Symbol | USDJPY (US Dollar 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=110; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 2608 | Ticks modelled | 79162 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1273.54 | Gross profit | 1406.89 | Gross loss | -133.35 |
Profit factor | 10.55 | Expected payoff | 30.32 | ||
Absolute drawdown | 40.03 | Maximal drawdown | 154.24 (13.48%) | Relative drawdown | 13.48% (154.24) |
Total trades | 42 | Short positions (won %) | 15 (100.00%) | Long positions (won %) | 27 (74.07%) |
Profit trades (% of total) | 35 (83.33%) | Loss trades (% of total) | 7 (16.67%) | ||
Largest | profit trade | 77.91 | loss trade | -30.29 | |
Average | profit trade | 40.20 | loss trade | -19.05 | |
Maximum | consecutive wins (profit in money) | 16 (692.89) | consecutive losses (loss in money) | 3 (-39.88) | |
Maximal | consecutive profit (count of wins) | 692.89 (16) | consecutive loss (count of losses) | -39.88 (3) | |
Average | consecutive wins | 9 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.08 20:00 | buy | 1 | 0.10 | 147.078 | 0.000 | 0.000 | ||
2 | 2024.03.08 20:00 | modify | 1 | 0.10 | 147.078 | 145.578 | 148.178 | ||
3 | 2024.03.12 06:05 | buy | 2 | 0.10 | 147.574 | 0.000 | 0.000 | ||
4 | 2024.03.12 06:05 | modify | 2 | 0.10 | 147.574 | 147.133 | 148.178 | ||
5 | 2024.03.12 06:05 | modify | 1 | 0.10 | 147.078 | 147.133 | 148.178 | ||
6 | 2024.03.12 12:15 | s/l | 1 | 0.10 | 147.133 | 147.133 | 148.178 | 4.93 | 1004.93 |
7 | 2024.03.12 12:15 | s/l | 2 | 0.10 | 147.133 | 147.133 | 148.178 | -29.99 | 974.94 |
8 | 2024.05.03 20:00 | buy | 3 | 0.10 | 152.918 | 0.000 | 0.000 | ||
9 | 2024.05.03 20:00 | modify | 3 | 0.10 | 152.918 | 151.418 | 154.018 | ||
10 | 2024.05.05 23:20 | buy | 4 | 0.10 | 153.416 | 0.000 | 0.000 | ||
11 | 2024.05.05 23:20 | modify | 4 | 0.10 | 153.416 | 152.973 | 154.018 | ||
12 | 2024.05.05 23:20 | modify | 3 | 0.10 | 152.918 | 152.973 | 154.018 | ||
13 | 2024.05.06 00:35 | buy | 5 | 0.10 | 153.547 | 0.000 | 0.000 | ||
14 | 2024.05.06 00:35 | modify | 5 | 0.10 | 153.547 | 153.248 | 154.018 | ||
15 | 2024.05.06 00:35 | buy | 6 | 0.10 | 153.547 | 0.000 | 0.000 | ||
16 | 2024.05.06 00:35 | modify | 6 | 0.10 | 153.547 | 153.303 | 154.018 | ||
17 | 2024.05.06 00:35 | modify | 4 | 0.10 | 153.416 | 153.303 | 154.018 | ||
18 | 2024.05.06 00:35 | modify | 3 | 0.10 | 152.918 | 153.303 | 154.018 | ||
19 | 2024.05.06 00:40 | modify | 5 | 0.10 | 153.547 | 153.303 | 154.018 | ||
20 | 2024.05.06 23:06 | t/p | 3 | 0.10 | 154.018 | 153.303 | 154.018 | 71.97 | 1046.91 |
21 | 2024.05.06 23:06 | t/p | 4 | 0.10 | 154.018 | 153.303 | 154.018 | 39.66 | 1086.57 |
22 | 2024.05.06 23:06 | t/p | 5 | 0.10 | 154.018 | 153.303 | 154.018 | 30.57 | 1117.14 |
23 | 2024.05.06 23:06 | t/p | 6 | 0.10 | 154.018 | 153.303 | 154.018 | 30.57 | 1147.71 |
24 | 2024.06.04 16:00 | buy | 7 | 0.10 | 154.902 | 0.000 | 0.000 | ||
25 | 2024.06.04 16:00 | modify | 7 | 0.10 | 154.902 | 153.402 | 156.002 | ||
26 | 2024.06.05 01:40 | buy | 8 | 0.10 | 155.421 | 0.000 | 0.000 | ||
