Symbol | USDJPY (US 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=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2612 | Ticks modelled | 79372 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 925.57 | Gross profit | 970.17 | Gross loss | -44.60 |
Profit factor | 21.75 | Expected payoff | 57.85 | ||
Absolute drawdown | 72.15 | Maximal drawdown | 149.85 (1.45%) | Relative drawdown | 1.45% (149.85) |
Total trades | 16 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 14 (87.50%) | Loss trades (% of total) | 2 (12.50%) | ||
Largest | profit trade | 116.25 | loss trade | -22.30 | |
Average | profit trade | 69.30 | loss trade | -22.30 | |
Maximum | consecutive wins (profit in money) | 14 (970.17) | consecutive losses (loss in money) | 2 (-44.60) | |
Maximal | consecutive profit (count of wins) | 970.17 (14) | consecutive loss (count of losses) | -44.60 (2) | |
Average | consecutive wins | 14 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.27 04:00 | buy | 1 | 0.10 | 146.152 | 0.000 | 0.000 | ||
2 | 2022.10.27 04:00 | modify | 1 | 0.10 | 146.152 | 144.652 | 147.652 | ||
3 | 2022.10.28 07:20 | buy | 2 | 0.10 | 146.840 | 0.000 | 0.000 | ||
4 | 2022.10.28 07:20 | modify | 2 | 0.10 | 146.840 | 146.302 | 147.652 | ||
5 | 2022.10.28 07:20 | buy | 3 | 0.10 | 146.840 | 0.000 | 0.000 | ||
6 | 2022.10.28 07:20 | modify | 3 | 0.10 | 146.840 | 146.527 | 147.652 | ||
7 | 2022.10.28 07:20 | modify | 1 | 0.10 | 146.152 | 146.527 | 147.652 | ||
8 | 2022.10.28 07:25 | modify | 2 | 0.10 | 146.840 | 146.527 | 147.652 | ||
9 | 2022.10.28 09:30 | t/p | 1 | 0.10 | 147.652 | 146.527 | 147.652 | 102.58 | 10102.58 |
10 | 2022.10.28 09:30 | t/p | 2 | 0.10 | 147.652 | 146.527 | 147.652 | 54.96 | 10157.54 |
11 | 2022.10.28 09:30 | t/p | 3 | 0.10 | 147.652 | 146.527 | 147.652 | 54.96 | 10212.50 |
12 | 2022.11.22 00:00 | sell | 4 | 0.10 | 142.087 | 0.000 | 0.000 | ||
13 | 2022.11.22 00:00 | modify | 4 | 0.10 | 142.087 | 143.587 | 140.587 | ||
14 | 2022.11.22 16:20 | sell | 5 | 0.10 | 141.395 | 0.000 | 0.000 | ||
15 | 2022.11.22 16:20 | modify | 5 | 0.10 | 141.395 | 141.937 | 140.587 | ||
16 | 2022.11.22 16:20 | sell | 6 | 0.10 | 141.395 | 0.000 | 0.000 | ||
17 | 2022.11.22 16:20 | modify | 6 | 0.10 | 141.395 | 141.712 | 140.587 | ||
18 | 2022.11.22 16:20 | modify | 4 | 0.10 | 142.087 | 141.712 | 140.587 | ||
19 | 2022.11.22 16:25 | modify | 5 | 0.10 | 141.395 | 141.712 | 140.587 | ||
20 | 2022.11.23 14:30 | t/p | 4 | 0.10 | 140.587 | 141.712 | 140.587 | 105.54 | 10318.05 |
21 | 2022.11.23 14:30 | t/p | 5 | 0.10 | 140.587 | 141.712 | 140.587 | 56.24 | 10374.29 |
22 | 2022.11.23 14:30 | t/p | 6 | 0.10 | 140.587 | 141.712 | 140.587 | 56.24 | 10430.54 |
23 | 2023.01.02 04:00 | buy | 7 | 0.10 | 130.926 | 0.000 | 0.000 | ||
24 | 2023.01.02 04:00 | modify | 7 | 0.10 | 130.926 | 129.426 | 132.426 | ||
