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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1917 | Ticks modelled | 56416486 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 328.66 | Gross profit | 873.14 | Gross loss | -544.48 |
Profit factor | 1.60 | Expected payoff | 8.65 | ||
Absolute drawdown | 143.59 | Maximal drawdown | 304.67 (3.00%) | Relative drawdown | 3.00% (304.67) |
Total trades | 38 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 27 (37.04%) |
Profit trades (% of total) | 18 (47.37%) | Loss trades (% of total) | 20 (52.63%) | ||
Largest | profit trade | 101.77 | loss trade | -36.40 | |
Average | profit trade | 48.51 | loss trade | -27.22 | |
Maximum | consecutive wins (profit in money) | 5 (269.93) | consecutive losses (loss in money) | 4 (-120.92) | |
Maximal | consecutive profit (count of wins) | 269.93 (5) | consecutive loss (count of losses) | -120.92 (4) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | 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 11:01 | 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 16:05 | buy | 3 | 0.10 | 144.959 | 0.000 | 0.000 | ||
7 | 2022.10.21 16:05 | modify | 3 | 0.10 | 144.959 | 144.356 | 145.706 | ||
8 | 2022.10.21 16:05 | buy | 4 | 0.10 | 144.959 | 0.000 | 0.000 | ||
9 | 2022.10.21 16:05 | modify | 4 | 0.10 | 144.959 | 144.581 | 145.706 | ||
10 | 2022.10.21 16:05 | modify | 2 | 0.10 | 144.206 | 144.581 | 145.706 | ||
11 | 2022.10.21 16:05 | modify | 3 | 0.10 | 144.959 | 144.581 | 145.706 | ||
12 | 2022.10.21 16:13 | buy | 5 | 0.10 | 145.256 | 0.000 | 0.000 | ||
13 | 2022.10.21 16:13 | modify | 5 | 0.10 | 145.256 | 144.731 | 145.706 | ||
14 | 2022.10.21 16:13 | modify | 4 | 0.10 | 144.959 | 144.731 | 145.706 | ||
15 | 2022.10.21 16:13 | modify | 3 | 0.10 | 144.959 | 144.731 | 145.706 | ||
16 | 2022.10.21 16:13 | modify | 2 | 0.10 | 144.206 | 144.731 | 145.706 | ||
17 | 2022.10.21 16:25 | s/l | 2 | 0.10 | 144.731 | 144.731 | 145.706 | 35.53 | 10001.72 |
18 | 2022.10.21 16:25 | s/l | 3 | 0.10 | 144.731 | 144.731 | 145.706 | -15.42 | 9986.30 |
19 | 2022.10.21 16:25 | s/l | 4 | 0.10 | 144.731 | 144.731 | 145.706 | -15.42 | 9970.88 |
20 | 2022.10.21 16:25 | s/l | 5 | 0.10 | 144.731 | 144.731 | 145.706 | -35.52 | 9935.36 |
21 | 2022.11.10 16:00 | buy | 6 | 0.10 | 144.165 | 0.000 | 0.000 | ||
22 | 2022.11.10 16:00 | modify | 6 | 0.10 | 144.165 | 143.665 | 145.665 | ||
23 | 2022.11.10 21:03 | s/l | 6 | 0.10 | 143.665 | 143.665 | 145.665 | -33.83 | 9901.53 |
