Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 1907 | Ticks modelled | 24288944 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 413.16 | Gross profit | 645.35 | Gross loss | -232.19 |
Profit factor | 2.78 | Expected payoff | 14.76 | ||
Absolute drawdown | 51.39 | Maximal drawdown | 123.59 (1.19%) | Relative drawdown | 1.19% (123.59) |
Total trades | 28 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 23 (65.22%) |
Profit trades (% of total) | 16 (57.14%) | Loss trades (% of total) | 12 (42.86%) | ||
Largest | profit trade | 78.50 | loss trade | -42.58 | |
Average | profit trade | 40.33 | loss trade | -19.35 | |
Maximum | consecutive wins (profit in money) | 5 (211.91) | consecutive losses (loss in money) | 3 (-39.96) | |
Maximal | consecutive profit (count of wins) | 211.91 (5) | consecutive loss (count of losses) | -42.58 (1) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.29 08:00 | sell | 1 | 0.10 | 96.387 | 0.000 | 0.000 | ||
2 | 2023.09.29 08:00 | modify | 1 | 0.10 | 96.387 | 96.987 | 95.287 | ||
3 | 2023.10.02 05:33 | sell | 2 | 0.10 | 95.836 | 0.000 | 0.000 | ||
4 | 2023.10.02 05:33 | modify | 2 | 0.10 | 95.836 | 96.222 | 95.287 | ||
5 | 2023.10.02 05:33 | modify | 1 | 0.10 | 96.387 | 96.222 | 95.287 | ||
6 | 2023.10.02 05:39 | sell | 3 | 0.10 | 95.721 | 0.000 | 0.000 | ||
7 | 2023.10.02 05:39 | modify | 3 | 0.10 | 95.721 | 96.112 | 95.287 | ||
8 | 2023.10.02 05:39 | sell | 4 | 0.10 | 95.721 | 0.000 | 0.000 | ||
9 | 2023.10.02 05:39 | modify | 4 | 0.10 | 95.721 | 95.947 | 95.287 | ||
10 | 2023.10.02 05:39 | modify | 2 | 0.10 | 95.836 | 95.947 | 95.287 | ||
11 | 2023.10.02 05:39 | modify | 1 | 0.10 | 96.387 | 95.947 | 95.287 | ||
12 | 2023.10.02 05:39 | modify | 3 | 0.10 | 95.721 | 95.947 | 95.287 | ||
13 | 2023.10.02 06:19 | s/l | 1 | 0.10 | 95.947 | 95.947 | 95.287 | 30.03 | 10030.03 |
14 | 2023.10.02 06:19 | s/l | 2 | 0.10 | 95.947 | 95.947 | 95.287 | -7.88 | 10022.15 |
15 | 2023.10.02 06:19 | s/l | 3 | 0.10 | 95.947 | 95.947 | 95.287 | -16.04 | 10006.11 |
16 | 2023.10.02 06:19 | s/l | 4 | 0.10 | 95.947 | 95.947 | 95.287 | -16.04 | 9990.07 |
17 | 2023.10.13 00:00 | buy | 5 | 0.10 | 94.631 | 0.000 | 0.000 | ||
18 | 2023.10.13 00:00 | modify | 5 | 0.10 | 94.631 | 94.031 | 95.731 | ||
19 | 2023.10.17 03:35 | buy | 6 | 0.10 | 95.181 | 0.000 | 0.000 | ||
20 | 2023.10.17 03:35 | modify | 6 | 0.10 | 95.181 | 94.796 | 95.731 | ||
21 | 2023.10.17 03:35 | modify | 5 | 0.10 | 94.631 | 94.796 | 95.731 | ||
22 | 2023.10.17 10:13 | s/l | 5 | 0.10 | 94.796 | 94.796 | 95.731 | 12.59 | 10002.66 |
23 | 2023.10.17 10:13 | s/l | 6 | 0.10 | 94.796 | 94.796 | 95.731 | -27.33 | 9975.33 |
24 | 2024.02.01 16:00 | buy | 7 | 0.10 | 95.779 | 0.000 | 0.000 | ||
25 | 2024.02.01 16:00 | modify | 7 | 0.10 | 95.779 | 95.179 | 96.879 | ||
26 | 2024.02.01 23:32 | buy | 8 | 0.10 | 96.330 | 0.000 | 0.000 | ||
27 | 2024.02.01 23:32 | modify | 8 | 0.10 | 96.330 | 95.944 | 96.879 | ||
28 | 2024.02.01 23:32 | modify | 7 | 0.10 | 95.779 | 95.944 | 96.879 | ||
29 | 2024.02.02 01:30 | buy | 9 | 0.10 | 96.439 | 0.000 | 0.000 | ||
30 | 2024.02.02 01:30 | modify | 9 | 0.10 | 96.439 | 96.054 | 96.879 | ||
