Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 23:59 (2022.07.01 - 2023.07.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=25; 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=25; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 | 875.37 | Gross profit | 2195.44 | Gross loss | -1320.08 |
Profit factor | 1.66 | Expected payoff | 18.62 | ||
Absolute drawdown | 23.45 | Maximal drawdown | 389.71 (3.47%) | Relative drawdown | 3.47% (389.71) |
Total trades | 47 | Short positions (won %) | 26 (53.85%) | Long positions (won %) | 21 (66.67%) |
Profit trades (% of total) | 28 (59.57%) | Loss trades (% of total) | 19 (40.43%) | ||
Largest | profit trade | 94.80 | loss trade | -81.29 | |
Average | profit trade | 78.41 | loss trade | -69.48 | |
Maximum | consecutive wins (profit in money) | 7 (449.38) | consecutive losses (loss in money) | 4 (-203.88) | |
Maximal | consecutive profit (count of wins) | 449.38 (7) | consecutive loss (count of losses) | -203.88 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.05 00:00 | sell | 1 | 0.10 | 141.742 | 0.000 | 0.000 | ||
2 | 2022.07.05 00:00 | modify | 1 | 0.10 | 141.742 | 142.842 | 140.442 | ||
3 | 2022.07.05 12:00 | t/p | 1 | 0.10 | 140.442 | 142.842 | 140.442 | 92.66 | 10092.66 |
4 | 2022.07.08 04:00 | buy | 2 | 0.10 | 137.771 | 0.000 | 0.000 | ||
5 | 2022.07.08 04:00 | modify | 2 | 0.10 | 137.771 | 136.671 | 139.071 | ||
6 | 2022.07.11 04:00 | t/p | 2 | 0.10 | 139.071 | 136.671 | 139.071 | 92.97 | 10185.63 |
7 | 2022.07.12 04:00 | buy | 3 | 0.10 | 137.625 | 0.000 | 0.000 | ||
8 | 2022.07.12 04:00 | modify | 3 | 0.10 | 137.625 | 136.525 | 138.925 | ||
9 | 2022.07.14 08:00 | t/p | 3 | 0.10 | 138.925 | 136.525 | 138.925 | 93.89 | 10279.52 |
10 | 2022.07.26 04:00 | sell | 4 | 0.10 | 139.673 | 0.000 | 0.000 | ||
11 | 2022.07.26 04:00 | modify | 4 | 0.10 | 139.673 | 140.773 | 138.373 | ||
12 | 2022.07.26 16:00 | t/p | 4 | 0.10 | 138.373 | 140.773 | 138.373 | 92.67 | 10372.19 |
13 | 2022.07.28 04:00 | buy | 5 | 0.10 | 138.228 | 0.000 | 0.000 | ||
14 | 2022.07.28 04:00 | modify | 5 | 0.10 | 138.228 | 137.128 | 139.528 | ||
15 | 2022.07.28 16:00 | s/l | 5 | 0.10 | 137.128 | 137.128 | 139.528 | -78.41 | 10293.78 |
16 | 2022.08.05 04:00 | sell | 6 | 0.10 | 136.371 | 0.000 | 0.000 | ||
17 | 2022.08.05 04:00 | modify | 6 | 0.10 | 136.371 | 137.471 | 135.071 | ||
18 | 2022.08.05 16:00 | s/l | 6 | 0.10 | 137.471 | 137.471 | 135.071 | -78.41 | 10215.37 |
19 | 2022.08.10 00:00 | sell | 7 | 0.10 | 138.039 | 0.000 | 0.000 | ||
20 | 2022.08.10 00:00 | modify | 7 | 0.10 | 138.039 | 139.139 | 136.739 | ||
