Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; 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=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; 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=5; 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 | 2612 | Ticks modelled | 79158 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1372.53 | Gross profit | 1604.98 | Gross loss | -232.45 |
Profit factor | 6.90 | Expected payoff | 37.10 | ||
Absolute drawdown | 7.73 | Maximal drawdown | 105.88 (1.04%) | Relative drawdown | 1.04% (105.88) |
Total trades | 37 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 19 (78.95%) |
Profit trades (% of total) | 28 (75.68%) | Loss trades (% of total) | 9 (24.32%) | ||
Largest | profit trade | 103.97 | loss trade | -36.98 | |
Average | profit trade | 57.32 | loss trade | -25.83 | |
Maximum | consecutive wins (profit in money) | 5 (244.06) | consecutive losses (loss in money) | 2 (-16.79) | |
Maximal | consecutive profit (count of wins) | 244.06 (5) | consecutive loss (count of losses) | -36.98 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.14 08:00 | sell | 1 | 0.10 | 93.262 | 0.000 | 0.000 | ||
2 | 2022.10.14 08:00 | modify | 1 | 0.10 | 93.262 | 93.762 | 91.762 | ||
3 | 2022.10.14 14:50 | sell | 2 | 0.10 | 92.415 | 0.000 | 0.000 | ||
4 | 2022.10.14 14:50 | modify | 2 | 0.10 | 92.415 | 92.587 | 91.762 | ||
5 | 2022.10.14 14:50 | modify | 1 | 0.10 | 93.262 | 92.587 | 91.762 | ||
6 | 2022.10.14 14:55 | s/l | 1 | 0.10 | 92.587 | 92.587 | 91.762 | 45.35 | 10045.35 |
7 | 2022.10.14 14:55 | s/l | 2 | 0.10 | 92.587 | 92.587 | 91.762 | -11.55 | 10033.80 |
8 | 2022.11.03 16:00 | buy | 3 | 0.10 | 93.286 | 0.000 | 0.000 | ||
9 | 2022.11.03 16:00 | modify | 3 | 0.10 | 93.286 | 92.786 | 94.786 | ||
10 | 2022.11.04 06:40 | buy | 4 | 0.10 | 94.060 | 0.000 | 0.000 | ||
11 | 2022.11.04 06:40 | modify | 4 | 0.10 | 94.060 | 93.511 | 94.786 | ||
12 | 2022.11.04 06:40 | modify | 3 | 0.10 | 93.286 | 93.511 | 94.786 | ||
13 | 2022.11.04 10:30 | buy | 5 | 0.10 | 94.139 | 0.000 | 0.000 | ||
14 | 2022.11.04 10:30 | modify | 5 | 0.10 | 94.139 | 93.961 | 94.786 | ||
15 | 2022.11.04 10:30 | modify | 4 | 0.10 | 94.060 | 93.961 | 94.786 | ||
16 | 2022.11.04 10:30 | modify | 3 | 0.10 | 93.286 | 93.961 | 94.786 | ||
17 | 2022.11.04 10:50 | buy | 6 | 0.10 | 94.194 | 0.000 | 0.000 | ||
18 | 2022.11.04 10:50 | modify | 6 | 0.10 | 94.194 | 93.811 | 94.786 | ||
