Symbol | AUDJPY (Australian Dollar 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=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 | 79413 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1484.52 | Gross profit | 1880.77 | Gross loss | -396.24 |
Profit factor | 4.75 | Expected payoff | 37.11 | ||
Absolute drawdown | 42.47 | Maximal drawdown | 268.01 (2.33%) | Relative drawdown | 2.33% (268.01) |
Total trades | 40 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 27 (92.59%) |
Profit trades (% of total) | 33 (82.50%) | Loss trades (% of total) | 7 (17.50%) | ||
Largest | profit trade | 109.33 | loss trade | -60.39 | |
Average | profit trade | 56.99 | loss trade | -56.61 | |
Maximum | consecutive wins (profit in money) | 12 (665.58) | consecutive losses (loss in money) | 4 (-232.06) | |
Maximal | consecutive profit (count of wins) | 665.58 (12) | consecutive loss (count of losses) | -232.06 (4) | |
Average | consecutive wins | 7 | 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 | 2022.07.04 07:20 | buy | 2 | 0.10 | 92.784 | 0.000 | 0.000 | ||
4 | 2022.07.04 07:20 | modify | 2 | 0.10 | 92.784 | 92.092 | 93.517 | ||
5 | 2022.07.04 07:20 | modify | 1 | 0.10 | 92.017 | 92.092 | 93.517 | ||
6 | 2022.07.04 09:50 | buy | 3 | 0.10 | 93.217 | 0.000 | 0.000 | ||
7 | 2022.07.04 09:50 | modify | 3 | 0.10 | 93.217 | 92.767 | 93.517 | ||
8 | 2022.07.04 09:50 | modify | 2 | 0.10 | 92.784 | 92.767 | 93.517 | ||
9 | 2022.07.04 09:50 | modify | 1 | 0.10 | 92.017 | 92.767 | 93.517 | ||
10 | 2022.07.05 00:30 | t/p | 1 | 0.10 | 93.517 | 92.767 | 93.517 | 107.87 | 10107.87 |
11 | 2022.07.05 00:30 | t/p | 2 | 0.10 | 93.517 | 92.767 | 93.517 | 52.73 | 10160.60 |
12 | 2022.07.05 00:30 | t/p | 3 | 0.10 | 93.517 | 92.767 | 93.517 | 21.87 | 10182.47 |
13 | 2022.08.02 08:00 | buy | 4 | 0.10 | 90.652 | 0.000 | 0.000 | ||
14 | 2022.08.02 08:00 | modify | 4 | 0.10 | 90.652 | 89.852 | 92.152 | ||
15 | 2022.08.02 14:30 | buy | 5 | 0.10 | 91.424 | 0.000 | 0.000 | ||
16 | 2022.08.02 14:30 | modify | 5 | 0.10 | 91.424 | 90.727 | 92.152 | ||
17 | 2022.08.02 14:30 | modify | 4 | 0.10 | 90.652 | 90.727 | 92.152 | ||
18 | 2022.08.02 18:15 | t/p | 4 | 0.10 | 92.152 | 90.727 | 92.152 | 106.89 | 10289.36 |
19 | 2022.08.02 18:15 | t/p | 5 | 0.10 | 92.152 | 90.727 | 92.152 | 51.88 | 10341.24 |
20 | 2022.09.07 20:00 | sell | 6 | 0.10 | 97.261 | 0.000 | 0.000 | ||
21 | 2022.09.07 20:00 | modify | 6 | 0.10 | 97.261 | 98.061 | 95.761 | ||
22 | 2022.09.12 05:40 | s/l | 6 | 0.10 | 98.061 | 98.061 | 95.761 | -60.39 | 10280.85 |
23 | 2022.09.28 08:00 | buy | 7 | 0.10 | 92.442 | 0.000 | 0.000 | ||
24 | 2022.09.28 08:00 | modify | 7 | 0.10 | 92.442 | 91.642 | 93.942 | ||
