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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 1140.80 | Gross profit | 2520.07 | Gross loss | -1379.27 |
Profit factor | 1.83 | Expected payoff | 25.93 | ||
Absolute drawdown | 238.43 | Maximal drawdown | 491.52 (4.67%) | Relative drawdown | 4.67% (491.52) |
Total trades | 44 | Short positions (won %) | 21 (52.38%) | Long positions (won %) | 23 (69.57%) |
Profit trades (% of total) | 27 (61.36%) | Loss trades (% of total) | 17 (38.64%) | ||
Largest | profit trade | 109.46 | loss trade | -123.11 | |
Average | profit trade | 93.34 | loss trade | -81.13 | |
Maximum | consecutive wins (profit in money) | 8 (745.68) | consecutive losses (loss in money) | 6 (-458.06) | |
Maximal | consecutive profit (count of wins) | 745.68 (8) | consecutive loss (count of losses) | -458.06 (6) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.01 04:00 | buy | 1 | 0.10 | 92.607 | 0.000 | 0.000 | ||
2 | 2022.08.01 04:00 | modify | 1 | 0.10 | 92.607 | 91.107 | 94.107 | ||
3 | 2022.08.02 08:00 | s/l | 1 | 0.10 | 91.107 | 91.107 | 94.107 | -104.21 | 9895.79 |
4 | 2022.08.03 16:00 | sell | 2 | 0.10 | 92.989 | 0.000 | 0.000 | ||
5 | 2022.08.03 16:00 | modify | 2 | 0.10 | 92.989 | 94.489 | 91.489 | ||
6 | 2022.08.11 16:00 | s/l | 2 | 0.10 | 94.489 | 94.489 | 91.489 | -111.26 | 9784.52 |
7 | 2022.08.15 12:00 | buy | 3 | 0.10 | 93.624 | 0.000 | 0.000 | ||
8 | 2022.08.15 12:00 | modify | 3 | 0.10 | 93.624 | 92.124 | 95.124 | ||
9 | 2022.08.24 20:00 | buy | 4 | 0.10 | 94.773 | 0.000 | 0.000 | ||
10 | 2022.08.24 20:00 | modify | 4 | 0.10 | 94.773 | 94.599 | 95.124 | ||
11 | 2022.08.24 20:00 | modify | 3 | 0.10 | 93.624 | 94.599 | 95.124 | ||
12 | 2022.08.25 00:00 | s/l | 3 | 0.10 | 94.599 | 94.599 | 95.124 | 73.76 | 9858.28 |
13 | 2022.08.25 00:00 | s/l | 4 | 0.10 | 94.599 | 94.599 | 95.124 | -10.71 | 9847.57 |
14 | 2022.09.07 12:00 | sell | 5 | 0.10 | 97.149 | 0.000 | 0.000 | ||
15 | 2022.09.07 12:00 | modify | 5 | 0.10 | 97.149 | 98.649 | 95.649 | ||
16 | 2022.09.16 12:00 | t/p | 5 | 0.10 | 95.649 | 98.649 | 95.649 | 97.44 | 9945.00 |
17 | 2022.09.28 08:00 | buy | 6 | 0.10 | 92.442 | 0.000 | 0.000 | ||
18 | 2022.09.28 08:00 | modify | 6 | 0.10 | 92.442 | 90.942 | 93.942 | ||
19 | 2022.09.28 20:00 | t/p | 6 | 0.10 | 93.942 | 90.942 | 93.942 | 104.69 | 10049.69 |
