Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 2619 | Ticks modelled | 4236 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1536.98 | Gross profit | 1823.93 | Gross loss | -286.95 |
Profit factor | 6.36 | Expected payoff | 59.11 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 124.73 (1.16%) | Relative drawdown | 1.16% (124.73) |
Total trades | 26 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 18 (77.78%) |
Profit trades (% of total) | 19 (73.08%) | Loss trades (% of total) | 7 (26.92%) | ||
Largest | profit trade | 107.45 | loss trade | -42.66 | |
Average | profit trade | 96.00 | loss trade | -40.99 | |
Maximum | consecutive wins (profit in money) | 10 (934.41) | consecutive losses (loss in money) | 3 (-124.73) | |
Maximal | consecutive profit (count of wins) | 934.41 (10) | consecutive loss (count of losses) | -124.73 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.02 12:00 | buy | 1 | 0.10 | 141.230 | 0.000 | 0.000 | ||
2 | 2022.12.02 12:00 | modify | 1 | 0.10 | 141.230 | 140.630 | 142.730 | ||
3 | 2022.12.02 16:00 | buy | 2 | 0.10 | 141.909 | 0.000 | 0.000 | ||
4 | 2022.12.02 16:00 | modify | 2 | 0.10 | 141.909 | 141.305 | 142.730 | ||
5 | 2022.12.02 16:00 | modify | 1 | 0.10 | 141.230 | 141.305 | 142.730 | ||
6 | 2022.12.05 12:00 | t/p | 1 | 0.10 | 142.730 | 141.305 | 142.730 | 104.34 | 10104.34 |
7 | 2022.12.05 12:00 | t/p | 2 | 0.10 | 142.730 | 141.305 | 142.730 | 57.46 | 10161.79 |
8 | 2022.12.13 16:00 | buy | 3 | 0.10 | 143.821 | 0.000 | 0.000 | ||
9 | 2022.12.13 16:00 | modify | 3 | 0.10 | 143.821 | 143.221 | 145.321 | ||
10 | 2022.12.15 16:00 | t/p | 3 | 0.10 | 145.321 | 143.221 | 145.321 | 106.67 | 10268.46 |
11 | 2022.12.15 16:00 | sell | 4 | 0.10 | 146.528 | 0.000 | 0.000 | ||
12 | 2022.12.15 16:00 | modify | 4 | 0.10 | 146.528 | 147.128 | 145.028 | ||
13 | 2022.12.16 16:00 | t/p | 4 | 0.10 | 145.028 | 147.128 | 145.028 | 102.10 | 10370.57 |
14 | 2023.01.03 12:00 | buy | 5 | 0.10 | 137.820 | 0.000 | 0.000 | ||
15 | 2023.01.03 12:00 | modify | 5 | 0.10 | 137.820 | 137.220 | 139.320 | ||
16 | 2023.01.04 16:00 | t/p | 5 | 0.10 | 139.320 | 137.220 | 139.320 | 104.34 | 10474.90 |
17 | 2023.01.04 16:00 | sell | 6 | 0.10 | 139.970 | 0.000 | 0.000 | ||
18 | 2023.01.04 16:00 | modify | 6 | 0.10 | 139.970 | 140.570 | 138.470 | ||
19 | 2023.01.04 20:00 | s/l | 6 | 0.10 | 140.570 | 140.570 | 138.470 | -41.36 | 10433.54 |
20 | 2023.01.12 16:00 | buy | 7 | 0.10 | 140.342 | 0.000 | 0.000 | ||
