Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 79731 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 543.01 | Gross profit | 577.87 | Gross loss | -34.86 |
Profit factor | 16.58 | Expected payoff | 41.77 | ||
Absolute drawdown | 17.35 | Maximal drawdown | 110.96 (1.08%) | Relative drawdown | 1.08% (110.96) |
Total trades | 13 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 10 (76.92%) | Loss trades (% of total) | 3 (23.08%) | ||
Largest | profit trade | 106.83 | loss trade | -12.61 | |
Average | profit trade | 57.79 | loss trade | -11.62 | |
Maximum | consecutive wins (profit in money) | 5 (279.90) | consecutive losses (loss in money) | 1 (-12.61) | |
Maximal | consecutive profit (count of wins) | 279.90 (5) | consecutive loss (count of losses) | -12.61 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.06 16:00 | buy | 1 | 0.10 | 138.004 | 0.000 | 0.000 | ||
2 | 2022.07.06 16:00 | modify | 1 | 0.10 | 138.004 | 137.004 | 139.504 | ||
3 | 2022.07.06 23:50 | buy | 2 | 0.10 | 138.619 | 0.000 | 0.000 | ||
4 | 2022.07.06 23:50 | modify | 2 | 0.10 | 138.619 | 138.454 | 139.504 | ||
5 | 2022.07.06 23:50 | modify | 1 | 0.10 | 138.004 | 138.454 | 139.504 | ||
6 | 2022.07.07 00:20 | s/l | 1 | 0.10 | 138.454 | 138.454 | 139.504 | 32.96 | 10032.96 |
7 | 2022.07.07 00:20 | s/l | 2 | 0.10 | 138.454 | 138.454 | 139.504 | -10.85 | 10022.11 |
8 | 2022.08.02 12:00 | buy | 3 | 0.10 | 133.951 | 0.000 | 0.000 | ||
9 | 2022.08.02 12:00 | modify | 3 | 0.10 | 133.951 | 132.951 | 135.451 | ||
10 | 2022.08.02 15:20 | buy | 4 | 0.10 | 134.633 | 0.000 | 0.000 | ||
11 | 2022.08.02 15:20 | modify | 4 | 0.10 | 134.633 | 134.476 | 135.451 | ||
12 | 2022.08.02 15:20 | modify | 3 | 0.10 | 133.951 | 134.476 | 135.451 | ||
13 | 2022.08.02 17:20 | buy | 5 | 0.10 | 135.017 | 0.000 | 0.000 | ||
14 | 2022.08.02 17:20 | modify | 5 | 0.10 | 135.017 | 134.851 | 135.451 | ||
15 | 2022.08.02 17:20 | modify | 4 | 0.10 | 134.633 | 134.851 | 135.451 | ||
16 | 2022.08.02 17:20 | modify | 3 | 0.10 | 133.951 | 134.851 | 135.451 | ||
17 | 2022.08.02 22:15 | t/p | 3 | 0.10 | 135.451 | 134.851 | 135.451 | 106.83 | 10128.94 |
18 | 2022.08.02 22:15 | t/p | 4 | 0.10 | 135.451 | 134.851 | 135.451 | 58.26 | 10187.20 |
19 | 2022.08.02 22:15 | t/p | 5 | 0.10 | 135.451 | 134.851 | 135.451 | 30.91 | 10218.11 |
20 | 2022.09.08 04:00 | sell | 6 | 0.10 | 143.800 | 0.000 | 0.000 | ||
21 | 2022.09.08 04:00 | modify | 6 | 0.10 | 143.800 | 144.800 | 142.300 | ||
22 | 2022.09.09 10:05 | sell | 7 | 0.10 | 143.186 | 0.000 | 0.000 | ||
23 | 2022.09.09 10:05 | modify | 7 | 0.10 | 143.186 | 143.350 | 142.300 | ||
24 | 2022.09.09 10:05 | modify | 6 | 0.10 | 143.800 | 143.350 | 142.300 | ||
25 | 2022.09.09 10:55 | sell | 8 | 0.10 | 142.723 | 0.000 | 0.000 | ||
26 | 2022.09.09 10:55 | modify | 8 | 0.10 | 142.723 | 142.900 | 142.300 | ||
27 | 2022.09.09 10:55 | modify | 7 | 0.10 | 143.186 | 142.900 | 142.300 | ||
28 | 2022.09.09 10:55 | modify | 6 | 0.10 | 143.800 | 142.900 | 142.300 | ||
29 | 2022.09.09 11:20 | s/l | 6 | 0.10 | 142.900 | 142.900 | 142.300 | 63.53 | 10281.64 |
30 | 2022.09.09 11:20 | s/l | 7 | 0.10 | 142.900 | 142.900 | 142.300 | 20.37 | 10302.01 |
31 | 2022.09.09 11:20 | s/l | 8 | 0.10 | 142.900 | 142.900 | 142.300 | -12.61 | 10289.40 |
32 | 2022.11.11 16:00 | buy | 9 | 0.10 | 143.620 | 0.000 | 0.000 | ||
33 | 2022.11.11 16:00 | modify | 9 | 0.10 | 143.620 | 142.620 | 145.120 | ||
34 | 2022.11.13 22:46 | buy | 10 | 0.10 | 144.305 | 0.000 | 0.000 | ||
35 | 2022.11.13 22:46 | modify | 10 | 0.10 | 144.305 | 144.145 | 145.120 | ||
36 | 2022.11.13 22:46 | modify | 9 | 0.10 | 143.620 | 144.145 | 145.120 | ||
37 | 2022.11.13 22:53 | s/l | 9 | 0.10 | 144.145 | 144.145 | 145.120 | 37.39 | 10326.79 |
38 | 2022.11.13 22:53 | s/l | 10 | 0.10 | 144.145 | 144.145 | 145.120 | -11.40 | 10315.39 |
39 | 2022.12.15 20:00 | sell | 11 | 0.10 | 146.450 | 0.000 | 0.000 | ||
40 | 2022.12.15 20:00 | modify | 11 | 0.10 | 146.450 | 147.450 | 144.950 | ||
41 | 2022.12.16 08:20 | sell | 12 | 0.10 | 145.837 | 0.000 | 0.000 | ||
42 | 2022.12.16 08:20 | modify | 12 | 0.10 | 145.837 | 146.000 | 144.950 | ||
43 | 2022.12.16 08:20 | modify | 11 | 0.10 | 146.450 | 146.000 | 144.950 | ||
44 | 2022.12.16 09:20 | sell | 13 | 0.10 | 145.767 | 0.000 | 0.000 | ||
45 | 2022.12.16 09:20 | modify | 13 | 0.10 | 145.767 | 145.925 | 144.950 | ||
46 | 2022.12.16 09:25 | modify | 13 | 0.10 | 145.767 | 146.000 | 144.950 | ||
47 | 2022.12.16 15:40 | t/p | 11 | 0.10 | 144.950 | 146.000 | 144.950 | 106.26 | 10421.65 |
48 | 2022.12.16 15:40 | t/p | 12 | 0.10 | 144.950 | 146.000 | 144.950 | 63.17 | 10484.82 |
49 | 2022.12.16 15:40 | t/p | 13 | 0.10 | 144.950 | 146.000 | 144.950 | 58.19 | 10543.01 |