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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1911 | Ticks modelled | 46020577 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 732.68 | Gross profit | 883.53 | Gross loss | -150.85 |
Profit factor | 5.86 | Expected payoff | 33.30 | ||
Absolute drawdown | 155.38 | Maximal drawdown | 286.09 (2.82%) | Relative drawdown | 2.82% (286.09) |
Total trades | 22 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 14 (71.43%) |
Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
Largest | profit trade | 116.30 | loss trade | -42.60 | |
Average | profit trade | 58.90 | loss trade | -21.55 | |
Maximum | consecutive wins (profit in money) | 13 (822.18) | consecutive losses (loss in money) | 3 (-66.57) | |
Maximal | consecutive profit (count of wins) | 822.18 (13) | consecutive loss (count of losses) | -66.57 (3) | |
Average | consecutive wins | 5 | 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 | 2022.10.27 12:08 | buy | 2 | 0.10 | 146.832 | 0.000 | 0.000 | ||
4 | 2022.10.27 12:08 | modify | 2 | 0.10 | 146.832 | 146.302 | 147.652 | ||
5 | 2022.10.27 12:08 | buy | 3 | 0.10 | 146.832 | 0.000 | 0.000 | ||
6 | 2022.10.27 12:08 | modify | 3 | 0.10 | 146.832 | 146.527 | 147.652 | ||
7 | 2022.10.27 12:08 | modify | 1 | 0.10 | 146.152 | 146.527 | 147.652 | ||
8 | 2022.10.27 12:08 | modify | 2 | 0.10 | 146.832 | 146.527 | 147.652 | ||
9 | 2022.10.27 12:31 | s/l | 1 | 0.10 | 146.527 | 146.527 | 147.652 | 25.59 | 10025.59 |
10 | 2022.10.27 12:31 | s/l | 2 | 0.10 | 146.527 | 146.527 | 147.652 | -20.82 | 10004.77 |
11 | 2022.10.27 12:31 | s/l | 3 | 0.10 | 146.527 | 146.527 | 147.652 | -20.82 | 9983.95 |
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 09:32 | sell | 5 | 0.10 | 141.411 | 0.000 | 0.000 | ||
15 | 2022.11.22 09:32 | modify | 5 | 0.10 | 141.411 | 141.937 | 140.587 | ||
16 | 2022.11.22 09:32 | sell | 6 | 0.10 | 141.411 | 0.000 | 0.000 | ||
17 | 2022.11.22 09:32 | modify | 6 | 0.10 | 141.411 | 141.712 | 140.587 | ||
18 | 2022.11.22 09:32 | modify | 4 | 0.10 | 142.087 | 141.712 | 140.587 | ||
19 | 2022.11.22 09:32 | modify | 5 | 0.10 | 141.411 | 141.712 | 140.587 | ||
20 | 2022.11.23 00:05 | sell | 7 | 0.10 | 140.959 | 0.000 | 0.000 | ||
21 | 2022.11.23 00:05 | modify | 7 | 0.10 | 140.959 | 141.562 | 140.587 | ||
22 | 2022.11.23 00:05 | modify | 6 | 0.10 | 141.411 | 141.562 | 140.587 | ||
23 | 2022.11.23 00:05 | modify | 5 | 0.10 | 141.411 | 141.562 | 140.587 | ||
24 | 2022.11.23 00:05 | modify | 4 | 0.10 | 142.087 | 141.562 | 140.587 | ||
25 | 2022.11.23 10:13 | s/l | 4 | 0.10 | 141.562 | 141.562 | 140.587 | 35.76 | 10019.71 |
