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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 776.88 | Gross profit | 1555.59 | Gross loss | -778.71 |
Profit factor | 2.00 | Expected payoff | 25.90 | ||
Absolute drawdown | 96.37 | Maximal drawdown | 158.48 (1.58%) | Relative drawdown | 1.58% (158.48) |
Total trades | 30 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 14 (64.29%) |
Profit trades (% of total) | 20 (66.67%) | Loss trades (% of total) | 10 (33.33%) | ||
Largest | profit trade | 104.68 | loss trade | -84.93 | |
Average | profit trade | 77.78 | loss trade | -77.87 | |
Maximum | consecutive wins (profit in money) | 6 (462.76) | consecutive losses (loss in money) | 1 (-84.93) | |
Maximal | consecutive profit (count of wins) | 462.76 (6) | consecutive loss (count of losses) | -84.93 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.06 12:00 | sell | 1 | 0.10 | 96.118 | 0.000 | 0.000 | ||
2 | 2022.09.06 12:00 | modify | 1 | 0.10 | 96.118 | 97.318 | 94.618 | ||
3 | 2022.09.07 12:00 | s/l | 1 | 0.10 | 97.318 | 97.318 | 94.618 | -81.78 | 9918.22 |
4 | 2022.09.12 08:00 | sell | 2 | 0.10 | 98.202 | 0.000 | 0.000 | ||
5 | 2022.09.12 08:00 | modify | 2 | 0.10 | 98.202 | 99.402 | 96.702 | ||
6 | 2022.09.14 08:00 | t/p | 2 | 0.10 | 96.702 | 99.402 | 96.702 | 100.17 | 10018.39 |
7 | 2022.09.14 08:00 | buy | 3 | 0.10 | 96.430 | 0.000 | 0.000 | ||
8 | 2022.09.14 08:00 | modify | 3 | 0.10 | 96.430 | 95.230 | 97.930 | ||
9 | 2022.09.22 04:00 | s/l | 3 | 0.10 | 95.230 | 95.230 | 97.930 | -76.65 | 9941.74 |
10 | 2022.10.10 08:00 | buy | 4 | 0.10 | 91.785 | 0.000 | 0.000 | ||
11 | 2022.10.10 08:00 | modify | 4 | 0.10 | 91.785 | 90.585 | 93.285 | ||
12 | 2022.10.13 20:00 | buy | 5 | 0.10 | 92.713 | 0.000 | 0.000 | ||
13 | 2022.10.13 20:00 | modify | 5 | 0.10 | 92.713 | 92.235 | 93.285 | ||
14 | 2022.10.13 20:00 | buy | 6 | 0.10 | 92.713 | 0.000 | 0.000 | ||
15 | 2022.10.13 20:00 | modify | 6 | 0.10 | 92.713 | 92.310 | 93.285 | ||
16 | 2022.10.13 20:00 | modify | 4 | 0.10 | 91.785 | 92.310 | 93.285 | ||
17 | 2022.10.14 00:00 | modify | 5 | 0.10 | 92.713 | 92.310 | 93.285 | ||
18 | 2022.10.14 04:00 | t/p | 4 | 0.10 | 93.285 | 92.310 | 93.285 | 104.22 | 10045.96 |
19 | 2022.10.14 04:00 | t/p | 5 | 0.10 | 93.285 | 92.310 | 93.285 | 39.16 | 10085.12 |
20 | 2022.10.14 04:00 | t/p | 6 | 0.10 | 93.285 | 92.310 | 93.285 | 39.16 | 10124.27 |
21 | 2022.12.02 08:00 | buy | 7 | 0.10 | 91.845 | 0.000 | 0.000 | ||
22 | 2022.12.02 08:00 | modify | 7 | 0.10 | 91.845 | 90.645 | 93.345 | ||
23 | 2022.12.09 00:00 | buy | 8 | 0.10 | 92.600 | 0.000 | 0.000 | ||
24 | 2022.12.09 00:00 | modify | 8 | 0.10 | 92.600 | 91.920 | 93.345 | ||
25 | 2022.12.09 00:00 | modify | 7 | 0.10 | 91.845 | 91.920 | 93.345 | ||
