Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 13518 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 845.24 | Gross profit | 2057.36 | Gross loss | -1212.11 |
Profit factor | 1.70 | Expected payoff | 19.21 | ||
Absolute drawdown | 107.86 | Maximal drawdown | 272.12 (2.51%) | Relative drawdown | 2.51% (272.12) |
Total trades | 44 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 27 (62.96%) |
Profit trades (% of total) | 27 (61.36%) | Loss trades (% of total) | 17 (38.64%) | ||
Largest | profit trade | 102.63 | loss trade | -96.28 | |
Average | profit trade | 76.20 | loss trade | -71.30 | |
Maximum | consecutive wins (profit in money) | 10 (810.14) | consecutive losses (loss in money) | 3 (-136.89) | |
Maximal | consecutive profit (count of wins) | 810.14 (10) | consecutive loss (count of losses) | -192.02 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.06 08:00 | sell | 1 | 0.10 | 141.192 | 0.000 | 0.000 | ||
2 | 2022.09.06 08:00 | modify | 1 | 0.10 | 141.192 | 142.592 | 139.692 | ||
3 | 2022.09.07 05:00 | s/l | 1 | 0.10 | 142.592 | 142.592 | 139.692 | -95.21 | 9904.79 |
4 | 2022.09.12 08:00 | sell | 2 | 0.10 | 145.264 | 0.000 | 0.000 | ||
5 | 2022.09.12 08:00 | modify | 2 | 0.10 | 145.264 | 146.664 | 143.764 | ||
6 | 2022.09.12 14:00 | sell | 3 | 0.10 | 144.353 | 0.000 | 0.000 | ||
7 | 2022.09.12 14:00 | modify | 3 | 0.10 | 144.353 | 144.889 | 143.764 | ||
8 | 2022.09.12 14:00 | modify | 2 | 0.10 | 145.264 | 144.889 | 143.764 | ||
9 | 2022.09.13 13:00 | s/l | 2 | 0.10 | 144.889 | 144.889 | 143.764 | 24.82 | 9929.62 |
10 | 2022.09.13 13:00 | s/l | 3 | 0.10 | 144.889 | 144.889 | 143.764 | -36.78 | 9892.84 |
11 | 2022.09.22 08:00 | sell | 4 | 0.10 | 143.528 | 0.000 | 0.000 | ||
12 | 2022.09.22 08:00 | modify | 4 | 0.10 | 143.528 | 144.928 | 142.028 | ||
13 | 2022.09.22 09:00 | t/p | 4 | 0.10 | 142.028 | 144.928 | 142.028 | 101.44 | 9994.28 |
14 | 2022.09.26 01:00 | buy | 5 | 0.10 | 137.623 | 0.000 | 0.000 | ||
15 | 2022.09.26 01:00 | modify | 5 | 0.10 | 137.623 | 136.223 | 139.123 | ||
16 | 2022.09.26 08:00 | t/p | 5 | 0.10 | 139.123 | 136.223 | 139.123 | 101.49 | 10095.77 |
17 | 2022.09.28 17:00 | sell | 6 | 0.10 | 139.918 | 0.000 | 0.000 | ||
18 | 2022.09.28 17:00 | modify | 6 | 0.10 | 139.918 | 141.318 | 138.418 | ||
19 | 2022.09.29 16:00 | s/l | 6 | 0.10 | 141.318 | 141.318 | 138.418 | -96.28 | 9999.49 |
20 | 2022.10.13 16:00 | sell | 7 | 0.10 | 143.903 | 0.000 | 0.000 | ||
21 | 2022.10.13 16:00 | modify | 7 | 0.10 | 143.903 | 145.303 | 142.403 | ||
