Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 7218 | Ticks modelled | 157290 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1130.04 | Gross profit | 1372.24 | Gross loss | -242.20 |
Profit factor | 5.67 | Expected payoff | 28.98 | ||
Absolute drawdown | 17.45 | Maximal drawdown | 218.56 (1.93%) | Relative drawdown | 1.93% (218.56) |
Total trades | 39 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 22 (77.27%) |
Profit trades (% of total) | 29 (74.36%) | Loss trades (% of total) | 10 (25.64%) | ||
Largest | profit trade | 102.26 | loss trade | -56.78 | |
Average | profit trade | 47.32 | loss trade | -24.22 | |
Maximum | consecutive wins (profit in money) | 8 (475.17) | consecutive losses (loss in money) | 3 (-58.98) | |
Maximal | consecutive profit (count of wins) | 475.17 (8) | consecutive loss (count of losses) | -58.98 (3) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.14 18:00 | buy | 1 | 0.10 | 156.848 | 0.000 | 0.000 | ||
2 | 2023.09.14 18:00 | modify | 1 | 0.10 | 156.848 | 156.048 | 158.248 | ||
3 | 2023.09.15 06:20 | buy | 2 | 0.10 | 157.364 | 0.000 | 0.000 | ||
4 | 2023.09.15 06:20 | modify | 2 | 0.10 | 157.364 | 156.988 | 158.248 | ||
5 | 2023.09.15 06:20 | modify | 1 | 0.10 | 156.848 | 156.988 | 158.248 | ||
6 | 2023.09.15 08:15 | buy | 3 | 0.10 | 157.625 | 0.000 | 0.000 | ||
7 | 2023.09.15 08:15 | modify | 3 | 0.10 | 157.625 | 157.408 | 158.248 | ||
8 | 2023.09.15 08:15 | modify | 2 | 0.10 | 157.364 | 157.408 | 158.248 | ||
9 | 2023.09.15 08:15 | modify | 1 | 0.10 | 156.848 | 157.408 | 158.248 | ||
10 | 2023.09.15 14:02 | buy | 4 | 0.10 | 157.828 | 0.000 | 0.000 | ||
11 | 2023.09.15 14:02 | modify | 4 | 0.10 | 157.828 | 157.338 | 158.248 | ||
12 | 2023.09.15 14:02 | modify | 3 | 0.10 | 157.625 | 157.338 | 158.248 | ||
13 | 2023.09.15 14:02 | modify | 2 | 0.10 | 157.364 | 157.338 | 158.248 | ||
14 | 2023.09.15 14:02 | modify | 1 | 0.10 | 156.848 | 157.338 | 158.248 | ||
15 | 2023.09.19 12:20 | t/p | 1 | 0.10 | 158.248 | 157.338 | 158.248 | 101.53 | 10101.53 |
16 | 2023.09.19 12:20 | t/p | 2 | 0.10 | 158.248 | 157.338 | 158.248 | 64.19 | 10165.72 |
17 | 2023.09.19 12:20 | t/p | 3 | 0.10 | 158.248 | 157.338 | 158.248 | 45.67 | 10211.39 |
18 | 2023.09.19 12:20 | t/p | 4 | 0.10 | 158.248 | 157.338 | 158.248 | 31.26 | 10242.65 |
19 | 2023.10.31 11:00 | sell | 5 | 0.10 | 160.687 | 0.000 | 0.000 | ||
20 | 2023.10.31 11:00 | modify | 5 | 0.10 | 160.687 | 161.487 | 159.287 | ||
21 | 2023.10.31 14:37 | sell | 6 | 0.10 | 160.183 | 0.000 | 0.000 | ||
22 | 2023.10.31 14:37 | modify | 6 | 0.10 | 160.183 | 160.547 | 159.287 | ||
23 | 2023.10.31 14:37 | modify | 5 | 0.10 | 160.687 | 160.547 | 159.287 | ||
24 | 2023.11.01 02:40 | sell | 7 | 0.10 | 159.891 | 0.000 | 0.000 | ||