26 | 2022.12.09 16:00 | s/l | 7 | 0.10 | 91.920 | 91.920 | 93.345 | 8.27 | 10132.54 |
27 | 2022.12.09 16:00 | s/l | 8 | 0.10 | 91.920 | 91.920 | 93.345 | -46.01 | 10086.53 |
28 | 2022.12.13 08:00 | sell | 9 | 0.10 | 93.124 | 0.000 | 0.000 | ||
29 | 2022.12.13 08:00 | modify | 9 | 0.10 | 93.124 | 94.324 | 91.624 | ||
30 | 2022.12.15 12:00 | sell | 10 | 0.10 | 92.353 | 0.000 | 0.000 | ||
31 | 2022.12.15 12:00 | modify | 10 | 0.10 | 92.353 | 93.049 | 91.624 | ||
32 | 2022.12.15 12:00 | modify | 9 | 0.10 | 93.124 | 93.049 | 91.624 | ||
33 | 2022.12.16 12:00 | t/p | 9 | 0.10 | 91.624 | 93.049 | 91.624 | 98.29 | 10184.82 |
34 | 2022.12.16 12:00 | t/p | 10 | 0.10 | 91.624 | 93.049 | 91.624 | 48.67 | 10233.49 |
35 | 2023.01.02 08:00 | buy | 11 | 0.10 | 89.068 | 0.000 | 0.000 | ||
36 | 2023.01.02 08:00 | modify | 11 | 0.10 | 89.068 | 87.868 | 90.568 | ||
37 | 2023.01.03 12:00 | s/l | 11 | 0.10 | 87.868 | 87.868 | 90.568 | -80.74 | 10152.74 |
38 | 2023.01.09 08:00 | sell | 12 | 0.10 | 91.448 | 0.000 | 0.000 | ||
39 | 2023.01.09 08:00 | modify | 12 | 0.10 | 91.448 | 92.648 | 89.948 | ||
40 | 2023.01.12 16:00 | t/p | 12 | 0.10 | 89.948 | 92.648 | 89.948 | 98.28 | 10251.02 |
41 | 2023.01.23 12:00 | sell | 13 | 0.10 | 91.093 | 0.000 | 0.000 | ||
42 | 2023.01.23 12:00 | modify | 13 | 0.10 | 91.093 | 92.293 | 89.593 | ||
43 | 2023.01.25 04:00 | s/l | 13 | 0.10 | 92.293 | 92.293 | 89.593 | -82.40 | 10168.62 |
44 | 2023.02.13 12:00 | sell | 14 | 0.10 | 91.965 | 0.000 | 0.000 | ||
45 | 2023.02.13 12:00 | modify | 14 | 0.10 | 91.965 | 93.165 | 90.465 | ||
46 | 2023.03.07 08:00 | sell | 15 | 0.10 | 91.038 | 0.000 | 0.000 | ||
47 | 2023.03.07 08:00 | modify | 15 | 0.10 | 91.038 | 91.515 | 90.465 | ||
48 | 2023.03.07 08:00 | sell | 16 | 0.10 | 91.038 | 0.000 | 0.000 | ||
49 | 2023.03.07 08:00 | modify | 16 | 0.10 | 91.038 | 91.440 | 90.465 | ||
50 | 2023.03.07 08:00 | modify | 14 | 0.10 | 91.965 | 91.440 | 90.465 | ||
51 | 2023.03.07 12:00 | modify | 15 | 0.10 | 91.038 | 91.440 | 90.465 | ||
52 | 2023.03.07 16:00 | t/p | 14 | 0.10 | 90.465 | 91.440 | 90.465 | 87.57 | 10256.19 |
53 | 2023.03.07 16:00 | t/p | 15 | 0.10 | 90.465 | 91.440 | 90.465 | 38.75 | 10294.94 |
54 | 2023.03.07 16:00 | t/p | 16 | 0.10 | 90.465 | 91.440 | 90.465 | 38.75 | 10333.69 |
55 | 2023.03.24 12:00 | buy | 17 | 0.10 | 86.306 | 0.000 | 0.000 | ||
56 | 2023.03.24 12:00 | modify | 17 | 0.10 | 86.306 | 85.106 | 87.806 | ||
57 | 2023.03.28 16:00 | t/p | 17 | 0.10 | 87.806 | 85.106 | 87.806 | 102.40 | 10436.09 |
58 | 2023.04.03 12:00 | sell | 18 | 0.10 | 89.866 | 0.000 | 0.000 | ||
59 | 2023.04.03 12:00 | modify | 18 | 0.10 | 89.866 | 91.066 | 88.366 | ||
60 | 2023.04.05 08:00 | t/p | 18 | 0.10 | 88.366 | 91.066 | 88.366 | 100.17 | 10536.26 |
61 | 2023.04.13 12:00 | sell | 19 | 0.10 | 89.817 | 0.000 | 0.000 | ||
