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=0; 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=100; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; 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 | 822.42 | Gross profit | 1822.26 | Gross loss | -999.83 |
Profit factor | 1.82 | Expected payoff | 19.13 | ||
Absolute drawdown | 194.37 | Maximal drawdown | 410.63 (3.90%) | Relative drawdown | 3.90% (410.63) |
Total trades | 43 | Short positions (won %) | 23 (65.22%) | Long positions (won %) | 20 (50.00%) |
Profit trades (% of total) | 25 (58.14%) | Loss trades (% of total) | 18 (41.86%) | ||
Largest | profit trade | 110.64 | loss trade | -75.05 | |
Average | profit trade | 72.89 | loss trade | -55.55 | |
Maximum | consecutive wins (profit in money) | 6 (425.78) | consecutive losses (loss in money) | 3 (-185.78) | |
Maximal | consecutive profit (count of wins) | 425.78 (6) | consecutive loss (count of losses) | -185.78 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.02 12:00 | sell | 1 | 0.10 | 93.476 | 0.000 | 0.000 | ||
2 | 2022.06.02 12:00 | modify | 1 | 0.10 | 93.476 | 94.476 | 91.976 | ||
3 | 2022.06.03 00:00 | s/l | 1 | 0.10 | 94.476 | 94.476 | 91.976 | -72.34 | 9927.66 |
4 | 2022.06.07 04:00 | sell | 2 | 0.10 | 95.148 | 0.000 | 0.000 | ||
5 | 2022.06.07 04:00 | modify | 2 | 0.10 | 95.148 | 96.148 | 93.648 | ||
6 | 2022.06.07 08:00 | s/l | 2 | 0.10 | 96.148 | 96.148 | 93.648 | -71.66 | 9856.00 |
7 | 2022.06.08 08:00 | sell | 3 | 0.10 | 96.098 | 0.000 | 0.000 | ||
8 | 2022.06.08 08:00 | modify | 3 | 0.10 | 96.098 | 97.098 | 94.598 | ||
9 | 2022.06.10 16:00 | t/p | 3 | 0.10 | 94.598 | 97.098 | 94.598 | 104.78 | 9960.78 |
10 | 2022.06.13 12:00 | buy | 4 | 0.10 | 93.656 | 0.000 | 0.000 | ||
11 | 2022.06.13 12:00 | modify | 4 | 0.10 | 93.656 | 92.656 | 95.156 | ||
12 | 2022.06.13 16:00 | s/l | 4 | 0.10 | 92.656 | 92.656 | 95.156 | -71.80 | 9888.98 |
13 | 2022.07.01 04:00 | buy | 5 | 0.10 | 92.340 | 0.000 | 0.000 | ||
14 | 2022.07.01 04:00 | modify | 5 | 0.10 | 92.340 | 91.340 | 93.840 | ||
15 | 2022.07.04 12:00 | buy | 6 | 0.10 | 93.111 | 0.000 | 0.000 | ||
16 | 2022.07.04 12:00 | modify | 6 | 0.10 | 93.111 | 92.415 | 93.840 | ||
17 | 2022.07.04 12:00 | modify | 5 | 0.10 | 92.340 | 92.415 | 93.840 | ||
18 | 2022.07.05 04:00 | t/p | 5 | 0.10 | 93.840 | 92.415 | 93.840 | 108.68 | 9997.66 |
19 | 2022.07.05 04:00 | t/p | 6 | 0.10 | 93.840 | 92.415 | 93.840 | 52.83 | 10050.49 |
