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=0; 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=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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 501.45 | Gross profit | 1930.04 | Gross loss | -1428.59 |
Profit factor | 1.35 | Expected payoff | 11.94 | ||
Absolute drawdown | 618.73 | Maximal drawdown | 657.09 (6.55%) | Relative drawdown | 6.55% (657.09) |
Total trades | 42 | Short positions (won %) | 24 (66.67%) | Long positions (won %) | 18 (50.00%) |
Profit trades (% of total) | 25 (59.52%) | Loss trades (% of total) | 17 (40.48%) | ||
Largest | profit trade | 113.27 | loss trade | -99.02 | |
Average | profit trade | 77.20 | loss trade | -84.03 | |
Maximum | consecutive wins (profit in money) | 7 (524.76) | consecutive losses (loss in money) | 6 (-572.21) | |
Maximal | consecutive profit (count of wins) | 524.76 (7) | consecutive loss (count of losses) | -572.21 (6) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.10 08:00 | buy | 1 | 0.10 | 90.542 | 0.000 | 0.000 | ||
2 | 2022.05.10 08:00 | modify | 1 | 0.10 | 90.542 | 89.242 | 92.042 | ||
3 | 2022.05.12 08:00 | s/l | 1 | 0.10 | 89.242 | 89.242 | 92.042 | -93.54 | 9906.46 |
4 | 2022.05.12 08:00 | buy | 2 | 0.10 | 88.823 | 0.000 | 0.000 | ||
5 | 2022.05.12 08:00 | modify | 2 | 0.10 | 88.823 | 87.523 | 90.323 | ||
6 | 2022.05.12 16:00 | s/l | 2 | 0.10 | 87.523 | 87.523 | 90.323 | -95.54 | 9810.92 |
7 | 2022.05.30 08:00 | sell | 3 | 0.10 | 91.363 | 0.000 | 0.000 | ||
8 | 2022.05.30 08:00 | modify | 3 | 0.10 | 91.363 | 92.663 | 89.863 | ||
9 | 2022.06.01 04:00 | s/l | 3 | 0.10 | 92.663 | 92.663 | 89.863 | -96.93 | 9713.99 |
10 | 2022.06.02 12:00 | sell | 4 | 0.10 | 93.476 | 0.000 | 0.000 | ||
11 | 2022.06.02 12:00 | modify | 4 | 0.10 | 93.476 | 94.776 | 91.976 | ||
12 | 2022.06.06 16:00 | s/l | 4 | 0.10 | 94.776 | 94.776 | 91.976 | -96.93 | 9617.06 |
13 | 2022.06.07 04:00 | sell | 5 | 0.10 | 95.148 | 0.000 | 0.000 | ||
14 | 2022.06.07 04:00 | modify | 5 | 0.10 | 95.148 | 96.448 | 93.648 | ||
15 | 2022.06.08 12:00 | s/l | 5 | 0.10 | 96.448 | 96.448 | 93.648 | -96.24 | 9520.82 |
16 | 2022.06.13 12:00 | buy | 6 | 0.10 | 93.656 | 0.000 | 0.000 | ||
17 | 2022.06.13 12:00 | modify | 6 | 0.10 | 93.656 | 92.356 | 95.156 | ||
18 | 2022.06.16 12:00 | s/l | 6 | 0.10 | 92.356 | 92.356 | 95.156 | -93.04 | 9427.79 |
19 | 2022.07.01 04:00 | buy | 7 | 0.10 | 92.340 | 0.000 | 0.000 | ||
20 | 2022.07.01 04:00 | modify | 7 | 0.10 | 92.340 | 91.040 | 93.840 | ||
21 | 2022.07.04 12:00 | buy | 8 | 0.10 | 93.111 | 0.000 | 0.000 | ||
22 | 2022.07.04 12:00 | modify | 8 | 0.10 | 93.111 | 92.415 | 93.840 | ||
23 | 2022.07.04 12:00 | modify | 7 | 0.10 | 92.340 | 92.415 | 93.840 | ||
24 | 2022.07.05 04:00 | t/p | 7 | 0.10 | 93.840 | 92.415 | 93.840 | 111.26 | 9539.04 |
25 | 2022.07.05 04:00 | t/p | 8 | 0.10 | 93.840 | 92.415 | 93.840 | 54.08 | 9593.12 |
