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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1917 | Ticks modelled | 35530520 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1491.17 | Gross profit | 1776.02 | Gross loss | -284.84 |
Profit factor | 6.24 | Expected payoff | 35.50 | ||
Absolute drawdown | 65.51 | Maximal drawdown | 144.31 (1.30%) | Relative drawdown | 1.30% (144.31) |
Total trades | 42 | Short positions (won %) | 22 (81.82%) | Long positions (won %) | 20 (70.00%) |
Profit trades (% of total) | 32 (76.19%) | Loss trades (% of total) | 10 (23.81%) | ||
Largest | profit trade | 103.31 | loss trade | -73.97 | |
Average | profit trade | 55.50 | loss trade | -28.48 | |
Maximum | consecutive wins (profit in money) | 9 (500.06) | consecutive losses (loss in money) | 3 (-50.84) | |
Maximal | consecutive profit (count of wins) | 500.06 (9) | 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 04:32 | sell | 2 | 0.10 | 96.916 | 0.000 | 0.000 | ||
4 | 2022.09.14 04:32 | modify | 2 | 0.10 | 96.916 | 97.143 | 96.168 | ||
5 | 2022.09.14 04:32 | modify | 1 | 0.10 | 97.668 | 97.143 | 96.168 | ||
6 | 2022.09.14 04:57 | sell | 3 | 0.10 | 96.842 | 0.000 | 0.000 | ||
7 | 2022.09.14 04:57 | modify | 3 | 0.10 | 96.842 | 97.143 | 96.168 | ||
8 | 2022.09.14 05:59 | sell | 4 | 0.10 | 96.693 | 0.000 | 0.000 | ||
9 | 2022.09.14 05:59 | modify | 4 | 0.10 | 96.693 | 97.068 | 96.168 | ||
10 | 2022.09.14 05:59 | modify | 3 | 0.10 | 96.842 | 97.068 | 96.168 | ||
11 | 2022.09.14 05:59 | modify | 2 | 0.10 | 96.916 | 97.068 | 96.168 | ||
12 | 2022.09.14 05:59 | modify | 1 | 0.10 | 97.668 | 97.068 | 96.168 | ||
13 | 2022.09.14 12:44 | t/p | 1 | 0.10 | 96.168 | 97.068 | 96.168 | 99.54 | 10099.54 |
14 | 2022.09.14 12:44 | t/p | 2 | 0.10 | 96.168 | 97.068 | 96.168 | 50.58 | 10150.12 |
15 | 2022.09.14 12:44 | t/p | 3 | 0.10 | 96.168 | 97.068 | 96.168 | 45.58 | 10195.70 |
16 | 2022.09.14 12:44 | t/p | 4 | 0.10 | 96.168 | 97.068 | 96.168 | 35.50 | 10231.20 |
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 10:36 | buy | 6 | 0.10 | 94.095 | 0.000 | 0.000 | ||
20 | 2022.11.04 10:36 | modify | 6 | 0.10 | 94.095 | 93.870 | 94.845 | ||
21 | 2022.11.04 10:36 | modify | 5 | 0.10 | 93.345 | 93.870 | 94.845 | ||
22 | 2022.11.04 10:57 | buy | 7 | 0.10 | 94.176 | 0.000 | 0.000 | ||
23 | 2022.11.04 10:57 | modify | 7 | 0.10 | 94.176 | 93.870 | 94.845 | ||
24 | 2022.11.04 11:09 | buy | 8 | 0.10 | 94.342 | 0.000 | 0.000 | ||
25 | 2022.11.04 11:09 | modify | 8 | 0.10 | 94.342 | 93.945 | 94.845 | ||
26 | 2022.11.04 11:09 | modify | 7 | 0.10 | 94.176 | 93.945 | 94.845 | ||
