Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 7259 | Ticks modelled | 158585 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 743.25 | Gross profit | 816.23 | Gross loss | -72.98 |
Profit factor | 11.18 | Expected payoff | 43.72 | ||
Absolute drawdown | 100.54 | Maximal drawdown | 161.23 (1.55%) | Relative drawdown | 1.55% (161.23) |
Total trades | 17 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 10 (80.00%) |
Profit trades (% of total) | 14 (82.35%) | Loss trades (% of total) | 3 (17.65%) | ||
Largest | profit trade | 102.63 | loss trade | -26.91 | |
Average | profit trade | 58.30 | loss trade | -24.33 | |
Maximum | consecutive wins (profit in money) | 8 (454.52) | consecutive losses (loss in money) | 2 (-46.07) | |
Maximal | consecutive profit (count of wins) | 454.52 (8) | consecutive loss (count of losses) | -46.07 (2) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.11.04 16:00 | sell | 1 | 0.10 | 145.673 | 0.000 | 0.000 | ||
2 | 2022.11.04 16:00 | modify | 1 | 0.10 | 145.673 | 147.173 | 144.173 | ||
3 | 2022.11.10 14:46 | t/p | 1 | 0.10 | 144.173 | 147.173 | 144.173 | 98.22 | 10098.22 |
4 | 2022.12.13 16:00 | buy | 2 | 0.10 | 143.821 | 0.000 | 0.000 | ||
5 | 2022.12.13 16:00 | modify | 2 | 0.10 | 143.821 | 142.321 | 145.321 | ||
6 | 2022.12.14 19:27 | buy | 3 | 0.10 | 144.596 | 0.000 | 0.000 | ||
7 | 2022.12.14 19:27 | modify | 3 | 0.10 | 144.596 | 144.121 | 145.321 | ||
8 | 2022.12.14 19:27 | modify | 2 | 0.10 | 143.821 | 144.121 | 145.321 | ||
9 | 2022.12.14 22:27 | buy | 4 | 0.10 | 144.659 | 0.000 | 0.000 | ||
10 | 2022.12.14 22:27 | modify | 4 | 0.10 | 144.659 | 144.271 | 145.321 | ||
11 | 2022.12.14 22:27 | modify | 3 | 0.10 | 144.596 | 144.271 | 145.321 | ||
12 | 2022.12.14 22:27 | modify | 2 | 0.10 | 143.821 | 144.271 | 145.321 | ||
13 | 2022.12.15 08:15 | buy | 5 | 0.10 | 144.810 | 0.000 | 0.000 | ||
14 | 2022.12.15 08:15 | modify | 5 | 0.10 | 144.810 | 144.346 | 145.321 | ||
15 | 2022.12.15 08:15 | modify | 4 | 0.10 | 144.659 | 144.346 | 145.321 | ||
16 | 2022.12.15 08:15 | modify | 3 | 0.10 | 144.596 | 144.346 | 145.321 | ||
17 | 2022.12.15 08:15 | modify | 2 | 0.10 | 143.821 | 144.346 | 145.321 | ||
18 | 2022.12.15 13:15 | t/p | 2 | 0.10 | 145.321 | 144.346 | 145.321 | 102.63 | 10200.85 |
19 | 2022.12.15 13:15 | t/p | 3 | 0.10 | 145.321 | 144.346 | 145.321 | 49.91 | 10250.76 |
20 | 2022.12.15 13:15 | t/p | 4 | 0.10 | 145.321 | 144.346 | 145.321 | 45.65 | 10296.41 |
21 | 2022.12.15 13:15 | t/p | 5 | 0.10 | 145.321 | 144.346 | 145.321 | 34.58 | 10330.99 |
22 | 2023.01.03 11:00 | buy | 6 | 0.10 | 137.659 | 0.000 | 0.000 | ||
23 | 2023.01.03 11:00 | modify | 6 | 0.10 | 137.659 | 136.159 | 139.159 | ||
24 | 2023.01.03 23:15 | buy | 7 | 0.10 | 138.487 | 0.000 | 0.000 | ||
25 | 2023.01.03 23:15 | modify | 7 | 0.10 | 138.487 | 138.109 | 139.159 | ||
26 | 2023.01.03 23:15 | modify | 6 | 0.10 | 137.659 | 138.109 | 139.159 | ||
27 | 2023.01.04 00:12 | buy | 8 | 0.10 | 138.416 | 0.000 | 0.000 | ||
