Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:00 (2022.06.01 - 2023.06.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
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 | 157867 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1152.61 | Gross profit | 1529.24 | Gross loss | -376.64 |
Profit factor | 4.06 | Expected payoff | 30.33 | ||
Absolute drawdown | 55.28 | Maximal drawdown | 233.61 (2.21%) | Relative drawdown | 2.21% (233.61) |
Total trades | 38 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 28 (75.00%) |
Profit trades (% of total) | 29 (76.32%) | Loss trades (% of total) | 9 (23.68%) | ||
Largest | profit trade | 109.18 | loss trade | -64.62 | |
Average | profit trade | 52.73 | loss trade | -41.85 | |
Maximum | consecutive wins (profit in money) | 9 (474.29) | consecutive losses (loss in money) | 3 (-121.50) | |
Maximal | consecutive profit (count of wins) | 474.29 (9) | consecutive loss (count of losses) | -128.76 (2) | |
Average | consecutive wins | 5 | 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 | 2022.07.04 07:15 | buy | 2 | 0.10 | 92.883 | 0.000 | 0.000 | ||
4 | 2022.07.04 07:15 | modify | 2 | 0.10 | 92.883 | 92.416 | 93.691 | ||
5 | 2022.07.04 07:15 | modify | 1 | 0.10 | 92.191 | 92.416 | 93.691 | ||
6 | 2022.07.04 12:10 | buy | 3 | 0.10 | 93.107 | 0.000 | 0.000 | ||
7 | 2022.07.04 12:10 | modify | 3 | 0.10 | 93.107 | 92.566 | 93.691 | ||
8 | 2022.07.04 12:10 | modify | 2 | 0.10 | 92.883 | 92.566 | 93.691 | ||
9 | 2022.07.04 12:10 | modify | 1 | 0.10 | 92.191 | 92.566 | 93.691 | ||
10 | 2022.07.04 23:15 | buy | 4 | 0.10 | 93.414 | 0.000 | 0.000 | ||
11 | 2022.07.04 23:15 | modify | 4 | 0.10 | 93.414 | 92.866 | 93.691 | ||
12 | 2022.07.04 23:15 | modify | 3 | 0.10 | 93.107 | 92.866 | 93.691 | ||
13 | 2022.07.04 23:15 | modify | 2 | 0.10 | 92.883 | 92.866 | 93.691 | ||
14 | 2022.07.04 23:15 | modify | 1 | 0.10 | 92.191 | 92.866 | 93.691 | ||
15 | 2022.07.05 00:50 | t/p | 1 | 0.10 | 93.691 | 92.866 | 93.691 | 108.69 | 10108.69 |
16 | 2022.07.05 00:50 | t/p | 2 | 0.10 | 93.691 | 92.866 | 93.691 | 58.51 | 10167.20 |
17 | 2022.07.05 00:50 | t/p | 3 | 0.10 | 93.691 | 92.866 | 93.691 | 42.43 | 10209.63 |
18 | 2022.07.05 00:50 | t/p | 4 | 0.10 | 93.691 | 92.866 | 93.691 | 20.38 | 10230.01 |
19 | 2022.07.28 16:00 | buy | 5 | 0.10 | 93.763 | 0.000 | 0.000 | ||
20 | 2022.07.28 16:00 | modify | 5 | 0.10 | 93.763 | 92.863 | 95.263 | ||
21 | 2022.07.29 14:07 | s/l | 5 | 0.10 | 92.863 | 92.863 | 95.263 | -64.14 | 10165.87 |
22 | 2022.08.02 03:00 | buy | 6 | 0.10 | 91.694 | 0.000 | 0.000 | ||
