Symbol | AUDJPY (Australian Dollar 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=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=100; IT_TakeProfit=150; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 7217 | Ticks modelled | 156637 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 952.93 | Gross profit | 1449.69 | Gross loss | -496.76 |
Profit factor | 2.92 | Expected payoff | 25.08 | ||
Absolute drawdown | 30.26 | Maximal drawdown | 407.79 (3.62%) | Relative drawdown | 3.62% (407.79) |
Total trades | 38 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 24 (79.17%) |
Profit trades (% of total) | 28 (73.68%) | Loss trades (% of total) | 10 (26.32%) | ||
Largest | profit trade | 113.06 | loss trade | -76.98 | |
Average | profit trade | 51.77 | loss trade | -49.68 | |
Maximum | consecutive wins (profit in money) | 12 (663.62) | consecutive losses (loss in money) | 4 (-213.29) | |
Maximal | consecutive profit (count of wins) | 663.62 (12) | consecutive loss (count of losses) | -213.29 (4) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.05 09:00 | buy | 1 | 0.10 | 93.773 | 0.000 | 0.000 | ||
2 | 2023.09.05 09:00 | modify | 1 | 0.10 | 93.773 | 92.773 | 95.273 | ||
3 | 2023.09.12 06:45 | buy | 2 | 0.10 | 94.530 | 0.000 | 0.000 | ||
4 | 2023.09.12 06:45 | modify | 2 | 0.10 | 94.530 | 93.998 | 95.273 | ||
5 | 2023.09.12 06:45 | modify | 1 | 0.10 | 93.773 | 93.998 | 95.273 | ||
6 | 2023.09.13 00:12 | buy | 3 | 0.10 | 94.683 | 0.000 | 0.000 | ||
7 | 2023.09.13 00:12 | modify | 3 | 0.10 | 94.683 | 94.148 | 95.273 | ||
8 | 2023.09.13 00:12 | modify | 2 | 0.10 | 94.530 | 94.148 | 95.273 | ||
9 | 2023.09.13 00:12 | modify | 1 | 0.10 | 93.773 | 94.148 | 95.273 | ||
10 | 2023.09.14 10:15 | buy | 4 | 0.10 | 94.913 | 0.000 | 0.000 | ||
11 | 2023.09.14 10:15 | modify | 4 | 0.10 | 94.913 | 94.598 | 95.273 | ||
12 | 2023.09.14 10:15 | modify | 3 | 0.10 | 94.683 | 94.598 | 95.273 | ||
13 | 2023.09.14 10:15 | modify | 2 | 0.10 | 94.530 | 94.598 | 95.273 | ||
14 | 2023.09.14 10:15 | modify | 1 | 0.10 | 93.773 | 94.598 | 95.273 | ||
15 | 2023.09.15 02:50 | t/p | 1 | 0.10 | 95.273 | 94.598 | 95.273 | 111.75 | 10111.75 |
16 | 2023.09.15 02:50 | t/p | 2 | 0.10 | 95.273 | 94.598 | 95.273 | 54.94 | 10166.69 |
17 | 2023.09.15 02:50 | t/p | 3 | 0.10 | 95.273 | 94.598 | 95.273 | 43.64 | 10210.33 |
18 | 2023.09.15 02:50 | t/p | 4 | 0.10 | 95.273 | 94.598 | 95.273 | 25.99 | 10236.32 |
19 | 2023.09.29 05:00 | sell | 5 | 0.10 | 96.433 | 0.000 | 0.000 | ||
20 | 2023.09.29 05:00 | modify | 5 | 0.10 | 96.433 | 97.433 | 94.933 | ||
21 | 2023.10.02 05:50 | sell | 6 | 0.10 | 95.671 | 0.000 | 0.000 | ||
22 | 2023.10.02 05:50 | modify | 6 | 0.10 | 95.671 | 96.208 | 94.933 | ||
