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 | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 79767 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1099.15 | Gross profit | 1355.77 | Gross loss | -256.63 |
Profit factor | 5.28 | Expected payoff | 37.90 | ||
Absolute drawdown | 39.76 | Maximal drawdown | 168.83 (1.62%) | Relative drawdown | 1.62% (168.83) |
Total trades | 29 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 19 (73.68%) |
Profit trades (% of total) | 21 (72.41%) | Loss trades (% of total) | 8 (27.59%) | ||
Largest | profit trade | 102.06 | loss trade | -35.42 | |
Average | profit trade | 64.56 | loss trade | -32.08 | |
Maximum | consecutive wins (profit in money) | 9 (562.70) | consecutive losses (loss in money) | 4 (-120.81) | |
Maximal | consecutive profit (count of wins) | 562.70 (9) | consecutive loss (count of losses) | -120.81 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.07 08:00 | sell | 1 | 0.10 | 142.799 | 0.000 | 0.000 | ||
2 | 2022.09.07 08:00 | modify | 1 | 0.10 | 142.799 | 143.299 | 141.299 | ||
3 | 2022.09.07 11:05 | s/l | 1 | 0.10 | 143.299 | 143.299 | 141.299 | -33.81 | 9966.19 |
4 | 2022.10.21 16:00 | buy | 2 | 0.10 | 144.206 | 0.000 | 0.000 | ||
5 | 2022.10.21 16:00 | modify | 2 | 0.10 | 144.206 | 143.706 | 145.706 | ||
6 | 2022.10.21 17:40 | t/p | 2 | 0.10 | 145.706 | 143.706 | 145.706 | 101.50 | 10067.69 |
7 | 2022.11.10 16:00 | buy | 3 | 0.10 | 144.165 | 0.000 | 0.000 | ||
8 | 2022.11.10 16:00 | modify | 3 | 0.10 | 144.165 | 143.665 | 145.665 | ||
9 | 2022.11.10 21:30 | s/l | 3 | 0.10 | 143.665 | 143.665 | 145.665 | -33.83 | 10033.86 |
10 | 2022.11.11 12:00 | buy | 4 | 0.10 | 143.577 | 0.000 | 0.000 | ||
11 | 2022.11.11 12:00 | modify | 4 | 0.10 | 143.577 | 143.077 | 145.077 | ||
12 | 2022.11.14 08:40 | buy | 5 | 0.10 | 144.648 | 0.000 | 0.000 | ||
13 | 2022.11.14 08:40 | modify | 5 | 0.10 | 144.648 | 144.102 | 145.077 | ||
14 | 2022.11.14 08:40 | modify | 4 | 0.10 | 143.577 | 144.102 | 145.077 | ||
15 | 2022.11.14 15:30 | t/p | 4 | 0.10 | 145.077 | 144.102 | 145.077 | 101.78 | 10135.64 |
16 | 2022.11.14 15:30 | t/p | 5 | 0.10 | 145.077 | 144.102 | 145.077 | 29.03 | 10164.67 |
17 | 2022.12.15 16:00 | sell | 6 | 0.10 | 146.528 | 0.000 | 0.000 | ||
18 | 2022.12.15 16:00 | modify | 6 | 0.10 | 146.528 | 147.028 | 145.028 | ||
19 | 2022.12.16 09:20 | sell | 7 | 0.10 | 145.767 | 0.000 | 0.000 | ||
20 | 2022.12.16 09:20 | modify | 7 | 0.10 | 145.767 | 146.378 | 145.028 | ||
21 | 2022.12.16 09:20 | sell | 8 | 0.10 | 145.767 | 0.000 | 0.000 | ||
22 | 2022.12.16 09:20 | modify | 8 | 0.10 | 145.767 | 146.153 | 145.028 | ||
23 | 2022.12.16 09:20 | modify | 6 | 0.10 | 146.528 | 146.153 | 145.028 | ||
24 | 2022.12.16 09:25 | modify | 7 | 0.10 | 145.767 | 146.153 | 145.028 | ||
25 | 2022.12.16 12:40 | sell | 9 | 0.10 | 145.458 | 0.000 | 0.000 | ||
26 | 2022.12.16 12:40 | modify | 9 | 0.10 | 145.458 | 146.003 | 145.028 | ||
27 | 2022.12.16 12:40 | modify | 8 | 0.10 | 145.767 | 146.003 | 145.028 | ||
28 | 2022.12.16 12:40 | modify | 7 | 0.10 | 145.767 | 146.003 | 145.028 | ||
