Symbol | USDJPY (US 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=0; RSIHelp="------------------------------------"; RSI_Period=12; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; 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 | 7260 | Ticks modelled | 158374 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1166.34 | Gross profit | 1649.66 | Gross loss | -483.31 |
Profit factor | 3.41 | Expected payoff | 27.77 | ||
Absolute drawdown | 42.72 | Maximal drawdown | 247.14 (2.32%) | Relative drawdown | 2.32% (247.14) |
Total trades | 42 | Short positions (won %) | 22 (72.73%) | Long positions (won %) | 20 (65.00%) |
Profit trades (% of total) | 29 (69.05%) | Loss trades (% of total) | 13 (30.95%) | ||
Largest | profit trade | 116.36 | loss trade | -113.78 | |
Average | profit trade | 56.88 | loss trade | -37.18 | |
Maximum | consecutive wins (profit in money) | 7 (383.93) | consecutive losses (loss in money) | 3 (-139.12) | |
Maximal | consecutive profit (count of wins) | 414.64 (6) | consecutive loss (count of losses) | -162.17 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.05 02:00 | sell | 1 | 0.10 | 136.330 | 0.000 | 0.000 | ||
2 | 2022.07.05 02:00 | modify | 1 | 0.10 | 136.330 | 137.830 | 134.830 | ||
3 | 2022.07.05 08:37 | sell | 2 | 0.10 | 135.552 | 0.000 | 0.000 | ||
4 | 2022.07.05 08:37 | modify | 2 | 0.10 | 135.552 | 136.255 | 134.830 | ||
5 | 2022.07.05 08:37 | modify | 1 | 0.10 | 136.330 | 136.255 | 134.830 | ||
6 | 2022.07.05 23:40 | sell | 3 | 0.10 | 135.504 | 0.000 | 0.000 | ||
7 | 2022.07.05 23:40 | modify | 3 | 0.10 | 135.504 | 135.730 | 134.830 | ||
8 | 2022.07.05 23:40 | modify | 2 | 0.10 | 135.552 | 135.730 | 134.830 | ||
9 | 2022.07.05 23:40 | modify | 1 | 0.10 | 136.330 | 135.730 | 134.830 | ||
10 | 2022.07.06 00:20 | s/l | 1 | 0.10 | 135.730 | 135.730 | 134.830 | 42.73 | 10042.73 |
11 | 2022.07.06 00:20 | s/l | 2 | 0.10 | 135.730 | 135.730 | 134.830 | -14.58 | 10028.15 |
12 | 2022.07.06 00:20 | s/l | 3 | 0.10 | 135.730 | 135.730 | 134.830 | -18.12 | 10010.03 |
13 | 2022.07.29 04:00 | buy | 4 | 0.10 | 133.196 | 0.000 | 0.000 | ||
14 | 2022.07.29 04:00 | modify | 4 | 0.10 | 133.196 | 131.696 | 134.696 | ||
15 | 2022.07.29 13:10 | buy | 5 | 0.10 | 134.324 | 0.000 | 0.000 | ||
16 | 2022.07.29 13:10 | modify | 5 | 0.10 | 134.324 | 133.796 | 134.696 | ||
17 | 2022.07.29 13:10 | modify | 4 | 0.10 | 133.196 | 133.796 | 134.696 | ||
18 | 2022.07.29 14:42 | buy | 6 | 0.10 | 133.967 | 0.000 | 0.000 | ||
19 | 2022.07.29 14:42 | modify | 6 | 0.10 | 133.967 | 133.271 | 134.696 | ||
20 | 2022.07.29 14:45 | s/l | 4 | 0.10 | 133.796 | 133.796 | 134.696 | 44.85 | 10054.88 |
21 | 2022.07.29 14:45 | s/l | 5 | 0.10 | 133.796 | 133.796 | 134.696 | -39.47 | 10015.41 |
