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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=40; 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=55; 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=15; 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 | 828.28 | Gross profit | 982.30 | Gross loss | -154.02 |
Profit factor | 6.38 | Expected payoff | 31.86 | ||
Absolute drawdown | 14.11 | Maximal drawdown | 151.62 (1.41%) | Relative drawdown | 1.42% (151.04) |
Total trades | 26 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 16 (81.25%) |
Profit trades (% of total) | 20 (76.92%) | Loss trades (% of total) | 6 (23.08%) | ||
Largest | profit trade | 95.20 | loss trade | -27.42 | |
Average | profit trade | 49.12 | loss trade | -25.67 | |
Maximum | consecutive wins (profit in money) | 5 (307.88) | consecutive losses (loss in money) | 2 (-52.82) | |
Maximal | consecutive profit (count of wins) | 307.88 (5) | consecutive loss (count of losses) | -52.82 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | 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 | 144.309 | 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 11:59 | sell | 3 | 0.10 | 143.137 | 0.000 | 0.000 | ||
7 | 2022.10.05 11:59 | modify | 3 | 0.10 | 143.137 | 143.559 | 142.509 | ||
8 | 2022.10.05 11:59 | modify | 2 | 0.10 | 143.409 | 143.559 | 142.509 | ||
9 | 2022.10.05 11:59 | modify | 1 | 0.10 | 143.909 | 143.559 | 142.509 | ||
10 | 2022.10.05 14:10 | sell | 4 | 0.10 | 142.765 | 0.000 | 0.000 | ||
11 | 2022.10.05 14:10 | modify | 4 | 0.10 | 142.765 | 143.419 | 142.509 | ||
12 | 2022.10.05 14:10 | modify | 3 | 0.10 | 143.137 | 143.419 | 142.509 | ||
13 | 2022.10.05 14:10 | modify | 2 | 0.10 | 143.409 | 143.419 | 142.509 | ||
14 | 2022.10.05 14:10 | modify | 1 | 0.10 | 143.909 | 143.419 | 142.509 | ||
15 | 2022.10.05 14:40 | t/p | 1 | 0.10 | 142.509 | 143.419 | 142.509 | 93.52 | 10093.52 |
16 | 2022.10.05 14:40 | t/p | 2 | 0.10 | 142.509 | 143.419 | 142.509 | 60.47 | 10153.99 |
17 | 2022.10.05 14:40 | t/p | 3 | 0.10 | 142.509 | 143.419 | 142.509 | 42.19 | 10196.18 |
18 | 2022.10.05 14:40 | t/p | 4 | 0.10 | 142.509 | 143.419 | 142.509 | 17.20 | 10213.38 |
19 | 2022.11.10 20:00 | buy | 5 | 0.10 | 144.409 | 0.000 | 0.000 | ||
20 | 2022.11.10 20:00 | modify | 5 | 0.10 | 144.409 | 144.009 | 145.809 | ||
21 | 2022.11.10 20:40 | s/l | 5 | 0.10 | 144.009 | 144.009 | 145.809 | -26.87 | 10186.51 |
22 | 2022.11.11 16:00 | buy | 6 | 0.10 | 143.620 | 0.000 | 0.000 | ||
23 | 2022.11.11 16:00 | modify | 6 | 0.10 | 143.620 | 143.220 | 145.020 | ||
24 | 2022.11.14 08:10 | buy | 7 | 0.10 | 144.120 | 0.000 | 0.000 | ||
25 | 2022.11.14 08:10 | modify | 7 | 0.10 | 144.120 | 143.760 | 145.020 | ||
26 | 2022.11.14 08:10 | modify | 6 | 0.10 | 143.620 | 143.760 | 145.020 | ||
27 | 2022.11.14 10:25 | buy | 8 | 0.10 | 144.760 | 0.000 | 0.000 | ||
28 | 2022.11.14 10:25 | modify | 8 | 0.10 | 144.760 | 144.110 | 145.020 | ||