26 | 2022.07.20 04:00 | sell | 9 | 0.10 | 95.494 | 0.000 | 0.000 | ||
27 | 2022.07.20 04:00 | modify | 9 | 0.10 | 95.494 | 96.794 | 93.994 | ||
28 | 2022.07.25 04:00 | t/p | 9 | 0.10 | 93.994 | 96.794 | 93.994 | 106.76 | 9699.88 |
29 | 2022.08.01 04:00 | buy | 10 | 0.10 | 92.607 | 0.000 | 0.000 | ||
30 | 2022.08.01 04:00 | modify | 10 | 0.10 | 92.607 | 91.307 | 94.107 | ||
31 | 2022.08.02 08:00 | s/l | 10 | 0.10 | 91.307 | 91.307 | 94.107 | -95.05 | 9604.84 |
32 | 2022.08.12 04:00 | sell | 11 | 0.10 | 94.826 | 0.000 | 0.000 | ||
33 | 2022.08.12 04:00 | modify | 11 | 0.10 | 94.826 | 96.126 | 93.326 | ||
34 | 2022.08.15 16:00 | t/p | 11 | 0.10 | 93.326 | 96.126 | 93.326 | 109.53 | 9714.37 |
35 | 2022.09.06 12:00 | sell | 12 | 0.10 | 96.118 | 0.000 | 0.000 | ||
36 | 2022.09.06 12:00 | modify | 12 | 0.10 | 96.118 | 97.418 | 94.618 | ||
37 | 2022.09.07 20:00 | s/l | 12 | 0.10 | 97.418 | 97.418 | 94.618 | -96.24 | 9618.13 |
38 | 2022.09.09 04:00 | sell | 13 | 0.10 | 97.677 | 0.000 | 0.000 | ||
39 | 2022.09.09 04:00 | modify | 13 | 0.10 | 97.677 | 98.977 | 96.177 | ||
40 | 2022.09.14 16:00 | t/p | 13 | 0.10 | 96.177 | 98.977 | 96.177 | 108.15 | 9726.29 |
41 | 2022.09.28 04:00 | buy | 14 | 0.10 | 92.626 | 0.000 | 0.000 | ||
42 | 2022.09.28 04:00 | modify | 14 | 0.10 | 92.626 | 91.326 | 94.126 | ||
43 | 2022.09.30 04:00 | t/p | 14 | 0.10 | 94.126 | 91.326 | 94.126 | 112.26 | 9838.55 |
44 | 2022.10.10 08:00 | buy | 15 | 0.10 | 91.785 | 0.000 | 0.000 | ||
45 | 2022.10.10 08:00 | modify | 15 | 0.10 | 91.785 | 90.485 | 93.285 | ||
46 | 2022.10.13 20:00 | buy | 16 | 0.10 | 92.713 | 0.000 | 0.000 | ||
47 | 2022.10.13 20:00 | modify | 16 | 0.10 | 92.713 | 92.235 | 93.285 | ||
48 | 2022.10.13 20:00 | modify | 15 | 0.10 | 91.785 | 92.235 | 93.285 | ||
49 | 2022.10.14 04:00 | t/p | 15 | 0.10 | 93.285 | 92.235 | 93.285 | 113.27 | 9951.81 |
50 | 2022.10.14 04:00 | t/p | 16 | 0.10 | 93.285 | 92.235 | 93.285 | 42.54 | 9994.36 |
51 | 2022.10.18 04:00 | sell | 17 | 0.10 | 93.919 | 0.000 | 0.000 | ||
52 | 2022.10.18 04:00 | modify | 17 | 0.10 | 93.919 | 95.219 | 92.419 | ||
53 | 2022.10.21 16:00 | s/l | 17 | 0.10 | 95.219 | 95.219 | 92.419 | -99.02 | 9895.34 |
54 | 2022.11.10 04:00 | buy | 18 | 0.10 | 93.780 | 0.000 | 0.000 | ||
55 | 2022.11.10 04:00 | modify | 18 | 0.10 | 93.780 | 92.480 | 95.280 | ||
56 | 2022.11.28 04:00 | s/l | 18 | 0.10 | 92.480 | 92.480 | 95.280 | -87.51 | 9807.83 |
57 | 2022.11.28 04:00 | buy | 19 | 0.10 | 92.725 | 0.000 | 0.000 | ||
58 | 2022.11.28 04:00 | modify | 19 | 0.10 | 92.725 | 91.425 | 94.225 | ||
59 | 2022.11.30 12:00 | buy | 20 | 0.10 | 93.497 | 0.000 | 0.000 | ||
60 | 2022.11.30 12:00 | modify | 20 | 0.10 | 93.497 | 92.800 | 94.225 | ||
61 | 2022.11.30 12:00 | modify | 19 | 0.10 | 92.725 | 92.800 | 94.225 | ||
62 | 2022.12.01 12:00 | s/l | 19 | 0.10 | 92.800 | 92.800 | 94.225 | 8.02 | 9815.86 |