29 | 2022.12.16 12:40 | modify | 6 | 0.10 | 146.528 | 146.003 | 145.028 | ||
30 | 2022.12.16 15:40 | t/p | 6 | 0.10 | 145.028 | 146.003 | 145.028 | 100.89 | 10265.57 |
31 | 2022.12.16 15:40 | t/p | 7 | 0.10 | 145.028 | 146.003 | 145.028 | 49.97 | 10315.54 |
32 | 2022.12.16 15:40 | t/p | 8 | 0.10 | 145.028 | 146.003 | 145.028 | 49.97 | 10365.51 |
33 | 2022.12.16 15:40 | t/p | 9 | 0.10 | 145.028 | 146.003 | 145.028 | 29.08 | 10394.59 |
34 | 2022.12.20 04:00 | buy | 10 | 0.10 | 141.590 | 0.000 | 0.000 | ||
35 | 2022.12.20 04:00 | modify | 10 | 0.10 | 141.590 | 141.090 | 143.090 | ||
36 | 2022.12.20 05:30 | s/l | 10 | 0.10 | 141.090 | 141.090 | 143.090 | -33.83 | 10360.76 |
37 | 2023.01.03 12:00 | buy | 11 | 0.10 | 137.820 | 0.000 | 0.000 | ||
38 | 2023.01.03 12:00 | modify | 11 | 0.10 | 137.820 | 137.320 | 139.320 | ||
39 | 2023.01.04 01:15 | buy | 12 | 0.10 | 138.576 | 0.000 | 0.000 | ||
40 | 2023.01.04 01:15 | modify | 12 | 0.10 | 138.576 | 137.970 | 139.320 | ||
41 | 2023.01.04 01:15 | buy | 13 | 0.10 | 138.576 | 0.000 | 0.000 | ||
42 | 2023.01.04 01:15 | modify | 13 | 0.10 | 138.576 | 138.195 | 139.320 | ||
43 | 2023.01.04 01:15 | modify | 11 | 0.10 | 137.820 | 138.195 | 139.320 | ||
44 | 2023.01.04 01:20 | modify | 12 | 0.10 | 138.576 | 138.195 | 139.320 | ||
45 | 2023.01.04 01:40 | s/l | 11 | 0.10 | 138.195 | 138.195 | 139.320 | 25.65 | 10386.41 |
46 | 2023.01.04 01:40 | s/l | 12 | 0.10 | 138.195 | 138.195 | 139.320 | -25.78 | 10360.63 |
47 | 2023.01.04 01:40 | s/l | 13 | 0.10 | 138.195 | 138.195 | 139.320 | -25.78 | 10334.85 |
48 | 2023.01.04 20:00 | sell | 14 | 0.10 | 140.635 | 0.000 | 0.000 | ||
49 | 2023.01.04 20:00 | modify | 14 | 0.10 | 140.635 | 141.135 | 139.135 | ||
50 | 2023.01.05 13:30 | s/l | 14 | 0.10 | 141.135 | 141.135 | 139.135 | -35.42 | 10299.43 |
51 | 2023.01.13 08:00 | buy | 15 | 0.10 | 139.302 | 0.000 | 0.000 | ||
52 | 2023.01.13 08:00 | modify | 15 | 0.10 | 139.302 | 138.802 | 140.802 | ||
53 | 2023.01.13 13:30 | s/l | 15 | 0.10 | 138.802 | 138.802 | 140.802 | -33.83 | 10265.60 |
54 | 2023.01.13 16:00 | buy | 16 | 0.10 | 138.108 | 0.000 | 0.000 | ||
55 | 2023.01.13 16:00 | modify | 16 | 0.10 | 138.108 | 137.608 | 139.608 | ||
56 | 2023.01.16 06:50 | buy | 17 | 0.10 | 138.875 | 0.000 | 0.000 | ||
57 | 2023.01.16 06:50 | modify | 17 | 0.10 | 138.875 | 138.258 | 139.608 | ||
58 | 2023.01.16 06:50 | buy | 18 | 0.10 | 138.875 | 0.000 | 0.000 | ||
59 | 2023.01.16 06:50 | modify | 18 | 0.10 | 138.875 | 138.483 | 139.608 | ||
60 | 2023.01.16 06:50 | modify | 16 | 0.10 | 138.108 | 138.483 | 139.608 | ||
61 | 2023.01.16 06:55 | modify | 17 | 0.10 | 138.875 | 138.483 | 139.608 | ||
62 | 2023.01.16 09:15 | buy | 19 | 0.10 | 139.182 | 0.000 | 0.000 | ||
63 | 2023.01.16 09:15 | modify | 19 | 0.10 | 139.182 | 138.633 | 139.608 | ||
64 | 2023.01.16 09:15 | modify | 18 | 0.10 | 138.875 | 138.633 | 139.608 | ||
65 | 2023.01.16 09:15 | modify | 17 | 0.10 | 138.875 | 138.633 | 139.608 | ||
66 | 2023.01.16 09:15 | modify | 16 | 0.10 | 138.108 | 138.633 | 139.608 | ||
67 | 2023.01.17 14:15 | t/p | 16 | 0.10 | 139.608 | 138.633 | 139.608 | 102.06 | 10367.65 |
