Symbol | EURJPY (Euro 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=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 | 1917 | Ticks modelled | 56416486 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 694.98 | Gross profit | 1113.98 | Gross loss | -419.00 |
Profit factor | 2.66 | Expected payoff | 19.31 | ||
Absolute drawdown | 14.20 | Maximal drawdown | 250.65 (2.45%) | Relative drawdown | 2.45% (250.65) |
Total trades | 36 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 24 (66.67%) | Loss trades (% of total) | 12 (33.33%) | ||
Largest | profit trade | 96.14 | loss trade | -48.41 | |
Average | profit trade | 46.42 | loss trade | -34.92 | |
Maximum | consecutive wins (profit in money) | 5 (239.47) | consecutive losses (loss in money) | 4 (-119.60) | |
Maximal | consecutive profit (count of wins) | 239.47 (5) | consecutive loss (count of losses) | -119.60 (4) | |
Average | consecutive wins | 3 | 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 10:21 | sell | 2 | 0.10 | 143.208 | 0.000 | 0.000 | ||
4 | 2022.10.05 10:21 | modify | 2 | 0.10 | 143.208 | 143.839 | 142.509 | ||
5 | 2022.10.05 10:21 | modify | 1 | 0.10 | 143.909 | 143.839 | 142.509 | ||
6 | 2022.10.05 11:45 | sell | 3 | 0.10 | 143.062 | 0.000 | 0.000 | ||
7 | 2022.10.05 11:45 | modify | 3 | 0.10 | 143.062 | 143.559 | 142.509 | ||
8 | 2022.10.05 11:45 | modify | 2 | 0.10 | 143.208 | 143.559 | 142.509 | ||
9 | 2022.10.05 11:45 | modify | 1 | 0.10 | 143.909 | 143.559 | 142.509 | ||
10 | 2022.10.05 13:17 | sell | 4 | 0.10 | 142.924 | 0.000 | 0.000 | ||
11 | 2022.10.05 13:17 | modify | 4 | 0.10 | 142.924 | 143.419 | 142.509 | ||
12 | 2022.10.05 13:17 | modify | 3 | 0.10 | 143.062 | 143.419 | 142.509 | ||
13 | 2022.10.05 13:17 | modify | 2 | 0.10 | 143.208 | 143.419 | 142.509 | ||
14 | 2022.10.05 13:17 | modify | 1 | 0.10 | 143.909 | 143.419 | 142.509 | ||
15 | 2022.10.05 14:19 | t/p | 1 | 0.10 | 142.509 | 143.419 | 142.509 | 94.13 | 10094.13 |
16 | 2022.10.05 14:19 | t/p | 2 | 0.10 | 142.509 | 143.419 | 142.509 | 47.27 | 10141.40 |
17 | 2022.10.05 14:19 | t/p | 3 | 0.10 | 142.509 | 143.419 | 142.509 | 37.40 | 10178.80 |
18 | 2022.10.05 14:19 | t/p | 4 | 0.10 | 142.509 | 143.419 | 142.509 | 28.06 | 10206.86 |
19 | 2022.11.10 20:00 | buy | 5 | 0.10 | 144.409 | 0.000 | 0.000 | ||
20 | 2022.11.10 20:00 | modify | 5 | 0.10 | 144.409 | 143.709 | 145.809 | ||
21 | 2022.11.10 21:03 | s/l | 5 | 0.10 | 143.709 | 143.709 | 145.809 | -47.36 | 10159.50 |
22 | 2022.11.11 16:00 | buy | 6 | 0.10 | 143.620 | 0.000 | 0.000 | ||
23 | 2022.11.11 16:00 | modify | 6 | 0.10 | 143.620 | 142.920 | 145.020 | ||