25 | 2022.09.28 13:40 | buy | 8 | 0.10 | 93.349 | 0.000 | 0.000 | ||
26 | 2022.09.28 13:40 | modify | 8 | 0.10 | 93.349 | 92.817 | 93.942 | ||
27 | 2022.09.28 13:40 | modify | 7 | 0.10 | 92.442 | 92.817 | 93.942 | ||
28 | 2022.09.28 13:55 | buy | 9 | 0.10 | 93.205 | 0.000 | 0.000 | ||
29 | 2022.09.28 13:55 | modify | 9 | 0.10 | 93.205 | 92.517 | 93.942 | ||
30 | 2022.09.28 14:00 | modify | 9 | 0.10 | 93.205 | 92.817 | 93.942 | ||
31 | 2022.09.28 14:55 | buy | 10 | 0.10 | 93.653 | 0.000 | 0.000 | ||
32 | 2022.09.28 14:55 | modify | 10 | 0.10 | 93.653 | 93.192 | 93.942 | ||
33 | 2022.09.28 14:55 | modify | 8 | 0.10 | 93.349 | 93.192 | 93.942 | ||
34 | 2022.09.28 14:55 | modify | 9 | 0.10 | 93.205 | 93.192 | 93.942 | ||
35 | 2022.09.28 14:55 | modify | 7 | 0.10 | 92.442 | 93.192 | 93.942 | ||
36 | 2022.09.28 16:30 | t/p | 7 | 0.10 | 93.942 | 93.192 | 93.942 | 106.89 | 10387.74 |
37 | 2022.09.28 16:30 | t/p | 8 | 0.10 | 93.942 | 93.192 | 93.942 | 42.26 | 10430.00 |
38 | 2022.09.28 16:30 | t/p | 9 | 0.10 | 93.942 | 93.192 | 93.942 | 52.52 | 10482.52 |
39 | 2022.09.28 16:30 | t/p | 10 | 0.10 | 93.942 | 93.192 | 93.942 | 20.59 | 10503.11 |
40 | 2022.11.03 12:00 | buy | 11 | 0.10 | 93.243 | 0.000 | 0.000 | ||
41 | 2022.11.03 12:00 | modify | 11 | 0.10 | 93.243 | 92.443 | 94.743 | ||
42 | 2022.11.04 05:06 | buy | 12 | 0.10 | 94.007 | 0.000 | 0.000 | ||
43 | 2022.11.04 05:06 | modify | 12 | 0.10 | 94.007 | 93.318 | 94.743 | ||
44 | 2022.11.04 05:06 | modify | 11 | 0.10 | 93.243 | 93.318 | 94.743 | ||
45 | 2022.11.04 12:10 | buy | 13 | 0.10 | 94.167 | 0.000 | 0.000 | ||
46 | 2022.11.04 12:10 | modify | 13 | 0.10 | 94.167 | 93.618 | 94.743 | ||
47 | 2022.11.04 12:10 | modify | 12 | 0.10 | 94.007 | 93.618 | 94.743 | ||
48 | 2022.11.04 12:10 | modify | 11 | 0.10 | 93.243 | 93.618 | 94.743 | ||
49 | 2022.11.04 12:40 | t/p | 11 | 0.10 | 94.743 | 93.618 | 94.743 | 107.38 | 10610.49 |
50 | 2022.11.04 12:40 | t/p | 12 | 0.10 | 94.743 | 93.618 | 94.743 | 52.45 | 10662.94 |
51 | 2022.11.04 12:40 | t/p | 13 | 0.10 | 94.743 | 93.618 | 94.743 | 41.05 | 10703.99 |
52 | 2022.12.16 16:00 | buy | 14 | 0.10 | 91.291 | 0.000 | 0.000 | ||
53 | 2022.12.16 16:00 | modify | 14 | 0.10 | 91.291 | 90.491 | 92.791 | ||
54 | 2022.12.20 01:15 | buy | 15 | 0.10 | 92.050 | 0.000 | 0.000 | ||
55 | 2022.12.20 01:15 | modify | 15 | 0.10 | 92.050 | 91.366 | 92.791 | ||
56 | 2022.12.20 01:15 | modify | 14 | 0.10 | 91.291 | 91.366 | 92.791 | ||
57 | 2022.12.20 03:20 | s/l | 14 | 0.10 | 91.366 | 91.366 | 92.791 | 6.32 | 10710.31 |
58 | 2022.12.20 03:20 | s/l | 15 | 0.10 | 91.366 | 91.366 | 92.791 | -48.74 | 10661.57 |
