Symbol | EURJPY (Euro 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=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 197.71 | Gross profit | 1718.98 | Gross loss | -1521.28 |
Profit factor | 1.13 | Expected payoff | 4.21 | ||
Absolute drawdown | 463.58 | Maximal drawdown | 721.65 (7.03%) | Relative drawdown | 7.03% (721.65) |
Total trades | 47 | Short positions (won %) | 16 (56.25%) | Long positions (won %) | 31 (58.06%) |
Profit trades (% of total) | 27 (57.45%) | Loss trades (% of total) | 20 (42.55%) | ||
Largest | profit trade | 95.48 | loss trade | -109.80 | |
Average | profit trade | 63.67 | loss trade | -76.06 | |
Maximum | consecutive wins (profit in money) | 5 (289.30) | consecutive losses (loss in money) | 5 (-475.01) | |
Maximal | consecutive profit (count of wins) | 289.30 (5) | consecutive loss (count of losses) | -475.01 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.08 14:00 | sell | 1 | 0.10 | 144.025 | 0.000 | 0.000 | ||
2 | 2022.06.08 14:00 | modify | 1 | 0.10 | 144.025 | 145.525 | 142.725 | ||
3 | 2022.06.09 12:00 | t/p | 1 | 0.10 | 142.725 | 145.525 | 142.725 | 91.42 | 10091.42 |
4 | 2022.06.13 15:00 | buy | 2 | 0.10 | 139.549 | 0.000 | 0.000 | ||
5 | 2022.06.13 15:00 | modify | 2 | 0.10 | 139.549 | 138.049 | 140.849 | ||
6 | 2022.06.14 04:00 | buy | 3 | 0.10 | 140.346 | 0.000 | 0.000 | ||
7 | 2022.06.14 04:00 | modify | 3 | 0.10 | 140.346 | 139.874 | 140.849 | ||
8 | 2022.06.14 04:00 | modify | 2 | 0.10 | 139.549 | 139.874 | 140.849 | ||
9 | 2022.06.14 06:00 | buy | 4 | 0.10 | 140.594 | 0.000 | 0.000 | ||
10 | 2022.06.14 06:00 | modify | 4 | 0.10 | 140.594 | 140.004 | 140.849 | ||
11 | 2022.06.14 06:00 | modify | 3 | 0.10 | 140.346 | 140.004 | 140.849 | ||
12 | 2022.06.14 06:00 | modify | 2 | 0.10 | 139.549 | 140.004 | 140.849 | ||
13 | 2022.06.14 11:00 | s/l | 2 | 0.10 | 140.004 | 140.004 | 140.849 | 32.97 | 10124.39 |
14 | 2022.06.14 11:00 | s/l | 3 | 0.10 | 140.004 | 140.004 | 140.849 | -24.56 | 10099.83 |
15 | 2022.06.14 11:00 | s/l | 4 | 0.10 | 140.004 | 140.004 | 140.849 | -42.36 | 10057.47 |
16 | 2022.06.16 11:00 | buy | 5 | 0.10 | 138.487 | 0.000 | 0.000 | ||
17 | 2022.06.16 11:00 | modify | 5 | 0.10 | 138.487 | 136.987 | 139.787 | ||
18 | 2022.06.16 15:00 | buy | 6 | 0.10 | 139.148 | 0.000 | 0.000 | ||
19 | 2022.06.16 15:00 | modify | 6 | 0.10 | 139.148 | 138.942 | 139.787 | ||
20 | 2022.06.16 15:00 | modify | 5 | 0.10 | 138.487 | 138.942 | 139.787 | ||
21 | 2022.06.16 16:00 | s/l | 5 | 0.10 | 138.942 | 138.942 | 139.787 | 32.67 | 10090.14 |
22 | 2022.06.16 16:00 | s/l | 6 | 0.10 | 138.942 | 138.942 | 139.787 | -14.79 | 10075.35 |
23 | 2022.06.21 10:00 | sell | 7 | 0.10 | 143.118 | 0.000 | 0.000 | ||