23 | 2022.08.02 03:00 | modify | 6 | 0.10 | 91.694 | 90.794 | 93.194 | ||
24 | 2022.08.02 05:37 | s/l | 6 | 0.10 | 90.794 | 90.794 | 93.194 | -64.62 | 10101.25 |
25 | 2022.08.02 07:00 | buy | 7 | 0.10 | 90.969 | 0.000 | 0.000 | ||
26 | 2022.08.02 07:00 | modify | 7 | 0.10 | 90.969 | 90.069 | 92.469 | ||
27 | 2022.08.02 18:20 | buy | 8 | 0.10 | 92.190 | 0.000 | 0.000 | ||
28 | 2022.08.02 18:20 | modify | 8 | 0.10 | 92.190 | 91.644 | 92.469 | ||
29 | 2022.08.02 18:20 | modify | 7 | 0.10 | 90.969 | 91.644 | 92.469 | ||
30 | 2022.08.03 01:50 | t/p | 7 | 0.10 | 92.469 | 91.644 | 92.469 | 108.19 | 10209.43 |
31 | 2022.08.03 01:50 | t/p | 8 | 0.10 | 92.469 | 91.644 | 92.469 | 20.52 | 10229.95 |
32 | 2022.08.15 14:00 | buy | 9 | 0.10 | 93.338 | 0.000 | 0.000 | ||
33 | 2022.08.15 14:00 | modify | 9 | 0.10 | 93.338 | 92.438 | 94.838 | ||
34 | 2022.08.16 12:45 | buy | 10 | 0.10 | 94.238 | 0.000 | 0.000 | ||
35 | 2022.08.16 12:45 | modify | 10 | 0.10 | 94.238 | 93.713 | 94.838 | ||
36 | 2022.08.16 12:45 | modify | 9 | 0.10 | 93.338 | 93.713 | 94.838 | ||
37 | 2022.08.17 02:37 | buy | 11 | 0.10 | 94.029 | 0.000 | 0.000 | ||
38 | 2022.08.17 02:37 | modify | 11 | 0.10 | 94.029 | 93.563 | 94.838 | ||
39 | 2022.08.17 02:40 | modify | 11 | 0.10 | 94.029 | 93.713 | 94.838 | ||
40 | 2022.08.17 11:32 | s/l | 9 | 0.10 | 93.713 | 93.713 | 94.838 | 27.91 | 10257.86 |
41 | 2022.08.17 11:32 | s/l | 10 | 0.10 | 93.713 | 93.713 | 94.838 | -37.20 | 10220.66 |
42 | 2022.08.17 11:32 | s/l | 11 | 0.10 | 93.713 | 93.713 | 94.838 | -22.68 | 10197.98 |
43 | 2022.11.04 14:00 | sell | 12 | 0.10 | 94.775 | 0.000 | 0.000 | ||
44 | 2022.11.04 14:00 | modify | 12 | 0.10 | 94.775 | 95.675 | 93.275 | ||
45 | 2022.11.09 17:25 | sell | 13 | 0.10 | 94.086 | 0.000 | 0.000 | ||
46 | 2022.11.09 17:25 | modify | 13 | 0.10 | 94.086 | 94.550 | 93.275 | ||
47 | 2022.11.09 17:25 | modify | 12 | 0.10 | 94.775 | 94.550 | 93.275 | ||
48 | 2022.11.10 02:15 | sell | 14 | 0.10 | 93.860 | 0.000 | 0.000 | ||
49 | 2022.11.10 02:15 | modify | 14 | 0.10 | 93.860 | 94.400 | 93.275 | ||
50 | 2022.11.10 02:15 | modify | 13 | 0.10 | 94.086 | 94.400 | 93.275 | ||
51 | 2022.11.10 02:15 | modify | 12 | 0.10 | 94.775 | 94.400 | 93.275 | ||
52 | 2022.11.10 14:20 | sell | 15 | 0.10 | 93.566 | 0.000 | 0.000 | ||
53 | 2022.11.10 14:20 | modify | 15 | 0.10 | 93.566 | 94.100 | 93.275 | ||
54 | 2022.11.10 14:20 | modify | 14 | 0.10 | 93.860 | 94.100 | 93.275 | ||
55 | 2022.11.10 14:20 | modify | 13 | 0.10 | 94.086 | 94.100 | 93.275 | ||
56 | 2022.11.10 14:20 | modify | 12 | 0.10 | 94.775 | 94.100 | 93.275 | ||