25 | 2023.11.01 02:40 | modify | 7 | 0.10 | 159.891 | 160.127 | 159.287 | ||
26 | 2023.11.01 02:40 | modify | 6 | 0.10 | 160.183 | 160.127 | 159.287 | ||
27 | 2023.11.01 02:40 | modify | 5 | 0.10 | 160.687 | 160.127 | 159.287 | ||
28 | 2023.11.01 08:20 | sell | 8 | 0.10 | 159.707 | 0.000 | 0.000 | ||
29 | 2023.11.01 08:20 | modify | 8 | 0.10 | 159.707 | 160.197 | 159.287 | ||
30 | 2023.11.01 08:20 | modify | 7 | 0.10 | 159.891 | 160.197 | 159.287 | ||
31 | 2023.11.01 08:20 | modify | 6 | 0.10 | 160.183 | 160.197 | 159.287 | ||
32 | 2023.11.01 08:20 | modify | 5 | 0.10 | 160.687 | 160.197 | 159.287 | ||
33 | 2023.11.01 13:45 | t/p | 5 | 0.10 | 159.287 | 160.197 | 159.287 | 97.80 | 10340.46 |
34 | 2023.11.01 13:45 | t/p | 6 | 0.10 | 159.287 | 160.197 | 159.287 | 62.03 | 10402.49 |
35 | 2023.11.01 13:45 | t/p | 7 | 0.10 | 159.287 | 160.197 | 159.287 | 42.87 | 10445.36 |
36 | 2023.11.01 13:45 | t/p | 8 | 0.10 | 159.287 | 160.197 | 159.287 | 29.81 | 10475.17 |
37 | 2023.12.07 12:00 | buy | 9 | 0.10 | 156.227 | 0.000 | 0.000 | ||
38 | 2023.12.07 12:00 | modify | 9 | 0.10 | 156.227 | 155.427 | 157.627 | ||
39 | 2023.12.07 15:45 | s/l | 9 | 0.10 | 155.427 | 155.427 | 157.627 | -56.78 | 10418.39 |
40 | 2023.12.11 09:00 | sell | 10 | 0.10 | 157.419 | 0.000 | 0.000 | ||
41 | 2023.12.11 09:00 | modify | 10 | 0.10 | 157.419 | 158.219 | 156.019 | ||
42 | 2023.12.12 02:22 | sell | 11 | 0.10 | 156.921 | 0.000 | 0.000 | ||
43 | 2023.12.12 02:22 | modify | 11 | 0.10 | 156.921 | 157.279 | 156.019 | ||
44 | 2023.12.12 02:22 | modify | 10 | 0.10 | 157.419 | 157.279 | 156.019 | ||
45 | 2023.12.12 05:10 | sell | 12 | 0.10 | 156.639 | 0.000 | 0.000 | ||
46 | 2023.12.12 05:10 | modify | 12 | 0.10 | 156.639 | 156.859 | 156.019 | ||
47 | 2023.12.12 05:10 | modify | 11 | 0.10 | 156.921 | 156.859 | 156.019 | ||
48 | 2023.12.12 05:10 | modify | 10 | 0.10 | 157.419 | 156.859 | 156.019 | ||
49 | 2023.12.12 08:10 | s/l | 10 | 0.10 | 156.859 | 156.859 | 156.019 | 38.18 | 10456.58 |
50 | 2023.12.12 08:10 | s/l | 11 | 0.10 | 156.859 | 156.859 | 156.019 | 4.40 | 10460.98 |
51 | 2023.12.12 08:10 | s/l | 12 | 0.10 | 156.859 | 156.859 | 156.019 | -15.61 | 10445.37 |
52 | 2023.12.19 12:00 | sell | 13 | 0.10 | 158.355 | 0.000 | 0.000 | ||
53 | 2023.12.19 12:00 | modify | 13 | 0.10 | 158.355 | 159.155 | 156.955 | ||
54 | 2023.12.19 17:57 | sell | 14 | 0.10 | 157.838 | 0.000 | 0.000 | ||
55 | 2023.12.19 17:57 | modify | 14 | 0.10 | 157.838 | 158.215 | 156.955 | ||
56 | 2023.12.19 17:57 | modify | 13 | 0.10 | 158.355 | 158.215 | 156.955 | ||
57 | 2023.12.20 03:50 | sell | 15 | 0.10 | 157.568 | 0.000 | 0.000 | ||
58 | 2023.12.20 03:50 | modify | 15 | 0.10 | 157.568 | 157.795 | 156.955 | ||
59 | 2023.12.20 03:50 | modify | 14 | 0.10 | 157.838 | 157.795 | 156.955 | ||
60 | 2023.12.20 03:50 | modify | 13 | 0.10 | 158.355 | 157.795 | 156.955 | ||