28 | 2023.01.04 00:12 | modify | 8 | 0.10 | 138.416 | 137.959 | 139.159 | ||
29 | 2023.01.04 00:15 | modify | 8 | 0.10 | 138.416 | 138.109 | 139.159 | ||
30 | 2023.01.04 00:20 | s/l | 6 | 0.10 | 138.109 | 138.109 | 139.159 | 30.72 | 10361.71 |
31 | 2023.01.04 00:20 | s/l | 7 | 0.10 | 138.109 | 138.109 | 139.159 | -25.30 | 10336.42 |
32 | 2023.01.04 00:20 | s/l | 8 | 0.10 | 138.109 | 138.109 | 139.159 | -20.77 | 10315.65 |
33 | 2023.03.21 14:00 | sell | 9 | 0.10 | 142.515 | 0.000 | 0.000 | ||
34 | 2023.03.21 14:00 | modify | 9 | 0.10 | 142.515 | 144.015 | 141.015 | ||
35 | 2023.03.23 20:12 | sell | 10 | 0.10 | 141.535 | 0.000 | 0.000 | ||
36 | 2023.03.23 20:12 | modify | 10 | 0.10 | 141.535 | 141.990 | 141.015 | ||
37 | 2023.03.23 20:12 | modify | 9 | 0.10 | 142.515 | 141.990 | 141.015 | ||
38 | 2023.03.23 22:02 | sell | 11 | 0.10 | 141.690 | 0.000 | 0.000 | ||
39 | 2023.03.23 22:02 | modify | 11 | 0.10 | 141.690 | 142.065 | 141.015 | ||
40 | 2023.03.23 22:05 | modify | 11 | 0.10 | 141.690 | 141.990 | 141.015 | ||
41 | 2023.03.23 22:35 | sell | 12 | 0.10 | 141.759 | 0.000 | 0.000 | ||
42 | 2023.03.23 22:35 | modify | 12 | 0.10 | 141.759 | 142.215 | 141.015 | ||
43 | 2023.03.23 22:37 | modify | 12 | 0.10 | 141.759 | 141.990 | 141.015 | ||
44 | 2023.03.24 01:20 | t/p | 9 | 0.10 | 141.015 | 141.990 | 141.015 | 98.76 | 10414.40 |
45 | 2023.03.24 01:20 | t/p | 10 | 0.10 | 141.015 | 141.990 | 141.015 | 34.63 | 10449.03 |
46 | 2023.03.24 01:20 | t/p | 11 | 0.10 | 141.015 | 141.990 | 141.015 | 45.11 | 10494.15 |
47 | 2023.03.24 01:20 | t/p | 12 | 0.10 | 141.015 | 141.990 | 141.015 | 49.77 | 10543.92 |
48 | 2023.03.24 11:00 | buy | 13 | 0.10 | 139.368 | 0.000 | 0.000 | ||
49 | 2023.03.24 11:00 | modify | 13 | 0.10 | 139.368 | 137.868 | 140.868 | ||
50 | 2023.03.24 13:15 | buy | 14 | 0.10 | 140.205 | 0.000 | 0.000 | ||
51 | 2023.03.24 13:15 | modify | 14 | 0.10 | 140.205 | 139.818 | 140.868 | ||
52 | 2023.03.24 13:15 | modify | 13 | 0.10 | 139.368 | 139.818 | 140.868 | ||
53 | 2023.03.24 15:17 | buy | 15 | 0.10 | 140.129 | 0.000 | 0.000 | ||
54 | 2023.03.24 15:17 | modify | 15 | 0.10 | 140.129 | 139.668 | 140.868 | ||
55 | 2023.03.24 15:20 | modify | 15 | 0.10 | 140.129 | 139.818 | 140.868 | ||
56 | 2023.03.26 22:15 | t/p | 13 | 0.10 | 140.868 | 139.818 | 140.868 | 101.49 | 10645.41 |
57 | 2023.03.26 22:15 | t/p | 14 | 0.10 | 140.868 | 139.818 | 140.868 | 44.86 | 10690.27 |
58 | 2023.03.26 22:15 | t/p | 15 | 0.10 | 140.868 | 139.818 | 140.868 | 50.00 | 10740.27 |
59 | 2023.03.30 14:00 | sell | 16 | 0.10 | 144.838 | 0.000 | 0.000 | ||
60 | 2023.03.30 14:00 | modify | 16 | 0.10 | 144.838 | 146.338 | 143.338 | ||
61 | 2023.03.31 19:15 | sell | 17 | 0.10 | 143.990 | 0.000 | 0.000 | ||
62 | 2023.03.31 19:15 | modify | 17 | 0.10 | 143.990 | 144.388 | 143.338 | ||
63 | 2023.03.31 19:15 | modify | 16 | 0.10 | 144.838 | 144.388 | 143.338 | ||
64 | 2023.04.02 21:05 | s/l | 16 | 0.10 | 144.388 | 144.388 | 143.338 | 29.89 | 10770.16 |
65 | 2023.04.02 21:05 | s/l | 17 | 0.10 | 144.388 | 144.388 | 143.338 | -26.91 | 10743.25 |