Symbol | AUDJPY (Australian Dollar 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=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 | 79447 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1293.60 | Gross profit | 1585.11 | Gross loss | -291.50 |
Profit factor | 5.44 | Expected payoff | 34.04 | ||
Absolute drawdown | 65.51 | Maximal drawdown | 129.34 (1.16%) | Relative drawdown | 1.16% (129.34) |
Total trades | 38 | Short positions (won %) | 18 (83.33%) | Long positions (won %) | 20 (65.00%) |
Profit trades (% of total) | 28 (73.68%) | Loss trades (% of total) | 10 (26.32%) | ||
Largest | profit trade | 103.31 | loss trade | -73.97 | |
Average | profit trade | 56.61 | loss trade | -29.15 | |
Maximum | consecutive wins (profit in money) | 8 (447.02) | consecutive losses (loss in money) | 3 (-54.19) | |
Maximal | consecutive profit (count of wins) | 447.02 (8) | consecutive loss (count of losses) | -73.97 (1) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | 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 04:33 | sell | 2 | 0.10 | 96.832 | 0.000 | 0.000 | ||
4 | 2022.09.14 04:33 | modify | 2 | 0.10 | 96.832 | 97.143 | 96.168 | ||
5 | 2022.09.14 04:33 | modify | 1 | 0.10 | 97.668 | 97.143 | 96.168 | ||
6 | 2022.09.14 05:00 | sell | 3 | 0.10 | 96.904 | 0.000 | 0.000 | ||
7 | 2022.09.14 05:00 | modify | 3 | 0.10 | 96.904 | 97.143 | 96.168 | ||
8 | 2022.09.14 05:40 | sell | 4 | 0.10 | 96.686 | 0.000 | 0.000 | ||
9 | 2022.09.14 05:40 | modify | 4 | 0.10 | 96.686 | 97.068 | 96.168 | ||
10 | 2022.09.14 05:40 | modify | 2 | 0.10 | 96.832 | 97.068 | 96.168 | ||
11 | 2022.09.14 05:40 | modify | 3 | 0.10 | 96.904 | 97.068 | 96.168 | ||
12 | 2022.09.14 05:40 | modify | 1 | 0.10 | 97.668 | 97.068 | 96.168 | ||
13 | 2022.09.14 12:40 | t/p | 1 | 0.10 | 96.168 | 97.068 | 96.168 | 99.54 | 10099.54 |
14 | 2022.09.14 12:40 | t/p | 2 | 0.10 | 96.168 | 97.068 | 96.168 | 44.90 | 10144.44 |
15 | 2022.09.14 12:40 | t/p | 3 | 0.10 | 96.168 | 97.068 | 96.168 | 49.77 | 10194.21 |
16 | 2022.09.14 12:40 | t/p | 4 | 0.10 | 96.168 | 97.068 | 96.168 | 35.03 | 10229.24 |
17 | 2022.11.03 20:00 | buy | 5 | 0.10 | 93.345 | 0.000 | 0.000 | ||
18 | 2022.11.03 20:00 | modify | 5 | 0.10 | 93.345 | 92.245 | 94.845 | ||
19 | 2022.11.04 10:50 | buy | 6 | 0.10 | 94.194 | 0.000 | 0.000 | ||
20 | 2022.11.04 10:50 | modify | 6 | 0.10 | 94.194 | 93.870 | 94.845 | ||
