Symbol | AUDJPY (Australian Dollar 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 79521 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1177.96 | Gross profit | 1601.73 | Gross loss | -423.76 |
Profit factor | 3.78 | Expected payoff | 28.73 | ||
Absolute drawdown | 30.23 | Maximal drawdown | 192.30 (12.59%) | Relative drawdown | 12.59% (192.30) |
Total trades | 41 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 26 (73.08%) |
Profit trades (% of total) | 31 (75.61%) | Loss trades (% of total) | 10 (24.39%) | ||
Largest | profit trade | 100.14 | loss trade | -45.40 | |
Average | profit trade | 51.67 | loss trade | -42.38 | |
Maximum | consecutive wins (profit in money) | 8 (413.24) | consecutive losses (loss in money) | 3 (-132.58) | |
Maximal | consecutive profit (count of wins) | 413.24 (8) | consecutive loss (count of losses) | -132.58 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.22 08:00 | buy | 1 | 0.10 | 98.685 | 0.000 | 0.000 | ||
2 | 2024.03.22 08:00 | modify | 1 | 0.10 | 98.685 | 97.985 | 100.185 | ||
3 | 2024.04.03 15:20 | buy | 2 | 0.10 | 99.462 | 0.000 | 0.000 | ||
4 | 2024.04.03 15:20 | modify | 2 | 0.10 | 99.462 | 98.910 | 100.185 | ||
5 | 2024.04.03 15:20 | modify | 1 | 0.10 | 98.685 | 98.910 | 100.185 | ||
6 | 2024.04.03 15:30 | buy | 3 | 0.10 | 99.511 | 0.000 | 0.000 | ||
7 | 2024.04.03 15:30 | modify | 3 | 0.10 | 99.511 | 99.135 | 100.185 | ||
8 | 2024.04.03 15:30 | modify | 2 | 0.10 | 99.462 | 99.135 | 100.185 | ||
9 | 2024.04.03 15:30 | modify | 1 | 0.10 | 98.685 | 99.135 | 100.185 | ||
10 | 2024.04.04 04:30 | buy | 4 | 0.10 | 99.910 | 0.000 | 0.000 | ||
11 | 2024.04.04 04:30 | modify | 4 | 0.10 | 99.910 | 99.210 | 100.185 | ||
12 | 2024.04.04 04:30 | modify | 3 | 0.10 | 99.511 | 99.210 | 100.185 | ||
13 | 2024.04.04 04:30 | modify | 2 | 0.10 | 99.462 | 99.210 | 100.185 | ||
14 | 2024.04.04 04:30 | modify | 1 | 0.10 | 98.685 | 99.210 | 100.185 | ||
15 | 2024.04.04 09:30 | t/p | 1 | 0.10 | 100.185 | 99.210 | 100.185 | 100.14 | 1100.14 |
16 | 2024.04.04 09:30 | t/p | 2 | 0.10 | 100.185 | 99.210 | 100.185 | 46.98 | 1147.12 |
17 | 2024.04.04 09:30 | t/p | 3 | 0.10 | 100.185 | 99.210 | 100.185 | 43.87 | 1190.99 |
18 | 2024.04.04 09:30 | t/p | 4 | 0.10 | 100.185 | 99.210 | 100.185 | 17.42 | 1208.41 |
19 | 2024.04.19 04:00 | buy | 5 | 0.10 | 98.638 | 0.000 | 0.000 | ||
20 | 2024.04.19 04:00 | modify | 5 | 0.10 | 98.638 | 97.938 | 100.138 | ||
21 | 2024.04.19 15:05 | buy | 6 | 0.10 | 99.396 | 0.000 | 0.000 | ||
22 | 2024.04.19 15:05 | modify | 6 | 0.10 | 99.396 | 98.863 | 100.138 | ||
23 | 2024.04.19 15:05 | modify | 5 | 0.10 | 98.638 | 98.863 | 100.138 | ||
