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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1912 | Ticks modelled | 44305475 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1025.35 | Gross profit | 1156.23 | Gross loss | -130.88 |
Profit factor | 8.83 | Expected payoff | 27.71 | ||
Absolute drawdown | 60.39 | Maximal drawdown | 197.58 (1.79%) | Relative drawdown | 1.79% (197.58) |
Total trades | 37 | Short positions (won %) | 12 (41.67%) | Long positions (won %) | 25 (84.00%) |
Profit trades (% of total) | 26 (70.27%) | Loss trades (% of total) | 11 (29.73%) | ||
Largest | profit trade | 91.59 | loss trade | -26.92 | |
Average | profit trade | 44.47 | loss trade | -11.90 | |
Maximum | consecutive wins (profit in money) | 12 (619.44) | consecutive losses (loss in money) | 2 (-13.55) | |
Maximal | consecutive profit (count of wins) | 619.44 (12) | consecutive loss (count of losses) | -26.92 (1) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | 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 07:20 | sell | 2 | 0.10 | 133.561 | 0.000 | 0.000 | ||
4 | 2022.06.09 07:20 | modify | 2 | 0.10 | 133.561 | 133.922 | 132.782 | ||
5 | 2022.06.09 07:20 | modify | 1 | 0.10 | 133.982 | 133.922 | 132.782 | ||
6 | 2022.06.09 08:14 | sell | 3 | 0.10 | 133.382 | 0.000 | 0.000 | ||
7 | 2022.06.09 08:14 | modify | 3 | 0.10 | 133.382 | 133.562 | 132.782 | ||
8 | 2022.06.09 08:14 | modify | 2 | 0.10 | 133.561 | 133.562 | 132.782 | ||
9 | 2022.06.09 08:14 | modify | 1 | 0.10 | 133.982 | 133.562 | 132.782 | ||
10 | 2022.06.09 08:20 | s/l | 1 | 0.10 | 133.562 | 133.562 | 132.782 | 27.04 | 10027.04 |
11 | 2022.06.09 08:20 | s/l | 2 | 0.10 | 133.562 | 133.562 | 132.782 | -0.07 | 10026.97 |
12 | 2022.06.09 08:20 | s/l | 3 | 0.10 | 133.562 | 133.562 | 132.782 | -13.48 | 10013.49 |
13 | 2022.07.14 08:00 | sell | 4 | 0.10 | 139.097 | 0.000 | 0.000 | ||
14 | 2022.07.14 08:00 | modify | 4 | 0.10 | 139.097 | 140.497 | 137.897 | ||
15 | 2022.07.14 09:27 | sell | 5 | 0.10 | 138.677 | 0.000 | 0.000 | ||
16 | 2022.07.14 09:27 | modify | 5 | 0.10 | 138.677 | 139.037 | 137.897 | ||
17 | 2022.07.14 09:27 | modify | 4 | 0.10 | 139.097 | 139.037 | 137.897 | ||
18 | 2022.07.14 10:57 | s/l | 4 | 0.10 | 139.037 | 139.037 | 137.897 | 4.31 | 10017.80 |
19 | 2022.07.14 10:57 | s/l | 5 | 0.10 | 139.037 | 139.037 | 137.897 | -25.89 | 9991.91 |
20 | 2022.07.29 04:00 | buy | 6 | 0.10 | 133.196 | 0.000 | 0.000 | ||
21 | 2022.07.29 04:00 | modify | 6 | 0.10 | 133.196 | 131.796 | 134.396 | ||
22 | 2022.07.29 12:03 | buy | 7 | 0.10 | 133.621 | 0.000 | 0.000 | ||