22 | 2022.10.17 13:00 | s/l | 7 | 0.10 | 145.303 | 145.303 | 142.403 | -95.74 | 9903.74 |
23 | 2022.10.21 16:00 | buy | 8 | 0.10 | 144.206 | 0.000 | 0.000 | ||
24 | 2022.10.21 16:00 | modify | 8 | 0.10 | 144.206 | 142.806 | 145.706 | ||
25 | 2022.10.21 18:00 | t/p | 8 | 0.10 | 145.706 | 142.806 | 145.706 | 101.50 | 10005.24 |
26 | 2022.11.10 15:00 | buy | 9 | 0.10 | 144.436 | 0.000 | 0.000 | ||
27 | 2022.11.10 15:00 | modify | 9 | 0.10 | 144.436 | 143.036 | 145.936 | ||
28 | 2022.11.11 11:00 | s/l | 9 | 0.10 | 143.036 | 143.036 | 145.936 | -94.45 | 9910.80 |
29 | 2022.11.11 11:00 | buy | 10 | 0.10 | 143.305 | 0.000 | 0.000 | ||
30 | 2022.11.11 11:00 | modify | 10 | 0.10 | 143.305 | 141.905 | 144.805 | ||
31 | 2022.11.14 00:00 | buy | 11 | 0.10 | 144.207 | 0.000 | 0.000 | ||
32 | 2022.11.14 00:00 | modify | 11 | 0.10 | 144.207 | 143.680 | 144.805 | ||
33 | 2022.11.14 00:00 | modify | 10 | 0.10 | 143.305 | 143.680 | 144.805 | ||
34 | 2022.11.14 02:00 | s/l | 10 | 0.10 | 143.680 | 143.680 | 144.805 | 25.65 | 9936.45 |
35 | 2022.11.14 02:00 | s/l | 11 | 0.10 | 143.680 | 143.680 | 144.805 | -35.66 | 9900.79 |
36 | 2022.11.15 19:00 | buy | 12 | 0.10 | 143.742 | 0.000 | 0.000 | ||
37 | 2022.11.15 19:00 | modify | 12 | 0.10 | 143.742 | 142.342 | 145.242 | ||
38 | 2022.11.16 03:00 | t/p | 12 | 0.10 | 145.242 | 142.342 | 145.242 | 101.77 | 10002.56 |
39 | 2022.12.13 14:00 | buy | 13 | 0.10 | 143.919 | 0.000 | 0.000 | ||
40 | 2022.12.13 14:00 | modify | 13 | 0.10 | 143.919 | 142.519 | 145.419 | ||
41 | 2022.12.15 14:00 | t/p | 13 | 0.10 | 145.419 | 142.519 | 145.419 | 102.63 | 10105.20 |
42 | 2022.12.15 15:00 | sell | 14 | 0.10 | 146.334 | 0.000 | 0.000 | ||
43 | 2022.12.15 15:00 | modify | 14 | 0.10 | 146.334 | 147.734 | 144.834 | ||
44 | 2022.12.16 17:00 | t/p | 14 | 0.10 | 144.834 | 147.734 | 144.834 | 100.90 | 10206.10 |
45 | 2022.12.20 04:00 | buy | 15 | 0.10 | 141.590 | 0.000 | 0.000 | ||
46 | 2022.12.20 04:00 | modify | 15 | 0.10 | 141.590 | 140.190 | 143.090 | ||
47 | 2022.12.20 09:00 | s/l | 15 | 0.10 | 140.190 | 140.190 | 143.090 | -94.72 | 10111.38 |
48 | 2022.12.20 17:00 | buy | 16 | 0.10 | 139.417 | 0.000 | 0.000 | ||
49 | 2022.12.20 17:00 | modify | 16 | 0.10 | 139.417 | 138.017 | 140.917 | ||
50 | 2022.12.21 19:00 | buy | 17 | 0.10 | 140.328 | 0.000 | 0.000 | ||
51 | 2022.12.21 19:00 | modify | 17 | 0.10 | 140.328 | 139.792 | 140.917 | ||
52 | 2022.12.21 19:00 | modify | 16 | 0.10 | 139.417 | 139.792 | 140.917 | ||
53 | 2022.12.22 00:00 | buy | 18 | 0.10 | 140.469 | 0.000 | 0.000 | ||