27 | 2022.11.04 11:09 | modify | 6 | 0.10 | 94.095 | 93.945 | 94.845 | ||
28 | 2022.11.04 11:09 | modify | 5 | 0.10 | 93.345 | 93.945 | 94.845 | ||
29 | 2022.11.04 12:58 | t/p | 5 | 0.10 | 94.845 | 93.945 | 94.845 | 101.95 | 10333.14 |
30 | 2022.11.04 12:58 | t/p | 6 | 0.10 | 94.845 | 93.945 | 94.845 | 50.74 | 10383.88 |
31 | 2022.11.04 12:58 | t/p | 7 | 0.10 | 94.845 | 93.945 | 94.845 | 45.26 | 10429.14 |
32 | 2022.11.04 12:58 | t/p | 8 | 0.10 | 94.845 | 93.945 | 94.845 | 34.03 | 10463.17 |
33 | 2022.11.10 12:00 | buy | 9 | 0.10 | 93.694 | 0.000 | 0.000 | ||
34 | 2022.11.10 12:00 | modify | 9 | 0.10 | 93.694 | 92.594 | 95.194 | ||
35 | 2022.11.15 16:01 | buy | 10 | 0.10 | 94.445 | 0.000 | 0.000 | ||
36 | 2022.11.15 16:01 | modify | 10 | 0.10 | 94.445 | 94.219 | 95.194 | ||
37 | 2022.11.15 16:01 | modify | 9 | 0.10 | 93.694 | 94.219 | 95.194 | ||
38 | 2022.11.15 16:51 | buy | 11 | 0.10 | 94.519 | 0.000 | 0.000 | ||
39 | 2022.11.15 16:51 | modify | 11 | 0.10 | 94.519 | 94.219 | 95.194 | ||
40 | 2022.11.15 18:26 | s/l | 9 | 0.10 | 94.219 | 94.219 | 95.194 | 36.89 | 10500.06 |
41 | 2022.11.15 18:26 | s/l | 10 | 0.10 | 94.219 | 94.219 | 95.194 | -15.29 | 10484.77 |
42 | 2022.11.15 18:26 | s/l | 11 | 0.10 | 94.219 | 94.219 | 95.194 | -20.30 | 10464.47 |
43 | 2022.12.13 12:00 | sell | 12 | 0.10 | 93.104 | 0.000 | 0.000 | ||
44 | 2022.12.13 12:00 | modify | 12 | 0.10 | 93.104 | 94.204 | 91.604 | ||
45 | 2022.12.15 11:59 | sell | 13 | 0.10 | 92.352 | 0.000 | 0.000 | ||
46 | 2022.12.15 11:59 | modify | 13 | 0.10 | 92.352 | 92.579 | 91.604 | ||
47 | 2022.12.15 11:59 | modify | 12 | 0.10 | 93.104 | 92.579 | 91.604 | ||
48 | 2022.12.15 12:16 | sell | 14 | 0.10 | 92.279 | 0.000 | 0.000 | ||
49 | 2022.12.15 12:16 | modify | 14 | 0.10 | 92.279 | 92.579 | 91.604 | ||
50 | 2022.12.16 01:19 | sell | 15 | 0.10 | 92.128 | 0.000 | 0.000 | ||
51 | 2022.12.16 01:19 | modify | 15 | 0.10 | 92.128 | 92.504 | 91.604 | ||
52 | 2022.12.16 01:19 | modify | 14 | 0.10 | 92.279 | 92.504 | 91.604 | ||
53 | 2022.12.16 01:19 | modify | 13 | 0.10 | 92.352 | 92.504 | 91.604 | ||
54 | 2022.12.16 01:19 | modify | 12 | 0.10 | 93.104 | 92.504 | 91.604 | ||
55 | 2022.12.16 15:19 | t/p | 12 | 0.10 | 91.604 | 92.504 | 91.604 | 98.29 | 10562.76 |
56 | 2022.12.16 15:19 | t/p | 13 | 0.10 | 91.604 | 92.504 | 91.604 | 49.95 | 10612.71 |
57 | 2022.12.16 15:19 | t/p | 14 | 0.10 | 91.604 | 92.504 | 91.604 | 45.02 | 10657.73 |
58 | 2022.12.16 15:19 | t/p | 15 | 0.10 | 91.604 | 92.504 | 91.604 | 35.44 | 10693.17 |
59 | 2023.01.09 16:00 | sell | 16 | 0.10 | 91.598 | 0.000 | 0.000 | ||
60 | 2023.01.09 16:00 | modify | 16 | 0.10 | 91.598 | 92.698 | 90.098 | ||