21 | 2022.11.04 10:50 | modify | 5 | 0.10 | 93.345 | 93.870 | 94.845 | ||
22 | 2022.11.04 11:25 | buy | 7 | 0.10 | 94.329 | 0.000 | 0.000 | ||
23 | 2022.11.04 11:25 | modify | 7 | 0.10 | 94.329 | 93.945 | 94.845 | ||
24 | 2022.11.04 11:25 | modify | 6 | 0.10 | 94.194 | 93.945 | 94.845 | ||
25 | 2022.11.04 11:25 | modify | 5 | 0.10 | 93.345 | 93.945 | 94.845 | ||
26 | 2022.11.04 12:40 | t/p | 5 | 0.10 | 94.845 | 93.945 | 94.845 | 101.95 | 10331.18 |
27 | 2022.11.04 12:40 | t/p | 6 | 0.10 | 94.845 | 93.945 | 94.845 | 44.04 | 10375.22 |
28 | 2022.11.04 12:40 | t/p | 7 | 0.10 | 94.845 | 93.945 | 94.845 | 34.91 | 10410.13 |
29 | 2022.11.10 12:00 | buy | 8 | 0.10 | 93.694 | 0.000 | 0.000 | ||
30 | 2022.11.10 12:00 | modify | 8 | 0.10 | 93.694 | 92.594 | 95.194 | ||
31 | 2022.11.15 16:30 | buy | 9 | 0.10 | 94.451 | 0.000 | 0.000 | ||
32 | 2022.11.15 16:30 | modify | 9 | 0.10 | 94.451 | 94.219 | 95.194 | ||
33 | 2022.11.15 16:30 | modify | 8 | 0.10 | 93.694 | 94.219 | 95.194 | ||
34 | 2022.11.15 16:40 | buy | 10 | 0.10 | 94.524 | 0.000 | 0.000 | ||
35 | 2022.11.15 16:40 | modify | 10 | 0.10 | 94.524 | 94.219 | 95.194 | ||
36 | 2022.11.15 18:30 | s/l | 8 | 0.10 | 94.219 | 94.219 | 95.194 | 36.89 | 10447.02 |
37 | 2022.11.15 18:30 | s/l | 9 | 0.10 | 94.219 | 94.219 | 95.194 | -15.70 | 10431.32 |
38 | 2022.11.15 18:30 | s/l | 10 | 0.10 | 94.219 | 94.219 | 95.194 | -20.64 | 10410.68 |
39 | 2022.12.13 12:00 | sell | 11 | 0.10 | 93.104 | 0.000 | 0.000 | ||
40 | 2022.12.13 12:00 | modify | 11 | 0.10 | 93.104 | 94.204 | 91.604 | ||
41 | 2022.12.15 11:40 | sell | 12 | 0.10 | 92.347 | 0.000 | 0.000 | ||
42 | 2022.12.15 11:40 | modify | 12 | 0.10 | 92.347 | 92.579 | 91.604 | ||
43 | 2022.12.15 11:40 | modify | 11 | 0.10 | 93.104 | 92.579 | 91.604 | ||
44 | 2022.12.15 12:25 | sell | 13 | 0.10 | 92.265 | 0.000 | 0.000 | ||
45 | 2022.12.15 12:25 | modify | 13 | 0.10 | 92.265 | 92.579 | 91.604 | ||
46 | 2022.12.16 01:30 | sell | 14 | 0.10 | 92.117 | 0.000 | 0.000 | ||
47 | 2022.12.16 01:30 | modify | 14 | 0.10 | 92.117 | 92.504 | 91.604 | ||
48 | 2022.12.16 01:30 | modify | 13 | 0.10 | 92.265 | 92.504 | 91.604 | ||
49 | 2022.12.16 01:30 | modify | 12 | 0.10 | 92.347 | 92.504 | 91.604 | ||
50 | 2022.12.16 01:30 | modify | 11 | 0.10 | 93.104 | 92.504 | 91.604 | ||
51 | 2022.12.16 15:20 | t/p | 11 | 0.10 | 91.604 | 92.504 | 91.604 | 98.29 | 10508.97 |
52 | 2022.12.16 15:20 | t/p | 12 | 0.10 | 91.604 | 92.504 | 91.604 | 49.62 | 10558.59 |
