Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=140; 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=50; 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=50; 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 | 7242 | Ticks modelled | 158250 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 995.28 | Gross profit | 1085.78 | Gross loss | -90.50 |
Profit factor | 12.00 | Expected payoff | 26.90 | ||
Absolute drawdown | 39.77 | Maximal drawdown | 141.30 (8.51%) | Relative drawdown | 10.45% (122.01) |
Total trades | 37 | Short positions (won %) | 29 (55.17%) | Long positions (won %) | 8 (62.50%) |
Profit trades (% of total) | 21 (56.76%) | Loss trades (% of total) | 16 (43.24%) | ||
Largest | profit trade | 95.65 | loss trade | -11.40 | |
Average | profit trade | 51.70 | loss trade | -5.66 | |
Maximum | consecutive wins (profit in money) | 9 (482.83) | consecutive losses (loss in money) | 3 (-13.79) | |
Maximal | consecutive profit (count of wins) | 482.83 (9) | consecutive loss (count of losses) | -13.79 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.01.04 17:00 | sell | 1 | 0.10 | 158.418 | 0.000 | 0.000 | ||
2 | 2024.01.04 17:00 | modify | 1 | 0.10 | 158.418 | 159.818 | 156.918 | ||
3 | 2024.01.09 02:52 | sell | 2 | 0.10 | 157.509 | 0.000 | 0.000 | ||
4 | 2024.01.09 02:52 | modify | 2 | 0.10 | 157.509 | 157.668 | 156.918 | ||
5 | 2024.01.09 02:52 | modify | 1 | 0.10 | 158.418 | 157.668 | 156.918 | ||
6 | 2024.01.09 06:15 | s/l | 1 | 0.10 | 157.668 | 157.668 | 156.918 | 43.29 | 1043.29 |
7 | 2024.01.09 06:15 | s/l | 2 | 0.10 | 157.668 | 157.668 | 156.918 | -10.07 | 1033.22 |
8 | 2024.01.10 17:00 | sell | 3 | 0.10 | 159.660 | 0.000 | 0.000 | ||
9 | 2024.01.10 17:00 | modify | 3 | 0.10 | 159.660 | 161.060 | 158.160 | ||
10 | 2024.01.12 16:12 | sell | 4 | 0.10 | 158.752 | 0.000 | 0.000 | ||
11 | 2024.01.12 16:12 | modify | 4 | 0.10 | 158.752 | 158.910 | 158.160 | ||
12 | 2024.01.12 16:12 | modify | 3 | 0.10 | 159.660 | 158.910 | 158.160 | ||
13 | 2024.01.15 00:15 | s/l | 3 | 0.10 | 158.910 | 158.910 | 158.160 | 40.49 | 1073.71 |
14 | 2024.01.15 00:15 | s/l | 4 | 0.10 | 158.910 | 158.910 | 158.160 | -11.40 | 1062.31 |
15 | 2024.01.17 18:00 | sell | 5 | 0.10 | 161.075 | 0.000 | 0.000 | ||
16 | 2024.01.17 18:00 | modify | 5 | 0.10 | 161.075 | 162.475 | 159.575 | ||
17 | 2024.01.24 13:20 | sell | 6 | 0.10 | 160.296 | 0.000 | 0.000 | ||
18 | 2024.01.24 13:20 | modify | 6 | 0.10 | 160.296 | 161.000 | 159.575 | ||
19 | 2024.01.24 13:20 | sell | 7 | 0.10 | 160.296 | 0.000 | 0.000 | ||
20 | 2024.01.24 13:20 | modify | 7 | 0.10 | 160.296 | 160.700 | 159.575 | ||
