Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=21; 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 | 7263 | Ticks modelled | 13524 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 915.12 | Gross profit | 1473.91 | Gross loss | -558.79 |
Profit factor | 2.64 | Expected payoff | 27.73 | ||
Absolute drawdown | 109.84 | Maximal drawdown | 300.10 (2.82%) | Relative drawdown | 2.82% (300.10) |
Total trades | 33 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 19 (73.68%) |
Profit trades (% of total) | 24 (72.73%) | Loss trades (% of total) | 9 (27.27%) | ||
Largest | profit trade | 100.56 | loss trade | -94.74 | |
Average | profit trade | 61.41 | loss trade | -62.09 | |
Maximum | consecutive wins (profit in money) | 8 (463.96) | consecutive losses (loss in money) | 2 (-178.40) | |
Maximal | consecutive profit (count of wins) | 463.96 (8) | consecutive loss (count of losses) | -178.40 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.09 18:00 | sell | 1 | 0.10 | 92.803 | 0.000 | 0.000 | ||
2 | 2022.12.09 18:00 | modify | 1 | 0.10 | 92.803 | 94.103 | 91.403 | ||
3 | 2022.12.15 14:00 | sell | 2 | 0.10 | 92.227 | 0.000 | 0.000 | ||
4 | 2022.12.15 14:00 | modify | 2 | 0.10 | 92.227 | 92.663 | 91.403 | ||
5 | 2022.12.15 14:00 | modify | 1 | 0.10 | 92.803 | 92.663 | 91.403 | ||
6 | 2022.12.16 16:00 | t/p | 1 | 0.10 | 91.403 | 92.663 | 91.403 | 90.53 | 10090.53 |
7 | 2022.12.16 16:00 | t/p | 2 | 0.10 | 91.403 | 92.663 | 91.403 | 55.95 | 10146.47 |
8 | 2022.12.30 02:00 | buy | 3 | 0.10 | 89.645 | 0.000 | 0.000 | ||
9 | 2022.12.30 02:00 | modify | 3 | 0.10 | 89.645 | 88.345 | 91.045 | ||
10 | 2023.01.03 02:00 | s/l | 3 | 0.10 | 88.345 | 88.345 | 91.045 | -88.79 | 10057.69 |
11 | 2023.01.04 06:00 | sell | 4 | 0.10 | 88.993 | 0.000 | 0.000 | ||
12 | 2023.01.04 06:00 | modify | 4 | 0.10 | 88.993 | 90.293 | 87.593 | ||
13 | 2023.01.04 16:00 | s/l | 4 | 0.10 | 90.293 | 90.293 | 87.593 | -89.61 | 9968.08 |
14 | 2023.01.06 05:00 | sell | 5 | 0.10 | 90.637 | 0.000 | 0.000 | ||
15 | 2023.01.06 05:00 | modify | 5 | 0.10 | 90.637 | 91.937 | 89.237 | ||
16 | 2023.01.13 11:00 | sell | 6 | 0.10 | 89.576 | 0.000 | 0.000 | ||
17 | 2023.01.13 11:00 | modify | 6 | 0.10 | 89.576 | 90.147 | 89.237 | ||
18 | 2023.01.13 11:00 | modify | 5 | 0.10 | 90.637 | 90.147 | 89.237 | ||
19 | 2023.01.13 13:00 | t/p | 5 | 0.10 | 89.237 | 90.147 | 89.237 | 90.53 | 10058.60 |
20 | 2023.01.13 13:00 | t/p | 6 | 0.10 | 89.237 | 90.147 | 89.237 | 23.37 | 10081.97 |
