Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:59 (2022.07.01 - 2023.07.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; 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 | 7256 | Ticks modelled | 13512 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1042.34 | Gross profit | 1707.40 | Gross loss | -665.05 |
Profit factor | 2.57 | Expected payoff | 24.24 | ||
Absolute drawdown | 170.05 | Maximal drawdown | 391.72 (3.83%) | Relative drawdown | 3.83% (391.72) |
Total trades | 43 | Short positions (won %) | 19 (52.63%) | Long positions (won %) | 24 (66.67%) |
Profit trades (% of total) | 26 (60.47%) | Loss trades (% of total) | 17 (39.53%) | ||
Largest | profit trade | 109.72 | loss trade | -103.03 | |
Average | profit trade | 65.67 | loss trade | -39.12 | |
Maximum | consecutive wins (profit in money) | 8 (596.76) | consecutive losses (loss in money) | 3 (-146.73) | |
Maximal | consecutive profit (count of wins) | 596.76 (8) | consecutive loss (count of losses) | -146.73 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.08 16:00 | sell | 1 | 0.10 | 93.394 | 0.000 | 0.000 | ||
2 | 2022.07.08 16:00 | modify | 1 | 0.10 | 93.394 | 94.794 | 91.894 | ||
3 | 2022.07.11 21:00 | sell | 2 | 0.10 | 92.487 | 0.000 | 0.000 | ||
4 | 2022.07.11 21:00 | modify | 2 | 0.10 | 92.487 | 93.019 | 91.894 | ||
5 | 2022.07.11 21:00 | modify | 1 | 0.10 | 93.394 | 93.019 | 91.894 | ||
6 | 2022.07.12 02:00 | sell | 3 | 0.10 | 92.334 | 0.000 | 0.000 | ||
7 | 2022.07.12 02:00 | modify | 3 | 0.10 | 92.334 | 92.494 | 91.894 | ||
8 | 2022.07.12 02:00 | modify | 2 | 0.10 | 92.487 | 92.494 | 91.894 | ||
9 | 2022.07.12 02:00 | modify | 1 | 0.10 | 93.394 | 92.494 | 91.894 | ||
10 | 2022.07.12 06:00 | s/l | 1 | 0.10 | 92.494 | 92.494 | 91.894 | 62.75 | 10062.75 |
11 | 2022.07.12 06:00 | s/l | 2 | 0.10 | 92.494 | 92.494 | 91.894 | -1.17 | 10061.59 |
12 | 2022.07.12 06:00 | s/l | 3 | 0.10 | 92.494 | 92.494 | 91.894 | -11.39 | 10050.20 |
13 | 2022.07.22 15:00 | buy | 4 | 0.10 | 94.747 | 0.000 | 0.000 | ||
14 | 2022.07.22 15:00 | modify | 4 | 0.10 | 94.747 | 93.347 | 96.247 | ||
15 | 2022.07.27 01:00 | buy | 5 | 0.10 | 95.280 | 0.000 | 0.000 | ||
16 | 2022.07.27 01:00 | modify | 5 | 0.10 | 95.280 | 94.822 | 96.247 | ||
17 | 2022.07.27 01:00 | modify | 4 | 0.10 | 94.747 | 94.822 | 96.247 | ||
18 | 2022.07.27 02:00 | s/l | 4 | 0.10 | 94.822 | 94.822 | 96.247 | 6.79 | 10056.98 |
19 | 2022.07.27 02:00 | s/l | 5 | 0.10 | 94.822 | 94.822 | 96.247 | -32.62 | 10024.36 |
20 | 2022.07.27 21:00 | sell | 6 | 0.10 | 95.418 | 0.000 | 0.000 | ||
21 | 2022.07.27 21:00 | modify | 6 | 0.10 | 95.418 | 96.818 | 93.918 | ||
