Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 20:00 (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=4; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2615 | Ticks modelled | 79680 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 924.39 | Gross profit | 1246.34 | Gross loss | -321.95 |
Profit factor | 3.87 | Expected payoff | 24.33 | ||
Absolute drawdown | 62.73 | Maximal drawdown | 180.83 (9.18%) | Relative drawdown | 15.15% (177.08) |
Total trades | 38 | Short positions (won %) | 34 (70.59%) | Long positions (won %) | 4 (25.00%) |
Profit trades (% of total) | 25 (65.79%) | Loss trades (% of total) | 13 (34.21%) | ||
Largest | profit trade | 93.61 | loss trade | -39.08 | |
Average | profit trade | 49.85 | loss trade | -24.77 | |
Maximum | consecutive wins (profit in money) | 9 (423.15) | consecutive losses (loss in money) | 4 (-116.50) | |
Maximal | consecutive profit (count of wins) | 423.15 (9) | consecutive loss (count of losses) | -116.50 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.01.04 20:00 | sell | 1 | 0.10 | 158.275 | 0.000 | 0.000 | ||
2 | 2024.01.04 20:00 | modify | 1 | 0.10 | 158.275 | 158.675 | 156.775 | ||
3 | 2024.01.05 00:40 | s/l | 1 | 0.10 | 158.675 | 158.675 | 156.775 | -26.73 | 973.27 |
4 | 2024.02.26 20:00 | sell | 2 | 0.10 | 163.518 | 0.000 | 0.000 | ||
5 | 2024.02.26 20:00 | modify | 2 | 0.10 | 163.518 | 163.918 | 162.018 | ||
6 | 2024.02.28 13:15 | sell | 3 | 0.10 | 162.832 | 0.000 | 0.000 | ||
7 | 2024.02.28 13:15 | modify | 3 | 0.10 | 162.832 | 163.443 | 162.018 | ||
8 | 2024.02.28 13:15 | modify | 2 | 0.10 | 163.518 | 163.443 | 162.018 | ||
9 | 2024.02.29 02:00 | sell | 4 | 0.10 | 162.665 | 0.000 | 0.000 | ||
10 | 2024.02.29 02:00 | modify | 4 | 0.10 | 162.665 | 163.143 | 162.018 | ||
11 | 2024.02.29 02:00 | modify | 3 | 0.10 | 162.832 | 163.143 | 162.018 | ||
12 | 2024.02.29 02:00 | modify | 2 | 0.10 | 163.518 | 163.143 | 162.018 | ||
13 | 2024.02.29 02:20 | sell | 5 | 0.10 | 162.535 | 0.000 | 0.000 | ||
14 | 2024.02.29 02:20 | modify | 5 | 0.10 | 162.535 | 162.918 | 162.018 | ||
15 | 2024.02.29 02:20 | modify | 4 | 0.10 | 162.665 | 162.918 | 162.018 | ||
16 | 2024.02.29 02:20 | modify | 3 | 0.10 | 162.832 | 162.918 | 162.018 | ||
17 | 2024.02.29 02:20 | modify | 2 | 0.10 | 163.518 | 162.918 | 162.018 | ||
18 | 2024.02.29 15:30 | t/p | 2 | 0.10 | 162.018 | 162.918 | 162.018 | 88.00 | 1061.27 |
19 | 2024.02.29 15:30 | t/p | 3 | 0.10 | 162.018 | 162.918 | 162.018 | 47.35 | 1108.62 |
20 | 2024.02.29 15:30 | t/p | 4 | 0.10 | 162.018 | 162.918 | 162.018 | 40.98 | 1149.60 |