23 | 2022.07.29 12:03 | modify | 7 | 0.10 | 133.621 | 133.256 | 134.396 | ||
24 | 2022.07.29 12:03 | modify | 6 | 0.10 | 133.196 | 133.256 | 134.396 | ||
25 | 2022.07.29 12:12 | buy | 8 | 0.10 | 133.797 | 0.000 | 0.000 | ||
26 | 2022.07.29 12:12 | modify | 8 | 0.10 | 133.797 | 133.616 | 134.396 | ||
27 | 2022.07.29 12:12 | modify | 7 | 0.10 | 133.621 | 133.616 | 134.396 | ||
28 | 2022.07.29 12:12 | modify | 6 | 0.10 | 133.196 | 133.616 | 134.396 | ||
29 | 2022.07.29 12:30 | buy | 9 | 0.10 | 134.045 | 0.000 | 0.000 | ||
30 | 2022.07.29 12:30 | modify | 9 | 0.10 | 134.045 | 133.676 | 134.396 | ||
31 | 2022.07.29 12:30 | modify | 8 | 0.10 | 133.797 | 133.676 | 134.396 | ||
32 | 2022.07.29 12:30 | modify | 7 | 0.10 | 133.621 | 133.676 | 134.396 | ||
33 | 2022.07.29 12:30 | modify | 6 | 0.10 | 133.196 | 133.676 | 134.396 | ||
34 | 2022.07.29 13:13 | t/p | 6 | 0.10 | 134.396 | 133.676 | 134.396 | 89.28 | 10081.19 |
35 | 2022.07.29 13:13 | t/p | 7 | 0.10 | 134.396 | 133.676 | 134.396 | 57.66 | 10138.85 |
36 | 2022.07.29 13:13 | t/p | 8 | 0.10 | 134.396 | 133.676 | 134.396 | 44.56 | 10183.41 |
37 | 2022.07.29 13:13 | t/p | 9 | 0.10 | 134.396 | 133.676 | 134.396 | 26.11 | 10209.52 |
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 13:28 | buy | 11 | 0.10 | 131.291 | 0.000 | 0.000 | ||
41 | 2022.08.02 13:28 | modify | 11 | 0.10 | 131.291 | 130.930 | 132.070 | ||
42 | 2022.08.02 13:28 | modify | 10 | 0.10 | 130.870 | 130.930 | 132.070 | ||
43 | 2022.08.02 13:49 | buy | 12 | 0.10 | 131.471 | 0.000 | 0.000 | ||
44 | 2022.08.02 13:49 | modify | 12 | 0.10 | 131.471 | 131.290 | 132.070 | ||
45 | 2022.08.02 13:49 | modify | 11 | 0.10 | 131.291 | 131.290 | 132.070 | ||
46 | 2022.08.02 13:49 | modify | 10 | 0.10 | 130.870 | 131.290 | 132.070 | ||
47 | 2022.08.02 14:40 | buy | 13 | 0.10 | 131.712 | 0.000 | 0.000 | ||
48 | 2022.08.02 14:40 | modify | 13 | 0.10 | 131.712 | 131.350 | 132.070 | ||
49 | 2022.08.02 14:40 | modify | 12 | 0.10 | 131.471 | 131.350 | 132.070 | ||
50 | 2022.08.02 14:40 | modify | 11 | 0.10 | 131.291 | 131.350 | 132.070 | ||
51 | 2022.08.02 14:40 | modify | 10 | 0.10 | 130.870 | 131.350 | 132.070 | ||
52 | 2022.08.02 15:44 | t/p | 10 | 0.10 | 132.070 | 131.350 | 132.070 | 90.86 | 10300.38 |
53 | 2022.08.02 15:44 | t/p | 11 | 0.10 | 132.070 | 131.350 | 132.070 | 58.98 | 10359.36 |
54 | 2022.08.02 15:44 | t/p | 12 | 0.10 | 132.070 | 131.350 | 132.070 | 45.35 | 10404.71 |
55 | 2022.08.02 15:44 | t/p | 13 | 0.10 | 132.070 | 131.350 | 132.070 | 27.11 | 10431.82 |
56 | 2022.09.07 12:00 | sell | 14 | 0.10 | 144.963 | 0.000 | 0.000 | ||
