 129.811 | 129.871 | 131.011 | ||
92 | 2023.01.03 09:45 | buy | 25 | 0.10 | 130.429 | 0.000 | 0.000 | ||
93 | 2023.01.03 09:45 | modify | 25 | 0.10 | 130.429 | 130.231 | 131.011 | ||
94 | 2023.01.03 09:45 | modify | 24 | 0.10 | 130.235 | 130.231 | 131.011 | ||
95 | 2023.01.03 09:45 | modify | 23 | 0.10 | 129.811 | 130.231 | 131.011 | ||
96 | 2023.01.03 10:30 | buy | 26 | 0.10 | 130.661 | 0.000 | 0.000 | ||
97 | 2023.01.03 10:30 | modify | 26 | 0.10 | 130.661 | 130.291 | 131.011 | ||
98 | 2023.01.03 10:30 | modify | 25 | 0.10 | 130.429 | 130.291 | 131.011 | ||
99 | 2023.01.03 10:30 | modify | 24 | 0.10 | 130.235 | 130.291 | 131.011 | ||
100 | 2023.01.03 10:30 | modify | 23 | 0.10 | 129.811 | 130.291 | 131.011 | ||
101 | 2023.01.03 12:30 | t/p | 23 | 0.10 | 131.011 | 130.291 | 131.011 | 91.54 | 11142.52 |
102 | 2023.01.03 12:30 | t/p | 24 | 0.10 | 131.011 | 130.291 | 131.011 | 59.19 | 11201.71 |
103 | 2023.01.03 12:30 | t/p | 25 | 0.10 | 131.011 | 130.291 | 131.011 | 44.39 | 11246.10 |
104 | 2023.01.03 12:30 | t/p | 26 | 0.10 | 131.011 | 130.291 | 131.011 | 26.70 | 11272.80 |
105 | 2023.01.13 16:00 | buy | 27 | 0.10 | 127.537 | 0.000 | 0.000 | ||
106 | 2023.01.13 16:00 | modify | 27 | 0.10 | 127.537 | 126.137 | 128.737 | ||
107 | 2023.01.13 16:50 | buy | 28 | 0.10 | 127.962 | 0.000 | 0.000 | ||
108 | 2023.01.13 16:50 | modify | 28 | 0.10 | 127.962 | 127.597 | 128.737 | ||
109 | 2023.01.13 16:50 | modify | 27 | 0.10 | 127.537 | 127.597 | 128.737 | ||
110 | 2023.01.15 23:46 | buy | 29 | 0.10 | 128.142 | 0.000 | 0.000 | ||
111 | 2023.01.15 23:46 | modify | 29 | 0.10 | 128.142 | 127.957 | 128.737 | ||
112 | 2023.01.15 23:46 | modify | 28 | 0.10 | 127.962 | 127.957 | 128.737 | ||
113 | 2023.01.15 23:46 | modify | 27 | 0.10 | 127.537 | 127.957 | 128.737 | ||
114 | 2023.01.16 00:30 | s/l | 27 | 0.10 | 127.957 | 127.957 | 128.737 | 33.99 | 11306.79 |
115 | 2023.01.16 00:30 | s/l | 28 | 0.10 | 127.957 | 127.957 | 128.737 | 0.77 | 11307.57 |
116 | 2023.01.16 00:30 | s/l | 29 | 0.10 | 127.957 | 127.957 | 128.737 | -13.30 | 11294.27 |
117 | 2023.02.24 16:00 | sell | 30 | 0.10 | 136.391 | 0.000 | 0.000 | ||
118 | 2023.02.24 16:00 | modify | 30 | 0.10 | 136.391 | 137.791 | 135.191 | ||
119 | 2023.02.27 13:50 | sell | 31 | 0.10 | 135.967 | 0.000 | 0.000 | ||
120 | 2023.02.27 13:50 | modify | 31 | 0.10 | 135.967 | 136.331 | 135.191 | ||
121 | 2023.02.27 13:50 | modify | 30 | 0.10 | 136.391 | 136.331 | 135.191 | ||
122 | 2023.02.27 23:40 | s/l | 30 | 0.10 | 136.331 | 136.331 | 135.191 | 2.93 | 11297.20 |
123 | 2023.02.27 23:40 | s/l | 31 | 0.10 | 136.331 | 136.331 | 135.191 | -26.69 | 11270.51 |