Symbol | AUDJPY (Australian Dollar 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=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=140; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 36329843 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1456.38 | Gross profit | 1736.41 | Gross loss | -280.03 |
Profit factor | 6.20 | Expected payoff | 40.45 | ||
Absolute drawdown | 9.21 | Maximal drawdown | 170.28 (1.56%) | Relative drawdown | 1.56% (170.28) |
Total trades | 36 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 25 (84.00%) |
Profit trades (% of total) | 29 (80.56%) | Loss trades (% of total) | 7 (19.44%) | ||
Largest | profit trade | 99.14 | loss trade | -51.47 | |
Average | profit trade | 59.88 | loss trade | -40.00 | |
Maximum | consecutive wins (profit in money) | 16 (981.54) | consecutive losses (loss in money) | 2 (-100.98) | |
Maximal | consecutive profit (count of wins) | 981.54 (16) | consecutive loss (count of losses) | -100.98 (2) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.02 08:00 | buy | 1 | 0.10 | 90.652 | 0.000 | 0.000 | ||
2 | 2022.08.02 08:00 | modify | 1 | 0.10 | 90.652 | 89.952 | 92.052 | ||
3 | 2022.08.02 13:10 | buy | 2 | 0.10 | 91.072 | 0.000 | 0.000 | ||
4 | 2022.08.02 13:10 | modify | 2 | 0.10 | 91.072 | 90.722 | 92.052 | ||
5 | 2022.08.02 13:10 | modify | 1 | 0.10 | 90.652 | 90.722 | 92.052 | ||
6 | 2022.08.02 14:50 | buy | 3 | 0.10 | 91.425 | 0.000 | 0.000 | ||
7 | 2022.08.02 14:50 | modify | 3 | 0.10 | 91.425 | 91.002 | 92.052 | ||
8 | 2022.08.02 14:50 | modify | 2 | 0.10 | 91.072 | 91.002 | 92.052 | ||
9 | 2022.08.02 14:50 | modify | 1 | 0.10 | 90.652 | 91.002 | 92.052 | ||
10 | 2022.08.02 14:58 | buy | 4 | 0.10 | 91.562 | 0.000 | 0.000 | ||
11 | 2022.08.02 14:58 | modify | 4 | 0.10 | 91.562 | 91.142 | 92.052 | ||
12 | 2022.08.02 14:58 | modify | 3 | 0.10 | 91.425 | 91.142 | 92.052 | ||
13 | 2022.08.02 14:58 | modify | 2 | 0.10 | 91.072 | 91.142 | 92.052 | ||
14 | 2022.08.02 14:58 | modify | 1 | 0.10 | 90.652 | 91.142 | 92.052 | ||
15 | 2022.08.02 17:27 | t/p | 1 | 0.10 | 92.052 | 91.142 | 92.052 | 97.70 | 10097.70 |
16 | 2022.08.02 17:27 | t/p | 2 | 0.10 | 92.052 | 91.142 | 92.052 | 68.39 | 10166.09 |
17 | 2022.08.02 17:27 | t/p | 3 | 0.10 | 92.052 | 91.142 | 92.052 | 43.76 | 10209.85 |
18 | 2022.08.02 17:27 | t/p | 4 | 0.10 | 92.052 | 91.142 | 92.052 | 34.20 | 10244.05 |
19 | 2022.11.03 12:00 | buy | 5 | 0.10 | 93.243 | 0.000 | 0.000 | ||
20 | 2022.11.03 12:00 | modify | 5 | 0.10 | 93.243 | 92.543 | 94.643 | ||
21 | 2022.11.04 03:09 | buy | 6 | 0.10 | 93.667 | 0.000 | 0.000 | ||
