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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1917 | Ticks modelled | 56416486 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 592.20 | Gross profit | 774.40 | Gross loss | -182.21 |
Profit factor | 4.25 | Expected payoff | 26.92 | ||
Absolute drawdown | 66.66 | Maximal drawdown | 167.82 (1.66%) | Relative drawdown | 1.66% (167.82) |
Total trades | 22 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 15 (66.67%) |
Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
Largest | profit trade | 102.06 | loss trade | -35.63 | |
Average | profit trade | 51.63 | loss trade | -26.03 | |
Maximum | consecutive wins (profit in money) | 5 (247.91) | consecutive losses (loss in money) | 4 (-83.47) | |
Maximal | consecutive profit (count of wins) | 247.91 (5) | consecutive loss (count of losses) | -83.47 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | 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 16:04 | buy | 2 | 0.10 | 144.809 | 0.000 | 0.000 | ||
4 | 2022.10.21 16:04 | modify | 2 | 0.10 | 144.809 | 144.281 | 145.706 | ||
5 | 2022.10.21 16:04 | modify | 1 | 0.10 | 144.206 | 144.281 | 145.706 | ||
6 | 2022.10.21 16:06 | buy | 3 | 0.10 | 145.109 | 0.000 | 0.000 | ||
7 | 2022.10.21 16:06 | modify | 3 | 0.10 | 145.109 | 144.581 | 145.706 | ||
8 | 2022.10.21 16:06 | buy | 4 | 0.10 | 145.109 | 0.000 | 0.000 | ||
9 | 2022.10.21 16:06 | modify | 4 | 0.10 | 145.109 | 144.731 | 145.706 | ||
10 | 2022.10.21 16:06 | modify | 2 | 0.10 | 144.809 | 144.731 | 145.706 | ||
11 | 2022.10.21 16:06 | modify | 1 | 0.10 | 144.206 | 144.731 | 145.706 | ||
12 | 2022.10.21 16:06 | modify | 3 | 0.10 | 145.109 | 144.731 | 145.706 | ||
13 | 2022.10.21 16:08 | s/l | 1 | 0.10 | 144.731 | 144.731 | 145.706 | 35.53 | 10035.53 |
14 | 2022.10.21 16:08 | s/l | 2 | 0.10 | 144.731 | 144.731 | 145.706 | -5.27 | 10030.26 |
15 | 2022.10.21 16:08 | s/l | 3 | 0.10 | 144.731 | 144.731 | 145.706 | -25.57 | 10004.69 |
16 | 2022.10.21 16:08 | s/l | 4 | 0.10 | 144.731 | 144.731 | 145.706 | -25.57 | 9979.12 |
17 | 2022.11.10 16:00 | buy | 5 | 0.10 | 144.165 | 0.000 | 0.000 | ||
18 | 2022.11.10 16:00 | modify | 5 | 0.10 | 144.165 | 143.765 | 145.665 | ||
19 | 2022.11.10 21:03 | s/l | 5 | 0.10 | 143.765 | 143.765 | 145.665 | -27.06 | 9952.06 |
20 | 2022.12.15 16:00 | sell | 6 | 0.10 | 146.528 | 0.000 | 0.000 | ||
21 | 2022.12.15 16:00 | modify | 6 | 0.10 | 146.528 | 146.928 | 145.028 | ||
22 | 2022.12.16 07:53 | sell | 7 | 0.10 | 145.927 | 0.000 | 0.000 | ||