21 | 2024.02.29 15:30 | t/p | 5 | 0.10 | 162.018 | 162.918 | 162.018 | 32.74 | 1182.34 |
22 | 2024.03.04 20:00 | sell | 6 | 0.10 | 163.444 | 0.000 | 0.000 | ||
23 | 2024.03.04 20:00 | modify | 6 | 0.10 | 163.444 | 163.844 | 161.944 | ||
24 | 2024.03.05 14:25 | sell | 7 | 0.10 | 162.769 | 0.000 | 0.000 | ||
25 | 2024.03.05 14:25 | modify | 7 | 0.10 | 162.769 | 163.369 | 161.944 | ||
26 | 2024.03.05 14:25 | modify | 6 | 0.10 | 163.444 | 163.369 | 161.944 | ||
27 | 2024.03.05 20:15 | sell | 8 | 0.10 | 162.607 | 0.000 | 0.000 | ||
28 | 2024.03.05 20:15 | modify | 8 | 0.10 | 162.607 | 163.069 | 161.944 | ||
29 | 2024.03.05 20:15 | modify | 7 | 0.10 | 162.769 | 163.069 | 161.944 | ||
30 | 2024.03.05 20:15 | modify | 6 | 0.10 | 163.444 | 163.069 | 161.944 | ||
31 | 2024.03.07 00:30 | sell | 9 | 0.10 | 162.454 | 0.000 | 0.000 | ||
32 | 2024.03.07 00:30 | modify | 9 | 0.10 | 162.454 | 162.844 | 161.944 | ||
33 | 2024.03.07 00:30 | modify | 8 | 0.10 | 162.607 | 162.844 | 161.944 | ||
34 | 2024.03.07 00:30 | modify | 7 | 0.10 | 162.769 | 162.844 | 161.944 | ||
35 | 2024.03.07 00:30 | modify | 6 | 0.10 | 163.444 | 162.844 | 161.944 | ||
36 | 2024.03.07 01:40 | t/p | 6 | 0.10 | 161.944 | 162.844 | 161.944 | 88.00 | 1270.34 |
37 | 2024.03.07 01:40 | t/p | 7 | 0.10 | 161.944 | 162.844 | 161.944 | 46.65 | 1316.99 |
38 | 2024.03.07 01:40 | t/p | 8 | 0.10 | 161.944 | 162.844 | 161.944 | 36.38 | 1353.37 |
39 | 2024.03.07 01:40 | t/p | 9 | 0.10 | 161.944 | 162.844 | 161.944 | 32.30 | 1385.67 |
40 | 2024.03.15 20:00 | sell | 10 | 0.10 | 162.333 | 0.000 | 0.000 | ||
41 | 2024.03.15 20:00 | modify | 10 | 0.10 | 162.333 | 162.733 | 160.833 | ||
42 | 2024.03.19 03:30 | s/l | 10 | 0.10 | 162.733 | 162.733 | 160.833 | -28.14 | 1357.53 |
43 | 2024.04.18 16:00 | sell | 11 | 0.10 | 164.813 | 0.000 | 0.000 | ||
44 | 2024.04.18 16:00 | modify | 11 | 0.10 | 164.813 | 165.213 | 163.313 | ||
45 | 2024.04.19 01:20 | sell | 12 | 0.10 | 164.115 | 0.000 | 0.000 | ||
46 | 2024.04.19 01:20 | modify | 12 | 0.10 | 164.115 | 164.738 | 163.313 | ||
47 | 2024.04.19 01:20 | modify | 11 | 0.10 | 164.813 | 164.738 | 163.313 | ||
48 | 2024.04.19 01:30 | sell | 13 | 0.10 | 163.823 | 0.000 | 0.000 | ||
49 | 2024.04.19 01:30 | modify | 13 | 0.10 | 163.823 | 164.213 | 163.313 | ||
50 | 2024.04.19 01:30 | modify | 12 | 0.10 | 164.115 | 164.213 | 163.313 | ||
51 | 2024.04.19 01:30 | modify | 11 | 0.10 | 164.813 | 164.213 | 163.313 | ||
52 | 2024.04.19 02:40 | t/p | 11 | 0.10 | 163.313 | 164.213 | 163.313 | 93.61 | 1451.13 |
53 | 2024.04.19 02:40 | t/p | 12 | 0.10 | 163.313 | 164.213 | 163.313 | 50.80 | 1501.93 |