22 | 2022.11.04 03:09 | modify | 6 | 0.10 | 93.667 | 93.313 | 94.643 | ||
23 | 2022.11.04 03:09 | modify | 5 | 0.10 | 93.243 | 93.313 | 94.643 | ||
24 | 2022.11.04 05:19 | buy | 7 | 0.10 | 94.014 | 0.000 | 0.000 | ||
25 | 2022.11.04 05:19 | modify | 7 | 0.10 | 94.014 | 93.593 | 94.643 | ||
26 | 2022.11.04 05:19 | modify | 6 | 0.10 | 93.667 | 93.593 | 94.643 | ||
27 | 2022.11.04 05:19 | modify | 5 | 0.10 | 93.243 | 93.593 | 94.643 | ||
28 | 2022.11.04 10:56 | buy | 8 | 0.10 | 94.153 | 0.000 | 0.000 | ||
29 | 2022.11.04 10:56 | modify | 8 | 0.10 | 94.153 | 93.733 | 94.643 | ||
30 | 2022.11.04 10:56 | modify | 7 | 0.10 | 94.014 | 93.733 | 94.643 | ||
31 | 2022.11.04 10:56 | modify | 6 | 0.10 | 93.667 | 93.733 | 94.643 | ||
32 | 2022.11.04 10:56 | modify | 5 | 0.10 | 93.243 | 93.733 | 94.643 | ||
33 | 2022.11.04 12:57 | t/p | 5 | 0.10 | 94.643 | 93.733 | 94.643 | 98.18 | 10342.23 |
34 | 2022.11.04 12:57 | t/p | 6 | 0.10 | 94.643 | 93.733 | 94.643 | 68.11 | 10410.34 |
35 | 2022.11.04 12:57 | t/p | 7 | 0.10 | 94.643 | 93.733 | 94.643 | 43.89 | 10454.23 |
36 | 2022.11.04 12:57 | t/p | 8 | 0.10 | 94.643 | 93.733 | 94.643 | 34.19 | 10488.42 |
37 | 2023.01.03 12:00 | buy | 9 | 0.10 | 87.687 | 0.000 | 0.000 | ||
38 | 2023.01.03 12:00 | modify | 9 | 0.10 | 87.687 | 86.987 | 89.087 | ||
39 | 2023.01.03 14:41 | buy | 10 | 0.10 | 88.107 | 0.000 | 0.000 | ||
40 | 2023.01.03 14:41 | modify | 10 | 0.10 | 88.107 | 87.757 | 89.087 | ||
41 | 2023.01.03 14:41 | modify | 9 | 0.10 | 87.687 | 87.757 | 89.087 | ||
42 | 2023.01.04 01:08 | buy | 11 | 0.10 | 88.457 | 0.000 | 0.000 | ||
43 | 2023.01.04 01:08 | modify | 11 | 0.10 | 88.457 | 88.037 | 89.087 | ||
44 | 2023.01.04 01:08 | modify | 10 | 0.10 | 88.107 | 88.037 | 89.087 | ||
45 | 2023.01.04 01:08 | modify | 9 | 0.10 | 87.687 | 88.037 | 89.087 | ||
46 | 2023.01.04 01:42 | buy | 12 | 0.10 | 88.602 | 0.000 | 0.000 | ||
47 | 2023.01.04 01:42 | modify | 12 | 0.10 | 88.602 | 88.177 | 89.087 | ||
48 | 2023.01.04 01:42 | modify | 11 | 0.10 | 88.457 | 88.177 | 89.087 | ||
49 | 2023.01.04 01:42 | modify | 10 | 0.10 | 88.107 | 88.177 | 89.087 | ||
50 | 2023.01.04 01:42 | modify | 9 | 0.10 | 87.687 | 88.177 | 89.087 | ||
51 | 2023.01.04 04:58 | t/p | 9 | 0.10 | 89.087 | 88.177 | 89.087 | 98.18 | 10586.59 |
52 | 2023.01.04 04:58 | t/p | 10 | 0.10 | 89.087 | 88.177 | 89.087 | 68.87 | 10655.46 |
53 | 2023.01.04 04:58 | t/p | 11 | 0.10 | 89.087 | 88.177 | 89.087 | 43.96 | 10699.42 |
54 | 2023.01.04 04:58 | t/p | 12 | 0.10 | 89.087 | 88.177 | 89.087 | 33.84 | 10733.26 |