23 | 2022.12.16 07:53 | modify | 7 | 0.10 | 145.927 | 146.453 | 145.028 | ||
24 | 2022.12.16 07:53 | modify | 6 | 0.10 | 146.528 | 146.453 | 145.028 | ||
25 | 2022.12.16 08:29 | sell | 8 | 0.10 | 145.626 | 0.000 | 0.000 | ||
26 | 2022.12.16 08:29 | modify | 8 | 0.10 | 145.626 | 146.153 | 145.028 | ||
27 | 2022.12.16 08:29 | sell | 9 | 0.10 | 145.626 | 0.000 | 0.000 | ||
28 | 2022.12.16 08:29 | modify | 9 | 0.10 | 145.626 | 146.003 | 145.028 | ||
29 | 2022.12.16 08:29 | modify | 7 | 0.10 | 145.927 | 146.003 | 145.028 | ||
30 | 2022.12.16 08:29 | modify | 6 | 0.10 | 146.528 | 146.003 | 145.028 | ||
31 | 2022.12.16 08:29 | modify | 8 | 0.10 | 145.626 | 146.003 | 145.028 | ||
32 | 2022.12.16 15:45 | t/p | 6 | 0.10 | 145.028 | 146.003 | 145.028 | 100.89 | 10052.95 |
33 | 2022.12.16 15:45 | t/p | 7 | 0.10 | 145.028 | 146.003 | 145.028 | 60.79 | 10113.74 |
34 | 2022.12.16 15:45 | t/p | 8 | 0.10 | 145.028 | 146.003 | 145.028 | 40.44 | 10154.18 |
35 | 2022.12.16 15:45 | t/p | 9 | 0.10 | 145.028 | 146.003 | 145.028 | 40.44 | 10194.62 |
36 | 2023.01.04 20:00 | sell | 10 | 0.10 | 140.635 | 0.000 | 0.000 | ||
37 | 2023.01.04 20:00 | modify | 10 | 0.10 | 140.635 | 141.035 | 139.135 | ||
38 | 2023.01.05 00:20 | sell | 11 | 0.10 | 140.033 | 0.000 | 0.000 | ||
39 | 2023.01.05 00:20 | modify | 11 | 0.10 | 140.033 | 140.560 | 139.135 | ||
40 | 2023.01.05 00:20 | modify | 10 | 0.10 | 140.635 | 140.560 | 139.135 | ||
41 | 2023.01.05 05:18 | s/l | 10 | 0.10 | 140.560 | 140.560 | 139.135 | 3.47 | 10198.09 |
42 | 2023.01.05 05:18 | s/l | 11 | 0.10 | 140.560 | 140.560 | 139.135 | -35.63 | 10162.46 |
43 | 2023.01.13 16:00 | buy | 12 | 0.10 | 138.108 | 0.000 | 0.000 | ||
44 | 2023.01.13 16:00 | modify | 12 | 0.10 | 138.108 | 137.708 | 139.608 | ||
45 | 2023.01.16 00:01 | buy | 13 | 0.10 | 138.709 | 0.000 | 0.000 | ||
46 | 2023.01.16 00:01 | modify | 13 | 0.10 | 138.709 | 138.183 | 139.608 | ||
47 | 2023.01.16 00:01 | modify | 12 | 0.10 | 138.108 | 138.183 | 139.608 | ||
48 | 2023.01.16 08:12 | buy | 14 | 0.10 | 139.008 | 0.000 | 0.000 | ||
49 | 2023.01.16 08:12 | modify | 14 | 0.10 | 139.008 | 138.483 | 139.608 | ||
50 | 2023.01.16 08:12 | buy | 15 | 0.10 | 139.008 | 0.000 | 0.000 | ||
51 | 2023.01.16 08:12 | modify | 15 | 0.10 | 139.008 | 138.633 | 139.608 | ||
52 | 2023.01.16 08:12 | modify | 13 | 0.10 | 138.709 | 138.633 | 139.608 | ||
53 | 2023.01.16 08:12 | modify | 12 | 0.10 | 138.108 | 138.633 | 139.608 | ||
