Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 7259 | Ticks modelled | 13518 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 626.39 | Gross profit | 1012.68 | Gross loss | -386.30 |
Profit factor | 2.62 | Expected payoff | 26.10 | ||
Absolute drawdown | 50.40 | Maximal drawdown | 204.84 (1.98%) | Relative drawdown | 1.98% (204.84) |
Total trades | 24 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 15 (62.50%) | Loss trades (% of total) | 9 (37.50%) | ||
Largest | profit trade | 109.18 | loss trade | -64.62 | |
Average | profit trade | 67.51 | loss trade | -42.92 | |
Maximum | consecutive wins (profit in money) | 5 (341.39) | consecutive losses (loss in money) | 3 (-122.43) | |
Maximal | consecutive profit (count of wins) | 341.39 (5) | consecutive loss (count of losses) | -128.76 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.01 06:00 | buy | 1 | 0.10 | 92.191 | 0.000 | 0.000 | ||
2 | 2022.07.01 06:00 | modify | 1 | 0.10 | 92.191 | 91.291 | 93.691 | ||
3 | 2022.07.05 01:00 | t/p | 1 | 0.10 | 93.691 | 91.291 | 93.691 | 108.69 | 10108.69 |
4 | 2022.07.28 16:00 | buy | 2 | 0.10 | 93.763 | 0.000 | 0.000 | ||
5 | 2022.07.28 16:00 | modify | 2 | 0.10 | 93.763 | 92.863 | 95.263 | ||
6 | 2022.07.29 15:00 | s/l | 2 | 0.10 | 92.863 | 92.863 | 95.263 | -64.14 | 10044.55 |
7 | 2022.08.02 03:00 | buy | 3 | 0.10 | 91.694 | 0.000 | 0.000 | ||
8 | 2022.08.02 03:00 | modify | 3 | 0.10 | 91.694 | 90.794 | 93.194 | ||
9 | 2022.08.02 06:00 | s/l | 3 | 0.10 | 90.794 | 90.794 | 93.194 | -64.62 | 9979.93 |
10 | 2022.08.02 07:00 | buy | 4 | 0.10 | 90.969 | 0.000 | 0.000 | ||
11 | 2022.08.02 07:00 | modify | 4 | 0.10 | 90.969 | 90.069 | 92.469 | ||
12 | 2022.08.03 02:00 | t/p | 4 | 0.10 | 92.469 | 90.069 | 92.469 | 108.19 | 10088.12 |
13 | 2022.08.15 14:00 | buy | 5 | 0.10 | 93.338 | 0.000 | 0.000 | ||
14 | 2022.08.15 14:00 | modify | 5 | 0.10 | 93.338 | 92.438 | 94.838 | ||
15 | 2022.08.16 17:00 | buy | 6 | 0.10 | 94.265 | 0.000 | 0.000 | ||
16 | 2022.08.16 17:00 | modify | 6 | 0.10 | 94.265 | 93.713 | 94.838 | ||
17 | 2022.08.16 17:00 | modify | 5 | 0.10 | 93.338 | 93.713 | 94.838 | ||
18 | 2022.08.17 12:00 | s/l | 5 | 0.10 | 93.713 | 93.713 | 94.838 | 27.91 | 10116.03 |
19 | 2022.08.17 12:00 | s/l | 6 | 0.10 | 93.713 | 93.713 | 94.838 | -39.14 | 10076.88 |
20 | 2022.11.04 14:00 | sell | 7 | 0.10 | 94.775 | 0.000 | 0.000 | ||
21 | 2022.11.04 14:00 | modify | 7 | 0.10 | 94.775 | 95.675 | 93.275 | ||