31 | 2024.02.02 01:30 | buy | 10 | 0.10 | 96.439 | 0.000 | 0.000 | ||
32 | 2024.02.02 01:30 | modify | 10 | 0.10 | 96.439 | 96.219 | 96.879 | ||
33 | 2024.02.02 01:30 | modify | 8 | 0.10 | 96.330 | 96.219 | 96.879 | ||
34 | 2024.02.02 01:30 | modify | 7 | 0.10 | 95.779 | 96.219 | 96.879 | ||
35 | 2024.02.02 01:30 | modify | 9 | 0.10 | 96.439 | 96.219 | 96.879 | ||
36 | 2024.02.02 09:26 | t/p | 7 | 0.10 | 96.879 | 96.219 | 96.879 | 78.50 | 10053.83 |
37 | 2024.02.02 09:26 | t/p | 8 | 0.10 | 96.879 | 96.219 | 96.879 | 39.40 | 10093.23 |
38 | 2024.02.02 09:26 | t/p | 9 | 0.10 | 96.879 | 96.219 | 96.879 | 31.22 | 10124.45 |
39 | 2024.02.02 09:26 | t/p | 10 | 0.10 | 96.879 | 96.219 | 96.879 | 31.22 | 10155.67 |
40 | 2024.04.26 12:00 | sell | 11 | 0.10 | 102.486 | 0.000 | 0.000 | ||
41 | 2024.04.26 12:00 | modify | 11 | 0.10 | 102.486 | 103.086 | 101.386 | ||
42 | 2024.04.26 17:15 | s/l | 11 | 0.10 | 103.086 | 103.086 | 101.386 | -42.58 | 10113.09 |
43 | 2024.05.03 00:00 | buy | 12 | 0.10 | 100.639 | 0.000 | 0.000 | ||
44 | 2024.05.03 00:00 | modify | 12 | 0.10 | 100.639 | 100.039 | 101.739 | ||
45 | 2024.05.03 13:17 | buy | 13 | 0.10 | 101.190 | 0.000 | 0.000 | ||
46 | 2024.05.03 13:17 | modify | 13 | 0.10 | 101.190 | 100.804 | 101.739 | ||
47 | 2024.05.03 13:17 | modify | 12 | 0.10 | 100.639 | 100.804 | 101.739 | ||
48 | 2024.05.05 22:41 | buy | 14 | 0.10 | 101.306 | 0.000 | 0.000 | ||
49 | 2024.05.05 22:41 | modify | 14 | 0.10 | 101.306 | 100.914 | 101.739 | ||
50 | 2024.05.05 22:41 | buy | 15 | 0.10 | 101.306 | 0.000 | 0.000 | ||
51 | 2024.05.05 22:41 | modify | 15 | 0.10 | 101.306 | 101.079 | 101.739 | ||
52 | 2024.05.05 22:41 | modify | 13 | 0.10 | 101.190 | 101.079 | 101.739 | ||
53 | 2024.05.05 22:41 | modify | 12 | 0.10 | 100.639 | 101.079 | 101.739 | ||
54 | 2024.05.05 22:41 | modify | 14 | 0.10 | 101.306 | 101.079 | 101.739 | ||
55 | 2024.05.06 02:07 | t/p | 12 | 0.10 | 101.739 | 101.079 | 101.739 | 78.50 | 10191.59 |
56 | 2024.05.06 02:07 | t/p | 13 | 0.10 | 101.739 | 101.079 | 101.739 | 39.40 | 10230.98 |
57 | 2024.05.06 02:07 | t/p | 14 | 0.10 | 101.739 | 101.079 | 101.739 | 31.17 | 10262.15 |
58 | 2024.05.06 02:07 | t/p | 15 | 0.10 | 101.739 | 101.079 | 101.739 | 31.17 | 10293.32 |
59 | 2024.05.30 12:00 | buy | 16 | 0.10 | 103.805 | 0.000 | 0.000 | ||
60 | 2024.05.30 12:00 | modify | 16 | 0.10 | 103.805 | 103.205 | 104.905 | ||
61 | 2024.05.31 08:14 | buy | 17 | 0.10 | 104.355 | 0.000 | 0.000 | ||
62 | 2024.05.31 08:14 | modify | 17 | 0.10 | 104.355 | 103.970 | 104.905 | ||
63 | 2024.05.31 08:14 | modify | 16 | 0.10 | 103.805 | 103.970 | 104.905 | ||
64 | 2024.05.31 08:42 | buy | 18 | 0.10 | 104.465 | 0.000 | 0.000 | ||
65 | 2024.05.31 08:42 | modify | 18 | 0.10 | 104.465 | 104.080 | 104.905 | ||
66 | 2024.05.31 08:42 | buy | 19 | 0.10 | 104.465 | 0.000 | 0.000 | ||
67 | 2024.05.31 08:42 | modify | 19 | 0.10 | 104.465 | 104.245 | 104.905 | ||
68 | 2024.05.31 08:42 | modify | 17 | 0.10 | 104.355 | 104.245 | 104.905 | ||
69 | 2024.05.31 08:42 | modify | 16 | 0.10 | 103.805 | 104.245 | 104.905 | ||
70 | 2024.05.31 08:42 | modify | 18 | 0.10 | 104.465 | 104.245 | 104.905 | ||