24 | 2022.06.21 10:00 | modify | 7 | 0.10 | 143.118 | 144.618 | 141.818 | ||
25 | 2022.06.23 13:00 | t/p | 7 | 0.10 | 141.818 | 144.618 | 141.818 | 90.85 | 10166.21 |
26 | 2022.06.30 14:00 | buy | 8 | 0.10 | 141.594 | 0.000 | 0.000 | ||
27 | 2022.06.30 14:00 | modify | 8 | 0.10 | 141.594 | 140.094 | 142.894 | ||
28 | 2022.06.30 17:00 | buy | 9 | 0.10 | 142.245 | 0.000 | 0.000 | ||
29 | 2022.06.30 17:00 | modify | 9 | 0.10 | 142.245 | 142.049 | 142.894 | ||
30 | 2022.06.30 17:00 | modify | 8 | 0.10 | 141.594 | 142.049 | 142.894 | ||
31 | 2022.06.30 20:00 | s/l | 8 | 0.10 | 142.049 | 142.049 | 142.894 | 32.67 | 10198.88 |
32 | 2022.06.30 20:00 | s/l | 9 | 0.10 | 142.049 | 142.049 | 142.894 | -14.08 | 10184.80 |
33 | 2022.07.01 06:00 | buy | 10 | 0.10 | 141.254 | 0.000 | 0.000 | ||
34 | 2022.07.01 06:00 | modify | 10 | 0.10 | 141.254 | 139.754 | 142.554 | ||
35 | 2022.07.05 06:00 | buy | 11 | 0.10 | 142.296 | 0.000 | 0.000 | ||
36 | 2022.07.05 06:00 | modify | 11 | 0.10 | 142.296 | 141.709 | 142.554 | ||
37 | 2022.07.05 06:00 | modify | 10 | 0.10 | 141.254 | 141.709 | 142.554 | ||
38 | 2022.07.05 08:00 | s/l | 10 | 0.10 | 141.709 | 141.709 | 142.554 | 33.28 | 10218.07 |
39 | 2022.07.05 08:00 | s/l | 11 | 0.10 | 141.709 | 141.709 | 142.554 | -42.15 | 10175.92 |
40 | 2022.07.05 15:00 | buy | 12 | 0.10 | 139.353 | 0.000 | 0.000 | ||
41 | 2022.07.05 15:00 | modify | 12 | 0.10 | 139.353 | 137.853 | 140.653 | ||
42 | 2022.07.06 12:00 | s/l | 12 | 0.10 | 137.853 | 137.853 | 140.653 | -107.41 | 10068.52 |
43 | 2022.07.11 04:00 | sell | 13 | 0.10 | 139.063 | 0.000 | 0.000 | ||
44 | 2022.07.11 04:00 | modify | 13 | 0.10 | 139.063 | 140.563 | 137.763 | ||
45 | 2022.07.11 10:00 | sell | 14 | 0.10 | 138.412 | 0.000 | 0.000 | ||
46 | 2022.07.11 10:00 | modify | 14 | 0.10 | 138.412 | 138.608 | 137.763 | ||
47 | 2022.07.11 10:00 | modify | 13 | 0.10 | 139.063 | 138.608 | 137.763 | ||
48 | 2022.07.11 11:00 | s/l | 13 | 0.10 | 138.608 | 138.608 | 137.763 | 32.60 | 10101.12 |
49 | 2022.07.11 11:00 | s/l | 14 | 0.10 | 138.608 | 138.608 | 137.763 | -14.05 | 10087.07 |
50 | 2022.07.26 13:00 | buy | 15 | 0.10 | 138.569 | 0.000 | 0.000 | ||
51 | 2022.07.26 13:00 | modify | 15 | 0.10 | 138.569 | 137.069 | 139.869 | ||
52 | 2022.07.28 13:00 | s/l | 15 | 0.10 | 137.069 | 137.069 | 139.869 | -106.48 | 9980.58 |
53 | 2022.07.28 15:00 | buy | 16 | 0.10 | 136.660 | 0.000 | 0.000 | ||
54 | 2022.07.28 15:00 | modify | 16 | 0.10 | 136.660 | 135.160 | 137.960 | ||
55 | 2022.08.01 02:00 | s/l | 16 | 0.10 | 135.160 | 135.160 | 137.960 | -107.09 | 9873.49 |
56 | 2022.08.02 03:00 | buy | 17 | 0.10 | 134.287 | 0.000 | 0.000 | ||
57 | 2022.08.02 03:00 | modify | 17 | 0.10 | 134.287 | 132.787 | 135.587 | ||