61 | 2023.12.20 07:52 | sell | 16 | 0.10 | 157.351 | 0.000 | 0.000 | ||
62 | 2023.12.20 07:52 | modify | 16 | 0.10 | 157.351 | 157.865 | 156.955 | ||
63 | 2023.12.20 07:52 | modify | 15 | 0.10 | 157.568 | 157.865 | 156.955 | ||
64 | 2023.12.20 07:52 | modify | 14 | 0.10 | 157.838 | 157.865 | 156.955 | ||
65 | 2023.12.20 07:52 | modify | 13 | 0.10 | 158.355 | 157.865 | 156.955 | ||
66 | 2023.12.20 11:15 | t/p | 13 | 0.10 | 156.955 | 157.865 | 156.955 | 97.80 | 10543.17 |
67 | 2023.12.20 11:15 | t/p | 14 | 0.10 | 156.955 | 157.865 | 156.955 | 61.11 | 10604.29 |
68 | 2023.12.20 11:15 | t/p | 15 | 0.10 | 156.955 | 157.865 | 156.955 | 43.51 | 10647.80 |
69 | 2023.12.20 11:15 | t/p | 16 | 0.10 | 156.955 | 157.865 | 156.955 | 28.11 | 10675.91 |
70 | 2024.01.10 17:00 | sell | 17 | 0.10 | 159.660 | 0.000 | 0.000 | ||
71 | 2024.01.10 17:00 | modify | 17 | 0.10 | 159.660 | 160.460 | 158.260 | ||
72 | 2024.01.11 23:37 | sell | 18 | 0.10 | 159.164 | 0.000 | 0.000 | ||
73 | 2024.01.11 23:37 | modify | 18 | 0.10 | 159.164 | 159.520 | 158.260 | ||
74 | 2024.01.11 23:37 | modify | 17 | 0.10 | 159.660 | 159.520 | 158.260 | ||
75 | 2024.01.12 00:20 | s/l | 17 | 0.10 | 159.520 | 159.520 | 158.260 | 3.71 | 10679.61 |
76 | 2024.01.12 00:20 | s/l | 18 | 0.10 | 159.520 | 159.520 | 158.260 | -26.82 | 10652.80 |
77 | 2024.01.31 18:00 | buy | 19 | 0.10 | 158.822 | 0.000 | 0.000 | ||
78 | 2024.01.31 18:00 | modify | 19 | 0.10 | 158.822 | 158.022 | 160.222 | ||
79 | 2024.02.01 23:45 | buy | 20 | 0.10 | 159.316 | 0.000 | 0.000 | ||
80 | 2024.02.01 23:45 | modify | 20 | 0.10 | 159.316 | 158.962 | 160.222 | ||
81 | 2024.02.01 23:45 | modify | 19 | 0.10 | 158.822 | 158.962 | 160.222 | ||
82 | 2024.02.02 07:50 | buy | 21 | 0.10 | 159.609 | 0.000 | 0.000 | ||
83 | 2024.02.02 07:50 | modify | 21 | 0.10 | 159.609 | 159.382 | 160.222 | ||
84 | 2024.02.02 07:50 | modify | 20 | 0.10 | 159.316 | 159.382 | 160.222 | ||
85 | 2024.02.02 07:50 | modify | 19 | 0.10 | 158.822 | 159.382 | 160.222 | ||
86 | 2024.02.02 10:02 | buy | 22 | 0.10 | 159.805 | 0.000 | 0.000 | ||
87 | 2024.02.02 10:02 | modify | 22 | 0.10 | 159.805 | 159.312 | 160.222 | ||
88 | 2024.02.02 10:02 | modify | 21 | 0.10 | 159.609 | 159.312 | 160.222 | ||
89 | 2024.02.02 10:02 | modify | 20 | 0.10 | 159.316 | 159.312 | 160.222 | ||
90 | 2024.02.02 10:02 | modify | 19 | 0.10 | 158.822 | 159.312 | 160.222 | ||
91 | 2024.02.02 16:07 | t/p | 19 | 0.10 | 160.222 | 159.312 | 160.222 | 102.26 | 10755.06 |
92 | 2024.02.02 16:07 | t/p | 20 | 0.10 | 160.222 | 159.312 | 160.222 | 65.02 | 10820.08 |
93 | 2024.02.02 16:07 | t/p | 21 | 0.10 | 160.222 | 159.312 | 160.222 | 43.51 | 10863.59 |
94 | 2024.02.02 16:07 | t/p | 22 | 0.10 | 160.222 | 159.312 | 160.222 | 29.60 | 10893.19 |
