Symbol | USDJPY (US 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=6; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 51.11 | Gross profit | 1028.08 | Gross loss | -976.97 |
Profit factor | 1.05 | Expected payoff | 2.43 | ||
Absolute drawdown | 283.23 | Maximal drawdown | 315.84 (3.15%) | Relative drawdown | 3.15% (315.84) |
Total trades | 21 | Short positions (won %) | 14 (42.86%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 11 (52.38%) | Loss trades (% of total) | 10 (47.62%) | ||
Largest | profit trade | 120.81 | loss trade | -122.28 | |
Average | profit trade | 93.46 | loss trade | -97.70 | |
Maximum | consecutive wins (profit in money) | 2 (228.70) | consecutive losses (loss in money) | 2 (-213.53) | |
Maximal | consecutive profit (count of wins) | 228.70 (2) | consecutive loss (count of losses) | -213.53 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.02 00:00 | sell | 1 | 0.10 | 130.125 | 0.000 | 0.000 | ||
2 | 2022.06.02 00:00 | modify | 1 | 0.10 | 130.125 | 131.625 | 128.625 | ||
3 | 2022.06.06 16:00 | s/l | 1 | 0.10 | 131.625 | 131.625 | 128.625 | -116.93 | 9883.07 |
4 | 2022.07.14 12:00 | sell | 2 | 0.10 | 138.864 | 0.000 | 0.000 | ||
5 | 2022.07.14 12:00 | modify | 2 | 0.10 | 138.864 | 140.364 | 137.364 | ||
6 | 2022.07.20 00:00 | sell | 3 | 0.10 | 138.184 | 0.000 | 0.000 | ||
7 | 2022.07.20 00:00 | modify | 3 | 0.10 | 138.184 | 138.564 | 137.364 | ||
8 | 2022.07.20 00:00 | modify | 2 | 0.10 | 138.864 | 138.564 | 137.364 | ||
9 | 2022.07.21 04:00 | s/l | 2 | 0.10 | 138.564 | 138.564 | 137.364 | 11.41 | 9894.48 |
10 | 2022.07.21 04:00 | s/l | 3 | 0.10 | 138.564 | 138.564 | 137.364 | -31.89 | 9862.60 |
11 | 2022.08.02 12:00 | buy | 4 | 0.10 | 131.019 | 0.000 | 0.000 | ||
12 | 2022.08.02 12:00 | modify | 4 | 0.10 | 131.019 | 129.519 | 132.519 | ||
13 | 2022.08.02 20:00 | t/p | 4 | 0.10 | 132.519 | 129.519 | 132.519 | 112.73 | 9975.33 |
14 | 2022.08.29 12:00 | sell | 5 | 0.10 | 138.570 | 0.000 | 0.000 | ||
15 | 2022.08.29 12:00 | modify | 5 | 0.10 | 138.570 | 140.070 | 137.070 | ||
16 | 2022.09.01 16:00 | s/l | 5 | 0.10 | 140.070 | 140.070 | 137.070 | -114.51 | 9860.81 |
17 | 2022.09.07 08:00 | sell | 6 | 0.10 | 143.899 | 0.000 | 0.000 | ||
18 | 2022.09.07 08:00 | modify | 6 | 0.10 | 143.899 | 145.399 | 142.399 | ||
19 | 2022.09.09 08:00 | t/p | 6 | 0.10 | 142.399 | 145.399 | 142.399 | 99.48 | 9960.29 |
20 | 2022.10.12 08:00 | sell | 7 | 0.10 | 146.169 | 0.000 | 0.000 | ||
21 | 2022.10.12 08:00 | modify | 7 | 0.10 | 146.169 | 147.669 | 144.669 | ||
22 | 2022.10.13 16:00 | s/l | 7 | 0.10 | 147.669 | 147.669 | 144.669 | -106.32 | 9853.97 |
23 | 2022.10.17 00:00 | sell | 8 | 0.10 | 148.635 | 0.000 | 0.000 | ||
24 | 2022.10.17 00:00 | modify | 8 | 0.10 | 148.635 | 150.135 | 147.135 | ||
25 | 2022.10.20 20:00 | s/l | 8 | 0.10 | 150.135 | 150.135 | 147.135 | -107.21 | 9746.76 |
26 | 2022.10.27 04:00 | buy | 9 | 0.10 | 146.152 | 0.000 | 0.000 | ||
27 | 2022.10.27 04:00 | modify | 9 | 0.10 | 146.152 | 144.652 | 147.652 | ||