21 | 2023.01.13 16:00 | buy | 7 | 0.10 | 88.768 | 0.000 | 0.000 | ||
22 | 2023.01.13 16:00 | modify | 7 | 0.10 | 88.768 | 87.468 | 90.168 | ||
23 | 2023.01.16 07:00 | buy | 8 | 0.10 | 89.352 | 0.000 | 0.000 | ||
24 | 2023.01.16 07:00 | modify | 8 | 0.10 | 89.352 | 88.908 | 90.168 | ||
25 | 2023.01.16 07:00 | modify | 7 | 0.10 | 88.768 | 88.908 | 90.168 | ||
26 | 2023.01.16 17:00 | buy | 9 | 0.10 | 89.495 | 0.000 | 0.000 | ||
27 | 2023.01.16 17:00 | modify | 9 | 0.10 | 89.495 | 89.188 | 90.168 | ||
28 | 2023.01.16 17:00 | modify | 8 | 0.10 | 89.352 | 89.188 | 90.168 | ||
29 | 2023.01.16 17:00 | modify | 7 | 0.10 | 88.768 | 89.188 | 90.168 | ||
30 | 2023.01.18 03:00 | t/p | 7 | 0.10 | 90.168 | 89.188 | 90.168 | 98.12 | 10180.09 |
31 | 2023.01.18 03:00 | t/p | 8 | 0.10 | 90.168 | 89.188 | 90.168 | 57.31 | 10237.41 |
32 | 2023.01.18 03:00 | t/p | 9 | 0.10 | 90.168 | 89.188 | 90.168 | 47.44 | 10284.85 |
33 | 2023.01.19 02:00 | buy | 10 | 0.10 | 88.757 | 0.000 | 0.000 | ||
34 | 2023.01.19 02:00 | modify | 10 | 0.10 | 88.757 | 87.457 | 90.157 | ||
35 | 2023.01.20 06:00 | buy | 11 | 0.10 | 89.473 | 0.000 | 0.000 | ||
36 | 2023.01.20 06:00 | modify | 11 | 0.10 | 89.473 | 89.177 | 90.157 | ||
37 | 2023.01.20 06:00 | modify | 10 | 0.10 | 88.757 | 89.177 | 90.157 | ||
38 | 2023.01.20 13:00 | t/p | 10 | 0.10 | 90.157 | 89.177 | 90.157 | 97.15 | 10382.00 |
39 | 2023.01.20 13:00 | t/p | 11 | 0.10 | 90.157 | 89.177 | 90.157 | 47.23 | 10429.23 |
40 | 2023.01.23 17:00 | sell | 12 | 0.10 | 91.795 | 0.000 | 0.000 | ||
41 | 2023.01.23 17:00 | modify | 12 | 0.10 | 91.795 | 93.095 | 90.395 | ||
42 | 2023.01.31 13:00 | sell | 13 | 0.10 | 91.217 | 0.000 | 0.000 | ||
43 | 2023.01.31 13:00 | modify | 13 | 0.10 | 91.217 | 91.655 | 90.395 | ||
44 | 2023.01.31 13:00 | modify | 12 | 0.10 | 91.795 | 91.655 | 90.395 | ||
45 | 2023.01.31 16:00 | s/l | 12 | 0.10 | 91.655 | 91.655 | 90.395 | 2.81 | 10432.04 |
46 | 2023.01.31 16:00 | s/l | 13 | 0.10 | 91.655 | 91.655 | 90.395 | -30.19 | 10401.85 |
47 | 2023.02.10 09:00 | buy | 14 | 0.10 | 90.645 | 0.000 | 0.000 | ||
48 | 2023.02.10 09:00 | modify | 14 | 0.10 | 90.645 | 89.345 | 92.045 | ||
49 | 2023.02.13 04:00 | buy | 15 | 0.10 | 91.206 | 0.000 | 0.000 | ||
50 | 2023.02.13 04:00 | modify | 15 | 0.10 | 91.206 | 90.785 | 92.045 | ||
51 | 2023.02.13 04:00 | modify | 14 | 0.10 | 90.645 | 90.785 | 92.045 | ||
52 | 2023.02.13 06:00 | buy | 16 | 0.10 | 91.365 | 0.000 | 0.000 | ||