20 | 2022.09.30 20:00 | buy | 7 | 0.10 | 92.594 | 0.000 | 0.000 | ||
21 | 2022.09.30 20:00 | modify | 7 | 0.10 | 92.594 | 91.094 | 94.094 | ||
22 | 2022.10.03 16:00 | t/p | 7 | 0.10 | 94.094 | 91.094 | 94.094 | 105.17 | 10154.86 |
23 | 2022.10.03 20:00 | sell | 8 | 0.10 | 94.241 | 0.000 | 0.000 | ||
24 | 2022.10.03 20:00 | modify | 8 | 0.10 | 94.241 | 95.741 | 92.741 | ||
25 | 2022.10.06 20:00 | t/p | 8 | 0.10 | 92.741 | 95.741 | 92.741 | 101.40 | 10256.26 |
26 | 2022.10.10 08:00 | buy | 9 | 0.10 | 91.785 | 0.000 | 0.000 | ||
27 | 2022.10.10 08:00 | modify | 9 | 0.10 | 91.785 | 90.285 | 93.285 | ||
28 | 2022.10.14 04:00 | t/p | 9 | 0.10 | 93.285 | 90.285 | 93.285 | 107.54 | 10363.80 |
29 | 2022.10.14 04:00 | sell | 10 | 0.10 | 93.305 | 0.000 | 0.000 | ||
30 | 2022.10.14 04:00 | modify | 10 | 0.10 | 93.305 | 94.805 | 91.805 | ||
31 | 2022.10.20 16:00 | s/l | 10 | 0.10 | 94.805 | 94.805 | 91.805 | -108.64 | 10255.16 |
32 | 2022.10.20 16:00 | sell | 11 | 0.10 | 94.913 | 0.000 | 0.000 | ||
33 | 2022.10.20 16:00 | modify | 11 | 0.10 | 94.913 | 96.413 | 93.413 | ||
34 | 2022.10.21 16:00 | t/p | 11 | 0.10 | 93.413 | 96.413 | 93.413 | 104.02 | 10359.18 |
35 | 2022.10.21 16:00 | buy | 12 | 0.10 | 93.168 | 0.000 | 0.000 | ||
36 | 2022.10.21 16:00 | modify | 12 | 0.10 | 93.168 | 91.668 | 94.668 | ||
37 | 2022.10.24 00:00 | t/p | 12 | 0.10 | 94.668 | 91.668 | 94.668 | 105.17 | 10464.35 |
38 | 2022.10.26 08:00 | sell | 13 | 0.10 | 95.170 | 0.000 | 0.000 | ||
39 | 2022.10.26 08:00 | modify | 13 | 0.10 | 95.170 | 96.670 | 93.670 | ||
40 | 2022.10.28 08:00 | sell | 14 | 0.10 | 94.396 | 0.000 | 0.000 | ||
41 | 2022.10.28 08:00 | modify | 14 | 0.10 | 94.396 | 94.795 | 93.670 | ||
42 | 2022.10.28 08:00 | sell | 15 | 0.10 | 94.396 | 0.000 | 0.000 | ||
43 | 2022.10.28 08:00 | modify | 15 | 0.10 | 94.396 | 94.795 | 93.670 | ||
44 | 2022.10.28 08:00 | modify | 13 | 0.10 | 95.170 | 94.795 | 93.670 | ||
45 | 2022.10.28 12:00 | s/l | 13 | 0.10 | 94.795 | 94.795 | 93.670 | 23.54 | 10487.88 |
46 | 2022.10.28 12:00 | s/l | 14 | 0.10 | 94.795 | 94.795 | 93.670 | -27.85 | 10460.03 |
47 | 2022.10.28 12:00 | s/l | 15 | 0.10 | 94.795 | 94.795 | 93.670 | -27.85 | 10432.18 |
48 | 2022.11.03 04:00 | buy | 16 | 0.10 | 93.783 | 0.000 | 0.000 | ||
