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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 79679 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 494.66 | Gross profit | 820.21 | Gross loss | -325.55 |
Profit factor | 2.52 | Expected payoff | 15.46 | ||
Absolute drawdown | 152.86 | Maximal drawdown | 191.58 (18.44%) | Relative drawdown | 18.44% (191.58) |
Total trades | 32 | Short positions (won %) | 21 (52.38%) | Long positions (won %) | 11 (81.82%) |
Profit trades (% of total) | 20 (62.50%) | Loss trades (% of total) | 12 (37.50%) | ||
Largest | profit trade | 96.97 | loss trade | -83.73 | |
Average | profit trade | 41.01 | loss trade | -27.13 | |
Maximum | consecutive wins (profit in money) | 10 (528.37) | consecutive losses (loss in money) | 2 (-98.36) | |
Maximal | consecutive profit (count of wins) | 528.37 (10) | consecutive loss (count of losses) | -98.36 (2) | |
Average | consecutive wins | 2 | 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 | 156.432 | ||
3 | 2024.01.09 03:30 | sell | 2 | 0.10 | 157.397 | 0.000 | 0.000 | ||
4 | 2024.01.09 03:30 | modify | 2 | 0.10 | 157.397 | 157.632 | 156.432 | ||
5 | 2024.01.09 03:30 | modify | 1 | 0.10 | 157.932 | 157.632 | 156.432 | ||
6 | 2024.01.09 03:40 | sell | 3 | 0.10 | 157.324 | 0.000 | 0.000 | ||
7 | 2024.01.09 03:40 | modify | 3 | 0.10 | 157.324 | 157.557 | 156.432 | ||
8 | 2024.01.09 03:40 | modify | 2 | 0.10 | 157.397 | 157.557 | 156.432 | ||
9 | 2024.01.09 03:40 | modify | 1 | 0.10 | 157.932 | 157.557 | 156.432 | ||
10 | 2024.01.09 05:40 | s/l | 1 | 0.10 | 157.557 | 157.557 | 156.432 | 19.53 | 1019.53 |
11 | 2024.01.09 05:40 | s/l | 2 | 0.10 | 157.557 | 157.557 | 156.432 | -10.14 | 1009.39 |
12 | 2024.01.09 05:40 | s/l | 3 | 0.10 | 157.557 | 157.557 | 156.432 | -14.76 | 994.63 |
13 | 2024.01.10 16:00 | sell | 4 | 0.10 | 159.697 | 0.000 | 0.000 | ||
14 | 2024.01.10 16:00 | modify | 4 | 0.10 | 159.697 | 160.997 | 158.197 | ||
15 | 2024.01.11 23:33 | sell | 5 | 0.10 | 159.075 | 0.000 | 0.000 | ||
16 | 2024.01.11 23:33 | modify | 5 | 0.10 | 159.075 | 159.322 | 158.197 | ||
17 | 2024.01.11 23:33 | modify | 4 | 0.10 | 159.697 | 159.322 | 158.197 | ||
18 | 2024.01.11 23:59 | s/l | 4 | 0.10 | 159.322 | 159.322 | 158.197 | 19.54 | 1014.18 |
19 | 2024.01.11 23:59 | s/l | 5 | 0.10 | 159.322 | 159.322 | 158.197 | -15.64 | 998.54 |
20 | 2024.01.17 16:00 | sell | 6 | 0.10 | 161.047 | 0.000 | 0.000 | ||
21 | 2024.01.17 16:00 | modify | 6 | 0.10 | 161.047 | 162.347 | 159.547 | ||
22 | 2024.01.23 06:50 | sell | 7 | 0.10 | 160.516 | 0.000 | 0.000 | ||
23 | 2024.01.23 06:50 | modify | 7 | 0.10 | 160.516 | 160.747 | 159.547 | ||
