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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 6560 | Ticks modelled | 47093185 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1061.24 | Gross profit | 1224.53 | Gross loss | -163.29 |
Profit factor | 7.50 | Expected payoff | 36.59 | ||
Absolute drawdown | 122.45 | Maximal drawdown | 167.70 (1.67%) | Relative drawdown | 1.67% (167.70) |
Total trades | 29 | Short positions (won %) | 24 (79.17%) | Long positions (won %) | 5 (40.00%) |
Profit trades (% of total) | 21 (72.41%) | Loss trades (% of total) | 8 (27.59%) | ||
Largest | profit trade | 113.49 | loss trade | -77.04 | |
Average | profit trade | 58.31 | loss trade | -20.41 | |
Maximum | consecutive wins (profit in money) | 9 (585.37) | consecutive losses (loss in money) | 2 (-87.89) | |
Maximal | consecutive profit (count of wins) | 585.37 (9) | consecutive loss (count of losses) | -87.89 (2) | |
Average | consecutive wins | 4 | 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 08:17 | sell | 2 | 0.10 | 138.142 | 0.000 | 0.000 | ||
4 | 2022.08.30 08:17 | modify | 2 | 0.10 | 138.142 | 138.292 | 137.317 | ||
5 | 2022.08.30 08:17 | modify | 1 | 0.10 | 138.817 | 138.292 | 137.317 | ||
6 | 2022.08.30 08:22 | s/l | 1 | 0.10 | 138.292 | 138.292 | 137.317 | 36.53 | 10036.53 |
7 | 2022.08.30 08:22 | s/l | 2 | 0.10 | 138.292 | 138.292 | 137.317 | -10.85 | 10025.68 |
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 14:00 | s/l | 3 | 0.10 | 142.760 | 142.760 | 140.160 | -77.04 | 9948.64 |
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 03:22 | sell | 5 | 0.10 | 143.286 | 0.000 | 0.000 | ||
14 | 2022.09.09 03:22 | modify | 5 | 0.10 | 143.286 | 143.463 | 142.488 | ||
15 | 2022.09.09 03:22 | modify | 4 | 0.10 | 143.988 | 143.463 | 142.488 | ||
16 | 2022.09.09 03:22 | sell | 6 | 0.10 | 143.230 | 0.000 | 0.000 | ||
17 | 2022.09.09 03:22 | modify | 6 | 0.10 | 143.230 | 143.463 | 142.488 | ||
18 | 2022.09.09 03:27 | sell | 7 | 0.10 | 143.087 | 0.000 | 0.000 | ||
19 | 2022.09.09 03:27 | modify | 7 | 0.10 | 143.087 | 143.463 | 142.488 | ||
20 | 2022.09.09 04:14 | t/p | 4 | 0.10 | 142.488 | 143.463 | 142.488 | 99.56 | 10048.20 |
21 | 2022.09.09 04:14 | t/p | 5 | 0.10 | 142.488 | 143.463 | 142.488 | 56.01 | 10104.21 |
22 | 2022.09.09 04:14 | t/p | 6 | 0.10 | 142.488 | 143.463 | 142.488 | 52.08 | 10156.29 |
23 | 2022.09.09 04:14 | t/p | 7 | 0.10 | 142.488 | 143.463 | 142.488 | 42.04 | 10198.33 |
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 12:00 | buy | 9 | 0.10 | 142.709 | 0.000 | 0.000 | ||
27 | 2022.09.09 12:00 | modify | 9 | 0.10 | 142.709 | 142.558 | 143.533 | ||
28 | 2022.09.09 12:00 | modify | 8 | 0.10 | 142.033 | 142.558 | 143.533 | ||