71 | 2024.05.31 14:54 | s/l | 16 | 0.10 | 104.245 | 104.245 | 104.905 | 31.67 | 10324.99 |
72 | 2024.05.31 14:54 | s/l | 17 | 0.10 | 104.245 | 104.245 | 104.905 | -7.80 | 10317.19 |
73 | 2024.05.31 14:54 | s/l | 18 | 0.10 | 104.245 | 104.245 | 104.905 | -15.61 | 10301.58 |
74 | 2024.05.31 14:54 | s/l | 19 | 0.10 | 104.245 | 104.245 | 104.905 | -15.61 | 10285.97 |
75 | 2024.06.04 16:00 | buy | 20 | 0.10 | 102.886 | 0.000 | 0.000 | ||
76 | 2024.06.04 16:00 | modify | 20 | 0.10 | 102.886 | 102.286 | 103.986 | ||
77 | 2024.06.05 01:45 | buy | 21 | 0.10 | 103.438 | 0.000 | 0.000 | ||
78 | 2024.06.05 01:45 | modify | 21 | 0.10 | 103.438 | 103.051 | 103.986 | ||
79 | 2024.06.05 01:45 | modify | 20 | 0.10 | 102.886 | 103.051 | 103.986 | ||
80 | 2024.06.05 01:59 | buy | 22 | 0.10 | 103.550 | 0.000 | 0.000 | ||
81 | 2024.06.05 01:59 | modify | 22 | 0.10 | 103.550 | 103.161 | 103.986 | ||
82 | 2024.06.05 01:59 | buy | 23 | 0.10 | 103.550 | 0.000 | 0.000 | ||
83 | 2024.06.05 01:59 | modify | 23 | 0.10 | 103.550 | 103.326 | 103.986 | ||
84 | 2024.06.05 01:59 | modify | 21 | 0.10 | 103.438 | 103.326 | 103.986 | ||
85 | 2024.06.05 01:59 | modify | 20 | 0.10 | 102.886 | 103.326 | 103.986 | ||
86 | 2024.06.05 01:59 | modify | 22 | 0.10 | 103.550 | 103.326 | 103.986 | ||
87 | 2024.06.05 08:00 | t/p | 20 | 0.10 | 103.986 | 103.326 | 103.986 | 78.50 | 10364.47 |
88 | 2024.06.05 08:00 | t/p | 21 | 0.10 | 103.986 | 103.326 | 103.986 | 38.89 | 10403.36 |
89 | 2024.06.05 08:00 | t/p | 22 | 0.10 | 103.986 | 103.326 | 103.986 | 30.94 | 10434.30 |
90 | 2024.06.05 08:00 | t/p | 23 | 0.10 | 103.986 | 103.326 | 103.986 | 30.94 | 10465.24 |
91 | 2024.07.23 12:00 | buy | 24 | 0.10 | 103.428 | 0.000 | 0.000 | ||
92 | 2024.07.23 12:00 | modify | 24 | 0.10 | 103.428 | 102.828 | 104.528 | ||
93 | 2024.07.24 01:10 | s/l | 24 | 0.10 | 102.828 | 102.828 | 104.528 | -42.14 | 10423.10 |
94 | 2024.07.25 12:00 | buy | 25 | 0.10 | 99.600 | 0.000 | 0.000 | ||
95 | 2024.07.25 12:00 | modify | 25 | 0.10 | 99.600 | 99.000 | 100.700 | ||
96 | 2024.07.25 12:34 | buy | 26 | 0.10 | 100.162 | 0.000 | 0.000 | ||
97 | 2024.07.25 12:34 | modify | 26 | 0.10 | 100.162 | 99.765 | 100.700 | ||
98 | 2024.07.25 12:34 | modify | 25 | 0.10 | 99.600 | 99.765 | 100.700 | ||
99 | 2024.07.25 12:35 | buy | 27 | 0.10 | 100.269 | 0.000 | 0.000 | ||
100 | 2024.07.25 12:35 | modify | 27 | 0.10 | 100.269 | 99.875 | 100.700 | ||
101 | 2024.07.25 12:35 | buy | 28 | 0.10 | 100.269 | 0.000 | 0.000 | ||
102 | 2024.07.25 12:35 | modify | 28 | 0.10 | 100.269 | 100.040 | 100.700 | ||
103 | 2024.07.25 12:35 | modify | 26 | 0.10 | 100.162 | 100.040 | 100.700 | ||
104 | 2024.07.25 12:35 | modify | 25 | 0.10 | 99.600 | 100.040 | 100.700 | ||
105 | 2024.07.25 12:35 | modify | 27 | 0.10 | 100.269 | 100.040 | 100.700 | ||
106 | 2024.07.25 12:42 | s/l | 25 | 0.10 | 100.040 | 100.040 | 100.700 | 31.22 | 10454.32 |
107 | 2024.07.25 12:42 | s/l | 26 | 0.10 | 100.040 | 100.040 | 100.700 | -8.66 | 10445.66 |
108 | 2024.07.25 12:42 | s/l | 27 | 0.10 | 100.040 | 100.040 | 100.700 | -16.25 | 10429.41 |
109 | 2024.07.25 12:42 | s/l | 28 | 0.10 | 100.040 | 100.040 | 100.700 | -16.25 | 10413.16 |