Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=4; 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | -68.50 | Gross profit | 636.31 | Gross loss | -704.81 |
Profit factor | 0.90 | Expected payoff | -4.28 | ||
Absolute drawdown | 220.02 | Maximal drawdown | 428.80 (4.20%) | Relative drawdown | 4.20% (428.80) |
Total trades | 16 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 7 (42.86%) |
Profit trades (% of total) | 8 (50.00%) | Loss trades (% of total) | 8 (50.00%) | ||
Largest | profit trade | 108.19 | loss trade | -107.38 | |
Average | profit trade | 79.54 | loss trade | -88.10 | |
Maximum | consecutive wins (profit in money) | 3 (262.22) | consecutive losses (loss in money) | 3 (-293.58) | |
Maximal | consecutive profit (count of wins) | 262.22 (3) | consecutive loss (count of losses) | -293.58 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.02 12:00 | buy | 1 | 0.10 | 90.872 | 0.000 | 0.000 | ||
2 | 2022.08.02 12:00 | modify | 1 | 0.10 | 90.872 | 89.572 | 92.372 | ||
3 | 2022.08.02 16:00 | buy | 2 | 0.10 | 92.000 | 0.000 | 0.000 | ||
4 | 2022.08.02 16:00 | modify | 2 | 0.10 | 92.000 | 91.622 | 92.372 | ||
5 | 2022.08.02 16:00 | modify | 1 | 0.10 | 90.872 | 91.622 | 92.372 | ||
6 | 2022.08.03 04:00 | t/p | 1 | 0.10 | 92.372 | 91.622 | 92.372 | 108.19 | 10108.19 |
7 | 2022.08.03 04:00 | t/p | 2 | 0.10 | 92.372 | 91.622 | 92.372 | 27.20 | 10135.39 |
8 | 2022.08.08 12:00 | sell | 3 | 0.10 | 94.048 | 0.000 | 0.000 | ||
9 | 2022.08.08 12:00 | modify | 3 | 0.10 | 94.048 | 95.348 | 92.548 | ||
10 | 2022.08.25 12:00 | s/l | 3 | 0.10 | 95.348 | 95.348 | 92.548 | -106.02 | 10029.37 |
11 | 2022.09.09 08:00 | sell | 4 | 0.10 | 97.668 | 0.000 | 0.000 | ||
12 | 2022.09.09 08:00 | modify | 4 | 0.10 | 97.668 | 98.968 | 96.168 | ||
13 | 2022.09.14 16:00 | t/p | 4 | 0.10 | 96.168 | 98.968 | 96.168 | 105.46 | 10134.83 |
14 | 2022.10.14 08:00 | sell | 5 | 0.10 | 93.262 | 0.000 | 0.000 | ||
15 | 2022.10.14 08:00 | modify | 5 | 0.10 | 93.262 | 94.562 | 91.762 | ||
16 | 2022.10.20 12:00 | s/l | 5 | 0.10 | 94.562 | 94.562 | 91.762 | -97.22 | 10037.61 |
17 | 2022.11.03 04:00 | buy | 6 | 0.10 | 93.783 | 0.000 | 0.000 | ||
18 | 2022.11.03 04:00 | modify | 6 | 0.10 | 93.783 | 92.483 | 95.283 | ||
19 | 2022.11.28 04:00 | s/l | 6 | 0.10 | 92.483 | 92.483 | 95.283 | -82.09 | 9955.52 |
20 | 2022.12.02 04:00 | buy | 7 | 0.10 | 92.136 | 0.000 | 0.000 | ||
