Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 20:00 (2022.09.01 - 2023.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.4; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 79767 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 983.12 | Gross profit | 1074.15 | Gross loss | -91.03 |
Profit factor | 11.80 | Expected payoff | 46.82 | ||
Absolute drawdown | 5.95 | Maximal drawdown | 144.28 (1.36%) | Relative drawdown | 1.36% (144.28) |
Total trades | 21 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 14 (92.86%) |
Profit trades (% of total) | 18 (85.71%) | Loss trades (% of total) | 3 (14.29%) | ||
Largest | profit trade | 102.06 | loss trade | -36.38 | |
Average | profit trade | 59.67 | loss trade | -30.34 | |
Maximum | consecutive wins (profit in money) | 7 (424.04) | consecutive losses (loss in money) | 1 (-36.38) | |
Maximal | consecutive profit (count of wins) | 424.04 (7) | consecutive loss (count of losses) | -36.38 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.21 16:00 | buy | 1 | 0.10 | 144.206 | 0.000 | 0.000 | ||
2 | 2022.10.21 16:00 | modify | 1 | 0.10 | 144.206 | 143.806 | 145.706 | ||
3 | 2022.10.21 16:20 | buy | 2 | 0.10 | 144.806 | 0.000 | 0.000 | ||
4 | 2022.10.21 16:20 | modify | 2 | 0.10 | 144.806 | 144.281 | 145.706 | ||
5 | 2022.10.21 16:20 | modify | 1 | 0.10 | 144.206 | 144.281 | 145.706 | ||
6 | 2022.10.21 17:40 | t/p | 1 | 0.10 | 145.706 | 144.281 | 145.706 | 101.50 | 10101.50 |
7 | 2022.10.21 17:40 | t/p | 2 | 0.10 | 145.706 | 144.281 | 145.706 | 60.90 | 10162.40 |
8 | 2022.11.10 16:00 | buy | 3 | 0.10 | 144.165 | 0.000 | 0.000 | ||
9 | 2022.11.10 16:00 | modify | 3 | 0.10 | 144.165 | 143.765 | 145.665 | ||
10 | 2022.11.10 21:20 | s/l | 3 | 0.10 | 143.765 | 143.765 | 145.665 | -27.06 | 10135.34 |
11 | 2022.12.15 16:00 | sell | 4 | 0.10 | 146.528 | 0.000 | 0.000 | ||
12 | 2022.12.15 16:00 | modify | 4 | 0.10 | 146.528 | 146.928 | 145.028 | ||
13 | 2022.12.16 07:50 | sell | 5 | 0.10 | 145.914 | 0.000 | 0.000 | ||
14 | 2022.12.16 07:50 | modify | 5 | 0.10 | 145.914 | 146.453 | 145.028 | ||
15 | 2022.12.16 07:50 | modify | 4 | 0.10 | 146.528 | 146.453 | 145.028 | ||
16 | 2022.12.16 08:40 | sell | 6 | 0.10 | 145.616 | 0.000 | 0.000 | ||
17 | 2022.12.16 08:40 | modify | 6 | 0.10 | 145.616 | 146.153 | 145.028 | ||
18 | 2022.12.16 08:40 | sell | 7 | 0.10 | 145.616 | 0.000 | 0.000 | ||
19 | 2022.12.16 08:40 | modify | 7 | 0.10 | 145.616 | 146.003 | 145.028 | ||
20 | 2022.12.16 08:40 | modify | 5 | 0.10 | 145.914 | 146.003 | 145.028 | ||
21 | 2022.12.16 08:40 | modify | 4 | 0.10 | 146.528 | 146.003 | 145.028 | ||
22 | 2022.12.16 08:45 | modify | 6 | 0.10 | 145.616 | 146.003 | 145.028 | ||
23 | 2022.12.16 15:40 | t/p | 4 | 0.10 | 145.028 | 146.003 | 145.028 | 100.89 | 10236.23 |
24 | 2022.12.16 15:40 | t/p | 5 | 0.10 | 145.028 | 146.003 | 145.028 | 59.91 | 10296.14 |
25 | 2022.12.16 15:40 | t/p | 6 | 0.10 | 145.028 | 146.003 | 145.028 | 39.76 | 10335.90 |
26 | 2022.12.16 15:40 | t/p | 7 | 0.10 | 145.028 | 146.003 | 145.028 | 39.76 | 10375.66 |
27 | 2023.01.04 20:00 | sell | 8 | 0.10 | 140.635 | 0.000 | 0.000 | ||
28 | 2023.01.04 20:00 | modify | 8 | 0.10 | 140.635 | 141.035 | 139.135 | ||
29 | 2023.01.05 00:50 | sell | 9 | 0.10 | 140.022 | 0.000 | 0.000 | ||
30 | 2023.01.05 00:50 | modify | 9 | 0.10 | 140.022 | 140.560 | 139.135 | ||
31 | 2023.01.05 00:50 | modify | 8 | 0.10 | 140.635 | 140.560 | 139.135 | ||
32 | 2023.01.05 05:30 | s/l | 8 | 0.10 | 140.560 | 140.560 | 139.135 | 3.47 | 10379.13 |
33 | 2023.01.05 05:30 | s/l | 9 | 0.10 | 140.560 | 140.560 | 139.135 | -36.38 | 10342.75 |
