Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=50; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 1914 | Ticks modelled | 26833988 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1112.73 | Gross profit | 1294.52 | Gross loss | -181.79 |
Profit factor | 7.12 | Expected payoff | 37.09 | ||
Absolute drawdown | 44.43 | Maximal drawdown | 216.44 (1.99%) | Relative drawdown | 1.99% (216.44) |
Total trades | 30 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 14 (85.71%) |
Profit trades (% of total) | 25 (83.33%) | Loss trades (% of total) | 5 (16.67%) | ||
Largest | profit trade | 104.43 | loss trade | -41.07 | |
Average | profit trade | 51.78 | loss trade | -36.36 | |
Maximum | consecutive wins (profit in money) | 13 (660.48) | consecutive losses (loss in money) | 2 (-62.09) | |
Maximal | consecutive profit (count of wins) | 660.48 (13) | consecutive loss (count of losses) | -62.09 (2) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.01 08:00 | sell | 1 | 0.10 | 90.777 | 0.000 | 0.000 | ||
2 | 2023.05.01 08:00 | modify | 1 | 0.10 | 90.777 | 91.377 | 89.277 | ||
3 | 2023.05.02 04:30 | s/l | 1 | 0.10 | 91.377 | 91.377 | 89.277 | -41.07 | 9958.93 |
4 | 2023.05.02 12:00 | sell | 2 | 0.10 | 92.043 | 0.000 | 0.000 | ||
5 | 2023.05.02 12:00 | modify | 2 | 0.10 | 92.043 | 92.643 | 90.543 | ||
6 | 2023.05.02 14:24 | sell | 3 | 0.10 | 91.285 | 0.000 | 0.000 | ||
7 | 2023.05.02 14:24 | modify | 3 | 0.10 | 91.285 | 91.968 | 90.543 | ||
8 | 2023.05.02 14:24 | modify | 2 | 0.10 | 92.043 | 91.968 | 90.543 | ||
9 | 2023.05.02 14:37 | sell | 4 | 0.10 | 91.143 | 0.000 | 0.000 | ||
10 | 2023.05.02 14:37 | modify | 4 | 0.10 | 91.143 | 91.668 | 90.543 | ||
11 | 2023.05.02 14:37 | modify | 3 | 0.10 | 91.285 | 91.668 | 90.543 | ||
12 | 2023.05.02 14:37 | modify | 2 | 0.10 | 92.043 | 91.668 | 90.543 | ||
13 | 2023.05.02 21:04 | sell | 5 | 0.10 | 90.832 | 0.000 | 0.000 | ||
14 | 2023.05.02 21:04 | modify | 5 | 0.10 | 90.832 | 91.518 | 90.543 | ||
15 | 2023.05.02 21:04 | modify | 4 | 0.10 | 91.143 | 91.518 | 90.543 | ||
16 | 2023.05.02 21:04 | modify | 3 | 0.10 | 91.285 | 91.518 | 90.543 | ||
17 | 2023.05.02 21:04 | modify | 2 | 0.10 | 92.043 | 91.518 | 90.543 | ||
18 | 2023.05.03 07:05 | t/p | 2 | 0.10 | 90.543 | 91.518 | 90.543 | 99.76 | 10058.69 |
19 | 2023.05.03 07:05 | t/p | 3 | 0.10 | 90.543 | 91.518 | 90.543 | 48.93 | 10107.62 |
20 | 2023.05.03 07:05 | t/p | 4 | 0.10 | 90.543 | 91.518 | 90.543 | 39.41 | 10147.03 |
21 | 2023.05.03 07:05 | t/p | 5 | 0.10 | 90.543 | 91.518 | 90.543 | 18.55 | 10165.58 |
22 | 2023.07.07 12:00 | buy | 6 | 0.10 | 95.073 | 0.000 | 0.000 | ||
23 | 2023.07.07 12:00 | modify | 6 | 0.10 | 95.073 | 94.473 | 96.573 | ||
