Symbol | USDJPY (US 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=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 | 47445684 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 689.46 | Gross profit | 871.27 | Gross loss | -181.81 |
Profit factor | 4.79 | Expected payoff | 36.29 | ||
Absolute drawdown | 77.23 | Maximal drawdown | 266.09 (2.58%) | Relative drawdown | 2.58% (266.09) |
Total trades | 19 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 11 (54.55%) |
Profit trades (% of total) | 14 (73.68%) | Loss trades (% of total) | 5 (26.32%) | ||
Largest | profit trade | 115.45 | loss trade | -112.20 | |
Average | profit trade | 62.23 | loss trade | -36.36 | |
Maximum | consecutive wins (profit in money) | 5 (320.37) | consecutive losses (loss in money) | 3 (-59.31) | |
Maximal | consecutive profit (count of wins) | 320.37 (5) | consecutive loss (count of losses) | -122.50 (2) | |
Average | consecutive wins | 5 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.07 08:00 | sell | 1 | 0.10 | 143.899 | 0.000 | 0.000 | ||
2 | 2022.09.07 08:00 | modify | 1 | 0.10 | 143.899 | 145.399 | 142.399 | ||
3 | 2022.09.09 03:22 | sell | 2 | 0.10 | 143.286 | 0.000 | 0.000 | ||
4 | 2022.09.09 03:22 | modify | 2 | 0.10 | 143.286 | 143.449 | 142.399 | ||
5 | 2022.09.09 03:22 | modify | 1 | 0.10 | 143.899 | 143.449 | 142.399 | ||
6 | 2022.09.09 03:54 | sell | 3 | 0.10 | 143.072 | 0.000 | 0.000 | ||
7 | 2022.09.09 03:54 | modify | 3 | 0.10 | 143.072 | 143.374 | 142.399 | ||
8 | 2022.09.09 03:54 | modify | 2 | 0.10 | 143.286 | 143.374 | 142.399 | ||
9 | 2022.09.09 03:54 | modify | 1 | 0.10 | 143.899 | 143.374 | 142.399 | ||
10 | 2022.09.09 04:06 | sell | 4 | 0.10 | 142.996 | 0.000 | 0.000 | ||
11 | 2022.09.09 04:06 | modify | 4 | 0.10 | 142.996 | 143.524 | 142.399 | ||
12 | 2022.09.09 04:06 | modify | 4 | 0.10 | 142.996 | 143.374 | 142.399 | ||
13 | 2022.09.09 07:10 | t/p | 1 | 0.10 | 142.399 | 143.374 | 142.399 | 99.85 | 10099.85 |
14 | 2022.09.09 07:10 | t/p | 2 | 0.10 | 142.399 | 143.374 | 142.399 | 62.29 | 10162.14 |
15 | 2022.09.09 07:10 | t/p | 3 | 0.10 | 142.399 | 143.374 | 142.399 | 47.26 | 10209.40 |
16 | 2022.09.09 07:10 | t/p | 4 | 0.10 | 142.399 | 143.374 | 142.399 | 41.92 | 10251.32 |
17 | 2022.10.27 04:00 | buy | 5 | 0.10 | 146.152 | 0.000 | 0.000 | ||
18 | 2022.10.27 04:00 | modify | 5 | 0.10 | 146.152 | 144.652 | 147.652 | ||
19 | 2022.10.27 12:04 | buy | 6 | 0.10 | 146.753 | 0.000 | 0.000 | ||
20 | 2022.10.27 12:04 | modify | 6 | 0.10 | 146.753 | 146.602 | 147.652 | ||
21 | 2022.10.27 12:04 | modify | 5 | 0.10 | 146.152 | 146.602 | 147.652 | ||
22 | 2022.10.27 12:30 | s/l | 5 | 0.10 | 146.602 | 146.602 | 147.652 | 30.70 | 10282.02 |
23 | 2022.10.27 12:30 | s/l | 6 | 0.10 | 146.602 | 146.602 | 147.652 | -10.30 | 10271.72 |
24 | 2022.12.02 04:00 | buy | 7 | 0.10 | 135.187 | 0.000 | 0.000 | ||
25 | 2022.12.02 04:00 | modify | 7 | 0.10 | 135.187 | 133.687 | 136.687 | ||
26 | 2022.12.02 08:48 | s/l | 7 | 0.10 | 133.687 | 133.687 | 136.687 | -112.20 | 10159.52 |
27 | 2023.01.02 04:00 | buy | 8 | 0.10 | 130.926 | 0.000 | 0.000 | ||
28 | 2023.01.02 04:00 | modify | 8 | 0.10 | 130.926 | 129.426 | 132.426 | ||
29 | 2023.01.04 15:09 | buy | 9 | 0.10 | 131.537 | 0.000 | 0.000 | ||
30 | 2023.01.04 15:09 | modify | 9 | 0.10 | 131.537 | 131.376 | 132.426 | ||
31 | 2023.01.04 15:09 | modify | 8 | 0.10 | 130.926 | 131.376 | 132.426 | ||