59 | 2022.12.28 12:00 | sell | 16 | 0.10 | 90.825 | 0.000 | 0.000 | ||
60 | 2022.12.28 12:00 | modify | 16 | 0.10 | 90.825 | 91.625 | 89.325 | ||
61 | 2022.12.29 02:30 | sell | 17 | 0.10 | 90.066 | 0.000 | 0.000 | ||
62 | 2022.12.29 02:30 | modify | 17 | 0.10 | 90.066 | 90.750 | 89.325 | ||
63 | 2022.12.29 02:30 | modify | 16 | 0.10 | 90.825 | 90.750 | 89.325 | ||
64 | 2022.12.29 07:40 | sell | 18 | 0.10 | 89.915 | 0.000 | 0.000 | ||
65 | 2022.12.29 07:40 | modify | 18 | 0.10 | 89.915 | 90.450 | 89.325 | ||
66 | 2022.12.29 07:40 | modify | 17 | 0.10 | 90.066 | 90.450 | 89.325 | ||
67 | 2022.12.29 07:40 | modify | 16 | 0.10 | 90.825 | 90.450 | 89.325 | ||
68 | 2022.12.30 00:55 | sell | 19 | 0.10 | 89.613 | 0.000 | 0.000 | ||
69 | 2022.12.30 00:55 | modify | 19 | 0.10 | 89.613 | 90.075 | 89.325 | ||
70 | 2022.12.30 00:55 | modify | 18 | 0.10 | 89.915 | 90.075 | 89.325 | ||
71 | 2022.12.30 00:55 | modify | 17 | 0.10 | 90.066 | 90.075 | 89.325 | ||
72 | 2022.12.30 00:55 | modify | 16 | 0.10 | 90.825 | 90.075 | 89.325 | ||
73 | 2022.12.30 17:40 | t/p | 16 | 0.10 | 89.325 | 90.075 | 89.325 | 104.17 | 10765.74 |
74 | 2022.12.30 17:40 | t/p | 17 | 0.10 | 89.325 | 90.075 | 89.325 | 52.12 | 10817.86 |
75 | 2022.12.30 17:40 | t/p | 18 | 0.10 | 89.325 | 90.075 | 89.325 | 41.36 | 10859.23 |
76 | 2022.12.30 17:40 | t/p | 19 | 0.10 | 89.325 | 90.075 | 89.325 | 20.52 | 10879.75 |
77 | 2023.01.03 12:00 | buy | 20 | 0.10 | 87.687 | 0.000 | 0.000 | ||
78 | 2023.01.03 12:00 | modify | 20 | 0.10 | 87.687 | 86.887 | 89.187 | ||
79 | 2023.01.04 01:40 | buy | 21 | 0.10 | 88.614 | 0.000 | 0.000 | ||
80 | 2023.01.04 01:40 | modify | 21 | 0.10 | 88.614 | 88.062 | 89.187 | ||
81 | 2023.01.04 01:40 | modify | 20 | 0.10 | 87.687 | 88.062 | 89.187 | ||
82 | 2023.01.04 02:10 | buy | 22 | 0.10 | 88.438 | 0.000 | 0.000 | ||
83 | 2023.01.04 02:10 | modify | 22 | 0.10 | 88.438 | 87.762 | 89.187 | ||
84 | 2023.01.04 02:15 | modify | 22 | 0.10 | 88.438 | 88.062 | 89.187 | ||
85 | 2023.01.04 04:20 | buy | 23 | 0.10 | 88.890 | 0.000 | 0.000 | ||
86 | 2023.01.04 04:20 | modify | 23 | 0.10 | 88.890 | 88.437 | 89.187 | ||
87 | 2023.01.04 04:20 | modify | 21 | 0.10 | 88.614 | 88.437 | 89.187 | ||
88 | 2023.01.04 04:20 | modify | 22 | 0.10 | 88.438 | 88.437 | 89.187 | ||
89 | 2023.01.04 04:20 | modify | 20 | 0.10 | 87.687 | 88.437 | 89.187 | ||
90 | 2023.01.04 08:20 | t/p | 20 | 0.10 | 89.187 | 88.437 | 89.187 | 107.37 | 10987.11 |
91 | 2023.01.04 08:20 | t/p | 21 | 0.10 | 89.187 | 88.437 | 89.187 | 40.83 | 11027.94 |
92 | 2023.01.04 08:20 | t/p | 22 | 0.10 | 89.187 | 88.437 | 89.187 | 53.37 | 11081.31 |
93 | 2023.01.04 08:20 | t/p | 23 | 0.10 | 89.187 | 88.437 | 89.187 | 21.16 | 11102.47 |