21 | 2023.01.12 16:00 | modify | 7 | 0.10 | 140.342 | 139.742 | 141.842 | ||
22 | 2023.01.13 08:00 | s/l | 7 | 0.10 | 139.742 | 139.742 | 141.842 | -40.64 | 10392.90 |
23 | 2023.01.13 16:00 | buy | 8 | 0.10 | 138.108 | 0.000 | 0.000 | ||
24 | 2023.01.13 16:00 | modify | 8 | 0.10 | 138.108 | 137.508 | 139.608 | ||
25 | 2023.01.17 16:00 | t/p | 8 | 0.10 | 139.608 | 137.508 | 139.608 | 105.12 | 10498.02 |
26 | 2023.01.20 12:00 | sell | 9 | 0.10 | 140.626 | 0.000 | 0.000 | ||
27 | 2023.01.20 12:00 | modify | 9 | 0.10 | 140.626 | 141.226 | 139.126 | ||
28 | 2023.01.23 08:00 | s/l | 9 | 0.10 | 141.226 | 141.226 | 139.126 | -42.66 | 10455.36 |
29 | 2023.02.02 16:00 | buy | 10 | 0.10 | 140.472 | 0.000 | 0.000 | ||
30 | 2023.02.02 16:00 | modify | 10 | 0.10 | 140.472 | 139.872 | 141.972 | ||
31 | 2023.02.03 16:00 | t/p | 10 | 0.10 | 141.972 | 139.872 | 141.972 | 104.35 | 10559.71 |
32 | 2023.02.03 16:00 | sell | 11 | 0.10 | 142.320 | 0.000 | 0.000 | ||
33 | 2023.02.03 16:00 | modify | 11 | 0.10 | 142.320 | 142.920 | 140.820 | ||
34 | 2023.02.07 16:00 | t/p | 11 | 0.10 | 140.820 | 142.920 | 140.820 | 100.80 | 10660.51 |
35 | 2023.02.07 16:00 | buy | 12 | 0.10 | 140.362 | 0.000 | 0.000 | ||
36 | 2023.02.07 16:00 | modify | 12 | 0.10 | 140.362 | 139.762 | 141.862 | ||
37 | 2023.02.10 12:00 | s/l | 12 | 0.10 | 139.762 | 139.762 | 141.862 | -37.55 | 10622.96 |
38 | 2023.02.10 12:00 | buy | 13 | 0.10 | 140.000 | 0.000 | 0.000 | ||
39 | 2023.02.10 12:00 | modify | 13 | 0.10 | 140.000 | 139.400 | 141.500 | ||
40 | 2023.02.13 12:00 | t/p | 13 | 0.10 | 141.500 | 139.400 | 141.500 | 104.35 | 10727.31 |
41 | 2023.03.15 12:00 | buy | 14 | 0.10 | 141.401 | 0.000 | 0.000 | ||
42 | 2023.03.15 12:00 | modify | 14 | 0.10 | 141.401 | 140.801 | 142.901 | ||
43 | 2023.03.15 16:00 | s/l | 14 | 0.10 | 140.801 | 140.801 | 142.901 | -41.42 | 10685.89 |
44 | 2023.03.21 12:00 | sell | 15 | 0.10 | 142.569 | 0.000 | 0.000 | ||
45 | 2023.03.21 12:00 | modify | 15 | 0.10 | 142.569 | 143.169 | 141.069 | ||
46 | 2023.03.22 12:00 | s/l | 15 | 0.10 | 143.169 | 143.169 | 141.069 | -42.66 | 10643.23 |
47 | 2023.03.23 20:00 | buy | 16 | 0.10 | 141.552 | 0.000 | 0.000 | ||
48 | 2023.03.23 20:00 | modify | 16 | 0.10 | 141.552 | 140.952 | 143.052 | ||
49 | 2023.03.24 04:00 | s/l | 16 | 0.10 | 140.952 | 140.952 | 143.052 | -40.65 | 10602.57 |
50 | 2023.03.24 12:00 | buy | 17 | 0.10 | 139.632 | 0.000 | 0.000 | ||
51 | 2023.03.24 12:00 | modify | 17 | 0.10 | 139.632 | 139.032 | 141.132 | ||