21 | 2024.01.24 13:20 | modify | 5 | 0.10 | 161.075 | 160.700 | 159.575 | ||
22 | 2024.01.24 13:22 | modify | 6 | 0.10 | 160.296 | 160.700 | 159.575 | ||
23 | 2024.01.24 15:47 | sell | 8 | 0.10 | 160.165 | 0.000 | 0.000 | ||
24 | 2024.01.24 15:47 | modify | 8 | 0.10 | 160.165 | 160.325 | 159.575 | ||
25 | 2024.01.24 15:47 | modify | 7 | 0.10 | 160.296 | 160.325 | 159.575 | ||
26 | 2024.01.24 15:47 | modify | 6 | 0.10 | 160.296 | 160.325 | 159.575 | ||
27 | 2024.01.24 15:47 | modify | 5 | 0.10 | 161.075 | 160.325 | 159.575 | ||
28 | 2024.01.24 16:10 | s/l | 5 | 0.10 | 160.325 | 160.325 | 159.575 | 37.68 | 1099.99 |
29 | 2024.01.24 16:10 | s/l | 6 | 0.10 | 160.325 | 160.325 | 159.575 | -1.83 | 1098.16 |
30 | 2024.01.24 16:10 | s/l | 7 | 0.10 | 160.325 | 160.325 | 159.575 | -1.83 | 1096.33 |
31 | 2024.01.24 16:10 | s/l | 8 | 0.10 | 160.325 | 160.325 | 159.575 | -10.13 | 1086.20 |
32 | 2024.03.20 07:00 | sell | 9 | 0.10 | 164.652 | 0.000 | 0.000 | ||
33 | 2024.03.20 07:00 | modify | 9 | 0.10 | 164.652 | 166.052 | 163.152 | ||
34 | 2024.03.22 06:45 | sell | 10 | 0.10 | 163.894 | 0.000 | 0.000 | ||
35 | 2024.03.22 06:45 | modify | 10 | 0.10 | 163.894 | 164.577 | 163.152 | ||
36 | 2024.03.22 06:45 | sell | 11 | 0.10 | 163.894 | 0.000 | 0.000 | ||
37 | 2024.03.22 06:45 | modify | 11 | 0.10 | 163.894 | 164.277 | 163.152 | ||
38 | 2024.03.22 06:45 | modify | 9 | 0.10 | 164.652 | 164.277 | 163.152 | ||
39 | 2024.03.22 06:47 | modify | 10 | 0.10 | 163.894 | 164.277 | 163.152 | ||
40 | 2024.03.22 08:45 | sell | 12 | 0.10 | 163.729 | 0.000 | 0.000 | ||
41 | 2024.03.22 08:45 | modify | 12 | 0.10 | 163.729 | 163.902 | 163.152 | ||
42 | 2024.03.22 08:45 | modify | 11 | 0.10 | 163.894 | 163.902 | 163.152 | ||
43 | 2024.03.22 08:45 | modify | 10 | 0.10 | 163.894 | 163.902 | 163.152 | ||
44 | 2024.03.22 08:45 | modify | 9 | 0.10 | 164.652 | 163.902 | 163.152 | ||
45 | 2024.03.22 09:10 | s/l | 9 | 0.10 | 163.902 | 163.902 | 163.152 | 41.88 | 1128.09 |
46 | 2024.03.22 09:10 | s/l | 10 | 0.10 | 163.902 | 163.902 | 163.152 | -0.51 | 1127.58 |
47 | 2024.03.22 09:10 | s/l | 11 | 0.10 | 163.902 | 163.902 | 163.152 | -0.51 | 1127.07 |
48 | 2024.03.22 09:10 | s/l | 12 | 0.10 | 163.902 | 163.902 | 163.152 | -10.96 | 1116.11 |
49 | 2024.04.03 16:00 | sell | 13 | 0.10 | 164.214 | 0.000 | 0.000 | ||
50 | 2024.04.03 16:00 | modify | 13 | 0.10 | 164.214 | 165.614 | 162.714 | ||
51 | 2024.04.12 09:52 | sell | 14 | 0.10 | 163.446 | 0.000 | 0.000 | ||
52 | 2024.04.12 09:52 | modify | 14 | 0.10 | 163.446 | 164.139 | 162.714 | ||
53 | 2024.04.12 09:52 | sell | 15 | 0.10 | 163.446 | 0.000 | 0.000 | ||