58 | 2022.08.02 20:00 | buy | 18 | 0.10 | 135.346 | 0.000 | 0.000 | ||
59 | 2022.08.02 20:00 | modify | 18 | 0.10 | 135.346 | 134.742 | 135.587 | ||
60 | 2022.08.02 20:00 | modify | 17 | 0.10 | 134.287 | 134.742 | 135.587 | ||
61 | 2022.08.03 00:00 | t/p | 17 | 0.10 | 135.587 | 134.742 | 135.587 | 93.64 | 9967.14 |
62 | 2022.08.03 00:00 | t/p | 18 | 0.10 | 135.587 | 134.742 | 135.587 | 17.60 | 9984.74 |
63 | 2022.08.15 14:00 | buy | 19 | 0.10 | 135.401 | 0.000 | 0.000 | ||
64 | 2022.08.15 14:00 | modify | 19 | 0.10 | 135.401 | 133.901 | 136.701 | ||
65 | 2022.08.16 14:00 | t/p | 19 | 0.10 | 136.701 | 133.901 | 136.701 | 93.65 | 10078.40 |
66 | 2022.08.16 15:00 | sell | 20 | 0.10 | 136.783 | 0.000 | 0.000 | ||
67 | 2022.08.16 15:00 | modify | 20 | 0.10 | 136.783 | 138.283 | 135.483 | ||
68 | 2022.08.24 09:00 | sell | 21 | 0.10 | 135.721 | 0.000 | 0.000 | ||
69 | 2022.08.24 09:00 | modify | 21 | 0.10 | 135.721 | 136.328 | 135.483 | ||
70 | 2022.08.24 09:00 | modify | 20 | 0.10 | 136.783 | 136.328 | 135.483 | ||
71 | 2022.08.24 15:00 | s/l | 20 | 0.10 | 136.328 | 136.328 | 135.483 | 27.98 | 10106.38 |
72 | 2022.08.24 15:00 | s/l | 21 | 0.10 | 136.328 | 136.328 | 135.483 | -43.50 | 10062.88 |
73 | 2022.08.26 15:00 | sell | 22 | 0.10 | 137.495 | 0.000 | 0.000 | ||
74 | 2022.08.26 15:00 | modify | 22 | 0.10 | 137.495 | 138.995 | 136.195 | ||
75 | 2022.08.29 18:00 | s/l | 22 | 0.10 | 138.995 | 138.995 | 136.195 | -108.07 | 9954.81 |
76 | 2022.09.06 09:00 | sell | 23 | 0.10 | 141.095 | 0.000 | 0.000 | ||
77 | 2022.09.06 09:00 | modify | 23 | 0.10 | 141.095 | 142.595 | 139.795 | ||
78 | 2022.09.07 05:00 | s/l | 23 | 0.10 | 142.595 | 142.595 | 139.795 | -108.07 | 9846.75 |
79 | 2022.09.07 12:00 | sell | 24 | 0.10 | 143.199 | 0.000 | 0.000 | ||
80 | 2022.09.07 12:00 | modify | 24 | 0.10 | 143.199 | 144.699 | 141.899 | ||
81 | 2022.09.09 03:00 | s/l | 24 | 0.10 | 144.699 | 144.699 | 141.899 | -109.80 | 9736.95 |
82 | 2022.09.14 08:00 | buy | 25 | 0.10 | 143.166 | 0.000 | 0.000 | ||
83 | 2022.09.14 08:00 | modify | 25 | 0.10 | 143.166 | 141.666 | 144.466 | ||
84 | 2022.09.21 21:00 | s/l | 25 | 0.10 | 141.666 | 141.666 | 144.466 | -105.58 | 9631.37 |
85 | 2022.11.04 16:00 | sell | 26 | 0.10 | 145.673 | 0.000 | 0.000 | ||
86 | 2022.11.04 16:00 | modify | 26 | 0.10 | 145.673 | 147.173 | 144.373 | ||
87 | 2022.11.10 15:00 | t/p | 26 | 0.10 | 144.373 | 147.173 | 144.373 | 89.70 | 9721.07 |
88 | 2022.11.10 17:00 | buy | 27 | 0.10 | 144.280 | 0.000 | 0.000 | ||
89 | 2022.11.10 17:00 | modify | 27 | 0.10 | 144.280 | 142.780 | 145.580 | ||
90 | 2022.11.11 11:00 | s/l | 27 | 0.10 | 142.780 | 142.780 | 145.580 | -107.40 | 9613.67 |
