Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (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=4; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 1917 | Ticks modelled | 57447275 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 352.53 | Gross profit | 468.61 | Gross loss | -116.08 |
Profit factor | 4.04 | Expected payoff | 17.63 | ||
Absolute drawdown | 27.69 | Maximal drawdown | 183.40 (1.78%) | Relative drawdown | 1.78% (183.40) |
Total trades | 20 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 16 (50.00%) |
Profit trades (% of total) | 12 (60.00%) | Loss trades (% of total) | 8 (40.00%) | ||
Largest | profit trade | 103.57 | loss trade | -26.25 | |
Average | profit trade | 39.05 | loss trade | -14.51 | |
Maximum | consecutive wins (profit in money) | 4 (268.68) | consecutive losses (loss in money) | 2 (-21.78) | |
Maximal | consecutive profit (count of wins) | 268.68 (4) | consecutive loss (count of losses) | -26.25 (1) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.11.11 16:00 | buy | 1 | 0.10 | 143.620 | 0.000 | 0.000 | ||
2 | 2022.11.11 16:00 | modify | 1 | 0.10 | 143.620 | 142.920 | 145.120 | ||
3 | 2022.11.13 22:10 | buy | 2 | 0.10 | 144.071 | 0.000 | 0.000 | ||
4 | 2022.11.13 22:10 | modify | 2 | 0.10 | 144.071 | 143.695 | 145.120 | ||
5 | 2022.11.13 22:10 | modify | 1 | 0.10 | 143.620 | 143.695 | 145.120 | ||
6 | 2022.11.13 23:00 | s/l | 1 | 0.10 | 143.695 | 143.695 | 145.120 | 5.23 | 10005.23 |
7 | 2022.11.13 23:00 | s/l | 2 | 0.10 | 143.695 | 143.695 | 145.120 | -26.25 | 9978.98 |
8 | 2022.11.24 16:00 | buy | 3 | 0.10 | 144.049 | 0.000 | 0.000 | ||
9 | 2022.11.24 16:00 | modify | 3 | 0.10 | 144.049 | 143.349 | 145.549 | ||
10 | 2022.11.25 00:50 | buy | 4 | 0.10 | 144.499 | 0.000 | 0.000 | ||
11 | 2022.11.25 00:50 | modify | 4 | 0.10 | 144.499 | 144.124 | 145.549 | ||
12 | 2022.11.25 00:50 | modify | 3 | 0.10 | 144.049 | 144.124 | 145.549 | ||
13 | 2022.11.25 09:24 | buy | 5 | 0.10 | 144.880 | 0.000 | 0.000 | ||
14 | 2022.11.25 09:24 | modify | 5 | 0.10 | 144.880 | 144.724 | 145.549 | ||
15 | 2022.11.25 09:24 | buy | 6 | 0.10 | 144.880 | 0.000 | 0.000 | ||
16 | 2022.11.25 09:24 | modify | 6 | 0.10 | 144.880 | 144.724 | 145.549 | ||
17 | 2022.11.25 09:24 | modify | 4 | 0.10 | 144.499 | 144.724 | 145.549 | ||
18 | 2022.11.25 09:24 | modify | 3 | 0.10 | 144.049 | 144.724 | 145.549 | ||
19 | 2022.11.25 12:37 | s/l | 3 | 0.10 | 144.724 | 144.724 | 145.549 | 47.42 | 10026.40 |
20 | 2022.11.25 12:37 | s/l | 4 | 0.10 | 144.724 | 144.724 | 145.549 | 15.71 | 10042.11 |
21 | 2022.11.25 12:37 | s/l | 5 | 0.10 | 144.724 | 144.724 | 145.549 | -10.89 | 10031.22 |
22 | 2022.11.25 12:37 | s/l | 6 | 0.10 | 144.724 | 144.724 | 145.549 | -10.89 | 10020.33 |
23 | 2023.03.09 16:00 | buy | 7 | 0.10 | 144.101 | 0.000 | 0.000 | ||
24 | 2023.03.09 16:00 | modify | 7 | 0.10 | 144.101 | 143.401 | 145.601 | ||
25 | 2023.03.10 02:30 | buy | 8 | 0.10 | 144.575 | 0.000 | 0.000 | ||
26 | 2023.03.10 02:30 | modify | 8 | 0.10 | 144.575 | 144.176 | 145.601 | ||
27 | 2023.03.10 02:30 | modify | 7 | 0.10 | 144.101 | 144.176 | 145.601 | ||
28 | 2023.03.10 02:35 | buy | 9 | 0.10 | 144.926 | 0.000 | 0.000 | ||
29 | 2023.03.10 02:35 | modify | 9 | 0.10 | 144.926 | 144.776 | 145.601 | ||
30 | 2023.03.10 02:35 | buy | 10 | 0.10 | 144.926 | 0.000 | 0.000 | ||
31 | 2023.03.10 02:35 | modify | 10 | 0.10 | 144.926 | 144.776 | 145.601 | ||
