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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; 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=60; 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=10; 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 | 1081.75 | Gross profit | 1389.73 | Gross loss | -307.98 |
Profit factor | 4.51 | Expected payoff | 41.61 | ||
Absolute drawdown | 140.87 | Maximal drawdown | 155.66 (1.55%) | Relative drawdown | 1.55% (155.66) |
Total trades | 26 | Short positions (won %) | 12 (41.67%) | Long positions (won %) | 14 (71.43%) |
Profit trades (% of total) | 15 (57.69%) | Loss trades (% of total) | 11 (42.31%) | ||
Largest | profit trade | 105.87 | loss trade | -29.59 | |
Average | profit trade | 92.65 | loss trade | -28.00 | |
Maximum | consecutive wins (profit in money) | 8 (656.58) | consecutive losses (loss in money) | 5 (-140.87) | |
Maximal | consecutive profit (count of wins) | 656.58 (8) | consecutive loss (count of losses) | -140.87 (5) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.05 16:00 | sell | 1 | 0.10 | 137.584 | 0.000 | 0.000 | ||
2 | 2022.08.05 16:00 | modify | 1 | 0.10 | 137.584 | 137.984 | 136.084 | ||
3 | 2022.08.09 12:00 | s/l | 1 | 0.10 | 137.984 | 137.984 | 136.084 | -29.04 | 9970.96 |
4 | 2022.09.06 16:00 | sell | 2 | 0.10 | 141.687 | 0.000 | 0.000 | ||
5 | 2022.09.06 16:00 | modify | 2 | 0.10 | 141.687 | 142.087 | 140.187 | ||
6 | 2022.09.07 00:00 | s/l | 2 | 0.10 | 142.087 | 142.087 | 140.187 | -28.47 | 9942.49 |
7 | 2022.09.07 16:00 | sell | 3 | 0.10 | 143.506 | 0.000 | 0.000 | ||
8 | 2022.09.07 16:00 | modify | 3 | 0.10 | 143.506 | 143.906 | 142.006 | ||
9 | 2022.09.07 20:00 | s/l | 3 | 0.10 | 143.906 | 143.906 | 142.006 | -27.91 | 9914.58 |
10 | 2022.09.14 16:00 | buy | 4 | 0.10 | 142.863 | 0.000 | 0.000 | ||
11 | 2022.09.14 16:00 | modify | 4 | 0.10 | 142.863 | 142.463 | 144.363 | ||
12 | 2022.09.21 08:00 | s/l | 4 | 0.10 | 142.463 | 142.463 | 144.363 | -25.85 | 9888.73 |
13 | 2022.09.28 20:00 | sell | 5 | 0.10 | 140.240 | 0.000 | 0.000 | ||
14 | 2022.09.28 20:00 | modify | 5 | 0.10 | 140.240 | 140.640 | 138.740 | ||
15 | 2022.09.29 12:00 | s/l | 5 | 0.10 | 140.640 | 140.640 | 138.740 | -29.59 | 9859.13 |
16 | 2022.10.04 16:00 | sell | 6 | 0.10 | 143.990 | 0.000 | 0.000 | ||
17 | 2022.10.04 16:00 | modify | 6 | 0.10 | 143.990 | 144.390 | 142.490 | ||
18 | 2022.10.05 16:00 | t/p | 6 | 0.10 | 142.490 | 144.390 | 142.490 | 104.12 | 9963.25 |