57 | 2022.11.10 14:45 | t/p | 12 | 0.10 | 93.275 | 94.100 | 93.275 | 103.43 | 10301.41 |
58 | 2022.11.10 14:45 | t/p | 13 | 0.10 | 93.275 | 94.100 | 93.275 | 56.09 | 10357.50 |
59 | 2022.11.10 14:45 | t/p | 14 | 0.10 | 93.275 | 94.100 | 93.275 | 41.92 | 10399.42 |
60 | 2022.11.10 14:45 | t/p | 15 | 0.10 | 93.275 | 94.100 | 93.275 | 20.86 | 10420.28 |
61 | 2022.11.28 03:00 | buy | 16 | 0.10 | 92.706 | 0.000 | 0.000 | ||
62 | 2022.11.28 03:00 | modify | 16 | 0.10 | 92.706 | 91.806 | 94.206 | ||
63 | 2022.11.30 09:50 | buy | 17 | 0.10 | 93.384 | 0.000 | 0.000 | ||
64 | 2022.11.30 09:50 | modify | 17 | 0.10 | 93.384 | 92.931 | 94.206 | ||
65 | 2022.11.30 09:50 | modify | 16 | 0.10 | 92.706 | 92.931 | 94.206 | ||
66 | 2022.11.30 13:59 | buy | 18 | 0.10 | 93.613 | 0.000 | 0.000 | ||
67 | 2022.11.30 13:59 | modify | 18 | 0.10 | 93.613 | 93.081 | 94.206 | ||
68 | 2022.11.30 13:59 | modify | 17 | 0.10 | 93.384 | 93.081 | 94.206 | ||
69 | 2022.11.30 13:59 | modify | 16 | 0.10 | 92.706 | 93.081 | 94.206 | ||
70 | 2022.12.01 00:50 | s/l | 16 | 0.10 | 93.081 | 93.081 | 94.206 | 29.38 | 10449.65 |
71 | 2022.12.01 00:50 | s/l | 17 | 0.10 | 93.081 | 93.081 | 94.206 | -20.28 | 10429.37 |
72 | 2022.12.01 00:50 | s/l | 18 | 0.10 | 93.081 | 93.081 | 94.206 | -36.73 | 10392.64 |
73 | 2023.01.04 06:00 | sell | 19 | 0.10 | 88.993 | 0.000 | 0.000 | ||
74 | 2023.01.04 06:00 | modify | 19 | 0.10 | 88.993 | 89.893 | 87.493 | ||
75 | 2023.01.04 12:20 | s/l | 19 | 0.10 | 89.893 | 89.893 | 87.493 | -64.49 | 10328.15 |
76 | 2023.01.13 16:00 | buy | 20 | 0.10 | 88.768 | 0.000 | 0.000 | ||
77 | 2023.01.13 16:00 | modify | 20 | 0.10 | 88.768 | 87.868 | 90.268 | ||
78 | 2023.01.16 00:20 | buy | 21 | 0.10 | 89.463 | 0.000 | 0.000 | ||
79 | 2023.01.16 00:20 | modify | 21 | 0.10 | 89.463 | 88.993 | 90.268 | ||
80 | 2023.01.16 00:20 | modify | 20 | 0.10 | 88.768 | 88.993 | 90.268 | ||
81 | 2023.01.17 01:15 | buy | 22 | 0.10 | 89.691 | 0.000 | 0.000 | ||
82 | 2023.01.17 01:15 | modify | 22 | 0.10 | 89.691 | 89.143 | 90.268 | ||
83 | 2023.01.17 01:15 | modify | 21 | 0.10 | 89.463 | 89.143 | 90.268 | ||
84 | 2023.01.17 01:15 | modify | 20 | 0.10 | 88.768 | 89.143 | 90.268 | ||
85 | 2023.01.18 00:50 | buy | 23 | 0.10 | 89.995 | 0.000 | 0.000 | ||
86 | 2023.01.18 00:50 | modify | 23 | 0.10 | 89.995 | 89.443 | 90.268 | ||
87 | 2023.01.18 00:50 | modify | 22 | 0.10 | 89.691 | 89.443 | 90.268 | ||
88 | 2023.01.18 00:50 | modify | 21 | 0.10 | 89.463 | 89.443 | 90.268 | ||
89 | 2023.01.18 00:50 | modify | 20 | 0.10 | 88.768 | 89.443 | 90.268 | ||