63 | 2022.12.01 12:00 | s/l | 20 | 0.10 | 92.800 | 92.800 | 94.225 | -49.72 | 9766.13 |
64 | 2022.12.02 08:00 | buy | 21 | 0.10 | 91.845 | 0.000 | 0.000 | ||
65 | 2022.12.02 08:00 | modify | 21 | 0.10 | 91.845 | 90.545 | 93.345 | ||
66 | 2022.12.09 00:00 | buy | 22 | 0.10 | 92.600 | 0.000 | 0.000 | ||
67 | 2022.12.09 00:00 | modify | 22 | 0.10 | 92.600 | 91.920 | 93.345 | ||
68 | 2022.12.09 00:00 | modify | 21 | 0.10 | 91.845 | 91.920 | 93.345 | ||
69 | 2022.12.09 16:00 | s/l | 21 | 0.10 | 91.920 | 91.920 | 93.345 | 9.03 | 9775.16 |
70 | 2022.12.09 16:00 | s/l | 22 | 0.10 | 91.920 | 91.920 | 93.345 | -49.98 | 9725.18 |
71 | 2022.12.13 08:00 | sell | 23 | 0.10 | 93.124 | 0.000 | 0.000 | ||
72 | 2022.12.13 08:00 | modify | 23 | 0.10 | 93.124 | 94.424 | 91.624 | ||
73 | 2022.12.15 12:00 | sell | 24 | 0.10 | 92.353 | 0.000 | 0.000 | ||
74 | 2022.12.15 12:00 | modify | 24 | 0.10 | 92.353 | 93.049 | 91.624 | ||
75 | 2022.12.15 12:00 | modify | 23 | 0.10 | 93.124 | 93.049 | 91.624 | ||
76 | 2022.12.16 12:00 | t/p | 23 | 0.10 | 91.624 | 93.049 | 91.624 | 106.76 | 9831.94 |
77 | 2022.12.16 12:00 | t/p | 24 | 0.10 | 91.624 | 93.049 | 91.624 | 52.88 | 9884.83 |
78 | 2022.12.20 04:00 | buy | 25 | 0.10 | 89.020 | 0.000 | 0.000 | ||
79 | 2022.12.20 04:00 | modify | 25 | 0.10 | 89.020 | 87.720 | 90.520 | ||
80 | 2022.12.20 16:00 | s/l | 25 | 0.10 | 87.720 | 87.720 | 90.520 | -95.54 | 9789.29 |
81 | 2022.12.28 04:00 | sell | 26 | 0.10 | 90.446 | 0.000 | 0.000 | ||
82 | 2022.12.28 04:00 | modify | 26 | 0.10 | 90.446 | 91.746 | 88.946 | ||
83 | 2023.01.01 20:00 | t/p | 26 | 0.10 | 88.946 | 91.746 | 88.946 | 107.46 | 9896.74 |
84 | 2023.01.02 08:00 | buy | 27 | 0.10 | 89.068 | 0.000 | 0.000 | ||
85 | 2023.01.02 08:00 | modify | 27 | 0.10 | 89.068 | 87.768 | 90.568 | ||
86 | 2023.01.03 12:00 | s/l | 27 | 0.10 | 87.768 | 87.768 | 90.568 | -95.05 | 9801.70 |
87 | 2023.01.09 08:00 | sell | 28 | 0.10 | 91.448 | 0.000 | 0.000 | ||
88 | 2023.01.09 08:00 | modify | 28 | 0.10 | 91.448 | 92.748 | 89.948 | ||
89 | 2023.01.12 16:00 | t/p | 28 | 0.10 | 89.948 | 92.748 | 89.948 | 106.76 | 9908.46 |
90 | 2023.01.13 04:00 | buy | 29 | 0.10 | 89.816 | 0.000 | 0.000 | ||
91 | 2023.01.13 04:00 | modify | 29 | 0.10 | 89.816 | 88.516 | 91.316 | ||
92 | 2023.01.18 04:00 | t/p | 29 | 0.10 | 91.316 | 88.516 | 91.316 | 111.76 | 10020.21 |
93 | 2023.01.18 04:00 | sell | 30 | 0.10 | 91.602 | 0.000 | 0.000 | ||
94 | 2023.01.18 04:00 | modify | 30 | 0.10 | 91.602 | 92.902 | 90.102 | ||
95 | 2023.01.18 12:00 | sell | 31 | 0.10 | 90.525 | 0.000 | 0.000 | ||
96 | 2023.01.18 12:00 | modify | 31 | 0.10 | 90.525 | 91.077 | 90.102 | ||
97 | 2023.01.18 12:00 | modify | 30 | 0.10 | 91.602 | 91.077 | 90.102 | ||
98 | 2023.01.18 16:00 | t/p | 30 | 0.10 | 90.102 | 91.077 | 90.102 | 110.24 | 10130.45 |
99 | 2023.01.18 16:00 | t/p | 31 | 0.10 | 90.102 | 91.077 | 90.102 | 31.09 | 10161.54 |