54 | 2023.01.16 08:12 | modify | 14 | 0.10 | 139.008 | 138.633 | 139.608 | ||
55 | 2023.01.17 14:24 | t/p | 12 | 0.10 | 139.608 | 138.633 | 139.608 | 102.06 | 10264.52 |
56 | 2023.01.17 14:24 | t/p | 13 | 0.10 | 139.608 | 138.633 | 139.608 | 61.11 | 10325.63 |
57 | 2023.01.17 14:24 | t/p | 14 | 0.10 | 139.608 | 138.633 | 139.608 | 40.88 | 10366.51 |
58 | 2023.01.17 14:24 | t/p | 15 | 0.10 | 139.608 | 138.633 | 139.608 | 40.88 | 10407.40 |
59 | 2023.04.28 16:00 | sell | 16 | 0.10 | 150.042 | 0.000 | 0.000 | ||
60 | 2023.04.28 16:00 | modify | 16 | 0.10 | 150.042 | 150.442 | 148.542 | ||
61 | 2023.05.01 00:18 | s/l | 16 | 0.10 | 150.442 | 150.442 | 148.542 | -27.59 | 10379.81 |
62 | 2023.05.04 16:00 | buy | 17 | 0.10 | 147.290 | 0.000 | 0.000 | ||
63 | 2023.05.04 16:00 | modify | 17 | 0.10 | 147.290 | 146.890 | 148.790 | ||
64 | 2023.05.04 17:37 | buy | 18 | 0.10 | 147.891 | 0.000 | 0.000 | ||
65 | 2023.05.04 17:37 | modify | 18 | 0.10 | 147.891 | 147.365 | 148.790 | ||
66 | 2023.05.04 17:37 | modify | 17 | 0.10 | 147.290 | 147.365 | 148.790 | ||
67 | 2023.05.05 12:30 | buy | 19 | 0.10 | 148.199 | 0.000 | 0.000 | ||
68 | 2023.05.05 12:30 | modify | 19 | 0.10 | 148.199 | 147.665 | 148.790 | ||
69 | 2023.05.05 12:30 | buy | 20 | 0.10 | 148.199 | 0.000 | 0.000 | ||
70 | 2023.05.05 12:30 | modify | 20 | 0.10 | 148.199 | 147.815 | 148.790 | ||
71 | 2023.05.05 12:30 | modify | 18 | 0.10 | 147.891 | 147.815 | 148.790 | ||
72 | 2023.05.05 12:30 | modify | 17 | 0.10 | 147.290 | 147.815 | 148.790 | ||
73 | 2023.05.05 12:30 | modify | 19 | 0.10 | 148.199 | 147.815 | 148.790 | ||
74 | 2023.05.07 22:56 | t/p | 17 | 0.10 | 148.790 | 147.815 | 148.790 | 101.77 | 10481.58 |
75 | 2023.05.07 22:56 | t/p | 18 | 0.10 | 148.790 | 147.815 | 148.790 | 61.10 | 10542.69 |
76 | 2023.05.07 22:56 | t/p | 19 | 0.10 | 148.790 | 147.815 | 148.790 | 39.98 | 10582.67 |
77 | 2023.05.07 22:56 | t/p | 20 | 0.10 | 148.790 | 147.815 | 148.790 | 39.98 | 10622.65 |
78 | 2023.07.27 20:00 | buy | 21 | 0.10 | 152.538 | 0.000 | 0.000 | ||
79 | 2023.07.27 20:00 | modify | 21 | 0.10 | 152.538 | 152.138 | 154.038 | ||
80 | 2023.07.27 20:41 | buy | 22 | 0.10 | 153.138 | 0.000 | 0.000 | ||
81 | 2023.07.27 20:41 | modify | 22 | 0.10 | 153.138 | 152.613 | 154.038 | ||
82 | 2023.07.27 20:41 | modify | 21 | 0.10 | 152.538 | 152.613 | 154.038 | ||
83 | 2023.07.27 22:05 | s/l | 21 | 0.10 | 152.613 | 152.613 | 154.038 | 5.07 | 10627.72 |
84 | 2023.07.27 22:05 | s/l | 22 | 0.10 | 152.613 | 152.613 | 154.038 | -35.52 | 10592.20 |