62 | 2023.04.13 12:00 | modify | 19 | 0.10 | 89.817 | 91.017 | 88.317 | ||
63 | 2023.04.25 20:00 | t/p | 19 | 0.10 | 88.317 | 91.017 | 88.317 | 95.13 | 10631.39 |
64 | 2023.04.28 12:00 | sell | 20 | 0.10 | 89.657 | 0.000 | 0.000 | ||
65 | 2023.04.28 12:00 | modify | 20 | 0.10 | 89.657 | 90.857 | 88.157 | ||
66 | 2023.05.01 04:00 | s/l | 20 | 0.10 | 90.857 | 90.857 | 88.157 | -81.78 | 10549.61 |
67 | 2023.05.08 08:00 | sell | 21 | 0.10 | 91.578 | 0.000 | 0.000 | ||
68 | 2023.05.08 08:00 | modify | 21 | 0.10 | 91.578 | 92.778 | 90.078 | ||
69 | 2023.05.11 16:00 | t/p | 21 | 0.10 | 90.078 | 92.778 | 90.078 | 98.28 | 10647.89 |
70 | 2023.05.15 12:00 | sell | 22 | 0.10 | 91.071 | 0.000 | 0.000 | ||
71 | 2023.05.15 12:00 | modify | 22 | 0.10 | 91.071 | 92.271 | 89.571 | ||
72 | 2023.05.19 16:00 | s/l | 22 | 0.10 | 92.271 | 92.271 | 89.571 | -84.93 | 10562.96 |
73 | 2023.05.31 08:00 | buy | 23 | 0.10 | 90.532 | 0.000 | 0.000 | ||
74 | 2023.05.31 08:00 | modify | 23 | 0.10 | 90.532 | 89.332 | 92.032 | ||
75 | 2023.06.02 00:00 | buy | 24 | 0.10 | 91.286 | 0.000 | 0.000 | ||
76 | 2023.06.02 00:00 | modify | 24 | 0.10 | 91.286 | 90.607 | 92.032 | ||
77 | 2023.06.02 00:00 | modify | 23 | 0.10 | 90.532 | 90.607 | 92.032 | ||
78 | 2023.06.02 12:00 | t/p | 23 | 0.10 | 92.032 | 90.607 | 92.032 | 103.31 | 10666.27 |
79 | 2023.06.02 12:00 | t/p | 24 | 0.10 | 92.032 | 90.607 | 92.032 | 50.47 | 10716.74 |
80 | 2023.06.12 08:00 | sell | 25 | 0.10 | 94.330 | 0.000 | 0.000 | ||
81 | 2023.06.12 08:00 | modify | 25 | 0.10 | 94.330 | 95.530 | 92.830 | ||
82 | 2023.06.15 04:00 | s/l | 25 | 0.10 | 95.530 | 95.530 | 92.830 | -84.30 | 10632.44 |
83 | 2023.06.16 08:00 | sell | 26 | 0.10 | 97.044 | 0.000 | 0.000 | ||
84 | 2023.06.16 08:00 | modify | 26 | 0.10 | 97.044 | 98.244 | 95.544 | ||
85 | 2023.06.23 08:00 | t/p | 26 | 0.10 | 95.544 | 98.244 | 95.544 | 97.03 | 10729.46 |
86 | 2023.07.07 08:00 | buy | 27 | 0.10 | 95.019 | 0.000 | 0.000 | ||
87 | 2023.07.07 08:00 | modify | 27 | 0.10 | 95.019 | 93.819 | 96.519 | ||
88 | 2023.07.11 08:00 | s/l | 27 | 0.10 | 93.819 | 93.819 | 96.519 | -80.29 | 10649.18 |
89 | 2023.07.12 08:00 | buy | 28 | 0.10 | 93.372 | 0.000 | 0.000 | ||
90 | 2023.07.12 08:00 | modify | 28 | 0.10 | 93.372 | 92.172 | 94.872 | ||
91 | 2023.07.13 12:00 | t/p | 28 | 0.10 | 94.872 | 92.172 | 94.872 | 102.86 | 10752.03 |
92 | 2023.07.26 12:00 | buy | 29 | 0.10 | 94.722 | 0.000 | 0.000 | ||
93 | 2023.07.26 12:00 | modify | 29 | 0.10 | 94.722 | 93.522 | 96.222 | ||
94 | 2023.07.27 20:00 | s/l | 29 | 0.10 | 93.522 | 93.522 | 96.222 | -79.82 | 10672.21 |
95 | 2023.08.03 08:00 | buy | 30 | 0.10 | 93.309 | 0.000 | 0.000 | ||
96 | 2023.08.03 08:00 | modify | 30 | 0.10 | 93.309 | 92.109 | 94.809 | ||
97 | 2023.08.10 16:00 | t/p | 30 | 0.10 | 94.809 | 92.109 | 94.809 | 104.68 | 10776.88 |