25 | 2023.01.04 16:55 | buy | 8 | 0.10 | 132.059 | 0.000 | 0.000 | ||
26 | 2023.01.04 16:55 | modify | 8 | 0.10 | 132.059 | 131.451 | 132.426 | ||
27 | 2023.01.04 16:55 | modify | 7 | 0.10 | 130.926 | 131.451 | 132.426 | ||
28 | 2023.01.04 17:30 | t/p | 7 | 0.10 | 132.426 | 131.451 | 132.426 | 115.28 | 10545.81 |
29 | 2023.01.04 17:30 | t/p | 8 | 0.10 | 132.426 | 131.451 | 132.426 | 27.69 | 10573.50 |
30 | 2023.02.02 04:00 | buy | 9 | 0.10 | 128.637 | 0.000 | 0.000 | ||
31 | 2023.02.02 04:00 | modify | 9 | 0.10 | 128.637 | 127.137 | 130.137 | ||
32 | 2023.02.03 13:40 | t/p | 9 | 0.10 | 130.137 | 127.137 | 130.137 | 116.25 | 10689.75 |
33 | 2023.05.01 08:00 | sell | 10 | 0.10 | 136.716 | 0.000 | 0.000 | ||
34 | 2023.05.01 08:00 | modify | 10 | 0.10 | 136.716 | 138.216 | 135.216 | ||
35 | 2023.05.03 01:50 | sell | 11 | 0.10 | 136.025 | 0.000 | 0.000 | ||
36 | 2023.05.03 01:50 | modify | 11 | 0.10 | 136.025 | 136.566 | 135.216 | ||
37 | 2023.05.03 01:50 | sell | 12 | 0.10 | 136.025 | 0.000 | 0.000 | ||
38 | 2023.05.03 01:50 | modify | 12 | 0.10 | 136.025 | 136.341 | 135.216 | ||
39 | 2023.05.03 01:50 | modify | 10 | 0.10 | 136.716 | 136.341 | 135.216 | ||
40 | 2023.05.03 01:55 | modify | 11 | 0.10 | 136.025 | 136.341 | 135.216 | ||
41 | 2023.05.03 09:40 | sell | 13 | 0.10 | 135.568 | 0.000 | 0.000 | ||
42 | 2023.05.03 09:40 | modify | 13 | 0.10 | 135.568 | 136.191 | 135.216 | ||
43 | 2023.05.03 09:40 | modify | 12 | 0.10 | 136.025 | 136.191 | 135.216 | ||
44 | 2023.05.03 09:40 | modify | 11 | 0.10 | 136.025 | 136.191 | 135.216 | ||
45 | 2023.05.03 09:40 | modify | 10 | 0.10 | 136.716 | 136.191 | 135.216 | ||
46 | 2023.05.03 14:40 | t/p | 10 | 0.10 | 135.216 | 136.191 | 135.216 | 108.37 | 10798.12 |
47 | 2023.05.03 14:40 | t/p | 11 | 0.10 | 135.216 | 136.191 | 135.216 | 59.86 | 10857.98 |
48 | 2023.05.03 14:40 | t/p | 12 | 0.10 | 135.216 | 136.191 | 135.216 | 59.86 | 10917.84 |
49 | 2023.05.03 14:40 | t/p | 13 | 0.10 | 135.216 | 136.191 | 135.216 | 26.04 | 10943.88 |
50 | 2023.07.10 00:00 | buy | 14 | 0.10 | 142.240 | 0.000 | 0.000 | ||
51 | 2023.07.10 00:00 | modify | 14 | 0.10 | 142.240 | 140.740 | 143.740 | ||
52 | 2023.07.10 02:40 | buy | 15 | 0.10 | 142.933 | 0.000 | 0.000 | ||
53 | 2023.07.10 02:40 | modify | 15 | 0.10 | 142.933 | 142.390 | 143.740 | ||
54 | 2023.07.10 02:40 | buy | 16 | 0.10 | 142.933 | 0.000 | 0.000 | ||
55 | 2023.07.10 02:40 | modify | 16 | 0.10 | 142.933 | 142.615 | 143.740 | ||
56 | 2023.07.10 02:40 | modify | 14 | 0.10 | 142.240 | 142.615 | 143.740 | ||
57 | 2023.07.10 02:45 | modify | 15 | 0.10 | 142.933 | 142.615 | 143.740 | ||
58 | 2023.07.10 06:06 | s/l | 14 | 0.10 | 142.615 | 142.615 | 143.740 | 26.29 | 10970.17 |
59 | 2023.07.10 06:06 | s/l | 15 | 0.10 | 142.615 | 142.615 | 143.740 | -22.30 | 10947.87 |
60 | 2023.07.10 06:06 | s/l | 16 | 0.10 | 142.615 | 142.615 | 143.740 | -22.30 | 10925.57 |