Symbol | USDJPY (US Dollar 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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 79643 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 988.55 | Gross profit | 1478.57 | Gross loss | -490.02 |
Profit factor | 3.02 | Expected payoff | 24.11 | ||
Absolute drawdown | 143.68 | Maximal drawdown | 191.54 (1.81%) | Relative drawdown | 1.81% (191.54) |
Total trades | 41 | Short positions (won %) | 23 (56.52%) | Long positions (won %) | 18 (66.67%) |
Profit trades (% of total) | 25 (60.98%) | Loss trades (% of total) | 16 (39.02%) | ||
Largest | profit trade | 118.32 | loss trade | -35.19 | |
Average | profit trade | 59.14 | loss trade | -30.63 | |
Maximum | consecutive wins (profit in money) | 8 (525.35) | consecutive losses (loss in money) | 4 (-125.60) | |
Maximal | consecutive profit (count of wins) | 525.35 (8) | consecutive loss (count of losses) | -125.60 (4) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.02 12:00 | sell | 1 | 0.10 | 140.433 | 0.000 | 0.000 | ||
2 | 2022.09.02 12:00 | modify | 1 | 0.10 | 140.433 | 140.833 | 138.933 | ||
3 | 2022.09.06 04:30 | s/l | 1 | 0.10 | 140.833 | 140.833 | 138.933 | -31.14 | 9968.86 |
4 | 2022.10.12 12:00 | sell | 2 | 0.10 | 146.599 | 0.000 | 0.000 | ||
5 | 2022.10.12 12:00 | modify | 2 | 0.10 | 146.599 | 146.999 | 145.099 | ||
6 | 2022.10.13 12:20 | s/l | 2 | 0.10 | 146.999 | 146.999 | 145.099 | -31.32 | 9937.54 |
7 | 2022.10.13 16:00 | sell | 3 | 0.10 | 147.157 | 0.000 | 0.000 | ||
8 | 2022.10.13 16:00 | modify | 3 | 0.10 | 147.157 | 147.557 | 145.657 | ||
9 | 2022.10.14 07:30 | s/l | 3 | 0.10 | 147.557 | 147.557 | 145.657 | -28.47 | 9909.07 |
10 | 2022.11.10 16:00 | buy | 4 | 0.10 | 141.606 | 0.000 | 0.000 | ||
11 | 2022.11.10 16:00 | modify | 4 | 0.10 | 141.606 | 141.206 | 143.106 | ||
12 | 2022.11.10 20:40 | s/l | 4 | 0.10 | 141.206 | 141.206 | 143.106 | -28.33 | 9880.74 |
13 | 2022.11.21 16:00 | sell | 5 | 0.10 | 141.942 | 0.000 | 0.000 | ||
14 | 2022.11.21 16:00 | modify | 5 | 0.10 | 141.942 | 142.342 | 140.442 | ||
15 | 2022.11.22 09:40 | sell | 6 | 0.10 | 141.167 | 0.000 | 0.000 | ||
16 | 2022.11.22 09:40 | modify | 6 | 0.10 | 141.167 | 141.642 | 140.442 | ||
17 | 2022.11.22 09:40 | modify | 5 | 0.10 | 141.942 | 141.642 | 140.442 | ||
18 | 2022.11.23 13:50 | sell | 7 | 0.10 | 141.018 | 0.000 | 0.000 | ||
19 | 2022.11.23 13:50 | modify | 7 | 0.10 | 141.018 | 141.567 | 140.442 | ||
20 | 2022.11.23 13:50 | sell | 8 | 0.10 | 141.018 | 0.000 | 0.000 | ||