29 | 2022.11.14 10:25 | modify | 7 | 0.10 | 144.120 | 144.110 | 145.020 | ||
30 | 2022.11.14 10:25 | modify | 6 | 0.10 | 143.620 | 144.110 | 145.020 | ||
31 | 2022.11.14 13:40 | t/p | 6 | 0.10 | 145.020 | 144.110 | 145.020 | 94.35 | 10280.87 |
32 | 2022.11.14 13:40 | t/p | 7 | 0.10 | 145.020 | 144.110 | 145.020 | 60.47 | 10341.34 |
33 | 2022.11.14 13:40 | t/p | 8 | 0.10 | 145.020 | 144.110 | 145.020 | 17.47 | 10358.81 |
34 | 2022.12.15 20:00 | sell | 9 | 0.10 | 146.450 | 0.000 | 0.000 | ||
35 | 2022.12.15 20:00 | modify | 9 | 0.10 | 146.450 | 146.850 | 145.050 | ||
36 | 2022.12.16 09:30 | sell | 10 | 0.10 | 145.676 | 0.000 | 0.000 | ||
37 | 2022.12.16 09:30 | modify | 10 | 0.10 | 145.676 | 146.100 | 145.050 | ||
38 | 2022.12.16 09:30 | modify | 9 | 0.10 | 146.450 | 146.100 | 145.050 | ||
39 | 2022.12.16 15:40 | t/p | 9 | 0.10 | 145.050 | 146.100 | 145.050 | 93.52 | 10452.33 |
40 | 2022.12.16 15:40 | t/p | 10 | 0.10 | 145.050 | 146.100 | 145.050 | 42.06 | 10494.39 |
41 | 2023.04.28 20:00 | sell | 11 | 0.10 | 150.035 | 0.000 | 0.000 | ||
42 | 2023.04.28 20:00 | modify | 11 | 0.10 | 150.035 | 150.435 | 148.635 | ||
43 | 2023.05.01 00:30 | s/l | 11 | 0.10 | 150.435 | 150.435 | 148.635 | -27.42 | 10466.97 |
44 | 2023.05.11 16:00 | buy | 12 | 0.10 | 146.801 | 0.000 | 0.000 | ||
45 | 2023.05.11 16:00 | modify | 12 | 0.10 | 146.801 | 146.401 | 148.201 | ||
46 | 2023.05.12 16:05 | buy | 13 | 0.10 | 147.320 | 0.000 | 0.000 | ||
47 | 2023.05.12 16:05 | modify | 13 | 0.10 | 147.320 | 146.941 | 148.201 | ||
48 | 2023.05.12 16:05 | modify | 12 | 0.10 | 146.801 | 146.941 | 148.201 | ||
49 | 2023.05.15 01:50 | buy | 14 | 0.10 | 147.590 | 0.000 | 0.000 | ||
50 | 2023.05.15 01:50 | modify | 14 | 0.10 | 147.590 | 147.151 | 148.201 | ||
51 | 2023.05.15 01:50 | modify | 13 | 0.10 | 147.320 | 147.151 | 148.201 | ||
52 | 2023.05.15 01:50 | modify | 12 | 0.10 | 146.801 | 147.151 | 148.201 | ||
53 | 2023.05.15 04:05 | buy | 15 | 0.10 | 147.945 | 0.000 | 0.000 | ||
54 | 2023.05.15 04:05 | modify | 15 | 0.10 | 147.945 | 147.291 | 148.201 | ||
55 | 2023.05.15 04:05 | modify | 14 | 0.10 | 147.590 | 147.291 | 148.201 | ||
56 | 2023.05.15 04:05 | modify | 13 | 0.10 | 147.320 | 147.291 | 148.201 | ||
57 | 2023.05.15 04:05 | modify | 12 | 0.10 | 146.801 | 147.291 | 148.201 | ||
58 | 2023.05.16 13:20 | t/p | 12 | 0.10 | 148.201 | 147.291 | 148.201 | 94.92 | 10561.89 |
59 | 2023.05.16 13:20 | t/p | 13 | 0.10 | 148.201 | 147.291 | 148.201 | 59.76 | 10621.65 |
60 | 2023.05.16 13:20 | t/p | 14 | 0.10 | 148.201 | 147.291 | 148.201 | 41.33 | 10662.98 |
61 | 2023.05.16 13:20 | t/p | 15 | 0.10 | 148.201 | 147.291 | 148.201 | 17.48 | 10680.46 |
62 | 2023.05.31 20:00 | buy | 16 | 0.10 | 148.939 | 0.000 | 0.000 | ||
63 | 2023.05.31 20:00 | modify | 16 | 0.10 | 148.939 | 148.539 | 150.339 | ||
64 | 2023.06.01 08:50 | buy | 17 | 0.10 | 149.457 | 0.000 | 0.000 | ||
65 | 2023.06.01 08:50 | modify | 17 | 0.10 | 149.457 | 149.079 | 150.339 | ||
