Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:00 (2022.08.01 - 2023.08.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 7260 | Ticks modelled | 158413 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1061.38 | Gross profit | 1200.88 | Gross loss | -139.50 |
Profit factor | 8.61 | Expected payoff | 42.46 | ||
Absolute drawdown | 123.21 | Maximal drawdown | 169.26 (1.68%) | Relative drawdown | 1.68% (169.26) |
Total trades | 25 | Short positions (won %) | 21 (80.95%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 19 (76.00%) | Loss trades (% of total) | 6 (24.00%) | ||
Largest | profit trade | 113.51 | loss trade | -77.01 | |
Average | profit trade | 63.20 | loss trade | -23.25 | |
Maximum | consecutive wins (profit in money) | 9 (580.58) | consecutive losses (loss in money) | 2 (-88.65) | |
Maximal | consecutive profit (count of wins) | 580.58 (9) | consecutive loss (count of losses) | -88.65 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.29 06:00 | sell | 1 | 0.10 | 138.817 | 0.000 | 0.000 | ||
2 | 2022.08.29 06:00 | modify | 1 | 0.10 | 138.817 | 139.917 | 137.317 | ||
3 | 2022.08.30 08:20 | sell | 2 | 0.10 | 138.131 | 0.000 | 0.000 | ||
4 | 2022.08.30 08:20 | modify | 2 | 0.10 | 138.131 | 138.292 | 137.317 | ||
5 | 2022.08.30 08:20 | modify | 1 | 0.10 | 138.817 | 138.292 | 137.317 | ||
6 | 2022.08.30 08:45 | s/l | 1 | 0.10 | 138.292 | 138.292 | 137.317 | 36.53 | 10036.53 |
7 | 2022.08.30 08:45 | s/l | 2 | 0.10 | 138.292 | 138.292 | 137.317 | -11.64 | 10024.89 |
8 | 2022.09.06 10:00 | sell | 3 | 0.10 | 141.660 | 0.000 | 0.000 | ||
9 | 2022.09.06 10:00 | modify | 3 | 0.10 | 141.660 | 142.760 | 140.160 | ||
10 | 2022.09.06 14:15 | s/l | 3 | 0.10 | 142.760 | 142.760 | 140.160 | -77.01 | 9947.88 |
11 | 2022.09.07 05:00 | sell | 4 | 0.10 | 143.988 | 0.000 | 0.000 | ||
12 | 2022.09.07 05:00 | modify | 4 | 0.10 | 143.988 | 145.088 | 142.488 | ||
13 | 2022.09.09 03:15 | sell | 5 | 0.10 | 143.309 | 0.000 | 0.000 | ||
14 | 2022.09.09 03:15 | modify | 5 | 0.10 | 143.309 | 143.463 | 142.488 | ||
15 | 2022.09.09 03:15 | modify | 4 | 0.10 | 143.988 | 143.463 | 142.488 | ||
16 | 2022.09.09 03:20 | sell | 6 | 0.10 | 143.076 | 0.000 | 0.000 | ||
17 | 2022.09.09 03:20 | modify | 6 | 0.10 | 143.076 | 143.463 | 142.488 | ||
18 | 2022.09.09 03:40 | sell | 7 | 0.10 | 143.238 | 0.000 | 0.000 | ||
19 | 2022.09.09 03:40 | modify | 7 | 0.10 | 143.238 | 143.463 | 142.488 | ||
20 | 2022.09.09 04:20 | t/p | 4 | 0.10 | 142.488 | 143.463 | 142.488 | 99.56 | 10047.44 |