61 | 2023.01.10 09:21 | sell | 17 | 0.10 | 90.848 | 0.000 | 0.000 | ||
62 | 2023.01.10 09:21 | modify | 17 | 0.10 | 90.848 | 91.073 | 90.098 | ||
63 | 2023.01.10 09:21 | modify | 16 | 0.10 | 91.598 | 91.073 | 90.098 | ||
64 | 2023.01.10 10:13 | s/l | 16 | 0.10 | 91.073 | 91.073 | 90.098 | 34.88 | 10728.05 |
65 | 2023.01.10 10:13 | s/l | 17 | 0.10 | 91.073 | 91.073 | 90.098 | -15.21 | 10712.84 |
66 | 2023.01.18 08:00 | sell | 18 | 0.10 | 91.420 | 0.000 | 0.000 | ||
67 | 2023.01.18 08:00 | modify | 18 | 0.10 | 91.420 | 92.520 | 89.920 | ||
68 | 2023.01.18 10:26 | sell | 19 | 0.10 | 90.670 | 0.000 | 0.000 | ||
69 | 2023.01.18 10:26 | modify | 19 | 0.10 | 90.670 | 90.895 | 89.920 | ||
70 | 2023.01.18 10:26 | modify | 18 | 0.10 | 91.420 | 90.895 | 89.920 | ||
71 | 2023.01.18 11:53 | sell | 20 | 0.10 | 90.595 | 0.000 | 0.000 | ||
72 | 2023.01.18 11:53 | modify | 20 | 0.10 | 90.595 | 90.895 | 89.920 | ||
73 | 2023.01.18 13:30 | sell | 21 | 0.10 | 90.436 | 0.000 | 0.000 | ||
74 | 2023.01.18 13:30 | modify | 21 | 0.10 | 90.436 | 90.820 | 89.920 | ||
75 | 2023.01.18 13:30 | modify | 20 | 0.10 | 90.595 | 90.820 | 89.920 | ||
76 | 2023.01.18 13:30 | modify | 19 | 0.10 | 90.670 | 90.820 | 89.920 | ||
77 | 2023.01.18 13:30 | modify | 18 | 0.10 | 91.420 | 90.820 | 89.920 | ||
78 | 2023.01.18 16:15 | t/p | 18 | 0.10 | 89.920 | 90.820 | 89.920 | 101.43 | 10814.27 |
79 | 2023.01.18 16:15 | t/p | 19 | 0.10 | 89.920 | 90.820 | 89.920 | 50.71 | 10864.98 |
80 | 2023.01.18 16:15 | t/p | 20 | 0.10 | 89.920 | 90.820 | 89.920 | 45.64 | 10910.62 |
81 | 2023.01.18 16:15 | t/p | 21 | 0.10 | 89.920 | 90.820 | 89.920 | 34.89 | 10945.51 |
82 | 2023.01.25 08:00 | sell | 22 | 0.10 | 92.553 | 0.000 | 0.000 | ||
83 | 2023.01.25 08:00 | modify | 22 | 0.10 | 92.553 | 93.653 | 91.053 | ||
84 | 2023.01.25 12:26 | sell | 23 | 0.10 | 91.803 | 0.000 | 0.000 | ||
85 | 2023.01.25 12:26 | modify | 23 | 0.10 | 91.803 | 92.028 | 91.053 | ||
86 | 2023.01.25 12:26 | modify | 22 | 0.10 | 92.553 | 92.028 | 91.053 | ||
87 | 2023.01.25 12:34 | sell | 24 | 0.10 | 91.727 | 0.000 | 0.000 | ||
88 | 2023.01.25 12:34 | modify | 24 | 0.10 | 91.727 | 92.028 | 91.053 | ||
89 | 2023.01.25 15:15 | sell | 25 | 0.10 | 91.577 | 0.000 | 0.000 | ||
90 | 2023.01.25 15:15 | modify | 25 | 0.10 | 91.577 | 91.953 | 91.053 | ||
91 | 2023.01.25 15:15 | modify | 24 | 0.10 | 91.727 | 91.953 | 91.053 | ||
92 | 2023.01.25 15:15 | modify | 23 | 0.10 | 91.803 | 91.953 | 91.053 | ||
93 | 2023.01.25 15:15 | modify | 22 | 0.10 | 92.553 | 91.953 | 91.053 | ||
94 | 2023.01.25 18:50 | s/l | 22 | 0.10 | 91.953 | 91.953 | 91.053 | 40.58 | 10986.09 |
