Symbol | EURJPY (Euro 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 79413 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1206.11 | Gross profit | 1433.98 | Gross loss | -227.87 |
Profit factor | 6.29 | Expected payoff | 33.50 | ||
Absolute drawdown | 14.12 | Maximal drawdown | 223.64 (2.13%) | Relative drawdown | 2.13% (223.64) |
Total trades | 36 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 21 (80.95%) |
Profit trades (% of total) | 28 (77.78%) | Loss trades (% of total) | 8 (22.22%) | ||
Largest | profit trade | 95.54 | loss trade | -40.87 | |
Average | profit trade | 51.21 | loss trade | -28.48 | |
Maximum | consecutive wins (profit in money) | 8 (438.67) | consecutive losses (loss in money) | 4 (-99.15) | |
Maximal | consecutive profit (count of wins) | 438.67 (8) | consecutive loss (count of losses) | -99.15 (4) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.04 20:00 | sell | 1 | 0.10 | 143.909 | 0.000 | 0.000 | ||
2 | 2022.10.04 20:00 | modify | 1 | 0.10 | 143.909 | 144.509 | 142.509 | ||
3 | 2022.10.05 08:05 | sell | 2 | 0.10 | 143.409 | 0.000 | 0.000 | ||
4 | 2022.10.05 08:05 | modify | 2 | 0.10 | 143.409 | 143.769 | 142.509 | ||
5 | 2022.10.05 08:05 | modify | 1 | 0.10 | 143.909 | 143.769 | 142.509 | ||
6 | 2022.10.05 11:40 | sell | 3 | 0.10 | 143.056 | 0.000 | 0.000 | ||
7 | 2022.10.05 11:40 | modify | 3 | 0.10 | 143.056 | 143.559 | 142.509 | ||
8 | 2022.10.05 11:40 | modify | 2 | 0.10 | 143.409 | 143.559 | 142.509 | ||
9 | 2022.10.05 11:40 | modify | 1 | 0.10 | 143.909 | 143.559 | 142.509 | ||
10 | 2022.10.05 14:40 | t/p | 1 | 0.10 | 142.509 | 143.559 | 142.509 | 93.57 | 10093.57 |
11 | 2022.10.05 14:40 | t/p | 2 | 0.10 | 142.509 | 143.559 | 142.509 | 60.50 | 10154.07 |
12 | 2022.10.05 14:40 | t/p | 3 | 0.10 | 142.509 | 143.559 | 142.509 | 36.77 | 10190.84 |
13 | 2022.11.10 20:00 | buy | 4 | 0.10 | 144.409 | 0.000 | 0.000 | ||
14 | 2022.11.10 20:00 | modify | 4 | 0.10 | 144.409 | 143.809 | 145.809 | ||
15 | 2022.11.10 21:20 | s/l | 4 | 0.10 | 143.809 | 143.809 | 145.809 | -40.34 | 10150.50 |
16 | 2022.11.11 16:00 | buy | 5 | 0.10 | 143.620 | 0.000 | 0.000 | ||
17 | 2022.11.11 16:00 | modify | 5 | 0.10 | 143.620 | 143.020 | 145.020 | ||
18 | 2022.11.14 08:10 | buy | 6 | 0.10 | 144.120 | 0.000 | 0.000 | ||
19 | 2022.11.14 08:10 | modify | 6 | 0.10 | 144.120 | 143.760 | 145.020 | ||
20 | 2022.11.14 08:10 | modify | 5 | 0.10 | 143.620 | 143.760 | 145.020 | ||
21 | 2022.11.14 08:30 | buy | 7 | 0.10 | 144.472 | 0.000 | 0.000 | ||