24 | 2022.11.13 22:14 | buy | 7 | 0.10 | 144.330 | 0.000 | 0.000 | ||
25 | 2022.11.13 22:14 | modify | 7 | 0.10 | 144.330 | 143.690 | 145.020 | ||
26 | 2022.11.13 22:14 | modify | 6 | 0.10 | 143.620 | 143.690 | 145.020 | ||
27 | 2022.11.13 23:00 | s/l | 6 | 0.10 | 143.690 | 143.690 | 145.020 | 4.74 | 10164.24 |
28 | 2022.11.13 23:00 | s/l | 7 | 0.10 | 143.690 | 143.690 | 145.020 | -43.30 | 10120.94 |
29 | 2022.11.24 16:00 | buy | 8 | 0.10 | 144.049 | 0.000 | 0.000 | ||
30 | 2022.11.24 16:00 | modify | 8 | 0.10 | 144.049 | 143.349 | 145.449 | ||
31 | 2022.11.25 08:54 | buy | 9 | 0.10 | 144.750 | 0.000 | 0.000 | ||
32 | 2022.11.25 08:54 | modify | 9 | 0.10 | 144.750 | 144.119 | 145.449 | ||
33 | 2022.11.25 08:54 | modify | 8 | 0.10 | 144.049 | 144.119 | 145.449 | ||
34 | 2022.11.25 09:24 | buy | 10 | 0.10 | 144.890 | 0.000 | 0.000 | ||
35 | 2022.11.25 09:24 | modify | 10 | 0.10 | 144.890 | 144.399 | 145.449 | ||
36 | 2022.11.25 09:24 | modify | 9 | 0.10 | 144.750 | 144.399 | 145.449 | ||
37 | 2022.11.25 09:24 | modify | 8 | 0.10 | 144.049 | 144.399 | 145.449 | ||
38 | 2022.11.25 09:39 | buy | 11 | 0.10 | 145.029 | 0.000 | 0.000 | ||
39 | 2022.11.25 09:39 | modify | 11 | 0.10 | 145.029 | 144.539 | 145.449 | ||
40 | 2022.11.25 09:39 | modify | 10 | 0.10 | 144.890 | 144.539 | 145.449 | ||
41 | 2022.11.25 09:39 | modify | 9 | 0.10 | 144.750 | 144.539 | 145.449 | ||
42 | 2022.11.25 09:39 | modify | 8 | 0.10 | 144.049 | 144.539 | 145.449 | ||
43 | 2022.11.25 13:17 | s/l | 8 | 0.10 | 144.539 | 144.539 | 145.449 | 33.43 | 10154.38 |
44 | 2022.11.25 13:17 | s/l | 9 | 0.10 | 144.539 | 144.539 | 145.449 | -14.28 | 10140.10 |
45 | 2022.11.25 13:17 | s/l | 10 | 0.10 | 144.539 | 144.539 | 145.449 | -23.75 | 10116.35 |
46 | 2022.11.25 13:17 | s/l | 11 | 0.10 | 144.539 | 144.539 | 145.449 | -33.16 | 10083.19 |
47 | 2022.12.05 20:00 | sell | 12 | 0.10 | 143.403 | 0.000 | 0.000 | ||
48 | 2022.12.05 20:00 | modify | 12 | 0.10 | 143.403 | 144.103 | 142.003 | ||
49 | 2022.12.07 09:23 | s/l | 12 | 0.10 | 144.103 | 144.103 | 142.003 | -48.41 | 10034.77 |
50 | 2022.12.15 20:00 | sell | 13 | 0.10 | 146.450 | 0.000 | 0.000 | ||
51 | 2022.12.15 20:00 | modify | 13 | 0.10 | 146.450 | 147.150 | 145.050 | ||
52 | 2022.12.16 08:18 | sell | 14 | 0.10 | 145.745 | 0.000 | 0.000 | ||
53 | 2022.12.16 08:18 | modify | 14 | 0.10 | 145.745 | 146.380 | 145.050 | ||
54 | 2022.12.16 08:18 | modify | 13 | 0.10 | 146.450 | 146.380 | 145.050 | ||
55 | 2022.12.16 09:56 | sell | 15 | 0.10 | 145.610 | 0.000 | 0.000 | ||
56 | 2022.12.16 09:56 | modify | 15 | 0.10 | 145.610 | 146.100 | 145.050 | ||