22 | 2022.07.28 14:00 | t/p | 6 | 0.10 | 93.918 | 96.818 | 93.918 | 104.81 | 10129.17 |
23 | 2022.07.28 16:00 | buy | 7 | 0.10 | 93.763 | 0.000 | 0.000 | ||
24 | 2022.07.28 16:00 | modify | 7 | 0.10 | 93.763 | 92.363 | 95.263 | ||
25 | 2022.08.01 02:00 | s/l | 7 | 0.10 | 92.363 | 92.363 | 95.263 | -98.74 | 10030.44 |
26 | 2022.08.26 20:00 | buy | 8 | 0.10 | 94.753 | 0.000 | 0.000 | ||
27 | 2022.08.26 20:00 | modify | 8 | 0.10 | 94.753 | 93.353 | 96.253 | ||
28 | 2022.08.29 12:00 | buy | 9 | 0.10 | 95.305 | 0.000 | 0.000 | ||
29 | 2022.08.29 12:00 | modify | 9 | 0.10 | 95.305 | 94.828 | 96.253 | ||
30 | 2022.08.29 12:00 | modify | 8 | 0.10 | 94.753 | 94.828 | 96.253 | ||
31 | 2022.08.29 14:00 | buy | 10 | 0.10 | 95.659 | 0.000 | 0.000 | ||
32 | 2022.08.29 14:00 | modify | 10 | 0.10 | 95.659 | 95.128 | 96.253 | ||
33 | 2022.08.29 14:00 | modify | 9 | 0.10 | 95.305 | 95.128 | 96.253 | ||
34 | 2022.08.29 14:00 | modify | 8 | 0.10 | 94.753 | 95.128 | 96.253 | ||
35 | 2022.08.30 17:00 | s/l | 8 | 0.10 | 95.128 | 95.128 | 96.253 | 27.67 | 10058.11 |
36 | 2022.08.30 17:00 | s/l | 9 | 0.10 | 95.128 | 95.128 | 96.253 | -12.12 | 10045.99 |
37 | 2022.08.30 17:00 | s/l | 10 | 0.10 | 95.128 | 95.128 | 96.253 | -37.33 | 10008.66 |
38 | 2022.09.13 20:00 | buy | 11 | 0.10 | 97.293 | 0.000 | 0.000 | ||
39 | 2022.09.13 20:00 | modify | 11 | 0.10 | 97.293 | 95.893 | 98.793 | ||
40 | 2022.09.16 00:00 | s/l | 11 | 0.10 | 95.893 | 95.893 | 98.793 | -97.29 | 9911.38 |
41 | 2022.09.27 18:00 | buy | 12 | 0.10 | 93.060 | 0.000 | 0.000 | ||
42 | 2022.09.27 18:00 | modify | 12 | 0.10 | 93.060 | 91.660 | 94.560 | ||
43 | 2022.09.28 17:00 | buy | 13 | 0.10 | 93.965 | 0.000 | 0.000 | ||
44 | 2022.09.28 17:00 | modify | 13 | 0.10 | 93.965 | 93.435 | 94.560 | ||
45 | 2022.09.28 17:00 | modify | 12 | 0.10 | 93.060 | 93.435 | 94.560 | ||
46 | 2022.09.29 03:00 | s/l | 12 | 0.10 | 93.435 | 93.435 | 94.560 | 28.64 | 9940.02 |
47 | 2022.09.29 03:00 | s/l | 13 | 0.10 | 93.435 | 93.435 | 94.560 | -36.29 | 9903.72 |
48 | 2022.10.05 20:00 | sell | 14 | 0.10 | 93.959 | 0.000 | 0.000 | ||
49 | 2022.10.05 20:00 | modify | 14 | 0.10 | 93.959 | 95.359 | 92.459 | ||
50 | 2022.10.07 20:00 | t/p | 14 | 0.10 | 92.459 | 95.359 | 92.459 | 104.14 | 10007.86 |
51 | 2022.10.17 14:00 | sell | 15 | 0.10 | 93.315 | 0.000 | 0.000 | ||
52 | 2022.10.17 14:00 | modify | 15 | 0.10 | 93.315 | 94.715 | 91.815 | ||
53 | 2022.10.20 13:00 | s/l | 15 | 0.10 | 94.715 | 94.715 | 91.815 | -103.03 | 9904.83 |
54 | 2022.10.25 16:00 | sell | 16 | 0.10 | 94.533 | 0.000 | 0.000 | ||
55 | 2022.10.25 16:00 | modify | 16 | 0.10 | 94.533 | 95.933 | 93.033 | ||