53 | 2022.12.16 15:20 | t/p | 13 | 0.10 | 91.604 | 92.504 | 91.604 | 44.07 | 10602.66 |
54 | 2022.12.16 15:20 | t/p | 14 | 0.10 | 91.604 | 92.504 | 91.604 | 34.69 | 10637.35 |
55 | 2023.01.09 16:00 | sell | 15 | 0.10 | 91.598 | 0.000 | 0.000 | ||
56 | 2023.01.09 16:00 | modify | 15 | 0.10 | 91.598 | 92.698 | 90.098 | ||
57 | 2023.01.10 09:40 | sell | 16 | 0.10 | 90.832 | 0.000 | 0.000 | ||
58 | 2023.01.10 09:40 | modify | 16 | 0.10 | 90.832 | 91.073 | 90.098 | ||
59 | 2023.01.10 09:40 | modify | 15 | 0.10 | 91.598 | 91.073 | 90.098 | ||
60 | 2023.01.10 10:40 | s/l | 15 | 0.10 | 91.073 | 91.073 | 90.098 | 34.88 | 10672.23 |
61 | 2023.01.10 10:40 | s/l | 16 | 0.10 | 91.073 | 91.073 | 90.098 | -16.29 | 10655.94 |
62 | 2023.01.18 08:00 | sell | 17 | 0.10 | 91.420 | 0.000 | 0.000 | ||
63 | 2023.01.18 08:00 | modify | 17 | 0.10 | 91.420 | 92.520 | 89.920 | ||
64 | 2023.01.18 10:50 | sell | 18 | 0.10 | 90.670 | 0.000 | 0.000 | ||
65 | 2023.01.18 10:50 | modify | 18 | 0.10 | 90.670 | 90.895 | 89.920 | ||
66 | 2023.01.18 10:50 | modify | 17 | 0.10 | 91.420 | 90.895 | 89.920 | ||
67 | 2023.01.18 16:30 | t/p | 17 | 0.10 | 89.920 | 90.895 | 89.920 | 101.43 | 10757.37 |
68 | 2023.01.18 16:30 | t/p | 18 | 0.10 | 89.920 | 90.895 | 89.920 | 50.71 | 10808.08 |
69 | 2023.01.25 08:00 | sell | 19 | 0.10 | 92.553 | 0.000 | 0.000 | ||
70 | 2023.01.25 08:00 | modify | 19 | 0.10 | 92.553 | 93.653 | 91.053 | ||
71 | 2023.01.25 13:30 | sell | 20 | 0.10 | 91.793 | 0.000 | 0.000 | ||
72 | 2023.01.25 13:30 | modify | 20 | 0.10 | 91.793 | 92.028 | 91.053 | ||
73 | 2023.01.25 13:30 | modify | 19 | 0.10 | 92.553 | 92.028 | 91.053 | ||
74 | 2023.01.25 13:40 | sell | 21 | 0.10 | 91.713 | 0.000 | 0.000 | ||
75 | 2023.01.25 13:40 | modify | 21 | 0.10 | 91.713 | 92.028 | 91.053 | ||
76 | 2023.01.25 19:30 | s/l | 19 | 0.10 | 92.028 | 92.028 | 91.053 | 35.51 | 10843.59 |
77 | 2023.01.25 19:30 | s/l | 20 | 0.10 | 92.028 | 92.028 | 91.053 | -15.89 | 10827.70 |
78 | 2023.01.25 19:30 | s/l | 21 | 0.10 | 92.028 | 92.028 | 91.053 | -21.30 | 10806.40 |
79 | 2023.02.10 12:00 | buy | 22 | 0.10 | 90.613 | 0.000 | 0.000 | ||
80 | 2023.02.10 12:00 | modify | 22 | 0.10 | 90.613 | 89.513 | 92.113 | ||
81 | 2023.02.13 05:30 | buy | 23 | 0.10 | 91.371 | 0.000 | 0.000 | ||
82 | 2023.02.13 05:30 | modify | 23 | 0.10 | 91.371 | 91.138 | 92.113 | ||
83 | 2023.02.13 05:30 | modify | 22 | 0.10 | 90.613 | 91.138 | 92.113 | ||
