Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=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=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 79820 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 929.46 | Gross profit | 1192.92 | Gross loss | -263.46 |
Profit factor | 4.53 | Expected payoff | 30.98 | ||
Absolute drawdown | 74.10 | Maximal drawdown | 255.04 (2.51%) | Relative drawdown | 2.51% (255.04) |
Total trades | 30 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 17 (76.47%) |
Profit trades (% of total) | 21 (70.00%) | Loss trades (% of total) | 9 (30.00%) | ||
Largest | profit trade | 101.43 | loss trade | -43.58 | |
Average | profit trade | 56.81 | loss trade | -29.27 | |
Maximum | consecutive wins (profit in money) | 7 (420.45) | consecutive losses (loss in money) | 3 (-54.23) | |
Maximal | consecutive profit (count of wins) | 420.45 (7) | consecutive loss (count of losses) | -86.66 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.08 20:00 | sell | 1 | 0.10 | 143.844 | 0.000 | 0.000 | ||
2 | 2022.06.08 20:00 | modify | 1 | 0.10 | 143.844 | 144.444 | 142.444 | ||
3 | 2022.06.09 06:50 | sell | 2 | 0.10 | 143.339 | 0.000 | 0.000 | ||
4 | 2022.06.09 06:50 | modify | 2 | 0.10 | 143.339 | 143.704 | 142.444 | ||
5 | 2022.06.09 06:50 | modify | 1 | 0.10 | 143.844 | 143.704 | 142.444 | ||
6 | 2022.06.09 09:40 | sell | 3 | 0.10 | 142.983 | 0.000 | 0.000 | ||
7 | 2022.06.09 09:40 | modify | 3 | 0.10 | 142.983 | 143.284 | 142.444 | ||
8 | 2022.06.09 09:40 | sell | 4 | 0.10 | 142.983 | 0.000 | 0.000 | ||
9 | 2022.06.09 09:40 | modify | 4 | 0.10 | 142.983 | 143.354 | 142.444 | ||
10 | 2022.06.09 09:40 | modify | 2 | 0.10 | 143.339 | 143.354 | 142.444 | ||
11 | 2022.06.09 09:40 | modify | 1 | 0.10 | 143.844 | 143.354 | 142.444 | ||
12 | 2022.06.09 09:45 | modify | 3 | 0.10 | 142.983 | 143.354 | 142.444 | ||
13 | 2022.06.09 11:30 | s/l | 1 | 0.10 | 143.354 | 143.354 | 142.444 | 33.38 | 10033.38 |
14 | 2022.06.09 11:30 | s/l | 2 | 0.10 | 143.354 | 143.354 | 142.444 | -1.07 | 10032.31 |
15 | 2022.06.09 11:30 | s/l | 3 | 0.10 | 143.354 | 143.354 | 142.444 | -26.58 | 10005.73 |
16 | 2022.06.09 11:30 | s/l | 4 | 0.10 | 143.354 | 143.354 | 142.444 | -26.58 | 9979.15 |
17 | 2022.07.06 16:00 | buy | 5 | 0.10 | 138.004 | 0.000 | 0.000 | ||
18 | 2022.07.06 16:00 | modify | 5 | 0.10 | 138.004 | 137.404 | 139.404 | ||
19 | 2022.07.06 18:40 | buy | 6 | 0.10 | 138.497 | 0.000 | 0.000 | ||
20 | 2022.07.06 18:40 | modify | 6 | 0.10 | 138.497 | 138.144 | 139.404 | ||