24 | 2023.07.10 09:13 | s/l | 6 | 0.10 | 94.473 | 94.473 | 96.573 | -39.79 | 10125.79 |
25 | 2023.07.11 16:00 | buy | 7 | 0.10 | 93.651 | 0.000 | 0.000 | ||
26 | 2023.07.11 16:00 | modify | 7 | 0.10 | 93.651 | 93.051 | 95.151 | ||
27 | 2023.07.13 03:54 | buy | 8 | 0.10 | 94.401 | 0.000 | 0.000 | ||
28 | 2023.07.13 03:54 | modify | 8 | 0.10 | 94.401 | 93.726 | 95.151 | ||
29 | 2023.07.13 03:54 | modify | 7 | 0.10 | 93.651 | 93.726 | 95.151 | ||
30 | 2023.07.13 05:43 | buy | 9 | 0.10 | 94.552 | 0.000 | 0.000 | ||
31 | 2023.07.13 05:43 | modify | 9 | 0.10 | 94.552 | 94.026 | 95.151 | ||
32 | 2023.07.13 05:43 | modify | 8 | 0.10 | 94.401 | 94.026 | 95.151 | ||
33 | 2023.07.13 05:43 | modify | 7 | 0.10 | 93.651 | 94.026 | 95.151 | ||
34 | 2023.07.13 09:25 | buy | 10 | 0.10 | 94.851 | 0.000 | 0.000 | ||
35 | 2023.07.13 09:25 | modify | 10 | 0.10 | 94.851 | 94.176 | 95.151 | ||
36 | 2023.07.13 09:25 | modify | 9 | 0.10 | 94.552 | 94.176 | 95.151 | ||
37 | 2023.07.13 09:25 | modify | 8 | 0.10 | 94.401 | 94.176 | 95.151 | ||
38 | 2023.07.13 09:25 | modify | 7 | 0.10 | 93.651 | 94.176 | 95.151 | ||
39 | 2023.07.13 12:45 | t/p | 7 | 0.10 | 95.151 | 94.176 | 95.151 | 102.55 | 10228.34 |
40 | 2023.07.13 12:45 | t/p | 8 | 0.10 | 95.151 | 94.176 | 95.151 | 50.33 | 10278.67 |
41 | 2023.07.13 12:45 | t/p | 9 | 0.10 | 95.151 | 94.176 | 95.151 | 40.20 | 10318.87 |
42 | 2023.07.13 12:45 | t/p | 10 | 0.10 | 95.151 | 94.176 | 95.151 | 20.13 | 10339.00 |
43 | 2023.08.03 12:00 | buy | 11 | 0.10 | 93.327 | 0.000 | 0.000 | ||
44 | 2023.08.03 12:00 | modify | 11 | 0.10 | 93.327 | 92.727 | 94.827 | ||
45 | 2023.08.09 07:57 | buy | 12 | 0.10 | 94.077 | 0.000 | 0.000 | ||
46 | 2023.08.09 07:57 | modify | 12 | 0.10 | 94.077 | 93.402 | 94.827 | ||
47 | 2023.08.09 07:57 | modify | 11 | 0.10 | 93.327 | 93.402 | 94.827 | ||
48 | 2023.08.10 04:07 | buy | 13 | 0.10 | 94.227 | 0.000 | 0.000 | ||
49 | 2023.08.10 04:07 | modify | 13 | 0.10 | 94.227 | 93.702 | 94.827 | ||
50 | 2023.08.10 04:07 | modify | 12 | 0.10 | 94.077 | 93.702 | 94.827 | ||
51 | 2023.08.10 04:07 | modify | 11 | 0.10 | 93.327 | 93.702 | 94.827 | ||
52 | 2023.08.10 12:03 | buy | 14 | 0.10 | 94.529 | 0.000 | 0.000 | ||
53 | 2023.08.10 12:03 | modify | 14 | 0.10 | 94.529 | 93.852 | 94.827 | ||
54 | 2023.08.10 12:03 | modify | 13 | 0.10 | 94.227 | 93.852 | 94.827 | ||
55 | 2023.08.10 12:03 | modify | 12 | 0.10 | 94.077 | 93.852 | 94.827 | ||
56 | 2023.08.10 12:03 | modify | 11 | 0.10 | 93.327 | 93.852 | 94.827 | ||
57 | 2023.08.10 13:37 | t/p | 11 | 0.10 | 94.827 | 93.852 | 94.827 | 103.97 | 10442.97 |
58 | 2023.08.10 13:37 | t/p | 12 | 0.10 | 94.827 | 93.852 | 94.827 | 51.75 | 10494.72 |
59 | 2023.08.10 13:37 | t/p | 13 | 0.10 | 94.827 | 93.852 | 94.827 | 40.27 | 10534.99 |