23 | 2023.10.02 05:50 | modify | 5 | 0.10 | 96.433 | 96.208 | 94.933 | ||
24 | 2023.10.02 13:50 | sell | 7 | 0.10 | 95.532 | 0.000 | 0.000 | ||
25 | 2023.10.02 13:50 | modify | 7 | 0.10 | 95.532 | 96.058 | 94.933 | ||
26 | 2023.10.02 13:50 | modify | 6 | 0.10 | 95.671 | 96.058 | 94.933 | ||
27 | 2023.10.02 13:50 | modify | 5 | 0.10 | 96.433 | 96.058 | 94.933 | ||
28 | 2023.10.02 19:02 | sell | 8 | 0.10 | 95.282 | 0.000 | 0.000 | ||
29 | 2023.10.02 19:02 | modify | 8 | 0.10 | 95.282 | 95.608 | 94.933 | ||
30 | 2023.10.02 19:02 | modify | 7 | 0.10 | 95.532 | 95.608 | 94.933 | ||
31 | 2023.10.02 19:02 | modify | 6 | 0.10 | 95.671 | 95.608 | 94.933 | ||
32 | 2023.10.02 19:02 | modify | 5 | 0.10 | 96.433 | 95.608 | 94.933 | ||
33 | 2023.10.03 04:15 | t/p | 5 | 0.10 | 94.933 | 95.608 | 94.933 | 104.06 | 10340.37 |
34 | 2023.10.03 04:15 | t/p | 6 | 0.10 | 94.933 | 95.608 | 94.933 | 51.18 | 10391.55 |
35 | 2023.10.03 04:15 | t/p | 7 | 0.10 | 94.933 | 95.608 | 94.933 | 41.31 | 10432.86 |
36 | 2023.10.03 04:15 | t/p | 8 | 0.10 | 94.933 | 95.608 | 94.933 | 23.57 | 10456.43 |
37 | 2023.10.19 05:00 | buy | 9 | 0.10 | 94.440 | 0.000 | 0.000 | ||
38 | 2023.10.19 05:00 | modify | 9 | 0.10 | 94.440 | 93.440 | 95.940 | ||
39 | 2023.10.19 17:16 | buy | 10 | 0.10 | 95.195 | 0.000 | 0.000 | ||
40 | 2023.10.19 17:16 | modify | 10 | 0.10 | 95.195 | 94.665 | 95.940 | ||
41 | 2023.10.19 17:16 | modify | 9 | 0.10 | 94.440 | 94.665 | 95.940 | ||
42 | 2023.10.20 00:15 | s/l | 9 | 0.10 | 94.665 | 94.665 | 95.940 | 16.41 | 10472.84 |
43 | 2023.10.20 00:15 | s/l | 10 | 0.10 | 94.665 | 94.665 | 95.940 | -37.18 | 10435.66 |
44 | 2023.11.07 06:00 | buy | 11 | 0.10 | 96.778 | 0.000 | 0.000 | ||
45 | 2023.11.07 06:00 | modify | 11 | 0.10 | 96.778 | 95.778 | 98.278 | ||
46 | 2023.11.14 14:25 | buy | 12 | 0.10 | 97.554 | 0.000 | 0.000 | ||
47 | 2023.11.14 14:25 | modify | 12 | 0.10 | 97.554 | 97.003 | 98.278 | ||
48 | 2023.11.14 14:25 | modify | 11 | 0.10 | 96.778 | 97.003 | 98.278 | ||
49 | 2023.11.14 15:10 | buy | 13 | 0.10 | 97.685 | 0.000 | 0.000 | ||
50 | 2023.11.14 15:10 | modify | 13 | 0.10 | 97.685 | 97.153 | 98.278 | ||
51 | 2023.11.14 15:10 | modify | 12 | 0.10 | 97.554 | 97.153 | 98.278 | ||
52 | 2023.11.14 15:10 | modify | 11 | 0.10 | 96.778 | 97.153 | 98.278 | ||
53 | 2023.11.14 16:20 | buy | 14 | 0.10 | 97.929 | 0.000 | 0.000 | ||
54 | 2023.11.14 16:20 | modify | 14 | 0.10 | 97.929 | 97.603 | 98.278 | ||
55 | 2023.11.14 16:20 | modify | 13 | 0.10 | 97.685 | 97.603 | 98.278 | ||
56 | 2023.11.14 16:20 | modify | 12 | 0.10 | 97.554 | 97.603 | 98.278 | ||
57 | 2023.11.14 16:20 | modify | 11 | 0.10 | 96.778 | 97.603 | 98.278 | ||
58 | 2023.11.15 14:37 | t/p | 11 | 0.10 | 98.278 | 97.603 | 98.278 | 110.00 | 10545.65 |