26 | 2022.11.23 10:13 | s/l | 5 | 0.10 | 141.562 | 141.562 | 140.587 | -11.99 | 10007.73 |
27 | 2022.11.23 10:13 | s/l | 6 | 0.10 | 141.562 | 141.562 | 140.587 | -11.99 | 9995.74 |
28 | 2022.11.23 10:13 | s/l | 7 | 0.10 | 141.562 | 141.562 | 140.587 | -42.60 | 9953.14 |
29 | 2023.01.02 04:00 | buy | 8 | 0.10 | 130.926 | 0.000 | 0.000 | ||
30 | 2023.01.02 04:00 | modify | 8 | 0.10 | 130.926 | 129.426 | 132.426 | ||
31 | 2023.01.04 15:10 | buy | 9 | 0.10 | 131.606 | 0.000 | 0.000 | ||
32 | 2023.01.04 15:10 | modify | 9 | 0.10 | 131.606 | 131.076 | 132.426 | ||
33 | 2023.01.04 15:10 | buy | 10 | 0.10 | 131.606 | 0.000 | 0.000 | ||
34 | 2023.01.04 15:10 | modify | 10 | 0.10 | 131.606 | 131.301 | 132.426 | ||
35 | 2023.01.04 15:10 | modify | 8 | 0.10 | 130.926 | 131.301 | 132.426 | ||
36 | 2023.01.04 15:10 | modify | 9 | 0.10 | 131.606 | 131.301 | 132.426 | ||
37 | 2023.01.04 15:55 | buy | 11 | 0.10 | 132.054 | 0.000 | 0.000 | ||
38 | 2023.01.04 15:55 | modify | 11 | 0.10 | 132.054 | 131.451 | 132.426 | ||
39 | 2023.01.04 15:55 | modify | 10 | 0.10 | 131.606 | 131.451 | 132.426 | ||
40 | 2023.01.04 15:55 | modify | 9 | 0.10 | 131.606 | 131.451 | 132.426 | ||
41 | 2023.01.04 15:55 | modify | 8 | 0.10 | 130.926 | 131.451 | 132.426 | ||
42 | 2023.01.04 17:43 | t/p | 8 | 0.10 | 132.426 | 131.451 | 132.426 | 115.36 | 10068.50 |
43 | 2023.01.04 17:43 | t/p | 9 | 0.10 | 132.426 | 131.451 | 132.426 | 61.92 | 10130.42 |
44 | 2023.01.04 17:43 | t/p | 10 | 0.10 | 132.426 | 131.451 | 132.426 | 61.92 | 10192.34 |
45 | 2023.01.04 17:43 | t/p | 11 | 0.10 | 132.426 | 131.451 | 132.426 | 28.09 | 10220.43 |
46 | 2023.02.02 04:00 | buy | 12 | 0.10 | 128.637 | 0.000 | 0.000 | ||
47 | 2023.02.02 04:00 | modify | 12 | 0.10 | 128.637 | 127.137 | 130.137 | ||
48 | 2023.02.03 13:30 | buy | 13 | 0.10 | 129.313 | 0.000 | 0.000 | ||
49 | 2023.02.03 13:30 | modify | 13 | 0.10 | 129.313 | 128.787 | 130.137 | ||
50 | 2023.02.03 13:30 | buy | 14 | 0.10 | 129.313 | 0.000 | 0.000 | ||
51 | 2023.02.03 13:30 | modify | 14 | 0.10 | 129.313 | 129.012 | 130.137 | ||
52 | 2023.02.03 13:30 | modify | 12 | 0.10 | 128.637 | 129.012 | 130.137 | ||
53 | 2023.02.03 13:30 | modify | 13 | 0.10 | 129.313 | 129.012 | 130.137 | ||
54 | 2023.02.03 13:40 | buy | 15 | 0.10 | 129.768 | 0.000 | 0.000 | ||
55 | 2023.02.03 13:40 | modify | 15 | 0.10 | 129.768 | 129.162 | 130.137 | ||
56 | 2023.02.03 13:40 | modify | 14 | 0.10 | 129.313 | 129.162 | 130.137 | ||
57 | 2023.02.03 13:40 | modify | 13 | 0.10 | 129.313 | 129.162 | 130.137 | ||
58 | 2023.02.03 13:40 | modify | 12 | 0.10 | 128.637 | 129.162 | 130.137 | ||