21 | 2022.08.10 16:00 | t/p | 7 | 0.10 | 136.739 | 139.139 | 136.739 | 92.67 | 10308.04 |
22 | 2022.08.12 04:00 | sell | 8 | 0.10 | 137.512 | 0.000 | 0.000 | ||
23 | 2022.08.12 04:00 | modify | 8 | 0.10 | 137.512 | 138.612 | 136.212 | ||
24 | 2022.08.15 12:00 | t/p | 8 | 0.10 | 136.212 | 138.612 | 136.212 | 92.08 | 10400.12 |
25 | 2022.08.22 04:00 | sell | 9 | 0.10 | 137.824 | 0.000 | 0.000 | ||
26 | 2022.08.22 04:00 | modify | 9 | 0.10 | 137.824 | 138.924 | 136.524 | ||
27 | 2022.08.22 20:00 | t/p | 9 | 0.10 | 136.524 | 138.924 | 136.524 | 92.66 | 10492.78 |
28 | 2022.09.05 00:00 | buy | 10 | 0.10 | 139.270 | 0.000 | 0.000 | ||
29 | 2022.09.05 00:00 | modify | 10 | 0.10 | 139.270 | 138.170 | 140.570 | ||
30 | 2022.09.05 20:00 | buy | 11 | 0.10 | 139.599 | 0.000 | 0.000 | ||
31 | 2022.09.05 20:00 | modify | 11 | 0.10 | 139.599 | 139.400 | 140.570 | ||
32 | 2022.09.05 20:00 | modify | 10 | 0.10 | 139.270 | 139.400 | 140.570 | ||
33 | 2022.09.06 08:00 | t/p | 10 | 0.10 | 140.570 | 139.400 | 140.570 | 92.97 | 10585.76 |
34 | 2022.09.06 08:00 | t/p | 11 | 0.10 | 140.570 | 139.400 | 140.570 | 69.52 | 10655.28 |
35 | 2022.09.12 04:00 | sell | 12 | 0.10 | 144.102 | 0.000 | 0.000 | ||
36 | 2022.09.12 04:00 | modify | 12 | 0.10 | 144.102 | 145.202 | 142.802 | ||
37 | 2022.09.12 08:00 | s/l | 12 | 0.10 | 145.202 | 145.202 | 142.802 | -78.41 | 10576.87 |
38 | 2022.09.28 04:00 | buy | 13 | 0.10 | 138.337 | 0.000 | 0.000 | ||
39 | 2022.09.28 04:00 | modify | 13 | 0.10 | 138.337 | 137.237 | 139.637 | ||
40 | 2022.09.28 16:00 | t/p | 13 | 0.10 | 139.637 | 137.237 | 139.637 | 92.67 | 10669.54 |
41 | 2022.10.11 04:00 | buy | 14 | 0.10 | 141.127 | 0.000 | 0.000 | ||
42 | 2022.10.11 04:00 | modify | 14 | 0.10 | 141.127 | 140.027 | 142.427 | ||
43 | 2022.10.12 08:00 | buy | 15 | 0.10 | 141.924 | 0.000 | 0.000 | ||
44 | 2022.10.12 08:00 | modify | 15 | 0.10 | 141.924 | 141.452 | 142.427 | ||
45 | 2022.10.12 08:00 | buy | 16 | 0.10 | 141.924 | 0.000 | 0.000 | ||
46 | 2022.10.12 08:00 | modify | 16 | 0.10 | 141.924 | 141.582 | 142.427 | ||
47 | 2022.10.12 08:00 | modify | 14 | 0.10 | 141.127 | 141.582 | 142.427 | ||
48 | 2022.10.12 12:00 | modify | 15 | 0.10 | 141.924 | 141.582 | 142.427 | ||
49 | 2022.10.12 16:00 | t/p | 14 | 0.10 | 142.427 | 141.582 | 142.427 | 92.97 | 10762.52 |
50 | 2022.10.12 16:00 | t/p | 15 | 0.10 | 142.427 | 141.582 | 142.427 | 35.86 | 10798.38 |
51 | 2022.10.12 16:00 | t/p | 16 | 0.10 | 142.427 | 141.582 | 142.427 | 35.86 | 10834.24 |
52 | 2022.10.20 00:00 | buy | 17 | 0.10 | 146.342 | 0.000 | 0.000 | ||
