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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 6559 | Ticks modelled | 56416486 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 634.67 | Gross profit | 791.62 | Gross loss | -156.94 |
Profit factor | 5.04 | Expected payoff | 28.85 | ||
Absolute drawdown | 100.54 | Maximal drawdown | 184.32 (1.74%) | Relative drawdown | 1.74% (184.32) |
Total trades | 22 | Short positions (won %) | 11 (54.55%) | Long positions (won %) | 11 (81.82%) |
Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
Largest | profit trade | 102.63 | loss trade | -30.43 | |
Average | profit trade | 52.77 | loss trade | -22.42 | |
Maximum | consecutive wins (profit in money) | 9 (495.95) | consecutive losses (loss in money) | 3 (-66.13) | |
Maximal | consecutive profit (count of wins) | 495.95 (9) | consecutive loss (count of losses) | -66.13 (3) | |
Average | consecutive wins | 5 | 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 14:35 | sell | 2 | 0.10 | 144.922 | 0.000 | 0.000 | ||
4 | 2022.11.10 14:35 | modify | 2 | 0.10 | 144.922 | 145.373 | 144.173 | ||
5 | 2022.11.10 14:35 | modify | 1 | 0.10 | 145.673 | 145.373 | 144.173 | ||
6 | 2022.11.10 14:35 | sell | 3 | 0.10 | 144.839 | 0.000 | 0.000 | ||
7 | 2022.11.10 14:35 | modify | 3 | 0.10 | 144.839 | 145.223 | 144.173 | ||
8 | 2022.11.10 14:35 | modify | 2 | 0.10 | 144.922 | 145.223 | 144.173 | ||
9 | 2022.11.10 14:35 | modify | 1 | 0.10 | 145.673 | 145.223 | 144.173 | ||
10 | 2022.11.10 14:38 | sell | 4 | 0.10 | 144.693 | 0.000 | 0.000 | ||
11 | 2022.11.10 14:38 | modify | 4 | 0.10 | 144.693 | 145.148 | 144.173 | ||
12 | 2022.11.10 14:38 | modify | 3 | 0.10 | 144.839 | 145.148 | 144.173 | ||
13 | 2022.11.10 14:38 | modify | 2 | 0.10 | 144.922 | 145.148 | 144.173 | ||
14 | 2022.11.10 14:38 | modify | 1 | 0.10 | 145.673 | 145.148 | 144.173 | ||
15 | 2022.11.10 14:38 | t/p | 1 | 0.10 | 144.173 | 145.148 | 144.173 | 98.22 | 10098.22 |
16 | 2022.11.10 14:38 | t/p | 2 | 0.10 | 144.173 | 145.148 | 144.173 | 50.65 | 10148.87 |
17 | 2022.11.10 14:38 | t/p | 3 | 0.10 | 144.173 | 145.148 | 144.173 | 45.04 | 10193.91 |
18 | 2022.11.10 14:38 | t/p | 4 | 0.10 | 144.173 | 145.148 | 144.173 | 35.17 | 10229.08 |
19 | 2022.12.13 16:00 | buy | 5 | 0.10 | 143.821 | 0.000 | 0.000 | ||
20 | 2022.12.13 16:00 | modify | 5 | 0.10 | 143.821 | 142.321 | 145.321 | ||
21 | 2022.12.14 19:09 | buy | 6 | 0.10 | 144.571 | 0.000 | 0.000 | ||
22 | 2022.12.14 19:09 | modify | 6 | 0.10 | 144.571 | 144.121 | 145.321 | ||
23 | 2022.12.14 19:09 | modify | 5 | 0.10 | 143.821 | 144.121 | 145.321 | ||
24 | 2022.12.14 21:28 | buy | 7 | 0.10 | 144.646 | 0.000 | 0.000 | ||
25 | 2022.12.14 21:28 | modify | 7 | 0.10 | 144.646 | 144.271 | 145.321 | ||
26 | 2022.12.14 21:28 | modify | 6 | 0.10 | 144.571 | 144.271 | 145.321 | ||