22 | 2022.07.29 14:45 | close | 6 | 0.10 | 133.773 | 133.271 | 134.696 | -14.50 | 10000.91 |
23 | 2022.08.02 02:00 | buy | 7 | 0.10 | 130.711 | 0.000 | 0.000 | ||
24 | 2022.08.02 02:00 | modify | 7 | 0.10 | 130.711 | 129.211 | 132.211 | ||
25 | 2022.08.02 13:55 | buy | 8 | 0.10 | 131.480 | 0.000 | 0.000 | ||
26 | 2022.08.02 13:55 | modify | 8 | 0.10 | 131.480 | 130.786 | 132.211 | ||
27 | 2022.08.02 13:55 | modify | 7 | 0.10 | 130.711 | 130.786 | 132.211 | ||
28 | 2022.08.02 14:15 | buy | 9 | 0.10 | 131.552 | 0.000 | 0.000 | ||
29 | 2022.08.02 14:15 | modify | 9 | 0.10 | 131.552 | 131.311 | 132.211 | ||
30 | 2022.08.02 14:15 | modify | 8 | 0.10 | 131.480 | 131.311 | 132.211 | ||
31 | 2022.08.02 14:15 | modify | 7 | 0.10 | 130.711 | 131.311 | 132.211 | ||
32 | 2022.08.02 14:50 | buy | 10 | 0.10 | 131.846 | 0.000 | 0.000 | ||
33 | 2022.08.02 14:50 | modify | 10 | 0.10 | 131.846 | 131.311 | 132.211 | ||
34 | 2022.08.02 15:45 | t/p | 7 | 0.10 | 132.211 | 131.311 | 132.211 | 113.44 | 10114.35 |
35 | 2022.08.02 15:45 | t/p | 8 | 0.10 | 132.211 | 131.311 | 132.211 | 55.28 | 10169.63 |
36 | 2022.08.02 15:45 | t/p | 9 | 0.10 | 132.211 | 131.311 | 132.211 | 49.83 | 10219.46 |
37 | 2022.08.02 15:45 | t/p | 10 | 0.10 | 132.211 | 131.311 | 132.211 | 27.60 | 10247.06 |
38 | 2022.08.29 05:00 | sell | 11 | 0.10 | 138.860 | 0.000 | 0.000 | ||
39 | 2022.08.29 05:00 | modify | 11 | 0.10 | 138.860 | 140.360 | 137.360 | ||
40 | 2022.08.30 11:37 | sell | 12 | 0.10 | 138.106 | 0.000 | 0.000 | ||
41 | 2022.08.30 11:37 | modify | 12 | 0.10 | 138.106 | 138.785 | 137.360 | ||
42 | 2022.08.30 11:37 | modify | 11 | 0.10 | 138.860 | 138.785 | 137.360 | ||
43 | 2022.08.30 14:16 | s/l | 11 | 0.10 | 138.785 | 138.785 | 137.360 | 3.93 | 10251.00 |
44 | 2022.08.30 14:16 | s/l | 12 | 0.10 | 138.785 | 138.785 | 137.360 | -48.91 | 10202.09 |
45 | 2022.09.07 03:00 | sell | 13 | 0.10 | 143.689 | 0.000 | 0.000 | ||
46 | 2022.09.07 03:00 | modify | 13 | 0.10 | 143.689 | 145.189 | 142.189 | ||
47 | 2022.09.09 04:10 | sell | 14 | 0.10 | 142.937 | 0.000 | 0.000 | ||
48 | 2022.09.09 04:10 | modify | 14 | 0.10 | 142.937 | 143.614 | 142.189 | ||
49 | 2022.09.09 04:10 | modify | 13 | 0.10 | 143.689 | 143.614 | 142.189 | ||
50 | 2022.09.09 06:20 | sell | 15 | 0.10 | 142.847 | 0.000 | 0.000 | ||
51 | 2022.09.09 06:20 | modify | 15 | 0.10 | 142.847 | 143.089 | 142.189 | ||
52 | 2022.09.09 06:20 | modify | 14 | 0.10 | 142.937 | 143.089 | 142.189 | ||
53 | 2022.09.09 06:20 | modify | 13 | 0.10 | 143.689 | 143.089 | 142.189 | ||
54 | 2022.09.09 07:20 | t/p | 13 | 0.10 | 142.189 | 143.089 | 142.189 | 99.64 | 10301.72 |
55 | 2022.09.09 07:20 | t/p | 14 | 0.10 | 142.189 | 143.089 | 142.189 | 52.62 | 10354.34 |