68 | 2023.01.17 14:15 | t/p | 17 | 0.10 | 139.608 | 138.633 | 139.608 | 49.88 | 10417.54 |
69 | 2023.01.17 14:15 | t/p | 18 | 0.10 | 139.608 | 138.633 | 139.608 | 49.88 | 10467.42 |
70 | 2023.01.17 14:15 | t/p | 19 | 0.10 | 139.608 | 138.633 | 139.608 | 29.11 | 10496.53 |
71 | 2023.01.18 04:00 | sell | 20 | 0.10 | 141.277 | 0.000 | 0.000 | ||
72 | 2023.01.18 04:00 | modify | 20 | 0.10 | 141.277 | 141.777 | 139.777 | ||
73 | 2023.01.18 08:40 | sell | 21 | 0.10 | 140.510 | 0.000 | 0.000 | ||
74 | 2023.01.18 08:40 | modify | 21 | 0.10 | 140.510 | 141.127 | 139.777 | ||
75 | 2023.01.18 08:40 | sell | 22 | 0.10 | 140.510 | 0.000 | 0.000 | ||
76 | 2023.01.18 08:40 | modify | 22 | 0.10 | 140.510 | 140.902 | 139.777 | ||
77 | 2023.01.18 08:40 | modify | 20 | 0.10 | 141.277 | 140.902 | 139.777 | ||
78 | 2023.01.18 08:45 | modify | 21 | 0.10 | 140.510 | 140.902 | 139.777 | ||
79 | 2023.01.18 11:30 | t/p | 20 | 0.10 | 139.777 | 140.902 | 139.777 | 101.43 | 10597.96 |
80 | 2023.01.18 11:30 | t/p | 21 | 0.10 | 139.777 | 140.902 | 139.777 | 49.56 | 10647.52 |
81 | 2023.01.18 11:30 | t/p | 22 | 0.10 | 139.777 | 140.902 | 139.777 | 49.56 | 10697.08 |
82 | 2023.03.24 12:00 | buy | 23 | 0.10 | 139.632 | 0.000 | 0.000 | ||
83 | 2023.03.24 12:00 | modify | 23 | 0.10 | 139.632 | 139.132 | 141.132 | ||
84 | 2023.03.24 17:55 | buy | 24 | 0.10 | 140.701 | 0.000 | 0.000 | ||
85 | 2023.03.24 17:55 | modify | 24 | 0.10 | 140.701 | 140.157 | 141.132 | ||
86 | 2023.03.24 17:55 | modify | 23 | 0.10 | 139.632 | 140.157 | 141.132 | ||
87 | 2023.03.27 06:30 | t/p | 23 | 0.10 | 141.132 | 140.157 | 141.132 | 101.77 | 10798.86 |
88 | 2023.03.27 06:30 | t/p | 24 | 0.10 | 141.132 | 140.157 | 141.132 | 29.44 | 10828.30 |
89 | 2023.04.28 16:00 | sell | 25 | 0.10 | 150.042 | 0.000 | 0.000 | ||
90 | 2023.04.28 16:00 | modify | 25 | 0.10 | 150.042 | 150.542 | 148.542 | ||
91 | 2023.05.01 00:40 | s/l | 25 | 0.10 | 150.542 | 150.542 | 148.542 | -34.35 | 10793.95 |
92 | 2023.05.04 16:00 | buy | 26 | 0.10 | 147.290 | 0.000 | 0.000 | ||
93 | 2023.05.04 16:00 | modify | 26 | 0.10 | 147.290 | 146.790 | 148.790 | ||
94 | 2023.05.04 22:40 | buy | 27 | 0.10 | 148.043 | 0.000 | 0.000 | ||
95 | 2023.05.04 22:40 | modify | 27 | 0.10 | 148.043 | 147.440 | 148.790 | ||
96 | 2023.05.04 22:40 | buy | 28 | 0.10 | 148.043 | 0.000 | 0.000 | ||
97 | 2023.05.04 22:40 | modify | 28 | 0.10 | 148.043 | 147.665 | 148.790 | ||
98 | 2023.05.04 22:40 | modify | 26 | 0.10 | 147.290 | 147.665 | 148.790 | ||
99 | 2023.05.04 22:45 | modify | 27 | 0.10 | 148.043 | 147.665 | 148.790 | ||
100 | 2023.05.07 22:40 | t/p | 26 | 0.10 | 148.790 | 147.665 | 148.790 | 101.77 | 10895.73 |
101 | 2023.05.07 22:40 | t/p | 27 | 0.10 | 148.790 | 147.665 | 148.790 | 50.82 | 10946.55 |
102 | 2023.05.07 22:40 | t/p | 28 | 0.10 | 148.790 | 147.665 | 148.790 | 50.82 | 10997.37 |
103 | 2023.07.27 20:00 | buy | 29 | 0.10 | 152.538 | 0.000 | 0.000 | ||
104 | 2023.07.27 20:00 | modify | 29 | 0.10 | 152.538 | 152.038 | 154.038 | ||
105 | 2023.07.28 03:30 | t/p | 29 | 0.10 | 154.038 | 152.038 | 154.038 | 101.77 | 11099.15 |