Symbol | USDJPY (US Dollar 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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 157516 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 949.54 | Gross profit | 1224.91 | Gross loss | -275.37 |
Profit factor | 4.45 | Expected payoff | 24.35 | ||
Absolute drawdown | 94.82 | Maximal drawdown | 186.99 (11.03%) | Relative drawdown | 15.90% (185.88) |
Total trades | 39 | Short positions (won %) | 25 (68.00%) | Long positions (won %) | 14 (57.14%) |
Profit trades (% of total) | 25 (64.10%) | Loss trades (% of total) | 14 (35.90%) | ||
Largest | profit trade | 101.62 | loss trade | -27.52 | |
Average | profit trade | 49.00 | loss trade | -19.67 | |
Maximum | consecutive wins (profit in money) | 5 (289.60) | consecutive losses (loss in money) | 3 (-81.15) | |
Maximal | consecutive profit (count of wins) | 289.60 (5) | consecutive loss (count of losses) | -81.15 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.02.02 15:00 | sell | 1 | 0.10 | 147.886 | 0.000 | 0.000 | ||
2 | 2024.02.02 15:00 | modify | 1 | 0.10 | 147.886 | 148.286 | 146.386 | ||
3 | 2024.02.02 15:45 | s/l | 1 | 0.10 | 148.286 | 148.286 | 146.386 | -26.97 | 973.03 |
4 | 2024.03.05 15:00 | buy | 2 | 0.10 | 150.149 | 0.000 | 0.000 | ||
5 | 2024.03.05 15:00 | modify | 2 | 0.10 | 150.149 | 149.749 | 151.649 | ||
6 | 2024.03.05 15:16 | s/l | 2 | 0.10 | 149.749 | 149.749 | 151.649 | -26.72 | 946.31 |
7 | 2024.04.15 15:00 | sell | 3 | 0.10 | 154.329 | 0.000 | 0.000 | ||
8 | 2024.04.15 15:00 | modify | 3 | 0.10 | 154.329 | 154.729 | 152.829 | ||
9 | 2024.04.16 11:20 | s/l | 3 | 0.10 | 154.729 | 154.729 | 152.829 | -27.46 | 918.85 |
10 | 2024.06.07 15:00 | sell | 4 | 0.10 | 156.869 | 0.000 | 0.000 | ||
11 | 2024.06.07 15:00 | modify | 4 | 0.10 | 156.869 | 157.269 | 155.369 | ||
12 | 2024.06.07 15:20 | sell | 5 | 0.10 | 156.550 | 0.000 | 0.000 | ||
13 | 2024.06.07 15:20 | modify | 5 | 0.10 | 156.550 | 156.719 | 155.369 | ||
14 | 2024.06.07 15:20 | modify | 4 | 0.10 | 156.869 | 156.719 | 155.369 | ||
15 | 2024.06.07 17:02 | s/l | 4 | 0.10 | 156.719 | 156.719 | 155.369 | 9.57 | 928.42 |
16 | 2024.06.07 17:02 | s/l | 5 | 0.10 | 156.719 | 156.719 | 155.369 | -10.78 | 917.64 |
17 | 2024.06.12 16:00 | buy | 6 | 0.10 | 155.911 | 0.000 | 0.000 | ||
18 | 2024.06.12 16:00 | modify | 6 | 0.10 | 155.911 | 155.511 | 157.411 | ||
19 | 2024.06.12 18:27 | buy | 7 | 0.10 | 156.214 | 0.000 | 0.000 | ||
20 | 2024.06.12 18:27 | modify | 7 | 0.10 | 156.214 | 156.061 | 157.411 | ||
21 | 2024.06.12 18:27 | modify | 6 | 0.10 | 155.911 | 156.061 | 157.411 | ||