53 | 2023.02.13 06:00 | modify | 16 | 0.10 | 91.365 | 91.065 | 92.045 | ||
54 | 2023.02.13 06:00 | modify | 15 | 0.10 | 91.206 | 91.065 | 92.045 | ||
55 | 2023.02.13 06:00 | modify | 14 | 0.10 | 90.645 | 91.065 | 92.045 | ||
56 | 2023.02.13 13:00 | t/p | 14 | 0.10 | 92.045 | 91.065 | 92.045 | 97.15 | 10499.00 |
57 | 2023.02.13 13:00 | t/p | 15 | 0.10 | 92.045 | 91.065 | 92.045 | 57.93 | 10556.93 |
58 | 2023.02.13 13:00 | t/p | 16 | 0.10 | 92.045 | 91.065 | 92.045 | 46.95 | 10603.88 |
59 | 2023.02.15 04:00 | buy | 17 | 0.10 | 92.315 | 0.000 | 0.000 | ||
60 | 2023.02.15 04:00 | modify | 17 | 0.10 | 92.315 | 91.015 | 93.715 | ||
61 | 2023.02.21 16:00 | buy | 18 | 0.10 | 92.895 | 0.000 | 0.000 | ||
62 | 2023.02.21 16:00 | modify | 18 | 0.10 | 92.895 | 92.455 | 93.715 | ||
63 | 2023.02.21 16:00 | modify | 17 | 0.10 | 92.315 | 92.455 | 93.715 | ||
64 | 2023.02.21 18:00 | s/l | 17 | 0.10 | 92.455 | 92.455 | 93.715 | 12.59 | 10616.47 |
65 | 2023.02.21 18:00 | s/l | 18 | 0.10 | 92.455 | 92.455 | 93.715 | -30.38 | 10586.09 |
66 | 2023.03.07 10:00 | buy | 19 | 0.10 | 90.719 | 0.000 | 0.000 | ||
67 | 2023.03.07 10:00 | modify | 19 | 0.10 | 90.719 | 89.419 | 92.119 | ||
68 | 2023.03.10 02:00 | s/l | 19 | 0.10 | 89.419 | 89.419 | 92.119 | -87.33 | 10498.76 |
69 | 2023.03.15 15:00 | buy | 20 | 0.10 | 87.964 | 0.000 | 0.000 | ||
70 | 2023.03.15 15:00 | modify | 20 | 0.10 | 87.964 | 86.664 | 89.364 | ||
71 | 2023.03.16 08:00 | buy | 21 | 0.10 | 88.667 | 0.000 | 0.000 | ||
72 | 2023.03.16 08:00 | modify | 21 | 0.10 | 88.667 | 88.384 | 89.364 | ||
73 | 2023.03.16 08:00 | modify | 20 | 0.10 | 87.964 | 88.384 | 89.364 | ||
74 | 2023.03.16 09:00 | s/l | 20 | 0.10 | 88.384 | 88.384 | 89.364 | 30.46 | 10529.23 |
75 | 2023.03.16 09:00 | s/l | 21 | 0.10 | 88.384 | 88.384 | 89.364 | -19.54 | 10509.69 |
76 | 2023.03.17 14:00 | buy | 22 | 0.10 | 88.576 | 0.000 | 0.000 | ||
77 | 2023.03.17 14:00 | modify | 22 | 0.10 | 88.576 | 87.276 | 89.976 | ||
78 | 2023.03.20 09:00 | s/l | 22 | 0.10 | 87.276 | 87.276 | 89.976 | -89.27 | 10420.41 |
79 | 2023.03.23 20:00 | buy | 23 | 0.10 | 87.304 | 0.000 | 0.000 | ||
80 | 2023.03.23 20:00 | modify | 23 | 0.10 | 87.304 | 86.004 | 88.704 | ||
81 | 2023.03.28 16:00 | buy | 24 | 0.10 | 87.881 | 0.000 | 0.000 | ||
82 | 2023.03.28 16:00 | modify | 24 | 0.10 | 87.881 | 87.444 | 88.704 | ||
83 | 2023.03.28 16:00 | modify | 23 | 0.10 | 87.304 | 87.444 | 88.704 | ||
84 | 2023.03.29 15:00 | t/p | 23 | 0.10 | 88.704 | 87.444 | 88.704 | 98.62 | 10519.03 |