54 | 2024.04.19 02:40 | t/p | 13 | 0.10 | 163.313 | 164.213 | 163.313 | 32.31 | 1534.24 |
55 | 2024.05.13 20:00 | sell | 14 | 0.10 | 168.538 | 0.000 | 0.000 | ||
56 | 2024.05.13 20:00 | modify | 14 | 0.10 | 168.538 | 168.938 | 167.038 | ||
57 | 2024.05.14 10:40 | s/l | 14 | 0.10 | 168.938 | 168.938 | 167.038 | -26.74 | 1507.50 |
58 | 2024.05.14 20:00 | sell | 15 | 0.10 | 169.291 | 0.000 | 0.000 | ||
59 | 2024.05.14 20:00 | modify | 15 | 0.10 | 169.291 | 169.691 | 167.791 | ||
60 | 2024.05.15 09:25 | sell | 16 | 0.10 | 168.609 | 0.000 | 0.000 | ||
61 | 2024.05.15 09:25 | modify | 16 | 0.10 | 168.609 | 169.216 | 167.791 | ||
62 | 2024.05.15 09:25 | modify | 15 | 0.10 | 169.291 | 169.216 | 167.791 | ||
63 | 2024.05.15 12:20 | sell | 17 | 0.10 | 168.442 | 0.000 | 0.000 | ||
64 | 2024.05.15 12:20 | modify | 17 | 0.10 | 168.442 | 168.916 | 167.791 | ||
65 | 2024.05.15 12:20 | modify | 16 | 0.10 | 168.609 | 168.916 | 167.791 | ||
66 | 2024.05.15 12:20 | modify | 15 | 0.10 | 169.291 | 168.916 | 167.791 | ||
67 | 2024.05.15 16:05 | sell | 18 | 0.10 | 168.291 | 0.000 | 0.000 | ||
68 | 2024.05.15 16:05 | modify | 18 | 0.10 | 168.291 | 168.691 | 167.791 | ||
69 | 2024.05.15 16:05 | modify | 17 | 0.10 | 168.442 | 168.691 | 167.791 | ||
70 | 2024.05.15 16:05 | modify | 16 | 0.10 | 168.609 | 168.691 | 167.791 | ||
71 | 2024.05.15 16:05 | modify | 15 | 0.10 | 169.291 | 168.691 | 167.791 | ||
72 | 2024.05.16 00:30 | t/p | 15 | 0.10 | 167.791 | 168.691 | 167.791 | 89.39 | 1596.89 |
73 | 2024.05.16 00:30 | t/p | 16 | 0.10 | 167.791 | 168.691 | 167.791 | 47.60 | 1644.50 |
74 | 2024.05.16 00:30 | t/p | 17 | 0.10 | 167.791 | 168.691 | 167.791 | 37.02 | 1681.52 |
75 | 2024.05.16 00:30 | t/p | 18 | 0.10 | 167.791 | 168.691 | 167.791 | 27.45 | 1708.97 |
76 | 2024.05.28 20:00 | sell | 19 | 0.10 | 170.670 | 0.000 | 0.000 | ||
77 | 2024.05.28 20:00 | modify | 19 | 0.10 | 170.670 | 171.070 | 169.170 | ||
78 | 2024.05.30 00:30 | sell | 20 | 0.10 | 169.986 | 0.000 | 0.000 | ||
79 | 2024.05.30 00:30 | modify | 20 | 0.10 | 169.986 | 170.595 | 169.170 | ||
80 | 2024.05.30 00:30 | modify | 19 | 0.10 | 170.670 | 170.595 | 169.170 | ||
81 | 2024.05.30 00:40 | sell | 21 | 0.10 | 169.834 | 0.000 | 0.000 | ||
82 | 2024.05.30 00:40 | modify | 21 | 0.10 | 169.834 | 170.295 | 169.170 | ||
83 | 2024.05.30 00:40 | modify | 20 | 0.10 | 169.986 | 170.295 | 169.170 | ||
84 | 2024.05.30 00:40 | modify | 19 | 0.10 | 170.670 | 170.295 | 169.170 | ||
85 | 2024.05.30 04:55 | sell | 22 | 0.10 | 169.693 | 0.000 | 0.000 | ||
86 | 2024.05.30 04:55 | modify | 22 | 0.10 | 169.693 | 170.070 | 169.170 | ||
