Symbol | EURJPY (Euro 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 403.86 | Gross profit | 792.69 | Gross loss | -388.84 |
Profit factor | 2.04 | Expected payoff | 19.23 | ||
Absolute drawdown | 9.33 | Maximal drawdown | 139.48 (1.36%) | Relative drawdown | 1.36% (139.48) |
Total trades | 21 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 12 (57.14%) | Loss trades (% of total) | 9 (42.86%) | ||
Largest | profit trade | 96.14 | loss trade | -48.41 | |
Average | profit trade | 66.06 | loss trade | -43.20 | |
Maximum | consecutive wins (profit in money) | 3 (180.66) | consecutive losses (loss in money) | 2 (-94.94) | |
Maximal | consecutive profit (count of wins) | 180.66 (3) | consecutive loss (count of losses) | -94.94 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.04 20:00 | sell | 1 | 0.10 | 143.909 | 0.000 | 0.000 | ||
2 | 2022.10.04 20:00 | modify | 1 | 0.10 | 143.909 | 144.609 | 142.509 | ||
3 | 2022.10.05 16:00 | t/p | 1 | 0.10 | 142.509 | 144.609 | 142.509 | 94.13 | 10094.13 |
4 | 2022.11.06 20:00 | sell | 2 | 0.10 | 145.581 | 0.000 | 0.000 | ||
5 | 2022.11.06 20:00 | modify | 2 | 0.10 | 145.581 | 146.281 | 144.181 | ||
6 | 2022.11.07 04:00 | s/l | 2 | 0.10 | 146.281 | 146.281 | 144.181 | -47.87 | 10046.27 |
7 | 2022.11.10 20:00 | buy | 3 | 0.10 | 144.409 | 0.000 | 0.000 | ||
8 | 2022.11.10 20:00 | modify | 3 | 0.10 | 144.409 | 143.709 | 145.809 | ||
9 | 2022.11.11 00:00 | s/l | 3 | 0.10 | 143.709 | 143.709 | 145.809 | -47.08 | 9999.19 |
10 | 2022.11.11 16:00 | buy | 4 | 0.10 | 143.620 | 0.000 | 0.000 | ||
11 | 2022.11.11 16:00 | modify | 4 | 0.10 | 143.620 | 142.920 | 145.020 | ||
12 | 2022.11.14 16:00 | t/p | 4 | 0.10 | 145.020 | 142.920 | 145.020 | 95.01 | 10094.20 |
13 | 2022.11.24 16:00 | buy | 5 | 0.10 | 144.049 | 0.000 | 0.000 | ||
14 | 2022.11.24 16:00 | modify | 5 | 0.10 | 144.049 | 143.349 | 145.449 | ||
15 | 2022.11.25 12:00 | buy | 6 | 0.10 | 145.049 | 0.000 | 0.000 | ||
16 | 2022.11.25 12:00 | modify | 6 | 0.10 | 145.049 | 144.539 | 145.449 | ||
17 | 2022.11.25 12:00 | modify | 5 | 0.10 | 144.049 | 144.539 | 145.449 | ||
18 | 2022.11.25 16:00 | s/l | 5 | 0.10 | 144.539 | 144.539 | 145.449 | 33.43 | 10127.64 |
19 | 2022.11.25 16:00 | s/l | 6 | 0.10 | 144.539 | 144.539 | 145.449 | -34.51 | 10093.13 |
20 | 2022.12.05 20:00 | sell | 7 | 0.10 | 143.403 | 0.000 | 0.000 | ||
21 | 2022.12.05 20:00 | modify | 7 | 0.10 | 143.403 | 144.103 | 142.003 | ||
22 | 2022.12.07 12:00 | s/l | 7 | 0.10 | 144.103 | 144.103 | 142.003 | -48.41 | 10044.71 |
23 | 2022.12.15 20:00 | sell | 8 | 0.10 | 146.450 | 0.000 | 0.000 | ||
24 | 2022.12.15 20:00 | modify | 8 | 0.10 | 146.450 | 147.150 | 145.050 | ||
25 | 2022.12.16 12:00 | sell | 9 | 0.10 | 145.727 | 0.000 | 0.000 | ||
26 | 2022.12.16 12:00 | modify | 9 | 0.10 | 145.727 | 146.380 | 145.050 | ||
27 | 2022.12.16 12:00 | modify | 8 | 0.10 | 146.450 | 146.380 | 145.050 | ||
28 | 2022.12.16 16:00 | t/p | 8 | 0.10 | 145.050 | 146.380 | 145.050 | 94.13 | 10138.84 |
29 | 2022.12.16 16:00 | t/p | 9 | 0.10 | 145.050 | 146.380 | 145.050 | 45.78 | 10184.62 |
30 | 2023.01.23 20:00 | sell | 10 | 0.10 | 141.888 | 0.000 | 0.000 | ||
