Symbol | AUDJPY (Australian Dollar 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1369.61 | Gross profit | 2483.67 | Gross loss | -1114.07 |
Profit factor | 2.23 | Expected payoff | 31.85 | ||
Absolute drawdown | 83.28 | Maximal drawdown | 476.64 (4.45%) | Relative drawdown | 4.45% (476.64) |
Total trades | 43 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 24 (70.83%) |
Profit trades (% of total) | 29 (67.44%) | Loss trades (% of total) | 14 (32.56%) | ||
Largest | profit trade | 106.05 | loss trade | -119.07 | |
Average | profit trade | 85.64 | loss trade | -79.58 | |
Maximum | consecutive wins (profit in money) | 8 (712.58) | consecutive losses (loss in money) | 5 (-417.21) | |
Maximal | consecutive profit (count of wins) | 712.58 (8) | consecutive loss (count of losses) | -417.21 (5) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.07 12:00 | sell | 1 | 0.10 | 97.149 | 0.000 | 0.000 | ||
2 | 2022.09.07 12:00 | modify | 1 | 0.10 | 97.149 | 98.649 | 95.649 | ||
3 | 2022.09.16 12:00 | t/p | 1 | 0.10 | 95.649 | 98.649 | 95.649 | 94.51 | 10094.51 |
4 | 2022.09.28 08:00 | buy | 2 | 0.10 | 92.442 | 0.000 | 0.000 | ||
5 | 2022.09.28 08:00 | modify | 2 | 0.10 | 92.442 | 90.942 | 93.942 | ||
6 | 2022.09.28 20:00 | t/p | 2 | 0.10 | 93.942 | 90.942 | 93.942 | 101.50 | 10196.01 |
7 | 2022.09.30 20:00 | buy | 3 | 0.10 | 92.594 | 0.000 | 0.000 | ||
8 | 2022.09.30 20:00 | modify | 3 | 0.10 | 92.594 | 91.094 | 94.094 | ||
9 | 2022.10.03 16:00 | t/p | 3 | 0.10 | 94.094 | 91.094 | 94.094 | 101.95 | 10297.95 |
10 | 2022.10.03 20:00 | sell | 4 | 0.10 | 94.241 | 0.000 | 0.000 | ||
11 | 2022.10.03 20:00 | modify | 4 | 0.10 | 94.241 | 95.741 | 92.741 | ||
12 | 2022.10.06 20:00 | t/p | 4 | 0.10 | 92.741 | 95.741 | 92.741 | 98.28 | 10396.23 |
13 | 2022.10.10 08:00 | buy | 5 | 0.10 | 91.785 | 0.000 | 0.000 | ||
14 | 2022.10.10 08:00 | modify | 5 | 0.10 | 91.785 | 90.285 | 93.285 | ||
15 | 2022.10.13 20:00 | buy | 6 | 0.10 | 92.713 | 0.000 | 0.000 | ||
16 | 2022.10.13 20:00 | modify | 6 | 0.10 | 92.713 | 92.235 | 93.285 | ||
17 | 2022.10.13 20:00 | modify | 5 | 0.10 | 91.785 | 92.235 | 93.285 | ||
18 | 2022.10.14 04:00 | t/p | 5 | 0.10 | 93.285 | 92.235 | 93.285 | 104.22 | 10500.45 |
19 | 2022.10.14 04:00 | t/p | 6 | 0.10 | 93.285 | 92.235 | 93.285 | 39.16 | 10539.61 |