20 | 2022.07.20 04:00 | sell | 7 | 0.10 | 95.494 | 0.000 | 0.000 | ||
21 | 2022.07.20 04:00 | modify | 7 | 0.10 | 95.494 | 96.494 | 93.994 | ||
22 | 2022.07.25 04:00 | t/p | 7 | 0.10 | 93.994 | 96.494 | 93.994 | 104.10 | 10154.60 |
23 | 2022.08.01 04:00 | buy | 8 | 0.10 | 92.607 | 0.000 | 0.000 | ||
24 | 2022.08.01 04:00 | modify | 8 | 0.10 | 92.607 | 91.607 | 94.107 | ||
25 | 2022.08.02 04:00 | s/l | 8 | 0.10 | 91.607 | 91.607 | 94.107 | -71.31 | 10083.28 |
26 | 2022.08.02 08:00 | buy | 9 | 0.10 | 90.652 | 0.000 | 0.000 | ||
27 | 2022.08.02 08:00 | modify | 9 | 0.10 | 90.652 | 89.652 | 92.152 | ||
28 | 2022.08.02 20:00 | t/p | 9 | 0.10 | 92.152 | 89.652 | 92.152 | 107.70 | 10190.98 |
29 | 2022.08.12 04:00 | sell | 10 | 0.10 | 94.826 | 0.000 | 0.000 | ||
30 | 2022.08.12 04:00 | modify | 10 | 0.10 | 94.826 | 95.826 | 93.326 | ||
31 | 2022.08.15 16:00 | t/p | 10 | 0.10 | 93.326 | 95.826 | 93.326 | 106.81 | 10297.80 |
32 | 2022.09.07 12:00 | sell | 11 | 0.10 | 97.149 | 0.000 | 0.000 | ||
33 | 2022.09.07 12:00 | modify | 11 | 0.10 | 97.149 | 98.149 | 95.649 | ||
34 | 2022.09.12 08:00 | s/l | 11 | 0.10 | 98.149 | 98.149 | 95.649 | -75.05 | 10222.75 |
35 | 2022.09.14 12:00 | buy | 12 | 0.10 | 96.234 | 0.000 | 0.000 | ||
36 | 2022.09.14 12:00 | modify | 12 | 0.10 | 96.234 | 95.234 | 97.734 | ||
37 | 2022.09.15 08:00 | buy | 13 | 0.10 | 97.086 | 0.000 | 0.000 | ||
38 | 2022.09.15 08:00 | modify | 13 | 0.10 | 97.086 | 96.684 | 97.734 | ||
39 | 2022.09.15 08:00 | modify | 12 | 0.10 | 96.234 | 96.684 | 97.734 | ||
40 | 2022.09.15 12:00 | s/l | 12 | 0.10 | 96.684 | 96.684 | 97.734 | 33.78 | 10256.53 |
41 | 2022.09.15 12:00 | s/l | 13 | 0.10 | 96.684 | 96.684 | 97.734 | -28.86 | 10227.67 |
42 | 2022.09.28 04:00 | buy | 14 | 0.10 | 92.626 | 0.000 | 0.000 | ||
43 | 2022.09.28 04:00 | modify | 14 | 0.10 | 92.626 | 91.626 | 94.126 | ||
44 | 2022.09.30 04:00 | t/p | 14 | 0.10 | 94.126 | 91.626 | 94.126 | 109.66 | 10337.33 |
45 | 2022.10.10 08:00 | buy | 15 | 0.10 | 91.785 | 0.000 | 0.000 | ||
46 | 2022.10.10 08:00 | modify | 15 | 0.10 | 91.785 | 90.785 | 93.285 | ||
47 | 2022.10.14 04:00 | t/p | 15 | 0.10 | 93.285 | 90.785 | 93.285 | 110.64 | 10447.96 |
48 | 2022.10.14 04:00 | sell | 16 | 0.10 | 93.305 | 0.000 | 0.000 | ||
49 | 2022.10.14 04:00 | modify | 16 | 0.10 | 93.305 | 94.305 | 91.805 | ||
50 | 2022.10.14 20:00 | sell | 17 | 0.10 | 92.230 | 0.000 | 0.000 | ||