29 | 2022.09.09 12:03 | buy | 10 | 0.10 | 142.786 | 0.000 | 0.000 | ||
30 | 2022.09.09 12:03 | modify | 10 | 0.10 | 142.786 | 142.558 | 143.533 | ||
31 | 2022.09.09 12:30 | s/l | 8 | 0.10 | 142.558 | 142.558 | 143.533 | 36.83 | 10235.16 |
32 | 2022.09.09 12:30 | s/l | 9 | 0.10 | 142.558 | 142.558 | 143.533 | -10.59 | 10224.57 |
33 | 2022.09.09 12:30 | s/l | 10 | 0.10 | 142.558 | 142.558 | 143.533 | -15.99 | 10208.58 |
34 | 2022.10.21 13:00 | sell | 11 | 0.10 | 151.473 | 0.000 | 0.000 | ||
35 | 2022.10.21 13:00 | modify | 11 | 0.10 | 151.473 | 152.573 | 149.973 | ||
36 | 2022.10.21 14:39 | sell | 12 | 0.10 | 150.792 | 0.000 | 0.000 | ||
37 | 2022.10.21 14:39 | modify | 12 | 0.10 | 150.792 | 150.948 | 149.973 | ||
38 | 2022.10.21 14:39 | modify | 11 | 0.10 | 151.473 | 150.948 | 149.973 | ||
39 | 2022.10.21 14:39 | sell | 13 | 0.10 | 150.714 | 0.000 | 0.000 | ||
40 | 2022.10.21 14:39 | modify | 13 | 0.10 | 150.714 | 150.948 | 149.973 | ||
41 | 2022.10.21 14:40 | sell | 14 | 0.10 | 150.556 | 0.000 | 0.000 | ||
42 | 2022.10.21 14:40 | modify | 14 | 0.10 | 150.556 | 150.948 | 149.973 | ||
43 | 2022.10.21 14:49 | t/p | 11 | 0.10 | 149.973 | 150.948 | 149.973 | 100.05 | 10308.63 |
44 | 2022.10.21 14:49 | t/p | 12 | 0.10 | 149.973 | 150.948 | 149.973 | 54.63 | 10363.26 |
45 | 2022.10.21 14:49 | t/p | 13 | 0.10 | 149.973 | 150.948 | 149.973 | 49.42 | 10412.68 |
46 | 2022.10.21 14:49 | t/p | 14 | 0.10 | 149.973 | 150.948 | 149.973 | 38.89 | 10451.57 |
47 | 2022.11.21 11:00 | sell | 15 | 0.10 | 141.650 | 0.000 | 0.000 | ||
48 | 2022.11.21 11:00 | modify | 15 | 0.10 | 141.650 | 142.750 | 140.150 | ||
49 | 2022.11.23 00:05 | sell | 16 | 0.10 | 140.972 | 0.000 | 0.000 | ||
50 | 2022.11.23 00:05 | modify | 16 | 0.10 | 140.972 | 141.125 | 140.150 | ||
51 | 2022.11.23 00:05 | modify | 15 | 0.10 | 141.650 | 141.125 | 140.150 | ||
52 | 2022.11.23 00:39 | s/l | 15 | 0.10 | 141.125 | 141.125 | 140.150 | 34.34 | 10485.91 |
53 | 2022.11.23 00:39 | s/l | 16 | 0.10 | 141.125 | 141.125 | 140.150 | -10.84 | 10475.07 |
54 | 2022.11.24 03:00 | buy | 17 | 0.10 | 138.904 | 0.000 | 0.000 | ||
55 | 2022.11.24 03:00 | modify | 17 | 0.10 | 138.904 | 137.804 | 140.404 | ||
56 | 2022.11.25 11:57 | buy | 18 | 0.10 | 139.580 | 0.000 | 0.000 | ||
57 | 2022.11.25 11:57 | modify | 18 | 0.10 | 139.580 | 139.429 | 140.404 | ||
58 | 2022.11.25 11:57 | modify | 17 | 0.10 | 138.904 | 139.429 | 140.404 | ||
59 | 2022.11.25 12:09 | s/l | 17 | 0.10 | 139.429 | 139.429 | 140.404 | 38.78 | 10513.85 |
60 | 2022.11.25 12:09 | s/l | 18 | 0.10 | 139.429 | 139.429 | 140.404 | -10.83 | 10503.02 |
61 | 2023.02.06 03:00 | sell | 19 | 0.10 | 132.038 | 0.000 | 0.000 | ||
62 | 2023.02.06 03:00 | modify | 19 | 0.10 | 132.038 | 133.138 | 130.538 | ||