32 | 2023.03.10 02:35 | modify | 8 | 0.10 | 144.575 | 144.776 | 145.601 | ||
33 | 2023.03.10 02:35 | modify | 7 | 0.10 | 144.101 | 144.776 | 145.601 | ||
34 | 2023.03.10 02:37 | s/l | 7 | 0.10 | 144.776 | 144.776 | 145.601 | 47.42 | 10067.74 |
35 | 2023.03.10 02:37 | s/l | 8 | 0.10 | 144.776 | 144.776 | 145.601 | 14.03 | 10081.77 |
36 | 2023.03.10 02:37 | s/l | 9 | 0.10 | 144.776 | 144.776 | 145.601 | -10.47 | 10071.30 |
37 | 2023.03.10 02:37 | s/l | 10 | 0.10 | 144.776 | 144.776 | 145.601 | -10.47 | 10060.83 |
38 | 2023.05.11 16:00 | buy | 11 | 0.10 | 146.801 | 0.000 | 0.000 | ||
39 | 2023.05.11 16:00 | modify | 11 | 0.10 | 146.801 | 146.101 | 148.301 | ||
40 | 2023.05.12 06:10 | buy | 12 | 0.10 | 147.251 | 0.000 | 0.000 | ||
41 | 2023.05.12 06:10 | modify | 12 | 0.10 | 147.251 | 146.876 | 148.301 | ||
42 | 2023.05.12 06:10 | modify | 11 | 0.10 | 146.801 | 146.876 | 148.301 | ||
43 | 2023.05.12 09:16 | s/l | 11 | 0.10 | 146.876 | 146.876 | 148.301 | 5.54 | 10066.37 |
44 | 2023.05.12 09:16 | s/l | 12 | 0.10 | 146.876 | 146.876 | 148.301 | -26.17 | 10040.20 |
45 | 2023.07.12 16:00 | buy | 13 | 0.10 | 153.751 | 0.000 | 0.000 | ||
46 | 2023.07.12 16:00 | modify | 13 | 0.10 | 153.751 | 153.051 | 155.251 | ||
47 | 2023.07.12 19:43 | buy | 14 | 0.10 | 154.201 | 0.000 | 0.000 | ||
48 | 2023.07.12 19:43 | modify | 14 | 0.10 | 154.201 | 153.826 | 155.251 | ||
49 | 2023.07.12 19:43 | modify | 13 | 0.10 | 153.751 | 153.826 | 155.251 | ||
50 | 2023.07.13 05:51 | buy | 15 | 0.10 | 154.576 | 0.000 | 0.000 | ||
51 | 2023.07.13 05:51 | modify | 15 | 0.10 | 154.576 | 154.426 | 155.251 | ||
52 | 2023.07.13 05:51 | buy | 16 | 0.10 | 154.576 | 0.000 | 0.000 | ||
53 | 2023.07.13 05:51 | modify | 16 | 0.10 | 154.576 | 154.426 | 155.251 | ||
54 | 2023.07.13 05:51 | modify | 14 | 0.10 | 154.201 | 154.426 | 155.251 | ||
55 | 2023.07.13 05:51 | modify | 13 | 0.10 | 153.751 | 154.426 | 155.251 | ||
56 | 2023.07.13 06:08 | s/l | 13 | 0.10 | 154.426 | 154.426 | 155.251 | 48.00 | 10088.19 |
57 | 2023.07.13 06:08 | s/l | 14 | 0.10 | 154.426 | 154.426 | 155.251 | 16.59 | 10104.78 |
58 | 2023.07.13 06:08 | s/l | 15 | 0.10 | 154.426 | 154.426 | 155.251 | -10.47 | 10094.31 |
59 | 2023.07.13 06:08 | s/l | 16 | 0.10 | 154.426 | 154.426 | 155.251 | -10.47 | 10083.84 |
60 | 2023.07.21 16:00 | sell | 17 | 0.10 | 157.613 | 0.000 | 0.000 | ||
61 | 2023.07.21 16:00 | modify | 17 | 0.10 | 157.613 | 158.313 | 156.113 | ||
62 | 2023.07.24 07:16 | sell | 18 | 0.10 | 157.163 | 0.000 | 0.000 | ||
63 | 2023.07.24 07:16 | modify | 18 | 0.10 | 157.163 | 157.538 | 156.113 | ||
64 | 2023.07.24 07:16 | modify | 17 | 0.10 | 157.613 | 157.538 | 156.113 | ||
65 | 2023.07.24 07:30 | sell | 19 | 0.10 | 156.783 | 0.000 | 0.000 | ||
66 | 2023.07.24 07:30 | modify | 19 | 0.10 | 156.783 | 156.938 | 156.113 | ||
67 | 2023.07.24 07:30 | sell | 20 | 0.10 | 156.783 | 0.000 | 0.000 | ||
68 | 2023.07.24 07:30 | modify | 20 | 0.10 | 156.783 | 156.938 | 156.113 | ||
69 | 2023.07.24 07:30 | modify | 18 | 0.10 | 157.163 | 156.938 | 156.113 | ||
70 | 2023.07.24 07:30 | modify | 17 | 0.10 | 157.613 | 156.938 | 156.113 | ||
71 | 2023.07.25 12:42 | t/p | 17 | 0.10 | 156.113 | 156.938 | 156.113 | 103.57 | 10187.41 |
72 | 2023.07.25 12:42 | t/p | 18 | 0.10 | 156.113 | 156.938 | 156.113 | 72.72 | 10260.13 |
73 | 2023.07.25 12:42 | t/p | 19 | 0.10 | 156.113 | 156.938 | 156.113 | 46.20 | 10306.33 |
74 | 2023.07.25 12:42 | t/p | 20 | 0.10 | 156.113 | 156.938 | 156.113 | 46.20 | 10352.53 |