24 | 2022.11.11 12:00 | buy | 7 | 0.10 | 143.577 | 0.000 | 0.000 | ||
25 | 2022.11.11 12:00 | modify | 7 | 0.10 | 143.577 | 143.077 | 145.077 | ||
26 | 2022.11.13 22:14 | buy | 8 | 0.10 | 144.330 | 0.000 | 0.000 | ||
27 | 2022.11.13 22:14 | modify | 8 | 0.10 | 144.330 | 143.727 | 145.077 | ||
28 | 2022.11.13 22:14 | buy | 9 | 0.10 | 144.330 | 0.000 | 0.000 | ||
29 | 2022.11.13 22:14 | modify | 9 | 0.10 | 144.330 | 143.952 | 145.077 | ||
30 | 2022.11.13 22:14 | modify | 7 | 0.10 | 143.577 | 143.952 | 145.077 | ||
31 | 2022.11.13 22:14 | modify | 8 | 0.10 | 144.330 | 143.952 | 145.077 | ||
32 | 2022.11.13 23:00 | s/l | 7 | 0.10 | 143.952 | 143.952 | 145.077 | 25.38 | 9926.91 |
33 | 2022.11.13 23:00 | s/l | 8 | 0.10 | 143.952 | 143.952 | 145.077 | -25.57 | 9901.34 |
34 | 2022.11.13 23:00 | s/l | 9 | 0.10 | 143.952 | 143.952 | 145.077 | -25.57 | 9875.77 |
35 | 2022.12.15 16:00 | sell | 10 | 0.10 | 146.528 | 0.000 | 0.000 | ||
36 | 2022.12.15 16:00 | modify | 10 | 0.10 | 146.528 | 147.028 | 145.028 | ||
37 | 2022.12.16 08:17 | sell | 11 | 0.10 | 145.776 | 0.000 | 0.000 | ||
38 | 2022.12.16 08:17 | modify | 11 | 0.10 | 145.776 | 146.378 | 145.028 | ||
39 | 2022.12.16 08:17 | sell | 12 | 0.10 | 145.776 | 0.000 | 0.000 | ||
40 | 2022.12.16 08:17 | modify | 12 | 0.10 | 145.776 | 146.153 | 145.028 | ||
41 | 2022.12.16 08:17 | modify | 10 | 0.10 | 146.528 | 146.153 | 145.028 | ||
42 | 2022.12.16 08:17 | modify | 11 | 0.10 | 145.776 | 146.153 | 145.028 | ||
43 | 2022.12.16 12:58 | sell | 13 | 0.10 | 145.478 | 0.000 | 0.000 | ||
44 | 2022.12.16 12:58 | modify | 13 | 0.10 | 145.478 | 146.003 | 145.028 | ||
45 | 2022.12.16 12:58 | modify | 12 | 0.10 | 145.776 | 146.003 | 145.028 | ||
46 | 2022.12.16 12:58 | modify | 11 | 0.10 | 145.776 | 146.003 | 145.028 | ||
47 | 2022.12.16 12:58 | modify | 10 | 0.10 | 146.528 | 146.003 | 145.028 | ||
48 | 2022.12.16 15:45 | t/p | 10 | 0.10 | 145.028 | 146.003 | 145.028 | 100.89 | 9976.66 |
49 | 2022.12.16 15:45 | t/p | 11 | 0.10 | 145.028 | 146.003 | 145.028 | 50.58 | 10027.24 |
50 | 2022.12.16 15:45 | t/p | 12 | 0.10 | 145.028 | 146.003 | 145.028 | 50.58 | 10077.82 |
51 | 2022.12.16 15:45 | t/p | 13 | 0.10 | 145.028 | 146.003 | 145.028 | 30.43 | 10108.25 |
52 | 2022.12.20 04:00 | buy | 14 | 0.10 | 141.590 | 0.000 | 0.000 | ||
53 | 2022.12.20 04:00 | modify | 14 | 0.10 | 141.590 | 141.090 | 143.090 | ||
54 | 2022.12.20 05:34 | s/l | 14 | 0.10 | 141.090 | 141.090 | 143.090 | -33.83 | 10074.42 |