56 | 2022.09.09 07:20 | t/p | 15 | 0.10 | 142.189 | 143.089 | 142.189 | 46.29 | 10400.63 |
57 | 2022.10.27 06:00 | buy | 16 | 0.10 | 145.278 | 0.000 | 0.000 | ||
58 | 2022.10.27 06:00 | modify | 16 | 0.10 | 145.278 | 143.778 | 146.778 | ||
59 | 2022.10.27 08:50 | buy | 17 | 0.10 | 146.032 | 0.000 | 0.000 | ||
60 | 2022.10.27 08:50 | modify | 17 | 0.10 | 146.032 | 145.353 | 146.778 | ||
61 | 2022.10.27 08:50 | modify | 16 | 0.10 | 145.278 | 145.353 | 146.778 | ||
62 | 2022.10.27 09:20 | buy | 18 | 0.10 | 146.415 | 0.000 | 0.000 | ||
63 | 2022.10.27 09:20 | modify | 18 | 0.10 | 146.415 | 145.878 | 146.778 | ||
64 | 2022.10.27 09:20 | modify | 17 | 0.10 | 146.032 | 145.878 | 146.778 | ||
65 | 2022.10.27 09:20 | modify | 16 | 0.10 | 145.278 | 145.878 | 146.778 | ||
66 | 2022.10.27 12:15 | t/p | 16 | 0.10 | 146.778 | 145.878 | 146.778 | 102.14 | 10502.77 |
67 | 2022.10.27 12:15 | t/p | 17 | 0.10 | 146.778 | 145.878 | 146.778 | 50.80 | 10553.57 |
68 | 2022.10.27 12:15 | t/p | 18 | 0.10 | 146.778 | 145.878 | 146.778 | 24.72 | 10578.29 |
69 | 2022.11.24 02:00 | buy | 19 | 0.10 | 138.810 | 0.000 | 0.000 | ||
70 | 2022.11.24 02:00 | modify | 19 | 0.10 | 138.810 | 137.310 | 140.310 | ||
71 | 2022.11.25 13:37 | buy | 20 | 0.10 | 139.573 | 0.000 | 0.000 | ||
72 | 2022.11.25 13:37 | modify | 20 | 0.10 | 139.573 | 138.885 | 140.310 | ||
73 | 2022.11.25 13:37 | modify | 19 | 0.10 | 138.810 | 138.885 | 140.310 | ||
74 | 2022.11.28 00:50 | s/l | 19 | 0.10 | 138.885 | 138.885 | 140.310 | 7.73 | 10586.02 |
75 | 2022.11.28 00:50 | s/l | 20 | 0.10 | 138.885 | 138.885 | 140.310 | -48.39 | 10537.63 |
76 | 2022.12.20 04:00 | buy | 21 | 0.10 | 133.470 | 0.000 | 0.000 | ||
77 | 2022.12.20 04:00 | modify | 21 | 0.10 | 133.470 | 131.970 | 134.970 | ||
78 | 2022.12.20 15:20 | s/l | 21 | 0.10 | 131.970 | 131.970 | 134.970 | -113.78 | 10423.85 |
79 | 2022.12.28 03:00 | sell | 22 | 0.10 | 134.052 | 0.000 | 0.000 | ||
80 | 2022.12.28 03:00 | modify | 22 | 0.10 | 134.052 | 135.552 | 132.552 | ||
81 | 2022.12.29 13:45 | sell | 23 | 0.10 | 133.284 | 0.000 | 0.000 | ||
82 | 2022.12.29 13:45 | modify | 23 | 0.10 | 133.284 | 133.977 | 132.552 | ||
83 | 2022.12.29 13:45 | modify | 22 | 0.10 | 134.052 | 133.977 | 132.552 | ||
84 | 2022.12.29 14:10 | sell | 24 | 0.10 | 133.221 | 0.000 | 0.000 | ||
85 | 2022.12.29 14:10 | modify | 24 | 0.10 | 133.221 | 133.452 | 132.552 | ||
86 | 2022.12.29 14:10 | modify | 23 | 0.10 | 133.284 | 133.452 | 132.552 | ||
87 | 2022.12.29 14:10 | modify | 22 | 0.10 | 134.052 | 133.452 | 132.552 | ||
88 | 2022.12.29 14:50 | sell | 25 | 0.10 | 132.904 | 0.000 | 0.000 | ||
89 | 2022.12.29 14:50 | modify | 25 | 0.10 | 132.904 | 133.452 | 132.552 | ||
