Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 628.41 | Gross profit | 981.29 | Gross loss | -352.88 |
Profit factor | 2.78 | Expected payoff | 33.07 | ||
Absolute drawdown | 45.67 | Maximal drawdown | 156.47 (1.48%) | Relative drawdown | 1.48% (156.47) |
Total trades | 19 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 10 (50.00%) |
Profit trades (% of total) | 12 (63.16%) | Loss trades (% of total) | 7 (36.84%) | ||
Largest | profit trade | 103.31 | loss trade | -73.97 | |
Average | profit trade | 81.77 | loss trade | -50.41 | |
Maximum | consecutive wins (profit in money) | 5 (384.20) | consecutive losses (loss in money) | 2 (-147.95) | |
Maximal | consecutive profit (count of wins) | 384.20 (5) | consecutive loss (count of losses) | -147.95 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.09 08:00 | sell | 1 | 0.10 | 97.668 | 0.000 | 0.000 | ||
2 | 2022.09.09 08:00 | modify | 1 | 0.10 | 97.668 | 98.768 | 96.168 | ||
3 | 2022.09.14 16:00 | t/p | 1 | 0.10 | 96.168 | 98.768 | 96.168 | 99.54 | 10099.54 |
4 | 2022.11.03 20:00 | buy | 2 | 0.10 | 93.345 | 0.000 | 0.000 | ||
5 | 2022.11.03 20:00 | modify | 2 | 0.10 | 93.345 | 92.245 | 94.845 | ||
6 | 2022.11.04 16:00 | t/p | 2 | 0.10 | 94.845 | 92.245 | 94.845 | 101.95 | 10201.48 |
7 | 2022.11.10 12:00 | buy | 3 | 0.10 | 93.694 | 0.000 | 0.000 | ||
8 | 2022.11.10 12:00 | modify | 3 | 0.10 | 93.694 | 92.594 | 95.194 | ||
9 | 2022.11.28 04:00 | s/l | 3 | 0.10 | 92.594 | 92.594 | 95.194 | -67.15 | 10134.34 |
10 | 2022.12.13 12:00 | sell | 4 | 0.10 | 93.104 | 0.000 | 0.000 | ||
11 | 2022.12.13 12:00 | modify | 4 | 0.10 | 93.104 | 94.204 | 91.604 | ||
12 | 2022.12.15 12:00 | sell | 5 | 0.10 | 92.353 | 0.000 | 0.000 | ||
13 | 2022.12.15 12:00 | modify | 5 | 0.10 | 92.353 | 92.579 | 91.604 | ||
14 | 2022.12.15 12:00 | modify | 4 | 0.10 | 93.104 | 92.579 | 91.604 | ||
15 | 2022.12.16 16:00 | t/p | 4 | 0.10 | 91.604 | 92.579 | 91.604 | 98.29 | 10232.63 |
16 | 2022.12.16 16:00 | t/p | 5 | 0.10 | 91.604 | 92.579 | 91.604 | 50.02 | 10282.65 |
17 | 2023.01.09 16:00 | sell | 6 | 0.10 | 91.598 | 0.000 | 0.000 | ||
18 | 2023.01.09 16:00 | modify | 6 | 0.10 | 91.598 | 92.698 | 90.098 | ||
19 | 2023.01.12 16:00 | t/p | 6 | 0.10 | 90.098 | 92.698 | 90.098 | 98.29 | 10380.94 |
20 | 2023.01.18 08:00 | sell | 7 | 0.10 | 91.420 | 0.000 | 0.000 | ||
21 | 2023.01.18 08:00 | modify | 7 | 0.10 | 91.420 | 92.520 | 89.920 | ||
22 | 2023.01.18 20:00 | t/p | 7 | 0.10 | 89.920 | 92.520 | 89.920 | 101.43 | 10482.37 |
23 | 2023.01.25 08:00 | sell | 8 | 0.10 | 92.553 | 0.000 | 0.000 | ||
24 | 2023.01.25 08:00 | modify | 8 | 0.10 | 92.553 | 93.653 | 91.053 | ||
25 | 2023.01.31 08:00 | sell | 9 | 0.10 | 91.560 | 0.000 | 0.000 | ||
26 | 2023.01.31 08:00 | modify | 9 | 0.10 | 91.560 | 91.953 | 91.053 | ||