66 | 2023.06.01 08:50 | modify | 16 | 0.10 | 148.939 | 149.079 | 150.339 | ||
67 | 2023.06.01 12:40 | s/l | 16 | 0.10 | 149.079 | 149.079 | 150.339 | 10.25 | 10690.71 |
68 | 2023.06.01 12:40 | s/l | 17 | 0.10 | 149.079 | 149.079 | 150.339 | -25.40 | 10665.31 |
69 | 2023.06.15 20:00 | sell | 18 | 0.10 | 153.552 | 0.000 | 0.000 | ||
70 | 2023.06.15 20:00 | modify | 18 | 0.10 | 153.552 | 153.952 | 152.152 | ||
71 | 2023.06.16 02:40 | s/l | 18 | 0.10 | 153.952 | 153.952 | 152.152 | -27.42 | 10637.90 |
72 | 2023.07.12 16:00 | buy | 19 | 0.10 | 153.751 | 0.000 | 0.000 | ||
73 | 2023.07.12 16:00 | modify | 19 | 0.10 | 153.751 | 153.351 | 155.151 | ||
74 | 2023.07.12 19:40 | buy | 20 | 0.10 | 154.249 | 0.000 | 0.000 | ||
75 | 2023.07.12 19:40 | modify | 20 | 0.10 | 154.249 | 153.891 | 155.151 | ||
76 | 2023.07.12 19:40 | modify | 19 | 0.10 | 153.751 | 153.891 | 155.151 | ||
77 | 2023.07.13 00:15 | s/l | 19 | 0.10 | 153.891 | 153.891 | 155.151 | 10.25 | 10648.15 |
78 | 2023.07.13 00:15 | s/l | 20 | 0.10 | 153.891 | 153.891 | 155.151 | -23.21 | 10624.94 |
79 | 2023.08.10 20:00 | sell | 21 | 0.10 | 158.975 | 0.000 | 0.000 | ||
80 | 2023.08.10 20:00 | modify | 21 | 0.10 | 158.975 | 159.375 | 157.575 | ||
81 | 2023.08.11 14:15 | sell | 22 | 0.10 | 158.482 | 0.000 | 0.000 | ||
82 | 2023.08.11 14:15 | modify | 22 | 0.10 | 158.482 | 158.835 | 157.575 | ||
83 | 2023.08.11 14:15 | modify | 21 | 0.10 | 158.975 | 158.835 | 157.575 | ||
84 | 2023.08.11 14:30 | s/l | 21 | 0.10 | 158.835 | 158.835 | 157.575 | 8.87 | 10633.81 |
85 | 2023.08.11 14:30 | s/l | 22 | 0.10 | 158.835 | 158.835 | 157.575 | -23.71 | 10610.10 |
86 | 2023.09.14 20:00 | buy | 23 | 0.10 | 156.959 | 0.000 | 0.000 | ||
87 | 2023.09.14 20:00 | modify | 23 | 0.10 | 156.959 | 156.559 | 158.359 | ||
88 | 2023.09.15 10:20 | buy | 24 | 0.10 | 157.735 | 0.000 | 0.000 | ||
89 | 2023.09.15 10:20 | modify | 24 | 0.10 | 157.735 | 157.309 | 158.359 | ||
90 | 2023.09.15 10:20 | modify | 23 | 0.10 | 156.959 | 157.309 | 158.359 | ||
91 | 2023.09.18 06:45 | buy | 25 | 0.10 | 157.449 | 0.000 | 0.000 | ||
92 | 2023.09.18 06:45 | modify | 25 | 0.10 | 157.449 | 157.099 | 158.359 | ||
93 | 2023.09.18 06:50 | modify | 25 | 0.10 | 157.449 | 157.309 | 158.359 | ||
94 | 2023.09.19 10:40 | buy | 26 | 0.10 | 158.088 | 0.000 | 0.000 | ||
95 | 2023.09.19 10:40 | modify | 26 | 0.10 | 158.088 | 157.449 | 158.359 | ||
96 | 2023.09.19 10:40 | modify | 24 | 0.10 | 157.735 | 157.449 | 158.359 | ||
97 | 2023.09.19 10:40 | modify | 25 | 0.10 | 157.449 | 157.449 | 158.359 | ||
98 | 2023.09.19 10:40 | modify | 23 | 0.10 | 156.959 | 157.449 | 158.359 | ||
99 | 2023.09.20 07:40 | t/p | 23 | 0.10 | 158.359 | 157.449 | 158.359 | 95.20 | 10705.30 |
100 | 2023.09.20 07:40 | t/p | 24 | 0.10 | 158.359 | 157.449 | 158.359 | 42.78 | 10748.08 |
101 | 2023.09.20 07:40 | t/p | 25 | 0.10 | 158.359 | 157.449 | 158.359 | 61.71 | 10809.79 |
102 | 2023.09.20 07:40 | t/p | 26 | 0.10 | 158.359 | 157.449 | 158.359 | 18.49 | 10828.28 |