91 | 2022.11.28 04:00 | buy | 28 | 0.10 | 143.601 | 0.000 | 0.000 | ||
92 | 2022.11.28 04:00 | modify | 28 | 0.10 | 143.601 | 142.101 | 144.901 | ||
93 | 2022.11.28 14:00 | t/p | 28 | 0.10 | 144.901 | 142.101 | 144.901 | 93.34 | 9707.01 |
94 | 2022.12.13 16:00 | buy | 29 | 0.10 | 143.821 | 0.000 | 0.000 | ||
95 | 2022.12.13 16:00 | modify | 29 | 0.10 | 143.821 | 142.321 | 145.121 | ||
96 | 2022.12.14 21:00 | buy | 30 | 0.10 | 144.476 | 0.000 | 0.000 | ||
97 | 2022.12.14 21:00 | modify | 30 | 0.10 | 144.476 | 144.276 | 145.121 | ||
98 | 2022.12.14 21:00 | modify | 29 | 0.10 | 143.821 | 144.276 | 145.121 | ||
99 | 2022.12.15 08:00 | buy | 31 | 0.10 | 144.601 | 0.000 | 0.000 | ||
100 | 2022.12.15 08:00 | modify | 31 | 0.10 | 144.601 | 144.146 | 145.121 | ||
101 | 2022.12.15 08:00 | modify | 30 | 0.10 | 144.476 | 144.146 | 145.121 | ||
102 | 2022.12.15 08:00 | modify | 29 | 0.10 | 143.821 | 144.146 | 145.121 | ||
103 | 2022.12.15 10:00 | t/p | 29 | 0.10 | 145.121 | 144.146 | 145.121 | 94.56 | 9801.57 |
104 | 2022.12.15 10:00 | t/p | 30 | 0.10 | 145.121 | 144.146 | 145.121 | 47.22 | 9848.79 |
105 | 2022.12.15 10:00 | t/p | 31 | 0.10 | 145.121 | 144.146 | 145.121 | 37.34 | 9886.13 |
106 | 2022.12.20 07:00 | buy | 32 | 0.10 | 141.299 | 0.000 | 0.000 | ||
107 | 2022.12.20 07:00 | modify | 32 | 0.10 | 141.299 | 139.799 | 142.599 | ||
108 | 2022.12.20 16:00 | s/l | 32 | 0.10 | 139.799 | 139.799 | 142.599 | -107.70 | 9778.43 |
109 | 2023.01.03 11:00 | buy | 33 | 0.10 | 137.659 | 0.000 | 0.000 | ||
110 | 2023.01.03 11:00 | modify | 33 | 0.10 | 137.659 | 136.159 | 138.959 | ||
111 | 2023.01.04 15:00 | t/p | 33 | 0.10 | 138.959 | 136.159 | 138.959 | 93.65 | 9872.08 |
112 | 2023.01.12 11:00 | buy | 34 | 0.10 | 141.019 | 0.000 | 0.000 | ||
113 | 2023.01.12 11:00 | modify | 34 | 0.10 | 141.019 | 139.519 | 142.319 | ||
114 | 2023.01.13 07:00 | s/l | 34 | 0.10 | 139.519 | 139.519 | 142.319 | -107.40 | 9764.69 |
115 | 2023.01.13 09:00 | buy | 35 | 0.10 | 139.339 | 0.000 | 0.000 | ||
116 | 2023.01.13 09:00 | modify | 35 | 0.10 | 139.339 | 137.839 | 140.639 | ||
117 | 2023.01.18 03:00 | t/p | 35 | 0.10 | 140.639 | 137.839 | 140.639 | 94.25 | 9858.94 |
118 | 2023.02.13 11:00 | sell | 36 | 0.10 | 141.581 | 0.000 | 0.000 | ||
119 | 2023.02.13 11:00 | modify | 36 | 0.10 | 141.581 | 143.081 | 140.281 | ||
120 | 2023.02.15 09:00 | s/l | 36 | 0.10 | 143.081 | 143.081 | 140.281 | -108.64 | 9750.30 |
121 | 2023.03.15 15:00 | buy | 37 | 0.10 | 140.268 | 0.000 | 0.000 | ||
122 | 2023.03.15 15:00 | modify | 37 | 0.10 | 140.268 | 138.768 | 141.568 | ||
123 | 2023.03.15 19:00 | t/p | 37 | 0.10 | 141.568 | 138.768 | 141.568 | 93.35 | 9843.65 |
124 | 2023.03.21 13:00 | sell | 38 | 0.10 | 142.557 | 0.000 | 0.000 | ||