90 | 2023.01.18 02:40 | t/p | 20 | 0.10 | 90.268 | 89.443 | 90.268 | 109.18 | 10437.33 |
91 | 2023.01.18 02:40 | t/p | 21 | 0.10 | 90.268 | 89.443 | 90.268 | 58.78 | 10496.10 |
92 | 2023.01.18 02:40 | t/p | 22 | 0.10 | 90.268 | 89.443 | 90.268 | 41.92 | 10538.02 |
93 | 2023.01.18 02:40 | t/p | 23 | 0.10 | 90.268 | 89.443 | 90.268 | 19.60 | 10557.62 |
94 | 2023.01.19 02:00 | buy | 24 | 0.10 | 88.757 | 0.000 | 0.000 | ||
95 | 2023.01.19 02:00 | modify | 24 | 0.10 | 88.757 | 87.857 | 90.257 | ||
96 | 2023.01.20 05:35 | buy | 25 | 0.10 | 89.433 | 0.000 | 0.000 | ||
97 | 2023.01.20 05:35 | modify | 25 | 0.10 | 89.433 | 88.982 | 90.257 | ||
98 | 2023.01.20 05:35 | modify | 24 | 0.10 | 88.757 | 88.982 | 90.257 | ||
99 | 2023.01.20 08:45 | buy | 26 | 0.10 | 89.674 | 0.000 | 0.000 | ||
100 | 2023.01.20 08:45 | modify | 26 | 0.10 | 89.674 | 89.132 | 90.257 | ||
101 | 2023.01.20 08:45 | modify | 25 | 0.10 | 89.433 | 89.132 | 90.257 | ||
102 | 2023.01.20 08:45 | modify | 24 | 0.10 | 88.757 | 89.132 | 90.257 | ||
103 | 2023.01.20 11:45 | buy | 27 | 0.10 | 89.986 | 0.000 | 0.000 | ||
104 | 2023.01.20 11:45 | modify | 27 | 0.10 | 89.986 | 89.432 | 90.257 | ||
105 | 2023.01.20 11:45 | modify | 26 | 0.10 | 89.674 | 89.432 | 90.257 | ||
106 | 2023.01.20 11:45 | modify | 25 | 0.10 | 89.433 | 89.432 | 90.257 | ||
107 | 2023.01.20 11:45 | modify | 24 | 0.10 | 88.757 | 89.432 | 90.257 | ||
108 | 2023.01.20 13:46 | t/p | 24 | 0.10 | 90.257 | 89.432 | 90.257 | 108.20 | 10665.82 |
109 | 2023.01.20 13:46 | t/p | 25 | 0.10 | 90.257 | 89.432 | 90.257 | 59.17 | 10724.99 |
110 | 2023.01.20 13:46 | t/p | 26 | 0.10 | 90.257 | 89.432 | 90.257 | 41.86 | 10766.85 |
111 | 2023.01.20 13:46 | t/p | 27 | 0.10 | 90.257 | 89.432 | 90.257 | 19.46 | 10786.31 |
112 | 2023.01.25 02:00 | sell | 28 | 0.10 | 92.258 | 0.000 | 0.000 | ||
113 | 2023.01.25 02:00 | modify | 28 | 0.10 | 92.258 | 93.158 | 90.758 | ||
114 | 2023.01.25 15:42 | sell | 29 | 0.10 | 91.561 | 0.000 | 0.000 | ||
115 | 2023.01.25 15:42 | modify | 29 | 0.10 | 91.561 | 92.033 | 90.758 | ||
116 | 2023.01.25 15:42 | modify | 28 | 0.10 | 92.258 | 92.033 | 90.758 | ||
117 | 2023.01.25 19:15 | s/l | 28 | 0.10 | 92.033 | 92.033 | 90.758 | 16.13 | 10802.44 |
118 | 2023.01.25 19:15 | s/l | 29 | 0.10 | 92.033 | 92.033 | 90.758 | -33.82 | 10768.62 |
119 | 2023.02.10 09:00 | buy | 30 | 0.10 | 90.645 | 0.000 | 0.000 | ||
120 | 2023.02.10 09:00 | modify | 30 | 0.10 | 90.645 | 89.745 | 92.145 | ||
121 | 2023.02.13 04:20 | buy | 31 | 0.10 | 91.330 | 0.000 | 0.000 | ||
122 | 2023.02.13 04:20 | modify | 31 | 0.10 | 91.330 | 90.870 | 92.145 | ||