87 | 2024.05.30 04:55 | modify | 21 | 0.10 | 169.834 | 170.070 | 169.170 | ||
88 | 2024.05.30 04:55 | modify | 20 | 0.10 | 169.986 | 170.070 | 169.170 | ||
89 | 2024.05.30 04:55 | modify | 19 | 0.10 | 170.670 | 170.070 | 169.170 | ||
90 | 2024.05.30 06:40 | t/p | 19 | 0.10 | 169.170 | 170.070 | 169.170 | 89.40 | 1798.37 |
91 | 2024.05.30 06:40 | t/p | 20 | 0.10 | 169.170 | 170.070 | 169.170 | 51.68 | 1850.05 |
92 | 2024.05.30 06:40 | t/p | 21 | 0.10 | 169.170 | 170.070 | 169.170 | 42.06 | 1892.11 |
93 | 2024.05.30 06:40 | t/p | 22 | 0.10 | 169.170 | 170.070 | 169.170 | 33.13 | 1925.24 |
94 | 2024.06.10 16:00 | buy | 23 | 0.10 | 168.734 | 0.000 | 0.000 | ||
95 | 2024.06.10 16:00 | modify | 23 | 0.10 | 168.734 | 168.334 | 170.234 | ||
96 | 2024.06.11 03:05 | buy | 24 | 0.10 | 169.426 | 0.000 | 0.000 | ||
97 | 2024.06.11 03:05 | modify | 24 | 0.10 | 169.426 | 168.809 | 170.234 | ||
98 | 2024.06.11 03:05 | modify | 23 | 0.10 | 168.734 | 168.809 | 170.234 | ||
99 | 2024.06.11 10:40 | s/l | 23 | 0.10 | 168.809 | 168.809 | 170.234 | 5.40 | 1930.65 |
100 | 2024.06.11 10:40 | s/l | 24 | 0.10 | 168.809 | 168.809 | 170.234 | -39.08 | 1891.57 |
101 | 2024.07.11 20:00 | buy | 25 | 0.10 | 172.590 | 0.000 | 0.000 | ||
102 | 2024.07.11 20:00 | modify | 25 | 0.10 | 172.590 | 172.190 | 174.090 | ||
103 | 2024.07.11 23:30 | s/l | 25 | 0.10 | 172.190 | 172.190 | 174.090 | -25.34 | 1866.23 |
104 | 2024.07.17 16:00 | buy | 26 | 0.10 | 171.192 | 0.000 | 0.000 | ||
105 | 2024.07.17 16:00 | modify | 26 | 0.10 | 171.192 | 170.792 | 172.692 | ||
106 | 2024.07.17 16:40 | s/l | 26 | 0.10 | 170.792 | 170.792 | 172.692 | -25.34 | 1840.89 |
107 | 2024.08.12 16:00 | sell | 27 | 0.10 | 161.232 | 0.000 | 0.000 | ||
108 | 2024.08.12 16:00 | modify | 27 | 0.10 | 161.232 | 161.632 | 159.732 | ||
109 | 2024.08.13 04:40 | s/l | 27 | 0.10 | 161.632 | 161.632 | 159.732 | -26.74 | 1814.14 |
110 | 2024.08.15 20:00 | sell | 28 | 0.10 | 163.556 | 0.000 | 0.000 | ||
111 | 2024.08.15 20:00 | modify | 28 | 0.10 | 163.556 | 163.956 | 162.056 | ||
112 | 2024.08.16 11:50 | sell | 29 | 0.10 | 162.702 | 0.000 | 0.000 | ||
113 | 2024.08.16 11:50 | modify | 29 | 0.10 | 162.702 | 163.181 | 162.056 | ||
114 | 2024.08.16 11:50 | modify | 28 | 0.10 | 163.556 | 163.181 | 162.056 | ||
115 | 2024.08.16 13:35 | sell | 30 | 0.10 | 162.581 | 0.000 | 0.000 | ||
116 | 2024.08.16 13:35 | modify | 30 | 0.10 | 162.581 | 162.956 | 162.056 | ||
117 | 2024.08.16 13:35 | modify | 29 | 0.10 | 162.702 | 162.956 | 162.056 | ||
118 | 2024.08.16 13:35 | modify | 28 | 0.10 | 163.556 | 162.956 | 162.056 | ||