21 | 2022.11.23 13:50 | modify | 8 | 0.10 | 141.018 | 141.417 | 140.442 | ||
22 | 2022.11.23 13:50 | modify | 6 | 0.10 | 141.167 | 141.417 | 140.442 | ||
23 | 2022.11.23 13:50 | modify | 5 | 0.10 | 141.942 | 141.417 | 140.442 | ||
24 | 2022.11.23 13:55 | modify | 7 | 0.10 | 141.018 | 141.417 | 140.442 | ||
25 | 2022.11.23 14:30 | t/p | 5 | 0.10 | 140.442 | 141.417 | 140.442 | 104.12 | 9984.86 |
26 | 2022.11.23 14:30 | t/p | 6 | 0.10 | 140.442 | 141.417 | 140.442 | 50.29 | 10035.15 |
27 | 2022.11.23 14:30 | t/p | 7 | 0.10 | 140.442 | 141.417 | 140.442 | 41.04 | 10076.19 |
28 | 2022.11.23 14:30 | t/p | 8 | 0.10 | 140.442 | 141.417 | 140.442 | 41.04 | 10117.23 |
29 | 2022.12.30 12:00 | buy | 9 | 0.10 | 131.774 | 0.000 | 0.000 | ||
30 | 2022.12.30 12:00 | modify | 9 | 0.10 | 131.774 | 131.374 | 133.274 | ||
31 | 2022.12.30 17:30 | s/l | 9 | 0.10 | 131.374 | 131.374 | 133.274 | -30.46 | 10086.77 |
32 | 2023.01.02 12:00 | buy | 10 | 0.10 | 130.796 | 0.000 | 0.000 | ||
33 | 2023.01.02 12:00 | modify | 10 | 0.10 | 130.796 | 130.396 | 132.296 | ||
34 | 2023.01.03 01:20 | s/l | 10 | 0.10 | 130.396 | 130.396 | 132.296 | -29.59 | 10057.18 |
35 | 2023.01.12 16:00 | buy | 11 | 0.10 | 129.863 | 0.000 | 0.000 | ||
36 | 2023.01.12 16:00 | modify | 11 | 0.10 | 129.863 | 129.463 | 131.363 | ||
37 | 2023.01.12 17:30 | s/l | 11 | 0.10 | 129.463 | 129.463 | 131.363 | -30.91 | 10026.27 |
38 | 2023.01.13 16:00 | buy | 12 | 0.10 | 127.537 | 0.000 | 0.000 | ||
39 | 2023.01.13 16:00 | modify | 12 | 0.10 | 127.537 | 127.137 | 129.037 | ||
40 | 2023.01.16 11:05 | buy | 13 | 0.10 | 128.466 | 0.000 | 0.000 | ||
41 | 2023.01.16 11:05 | modify | 13 | 0.10 | 128.466 | 127.912 | 129.037 | ||
42 | 2023.01.16 11:05 | buy | 14 | 0.10 | 128.466 | 0.000 | 0.000 | ||
43 | 2023.01.16 11:05 | modify | 14 | 0.10 | 128.466 | 128.062 | 129.037 | ||
44 | 2023.01.16 11:05 | modify | 12 | 0.10 | 127.537 | 128.062 | 129.037 | ||
45 | 2023.01.16 11:10 | modify | 13 | 0.10 | 128.466 | 128.062 | 129.037 | ||
46 | 2023.01.16 11:35 | buy | 15 | 0.10 | 128.304 | 0.000 | 0.000 | ||
47 | 2023.01.16 11:35 | modify | 15 | 0.10 | 128.304 | 127.837 | 129.037 | ||
48 | 2023.01.16 11:40 | modify | 15 | 0.10 | 128.304 | 128.062 | 129.037 | ||
49 | 2023.01.17 02:40 | t/p | 12 | 0.10 | 129.037 | 128.062 | 129.037 | 118.32 | 10144.59 |
50 | 2023.01.17 02:40 | t/p | 13 | 0.10 | 129.037 | 128.062 | 129.037 | 45.30 | 10189.88 |
51 | 2023.01.17 02:40 | t/p | 14 | 0.10 | 129.037 | 128.062 | 129.037 | 45.30 | 10235.18 |