49 | 2022.11.03 04:00 | modify | 16 | 0.10 | 93.783 | 92.283 | 95.283 | ||
50 | 2022.11.28 08:00 | s/l | 16 | 0.10 | 92.283 | 92.283 | 95.283 | -93.75 | 10338.43 |
51 | 2022.12.01 20:00 | buy | 17 | 0.10 | 92.255 | 0.000 | 0.000 | ||
52 | 2022.12.01 20:00 | modify | 17 | 0.10 | 92.255 | 90.755 | 93.755 | ||
53 | 2022.12.20 04:00 | s/l | 17 | 0.10 | 90.755 | 90.755 | 93.755 | -96.60 | 10241.83 |
54 | 2022.12.20 04:00 | buy | 18 | 0.10 | 89.020 | 0.000 | 0.000 | ||
55 | 2022.12.20 04:00 | modify | 18 | 0.10 | 89.020 | 87.520 | 90.520 | ||
56 | 2022.12.20 20:00 | s/l | 18 | 0.10 | 87.520 | 87.520 | 90.520 | -104.69 | 10137.14 |
57 | 2022.12.22 08:00 | sell | 19 | 0.10 | 89.218 | 0.000 | 0.000 | ||
58 | 2022.12.22 08:00 | modify | 19 | 0.10 | 89.218 | 90.718 | 87.718 | ||
59 | 2022.12.28 12:00 | s/l | 19 | 0.10 | 90.718 | 90.718 | 87.718 | -107.31 | 10029.83 |
60 | 2022.12.28 12:00 | sell | 20 | 0.10 | 90.825 | 0.000 | 0.000 | ||
61 | 2022.12.28 12:00 | modify | 20 | 0.10 | 90.825 | 92.325 | 89.325 | ||
62 | 2022.12.30 20:00 | t/p | 20 | 0.10 | 89.325 | 92.325 | 89.325 | 102.05 | 10131.87 |
63 | 2023.01.03 04:00 | buy | 21 | 0.10 | 88.682 | 0.000 | 0.000 | ||
64 | 2023.01.03 04:00 | modify | 21 | 0.10 | 88.682 | 87.182 | 90.182 | ||
65 | 2023.01.04 16:00 | t/p | 21 | 0.10 | 90.182 | 87.182 | 90.182 | 105.17 | 10237.04 |
66 | 2023.01.09 12:00 | sell | 22 | 0.10 | 91.612 | 0.000 | 0.000 | ||
67 | 2023.01.09 12:00 | modify | 22 | 0.10 | 91.612 | 93.112 | 90.112 | ||
68 | 2023.01.12 16:00 | t/p | 22 | 0.10 | 90.112 | 93.112 | 90.112 | 101.39 | 10338.43 |
69 | 2023.01.12 16:00 | buy | 23 | 0.10 | 90.041 | 0.000 | 0.000 | ||
70 | 2023.01.12 16:00 | modify | 23 | 0.10 | 90.041 | 88.541 | 91.541 | ||
71 | 2023.01.18 04:00 | t/p | 23 | 0.10 | 91.541 | 88.541 | 91.541 | 106.59 | 10445.02 |
72 | 2023.01.18 04:00 | sell | 24 | 0.10 | 91.602 | 0.000 | 0.000 | ||
73 | 2023.01.18 04:00 | modify | 24 | 0.10 | 91.602 | 93.102 | 90.102 | ||
74 | 2023.01.18 16:00 | t/p | 24 | 0.10 | 90.102 | 93.102 | 90.102 | 104.69 | 10549.71 |
75 | 2023.01.19 04:00 | buy | 25 | 0.10 | 88.625 | 0.000 | 0.000 | ||
76 | 2023.01.19 04:00 | modify | 25 | 0.10 | 88.625 | 87.125 | 90.125 | ||
77 | 2023.01.20 16:00 | t/p | 25 | 0.10 | 90.125 | 87.125 | 90.125 | 105.17 | 10654.87 |
78 | 2023.01.23 08:00 | sell | 26 | 0.10 | 90.842 | 0.000 | 0.000 | ||