52 | 2023.03.27 08:00 | t/p | 17 | 0.10 | 141.132 | 139.032 | 141.132 | 104.35 | 10706.92 |
53 | 2023.04.05 16:00 | buy | 18 | 0.10 | 143.087 | 0.000 | 0.000 | ||
54 | 2023.04.05 16:00 | modify | 18 | 0.10 | 143.087 | 142.487 | 144.587 | ||
55 | 2023.04.10 04:00 | t/p | 18 | 0.10 | 144.587 | 142.487 | 144.587 | 107.45 | 10814.37 |
56 | 2023.04.25 20:00 | buy | 19 | 0.10 | 146.470 | 0.000 | 0.000 | ||
57 | 2023.04.25 20:00 | modify | 19 | 0.10 | 146.470 | 145.870 | 147.970 | ||
58 | 2023.04.27 08:00 | t/p | 19 | 0.10 | 147.970 | 145.870 | 147.970 | 106.66 | 10921.03 |
59 | 2023.05.04 16:00 | buy | 20 | 0.10 | 147.290 | 0.000 | 0.000 | ||
60 | 2023.05.04 16:00 | modify | 20 | 0.10 | 147.290 | 146.690 | 148.790 | ||
61 | 2023.05.08 00:00 | t/p | 20 | 0.10 | 148.790 | 146.690 | 148.790 | 105.12 | 11026.15 |
62 | 2023.07.21 12:00 | sell | 21 | 0.10 | 157.627 | 0.000 | 0.000 | ||
63 | 2023.07.21 12:00 | modify | 21 | 0.10 | 157.627 | 158.227 | 156.127 | ||
64 | 2023.07.24 08:00 | sell | 22 | 0.10 | 156.712 | 0.000 | 0.000 | ||
65 | 2023.07.24 08:00 | modify | 22 | 0.10 | 156.712 | 157.252 | 156.127 | ||
66 | 2023.07.24 08:00 | modify | 21 | 0.10 | 157.627 | 157.252 | 156.127 | ||
67 | 2023.07.25 12:00 | t/p | 21 | 0.10 | 156.127 | 157.252 | 156.127 | 100.80 | 11126.96 |
68 | 2023.07.25 12:00 | t/p | 22 | 0.10 | 156.127 | 157.252 | 156.127 | 39.03 | 11165.99 |
69 | 2023.07.27 20:00 | buy | 23 | 0.10 | 152.538 | 0.000 | 0.000 | ||
70 | 2023.07.27 20:00 | modify | 23 | 0.10 | 152.538 | 151.938 | 154.038 | ||
71 | 2023.07.28 04:00 | t/p | 23 | 0.10 | 154.038 | 151.938 | 154.038 | 104.34 | 11270.32 |
72 | 2023.10.03 16:00 | buy | 24 | 0.10 | 155.947 | 0.000 | 0.000 | ||
73 | 2023.10.03 16:00 | modify | 24 | 0.10 | 155.947 | 155.347 | 157.447 | ||
74 | 2023.10.05 20:00 | buy | 25 | 0.10 | 156.631 | 0.000 | 0.000 | ||
75 | 2023.10.05 20:00 | modify | 25 | 0.10 | 156.631 | 156.022 | 157.447 | ||
76 | 2023.10.05 20:00 | modify | 24 | 0.10 | 155.947 | 156.022 | 157.447 | ||
77 | 2023.10.06 12:00 | t/p | 24 | 0.10 | 157.447 | 156.022 | 157.447 | 107.44 | 11377.76 |
78 | 2023.10.06 12:00 | t/p | 25 | 0.10 | 157.447 | 156.022 | 157.447 | 57.12 | 11434.88 |
79 | 2023.10.31 12:00 | sell | 26 | 0.10 | 160.615 | 0.000 | 0.000 | ||
80 | 2023.10.31 12:00 | modify | 26 | 0.10 | 160.615 | 161.215 | 159.115 | ||
81 | 2023.11.01 16:00 | t/p | 26 | 0.10 | 159.115 | 161.215 | 159.115 | 102.10 | 11536.98 |