Symbol | EURJPY (Euro 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=2; RSIHelp="------------------------------------"; RSI_Period=11; 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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 751.40 | Gross profit | 953.13 | Gross loss | -201.73 |
Profit factor | 4.72 | Expected payoff | 37.57 | ||
Absolute drawdown | 87.06 | Maximal drawdown | 250.63 (2.41%) | Relative drawdown | 2.41% (250.63) |
Total trades | 20 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 10 (90.00%) |
Profit trades (% of total) | 15 (75.00%) | Loss trades (% of total) | 5 (25.00%) | ||
Largest | profit trade | 101.32 | loss trade | -97.81 | |
Average | profit trade | 63.54 | loss trade | -40.35 | |
Maximum | consecutive wins (profit in money) | 9 (584.70) | consecutive losses (loss in money) | 3 (-152.28) | |
Maximal | consecutive profit (count of wins) | 584.70 (9) | consecutive loss (count of losses) | -152.28 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.13 09:00 | buy | 1 | 0.10 | 139.339 | 0.000 | 0.000 | ||
2 | 2023.01.13 09:00 | modify | 1 | 0.10 | 139.339 | 137.939 | 140.739 | ||
3 | 2023.01.18 03:00 | t/p | 1 | 0.10 | 140.739 | 137.939 | 140.739 | 99.00 | 10099.00 |
4 | 2023.03.15 15:00 | buy | 2 | 0.10 | 140.268 | 0.000 | 0.000 | ||
5 | 2023.03.15 15:00 | modify | 2 | 0.10 | 140.268 | 138.868 | 141.668 | ||
6 | 2023.03.15 21:00 | buy | 3 | 0.10 | 141.041 | 0.000 | 0.000 | ||
7 | 2023.03.15 21:00 | modify | 3 | 0.10 | 141.041 | 140.828 | 141.668 | ||
8 | 2023.03.15 21:00 | modify | 2 | 0.10 | 140.268 | 140.828 | 141.668 | ||
9 | 2023.03.16 00:00 | s/l | 2 | 0.10 | 140.828 | 140.828 | 141.668 | 40.99 | 10139.98 |
10 | 2023.03.16 00:00 | s/l | 3 | 0.10 | 140.828 | 140.828 | 141.668 | -12.38 | 10127.60 |
11 | 2023.03.21 13:00 | sell | 4 | 0.10 | 142.557 | 0.000 | 0.000 | ||
12 | 2023.03.21 13:00 | modify | 4 | 0.10 | 142.557 | 143.957 | 141.157 | ||
13 | 2023.03.24 02:00 | t/p | 4 | 0.10 | 141.157 | 143.957 | 141.157 | 90.02 | 10217.62 |
14 | 2023.03.24 11:00 | buy | 5 | 0.10 | 139.368 | 0.000 | 0.000 | ||
15 | 2023.03.24 11:00 | modify | 5 | 0.10 | 139.368 | 137.968 | 140.768 | ||
16 | 2023.03.24 17:00 | t/p | 5 | 0.10 | 140.768 | 137.968 | 140.768 | 96.66 | 10314.28 |
17 | 2023.03.30 14:00 | sell | 6 | 0.10 | 144.838 | 0.000 | 0.000 | ||
18 | 2023.03.30 14:00 | modify | 6 | 0.10 | 144.838 | 146.238 | 143.438 | ||
19 | 2023.04.03 00:00 | sell | 7 | 0.10 | 144.051 | 0.000 | 0.000 | ||
20 | 2023.04.03 00:00 | modify | 7 | 0.10 | 144.051 | 144.278 | 143.438 | ||
21 | 2023.04.03 00:00 | modify | 6 | 0.10 | 144.838 | 144.278 | 143.438 | ||
22 | 2023.04.03 01:00 | sell | 8 | 0.10 | 143.855 | 0.000 | 0.000 | ||
23 | 2023.04.03 01:00 | modify | 8 | 0.10 | 143.855 | 144.348 | 143.438 | ||
24 | 2023.04.03 01:00 | modify | 7 | 0.10 | 144.051 | 144.348 | 143.438 | ||
25 | 2023.04.03 01:00 | modify | 6 | 0.10 | 144.838 | 144.348 | 143.438 | ||
26 | 2023.04.03 07:00 | s/l | 6 | 0.10 | 144.348 | 144.348 | 143.438 | 31.18 | 10345.47 |
27 | 2023.04.03 07:00 | s/l | 7 | 0.10 | 144.348 | 144.348 | 143.438 | -20.48 | 10324.99 |
28 | 2023.04.03 07:00 | s/l | 8 | 0.10 | 144.348 | 144.348 | 143.438 | -33.99 | 10291.00 |
29 | 2023.06.15 10:00 | sell | 9 | 0.10 | 152.961 | 0.000 | 0.000 | ||
30 | 2023.06.15 10:00 | modify | 9 | 0.10 | 152.961 | 154.361 | 151.561 | ||