21 | 2022.07.06 18:40 | modify | 5 | 0.10 | 138.004 | 138.144 | 139.404 | ||
22 | 2022.07.07 01:40 | s/l | 5 | 0.10 | 138.144 | 138.144 | 139.404 | 10.96 | 9990.11 |
23 | 2022.07.07 01:40 | s/l | 6 | 0.10 | 138.144 | 138.144 | 139.404 | -24.43 | 9965.68 |
24 | 2022.08.02 12:00 | buy | 7 | 0.10 | 133.951 | 0.000 | 0.000 | ||
25 | 2022.08.02 12:00 | modify | 7 | 0.10 | 133.951 | 133.351 | 135.351 | ||
26 | 2022.08.02 14:40 | buy | 8 | 0.10 | 134.452 | 0.000 | 0.000 | ||
27 | 2022.08.02 14:40 | modify | 8 | 0.10 | 134.452 | 134.091 | 135.351 | ||
28 | 2022.08.02 14:40 | modify | 7 | 0.10 | 133.951 | 134.091 | 135.351 | ||
29 | 2022.08.02 15:30 | buy | 9 | 0.10 | 134.807 | 0.000 | 0.000 | ||
30 | 2022.08.02 15:30 | modify | 9 | 0.10 | 134.807 | 134.511 | 135.351 | ||
31 | 2022.08.02 15:30 | buy | 10 | 0.10 | 134.807 | 0.000 | 0.000 | ||
32 | 2022.08.02 15:30 | modify | 10 | 0.10 | 134.807 | 134.441 | 135.351 | ||
33 | 2022.08.02 15:30 | modify | 8 | 0.10 | 134.452 | 134.441 | 135.351 | ||
34 | 2022.08.02 15:30 | modify | 7 | 0.10 | 133.951 | 134.441 | 135.351 | ||
35 | 2022.08.02 15:35 | modify | 9 | 0.10 | 134.807 | 134.441 | 135.351 | ||
36 | 2022.08.02 18:40 | t/p | 7 | 0.10 | 135.351 | 134.441 | 135.351 | 100.52 | 10066.20 |
37 | 2022.08.02 18:40 | t/p | 8 | 0.10 | 135.351 | 134.441 | 135.351 | 64.55 | 10130.75 |
38 | 2022.08.02 18:40 | t/p | 9 | 0.10 | 135.351 | 134.441 | 135.351 | 39.06 | 10169.81 |
39 | 2022.08.02 18:40 | t/p | 10 | 0.10 | 135.351 | 134.441 | 135.351 | 39.06 | 10208.87 |
40 | 2022.08.29 20:00 | sell | 11 | 0.10 | 138.634 | 0.000 | 0.000 | ||
41 | 2022.08.29 20:00 | modify | 11 | 0.10 | 138.634 | 139.234 | 137.234 | ||
42 | 2022.08.30 16:40 | s/l | 11 | 0.10 | 139.234 | 139.234 | 137.234 | -43.58 | 10165.30 |
43 | 2022.10.04 20:00 | sell | 12 | 0.10 | 143.909 | 0.000 | 0.000 | ||
44 | 2022.10.04 20:00 | modify | 12 | 0.10 | 143.909 | 144.509 | 142.509 | ||
45 | 2022.10.05 08:05 | sell | 13 | 0.10 | 143.409 | 0.000 | 0.000 | ||
46 | 2022.10.05 08:05 | modify | 13 | 0.10 | 143.409 | 143.769 | 142.509 | ||
47 | 2022.10.05 08:05 | modify | 12 | 0.10 | 143.909 | 143.769 | 142.509 | ||
48 | 2022.10.05 11:40 | sell | 14 | 0.10 | 143.056 | 0.000 | 0.000 | ||
49 | 2022.10.05 11:40 | modify | 14 | 0.10 | 143.056 | 143.349 | 142.509 | ||
50 | 2022.10.05 11:40 | sell | 15 | 0.10 | 143.056 | 0.000 | 0.000 | ||
51 | 2022.10.05 11:40 | modify | 15 | 0.10 | 143.056 | 143.419 | 142.509 | ||
