Symbol | AUDJPY (Australian Dollar 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 609.02 | Gross profit | 1107.48 | Gross loss | -498.46 |
Profit factor | 2.22 | Expected payoff | 32.05 | ||
Absolute drawdown | 110.70 | Maximal drawdown | 189.03 (1.88%) | Relative drawdown | 1.88% (189.03) |
Total trades | 19 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
Largest | profit trade | 107.31 | loss trade | -105.26 | |
Average | profit trade | 85.19 | loss trade | -83.08 | |
Maximum | consecutive wins (profit in money) | 7 (547.63) | consecutive losses (loss in money) | 1 (-105.26) | |
Maximal | consecutive profit (count of wins) | 547.63 (7) | consecutive loss (count of losses) | -105.26 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.29 16:00 | buy | 1 | 0.10 | 93.063 | 0.000 | 0.000 | ||
2 | 2022.07.29 16:00 | modify | 1 | 0.10 | 93.063 | 91.763 | 94.563 | ||
3 | 2022.08.02 04:00 | s/l | 1 | 0.10 | 91.763 | 91.763 | 94.563 | -91.62 | 9908.38 |
4 | 2022.08.02 12:00 | buy | 2 | 0.10 | 90.872 | 0.000 | 0.000 | ||
5 | 2022.08.02 12:00 | modify | 2 | 0.10 | 90.872 | 89.572 | 92.372 | ||
6 | 2022.08.02 16:00 | buy | 3 | 0.10 | 92.000 | 0.000 | 0.000 | ||
7 | 2022.08.02 16:00 | modify | 3 | 0.10 | 92.000 | 91.622 | 92.372 | ||
8 | 2022.08.02 16:00 | modify | 2 | 0.10 | 90.872 | 91.622 | 92.372 | ||
9 | 2022.08.03 04:00 | t/p | 2 | 0.10 | 92.372 | 91.622 | 92.372 | 107.30 | 10015.69 |
10 | 2022.08.03 04:00 | t/p | 3 | 0.10 | 92.372 | 91.622 | 92.372 | 26.97 | 10042.66 |
11 | 2022.08.08 12:00 | sell | 4 | 0.10 | 94.048 | 0.000 | 0.000 | ||
12 | 2022.08.08 12:00 | modify | 4 | 0.10 | 94.048 | 95.348 | 92.548 | ||
13 | 2022.08.25 12:00 | s/l | 4 | 0.10 | 95.348 | 95.348 | 92.548 | -105.26 | 9937.40 |
14 | 2022.09.09 08:00 | sell | 5 | 0.10 | 97.668 | 0.000 | 0.000 | ||
15 | 2022.09.09 08:00 | modify | 5 | 0.10 | 97.668 | 98.968 | 96.168 | ||
16 | 2022.09.14 16:00 | t/p | 5 | 0.10 | 96.168 | 98.968 | 96.168 | 104.81 | 10042.21 |
17 | 2022.10.14 08:00 | sell | 6 | 0.10 | 93.262 | 0.000 | 0.000 | ||
18 | 2022.10.14 08:00 | modify | 6 | 0.10 | 93.262 | 94.562 | 91.762 | ||
19 | 2022.10.20 12:00 | s/l | 6 | 0.10 | 94.562 | 94.562 | 91.762 | -96.58 | 9945.63 |
20 | 2022.11.03 16:00 | buy | 7 | 0.10 | 93.286 | 0.000 | 0.000 | ||
21 | 2022.11.03 16:00 | modify | 7 | 0.10 | 93.286 | 91.986 | 94.786 | ||
22 | 2022.11.04 16:00 | t/p | 7 | 0.10 | 94.786 | 91.986 | 94.786 | 107.31 | 10052.94 |
23 | 2022.11.10 12:00 | buy | 8 | 0.10 | 93.694 | 0.000 | 0.000 | ||
24 | 2022.11.10 12:00 | modify | 8 | 0.10 | 93.694 | 92.394 | 95.194 | ||
25 | 2022.11.28 08:00 | s/l | 8 | 0.10 | 92.394 | 92.394 | 95.194 | -84.86 | 9968.08 |
26 | 2022.12.13 12:00 | sell | 9 | 0.10 | 93.104 | 0.000 | 0.000 | ||
