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=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 79684 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 679.97 | Gross profit | 776.22 | Gross loss | -96.25 |
Profit factor | 8.06 | Expected payoff | 25.18 | ||
Absolute drawdown | 70.54 | Maximal drawdown | 122.77 (7.91%) | Relative drawdown | 9.02% (102.84) |
Total trades | 27 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 13 (61.54%) |
Profit trades (% of total) | 18 (66.67%) | Loss trades (% of total) | 9 (33.33%) | ||
Largest | profit trade | 76.63 | loss trade | -13.11 | |
Average | profit trade | 43.12 | loss trade | -10.69 | |
Maximum | consecutive wins (profit in money) | 10 (483.41) | consecutive losses (loss in money) | 3 (-23.37) | |
Maximal | consecutive profit (count of wins) | 483.41 (10) | consecutive loss (count of losses) | -24.18 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.01.04 12:00 | sell | 1 | 0.10 | 157.932 | 0.000 | 0.000 | ||
2 | 2024.01.04 12:00 | modify | 1 | 0.10 | 157.932 | 159.232 | 156.732 | ||
3 | 2024.01.09 01:40 | sell | 2 | 0.10 | 157.245 | 0.000 | 0.000 | ||
4 | 2024.01.09 01:40 | modify | 2 | 0.10 | 157.245 | 157.452 | 156.732 | ||
5 | 2024.01.09 01:40 | modify | 1 | 0.10 | 157.932 | 157.452 | 156.732 | ||
6 | 2024.01.09 02:30 | s/l | 1 | 0.10 | 157.452 | 157.452 | 156.732 | 26.18 | 1026.18 |
7 | 2024.01.09 02:30 | s/l | 2 | 0.10 | 157.452 | 157.452 | 156.732 | -13.11 | 1013.07 |
8 | 2024.01.10 16:00 | sell | 3 | 0.10 | 159.697 | 0.000 | 0.000 | ||
9 | 2024.01.10 16:00 | modify | 3 | 0.10 | 159.697 | 160.997 | 158.497 | ||
10 | 2024.01.12 03:30 | sell | 4 | 0.10 | 159.133 | 0.000 | 0.000 | ||
11 | 2024.01.12 03:30 | modify | 4 | 0.10 | 159.133 | 159.517 | 158.497 | ||
12 | 2024.01.12 03:30 | sell | 5 | 0.10 | 159.133 | 0.000 | 0.000 | ||
13 | 2024.01.12 03:30 | modify | 5 | 0.10 | 159.133 | 159.337 | 158.497 | ||
14 | 2024.01.12 03:30 | modify | 3 | 0.10 | 159.697 | 159.337 | 158.497 | ||
15 | 2024.01.12 03:35 | modify | 4 | 0.10 | 159.133 | 159.337 | 158.497 | ||
16 | 2024.01.12 03:40 | sell | 6 | 0.10 | 159.016 | 0.000 | 0.000 | ||
17 | 2024.01.12 03:40 | modify | 6 | 0.10 | 159.016 | 159.217 | 158.497 | ||
18 | 2024.01.12 03:40 | modify | 5 | 0.10 | 159.133 | 159.217 | 158.497 | ||
19 | 2024.01.12 03:40 | modify | 4 | 0.10 | 159.133 | 159.217 | 158.497 | ||
20 | 2024.01.12 03:40 | modify | 3 | 0.10 | 159.697 | 159.217 | 158.497 | ||
21 | 2024.01.12 04:40 | s/l | 3 | 0.10 | 159.217 | 159.217 | 158.497 | 24.78 | 1037.85 |
22 | 2024.01.12 04:40 | s/l | 4 | 0.10 | 159.217 | 159.217 | 158.497 | -5.32 | 1032.53 |
23 | 2024.01.12 04:40 | s/l | 5 | 0.10 | 159.217 | 159.217 | 158.497 | -5.32 | 1027.21 |
24 | 2024.01.12 04:40 | s/l | 6 | 0.10 | 159.217 | 159.217 | 158.497 | -12.73 | 1014.48 |
25 | 2024.03.07 12:00 | buy | 7 | 0.10 | 161.079 | 0.000 | 0.000 | ||
26 | 2024.03.07 12:00 | modify | 7 | 0.10 | 161.079 | 159.779 | 162.279 | ||
27 | 2024.03.07 14:40 | buy | 8 | 0.10 | 161.754 | 0.000 | 0.000 | ||