52 | 2023.01.17 02:40 | t/p | 15 | 0.10 | 129.037 | 128.062 | 129.037 | 57.84 | 10293.02 |
53 | 2023.02.06 16:00 | sell | 16 | 0.10 | 132.845 | 0.000 | 0.000 | ||
54 | 2023.02.06 16:00 | modify | 16 | 0.10 | 132.845 | 133.245 | 131.345 | ||
55 | 2023.02.07 07:00 | sell | 17 | 0.10 | 132.095 | 0.000 | 0.000 | ||
56 | 2023.02.07 07:00 | modify | 17 | 0.10 | 132.095 | 132.545 | 131.345 | ||
57 | 2023.02.07 07:00 | modify | 16 | 0.10 | 132.845 | 132.545 | 131.345 | ||
58 | 2023.02.07 08:30 | sell | 18 | 0.10 | 131.926 | 0.000 | 0.000 | ||
59 | 2023.02.07 08:30 | modify | 18 | 0.10 | 131.926 | 132.470 | 131.345 | ||
60 | 2023.02.07 08:30 | sell | 19 | 0.10 | 131.926 | 0.000 | 0.000 | ||
61 | 2023.02.07 08:30 | modify | 19 | 0.10 | 131.926 | 132.320 | 131.345 | ||
62 | 2023.02.07 08:30 | modify | 17 | 0.10 | 132.095 | 132.320 | 131.345 | ||
63 | 2023.02.07 08:30 | modify | 16 | 0.10 | 132.845 | 132.320 | 131.345 | ||
64 | 2023.02.07 08:35 | modify | 18 | 0.10 | 131.926 | 132.320 | 131.345 | ||
65 | 2023.02.07 15:40 | t/p | 16 | 0.10 | 131.345 | 132.320 | 131.345 | 112.92 | 10405.94 |
66 | 2023.02.07 15:40 | t/p | 17 | 0.10 | 131.345 | 132.320 | 131.345 | 57.14 | 10463.08 |
67 | 2023.02.07 15:40 | t/p | 18 | 0.10 | 131.345 | 132.320 | 131.345 | 44.27 | 10507.35 |
68 | 2023.02.07 15:40 | t/p | 19 | 0.10 | 131.345 | 132.320 | 131.345 | 44.27 | 10551.62 |
69 | 2023.02.15 16:00 | sell | 20 | 0.10 | 134.272 | 0.000 | 0.000 | ||
70 | 2023.02.15 16:00 | modify | 20 | 0.10 | 134.272 | 134.672 | 132.772 | ||
71 | 2023.02.17 01:40 | s/l | 20 | 0.10 | 134.672 | 134.672 | 132.772 | -35.19 | 10516.43 |
72 | 2023.02.24 16:00 | sell | 21 | 0.10 | 136.391 | 0.000 | 0.000 | ||
73 | 2023.02.24 16:00 | modify | 21 | 0.10 | 136.391 | 136.791 | 134.891 | ||
74 | 2023.02.28 07:40 | s/l | 21 | 0.10 | 136.791 | 136.791 | 134.891 | -31.99 | 10484.44 |
75 | 2023.04.28 12:00 | sell | 22 | 0.10 | 136.130 | 0.000 | 0.000 | ||
76 | 2023.04.28 12:00 | modify | 22 | 0.10 | 136.130 | 136.530 | 134.630 | ||
77 | 2023.04.28 14:05 | s/l | 22 | 0.10 | 136.530 | 136.530 | 134.630 | -29.29 | 10455.15 |
78 | 2023.05.01 12:00 | sell | 23 | 0.10 | 136.816 | 0.000 | 0.000 | ||
79 | 2023.05.01 12:00 | modify | 23 | 0.10 | 136.816 | 137.216 | 135.316 | ||
80 | 2023.05.01 14:33 | s/l | 23 | 0.10 | 137.216 | 137.216 | 135.316 | -29.13 | 10426.02 |
81 | 2023.05.04 16:00 | buy | 24 | 0.10 | 133.794 | 0.000 | 0.000 | ||
82 | 2023.05.04 16:00 | modify | 24 | 0.10 | 133.794 | 133.394 | 135.294 | ||
83 | 2023.05.05 16:45 | buy | 25 | 0.10 | 134.699 | 0.000 | 0.000 | ||