59 | 2023.02.03 13:48 | t/p | 12 | 0.10 | 130.137 | 129.162 | 130.137 | 116.30 | 10336.73 |
60 | 2023.02.03 13:48 | t/p | 13 | 0.10 | 130.137 | 129.162 | 130.137 | 63.32 | 10400.05 |
61 | 2023.02.03 13:48 | t/p | 14 | 0.10 | 130.137 | 129.162 | 130.137 | 63.32 | 10463.37 |
62 | 2023.02.03 13:48 | t/p | 15 | 0.10 | 130.137 | 129.162 | 130.137 | 28.35 | 10491.72 |
63 | 2023.05.01 08:00 | sell | 16 | 0.10 | 136.716 | 0.000 | 0.000 | ||
64 | 2023.05.01 08:00 | modify | 16 | 0.10 | 136.716 | 138.216 | 135.216 | ||
65 | 2023.05.03 01:57 | sell | 17 | 0.10 | 136.036 | 0.000 | 0.000 | ||
66 | 2023.05.03 01:57 | modify | 17 | 0.10 | 136.036 | 136.566 | 135.216 | ||
67 | 2023.05.03 01:57 | sell | 18 | 0.10 | 136.036 | 0.000 | 0.000 | ||
68 | 2023.05.03 01:57 | modify | 18 | 0.10 | 136.036 | 136.341 | 135.216 | ||
69 | 2023.05.03 01:57 | modify | 16 | 0.10 | 136.716 | 136.341 | 135.216 | ||
70 | 2023.05.03 01:57 | modify | 17 | 0.10 | 136.036 | 136.341 | 135.216 | ||
71 | 2023.05.03 08:14 | sell | 19 | 0.10 | 135.591 | 0.000 | 0.000 | ||
72 | 2023.05.03 08:14 | modify | 19 | 0.10 | 135.591 | 136.191 | 135.216 | ||
73 | 2023.05.03 08:14 | modify | 18 | 0.10 | 136.036 | 136.191 | 135.216 | ||
74 | 2023.05.03 08:14 | modify | 17 | 0.10 | 136.036 | 136.191 | 135.216 | ||
75 | 2023.05.03 08:14 | modify | 16 | 0.10 | 136.716 | 136.191 | 135.216 | ||
76 | 2023.05.03 14:39 | t/p | 16 | 0.10 | 135.216 | 136.191 | 135.216 | 108.30 | 10600.02 |
77 | 2023.05.03 14:39 | t/p | 17 | 0.10 | 135.216 | 136.191 | 135.216 | 60.64 | 10660.66 |
78 | 2023.05.03 14:39 | t/p | 18 | 0.10 | 135.216 | 136.191 | 135.216 | 60.64 | 10721.30 |
79 | 2023.05.03 14:39 | t/p | 19 | 0.10 | 135.216 | 136.191 | 135.216 | 27.73 | 10749.03 |
80 | 2023.07.10 00:00 | buy | 20 | 0.10 | 142.240 | 0.000 | 0.000 | ||
81 | 2023.07.10 00:00 | modify | 20 | 0.10 | 142.240 | 140.740 | 143.740 | ||
82 | 2023.07.10 02:47 | buy | 21 | 0.10 | 142.919 | 0.000 | 0.000 | ||
83 | 2023.07.10 02:47 | modify | 21 | 0.10 | 142.919 | 142.390 | 143.740 | ||
84 | 2023.07.10 02:47 | buy | 22 | 0.10 | 142.919 | 0.000 | 0.000 | ||
85 | 2023.07.10 02:47 | modify | 22 | 0.10 | 142.919 | 142.615 | 143.740 | ||
86 | 2023.07.10 02:47 | modify | 20 | 0.10 | 142.240 | 142.615 | 143.740 | ||
87 | 2023.07.10 02:47 | modify | 21 | 0.10 | 142.919 | 142.615 | 143.740 | ||
88 | 2023.07.10 06:03 | s/l | 20 | 0.10 | 142.615 | 142.615 | 143.740 | 26.29 | 10775.32 |
89 | 2023.07.10 06:03 | s/l | 21 | 0.10 | 142.615 | 142.615 | 143.740 | -21.32 | 10754.00 |
90 | 2023.07.10 06:03 | s/l | 22 | 0.10 | 142.615 | 142.615 | 143.740 | -21.32 | 10732.68 |