119 | 2024.08.16 15:35 | sell | 31 | 0.10 | 162.881 | 0.000 | 0.000 | ||
120 | 2024.08.16 15:35 | modify | 31 | 0.10 | 162.881 | 163.481 | 162.056 | ||
121 | 2024.08.16 15:40 | s/l | 28 | 0.10 | 162.956 | 162.956 | 162.056 | 36.60 | 1850.74 |
122 | 2024.08.16 15:40 | s/l | 29 | 0.10 | 162.956 | 162.956 | 162.056 | -16.09 | 1834.65 |
123 | 2024.08.16 15:40 | s/l | 30 | 0.10 | 162.956 | 162.956 | 162.056 | -23.75 | 1810.90 |
124 | 2024.08.16 15:40 | close | 31 | 0.10 | 163.049 | 163.481 | 162.056 | -10.64 | 1800.26 |
125 | 2024.09.02 20:00 | sell | 32 | 0.10 | 162.655 | 0.000 | 0.000 | ||
126 | 2024.09.02 20:00 | modify | 32 | 0.10 | 162.655 | 163.055 | 161.155 | ||
127 | 2024.09.03 03:40 | sell | 33 | 0.10 | 161.953 | 0.000 | 0.000 | ||
128 | 2024.09.03 03:40 | modify | 33 | 0.10 | 161.953 | 162.580 | 161.155 | ||
129 | 2024.09.03 03:40 | modify | 32 | 0.10 | 162.655 | 162.580 | 161.155 | ||
130 | 2024.09.03 08:30 | t/p | 32 | 0.10 | 161.155 | 162.580 | 161.155 | 93.60 | 1893.86 |
131 | 2024.09.03 08:30 | t/p | 33 | 0.10 | 161.155 | 162.580 | 161.155 | 50.54 | 1944.40 |
132 | 2024.10.09 20:00 | sell | 34 | 0.10 | 163.331 | 0.000 | 0.000 | ||
133 | 2024.10.09 20:00 | modify | 34 | 0.10 | 163.331 | 163.731 | 161.831 | ||
134 | 2024.10.10 12:40 | sell | 35 | 0.10 | 162.351 | 0.000 | 0.000 | ||
135 | 2024.10.10 12:40 | modify | 35 | 0.10 | 162.351 | 162.731 | 161.831 | ||
136 | 2024.10.10 12:40 | modify | 34 | 0.10 | 163.331 | 162.731 | 161.831 | ||
137 | 2024.10.10 13:05 | s/l | 34 | 0.10 | 162.731 | 162.731 | 161.831 | 33.79 | 1978.19 |
138 | 2024.10.10 13:05 | s/l | 35 | 0.10 | 162.731 | 162.731 | 161.831 | -24.07 | 1954.12 |
139 | 2024.10.23 16:00 | sell | 36 | 0.10 | 164.721 | 0.000 | 0.000 | ||
140 | 2024.10.23 16:00 | modify | 36 | 0.10 | 164.721 | 165.121 | 163.221 | ||
141 | 2024.10.24 07:25 | sell | 37 | 0.10 | 164.035 | 0.000 | 0.000 | ||
142 | 2024.10.24 07:25 | modify | 37 | 0.10 | 164.035 | 164.646 | 163.221 | ||
143 | 2024.10.24 07:25 | modify | 36 | 0.10 | 164.721 | 164.646 | 163.221 | ||
144 | 2024.10.24 16:40 | sell | 38 | 0.10 | 163.879 | 0.000 | 0.000 | ||
145 | 2024.10.24 16:40 | modify | 38 | 0.10 | 163.879 | 164.346 | 163.221 | ||
146 | 2024.10.24 16:40 | modify | 37 | 0.10 | 164.035 | 164.346 | 163.221 | ||
147 | 2024.10.24 16:40 | modify | 36 | 0.10 | 164.721 | 164.346 | 163.221 | ||
148 | 2024.10.24 18:40 | s/l | 36 | 0.10 | 164.346 | 164.346 | 163.221 | 19.54 | 1973.67 |
149 | 2024.10.24 18:40 | s/l | 37 | 0.10 | 164.346 | 164.346 | 163.221 | -19.70 | 1953.97 |
150 | 2024.10.24 18:40 | s/l | 38 | 0.10 | 164.346 | 164.346 | 163.221 | -29.58 | 1924.39 |