54 | 2022.12.22 00:00 | modify | 18 | 0.10 | 140.469 | 140.092 | 140.917 | ||
55 | 2022.12.22 00:00 | modify | 17 | 0.10 | 140.328 | 140.092 | 140.917 | ||
56 | 2022.12.22 00:00 | modify | 16 | 0.10 | 139.417 | 140.092 | 140.917 | ||
57 | 2022.12.22 02:00 | s/l | 16 | 0.10 | 140.092 | 140.092 | 140.917 | 46.81 | 10158.19 |
58 | 2022.12.22 02:00 | s/l | 17 | 0.10 | 140.092 | 140.092 | 140.917 | -15.11 | 10143.08 |
59 | 2022.12.22 02:00 | s/l | 18 | 0.10 | 140.092 | 140.092 | 140.917 | -25.50 | 10117.58 |
60 | 2023.01.04 16:00 | sell | 19 | 0.10 | 139.970 | 0.000 | 0.000 | ||
61 | 2023.01.04 16:00 | modify | 19 | 0.10 | 139.970 | 141.370 | 138.470 | ||
62 | 2023.01.05 14:00 | s/l | 19 | 0.10 | 141.370 | 141.370 | 138.470 | -96.28 | 10021.30 |
63 | 2023.01.18 03:00 | sell | 20 | 0.10 | 140.798 | 0.000 | 0.000 | ||
64 | 2023.01.18 03:00 | modify | 20 | 0.10 | 140.798 | 142.198 | 139.298 | ||
65 | 2023.01.18 14:00 | t/p | 20 | 0.10 | 139.298 | 142.198 | 139.298 | 101.44 | 10122.74 |
66 | 2023.01.18 14:00 | buy | 21 | 0.10 | 139.147 | 0.000 | 0.000 | ||
67 | 2023.01.18 14:00 | modify | 21 | 0.10 | 139.147 | 137.747 | 140.647 | ||
68 | 2023.01.20 12:00 | t/p | 21 | 0.10 | 140.647 | 137.747 | 140.647 | 102.62 | 10225.36 |
69 | 2023.02.02 15:00 | buy | 22 | 0.10 | 140.356 | 0.000 | 0.000 | ||
70 | 2023.02.02 15:00 | modify | 22 | 0.10 | 140.356 | 138.956 | 141.856 | ||
71 | 2023.02.03 14:00 | buy | 23 | 0.10 | 140.884 | 0.000 | 0.000 | ||
72 | 2023.02.03 14:00 | modify | 23 | 0.10 | 140.884 | 140.656 | 141.856 | ||
73 | 2023.02.03 14:00 | modify | 22 | 0.10 | 140.356 | 140.656 | 141.856 | ||
74 | 2023.02.03 16:00 | t/p | 22 | 0.10 | 141.856 | 140.656 | 141.856 | 101.77 | 10327.14 |
75 | 2023.02.03 16:00 | t/p | 23 | 0.10 | 141.856 | 140.656 | 141.856 | 65.77 | 10392.91 |
76 | 2023.02.05 23:00 | sell | 24 | 0.10 | 142.234 | 0.000 | 0.000 | ||
77 | 2023.02.05 23:00 | modify | 24 | 0.10 | 142.234 | 143.634 | 140.734 | ||
78 | 2023.02.07 10:00 | sell | 25 | 0.10 | 141.176 | 0.000 | 0.000 | ||
79 | 2023.02.07 10:00 | modify | 25 | 0.10 | 141.176 | 141.559 | 140.734 | ||
80 | 2023.02.07 10:00 | modify | 24 | 0.10 | 142.234 | 141.559 | 140.734 | ||
81 | 2023.02.07 13:00 | sell | 26 | 0.10 | 141.323 | 0.000 | 0.000 | ||
82 | 2023.02.07 13:00 | modify | 26 | 0.10 | 141.323 | 141.859 | 140.734 | ||
83 | 2023.02.07 14:00 | modify | 26 | 0.10 | 141.323 | 141.559 | 140.734 | ||
84 | 2023.02.07 16:00 | t/p | 24 | 0.10 | 140.734 | 141.559 | 140.734 | 100.36 | 10493.26 |
85 | 2023.02.07 16:00 | t/p | 25 | 0.10 | 140.734 | 141.559 | 140.734 | 29.89 | 10523.15 |