51 | 2022.10.14 20:00 | modify | 17 | 0.10 | 92.230 | 92.780 | 91.805 | ||
52 | 2022.10.14 20:00 | modify | 16 | 0.10 | 93.305 | 92.780 | 91.805 | ||
53 | 2022.10.17 08:00 | s/l | 16 | 0.10 | 92.780 | 92.780 | 91.805 | 36.94 | 10484.90 |
54 | 2022.10.17 08:00 | s/l | 17 | 0.10 | 92.780 | 92.780 | 91.805 | -40.09 | 10444.82 |
55 | 2022.10.19 04:00 | sell | 18 | 0.10 | 94.306 | 0.000 | 0.000 | ||
56 | 2022.10.19 04:00 | modify | 18 | 0.10 | 94.306 | 95.306 | 92.806 | ||
57 | 2022.10.21 16:00 | s/l | 18 | 0.10 | 95.306 | 95.306 | 92.806 | -74.37 | 10370.45 |
58 | 2022.11.10 04:00 | buy | 19 | 0.10 | 93.780 | 0.000 | 0.000 | ||
59 | 2022.11.10 04:00 | modify | 19 | 0.10 | 93.780 | 92.780 | 95.280 | ||
60 | 2022.11.11 12:00 | s/l | 19 | 0.10 | 92.780 | 92.780 | 95.280 | -71.32 | 10299.13 |
61 | 2022.11.28 04:00 | buy | 20 | 0.10 | 92.725 | 0.000 | 0.000 | ||
62 | 2022.11.28 04:00 | modify | 20 | 0.10 | 92.725 | 91.725 | 94.225 | ||
63 | 2022.11.30 12:00 | buy | 21 | 0.10 | 93.497 | 0.000 | 0.000 | ||
64 | 2022.11.30 12:00 | modify | 21 | 0.10 | 93.497 | 92.800 | 94.225 | ||
65 | 2022.11.30 12:00 | modify | 20 | 0.10 | 92.725 | 92.800 | 94.225 | ||
66 | 2022.12.01 12:00 | s/l | 20 | 0.10 | 92.800 | 92.800 | 94.225 | 7.83 | 10306.95 |
67 | 2022.12.01 12:00 | s/l | 21 | 0.10 | 92.800 | 92.800 | 94.225 | -48.58 | 10258.37 |
68 | 2022.12.02 12:00 | buy | 22 | 0.10 | 91.412 | 0.000 | 0.000 | ||
69 | 2022.12.02 12:00 | modify | 22 | 0.10 | 91.412 | 90.412 | 92.912 | ||
70 | 2022.12.06 08:00 | buy | 23 | 0.10 | 92.173 | 0.000 | 0.000 | ||
71 | 2022.12.06 08:00 | modify | 23 | 0.10 | 92.173 | 91.487 | 92.912 | ||
72 | 2022.12.06 08:00 | modify | 22 | 0.10 | 91.412 | 91.487 | 92.912 | ||
73 | 2022.12.06 16:00 | s/l | 22 | 0.10 | 91.487 | 91.487 | 92.912 | 6.36 | 10264.73 |
74 | 2022.12.06 16:00 | s/l | 23 | 0.10 | 91.487 | 91.487 | 92.912 | -49.26 | 10215.47 |
75 | 2022.12.20 04:00 | buy | 24 | 0.10 | 89.020 | 0.000 | 0.000 | ||
76 | 2022.12.20 04:00 | modify | 24 | 0.10 | 89.020 | 88.020 | 90.520 | ||
77 | 2022.12.20 08:00 | s/l | 24 | 0.10 | 88.020 | 88.020 | 90.520 | -71.80 | 10143.67 |
78 | 2022.12.28 04:00 | sell | 25 | 0.10 | 90.446 | 0.000 | 0.000 | ||
79 | 2022.12.28 04:00 | modify | 25 | 0.10 | 90.446 | 91.446 | 88.946 | ||
80 | 2022.12.30 08:00 | sell | 26 | 0.10 | 89.618 | 0.000 | 0.000 | ||
81 | 2022.12.30 08:00 | modify | 26 | 0.10 | 89.618 | 89.996 | 88.946 | ||