55 | 2023.01.03 12:00 | buy | 15 | 0.10 | 137.820 | 0.000 | 0.000 | ||
56 | 2023.01.03 12:00 | modify | 15 | 0.10 | 137.820 | 137.320 | 139.320 | ||
57 | 2023.01.03 23:25 | buy | 16 | 0.10 | 138.581 | 0.000 | 0.000 | ||
58 | 2023.01.03 23:25 | modify | 16 | 0.10 | 138.581 | 137.970 | 139.320 | ||
59 | 2023.01.03 23:25 | buy | 17 | 0.10 | 138.581 | 0.000 | 0.000 | ||
60 | 2023.01.03 23:25 | modify | 17 | 0.10 | 138.581 | 138.195 | 139.320 | ||
61 | 2023.01.03 23:25 | modify | 15 | 0.10 | 137.820 | 138.195 | 139.320 | ||
62 | 2023.01.03 23:25 | modify | 16 | 0.10 | 138.581 | 138.195 | 139.320 | ||
63 | 2023.01.04 00:08 | s/l | 15 | 0.10 | 138.195 | 138.195 | 139.320 | 25.65 | 10100.08 |
64 | 2023.01.04 00:08 | s/l | 16 | 0.10 | 138.195 | 138.195 | 139.320 | -25.84 | 10074.24 |
65 | 2023.01.04 00:08 | s/l | 17 | 0.10 | 138.195 | 138.195 | 139.320 | -25.84 | 10048.40 |
66 | 2023.01.04 20:00 | sell | 18 | 0.10 | 140.635 | 0.000 | 0.000 | ||
67 | 2023.01.04 20:00 | modify | 18 | 0.10 | 140.635 | 141.135 | 139.135 | ||
68 | 2023.01.05 13:15 | s/l | 18 | 0.10 | 141.135 | 141.135 | 139.135 | -35.42 | 10012.98 |
69 | 2023.01.13 08:00 | buy | 19 | 0.10 | 139.302 | 0.000 | 0.000 | ||
70 | 2023.01.13 08:00 | modify | 19 | 0.10 | 139.302 | 138.802 | 140.802 | ||
71 | 2023.01.13 13:36 | s/l | 19 | 0.10 | 138.802 | 138.802 | 140.802 | -33.83 | 9979.15 |
72 | 2023.01.13 16:00 | buy | 20 | 0.10 | 138.108 | 0.000 | 0.000 | ||
73 | 2023.01.13 16:00 | modify | 20 | 0.10 | 138.108 | 137.608 | 139.608 | ||
74 | 2023.01.16 00:36 | buy | 21 | 0.10 | 138.858 | 0.000 | 0.000 | ||
75 | 2023.01.16 00:36 | modify | 21 | 0.10 | 138.858 | 138.258 | 139.608 | ||
76 | 2023.01.16 00:36 | buy | 22 | 0.10 | 138.858 | 0.000 | 0.000 | ||
77 | 2023.01.16 00:36 | modify | 22 | 0.10 | 138.858 | 138.483 | 139.608 | ||
78 | 2023.01.16 00:36 | modify | 20 | 0.10 | 138.108 | 138.483 | 139.608 | ||
79 | 2023.01.16 00:36 | modify | 21 | 0.10 | 138.858 | 138.483 | 139.608 | ||
80 | 2023.01.16 01:17 | s/l | 20 | 0.10 | 138.483 | 138.483 | 139.608 | 25.65 | 10004.80 |
81 | 2023.01.16 01:17 | s/l | 21 | 0.10 | 138.483 | 138.483 | 139.608 | -25.37 | 9979.43 |
82 | 2023.01.16 01:17 | s/l | 22 | 0.10 | 138.483 | 138.483 | 139.608 | -25.37 | 9954.06 |
83 | 2023.01.18 04:00 | sell | 23 | 0.10 | 141.277 | 0.000 | 0.000 | ||
84 | 2023.01.18 04:00 | modify | 23 | 0.10 | 141.277 | 141.777 | 139.777 | ||
85 | 2023.01.18 08:46 | sell | 24 | 0.10 | 140.526 | 0.000 | 0.000 | ||
86 | 2023.01.18 08:46 | modify | 24 | 0.10 | 140.526 | 141.127 | 139.777 | ||