28 | 2022.10.28 12:00 | t/p | 9 | 0.10 | 147.652 | 144.652 | 147.652 | 102.87 | 9849.63 |
29 | 2022.11.22 00:00 | sell | 10 | 0.10 | 142.087 | 0.000 | 0.000 | ||
30 | 2022.11.22 00:00 | modify | 10 | 0.10 | 142.087 | 143.587 | 140.587 | ||
31 | 2022.11.23 16:00 | t/p | 10 | 0.10 | 140.587 | 143.587 | 140.587 | 105.85 | 9955.49 |
32 | 2022.12.02 04:00 | buy | 11 | 0.10 | 135.187 | 0.000 | 0.000 | ||
33 | 2022.12.02 04:00 | modify | 11 | 0.10 | 135.187 | 133.687 | 136.687 | ||
34 | 2022.12.02 12:00 | s/l | 11 | 0.10 | 133.687 | 133.687 | 136.687 | -111.94 | 9843.55 |
35 | 2022.12.16 00:00 | sell | 12 | 0.10 | 137.746 | 0.000 | 0.000 | ||
36 | 2022.12.16 00:00 | modify | 12 | 0.10 | 137.746 | 139.246 | 136.246 | ||
37 | 2022.12.18 20:00 | t/p | 12 | 0.10 | 136.246 | 139.246 | 136.246 | 110.42 | 9953.97 |
38 | 2023.01.02 04:00 | buy | 13 | 0.10 | 130.926 | 0.000 | 0.000 | ||
39 | 2023.01.02 04:00 | modify | 13 | 0.10 | 130.926 | 129.426 | 132.426 | ||
40 | 2023.01.04 20:00 | t/p | 13 | 0.10 | 132.426 | 129.426 | 132.426 | 115.44 | 10069.40 |
41 | 2023.01.13 12:00 | buy | 14 | 0.10 | 128.778 | 0.000 | 0.000 | ||
42 | 2023.01.13 12:00 | modify | 14 | 0.10 | 128.778 | 127.278 | 130.278 | ||
43 | 2023.01.16 04:00 | s/l | 14 | 0.10 | 127.278 | 127.278 | 130.278 | -116.58 | 9952.83 |
44 | 2023.02.02 04:00 | buy | 15 | 0.10 | 128.637 | 0.000 | 0.000 | ||
45 | 2023.02.02 04:00 | modify | 15 | 0.10 | 128.637 | 127.137 | 130.137 | ||
46 | 2023.02.03 16:00 | t/p | 15 | 0.10 | 130.137 | 127.137 | 130.137 | 115.60 | 10068.43 |
47 | 2023.02.06 04:00 | sell | 16 | 0.10 | 131.898 | 0.000 | 0.000 | ||
48 | 2023.02.06 04:00 | modify | 16 | 0.10 | 131.898 | 133.398 | 130.398 | ||
49 | 2023.02.08 00:00 | sell | 17 | 0.10 | 131.054 | 0.000 | 0.000 | ||
50 | 2023.02.08 00:00 | modify | 17 | 0.10 | 131.054 | 131.523 | 130.398 | ||
51 | 2023.02.08 00:00 | modify | 16 | 0.10 | 131.898 | 131.523 | 130.398 | ||
52 | 2023.02.08 16:00 | s/l | 16 | 0.10 | 131.523 | 131.523 | 130.398 | 25.58 | 10094.01 |
53 | 2023.02.08 16:00 | s/l | 17 | 0.10 | 131.523 | 131.523 | 130.398 | -35.67 | 10058.34 |
54 | 2023.02.27 04:00 | sell | 18 | 0.10 | 136.354 | 0.000 | 0.000 | ||
55 | 2023.02.27 04:00 | modify | 18 | 0.10 | 136.354 | 137.854 | 134.854 | ||
56 | 2023.03.08 08:00 | s/l | 18 | 0.10 | 137.854 | 137.854 | 134.854 | -122.28 | 9936.07 |
57 | 2023.05.01 08:00 | sell | 19 | 0.10 | 136.716 | 0.000 | 0.000 | ||
58 | 2023.05.01 08:00 | modify | 19 | 0.10 | 136.716 | 138.216 | 135.216 | ||
59 | 2023.05.03 16:00 | t/p | 19 | 0.10 | 135.216 | 138.216 | 135.216 | 107.89 | 10043.96 |
60 | 2023.05.04 08:00 | buy | 20 | 0.10 | 134.701 | 0.000 | 0.000 | ||
61 | 2023.05.04 08:00 | modify | 20 | 0.10 | 134.701 | 133.201 | 136.201 | ||
62 | 2023.05.15 08:00 | t/p | 20 | 0.10 | 136.201 | 133.201 | 136.201 | 120.81 | 10164.77 |
63 | 2023.05.18 00:00 | sell | 21 | 0.10 | 137.602 | 0.000 | 0.000 | ||
64 | 2023.05.18 00:00 | modify | 21 | 0.10 | 137.602 | 139.102 | 136.102 | ||
65 | 2023.05.24 16:00 | s/l | 21 | 0.10 | 139.102 | 139.102 | 136.102 | -113.65 | 10051.11 |