Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
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=60; 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=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 | 987.69 | Gross profit | 1449.97 | Gross loss | -462.28 |
Profit factor | 3.14 | Expected payoff | 44.90 | ||
Absolute drawdown | 18.77 | Maximal drawdown | 185.34 (1.82%) | Relative drawdown | 1.82% (185.34) |
Total trades | 22 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
Largest | profit trade | 106.61 | loss trade | -103.25 | |
Average | profit trade | 85.29 | loss trade | -92.46 | |
Maximum | consecutive wins (profit in money) | 8 (713.23) | consecutive losses (loss in money) | 1 (-103.25) | |
Maximal | consecutive profit (count of wins) | 713.23 (8) | consecutive loss (count of losses) | -103.25 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.02 12:00 | buy | 1 | 0.10 | 90.872 | 0.000 | 0.000 | ||
2 | 2022.08.02 12:00 | modify | 1 | 0.10 | 90.872 | 89.572 | 92.372 | ||
3 | 2022.08.02 16:00 | buy | 2 | 0.10 | 92.000 | 0.000 | 0.000 | ||
4 | 2022.08.02 16:00 | modify | 2 | 0.10 | 92.000 | 91.622 | 92.372 | ||
5 | 2022.08.02 16:00 | modify | 1 | 0.10 | 90.872 | 91.622 | 92.372 | ||
6 | 2022.08.03 04:00 | t/p | 1 | 0.10 | 92.372 | 91.622 | 92.372 | 105.19 | 10105.19 |
7 | 2022.08.03 04:00 | t/p | 2 | 0.10 | 92.372 | 91.622 | 92.372 | 26.45 | 10131.63 |
8 | 2022.08.08 12:00 | sell | 3 | 0.10 | 94.048 | 0.000 | 0.000 | ||
9 | 2022.08.08 12:00 | modify | 3 | 0.10 | 94.048 | 95.348 | 92.548 | ||
10 | 2022.08.25 12:00 | s/l | 3 | 0.10 | 95.348 | 95.348 | 92.548 | -103.25 | 10028.38 |
11 | 2022.09.09 08:00 | sell | 4 | 0.10 | 97.668 | 0.000 | 0.000 | ||
12 | 2022.09.09 08:00 | modify | 4 | 0.10 | 97.668 | 98.968 | 96.168 | ||
13 | 2022.09.14 16:00 | t/p | 4 | 0.10 | 96.168 | 98.968 | 96.168 | 102.73 | 10131.12 |
14 | 2022.10.14 08:00 | sell | 5 | 0.10 | 93.262 | 0.000 | 0.000 | ||
15 | 2022.10.14 08:00 | modify | 5 | 0.10 | 93.262 | 94.562 | 91.762 | ||
16 | 2022.10.20 12:00 | s/l | 5 | 0.10 | 94.562 | 94.562 | 91.762 | -94.69 | 10036.43 |
17 | 2022.11.03 16:00 | buy | 6 | 0.10 | 93.286 | 0.000 | 0.000 | ||
18 | 2022.11.03 16:00 | modify | 6 | 0.10 | 93.286 | 91.986 | 94.786 | ||
19 | 2022.11.04 12:00 | buy | 7 | 0.10 | 94.213 | 0.000 | 0.000 | ||
20 | 2022.11.04 12:00 | modify | 7 | 0.10 | 94.213 | 93.736 | 94.786 | ||
21 | 2022.11.04 12:00 | modify | 6 | 0.10 | 93.286 | 93.736 | 94.786 | ||
22 | 2022.11.04 16:00 | t/p | 6 | 0.10 | 94.786 | 93.736 | 94.786 | 105.19 | 10141.61 |
23 | 2022.11.04 16:00 | t/p | 7 | 0.10 | 94.786 | 93.736 | 94.786 | 40.00 | 10181.61 |
24 | 2022.11.10 12:00 | buy | 8 | 0.10 | 93.694 | 0.000 | 0.000 | ||
25 | 2022.11.10 12:00 | modify | 8 | 0.10 | 93.694 | 92.394 | 95.194 | ||
26 | 2022.11.28 08:00 | s/l | 8 | 0.10 | 92.394 | 92.394 | 95.194 | -83.14 | 10098.47 |
27 | 2022.12.13 12:00 | sell | 9 | 0.10 | 93.104 | 0.000 | 0.000 | ||
28 | 2022.12.13 12:00 | modify | 9 | 0.10 | 93.104 | 94.404 | 91.604 | ||
29 | 2022.12.15 12:00 | sell | 10 | 0.10 | 92.353 | 0.000 | 0.000 | ||
30 | 2022.12.15 12:00 | modify | 10 | 0.10 | 92.353 | 92.804 | 91.604 | ||