28 | 2024.03.07 14:40 | modify | 8 | 0.10 | 161.754 | 161.559 | 162.279 | ||
29 | 2024.03.07 14:40 | modify | 7 | 0.10 | 161.079 | 161.559 | 162.279 | ||
30 | 2024.03.07 14:45 | s/l | 7 | 0.10 | 161.559 | 161.559 | 162.279 | 30.39 | 1044.87 |
31 | 2024.03.07 14:45 | s/l | 8 | 0.10 | 161.559 | 161.559 | 162.279 | -12.35 | 1032.52 |
32 | 2024.03.20 08:00 | sell | 9 | 0.10 | 164.587 | 0.000 | 0.000 | ||
33 | 2024.03.20 08:00 | modify | 9 | 0.10 | 164.587 | 165.887 | 163.387 | ||
34 | 2024.03.22 07:45 | sell | 10 | 0.10 | 164.030 | 0.000 | 0.000 | ||
35 | 2024.03.22 07:45 | modify | 10 | 0.10 | 164.030 | 164.407 | 163.387 | ||
36 | 2024.03.22 07:45 | sell | 11 | 0.10 | 164.030 | 0.000 | 0.000 | ||
37 | 2024.03.22 07:45 | modify | 11 | 0.10 | 164.030 | 164.227 | 163.387 | ||
38 | 2024.03.22 07:45 | modify | 9 | 0.10 | 164.587 | 164.227 | 163.387 | ||
39 | 2024.03.22 07:50 | modify | 10 | 0.10 | 164.030 | 164.227 | 163.387 | ||
40 | 2024.03.22 07:59 | sell | 12 | 0.10 | 163.900 | 0.000 | 0.000 | ||
41 | 2024.03.22 07:59 | modify | 12 | 0.10 | 163.900 | 164.107 | 163.387 | ||
42 | 2024.03.22 07:59 | modify | 11 | 0.10 | 164.030 | 164.107 | 163.387 | ||
43 | 2024.03.22 07:59 | modify | 10 | 0.10 | 164.030 | 164.107 | 163.387 | ||
44 | 2024.03.22 07:59 | modify | 9 | 0.10 | 164.587 | 164.107 | 163.387 | ||
45 | 2024.03.24 23:05 | t/p | 9 | 0.10 | 163.387 | 164.107 | 163.387 | 70.37 | 1102.90 |
46 | 2024.03.24 23:05 | t/p | 10 | 0.10 | 163.387 | 164.107 | 163.387 | 40.72 | 1143.62 |
47 | 2024.03.24 23:05 | t/p | 11 | 0.10 | 163.387 | 164.107 | 163.387 | 40.72 | 1184.34 |
48 | 2024.03.24 23:05 | t/p | 12 | 0.10 | 163.387 | 164.107 | 163.387 | 32.48 | 1216.82 |
49 | 2024.04.12 16:00 | buy | 13 | 0.10 | 163.049 | 0.000 | 0.000 | ||
50 | 2024.04.12 16:00 | modify | 13 | 0.10 | 163.049 | 161.749 | 164.249 | ||
51 | 2024.04.15 01:50 | buy | 14 | 0.10 | 163.601 | 0.000 | 0.000 | ||
52 | 2024.04.15 01:50 | modify | 14 | 0.10 | 163.601 | 163.229 | 164.249 | ||
53 | 2024.04.15 01:50 | buy | 15 | 0.10 | 163.601 | 0.000 | 0.000 | ||
54 | 2024.04.15 01:50 | modify | 15 | 0.10 | 163.601 | 163.409 | 164.249 | ||
55 | 2024.04.15 01:50 | modify | 13 | 0.10 | 163.049 | 163.409 | 164.249 | ||
56 | 2024.04.15 01:55 | modify | 14 | 0.10 | 163.601 | 163.409 | 164.249 | ||
57 | 2024.04.15 02:30 | buy | 16 | 0.10 | 163.711 | 0.000 | 0.000 | ||
58 | 2024.04.15 02:30 | modify | 16 | 0.10 | 163.711 | 163.529 | 164.249 | ||
59 | 2024.04.15 02:30 | modify | 15 | 0.10 | 163.601 | 163.529 | 164.249 | ||
60 | 2024.04.15 02:30 | modify | 14 | 0.10 | 163.601 | 163.529 | 164.249 | ||
61 | 2024.04.15 02:30 | modify | 13 | 0.10 | 163.049 | 163.529 | 164.249 | ||
62 | 2024.04.15 13:20 | t/p | 13 | 0.10 | 164.249 | 163.529 | 164.249 | 76.63 | 1293.45 |
63 | 2024.04.15 13:20 | t/p | 14 | 0.10 | 164.249 | 163.529 | 164.249 | 41.03 | 1334.48 |
64 | 2024.04.15 13:20 | t/p | 15 | 0.10 | 164.249 | 163.529 | 164.249 | 41.03 | 1375.51 |
65 | 2024.04.15 13:20 | t/p | 16 | 0.10 | 164.249 | 163.529 | 164.249 | 34.06 | 1409.57 |
66 | 2024.04.26 08:00 | sell | 17 | 0.10 | 168.119 | 0.000 | 0.000 | ||