94 | 2023.01.13 16:00 | buy | 24 | 0.10 | 88.768 | 0.000 | 0.000 | ||
95 | 2023.01.13 16:00 | modify | 24 | 0.10 | 88.768 | 87.968 | 90.268 | ||
96 | 2023.01.16 00:30 | buy | 25 | 0.10 | 89.521 | 0.000 | 0.000 | ||
97 | 2023.01.16 00:30 | modify | 25 | 0.10 | 89.521 | 88.843 | 90.268 | ||
98 | 2023.01.16 00:30 | modify | 24 | 0.10 | 88.768 | 88.843 | 90.268 | ||
99 | 2023.01.17 05:35 | buy | 26 | 0.10 | 89.676 | 0.000 | 0.000 | ||
100 | 2023.01.17 05:35 | modify | 26 | 0.10 | 89.676 | 89.143 | 90.268 | ||
101 | 2023.01.17 05:35 | modify | 25 | 0.10 | 89.521 | 89.143 | 90.268 | ||
102 | 2023.01.17 05:35 | modify | 24 | 0.10 | 88.768 | 89.143 | 90.268 | ||
103 | 2023.01.18 00:40 | buy | 27 | 0.10 | 89.995 | 0.000 | 0.000 | ||
104 | 2023.01.18 00:40 | modify | 27 | 0.10 | 89.995 | 89.518 | 90.268 | ||
105 | 2023.01.18 00:40 | modify | 26 | 0.10 | 89.676 | 89.518 | 90.268 | ||
106 | 2023.01.18 00:40 | modify | 25 | 0.10 | 89.521 | 89.518 | 90.268 | ||
107 | 2023.01.18 00:40 | modify | 24 | 0.10 | 88.768 | 89.518 | 90.268 | ||
108 | 2023.01.18 02:20 | t/p | 24 | 0.10 | 90.268 | 89.518 | 90.268 | 108.35 | 11210.82 |
109 | 2023.01.18 02:20 | t/p | 25 | 0.10 | 90.268 | 89.518 | 90.268 | 54.21 | 11265.03 |
110 | 2023.01.18 02:20 | t/p | 26 | 0.10 | 90.268 | 89.518 | 90.268 | 42.67 | 11307.70 |
111 | 2023.01.18 02:20 | t/p | 27 | 0.10 | 90.268 | 89.518 | 90.268 | 19.45 | 11327.15 |
112 | 2023.03.07 12:00 | buy | 28 | 0.10 | 90.672 | 0.000 | 0.000 | ||
113 | 2023.03.07 12:00 | modify | 28 | 0.10 | 90.672 | 89.872 | 92.172 | ||
114 | 2023.03.09 18:40 | s/l | 28 | 0.10 | 89.872 | 89.872 | 92.172 | -55.05 | 11272.10 |
115 | 2023.04.25 20:00 | buy | 29 | 0.10 | 88.418 | 0.000 | 0.000 | ||
116 | 2023.04.25 20:00 | modify | 29 | 0.10 | 88.418 | 87.618 | 89.918 | ||
117 | 2023.04.28 04:55 | buy | 30 | 0.10 | 89.182 | 0.000 | 0.000 | ||
118 | 2023.04.28 04:55 | modify | 30 | 0.10 | 89.182 | 88.493 | 89.918 | ||
119 | 2023.04.28 04:55 | modify | 29 | 0.10 | 88.418 | 88.493 | 89.918 | ||
120 | 2023.04.28 06:10 | buy | 31 | 0.10 | 89.326 | 0.000 | 0.000 | ||
121 | 2023.04.28 06:10 | modify | 31 | 0.10 | 89.326 | 88.793 | 89.918 | ||
122 | 2023.04.28 06:10 | modify | 30 | 0.10 | 89.182 | 88.793 | 89.918 | ||
123 | 2023.04.28 06:10 | modify | 29 | 0.10 | 88.418 | 88.793 | 89.918 | ||
124 | 2023.04.28 06:50 | buy | 32 | 0.10 | 89.645 | 0.000 | 0.000 | ||
125 | 2023.04.28 06:50 | modify | 32 | 0.10 | 89.645 | 89.168 | 89.918 | ||
126 | 2023.04.28 06:50 | modify | 31 | 0.10 | 89.326 | 89.168 | 89.918 | ||
127 | 2023.04.28 06:50 | modify | 30 | 0.10 | 89.182 | 89.168 | 89.918 | ||
128 | 2023.04.28 06:50 | modify | 29 | 0.10 | 88.418 | 89.168 | 89.918 | ||