87 | 2023.01.18 08:46 | sell | 25 | 0.10 | 140.526 | 0.000 | 0.000 | ||
88 | 2023.01.18 08:46 | modify | 25 | 0.10 | 140.526 | 140.902 | 139.777 | ||
89 | 2023.01.18 08:46 | modify | 23 | 0.10 | 141.277 | 140.902 | 139.777 | ||
90 | 2023.01.18 08:46 | modify | 24 | 0.10 | 140.526 | 140.902 | 139.777 | ||
91 | 2023.01.18 10:41 | sell | 26 | 0.10 | 140.227 | 0.000 | 0.000 | ||
92 | 2023.01.18 10:41 | modify | 26 | 0.10 | 140.227 | 140.752 | 139.777 | ||
93 | 2023.01.18 10:41 | modify | 25 | 0.10 | 140.526 | 140.752 | 139.777 | ||
94 | 2023.01.18 10:41 | modify | 24 | 0.10 | 140.526 | 140.752 | 139.777 | ||
95 | 2023.01.18 10:41 | modify | 23 | 0.10 | 141.277 | 140.752 | 139.777 | ||
96 | 2023.01.18 11:52 | t/p | 23 | 0.10 | 139.777 | 140.752 | 139.777 | 101.43 | 10055.49 |
97 | 2023.01.18 11:52 | t/p | 24 | 0.10 | 139.777 | 140.752 | 139.777 | 50.64 | 10106.13 |
98 | 2023.01.18 11:52 | t/p | 25 | 0.10 | 139.777 | 140.752 | 139.777 | 50.64 | 10156.77 |
99 | 2023.01.18 11:52 | t/p | 26 | 0.10 | 139.777 | 140.752 | 139.777 | 30.43 | 10187.20 |
100 | 2023.03.24 12:00 | buy | 27 | 0.10 | 139.632 | 0.000 | 0.000 | ||
101 | 2023.03.24 12:00 | modify | 27 | 0.10 | 139.632 | 139.132 | 141.132 | ||
102 | 2023.03.24 13:53 | buy | 28 | 0.10 | 140.382 | 0.000 | 0.000 | ||
103 | 2023.03.24 13:53 | modify | 28 | 0.10 | 140.382 | 139.782 | 141.132 | ||
104 | 2023.03.24 13:53 | buy | 29 | 0.10 | 140.382 | 0.000 | 0.000 | ||
105 | 2023.03.24 13:53 | modify | 29 | 0.10 | 140.382 | 140.007 | 141.132 | ||
106 | 2023.03.24 13:53 | modify | 27 | 0.10 | 139.632 | 140.007 | 141.132 | ||
107 | 2023.03.24 13:53 | modify | 28 | 0.10 | 140.382 | 140.007 | 141.132 | ||
108 | 2023.03.24 15:11 | s/l | 27 | 0.10 | 140.007 | 140.007 | 141.132 | 25.37 | 10212.57 |
109 | 2023.03.24 15:11 | s/l | 28 | 0.10 | 140.007 | 140.007 | 141.132 | -25.38 | 10187.19 |
110 | 2023.03.24 15:11 | s/l | 29 | 0.10 | 140.007 | 140.007 | 141.132 | -25.38 | 10161.81 |
111 | 2023.04.28 16:00 | sell | 30 | 0.10 | 150.042 | 0.000 | 0.000 | ||
112 | 2023.04.28 16:00 | modify | 30 | 0.10 | 150.042 | 150.542 | 148.542 | ||
113 | 2023.05.01 00:21 | s/l | 30 | 0.10 | 150.542 | 150.542 | 148.542 | -34.35 | 10127.47 |
114 | 2023.05.04 16:00 | buy | 31 | 0.10 | 147.290 | 0.000 | 0.000 | ||
115 | 2023.05.04 16:00 | modify | 31 | 0.10 | 147.290 | 146.790 | 148.790 | ||
116 | 2023.05.04 22:54 | buy | 32 | 0.10 | 148.040 | 0.000 | 0.000 | ||