20 | 2022.10.14 04:00 | sell | 7 | 0.10 | 93.305 | 0.000 | 0.000 | ||
21 | 2022.10.14 04:00 | modify | 7 | 0.10 | 93.305 | 94.805 | 91.805 | ||
22 | 2022.10.20 16:00 | s/l | 7 | 0.10 | 94.805 | 94.805 | 91.805 | -105.21 | 10434.40 |
23 | 2022.10.20 16:00 | sell | 8 | 0.10 | 94.913 | 0.000 | 0.000 | ||
24 | 2022.10.20 16:00 | modify | 8 | 0.10 | 94.913 | 96.413 | 93.413 | ||
25 | 2022.10.21 16:00 | t/p | 8 | 0.10 | 93.413 | 96.413 | 93.413 | 100.80 | 10535.20 |
26 | 2022.10.21 16:00 | buy | 9 | 0.10 | 93.168 | 0.000 | 0.000 | ||
27 | 2022.10.21 16:00 | modify | 9 | 0.10 | 93.168 | 91.668 | 94.668 | ||
28 | 2022.10.24 00:00 | t/p | 9 | 0.10 | 94.668 | 91.668 | 94.668 | 101.95 | 10637.14 |
29 | 2022.10.26 08:00 | sell | 10 | 0.10 | 95.170 | 0.000 | 0.000 | ||
30 | 2022.10.26 08:00 | modify | 10 | 0.10 | 95.170 | 96.670 | 93.670 | ||
31 | 2022.10.28 08:00 | sell | 11 | 0.10 | 94.396 | 0.000 | 0.000 | ||
32 | 2022.10.28 08:00 | modify | 11 | 0.10 | 94.396 | 94.795 | 93.670 | ||
33 | 2022.10.28 08:00 | modify | 10 | 0.10 | 95.170 | 94.795 | 93.670 | ||
34 | 2022.10.28 12:00 | s/l | 10 | 0.10 | 94.795 | 94.795 | 93.670 | 22.83 | 10659.97 |
35 | 2022.10.28 12:00 | s/l | 11 | 0.10 | 94.795 | 94.795 | 93.670 | -26.99 | 10632.98 |
36 | 2022.11.03 04:00 | buy | 12 | 0.10 | 93.783 | 0.000 | 0.000 | ||
37 | 2022.11.03 04:00 | modify | 12 | 0.10 | 93.783 | 92.283 | 95.283 | ||
38 | 2022.11.28 08:00 | s/l | 12 | 0.10 | 92.283 | 92.283 | 95.283 | -91.02 | 10541.96 |
39 | 2022.12.01 20:00 | buy | 13 | 0.10 | 92.255 | 0.000 | 0.000 | ||
40 | 2022.12.01 20:00 | modify | 13 | 0.10 | 92.255 | 90.755 | 93.755 | ||
41 | 2022.12.20 04:00 | s/l | 13 | 0.10 | 90.755 | 90.755 | 93.755 | -93.75 | 10448.21 |
42 | 2022.12.20 04:00 | buy | 14 | 0.10 | 89.020 | 0.000 | 0.000 | ||
43 | 2022.12.20 04:00 | modify | 14 | 0.10 | 89.020 | 87.520 | 90.520 | ||
44 | 2022.12.20 20:00 | s/l | 14 | 0.10 | 87.520 | 87.520 | 90.520 | -101.49 | 10346.72 |
45 | 2022.12.22 08:00 | sell | 15 | 0.10 | 89.218 | 0.000 | 0.000 | ||
46 | 2022.12.22 08:00 | modify | 15 | 0.10 | 89.218 | 90.718 | 87.718 | ||
47 | 2022.12.28 12:00 | s/l | 15 | 0.10 | 90.718 | 90.718 | 87.718 | -103.96 | 10242.76 |
48 | 2022.12.28 12:00 | sell | 16 | 0.10 | 90.825 | 0.000 | 0.000 | ||
49 | 2022.12.28 12:00 | modify | 16 | 0.10 | 90.825 | 92.325 | 89.325 | ||
