Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=20; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2608 | Ticks modelled | 79445 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 605.37 | Gross profit | 660.45 | Gross loss | -55.08 |
Profit factor | 11.99 | Expected payoff | 43.24 | ||
Absolute drawdown | 38.40 | Maximal drawdown | 164.70 (14.48%) | Relative drawdown | 14.48% (164.70) |
Total trades | 14 | Short positions (won %) | 13 (92.31%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 12 (85.71%) | Loss trades (% of total) | 2 (14.29%) | ||
Largest | profit trade | 92.47 | loss trade | -28.05 | |
Average | profit trade | 55.04 | loss trade | -27.54 | |
Maximum | consecutive wins (profit in money) | 8 (435.23) | consecutive losses (loss in money) | 1 (-28.05) | |
Maximal | consecutive profit (count of wins) | 435.23 (8) | consecutive loss (count of losses) | -28.05 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.05.13 20:00 | sell | 1 | 0.10 | 168.538 | 0.000 | 0.000 | ||
2 | 2024.05.13 20:00 | modify | 1 | 0.10 | 168.538 | 168.938 | 167.138 | ||
3 | 2024.05.14 10:40 | s/l | 1 | 0.10 | 168.938 | 168.938 | 167.138 | -28.05 | 971.95 |
4 | 2024.05.14 20:00 | sell | 2 | 0.10 | 169.291 | 0.000 | 0.000 | ||
5 | 2024.05.14 20:00 | modify | 2 | 0.10 | 169.291 | 169.691 | 167.891 | ||
6 | 2024.05.15 09:45 | sell | 3 | 0.10 | 168.708 | 0.000 | 0.000 | ||
7 | 2024.05.15 09:45 | modify | 3 | 0.10 | 168.708 | 169.081 | 167.891 | ||
8 | 2024.05.15 09:45 | modify | 2 | 0.10 | 169.291 | 169.081 | 167.891 | ||
9 | 2024.05.15 10:30 | sell | 4 | 0.10 | 168.632 | 0.000 | 0.000 | ||
10 | 2024.05.15 10:30 | modify | 4 | 0.10 | 168.632 | 168.941 | 167.891 | ||
11 | 2024.05.15 10:30 | modify | 3 | 0.10 | 168.708 | 168.941 | 167.891 | ||
12 | 2024.05.15 10:30 | modify | 2 | 0.10 | 169.291 | 168.941 | 167.891 | ||
13 | 2024.05.15 15:50 | sell | 5 | 0.10 | 168.284 | 0.000 | 0.000 | ||
14 | 2024.05.15 15:50 | modify | 5 | 0.10 | 168.284 | 168.801 | 167.891 | ||
15 | 2024.05.15 15:50 | modify | 4 | 0.10 | 168.632 | 168.801 | 167.891 | ||
16 | 2024.05.15 15:50 | modify | 3 | 0.10 | 168.708 | 168.801 | 167.891 | ||
17 | 2024.05.15 15:50 | modify | 2 | 0.10 | 169.291 | 168.801 | 167.891 | ||
18 | 2024.05.16 00:30 | t/p | 2 | 0.10 | 167.891 | 168.801 | 167.891 | 90.39 | 1062.34 |
19 | 2024.05.16 00:30 | t/p | 3 | 0.10 | 167.891 | 168.801 | 167.891 | 52.06 | 1114.40 |
20 | 2024.05.16 00:30 | t/p | 4 | 0.10 | 167.891 | 168.801 | 167.891 | 46.93 | 1161.33 |
21 | 2024.05.16 00:30 | t/p | 5 | 0.10 | 167.891 | 168.801 | 167.891 | 23.43 | 1184.76 |
22 | 2024.05.28 20:00 | sell | 6 | 0.10 | 170.670 | 0.000 | 0.000 | ||
23 | 2024.05.28 20:00 | modify | 6 | 0.10 | 170.670 | 171.070 | 169.270 | ||
24 | 2024.05.29 21:15 | sell | 7 | 0.10 | 170.109 | 0.000 | 0.000 | ||