53 | 2022.10.20 00:00 | modify | 17 | 0.10 | 146.342 | 145.242 | 147.642 | ||
54 | 2022.10.21 12:00 | t/p | 17 | 0.10 | 147.642 | 145.242 | 147.642 | 92.97 | 10927.21 |
55 | 2022.11.14 04:00 | buy | 18 | 0.10 | 143.667 | 0.000 | 0.000 | ||
56 | 2022.11.14 04:00 | modify | 18 | 0.10 | 143.667 | 142.567 | 144.967 | ||
57 | 2022.11.14 16:00 | t/p | 18 | 0.10 | 144.967 | 142.567 | 144.967 | 92.67 | 11019.88 |
58 | 2022.11.16 04:00 | sell | 19 | 0.10 | 145.130 | 0.000 | 0.000 | ||
59 | 2022.11.16 04:00 | modify | 19 | 0.10 | 145.130 | 146.230 | 143.830 | ||
60 | 2022.11.20 20:00 | sell | 20 | 0.10 | 144.796 | 0.000 | 0.000 | ||
61 | 2022.11.20 20:00 | modify | 20 | 0.10 | 144.796 | 145.000 | 143.830 | ||
62 | 2022.11.20 20:00 | modify | 19 | 0.10 | 145.130 | 145.000 | 143.830 | ||
63 | 2022.11.21 00:00 | s/l | 19 | 0.10 | 145.000 | 145.000 | 143.830 | 6.37 | 11026.26 |
64 | 2022.11.21 00:00 | s/l | 20 | 0.10 | 145.000 | 145.000 | 143.830 | -15.12 | 11011.14 |
65 | 2022.11.21 04:00 | buy | 21 | 0.10 | 144.620 | 0.000 | 0.000 | ||
66 | 2022.11.21 04:00 | modify | 21 | 0.10 | 144.620 | 143.520 | 145.920 | ||
67 | 2022.11.23 08:00 | t/p | 21 | 0.10 | 145.920 | 143.520 | 145.920 | 93.28 | 11104.42 |
68 | 2022.11.28 04:00 | buy | 22 | 0.10 | 143.601 | 0.000 | 0.000 | ||
69 | 2022.11.28 04:00 | modify | 22 | 0.10 | 143.601 | 142.501 | 144.901 | ||
70 | 2022.11.28 16:00 | t/p | 22 | 0.10 | 144.901 | 142.501 | 144.901 | 92.68 | 11197.10 |
71 | 2022.12.01 00:00 | buy | 23 | 0.10 | 143.199 | 0.000 | 0.000 | ||
72 | 2022.12.01 00:00 | modify | 23 | 0.10 | 143.199 | 142.099 | 144.499 | ||
73 | 2022.12.01 08:00 | s/l | 23 | 0.10 | 142.099 | 142.099 | 144.499 | -78.42 | 11118.68 |
74 | 2022.12.20 00:00 | sell | 24 | 0.10 | 145.353 | 0.000 | 0.000 | ||
75 | 2022.12.20 00:00 | modify | 24 | 0.10 | 145.353 | 146.453 | 144.053 | ||
76 | 2022.12.20 04:00 | t/p | 24 | 0.10 | 144.053 | 146.453 | 144.053 | 92.66 | 11211.34 |
77 | 2022.12.20 04:00 | buy | 25 | 0.10 | 141.590 | 0.000 | 0.000 | ||
78 | 2022.12.20 04:00 | modify | 25 | 0.10 | 141.590 | 140.490 | 142.890 | ||
79 | 2022.12.20 08:00 | s/l | 25 | 0.10 | 140.490 | 140.490 | 142.890 | -78.41 | 11132.93 |
80 | 2022.12.23 04:00 | sell | 26 | 0.10 | 140.694 | 0.000 | 0.000 | ||
81 | 2022.12.23 04:00 | modify | 26 | 0.10 | 140.694 | 141.794 | 139.394 | ||
82 | 2022.12.27 12:00 | s/l | 26 | 0.10 | 141.794 | 141.794 | 139.394 | -79.56 | 11053.36 |
83 | 2023.01.09 04:00 | buy | 27 | 0.10 | 140.442 | 0.000 | 0.000 | ||
84 | 2023.01.09 04:00 | modify | 27 | 0.10 | 140.442 | 139.342 | 141.742 | ||
