Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.10.02 21:00 - 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=2; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=17; 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 | 7236 | Ticks modelled | 157866 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 628.55 | Gross profit | 798.13 | Gross loss | -169.58 |
Profit factor | 4.71 | Expected payoff | 29.93 | ||
Absolute drawdown | 99.87 | Maximal drawdown | 207.74 (1.97%) | Relative drawdown | 1.97% (207.74) |
Total trades | 21 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 11 (81.82%) |
Profit trades (% of total) | 15 (71.43%) | Loss trades (% of total) | 6 (28.57%) | ||
Largest | profit trade | 102.73 | loss trade | -36.20 | |
Average | profit trade | 53.21 | loss trade | -28.26 | |
Maximum | consecutive wins (profit in money) | 6 (340.14) | consecutive losses (loss in money) | 2 (-56.75) | |
Maximal | consecutive profit (count of wins) | 340.14 (6) | consecutive loss (count of losses) | -56.75 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.11.04 16:00 | sell | 1 | 0.10 | 145.673 | 0.000 | 0.000 | ||
2 | 2022.11.04 16:00 | modify | 1 | 0.10 | 145.673 | 147.173 | 144.173 | ||
3 | 2022.11.10 14:46 | t/p | 1 | 0.10 | 144.173 | 147.173 | 144.173 | 97.52 | 10097.52 |
4 | 2022.12.13 16:00 | buy | 2 | 0.10 | 143.821 | 0.000 | 0.000 | ||
5 | 2022.12.13 16:00 | modify | 2 | 0.10 | 143.821 | 142.321 | 145.321 | ||
6 | 2022.12.14 19:25 | buy | 3 | 0.10 | 144.516 | 0.000 | 0.000 | ||
7 | 2022.12.14 19:25 | modify | 3 | 0.10 | 144.516 | 144.046 | 145.321 | ||
8 | 2022.12.14 19:25 | modify | 2 | 0.10 | 143.821 | 144.046 | 145.321 | ||
9 | 2022.12.14 21:45 | buy | 4 | 0.10 | 144.728 | 0.000 | 0.000 | ||
10 | 2022.12.14 21:45 | modify | 4 | 0.10 | 144.728 | 144.196 | 145.321 | ||
11 | 2022.12.14 21:45 | modify | 3 | 0.10 | 144.516 | 144.196 | 145.321 | ||
12 | 2022.12.14 21:45 | modify | 2 | 0.10 | 143.821 | 144.196 | 145.321 | ||
13 | 2022.12.15 08:50 | buy | 5 | 0.10 | 145.024 | 0.000 | 0.000 | ||
14 | 2022.12.15 08:50 | modify | 5 | 0.10 | 145.024 | 144.346 | 145.321 | ||
15 | 2022.12.15 08:50 | modify | 4 | 0.10 | 144.728 | 144.346 | 145.321 | ||
16 | 2022.12.15 08:50 | modify | 3 | 0.10 | 144.516 | 144.346 | 145.321 | ||
17 | 2022.12.15 08:50 | modify | 2 | 0.10 | 143.821 | 144.346 | 145.321 | ||
18 | 2022.12.15 13:15 | t/p | 2 | 0.10 | 145.321 | 144.346 | 145.321 | 101.88 | 10199.40 |
19 | 2022.12.15 13:15 | t/p | 3 | 0.10 | 145.321 | 144.346 | 145.321 | 54.92 | 10254.32 |
20 | 2022.12.15 13:15 | t/p | 4 | 0.10 | 145.321 | 144.346 | 145.321 | 40.68 | 10295.00 |