27 | 2022.12.13 12:00 | modify | 9 | 0.10 | 93.104 | 94.404 | 91.604 | ||
28 | 2022.12.15 12:00 | sell | 10 | 0.10 | 92.353 | 0.000 | 0.000 | ||
29 | 2022.12.15 12:00 | modify | 10 | 0.10 | 92.353 | 92.804 | 91.604 | ||
30 | 2022.12.15 12:00 | modify | 9 | 0.10 | 93.104 | 92.804 | 91.604 | ||
31 | 2022.12.16 16:00 | t/p | 9 | 0.10 | 91.604 | 92.804 | 91.604 | 103.48 | 10071.56 |
32 | 2022.12.16 16:00 | t/p | 10 | 0.10 | 91.604 | 92.804 | 91.604 | 52.67 | 10124.24 |
33 | 2022.12.27 12:00 | sell | 11 | 0.10 | 89.803 | 0.000 | 0.000 | ||
34 | 2022.12.27 12:00 | modify | 11 | 0.10 | 89.803 | 91.103 | 88.303 | ||
35 | 2023.01.02 08:00 | sell | 12 | 0.10 | 89.038 | 0.000 | 0.000 | ||
36 | 2023.01.02 08:00 | modify | 12 | 0.10 | 89.038 | 89.503 | 88.303 | ||
37 | 2023.01.02 08:00 | modify | 11 | 0.10 | 89.803 | 89.503 | 88.303 | ||
38 | 2023.01.03 04:00 | t/p | 11 | 0.10 | 88.303 | 89.503 | 88.303 | 102.14 | 10226.37 |
39 | 2023.01.03 04:00 | t/p | 12 | 0.10 | 88.303 | 89.503 | 88.303 | 51.67 | 10278.04 |
40 | 2023.01.09 16:00 | sell | 13 | 0.10 | 91.598 | 0.000 | 0.000 | ||
41 | 2023.01.09 16:00 | modify | 13 | 0.10 | 91.598 | 92.898 | 90.098 | ||
42 | 2023.01.12 16:00 | t/p | 13 | 0.10 | 90.098 | 92.898 | 90.098 | 103.47 | 10381.51 |
43 | 2023.01.18 08:00 | sell | 14 | 0.10 | 91.420 | 0.000 | 0.000 | ||
44 | 2023.01.18 08:00 | modify | 14 | 0.10 | 91.420 | 92.720 | 89.920 | ||
45 | 2023.01.18 20:00 | t/p | 14 | 0.10 | 89.920 | 92.720 | 89.920 | 106.82 | 10488.33 |
46 | 2023.01.25 08:00 | sell | 15 | 0.10 | 92.553 | 0.000 | 0.000 | ||
47 | 2023.01.25 08:00 | modify | 15 | 0.10 | 92.553 | 93.853 | 91.053 | ||
48 | 2023.02.01 04:00 | sell | 16 | 0.10 | 91.725 | 0.000 | 0.000 | ||
49 | 2023.02.01 04:00 | modify | 16 | 0.10 | 91.725 | 92.103 | 91.053 | ||
50 | 2023.02.01 04:00 | modify | 15 | 0.10 | 92.553 | 92.103 | 91.053 | ||
51 | 2023.02.01 08:00 | s/l | 15 | 0.10 | 92.103 | 92.103 | 91.053 | 27.38 | 10515.71 |
52 | 2023.02.01 08:00 | s/l | 16 | 0.10 | 92.103 | 92.103 | 91.053 | -26.91 | 10488.80 |
53 | 2023.02.10 12:00 | buy | 17 | 0.10 | 90.613 | 0.000 | 0.000 | ||
54 | 2023.02.10 12:00 | modify | 17 | 0.10 | 90.613 | 89.313 | 92.113 | ||
55 | 2023.02.13 16:00 | t/p | 17 | 0.10 | 92.113 | 89.313 | 92.113 | 107.31 | 10596.11 |
56 | 2023.05.01 08:00 | sell | 18 | 0.10 | 90.777 | 0.000 | 0.000 | ||
57 | 2023.05.01 08:00 | modify | 18 | 0.10 | 90.777 | 92.077 | 89.277 | ||
58 | 2023.05.02 08:00 | s/l | 18 | 0.10 | 92.077 | 92.077 | 89.277 | -93.24 | 10502.87 |
59 | 2023.05.02 12:00 | sell | 19 | 0.10 | 92.043 | 0.000 | 0.000 | ||
60 | 2023.05.02 12:00 | modify | 19 | 0.10 | 92.043 | 93.343 | 90.543 | ||
61 | 2023.05.03 08:00 | t/p | 19 | 0.10 | 90.543 | 93.343 | 90.543 | 106.14 | 10609.02 |