59 | 2023.11.15 14:37 | t/p | 12 | 0.10 | 98.278 | 97.603 | 98.278 | 51.84 | 10597.49 |
60 | 2023.11.15 14:37 | t/p | 13 | 0.10 | 98.278 | 97.603 | 98.278 | 42.54 | 10640.03 |
61 | 2023.11.15 14:37 | t/p | 14 | 0.10 | 98.278 | 97.603 | 98.278 | 25.22 | 10665.25 |
62 | 2023.12.07 07:00 | buy | 15 | 0.10 | 95.789 | 0.000 | 0.000 | ||
63 | 2023.12.07 07:00 | modify | 15 | 0.10 | 95.789 | 94.789 | 97.289 | ||
64 | 2023.12.07 17:40 | s/l | 15 | 0.10 | 94.789 | 94.789 | 97.289 | -70.99 | 10594.26 |
65 | 2024.01.10 05:00 | sell | 16 | 0.10 | 97.057 | 0.000 | 0.000 | ||
66 | 2024.01.10 05:00 | modify | 16 | 0.10 | 97.057 | 98.057 | 95.557 | ||
67 | 2024.02.01 01:50 | sell | 17 | 0.10 | 96.284 | 0.000 | 0.000 | ||
68 | 2024.02.01 01:50 | modify | 17 | 0.10 | 96.284 | 96.832 | 95.557 | ||
69 | 2024.02.01 01:50 | modify | 16 | 0.10 | 97.057 | 96.832 | 95.557 | ||
70 | 2024.02.01 04:32 | sell | 18 | 0.10 | 96.137 | 0.000 | 0.000 | ||
71 | 2024.02.01 04:32 | modify | 18 | 0.10 | 96.137 | 96.682 | 95.557 | ||
72 | 2024.02.01 04:32 | modify | 17 | 0.10 | 96.284 | 96.682 | 95.557 | ||
73 | 2024.02.01 04:32 | modify | 16 | 0.10 | 97.057 | 96.682 | 95.557 | ||
74 | 2024.02.01 07:12 | sell | 19 | 0.10 | 95.932 | 0.000 | 0.000 | ||
75 | 2024.02.01 07:12 | modify | 19 | 0.10 | 95.932 | 96.232 | 95.557 | ||
76 | 2024.02.01 07:12 | modify | 18 | 0.10 | 96.137 | 96.232 | 95.557 | ||
77 | 2024.02.01 07:12 | modify | 17 | 0.10 | 96.284 | 96.232 | 95.557 | ||
78 | 2024.02.01 07:12 | modify | 16 | 0.10 | 97.057 | 96.232 | 95.557 | ||
79 | 2024.02.01 14:20 | t/p | 16 | 0.10 | 95.557 | 96.232 | 95.557 | 77.61 | 10671.87 |
80 | 2024.02.01 14:20 | t/p | 17 | 0.10 | 95.557 | 96.232 | 95.557 | 51.60 | 10723.47 |
81 | 2024.02.01 14:20 | t/p | 18 | 0.10 | 95.557 | 96.232 | 95.557 | 41.16 | 10764.63 |
82 | 2024.02.01 14:20 | t/p | 19 | 0.10 | 95.557 | 96.232 | 95.557 | 26.61 | 10791.24 |
83 | 2024.03.05 08:00 | buy | 20 | 0.10 | 97.567 | 0.000 | 0.000 | ||
84 | 2024.03.05 08:00 | modify | 20 | 0.10 | 97.567 | 96.567 | 99.067 | ||
85 | 2024.03.19 14:15 | buy | 21 | 0.10 | 98.337 | 0.000 | 0.000 | ||
86 | 2024.03.19 14:15 | modify | 21 | 0.10 | 98.337 | 97.792 | 99.067 | ||
87 | 2024.03.19 14:15 | modify | 20 | 0.10 | 97.567 | 97.792 | 99.067 | ||
88 | 2024.03.19 14:50 | buy | 22 | 0.10 | 98.479 | 0.000 | 0.000 | ||
89 | 2024.03.19 14:50 | modify | 22 | 0.10 | 98.479 | 97.942 | 99.067 | ||
90 | 2024.03.19 14:50 | modify | 21 | 0.10 | 98.337 | 97.942 | 99.067 | ||
91 | 2024.03.19 14:50 | modify | 20 | 0.10 | 97.567 | 97.942 | 99.067 | ||
92 | 2024.03.20 00:20 | buy | 23 | 0.10 | 98.708 | 0.000 | 0.000 | ||
93 | 2024.03.20 00:20 | modify | 23 | 0.10 | 98.708 | 98.392 | 99.067 | ||