84 | 2023.05.05 16:45 | modify | 25 | 0.10 | 134.699 | 134.169 | 135.294 | ||
85 | 2023.05.05 16:45 | buy | 26 | 0.10 | 134.699 | 0.000 | 0.000 | ||
86 | 2023.05.05 16:45 | modify | 26 | 0.10 | 134.699 | 134.319 | 135.294 | ||
87 | 2023.05.05 16:45 | modify | 24 | 0.10 | 133.794 | 134.319 | 135.294 | ||
88 | 2023.05.05 16:50 | modify | 25 | 0.10 | 134.699 | 134.319 | 135.294 | ||
89 | 2023.05.07 23:40 | t/p | 24 | 0.10 | 135.294 | 134.319 | 135.294 | 111.96 | 10537.98 |
90 | 2023.05.07 23:40 | t/p | 25 | 0.10 | 135.294 | 134.319 | 135.294 | 43.98 | 10581.96 |
91 | 2023.05.07 23:40 | t/p | 26 | 0.10 | 135.294 | 134.319 | 135.294 | 43.98 | 10625.94 |
92 | 2023.05.17 16:00 | sell | 27 | 0.10 | 137.515 | 0.000 | 0.000 | ||
93 | 2023.05.17 16:00 | modify | 27 | 0.10 | 137.515 | 137.915 | 136.015 | ||
94 | 2023.05.18 08:05 | s/l | 27 | 0.10 | 137.915 | 137.915 | 136.015 | -33.12 | 10592.82 |
95 | 2023.07.07 16:00 | buy | 28 | 0.10 | 142.245 | 0.000 | 0.000 | ||
96 | 2023.07.07 16:00 | modify | 28 | 0.10 | 142.245 | 141.845 | 143.745 | ||
97 | 2023.07.10 04:50 | buy | 29 | 0.10 | 143.014 | 0.000 | 0.000 | ||
98 | 2023.07.10 04:50 | modify | 29 | 0.10 | 143.014 | 142.545 | 143.745 | ||
99 | 2023.07.10 04:50 | modify | 28 | 0.10 | 142.245 | 142.545 | 143.745 | ||
100 | 2023.07.10 06:20 | s/l | 28 | 0.10 | 142.545 | 142.545 | 143.745 | 22.14 | 10614.96 |
101 | 2023.07.10 06:20 | s/l | 29 | 0.10 | 142.545 | 142.545 | 143.745 | -32.91 | 10582.05 |
102 | 2023.07.13 16:00 | buy | 30 | 0.10 | 138.172 | 0.000 | 0.000 | ||
103 | 2023.07.13 16:00 | modify | 30 | 0.10 | 138.172 | 137.772 | 139.672 | ||
104 | 2023.07.14 00:40 | s/l | 30 | 0.10 | 137.772 | 137.772 | 139.672 | -27.98 | 10554.06 |
105 | 2023.08.01 16:00 | sell | 31 | 0.10 | 143.339 | 0.000 | 0.000 | ||
106 | 2023.08.01 16:00 | modify | 31 | 0.10 | 143.339 | 143.739 | 141.839 | ||
107 | 2023.08.02 06:50 | sell | 32 | 0.10 | 142.573 | 0.000 | 0.000 | ||
108 | 2023.08.02 06:50 | modify | 32 | 0.10 | 142.573 | 143.039 | 141.839 | ||
109 | 2023.08.02 06:50 | modify | 31 | 0.10 | 143.339 | 143.039 | 141.839 | ||
110 | 2023.08.02 12:30 | s/l | 31 | 0.10 | 143.039 | 143.039 | 141.839 | 19.59 | 10573.65 |
111 | 2023.08.02 12:30 | s/l | 32 | 0.10 | 143.039 | 143.039 | 141.839 | -32.57 | 10541.08 |
112 | 2023.08.10 16:00 | sell | 33 | 0.10 | 144.403 | 0.000 | 0.000 | ||
113 | 2023.08.10 16:00 | modify | 33 | 0.10 | 144.403 | 144.803 | 142.903 | ||
114 | 2023.08.10 19:40 | s/l | 33 | 0.10 | 144.803 | 144.803 | 142.903 | -27.62 | 10513.46 |