85 | 2023.03.29 15:00 | t/p | 24 | 0.10 | 88.704 | 87.444 | 88.704 | 57.32 | 10576.35 |
86 | 2023.03.31 02:00 | sell | 25 | 0.10 | 89.487 | 0.000 | 0.000 | ||
87 | 2023.03.31 02:00 | modify | 25 | 0.10 | 89.487 | 90.787 | 88.087 | ||
88 | 2023.03.31 08:00 | sell | 26 | 0.10 | 88.927 | 0.000 | 0.000 | ||
89 | 2023.03.31 08:00 | modify | 26 | 0.10 | 88.927 | 89.347 | 88.087 | ||
90 | 2023.03.31 08:00 | modify | 25 | 0.10 | 89.487 | 89.347 | 88.087 | ||
91 | 2023.03.31 11:00 | s/l | 25 | 0.10 | 89.347 | 89.347 | 88.087 | 9.65 | 10586.00 |
92 | 2023.03.31 11:00 | s/l | 26 | 0.10 | 89.347 | 89.347 | 88.087 | -28.95 | 10557.05 |
93 | 2023.05.02 08:00 | sell | 27 | 0.10 | 92.226 | 0.000 | 0.000 | ||
94 | 2023.05.02 08:00 | modify | 27 | 0.10 | 92.226 | 93.526 | 90.826 | ||
95 | 2023.05.03 02:00 | t/p | 27 | 0.10 | 90.826 | 93.526 | 90.826 | 95.65 | 10652.69 |
96 | 2023.06.06 06:00 | sell | 28 | 0.10 | 92.904 | 0.000 | 0.000 | ||
97 | 2023.06.06 06:00 | modify | 28 | 0.10 | 92.904 | 94.204 | 91.504 | ||
98 | 2023.06.12 07:00 | s/l | 28 | 0.10 | 94.204 | 94.204 | 91.504 | -94.74 | 10557.95 |
99 | 2023.07.31 04:00 | sell | 29 | 0.10 | 94.631 | 0.000 | 0.000 | ||
100 | 2023.07.31 04:00 | modify | 29 | 0.10 | 94.631 | 95.931 | 93.231 | ||
101 | 2023.08.02 12:00 | sell | 30 | 0.10 | 93.909 | 0.000 | 0.000 | ||
102 | 2023.08.02 12:00 | modify | 30 | 0.10 | 93.909 | 94.211 | 93.231 | ||
103 | 2023.08.02 12:00 | modify | 29 | 0.10 | 94.631 | 94.211 | 93.231 | ||
104 | 2023.08.03 09:00 | t/p | 29 | 0.10 | 93.231 | 94.211 | 93.231 | 92.24 | 10650.19 |
105 | 2023.08.03 09:00 | t/p | 30 | 0.10 | 93.231 | 94.211 | 93.231 | 44.18 | 10694.37 |
106 | 2023.10.25 02:00 | sell | 31 | 0.10 | 95.772 | 0.000 | 0.000 | ||
107 | 2023.10.25 02:00 | modify | 31 | 0.10 | 95.772 | 97.072 | 94.372 | ||
108 | 2023.10.25 23:00 | t/p | 31 | 0.10 | 94.372 | 97.072 | 94.372 | 96.51 | 10790.88 |
109 | 2023.11.07 06:00 | buy | 32 | 0.10 | 96.778 | 0.000 | 0.000 | ||
110 | 2023.11.07 06:00 | modify | 32 | 0.10 | 96.778 | 95.478 | 98.178 | ||
111 | 2023.11.14 22:00 | buy | 33 | 0.10 | 97.842 | 0.000 | 0.000 | ||
112 | 2023.11.14 22:00 | modify | 33 | 0.10 | 97.842 | 97.268 | 98.178 | ||
113 | 2023.11.14 22:00 | modify | 32 | 0.10 | 96.778 | 97.268 | 98.178 | ||
114 | 2023.11.15 14:00 | t/p | 32 | 0.10 | 98.178 | 97.268 | 98.178 | 100.56 | 10891.43 |
115 | 2023.11.15 14:00 | t/p | 33 | 0.10 | 98.178 | 97.268 | 98.178 | 23.69 | 10915.12 |