125 | 2023.03.21 13:00 | modify | 38 | 0.10 | 142.557 | 144.057 | 141.257 | ||
126 | 2023.03.23 20:00 | t/p | 38 | 0.10 | 141.257 | 144.057 | 141.257 | 90.85 | 9934.50 |
127 | 2023.03.24 06:00 | buy | 39 | 0.10 | 140.993 | 0.000 | 0.000 | ||
128 | 2023.03.24 06:00 | modify | 39 | 0.10 | 140.993 | 139.493 | 142.293 | ||
129 | 2023.03.24 10:00 | s/l | 39 | 0.10 | 139.493 | 139.493 | 142.293 | -107.70 | 9826.80 |
130 | 2023.03.24 11:00 | buy | 40 | 0.10 | 139.368 | 0.000 | 0.000 | ||
131 | 2023.03.24 11:00 | modify | 40 | 0.10 | 139.368 | 137.868 | 140.668 | ||
132 | 2023.03.24 17:00 | t/p | 40 | 0.10 | 140.668 | 137.868 | 140.668 | 93.35 | 9920.15 |
133 | 2023.03.30 14:00 | sell | 41 | 0.10 | 144.838 | 0.000 | 0.000 | ||
134 | 2023.03.30 14:00 | modify | 41 | 0.10 | 144.838 | 146.338 | 143.538 | ||
135 | 2023.03.31 19:00 | sell | 42 | 0.10 | 144.032 | 0.000 | 0.000 | ||
136 | 2023.03.31 19:00 | modify | 42 | 0.10 | 144.032 | 144.513 | 143.538 | ||
137 | 2023.03.31 19:00 | modify | 41 | 0.10 | 144.838 | 144.513 | 143.538 | ||
138 | 2023.04.02 22:00 | s/l | 41 | 0.10 | 144.513 | 144.513 | 143.538 | 22.71 | 9942.86 |
139 | 2023.04.02 22:00 | s/l | 42 | 0.10 | 144.513 | 144.513 | 143.538 | -34.46 | 9908.40 |
140 | 2023.04.04 11:00 | sell | 43 | 0.10 | 145.157 | 0.000 | 0.000 | ||
141 | 2023.04.04 11:00 | modify | 43 | 0.10 | 145.157 | 146.657 | 143.857 | ||
142 | 2023.04.04 16:00 | sell | 44 | 0.10 | 144.112 | 0.000 | 0.000 | ||
143 | 2023.04.04 16:00 | modify | 44 | 0.10 | 144.112 | 144.702 | 143.857 | ||
144 | 2023.04.04 16:00 | modify | 43 | 0.10 | 145.157 | 144.702 | 143.857 | ||
145 | 2023.04.05 01:00 | t/p | 43 | 0.10 | 143.857 | 144.702 | 143.857 | 92.58 | 10000.98 |
146 | 2023.04.05 01:00 | t/p | 44 | 0.10 | 143.857 | 144.702 | 143.857 | 17.70 | 10018.69 |
147 | 2023.05.10 16:00 | buy | 45 | 0.10 | 147.538 | 0.000 | 0.000 | ||
148 | 2023.05.10 16:00 | modify | 45 | 0.10 | 147.538 | 146.038 | 148.838 | ||
149 | 2023.05.16 15:00 | buy | 46 | 0.10 | 148.332 | 0.000 | 0.000 | ||
150 | 2023.05.16 15:00 | modify | 46 | 0.10 | 148.332 | 147.863 | 148.838 | ||
151 | 2023.05.16 15:00 | modify | 45 | 0.10 | 147.538 | 147.863 | 148.838 | ||
152 | 2023.05.16 21:00 | buy | 47 | 0.10 | 148.189 | 0.000 | 0.000 | ||
153 | 2023.05.16 21:00 | modify | 47 | 0.10 | 148.189 | 147.993 | 148.838 | ||
154 | 2023.05.16 22:00 | modify | 47 | 0.10 | 148.189 | 147.863 | 148.838 | ||
155 | 2023.05.17 16:00 | t/p | 45 | 0.10 | 148.838 | 147.863 | 148.838 | 95.48 | 10114.17 |
156 | 2023.05.17 16:00 | t/p | 46 | 0.10 | 148.838 | 147.863 | 148.838 | 36.63 | 10150.80 |
157 | 2023.05.17 16:00 | t/p | 47 | 0.10 | 148.838 | 147.863 | 148.838 | 46.90 | 10197.71 |