22 | 2024.06.12 21:22 | buy | 8 | 0.10 | 156.606 | 0.000 | 0.000 | ||
23 | 2024.06.12 21:22 | modify | 8 | 0.10 | 156.606 | 156.361 | 157.411 | ||
24 | 2024.06.12 21:22 | modify | 7 | 0.10 | 156.214 | 156.361 | 157.411 | ||
25 | 2024.06.12 21:22 | modify | 6 | 0.10 | 155.911 | 156.361 | 157.411 | ||
26 | 2024.06.12 22:33 | buy | 9 | 0.10 | 156.747 | 0.000 | 0.000 | ||
27 | 2024.06.12 22:33 | modify | 9 | 0.10 | 156.747 | 156.511 | 157.411 | ||
28 | 2024.06.12 22:33 | modify | 8 | 0.10 | 156.606 | 156.511 | 157.411 | ||
29 | 2024.06.12 22:33 | modify | 7 | 0.10 | 156.214 | 156.511 | 157.411 | ||
30 | 2024.06.12 22:33 | modify | 6 | 0.10 | 155.911 | 156.511 | 157.411 | ||
31 | 2024.06.14 03:15 | t/p | 6 | 0.10 | 157.411 | 156.511 | 157.411 | 99.15 | 1016.79 |
32 | 2024.06.14 03:15 | t/p | 7 | 0.10 | 157.411 | 156.511 | 157.411 | 79.91 | 1096.69 |
33 | 2024.06.14 03:15 | t/p | 8 | 0.10 | 157.411 | 156.511 | 157.411 | 55.03 | 1151.72 |
34 | 2024.06.14 03:15 | t/p | 9 | 0.10 | 157.411 | 156.511 | 157.411 | 46.08 | 1197.80 |
35 | 2024.07.11 16:00 | buy | 10 | 0.10 | 158.612 | 0.000 | 0.000 | ||
36 | 2024.07.11 16:00 | modify | 10 | 0.10 | 158.612 | 158.212 | 160.112 | ||
37 | 2024.07.11 17:50 | buy | 11 | 0.10 | 158.923 | 0.000 | 0.000 | ||
38 | 2024.07.11 17:50 | modify | 11 | 0.10 | 158.923 | 158.762 | 160.112 | ||
39 | 2024.07.11 17:50 | modify | 10 | 0.10 | 158.612 | 158.762 | 160.112 | ||
40 | 2024.07.11 18:02 | s/l | 10 | 0.10 | 158.762 | 158.762 | 160.112 | 9.45 | 1207.25 |
41 | 2024.07.11 18:02 | s/l | 11 | 0.10 | 158.762 | 158.762 | 160.112 | -10.14 | 1197.11 |
42 | 2024.07.24 16:00 | buy | 12 | 0.10 | 153.413 | 0.000 | 0.000 | ||
43 | 2024.07.24 16:00 | modify | 12 | 0.10 | 153.413 | 153.013 | 154.913 | ||
44 | 2024.07.24 17:25 | buy | 13 | 0.10 | 153.722 | 0.000 | 0.000 | ||
45 | 2024.07.24 17:25 | modify | 13 | 0.10 | 153.722 | 153.563 | 154.913 | ||
46 | 2024.07.24 17:25 | modify | 12 | 0.10 | 153.413 | 153.563 | 154.913 | ||
47 | 2024.07.24 18:50 | buy | 14 | 0.10 | 154.101 | 0.000 | 0.000 | ||
48 | 2024.07.24 18:50 | modify | 14 | 0.10 | 154.101 | 153.863 | 154.913 | ||
49 | 2024.07.24 18:50 | modify | 13 | 0.10 | 153.722 | 153.863 | 154.913 | ||
50 | 2024.07.24 18:50 | modify | 12 | 0.10 | 153.413 | 153.863 | 154.913 | ||
51 | 2024.07.24 20:59 | s/l | 12 | 0.10 | 153.863 | 153.863 | 154.913 | 29.24 | 1226.35 |
52 | 2024.07.24 20:59 | s/l | 13 | 0.10 | 153.863 | 153.863 | 154.913 | 9.16 | 1235.51 |
53 | 2024.07.24 20:59 | s/l | 14 | 0.10 | 153.863 | 153.863 | 154.913 | -15.47 | 1220.04 |
54 | 2024.08.15 15:00 | sell | 15 | 0.10 | 149.033 | 0.000 | 0.000 | ||