60 | 2023.08.10 13:37 | t/p | 14 | 0.10 | 94.827 | 93.852 | 94.827 | 20.00 | 10554.99 |
61 | 2023.09.29 08:00 | sell | 15 | 0.10 | 96.387 | 0.000 | 0.000 | ||
62 | 2023.09.29 08:00 | modify | 15 | 0.10 | 96.387 | 96.987 | 94.887 | ||
63 | 2023.10.02 13:09 | sell | 16 | 0.10 | 95.635 | 0.000 | 0.000 | ||
64 | 2023.10.02 13:09 | modify | 16 | 0.10 | 95.635 | 96.312 | 94.887 | ||
65 | 2023.10.02 13:09 | modify | 15 | 0.10 | 96.387 | 96.312 | 94.887 | ||
66 | 2023.10.02 14:00 | sell | 17 | 0.10 | 95.487 | 0.000 | 0.000 | ||
67 | 2023.10.02 14:00 | modify | 17 | 0.10 | 95.487 | 96.012 | 94.887 | ||
68 | 2023.10.02 14:00 | modify | 16 | 0.10 | 95.635 | 96.012 | 94.887 | ||
69 | 2023.10.02 14:00 | modify | 15 | 0.10 | 96.387 | 96.012 | 94.887 | ||
70 | 2023.10.03 01:29 | sell | 18 | 0.10 | 95.187 | 0.000 | 0.000 | ||
71 | 2023.10.03 01:29 | modify | 18 | 0.10 | 95.187 | 95.862 | 94.887 | ||
72 | 2023.10.03 01:29 | modify | 17 | 0.10 | 95.487 | 95.862 | 94.887 | ||
73 | 2023.10.03 01:29 | modify | 16 | 0.10 | 95.635 | 95.862 | 94.887 | ||
74 | 2023.10.03 01:29 | modify | 15 | 0.10 | 96.387 | 95.862 | 94.887 | ||
75 | 2023.10.03 04:17 | t/p | 15 | 0.10 | 94.887 | 95.862 | 94.887 | 98.93 | 10653.92 |
76 | 2023.10.03 04:17 | t/p | 16 | 0.10 | 94.887 | 95.862 | 94.887 | 49.33 | 10703.25 |
77 | 2023.10.03 04:17 | t/p | 17 | 0.10 | 94.887 | 95.862 | 94.887 | 39.41 | 10742.66 |
78 | 2023.10.03 04:17 | t/p | 18 | 0.10 | 94.887 | 95.862 | 94.887 | 20.12 | 10762.78 |
79 | 2023.11.06 08:00 | sell | 19 | 0.10 | 97.407 | 0.000 | 0.000 | ||
80 | 2023.11.06 08:00 | modify | 19 | 0.10 | 97.407 | 98.007 | 95.907 | ||
81 | 2023.11.07 05:29 | sell | 20 | 0.10 | 96.656 | 0.000 | 0.000 | ||
82 | 2023.11.07 05:29 | modify | 20 | 0.10 | 96.656 | 97.332 | 95.907 | ||
83 | 2023.11.07 05:29 | modify | 19 | 0.10 | 97.407 | 97.332 | 95.907 | ||
84 | 2023.11.07 11:16 | sell | 21 | 0.10 | 96.507 | 0.000 | 0.000 | ||
85 | 2023.11.07 11:16 | modify | 21 | 0.10 | 96.507 | 97.032 | 95.907 | ||
86 | 2023.11.07 11:16 | modify | 20 | 0.10 | 96.656 | 97.032 | 95.907 | ||
87 | 2023.11.07 11:16 | modify | 19 | 0.10 | 97.407 | 97.032 | 95.907 | ||
88 | 2023.11.08 02:18 | s/l | 19 | 0.10 | 97.032 | 97.032 | 95.907 | 23.49 | 10786.27 |
89 | 2023.11.08 02:18 | s/l | 20 | 0.10 | 97.032 | 97.032 | 95.907 | -26.05 | 10760.22 |
90 | 2023.11.08 02:18 | s/l | 21 | 0.10 | 97.032 | 97.032 | 95.907 | -36.04 | 10724.18 |
91 | 2023.12.27 12:00 | sell | 22 | 0.10 | 97.502 | 0.000 | 0.000 | ||
92 | 2023.12.27 12:00 | modify | 22 | 0.10 | 97.502 | 98.102 | 96.002 | ||
93 | 2023.12.28 04:38 | sell | 23 | 0.10 | 96.751 | 0.000 | 0.000 | ||
94 | 2023.12.28 04:38 | modify | 23 | 0.10 | 96.751 | 97.427 | 96.002 | ||