85 | 2023.01.09 16:00 | t/p | 27 | 0.10 | 141.742 | 139.342 | 141.742 | 92.67 | 11146.03 |
86 | 2023.01.17 04:00 | sell | 28 | 0.10 | 139.401 | 0.000 | 0.000 | ||
87 | 2023.01.17 04:00 | modify | 28 | 0.10 | 139.401 | 140.501 | 138.101 | ||
88 | 2023.01.18 04:00 | s/l | 28 | 0.10 | 140.501 | 140.501 | 138.101 | -78.98 | 11067.06 |
89 | 2023.01.18 04:00 | sell | 29 | 0.10 | 141.277 | 0.000 | 0.000 | ||
90 | 2023.01.18 04:00 | modify | 29 | 0.10 | 141.277 | 142.377 | 139.977 | ||
91 | 2023.01.18 12:00 | t/p | 29 | 0.10 | 139.977 | 142.377 | 139.977 | 92.67 | 11159.73 |
92 | 2023.01.20 04:00 | sell | 30 | 0.10 | 139.559 | 0.000 | 0.000 | ||
93 | 2023.01.20 04:00 | modify | 30 | 0.10 | 139.559 | 140.659 | 138.259 | ||
94 | 2023.01.20 12:00 | s/l | 30 | 0.10 | 140.659 | 140.659 | 138.259 | -78.41 | 11081.32 |
95 | 2023.01.25 04:00 | sell | 31 | 0.10 | 142.213 | 0.000 | 0.000 | ||
96 | 2023.01.25 04:00 | modify | 31 | 0.10 | 142.213 | 143.313 | 140.913 | ||
97 | 2023.01.25 12:00 | t/p | 31 | 0.10 | 140.913 | 143.313 | 140.913 | 92.66 | 11173.98 |
98 | 2023.01.26 00:00 | buy | 32 | 0.10 | 141.189 | 0.000 | 0.000 | ||
99 | 2023.01.26 00:00 | modify | 32 | 0.10 | 141.189 | 140.089 | 142.489 | ||
100 | 2023.02.02 16:00 | s/l | 32 | 0.10 | 140.089 | 140.089 | 142.489 | -76.29 | 11097.69 |
101 | 2023.02.17 04:00 | sell | 33 | 0.10 | 143.447 | 0.000 | 0.000 | ||
102 | 2023.02.17 04:00 | modify | 33 | 0.10 | 143.447 | 144.547 | 142.147 | ||
103 | 2023.02.23 20:00 | sell | 34 | 0.10 | 142.655 | 0.000 | 0.000 | ||
104 | 2023.02.23 20:00 | modify | 34 | 0.10 | 142.655 | 143.122 | 142.147 | ||
105 | 2023.02.23 20:00 | sell | 35 | 0.10 | 142.655 | 0.000 | 0.000 | ||
106 | 2023.02.23 20:00 | modify | 35 | 0.10 | 142.655 | 142.992 | 142.147 | ||
107 | 2023.02.23 20:00 | modify | 33 | 0.10 | 143.447 | 142.992 | 142.147 | ||
108 | 2023.02.24 00:00 | modify | 34 | 0.10 | 142.655 | 142.992 | 142.147 | ||
109 | 2023.02.24 12:00 | s/l | 33 | 0.10 | 142.992 | 142.992 | 142.147 | 28.39 | 11126.08 |
110 | 2023.02.24 12:00 | s/l | 34 | 0.10 | 142.992 | 142.992 | 142.147 | -24.60 | 11101.48 |
111 | 2023.02.24 12:00 | s/l | 35 | 0.10 | 142.992 | 142.992 | 142.147 | -24.60 | 11076.88 |
112 | 2023.03.06 04:00 | buy | 36 | 0.10 | 144.228 | 0.000 | 0.000 | ||
113 | 2023.03.06 04:00 | modify | 36 | 0.10 | 144.228 | 143.128 | 145.528 | ||
114 | 2023.03.13 00:00 | s/l | 36 | 0.10 | 143.128 | 143.128 | 145.528 | -76.28 | 11000.60 |
115 | 2023.03.13 04:00 | buy | 37 | 0.10 | 143.748 | 0.000 | 0.000 | ||
116 | 2023.03.13 04:00 | modify | 37 | 0.10 | 143.748 | 142.648 | 145.048 | ||