24 | 2024.01.23 06:50 | modify | 6 | 0.10 | 161.047 | 160.747 | 159.547 | ||
25 | 2024.01.23 06:55 | s/l | 6 | 0.10 | 160.747 | 160.747 | 159.547 | 10.59 | 1009.12 |
26 | 2024.01.23 06:55 | s/l | 7 | 0.10 | 160.747 | 160.747 | 159.547 | -14.63 | 994.49 |
27 | 2024.03.19 16:00 | sell | 8 | 0.10 | 163.673 | 0.000 | 0.000 | ||
28 | 2024.03.19 16:00 | modify | 8 | 0.10 | 163.673 | 164.973 | 162.173 | ||
29 | 2024.03.20 18:15 | s/l | 8 | 0.10 | 164.973 | 164.973 | 162.173 | -83.73 | 910.76 |
30 | 2024.04.03 16:00 | sell | 9 | 0.10 | 164.214 | 0.000 | 0.000 | ||
31 | 2024.04.03 16:00 | modify | 9 | 0.10 | 164.214 | 165.514 | 162.714 | ||
32 | 2024.04.05 00:30 | sell | 10 | 0.10 | 163.674 | 0.000 | 0.000 | ||
33 | 2024.04.05 00:30 | modify | 10 | 0.10 | 163.674 | 163.914 | 162.714 | ||
34 | 2024.04.05 00:30 | modify | 9 | 0.10 | 164.214 | 163.914 | 162.714 | ||
35 | 2024.04.05 00:55 | sell | 11 | 0.10 | 163.605 | 0.000 | 0.000 | ||
36 | 2024.04.05 00:55 | modify | 11 | 0.10 | 163.605 | 163.839 | 162.714 | ||
37 | 2024.04.05 00:55 | modify | 10 | 0.10 | 163.674 | 163.839 | 162.714 | ||
38 | 2024.04.05 00:55 | modify | 9 | 0.10 | 164.214 | 163.839 | 162.714 | ||
39 | 2024.04.05 06:40 | s/l | 9 | 0.10 | 163.839 | 163.839 | 162.714 | 18.14 | 928.90 |
40 | 2024.04.05 06:40 | s/l | 10 | 0.10 | 163.839 | 163.839 | 162.714 | -10.45 | 918.45 |
41 | 2024.04.05 06:40 | s/l | 11 | 0.10 | 163.839 | 163.839 | 162.714 | -14.81 | 903.64 |
42 | 2024.04.12 12:00 | buy | 12 | 0.10 | 163.162 | 0.000 | 0.000 | ||
43 | 2024.04.12 12:00 | modify | 12 | 0.10 | 163.162 | 161.862 | 164.662 | ||
44 | 2024.04.15 02:30 | buy | 13 | 0.10 | 163.711 | 0.000 | 0.000 | ||
45 | 2024.04.15 02:30 | modify | 13 | 0.10 | 163.711 | 163.462 | 164.662 | ||
46 | 2024.04.15 02:30 | modify | 12 | 0.10 | 163.162 | 163.462 | 164.662 | ||
47 | 2024.04.15 02:40 | buy | 14 | 0.10 | 163.767 | 0.000 | 0.000 | ||
48 | 2024.04.15 02:40 | modify | 14 | 0.10 | 163.767 | 163.537 | 164.662 | ||
49 | 2024.04.15 02:40 | modify | 13 | 0.10 | 163.711 | 163.537 | 164.662 | ||
50 | 2024.04.15 02:40 | modify | 12 | 0.10 | 163.162 | 163.537 | 164.662 | ||
51 | 2024.04.16 10:15 | buy | 15 | 0.10 | 164.362 | 0.000 | 0.000 | ||
52 | 2024.04.16 10:15 | modify | 15 | 0.10 | 164.362 | 163.987 | 164.662 | ||
53 | 2024.04.16 10:15 | modify | 14 | 0.10 | 163.767 | 163.987 | 164.662 | ||
54 | 2024.04.16 10:15 | modify | 13 | 0.10 | 163.711 | 163.987 | 164.662 | ||
55 | 2024.04.16 10:15 | modify | 12 | 0.10 | 163.162 | 163.987 | 164.662 | ||
56 | 2024.04.16 12:15 | t/p | 12 | 0.10 | 164.662 | 163.987 | 164.662 | 96.31 | 999.95 |
57 | 2024.04.16 12:15 | t/p | 13 | 0.10 | 164.662 | 163.987 | 164.662 | 60.88 | 1060.83 |