56 | 2022.11.03 15:00 | t/p | 16 | 0.10 | 93.033 | 95.933 | 93.033 | 99.46 | 10004.30 |
57 | 2022.11.04 14:00 | sell | 17 | 0.10 | 94.775 | 0.000 | 0.000 | ||
58 | 2022.11.04 14:00 | modify | 17 | 0.10 | 94.775 | 96.175 | 93.275 | ||
59 | 2022.11.06 23:00 | sell | 18 | 0.10 | 94.227 | 0.000 | 0.000 | ||
60 | 2022.11.06 23:00 | modify | 18 | 0.10 | 94.227 | 94.700 | 93.275 | ||
61 | 2022.11.06 23:00 | modify | 17 | 0.10 | 94.775 | 94.700 | 93.275 | ||
62 | 2022.11.07 00:00 | s/l | 17 | 0.10 | 94.700 | 94.700 | 93.275 | 4.67 | 10008.97 |
63 | 2022.11.07 00:00 | s/l | 18 | 0.10 | 94.700 | 94.700 | 93.275 | -34.35 | 9974.62 |
64 | 2022.12.09 18:00 | sell | 19 | 0.10 | 92.803 | 0.000 | 0.000 | ||
65 | 2022.12.09 18:00 | modify | 19 | 0.10 | 92.803 | 94.203 | 91.303 | ||
66 | 2022.12.15 18:00 | sell | 20 | 0.10 | 92.253 | 0.000 | 0.000 | ||
67 | 2022.12.15 18:00 | modify | 20 | 0.10 | 92.253 | 92.728 | 91.303 | ||
68 | 2022.12.15 18:00 | modify | 19 | 0.10 | 92.803 | 92.728 | 91.303 | ||
69 | 2022.12.16 16:00 | t/p | 19 | 0.10 | 91.303 | 92.728 | 91.303 | 102.14 | 10076.76 |
70 | 2022.12.16 16:00 | t/p | 20 | 0.10 | 91.303 | 92.728 | 91.303 | 66.98 | 10143.74 |
71 | 2023.01.13 16:00 | buy | 21 | 0.10 | 88.768 | 0.000 | 0.000 | ||
72 | 2023.01.13 16:00 | modify | 21 | 0.10 | 88.768 | 87.368 | 90.268 | ||
73 | 2023.01.13 20:00 | buy | 22 | 0.10 | 89.293 | 0.000 | 0.000 | ||
74 | 2023.01.13 20:00 | modify | 22 | 0.10 | 89.293 | 88.843 | 90.268 | ||
75 | 2023.01.13 20:00 | modify | 21 | 0.10 | 88.768 | 88.843 | 90.268 | ||
76 | 2023.01.17 19:00 | buy | 23 | 0.10 | 89.689 | 0.000 | 0.000 | ||
77 | 2023.01.17 19:00 | modify | 23 | 0.10 | 89.689 | 89.143 | 90.268 | ||
78 | 2023.01.17 19:00 | modify | 22 | 0.10 | 89.293 | 89.143 | 90.268 | ||
79 | 2023.01.17 19:00 | modify | 21 | 0.10 | 88.768 | 89.143 | 90.268 | ||
80 | 2023.01.18 03:00 | t/p | 21 | 0.10 | 90.268 | 89.143 | 90.268 | 108.27 | 10252.01 |
81 | 2023.01.18 03:00 | t/p | 22 | 0.10 | 90.268 | 89.143 | 90.268 | 70.88 | 10322.88 |
82 | 2023.01.18 03:00 | t/p | 23 | 0.10 | 90.268 | 89.143 | 90.268 | 41.71 | 10364.60 |
83 | 2023.01.18 21:00 | buy | 24 | 0.10 | 89.417 | 0.000 | 0.000 | ||
84 | 2023.01.18 21:00 | modify | 24 | 0.10 | 89.417 | 88.017 | 90.917 | ||
85 | 2023.01.20 15:00 | buy | 25 | 0.10 | 90.332 | 0.000 | 0.000 | ||
86 | 2023.01.20 15:00 | modify | 25 | 0.10 | 90.332 | 89.792 | 90.917 | ||
87 | 2023.01.20 15:00 | modify | 24 | 0.10 | 89.417 | 89.792 | 90.917 | ||
88 | 2023.01.23 08:00 | t/p | 24 | 0.10 | 90.917 | 89.792 | 90.917 | 109.23 | 10473.83 |