57 | 2022.09.07 12:00 | modify | 14 | 0.10 | 144.963 | 146.363 | 143.763 | ||
58 | 2022.09.07 14:30 | sell | 15 | 0.10 | 144.541 | 0.000 | 0.000 | ||
59 | 2022.09.07 14:30 | modify | 15 | 0.10 | 144.541 | 144.903 | 143.763 | ||
60 | 2022.09.07 14:30 | modify | 14 | 0.10 | 144.963 | 144.903 | 143.763 | ||
61 | 2022.09.07 14:32 | sell | 16 | 0.10 | 144.362 | 0.000 | 0.000 | ||
62 | 2022.09.07 14:32 | modify | 16 | 0.10 | 144.362 | 144.543 | 143.763 | ||
63 | 2022.09.07 14:32 | modify | 15 | 0.10 | 144.541 | 144.543 | 143.763 | ||
64 | 2022.09.07 14:32 | modify | 14 | 0.10 | 144.963 | 144.543 | 143.763 | ||
65 | 2022.09.07 14:58 | s/l | 14 | 0.10 | 144.543 | 144.543 | 143.763 | 29.06 | 10460.88 |
66 | 2022.09.07 14:58 | s/l | 15 | 0.10 | 144.543 | 144.543 | 143.763 | -0.14 | 10460.74 |
67 | 2022.09.07 14:58 | s/l | 16 | 0.10 | 144.543 | 144.543 | 143.763 | -12.52 | 10448.22 |
68 | 2022.10.21 12:00 | sell | 17 | 0.10 | 151.516 | 0.000 | 0.000 | ||
69 | 2022.10.21 12:00 | modify | 17 | 0.10 | 151.516 | 152.916 | 150.316 | ||
70 | 2022.10.21 12:58 | sell | 18 | 0.10 | 151.092 | 0.000 | 0.000 | ||
71 | 2022.10.21 12:58 | modify | 18 | 0.10 | 151.092 | 151.456 | 150.316 | ||
72 | 2022.10.21 12:58 | modify | 17 | 0.10 | 151.516 | 151.456 | 150.316 | ||
73 | 2022.10.21 12:59 | s/l | 17 | 0.10 | 151.456 | 151.456 | 150.316 | 3.96 | 10452.18 |
74 | 2022.10.21 12:59 | s/l | 18 | 0.10 | 151.456 | 151.456 | 150.316 | -24.03 | 10428.15 |
75 | 2022.11.10 16:00 | buy | 19 | 0.10 | 141.606 | 0.000 | 0.000 | ||
76 | 2022.11.10 16:00 | modify | 19 | 0.10 | 141.606 | 140.206 | 142.806 | ||
77 | 2022.11.10 16:18 | buy | 20 | 0.10 | 142.032 | 0.000 | 0.000 | ||
78 | 2022.11.10 16:18 | modify | 20 | 0.10 | 142.032 | 141.666 | 142.806 | ||
79 | 2022.11.10 16:18 | modify | 19 | 0.10 | 141.606 | 141.666 | 142.806 | ||
80 | 2022.11.10 17:40 | buy | 21 | 0.10 | 142.210 | 0.000 | 0.000 | ||
81 | 2022.11.10 17:40 | modify | 21 | 0.10 | 142.210 | 142.026 | 142.806 | ||
82 | 2022.11.10 17:40 | modify | 20 | 0.10 | 142.032 | 142.026 | 142.806 | ||
83 | 2022.11.10 17:40 | modify | 19 | 0.10 | 141.606 | 142.026 | 142.806 | ||
84 | 2022.11.10 17:57 | s/l | 19 | 0.10 | 142.026 | 142.026 | 142.806 | 29.57 | 10457.72 |
85 | 2022.11.10 17:57 | s/l | 20 | 0.10 | 142.026 | 142.026 | 142.806 | -0.42 | 10457.30 |
86 | 2022.11.10 17:57 | s/l | 21 | 0.10 | 142.026 | 142.026 | 142.806 | -12.96 | 10444.34 |
87 | 2022.11.11 12:00 | buy | 22 | 0.10 | 139.522 | 0.000 | 0.000 | ||
88 | 2022.11.11 12:00 | modify | 22 | 0.10 | 139.522 | 138.122 | 140.722 | ||
89 | 2022.11.14 09:02 | buy | 23 | 0.10 | 139.945 | 0.000 | 0.000 | ||