22 | 2022.11.14 08:30 | modify | 7 | 0.10 | 144.472 | 143.970 | 145.020 | ||
23 | 2022.11.14 08:30 | modify | 6 | 0.10 | 144.120 | 143.970 | 145.020 | ||
24 | 2022.11.14 08:30 | modify | 5 | 0.10 | 143.620 | 143.970 | 145.020 | ||
25 | 2022.11.14 09:10 | buy | 8 | 0.10 | 144.607 | 0.000 | 0.000 | ||
26 | 2022.11.14 09:10 | modify | 8 | 0.10 | 144.607 | 144.110 | 145.020 | ||
27 | 2022.11.14 09:10 | modify | 7 | 0.10 | 144.472 | 144.110 | 145.020 | ||
28 | 2022.11.14 09:10 | modify | 6 | 0.10 | 144.120 | 144.110 | 145.020 | ||
29 | 2022.11.14 09:10 | modify | 5 | 0.10 | 143.620 | 144.110 | 145.020 | ||
30 | 2022.11.14 13:40 | t/p | 5 | 0.10 | 145.020 | 144.110 | 145.020 | 94.40 | 10244.91 |
31 | 2022.11.14 13:40 | t/p | 6 | 0.10 | 145.020 | 144.110 | 145.020 | 60.51 | 10305.42 |
32 | 2022.11.14 13:40 | t/p | 7 | 0.10 | 145.020 | 144.110 | 145.020 | 36.84 | 10342.26 |
33 | 2022.11.14 13:40 | t/p | 8 | 0.10 | 145.020 | 144.110 | 145.020 | 27.77 | 10370.03 |
34 | 2022.11.24 16:00 | buy | 9 | 0.10 | 144.049 | 0.000 | 0.000 | ||
35 | 2022.11.24 16:00 | modify | 9 | 0.10 | 144.049 | 143.449 | 145.449 | ||
36 | 2022.11.25 01:35 | buy | 10 | 0.10 | 144.545 | 0.000 | 0.000 | ||
37 | 2022.11.25 01:35 | modify | 10 | 0.10 | 144.545 | 144.189 | 145.449 | ||
38 | 2022.11.25 01:35 | modify | 9 | 0.10 | 144.049 | 144.189 | 145.449 | ||
39 | 2022.11.25 09:20 | buy | 11 | 0.10 | 144.889 | 0.000 | 0.000 | ||
40 | 2022.11.25 09:20 | modify | 11 | 0.10 | 144.889 | 144.399 | 145.449 | ||
41 | 2022.11.25 09:20 | modify | 10 | 0.10 | 144.545 | 144.399 | 145.449 | ||
42 | 2022.11.25 09:20 | modify | 9 | 0.10 | 144.049 | 144.399 | 145.449 | ||
43 | 2022.11.25 11:59 | buy | 12 | 0.10 | 145.050 | 0.000 | 0.000 | ||
44 | 2022.11.25 11:59 | modify | 12 | 0.10 | 145.050 | 144.539 | 145.449 | ||
45 | 2022.11.25 11:59 | modify | 11 | 0.10 | 144.889 | 144.539 | 145.449 | ||
46 | 2022.11.25 11:59 | modify | 10 | 0.10 | 144.545 | 144.539 | 145.449 | ||
47 | 2022.11.25 11:59 | modify | 9 | 0.10 | 144.049 | 144.539 | 145.449 | ||
48 | 2022.11.25 13:30 | s/l | 9 | 0.10 | 144.539 | 144.539 | 145.449 | 33.22 | 10403.25 |
49 | 2022.11.25 13:30 | s/l | 10 | 0.10 | 144.539 | 144.539 | 145.449 | -0.40 | 10402.85 |
50 | 2022.11.25 13:30 | s/l | 11 | 0.10 | 144.539 | 144.539 | 145.449 | -23.53 | 10379.32 |
51 | 2022.11.25 13:30 | s/l | 12 | 0.10 | 144.539 | 144.539 | 145.449 | -34.35 | 10344.97 |
52 | 2022.12.05 20:00 | sell | 13 | 0.10 | 143.403 | 0.000 | 0.000 | ||
53 | 2022.12.05 20:00 | modify | 13 | 0.10 | 143.403 | 144.003 | 142.003 | ||
