Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 23:59 (2022.10.01 - 2023.10.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 4223 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 970.72 | Gross profit | 2125.86 | Gross loss | -1155.14 |
Profit factor | 1.84 | Expected payoff | 23.68 | ||
Absolute drawdown | 113.25 | Maximal drawdown | 473.64 (4.57%) | Relative drawdown | 4.57% (473.64) |
Total trades | 41 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 21 (66.67%) |
Profit trades (% of total) | 25 (60.98%) | Loss trades (% of total) | 16 (39.02%) | ||
Largest | profit trade | 105.53 | loss trade | -118.82 | |
Average | profit trade | 85.03 | loss trade | -72.20 | |
Maximum | consecutive wins (profit in money) | 8 (718.84) | consecutive losses (loss in money) | 6 (-434.19) | |
Maximal | consecutive profit (count of wins) | 718.84 (8) | consecutive loss (count of losses) | -434.19 (6) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.03 20:00 | sell | 1 | 0.10 | 94.241 | 0.000 | 0.000 | ||
2 | 2022.10.03 20:00 | modify | 1 | 0.10 | 94.241 | 95.741 | 92.741 | ||
3 | 2022.10.06 20:00 | t/p | 1 | 0.10 | 92.741 | 95.741 | 92.741 | 97.70 | 10097.70 |
4 | 2022.10.10 08:00 | buy | 2 | 0.10 | 91.785 | 0.000 | 0.000 | ||
5 | 2022.10.10 08:00 | modify | 2 | 0.10 | 91.785 | 90.285 | 93.285 | ||
6 | 2022.10.14 04:00 | t/p | 2 | 0.10 | 93.285 | 90.285 | 93.285 | 103.68 | 10201.38 |
7 | 2022.10.14 04:00 | sell | 3 | 0.10 | 93.305 | 0.000 | 0.000 | ||
8 | 2022.10.14 04:00 | modify | 3 | 0.10 | 93.305 | 94.805 | 91.805 | ||
9 | 2022.10.20 16:00 | s/l | 3 | 0.10 | 94.805 | 94.805 | 91.805 | -104.75 | 10096.64 |
10 | 2022.10.20 16:00 | sell | 4 | 0.10 | 94.913 | 0.000 | 0.000 | ||
11 | 2022.10.20 16:00 | modify | 4 | 0.10 | 94.913 | 96.413 | 93.413 | ||
12 | 2022.10.21 16:00 | t/p | 4 | 0.10 | 93.413 | 96.413 | 93.413 | 100.26 | 10196.90 |
13 | 2022.10.21 16:00 | buy | 5 | 0.10 | 93.168 | 0.000 | 0.000 | ||
14 | 2022.10.21 16:00 | modify | 5 | 0.10 | 93.168 | 91.668 | 94.668 | ||
15 | 2022.10.24 00:00 | t/p | 5 | 0.10 | 94.668 | 91.668 | 94.668 | 101.37 | 10298.27 |
16 | 2022.10.26 08:00 | sell | 6 | 0.10 | 95.170 | 0.000 | 0.000 | ||
17 | 2022.10.26 08:00 | modify | 6 | 0.10 | 95.170 | 96.670 | 93.670 | ||
18 | 2022.10.28 08:00 | sell | 7 | 0.10 | 94.396 | 0.000 | 0.000 | ||
19 | 2022.10.28 08:00 | modify | 7 | 0.10 | 94.396 | 94.870 | 93.670 | ||
20 | 2022.10.28 08:00 | sell | 8 | 0.10 | 94.396 | 0.000 | 0.000 | ||
21 | 2022.10.28 08:00 | modify | 8 | 0.10 | 94.396 | 94.795 | 93.670 | ||
22 | 2022.10.28 08:00 | modify | 6 | 0.10 | 95.170 | 94.795 | 93.670 | ||
23 | 2022.10.28 12:00 | s/l | 6 | 0.10 | 94.795 | 94.795 | 93.670 | 22.67 | 10320.94 |
24 | 2022.10.28 12:00 | s/l | 8 | 0.10 | 94.795 | 94.795 | 93.670 | -26.84 | 10294.10 |