95 | 2023.12.28 04:38 | modify | 22 | 0.10 | 97.502 | 97.427 | 96.002 | ||
96 | 2023.12.28 04:46 | sell | 24 | 0.10 | 96.601 | 0.000 | 0.000 | ||
97 | 2023.12.28 04:46 | modify | 24 | 0.10 | 96.601 | 97.127 | 96.002 | ||
98 | 2023.12.28 04:46 | modify | 23 | 0.10 | 96.751 | 97.127 | 96.002 | ||
99 | 2023.12.28 04:46 | modify | 22 | 0.10 | 97.502 | 97.127 | 96.002 | ||
100 | 2023.12.28 08:56 | sell | 25 | 0.10 | 96.301 | 0.000 | 0.000 | ||
101 | 2023.12.28 08:56 | modify | 25 | 0.10 | 96.301 | 96.977 | 96.002 | ||
102 | 2023.12.28 08:56 | modify | 24 | 0.10 | 96.601 | 96.977 | 96.002 | ||
103 | 2023.12.28 08:56 | modify | 23 | 0.10 | 96.751 | 96.977 | 96.002 | ||
104 | 2023.12.28 08:56 | modify | 22 | 0.10 | 97.502 | 96.977 | 96.002 | ||
105 | 2023.12.29 21:57 | t/p | 22 | 0.10 | 96.002 | 96.977 | 96.002 | 97.27 | 10821.45 |
106 | 2023.12.29 21:57 | t/p | 23 | 0.10 | 96.002 | 96.977 | 96.002 | 49.39 | 10870.84 |
107 | 2023.12.29 21:57 | t/p | 24 | 0.10 | 96.002 | 96.977 | 96.002 | 39.33 | 10910.17 |
108 | 2023.12.29 21:57 | t/p | 25 | 0.10 | 96.002 | 96.977 | 96.002 | 19.22 | 10929.39 |
109 | 2024.02.01 16:00 | buy | 26 | 0.10 | 95.779 | 0.000 | 0.000 | ||
110 | 2024.02.01 16:00 | modify | 26 | 0.10 | 95.779 | 95.179 | 97.279 | ||
111 | 2024.02.02 02:06 | buy | 27 | 0.10 | 96.530 | 0.000 | 0.000 | ||
112 | 2024.02.02 02:06 | modify | 27 | 0.10 | 96.530 | 95.854 | 97.279 | ||
113 | 2024.02.02 02:06 | modify | 26 | 0.10 | 95.779 | 95.854 | 97.279 | ||
114 | 2024.02.02 07:17 | buy | 28 | 0.10 | 96.679 | 0.000 | 0.000 | ||
115 | 2024.02.02 07:17 | modify | 28 | 0.10 | 96.679 | 96.154 | 97.279 | ||
116 | 2024.02.02 07:17 | modify | 27 | 0.10 | 96.530 | 96.154 | 97.279 | ||
117 | 2024.02.02 07:17 | modify | 26 | 0.10 | 95.779 | 96.154 | 97.279 | ||
118 | 2024.02.08 06:42 | buy | 29 | 0.10 | 96.979 | 0.000 | 0.000 | ||
119 | 2024.02.08 06:42 | modify | 29 | 0.10 | 96.979 | 96.304 | 97.279 | ||
120 | 2024.02.08 06:42 | modify | 28 | 0.10 | 96.679 | 96.304 | 97.279 | ||
121 | 2024.02.08 06:42 | modify | 27 | 0.10 | 96.530 | 96.304 | 97.279 | ||
122 | 2024.02.08 06:42 | modify | 26 | 0.10 | 95.779 | 96.304 | 97.279 | ||
123 | 2024.02.09 08:39 | t/p | 26 | 0.10 | 97.279 | 96.304 | 97.279 | 104.43 | 11033.83 |
124 | 2024.02.09 08:39 | t/p | 27 | 0.10 | 97.279 | 96.304 | 97.279 | 53.57 | 11087.40 |
125 | 2024.02.09 08:39 | t/p | 28 | 0.10 | 97.279 | 96.304 | 97.279 | 43.57 | 11130.97 |
126 | 2024.02.09 08:39 | t/p | 29 | 0.10 | 97.279 | 96.304 | 97.279 | 20.60 | 11151.57 |
127 | 2024.02.28 16:00 | buy | 30 | 0.10 | 97.962 | 0.000 | 0.000 | ||
128 | 2024.02.28 16:00 | modify | 30 | 0.10 | 97.962 | 97.362 | 99.462 | ||
129 | 2024.02.29 09:13 | s/l | 30 | 0.10 | 97.362 | 97.362 | 99.462 | -38.84 | 11112.73 |