27 | 2022.12.14 21:28 | modify | 5 | 0.10 | 143.821 | 144.271 | 145.321 | ||
28 | 2022.12.15 08:19 | buy | 8 | 0.10 | 144.798 | 0.000 | 0.000 | ||
29 | 2022.12.15 08:19 | modify | 8 | 0.10 | 144.798 | 144.346 | 145.321 | ||
30 | 2022.12.15 08:19 | modify | 7 | 0.10 | 144.646 | 144.346 | 145.321 | ||
31 | 2022.12.15 08:19 | modify | 6 | 0.10 | 144.571 | 144.346 | 145.321 | ||
32 | 2022.12.15 08:19 | modify | 5 | 0.10 | 143.821 | 144.346 | 145.321 | ||
33 | 2022.12.15 13:17 | t/p | 5 | 0.10 | 145.321 | 144.346 | 145.321 | 102.63 | 10331.71 |
34 | 2022.12.15 13:17 | t/p | 6 | 0.10 | 145.321 | 144.346 | 145.321 | 51.60 | 10383.31 |
35 | 2022.12.15 13:17 | t/p | 7 | 0.10 | 145.321 | 144.346 | 145.321 | 46.53 | 10429.84 |
36 | 2022.12.15 13:17 | t/p | 8 | 0.10 | 145.321 | 144.346 | 145.321 | 35.39 | 10465.23 |
37 | 2023.01.03 11:00 | buy | 9 | 0.10 | 137.659 | 0.000 | 0.000 | ||
38 | 2023.01.03 11:00 | modify | 9 | 0.10 | 137.659 | 136.159 | 139.159 | ||
39 | 2023.01.03 23:12 | buy | 10 | 0.10 | 138.409 | 0.000 | 0.000 | ||
40 | 2023.01.03 23:12 | modify | 10 | 0.10 | 138.409 | 137.959 | 139.159 | ||
41 | 2023.01.03 23:12 | modify | 9 | 0.10 | 137.659 | 137.959 | 139.159 | ||
42 | 2023.01.03 23:17 | buy | 11 | 0.10 | 138.485 | 0.000 | 0.000 | ||
43 | 2023.01.03 23:17 | modify | 11 | 0.10 | 138.485 | 138.109 | 139.159 | ||
44 | 2023.01.03 23:17 | modify | 10 | 0.10 | 138.409 | 138.109 | 139.159 | ||
45 | 2023.01.03 23:17 | modify | 9 | 0.10 | 137.659 | 138.109 | 139.159 | ||
46 | 2023.01.04 00:08 | s/l | 9 | 0.10 | 138.109 | 138.109 | 139.159 | 30.72 | 10495.95 |
47 | 2023.01.04 00:08 | s/l | 10 | 0.10 | 138.109 | 138.109 | 139.159 | -20.02 | 10475.94 |
48 | 2023.01.04 00:08 | s/l | 11 | 0.10 | 138.109 | 138.109 | 139.159 | -25.16 | 10450.78 |
49 | 2023.03.21 14:00 | sell | 12 | 0.10 | 142.515 | 0.000 | 0.000 | ||
50 | 2023.03.21 14:00 | modify | 12 | 0.10 | 142.515 | 144.015 | 141.015 | ||
51 | 2023.03.23 18:41 | sell | 13 | 0.10 | 141.765 | 0.000 | 0.000 | ||
52 | 2023.03.23 18:41 | modify | 13 | 0.10 | 141.765 | 142.215 | 141.015 | ||
53 | 2023.03.23 18:41 | modify | 12 | 0.10 | 142.515 | 142.215 | 141.015 | ||
54 | 2023.03.23 18:44 | sell | 14 | 0.10 | 141.687 | 0.000 | 0.000 | ||
55 | 2023.03.23 18:44 | modify | 14 | 0.10 | 141.687 | 142.065 | 141.015 | ||
56 | 2023.03.23 18:44 | modify | 13 | 0.10 | 141.765 | 142.065 | 141.015 | ||
57 | 2023.03.23 18:44 | modify | 12 | 0.10 | 142.515 | 142.065 | 141.015 | ||
58 | 2023.03.23 18:53 | sell | 15 | 0.10 | 141.540 | 0.000 | 0.000 | ||
59 | 2023.03.23 18:53 | modify | 15 | 0.10 | 141.540 | 141.990 | 141.015 | ||
60 | 2023.03.23 18:53 | modify | 14 | 0.10 | 141.687 | 141.990 | 141.015 | ||
61 | 2023.03.23 18:53 | modify | 13 | 0.10 | 141.765 | 141.990 | 141.015 | ||