52 | 2022.10.05 11:40 | modify | 13 | 0.10 | 143.409 | 143.419 | 142.509 | ||
53 | 2022.10.05 11:40 | modify | 12 | 0.10 | 143.909 | 143.419 | 142.509 | ||
54 | 2022.10.05 11:45 | modify | 14 | 0.10 | 143.056 | 143.419 | 142.509 | ||
55 | 2022.10.05 14:40 | t/p | 12 | 0.10 | 142.509 | 143.419 | 142.509 | 99.74 | 10265.04 |
56 | 2022.10.05 14:40 | t/p | 13 | 0.10 | 142.509 | 143.419 | 142.509 | 64.49 | 10329.53 |
57 | 2022.10.05 14:40 | t/p | 14 | 0.10 | 142.509 | 143.419 | 142.509 | 39.20 | 10368.73 |
58 | 2022.10.05 14:40 | t/p | 15 | 0.10 | 142.509 | 143.419 | 142.509 | 39.20 | 10407.93 |
59 | 2022.11.10 20:00 | buy | 16 | 0.10 | 144.409 | 0.000 | 0.000 | ||
60 | 2022.11.10 20:00 | modify | 16 | 0.10 | 144.409 | 143.809 | 145.809 | ||
61 | 2022.11.10 21:20 | s/l | 16 | 0.10 | 143.809 | 143.809 | 145.809 | -43.08 | 10364.85 |
62 | 2022.11.11 16:00 | buy | 17 | 0.10 | 143.620 | 0.000 | 0.000 | ||
63 | 2022.11.11 16:00 | modify | 17 | 0.10 | 143.620 | 143.020 | 145.020 | ||
64 | 2022.11.14 08:10 | buy | 18 | 0.10 | 144.120 | 0.000 | 0.000 | ||
65 | 2022.11.14 08:10 | modify | 18 | 0.10 | 144.120 | 143.760 | 145.020 | ||
66 | 2022.11.14 08:10 | modify | 17 | 0.10 | 143.620 | 143.760 | 145.020 | ||
67 | 2022.11.14 08:30 | buy | 19 | 0.10 | 144.472 | 0.000 | 0.000 | ||
68 | 2022.11.14 08:30 | modify | 19 | 0.10 | 144.472 | 144.180 | 145.020 | ||
69 | 2022.11.14 08:30 | buy | 20 | 0.10 | 144.472 | 0.000 | 0.000 | ||
70 | 2022.11.14 08:30 | modify | 20 | 0.10 | 144.472 | 144.110 | 145.020 | ||
71 | 2022.11.14 08:30 | modify | 18 | 0.10 | 144.120 | 144.110 | 145.020 | ||
72 | 2022.11.14 08:30 | modify | 17 | 0.10 | 143.620 | 144.110 | 145.020 | ||
73 | 2022.11.14 08:35 | modify | 19 | 0.10 | 144.472 | 144.110 | 145.020 | ||
74 | 2022.11.14 13:40 | t/p | 17 | 0.10 | 145.020 | 144.110 | 145.020 | 100.83 | 10465.68 |
75 | 2022.11.14 13:40 | t/p | 18 | 0.10 | 145.020 | 144.110 | 145.020 | 64.62 | 10530.30 |
76 | 2022.11.14 13:40 | t/p | 19 | 0.10 | 145.020 | 144.110 | 145.020 | 39.35 | 10569.65 |
77 | 2022.11.14 13:40 | t/p | 20 | 0.10 | 145.020 | 144.110 | 145.020 | 39.35 | 10609.00 |
78 | 2022.12.15 20:00 | sell | 21 | 0.10 | 146.450 | 0.000 | 0.000 | ||
79 | 2022.12.15 20:00 | modify | 21 | 0.10 | 146.450 | 147.050 | 145.050 | ||
80 | 2022.12.16 09:50 | sell | 22 | 0.10 | 145.584 | 0.000 | 0.000 | ||
81 | 2022.12.16 09:50 | modify | 22 | 0.10 | 145.584 | 145.890 | 145.050 | ||
82 | 2022.12.16 09:50 | sell | 23 | 0.10 | 145.584 | 0.000 | 0.000 | ||
