Symbol | EURJPY (Euro 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=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 330.50 | Gross profit | 827.34 | Gross loss | -496.84 |
Profit factor | 1.67 | Expected payoff | 15.02 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 222.70 (2.16%) | Relative drawdown | 2.16% (222.70) |
Total trades | 22 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 13 (61.54%) |
Profit trades (% of total) | 12 (54.55%) | Loss trades (% of total) | 10 (45.45%) | ||
Largest | profit trade | 99.21 | loss trade | -56.96 | |
Average | profit trade | 68.95 | loss trade | -49.68 | |
Maximum | consecutive wins (profit in money) | 3 (160.94) | consecutive losses (loss in money) | 3 (-127.30) | |
Maximal | consecutive profit (count of wins) | 194.89 (2) | consecutive loss (count of losses) | -127.30 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.02 12:00 | buy | 1 | 0.10 | 133.951 | 0.000 | 0.000 | ||
2 | 2022.08.02 12:00 | modify | 1 | 0.10 | 133.951 | 133.151 | 135.351 | ||
3 | 2022.08.02 20:00 | t/p | 1 | 0.10 | 135.351 | 133.151 | 135.351 | 97.73 | 10097.73 |
4 | 2022.10.04 20:00 | sell | 2 | 0.10 | 143.909 | 0.000 | 0.000 | ||
5 | 2022.10.04 20:00 | modify | 2 | 0.10 | 143.909 | 144.709 | 142.509 | ||
6 | 2022.10.05 16:00 | t/p | 2 | 0.10 | 142.509 | 144.709 | 142.509 | 97.16 | 10194.89 |
7 | 2022.11.10 20:00 | buy | 3 | 0.10 | 144.409 | 0.000 | 0.000 | ||
8 | 2022.11.10 20:00 | modify | 3 | 0.10 | 144.409 | 143.609 | 145.809 | ||
9 | 2022.11.11 00:00 | s/l | 3 | 0.10 | 143.609 | 143.609 | 145.809 | -55.55 | 10139.33 |
10 | 2022.11.11 16:00 | buy | 4 | 0.10 | 143.620 | 0.000 | 0.000 | ||
11 | 2022.11.11 16:00 | modify | 4 | 0.10 | 143.620 | 142.820 | 145.020 | ||
12 | 2022.11.14 16:00 | t/p | 4 | 0.10 | 145.020 | 142.820 | 145.020 | 98.03 | 10237.36 |
13 | 2022.11.24 16:00 | buy | 5 | 0.10 | 144.049 | 0.000 | 0.000 | ||
14 | 2022.11.24 16:00 | modify | 5 | 0.10 | 144.049 | 143.249 | 145.449 | ||
15 | 2022.11.28 04:00 | s/l | 5 | 0.10 | 143.249 | 143.249 | 145.449 | -55.26 | 10182.10 |
16 | 2022.12.05 20:00 | sell | 6 | 0.10 | 143.403 | 0.000 | 0.000 | ||
17 | 2022.12.05 20:00 | modify | 6 | 0.10 | 143.403 | 144.203 | 142.003 | ||
18 | 2022.12.07 12:00 | s/l | 6 | 0.10 | 144.203 | 144.203 | 142.003 | -56.96 | 10125.14 |
19 | 2022.12.15 20:00 | sell | 7 | 0.10 | 146.450 | 0.000 | 0.000 | ||
20 | 2022.12.15 20:00 | modify | 7 | 0.10 | 146.450 | 147.250 | 145.050 | ||
21 | 2022.12.16 16:00 | t/p | 7 | 0.10 | 145.050 | 147.250 | 145.050 | 97.17 | 10222.31 |
22 | 2023.01.23 12:00 | sell | 8 | 0.10 | 141.802 | 0.000 | 0.000 | ||
23 | 2023.01.23 12:00 | modify | 8 | 0.10 | 141.802 | 142.602 | 140.402 | ||
24 | 2023.02.01 00:00 | sell | 9 | 0.10 | 141.306 | 0.000 | 0.000 | ||
25 | 2023.02.01 00:00 | modify | 9 | 0.10 | 141.306 | 141.522 | 140.402 | ||
26 | 2023.02.01 00:00 | modify | 8 | 0.10 | 141.802 | 141.522 | 140.402 | ||
27 | 2023.02.01 08:00 | s/l | 8 | 0.10 | 141.522 | 141.522 | 140.402 | 14.49 | 10236.80 |
28 | 2023.02.01 08:00 | s/l | 9 | 0.10 | 141.522 | 141.522 | 140.402 | -15.08 | 10221.72 |
29 | 2023.02.26 20:00 | sell | 10 | 0.10 | 143.914 | 0.000 | 0.000 | ||
30 | 2023.02.26 20:00 | modify | 10 | 0.10 | 143.914 | 144.714 | 142.514 | ||
31 | 2023.02.28 04:00 | s/l | 10 | 0.10 | 144.714 | 144.714 | 142.514 | -56.96 | 10164.76 |