86 | 2023.02.07 16:00 | t/p | 26 | 0.10 | 140.734 | 141.559 | 140.734 | 39.83 | 10562.98 |
87 | 2023.02.10 09:00 | buy | 27 | 0.10 | 140.024 | 0.000 | 0.000 | ||
88 | 2023.02.10 09:00 | modify | 27 | 0.10 | 140.024 | 138.624 | 141.524 | ||
89 | 2023.02.13 03:00 | buy | 28 | 0.10 | 140.565 | 0.000 | 0.000 | ||
90 | 2023.02.13 03:00 | modify | 28 | 0.10 | 140.565 | 140.324 | 141.524 | ||
91 | 2023.02.13 03:00 | modify | 27 | 0.10 | 140.024 | 140.324 | 141.524 | ||
92 | 2023.02.13 10:00 | t/p | 27 | 0.10 | 141.524 | 140.324 | 141.524 | 101.78 | 10664.76 |
93 | 2023.02.13 10:00 | t/p | 28 | 0.10 | 141.524 | 140.324 | 141.524 | 64.89 | 10729.65 |
94 | 2023.03.13 10:00 | buy | 29 | 0.10 | 142.196 | 0.000 | 0.000 | ||
95 | 2023.03.13 10:00 | modify | 29 | 0.10 | 142.196 | 140.796 | 143.696 | ||
96 | 2023.03.14 10:00 | t/p | 29 | 0.10 | 143.696 | 140.796 | 143.696 | 101.78 | 10831.44 |
97 | 2023.03.15 10:00 | buy | 30 | 0.10 | 143.321 | 0.000 | 0.000 | ||
98 | 2023.03.15 10:00 | modify | 30 | 0.10 | 143.321 | 141.921 | 144.821 | ||
99 | 2023.03.15 11:00 | s/l | 30 | 0.10 | 141.921 | 141.921 | 144.821 | -94.72 | 10736.72 |
100 | 2023.03.17 13:00 | buy | 31 | 0.10 | 140.589 | 0.000 | 0.000 | ||
101 | 2023.03.17 13:00 | modify | 31 | 0.10 | 140.589 | 139.189 | 142.089 | ||
102 | 2023.03.20 09:00 | s/l | 31 | 0.10 | 139.189 | 139.189 | 142.089 | -94.44 | 10642.28 |
103 | 2023.03.21 11:00 | sell | 32 | 0.10 | 142.296 | 0.000 | 0.000 | ||
104 | 2023.03.21 11:00 | modify | 32 | 0.10 | 142.296 | 143.696 | 140.796 | ||
105 | 2023.03.24 01:00 | sell | 33 | 0.10 | 141.387 | 0.000 | 0.000 | ||
106 | 2023.03.24 01:00 | modify | 33 | 0.10 | 141.387 | 141.921 | 140.796 | ||
107 | 2023.03.24 01:00 | modify | 32 | 0.10 | 142.296 | 141.921 | 140.796 | ||
108 | 2023.03.24 09:00 | t/p | 32 | 0.10 | 140.796 | 141.921 | 140.796 | 98.76 | 10741.04 |
109 | 2023.03.24 09:00 | t/p | 33 | 0.10 | 140.796 | 141.921 | 140.796 | 39.97 | 10781.01 |
110 | 2023.03.24 09:00 | buy | 34 | 0.10 | 140.248 | 0.000 | 0.000 | ||
111 | 2023.03.24 09:00 | modify | 34 | 0.10 | 140.248 | 138.848 | 141.748 | ||
112 | 2023.03.27 07:00 | buy | 35 | 0.10 | 141.316 | 0.000 | 0.000 | ||
113 | 2023.03.27 07:00 | modify | 35 | 0.10 | 141.316 | 140.923 | 141.748 | ||
114 | 2023.03.27 07:00 | modify | 34 | 0.10 | 140.248 | 140.923 | 141.748 | ||
115 | 2023.03.27 08:00 | s/l | 34 | 0.10 | 140.923 | 140.923 | 141.748 | 45.95 | 10826.96 |
116 | 2023.03.27 08:00 | s/l | 35 | 0.10 | 140.923 | 140.923 | 141.748 | -26.59 | 10800.37 |