90 | 2022.12.30 00:50 | t/p | 22 | 0.10 | 132.552 | 133.452 | 132.552 | 107.38 | 10531.23 |
91 | 2022.12.30 00:50 | t/p | 23 | 0.10 | 132.552 | 133.452 | 132.552 | 53.79 | 10585.02 |
92 | 2022.12.30 00:50 | t/p | 24 | 0.10 | 132.552 | 133.452 | 132.552 | 49.04 | 10634.06 |
93 | 2022.12.30 00:50 | t/p | 25 | 0.10 | 132.552 | 133.452 | 132.552 | 25.10 | 10659.16 |
94 | 2023.01.03 03:00 | buy | 26 | 0.10 | 129.952 | 0.000 | 0.000 | ||
95 | 2023.01.03 03:00 | modify | 26 | 0.10 | 129.952 | 128.452 | 131.452 | ||
96 | 2023.01.03 08:30 | buy | 27 | 0.10 | 130.787 | 0.000 | 0.000 | ||
97 | 2023.01.03 08:30 | modify | 27 | 0.10 | 130.787 | 130.552 | 131.452 | ||
98 | 2023.01.03 08:30 | modify | 26 | 0.10 | 129.952 | 130.552 | 131.452 | ||
99 | 2023.01.03 09:15 | s/l | 26 | 0.10 | 130.552 | 130.552 | 131.452 | 45.98 | 10705.14 |
100 | 2023.01.03 09:15 | s/l | 27 | 0.10 | 130.552 | 130.552 | 131.452 | -18.01 | 10687.13 |
101 | 2023.01.18 05:00 | sell | 28 | 0.10 | 131.336 | 0.000 | 0.000 | ||
102 | 2023.01.18 05:00 | modify | 28 | 0.10 | 131.336 | 132.836 | 129.836 | ||
103 | 2023.01.18 06:02 | sell | 29 | 0.10 | 130.557 | 0.000 | 0.000 | ||
104 | 2023.01.18 06:02 | modify | 29 | 0.10 | 130.557 | 131.261 | 129.836 | ||
105 | 2023.01.18 06:02 | modify | 28 | 0.10 | 131.336 | 131.261 | 129.836 | ||
106 | 2023.01.18 08:05 | sell | 30 | 0.10 | 130.182 | 0.000 | 0.000 | ||
107 | 2023.01.18 08:05 | modify | 30 | 0.10 | 130.182 | 130.736 | 129.836 | ||
108 | 2023.01.18 08:05 | modify | 29 | 0.10 | 130.557 | 130.736 | 129.836 | ||
109 | 2023.01.18 08:05 | modify | 28 | 0.10 | 131.336 | 130.736 | 129.836 | ||
110 | 2023.01.18 08:20 | t/p | 28 | 0.10 | 129.836 | 130.736 | 129.836 | 115.70 | 10802.83 |
111 | 2023.01.18 08:20 | t/p | 29 | 0.10 | 129.836 | 130.736 | 129.836 | 55.61 | 10858.44 |
112 | 2023.01.18 08:20 | t/p | 30 | 0.10 | 129.836 | 130.736 | 129.836 | 26.69 | 10885.13 |
113 | 2023.02.02 01:00 | buy | 31 | 0.10 | 128.486 | 0.000 | 0.000 | ||
114 | 2023.02.02 01:00 | modify | 31 | 0.10 | 128.486 | 126.986 | 129.986 | ||
115 | 2023.02.03 13:40 | buy | 32 | 0.10 | 129.250 | 0.000 | 0.000 | ||
116 | 2023.02.03 13:40 | modify | 32 | 0.10 | 129.250 | 128.561 | 129.986 | ||
117 | 2023.02.03 13:40 | modify | 31 | 0.10 | 128.486 | 128.561 | 129.986 | ||
118 | 2023.02.03 13:50 | t/p | 31 | 0.10 | 129.986 | 128.561 | 129.986 | 116.36 | 11001.50 |
119 | 2023.02.03 13:50 | t/p | 32 | 0.10 | 129.986 | 128.561 | 129.986 | 56.52 | 11058.02 |
120 | 2023.03.08 03:00 | sell | 33 | 0.10 | 137.621 | 0.000 | 0.000 | ||
121 | 2023.03.08 03:00 | modify | 33 | 0.10 | 137.621 | 139.121 | 136.121 | ||
122 | 2023.03.08 14:27 | sell | 34 | 0.10 | 136.856 | 0.000 | 0.000 | ||
123 | 2023.03.08 14:27 | modify | 34 | 0.10 | 136.856 | 137.546 | 136.121 | ||