32 | 2023.03.09 16:00 | buy | 11 | 0.10 | 144.101 | 0.000 | 0.000 | ||
33 | 2023.03.09 16:00 | modify | 11 | 0.10 | 144.101 | 143.301 | 145.501 | ||
34 | 2023.03.13 00:00 | s/l | 11 | 0.10 | 143.301 | 143.301 | 145.501 | -55.26 | 10109.50 |
35 | 2023.04.05 20:00 | buy | 12 | 0.10 | 143.119 | 0.000 | 0.000 | ||
36 | 2023.04.05 20:00 | modify | 12 | 0.10 | 143.119 | 142.319 | 144.519 | ||
37 | 2023.04.07 08:00 | buy | 13 | 0.10 | 143.965 | 0.000 | 0.000 | ||
38 | 2023.04.07 08:00 | modify | 13 | 0.10 | 143.965 | 143.469 | 144.519 | ||
39 | 2023.04.07 08:00 | modify | 12 | 0.10 | 143.119 | 143.469 | 144.519 | ||
40 | 2023.04.10 00:00 | buy | 14 | 0.10 | 144.193 | 0.000 | 0.000 | ||
41 | 2023.04.10 00:00 | modify | 14 | 0.10 | 144.193 | 143.679 | 144.519 | ||
42 | 2023.04.10 00:00 | modify | 13 | 0.10 | 143.965 | 143.679 | 144.519 | ||
43 | 2023.04.10 00:00 | modify | 12 | 0.10 | 143.119 | 143.679 | 144.519 | ||
44 | 2023.04.10 04:00 | t/p | 12 | 0.10 | 144.519 | 143.679 | 144.519 | 99.21 | 10208.71 |
45 | 2023.04.10 04:00 | t/p | 13 | 0.10 | 144.519 | 143.679 | 144.519 | 38.98 | 10247.68 |
46 | 2023.04.10 04:00 | t/p | 14 | 0.10 | 144.519 | 143.679 | 144.519 | 22.76 | 10270.44 |
47 | 2023.04.28 12:00 | sell | 15 | 0.10 | 149.284 | 0.000 | 0.000 | ||
48 | 2023.04.28 12:00 | modify | 15 | 0.10 | 149.284 | 150.084 | 147.884 | ||
49 | 2023.04.28 16:00 | s/l | 15 | 0.10 | 150.084 | 150.084 | 147.884 | -55.84 | 10214.60 |
50 | 2023.05.10 20:00 | buy | 16 | 0.10 | 147.573 | 0.000 | 0.000 | ||
51 | 2023.05.10 20:00 | modify | 16 | 0.10 | 147.573 | 146.773 | 148.973 | ||
52 | 2023.05.11 12:00 | s/l | 16 | 0.10 | 146.773 | 146.773 | 148.973 | -54.96 | 10159.64 |
53 | 2023.05.11 16:00 | buy | 17 | 0.10 | 146.801 | 0.000 | 0.000 | ||
54 | 2023.05.11 16:00 | modify | 17 | 0.10 | 146.801 | 146.001 | 148.201 | ||
55 | 2023.05.15 04:00 | buy | 18 | 0.10 | 147.862 | 0.000 | 0.000 | ||
56 | 2023.05.15 04:00 | modify | 18 | 0.10 | 147.862 | 147.361 | 148.201 | ||
57 | 2023.05.15 04:00 | modify | 17 | 0.10 | 146.801 | 147.361 | 148.201 | ||
58 | 2023.05.16 16:00 | t/p | 17 | 0.10 | 148.201 | 147.361 | 148.201 | 98.62 | 10258.26 |
59 | 2023.05.16 16:00 | t/p | 18 | 0.10 | 148.201 | 147.361 | 148.201 | 23.97 | 10282.23 |
60 | 2023.05.31 12:00 | buy | 19 | 0.10 | 149.218 | 0.000 | 0.000 | ||
61 | 2023.05.31 12:00 | modify | 19 | 0.10 | 149.218 | 148.418 | 150.618 | ||
62 | 2023.06.12 08:00 | buy | 20 | 0.10 | 150.273 | 0.000 | 0.000 | ||
63 | 2023.06.12 08:00 | modify | 20 | 0.10 | 150.273 | 149.778 | 150.618 | ||
64 | 2023.06.12 08:00 | modify | 19 | 0.10 | 149.218 | 149.778 | 150.618 | ||
65 | 2023.06.12 12:00 | s/l | 19 | 0.10 | 149.778 | 149.778 | 150.618 | 42.64 | 10324.86 |
66 | 2023.06.12 12:00 | s/l | 20 | 0.10 | 149.778 | 149.778 | 150.618 | -34.56 | 10290.30 |
67 | 2023.06.15 20:00 | sell | 21 | 0.10 | 153.552 | 0.000 | 0.000 | ||
68 | 2023.06.15 20:00 | modify | 21 | 0.10 | 153.552 | 154.352 | 152.152 | ||
69 | 2023.06.16 08:00 | s/l | 21 | 0.10 | 154.352 | 154.352 | 152.152 | -56.40 | 10233.90 |
70 | 2023.07.21 16:00 | sell | 22 | 0.10 | 157.613 | 0.000 | 0.000 | ||
71 | 2023.07.21 16:00 | modify | 22 | 0.10 | 157.613 | 158.413 | 156.213 | ||
72 | 2023.07.25 12:00 | t/p | 22 | 0.10 | 156.213 | 158.413 | 156.213 | 96.60 | 10330.50 |