84 | 2023.02.13 06:40 | buy | 24 | 0.10 | 91.461 | 0.000 | 0.000 | ||
85 | 2023.02.13 06:40 | modify | 24 | 0.10 | 91.461 | 91.138 | 92.113 | ||
86 | 2023.02.13 07:40 | buy | 25 | 0.10 | 91.600 | 0.000 | 0.000 | ||
87 | 2023.02.13 07:40 | modify | 25 | 0.10 | 91.600 | 91.213 | 92.113 | ||
88 | 2023.02.13 07:40 | modify | 24 | 0.10 | 91.461 | 91.213 | 92.113 | ||
89 | 2023.02.13 07:40 | modify | 23 | 0.10 | 91.371 | 91.213 | 92.113 | ||
90 | 2023.02.13 07:40 | modify | 22 | 0.10 | 90.613 | 91.213 | 92.113 | ||
91 | 2023.02.13 14:30 | t/p | 22 | 0.10 | 92.113 | 91.213 | 92.113 | 101.95 | 10908.34 |
92 | 2023.02.13 14:30 | t/p | 23 | 0.10 | 92.113 | 91.213 | 92.113 | 50.20 | 10958.54 |
93 | 2023.02.13 14:30 | t/p | 24 | 0.10 | 92.113 | 91.213 | 92.113 | 44.11 | 11002.65 |
94 | 2023.02.13 14:30 | t/p | 25 | 0.10 | 92.113 | 91.213 | 92.113 | 34.71 | 11037.36 |
95 | 2023.03.06 16:00 | buy | 26 | 0.10 | 91.560 | 0.000 | 0.000 | ||
96 | 2023.03.06 16:00 | modify | 26 | 0.10 | 91.560 | 90.460 | 93.060 | ||
97 | 2023.03.07 15:30 | s/l | 26 | 0.10 | 90.460 | 90.460 | 93.060 | -73.97 | 10963.39 |
98 | 2023.05.02 12:00 | sell | 27 | 0.10 | 92.043 | 0.000 | 0.000 | ||
99 | 2023.05.02 12:00 | modify | 27 | 0.10 | 92.043 | 93.143 | 90.543 | ||
100 | 2023.05.02 14:30 | sell | 28 | 0.10 | 91.216 | 0.000 | 0.000 | ||
101 | 2023.05.02 14:30 | modify | 28 | 0.10 | 91.216 | 91.518 | 90.543 | ||
102 | 2023.05.02 14:30 | modify | 27 | 0.10 | 92.043 | 91.518 | 90.543 | ||
103 | 2023.05.02 16:45 | sell | 29 | 0.10 | 91.068 | 0.000 | 0.000 | ||
104 | 2023.05.02 16:45 | modify | 29 | 0.10 | 91.068 | 91.443 | 90.543 | ||
105 | 2023.05.02 16:45 | modify | 28 | 0.10 | 91.216 | 91.443 | 90.543 | ||
106 | 2023.05.02 16:45 | modify | 27 | 0.10 | 92.043 | 91.443 | 90.543 | ||
107 | 2023.05.03 07:30 | t/p | 27 | 0.10 | 90.543 | 91.443 | 90.543 | 100.81 | 11064.20 |
108 | 2023.05.03 07:30 | t/p | 28 | 0.10 | 90.543 | 91.443 | 90.543 | 44.88 | 11109.08 |
109 | 2023.05.03 07:30 | t/p | 29 | 0.10 | 90.543 | 91.443 | 90.543 | 34.88 | 11143.96 |
110 | 2023.07.07 12:00 | buy | 30 | 0.10 | 95.073 | 0.000 | 0.000 | ||
111 | 2023.07.07 12:00 | modify | 30 | 0.10 | 95.073 | 93.973 | 96.573 | ||
112 | 2023.07.11 07:20 | s/l | 30 | 0.10 | 93.973 | 93.973 | 96.573 | -73.52 | 11070.44 |
113 | 2023.07.11 16:00 | buy | 31 | 0.10 | 93.651 | 0.000 | 0.000 | ||