79 | 2023.01.23 08:00 | modify | 26 | 0.10 | 90.842 | 92.342 | 89.342 | ||
80 | 2023.01.25 04:00 | s/l | 26 | 0.10 | 92.342 | 92.342 | 89.342 | -106.00 | 10548.88 |
81 | 2023.01.25 04:00 | sell | 27 | 0.10 | 92.632 | 0.000 | 0.000 | ||
82 | 2023.01.25 04:00 | modify | 27 | 0.10 | 92.632 | 94.132 | 91.132 | ||
83 | 2023.01.26 00:00 | sell | 28 | 0.10 | 91.867 | 0.000 | 0.000 | ||
84 | 2023.01.26 00:00 | modify | 28 | 0.10 | 91.867 | 92.257 | 91.132 | ||
85 | 2023.01.26 00:00 | sell | 29 | 0.10 | 91.867 | 0.000 | 0.000 | ||
86 | 2023.01.26 00:00 | modify | 29 | 0.10 | 91.867 | 92.257 | 91.132 | ||
87 | 2023.01.26 00:00 | modify | 27 | 0.10 | 92.632 | 92.257 | 91.132 | ||
88 | 2023.01.26 12:00 | s/l | 27 | 0.10 | 92.257 | 92.257 | 91.132 | 24.19 | 10573.07 |
89 | 2023.01.26 12:00 | s/l | 28 | 0.10 | 92.257 | 92.257 | 91.132 | -27.22 | 10545.85 |
90 | 2023.01.26 12:00 | s/l | 29 | 0.10 | 92.257 | 92.257 | 91.132 | -27.22 | 10518.63 |
91 | 2023.02.13 12:00 | sell | 30 | 0.10 | 91.965 | 0.000 | 0.000 | ||
92 | 2023.02.13 12:00 | modify | 30 | 0.10 | 91.965 | 93.465 | 90.465 | ||
93 | 2023.03.07 16:00 | t/p | 30 | 0.10 | 90.465 | 93.465 | 90.465 | 90.20 | 10608.83 |
94 | 2023.03.07 16:00 | buy | 31 | 0.10 | 90.387 | 0.000 | 0.000 | ||
95 | 2023.03.07 16:00 | modify | 31 | 0.10 | 90.387 | 88.887 | 91.887 | ||
96 | 2023.03.10 20:00 | s/l | 31 | 0.10 | 88.887 | 88.887 | 91.887 | -102.31 | 10506.52 |
97 | 2023.03.15 08:00 | sell | 32 | 0.10 | 90.048 | 0.000 | 0.000 | ||
98 | 2023.03.15 08:00 | modify | 32 | 0.10 | 90.048 | 91.548 | 88.548 | ||
99 | 2023.03.15 16:00 | t/p | 32 | 0.10 | 88.548 | 91.548 | 88.548 | 104.68 | 10611.20 |
100 | 2023.03.15 16:00 | buy | 33 | 0.10 | 87.820 | 0.000 | 0.000 | ||
101 | 2023.03.15 16:00 | modify | 33 | 0.10 | 87.820 | 86.320 | 89.320 | ||
102 | 2023.03.17 04:00 | t/p | 33 | 0.10 | 89.320 | 86.320 | 89.320 | 106.59 | 10717.79 |
103 | 2023.03.23 20:00 | buy | 34 | 0.10 | 87.304 | 0.000 | 0.000 | ||
104 | 2023.03.23 20:00 | modify | 34 | 0.10 | 87.304 | 85.804 | 88.804 | ||
105 | 2023.03.30 00:00 | t/p | 34 | 0.10 | 88.804 | 85.804 | 88.804 | 108.02 | 10825.81 |
106 | 2023.04.05 08:00 | buy | 35 | 0.10 | 88.171 | 0.000 | 0.000 | ||
107 | 2023.04.05 08:00 | modify | 35 | 0.10 | 88.171 | 86.671 | 89.671 | ||