89 | 2023.01.23 08:00 | t/p | 25 | 0.10 | 90.917 | 89.792 | 90.917 | 42.14 | 10515.97 |
90 | 2023.01.23 17:00 | sell | 26 | 0.10 | 91.795 | 0.000 | 0.000 | ||
91 | 2023.01.23 17:00 | modify | 26 | 0.10 | 91.795 | 93.195 | 90.295 | ||
92 | 2023.02.02 22:00 | sell | 27 | 0.10 | 90.871 | 0.000 | 0.000 | ||
93 | 2023.02.02 22:00 | modify | 27 | 0.10 | 90.871 | 91.420 | 90.295 | ||
94 | 2023.02.02 22:00 | modify | 26 | 0.10 | 91.795 | 91.420 | 90.295 | ||
95 | 2023.02.03 09:00 | sell | 28 | 0.10 | 90.725 | 0.000 | 0.000 | ||
96 | 2023.02.03 09:00 | modify | 28 | 0.10 | 90.725 | 90.895 | 90.295 | ||
97 | 2023.02.03 09:00 | modify | 27 | 0.10 | 90.871 | 90.895 | 90.295 | ||
98 | 2023.02.03 09:00 | modify | 26 | 0.10 | 91.795 | 90.895 | 90.295 | ||
99 | 2023.02.03 15:00 | s/l | 26 | 0.10 | 90.895 | 90.895 | 90.295 | 55.41 | 10571.38 |
100 | 2023.02.03 15:00 | s/l | 27 | 0.10 | 90.895 | 90.895 | 90.295 | -2.38 | 10569.00 |
101 | 2023.02.03 15:00 | s/l | 28 | 0.10 | 90.895 | 90.895 | 90.295 | -12.11 | 10556.89 |
102 | 2023.02.13 17:00 | sell | 29 | 0.10 | 92.406 | 0.000 | 0.000 | ||
103 | 2023.02.13 17:00 | modify | 29 | 0.10 | 92.406 | 93.806 | 90.906 | ||
104 | 2023.02.23 17:00 | sell | 30 | 0.10 | 91.482 | 0.000 | 0.000 | ||
105 | 2023.02.23 17:00 | modify | 30 | 0.10 | 91.482 | 92.031 | 90.906 | ||
106 | 2023.02.23 17:00 | modify | 29 | 0.10 | 92.406 | 92.031 | 90.906 | ||
107 | 2023.02.27 06:00 | sell | 31 | 0.10 | 91.350 | 0.000 | 0.000 | ||
108 | 2023.02.27 06:00 | modify | 31 | 0.10 | 91.350 | 91.506 | 90.906 | ||
109 | 2023.02.27 06:00 | modify | 30 | 0.10 | 91.482 | 91.506 | 90.906 | ||
110 | 2023.02.27 06:00 | modify | 29 | 0.10 | 92.406 | 91.506 | 90.906 | ||
111 | 2023.02.27 08:00 | s/l | 29 | 0.10 | 91.506 | 91.506 | 90.906 | 54.73 | 10611.62 |
112 | 2023.02.27 08:00 | s/l | 30 | 0.10 | 91.506 | 91.506 | 90.906 | -3.05 | 10608.58 |
113 | 2023.02.27 08:00 | s/l | 31 | 0.10 | 91.506 | 91.506 | 90.906 | -11.11 | 10597.47 |
114 | 2023.03.15 15:00 | buy | 32 | 0.10 | 87.964 | 0.000 | 0.000 | ||
115 | 2023.03.15 15:00 | modify | 32 | 0.10 | 87.964 | 86.564 | 89.464 | ||
116 | 2023.03.16 16:00 | buy | 33 | 0.10 | 88.507 | 0.000 | 0.000 | ||
117 | 2023.03.16 16:00 | modify | 33 | 0.10 | 88.507 | 88.039 | 89.464 | ||
118 | 2023.03.16 16:00 | modify | 32 | 0.10 | 87.964 | 88.039 | 89.464 | ||
119 | 2023.03.16 20:00 | buy | 34 | 0.10 | 88.891 | 0.000 | 0.000 | ||
120 | 2023.03.16 20:00 | modify | 34 | 0.10 | 88.891 | 88.339 | 89.464 | ||
121 | 2023.03.16 20:00 | modify | 33 | 0.10 | 88.507 | 88.339 | 89.464 | ||
122 | 2023.03.16 20:00 | modify | 32 | 0.10 | 87.964 | 88.339 | 89.464 | ||