19 | 2022.11.04 10:50 | modify | 5 | 0.10 | 94.139 | 93.811 | 94.786 | ||
20 | 2022.11.04 10:50 | modify | 4 | 0.10 | 94.060 | 93.811 | 94.786 | ||
21 | 2022.11.04 10:50 | modify | 3 | 0.10 | 93.286 | 93.811 | 94.786 | ||
22 | 2022.11.04 12:40 | t/p | 3 | 0.10 | 94.786 | 93.811 | 94.786 | 101.23 | 10135.03 |
23 | 2022.11.04 12:40 | t/p | 4 | 0.10 | 94.786 | 93.811 | 94.786 | 48.77 | 10183.80 |
24 | 2022.11.04 12:40 | t/p | 5 | 0.10 | 94.786 | 93.811 | 94.786 | 43.47 | 10227.27 |
25 | 2022.11.04 12:40 | t/p | 6 | 0.10 | 94.786 | 93.811 | 94.786 | 39.77 | 10267.04 |
26 | 2022.11.10 12:00 | buy | 7 | 0.10 | 93.694 | 0.000 | 0.000 | ||
27 | 2022.11.10 12:00 | modify | 7 | 0.10 | 93.694 | 93.194 | 95.194 | ||
28 | 2022.11.10 14:40 | s/l | 7 | 0.10 | 93.194 | 93.194 | 95.194 | -33.60 | 10233.44 |
29 | 2022.12.13 12:00 | sell | 8 | 0.10 | 93.104 | 0.000 | 0.000 | ||
30 | 2022.12.13 12:00 | modify | 8 | 0.10 | 93.104 | 93.604 | 91.604 | ||
31 | 2022.12.15 11:40 | sell | 9 | 0.10 | 92.347 | 0.000 | 0.000 | ||
32 | 2022.12.15 11:40 | modify | 9 | 0.10 | 92.347 | 92.879 | 91.604 | ||
33 | 2022.12.15 11:40 | modify | 8 | 0.10 | 93.104 | 92.879 | 91.604 | ||
34 | 2022.12.15 12:05 | sell | 10 | 0.10 | 92.202 | 0.000 | 0.000 | ||
35 | 2022.12.15 12:05 | modify | 10 | 0.10 | 92.202 | 92.579 | 91.604 | ||
36 | 2022.12.15 12:05 | modify | 9 | 0.10 | 92.347 | 92.579 | 91.604 | ||
37 | 2022.12.15 12:05 | modify | 8 | 0.10 | 93.104 | 92.579 | 91.604 | ||
38 | 2022.12.15 12:25 | sell | 11 | 0.10 | 92.265 | 0.000 | 0.000 | ||
39 | 2022.12.15 12:25 | modify | 11 | 0.10 | 92.265 | 92.429 | 91.604 | ||
40 | 2022.12.15 12:30 | modify | 11 | 0.10 | 92.265 | 92.579 | 91.604 | ||
41 | 2022.12.16 15:20 | t/p | 8 | 0.10 | 91.604 | 92.579 | 91.604 | 97.62 | 10331.05 |
42 | 2022.12.16 15:20 | t/p | 9 | 0.10 | 91.604 | 92.579 | 91.604 | 49.28 | 10380.33 |
43 | 2022.12.16 15:20 | t/p | 10 | 0.10 | 91.604 | 92.579 | 91.604 | 39.54 | 10419.87 |
44 | 2022.12.16 15:20 | t/p | 11 | 0.10 | 91.604 | 92.579 | 91.604 | 43.77 | 10463.64 |
45 | 2023.01.09 16:00 | sell | 12 | 0.10 | 91.598 | 0.000 | 0.000 | ||
46 | 2023.01.09 16:00 | modify | 12 | 0.10 | 91.598 | 92.098 | 90.098 | ||
47 | 2023.01.10 09:40 | sell | 13 | 0.10 | 90.832 | 0.000 | 0.000 | ||
48 | 2023.01.10 09:40 | modify | 13 | 0.10 | 90.832 | 91.373 | 90.098 | ||
49 | 2023.01.10 09:40 | modify | 12 | 0.10 | 91.598 | 91.373 | 90.098 | ||
50 | 2023.01.11 00:40 | s/l | 12 | 0.10 | 91.373 | 91.373 | 90.098 | 13.85 | 10477.49 |