82 | 2022.12.30 08:00 | modify | 25 | 0.10 | 90.446 | 89.996 | 88.946 | ||
83 | 2023.01.01 20:00 | t/p | 25 | 0.10 | 88.946 | 89.996 | 88.946 | 104.78 | 10248.45 |
84 | 2023.01.01 20:00 | t/p | 26 | 0.10 | 88.946 | 89.996 | 88.946 | 48.16 | 10296.61 |
85 | 2023.01.03 08:00 | buy | 27 | 0.10 | 88.332 | 0.000 | 0.000 | ||
86 | 2023.01.03 08:00 | modify | 27 | 0.10 | 88.332 | 87.332 | 89.832 | ||
87 | 2023.01.04 16:00 | t/p | 27 | 0.10 | 89.832 | 87.332 | 89.832 | 108.19 | 10404.80 |
88 | 2023.01.09 08:00 | sell | 28 | 0.10 | 91.448 | 0.000 | 0.000 | ||
89 | 2023.01.09 08:00 | modify | 28 | 0.10 | 91.448 | 92.448 | 89.948 | ||
90 | 2023.01.12 16:00 | t/p | 28 | 0.10 | 89.948 | 92.448 | 89.948 | 104.09 | 10508.89 |
91 | 2023.01.13 04:00 | buy | 29 | 0.10 | 89.816 | 0.000 | 0.000 | ||
92 | 2023.01.13 04:00 | modify | 29 | 0.10 | 89.816 | 88.816 | 91.316 | ||
93 | 2023.01.13 16:00 | s/l | 29 | 0.10 | 88.816 | 88.816 | 91.316 | -71.80 | 10437.09 |
94 | 2023.01.18 04:00 | sell | 30 | 0.10 | 91.602 | 0.000 | 0.000 | ||
95 | 2023.01.18 04:00 | modify | 30 | 0.10 | 91.602 | 92.602 | 90.102 | ||
96 | 2023.01.18 12:00 | sell | 31 | 0.10 | 90.525 | 0.000 | 0.000 | ||
97 | 2023.01.18 12:00 | modify | 31 | 0.10 | 90.525 | 91.077 | 90.102 | ||
98 | 2023.01.18 12:00 | modify | 30 | 0.10 | 91.602 | 91.077 | 90.102 | ||
99 | 2023.01.18 16:00 | t/p | 30 | 0.10 | 90.102 | 91.077 | 90.102 | 107.49 | 10544.58 |
100 | 2023.01.18 16:00 | t/p | 31 | 0.10 | 90.102 | 91.077 | 90.102 | 30.31 | 10574.89 |
101 | 2023.01.25 04:00 | sell | 32 | 0.10 | 92.632 | 0.000 | 0.000 | ||
102 | 2023.01.25 04:00 | modify | 32 | 0.10 | 92.632 | 93.632 | 91.132 | ||
103 | 2023.01.26 00:00 | sell | 33 | 0.10 | 91.867 | 0.000 | 0.000 | ||
104 | 2023.01.26 00:00 | modify | 33 | 0.10 | 91.867 | 92.557 | 91.132 | ||
105 | 2023.01.26 00:00 | modify | 32 | 0.10 | 92.632 | 92.557 | 91.132 | ||
106 | 2023.01.26 16:00 | s/l | 32 | 0.10 | 92.557 | 92.557 | 91.132 | 3.35 | 10578.24 |
107 | 2023.01.26 16:00 | s/l | 33 | 0.10 | 92.557 | 92.557 | 91.132 | -49.44 | 10528.80 |
108 | 2023.03.07 08:00 | buy | 34 | 0.10 | 91.068 | 0.000 | 0.000 | ||
109 | 2023.03.07 08:00 | modify | 34 | 0.10 | 91.068 | 90.068 | 92.568 | ||
110 | 2023.03.09 12:00 | s/l | 34 | 0.10 | 90.068 | 90.068 | 92.568 | -69.84 | 10458.96 |
111 | 2023.03.24 12:00 | buy | 35 | 0.10 | 86.306 | 0.000 | 0.000 | ||
112 | 2023.03.24 12:00 | modify | 35 | 0.10 | 86.306 | 85.306 | 87.806 | ||