57 | 2022.12.16 09:56 | modify | 14 | 0.10 | 145.745 | 146.100 | 145.050 | ||
58 | 2022.12.16 09:56 | modify | 13 | 0.10 | 146.450 | 146.100 | 145.050 | ||
59 | 2022.12.16 12:58 | sell | 16 | 0.10 | 145.470 | 0.000 | 0.000 | ||
60 | 2022.12.16 12:58 | modify | 16 | 0.10 | 145.470 | 145.960 | 145.050 | ||
61 | 2022.12.16 12:58 | modify | 15 | 0.10 | 145.610 | 145.960 | 145.050 | ||
62 | 2022.12.16 12:58 | modify | 14 | 0.10 | 145.745 | 145.960 | 145.050 | ||
63 | 2022.12.16 12:58 | modify | 13 | 0.10 | 146.450 | 145.960 | 145.050 | ||
64 | 2022.12.16 15:44 | t/p | 13 | 0.10 | 145.050 | 145.960 | 145.050 | 94.13 | 10128.91 |
65 | 2022.12.16 15:44 | t/p | 14 | 0.10 | 145.050 | 145.960 | 145.050 | 47.00 | 10175.91 |
66 | 2022.12.16 15:44 | t/p | 15 | 0.10 | 145.050 | 145.960 | 145.050 | 37.87 | 10213.78 |
67 | 2022.12.16 15:44 | t/p | 16 | 0.10 | 145.050 | 145.960 | 145.050 | 28.40 | 10242.18 |
68 | 2023.01.23 20:00 | sell | 17 | 0.10 | 141.888 | 0.000 | 0.000 | ||
69 | 2023.01.23 20:00 | modify | 17 | 0.10 | 141.888 | 142.588 | 140.488 | ||
70 | 2023.01.25 10:09 | sell | 18 | 0.10 | 141.188 | 0.000 | 0.000 | ||
71 | 2023.01.25 10:09 | modify | 18 | 0.10 | 141.188 | 141.818 | 140.488 | ||
72 | 2023.01.25 10:09 | modify | 17 | 0.10 | 141.888 | 141.818 | 140.488 | ||
73 | 2023.01.25 11:12 | sell | 19 | 0.10 | 141.046 | 0.000 | 0.000 | ||
74 | 2023.01.25 11:12 | modify | 19 | 0.10 | 141.046 | 141.538 | 140.488 | ||
75 | 2023.01.25 11:12 | modify | 18 | 0.10 | 141.188 | 141.538 | 140.488 | ||
76 | 2023.01.25 11:12 | modify | 17 | 0.10 | 141.888 | 141.538 | 140.488 | ||
77 | 2023.01.25 11:17 | sell | 20 | 0.10 | 140.907 | 0.000 | 0.000 | ||
78 | 2023.01.25 11:17 | modify | 20 | 0.10 | 140.907 | 141.398 | 140.488 | ||
79 | 2023.01.25 11:17 | modify | 19 | 0.10 | 141.046 | 141.398 | 140.488 | ||
80 | 2023.01.25 11:17 | modify | 18 | 0.10 | 141.188 | 141.398 | 140.488 | ||
81 | 2023.01.25 11:17 | modify | 17 | 0.10 | 141.888 | 141.398 | 140.488 | ||
82 | 2023.01.25 14:47 | s/l | 17 | 0.10 | 141.398 | 141.398 | 140.488 | 32.07 | 10274.24 |
83 | 2023.01.25 14:47 | s/l | 18 | 0.10 | 141.398 | 141.398 | 140.488 | -14.20 | 10260.04 |
84 | 2023.01.25 14:47 | s/l | 19 | 0.10 | 141.398 | 141.398 | 140.488 | -23.80 | 10236.24 |
85 | 2023.01.25 14:47 | s/l | 20 | 0.10 | 141.398 | 141.398 | 140.488 | -33.20 | 10203.04 |
86 | 2023.04.05 20:00 | buy | 21 | 0.10 | 143.119 | 0.000 | 0.000 | ||
87 | 2023.04.05 20:00 | modify | 21 | 0.10 | 143.119 | 142.419 | 144.519 | ||
88 | 2023.04.06 14:11 | buy | 22 | 0.10 | 143.819 | 0.000 | 0.000 | ||