25 | 2022.10.28 12:00 | close | 7 | 0.10 | 94.688 | 94.870 | 93.670 | -19.65 | 10274.45 |
26 | 2022.11.03 04:00 | buy | 9 | 0.10 | 93.783 | 0.000 | 0.000 | ||
27 | 2022.11.03 04:00 | modify | 9 | 0.10 | 93.783 | 92.283 | 95.283 | ||
28 | 2022.11.28 08:00 | s/l | 9 | 0.10 | 92.283 | 92.283 | 95.283 | -90.28 | 10184.17 |
29 | 2022.12.01 20:00 | buy | 10 | 0.10 | 92.255 | 0.000 | 0.000 | ||
30 | 2022.12.01 20:00 | modify | 10 | 0.10 | 92.255 | 90.755 | 93.755 | ||
31 | 2022.12.20 04:00 | s/l | 10 | 0.10 | 90.755 | 90.755 | 93.755 | -93.06 | 10091.11 |
32 | 2022.12.20 04:00 | buy | 11 | 0.10 | 89.020 | 0.000 | 0.000 | ||
33 | 2022.12.20 04:00 | modify | 11 | 0.10 | 89.020 | 87.520 | 90.520 | ||
34 | 2022.12.20 20:00 | s/l | 11 | 0.10 | 87.520 | 87.520 | 90.520 | -100.90 | 9990.21 |
35 | 2022.12.22 08:00 | sell | 12 | 0.10 | 89.218 | 0.000 | 0.000 | ||
36 | 2022.12.22 08:00 | modify | 12 | 0.10 | 89.218 | 90.718 | 87.718 | ||
37 | 2022.12.28 12:00 | s/l | 12 | 0.10 | 90.718 | 90.718 | 87.718 | -103.46 | 9886.75 |
38 | 2022.12.28 12:00 | sell | 13 | 0.10 | 90.825 | 0.000 | 0.000 | ||
39 | 2022.12.28 12:00 | modify | 13 | 0.10 | 90.825 | 92.325 | 89.325 | ||
40 | 2022.12.30 20:00 | t/p | 13 | 0.10 | 89.325 | 92.325 | 89.325 | 98.34 | 9985.10 |
41 | 2023.01.03 04:00 | buy | 14 | 0.10 | 88.682 | 0.000 | 0.000 | ||
42 | 2023.01.03 04:00 | modify | 14 | 0.10 | 88.682 | 87.182 | 90.182 | ||
43 | 2023.01.04 16:00 | t/p | 14 | 0.10 | 90.182 | 87.182 | 90.182 | 101.36 | 10086.46 |
44 | 2023.01.09 12:00 | sell | 15 | 0.10 | 91.612 | 0.000 | 0.000 | ||
45 | 2023.01.09 12:00 | modify | 15 | 0.10 | 91.612 | 93.112 | 90.112 | ||
46 | 2023.01.12 16:00 | t/p | 15 | 0.10 | 90.112 | 93.112 | 90.112 | 97.70 | 10184.16 |
47 | 2023.01.12 16:00 | buy | 16 | 0.10 | 90.041 | 0.000 | 0.000 | ||
48 | 2023.01.12 16:00 | modify | 16 | 0.10 | 90.041 | 88.541 | 91.541 | ||
49 | 2023.01.18 04:00 | t/p | 16 | 0.10 | 91.541 | 88.541 | 91.541 | 102.76 | 10286.92 |
50 | 2023.01.18 04:00 | sell | 17 | 0.10 | 91.602 | 0.000 | 0.000 | ||
51 | 2023.01.18 04:00 | modify | 17 | 0.10 | 91.602 | 93.102 | 90.102 | ||
52 | 2023.01.18 16:00 | t/p | 17 | 0.10 | 90.102 | 93.102 | 90.102 | 100.90 | 10387.82 |
53 | 2023.01.19 04:00 | buy | 18 | 0.10 | 88.625 | 0.000 | 0.000 | ||
54 | 2023.01.19 04:00 | modify | 18 | 0.10 | 88.625 | 87.125 | 90.125 | ||
55 | 2023.01.20 16:00 | t/p | 18 | 0.10 | 90.125 | 87.125 | 90.125 | 101.37 | 10489.19 |
56 | 2023.01.23 08:00 | sell | 19 | 0.10 | 90.842 | 0.000 | 0.000 | ||
57 | 2023.01.23 08:00 | modify | 19 | 0.10 | 90.842 | 92.342 | 89.342 | ||
58 | 2023.01.25 04:00 | s/l | 19 | 0.10 | 92.342 | 92.342 | 89.342 | -102.19 | 10387.00 |
59 | 2023.01.25 04:00 | sell | 20 | 0.10 | 92.632 | 0.000 | 0.000 | ||