113 | 2023.03.28 16:00 | t/p | 35 | 0.10 | 87.806 | 85.306 | 87.806 | 108.68 | 10567.64 |
114 | 2023.04.13 12:00 | sell | 36 | 0.10 | 89.817 | 0.000 | 0.000 | ||
115 | 2023.04.13 12:00 | modify | 36 | 0.10 | 89.817 | 90.817 | 88.317 | ||
116 | 2023.04.25 16:00 | sell | 37 | 0.10 | 88.759 | 0.000 | 0.000 | ||
117 | 2023.04.25 16:00 | modify | 37 | 0.10 | 88.759 | 89.292 | 88.317 | ||
118 | 2023.04.25 16:00 | modify | 36 | 0.10 | 89.817 | 89.292 | 88.317 | ||
119 | 2023.04.25 20:00 | t/p | 36 | 0.10 | 88.317 | 89.292 | 88.317 | 100.72 | 10668.36 |
120 | 2023.04.25 20:00 | t/p | 37 | 0.10 | 88.317 | 89.292 | 88.317 | 31.67 | 10700.03 |
121 | 2023.05.08 12:00 | sell | 38 | 0.10 | 91.766 | 0.000 | 0.000 | ||
122 | 2023.05.08 12:00 | modify | 38 | 0.10 | 91.766 | 92.766 | 90.266 | ||
123 | 2023.05.11 00:00 | sell | 39 | 0.10 | 90.932 | 0.000 | 0.000 | ||
124 | 2023.05.11 00:00 | modify | 39 | 0.10 | 90.932 | 91.316 | 90.266 | ||
125 | 2023.05.11 00:00 | modify | 38 | 0.10 | 91.766 | 91.316 | 90.266 | ||
126 | 2023.05.11 16:00 | t/p | 38 | 0.10 | 90.266 | 91.316 | 90.266 | 104.10 | 10804.13 |
127 | 2023.05.11 16:00 | t/p | 39 | 0.10 | 90.266 | 91.316 | 90.266 | 47.73 | 10851.86 |
128 | 2023.05.19 12:00 | sell | 40 | 0.10 | 92.155 | 0.000 | 0.000 | ||
129 | 2023.05.19 12:00 | modify | 40 | 0.10 | 92.155 | 93.155 | 90.655 | ||
130 | 2023.05.24 04:00 | sell | 41 | 0.10 | 91.378 | 0.000 | 0.000 | ||
131 | 2023.05.24 04:00 | modify | 41 | 0.10 | 91.378 | 92.080 | 90.655 | ||
132 | 2023.05.24 04:00 | modify | 40 | 0.10 | 92.155 | 92.080 | 90.655 | ||
133 | 2023.05.24 08:00 | sell | 42 | 0.10 | 91.095 | 0.000 | 0.000 | ||
134 | 2023.05.24 08:00 | modify | 42 | 0.10 | 91.095 | 91.630 | 90.655 | ||
135 | 2023.05.24 08:00 | modify | 41 | 0.10 | 91.378 | 91.630 | 90.655 | ||
136 | 2023.05.24 08:00 | modify | 40 | 0.10 | 92.155 | 91.630 | 90.655 | ||
137 | 2023.05.26 20:00 | s/l | 40 | 0.10 | 91.630 | 91.630 | 90.655 | 32.88 | 10884.74 |
138 | 2023.05.26 20:00 | s/l | 41 | 0.10 | 91.630 | 91.630 | 90.655 | -20.77 | 10863.97 |
139 | 2023.05.26 20:00 | s/l | 42 | 0.10 | 91.630 | 91.630 | 90.655 | -41.05 | 10822.92 |
140 | 2023.05.31 08:00 | buy | 43 | 0.10 | 90.532 | 0.000 | 0.000 | ||
141 | 2023.05.31 08:00 | modify | 43 | 0.10 | 90.532 | 89.532 | 92.032 | ||
142 | 2023.05.31 23:59 | close at stop | 43 | 0.10 | 90.525 | 89.532 | 92.032 | -0.50 | 10822.42 |