19 | 2022.10.13 16:00 | sell | 7 | 0.10 | 143.903 | 0.000 | 0.000 | ||
20 | 2022.10.13 16:00 | modify | 7 | 0.10 | 143.903 | 144.303 | 142.403 | ||
21 | 2022.10.14 04:00 | s/l | 7 | 0.10 | 144.303 | 144.303 | 142.403 | -28.47 | 9934.78 |
22 | 2022.10.17 16:00 | sell | 8 | 0.10 | 146.358 | 0.000 | 0.000 | ||
23 | 2022.10.17 16:00 | modify | 8 | 0.10 | 146.358 | 146.758 | 144.858 | ||
24 | 2022.10.18 04:00 | s/l | 8 | 0.10 | 146.758 | 146.758 | 144.858 | -28.47 | 9906.31 |
25 | 2022.10.21 16:00 | buy | 9 | 0.10 | 144.206 | 0.000 | 0.000 | ||
26 | 2022.10.21 16:00 | modify | 9 | 0.10 | 144.206 | 143.806 | 145.706 | ||
27 | 2022.10.21 20:00 | t/p | 9 | 0.10 | 145.706 | 143.806 | 145.706 | 104.68 | 10010.99 |
28 | 2022.11.10 16:00 | buy | 10 | 0.10 | 144.165 | 0.000 | 0.000 | ||
29 | 2022.11.10 16:00 | modify | 10 | 0.10 | 144.165 | 143.765 | 145.665 | ||
30 | 2022.11.11 00:00 | s/l | 10 | 0.10 | 143.765 | 143.765 | 145.665 | -27.62 | 9983.37 |
31 | 2022.11.11 12:00 | buy | 11 | 0.10 | 143.577 | 0.000 | 0.000 | ||
32 | 2022.11.11 12:00 | modify | 11 | 0.10 | 143.577 | 143.177 | 145.077 | ||
33 | 2022.11.14 16:00 | t/p | 11 | 0.10 | 145.077 | 143.177 | 145.077 | 104.99 | 10088.35 |
34 | 2022.12.02 12:00 | buy | 12 | 0.10 | 141.230 | 0.000 | 0.000 | ||
35 | 2022.12.02 12:00 | modify | 12 | 0.10 | 141.230 | 140.830 | 142.730 | ||
36 | 2022.12.05 12:00 | t/p | 12 | 0.10 | 142.730 | 140.830 | 142.730 | 104.99 | 10193.34 |
37 | 2022.12.15 16:00 | sell | 13 | 0.10 | 146.528 | 0.000 | 0.000 | ||
38 | 2022.12.15 16:00 | modify | 13 | 0.10 | 146.528 | 146.928 | 145.028 | ||
39 | 2022.12.16 16:00 | t/p | 13 | 0.10 | 145.028 | 146.928 | 145.028 | 104.11 | 10297.45 |
40 | 2023.01.03 12:00 | buy | 14 | 0.10 | 137.820 | 0.000 | 0.000 | ||
41 | 2023.01.03 12:00 | modify | 14 | 0.10 | 137.820 | 137.420 | 139.320 | ||
42 | 2023.01.04 16:00 | t/p | 14 | 0.10 | 139.320 | 137.420 | 139.320 | 104.99 | 10402.43 |
43 | 2023.01.12 16:00 | buy | 15 | 0.10 | 140.342 | 0.000 | 0.000 | ||
44 | 2023.01.12 16:00 | modify | 15 | 0.10 | 140.342 | 139.942 | 141.842 | ||
45 | 2023.01.13 04:00 | s/l | 15 | 0.10 | 139.942 | 139.942 | 141.842 | -27.62 | 10374.81 |
46 | 2023.01.13 16:00 | buy | 16 | 0.10 | 138.108 | 0.000 | 0.000 | ||
47 | 2023.01.13 16:00 | modify | 16 | 0.10 | 138.108 | 137.708 | 139.608 | ||
48 | 2023.01.17 16:00 | t/p | 16 | 0.10 | 139.608 | 137.708 | 139.608 | 105.28 | 10480.09 |
49 | 2023.02.07 16:00 | buy | 17 | 0.10 | 140.362 | 0.000 | 0.000 | ||