32 | 2023.01.04 15:11 | buy | 10 | 0.10 | 131.751 | 0.000 | 0.000 | ||
33 | 2023.01.04 15:11 | modify | 10 | 0.10 | 131.751 | 131.451 | 132.426 | ||
34 | 2023.01.04 15:11 | modify | 9 | 0.10 | 131.537 | 131.451 | 132.426 | ||
35 | 2023.01.04 15:11 | modify | 8 | 0.10 | 130.926 | 131.451 | 132.426 | ||
36 | 2023.01.04 15:17 | buy | 11 | 0.10 | 131.829 | 0.000 | 0.000 | ||
37 | 2023.01.04 15:17 | modify | 11 | 0.10 | 131.829 | 131.301 | 132.426 | ||
38 | 2023.01.04 15:17 | modify | 11 | 0.10 | 131.829 | 131.451 | 132.426 | ||
39 | 2023.01.04 17:43 | t/p | 8 | 0.10 | 132.426 | 131.451 | 132.426 | 115.45 | 10274.96 |
40 | 2023.01.04 17:43 | t/p | 9 | 0.10 | 132.426 | 131.451 | 132.426 | 67.13 | 10342.09 |
41 | 2023.01.04 17:43 | t/p | 10 | 0.10 | 132.426 | 131.451 | 132.426 | 50.97 | 10393.06 |
42 | 2023.01.04 17:43 | t/p | 11 | 0.10 | 132.426 | 131.451 | 132.426 | 45.08 | 10438.14 |
43 | 2023.02.02 04:00 | buy | 12 | 0.10 | 128.637 | 0.000 | 0.000 | ||
44 | 2023.02.02 04:00 | modify | 12 | 0.10 | 128.637 | 127.137 | 130.137 | ||
45 | 2023.02.03 13:30 | buy | 13 | 0.10 | 129.243 | 0.000 | 0.000 | ||
46 | 2023.02.03 13:30 | modify | 13 | 0.10 | 129.243 | 129.087 | 130.137 | ||
47 | 2023.02.03 13:30 | modify | 12 | 0.10 | 128.637 | 129.087 | 130.137 | ||
48 | 2023.02.03 13:30 | buy | 14 | 0.10 | 129.463 | 0.000 | 0.000 | ||
49 | 2023.02.03 13:30 | modify | 14 | 0.10 | 129.463 | 129.162 | 130.137 | ||
50 | 2023.02.03 13:30 | modify | 13 | 0.10 | 129.243 | 129.162 | 130.137 | ||
51 | 2023.02.03 13:30 | modify | 12 | 0.10 | 128.637 | 129.162 | 130.137 | ||
52 | 2023.02.03 13:30 | buy | 15 | 0.10 | 129.546 | 0.000 | 0.000 | ||
53 | 2023.02.03 13:30 | modify | 15 | 0.10 | 129.546 | 129.012 | 130.137 | ||
54 | 2023.02.03 13:30 | modify | 15 | 0.10 | 129.546 | 129.162 | 130.137 | ||
55 | 2023.02.03 13:32 | s/l | 12 | 0.10 | 129.162 | 129.162 | 130.137 | 41.74 | 10479.88 |
56 | 2023.02.03 13:32 | s/l | 13 | 0.10 | 129.162 | 129.162 | 130.137 | -6.27 | 10473.61 |
57 | 2023.02.03 13:32 | s/l | 14 | 0.10 | 129.162 | 129.162 | 130.137 | -23.31 | 10450.30 |
58 | 2023.02.03 13:32 | s/l | 15 | 0.10 | 129.162 | 129.162 | 130.137 | -29.73 | 10420.57 |
59 | 2023.05.01 08:00 | sell | 16 | 0.10 | 136.716 | 0.000 | 0.000 | ||
60 | 2023.05.01 08:00 | modify | 16 | 0.10 | 136.716 | 138.216 | 135.216 | ||
61 | 2023.05.03 01:44 | sell | 17 | 0.10 | 136.116 | 0.000 | 0.000 | ||
62 | 2023.05.03 01:44 | modify | 17 | 0.10 | 136.116 | 136.266 | 135.216 | ||
63 | 2023.05.03 01:44 | modify | 16 | 0.10 | 136.716 | 136.266 | 135.216 | ||
64 | 2023.05.03 05:37 | sell | 18 | 0.10 | 135.889 | 0.000 | 0.000 | ||
65 | 2023.05.03 05:37 | modify | 18 | 0.10 | 135.889 | 136.191 | 135.216 | ||
66 | 2023.05.03 05:37 | modify | 17 | 0.10 | 136.116 | 136.191 | 135.216 | ||
67 | 2023.05.03 05:37 | modify | 16 | 0.10 | 136.716 | 136.191 | 135.216 | ||
68 | 2023.05.03 07:00 | sell | 19 | 0.10 | 135.816 | 0.000 | 0.000 | ||
69 | 2023.05.03 07:00 | modify | 19 | 0.10 | 135.816 | 136.341 | 135.216 | ||
70 | 2023.05.03 07:00 | modify | 19 | 0.10 | 135.816 | 136.191 | 135.216 | ||
71 | 2023.05.03 14:39 | t/p | 16 | 0.10 | 135.216 | 136.191 | 135.216 | 108.18 | 10528.76 |
72 | 2023.05.03 14:39 | t/p | 17 | 0.10 | 135.216 | 136.191 | 135.216 | 66.56 | 10595.32 |
73 | 2023.05.03 14:39 | t/p | 18 | 0.10 | 135.216 | 136.191 | 135.216 | 49.77 | 10645.09 |
74 | 2023.05.03 14:39 | t/p | 19 | 0.10 | 135.216 | 136.191 | 135.216 | 44.37 | 10689.46 |