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=0; RSIHelp="------------------------------------"; RSI_Period=10; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=80; 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=21; 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 | 581.04 | Gross profit | 984.45 | Gross loss | -403.41 |
Profit factor | 2.44 | Expected payoff | 34.18 | ||
Absolute drawdown | 22.09 | Maximal drawdown | 246.30 (2.30%) | Relative drawdown | 2.30% (246.30) |
Total trades | 17 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 10 (58.82%) | Loss trades (% of total) | 7 (41.18%) | ||
Largest | profit trade | 109.28 | loss trade | -60.33 | |
Average | profit trade | 98.45 | loss trade | -57.63 | |
Maximum | consecutive wins (profit in money) | 4 (340.74) | consecutive losses (loss in money) | 4 (-231.98) | |
Maximal | consecutive profit (count of wins) | 340.74 (4) | consecutive loss (count of losses) | -231.98 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.01 08:00 | buy | 1 | 0.10 | 92.017 | 0.000 | 0.000 | ||
2 | 2022.07.01 08:00 | modify | 1 | 0.10 | 92.017 | 91.217 | 93.517 | ||
3 | 2022.07.05 04:00 | t/p | 1 | 0.10 | 93.517 | 91.217 | 93.517 | 107.82 | 10107.82 |
4 | 2022.08.02 08:00 | buy | 2 | 0.10 | 90.652 | 0.000 | 0.000 | ||
5 | 2022.08.02 08:00 | modify | 2 | 0.10 | 90.652 | 89.852 | 92.152 | ||
6 | 2022.08.02 20:00 | t/p | 2 | 0.10 | 92.152 | 89.852 | 92.152 | 106.86 | 10214.68 |
7 | 2022.09.07 20:00 | sell | 3 | 0.10 | 97.261 | 0.000 | 0.000 | ||
8 | 2022.09.07 20:00 | modify | 3 | 0.10 | 97.261 | 98.061 | 95.761 | ||
9 | 2022.09.12 08:00 | s/l | 3 | 0.10 | 98.061 | 98.061 | 95.761 | -60.33 | 10154.36 |
10 | 2022.09.28 08:00 | buy | 4 | 0.10 | 92.442 | 0.000 | 0.000 | ||
11 | 2022.09.28 08:00 | modify | 4 | 0.10 | 92.442 | 91.642 | 93.942 | ||
12 | 2022.09.28 20:00 | t/p | 4 | 0.10 | 93.942 | 91.642 | 93.942 | 106.87 | 10261.23 |
13 | 2022.11.03 12:00 | buy | 5 | 0.10 | 93.243 | 0.000 | 0.000 | ||
14 | 2022.11.03 12:00 | modify | 5 | 0.10 | 93.243 | 92.443 | 94.743 | ||
15 | 2022.11.04 16:00 | t/p | 5 | 0.10 | 94.743 | 92.443 | 94.743 | 107.35 | 10368.58 |
16 | 2022.12.16 16:00 | buy | 6 | 0.10 | 91.291 | 0.000 | 0.000 | ||
17 | 2022.12.16 16:00 | modify | 6 | 0.10 | 91.291 | 90.491 | 92.791 | ||
18 | 2022.12.20 04:00 | s/l | 6 | 0.10 | 90.491 | 90.491 | 92.791 | -56.04 | 10312.54 |
19 | 2022.12.28 12:00 | sell | 7 | 0.10 | 90.825 | 0.000 | 0.000 | ||
20 | 2022.12.28 12:00 | modify | 7 | 0.10 | 90.825 | 91.625 | 89.325 | ||
