Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 7259 | Ticks modelled | 158585 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 485.39 | Gross profit | 543.83 | Gross loss | -58.44 |
Profit factor | 9.31 | Expected payoff | 32.36 | ||
Absolute drawdown | 100.54 | Maximal drawdown | 137.17 (1.33%) | Relative drawdown | 1.33% (137.17) |
Total trades | 15 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 11 (73.33%) | Loss trades (% of total) | 4 (26.67%) | ||
Largest | profit trade | 89.09 | loss trade | -14.82 | |
Average | profit trade | 49.44 | loss trade | -14.61 | |
Maximum | consecutive wins (profit in money) | 6 (319.92) | consecutive losses (loss in money) | 2 (-29.64) | |
Maximal | consecutive profit (count of wins) | 319.92 (6) | consecutive loss (count of losses) | -29.64 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.11.04 16:00 | sell | 1 | 0.10 | 145.673 | 0.000 | 0.000 | ||
2 | 2022.11.04 16:00 | modify | 1 | 0.10 | 145.673 | 147.173 | 144.373 | ||
3 | 2022.11.10 14:46 | t/p | 1 | 0.10 | 144.373 | 147.173 | 144.373 | 84.69 | 10084.69 |
4 | 2022.12.13 16:00 | buy | 2 | 0.10 | 143.821 | 0.000 | 0.000 | ||
5 | 2022.12.13 16:00 | modify | 2 | 0.10 | 143.821 | 142.321 | 145.121 | ||
6 | 2022.12.14 19:52 | buy | 3 | 0.10 | 144.345 | 0.000 | 0.000 | ||
7 | 2022.12.14 19:52 | modify | 3 | 0.10 | 144.345 | 144.016 | 145.121 | ||
8 | 2022.12.14 19:52 | buy | 4 | 0.10 | 144.345 | 0.000 | 0.000 | ||
9 | 2022.12.14 19:52 | modify | 4 | 0.10 | 144.345 | 144.146 | 145.121 | ||
10 | 2022.12.14 19:52 | modify | 2 | 0.10 | 143.821 | 144.146 | 145.121 | ||
11 | 2022.12.14 19:55 | modify | 3 | 0.10 | 144.345 | 144.146 | 145.121 | ||
12 | 2022.12.15 08:25 | buy | 5 | 0.10 | 144.884 | 0.000 | 0.000 | ||
13 | 2022.12.15 08:25 | modify | 5 | 0.10 | 144.884 | 144.406 | 145.121 | ||
14 | 2022.12.15 08:25 | modify | 4 | 0.10 | 144.345 | 144.406 | 145.121 | ||
15 | 2022.12.15 08:25 | modify | 3 | 0.10 | 144.345 | 144.406 | 145.121 | ||
16 | 2022.12.15 08:25 | modify | 2 | 0.10 | 143.821 | 144.406 | 145.121 | ||
17 | 2022.12.15 09:03 | t/p | 2 | 0.10 | 145.121 | 144.406 | 145.121 | 89.09 | 10173.78 |
18 | 2022.12.15 09:03 | t/p | 3 | 0.10 | 145.121 | 144.406 | 145.121 | 53.35 | 10227.13 |
19 | 2022.12.15 09:03 | t/p | 4 | 0.10 | 145.121 | 144.406 | 145.121 | 53.35 | 10280.48 |
20 | 2022.12.15 09:03 | t/p | 5 | 0.10 | 145.121 | 144.406 | 145.121 | 16.03 | 10296.51 |
21 | 2023.05.10 16:00 | buy | 6 | 0.10 | 147.538 | 0.000 | 0.000 | ||
22 | 2023.05.10 16:00 | modify | 6 | 0.10 | 147.538 | 146.038 | 148.838 | ||
23 | 2023.05.15 06:02 | buy | 7 | 0.10 | 148.082 | 0.000 | 0.000 | ||
24 | 2023.05.15 06:02 | modify | 7 | 0.10 | 148.082 | 147.733 | 148.838 | ||
25 | 2023.05.15 06:02 | buy | 8 | 0.10 | 148.082 | 0.000 | 0.000 | ||