95 | 2024.03.08 12:00 | buy | 23 | 0.10 | 160.872 | 0.000 | 0.000 | ||
96 | 2024.03.08 12:00 | modify | 23 | 0.10 | 160.872 | 160.072 | 162.272 | ||
97 | 2024.03.12 12:20 | buy | 24 | 0.10 | 161.386 | 0.000 | 0.000 | ||
98 | 2024.03.12 12:20 | modify | 24 | 0.10 | 161.386 | 161.012 | 162.272 | ||
99 | 2024.03.12 12:20 | modify | 23 | 0.10 | 160.872 | 161.012 | 162.272 | ||
100 | 2024.03.12 12:32 | s/l | 23 | 0.10 | 161.012 | 161.012 | 162.272 | 11.39 | 10904.58 |
101 | 2024.03.12 12:32 | s/l | 24 | 0.10 | 161.012 | 161.012 | 162.272 | -26.54 | 10878.04 |
102 | 2024.04.12 14:00 | buy | 25 | 0.10 | 162.777 | 0.000 | 0.000 | ||
103 | 2024.04.12 14:00 | modify | 25 | 0.10 | 162.777 | 161.977 | 164.177 | ||
104 | 2024.04.14 22:50 | buy | 26 | 0.10 | 163.273 | 0.000 | 0.000 | ||
105 | 2024.04.14 22:50 | modify | 26 | 0.10 | 163.273 | 162.917 | 164.177 | ||
106 | 2024.04.14 22:50 | modify | 25 | 0.10 | 162.777 | 162.917 | 164.177 | ||
107 | 2024.04.15 01:15 | buy | 27 | 0.10 | 163.557 | 0.000 | 0.000 | ||
108 | 2024.04.15 01:15 | modify | 27 | 0.10 | 163.557 | 163.337 | 164.177 | ||
109 | 2024.04.15 01:15 | modify | 26 | 0.10 | 163.273 | 163.337 | 164.177 | ||
110 | 2024.04.15 01:15 | modify | 25 | 0.10 | 162.777 | 163.337 | 164.177 | ||
111 | 2024.04.15 02:50 | buy | 28 | 0.10 | 163.767 | 0.000 | 0.000 | ||
112 | 2024.04.15 02:50 | modify | 28 | 0.10 | 163.767 | 163.267 | 164.177 | ||
113 | 2024.04.15 02:50 | modify | 27 | 0.10 | 163.557 | 163.267 | 164.177 | ||
114 | 2024.04.15 02:50 | modify | 26 | 0.10 | 163.273 | 163.267 | 164.177 | ||
115 | 2024.04.15 02:50 | modify | 25 | 0.10 | 162.777 | 163.267 | 164.177 | ||
116 | 2024.04.15 12:50 | t/p | 25 | 0.10 | 164.177 | 163.267 | 164.177 | 100.09 | 10978.14 |
117 | 2024.04.15 12:50 | t/p | 26 | 0.10 | 164.177 | 163.267 | 164.177 | 64.88 | 11043.02 |
118 | 2024.04.15 12:50 | t/p | 27 | 0.10 | 164.177 | 163.267 | 164.177 | 44.01 | 11087.03 |
119 | 2024.04.15 12:50 | t/p | 28 | 0.10 | 164.177 | 163.267 | 164.177 | 29.10 | 11116.13 |
120 | 2024.06.14 11:00 | buy | 29 | 0.10 | 167.937 | 0.000 | 0.000 | ||
121 | 2024.06.14 11:00 | modify | 29 | 0.10 | 167.937 | 167.137 | 169.337 | ||
122 | 2024.06.14 17:07 | buy | 30 | 0.10 | 168.429 | 0.000 | 0.000 | ||
123 | 2024.06.14 17:07 | modify | 30 | 0.10 | 168.429 | 168.077 | 169.337 | ||
124 | 2024.06.14 17:07 | modify | 29 | 0.10 | 167.937 | 168.077 | 169.337 | ||
125 | 2024.06.16 22:50 | buy | 31 | 0.10 | 168.717 | 0.000 | 0.000 | ||
126 | 2024.06.16 22:50 | modify | 31 | 0.10 | 168.717 | 168.497 | 169.337 | ||
127 | 2024.06.16 22:50 | modify | 30 | 0.10 | 168.429 | 168.497 | 169.337 | ||
128 | 2024.06.16 22:50 | modify | 29 | 0.10 | 167.937 | 168.497 | 169.337 | ||
129 | 2024.06.17 00:15 | s/l | 29 | 0.10 | 168.497 | 168.497 | 169.337 | 40.47 | 11156.61 |