89 | 2023.04.06 14:11 | modify | 22 | 0.10 | 143.819 | 143.189 | 144.519 | ||
90 | 2023.04.06 14:11 | modify | 21 | 0.10 | 143.119 | 143.189 | 144.519 | ||
91 | 2023.04.06 14:57 | buy | 23 | 0.10 | 143.959 | 0.000 | 0.000 | ||
92 | 2023.04.06 14:57 | modify | 23 | 0.10 | 143.959 | 143.469 | 144.519 | ||
93 | 2023.04.06 14:57 | modify | 22 | 0.10 | 143.819 | 143.469 | 144.519 | ||
94 | 2023.04.06 14:57 | modify | 21 | 0.10 | 143.119 | 143.469 | 144.519 | ||
95 | 2023.04.07 12:40 | buy | 24 | 0.10 | 144.100 | 0.000 | 0.000 | ||
96 | 2023.04.07 12:40 | modify | 24 | 0.10 | 144.100 | 143.609 | 144.519 | ||
97 | 2023.04.07 12:40 | modify | 23 | 0.10 | 143.959 | 143.609 | 144.519 | ||
98 | 2023.04.07 12:40 | modify | 22 | 0.10 | 143.819 | 143.609 | 144.519 | ||
99 | 2023.04.07 12:40 | modify | 21 | 0.10 | 143.119 | 143.609 | 144.519 | ||
100 | 2023.04.10 00:37 | t/p | 21 | 0.10 | 144.519 | 143.609 | 144.519 | 96.14 | 10299.18 |
101 | 2023.04.10 00:37 | t/p | 22 | 0.10 | 144.519 | 143.609 | 144.519 | 47.93 | 10347.10 |
102 | 2023.04.10 00:37 | t/p | 23 | 0.10 | 144.519 | 143.609 | 144.519 | 38.46 | 10385.56 |
103 | 2023.04.10 00:37 | t/p | 24 | 0.10 | 144.519 | 143.609 | 144.519 | 28.63 | 10414.19 |
104 | 2023.05.10 20:00 | buy | 25 | 0.10 | 147.573 | 0.000 | 0.000 | ||
105 | 2023.05.10 20:00 | modify | 25 | 0.10 | 147.573 | 146.873 | 148.973 | ||
106 | 2023.05.11 06:57 | s/l | 25 | 0.10 | 146.873 | 146.873 | 148.973 | -46.51 | 10367.68 |
107 | 2023.05.11 16:00 | buy | 26 | 0.10 | 146.801 | 0.000 | 0.000 | ||
108 | 2023.05.11 16:00 | modify | 26 | 0.10 | 146.801 | 146.101 | 148.201 | ||
109 | 2023.05.15 00:16 | buy | 27 | 0.10 | 147.502 | 0.000 | 0.000 | ||
110 | 2023.05.15 00:16 | modify | 27 | 0.10 | 147.502 | 146.871 | 148.201 | ||
111 | 2023.05.15 00:16 | modify | 26 | 0.10 | 146.801 | 146.871 | 148.201 | ||
112 | 2023.05.15 02:20 | buy | 28 | 0.10 | 147.642 | 0.000 | 0.000 | ||
113 | 2023.05.15 02:20 | modify | 28 | 0.10 | 147.642 | 147.151 | 148.201 | ||
114 | 2023.05.15 02:20 | modify | 27 | 0.10 | 147.502 | 147.151 | 148.201 | ||
115 | 2023.05.15 02:20 | modify | 26 | 0.10 | 146.801 | 147.151 | 148.201 | ||
116 | 2023.05.15 03:35 | buy | 29 | 0.10 | 147.782 | 0.000 | 0.000 | ||
117 | 2023.05.15 03:35 | modify | 29 | 0.10 | 147.782 | 147.291 | 148.201 | ||
118 | 2023.05.15 03:35 | modify | 28 | 0.10 | 147.642 | 147.291 | 148.201 | ||
119 | 2023.05.15 03:35 | modify | 27 | 0.10 | 147.502 | 147.291 | 148.201 | ||
120 | 2023.05.15 03:35 | modify | 26 | 0.10 | 146.801 | 147.291 | 148.201 | ||