94 | 2024.03.20 00:20 | modify | 22 | 0.10 | 98.479 | 98.392 | 99.067 | ||
95 | 2024.03.20 00:20 | modify | 21 | 0.10 | 98.337 | 98.392 | 99.067 | ||
96 | 2024.03.20 00:20 | modify | 20 | 0.10 | 97.567 | 98.392 | 99.067 | ||
97 | 2024.03.20 17:50 | t/p | 20 | 0.10 | 99.067 | 98.392 | 99.067 | 113.06 | 10904.31 |
98 | 2024.03.20 17:50 | t/p | 21 | 0.10 | 99.067 | 98.392 | 99.067 | 52.26 | 10956.57 |
99 | 2024.03.20 17:50 | t/p | 22 | 0.10 | 99.067 | 98.392 | 99.067 | 42.18 | 10998.74 |
100 | 2024.03.20 17:50 | t/p | 23 | 0.10 | 99.067 | 98.392 | 99.067 | 25.48 | 11024.22 |
101 | 2024.03.22 09:00 | buy | 24 | 0.10 | 98.763 | 0.000 | 0.000 | ||
102 | 2024.03.22 09:00 | modify | 24 | 0.10 | 98.763 | 97.763 | 100.263 | ||
103 | 2024.04.03 15:45 | buy | 25 | 0.10 | 99.535 | 0.000 | 0.000 | ||
104 | 2024.04.03 15:45 | modify | 25 | 0.10 | 99.535 | 98.988 | 100.263 | ||
105 | 2024.04.03 15:45 | modify | 24 | 0.10 | 98.763 | 98.988 | 100.263 | ||
106 | 2024.04.03 17:32 | buy | 26 | 0.10 | 99.670 | 0.000 | 0.000 | ||
107 | 2024.04.03 17:32 | modify | 26 | 0.10 | 99.670 | 99.138 | 100.263 | ||
108 | 2024.04.03 17:32 | modify | 25 | 0.10 | 99.535 | 99.138 | 100.263 | ||
109 | 2024.04.03 17:32 | modify | 24 | 0.10 | 98.763 | 99.138 | 100.263 | ||
110 | 2024.04.04 04:15 | buy | 27 | 0.10 | 99.910 | 0.000 | 0.000 | ||
111 | 2024.04.04 04:15 | modify | 27 | 0.10 | 99.910 | 99.588 | 100.263 | ||
112 | 2024.04.04 04:15 | modify | 26 | 0.10 | 99.670 | 99.588 | 100.263 | ||
113 | 2024.04.04 04:15 | modify | 25 | 0.10 | 99.535 | 99.588 | 100.263 | ||
114 | 2024.04.04 04:15 | modify | 24 | 0.10 | 98.763 | 99.588 | 100.263 | ||
115 | 2024.04.04 10:20 | t/p | 24 | 0.10 | 100.263 | 99.588 | 100.263 | 112.19 | 11136.42 |
116 | 2024.04.04 10:20 | t/p | 25 | 0.10 | 100.263 | 99.588 | 100.263 | 53.00 | 11189.42 |
117 | 2024.04.04 10:20 | t/p | 26 | 0.10 | 100.263 | 99.588 | 100.263 | 43.41 | 11232.82 |
118 | 2024.04.04 10:20 | t/p | 27 | 0.10 | 100.263 | 99.588 | 100.263 | 25.06 | 11257.88 |
119 | 2024.04.26 09:00 | sell | 28 | 0.10 | 102.518 | 0.000 | 0.000 | ||
120 | 2024.04.26 09:00 | modify | 28 | 0.10 | 102.518 | 103.518 | 101.018 | ||
121 | 2024.04.28 22:16 | s/l | 28 | 0.10 | 103.518 | 103.518 | 101.018 | -70.98 | 11186.90 |
122 | 2024.05.06 05:00 | sell | 29 | 0.10 | 101.815 | 0.000 | 0.000 | ||
123 | 2024.05.06 05:00 | modify | 29 | 0.10 | 101.815 | 102.815 | 100.315 | ||
124 | 2024.05.09 12:50 | s/l | 29 | 0.10 | 102.815 | 102.815 | 100.315 | -76.98 | 11109.92 |
125 | 2024.06.05 09:00 | sell | 30 | 0.10 | 103.930 | 0.000 | 0.000 | ||
126 | 2024.06.05 09:00 | modify | 30 | 0.10 | 103.930 | 104.930 | 102.430 | ||
127 | 2024.06.07 16:47 | sell | 31 | 0.10 | 103.177 | 0.000 | 0.000 | ||