55 | 2024.08.15 15:00 | modify | 15 | 0.10 | 149.033 | 149.433 | 147.533 | ||
56 | 2024.08.16 08:40 | sell | 16 | 0.10 | 148.727 | 0.000 | 0.000 | ||
57 | 2024.08.16 08:40 | modify | 16 | 0.10 | 148.727 | 148.883 | 147.533 | ||
58 | 2024.08.16 08:40 | modify | 15 | 0.10 | 149.033 | 148.883 | 147.533 | ||
59 | 2024.08.16 10:55 | sell | 17 | 0.10 | 148.342 | 0.000 | 0.000 | ||
60 | 2024.08.16 10:55 | modify | 17 | 0.10 | 148.342 | 148.583 | 147.533 | ||
61 | 2024.08.16 10:55 | modify | 16 | 0.10 | 148.727 | 148.583 | 147.533 | ||
62 | 2024.08.16 10:55 | modify | 15 | 0.10 | 149.033 | 148.583 | 147.533 | ||
63 | 2024.08.16 11:15 | sell | 18 | 0.10 | 148.186 | 0.000 | 0.000 | ||
64 | 2024.08.16 11:15 | modify | 18 | 0.10 | 148.186 | 148.433 | 147.533 | ||
65 | 2024.08.16 11:15 | modify | 17 | 0.10 | 148.342 | 148.433 | 147.533 | ||
66 | 2024.08.16 11:15 | modify | 16 | 0.10 | 148.727 | 148.433 | 147.533 | ||
67 | 2024.08.16 11:15 | modify | 15 | 0.10 | 149.033 | 148.433 | 147.533 | ||
68 | 2024.08.18 21:02 | t/p | 15 | 0.10 | 147.533 | 148.433 | 147.533 | 100.06 | 1320.10 |
69 | 2024.08.18 21:02 | t/p | 16 | 0.10 | 147.533 | 148.433 | 147.533 | 80.93 | 1401.03 |
70 | 2024.08.18 21:02 | t/p | 17 | 0.10 | 147.533 | 148.433 | 147.533 | 54.83 | 1455.86 |
71 | 2024.08.18 21:02 | t/p | 18 | 0.10 | 147.533 | 148.433 | 147.533 | 44.26 | 1500.12 |
72 | 2024.08.20 16:00 | buy | 19 | 0.10 | 145.725 | 0.000 | 0.000 | ||
73 | 2024.08.20 16:00 | modify | 19 | 0.10 | 145.725 | 145.325 | 147.225 | ||
74 | 2024.08.20 19:50 | s/l | 19 | 0.10 | 145.325 | 145.325 | 147.225 | -27.52 | 1472.60 |
75 | 2024.08.22 15:00 | sell | 20 | 0.10 | 146.234 | 0.000 | 0.000 | ||
76 | 2024.08.22 15:00 | modify | 20 | 0.10 | 146.234 | 146.634 | 144.734 | ||
77 | 2024.08.23 00:55 | sell | 21 | 0.10 | 145.925 | 0.000 | 0.000 | ||
78 | 2024.08.23 00:55 | modify | 21 | 0.10 | 145.925 | 146.084 | 144.734 | ||
79 | 2024.08.23 00:55 | modify | 20 | 0.10 | 146.234 | 146.084 | 144.734 | ||
80 | 2024.08.23 00:59 | s/l | 20 | 0.10 | 146.084 | 146.084 | 144.734 | 8.66 | 1481.26 |
81 | 2024.08.23 00:59 | s/l | 21 | 0.10 | 146.084 | 146.084 | 144.734 | -10.88 | 1470.38 |
82 | 2024.08.29 15:00 | sell | 22 | 0.10 | 145.347 | 0.000 | 0.000 | ||
83 | 2024.08.29 15:00 | modify | 22 | 0.10 | 145.347 | 145.747 | 143.847 | ||
84 | 2024.08.29 23:35 | sell | 23 | 0.10 | 145.029 | 0.000 | 0.000 | ||
85 | 2024.08.29 23:35 | modify | 23 | 0.10 | 145.029 | 145.197 | 143.847 | ||
86 | 2024.08.29 23:35 | modify | 22 | 0.10 | 145.347 | 145.197 | 143.847 | ||
87 | 2024.08.30 00:50 | sell | 24 | 0.10 | 144.653 | 0.000 | 0.000 | ||