50 | 2022.12.30 20:00 | t/p | 16 | 0.10 | 89.325 | 92.325 | 89.325 | 98.91 | 10341.67 |
51 | 2023.01.03 04:00 | buy | 17 | 0.10 | 88.682 | 0.000 | 0.000 | ||
52 | 2023.01.03 04:00 | modify | 17 | 0.10 | 88.682 | 87.182 | 90.182 | ||
53 | 2023.01.04 16:00 | t/p | 17 | 0.10 | 90.182 | 87.182 | 90.182 | 101.95 | 10443.62 |
54 | 2023.01.09 12:00 | sell | 18 | 0.10 | 91.612 | 0.000 | 0.000 | ||
55 | 2023.01.09 12:00 | modify | 18 | 0.10 | 91.612 | 93.112 | 90.112 | ||
56 | 2023.01.12 16:00 | t/p | 18 | 0.10 | 90.112 | 93.112 | 90.112 | 98.28 | 10541.89 |
57 | 2023.01.12 16:00 | buy | 19 | 0.10 | 90.041 | 0.000 | 0.000 | ||
58 | 2023.01.12 16:00 | modify | 19 | 0.10 | 90.041 | 88.541 | 91.541 | ||
59 | 2023.01.18 04:00 | t/p | 19 | 0.10 | 91.541 | 88.541 | 91.541 | 103.31 | 10645.21 |
60 | 2023.01.18 04:00 | sell | 20 | 0.10 | 91.602 | 0.000 | 0.000 | ||
61 | 2023.01.18 04:00 | modify | 20 | 0.10 | 91.602 | 93.102 | 90.102 | ||
62 | 2023.01.18 16:00 | t/p | 20 | 0.10 | 90.102 | 93.102 | 90.102 | 101.44 | 10746.65 |
63 | 2023.01.19 04:00 | buy | 21 | 0.10 | 88.625 | 0.000 | 0.000 | ||
64 | 2023.01.19 04:00 | modify | 21 | 0.10 | 88.625 | 87.125 | 90.125 | ||
65 | 2023.01.20 16:00 | t/p | 21 | 0.10 | 90.125 | 87.125 | 90.125 | 101.95 | 10848.59 |
66 | 2023.01.23 08:00 | sell | 22 | 0.10 | 90.842 | 0.000 | 0.000 | ||
67 | 2023.01.23 08:00 | modify | 22 | 0.10 | 90.842 | 92.342 | 89.342 | ||
68 | 2023.01.25 04:00 | s/l | 22 | 0.10 | 92.342 | 92.342 | 89.342 | -102.70 | 10745.89 |
69 | 2023.01.25 04:00 | sell | 23 | 0.10 | 92.632 | 0.000 | 0.000 | ||
70 | 2023.01.25 04:00 | modify | 23 | 0.10 | 92.632 | 94.132 | 91.132 | ||
71 | 2023.01.26 00:00 | sell | 24 | 0.10 | 91.867 | 0.000 | 0.000 | ||
72 | 2023.01.26 00:00 | modify | 24 | 0.10 | 91.867 | 92.257 | 91.132 | ||
73 | 2023.01.26 00:00 | modify | 23 | 0.10 | 92.632 | 92.257 | 91.132 | ||
74 | 2023.01.26 12:00 | s/l | 23 | 0.10 | 92.257 | 92.257 | 91.132 | 23.47 | 10769.36 |
75 | 2023.01.26 12:00 | s/l | 24 | 0.10 | 92.257 | 92.257 | 91.132 | -26.37 | 10742.99 |
76 | 2023.02.13 12:00 | sell | 25 | 0.10 | 91.965 | 0.000 | 0.000 | ||
77 | 2023.02.13 12:00 | modify | 25 | 0.10 | 91.965 | 93.465 | 90.465 | ||
78 | 2023.03.07 08:00 | sell | 26 | 0.10 | 91.038 | 0.000 | 0.000 | ||
79 | 2023.03.07 08:00 | modify | 26 | 0.10 | 91.038 | 91.515 | 90.465 | ||