128 | 2024.06.07 16:47 | modify | 31 | 0.10 | 103.177 | 103.705 | 102.430 | ||
129 | 2024.06.07 16:47 | modify | 30 | 0.10 | 103.930 | 103.705 | 102.430 | ||
130 | 2024.06.09 21:00 | sell | 32 | 0.10 | 103.028 | 0.000 | 0.000 | ||
131 | 2024.06.09 21:00 | modify | 32 | 0.10 | 103.028 | 103.555 | 102.430 | ||
132 | 2024.06.09 21:00 | modify | 31 | 0.10 | 103.177 | 103.555 | 102.430 | ||
133 | 2024.06.09 21:00 | modify | 30 | 0.10 | 103.930 | 103.555 | 102.430 | ||
134 | 2024.06.10 03:20 | s/l | 30 | 0.10 | 103.555 | 103.555 | 102.430 | 20.60 | 11130.52 |
135 | 2024.06.10 03:20 | s/l | 31 | 0.10 | 103.555 | 103.555 | 102.430 | -28.03 | 11102.49 |
136 | 2024.06.10 03:20 | s/l | 32 | 0.10 | 103.555 | 103.555 | 102.430 | -38.61 | 11063.88 |
137 | 2024.06.26 07:00 | sell | 33 | 0.10 | 106.773 | 0.000 | 0.000 | ||
138 | 2024.06.26 07:00 | modify | 33 | 0.10 | 106.773 | 107.773 | 105.273 | ||
139 | 2024.07.01 13:32 | s/l | 33 | 0.10 | 107.773 | 107.773 | 105.273 | -76.98 | 10986.90 |
140 | 2024.07.24 06:00 | buy | 34 | 0.10 | 101.996 | 0.000 | 0.000 | ||
141 | 2024.07.24 06:00 | modify | 34 | 0.10 | 101.996 | 100.996 | 103.496 | ||
142 | 2024.07.25 00:15 | s/l | 34 | 0.10 | 100.996 | 100.996 | 103.496 | -69.66 | 10917.24 |
143 | 2024.07.25 05:00 | buy | 35 | 0.10 | 99.860 | 0.000 | 0.000 | ||
144 | 2024.07.25 05:00 | modify | 35 | 0.10 | 99.860 | 98.860 | 101.360 | ||
145 | 2024.07.25 14:20 | buy | 36 | 0.10 | 100.622 | 0.000 | 0.000 | ||
146 | 2024.07.25 14:20 | modify | 36 | 0.10 | 100.622 | 100.085 | 101.360 | ||
147 | 2024.07.25 14:20 | modify | 35 | 0.10 | 99.860 | 100.085 | 101.360 | ||
148 | 2024.07.25 15:35 | buy | 37 | 0.10 | 100.768 | 0.000 | 0.000 | ||
149 | 2024.07.25 15:35 | modify | 37 | 0.10 | 100.768 | 100.235 | 101.360 | ||
150 | 2024.07.25 15:35 | modify | 36 | 0.10 | 100.622 | 100.235 | 101.360 | ||
151 | 2024.07.25 15:35 | modify | 35 | 0.10 | 99.860 | 100.235 | 101.360 | ||
152 | 2024.07.25 15:50 | buy | 38 | 0.10 | 100.987 | 0.000 | 0.000 | ||
153 | 2024.07.25 15:50 | modify | 38 | 0.10 | 100.987 | 100.685 | 101.360 | ||
154 | 2024.07.25 15:50 | modify | 37 | 0.10 | 100.768 | 100.685 | 101.360 | ||
155 | 2024.07.25 15:50 | modify | 36 | 0.10 | 100.622 | 100.685 | 101.360 | ||
156 | 2024.07.25 15:50 | modify | 35 | 0.10 | 99.860 | 100.685 | 101.360 | ||
157 | 2024.07.25 17:37 | s/l | 35 | 0.10 | 100.685 | 100.685 | 101.360 | 58.56 | 10975.80 |
158 | 2024.07.25 17:37 | s/l | 36 | 0.10 | 100.685 | 100.685 | 101.360 | 4.47 | 10980.27 |
159 | 2024.07.25 17:37 | s/l | 37 | 0.10 | 100.685 | 100.685 | 101.360 | -5.90 | 10974.37 |
160 | 2024.07.25 17:37 | s/l | 38 | 0.10 | 100.685 | 100.685 | 101.360 | -21.44 | 10952.93 |