54 | 2024.04.12 09:52 | modify | 15 | 0.10 | 163.446 | 163.839 | 162.714 | ||
55 | 2024.04.12 09:52 | modify | 13 | 0.10 | 164.214 | 163.839 | 162.714 | ||
56 | 2024.04.12 09:55 | modify | 14 | 0.10 | 163.446 | 163.839 | 162.714 | ||
57 | 2024.04.12 10:40 | sell | 16 | 0.10 | 163.313 | 0.000 | 0.000 | ||
58 | 2024.04.12 10:40 | modify | 16 | 0.10 | 163.313 | 163.464 | 162.714 | ||
59 | 2024.04.12 10:40 | modify | 15 | 0.10 | 163.446 | 163.464 | 162.714 | ||
60 | 2024.04.12 10:40 | modify | 14 | 0.10 | 163.446 | 163.464 | 162.714 | ||
61 | 2024.04.12 10:40 | modify | 13 | 0.10 | 164.214 | 163.464 | 162.714 | ||
62 | 2024.04.12 12:50 | t/p | 13 | 0.10 | 162.714 | 163.464 | 162.714 | 79.58 | 1195.68 |
63 | 2024.04.12 12:50 | t/p | 14 | 0.10 | 162.714 | 163.464 | 162.714 | 46.36 | 1242.04 |
64 | 2024.04.12 12:50 | t/p | 15 | 0.10 | 162.714 | 163.464 | 162.714 | 46.36 | 1288.40 |
65 | 2024.04.12 12:50 | t/p | 16 | 0.10 | 162.714 | 163.464 | 162.714 | 37.94 | 1326.34 |
66 | 2024.04.12 14:00 | buy | 17 | 0.10 | 162.777 | 0.000 | 0.000 | ||
67 | 2024.04.12 14:00 | modify | 17 | 0.10 | 162.777 | 161.377 | 164.277 | ||
68 | 2024.04.15 01:40 | buy | 18 | 0.10 | 163.541 | 0.000 | 0.000 | ||
69 | 2024.04.15 01:40 | modify | 18 | 0.10 | 163.541 | 162.852 | 164.277 | ||
70 | 2024.04.15 01:40 | buy | 19 | 0.10 | 163.541 | 0.000 | 0.000 | ||
71 | 2024.04.15 01:40 | modify | 19 | 0.10 | 163.541 | 163.152 | 164.277 | ||
72 | 2024.04.15 01:40 | modify | 17 | 0.10 | 162.777 | 163.152 | 164.277 | ||
73 | 2024.04.15 01:42 | modify | 18 | 0.10 | 163.541 | 163.152 | 164.277 | ||
74 | 2024.04.15 02:27 | buy | 20 | 0.10 | 163.705 | 0.000 | 0.000 | ||
75 | 2024.04.15 02:27 | modify | 20 | 0.10 | 163.705 | 163.527 | 164.277 | ||
76 | 2024.04.15 02:27 | modify | 19 | 0.10 | 163.541 | 163.527 | 164.277 | ||
77 | 2024.04.15 02:27 | modify | 18 | 0.10 | 163.541 | 163.527 | 164.277 | ||
78 | 2024.04.15 02:27 | modify | 17 | 0.10 | 162.777 | 163.527 | 164.277 | ||
79 | 2024.04.15 13:10 | t/p | 17 | 0.10 | 164.277 | 163.527 | 164.277 | 95.65 | 1421.99 |
80 | 2024.04.15 13:10 | t/p | 18 | 0.10 | 164.277 | 163.527 | 164.277 | 46.61 | 1468.60 |
81 | 2024.04.15 13:10 | t/p | 19 | 0.10 | 164.277 | 163.527 | 164.277 | 46.61 | 1515.21 |
82 | 2024.04.15 13:10 | t/p | 20 | 0.10 | 164.277 | 163.527 | 164.277 | 36.22 | 1551.43 |
83 | 2024.04.25 08:00 | sell | 21 | 0.10 | 166.852 | 0.000 | 0.000 | ||
84 | 2024.04.25 08:00 | modify | 21 | 0.10 | 166.852 | 168.252 | 165.352 | ||
85 | 2024.04.25 13:20 | sell | 22 | 0.10 | 165.937 | 0.000 | 0.000 | ||