60 | 2023.01.25 04:00 | modify | 20 | 0.10 | 92.632 | 94.132 | 91.132 | ||
61 | 2023.01.26 00:00 | sell | 21 | 0.10 | 91.867 | 0.000 | 0.000 | ||
62 | 2023.01.26 00:00 | modify | 21 | 0.10 | 91.867 | 92.332 | 91.132 | ||
63 | 2023.01.26 00:00 | sell | 22 | 0.10 | 91.867 | 0.000 | 0.000 | ||
64 | 2023.01.26 00:00 | modify | 22 | 0.10 | 91.867 | 92.257 | 91.132 | ||
65 | 2023.01.26 00:00 | modify | 20 | 0.10 | 92.632 | 92.257 | 91.132 | ||
66 | 2023.01.26 04:00 | modify | 21 | 0.10 | 91.867 | 92.257 | 91.132 | ||
67 | 2023.01.26 12:00 | s/l | 20 | 0.10 | 92.257 | 92.257 | 91.132 | 23.30 | 10410.30 |
68 | 2023.01.26 12:00 | s/l | 21 | 0.10 | 92.257 | 92.257 | 91.132 | -26.24 | 10384.06 |
69 | 2023.01.26 12:00 | s/l | 22 | 0.10 | 92.257 | 92.257 | 91.132 | -26.24 | 10357.82 |
70 | 2023.02.13 12:00 | sell | 23 | 0.10 | 91.965 | 0.000 | 0.000 | ||
71 | 2023.02.13 12:00 | modify | 23 | 0.10 | 91.965 | 93.465 | 90.465 | ||
72 | 2023.03.07 16:00 | t/p | 23 | 0.10 | 90.465 | 93.465 | 90.465 | 86.84 | 10444.66 |
73 | 2023.03.07 16:00 | buy | 24 | 0.10 | 90.387 | 0.000 | 0.000 | ||
74 | 2023.03.07 16:00 | modify | 24 | 0.10 | 90.387 | 88.887 | 91.887 | ||
75 | 2023.03.10 20:00 | s/l | 24 | 0.10 | 88.887 | 88.887 | 91.887 | -98.60 | 10346.06 |
76 | 2023.03.15 08:00 | sell | 25 | 0.10 | 90.048 | 0.000 | 0.000 | ||
77 | 2023.03.15 08:00 | modify | 25 | 0.10 | 90.048 | 91.548 | 88.548 | ||
78 | 2023.03.15 16:00 | t/p | 25 | 0.10 | 88.548 | 91.548 | 88.548 | 100.90 | 10446.96 |
79 | 2023.03.15 16:00 | buy | 26 | 0.10 | 87.820 | 0.000 | 0.000 | ||
80 | 2023.03.15 16:00 | modify | 26 | 0.10 | 87.820 | 86.320 | 89.320 | ||
81 | 2023.03.17 04:00 | t/p | 26 | 0.10 | 89.320 | 86.320 | 89.320 | 102.76 | 10549.72 |
82 | 2023.03.23 20:00 | buy | 27 | 0.10 | 87.304 | 0.000 | 0.000 | ||
83 | 2023.03.23 20:00 | modify | 27 | 0.10 | 87.304 | 85.804 | 88.804 | ||
84 | 2023.03.30 00:00 | t/p | 27 | 0.10 | 88.804 | 85.804 | 88.804 | 104.14 | 10653.86 |
85 | 2023.04.05 08:00 | buy | 28 | 0.10 | 88.171 | 0.000 | 0.000 | ||
86 | 2023.04.05 08:00 | modify | 28 | 0.10 | 88.171 | 86.671 | 89.671 | ||
87 | 2023.04.13 12:00 | t/p | 28 | 0.10 | 89.671 | 86.671 | 89.671 | 105.53 | 10759.39 |
88 | 2023.04.25 16:00 | buy | 29 | 0.10 | 88.789 | 0.000 | 0.000 | ||
89 | 2023.04.25 16:00 | modify | 29 | 0.10 | 88.789 | 87.289 | 90.289 | ||
90 | 2023.04.28 08:00 | buy | 30 | 0.10 | 89.541 | 0.000 | 0.000 | ||
91 | 2023.04.28 08:00 | modify | 30 | 0.10 | 89.541 | 89.089 | 90.289 | ||
92 | 2023.04.28 08:00 | buy | 31 | 0.10 | 89.541 | 0.000 | 0.000 | ||
93 | 2023.04.28 08:00 | modify | 31 | 0.10 | 89.541 | 89.164 | 90.289 | ||
94 | 2023.04.28 08:00 | modify | 29 | 0.10 | 88.789 | 89.164 | 90.289 | ||
95 | 2023.04.28 12:00 | modify | 30 | 0.10 | 89.541 | 89.164 | 90.289 | ||