51 | 2023.01.11 00:40 | s/l | 13 | 0.10 | 91.373 | 91.373 | 90.098 | -36.98 | 10440.51 |
52 | 2023.01.18 08:00 | sell | 14 | 0.10 | 91.420 | 0.000 | 0.000 | ||
53 | 2023.01.18 08:00 | modify | 14 | 0.10 | 91.420 | 91.920 | 89.920 | ||
54 | 2023.01.18 10:50 | sell | 15 | 0.10 | 90.670 | 0.000 | 0.000 | ||
55 | 2023.01.18 10:50 | modify | 15 | 0.10 | 90.670 | 91.195 | 89.920 | ||
56 | 2023.01.18 10:50 | modify | 14 | 0.10 | 91.420 | 91.195 | 89.920 | ||
57 | 2023.01.18 11:50 | sell | 16 | 0.10 | 90.503 | 0.000 | 0.000 | ||
58 | 2023.01.18 11:50 | modify | 16 | 0.10 | 90.503 | 90.895 | 89.920 | ||
59 | 2023.01.18 11:50 | modify | 15 | 0.10 | 90.670 | 90.895 | 89.920 | ||
60 | 2023.01.18 11:50 | modify | 14 | 0.10 | 91.420 | 90.895 | 89.920 | ||
61 | 2023.01.18 16:30 | t/p | 14 | 0.10 | 89.920 | 90.895 | 89.920 | 100.77 | 10541.28 |
62 | 2023.01.18 16:30 | t/p | 15 | 0.10 | 89.920 | 90.895 | 89.920 | 50.38 | 10591.66 |
63 | 2023.01.18 16:30 | t/p | 16 | 0.10 | 89.920 | 90.895 | 89.920 | 39.16 | 10630.82 |
64 | 2023.01.25 08:00 | sell | 17 | 0.10 | 92.553 | 0.000 | 0.000 | ||
65 | 2023.01.25 08:00 | modify | 17 | 0.10 | 92.553 | 93.053 | 91.053 | ||
66 | 2023.01.25 13:30 | sell | 18 | 0.10 | 91.793 | 0.000 | 0.000 | ||
67 | 2023.01.25 13:30 | modify | 18 | 0.10 | 91.793 | 92.328 | 91.053 | ||
68 | 2023.01.25 13:30 | modify | 17 | 0.10 | 92.553 | 92.328 | 91.053 | ||
69 | 2023.01.25 13:40 | sell | 19 | 0.10 | 91.713 | 0.000 | 0.000 | ||
70 | 2023.01.25 13:40 | modify | 19 | 0.10 | 91.713 | 91.878 | 91.053 | ||
71 | 2023.01.25 13:40 | modify | 18 | 0.10 | 91.793 | 91.878 | 91.053 | ||
72 | 2023.01.25 13:40 | modify | 17 | 0.10 | 92.553 | 91.878 | 91.053 | ||
73 | 2023.01.25 14:05 | s/l | 17 | 0.10 | 91.878 | 91.878 | 91.053 | 45.35 | 10676.17 |
74 | 2023.01.25 14:05 | s/l | 18 | 0.10 | 91.878 | 91.878 | 91.053 | -5.71 | 10670.46 |
75 | 2023.01.25 14:05 | s/l | 19 | 0.10 | 91.878 | 91.878 | 91.053 | -11.08 | 10659.38 |
76 | 2023.02.10 12:00 | buy | 20 | 0.10 | 90.613 | 0.000 | 0.000 | ||
77 | 2023.02.10 12:00 | modify | 20 | 0.10 | 90.613 | 90.113 | 92.113 | ||
78 | 2023.02.13 05:30 | buy | 21 | 0.10 | 91.371 | 0.000 | 0.000 | ||
79 | 2023.02.13 05:30 | modify | 21 | 0.10 | 91.371 | 90.838 | 92.113 | ||
80 | 2023.02.13 05:30 | modify | 20 | 0.10 | 90.613 | 90.838 | 92.113 | ||
81 | 2023.02.13 06:40 | buy | 22 | 0.10 | 91.461 | 0.000 | 0.000 | ||
82 | 2023.02.13 06:40 | modify | 22 | 0.10 | 91.461 | 91.288 | 92.113 | ||