26 | 2023.05.15 06:02 | modify | 8 | 0.10 | 148.082 | 147.863 | 148.838 | ||
27 | 2023.05.15 06:02 | modify | 6 | 0.10 | 147.538 | 147.863 | 148.838 | ||
28 | 2023.05.15 06:05 | modify | 7 | 0.10 | 148.082 | 147.863 | 148.838 | ||
29 | 2023.05.15 06:20 | s/l | 6 | 0.10 | 147.863 | 147.863 | 148.838 | 23.41 | 10319.92 |
30 | 2023.05.15 06:20 | s/l | 7 | 0.10 | 147.863 | 147.863 | 148.838 | -14.82 | 10305.10 |
31 | 2023.05.15 06:20 | s/l | 8 | 0.10 | 147.863 | 147.863 | 148.838 | -14.82 | 10290.28 |
32 | 2023.06.21 16:00 | sell | 9 | 0.10 | 155.590 | 0.000 | 0.000 | ||
33 | 2023.06.21 16:00 | modify | 9 | 0.10 | 155.590 | 157.090 | 154.290 | ||
34 | 2023.06.23 07:46 | sell | 10 | 0.10 | 155.052 | 0.000 | 0.000 | ||
35 | 2023.06.23 07:46 | modify | 10 | 0.10 | 155.052 | 155.395 | 154.290 | ||
36 | 2023.06.23 07:46 | sell | 11 | 0.10 | 155.052 | 0.000 | 0.000 | ||
37 | 2023.06.23 07:46 | modify | 11 | 0.10 | 155.052 | 155.265 | 154.290 | ||
38 | 2023.06.23 07:46 | modify | 9 | 0.10 | 155.590 | 155.265 | 154.290 | ||
39 | 2023.06.23 07:50 | modify | 10 | 0.10 | 155.052 | 155.265 | 154.290 | ||
40 | 2023.06.23 07:56 | s/l | 9 | 0.10 | 155.265 | 155.265 | 154.290 | 19.83 | 10310.11 |
41 | 2023.06.23 07:56 | s/l | 10 | 0.10 | 155.265 | 155.265 | 154.290 | -14.40 | 10295.71 |
42 | 2023.06.23 07:56 | s/l | 11 | 0.10 | 155.265 | 155.265 | 154.290 | -14.40 | 10281.31 |
43 | 2023.08.21 16:00 | sell | 12 | 0.10 | 159.251 | 0.000 | 0.000 | ||
44 | 2023.08.21 16:00 | modify | 12 | 0.10 | 159.251 | 160.751 | 157.951 | ||
45 | 2023.08.22 09:50 | sell | 13 | 0.10 | 158.707 | 0.000 | 0.000 | ||
46 | 2023.08.22 09:50 | modify | 13 | 0.10 | 158.707 | 159.056 | 157.951 | ||
47 | 2023.08.22 09:50 | sell | 14 | 0.10 | 158.707 | 0.000 | 0.000 | ||
48 | 2023.08.22 09:50 | modify | 14 | 0.10 | 158.707 | 158.926 | 157.951 | ||
49 | 2023.08.22 09:50 | modify | 12 | 0.10 | 159.251 | 158.926 | 157.951 | ||
50 | 2023.08.22 09:52 | modify | 13 | 0.10 | 158.707 | 158.926 | 157.951 | ||
51 | 2023.08.22 14:45 | sell | 15 | 0.10 | 158.197 | 0.000 | 0.000 | ||
52 | 2023.08.22 14:45 | modify | 15 | 0.10 | 158.197 | 158.666 | 157.951 | ||
53 | 2023.08.22 14:45 | modify | 14 | 0.10 | 158.707 | 158.666 | 157.951 | ||
54 | 2023.08.22 14:45 | modify | 13 | 0.10 | 158.707 | 158.666 | 157.951 | ||
55 | 2023.08.22 14:45 | modify | 12 | 0.10 | 159.251 | 158.666 | 157.951 | ||
56 | 2023.08.23 01:02 | t/p | 12 | 0.10 | 157.951 | 158.666 | 157.951 | 86.83 | 10368.13 |
57 | 2023.08.23 01:02 | t/p | 13 | 0.10 | 157.951 | 158.666 | 157.951 | 50.58 | 10418.72 |
58 | 2023.08.23 01:02 | t/p | 14 | 0.10 | 157.951 | 158.666 | 157.951 | 50.58 | 10469.30 |
59 | 2023.08.23 01:02 | t/p | 15 | 0.10 | 157.951 | 158.666 | 157.951 | 16.09 | 10485.39 |