63 | 2023.02.07 15:54 | sell | 20 | 0.10 | 131.362 | 0.000 | 0.000 | ||
64 | 2023.02.07 15:54 | modify | 20 | 0.10 | 131.362 | 131.513 | 130.538 | ||
65 | 2023.02.07 15:54 | modify | 19 | 0.10 | 132.038 | 131.513 | 130.538 | ||
66 | 2023.02.07 15:57 | sell | 21 | 0.10 | 131.288 | 0.000 | 0.000 | ||
67 | 2023.02.07 15:57 | modify | 21 | 0.10 | 131.288 | 131.513 | 130.538 | ||
68 | 2023.02.07 16:10 | sell | 22 | 0.10 | 131.137 | 0.000 | 0.000 | ||
69 | 2023.02.07 16:10 | modify | 22 | 0.10 | 131.137 | 131.513 | 130.538 | ||
70 | 2023.02.07 17:58 | t/p | 19 | 0.10 | 130.538 | 131.513 | 130.538 | 113.49 | 10616.51 |
71 | 2023.02.07 17:58 | t/p | 20 | 0.10 | 130.538 | 131.513 | 130.538 | 63.13 | 10679.64 |
72 | 2023.02.07 17:58 | t/p | 21 | 0.10 | 130.538 | 131.513 | 130.538 | 57.46 | 10737.10 |
73 | 2023.02.07 17:58 | t/p | 22 | 0.10 | 130.538 | 131.513 | 130.538 | 45.89 | 10782.99 |
74 | 2023.05.01 05:00 | sell | 23 | 0.10 | 136.850 | 0.000 | 0.000 | ||
75 | 2023.05.01 05:00 | modify | 23 | 0.10 | 136.850 | 137.950 | 135.350 | ||
76 | 2023.05.03 01:38 | sell | 24 | 0.10 | 136.169 | 0.000 | 0.000 | ||
77 | 2023.05.03 01:38 | modify | 24 | 0.10 | 136.169 | 136.325 | 135.350 | ||
78 | 2023.05.03 01:38 | modify | 23 | 0.10 | 136.850 | 136.325 | 135.350 | ||
79 | 2023.05.03 01:44 | sell | 25 | 0.10 | 136.099 | 0.000 | 0.000 | ||
80 | 2023.05.03 01:44 | modify | 25 | 0.10 | 136.099 | 136.325 | 135.350 | ||
81 | 2023.05.03 02:07 | sell | 26 | 0.10 | 135.949 | 0.000 | 0.000 | ||
82 | 2023.05.03 02:07 | modify | 26 | 0.10 | 135.949 | 136.325 | 135.350 | ||
83 | 2023.05.03 13:30 | t/p | 23 | 0.10 | 135.350 | 136.325 | 135.350 | 107.97 | 10890.96 |
84 | 2023.05.03 13:30 | t/p | 24 | 0.10 | 135.350 | 136.325 | 135.350 | 60.51 | 10951.47 |
85 | 2023.05.03 13:30 | t/p | 25 | 0.10 | 135.350 | 136.325 | 135.350 | 55.34 | 11006.81 |
86 | 2023.05.03 13:30 | t/p | 26 | 0.10 | 135.350 | 136.325 | 135.350 | 44.26 | 11051.07 |
87 | 2023.06.15 06:00 | sell | 27 | 0.10 | 141.213 | 0.000 | 0.000 | ||
88 | 2023.06.15 06:00 | modify | 27 | 0.10 | 141.213 | 142.313 | 139.713 | ||
89 | 2023.06.15 13:17 | sell | 28 | 0.10 | 140.537 | 0.000 | 0.000 | ||
90 | 2023.06.15 13:17 | modify | 28 | 0.10 | 140.537 | 140.688 | 139.713 | ||
91 | 2023.06.15 13:17 | modify | 27 | 0.10 | 141.213 | 140.688 | 139.713 | ||
92 | 2023.06.15 13:18 | sell | 29 | 0.10 | 140.457 | 0.000 | 0.000 | ||
93 | 2023.06.15 13:18 | modify | 29 | 0.10 | 140.457 | 140.688 | 139.713 | ||
94 | 2023.06.15 13:36 | s/l | 27 | 0.10 | 140.688 | 140.688 | 139.713 | 37.32 | 11088.39 |
95 | 2023.06.15 13:36 | s/l | 28 | 0.10 | 140.688 | 140.688 | 139.713 | -10.73 | 11077.66 |
96 | 2023.06.15 13:36 | s/l | 29 | 0.10 | 140.688 | 140.688 | 139.713 | -16.42 | 11061.24 |