83 | 2023.02.13 06:40 | modify | 21 | 0.10 | 91.371 | 91.288 | 92.113 | ||
84 | 2023.02.13 06:40 | modify | 20 | 0.10 | 90.613 | 91.288 | 92.113 | ||
85 | 2023.02.13 07:30 | buy | 23 | 0.10 | 91.537 | 0.000 | 0.000 | ||
86 | 2023.02.13 07:30 | modify | 23 | 0.10 | 91.537 | 91.138 | 92.113 | ||
87 | 2023.02.13 07:30 | modify | 22 | 0.10 | 91.461 | 91.138 | 92.113 | ||
88 | 2023.02.13 07:30 | modify | 21 | 0.10 | 91.371 | 91.138 | 92.113 | ||
89 | 2023.02.13 07:30 | modify | 20 | 0.10 | 90.613 | 91.138 | 92.113 | ||
90 | 2023.02.13 14:30 | t/p | 20 | 0.10 | 92.113 | 91.138 | 92.113 | 101.24 | 10760.62 |
91 | 2023.02.13 14:30 | t/p | 21 | 0.10 | 92.113 | 91.138 | 92.113 | 49.85 | 10810.47 |
92 | 2023.02.13 14:30 | t/p | 22 | 0.10 | 92.113 | 91.138 | 92.113 | 43.81 | 10854.28 |
93 | 2023.02.13 14:30 | t/p | 23 | 0.10 | 92.113 | 91.138 | 92.113 | 38.70 | 10892.98 |
94 | 2023.04.21 12:00 | buy | 24 | 0.10 | 89.598 | 0.000 | 0.000 | ||
95 | 2023.04.21 12:00 | modify | 24 | 0.10 | 89.598 | 89.098 | 91.098 | ||
96 | 2023.04.25 12:40 | s/l | 24 | 0.10 | 89.098 | 89.098 | 91.098 | -32.68 | 10860.30 |
97 | 2023.05.02 12:00 | sell | 25 | 0.10 | 92.043 | 0.000 | 0.000 | ||
98 | 2023.05.02 12:00 | modify | 25 | 0.10 | 92.043 | 92.543 | 90.543 | ||
99 | 2023.05.02 14:30 | sell | 26 | 0.10 | 91.216 | 0.000 | 0.000 | ||
100 | 2023.05.02 14:30 | modify | 26 | 0.10 | 91.216 | 91.368 | 90.543 | ||
101 | 2023.05.02 14:30 | modify | 25 | 0.10 | 92.043 | 91.368 | 90.543 | ||
102 | 2023.05.02 17:35 | sell | 27 | 0.10 | 91.126 | 0.000 | 0.000 | ||
103 | 2023.05.02 17:35 | modify | 27 | 0.10 | 91.126 | 91.518 | 90.543 | ||
104 | 2023.05.02 17:35 | modify | 26 | 0.10 | 91.216 | 91.518 | 90.543 | ||
105 | 2023.05.02 17:35 | modify | 25 | 0.10 | 92.043 | 91.518 | 90.543 | ||
106 | 2023.05.03 07:30 | t/p | 25 | 0.10 | 90.543 | 91.518 | 90.543 | 100.14 | 10960.44 |
107 | 2023.05.03 07:30 | t/p | 26 | 0.10 | 90.543 | 91.518 | 90.543 | 44.58 | 11005.02 |
108 | 2023.05.03 07:30 | t/p | 27 | 0.10 | 90.543 | 91.518 | 90.543 | 38.54 | 11043.56 |
109 | 2023.07.07 12:00 | buy | 28 | 0.10 | 95.073 | 0.000 | 0.000 | ||
110 | 2023.07.07 12:00 | modify | 28 | 0.10 | 95.073 | 94.573 | 96.573 | ||
111 | 2023.07.10 07:40 | s/l | 28 | 0.10 | 94.573 | 94.573 | 96.573 | -33.13 | 11010.42 |
112 | 2023.07.11 16:00 | buy | 29 | 0.10 | 93.651 | 0.000 | 0.000 | ||
113 | 2023.07.11 16:00 | modify | 29 | 0.10 | 93.651 | 93.151 | 95.151 | ||
114 | 2023.07.13 03:59 | buy | 30 | 0.10 | 94.420 | 0.000 | 0.000 | ||