21 | 2022.12.30 08:00 | sell | 8 | 0.10 | 89.618 | 0.000 | 0.000 | ||
22 | 2022.12.30 08:00 | modify | 8 | 0.10 | 89.618 | 90.075 | 89.325 | ||
23 | 2022.12.30 08:00 | modify | 7 | 0.10 | 90.825 | 90.075 | 89.325 | ||
24 | 2022.12.30 20:00 | t/p | 7 | 0.10 | 89.325 | 90.075 | 89.325 | 104.19 | 10416.73 |
25 | 2022.12.30 20:00 | t/p | 8 | 0.10 | 89.325 | 90.075 | 89.325 | 20.88 | 10437.61 |
26 | 2023.01.03 12:00 | buy | 9 | 0.10 | 87.687 | 0.000 | 0.000 | ||
27 | 2023.01.03 12:00 | modify | 9 | 0.10 | 87.687 | 86.887 | 89.187 | ||
28 | 2023.01.04 12:00 | t/p | 9 | 0.10 | 89.187 | 86.887 | 89.187 | 107.35 | 10544.96 |
29 | 2023.01.13 16:00 | buy | 10 | 0.10 | 88.768 | 0.000 | 0.000 | ||
30 | 2023.01.13 16:00 | modify | 10 | 0.10 | 88.768 | 87.968 | 90.268 | ||
31 | 2023.01.18 04:00 | t/p | 10 | 0.10 | 90.268 | 87.968 | 90.268 | 108.32 | 10653.28 |
32 | 2023.03.07 12:00 | buy | 11 | 0.10 | 90.672 | 0.000 | 0.000 | ||
33 | 2023.03.07 12:00 | modify | 11 | 0.10 | 90.672 | 89.872 | 92.172 | ||
34 | 2023.03.09 20:00 | s/l | 11 | 0.10 | 89.872 | 89.872 | 92.172 | -55.07 | 10598.21 |
35 | 2023.04.25 20:00 | buy | 12 | 0.10 | 88.418 | 0.000 | 0.000 | ||
36 | 2023.04.25 20:00 | modify | 12 | 0.10 | 88.418 | 87.618 | 89.918 | ||
37 | 2023.04.28 16:00 | t/p | 12 | 0.10 | 89.918 | 87.618 | 89.918 | 109.28 | 10707.49 |
38 | 2023.05.01 16:00 | sell | 13 | 0.10 | 91.151 | 0.000 | 0.000 | ||
39 | 2023.05.01 16:00 | modify | 13 | 0.10 | 91.151 | 91.951 | 89.651 | ||
40 | 2023.05.02 08:00 | s/l | 13 | 0.10 | 91.951 | 91.951 | 89.651 | -57.66 | 10649.84 |
41 | 2023.06.02 16:00 | sell | 14 | 0.10 | 92.447 | 0.000 | 0.000 | ||
42 | 2023.06.02 16:00 | modify | 14 | 0.10 | 92.447 | 93.247 | 90.947 | ||
43 | 2023.06.06 16:00 | s/l | 14 | 0.10 | 93.247 | 93.247 | 90.947 | -58.34 | 10591.50 |
44 | 2023.06.12 08:00 | sell | 15 | 0.10 | 94.330 | 0.000 | 0.000 | ||
45 | 2023.06.12 08:00 | modify | 15 | 0.10 | 94.330 | 95.130 | 92.830 | ||
46 | 2023.06.14 12:00 | s/l | 15 | 0.10 | 95.130 | 95.130 | 92.830 | -58.33 | 10533.17 |
47 | 2023.06.15 16:00 | sell | 16 | 0.10 | 96.509 | 0.000 | 0.000 | ||
48 | 2023.06.15 16:00 | modify | 16 | 0.10 | 96.509 | 97.309 | 95.009 | ||
49 | 2023.06.16 16:00 | s/l | 16 | 0.10 | 97.309 | 97.309 | 95.009 | -57.66 | 10475.52 |
50 | 2023.06.16 16:00 | sell | 17 | 0.10 | 97.346 | 0.000 | 0.000 | ||
51 | 2023.06.16 16:00 | modify | 17 | 0.10 | 97.346 | 98.146 | 95.846 | ||
52 | 2023.06.20 16:00 | t/p | 17 | 0.10 | 95.846 | 98.146 | 95.846 | 105.52 | 10581.04 |