114 | 2023.07.11 16:00 | modify | 31 | 0.10 | 93.651 | 92.551 | 95.151 | ||
115 | 2023.07.13 03:59 | buy | 32 | 0.10 | 94.420 | 0.000 | 0.000 | ||
116 | 2023.07.13 03:59 | modify | 32 | 0.10 | 94.420 | 94.176 | 95.151 | ||
117 | 2023.07.13 03:59 | modify | 31 | 0.10 | 93.651 | 94.176 | 95.151 | ||
118 | 2023.07.13 06:10 | buy | 33 | 0.10 | 94.485 | 0.000 | 0.000 | ||
119 | 2023.07.13 06:10 | modify | 33 | 0.10 | 94.485 | 94.176 | 95.151 | ||
120 | 2023.07.13 06:40 | buy | 34 | 0.10 | 94.643 | 0.000 | 0.000 | ||
121 | 2023.07.13 06:40 | modify | 34 | 0.10 | 94.643 | 94.251 | 95.151 | ||
122 | 2023.07.13 06:40 | modify | 33 | 0.10 | 94.485 | 94.251 | 95.151 | ||
123 | 2023.07.13 06:40 | modify | 32 | 0.10 | 94.420 | 94.251 | 95.151 | ||
124 | 2023.07.13 06:40 | modify | 31 | 0.10 | 93.651 | 94.251 | 95.151 | ||
125 | 2023.07.13 12:40 | t/p | 31 | 0.10 | 95.151 | 94.251 | 95.151 | 103.31 | 11173.75 |
126 | 2023.07.13 12:40 | t/p | 32 | 0.10 | 95.151 | 94.251 | 95.151 | 49.46 | 11223.21 |
127 | 2023.07.13 12:40 | t/p | 33 | 0.10 | 95.151 | 94.251 | 95.151 | 45.06 | 11268.27 |
128 | 2023.07.13 12:40 | t/p | 34 | 0.10 | 95.151 | 94.251 | 95.151 | 34.37 | 11302.64 |
129 | 2023.08.02 12:00 | buy | 35 | 0.10 | 93.939 | 0.000 | 0.000 | ||
130 | 2023.08.02 12:00 | modify | 35 | 0.10 | 93.939 | 92.839 | 95.439 | ||
131 | 2023.08.10 13:10 | buy | 36 | 0.10 | 94.713 | 0.000 | 0.000 | ||
132 | 2023.08.10 13:10 | modify | 36 | 0.10 | 94.713 | 94.464 | 95.439 | ||
133 | 2023.08.10 13:10 | modify | 35 | 0.10 | 93.939 | 94.464 | 95.439 | ||
134 | 2023.08.10 13:50 | buy | 37 | 0.10 | 94.937 | 0.000 | 0.000 | ||
135 | 2023.08.10 13:50 | modify | 37 | 0.10 | 94.937 | 94.539 | 95.439 | ||
136 | 2023.08.10 13:50 | modify | 36 | 0.10 | 94.713 | 94.539 | 95.439 | ||
137 | 2023.08.10 13:50 | modify | 35 | 0.10 | 93.939 | 94.539 | 95.439 | ||
138 | 2023.08.10 14:55 | buy | 38 | 0.10 | 94.768 | 0.000 | 0.000 | ||
139 | 2023.08.10 14:55 | modify | 38 | 0.10 | 94.768 | 94.464 | 95.439 | ||
140 | 2023.08.10 15:00 | modify | 38 | 0.10 | 94.768 | 94.539 | 95.439 | ||
141 | 2023.08.10 17:20 | s/l | 35 | 0.10 | 94.539 | 94.539 | 95.439 | 45.15 | 11347.79 |
142 | 2023.08.10 17:20 | s/l | 36 | 0.10 | 94.539 | 94.539 | 95.439 | -11.77 | 11336.02 |
143 | 2023.08.10 17:20 | s/l | 37 | 0.10 | 94.539 | 94.539 | 95.439 | -26.93 | 11309.09 |
144 | 2023.08.10 17:20 | s/l | 38 | 0.10 | 94.539 | 94.539 | 95.439 | -15.49 | 11293.60 |