34 | 2023.01.13 16:00 | buy | 10 | 0.10 | 138.108 | 0.000 | 0.000 | ||
35 | 2023.01.13 16:00 | modify | 10 | 0.10 | 138.108 | 137.708 | 139.608 | ||
36 | 2023.01.16 01:30 | buy | 11 | 0.10 | 138.722 | 0.000 | 0.000 | ||
37 | 2023.01.16 01:30 | modify | 11 | 0.10 | 138.722 | 138.183 | 139.608 | ||
38 | 2023.01.16 01:30 | modify | 10 | 0.10 | 138.108 | 138.183 | 139.608 | ||
39 | 2023.01.16 10:20 | buy | 12 | 0.10 | 139.009 | 0.000 | 0.000 | ||
40 | 2023.01.16 10:20 | modify | 12 | 0.10 | 139.009 | 138.483 | 139.608 | ||
41 | 2023.01.16 10:20 | buy | 13 | 0.10 | 139.009 | 0.000 | 0.000 | ||
42 | 2023.01.16 10:20 | modify | 13 | 0.10 | 139.009 | 138.633 | 139.608 | ||
43 | 2023.01.16 10:20 | modify | 11 | 0.10 | 138.722 | 138.633 | 139.608 | ||
44 | 2023.01.16 10:20 | modify | 10 | 0.10 | 138.108 | 138.633 | 139.608 | ||
45 | 2023.01.16 10:25 | modify | 12 | 0.10 | 139.009 | 138.633 | 139.608 | ||
46 | 2023.01.17 14:15 | t/p | 10 | 0.10 | 139.608 | 138.633 | 139.608 | 102.06 | 10444.81 |
47 | 2023.01.17 14:15 | t/p | 11 | 0.10 | 139.608 | 138.633 | 139.608 | 60.23 | 10505.04 |
48 | 2023.01.17 14:15 | t/p | 12 | 0.10 | 139.608 | 138.633 | 139.608 | 40.81 | 10545.85 |
49 | 2023.01.17 14:15 | t/p | 13 | 0.10 | 139.608 | 138.633 | 139.608 | 40.81 | 10586.67 |
50 | 2023.04.28 16:00 | sell | 14 | 0.10 | 150.042 | 0.000 | 0.000 | ||
51 | 2023.04.28 16:00 | modify | 14 | 0.10 | 150.042 | 150.442 | 148.542 | ||
52 | 2023.05.01 00:30 | s/l | 14 | 0.10 | 150.442 | 150.442 | 148.542 | -27.59 | 10559.08 |
53 | 2023.05.04 16:00 | buy | 15 | 0.10 | 147.290 | 0.000 | 0.000 | ||
54 | 2023.05.04 16:00 | modify | 15 | 0.10 | 147.290 | 146.890 | 148.790 | ||
55 | 2023.05.04 17:40 | buy | 16 | 0.10 | 147.903 | 0.000 | 0.000 | ||
56 | 2023.05.04 17:40 | modify | 16 | 0.10 | 147.903 | 147.365 | 148.790 | ||
57 | 2023.05.04 17:40 | modify | 15 | 0.10 | 147.290 | 147.365 | 148.790 | ||
58 | 2023.05.05 13:20 | buy | 17 | 0.10 | 148.203 | 0.000 | 0.000 | ||
59 | 2023.05.05 13:20 | modify | 17 | 0.10 | 148.203 | 147.665 | 148.790 | ||
60 | 2023.05.05 13:20 | buy | 18 | 0.10 | 148.203 | 0.000 | 0.000 | ||
61 | 2023.05.05 13:20 | modify | 18 | 0.10 | 148.203 | 147.815 | 148.790 | ||
62 | 2023.05.05 13:20 | modify | 16 | 0.10 | 147.903 | 147.815 | 148.790 | ||
63 | 2023.05.05 13:20 | modify | 15 | 0.10 | 147.290 | 147.815 | 148.790 | ||
64 | 2023.05.05 13:25 | modify | 17 | 0.10 | 148.203 | 147.815 | 148.790 | ||
65 | 2023.05.07 22:40 | t/p | 15 | 0.10 | 148.790 | 147.815 | 148.790 | 101.77 | 10660.85 |
66 | 2023.05.07 22:40 | t/p | 16 | 0.10 | 148.790 | 147.815 | 148.790 | 60.29 | 10721.15 |
67 | 2023.05.07 22:40 | t/p | 17 | 0.10 | 148.790 | 147.815 | 148.790 | 39.71 | 10760.86 |
68 | 2023.05.07 22:40 | t/p | 18 | 0.10 | 148.790 | 147.815 | 148.790 | 39.71 | 10800.57 |
69 | 2023.07.27 20:00 | buy | 19 | 0.10 | 152.538 | 0.000 | 0.000 | ||
70 | 2023.07.27 20:00 | modify | 19 | 0.10 | 152.538 | 152.138 | 154.038 | ||
71 | 2023.07.28 03:20 | buy | 20 | 0.10 | 153.441 | 0.000 | 0.000 | ||
72 | 2023.07.28 03:20 | modify | 20 | 0.10 | 153.441 | 152.913 | 154.038 | ||
73 | 2023.07.28 03:20 | buy | 21 | 0.10 | 153.441 | 0.000 | 0.000 | ||
74 | 2023.07.28 03:20 | modify | 21 | 0.10 | 153.441 | 153.063 | 154.038 | ||
75 | 2023.07.28 03:20 | modify | 19 | 0.10 | 152.538 | 153.063 | 154.038 | ||
76 | 2023.07.28 03:25 | modify | 20 | 0.10 | 153.441 | 153.063 | 154.038 | ||
77 | 2023.07.28 03:30 | t/p | 19 | 0.10 | 154.038 | 153.063 | 154.038 | 101.77 | 10902.34 |
78 | 2023.07.28 03:30 | t/p | 20 | 0.10 | 154.038 | 153.063 | 154.038 | 40.39 | 10942.73 |
79 | 2023.07.28 03:30 | t/p | 21 | 0.10 | 154.038 | 153.063 | 154.038 | 40.39 | 10983.12 |