80 | 2023.03.07 08:00 | modify | 25 | 0.10 | 91.965 | 91.515 | 90.465 | ||
81 | 2023.03.07 16:00 | t/p | 25 | 0.10 | 90.465 | 91.515 | 90.465 | 87.57 | 10830.56 |
82 | 2023.03.07 16:00 | t/p | 26 | 0.10 | 90.465 | 91.515 | 90.465 | 38.75 | 10869.31 |
83 | 2023.03.07 16:00 | buy | 27 | 0.10 | 90.387 | 0.000 | 0.000 | ||
84 | 2023.03.07 16:00 | modify | 27 | 0.10 | 90.387 | 88.887 | 91.887 | ||
85 | 2023.03.10 20:00 | s/l | 27 | 0.10 | 88.887 | 88.887 | 91.887 | -99.21 | 10770.09 |
86 | 2023.03.15 08:00 | sell | 28 | 0.10 | 90.048 | 0.000 | 0.000 | ||
87 | 2023.03.15 08:00 | modify | 28 | 0.10 | 90.048 | 91.548 | 88.548 | ||
88 | 2023.03.15 16:00 | t/p | 28 | 0.10 | 88.548 | 91.548 | 88.548 | 101.43 | 10871.52 |
89 | 2023.03.15 16:00 | buy | 29 | 0.10 | 87.820 | 0.000 | 0.000 | ||
90 | 2023.03.15 16:00 | modify | 29 | 0.10 | 87.820 | 86.320 | 89.320 | ||
91 | 2023.03.17 04:00 | t/p | 29 | 0.10 | 89.320 | 86.320 | 89.320 | 103.32 | 10974.84 |
92 | 2023.03.23 20:00 | buy | 30 | 0.10 | 87.304 | 0.000 | 0.000 | ||
93 | 2023.03.23 20:00 | modify | 30 | 0.10 | 87.304 | 85.804 | 88.804 | ||
94 | 2023.03.29 04:00 | buy | 31 | 0.10 | 88.218 | 0.000 | 0.000 | ||
95 | 2023.03.29 04:00 | modify | 31 | 0.10 | 88.218 | 87.754 | 88.804 | ||
96 | 2023.03.29 04:00 | modify | 30 | 0.10 | 87.304 | 87.754 | 88.804 | ||
97 | 2023.03.30 00:00 | t/p | 30 | 0.10 | 88.804 | 87.754 | 88.804 | 104.68 | 11079.52 |
98 | 2023.03.30 00:00 | t/p | 31 | 0.10 | 88.804 | 87.754 | 88.804 | 41.02 | 11120.54 |
99 | 2023.04.05 08:00 | buy | 32 | 0.10 | 88.171 | 0.000 | 0.000 | ||
100 | 2023.04.05 08:00 | modify | 32 | 0.10 | 88.171 | 86.671 | 89.671 | ||
101 | 2023.04.13 12:00 | t/p | 32 | 0.10 | 89.671 | 86.671 | 89.671 | 106.05 | 11226.59 |
102 | 2023.04.25 16:00 | buy | 33 | 0.10 | 88.789 | 0.000 | 0.000 | ||
103 | 2023.04.25 16:00 | modify | 33 | 0.10 | 88.789 | 87.289 | 90.289 | ||
104 | 2023.04.28 08:00 | buy | 34 | 0.10 | 89.541 | 0.000 | 0.000 | ||
105 | 2023.04.28 08:00 | modify | 34 | 0.10 | 89.541 | 89.164 | 90.289 | ||
106 | 2023.04.28 08:00 | modify | 33 | 0.10 | 88.789 | 89.164 | 90.289 | ||
107 | 2023.05.01 04:00 | t/p | 33 | 0.10 | 90.289 | 89.164 | 90.289 | 104.22 | 11330.81 |
108 | 2023.05.01 04:00 | t/p | 34 | 0.10 | 90.289 | 89.164 | 90.289 | 51.07 | 11381.87 |
109 | 2023.05.02 08:00 | sell | 35 | 0.10 | 92.226 | 0.000 | 0.000 | ||