124 | 2023.03.08 14:27 | modify | 33 | 0.10 | 137.621 | 137.546 | 136.121 | ||
125 | 2023.03.08 14:40 | sell | 35 | 0.10 | 136.796 | 0.000 | 0.000 | ||
126 | 2023.03.08 14:40 | modify | 35 | 0.10 | 136.796 | 137.021 | 136.121 | ||
127 | 2023.03.08 14:40 | modify | 34 | 0.10 | 136.856 | 137.021 | 136.121 | ||
128 | 2023.03.08 14:40 | modify | 33 | 0.10 | 137.621 | 137.021 | 136.121 | ||
129 | 2023.03.08 15:02 | s/l | 33 | 0.10 | 137.021 | 137.021 | 136.121 | 43.76 | 11101.78 |
130 | 2023.03.08 15:02 | s/l | 34 | 0.10 | 137.021 | 137.021 | 136.121 | -12.03 | 11089.75 |
131 | 2023.03.08 15:02 | s/l | 35 | 0.10 | 137.021 | 137.021 | 136.121 | -16.41 | 11073.34 |
132 | 2023.05.01 03:00 | sell | 36 | 0.10 | 136.874 | 0.000 | 0.000 | ||
133 | 2023.05.01 03:00 | modify | 36 | 0.10 | 136.874 | 138.374 | 135.374 | ||
134 | 2023.05.03 02:22 | sell | 37 | 0.10 | 136.043 | 0.000 | 0.000 | ||
135 | 2023.05.03 02:22 | modify | 37 | 0.10 | 136.043 | 136.274 | 135.374 | ||
136 | 2023.05.03 02:22 | modify | 36 | 0.10 | 136.874 | 136.274 | 135.374 | ||
137 | 2023.05.03 07:02 | sell | 38 | 0.10 | 135.738 | 0.000 | 0.000 | ||
138 | 2023.05.03 07:02 | modify | 38 | 0.10 | 135.738 | 136.274 | 135.374 | ||
139 | 2023.05.03 12:50 | t/p | 36 | 0.10 | 135.374 | 136.274 | 135.374 | 107.88 | 11181.22 |
140 | 2023.05.03 12:50 | t/p | 37 | 0.10 | 135.374 | 136.274 | 135.374 | 49.43 | 11230.65 |
141 | 2023.05.03 12:50 | t/p | 38 | 0.10 | 135.374 | 136.274 | 135.374 | 26.89 | 11257.54 |
142 | 2023.05.04 03:00 | buy | 39 | 0.10 | 134.505 | 0.000 | 0.000 | ||
143 | 2023.05.04 03:00 | modify | 39 | 0.10 | 134.505 | 133.005 | 136.005 | ||
144 | 2023.05.07 23:20 | buy | 40 | 0.10 | 135.255 | 0.000 | 0.000 | ||
145 | 2023.05.07 23:20 | modify | 40 | 0.10 | 135.255 | 134.580 | 136.005 | ||
146 | 2023.05.07 23:20 | modify | 39 | 0.10 | 134.505 | 134.580 | 136.005 | ||
147 | 2023.05.09 00:20 | buy | 41 | 0.10 | 135.354 | 0.000 | 0.000 | ||
148 | 2023.05.09 00:20 | modify | 41 | 0.10 | 135.354 | 135.105 | 136.005 | ||
149 | 2023.05.09 00:20 | modify | 40 | 0.10 | 135.255 | 135.105 | 136.005 | ||
150 | 2023.05.09 00:20 | modify | 39 | 0.10 | 134.505 | 135.105 | 136.005 | ||
151 | 2023.05.09 01:40 | s/l | 39 | 0.10 | 135.105 | 135.105 | 136.005 | 47.92 | 11305.46 |
152 | 2023.05.09 01:40 | s/l | 40 | 0.10 | 135.105 | 135.105 | 136.005 | -8.77 | 11296.69 |
153 | 2023.05.09 01:40 | s/l | 41 | 0.10 | 135.105 | 135.105 | 136.005 | -18.43 | 11278.26 |
154 | 2023.05.15 04:00 | sell | 42 | 0.10 | 136.127 | 0.000 | 0.000 | ||
155 | 2023.05.15 04:00 | modify | 42 | 0.10 | 136.127 | 137.627 | 134.627 | ||
156 | 2023.05.17 18:20 | s/l | 42 | 0.10 | 137.627 | 137.627 | 134.627 | -111.92 | 11166.34 |