31 | 2023.01.23 20:00 | modify | 10 | 0.10 | 141.888 | 142.588 | 140.488 | ||
32 | 2023.01.25 12:00 | sell | 11 | 0.10 | 140.902 | 0.000 | 0.000 | ||
33 | 2023.01.25 12:00 | modify | 11 | 0.10 | 140.902 | 141.398 | 140.488 | ||
34 | 2023.01.25 12:00 | modify | 10 | 0.10 | 141.888 | 141.398 | 140.488 | ||
35 | 2023.01.25 16:00 | s/l | 10 | 0.10 | 141.398 | 141.398 | 140.488 | 32.07 | 10216.69 |
36 | 2023.01.25 16:00 | s/l | 11 | 0.10 | 141.398 | 141.398 | 140.488 | -33.54 | 10183.15 |
37 | 2023.02.26 20:00 | sell | 12 | 0.10 | 143.914 | 0.000 | 0.000 | ||
38 | 2023.02.26 20:00 | modify | 12 | 0.10 | 143.914 | 144.614 | 142.514 | ||
39 | 2023.02.28 00:00 | s/l | 12 | 0.10 | 144.614 | 144.614 | 142.514 | -48.41 | 10134.74 |
40 | 2023.04.05 20:00 | buy | 13 | 0.10 | 143.119 | 0.000 | 0.000 | ||
41 | 2023.04.05 20:00 | modify | 13 | 0.10 | 143.119 | 142.419 | 144.519 | ||
42 | 2023.04.07 04:00 | buy | 14 | 0.10 | 143.832 | 0.000 | 0.000 | ||
43 | 2023.04.07 04:00 | modify | 14 | 0.10 | 143.832 | 143.189 | 144.519 | ||
44 | 2023.04.07 04:00 | modify | 13 | 0.10 | 143.119 | 143.189 | 144.519 | ||
45 | 2023.04.07 08:00 | buy | 15 | 0.10 | 143.965 | 0.000 | 0.000 | ||
46 | 2023.04.07 08:00 | modify | 15 | 0.10 | 143.965 | 143.469 | 144.519 | ||
47 | 2023.04.07 08:00 | modify | 14 | 0.10 | 143.832 | 143.469 | 144.519 | ||
48 | 2023.04.07 08:00 | modify | 13 | 0.10 | 143.119 | 143.469 | 144.519 | ||
49 | 2023.04.10 04:00 | t/p | 13 | 0.10 | 144.519 | 143.469 | 144.519 | 96.14 | 10230.87 |
50 | 2023.04.10 04:00 | t/p | 14 | 0.10 | 144.519 | 143.469 | 144.519 | 46.76 | 10277.64 |
51 | 2023.04.10 04:00 | t/p | 15 | 0.10 | 144.519 | 143.469 | 144.519 | 37.76 | 10315.40 |
52 | 2023.05.10 20:00 | buy | 16 | 0.10 | 147.573 | 0.000 | 0.000 | ||
53 | 2023.05.10 20:00 | modify | 16 | 0.10 | 147.573 | 146.873 | 148.973 | ||
54 | 2023.05.11 08:00 | s/l | 16 | 0.10 | 146.873 | 146.873 | 148.973 | -46.51 | 10268.89 |
55 | 2023.05.11 16:00 | buy | 17 | 0.10 | 146.801 | 0.000 | 0.000 | ||
56 | 2023.05.11 16:00 | modify | 17 | 0.10 | 146.801 | 146.101 | 148.201 | ||
57 | 2023.05.16 16:00 | t/p | 17 | 0.10 | 148.201 | 146.101 | 148.201 | 95.58 | 10364.47 |
58 | 2023.06.15 20:00 | sell | 18 | 0.10 | 153.552 | 0.000 | 0.000 | ||
59 | 2023.06.15 20:00 | modify | 18 | 0.10 | 153.552 | 154.252 | 152.152 | ||
60 | 2023.06.16 08:00 | s/l | 18 | 0.10 | 154.252 | 154.252 | 152.152 | -47.88 | 10316.59 |
61 | 2023.07.21 16:00 | sell | 19 | 0.10 | 157.613 | 0.000 | 0.000 | ||
62 | 2023.07.21 16:00 | modify | 19 | 0.10 | 157.613 | 158.313 | 156.213 | ||
63 | 2023.07.25 12:00 | t/p | 19 | 0.10 | 156.213 | 158.313 | 156.213 | 93.60 | 10410.19 |
64 | 2023.08.10 20:00 | sell | 20 | 0.10 | 158.975 | 0.000 | 0.000 | ||
65 | 2023.08.10 20:00 | modify | 20 | 0.10 | 158.975 | 159.675 | 157.575 | ||
66 | 2023.08.18 08:00 | sell | 21 | 0.10 | 157.981 | 0.000 | 0.000 | ||
67 | 2023.08.18 08:00 | modify | 21 | 0.10 | 157.981 | 158.485 | 157.575 | ||
68 | 2023.08.18 08:00 | modify | 20 | 0.10 | 158.975 | 158.485 | 157.575 | ||
69 | 2023.08.21 12:00 | s/l | 20 | 0.10 | 158.485 | 158.485 | 157.575 | 28.30 | 10438.48 |
70 | 2023.08.21 12:00 | s/l | 21 | 0.10 | 158.485 | 158.485 | 157.575 | -34.63 | 10403.86 |