21 | 2022.12.02 04:00 | modify | 7 | 0.10 | 92.136 | 90.836 | 93.636 | ||
22 | 2022.12.12 20:00 | buy | 8 | 0.10 | 92.903 | 0.000 | 0.000 | ||
23 | 2022.12.12 20:00 | modify | 8 | 0.10 | 92.903 | 92.436 | 93.636 | ||
24 | 2022.12.12 20:00 | modify | 7 | 0.10 | 92.136 | 92.436 | 93.636 | ||
25 | 2022.12.14 04:00 | s/l | 7 | 0.10 | 92.436 | 92.436 | 93.636 | 26.43 | 9981.95 |
26 | 2022.12.14 04:00 | s/l | 8 | 0.10 | 92.436 | 92.436 | 93.636 | -32.56 | 9949.39 |
27 | 2022.12.20 12:00 | buy | 9 | 0.10 | 88.507 | 0.000 | 0.000 | ||
28 | 2022.12.20 12:00 | modify | 9 | 0.10 | 88.507 | 87.207 | 90.007 | ||
29 | 2022.12.20 20:00 | s/l | 9 | 0.10 | 87.207 | 87.207 | 90.007 | -93.34 | 9856.05 |
30 | 2022.12.27 12:00 | sell | 10 | 0.10 | 89.803 | 0.000 | 0.000 | ||
31 | 2022.12.27 12:00 | modify | 10 | 0.10 | 89.803 | 91.103 | 88.303 | ||
32 | 2023.01.02 08:00 | sell | 11 | 0.10 | 89.038 | 0.000 | 0.000 | ||
33 | 2023.01.02 08:00 | modify | 11 | 0.10 | 89.038 | 89.503 | 88.303 | ||
34 | 2023.01.02 08:00 | modify | 10 | 0.10 | 89.803 | 89.503 | 88.303 | ||
35 | 2023.01.03 04:00 | t/p | 10 | 0.10 | 88.303 | 89.503 | 88.303 | 102.74 | 9958.79 |
36 | 2023.01.03 04:00 | t/p | 11 | 0.10 | 88.303 | 89.503 | 88.303 | 51.99 | 10010.78 |
37 | 2023.01.18 08:00 | sell | 12 | 0.10 | 91.420 | 0.000 | 0.000 | ||
38 | 2023.01.18 08:00 | modify | 12 | 0.10 | 91.420 | 92.720 | 89.920 | ||
39 | 2023.01.18 20:00 | t/p | 12 | 0.10 | 89.920 | 92.720 | 89.920 | 107.49 | 10118.27 |
40 | 2023.01.24 04:00 | sell | 13 | 0.10 | 91.711 | 0.000 | 0.000 | ||
41 | 2023.01.24 04:00 | modify | 13 | 0.10 | 91.711 | 93.011 | 90.211 | ||
42 | 2023.02.14 20:00 | s/l | 13 | 0.10 | 93.011 | 93.011 | 90.211 | -107.38 | 10010.89 |
43 | 2023.04.21 12:00 | buy | 14 | 0.10 | 89.598 | 0.000 | 0.000 | ||
44 | 2023.04.21 12:00 | modify | 14 | 0.10 | 89.598 | 88.298 | 91.098 | ||
45 | 2023.04.25 20:00 | s/l | 14 | 0.10 | 88.298 | 88.298 | 91.098 | -92.36 | 9918.53 |
46 | 2023.05.01 08:00 | sell | 15 | 0.10 | 90.777 | 0.000 | 0.000 | ||
47 | 2023.05.01 08:00 | modify | 15 | 0.10 | 90.777 | 92.077 | 89.277 | ||
48 | 2023.05.02 08:00 | s/l | 15 | 0.10 | 92.077 | 92.077 | 89.277 | -93.84 | 9824.69 |
49 | 2023.05.02 12:00 | sell | 16 | 0.10 | 92.043 | 0.000 | 0.000 | ||
50 | 2023.05.02 12:00 | modify | 16 | 0.10 | 92.043 | 93.343 | 90.543 | ||
51 | 2023.05.03 08:00 | t/p | 16 | 0.10 | 90.543 | 93.343 | 90.543 | 106.81 | 9931.50 |