62 | 2023.03.23 18:53 | modify | 12 | 0.10 | 142.515 | 141.990 | 141.015 | ||
63 | 2023.03.23 19:00 | s/l | 12 | 0.10 | 141.990 | 141.990 | 141.015 | 33.36 | 10484.14 |
64 | 2023.03.23 19:00 | s/l | 13 | 0.10 | 141.990 | 141.990 | 141.015 | -15.21 | 10468.93 |
65 | 2023.03.23 19:00 | s/l | 14 | 0.10 | 141.990 | 141.990 | 141.015 | -20.49 | 10448.44 |
66 | 2023.03.23 19:00 | s/l | 15 | 0.10 | 141.990 | 141.990 | 141.015 | -30.43 | 10418.01 |
67 | 2023.03.24 11:00 | buy | 16 | 0.10 | 139.368 | 0.000 | 0.000 | ||
68 | 2023.03.24 11:00 | modify | 16 | 0.10 | 139.368 | 137.868 | 140.868 | ||
69 | 2023.03.24 13:29 | buy | 17 | 0.10 | 140.121 | 0.000 | 0.000 | ||
70 | 2023.03.24 13:29 | modify | 17 | 0.10 | 140.121 | 139.668 | 140.868 | ||
71 | 2023.03.24 13:29 | modify | 16 | 0.10 | 139.368 | 139.668 | 140.868 | ||
72 | 2023.03.24 13:29 | buy | 18 | 0.10 | 140.203 | 0.000 | 0.000 | ||
73 | 2023.03.24 13:29 | modify | 18 | 0.10 | 140.203 | 139.818 | 140.868 | ||
74 | 2023.03.24 13:29 | modify | 17 | 0.10 | 140.121 | 139.818 | 140.868 | ||
75 | 2023.03.24 13:29 | modify | 16 | 0.10 | 139.368 | 139.818 | 140.868 | ||
76 | 2023.03.24 13:29 | buy | 19 | 0.10 | 140.345 | 0.000 | 0.000 | ||
77 | 2023.03.24 13:29 | modify | 19 | 0.10 | 140.345 | 139.893 | 140.868 | ||
78 | 2023.03.24 13:29 | modify | 18 | 0.10 | 140.203 | 139.893 | 140.868 | ||
79 | 2023.03.24 13:29 | modify | 17 | 0.10 | 140.121 | 139.893 | 140.868 | ||
80 | 2023.03.24 13:29 | modify | 16 | 0.10 | 139.368 | 139.893 | 140.868 | ||
81 | 2023.03.26 22:08 | t/p | 16 | 0.10 | 140.868 | 139.893 | 140.868 | 101.49 | 10519.50 |
82 | 2023.03.26 22:08 | t/p | 17 | 0.10 | 140.868 | 139.893 | 140.868 | 50.54 | 10570.04 |
83 | 2023.03.26 22:08 | t/p | 18 | 0.10 | 140.868 | 139.893 | 140.868 | 44.99 | 10615.03 |
84 | 2023.03.26 22:08 | t/p | 19 | 0.10 | 140.868 | 139.893 | 140.868 | 35.39 | 10650.42 |
85 | 2023.03.30 14:00 | sell | 20 | 0.10 | 144.838 | 0.000 | 0.000 | ||
86 | 2023.03.30 14:00 | modify | 20 | 0.10 | 144.838 | 146.338 | 143.338 | ||
87 | 2023.03.31 18:52 | sell | 21 | 0.10 | 144.088 | 0.000 | 0.000 | ||
88 | 2023.03.31 18:52 | modify | 21 | 0.10 | 144.088 | 144.538 | 143.338 | ||
89 | 2023.03.31 18:52 | modify | 20 | 0.10 | 144.838 | 144.538 | 143.338 | ||
90 | 2023.03.31 19:03 | sell | 22 | 0.10 | 144.013 | 0.000 | 0.000 | ||
91 | 2023.03.31 19:03 | modify | 22 | 0.10 | 144.013 | 144.388 | 143.338 | ||
92 | 2023.03.31 19:03 | modify | 21 | 0.10 | 144.088 | 144.388 | 143.338 | ||
93 | 2023.03.31 19:03 | modify | 20 | 0.10 | 144.838 | 144.388 | 143.338 | ||
94 | 2023.04.02 21:05 | s/l | 20 | 0.10 | 144.388 | 144.388 | 143.338 | 29.89 | 10680.31 |
95 | 2023.04.02 21:05 | s/l | 21 | 0.10 | 144.388 | 144.388 | 143.338 | -20.28 | 10660.03 |
96 | 2023.04.02 21:05 | s/l | 22 | 0.10 | 144.388 | 144.388 | 143.338 | -25.36 | 10634.67 |