21 | 2022.12.15 13:15 | t/p | 5 | 0.10 | 145.321 | 144.346 | 145.321 | 19.95 | 10314.95 |
22 | 2023.03.15 15:00 | buy | 6 | 0.10 | 140.268 | 0.000 | 0.000 | ||
23 | 2023.03.15 15:00 | modify | 6 | 0.10 | 140.268 | 138.768 | 141.768 | ||
24 | 2023.03.15 19:52 | buy | 7 | 0.10 | 140.945 | 0.000 | 0.000 | ||
25 | 2023.03.15 19:52 | modify | 7 | 0.10 | 140.945 | 140.493 | 141.768 | ||
26 | 2023.03.15 19:52 | modify | 6 | 0.10 | 140.268 | 140.493 | 141.768 | ||
27 | 2023.03.15 20:50 | buy | 8 | 0.10 | 141.182 | 0.000 | 0.000 | ||
28 | 2023.03.15 20:50 | modify | 8 | 0.10 | 141.182 | 140.643 | 141.768 | ||
29 | 2023.03.15 20:50 | modify | 7 | 0.10 | 140.945 | 140.643 | 141.768 | ||
30 | 2023.03.15 20:50 | modify | 6 | 0.10 | 140.268 | 140.643 | 141.768 | ||
31 | 2023.03.15 23:50 | s/l | 6 | 0.10 | 140.643 | 140.643 | 141.768 | 25.19 | 10340.14 |
32 | 2023.03.15 23:50 | s/l | 7 | 0.10 | 140.643 | 140.643 | 141.768 | -20.29 | 10319.85 |
33 | 2023.03.15 23:50 | s/l | 8 | 0.10 | 140.643 | 140.643 | 141.768 | -36.20 | 10283.65 |
34 | 2023.03.21 14:00 | sell | 9 | 0.10 | 142.515 | 0.000 | 0.000 | ||
35 | 2023.03.21 14:00 | modify | 9 | 0.10 | 142.515 | 144.015 | 141.015 | ||
36 | 2023.03.23 19:10 | sell | 10 | 0.10 | 141.827 | 0.000 | 0.000 | ||
37 | 2023.03.23 19:10 | modify | 10 | 0.10 | 141.827 | 142.290 | 141.015 | ||
38 | 2023.03.23 19:10 | modify | 9 | 0.10 | 142.515 | 142.290 | 141.015 | ||
39 | 2023.03.23 20:22 | sell | 11 | 0.10 | 141.609 | 0.000 | 0.000 | ||
40 | 2023.03.23 20:22 | modify | 11 | 0.10 | 141.609 | 142.140 | 141.015 | ||
41 | 2023.03.23 20:22 | modify | 10 | 0.10 | 141.827 | 142.140 | 141.015 | ||
42 | 2023.03.23 20:22 | modify | 9 | 0.10 | 142.515 | 142.140 | 141.015 | ||
43 | 2023.03.24 01:20 | t/p | 9 | 0.10 | 141.015 | 142.140 | 141.015 | 98.06 | 10381.70 |
44 | 2023.03.24 01:20 | t/p | 10 | 0.10 | 141.015 | 142.140 | 141.015 | 54.00 | 10435.71 |
45 | 2023.03.24 01:20 | t/p | 11 | 0.10 | 141.015 | 142.140 | 141.015 | 39.36 | 10475.07 |
46 | 2023.03.30 14:00 | sell | 12 | 0.10 | 144.838 | 0.000 | 0.000 | ||
47 | 2023.03.30 14:00 | modify | 12 | 0.10 | 144.838 | 146.338 | 143.338 | ||
48 | 2023.03.31 18:33 | sell | 13 | 0.10 | 144.151 | 0.000 | 0.000 | ||
49 | 2023.03.31 18:33 | modify | 13 | 0.10 | 144.151 | 144.613 | 143.338 | ||
50 | 2023.03.31 18:33 | modify | 12 | 0.10 | 144.838 | 144.613 | 143.338 | ||
51 | 2023.03.31 19:20 | sell | 14 | 0.10 | 143.930 | 0.000 | 0.000 | ||
52 | 2023.03.31 19:20 | modify | 14 | 0.10 | 143.930 | 144.463 | 143.338 | ||
53 | 2023.03.31 19:20 | modify | 13 | 0.10 | 144.151 | 144.463 | 143.338 | ||
54 | 2023.03.31 19:20 | modify | 12 | 0.10 | 144.838 | 144.463 | 143.338 | ||