95 | 2023.01.25 18:50 | s/l | 23 | 0.10 | 91.953 | 91.953 | 91.053 | -10.14 | 10975.95 |
96 | 2023.01.25 18:50 | s/l | 24 | 0.10 | 91.953 | 91.953 | 91.053 | -15.28 | 10960.67 |
97 | 2023.01.25 18:50 | s/l | 25 | 0.10 | 91.953 | 91.953 | 91.053 | -25.42 | 10935.25 |
98 | 2023.02.10 12:00 | buy | 26 | 0.10 | 90.613 | 0.000 | 0.000 | ||
99 | 2023.02.10 12:00 | modify | 26 | 0.10 | 90.613 | 89.513 | 92.113 | ||
100 | 2023.02.13 05:23 | buy | 27 | 0.10 | 91.363 | 0.000 | 0.000 | ||
101 | 2023.02.13 05:23 | modify | 27 | 0.10 | 91.363 | 91.138 | 92.113 | ||
102 | 2023.02.13 05:23 | modify | 26 | 0.10 | 90.613 | 91.138 | 92.113 | ||
103 | 2023.02.13 06:12 | buy | 28 | 0.10 | 91.438 | 0.000 | 0.000 | ||
104 | 2023.02.13 06:12 | modify | 28 | 0.10 | 91.438 | 91.138 | 92.113 | ||
105 | 2023.02.13 07:59 | buy | 29 | 0.10 | 91.588 | 0.000 | 0.000 | ||
106 | 2023.02.13 07:59 | modify | 29 | 0.10 | 91.588 | 91.213 | 92.113 | ||
107 | 2023.02.13 07:59 | modify | 28 | 0.10 | 91.438 | 91.213 | 92.113 | ||
108 | 2023.02.13 07:59 | modify | 27 | 0.10 | 91.363 | 91.213 | 92.113 | ||
109 | 2023.02.13 07:59 | modify | 26 | 0.10 | 90.613 | 91.213 | 92.113 | ||
110 | 2023.02.13 14:39 | t/p | 26 | 0.10 | 92.113 | 91.213 | 92.113 | 101.95 | 11037.19 |
111 | 2023.02.13 14:39 | t/p | 27 | 0.10 | 92.113 | 91.213 | 92.113 | 50.74 | 11087.93 |
112 | 2023.02.13 14:39 | t/p | 28 | 0.10 | 92.113 | 91.213 | 92.113 | 45.67 | 11133.60 |
113 | 2023.02.13 14:39 | t/p | 29 | 0.10 | 92.113 | 91.213 | 92.113 | 35.52 | 11169.12 |
114 | 2023.03.06 16:00 | buy | 30 | 0.10 | 91.560 | 0.000 | 0.000 | ||
115 | 2023.03.06 16:00 | modify | 30 | 0.10 | 91.560 | 90.460 | 93.060 | ||
116 | 2023.03.07 15:03 | s/l | 30 | 0.10 | 90.460 | 90.460 | 93.060 | -73.97 | 11095.15 |
117 | 2023.05.02 12:00 | sell | 31 | 0.10 | 92.043 | 0.000 | 0.000 | ||
118 | 2023.05.02 12:00 | modify | 31 | 0.10 | 92.043 | 93.143 | 90.543 | ||
119 | 2023.05.02 14:24 | sell | 32 | 0.10 | 91.285 | 0.000 | 0.000 | ||
120 | 2023.05.02 14:24 | modify | 32 | 0.10 | 91.285 | 91.518 | 90.543 | ||
121 | 2023.05.02 14:24 | modify | 31 | 0.10 | 92.043 | 91.518 | 90.543 | ||
122 | 2023.05.02 14:34 | sell | 33 | 0.10 | 91.217 | 0.000 | 0.000 | ||
123 | 2023.05.02 14:34 | modify | 33 | 0.10 | 91.217 | 91.518 | 90.543 | ||
124 | 2023.05.02 14:48 | sell | 34 | 0.10 | 91.067 | 0.000 | 0.000 | ||
125 | 2023.05.02 14:48 | modify | 34 | 0.10 | 91.067 | 91.443 | 90.543 | ||
126 | 2023.05.02 14:48 | modify | 33 | 0.10 | 91.217 | 91.443 | 90.543 | ||
127 | 2023.05.02 14:48 | modify | 32 | 0.10 | 91.285 | 91.443 | 90.543 | ||
128 | 2023.05.02 14:48 | modify | 31 | 0.10 | 92.043 | 91.443 | 90.543 | ||