115 | 2023.07.13 03:59 | modify | 30 | 0.10 | 94.420 | 93.876 | 95.151 | ||
116 | 2023.07.13 03:59 | modify | 29 | 0.10 | 93.651 | 93.876 | 95.151 | ||
117 | 2023.07.13 05:50 | buy | 31 | 0.10 | 94.563 | 0.000 | 0.000 | ||
118 | 2023.07.13 05:50 | modify | 31 | 0.10 | 94.563 | 94.176 | 95.151 | ||
119 | 2023.07.13 05:50 | modify | 30 | 0.10 | 94.420 | 94.176 | 95.151 | ||
120 | 2023.07.13 05:50 | modify | 29 | 0.10 | 93.651 | 94.176 | 95.151 | ||
121 | 2023.07.13 06:10 | buy | 32 | 0.10 | 94.485 | 0.000 | 0.000 | ||
122 | 2023.07.13 06:10 | modify | 32 | 0.10 | 94.485 | 94.326 | 95.151 | ||
123 | 2023.07.13 06:15 | modify | 32 | 0.10 | 94.485 | 94.176 | 95.151 | ||
124 | 2023.07.13 12:40 | t/p | 29 | 0.10 | 95.151 | 94.176 | 95.151 | 102.59 | 11113.01 |
125 | 2023.07.13 12:40 | t/p | 30 | 0.10 | 95.151 | 94.176 | 95.151 | 49.11 | 11162.12 |
126 | 2023.07.13 12:40 | t/p | 31 | 0.10 | 95.151 | 94.176 | 95.151 | 39.50 | 11201.62 |
127 | 2023.07.13 12:40 | t/p | 32 | 0.10 | 95.151 | 94.176 | 95.151 | 44.74 | 11246.36 |
128 | 2023.08.02 12:00 | buy | 33 | 0.10 | 93.939 | 0.000 | 0.000 | ||
129 | 2023.08.02 12:00 | modify | 33 | 0.10 | 93.939 | 93.439 | 95.439 | ||
130 | 2023.08.03 07:40 | s/l | 33 | 0.10 | 93.439 | 93.439 | 95.439 | -32.23 | 11214.13 |
131 | 2023.08.03 12:00 | buy | 34 | 0.10 | 93.327 | 0.000 | 0.000 | ||
132 | 2023.08.03 12:00 | modify | 34 | 0.10 | 93.327 | 92.827 | 94.827 | ||
133 | 2023.08.09 07:59 | buy | 35 | 0.10 | 94.099 | 0.000 | 0.000 | ||
134 | 2023.08.09 07:59 | modify | 35 | 0.10 | 94.099 | 93.552 | 94.827 | ||
135 | 2023.08.09 07:59 | modify | 34 | 0.10 | 93.327 | 93.552 | 94.827 | ||
136 | 2023.08.10 04:30 | buy | 36 | 0.10 | 94.237 | 0.000 | 0.000 | ||
137 | 2023.08.10 04:30 | modify | 36 | 0.10 | 94.237 | 93.852 | 94.827 | ||
138 | 2023.08.10 04:30 | modify | 35 | 0.10 | 94.099 | 93.852 | 94.827 | ||
139 | 2023.08.10 04:30 | modify | 34 | 0.10 | 93.327 | 93.852 | 94.827 | ||
140 | 2023.08.10 13:30 | t/p | 34 | 0.10 | 94.827 | 93.852 | 94.827 | 103.97 | 11318.10 |
141 | 2023.08.10 13:30 | t/p | 35 | 0.10 | 94.827 | 93.852 | 94.827 | 50.28 | 11368.37 |
142 | 2023.08.10 13:30 | t/p | 36 | 0.10 | 94.827 | 93.852 | 94.827 | 39.64 | 11408.01 |
143 | 2023.09.15 12:00 | sell | 37 | 0.10 | 95.435 | 0.000 | 0.000 | ||
144 | 2023.09.15 12:00 | modify | 37 | 0.10 | 95.435 | 95.935 | 93.935 | ||
145 | 2023.09.20 11:30 | s/l | 37 | 0.10 | 95.935 | 95.935 | 93.935 | -35.48 | 11372.53 |