21 | 2022.09.09 04:20 | t/p | 5 | 0.10 | 142.488 | 143.463 | 142.488 | 57.62 | 10105.06 |
22 | 2022.09.09 04:20 | t/p | 6 | 0.10 | 142.488 | 143.463 | 142.488 | 41.27 | 10146.33 |
23 | 2022.09.09 04:20 | t/p | 7 | 0.10 | 142.488 | 143.463 | 142.488 | 52.64 | 10198.97 |
24 | 2022.09.09 10:00 | buy | 8 | 0.10 | 142.033 | 0.000 | 0.000 | ||
25 | 2022.09.09 10:00 | modify | 8 | 0.10 | 142.033 | 140.933 | 143.533 | ||
26 | 2022.09.09 16:20 | buy | 9 | 0.10 | 142.718 | 0.000 | 0.000 | ||
27 | 2022.09.09 16:20 | modify | 9 | 0.10 | 142.718 | 142.558 | 143.533 | ||
28 | 2022.09.09 16:20 | modify | 8 | 0.10 | 142.033 | 142.558 | 143.533 | ||
29 | 2022.09.09 16:50 | s/l | 8 | 0.10 | 142.558 | 142.558 | 143.533 | 36.83 | 10235.80 |
30 | 2022.09.09 16:50 | s/l | 9 | 0.10 | 142.558 | 142.558 | 143.533 | -11.23 | 10224.57 |
31 | 2022.10.21 13:00 | sell | 10 | 0.10 | 151.473 | 0.000 | 0.000 | ||
32 | 2022.10.21 13:00 | modify | 10 | 0.10 | 151.473 | 152.573 | 149.973 | ||
33 | 2022.10.21 14:45 | t/p | 10 | 0.10 | 149.973 | 152.573 | 149.973 | 100.03 | 10324.60 |
34 | 2022.11.21 11:00 | sell | 11 | 0.10 | 141.650 | 0.000 | 0.000 | ||
35 | 2022.11.21 11:00 | modify | 11 | 0.10 | 141.650 | 142.750 | 140.150 | ||
36 | 2022.11.23 14:15 | sell | 12 | 0.10 | 140.887 | 0.000 | 0.000 | ||
37 | 2022.11.23 14:15 | modify | 12 | 0.10 | 140.887 | 141.125 | 140.150 | ||
38 | 2022.11.23 14:15 | modify | 11 | 0.10 | 141.650 | 141.125 | 140.150 | ||
39 | 2022.11.23 14:50 | t/p | 11 | 0.10 | 140.150 | 141.125 | 140.150 | 104.35 | 10428.95 |
40 | 2022.11.23 14:50 | t/p | 12 | 0.10 | 140.150 | 141.125 | 140.150 | 52.67 | 10481.62 |
41 | 2022.11.24 03:00 | buy | 13 | 0.10 | 138.904 | 0.000 | 0.000 | ||
42 | 2022.11.24 03:00 | modify | 13 | 0.10 | 138.904 | 137.804 | 140.404 | ||
43 | 2022.11.25 11:55 | buy | 14 | 0.10 | 139.598 | 0.000 | 0.000 | ||
44 | 2022.11.25 11:55 | modify | 14 | 0.10 | 139.598 | 139.429 | 140.404 | ||
45 | 2022.11.25 11:55 | modify | 13 | 0.10 | 138.904 | 139.429 | 140.404 | ||
46 | 2022.11.25 12:20 | s/l | 13 | 0.10 | 139.429 | 139.429 | 140.404 | 38.80 | 10520.42 |
47 | 2022.11.25 12:20 | s/l | 14 | 0.10 | 139.429 | 139.429 | 140.404 | -12.13 | 10508.29 |
48 | 2023.02.06 03:00 | sell | 15 | 0.10 | 132.038 | 0.000 | 0.000 | ||
49 | 2023.02.06 03:00 | modify | 15 | 0.10 | 132.038 | 133.138 | 130.538 | ||
50 | 2023.02.07 15:55 | sell | 16 | 0.10 | 131.286 | 0.000 | 0.000 | ||
51 | 2023.02.07 15:55 | modify | 16 | 0.10 | 131.286 | 131.513 | 130.538 | ||
52 | 2023.02.07 15:55 | modify | 15 | 0.10 | 132.038 | 131.513 | 130.538 | ||