54 | 2022.12.06 07:15 | s/l | 13 | 0.10 | 144.003 | 144.003 | 142.003 | -40.87 | 10304.10 |
55 | 2022.12.15 20:00 | sell | 14 | 0.10 | 146.450 | 0.000 | 0.000 | ||
56 | 2022.12.15 20:00 | modify | 14 | 0.10 | 146.450 | 147.050 | 145.050 | ||
57 | 2022.12.16 09:50 | sell | 15 | 0.10 | 145.584 | 0.000 | 0.000 | ||
58 | 2022.12.16 09:50 | modify | 15 | 0.10 | 145.584 | 146.100 | 145.050 | ||
59 | 2022.12.16 09:50 | modify | 14 | 0.10 | 146.450 | 146.100 | 145.050 | ||
60 | 2022.12.16 12:40 | sell | 16 | 0.10 | 145.458 | 0.000 | 0.000 | ||
61 | 2022.12.16 12:40 | modify | 16 | 0.10 | 145.458 | 145.960 | 145.050 | ||
62 | 2022.12.16 12:40 | modify | 15 | 0.10 | 145.584 | 145.960 | 145.050 | ||
63 | 2022.12.16 12:40 | modify | 14 | 0.10 | 146.450 | 145.960 | 145.050 | ||
64 | 2022.12.16 15:40 | t/p | 14 | 0.10 | 145.050 | 145.960 | 145.050 | 93.57 | 10397.68 |
65 | 2022.12.16 15:40 | t/p | 15 | 0.10 | 145.050 | 145.960 | 145.050 | 35.89 | 10433.57 |
66 | 2022.12.16 15:40 | t/p | 16 | 0.10 | 145.050 | 145.960 | 145.050 | 27.42 | 10460.99 |
67 | 2023.01.23 20:00 | sell | 17 | 0.10 | 141.888 | 0.000 | 0.000 | ||
68 | 2023.01.23 20:00 | modify | 17 | 0.10 | 141.888 | 142.488 | 140.488 | ||
69 | 2023.01.24 07:59 | sell | 18 | 0.10 | 141.394 | 0.000 | 0.000 | ||
70 | 2023.01.24 07:59 | modify | 18 | 0.10 | 141.394 | 141.748 | 140.488 | ||
71 | 2023.01.24 07:59 | modify | 17 | 0.10 | 141.888 | 141.748 | 140.488 | ||
72 | 2023.01.24 13:40 | s/l | 17 | 0.10 | 141.748 | 141.748 | 140.488 | 8.87 | 10469.86 |
73 | 2023.01.24 13:40 | s/l | 18 | 0.10 | 141.748 | 141.748 | 140.488 | -23.79 | 10446.07 |
74 | 2023.04.05 20:00 | buy | 19 | 0.10 | 143.119 | 0.000 | 0.000 | ||
75 | 2023.04.05 20:00 | modify | 19 | 0.10 | 143.119 | 142.519 | 144.519 | ||
76 | 2023.04.06 14:10 | buy | 20 | 0.10 | 143.621 | 0.000 | 0.000 | ||
77 | 2023.04.06 14:10 | modify | 20 | 0.10 | 143.621 | 143.259 | 144.519 | ||
78 | 2023.04.06 14:10 | modify | 19 | 0.10 | 143.119 | 143.259 | 144.519 | ||
79 | 2023.04.06 14:40 | buy | 21 | 0.10 | 143.986 | 0.000 | 0.000 | ||
80 | 2023.04.06 14:40 | modify | 21 | 0.10 | 143.986 | 143.469 | 144.519 | ||
81 | 2023.04.06 14:40 | modify | 20 | 0.10 | 143.621 | 143.469 | 144.519 | ||
82 | 2023.04.06 14:40 | modify | 19 | 0.10 | 143.119 | 143.469 | 144.519 | ||
83 | 2023.04.07 14:05 | buy | 22 | 0.10 | 144.102 | 0.000 | 0.000 | ||
84 | 2023.04.07 14:05 | modify | 22 | 0.10 | 144.102 | 143.609 | 144.519 | ||
85 | 2023.04.07 14:05 | modify | 21 | 0.10 | 143.986 | 143.609 | 144.519 | ||