108 | 2023.04.13 12:00 | t/p | 35 | 0.10 | 89.671 | 86.671 | 89.671 | 109.46 | 10935.26 |
109 | 2023.04.25 16:00 | buy | 36 | 0.10 | 88.789 | 0.000 | 0.000 | ||
110 | 2023.04.25 16:00 | modify | 36 | 0.10 | 88.789 | 87.289 | 90.289 | ||
111 | 2023.04.28 08:00 | buy | 37 | 0.10 | 89.541 | 0.000 | 0.000 | ||
112 | 2023.04.28 08:00 | modify | 37 | 0.10 | 89.541 | 89.164 | 90.289 | ||
113 | 2023.04.28 08:00 | buy | 38 | 0.10 | 89.541 | 0.000 | 0.000 | ||
114 | 2023.04.28 08:00 | modify | 38 | 0.10 | 89.541 | 89.164 | 90.289 | ||
115 | 2023.04.28 08:00 | modify | 36 | 0.10 | 88.789 | 89.164 | 90.289 | ||
116 | 2023.05.01 04:00 | t/p | 36 | 0.10 | 90.289 | 89.164 | 90.289 | 107.54 | 11042.81 |
117 | 2023.05.01 04:00 | t/p | 37 | 0.10 | 90.289 | 89.164 | 90.289 | 52.69 | 11095.49 |
118 | 2023.05.01 04:00 | t/p | 38 | 0.10 | 90.289 | 89.164 | 90.289 | 52.69 | 11148.18 |
119 | 2023.05.02 08:00 | sell | 39 | 0.10 | 92.226 | 0.000 | 0.000 | ||
120 | 2023.05.02 08:00 | modify | 39 | 0.10 | 92.226 | 93.726 | 90.726 | ||
121 | 2023.05.03 04:00 | t/p | 39 | 0.10 | 90.726 | 93.726 | 90.726 | 104.02 | 11252.20 |
122 | 2023.05.05 16:00 | sell | 40 | 0.10 | 90.974 | 0.000 | 0.000 | ||
123 | 2023.05.05 16:00 | modify | 40 | 0.10 | 90.974 | 92.474 | 89.474 | ||
124 | 2023.06.02 16:00 | s/l | 40 | 0.10 | 92.474 | 92.474 | 89.474 | -123.11 | 11129.08 |
125 | 2023.06.15 04:00 | sell | 41 | 0.10 | 95.928 | 0.000 | 0.000 | ||
126 | 2023.06.15 04:00 | modify | 41 | 0.10 | 95.928 | 97.428 | 94.428 | ||
127 | 2023.06.16 20:00 | s/l | 41 | 0.10 | 97.428 | 97.428 | 94.428 | -105.34 | 11023.75 |
128 | 2023.06.20 12:00 | buy | 42 | 0.10 | 95.949 | 0.000 | 0.000 | ||
129 | 2023.06.20 12:00 | modify | 42 | 0.10 | 95.949 | 94.449 | 97.449 | ||
130 | 2023.07.10 12:00 | s/l | 42 | 0.10 | 94.449 | 94.449 | 97.449 | -95.18 | 10928.57 |
131 | 2023.07.11 12:00 | buy | 43 | 0.10 | 93.588 | 0.000 | 0.000 | ||
132 | 2023.07.11 12:00 | modify | 43 | 0.10 | 93.588 | 92.088 | 95.088 | ||
133 | 2023.07.13 16:00 | t/p | 43 | 0.10 | 95.088 | 92.088 | 95.088 | 106.59 | 11035.16 |
134 | 2023.07.27 20:00 | buy | 44 | 0.10 | 93.233 | 0.000 | 0.000 | ||
135 | 2023.07.27 20:00 | modify | 44 | 0.10 | 93.233 | 91.733 | 94.733 | ||
136 | 2023.07.31 08:00 | t/p | 44 | 0.10 | 94.733 | 91.733 | 94.733 | 105.64 | 11140.80 |