117 | 2023.03.13 12:00 | s/l | 37 | 0.10 | 142.648 | 142.648 | 145.048 | -78.41 | 10922.19 |
118 | 2023.04.04 04:00 | sell | 38 | 0.10 | 144.651 | 0.000 | 0.000 | ||
119 | 2023.04.04 04:00 | modify | 38 | 0.10 | 144.651 | 145.751 | 143.351 | ||
120 | 2023.04.05 16:00 | t/p | 38 | 0.10 | 143.351 | 145.751 | 143.351 | 92.08 | 11014.28 |
121 | 2023.04.19 04:00 | sell | 39 | 0.10 | 147.375 | 0.000 | 0.000 | ||
122 | 2023.04.19 04:00 | modify | 39 | 0.10 | 147.375 | 148.475 | 146.075 | ||
123 | 2023.04.24 16:00 | s/l | 39 | 0.10 | 148.475 | 148.475 | 146.075 | -81.29 | 10932.99 |
124 | 2023.04.27 04:00 | sell | 40 | 0.10 | 147.643 | 0.000 | 0.000 | ||
125 | 2023.04.27 04:00 | modify | 40 | 0.10 | 147.643 | 148.743 | 146.343 | ||
126 | 2023.04.28 08:00 | s/l | 40 | 0.10 | 148.743 | 148.743 | 146.343 | -78.99 | 10854.00 |
127 | 2023.05.08 00:00 | sell | 41 | 0.10 | 148.956 | 0.000 | 0.000 | ||
128 | 2023.05.08 00:00 | modify | 41 | 0.10 | 148.956 | 150.056 | 147.656 | ||
129 | 2023.05.10 12:00 | sell | 42 | 0.10 | 148.151 | 0.000 | 0.000 | ||
130 | 2023.05.10 12:00 | modify | 42 | 0.10 | 148.151 | 148.631 | 147.656 | ||
131 | 2023.05.10 12:00 | sell | 43 | 0.10 | 148.151 | 0.000 | 0.000 | ||
132 | 2023.05.10 12:00 | modify | 43 | 0.10 | 148.151 | 148.501 | 147.656 | ||
133 | 2023.05.10 12:00 | modify | 41 | 0.10 | 148.956 | 148.501 | 147.656 | ||
134 | 2023.05.10 16:00 | t/p | 41 | 0.10 | 147.656 | 148.501 | 147.656 | 91.51 | 10945.51 |
135 | 2023.05.10 16:00 | t/p | 42 | 0.10 | 147.656 | 148.631 | 147.656 | 35.28 | 10980.79 |
136 | 2023.05.10 16:00 | t/p | 43 | 0.10 | 147.656 | 148.501 | 147.656 | 35.28 | 11016.07 |
137 | 2023.05.15 00:00 | sell | 44 | 0.10 | 147.406 | 0.000 | 0.000 | ||
138 | 2023.05.15 00:00 | modify | 44 | 0.10 | 147.406 | 148.506 | 146.106 | ||
139 | 2023.05.16 20:00 | s/l | 44 | 0.10 | 148.506 | 148.506 | 146.106 | -78.98 | 10937.09 |
140 | 2023.05.30 04:00 | buy | 45 | 0.10 | 150.178 | 0.000 | 0.000 | ||
141 | 2023.05.30 04:00 | modify | 45 | 0.10 | 150.178 | 149.078 | 151.478 | ||
142 | 2023.05.31 08:00 | s/l | 45 | 0.10 | 149.078 | 149.078 | 151.478 | -78.12 | 10858.98 |
143 | 2023.06.06 00:00 | buy | 46 | 0.10 | 149.358 | 0.000 | 0.000 | ||
144 | 2023.06.06 00:00 | modify | 46 | 0.10 | 149.358 | 148.258 | 150.658 | ||
145 | 2023.06.13 08:00 | t/p | 46 | 0.10 | 150.658 | 148.258 | 150.658 | 94.80 | 10953.78 |
146 | 2023.06.27 04:00 | sell | 47 | 0.10 | 156.716 | 0.000 | 0.000 | ||
147 | 2023.06.27 04:00 | modify | 47 | 0.10 | 156.716 | 157.816 | 155.416 | ||
148 | 2023.06.27 16:00 | s/l | 47 | 0.10 | 157.816 | 157.816 | 155.416 | -78.41 | 10875.37 |