25 | 2024.05.29 21:15 | modify | 7 | 0.10 | 170.109 | 170.460 | 169.270 | ||
26 | 2024.05.29 21:15 | modify | 6 | 0.10 | 170.670 | 170.460 | 169.270 | ||
27 | 2024.05.30 01:55 | sell | 8 | 0.10 | 170.014 | 0.000 | 0.000 | ||
28 | 2024.05.30 01:55 | modify | 8 | 0.10 | 170.014 | 170.320 | 169.270 | ||
29 | 2024.05.30 01:55 | modify | 7 | 0.10 | 170.109 | 170.320 | 169.270 | ||
30 | 2024.05.30 01:55 | modify | 6 | 0.10 | 170.670 | 170.320 | 169.270 | ||
31 | 2024.05.30 05:05 | sell | 9 | 0.10 | 169.688 | 0.000 | 0.000 | ||
32 | 2024.05.30 05:05 | modify | 9 | 0.10 | 169.688 | 170.180 | 169.270 | ||
33 | 2024.05.30 05:05 | modify | 8 | 0.10 | 170.014 | 170.180 | 169.270 | ||
34 | 2024.05.30 05:05 | modify | 7 | 0.10 | 170.109 | 170.180 | 169.270 | ||
35 | 2024.05.30 05:05 | modify | 6 | 0.10 | 170.670 | 170.180 | 169.270 | ||
36 | 2024.05.30 06:30 | t/p | 6 | 0.10 | 169.270 | 170.180 | 169.270 | 90.40 | 1275.16 |
37 | 2024.05.30 06:30 | t/p | 7 | 0.10 | 169.270 | 170.180 | 169.270 | 53.55 | 1328.70 |
38 | 2024.05.30 06:30 | t/p | 8 | 0.10 | 169.270 | 170.180 | 169.270 | 50.25 | 1378.95 |
39 | 2024.05.30 06:30 | t/p | 9 | 0.10 | 169.270 | 170.180 | 169.270 | 28.23 | 1407.18 |
40 | 2024.07.11 20:00 | buy | 10 | 0.10 | 172.590 | 0.000 | 0.000 | ||
41 | 2024.07.11 20:00 | modify | 10 | 0.10 | 172.590 | 172.190 | 173.990 | ||
42 | 2024.07.11 23:30 | s/l | 10 | 0.10 | 172.190 | 172.190 | 173.990 | -27.03 | 1380.15 |
43 | 2024.08.15 20:00 | sell | 11 | 0.10 | 163.556 | 0.000 | 0.000 | ||
44 | 2024.08.15 20:00 | modify | 11 | 0.10 | 163.556 | 163.956 | 162.156 | ||
45 | 2024.08.18 22:26 | sell | 12 | 0.10 | 162.972 | 0.000 | 0.000 | ||
46 | 2024.08.18 22:26 | modify | 12 | 0.10 | 162.972 | 163.346 | 162.156 | ||
47 | 2024.08.18 22:26 | modify | 11 | 0.10 | 163.556 | 163.346 | 162.156 | ||
48 | 2024.08.19 00:40 | sell | 13 | 0.10 | 162.903 | 0.000 | 0.000 | ||
49 | 2024.08.19 00:40 | modify | 13 | 0.10 | 162.903 | 163.206 | 162.156 | ||
50 | 2024.08.19 00:40 | modify | 12 | 0.10 | 162.972 | 163.206 | 162.156 | ||
51 | 2024.08.19 00:40 | modify | 11 | 0.10 | 163.556 | 163.206 | 162.156 | ||
52 | 2024.08.19 01:50 | sell | 14 | 0.10 | 162.574 | 0.000 | 0.000 | ||
53 | 2024.08.19 01:50 | modify | 14 | 0.10 | 162.574 | 163.066 | 162.156 | ||
54 | 2024.08.19 01:50 | modify | 13 | 0.10 | 162.903 | 163.066 | 162.156 | ||
55 | 2024.08.19 01:50 | modify | 12 | 0.10 | 162.972 | 163.066 | 162.156 | ||
56 | 2024.08.19 01:50 | modify | 11 | 0.10 | 163.556 | 163.066 | 162.156 | ||
57 | 2024.08.19 03:30 | t/p | 11 | 0.10 | 162.156 | 163.066 | 162.156 | 92.47 | 1472.62 |
58 | 2024.08.19 03:30 | t/p | 12 | 0.10 | 162.156 | 163.066 | 162.156 | 54.07 | 1526.69 |
59 | 2024.08.19 03:30 | t/p | 13 | 0.10 | 162.156 | 163.066 | 162.156 | 50.45 | 1577.14 |
60 | 2024.08.19 03:30 | t/p | 14 | 0.10 | 162.156 | 163.066 | 162.156 | 28.23 | 1605.37 |