129 | 2023.04.28 14:30 | t/p | 29 | 0.10 | 89.918 | 89.168 | 89.918 | 109.33 | 11381.42 |
130 | 2023.04.28 14:30 | t/p | 30 | 0.10 | 89.918 | 89.168 | 89.918 | 52.44 | 11433.86 |
131 | 2023.04.28 14:30 | t/p | 31 | 0.10 | 89.918 | 89.168 | 89.918 | 42.18 | 11476.04 |
132 | 2023.04.28 14:30 | t/p | 32 | 0.10 | 89.918 | 89.168 | 89.918 | 19.45 | 11495.49 |
133 | 2023.05.01 16:00 | sell | 33 | 0.10 | 91.151 | 0.000 | 0.000 | ||
134 | 2023.05.01 16:00 | modify | 33 | 0.10 | 91.151 | 91.951 | 89.651 | ||
135 | 2023.05.02 04:40 | s/l | 33 | 0.10 | 91.951 | 91.951 | 89.651 | -57.68 | 11437.82 |
136 | 2023.06.02 16:00 | sell | 34 | 0.10 | 92.447 | 0.000 | 0.000 | ||
137 | 2023.06.02 16:00 | modify | 34 | 0.10 | 92.447 | 93.247 | 90.947 | ||
138 | 2023.06.06 15:40 | s/l | 34 | 0.10 | 93.247 | 93.247 | 90.947 | -58.35 | 11379.46 |
139 | 2023.06.12 08:00 | sell | 35 | 0.10 | 94.330 | 0.000 | 0.000 | ||
140 | 2023.06.12 08:00 | modify | 35 | 0.10 | 94.330 | 95.130 | 92.830 | ||
141 | 2023.06.14 10:33 | s/l | 35 | 0.10 | 95.130 | 95.130 | 92.830 | -58.35 | 11321.11 |
142 | 2023.06.15 16:00 | sell | 36 | 0.10 | 96.509 | 0.000 | 0.000 | ||
143 | 2023.06.15 16:00 | modify | 36 | 0.10 | 96.509 | 97.309 | 95.009 | ||
144 | 2023.06.16 15:30 | s/l | 36 | 0.10 | 97.309 | 97.309 | 95.009 | -57.68 | 11263.43 |
145 | 2023.06.16 16:00 | sell | 37 | 0.10 | 97.346 | 0.000 | 0.000 | ||
146 | 2023.06.16 16:00 | modify | 37 | 0.10 | 97.346 | 98.146 | 95.846 | ||
147 | 2023.06.20 04:05 | sell | 38 | 0.10 | 96.427 | 0.000 | 0.000 | ||
148 | 2023.06.20 04:05 | modify | 38 | 0.10 | 96.427 | 96.971 | 95.846 | ||
149 | 2023.06.20 04:05 | modify | 37 | 0.10 | 97.346 | 96.971 | 95.846 | ||
150 | 2023.06.20 06:20 | sell | 39 | 0.10 | 96.596 | 0.000 | 0.000 | ||
151 | 2023.06.20 06:20 | modify | 39 | 0.10 | 96.596 | 97.271 | 95.846 | ||
152 | 2023.06.20 06:25 | modify | 39 | 0.10 | 96.596 | 96.971 | 95.846 | ||
153 | 2023.06.20 08:40 | sell | 40 | 0.10 | 96.137 | 0.000 | 0.000 | ||
154 | 2023.06.20 08:40 | modify | 40 | 0.10 | 96.137 | 96.596 | 95.846 | ||
155 | 2023.06.20 08:40 | modify | 38 | 0.10 | 96.427 | 96.596 | 95.846 | ||
156 | 2023.06.20 08:40 | modify | 39 | 0.10 | 96.596 | 96.596 | 95.846 | ||
157 | 2023.06.20 08:40 | modify | 37 | 0.10 | 97.346 | 96.596 | 95.846 | ||
158 | 2023.06.20 12:40 | t/p | 37 | 0.10 | 95.846 | 96.596 | 95.846 | 105.53 | 11368.95 |
159 | 2023.06.20 12:40 | t/p | 38 | 0.10 | 95.846 | 96.596 | 95.846 | 41.40 | 11410.35 |
160 | 2023.06.20 12:40 | t/p | 39 | 0.10 | 95.846 | 96.596 | 95.846 | 53.44 | 11463.79 |
161 | 2023.06.20 12:40 | t/p | 40 | 0.10 | 95.846 | 96.596 | 95.846 | 20.73 | 11484.52 |