123 | 2023.03.17 09:00 | t/p | 32 | 0.10 | 89.464 | 88.339 | 89.464 | 108.75 | 10706.22 |
124 | 2023.03.17 09:00 | t/p | 33 | 0.10 | 89.464 | 88.339 | 89.464 | 68.64 | 10774.86 |
125 | 2023.03.17 09:00 | t/p | 34 | 0.10 | 89.464 | 88.339 | 89.464 | 41.29 | 10816.15 |
126 | 2023.03.17 14:00 | buy | 35 | 0.10 | 88.576 | 0.000 | 0.000 | ||
127 | 2023.03.17 14:00 | modify | 35 | 0.10 | 88.576 | 87.176 | 90.076 | ||
128 | 2023.03.20 09:00 | s/l | 35 | 0.10 | 87.176 | 87.176 | 90.076 | -99.22 | 10716.93 |
129 | 2023.03.22 21:00 | buy | 36 | 0.10 | 87.680 | 0.000 | 0.000 | ||
130 | 2023.03.22 21:00 | modify | 36 | 0.10 | 87.680 | 86.280 | 89.180 | ||
131 | 2023.03.23 08:00 | buy | 37 | 0.10 | 88.229 | 0.000 | 0.000 | ||
132 | 2023.03.23 08:00 | modify | 37 | 0.10 | 88.229 | 87.755 | 89.180 | ||
133 | 2023.03.23 08:00 | modify | 36 | 0.10 | 87.680 | 87.755 | 89.180 | ||
134 | 2023.03.23 18:00 | s/l | 36 | 0.10 | 87.755 | 87.755 | 89.180 | 6.79 | 10723.72 |
135 | 2023.03.23 18:00 | s/l | 37 | 0.10 | 87.755 | 87.755 | 89.180 | -33.76 | 10689.96 |
136 | 2023.03.23 20:00 | buy | 38 | 0.10 | 87.304 | 0.000 | 0.000 | ||
137 | 2023.03.23 20:00 | modify | 38 | 0.10 | 87.304 | 85.904 | 88.804 | ||
138 | 2023.03.29 21:00 | t/p | 38 | 0.10 | 88.804 | 85.904 | 88.804 | 108.76 | 10798.72 |
139 | 2023.04.25 15:00 | buy | 39 | 0.10 | 88.820 | 0.000 | 0.000 | ||
140 | 2023.04.25 15:00 | modify | 39 | 0.10 | 88.820 | 87.420 | 90.320 | ||
141 | 2023.04.28 14:00 | buy | 40 | 0.10 | 89.738 | 0.000 | 0.000 | ||
142 | 2023.04.28 14:00 | modify | 40 | 0.10 | 89.738 | 89.195 | 90.320 | ||
143 | 2023.04.28 14:00 | modify | 39 | 0.10 | 88.820 | 89.195 | 90.320 | ||
144 | 2023.05.01 01:00 | t/p | 39 | 0.10 | 90.320 | 89.195 | 90.320 | 109.72 | 10908.45 |
145 | 2023.05.01 01:00 | t/p | 40 | 0.10 | 90.320 | 89.195 | 90.320 | 41.93 | 10950.38 |
146 | 2023.05.05 17:00 | sell | 41 | 0.10 | 90.943 | 0.000 | 0.000 | ||
147 | 2023.05.05 17:00 | modify | 41 | 0.10 | 90.943 | 92.343 | 89.443 | ||
148 | 2023.05.12 04:00 | sell | 42 | 0.10 | 90.028 | 0.000 | 0.000 | ||
149 | 2023.05.12 04:00 | modify | 42 | 0.10 | 90.028 | 90.568 | 89.443 | ||
150 | 2023.05.12 04:00 | modify | 41 | 0.10 | 90.943 | 90.568 | 89.443 | ||
151 | 2023.05.15 02:00 | s/l | 41 | 0.10 | 90.568 | 90.568 | 89.443 | 21.37 | 10971.75 |
152 | 2023.05.15 02:00 | s/l | 42 | 0.10 | 90.568 | 90.568 | 89.443 | -39.12 | 10932.63 |
153 | 2023.05.30 17:00 | buy | 43 | 0.10 | 91.118 | 0.000 | 0.000 | ||
154 | 2023.05.30 17:00 | modify | 43 | 0.10 | 91.118 | 89.718 | 92.618 | ||
155 | 2023.06.05 07:00 | t/p | 43 | 0.10 | 92.618 | 89.718 | 92.618 | 109.71 | 11042.34 |