22 | 2022.11.10 03:00 | sell | 8 | 0.10 | 93.848 | 0.000 | 0.000 | ||
23 | 2022.11.10 03:00 | modify | 8 | 0.10 | 93.848 | 94.400 | 93.275 | ||
24 | 2022.11.10 03:00 | modify | 7 | 0.10 | 94.775 | 94.400 | 93.275 | ||
25 | 2022.11.10 15:00 | t/p | 7 | 0.10 | 93.275 | 94.400 | 93.275 | 103.43 | 10180.31 |
26 | 2022.11.10 15:00 | t/p | 8 | 0.10 | 93.275 | 94.400 | 93.275 | 41.06 | 10221.37 |
27 | 2022.11.28 03:00 | buy | 9 | 0.10 | 92.706 | 0.000 | 0.000 | ||
28 | 2022.11.28 03:00 | modify | 9 | 0.10 | 92.706 | 91.806 | 94.206 | ||
29 | 2022.11.30 11:00 | buy | 10 | 0.10 | 93.398 | 0.000 | 0.000 | ||
30 | 2022.11.30 11:00 | modify | 10 | 0.10 | 93.398 | 92.931 | 94.206 | ||
31 | 2022.11.30 11:00 | modify | 9 | 0.10 | 92.706 | 92.931 | 94.206 | ||
32 | 2022.11.30 14:00 | buy | 11 | 0.10 | 93.612 | 0.000 | 0.000 | ||
33 | 2022.11.30 14:00 | modify | 11 | 0.10 | 93.612 | 93.081 | 94.206 | ||
34 | 2022.11.30 14:00 | modify | 10 | 0.10 | 93.398 | 93.081 | 94.206 | ||
35 | 2022.11.30 14:00 | modify | 9 | 0.10 | 92.706 | 93.081 | 94.206 | ||
36 | 2022.12.01 01:00 | s/l | 9 | 0.10 | 93.081 | 93.081 | 94.206 | 29.38 | 10250.75 |
37 | 2022.12.01 01:00 | s/l | 10 | 0.10 | 93.081 | 93.081 | 94.206 | -21.29 | 10229.45 |
38 | 2022.12.01 01:00 | s/l | 11 | 0.10 | 93.081 | 93.081 | 94.206 | -36.65 | 10192.80 |
39 | 2023.01.04 06:00 | sell | 12 | 0.10 | 88.993 | 0.000 | 0.000 | ||
40 | 2023.01.04 06:00 | modify | 12 | 0.10 | 88.993 | 89.893 | 87.493 | ||
41 | 2023.01.04 13:00 | s/l | 12 | 0.10 | 89.893 | 89.893 | 87.493 | -64.49 | 10128.31 |
42 | 2023.01.13 16:00 | buy | 13 | 0.10 | 88.768 | 0.000 | 0.000 | ||
43 | 2023.01.13 16:00 | modify | 13 | 0.10 | 88.768 | 87.868 | 90.268 | ||
44 | 2023.01.16 11:00 | buy | 14 | 0.10 | 89.458 | 0.000 | 0.000 | ||
45 | 2023.01.16 11:00 | modify | 14 | 0.10 | 89.458 | 88.993 | 90.268 | ||
46 | 2023.01.16 11:00 | modify | 13 | 0.10 | 88.768 | 88.993 | 90.268 | ||
47 | 2023.01.17 19:00 | buy | 15 | 0.10 | 89.689 | 0.000 | 0.000 | ||
48 | 2023.01.17 19:00 | modify | 15 | 0.10 | 89.689 | 89.143 | 90.268 | ||
49 | 2023.01.17 19:00 | modify | 14 | 0.10 | 89.458 | 89.143 | 90.268 | ||
50 | 2023.01.17 19:00 | modify | 13 | 0.10 | 88.768 | 89.143 | 90.268 | ||
51 | 2023.01.18 03:00 | t/p | 13 | 0.10 | 90.268 | 89.143 | 90.268 | 109.18 | 10237.49 |
52 | 2023.01.18 03:00 | t/p | 14 | 0.10 | 90.268 | 89.143 | 90.268 | 59.14 | 10296.63 |
53 | 2023.01.18 03:00 | t/p | 15 | 0.10 | 90.268 | 89.143 | 90.268 | 42.07 | 10338.70 |