86 | 2024.04.25 13:20 | modify | 22 | 0.10 | 165.937 | 166.102 | 165.352 | ||
87 | 2024.04.25 13:20 | modify | 21 | 0.10 | 166.852 | 166.102 | 165.352 | ||
88 | 2024.04.25 13:27 | s/l | 21 | 0.10 | 166.102 | 166.102 | 165.352 | 47.50 | 1598.93 |
89 | 2024.04.25 13:27 | s/l | 22 | 0.10 | 166.102 | 166.102 | 165.352 | -10.45 | 1588.48 |
90 | 2024.05.13 18:00 | sell | 23 | 0.10 | 168.593 | 0.000 | 0.000 | ||
91 | 2024.05.13 18:00 | modify | 23 | 0.10 | 168.593 | 169.993 | 167.093 | ||
92 | 2024.05.16 01:52 | sell | 24 | 0.10 | 167.685 | 0.000 | 0.000 | ||
93 | 2024.05.16 01:52 | modify | 24 | 0.10 | 167.685 | 167.843 | 167.093 | ||
94 | 2024.05.16 01:52 | modify | 23 | 0.10 | 168.593 | 167.843 | 167.093 | ||
95 | 2024.05.16 02:02 | s/l | 23 | 0.10 | 167.843 | 167.843 | 167.093 | 40.49 | 1628.97 |
96 | 2024.05.16 02:02 | s/l | 24 | 0.10 | 167.843 | 167.843 | 167.093 | -10.00 | 1618.97 |
97 | 2024.07.03 10:00 | sell | 25 | 0.10 | 174.089 | 0.000 | 0.000 | ||
98 | 2024.07.03 10:00 | modify | 25 | 0.10 | 174.089 | 175.489 | 172.589 | ||
99 | 2024.07.11 12:50 | t/p | 25 | 0.10 | 172.589 | 175.489 | 172.589 | 80.97 | 1699.94 |
100 | 2024.09.02 14:00 | sell | 26 | 0.10 | 162.652 | 0.000 | 0.000 | ||
101 | 2024.09.02 14:00 | modify | 26 | 0.10 | 162.652 | 164.052 | 161.152 | ||
102 | 2024.09.03 04:27 | sell | 27 | 0.10 | 161.873 | 0.000 | 0.000 | ||
103 | 2024.09.03 04:27 | modify | 27 | 0.10 | 161.873 | 162.577 | 161.152 | ||
104 | 2024.09.03 04:27 | sell | 28 | 0.10 | 161.873 | 0.000 | 0.000 | ||
105 | 2024.09.03 04:27 | modify | 28 | 0.10 | 161.873 | 162.277 | 161.152 | ||
106 | 2024.09.03 04:27 | modify | 26 | 0.10 | 162.652 | 162.277 | 161.152 | ||
107 | 2024.09.03 04:30 | modify | 27 | 0.10 | 161.873 | 162.277 | 161.152 | ||
108 | 2024.09.03 05:15 | sell | 29 | 0.10 | 161.750 | 0.000 | 0.000 | ||
109 | 2024.09.03 05:15 | modify | 29 | 0.10 | 161.750 | 161.902 | 161.152 | ||
110 | 2024.09.03 05:15 | modify | 28 | 0.10 | 161.873 | 161.902 | 161.152 | ||
111 | 2024.09.03 05:15 | modify | 27 | 0.10 | 161.873 | 161.902 | 161.152 | ||
112 | 2024.09.03 05:15 | modify | 26 | 0.10 | 162.652 | 161.902 | 161.152 | ||
113 | 2024.09.03 08:20 | t/p | 26 | 0.10 | 161.152 | 161.902 | 161.152 | 93.59 | 1793.53 |
114 | 2024.09.03 08:20 | t/p | 27 | 0.10 | 161.152 | 161.902 | 161.152 | 45.66 | 1839.19 |
115 | 2024.09.03 08:20 | t/p | 28 | 0.10 | 161.152 | 161.902 | 161.152 | 45.66 | 1884.85 |
116 | 2024.09.03 08:20 | t/p | 29 | 0.10 | 161.152 | 161.902 | 161.152 | 37.87 | 1922.72 |
117 | 2024.10.15 08:00 | buy | 30 | 0.10 | 162.669 | 0.000 | 0.000 | ||
118 | 2024.10.15 08:00 | modify | 30 | 0.10 | 162.669 | 161.269 | 164.169 | ||