83 | 2022.12.16 09:50 | modify | 23 | 0.10 | 145.584 | 145.960 | 145.050 | ||
84 | 2022.12.16 09:50 | modify | 21 | 0.10 | 146.450 | 145.960 | 145.050 | ||
85 | 2022.12.16 09:55 | modify | 22 | 0.10 | 145.584 | 145.960 | 145.050 | ||
86 | 2022.12.16 15:40 | t/p | 21 | 0.10 | 145.050 | 145.960 | 145.050 | 99.75 | 10708.76 |
87 | 2022.12.16 15:40 | t/p | 22 | 0.10 | 145.050 | 145.960 | 145.050 | 38.27 | 10747.03 |
88 | 2022.12.16 15:40 | t/p | 23 | 0.10 | 145.050 | 145.960 | 145.050 | 38.27 | 10785.30 |
89 | 2022.12.20 12:00 | buy | 24 | 0.10 | 140.997 | 0.000 | 0.000 | ||
90 | 2022.12.20 12:00 | modify | 24 | 0.10 | 140.997 | 140.397 | 142.397 | ||
91 | 2022.12.20 13:40 | s/l | 24 | 0.10 | 140.397 | 140.397 | 142.397 | -43.08 | 10742.22 |
92 | 2023.04.28 20:00 | sell | 25 | 0.10 | 150.035 | 0.000 | 0.000 | ||
93 | 2023.04.28 20:00 | modify | 25 | 0.10 | 150.035 | 150.635 | 148.635 | ||
94 | 2023.05.01 02:30 | s/l | 25 | 0.10 | 150.635 | 150.635 | 148.635 | -43.58 | 10698.64 |
95 | 2023.05.11 16:00 | buy | 26 | 0.10 | 146.801 | 0.000 | 0.000 | ||
96 | 2023.05.11 16:00 | modify | 26 | 0.10 | 146.801 | 146.201 | 148.201 | ||
97 | 2023.05.12 16:05 | buy | 27 | 0.10 | 147.320 | 0.000 | 0.000 | ||
98 | 2023.05.12 16:05 | modify | 27 | 0.10 | 147.320 | 146.941 | 148.201 | ||
99 | 2023.05.12 16:05 | modify | 26 | 0.10 | 146.801 | 146.941 | 148.201 | ||
100 | 2023.05.15 02:40 | buy | 28 | 0.10 | 147.669 | 0.000 | 0.000 | ||
101 | 2023.05.15 02:40 | modify | 28 | 0.10 | 147.669 | 147.361 | 148.201 | ||
102 | 2023.05.15 02:40 | buy | 29 | 0.10 | 147.669 | 0.000 | 0.000 | ||
103 | 2023.05.15 02:40 | modify | 29 | 0.10 | 147.669 | 147.291 | 148.201 | ||
104 | 2023.05.15 02:40 | modify | 27 | 0.10 | 147.320 | 147.291 | 148.201 | ||
105 | 2023.05.15 02:40 | modify | 26 | 0.10 | 146.801 | 147.291 | 148.201 | ||
106 | 2023.05.15 02:45 | modify | 28 | 0.10 | 147.669 | 147.291 | 148.201 | ||
107 | 2023.05.16 13:20 | t/p | 26 | 0.10 | 148.201 | 147.291 | 148.201 | 101.43 | 10800.07 |
108 | 2023.05.16 13:20 | t/p | 27 | 0.10 | 148.201 | 147.291 | 148.201 | 63.87 | 10863.94 |
109 | 2023.05.16 13:20 | t/p | 28 | 0.10 | 148.201 | 147.291 | 148.201 | 38.50 | 10902.45 |
110 | 2023.05.16 13:20 | t/p | 29 | 0.10 | 148.201 | 147.291 | 148.201 | 38.50 | 10940.95 |
111 | 2023.05.31 20:00 | buy | 30 | 0.10 | 148.939 | 0.000 | 0.000 | ||
112 | 2023.05.31 20:00 | modify | 30 | 0.10 | 148.939 | 148.339 | 150.339 | ||
113 | 2023.05.31 23:59 | close at stop | 30 | 0.10 | 148.779 | 148.339 | 150.339 | -11.49 | 10929.46 |