58 | 2024.04.16 12:15 | t/p | 14 | 0.10 | 164.662 | 163.987 | 164.662 | 57.34 | 1118.18 |
59 | 2024.04.16 12:15 | t/p | 15 | 0.10 | 164.662 | 163.987 | 164.662 | 19.00 | 1137.18 |
60 | 2024.05.02 16:00 | buy | 16 | 0.10 | 164.664 | 0.000 | 0.000 | ||
61 | 2024.05.02 16:00 | modify | 16 | 0.10 | 164.664 | 163.364 | 166.164 | ||
62 | 2024.05.06 00:35 | buy | 17 | 0.10 | 165.266 | 0.000 | 0.000 | ||
63 | 2024.05.06 00:35 | modify | 17 | 0.10 | 165.266 | 165.039 | 166.164 | ||
64 | 2024.05.06 00:35 | modify | 16 | 0.10 | 164.664 | 165.039 | 166.164 | ||
65 | 2024.05.06 01:10 | buy | 18 | 0.10 | 165.208 | 0.000 | 0.000 | ||
66 | 2024.05.06 01:10 | modify | 18 | 0.10 | 165.208 | 164.964 | 166.164 | ||
67 | 2024.05.06 01:15 | modify | 18 | 0.10 | 165.208 | 165.039 | 166.164 | ||
68 | 2024.05.06 14:20 | buy | 19 | 0.10 | 165.866 | 0.000 | 0.000 | ||
69 | 2024.05.06 14:20 | modify | 19 | 0.10 | 165.866 | 165.489 | 166.164 | ||
70 | 2024.05.06 14:20 | modify | 17 | 0.10 | 165.266 | 165.489 | 166.164 | ||
71 | 2024.05.06 14:20 | modify | 18 | 0.10 | 165.208 | 165.489 | 166.164 | ||
72 | 2024.05.06 14:20 | modify | 16 | 0.10 | 164.664 | 165.489 | 166.164 | ||
73 | 2024.05.07 01:40 | t/p | 16 | 0.10 | 166.164 | 165.489 | 166.164 | 96.97 | 1234.15 |
74 | 2024.05.07 01:40 | t/p | 17 | 0.10 | 166.164 | 165.489 | 166.164 | 57.53 | 1291.68 |
75 | 2024.05.07 01:40 | t/p | 18 | 0.10 | 166.164 | 165.489 | 166.164 | 61.20 | 1352.88 |
76 | 2024.05.07 01:40 | t/p | 19 | 0.10 | 166.164 | 165.489 | 166.164 | 19.53 | 1372.42 |
77 | 2024.05.13 16:00 | sell | 20 | 0.10 | 168.594 | 0.000 | 0.000 | ||
78 | 2024.05.13 16:00 | modify | 20 | 0.10 | 168.594 | 169.894 | 167.094 | ||
79 | 2024.05.15 23:30 | sell | 21 | 0.10 | 168.062 | 0.000 | 0.000 | ||
80 | 2024.05.15 23:30 | modify | 21 | 0.10 | 168.062 | 168.294 | 167.094 | ||
81 | 2024.05.15 23:30 | modify | 20 | 0.10 | 168.594 | 168.294 | 167.094 | ||
82 | 2024.05.16 01:00 | sell | 22 | 0.10 | 167.392 | 0.000 | 0.000 | ||
83 | 2024.05.16 01:00 | modify | 22 | 0.10 | 167.392 | 167.769 | 167.094 | ||
84 | 2024.05.16 01:00 | modify | 21 | 0.10 | 168.062 | 167.769 | 167.094 | ||
85 | 2024.05.16 01:00 | modify | 20 | 0.10 | 168.594 | 167.769 | 167.094 | ||
86 | 2024.05.16 01:40 | s/l | 20 | 0.10 | 167.769 | 167.769 | 167.094 | 45.24 | 1417.66 |
87 | 2024.05.16 01:40 | s/l | 21 | 0.10 | 167.769 | 167.769 | 167.094 | 14.35 | 1432.01 |
88 | 2024.05.16 01:40 | s/l | 22 | 0.10 | 167.769 | 167.769 | 167.094 | -23.87 | 1408.14 |
89 | 2024.07.11 16:00 | buy | 23 | 0.10 | 172.409 | 0.000 | 0.000 | ||
90 | 2024.07.11 16:00 | modify | 23 | 0.10 | 172.409 | 171.109 | 173.909 | ||
91 | 2024.07.12 00:40 | buy | 24 | 0.10 | 173.014 | 0.000 | 0.000 | ||