24 | 2024.04.22 02:05 | buy | 7 | 0.10 | 99.838 | 0.000 | 0.000 | ||
25 | 2024.04.22 02:05 | modify | 7 | 0.10 | 99.838 | 99.163 | 100.138 | ||
26 | 2024.04.22 02:05 | modify | 6 | 0.10 | 99.396 | 99.163 | 100.138 | ||
27 | 2024.04.22 02:05 | modify | 5 | 0.10 | 98.638 | 99.163 | 100.138 | ||
28 | 2024.04.22 06:45 | buy | 8 | 0.10 | 99.483 | 0.000 | 0.000 | ||
29 | 2024.04.22 06:45 | modify | 8 | 0.10 | 99.483 | 99.088 | 100.138 | ||
30 | 2024.04.22 06:50 | modify | 8 | 0.10 | 99.483 | 99.163 | 100.138 | ||
31 | 2024.04.23 13:40 | t/p | 5 | 0.10 | 100.138 | 99.163 | 100.138 | 95.78 | 1304.19 |
32 | 2024.04.23 13:40 | t/p | 6 | 0.10 | 100.138 | 99.163 | 100.138 | 47.78 | 1351.97 |
33 | 2024.04.23 13:40 | t/p | 7 | 0.10 | 100.138 | 99.163 | 100.138 | 19.40 | 1371.37 |
34 | 2024.04.23 13:40 | t/p | 8 | 0.10 | 100.138 | 99.163 | 100.138 | 41.88 | 1413.24 |
35 | 2024.04.26 08:00 | sell | 9 | 0.10 | 102.527 | 0.000 | 0.000 | ||
36 | 2024.04.26 08:00 | modify | 9 | 0.10 | 102.527 | 103.227 | 101.027 | ||
37 | 2024.04.26 20:10 | s/l | 9 | 0.10 | 103.227 | 103.227 | 101.027 | -44.32 | 1368.92 |
38 | 2024.04.29 04:00 | sell | 10 | 0.10 | 104.644 | 0.000 | 0.000 | ||
39 | 2024.04.29 04:00 | modify | 10 | 0.10 | 104.644 | 105.344 | 103.144 | ||
40 | 2024.04.29 04:20 | sell | 11 | 0.10 | 103.819 | 0.000 | 0.000 | ||
41 | 2024.04.29 04:20 | modify | 11 | 0.10 | 103.819 | 104.194 | 103.144 | ||
42 | 2024.04.29 04:20 | modify | 10 | 0.10 | 104.644 | 104.194 | 103.144 | ||
43 | 2024.04.29 04:30 | t/p | 10 | 0.10 | 103.144 | 104.194 | 103.144 | 94.98 | 1463.90 |
44 | 2024.04.29 04:30 | t/p | 11 | 0.10 | 103.144 | 104.194 | 103.144 | 42.74 | 1506.64 |
45 | 2024.05.02 00:00 | buy | 12 | 0.10 | 101.722 | 0.000 | 0.000 | ||
46 | 2024.05.02 00:00 | modify | 12 | 0.10 | 101.722 | 101.022 | 103.222 | ||
47 | 2024.05.02 11:40 | s/l | 12 | 0.10 | 101.022 | 101.022 | 103.222 | -44.32 | 1462.32 |
48 | 2024.07.22 08:00 | buy | 13 | 0.10 | 104.521 | 0.000 | 0.000 | ||
49 | 2024.07.22 08:00 | modify | 13 | 0.10 | 104.521 | 103.821 | 106.021 | ||
50 | 2024.07.23 03:30 | s/l | 13 | 0.10 | 103.821 | 103.821 | 106.021 | -43.93 | 1418.39 |
51 | 2024.07.24 04:00 | buy | 14 | 0.10 | 102.278 | 0.000 | 0.000 | ||
52 | 2024.07.24 04:00 | modify | 14 | 0.10 | 102.278 | 101.578 | 103.778 | ||
53 | 2024.07.24 12:40 | s/l | 14 | 0.10 | 101.578 | 101.578 | 103.778 | -44.33 | 1374.06 |
54 | 2024.07.25 04:00 | buy | 15 | 0.10 | 99.830 | 0.000 | 0.000 | ||
55 | 2024.07.25 04:00 | modify | 15 | 0.10 | 99.830 | 99.130 | 101.330 | ||
56 | 2024.07.25 14:30 | buy | 16 | 0.10 | 100.600 | 0.000 | 0.000 | ||