90 | 2022.11.14 09:02 | modify | 23 | 0.10 | 139.945 | 139.582 | 140.722 | ||
91 | 2022.11.14 09:02 | modify | 22 | 0.10 | 139.522 | 139.582 | 140.722 | ||
92 | 2022.11.14 09:04 | buy | 24 | 0.10 | 140.132 | 0.000 | 0.000 | ||
93 | 2022.11.14 09:04 | modify | 24 | 0.10 | 140.132 | 139.942 | 140.722 | ||
94 | 2022.11.14 09:04 | modify | 23 | 0.10 | 139.945 | 139.942 | 140.722 | ||
95 | 2022.11.14 09:04 | modify | 22 | 0.10 | 139.522 | 139.942 | 140.722 | ||
96 | 2022.11.14 09:09 | buy | 25 | 0.10 | 140.366 | 0.000 | 0.000 | ||
97 | 2022.11.14 09:09 | modify | 25 | 0.10 | 140.366 | 140.002 | 140.722 | ||
98 | 2022.11.14 09:09 | modify | 24 | 0.10 | 140.132 | 140.002 | 140.722 | ||
99 | 2022.11.14 09:09 | modify | 23 | 0.10 | 139.945 | 140.002 | 140.722 | ||
100 | 2022.11.14 09:09 | modify | 22 | 0.10 | 139.522 | 140.002 | 140.722 | ||
101 | 2022.11.14 10:44 | t/p | 22 | 0.10 | 140.722 | 140.002 | 140.722 | 86.43 | 10530.78 |
102 | 2022.11.14 10:44 | t/p | 23 | 0.10 | 140.722 | 140.002 | 140.722 | 55.22 | 10586.00 |
103 | 2022.11.14 10:44 | t/p | 24 | 0.10 | 140.722 | 140.002 | 140.722 | 41.93 | 10627.93 |
104 | 2022.11.14 10:44 | t/p | 25 | 0.10 | 140.722 | 140.002 | 140.722 | 25.30 | 10653.23 |
105 | 2022.12.02 12:00 | buy | 26 | 0.10 | 134.031 | 0.000 | 0.000 | ||
106 | 2022.12.02 12:00 | modify | 26 | 0.10 | 134.031 | 132.631 | 135.231 | ||
107 | 2022.12.02 13:30 | buy | 27 | 0.10 | 134.658 | 0.000 | 0.000 | ||
108 | 2022.12.02 13:30 | modify | 27 | 0.10 | 134.658 | 134.451 | 135.231 | ||
109 | 2022.12.02 13:30 | modify | 26 | 0.10 | 134.031 | 134.451 | 135.231 | ||
110 | 2022.12.02 13:30 | buy | 28 | 0.10 | 134.891 | 0.000 | 0.000 | ||
111 | 2022.12.02 13:30 | modify | 28 | 0.10 | 134.891 | 134.511 | 135.231 | ||
112 | 2022.12.02 13:30 | modify | 27 | 0.10 | 134.658 | 134.511 | 135.231 | ||
113 | 2022.12.02 13:30 | modify | 26 | 0.10 | 134.031 | 134.511 | 135.231 | ||
114 | 2022.12.02 13:30 | t/p | 26 | 0.10 | 135.231 | 134.511 | 135.231 | 88.73 | 10741.96 |
115 | 2022.12.02 13:30 | t/p | 27 | 0.10 | 135.231 | 134.511 | 135.231 | 42.37 | 10784.33 |
116 | 2022.12.02 13:30 | t/p | 28 | 0.10 | 135.231 | 134.511 | 135.231 | 25.14 | 10809.47 |
117 | 2023.01.03 04:00 | buy | 29 | 0.10 | 129.811 | 0.000 | 0.000 | ||
118 | 2023.01.03 04:00 | modify | 29 | 0.10 | 129.811 | 128.411 | 131.011 | ||
119 | 2023.01.03 07:50 | buy | 30 | 0.10 | 130.249 | 0.000 | 0.000 | ||
120 | 2023.01.03 07:50 | modify | 30 | 0.10 | 130.249 | 129.871 | 131.011 | ||
121 | 2023.01.03 07:50 | modify | 29 | 0.10 | 129.811 | 129.871 | 131.011 | ||