115 | 2023.08.23 16:00 | buy | 34 | 0.10 | 144.655 | 0.000 | 0.000 | ||
116 | 2023.08.23 16:00 | modify | 34 | 0.10 | 144.655 | 144.255 | 146.155 | ||
117 | 2023.08.24 09:30 | buy | 35 | 0.10 | 145.434 | 0.000 | 0.000 | ||
118 | 2023.08.24 09:30 | modify | 35 | 0.10 | 145.434 | 144.955 | 146.155 | ||
119 | 2023.08.24 09:30 | modify | 34 | 0.10 | 144.655 | 144.955 | 146.155 | ||
120 | 2023.08.24 11:20 | buy | 36 | 0.10 | 145.559 | 0.000 | 0.000 | ||
121 | 2023.08.24 11:20 | modify | 36 | 0.10 | 145.559 | 145.030 | 146.155 | ||
122 | 2023.08.24 11:20 | buy | 37 | 0.10 | 145.559 | 0.000 | 0.000 | ||
123 | 2023.08.24 11:20 | modify | 37 | 0.10 | 145.559 | 145.180 | 146.155 | ||
124 | 2023.08.24 11:20 | modify | 35 | 0.10 | 145.434 | 145.180 | 146.155 | ||
125 | 2023.08.24 11:20 | modify | 34 | 0.10 | 144.655 | 145.180 | 146.155 | ||
126 | 2023.08.24 11:25 | modify | 36 | 0.10 | 145.559 | 145.180 | 146.155 | ||
127 | 2023.08.25 01:30 | t/p | 34 | 0.10 | 146.155 | 145.180 | 146.155 | 106.98 | 10620.44 |
128 | 2023.08.25 01:30 | t/p | 35 | 0.10 | 146.155 | 145.180 | 146.155 | 50.42 | 10670.86 |
129 | 2023.08.25 01:30 | t/p | 36 | 0.10 | 146.155 | 145.180 | 146.155 | 41.87 | 10712.73 |
130 | 2023.08.25 01:30 | t/p | 37 | 0.10 | 146.155 | 145.180 | 146.155 | 41.87 | 10754.60 |
131 | 2023.08.29 12:00 | sell | 38 | 0.10 | 147.141 | 0.000 | 0.000 | ||
132 | 2023.08.29 12:00 | modify | 38 | 0.10 | 147.141 | 147.541 | 145.641 | ||
133 | 2023.08.30 03:10 | sell | 39 | 0.10 | 146.233 | 0.000 | 0.000 | ||
134 | 2023.08.30 03:10 | modify | 39 | 0.10 | 146.233 | 146.766 | 145.641 | ||
135 | 2023.08.30 03:10 | sell | 40 | 0.10 | 146.233 | 0.000 | 0.000 | ||
136 | 2023.08.30 03:10 | modify | 40 | 0.10 | 146.233 | 146.616 | 145.641 | ||
137 | 2023.08.30 03:10 | modify | 38 | 0.10 | 147.141 | 146.616 | 145.641 | ||
138 | 2023.08.30 03:15 | modify | 39 | 0.10 | 146.233 | 146.616 | 145.641 | ||
139 | 2023.08.30 07:25 | sell | 41 | 0.10 | 146.383 | 0.000 | 0.000 | ||
140 | 2023.08.30 07:25 | modify | 41 | 0.10 | 146.383 | 146.841 | 145.641 | ||
141 | 2023.08.30 07:30 | modify | 41 | 0.10 | 146.383 | 146.616 | 145.641 | ||
142 | 2023.08.30 13:40 | t/p | 38 | 0.10 | 145.641 | 146.616 | 145.641 | 101.66 | 10856.26 |
143 | 2023.08.30 13:40 | t/p | 39 | 0.10 | 145.641 | 146.616 | 145.641 | 40.66 | 10896.92 |
144 | 2023.08.30 13:40 | t/p | 40 | 0.10 | 145.641 | 146.616 | 145.641 | 40.66 | 10937.58 |
145 | 2023.08.30 13:40 | t/p | 41 | 0.10 | 145.641 | 146.616 | 145.641 | 50.97 | 10988.55 |