92 | 2024.07.12 00:40 | modify | 24 | 0.10 | 173.014 | 172.784 | 173.909 | ||
93 | 2024.07.12 00:40 | modify | 23 | 0.10 | 172.409 | 172.784 | 173.909 | ||
94 | 2024.07.12 00:45 | s/l | 23 | 0.10 | 172.784 | 172.784 | 173.909 | 24.40 | 1432.54 |
95 | 2024.07.12 00:45 | s/l | 24 | 0.10 | 172.784 | 172.784 | 173.909 | -14.56 | 1417.98 |
96 | 2024.07.23 12:00 | buy | 25 | 0.10 | 169.562 | 0.000 | 0.000 | ||
97 | 2024.07.23 12:00 | modify | 25 | 0.10 | 169.562 | 168.262 | 171.062 | ||
98 | 2024.07.24 03:30 | s/l | 25 | 0.10 | 168.262 | 168.262 | 171.062 | -81.68 | 1336.31 |
99 | 2024.08.15 16:00 | sell | 26 | 0.10 | 163.585 | 0.000 | 0.000 | ||
100 | 2024.08.15 16:00 | modify | 26 | 0.10 | 163.585 | 164.885 | 162.085 | ||
101 | 2024.08.16 10:40 | sell | 27 | 0.10 | 163.048 | 0.000 | 0.000 | ||
102 | 2024.08.16 10:40 | modify | 27 | 0.10 | 163.048 | 163.285 | 162.085 | ||
103 | 2024.08.16 10:40 | modify | 26 | 0.10 | 163.585 | 163.285 | 162.085 | ||
104 | 2024.08.16 12:55 | sell | 28 | 0.10 | 162.359 | 0.000 | 0.000 | ||
105 | 2024.08.16 12:55 | modify | 28 | 0.10 | 162.359 | 162.760 | 162.085 | ||
106 | 2024.08.16 12:55 | modify | 27 | 0.10 | 163.048 | 162.760 | 162.085 | ||
107 | 2024.08.16 12:55 | modify | 26 | 0.10 | 163.585 | 162.760 | 162.085 | ||
108 | 2024.08.16 13:40 | s/l | 26 | 0.10 | 162.760 | 162.760 | 162.085 | 50.85 | 1387.15 |
109 | 2024.08.16 13:40 | s/l | 27 | 0.10 | 162.760 | 162.760 | 162.085 | 18.24 | 1405.39 |
110 | 2024.08.16 13:40 | s/l | 28 | 0.10 | 162.760 | 162.760 | 162.085 | -25.39 | 1380.00 |
111 | 2024.10.23 12:00 | sell | 29 | 0.10 | 164.736 | 0.000 | 0.000 | ||
112 | 2024.10.23 12:00 | modify | 29 | 0.10 | 164.736 | 166.036 | 163.236 | ||
113 | 2024.10.24 06:30 | sell | 30 | 0.10 | 164.110 | 0.000 | 0.000 | ||
114 | 2024.10.24 06:30 | modify | 30 | 0.10 | 164.110 | 164.361 | 163.236 | ||
115 | 2024.10.24 06:30 | modify | 29 | 0.10 | 164.736 | 164.361 | 163.236 | ||
116 | 2024.10.24 07:40 | s/l | 29 | 0.10 | 164.361 | 164.361 | 163.236 | 19.54 | 1399.55 |
117 | 2024.10.24 07:40 | s/l | 30 | 0.10 | 164.361 | 164.361 | 163.236 | -15.89 | 1383.66 |
118 | 2024.12.26 16:00 | sell | 31 | 0.10 | 164.528 | 0.000 | 0.000 | ||
119 | 2024.12.26 16:00 | modify | 31 | 0.10 | 164.528 | 165.828 | 163.028 | ||
120 | 2024.12.30 14:40 | sell | 32 | 0.10 | 163.325 | 0.000 | 0.000 | ||
121 | 2024.12.30 14:40 | modify | 32 | 0.10 | 163.325 | 163.703 | 163.028 | ||
122 | 2024.12.30 14:40 | modify | 31 | 0.10 | 164.528 | 163.703 | 163.028 | ||
123 | 2024.12.30 15:40 | t/p | 31 | 0.10 | 163.028 | 163.703 | 163.028 | 92.20 | 1475.85 |
124 | 2024.12.30 15:40 | t/p | 32 | 0.10 | 163.028 | 163.703 | 163.028 | 18.81 | 1494.66 |