50 | 2023.02.07 16:00 | modify | 17 | 0.10 | 140.362 | 139.962 | 141.862 | ||
51 | 2023.02.10 12:00 | s/l | 17 | 0.10 | 139.962 | 139.962 | 141.862 | -26.44 | 10453.65 |
52 | 2023.02.13 16:00 | sell | 18 | 0.10 | 142.355 | 0.000 | 0.000 | ||
53 | 2023.02.13 16:00 | modify | 18 | 0.10 | 142.355 | 142.755 | 140.855 | ||
54 | 2023.02.14 16:00 | s/l | 18 | 0.10 | 142.755 | 142.755 | 140.855 | -28.48 | 10425.17 |
55 | 2023.03.24 12:00 | buy | 19 | 0.10 | 139.632 | 0.000 | 0.000 | ||
56 | 2023.03.24 12:00 | modify | 19 | 0.10 | 139.632 | 139.232 | 141.132 | ||
57 | 2023.03.27 08:00 | t/p | 19 | 0.10 | 141.132 | 139.232 | 141.132 | 104.99 | 10530.15 |
58 | 2023.04.25 20:00 | buy | 20 | 0.10 | 146.470 | 0.000 | 0.000 | ||
59 | 2023.04.25 20:00 | modify | 20 | 0.10 | 146.470 | 146.070 | 147.970 | ||
60 | 2023.04.27 08:00 | t/p | 20 | 0.10 | 147.970 | 146.070 | 147.970 | 105.87 | 10636.03 |
61 | 2023.05.04 16:00 | buy | 21 | 0.10 | 147.290 | 0.000 | 0.000 | ||
62 | 2023.05.04 16:00 | modify | 21 | 0.10 | 147.290 | 146.890 | 148.790 | ||
63 | 2023.05.05 04:00 | buy | 22 | 0.10 | 148.058 | 0.000 | 0.000 | ||
64 | 2023.05.05 04:00 | modify | 22 | 0.10 | 148.058 | 147.665 | 148.790 | ||
65 | 2023.05.05 04:00 | modify | 21 | 0.10 | 147.290 | 147.665 | 148.790 | ||
66 | 2023.05.08 00:00 | t/p | 21 | 0.10 | 148.790 | 147.665 | 148.790 | 105.28 | 10741.31 |
67 | 2023.05.08 00:00 | t/p | 22 | 0.10 | 148.790 | 147.665 | 148.790 | 51.39 | 10792.70 |
68 | 2023.07.21 12:00 | sell | 23 | 0.10 | 157.627 | 0.000 | 0.000 | ||
69 | 2023.07.21 12:00 | modify | 23 | 0.10 | 157.627 | 158.027 | 156.127 | ||
70 | 2023.07.24 08:00 | sell | 24 | 0.10 | 156.712 | 0.000 | 0.000 | ||
71 | 2023.07.24 08:00 | modify | 24 | 0.10 | 156.712 | 157.102 | 156.127 | ||
72 | 2023.07.24 08:00 | sell | 25 | 0.10 | 156.712 | 0.000 | 0.000 | ||
73 | 2023.07.24 08:00 | modify | 25 | 0.10 | 156.712 | 157.102 | 156.127 | ||
74 | 2023.07.24 08:00 | modify | 23 | 0.10 | 157.627 | 157.102 | 156.127 | ||
75 | 2023.07.25 12:00 | t/p | 23 | 0.10 | 156.127 | 157.102 | 156.127 | 103.56 | 10896.25 |
76 | 2023.07.25 12:00 | t/p | 24 | 0.10 | 156.127 | 157.102 | 156.127 | 40.26 | 10936.51 |
77 | 2023.07.25 12:00 | t/p | 25 | 0.10 | 156.127 | 157.102 | 156.127 | 40.26 | 10976.77 |
78 | 2023.07.27 20:00 | buy | 26 | 0.10 | 152.538 | 0.000 | 0.000 | ||
79 | 2023.07.27 20:00 | modify | 26 | 0.10 | 152.538 | 152.138 | 154.038 | ||
80 | 2023.07.28 04:00 | t/p | 26 | 0.10 | 154.038 | 152.138 | 154.038 | 104.98 | 11081.75 |