129 | 2023.05.03 07:05 | t/p | 31 | 0.10 | 90.543 | 91.443 | 90.543 | 100.81 | 11195.96 |
130 | 2023.05.03 07:05 | t/p | 32 | 0.10 | 90.543 | 91.443 | 90.543 | 49.55 | 11245.51 |
131 | 2023.05.03 07:05 | t/p | 33 | 0.10 | 90.543 | 91.443 | 90.543 | 44.95 | 11290.46 |
132 | 2023.05.03 07:05 | t/p | 34 | 0.10 | 90.543 | 91.443 | 90.543 | 34.81 | 11325.27 |
133 | 2023.07.07 12:00 | buy | 35 | 0.10 | 95.073 | 0.000 | 0.000 | ||
134 | 2023.07.07 12:00 | modify | 35 | 0.10 | 95.073 | 93.973 | 96.573 | ||
135 | 2023.07.11 07:27 | s/l | 35 | 0.10 | 93.973 | 93.973 | 96.573 | -73.52 | 11251.75 |
136 | 2023.07.11 16:00 | buy | 36 | 0.10 | 93.651 | 0.000 | 0.000 | ||
137 | 2023.07.11 16:00 | modify | 36 | 0.10 | 93.651 | 92.551 | 95.151 | ||
138 | 2023.07.13 03:54 | buy | 37 | 0.10 | 94.401 | 0.000 | 0.000 | ||
139 | 2023.07.13 03:54 | modify | 37 | 0.10 | 94.401 | 94.176 | 95.151 | ||
140 | 2023.07.13 03:54 | modify | 36 | 0.10 | 93.651 | 94.176 | 95.151 | ||
141 | 2023.07.13 05:10 | buy | 38 | 0.10 | 94.477 | 0.000 | 0.000 | ||
142 | 2023.07.13 05:10 | modify | 38 | 0.10 | 94.477 | 94.176 | 95.151 | ||
143 | 2023.07.13 06:21 | buy | 39 | 0.10 | 94.628 | 0.000 | 0.000 | ||
144 | 2023.07.13 06:21 | modify | 39 | 0.10 | 94.628 | 94.251 | 95.151 | ||
145 | 2023.07.13 06:21 | modify | 38 | 0.10 | 94.477 | 94.251 | 95.151 | ||
146 | 2023.07.13 06:21 | modify | 37 | 0.10 | 94.401 | 94.251 | 95.151 | ||
147 | 2023.07.13 06:21 | modify | 36 | 0.10 | 93.651 | 94.251 | 95.151 | ||
148 | 2023.07.13 12:45 | t/p | 36 | 0.10 | 95.151 | 94.251 | 95.151 | 103.31 | 11355.06 |
149 | 2023.07.13 12:45 | t/p | 37 | 0.10 | 95.151 | 94.251 | 95.151 | 50.75 | 11405.81 |
150 | 2023.07.13 12:45 | t/p | 38 | 0.10 | 95.151 | 94.251 | 95.151 | 45.60 | 11451.41 |
151 | 2023.07.13 12:45 | t/p | 39 | 0.10 | 95.151 | 94.251 | 95.151 | 35.39 | 11486.80 |
152 | 2023.08.02 12:00 | buy | 40 | 0.10 | 93.939 | 0.000 | 0.000 | ||
153 | 2023.08.02 12:00 | modify | 40 | 0.10 | 93.939 | 92.839 | 95.439 | ||
154 | 2023.08.10 12:30 | buy | 41 | 0.10 | 94.691 | 0.000 | 0.000 | ||
155 | 2023.08.10 12:30 | modify | 41 | 0.10 | 94.691 | 94.464 | 95.439 | ||
156 | 2023.08.10 12:30 | modify | 40 | 0.10 | 93.939 | 94.464 | 95.439 | ||
157 | 2023.08.10 12:30 | buy | 42 | 0.10 | 94.765 | 0.000 | 0.000 | ||
158 | 2023.08.10 12:30 | modify | 42 | 0.10 | 94.765 | 94.464 | 95.439 | ||
159 | 2023.08.10 12:41 | s/l | 40 | 0.10 | 94.464 | 94.464 | 95.439 | 40.08 | 11526.88 |
160 | 2023.08.10 12:41 | s/l | 41 | 0.10 | 94.464 | 94.464 | 95.439 | -15.35 | 11511.53 |
161 | 2023.08.10 12:41 | s/l | 42 | 0.10 | 94.464 | 94.464 | 95.439 | -20.36 | 11491.17 |