86 | 2023.04.07 14:05 | modify | 20 | 0.10 | 143.621 | 143.609 | 144.519 | ||
87 | 2023.04.07 14:05 | modify | 19 | 0.10 | 143.119 | 143.609 | 144.519 | ||
88 | 2023.04.10 00:30 | t/p | 19 | 0.10 | 144.519 | 143.609 | 144.519 | 95.54 | 10541.60 |
89 | 2023.04.10 00:30 | t/p | 20 | 0.10 | 144.519 | 143.609 | 144.519 | 60.94 | 10602.54 |
90 | 2023.04.10 00:30 | t/p | 21 | 0.10 | 144.519 | 143.609 | 144.519 | 36.40 | 10638.94 |
91 | 2023.04.10 00:30 | t/p | 22 | 0.10 | 144.519 | 143.609 | 144.519 | 28.31 | 10667.25 |
92 | 2023.05.11 16:00 | buy | 23 | 0.10 | 146.801 | 0.000 | 0.000 | ||
93 | 2023.05.11 16:00 | modify | 23 | 0.10 | 146.801 | 146.201 | 148.201 | ||
94 | 2023.05.12 16:05 | buy | 24 | 0.10 | 147.320 | 0.000 | 0.000 | ||
95 | 2023.05.12 16:05 | modify | 24 | 0.10 | 147.320 | 146.941 | 148.201 | ||
96 | 2023.05.12 16:05 | modify | 23 | 0.10 | 146.801 | 146.941 | 148.201 | ||
97 | 2023.05.15 02:40 | buy | 25 | 0.10 | 147.669 | 0.000 | 0.000 | ||
98 | 2023.05.15 02:40 | modify | 25 | 0.10 | 147.669 | 147.151 | 148.201 | ||
99 | 2023.05.15 02:40 | modify | 24 | 0.10 | 147.320 | 147.151 | 148.201 | ||
100 | 2023.05.15 02:40 | modify | 23 | 0.10 | 146.801 | 147.151 | 148.201 | ||
101 | 2023.05.16 05:45 | buy | 26 | 0.10 | 147.804 | 0.000 | 0.000 | ||
102 | 2023.05.16 05:45 | modify | 26 | 0.10 | 147.804 | 147.291 | 148.201 | ||
103 | 2023.05.16 05:45 | modify | 25 | 0.10 | 147.669 | 147.291 | 148.201 | ||
104 | 2023.05.16 05:45 | modify | 24 | 0.10 | 147.320 | 147.291 | 148.201 | ||
105 | 2023.05.16 05:45 | modify | 23 | 0.10 | 146.801 | 147.291 | 148.201 | ||
106 | 2023.05.16 13:20 | t/p | 23 | 0.10 | 148.201 | 147.291 | 148.201 | 94.97 | 10762.22 |
107 | 2023.05.16 13:20 | t/p | 24 | 0.10 | 148.201 | 147.291 | 148.201 | 59.79 | 10822.01 |
108 | 2023.05.16 13:20 | t/p | 25 | 0.10 | 148.201 | 147.291 | 148.201 | 36.04 | 10858.05 |
109 | 2023.05.16 13:20 | t/p | 26 | 0.10 | 148.201 | 147.291 | 148.201 | 26.69 | 10884.74 |
110 | 2023.06.15 20:00 | sell | 27 | 0.10 | 153.552 | 0.000 | 0.000 | ||
111 | 2023.06.15 20:00 | modify | 27 | 0.10 | 153.552 | 154.152 | 152.152 | ||
112 | 2023.06.16 06:20 | s/l | 27 | 0.10 | 154.152 | 154.152 | 152.152 | -40.87 | 10843.87 |
113 | 2023.07.21 16:00 | sell | 28 | 0.10 | 157.613 | 0.000 | 0.000 | ||
114 | 2023.07.21 16:00 | modify | 28 | 0.10 | 157.613 | 158.213 | 156.213 | ||
115 | 2023.07.24 07:50 | sell | 29 | 0.10 | 156.625 | 0.000 | 0.000 | ||
116 | 2023.07.24 07:50 | modify | 29 | 0.10 | 156.625 | 157.123 | 156.213 | ||