119 | 2024.10.22 05:37 | buy | 31 | 0.10 | 163.423 | 0.000 | 0.000 | ||
120 | 2024.10.22 05:37 | modify | 31 | 0.10 | 163.423 | 162.744 | 164.169 | ||
121 | 2024.10.22 05:37 | buy | 32 | 0.10 | 163.423 | 0.000 | 0.000 | ||
122 | 2024.10.22 05:37 | modify | 32 | 0.10 | 163.423 | 163.044 | 164.169 | ||
123 | 2024.10.22 05:37 | modify | 30 | 0.10 | 162.669 | 163.044 | 164.169 | ||
124 | 2024.10.22 05:40 | modify | 31 | 0.10 | 163.423 | 163.044 | 164.169 | ||
125 | 2024.10.22 08:50 | buy | 33 | 0.10 | 163.575 | 0.000 | 0.000 | ||
126 | 2024.10.22 08:50 | modify | 33 | 0.10 | 163.575 | 163.419 | 164.169 | ||
127 | 2024.10.22 08:50 | modify | 32 | 0.10 | 163.423 | 163.419 | 164.169 | ||
128 | 2024.10.22 08:50 | modify | 31 | 0.10 | 163.423 | 163.419 | 164.169 | ||
129 | 2024.10.22 08:50 | modify | 30 | 0.10 | 162.669 | 163.419 | 164.169 | ||
130 | 2024.10.22 09:15 | s/l | 30 | 0.10 | 163.419 | 163.419 | 164.169 | 52.07 | 1974.79 |
131 | 2024.10.22 09:15 | s/l | 31 | 0.10 | 163.419 | 163.419 | 164.169 | -0.26 | 1974.53 |
132 | 2024.10.22 09:15 | s/l | 32 | 0.10 | 163.419 | 163.419 | 164.169 | -0.26 | 1974.27 |
133 | 2024.10.22 09:15 | s/l | 33 | 0.10 | 163.419 | 163.419 | 164.169 | -9.88 | 1964.39 |
134 | 2024.10.23 15:00 | sell | 34 | 0.10 | 164.875 | 0.000 | 0.000 | ||
135 | 2024.10.23 15:00 | modify | 34 | 0.10 | 164.875 | 166.275 | 163.375 | ||
136 | 2024.10.24 06:20 | sell | 35 | 0.10 | 164.104 | 0.000 | 0.000 | ||
137 | 2024.10.24 06:20 | modify | 35 | 0.10 | 164.104 | 164.800 | 163.375 | ||
138 | 2024.10.24 06:20 | sell | 36 | 0.10 | 164.104 | 0.000 | 0.000 | ||
139 | 2024.10.24 06:20 | modify | 36 | 0.10 | 164.104 | 164.500 | 163.375 | ||
140 | 2024.10.24 06:20 | modify | 34 | 0.10 | 164.875 | 164.500 | 163.375 | ||
141 | 2024.10.24 06:22 | modify | 35 | 0.10 | 164.104 | 164.500 | 163.375 | ||
142 | 2024.10.24 06:55 | sell | 37 | 0.10 | 163.971 | 0.000 | 0.000 | ||
143 | 2024.10.24 06:55 | modify | 37 | 0.10 | 163.971 | 164.125 | 163.375 | ||
144 | 2024.10.24 06:55 | modify | 36 | 0.10 | 164.104 | 164.125 | 163.375 | ||
145 | 2024.10.24 06:55 | modify | 35 | 0.10 | 164.104 | 164.125 | 163.375 | ||
146 | 2024.10.24 06:55 | modify | 34 | 0.10 | 164.875 | 164.125 | 163.375 | ||
147 | 2024.10.24 07:02 | s/l | 34 | 0.10 | 164.125 | 164.125 | 163.375 | 43.29 | 2007.69 |
148 | 2024.10.24 07:02 | s/l | 35 | 0.10 | 164.125 | 164.125 | 163.375 | -1.33 | 2006.36 |
149 | 2024.10.24 07:02 | s/l | 36 | 0.10 | 164.125 | 164.125 | 163.375 | -1.33 | 2005.03 |
150 | 2024.10.24 07:02 | s/l | 37 | 0.10 | 164.125 | 164.125 | 163.375 | -9.75 | 1995.28 |