55 | 2023.01.13 16:00 | buy | 13 | 0.10 | 88.768 | 0.000 | 0.000 | ||
56 | 2023.01.13 16:00 | modify | 13 | 0.10 | 88.768 | 88.068 | 90.168 | ||
57 | 2023.01.13 18:57 | buy | 14 | 0.10 | 89.188 | 0.000 | 0.000 | ||
58 | 2023.01.13 18:57 | modify | 14 | 0.10 | 89.188 | 88.838 | 90.168 | ||
59 | 2023.01.13 18:57 | modify | 13 | 0.10 | 88.768 | 88.838 | 90.168 | ||
60 | 2023.01.16 00:34 | buy | 15 | 0.10 | 89.538 | 0.000 | 0.000 | ||
61 | 2023.01.16 00:34 | modify | 15 | 0.10 | 89.538 | 89.118 | 90.168 | ||
62 | 2023.01.16 00:34 | modify | 14 | 0.10 | 89.188 | 89.118 | 90.168 | ||
63 | 2023.01.16 00:34 | modify | 13 | 0.10 | 88.768 | 89.118 | 90.168 | ||
64 | 2023.01.17 01:10 | buy | 16 | 0.10 | 89.682 | 0.000 | 0.000 | ||
65 | 2023.01.17 01:10 | modify | 16 | 0.10 | 89.682 | 89.258 | 90.168 | ||
66 | 2023.01.17 01:10 | modify | 15 | 0.10 | 89.538 | 89.258 | 90.168 | ||
67 | 2023.01.17 01:10 | modify | 14 | 0.10 | 89.188 | 89.258 | 90.168 | ||
68 | 2023.01.17 01:10 | modify | 13 | 0.10 | 88.768 | 89.258 | 90.168 | ||
69 | 2023.01.18 02:40 | t/p | 13 | 0.10 | 90.168 | 89.258 | 90.168 | 99.14 | 10832.39 |
70 | 2023.01.18 02:40 | t/p | 14 | 0.10 | 90.168 | 89.258 | 90.168 | 69.83 | 10902.22 |
71 | 2023.01.18 02:40 | t/p | 15 | 0.10 | 90.168 | 89.258 | 90.168 | 44.92 | 10947.14 |
72 | 2023.01.18 02:40 | t/p | 16 | 0.10 | 90.168 | 89.258 | 90.168 | 34.40 | 10981.54 |
73 | 2023.03.07 12:00 | buy | 17 | 0.10 | 90.672 | 0.000 | 0.000 | ||
74 | 2023.03.07 12:00 | modify | 17 | 0.10 | 90.672 | 89.972 | 92.072 | ||
75 | 2023.03.09 17:50 | s/l | 17 | 0.10 | 89.972 | 89.972 | 92.072 | -46.96 | 10934.58 |
76 | 2023.05.01 16:00 | sell | 18 | 0.10 | 91.151 | 0.000 | 0.000 | ||
77 | 2023.05.01 16:00 | modify | 18 | 0.10 | 91.151 | 91.851 | 89.751 | ||
78 | 2023.05.02 04:30 | s/l | 18 | 0.10 | 91.851 | 91.851 | 89.751 | -49.51 | 10885.07 |
79 | 2023.05.02 08:00 | sell | 19 | 0.10 | 92.226 | 0.000 | 0.000 | ||
80 | 2023.05.02 08:00 | modify | 19 | 0.10 | 92.226 | 92.926 | 90.826 | ||
81 | 2023.05.02 13:50 | sell | 20 | 0.10 | 91.806 | 0.000 | 0.000 | ||
82 | 2023.05.02 13:50 | modify | 20 | 0.10 | 91.806 | 92.156 | 90.826 | ||
83 | 2023.05.02 13:50 | modify | 19 | 0.10 | 92.226 | 92.156 | 90.826 | ||
84 | 2023.05.02 14:11 | sell | 21 | 0.10 | 91.456 | 0.000 | 0.000 | ||
85 | 2023.05.02 14:11 | modify | 21 | 0.10 | 91.456 | 91.876 | 90.826 | ||
86 | 2023.05.02 14:11 | modify | 20 | 0.10 | 91.806 | 91.876 | 90.826 | ||
87 | 2023.05.02 14:11 | modify | 19 | 0.10 | 92.226 | 91.876 | 90.826 | ||
88 | 2023.05.02 14:24 | sell | 22 | 0.10 | 91.316 | 0.000 | 0.000 | ||