122 | 2023.01.03 08:05 | buy | 31 | 0.10 | 130.415 | 0.000 | 0.000 | ||
123 | 2023.01.03 08:05 | modify | 31 | 0.10 | 130.415 | 130.231 | 131.011 | ||
124 | 2023.01.03 08:05 | modify | 30 | 0.10 | 130.249 | 130.231 | 131.011 | ||
125 | 2023.01.03 08:05 | modify | 29 | 0.10 | 129.811 | 130.231 | 131.011 | ||
126 | 2023.01.03 08:18 | buy | 32 | 0.10 | 130.667 | 0.000 | 0.000 | ||
127 | 2023.01.03 08:18 | modify | 32 | 0.10 | 130.667 | 130.291 | 131.011 | ||
128 | 2023.01.03 08:18 | modify | 31 | 0.10 | 130.415 | 130.291 | 131.011 | ||
129 | 2023.01.03 08:18 | modify | 30 | 0.10 | 130.249 | 130.291 | 131.011 | ||
130 | 2023.01.03 08:18 | modify | 29 | 0.10 | 129.811 | 130.291 | 131.011 | ||
131 | 2023.01.03 12:02 | t/p | 29 | 0.10 | 131.011 | 130.291 | 131.011 | 91.59 | 10901.06 |
132 | 2023.01.03 12:02 | t/p | 30 | 0.10 | 131.011 | 130.291 | 131.011 | 58.16 | 10959.22 |
133 | 2023.01.03 12:02 | t/p | 31 | 0.10 | 131.011 | 130.291 | 131.011 | 45.49 | 11004.71 |
134 | 2023.01.03 12:02 | t/p | 32 | 0.10 | 131.011 | 130.291 | 131.011 | 26.25 | 11030.96 |
135 | 2023.01.13 16:00 | buy | 33 | 0.10 | 127.537 | 0.000 | 0.000 | ||
136 | 2023.01.13 16:00 | modify | 33 | 0.10 | 127.537 | 126.137 | 128.737 | ||
137 | 2023.01.13 16:44 | buy | 34 | 0.10 | 127.960 | 0.000 | 0.000 | ||
138 | 2023.01.13 16:44 | modify | 34 | 0.10 | 127.960 | 127.597 | 128.737 | ||
139 | 2023.01.13 16:44 | modify | 33 | 0.10 | 127.537 | 127.597 | 128.737 | ||
140 | 2023.01.15 23:22 | buy | 35 | 0.10 | 128.139 | 0.000 | 0.000 | ||
141 | 2023.01.15 23:22 | modify | 35 | 0.10 | 128.139 | 127.957 | 128.737 | ||
142 | 2023.01.15 23:22 | modify | 34 | 0.10 | 127.960 | 127.957 | 128.737 | ||
143 | 2023.01.15 23:22 | modify | 33 | 0.10 | 127.537 | 127.957 | 128.737 | ||
144 | 2023.01.15 23:35 | s/l | 33 | 0.10 | 127.957 | 127.957 | 128.737 | 32.83 | 11063.79 |
145 | 2023.01.15 23:35 | s/l | 34 | 0.10 | 127.957 | 127.957 | 128.737 | -0.23 | 11063.56 |
146 | 2023.01.15 23:35 | s/l | 35 | 0.10 | 127.957 | 127.957 | 128.737 | -14.22 | 11049.34 |
147 | 2023.02.24 16:00 | sell | 36 | 0.10 | 136.391 | 0.000 | 0.000 | ||
148 | 2023.02.24 16:00 | modify | 36 | 0.10 | 136.391 | 137.791 | 135.191 | ||
149 | 2023.02.27 13:47 | sell | 37 | 0.10 | 135.964 | 0.000 | 0.000 | ||
150 | 2023.02.27 13:47 | modify | 37 | 0.10 | 135.964 | 136.331 | 135.191 | ||
151 | 2023.02.27 13:47 | modify | 36 | 0.10 | 136.391 | 136.331 | 135.191 | ||
152 | 2023.02.27 23:57 | s/l | 36 | 0.10 | 136.331 | 136.331 | 135.191 | 2.93 | 11052.27 |
153 | 2023.02.27 23:57 | s/l | 37 | 0.10 | 136.331 | 136.331 | 135.191 | -26.92 | 11025.35 |