53 | 2023.02.07 16:07 | sell | 17 | 0.10 | 131.128 | 0.000 | 0.000 | ||
54 | 2023.02.07 16:07 | modify | 17 | 0.10 | 131.128 | 131.513 | 130.538 | ||
55 | 2023.02.07 16:57 | sell | 18 | 0.10 | 131.349 | 0.000 | 0.000 | ||
56 | 2023.02.07 16:57 | modify | 18 | 0.10 | 131.349 | 131.513 | 130.538 | ||
57 | 2023.02.07 17:50 | t/p | 15 | 0.10 | 130.538 | 131.513 | 130.538 | 113.51 | 10621.80 |
58 | 2023.02.07 17:50 | t/p | 16 | 0.10 | 130.538 | 131.513 | 130.538 | 57.32 | 10679.12 |
59 | 2023.02.07 17:50 | t/p | 17 | 0.10 | 130.538 | 131.513 | 130.538 | 45.21 | 10724.33 |
60 | 2023.02.07 17:50 | t/p | 18 | 0.10 | 130.538 | 131.513 | 130.538 | 62.14 | 10786.47 |
61 | 2023.05.01 05:00 | sell | 19 | 0.10 | 136.850 | 0.000 | 0.000 | ||
62 | 2023.05.01 05:00 | modify | 19 | 0.10 | 136.850 | 137.950 | 135.350 | ||
63 | 2023.05.03 01:40 | sell | 20 | 0.10 | 136.161 | 0.000 | 0.000 | ||
64 | 2023.05.03 01:40 | modify | 20 | 0.10 | 136.161 | 136.325 | 135.350 | ||
65 | 2023.05.03 01:40 | modify | 19 | 0.10 | 136.850 | 136.325 | 135.350 | ||
66 | 2023.05.03 01:45 | sell | 21 | 0.10 | 136.084 | 0.000 | 0.000 | ||
67 | 2023.05.03 01:45 | modify | 21 | 0.10 | 136.084 | 136.325 | 135.350 | ||
68 | 2023.05.03 02:02 | sell | 22 | 0.10 | 135.931 | 0.000 | 0.000 | ||
69 | 2023.05.03 02:02 | modify | 22 | 0.10 | 135.931 | 136.325 | 135.350 | ||
70 | 2023.05.03 13:32 | t/p | 19 | 0.10 | 135.350 | 136.325 | 135.350 | 107.99 | 10894.46 |
71 | 2023.05.03 13:32 | t/p | 20 | 0.10 | 135.350 | 136.325 | 135.350 | 59.93 | 10954.39 |
72 | 2023.05.03 13:32 | t/p | 21 | 0.10 | 135.350 | 136.325 | 135.350 | 54.24 | 11008.63 |
73 | 2023.05.03 13:32 | t/p | 22 | 0.10 | 135.350 | 136.325 | 135.350 | 42.93 | 11051.56 |
74 | 2023.06.15 06:00 | sell | 23 | 0.10 | 141.213 | 0.000 | 0.000 | ||
75 | 2023.06.15 06:00 | modify | 23 | 0.10 | 141.213 | 142.313 | 139.713 | ||
76 | 2023.06.15 13:25 | sell | 24 | 0.10 | 140.457 | 0.000 | 0.000 | ||
77 | 2023.06.15 13:25 | modify | 24 | 0.10 | 140.457 | 140.688 | 139.713 | ||
78 | 2023.06.15 13:25 | modify | 23 | 0.10 | 141.213 | 140.688 | 139.713 | ||
79 | 2023.06.15 13:27 | sell | 25 | 0.10 | 140.532 | 0.000 | 0.000 | ||
80 | 2023.06.15 13:27 | modify | 25 | 0.10 | 140.532 | 140.688 | 139.713 | ||
81 | 2023.06.15 13:32 | s/l | 23 | 0.10 | 140.688 | 140.688 | 139.713 | 37.31 | 11088.87 |
82 | 2023.06.15 13:32 | s/l | 24 | 0.10 | 140.688 | 140.688 | 139.713 | -16.41 | 11072.46 |
83 | 2023.06.15 13:32 | s/l | 25 | 0.10 | 140.688 | 140.688 | 139.713 | -11.08 | 11061.38 |