55 | 2023.04.02 21:15 | s/l | 12 | 0.10 | 144.463 | 144.463 | 143.338 | 24.64 | 10499.71 |
56 | 2023.04.02 21:15 | s/l | 13 | 0.10 | 144.463 | 144.463 | 143.338 | -20.95 | 10478.76 |
57 | 2023.04.02 21:15 | s/l | 14 | 0.10 | 144.463 | 144.463 | 143.338 | -35.80 | 10442.96 |
58 | 2023.05.10 16:00 | buy | 15 | 0.10 | 147.538 | 0.000 | 0.000 | ||
59 | 2023.05.10 16:00 | modify | 15 | 0.10 | 147.538 | 146.038 | 149.038 | ||
60 | 2023.05.16 13:15 | buy | 16 | 0.10 | 148.221 | 0.000 | 0.000 | ||
61 | 2023.05.16 13:15 | modify | 16 | 0.10 | 148.221 | 147.763 | 149.038 | ||
62 | 2023.05.16 13:15 | modify | 15 | 0.10 | 147.538 | 147.763 | 149.038 | ||
63 | 2023.05.16 15:45 | buy | 17 | 0.10 | 148.441 | 0.000 | 0.000 | ||
64 | 2023.05.16 15:45 | modify | 17 | 0.10 | 148.441 | 147.913 | 149.038 | ||
65 | 2023.05.16 15:45 | modify | 16 | 0.10 | 148.221 | 147.913 | 149.038 | ||
66 | 2023.05.16 15:45 | modify | 15 | 0.10 | 147.538 | 147.913 | 149.038 | ||
67 | 2023.05.17 14:37 | buy | 18 | 0.10 | 148.747 | 0.000 | 0.000 | ||
68 | 2023.05.17 14:37 | modify | 18 | 0.10 | 148.747 | 148.063 | 149.038 | ||
69 | 2023.05.17 14:37 | modify | 17 | 0.10 | 148.441 | 148.063 | 149.038 | ||
70 | 2023.05.17 14:37 | modify | 16 | 0.10 | 148.221 | 148.063 | 149.038 | ||
71 | 2023.05.17 14:37 | modify | 15 | 0.10 | 147.538 | 148.063 | 149.038 | ||
72 | 2023.05.17 16:45 | t/p | 15 | 0.10 | 149.038 | 148.063 | 149.038 | 102.73 | 10545.70 |
73 | 2023.05.17 16:45 | t/p | 16 | 0.10 | 149.038 | 148.063 | 149.038 | 55.15 | 10600.85 |
74 | 2023.05.17 16:45 | t/p | 17 | 0.10 | 149.038 | 148.063 | 149.038 | 40.38 | 10641.23 |
75 | 2023.05.17 16:45 | t/p | 18 | 0.10 | 149.038 | 148.063 | 149.038 | 19.54 | 10660.77 |
76 | 2023.08.10 15:00 | sell | 19 | 0.10 | 159.092 | 0.000 | 0.000 | ||
77 | 2023.08.10 15:00 | modify | 19 | 0.10 | 159.092 | 160.592 | 157.592 | ||
78 | 2023.08.14 02:20 | sell | 20 | 0.10 | 158.411 | 0.000 | 0.000 | ||
79 | 2023.08.14 02:20 | modify | 20 | 0.10 | 158.411 | 158.867 | 157.592 | ||
80 | 2023.08.14 02:20 | modify | 19 | 0.10 | 159.092 | 158.867 | 157.592 | ||
81 | 2023.08.14 06:16 | sell | 21 | 0.10 | 158.184 | 0.000 | 0.000 | ||
82 | 2023.08.14 06:16 | modify | 21 | 0.10 | 158.184 | 158.717 | 157.592 | ||
83 | 2023.08.14 06:16 | modify | 20 | 0.10 | 158.411 | 158.717 | 157.592 | ||
84 | 2023.08.14 06:16 | modify | 19 | 0.10 | 159.092 | 158.717 | 157.592 | ||
85 | 2023.08.14 08:20 | s/l | 19 | 0.10 | 158.717 | 158.717 | 157.592 | 24.12 | 10684.89 |
86 | 2023.08.14 08:20 | s/l | 20 | 0.10 | 158.717 | 158.717 | 157.592 | -20.55 | 10664.34 |
87 | 2023.08.14 08:20 | s/l | 21 | 0.10 | 158.717 | 158.717 | 157.592 | -35.79 | 10628.55 |