57 | 2024.07.25 14:30 | modify | 16 | 0.10 | 100.600 | 100.055 | 101.330 | ||
58 | 2024.07.25 14:30 | modify | 15 | 0.10 | 99.830 | 100.055 | 101.330 | ||
59 | 2024.07.25 19:10 | buy | 17 | 0.10 | 100.669 | 0.000 | 0.000 | ||
60 | 2024.07.25 19:10 | modify | 17 | 0.10 | 100.669 | 100.280 | 101.330 | ||
61 | 2024.07.25 19:10 | modify | 16 | 0.10 | 100.600 | 100.280 | 101.330 | ||
62 | 2024.07.25 19:10 | modify | 15 | 0.10 | 99.830 | 100.280 | 101.330 | ||
63 | 2024.07.26 07:50 | buy | 18 | 0.10 | 101.049 | 0.000 | 0.000 | ||
64 | 2024.07.26 07:50 | modify | 18 | 0.10 | 101.049 | 100.355 | 101.330 | ||
65 | 2024.07.26 07:50 | modify | 17 | 0.10 | 100.669 | 100.355 | 101.330 | ||
66 | 2024.07.26 07:50 | modify | 16 | 0.10 | 100.600 | 100.355 | 101.330 | ||
67 | 2024.07.26 07:50 | modify | 15 | 0.10 | 99.830 | 100.355 | 101.330 | ||
68 | 2024.07.26 10:30 | t/p | 15 | 0.10 | 101.330 | 100.355 | 101.330 | 95.38 | 1469.44 |
69 | 2024.07.26 10:30 | t/p | 16 | 0.10 | 101.330 | 100.355 | 101.330 | 46.63 | 1516.06 |
70 | 2024.07.26 10:30 | t/p | 17 | 0.10 | 101.330 | 100.355 | 101.330 | 42.26 | 1558.32 |
71 | 2024.07.26 10:30 | t/p | 18 | 0.10 | 101.330 | 100.355 | 101.330 | 17.79 | 1576.11 |
72 | 2024.07.30 08:00 | sell | 19 | 0.10 | 101.475 | 0.000 | 0.000 | ||
73 | 2024.07.30 08:00 | modify | 19 | 0.10 | 101.475 | 102.175 | 99.975 | ||
74 | 2024.07.30 18:35 | sell | 20 | 0.10 | 100.261 | 0.000 | 0.000 | ||
75 | 2024.07.30 18:35 | modify | 20 | 0.10 | 100.261 | 100.950 | 99.975 | ||
76 | 2024.07.30 18:35 | modify | 19 | 0.10 | 101.475 | 100.950 | 99.975 | ||
77 | 2024.07.30 20:40 | t/p | 19 | 0.10 | 99.975 | 100.950 | 99.975 | 94.97 | 1671.08 |
78 | 2024.07.30 20:40 | t/p | 20 | 0.10 | 99.975 | 100.950 | 99.975 | 18.10 | 1689.18 |
79 | 2024.07.31 00:00 | buy | 21 | 0.10 | 99.869 | 0.000 | 0.000 | ||
80 | 2024.07.31 00:00 | modify | 21 | 0.10 | 99.869 | 99.169 | 101.369 | ||
81 | 2024.07.31 01:30 | s/l | 21 | 0.10 | 99.169 | 99.169 | 101.369 | -44.32 | 1644.86 |
82 | 2024.08.07 04:00 | sell | 22 | 0.10 | 96.543 | 0.000 | 0.000 | ||
83 | 2024.08.07 04:00 | modify | 22 | 0.10 | 96.543 | 97.243 | 95.043 | ||
84 | 2024.08.07 18:20 | sell | 23 | 0.10 | 95.788 | 0.000 | 0.000 | ||
85 | 2024.08.07 18:20 | modify | 23 | 0.10 | 95.788 | 96.318 | 95.043 | ||
86 | 2024.08.07 18:20 | modify | 22 | 0.10 | 96.543 | 96.318 | 95.043 | ||
87 | 2024.08.07 18:46 | sell | 24 | 0.10 | 95.700 | 0.000 | 0.000 | ||
88 | 2024.08.07 18:46 | modify | 24 | 0.10 | 95.700 | 96.093 | 95.043 | ||
89 | 2024.08.07 18:46 | modify | 23 | 0.10 | 95.788 | 96.093 | 95.043 | ||
90 | 2024.08.07 18:46 | modify | 22 | 0.10 | 96.543 | 96.093 | 95.043 | ||