121 | 2023.05.16 13:02 | t/p | 26 | 0.10 | 148.201 | 147.291 | 148.201 | 95.58 | 10463.26 |
122 | 2023.05.16 13:02 | t/p | 27 | 0.10 | 148.201 | 147.291 | 148.201 | 47.57 | 10510.83 |
123 | 2023.05.16 13:02 | t/p | 28 | 0.10 | 148.201 | 147.291 | 148.201 | 38.10 | 10548.94 |
124 | 2023.05.16 13:02 | t/p | 29 | 0.10 | 148.201 | 147.291 | 148.201 | 28.63 | 10577.57 |
125 | 2023.06.15 20:00 | sell | 30 | 0.10 | 153.552 | 0.000 | 0.000 | ||
126 | 2023.06.15 20:00 | modify | 30 | 0.10 | 153.552 | 154.252 | 152.152 | ||
127 | 2023.06.16 06:31 | s/l | 30 | 0.10 | 154.252 | 154.252 | 152.152 | -47.88 | 10529.69 |
128 | 2023.07.21 16:00 | sell | 31 | 0.10 | 157.613 | 0.000 | 0.000 | ||
129 | 2023.07.21 16:00 | modify | 31 | 0.10 | 157.613 | 158.313 | 156.213 | ||
130 | 2023.07.24 07:30 | sell | 32 | 0.10 | 156.911 | 0.000 | 0.000 | ||
131 | 2023.07.24 07:30 | modify | 32 | 0.10 | 156.911 | 157.543 | 156.213 | ||
132 | 2023.07.24 07:30 | modify | 31 | 0.10 | 157.613 | 157.543 | 156.213 | ||
133 | 2023.07.24 07:30 | sell | 33 | 0.10 | 156.771 | 0.000 | 0.000 | ||
134 | 2023.07.24 07:30 | modify | 33 | 0.10 | 156.771 | 157.263 | 156.213 | ||
135 | 2023.07.24 07:30 | modify | 32 | 0.10 | 156.911 | 157.263 | 156.213 | ||
136 | 2023.07.24 07:30 | modify | 31 | 0.10 | 157.613 | 157.263 | 156.213 | ||
137 | 2023.07.24 07:34 | sell | 34 | 0.10 | 156.633 | 0.000 | 0.000 | ||
138 | 2023.07.24 07:34 | modify | 34 | 0.10 | 156.633 | 157.123 | 156.213 | ||
139 | 2023.07.24 07:34 | modify | 33 | 0.10 | 156.771 | 157.123 | 156.213 | ||
140 | 2023.07.24 07:34 | modify | 32 | 0.10 | 156.911 | 157.123 | 156.213 | ||
141 | 2023.07.24 07:34 | modify | 31 | 0.10 | 157.613 | 157.123 | 156.213 | ||
142 | 2023.07.25 09:47 | t/p | 31 | 0.10 | 156.213 | 157.123 | 156.213 | 93.60 | 10623.29 |
143 | 2023.07.25 09:47 | t/p | 32 | 0.10 | 156.213 | 157.123 | 156.213 | 46.66 | 10669.95 |
144 | 2023.07.25 09:47 | t/p | 33 | 0.10 | 156.213 | 157.123 | 156.213 | 37.19 | 10707.15 |
145 | 2023.07.25 09:47 | t/p | 34 | 0.10 | 156.213 | 157.123 | 156.213 | 27.86 | 10735.01 |
146 | 2023.08.10 20:00 | sell | 35 | 0.10 | 158.975 | 0.000 | 0.000 | ||
147 | 2023.08.10 20:00 | modify | 35 | 0.10 | 158.975 | 159.675 | 157.575 | ||
148 | 2023.08.14 01:03 | sell | 36 | 0.10 | 158.275 | 0.000 | 0.000 | ||
149 | 2023.08.14 01:03 | modify | 36 | 0.10 | 158.275 | 158.905 | 157.575 | ||
150 | 2023.08.14 01:03 | modify | 35 | 0.10 | 158.975 | 158.905 | 157.575 | ||
151 | 2023.08.15 06:15 | s/l | 35 | 0.10 | 158.905 | 158.905 | 157.575 | 3.12 | 10738.13 |
152 | 2023.08.15 06:15 | s/l | 36 | 0.10 | 158.905 | 158.905 | 157.575 | -43.15 | 10694.98 |