89 | 2023.05.02 14:24 | modify | 22 | 0.10 | 91.316 | 91.736 | 90.826 | ||
90 | 2023.05.02 14:24 | modify | 21 | 0.10 | 91.456 | 91.736 | 90.826 | ||
91 | 2023.05.02 14:24 | modify | 20 | 0.10 | 91.806 | 91.736 | 90.826 | ||
92 | 2023.05.02 14:24 | modify | 19 | 0.10 | 92.226 | 91.736 | 90.826 | ||
93 | 2023.05.03 01:44 | t/p | 19 | 0.10 | 90.826 | 91.736 | 90.826 | 97.04 | 10982.11 |
94 | 2023.05.03 01:44 | t/p | 20 | 0.10 | 90.826 | 91.736 | 90.826 | 67.73 | 11049.84 |
95 | 2023.05.03 01:44 | t/p | 21 | 0.10 | 90.826 | 91.736 | 90.826 | 43.31 | 11093.16 |
96 | 2023.05.03 01:44 | t/p | 22 | 0.10 | 90.826 | 91.736 | 90.826 | 33.54 | 11126.70 |
97 | 2023.06.13 16:00 | sell | 23 | 0.10 | 94.840 | 0.000 | 0.000 | ||
98 | 2023.06.13 16:00 | modify | 23 | 0.10 | 94.840 | 95.540 | 93.440 | ||
99 | 2023.06.15 01:32 | s/l | 23 | 0.10 | 95.540 | 95.540 | 93.440 | -51.47 | 11075.22 |
100 | 2023.06.15 16:00 | sell | 24 | 0.10 | 96.509 | 0.000 | 0.000 | ||
101 | 2023.06.15 16:00 | modify | 24 | 0.10 | 96.509 | 97.209 | 95.109 | ||
102 | 2023.06.16 07:01 | s/l | 24 | 0.10 | 97.209 | 97.209 | 95.109 | -49.51 | 11025.72 |
103 | 2023.06.16 08:00 | sell | 25 | 0.10 | 97.044 | 0.000 | 0.000 | ||
104 | 2023.06.16 08:00 | modify | 25 | 0.10 | 97.044 | 97.744 | 95.644 | ||
105 | 2023.06.20 02:08 | sell | 26 | 0.10 | 96.623 | 0.000 | 0.000 | ||
106 | 2023.06.20 02:08 | modify | 26 | 0.10 | 96.623 | 96.974 | 95.644 | ||
107 | 2023.06.20 02:08 | modify | 25 | 0.10 | 97.044 | 96.974 | 95.644 | ||
108 | 2023.06.20 08:33 | sell | 27 | 0.10 | 96.274 | 0.000 | 0.000 | ||
109 | 2023.06.20 08:33 | modify | 27 | 0.10 | 96.274 | 96.694 | 95.644 | ||
110 | 2023.06.20 08:33 | modify | 26 | 0.10 | 96.623 | 96.694 | 95.644 | ||
111 | 2023.06.20 08:33 | modify | 25 | 0.10 | 97.044 | 96.694 | 95.644 | ||
112 | 2023.06.20 09:08 | sell | 28 | 0.10 | 96.133 | 0.000 | 0.000 | ||
113 | 2023.06.20 09:08 | modify | 28 | 0.10 | 96.133 | 96.554 | 95.644 | ||
114 | 2023.06.20 09:08 | modify | 27 | 0.10 | 96.274 | 96.554 | 95.644 | ||
115 | 2023.06.20 09:08 | modify | 26 | 0.10 | 96.623 | 96.554 | 95.644 | ||
116 | 2023.06.20 09:08 | modify | 25 | 0.10 | 97.044 | 96.554 | 95.644 | ||
117 | 2023.06.20 14:54 | t/p | 25 | 0.10 | 95.644 | 96.554 | 95.644 | 96.38 | 11122.10 |
118 | 2023.06.20 14:54 | t/p | 26 | 0.10 | 95.644 | 96.554 | 95.644 | 68.32 | 11190.42 |
119 | 2023.06.20 14:54 | t/p | 27 | 0.10 | 95.644 | 96.554 | 95.644 | 43.97 | 11234.39 |
120 | 2023.06.20 14:54 | t/p | 28 | 0.10 | 95.644 | 96.554 | 95.644 | 34.13 | 11268.52 |