117 | 2023.07.24 07:50 | modify | 28 | 0.10 | 157.613 | 157.123 | 156.213 | ||
118 | 2023.07.24 08:20 | sell | 30 | 0.10 | 156.754 | 0.000 | 0.000 | ||
119 | 2023.07.24 08:20 | modify | 30 | 0.10 | 156.754 | 157.263 | 156.213 | ||
120 | 2023.07.24 08:25 | modify | 30 | 0.10 | 156.754 | 157.123 | 156.213 | ||
121 | 2023.07.25 09:40 | t/p | 28 | 0.10 | 156.213 | 157.123 | 156.213 | 93.04 | 10936.91 |
122 | 2023.07.25 09:40 | t/p | 29 | 0.10 | 156.213 | 157.123 | 156.213 | 27.16 | 10964.07 |
123 | 2023.07.25 09:40 | t/p | 30 | 0.10 | 156.213 | 157.123 | 156.213 | 35.83 | 10999.90 |
124 | 2023.08.10 20:00 | sell | 31 | 0.10 | 158.975 | 0.000 | 0.000 | ||
125 | 2023.08.10 20:00 | modify | 31 | 0.10 | 158.975 | 159.575 | 157.575 | ||
126 | 2023.08.11 14:15 | sell | 32 | 0.10 | 158.482 | 0.000 | 0.000 | ||
127 | 2023.08.11 14:15 | modify | 32 | 0.10 | 158.482 | 158.835 | 157.575 | ||
128 | 2023.08.11 14:15 | modify | 31 | 0.10 | 158.975 | 158.835 | 157.575 | ||
129 | 2023.08.11 14:30 | s/l | 31 | 0.10 | 158.835 | 158.835 | 157.575 | 8.87 | 11008.78 |
130 | 2023.08.11 14:30 | s/l | 32 | 0.10 | 158.835 | 158.835 | 157.575 | -23.73 | 10985.05 |
131 | 2023.09.14 20:00 | buy | 33 | 0.10 | 156.959 | 0.000 | 0.000 | ||
132 | 2023.09.14 20:00 | modify | 33 | 0.10 | 156.959 | 156.359 | 158.359 | ||
133 | 2023.09.15 14:50 | buy | 34 | 0.10 | 157.826 | 0.000 | 0.000 | ||
134 | 2023.09.15 14:50 | modify | 34 | 0.10 | 157.826 | 157.309 | 158.359 | ||
135 | 2023.09.15 14:50 | modify | 33 | 0.10 | 156.959 | 157.309 | 158.359 | ||
136 | 2023.09.18 06:45 | buy | 35 | 0.10 | 157.449 | 0.000 | 0.000 | ||
137 | 2023.09.18 06:45 | modify | 35 | 0.10 | 157.449 | 157.099 | 158.359 | ||
138 | 2023.09.18 06:50 | modify | 35 | 0.10 | 157.449 | 157.309 | 158.359 | ||
139 | 2023.09.18 15:40 | buy | 36 | 0.10 | 157.960 | 0.000 | 0.000 | ||
140 | 2023.09.18 15:40 | modify | 36 | 0.10 | 157.960 | 157.449 | 158.359 | ||
141 | 2023.09.18 15:40 | modify | 34 | 0.10 | 157.826 | 157.449 | 158.359 | ||
142 | 2023.09.18 15:40 | modify | 35 | 0.10 | 157.449 | 157.449 | 158.359 | ||
143 | 2023.09.18 15:40 | modify | 33 | 0.10 | 156.959 | 157.449 | 158.359 | ||
144 | 2023.09.20 07:40 | t/p | 33 | 0.10 | 158.359 | 157.449 | 158.359 | 95.25 | 11080.30 |
145 | 2023.09.20 07:40 | t/p | 34 | 0.10 | 158.359 | 157.449 | 158.359 | 36.68 | 11116.98 |
146 | 2023.09.20 07:40 | t/p | 35 | 0.10 | 158.359 | 157.449 | 158.359 | 61.75 | 11178.72 |
147 | 2023.09.20 07:40 | t/p | 36 | 0.10 | 158.359 | 157.449 | 158.359 | 27.39 | 11206.11 |