100 | 2023.01.23 12:00 | sell | 32 | 0.10 | 91.093 | 0.000 | 0.000 | ||
101 | 2023.01.23 12:00 | modify | 32 | 0.10 | 91.093 | 92.393 | 89.593 | ||
102 | 2023.01.25 04:00 | s/l | 32 | 0.10 | 92.393 | 92.393 | 89.593 | -96.93 | 10064.61 |
103 | 2023.01.25 04:00 | sell | 33 | 0.10 | 92.632 | 0.000 | 0.000 | ||
104 | 2023.01.25 04:00 | modify | 33 | 0.10 | 92.632 | 93.932 | 91.132 | ||
105 | 2023.01.26 00:00 | sell | 34 | 0.10 | 91.867 | 0.000 | 0.000 | ||
106 | 2023.01.26 00:00 | modify | 34 | 0.10 | 91.867 | 92.557 | 91.132 | ||
107 | 2023.01.26 00:00 | modify | 33 | 0.10 | 92.632 | 92.557 | 91.132 | ||
108 | 2023.01.26 16:00 | s/l | 33 | 0.10 | 92.557 | 92.557 | 91.132 | 3.42 | 10068.03 |
109 | 2023.01.26 16:00 | s/l | 34 | 0.10 | 92.557 | 92.557 | 91.132 | -50.71 | 10017.32 |
110 | 2023.02.13 12:00 | sell | 35 | 0.10 | 91.965 | 0.000 | 0.000 | ||
111 | 2023.02.13 12:00 | modify | 35 | 0.10 | 91.965 | 93.265 | 90.465 | ||
112 | 2023.03.07 08:00 | sell | 36 | 0.10 | 91.038 | 0.000 | 0.000 | ||
113 | 2023.03.07 08:00 | modify | 36 | 0.10 | 91.038 | 91.515 | 90.465 | ||
114 | 2023.03.07 08:00 | modify | 35 | 0.10 | 91.965 | 91.515 | 90.465 | ||
115 | 2023.03.07 16:00 | t/p | 35 | 0.10 | 90.465 | 91.515 | 90.465 | 94.92 | 10112.24 |
116 | 2023.03.07 16:00 | t/p | 36 | 0.10 | 90.465 | 91.515 | 90.465 | 42.11 | 10154.35 |
117 | 2023.03.24 12:00 | buy | 37 | 0.10 | 86.306 | 0.000 | 0.000 | ||
118 | 2023.03.24 12:00 | modify | 37 | 0.10 | 86.306 | 85.006 | 87.806 | ||
119 | 2023.03.28 16:00 | t/p | 37 | 0.10 | 87.806 | 85.006 | 87.806 | 111.26 | 10265.61 |
120 | 2023.04.03 12:00 | sell | 38 | 0.10 | 89.866 | 0.000 | 0.000 | ||
121 | 2023.04.03 12:00 | modify | 38 | 0.10 | 89.866 | 91.166 | 88.366 | ||
122 | 2023.04.05 00:00 | sell | 39 | 0.10 | 88.800 | 0.000 | 0.000 | ||
123 | 2023.04.05 00:00 | modify | 39 | 0.10 | 88.800 | 89.341 | 88.366 | ||
124 | 2023.04.05 00:00 | modify | 38 | 0.10 | 89.866 | 89.341 | 88.366 | ||
125 | 2023.04.05 08:00 | t/p | 38 | 0.10 | 88.366 | 89.341 | 88.366 | 108.84 | 10374.45 |
126 | 2023.04.05 08:00 | t/p | 39 | 0.10 | 88.366 | 89.341 | 88.366 | 31.89 | 10406.34 |
127 | 2023.04.13 12:00 | sell | 40 | 0.10 | 89.817 | 0.000 | 0.000 | ||
128 | 2023.04.13 12:00 | modify | 40 | 0.10 | 89.817 | 91.117 | 88.317 | ||
129 | 2023.04.25 16:00 | sell | 41 | 0.10 | 88.759 | 0.000 | 0.000 | ||
130 | 2023.04.25 16:00 | modify | 41 | 0.10 | 88.759 | 89.292 | 88.317 | ||
131 | 2023.04.25 16:00 | modify | 40 | 0.10 | 89.817 | 89.292 | 88.317 | ||
132 | 2023.04.25 20:00 | t/p | 40 | 0.10 | 88.317 | 89.292 | 88.317 | 103.27 | 10509.61 |
133 | 2023.04.25 20:00 | t/p | 41 | 0.10 | 88.317 | 89.292 | 88.317 | 32.48 | 10542.09 |
134 | 2023.04.28 12:00 | sell | 42 | 0.10 | 89.657 | 0.000 | 0.000 | ||
135 | 2023.04.28 12:00 | modify | 42 | 0.10 | 89.657 | 90.957 | 88.157 | ||
136 | 2023.04.30 23:59 | close at stop | 42 | 0.10 | 90.210 | 90.957 | 88.157 | -40.64 | 10501.45 |