67 | 2024.04.26 08:00 | modify | 17 | 0.10 | 168.119 | 169.419 | 166.919 | ||
68 | 2024.04.26 08:05 | t/p | 17 | 0.10 | 166.919 | 169.419 | 166.919 | 75.98 | 1485.55 |
69 | 2024.07.11 16:00 | buy | 18 | 0.10 | 172.409 | 0.000 | 0.000 | ||
70 | 2024.07.11 16:00 | modify | 18 | 0.10 | 172.409 | 171.109 | 173.609 | ||
71 | 2024.07.11 22:50 | buy | 19 | 0.10 | 173.076 | 0.000 | 0.000 | ||
72 | 2024.07.11 22:50 | modify | 19 | 0.10 | 173.076 | 172.889 | 173.609 | ||
73 | 2024.07.11 22:50 | modify | 18 | 0.10 | 172.409 | 172.889 | 173.609 | ||
74 | 2024.07.11 23:20 | s/l | 18 | 0.10 | 172.889 | 172.889 | 173.609 | 30.39 | 1515.94 |
75 | 2024.07.11 23:20 | s/l | 19 | 0.10 | 172.889 | 172.889 | 173.609 | -11.84 | 1504.10 |
76 | 2024.07.17 12:00 | buy | 20 | 0.10 | 171.165 | 0.000 | 0.000 | ||
77 | 2024.07.17 12:00 | modify | 20 | 0.10 | 171.165 | 169.865 | 172.365 | ||
78 | 2024.07.19 06:00 | buy | 21 | 0.10 | 171.825 | 0.000 | 0.000 | ||
79 | 2024.07.19 06:00 | modify | 21 | 0.10 | 171.825 | 171.645 | 172.365 | ||
80 | 2024.07.19 06:00 | modify | 20 | 0.10 | 171.165 | 171.645 | 172.365 | ||
81 | 2024.07.19 06:20 | s/l | 20 | 0.10 | 171.645 | 171.645 | 172.365 | 33.00 | 1537.10 |
82 | 2024.07.19 06:20 | s/l | 21 | 0.10 | 171.645 | 171.645 | 172.365 | -11.40 | 1525.70 |
83 | 2024.08.15 16:00 | sell | 22 | 0.10 | 163.585 | 0.000 | 0.000 | ||
84 | 2024.08.15 16:00 | modify | 22 | 0.10 | 163.585 | 164.885 | 162.385 | ||
85 | 2024.08.16 11:10 | sell | 23 | 0.10 | 163.020 | 0.000 | 0.000 | ||
86 | 2024.08.16 11:10 | modify | 23 | 0.10 | 163.020 | 163.405 | 162.385 | ||
87 | 2024.08.16 11:10 | sell | 24 | 0.10 | 163.020 | 0.000 | 0.000 | ||
88 | 2024.08.16 11:10 | modify | 24 | 0.10 | 163.020 | 163.225 | 162.385 | ||
89 | 2024.08.16 11:10 | modify | 22 | 0.10 | 163.585 | 163.225 | 162.385 | ||
90 | 2024.08.16 11:15 | modify | 23 | 0.10 | 163.020 | 163.225 | 162.385 | ||
91 | 2024.08.16 12:40 | t/p | 22 | 0.10 | 162.385 | 163.225 | 162.385 | 74.58 | 1600.28 |
92 | 2024.08.16 12:40 | t/p | 23 | 0.10 | 162.385 | 163.225 | 162.385 | 40.21 | 1640.49 |
93 | 2024.08.16 12:40 | t/p | 24 | 0.10 | 162.385 | 163.225 | 162.385 | 40.21 | 1680.70 |
94 | 2024.12.02 16:00 | buy | 25 | 0.10 | 156.928 | 0.000 | 0.000 | ||
95 | 2024.12.02 16:00 | modify | 25 | 0.10 | 156.928 | 155.628 | 158.128 | ||
96 | 2024.12.03 03:59 | buy | 26 | 0.10 | 157.479 | 0.000 | 0.000 | ||
97 | 2024.12.03 03:59 | modify | 26 | 0.10 | 157.479 | 157.108 | 158.128 | ||
98 | 2024.12.03 03:59 | buy | 27 | 0.10 | 157.479 | 0.000 | 0.000 | ||
99 | 2024.12.03 03:59 | modify | 27 | 0.10 | 157.479 | 157.288 | 158.128 | ||
100 | 2024.12.03 03:59 | modify | 25 | 0.10 | 156.928 | 157.288 | 158.128 | ||
101 | 2024.12.03 04:00 | modify | 26 | 0.10 | 157.479 | 157.288 | 158.128 | ||
102 | 2024.12.03 06:05 | s/l | 25 | 0.10 | 157.288 | 157.288 | 158.128 | 23.45 | 1704.15 |
103 | 2024.12.03 06:05 | s/l | 26 | 0.10 | 157.288 | 157.288 | 158.128 | -12.09 | 1692.06 |
104 | 2024.12.03 06:05 | s/l | 27 | 0.10 | 157.288 | 157.288 | 158.128 | -12.09 | 1679.97 |