31 | 2022.12.15 12:00 | modify | 9 | 0.10 | 93.104 | 92.804 | 91.604 | ||
32 | 2022.12.16 16:00 | t/p | 9 | 0.10 | 91.604 | 92.804 | 91.604 | 101.42 | 10199.89 |
33 | 2022.12.16 16:00 | t/p | 10 | 0.10 | 91.604 | 92.804 | 91.604 | 51.63 | 10251.52 |
34 | 2022.12.27 12:00 | sell | 11 | 0.10 | 89.803 | 0.000 | 0.000 | ||
35 | 2022.12.27 12:00 | modify | 11 | 0.10 | 89.803 | 91.103 | 88.303 | ||
36 | 2023.01.02 08:00 | sell | 12 | 0.10 | 89.038 | 0.000 | 0.000 | ||
37 | 2023.01.02 08:00 | modify | 12 | 0.10 | 89.038 | 89.503 | 88.303 | ||
38 | 2023.01.02 08:00 | modify | 11 | 0.10 | 89.803 | 89.503 | 88.303 | ||
39 | 2023.01.03 04:00 | t/p | 11 | 0.10 | 88.303 | 89.503 | 88.303 | 100.10 | 10351.62 |
40 | 2023.01.03 04:00 | t/p | 12 | 0.10 | 88.303 | 89.503 | 88.303 | 50.65 | 10402.27 |
41 | 2023.01.09 16:00 | sell | 13 | 0.10 | 91.598 | 0.000 | 0.000 | ||
42 | 2023.01.09 16:00 | modify | 13 | 0.10 | 91.598 | 92.898 | 90.098 | ||
43 | 2023.01.12 16:00 | t/p | 13 | 0.10 | 90.098 | 92.898 | 90.098 | 101.41 | 10503.68 |
44 | 2023.01.18 08:00 | sell | 14 | 0.10 | 91.420 | 0.000 | 0.000 | ||
45 | 2023.01.18 08:00 | modify | 14 | 0.10 | 91.420 | 92.720 | 89.920 | ||
46 | 2023.01.18 20:00 | t/p | 14 | 0.10 | 89.920 | 92.720 | 89.920 | 104.70 | 10608.38 |
47 | 2023.01.25 08:00 | sell | 15 | 0.10 | 92.553 | 0.000 | 0.000 | ||
48 | 2023.01.25 08:00 | modify | 15 | 0.10 | 92.553 | 93.853 | 91.053 | ||
49 | 2023.02.02 20:00 | t/p | 15 | 0.10 | 91.053 | 93.853 | 91.053 | 98.13 | 10706.51 |
50 | 2023.02.10 12:00 | buy | 16 | 0.10 | 90.613 | 0.000 | 0.000 | ||
51 | 2023.02.10 12:00 | modify | 16 | 0.10 | 90.613 | 89.313 | 92.113 | ||
52 | 2023.02.13 16:00 | t/p | 16 | 0.10 | 92.113 | 89.313 | 92.113 | 105.20 | 10811.70 |
53 | 2023.05.01 08:00 | sell | 17 | 0.10 | 90.777 | 0.000 | 0.000 | ||
54 | 2023.05.01 08:00 | modify | 17 | 0.10 | 90.777 | 92.077 | 89.277 | ||
55 | 2023.05.02 08:00 | s/l | 17 | 0.10 | 92.077 | 92.077 | 89.277 | -91.40 | 10720.31 |
56 | 2023.05.02 12:00 | sell | 18 | 0.10 | 92.043 | 0.000 | 0.000 | ||
57 | 2023.05.02 12:00 | modify | 18 | 0.10 | 92.043 | 93.343 | 90.543 | ||
58 | 2023.05.03 08:00 | t/p | 18 | 0.10 | 90.543 | 93.343 | 90.543 | 104.05 | 10824.36 |
59 | 2023.07.07 12:00 | buy | 19 | 0.10 | 95.073 | 0.000 | 0.000 | ||
60 | 2023.07.07 12:00 | modify | 19 | 0.10 | 95.073 | 93.773 | 96.573 | ||
61 | 2023.07.11 08:00 | s/l | 19 | 0.10 | 93.773 | 93.773 | 96.573 | -89.80 | 10734.56 |
62 | 2023.07.11 16:00 | buy | 20 | 0.10 | 93.651 | 0.000 | 0.000 | ||
63 | 2023.07.11 16:00 | modify | 20 | 0.10 | 93.651 | 92.351 | 95.151 | ||
64 | 2023.07.13 04:00 | buy | 21 | 0.10 | 94.420 | 0.000 | 0.000 | ||
65 | 2023.07.13 04:00 | modify | 21 | 0.10 | 94.420 | 93.951 | 95.151 | ||
66 | 2023.07.13 04:00 | modify | 20 | 0.10 | 93.651 | 93.951 | 95.151 | ||
67 | 2023.07.13 16:00 | t/p | 20 | 0.10 | 95.151 | 93.951 | 95.151 | 106.61 | 10841.17 |
68 | 2023.07.13 16:00 | t/p | 21 | 0.10 | 95.151 | 93.951 | 95.151 | 51.03 | 10892.20 |
69 | 2023.07.13 16:00 | sell | 22 | 0.10 | 94.924 | 0.000 | 0.000 | ||
70 | 2023.07.13 16:00 | modify | 22 | 0.10 | 94.924 | 96.224 | 93.424 | ||
71 | 2023.07.27 20:00 | t/p | 22 | 0.10 | 93.424 | 96.224 | 93.424 | 95.49 | 10987.69 |