27 | 2023.01.31 08:00 | modify | 8 | 0.10 | 92.553 | 91.953 | 91.053 | ||
28 | 2023.02.01 04:00 | sell | 10 | 0.10 | 91.725 | 0.000 | 0.000 | ||
29 | 2023.02.01 04:00 | modify | 10 | 0.10 | 91.725 | 92.028 | 91.053 | ||
30 | 2023.02.01 08:00 | s/l | 8 | 0.10 | 91.953 | 91.953 | 91.053 | 36.17 | 10518.54 |
31 | 2023.02.01 08:00 | s/l | 9 | 0.10 | 91.953 | 91.953 | 91.053 | -27.20 | 10491.34 |
32 | 2023.02.01 08:00 | s/l | 10 | 0.10 | 92.028 | 92.028 | 91.053 | -20.49 | 10470.85 |
33 | 2023.02.10 12:00 | buy | 11 | 0.10 | 90.613 | 0.000 | 0.000 | ||
34 | 2023.02.10 12:00 | modify | 11 | 0.10 | 90.613 | 89.513 | 92.113 | ||
35 | 2023.02.13 16:00 | t/p | 11 | 0.10 | 92.113 | 89.513 | 92.113 | 101.95 | 10572.79 |
36 | 2023.03.06 16:00 | buy | 12 | 0.10 | 91.560 | 0.000 | 0.000 | ||
37 | 2023.03.06 16:00 | modify | 12 | 0.10 | 91.560 | 90.460 | 93.060 | ||
38 | 2023.03.07 16:00 | s/l | 12 | 0.10 | 90.460 | 90.460 | 93.060 | -73.97 | 10498.82 |
39 | 2023.03.12 20:00 | buy | 13 | 0.10 | 88.981 | 0.000 | 0.000 | ||
40 | 2023.03.12 20:00 | modify | 13 | 0.10 | 88.981 | 87.881 | 90.481 | ||
41 | 2023.03.13 16:00 | s/l | 13 | 0.10 | 87.881 | 87.881 | 90.481 | -73.97 | 10424.84 |
42 | 2023.05.02 12:00 | sell | 14 | 0.10 | 92.043 | 0.000 | 0.000 | ||
43 | 2023.05.02 12:00 | modify | 14 | 0.10 | 92.043 | 93.143 | 90.543 | ||
44 | 2023.05.03 08:00 | t/p | 14 | 0.10 | 90.543 | 93.143 | 90.543 | 100.81 | 10525.65 |
45 | 2023.07.07 12:00 | buy | 15 | 0.10 | 95.073 | 0.000 | 0.000 | ||
46 | 2023.07.07 12:00 | modify | 15 | 0.10 | 95.073 | 93.973 | 96.573 | ||
47 | 2023.07.11 08:00 | s/l | 15 | 0.10 | 93.973 | 93.973 | 96.573 | -73.52 | 10452.13 |
48 | 2023.07.11 16:00 | buy | 16 | 0.10 | 93.651 | 0.000 | 0.000 | ||
49 | 2023.07.11 16:00 | modify | 16 | 0.10 | 93.651 | 92.551 | 95.151 | ||
50 | 2023.07.13 04:00 | buy | 17 | 0.10 | 94.420 | 0.000 | 0.000 | ||
51 | 2023.07.13 04:00 | modify | 17 | 0.10 | 94.420 | 94.176 | 95.151 | ||
52 | 2023.07.13 04:00 | modify | 16 | 0.10 | 93.651 | 94.176 | 95.151 | ||
53 | 2023.07.13 16:00 | t/p | 16 | 0.10 | 95.151 | 94.176 | 95.151 | 103.31 | 10555.44 |
54 | 2023.07.13 16:00 | t/p | 17 | 0.10 | 95.151 | 94.176 | 95.151 | 49.46 | 10604.90 |
55 | 2023.08.02 12:00 | buy | 18 | 0.10 | 93.939 | 0.000 | 0.000 | ||
56 | 2023.08.02 12:00 | modify | 18 | 0.10 | 93.939 | 92.839 | 95.439 | ||
57 | 2023.08.10 16:00 | buy | 19 | 0.10 | 94.709 | 0.000 | 0.000 | ||
58 | 2023.08.10 16:00 | modify | 19 | 0.10 | 94.709 | 94.464 | 95.439 | ||
59 | 2023.08.10 16:00 | modify | 18 | 0.10 | 93.939 | 94.464 | 95.439 | ||
60 | 2023.08.10 20:00 | s/l | 18 | 0.10 | 94.464 | 94.464 | 95.439 | 40.08 | 10644.98 |
61 | 2023.08.10 20:00 | s/l | 19 | 0.10 | 94.464 | 94.464 | 95.439 | -16.57 | 10628.41 |