91 | 2024.08.07 22:40 | sell | 25 | 0.10 | 95.331 | 0.000 | 0.000 | ||
92 | 2024.08.07 22:40 | modify | 25 | 0.10 | 95.331 | 96.018 | 95.043 | ||
93 | 2024.08.07 22:40 | modify | 24 | 0.10 | 95.700 | 96.018 | 95.043 | ||
94 | 2024.08.07 22:40 | modify | 23 | 0.10 | 95.788 | 96.018 | 95.043 | ||
95 | 2024.08.07 22:40 | modify | 22 | 0.10 | 96.543 | 96.018 | 95.043 | ||
96 | 2024.08.07 23:40 | t/p | 22 | 0.10 | 95.043 | 96.018 | 95.043 | 94.98 | 1739.84 |
97 | 2024.08.07 23:40 | t/p | 23 | 0.10 | 95.043 | 96.018 | 95.043 | 47.18 | 1787.02 |
98 | 2024.08.07 23:40 | t/p | 24 | 0.10 | 95.043 | 96.018 | 95.043 | 41.60 | 1828.62 |
99 | 2024.08.07 23:40 | t/p | 25 | 0.10 | 95.043 | 96.018 | 95.043 | 18.24 | 1846.86 |
100 | 2024.09.05 00:00 | buy | 26 | 0.10 | 96.291 | 0.000 | 0.000 | ||
101 | 2024.09.05 00:00 | modify | 26 | 0.10 | 96.291 | 95.591 | 97.791 | ||
102 | 2024.09.06 07:15 | s/l | 26 | 0.10 | 95.591 | 95.591 | 97.791 | -43.92 | 1802.93 |
103 | 2024.09.11 04:00 | buy | 27 | 0.10 | 94.077 | 0.000 | 0.000 | ||
104 | 2024.09.11 04:00 | modify | 27 | 0.10 | 94.077 | 93.377 | 95.577 | ||
105 | 2024.09.11 18:20 | buy | 28 | 0.10 | 94.837 | 0.000 | 0.000 | ||
106 | 2024.09.11 18:20 | modify | 28 | 0.10 | 94.837 | 94.302 | 95.577 | ||
107 | 2024.09.11 18:20 | modify | 27 | 0.10 | 94.077 | 94.302 | 95.577 | ||
108 | 2024.09.11 23:40 | buy | 29 | 0.10 | 95.299 | 0.000 | 0.000 | ||
109 | 2024.09.11 23:40 | modify | 29 | 0.10 | 95.299 | 94.602 | 95.577 | ||
110 | 2024.09.11 23:40 | modify | 28 | 0.10 | 94.837 | 94.602 | 95.577 | ||
111 | 2024.09.11 23:40 | modify | 27 | 0.10 | 94.077 | 94.602 | 95.577 | ||
112 | 2024.09.12 05:30 | t/p | 27 | 0.10 | 95.577 | 94.602 | 95.577 | 96.18 | 1899.11 |
113 | 2024.09.12 05:30 | t/p | 28 | 0.10 | 95.577 | 94.602 | 95.577 | 48.05 | 1947.16 |
114 | 2024.09.12 05:30 | t/p | 29 | 0.10 | 95.577 | 94.602 | 95.577 | 18.79 | 1965.95 |
115 | 2024.09.19 04:00 | sell | 30 | 0.10 | 97.255 | 0.000 | 0.000 | ||
116 | 2024.09.19 04:00 | modify | 30 | 0.10 | 97.255 | 97.955 | 95.755 | ||
117 | 2024.09.20 08:30 | s/l | 30 | 0.10 | 97.955 | 97.955 | 95.755 | -45.40 | 1920.55 |
118 | 2024.10.08 04:00 | buy | 31 | 0.10 | 99.617 | 0.000 | 0.000 | ||
119 | 2024.10.08 04:00 | modify | 31 | 0.10 | 99.617 | 98.917 | 101.117 | ||
120 | 2024.10.09 05:46 | buy | 32 | 0.10 | 100.386 | 0.000 | 0.000 | ||
121 | 2024.10.09 05:46 | modify | 32 | 0.10 | 100.386 | 99.842 | 101.117 | ||
122 | 2024.10.09 05:46 | modify | 31 | 0.10 | 99.617 | 99.842 | 101.117 | ||
123 | 2024.10.09 07:05 | s/l | 31 | 0.10 | 99.842 | 99.842 | 101.117 | 14.65 | 1935.19 |
124 | 2024.10.09 07:05 | s/l | 32 | 0.10 | 99.842 | 99.842 | 101.117 | -34.44 | 1900.75 |
