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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; 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=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 437.49 | Gross profit | 1218.08 | Gross loss | -780.59 |
Profit factor | 1.56 | Expected payoff | 19.89 | ||
Absolute drawdown | 140.05 | Maximal drawdown | 317.37 (2.98%) | Relative drawdown | 2.98% (317.37) |
Total trades | 22 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 14 (63.64%) | Loss trades (% of total) | 8 (36.36%) | ||
Largest | profit trade | 110.29 | loss trade | -120.40 | |
Average | profit trade | 87.01 | loss trade | -97.57 | |
Maximum | consecutive wins (profit in money) | 8 (657.95) | consecutive losses (loss in money) | 3 (-317.37) | |
Maximal | consecutive profit (count of wins) | 657.95 (8) | consecutive loss (count of losses) | -317.37 (3) | |
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 | 91.563 | 94.563 | ||
3 | 2022.08.02 04:00 | s/l | 1 | 0.10 | 91.563 | 91.563 | 94.563 | -105.89 | 9894.11 |
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 | 89.372 | 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 | 107.37 | 10001.48 |
10 | 2022.08.03 04:00 | t/p | 3 | 0.10 | 92.372 | 91.622 | 92.372 | 27.00 | 10028.48 |
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 | 95.548 | 92.548 | ||
13 | 2022.08.26 12:00 | s/l | 4 | 0.10 | 95.548 | 95.548 | 92.548 | -120.40 | 9908.07 |
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 | 99.168 | 96.168 | ||
16 | 2022.09.14 16:00 | t/p | 5 | 0.10 | 96.168 | 99.168 | 96.168 | 104.83 | 10012.90 |
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 | 94.762 | 91.762 | ||
19 | 2022.10.20 16:00 | s/l | 6 | 0.10 | 94.762 | 94.762 | 91.762 | -110.93 | 9901.97 |
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 | 91.786 | 94.786 | ||
22 | 2022.11.04 16:00 | t/p | 7 | 0.10 | 94.786 | 91.786 | 94.786 | 107.37 | 10009.34 |
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 | 92.194 | 95.194 | ||
25 | 2022.11.28 08:00 | s/l | 8 | 0.10 | 92.194 | 92.194 | 95.194 | -99.04 | 9910.29 |
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 | 94.604 | 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 | 10013.78 |
32 | 2022.12.16 16:00 | t/p | 10 | 0.10 | 91.604 | 92.804 | 91.604 | 52.69 | 10066.47 |
33 | 2022.12.20 12:00 | buy | 11 | 0.10 | 88.507 | 0.000 | 0.000 | ||
34 | 2022.12.20 12:00 | modify | 11 | 0.10 | 88.507 | 87.007 | 90.007 | ||
35 | 2022.12.27 08:00 | t/p | 11 | 0.10 | 90.007 | 87.007 | 90.007 | 110.29 | 10176.77 |
36 | 2022.12.27 12:00 | sell | 12 | 0.10 | 89.803 | 0.000 | 0.000 | ||
37 | 2022.12.27 12:00 | modify | 12 | 0.10 | 89.803 | 91.303 | 88.303 | ||
38 | 2023.01.02 08:00 | sell | 13 | 0.10 | 89.038 | 0.000 | 0.000 | ||
39 | 2023.01.02 08:00 | modify | 13 | 0.10 | 89.038 | 89.503 | 88.303 | ||
40 | 2023.01.02 08:00 | modify | 12 | 0.10 | 89.803 | 89.503 | 88.303 | ||
41 | 2023.01.03 04:00 | t/p | 12 | 0.10 | 88.303 | 89.503 | 88.303 | 102.12 | 10278.89 |
42 | 2023.01.03 04:00 | t/p | 13 | 0.10 | 88.303 | 89.503 | 88.303 | 51.68 | 10330.57 |
43 | 2023.01.09 16:00 | sell | 14 | 0.10 | 91.598 | 0.000 | 0.000 | ||
44 | 2023.01.09 16:00 | modify | 14 | 0.10 | 91.598 | 93.098 | 90.098 | ||
45 | 2023.01.12 16:00 | t/p | 14 | 0.10 | 90.098 | 93.098 | 90.098 | 103.48 | 10434.05 |
46 | 2023.01.18 08:00 | sell | 15 | 0.10 | 91.420 | 0.000 | 0.000 | ||
47 | 2023.01.18 08:00 | modify | 15 | 0.10 | 91.420 | 92.920 | 89.920 | ||
48 | 2023.01.18 20:00 | t/p | 15 | 0.10 | 89.920 | 92.920 | 89.920 | 106.87 | 10540.92 |
49 | 2023.01.25 08:00 | sell | 16 | 0.10 | 92.553 | 0.000 | 0.000 | ||
50 | 2023.01.25 08:00 | modify | 16 | 0.10 | 92.553 | 94.053 | 91.053 | ||
51 | 2023.02.01 04:00 | sell | 17 | 0.10 | 91.725 | 0.000 | 0.000 | ||
52 | 2023.02.01 04:00 | modify | 17 | 0.10 | 91.725 | 92.103 | 91.053 | ||
53 | 2023.02.01 04:00 | modify | 16 | 0.10 | 92.553 | 92.103 | 91.053 | ||
54 | 2023.02.01 08:00 | s/l | 16 | 0.10 | 92.103 | 92.103 | 91.053 | 27.32 | 10568.24 |
55 | 2023.02.01 08:00 | s/l | 17 | 0.10 | 92.103 | 92.103 | 91.053 | -26.94 | 10541.30 |
56 | 2023.02.10 12:00 | buy | 18 | 0.10 | 90.613 | 0.000 | 0.000 | ||
57 | 2023.02.10 12:00 | modify | 18 | 0.10 | 90.613 | 89.113 | 92.113 | ||
58 | 2023.02.13 16:00 | t/p | 18 | 0.10 | 92.113 | 89.113 | 92.113 | 107.37 | 10648.67 |
59 | 2023.03.06 16:00 | buy | 19 | 0.10 | 91.560 | 0.000 | 0.000 | ||
60 | 2023.03.06 16:00 | modify | 19 | 0.10 | 91.560 | 90.060 | 93.060 | ||
61 | 2023.03.09 12:00 | s/l | 19 | 0.10 | 90.060 | 90.060 | 93.060 | -104.42 | 10544.25 |
62 | 2023.04.21 12:00 | buy | 20 | 0.10 | 89.598 | 0.000 | 0.000 | ||
63 | 2023.04.21 12:00 | modify | 20 | 0.10 | 89.598 | 88.098 | 91.098 | ||
64 | 2023.04.26 12:00 | s/l | 20 | 0.10 | 88.098 | 88.098 | 91.098 | -105.40 | 10438.84 |
65 | 2023.05.01 08:00 | sell | 21 | 0.10 | 90.777 | 0.000 | 0.000 | ||
66 | 2023.05.01 08:00 | modify | 21 | 0.10 | 90.777 | 92.277 | 89.277 | ||
67 | 2023.05.02 08:00 | s/l | 21 | 0.10 | 92.277 | 92.277 | 89.277 | -107.55 | 10331.30 |
68 | 2023.05.02 12:00 | sell | 22 | 0.10 | 92.043 | 0.000 | 0.000 | ||
69 | 2023.05.02 12:00 | modify | 22 | 0.10 | 92.043 | 93.543 | 90.543 | ||
70 | 2023.05.03 08:00 | t/p | 22 | 0.10 | 90.543 | 93.543 | 90.543 | 106.19 | 10437.49 |