110 | 2023.05.02 08:00 | modify | 35 | 0.10 | 92.226 | 93.726 | 90.726 | ||
111 | 2023.05.03 04:00 | t/p | 35 | 0.10 | 90.726 | 93.726 | 90.726 | 100.80 | 11482.67 |
112 | 2023.05.05 16:00 | sell | 36 | 0.10 | 90.974 | 0.000 | 0.000 | ||
113 | 2023.05.05 16:00 | modify | 36 | 0.10 | 90.974 | 92.474 | 89.474 | ||
114 | 2023.06.02 16:00 | s/l | 36 | 0.10 | 92.474 | 92.474 | 89.474 | -119.07 | 11363.60 |
115 | 2023.06.15 04:00 | sell | 37 | 0.10 | 95.928 | 0.000 | 0.000 | ||
116 | 2023.06.15 04:00 | modify | 37 | 0.10 | 95.928 | 97.428 | 94.428 | ||
117 | 2023.06.16 20:00 | s/l | 37 | 0.10 | 97.428 | 97.428 | 94.428 | -102.06 | 11261.54 |
118 | 2023.06.20 12:00 | buy | 38 | 0.10 | 95.949 | 0.000 | 0.000 | ||
119 | 2023.06.20 12:00 | modify | 38 | 0.10 | 95.949 | 94.449 | 97.449 | ||
120 | 2023.07.10 12:00 | s/l | 38 | 0.10 | 94.449 | 94.449 | 97.449 | -92.39 | 11169.15 |
121 | 2023.07.11 12:00 | buy | 39 | 0.10 | 93.588 | 0.000 | 0.000 | ||
122 | 2023.07.11 12:00 | modify | 39 | 0.10 | 93.588 | 92.088 | 95.088 | ||
123 | 2023.07.13 16:00 | t/p | 39 | 0.10 | 95.088 | 92.088 | 95.088 | 103.32 | 11272.47 |
124 | 2023.07.27 20:00 | buy | 40 | 0.10 | 93.233 | 0.000 | 0.000 | ||
125 | 2023.07.27 20:00 | modify | 40 | 0.10 | 93.233 | 91.733 | 94.733 | ||
126 | 2023.07.31 08:00 | t/p | 40 | 0.10 | 94.733 | 91.733 | 94.733 | 102.41 | 11374.89 |
127 | 2023.08.02 08:00 | buy | 41 | 0.10 | 93.902 | 0.000 | 0.000 | ||
128 | 2023.08.02 08:00 | modify | 41 | 0.10 | 93.902 | 92.402 | 95.402 | ||
129 | 2023.08.30 08:00 | buy | 42 | 0.10 | 94.676 | 0.000 | 0.000 | ||
130 | 2023.08.30 08:00 | modify | 42 | 0.10 | 94.676 | 94.277 | 95.402 | ||
131 | 2023.08.30 08:00 | modify | 41 | 0.10 | 93.902 | 94.277 | 95.402 | ||
132 | 2023.08.30 16:00 | buy | 43 | 0.10 | 94.805 | 0.000 | 0.000 | ||
133 | 2023.08.30 16:00 | modify | 43 | 0.10 | 94.805 | 94.352 | 95.402 | ||
134 | 2023.08.30 16:00 | modify | 42 | 0.10 | 94.676 | 94.352 | 95.402 | ||
135 | 2023.08.30 16:00 | modify | 41 | 0.10 | 93.902 | 94.352 | 95.402 | ||
136 | 2023.08.31 12:00 | s/l | 41 | 0.10 | 94.352 | 94.352 | 95.402 | 44.56 | 11419.45 |
137 | 2023.08.31 12:00 | s/l | 42 | 0.10 | 94.352 | 94.352 | 95.402 | -20.55 | 11398.89 |
138 | 2023.08.31 12:00 | s/l | 43 | 0.10 | 94.352 | 94.352 | 95.402 | -29.28 | 11369.61 |