31 | 2023.06.16 07:00 | s/l | 9 | 0.10 | 154.361 | 154.361 | 151.561 | -97.81 | 10193.19 |
32 | 2023.08.10 15:00 | sell | 10 | 0.10 | 159.092 | 0.000 | 0.000 | ||
33 | 2023.08.10 15:00 | modify | 10 | 0.10 | 159.092 | 160.492 | 157.692 | ||
34 | 2023.08.14 07:00 | sell | 11 | 0.10 | 158.363 | 0.000 | 0.000 | ||
35 | 2023.08.14 07:00 | modify | 11 | 0.10 | 158.363 | 158.882 | 157.692 | ||
36 | 2023.08.14 07:00 | modify | 10 | 0.10 | 159.092 | 158.882 | 157.692 | ||
37 | 2023.08.15 07:00 | s/l | 10 | 0.10 | 158.882 | 158.882 | 157.692 | 10.59 | 10203.77 |
38 | 2023.08.15 07:00 | s/l | 11 | 0.10 | 158.882 | 158.882 | 157.692 | -37.07 | 10166.71 |
39 | 2023.08.23 12:00 | buy | 12 | 0.10 | 157.258 | 0.000 | 0.000 | ||
40 | 2023.08.23 12:00 | modify | 12 | 0.10 | 157.258 | 155.858 | 158.658 | ||
41 | 2023.08.25 17:00 | buy | 13 | 0.10 | 158.031 | 0.000 | 0.000 | ||
42 | 2023.08.25 17:00 | modify | 13 | 0.10 | 158.031 | 157.818 | 158.658 | ||
43 | 2023.08.25 17:00 | modify | 12 | 0.10 | 157.258 | 157.818 | 158.658 | ||
44 | 2023.08.28 00:00 | buy | 14 | 0.10 | 158.249 | 0.000 | 0.000 | ||
45 | 2023.08.28 00:00 | modify | 14 | 0.10 | 158.249 | 157.748 | 158.658 | ||
46 | 2023.08.28 00:00 | modify | 13 | 0.10 | 158.031 | 157.748 | 158.658 | ||
47 | 2023.08.28 00:00 | modify | 12 | 0.10 | 157.258 | 157.748 | 158.658 | ||
48 | 2023.08.29 05:00 | t/p | 12 | 0.10 | 158.658 | 157.748 | 158.658 | 101.32 | 10268.03 |
49 | 2023.08.29 05:00 | t/p | 13 | 0.10 | 158.658 | 157.748 | 158.658 | 44.84 | 10312.87 |
50 | 2023.08.29 05:00 | t/p | 14 | 0.10 | 158.658 | 157.748 | 158.658 | 29.02 | 10341.89 |
51 | 2023.09.14 18:00 | buy | 15 | 0.10 | 156.848 | 0.000 | 0.000 | ||
52 | 2023.09.14 18:00 | modify | 15 | 0.10 | 156.848 | 155.448 | 158.248 | ||
53 | 2023.09.15 17:00 | buy | 16 | 0.10 | 157.836 | 0.000 | 0.000 | ||
54 | 2023.09.15 17:00 | modify | 16 | 0.10 | 157.836 | 157.338 | 158.248 | ||
55 | 2023.09.15 17:00 | modify | 15 | 0.10 | 156.848 | 157.338 | 158.248 | ||
56 | 2023.09.18 10:00 | buy | 17 | 0.10 | 157.563 | 0.000 | 0.000 | ||
57 | 2023.09.18 10:00 | modify | 17 | 0.10 | 157.563 | 157.058 | 158.248 | ||
58 | 2023.09.18 11:00 | modify | 17 | 0.10 | 157.563 | 157.338 | 158.248 | ||
59 | 2023.09.19 13:00 | t/p | 15 | 0.10 | 158.248 | 157.338 | 158.248 | 98.99 | 10440.87 |
60 | 2023.09.19 13:00 | t/p | 16 | 0.10 | 158.248 | 157.338 | 158.248 | 30.00 | 10470.88 |
61 | 2023.09.19 13:00 | t/p | 17 | 0.10 | 158.248 | 157.338 | 158.248 | 48.08 | 10518.95 |
62 | 2023.10.31 11:00 | sell | 18 | 0.10 | 160.687 | 0.000 | 0.000 | ||
63 | 2023.10.31 11:00 | modify | 18 | 0.10 | 160.687 | 162.087 | 159.287 | ||
64 | 2023.11.01 02:00 | sell | 19 | 0.10 | 159.972 | 0.000 | 0.000 | ||
65 | 2023.11.01 02:00 | modify | 19 | 0.10 | 159.972 | 160.477 | 159.287 | ||
66 | 2023.11.01 02:00 | modify | 18 | 0.10 | 160.687 | 160.477 | 159.287 | ||
67 | 2023.11.01 14:00 | t/p | 18 | 0.10 | 159.287 | 160.477 | 159.287 | 95.21 | 10614.16 |
68 | 2023.11.01 14:00 | t/p | 19 | 0.10 | 159.287 | 160.477 | 159.287 | 47.22 | 10661.38 |
69 | 2023.11.14 19:00 | sell | 20 | 0.10 | 163.627 | 0.000 | 0.000 | ||
70 | 2023.11.14 19:00 | modify | 20 | 0.10 | 163.627 | 165.027 | 162.227 | ||
71 | 2023.11.17 11:00 | t/p | 20 | 0.10 | 162.227 | 165.027 | 162.227 | 90.02 | 10751.40 |