117 | 2023.04.28 07:00 | sell | 36 | 0.10 | 149.446 | 0.000 | 0.000 | ||
118 | 2023.04.28 07:00 | modify | 36 | 0.10 | 149.446 | 150.846 | 147.946 | ||
119 | 2023.05.01 04:00 | s/l | 36 | 0.10 | 150.846 | 150.846 | 147.946 | -95.21 | 10705.16 |
120 | 2023.05.04 15:00 | buy | 37 | 0.10 | 147.326 | 0.000 | 0.000 | ||
121 | 2023.05.04 15:00 | modify | 37 | 0.10 | 147.326 | 145.926 | 148.826 | ||
122 | 2023.05.04 22:00 | buy | 38 | 0.10 | 147.852 | 0.000 | 0.000 | ||
123 | 2023.05.04 22:00 | modify | 38 | 0.10 | 147.852 | 147.626 | 148.826 | ||
124 | 2023.05.04 22:00 | modify | 37 | 0.10 | 147.326 | 147.626 | 148.826 | ||
125 | 2023.05.05 14:00 | buy | 39 | 0.10 | 148.237 | 0.000 | 0.000 | ||
126 | 2023.05.05 14:00 | modify | 39 | 0.10 | 148.237 | 147.701 | 148.826 | ||
127 | 2023.05.05 14:00 | modify | 38 | 0.10 | 147.852 | 147.701 | 148.826 | ||
128 | 2023.05.05 14:00 | modify | 37 | 0.10 | 147.326 | 147.701 | 148.826 | ||
129 | 2023.05.08 00:00 | t/p | 37 | 0.10 | 148.826 | 147.701 | 148.826 | 102.06 | 10807.22 |
130 | 2023.05.08 00:00 | t/p | 38 | 0.10 | 148.826 | 147.701 | 148.826 | 66.47 | 10873.69 |
131 | 2023.05.08 00:00 | t/p | 39 | 0.10 | 148.826 | 147.701 | 148.826 | 40.13 | 10913.82 |
132 | 2023.06.23 08:00 | buy | 40 | 0.10 | 155.324 | 0.000 | 0.000 | ||
133 | 2023.06.23 08:00 | modify | 40 | 0.10 | 155.324 | 153.924 | 156.824 | ||
134 | 2023.06.26 06:00 | buy | 41 | 0.10 | 156.380 | 0.000 | 0.000 | ||
135 | 2023.06.26 06:00 | modify | 41 | 0.10 | 156.380 | 155.999 | 156.824 | ||
136 | 2023.06.26 06:00 | modify | 40 | 0.10 | 155.324 | 155.999 | 156.824 | ||
137 | 2023.06.26 08:00 | s/l | 40 | 0.10 | 155.999 | 155.999 | 156.824 | 45.95 | 10959.77 |
138 | 2023.06.26 08:00 | s/l | 41 | 0.10 | 155.999 | 155.999 | 156.824 | -25.78 | 10933.99 |
139 | 2023.07.21 09:00 | sell | 42 | 0.10 | 157.921 | 0.000 | 0.000 | ||
140 | 2023.07.21 09:00 | modify | 42 | 0.10 | 157.921 | 159.321 | 156.421 | ||
141 | 2023.07.24 11:00 | t/p | 42 | 0.10 | 156.421 | 159.321 | 156.421 | 100.90 | 11034.89 |
142 | 2023.07.27 18:00 | buy | 43 | 0.10 | 153.424 | 0.000 | 0.000 | ||
143 | 2023.07.27 18:00 | modify | 43 | 0.10 | 153.424 | 152.024 | 154.924 | ||
144 | 2023.07.28 05:00 | s/l | 43 | 0.10 | 152.024 | 152.024 | 154.924 | -94.45 | 10940.45 |
145 | 2023.07.28 14:00 | sell | 44 | 0.10 | 154.820 | 0.000 | 0.000 | ||
146 | 2023.07.28 14:00 | modify | 44 | 0.10 | 154.820 | 156.220 | 153.320 | ||
147 | 2023.07.31 04:00 | s/l | 44 | 0.10 | 156.220 | 156.220 | 153.320 | -95.21 | 10845.24 |