125 | 2024.11.07 04:00 | sell | 33 | 0.10 | 102.173 | 0.000 | 0.000 | ||
126 | 2024.11.07 04:00 | modify | 33 | 0.10 | 102.173 | 102.873 | 100.673 | ||
127 | 2024.11.08 08:20 | sell | 34 | 0.10 | 101.401 | 0.000 | 0.000 | ||
128 | 2024.11.08 08:20 | modify | 34 | 0.10 | 101.401 | 101.948 | 100.673 | ||
129 | 2024.11.08 08:20 | modify | 33 | 0.10 | 102.173 | 101.948 | 100.673 | ||
130 | 2024.11.08 10:40 | sell | 35 | 0.10 | 100.967 | 0.000 | 0.000 | ||
131 | 2024.11.08 10:40 | modify | 35 | 0.10 | 100.967 | 101.648 | 100.673 | ||
132 | 2024.11.08 10:40 | modify | 34 | 0.10 | 101.401 | 101.648 | 100.673 | ||
133 | 2024.11.08 10:40 | modify | 33 | 0.10 | 102.173 | 101.648 | 100.673 | ||
134 | 2024.11.08 15:40 | t/p | 33 | 0.10 | 100.673 | 101.648 | 100.673 | 93.90 | 1994.65 |
135 | 2024.11.08 15:40 | t/p | 34 | 0.10 | 100.673 | 101.648 | 100.673 | 46.10 | 2040.75 |
136 | 2024.11.08 15:40 | t/p | 35 | 0.10 | 100.673 | 101.648 | 100.673 | 18.62 | 2059.37 |
137 | 2024.11.26 04:00 | buy | 36 | 0.10 | 99.826 | 0.000 | 0.000 | ||
138 | 2024.11.26 04:00 | modify | 36 | 0.10 | 99.826 | 99.126 | 101.326 | ||
139 | 2024.11.26 16:40 | s/l | 36 | 0.10 | 99.126 | 99.126 | 101.326 | -44.32 | 2015.05 |
140 | 2024.12.12 04:00 | sell | 37 | 0.10 | 97.757 | 0.000 | 0.000 | ||
141 | 2024.12.12 04:00 | modify | 37 | 0.10 | 97.757 | 98.457 | 96.257 | ||
142 | 2024.12.12 15:50 | sell | 38 | 0.10 | 97.005 | 0.000 | 0.000 | ||
143 | 2024.12.12 15:50 | modify | 38 | 0.10 | 97.005 | 97.532 | 96.257 | ||
144 | 2024.12.12 15:50 | modify | 37 | 0.10 | 97.757 | 97.532 | 96.257 | ||
145 | 2024.12.13 09:05 | s/l | 37 | 0.10 | 97.532 | 97.532 | 96.257 | 13.17 | 2028.22 |
146 | 2024.12.13 09:05 | s/l | 38 | 0.10 | 97.532 | 97.532 | 96.257 | -34.45 | 1993.76 |
147 | 2024.12.19 00:00 | buy | 39 | 0.10 | 95.997 | 0.000 | 0.000 | ||
148 | 2024.12.19 00:00 | modify | 39 | 0.10 | 95.997 | 95.297 | 97.497 | ||
149 | 2024.12.19 03:30 | buy | 40 | 0.10 | 96.828 | 0.000 | 0.000 | ||
150 | 2024.12.19 03:30 | modify | 40 | 0.10 | 96.828 | 96.447 | 97.497 | ||
151 | 2024.12.19 03:30 | modify | 39 | 0.10 | 95.997 | 96.447 | 97.497 | ||
152 | 2024.12.19 05:05 | buy | 41 | 0.10 | 96.757 | 0.000 | 0.000 | ||
153 | 2024.12.19 05:05 | modify | 41 | 0.10 | 96.757 | 96.222 | 97.497 | ||
154 | 2024.12.19 05:10 | modify | 41 | 0.10 | 96.757 | 96.447 | 97.497 | ||
155 | 2024.12.19 07:20 | t/p | 39 | 0.10 | 97.497 | 96.447 | 97.497 | 94.98 | 2088.74 |
156 | 2024.12.19 07:20 | t/p | 40 | 0.10 | 97.497 | 96.447 | 97.497 | 42.36 | 2131.10 |
157 | 2024.12.19 07:20 | t/p | 41 | 0.10 | 97.497 | 96.447 | 97.497 | 46.86 | 2177.96 |