123 | 2023.02.13 04:20 | modify | 30 | 0.10 | 90.645 | 90.870 | 92.145 | ||
124 | 2023.02.13 07:45 | buy | 32 | 0.10 | 91.558 | 0.000 | 0.000 | ||
125 | 2023.02.13 07:45 | modify | 32 | 0.10 | 91.558 | 91.020 | 92.145 | ||
126 | 2023.02.13 07:45 | modify | 31 | 0.10 | 91.330 | 91.020 | 92.145 | ||
127 | 2023.02.13 07:45 | modify | 30 | 0.10 | 90.645 | 91.020 | 92.145 | ||
128 | 2023.02.13 09:20 | buy | 33 | 0.10 | 91.855 | 0.000 | 0.000 | ||
129 | 2023.02.13 09:20 | modify | 33 | 0.10 | 91.855 | 91.320 | 92.145 | ||
130 | 2023.02.13 09:20 | modify | 32 | 0.10 | 91.558 | 91.320 | 92.145 | ||
131 | 2023.02.13 09:20 | modify | 31 | 0.10 | 91.330 | 91.320 | 92.145 | ||
132 | 2023.02.13 09:20 | modify | 30 | 0.10 | 90.645 | 91.320 | 92.145 | ||
133 | 2023.02.13 14:45 | t/p | 30 | 0.10 | 92.145 | 91.320 | 92.145 | 108.19 | 10876.81 |
134 | 2023.02.13 14:45 | t/p | 31 | 0.10 | 92.145 | 91.320 | 92.145 | 58.52 | 10935.33 |
135 | 2023.02.13 14:45 | t/p | 32 | 0.10 | 92.145 | 91.320 | 92.145 | 42.15 | 10977.48 |
136 | 2023.02.13 14:45 | t/p | 33 | 0.10 | 92.145 | 91.320 | 92.145 | 20.82 | 10998.30 |
137 | 2023.03.15 15:00 | buy | 34 | 0.10 | 87.964 | 0.000 | 0.000 | ||
138 | 2023.03.15 15:00 | modify | 34 | 0.10 | 87.964 | 87.064 | 89.464 | ||
139 | 2023.03.16 07:55 | buy | 35 | 0.10 | 88.644 | 0.000 | 0.000 | ||
140 | 2023.03.16 07:55 | modify | 35 | 0.10 | 88.644 | 88.189 | 89.464 | ||
141 | 2023.03.16 07:55 | modify | 34 | 0.10 | 87.964 | 88.189 | 89.464 | ||
142 | 2023.03.16 08:20 | s/l | 34 | 0.10 | 88.189 | 88.189 | 89.464 | 17.62 | 11015.92 |
143 | 2023.03.16 08:20 | s/l | 35 | 0.10 | 88.189 | 88.189 | 89.464 | -32.67 | 10983.25 |
144 | 2023.05.02 08:00 | sell | 36 | 0.10 | 92.226 | 0.000 | 0.000 | ||
145 | 2023.05.02 08:00 | modify | 36 | 0.10 | 92.226 | 93.126 | 90.726 | ||
146 | 2023.05.02 14:25 | sell | 37 | 0.10 | 91.326 | 0.000 | 0.000 | ||
147 | 2023.05.02 14:25 | modify | 37 | 0.10 | 91.326 | 91.851 | 90.726 | ||
148 | 2023.05.02 14:25 | modify | 36 | 0.10 | 92.226 | 91.851 | 90.726 | ||
149 | 2023.05.02 15:17 | sell | 38 | 0.10 | 91.018 | 0.000 | 0.000 | ||
150 | 2023.05.02 15:17 | modify | 38 | 0.10 | 91.018 | 91.551 | 90.726 | ||
151 | 2023.05.02 15:17 | modify | 37 | 0.10 | 91.326 | 91.551 | 90.726 | ||
152 | 2023.05.02 15:17 | modify | 36 | 0.10 | 92.226 | 91.551 | 90.726 | ||
153 | 2023.05.03 03:32 | t/p | 36 | 0.10 | 90.726 | 91.551 | 90.726 | 106.80 | 11090.05 |
154 | 2023.05.03 03:32 | t/p | 37 | 0.10 | 90.726 | 91.551 | 90.726 | 42.31 | 11132.36 |
155 | 2023.05.03 03:32 | t/p | 38 | 0.10 | 90.726 | 91.551 | 90.726 | 20.24 | 11152.61 |