88 | 2024.08.30 00:50 | modify | 24 | 0.10 | 144.653 | 144.897 | 143.847 | ||
89 | 2024.08.30 00:50 | modify | 23 | 0.10 | 145.029 | 144.897 | 143.847 | ||
90 | 2024.08.30 00:50 | modify | 22 | 0.10 | 145.347 | 144.897 | 143.847 | ||
91 | 2024.08.30 01:20 | s/l | 22 | 0.10 | 144.897 | 144.897 | 143.847 | 29.44 | 1499.82 |
92 | 2024.08.30 01:20 | s/l | 23 | 0.10 | 144.897 | 144.897 | 143.847 | 7.50 | 1507.32 |
93 | 2024.08.30 01:20 | s/l | 24 | 0.10 | 144.897 | 144.897 | 143.847 | -16.84 | 1490.48 |
94 | 2024.08.30 15:00 | sell | 25 | 0.10 | 145.591 | 0.000 | 0.000 | ||
95 | 2024.08.30 15:00 | modify | 25 | 0.10 | 145.591 | 145.991 | 144.091 | ||
96 | 2024.08.30 15:50 | s/l | 25 | 0.10 | 145.991 | 145.991 | 144.091 | -27.40 | 1463.08 |
97 | 2024.09.02 16:00 | sell | 26 | 0.10 | 146.950 | 0.000 | 0.000 | ||
98 | 2024.09.02 16:00 | modify | 26 | 0.10 | 146.950 | 147.350 | 145.450 | ||
99 | 2024.09.03 01:55 | sell | 27 | 0.10 | 146.627 | 0.000 | 0.000 | ||
100 | 2024.09.03 01:55 | modify | 27 | 0.10 | 146.627 | 146.800 | 145.450 | ||
101 | 2024.09.03 01:55 | modify | 26 | 0.10 | 146.950 | 146.800 | 145.450 | ||
102 | 2024.09.03 06:15 | sell | 28 | 0.10 | 146.253 | 0.000 | 0.000 | ||
103 | 2024.09.03 06:15 | modify | 28 | 0.10 | 146.253 | 146.500 | 145.450 | ||
104 | 2024.09.03 06:15 | modify | 27 | 0.10 | 146.627 | 146.500 | 145.450 | ||
105 | 2024.09.03 06:15 | modify | 26 | 0.10 | 146.950 | 146.500 | 145.450 | ||
106 | 2024.09.03 07:17 | sell | 29 | 0.10 | 146.118 | 0.000 | 0.000 | ||
107 | 2024.09.03 07:17 | modify | 29 | 0.10 | 146.118 | 146.350 | 145.450 | ||
108 | 2024.09.03 07:17 | modify | 28 | 0.10 | 146.253 | 146.350 | 145.450 | ||
109 | 2024.09.03 07:17 | modify | 27 | 0.10 | 146.627 | 146.350 | 145.450 | ||
110 | 2024.09.03 07:17 | modify | 26 | 0.10 | 146.950 | 146.350 | 145.450 | ||
111 | 2024.09.03 13:50 | t/p | 26 | 0.10 | 145.450 | 146.350 | 145.450 | 101.62 | 1564.71 |
112 | 2024.09.03 13:50 | t/p | 27 | 0.10 | 145.450 | 146.350 | 145.450 | 81.00 | 1645.71 |
113 | 2024.09.03 13:50 | t/p | 28 | 0.10 | 145.450 | 146.350 | 145.450 | 55.27 | 1700.98 |
114 | 2024.09.03 13:50 | t/p | 29 | 0.10 | 145.450 | 146.350 | 145.450 | 45.98 | 1746.96 |
115 | 2024.10.02 16:00 | sell | 30 | 0.10 | 146.046 | 0.000 | 0.000 | ||
116 | 2024.10.02 16:00 | modify | 30 | 0.10 | 146.046 | 146.446 | 144.546 | ||
117 | 2024.10.02 19:45 | s/l | 30 | 0.10 | 146.446 | 146.446 | 144.546 | -27.31 | 1719.65 |
118 | 2024.10.14 16:00 | sell | 31 | 0.10 | 149.825 | 0.000 | 0.000 | ||
119 | 2024.10.14 16:00 | modify | 31 | 0.10 | 149.825 | 150.225 | 148.325 | ||
120 | 2024.10.15 01:15 | sell | 32 | 0.10 | 149.506 | 0.000 | 0.000 | ||