130 | 2024.06.17 00:15 | s/l | 30 | 0.10 | 168.497 | 168.497 | 169.337 | 5.55 | 11162.16 |
131 | 2024.06.17 00:15 | s/l | 31 | 0.10 | 168.497 | 168.497 | 169.337 | -14.89 | 11147.28 |
132 | 2024.07.12 16:00 | buy | 32 | 0.10 | 172.164 | 0.000 | 0.000 | ||
133 | 2024.07.12 16:00 | modify | 32 | 0.10 | 172.164 | 171.364 | 173.564 | ||
134 | 2024.07.16 05:16 | buy | 33 | 0.10 | 172.950 | 0.000 | 0.000 | ||
135 | 2024.07.16 05:16 | modify | 33 | 0.10 | 172.950 | 172.724 | 173.564 | ||
136 | 2024.07.16 05:16 | modify | 32 | 0.10 | 172.164 | 172.724 | 173.564 | ||
137 | 2024.07.16 06:15 | s/l | 32 | 0.10 | 172.724 | 172.724 | 173.564 | 41.19 | 11188.47 |
138 | 2024.07.16 06:15 | s/l | 33 | 0.10 | 172.724 | 172.724 | 173.564 | -16.04 | 11172.43 |
139 | 2024.07.24 16:00 | buy | 34 | 0.10 | 166.491 | 0.000 | 0.000 | ||
140 | 2024.07.24 16:00 | modify | 34 | 0.10 | 166.491 | 165.691 | 167.891 | ||
141 | 2024.07.24 19:02 | buy | 35 | 0.10 | 167.005 | 0.000 | 0.000 | ||
142 | 2024.07.24 19:02 | modify | 35 | 0.10 | 167.005 | 166.631 | 167.891 | ||
143 | 2024.07.24 19:02 | modify | 34 | 0.10 | 166.491 | 166.631 | 167.891 | ||
144 | 2024.07.24 21:00 | s/l | 34 | 0.10 | 166.631 | 166.631 | 167.891 | 9.93 | 11182.36 |
145 | 2024.07.24 21:00 | s/l | 35 | 0.10 | 166.631 | 166.631 | 167.891 | -26.55 | 11155.81 |
146 | 2024.08.15 16:00 | sell | 36 | 0.10 | 163.585 | 0.000 | 0.000 | ||
147 | 2024.08.15 16:00 | modify | 36 | 0.10 | 163.585 | 164.385 | 162.185 | ||
148 | 2024.08.16 11:02 | sell | 37 | 0.10 | 163.069 | 0.000 | 0.000 | ||
149 | 2024.08.16 11:02 | modify | 37 | 0.10 | 163.069 | 163.445 | 162.185 | ||
150 | 2024.08.16 11:02 | modify | 36 | 0.10 | 163.585 | 163.445 | 162.185 | ||
151 | 2024.08.16 11:25 | sell | 38 | 0.10 | 162.793 | 0.000 | 0.000 | ||
152 | 2024.08.16 11:25 | modify | 38 | 0.10 | 162.793 | 163.025 | 162.185 | ||
153 | 2024.08.16 11:25 | modify | 37 | 0.10 | 163.069 | 163.025 | 162.185 | ||
154 | 2024.08.16 11:25 | modify | 36 | 0.10 | 163.585 | 163.025 | 162.185 | ||
155 | 2024.08.16 12:25 | sell | 39 | 0.10 | 162.592 | 0.000 | 0.000 | ||
156 | 2024.08.16 12:25 | modify | 39 | 0.10 | 162.592 | 163.095 | 162.185 | ||
157 | 2024.08.16 12:25 | modify | 38 | 0.10 | 162.793 | 163.095 | 162.185 | ||
158 | 2024.08.16 12:25 | modify | 37 | 0.10 | 163.069 | 163.095 | 162.185 | ||
159 | 2024.08.16 12:25 | modify | 36 | 0.10 | 163.585 | 163.095 | 162.185 | ||
160 | 2024.08.18 22:30 | s/l | 36 | 0.10 | 163.095 | 163.095 | 162.185 | 33.21 | 11189.02 |
161 | 2024.08.18 22:30 | s/l | 37 | 0.10 | 163.095 | 163.095 | 162.185 | -1.85 | 11187.17 |
162 | 2024.08.18 22:30 | s/l | 38 | 0.10 | 163.095 | 163.095 | 162.185 | -21.43 | 11165.74 |
163 | 2024.08.18 22:30 | s/l | 39 | 0.10 | 163.095 | 163.095 | 162.185 | -35.70 | 11130.04 |