96 | 2023.05.01 04:00 | t/p | 29 | 0.10 | 90.289 | 89.164 | 90.289 | 103.68 | 10863.08 |
97 | 2023.05.01 04:00 | t/p | 30 | 0.10 | 90.289 | 89.164 | 90.289 | 50.78 | 10913.86 |
98 | 2023.05.01 04:00 | t/p | 31 | 0.10 | 90.289 | 89.164 | 90.289 | 50.78 | 10964.64 |
99 | 2023.05.02 08:00 | sell | 32 | 0.10 | 92.226 | 0.000 | 0.000 | ||
100 | 2023.05.02 08:00 | modify | 32 | 0.10 | 92.226 | 93.726 | 90.726 | ||
101 | 2023.05.03 04:00 | t/p | 32 | 0.10 | 90.726 | 93.726 | 90.726 | 100.26 | 11064.90 |
102 | 2023.05.05 16:00 | sell | 33 | 0.10 | 90.974 | 0.000 | 0.000 | ||
103 | 2023.05.05 16:00 | modify | 33 | 0.10 | 90.974 | 92.474 | 89.474 | ||
104 | 2023.06.02 16:00 | s/l | 33 | 0.10 | 92.474 | 92.474 | 89.474 | -118.82 | 10946.08 |
105 | 2023.06.15 04:00 | sell | 34 | 0.10 | 95.928 | 0.000 | 0.000 | ||
106 | 2023.06.15 04:00 | modify | 34 | 0.10 | 95.928 | 97.428 | 94.428 | ||
107 | 2023.06.16 20:00 | s/l | 34 | 0.10 | 97.428 | 97.428 | 94.428 | -101.54 | 10844.54 |
108 | 2023.06.20 12:00 | buy | 35 | 0.10 | 95.949 | 0.000 | 0.000 | ||
109 | 2023.06.20 12:00 | modify | 35 | 0.10 | 95.949 | 94.449 | 97.449 | ||
110 | 2023.07.10 12:00 | s/l | 35 | 0.10 | 94.449 | 94.449 | 97.449 | -91.67 | 10752.87 |
111 | 2023.07.11 12:00 | buy | 36 | 0.10 | 93.588 | 0.000 | 0.000 | ||
112 | 2023.07.11 12:00 | modify | 36 | 0.10 | 93.588 | 92.088 | 95.088 | ||
113 | 2023.07.13 16:00 | t/p | 36 | 0.10 | 95.088 | 92.088 | 95.088 | 102.75 | 10855.62 |
114 | 2023.07.27 20:00 | buy | 37 | 0.10 | 93.233 | 0.000 | 0.000 | ||
115 | 2023.07.27 20:00 | modify | 37 | 0.10 | 93.233 | 91.733 | 94.733 | ||
116 | 2023.07.31 08:00 | t/p | 37 | 0.10 | 94.733 | 91.733 | 94.733 | 101.83 | 10957.46 |
117 | 2023.08.02 08:00 | buy | 38 | 0.10 | 93.902 | 0.000 | 0.000 | ||
118 | 2023.08.02 08:00 | modify | 38 | 0.10 | 93.902 | 92.402 | 95.402 | ||
119 | 2023.08.30 08:00 | buy | 39 | 0.10 | 94.676 | 0.000 | 0.000 | ||
120 | 2023.08.30 08:00 | modify | 39 | 0.10 | 94.676 | 94.202 | 95.402 | ||
121 | 2023.08.30 08:00 | buy | 40 | 0.10 | 94.676 | 0.000 | 0.000 | ||
122 | 2023.08.30 08:00 | modify | 40 | 0.10 | 94.676 | 94.277 | 95.402 | ||
123 | 2023.08.30 08:00 | modify | 38 | 0.10 | 93.902 | 94.277 | 95.402 | ||
124 | 2023.08.30 12:00 | modify | 39 | 0.10 | 94.676 | 94.277 | 95.402 | ||
125 | 2023.08.31 16:00 | s/l | 38 | 0.10 | 94.277 | 94.277 | 95.402 | 39.55 | 10997.01 |
126 | 2023.08.31 16:00 | s/l | 39 | 0.10 | 94.277 | 94.277 | 95.402 | -25.45 | 10971.55 |
127 | 2023.08.31 16:00 | s/l | 40 | 0.10 | 94.277 | 94.277 | 95.402 | -25.45 | 10946.10 |
128 | 2023.09.29 04:00 | sell | 41 | 0.10 | 96.443 | 0.000 | 0.000 | ||
129 | 2023.09.29 04:00 | modify | 41 | 0.10 | 96.443 | 97.943 | 94.943 | ||
130 | 2023.09.29 23:59 | close at stop | 41 | 0.10 | 96.077 | 97.943 | 94.943 | 24.62 | 10970.72 |