121 | 2024.10.15 01:15 | modify | 32 | 0.10 | 149.506 | 149.675 | 148.325 | ||
122 | 2024.10.15 01:15 | modify | 31 | 0.10 | 149.825 | 149.675 | 148.325 | ||
123 | 2024.10.15 02:15 | s/l | 31 | 0.10 | 149.675 | 149.675 | 148.325 | 8.41 | 1728.06 |
124 | 2024.10.15 02:15 | s/l | 32 | 0.10 | 149.675 | 149.675 | 148.325 | -11.29 | 1716.77 |
125 | 2024.10.23 15:00 | sell | 33 | 0.10 | 153.024 | 0.000 | 0.000 | ||
126 | 2024.10.23 15:00 | modify | 33 | 0.10 | 153.024 | 153.424 | 151.524 | ||
127 | 2024.10.23 21:03 | sell | 34 | 0.10 | 152.708 | 0.000 | 0.000 | ||
128 | 2024.10.23 21:03 | modify | 34 | 0.10 | 152.708 | 152.874 | 151.524 | ||
129 | 2024.10.23 21:03 | modify | 33 | 0.10 | 153.024 | 152.874 | 151.524 | ||
130 | 2024.10.24 02:50 | sell | 35 | 0.10 | 152.339 | 0.000 | 0.000 | ||
131 | 2024.10.24 02:50 | modify | 35 | 0.10 | 152.339 | 152.574 | 151.524 | ||
132 | 2024.10.24 02:50 | modify | 34 | 0.10 | 152.708 | 152.574 | 151.524 | ||
133 | 2024.10.24 02:50 | modify | 33 | 0.10 | 153.024 | 152.574 | 151.524 | ||
134 | 2024.10.24 05:07 | sell | 36 | 0.10 | 152.199 | 0.000 | 0.000 | ||
135 | 2024.10.24 05:07 | modify | 36 | 0.10 | 152.199 | 152.424 | 151.524 | ||
136 | 2024.10.24 05:07 | modify | 35 | 0.10 | 152.339 | 152.424 | 151.524 | ||
137 | 2024.10.24 05:07 | modify | 34 | 0.10 | 152.708 | 152.424 | 151.524 | ||
138 | 2024.10.24 05:07 | modify | 33 | 0.10 | 153.024 | 152.424 | 151.524 | ||
139 | 2024.10.25 05:20 | t/p | 33 | 0.10 | 151.524 | 152.424 | 151.524 | 92.59 | 1809.36 |
140 | 2024.10.25 05:20 | t/p | 34 | 0.10 | 151.524 | 152.424 | 151.524 | 71.73 | 1881.09 |
141 | 2024.10.25 05:20 | t/p | 35 | 0.10 | 151.524 | 152.424 | 151.524 | 52.19 | 1933.28 |
142 | 2024.10.25 05:20 | t/p | 36 | 0.10 | 151.524 | 152.424 | 151.524 | 42.95 | 1976.23 |
143 | 2024.11.27 15:00 | buy | 37 | 0.10 | 151.390 | 0.000 | 0.000 | ||
144 | 2024.11.27 15:00 | modify | 37 | 0.10 | 151.390 | 150.990 | 152.890 | ||
145 | 2024.11.27 15:15 | buy | 38 | 0.10 | 151.708 | 0.000 | 0.000 | ||
146 | 2024.11.27 15:15 | modify | 38 | 0.10 | 151.708 | 151.540 | 152.890 | ||
147 | 2024.11.27 15:15 | modify | 37 | 0.10 | 151.390 | 151.540 | 152.890 | ||
148 | 2024.11.27 15:35 | s/l | 37 | 0.10 | 151.540 | 151.540 | 152.890 | 9.90 | 1986.13 |
149 | 2024.11.27 15:35 | s/l | 38 | 0.10 | 151.540 | 151.540 | 152.890 | -11.08 | 1975.05 |
150 | 2024.12.30 16:00 | buy | 39 | 0.10 | 157.204 | 0.000 | 0.000 | ||
151 | 2024.12.30 16:00 | modify | 39 | 0.10 | 157.204 | 156.804 | 158.704 | ||
152 | 2024.12.30 20:50 | s/l | 39 | 0.10 | 156.804 | 156.804 | 158.704 | -25.51 | 1949.54 |