117 | 2023.05.04 22:54 | modify | 32 | 0.10 | 148.040 | 147.440 | 148.790 | ||
118 | 2023.05.04 22:54 | buy | 33 | 0.10 | 148.040 | 0.000 | 0.000 | ||
119 | 2023.05.04 22:54 | modify | 33 | 0.10 | 148.040 | 147.665 | 148.790 | ||
120 | 2023.05.04 22:54 | modify | 31 | 0.10 | 147.290 | 147.665 | 148.790 | ||
121 | 2023.05.04 22:54 | modify | 32 | 0.10 | 148.040 | 147.665 | 148.790 | ||
122 | 2023.05.05 13:42 | buy | 34 | 0.10 | 148.342 | 0.000 | 0.000 | ||
123 | 2023.05.05 13:42 | modify | 34 | 0.10 | 148.342 | 147.815 | 148.790 | ||
124 | 2023.05.05 13:42 | modify | 33 | 0.10 | 148.040 | 147.815 | 148.790 | ||
125 | 2023.05.05 13:42 | modify | 32 | 0.10 | 148.040 | 147.815 | 148.790 | ||
126 | 2023.05.05 13:42 | modify | 31 | 0.10 | 147.290 | 147.815 | 148.790 | ||
127 | 2023.05.07 22:56 | t/p | 31 | 0.10 | 148.790 | 147.815 | 148.790 | 101.77 | 10229.24 |
128 | 2023.05.07 22:56 | t/p | 32 | 0.10 | 148.790 | 147.815 | 148.790 | 51.02 | 10280.26 |
129 | 2023.05.07 22:56 | t/p | 33 | 0.10 | 148.790 | 147.815 | 148.790 | 51.02 | 10331.29 |
130 | 2023.05.07 22:56 | t/p | 34 | 0.10 | 148.790 | 147.815 | 148.790 | 30.31 | 10361.60 |
131 | 2023.07.27 20:00 | buy | 35 | 0.10 | 152.538 | 0.000 | 0.000 | ||
132 | 2023.07.27 20:00 | modify | 35 | 0.10 | 152.538 | 152.038 | 154.038 | ||
133 | 2023.07.28 03:29 | buy | 36 | 0.10 | 153.302 | 0.000 | 0.000 | ||
134 | 2023.07.28 03:29 | modify | 36 | 0.10 | 153.302 | 152.688 | 154.038 | ||
135 | 2023.07.28 03:29 | buy | 37 | 0.10 | 153.302 | 0.000 | 0.000 | ||
136 | 2023.07.28 03:29 | modify | 37 | 0.10 | 153.302 | 152.913 | 154.038 | ||
137 | 2023.07.28 03:29 | modify | 35 | 0.10 | 152.538 | 152.913 | 154.038 | ||
138 | 2023.07.28 03:29 | modify | 36 | 0.10 | 153.302 | 152.913 | 154.038 | ||
139 | 2023.07.28 03:29 | buy | 38 | 0.10 | 153.601 | 0.000 | 0.000 | ||
140 | 2023.07.28 03:29 | modify | 38 | 0.10 | 153.601 | 153.063 | 154.038 | ||
141 | 2023.07.28 03:29 | modify | 37 | 0.10 | 153.302 | 153.063 | 154.038 | ||
142 | 2023.07.28 03:29 | modify | 36 | 0.10 | 153.302 | 153.063 | 154.038 | ||
143 | 2023.07.28 03:29 | modify | 35 | 0.10 | 152.538 | 153.063 | 154.038 | ||
144 | 2023.07.28 03:29 | s/l | 35 | 0.10 | 153.063 | 153.063 | 154.038 | 35.80 | 10397.40 |
145 | 2023.07.28 03:29 | s/l | 36 | 0.10 | 153.063 | 153.063 | 154.038 | -16.17 | 10381.23 |
146 | 2023.07.28 03:29 | s/l | 37 | 0.10 | 153.063 | 153.063 | 154.038 | -16.17 | 10365.06 |
147 | 2023.07.28 03:29 | s/l | 38 | 0.10 | 153.063 | 153.063 | 154.038 | -36.40 | 10328.66 |