54 | 2023.01.19 02:00 | buy | 16 | 0.10 | 88.757 | 0.000 | 0.000 | ||
55 | 2023.01.19 02:00 | modify | 16 | 0.10 | 88.757 | 87.857 | 90.257 | ||
56 | 2023.01.20 14:00 | t/p | 16 | 0.10 | 90.257 | 87.857 | 90.257 | 108.20 | 10446.90 |
57 | 2023.01.25 02:00 | sell | 17 | 0.10 | 92.258 | 0.000 | 0.000 | ||
58 | 2023.01.25 02:00 | modify | 17 | 0.10 | 92.258 | 93.158 | 90.758 | ||
59 | 2023.01.31 08:00 | sell | 18 | 0.10 | 91.560 | 0.000 | 0.000 | ||
60 | 2023.01.31 08:00 | modify | 18 | 0.10 | 91.560 | 92.033 | 90.758 | ||
61 | 2023.01.31 08:00 | modify | 17 | 0.10 | 92.258 | 92.033 | 90.758 | ||
62 | 2023.01.31 09:00 | sell | 19 | 0.10 | 91.346 | 0.000 | 0.000 | ||
63 | 2023.01.31 09:00 | modify | 19 | 0.10 | 91.346 | 91.883 | 90.758 | ||
64 | 2023.01.31 09:00 | modify | 18 | 0.10 | 91.560 | 91.883 | 90.758 | ||
65 | 2023.01.31 09:00 | modify | 17 | 0.10 | 92.258 | 91.883 | 90.758 | ||
66 | 2023.01.31 18:00 | s/l | 17 | 0.10 | 91.883 | 91.883 | 90.758 | 22.81 | 10469.70 |
67 | 2023.01.31 18:00 | s/l | 18 | 0.10 | 91.883 | 91.883 | 90.758 | -23.15 | 10446.55 |
68 | 2023.01.31 18:00 | s/l | 19 | 0.10 | 91.883 | 91.883 | 90.758 | -38.49 | 10408.06 |
69 | 2023.02.10 09:00 | buy | 20 | 0.10 | 90.645 | 0.000 | 0.000 | ||
70 | 2023.02.10 09:00 | modify | 20 | 0.10 | 90.645 | 89.745 | 92.145 | ||
71 | 2023.02.13 15:00 | t/p | 20 | 0.10 | 92.145 | 89.745 | 92.145 | 108.19 | 10516.25 |
72 | 2023.03.15 15:00 | buy | 21 | 0.10 | 87.964 | 0.000 | 0.000 | ||
73 | 2023.03.15 15:00 | modify | 21 | 0.10 | 87.964 | 87.064 | 89.464 | ||
74 | 2023.03.16 08:00 | buy | 22 | 0.10 | 88.667 | 0.000 | 0.000 | ||
75 | 2023.03.16 08:00 | modify | 22 | 0.10 | 88.667 | 88.189 | 89.464 | ||
76 | 2023.03.16 08:00 | modify | 21 | 0.10 | 87.964 | 88.189 | 89.464 | ||
77 | 2023.03.16 09:00 | s/l | 21 | 0.10 | 88.189 | 88.189 | 89.464 | 17.62 | 10533.87 |
78 | 2023.03.16 09:00 | s/l | 22 | 0.10 | 88.189 | 88.189 | 89.464 | -34.32 | 10499.55 |
79 | 2023.05.02 08:00 | sell | 23 | 0.10 | 92.226 | 0.000 | 0.000 | ||
80 | 2023.05.02 08:00 | modify | 23 | 0.10 | 92.226 | 93.126 | 90.726 | ||
81 | 2023.05.02 20:00 | sell | 24 | 0.10 | 91.015 | 0.000 | 0.000 | ||
82 | 2023.05.02 20:00 | modify | 24 | 0.10 | 91.015 | 91.551 | 90.726 | ||
83 | 2023.05.02 20:00 | modify | 23 | 0.10 | 92.226 | 91.551 | 90.726 | ||
84 | 2023.05.03 04:00 | t/p | 23 | 0.10 | 90.726 | 91.551 | 90.726 | 106.80 | 10606.35 |
85 | 2023.05.03 04:00 | t/p | 24 | 0.10 | 90.726 | 91.551 | 90.726 | 20.03 | 10626.39 |