121 | 2023.07.10 12:00 | buy | 29 | 0.10 | 94.455 | 0.000 | 0.000 | ||
122 | 2023.07.10 12:00 | modify | 29 | 0.10 | 94.455 | 93.755 | 95.855 | ||
123 | 2023.07.11 07:51 | s/l | 29 | 0.10 | 93.755 | 93.755 | 95.855 | -48.37 | 11220.14 |
124 | 2023.07.12 12:00 | buy | 30 | 0.10 | 93.340 | 0.000 | 0.000 | ||
125 | 2023.07.12 12:00 | modify | 30 | 0.10 | 93.340 | 92.640 | 94.740 | ||
126 | 2023.07.12 12:37 | buy | 31 | 0.10 | 93.760 | 0.000 | 0.000 | ||
127 | 2023.07.12 12:37 | modify | 31 | 0.10 | 93.760 | 93.410 | 94.740 | ||
128 | 2023.07.12 12:37 | modify | 30 | 0.10 | 93.340 | 93.410 | 94.740 | ||
129 | 2023.07.12 13:25 | buy | 32 | 0.10 | 94.110 | 0.000 | 0.000 | ||
130 | 2023.07.12 13:25 | modify | 32 | 0.10 | 94.110 | 93.690 | 94.740 | ||
131 | 2023.07.12 13:25 | modify | 31 | 0.10 | 93.760 | 93.690 | 94.740 | ||
132 | 2023.07.12 13:25 | modify | 30 | 0.10 | 93.340 | 93.690 | 94.740 | ||
133 | 2023.07.12 15:41 | s/l | 30 | 0.10 | 93.690 | 93.690 | 94.740 | 24.42 | 11244.56 |
134 | 2023.07.12 15:41 | s/l | 31 | 0.10 | 93.690 | 93.690 | 94.740 | -4.89 | 11239.67 |
135 | 2023.07.12 15:41 | s/l | 32 | 0.10 | 93.690 | 93.690 | 94.740 | -29.32 | 11210.35 |
136 | 2023.07.28 08:00 | buy | 33 | 0.10 | 92.665 | 0.000 | 0.000 | ||
137 | 2023.07.28 08:00 | modify | 33 | 0.10 | 92.665 | 91.965 | 94.065 | ||
138 | 2023.07.28 12:17 | buy | 34 | 0.10 | 93.085 | 0.000 | 0.000 | ||
139 | 2023.07.28 12:17 | modify | 34 | 0.10 | 93.085 | 92.735 | 94.065 | ||
140 | 2023.07.28 12:17 | modify | 33 | 0.10 | 92.665 | 92.735 | 94.065 | ||
141 | 2023.07.28 13:03 | buy | 35 | 0.10 | 93.437 | 0.000 | 0.000 | ||
142 | 2023.07.28 13:03 | modify | 35 | 0.10 | 93.437 | 93.015 | 94.065 | ||
143 | 2023.07.28 13:03 | modify | 34 | 0.10 | 93.085 | 93.015 | 94.065 | ||
144 | 2023.07.28 13:03 | modify | 33 | 0.10 | 92.665 | 93.015 | 94.065 | ||
145 | 2023.07.28 13:48 | buy | 36 | 0.10 | 93.575 | 0.000 | 0.000 | ||
146 | 2023.07.28 13:48 | modify | 36 | 0.10 | 93.575 | 93.155 | 94.065 | ||
147 | 2023.07.28 13:48 | modify | 35 | 0.10 | 93.437 | 93.155 | 94.065 | ||
148 | 2023.07.28 13:48 | modify | 34 | 0.10 | 93.085 | 93.155 | 94.065 | ||
149 | 2023.07.28 13:48 | modify | 33 | 0.10 | 92.665 | 93.155 | 94.065 | ||
150 | 2023.07.31 01:25 | t/p | 33 | 0.10 | 94.065 | 93.155 | 94.065 | 98.18 | 11308.53 |
151 | 2023.07.31 01:25 | t/p | 34 | 0.10 | 94.065 | 93.155 | 94.065 | 68.87 | 11377.40 |
152 | 2023.07.31 01:25 | t/p | 35 | 0.10 | 94.065 | 93.155 | 94.065 | 44.31 | 11421.70 |
153 | 2023.07.31 01:25 | t/p | 36 | 0.10 | 94.065 | 93.155 | 94.065 | 34.68 | 11456.38 |