27 | 2024.06.05 01:40 | modify | 8 | 0.10 | 155.421 | 154.957 | 156.002 | ||
28 | 2024.06.05 01:40 | modify | 7 | 0.10 | 154.902 | 154.957 | 156.002 | ||
29 | 2024.06.05 02:40 | buy | 9 | 0.10 | 155.509 | 0.000 | 0.000 | ||
30 | 2024.06.05 02:40 | modify | 9 | 0.10 | 155.509 | 155.232 | 156.002 | ||
31 | 2024.06.05 02:40 | buy | 10 | 0.10 | 155.509 | 0.000 | 0.000 | ||
32 | 2024.06.05 02:40 | modify | 10 | 0.10 | 155.509 | 155.287 | 156.002 | ||
33 | 2024.06.05 02:40 | modify | 8 | 0.10 | 155.421 | 155.287 | 156.002 | ||
34 | 2024.06.05 02:40 | modify | 7 | 0.10 | 154.902 | 155.287 | 156.002 | ||
35 | 2024.06.05 02:45 | modify | 9 | 0.10 | 155.509 | 155.287 | 156.002 | ||
36 | 2024.06.05 07:20 | t/p | 7 | 0.10 | 156.002 | 155.287 | 156.002 | 71.10 | 1218.81 |
37 | 2024.06.05 07:20 | t/p | 8 | 0.10 | 156.002 | 155.287 | 156.002 | 37.25 | 1256.06 |
38 | 2024.06.05 07:20 | t/p | 9 | 0.10 | 156.002 | 155.287 | 156.002 | 31.61 | 1287.67 |
39 | 2024.06.05 07:20 | t/p | 10 | 0.10 | 156.002 | 155.287 | 156.002 | 31.61 | 1319.28 |
40 | 2024.07.11 20:00 | buy | 11 | 0.10 | 158.854 | 0.000 | 0.000 | ||
41 | 2024.07.11 20:00 | modify | 11 | 0.10 | 158.854 | 157.354 | 159.954 | ||
42 | 2024.07.11 23:15 | buy | 12 | 0.10 | 159.475 | 0.000 | 0.000 | ||
43 | 2024.07.11 23:15 | modify | 12 | 0.10 | 159.475 | 159.184 | 159.954 | ||
44 | 2024.07.11 23:15 | buy | 13 | 0.10 | 159.475 | 0.000 | 0.000 | ||
45 | 2024.07.11 23:15 | modify | 13 | 0.10 | 159.475 | 159.239 | 159.954 | ||
46 | 2024.07.11 23:15 | modify | 11 | 0.10 | 158.854 | 159.239 | 159.954 | ||
47 | 2024.07.11 23:20 | s/l | 11 | 0.10 | 159.239 | 159.239 | 159.954 | 24.24 | 1343.52 |
48 | 2024.07.11 23:20 | s/l | 12 | 0.10 | 159.184 | 159.184 | 159.954 | -18.33 | 1325.19 |
49 | 2024.07.11 23:20 | s/l | 13 | 0.10 | 159.239 | 159.239 | 159.954 | -14.86 | 1310.33 |
50 | 2024.07.17 16:00 | buy | 14 | 0.10 | 156.596 | 0.000 | 0.000 | ||
51 | 2024.07.17 16:00 | modify | 14 | 0.10 | 156.596 | 155.096 | 157.696 | ||
52 | 2024.07.18 16:30 | buy | 15 | 0.10 | 157.109 | 0.000 | 0.000 | ||
53 | 2024.07.18 16:30 | modify | 15 | 0.10 | 157.109 | 156.651 | 157.696 | ||
54 | 2024.07.18 16:30 | modify | 14 | 0.10 | 156.596 | 156.651 | 157.696 | ||
55 | 2024.07.18 17:30 | buy | 16 | 0.10 | 157.218 | 0.000 | 0.000 | ||
56 | 2024.07.18 17:30 | modify | 16 | 0.10 | 157.218 | 156.926 | 157.696 | ||
57 | 2024.07.18 17:30 | buy | 17 | 0.10 | 157.218 | 0.000 | 0.000 | ||
58 | 2024.07.18 17:30 | modify | 17 | 0.10 | 157.218 | 156.981 | 157.696 | ||
59 | 2024.07.18 17:30 | modify | 15 | 0.10 | 157.109 | 156.981 | 157.696 | ||
60 | 2024.07.18 17:30 | modify | 14 | 0.10 | 156.596 | 156.981 | 157.696 | ||
61 | 2024.07.18 17:35 | modify | 16 | 0.10 | 157.218 | 156.981 | 157.696 | ||
62 | 2024.07.19 05:30 | t/p | 14 | 0.10 | 157.696 | 156.981 | 157.696 | 72.10 | 1382.43 |
63 | 2024.07.19 05:30 | t/p | 15 | 0.10 | 157.696 | 156.981 | 157.696 | 37.80 | 1420.24 |
64 | 2024.07.19 05:30 | t/p | 16 | 0.10 | 157.696 | 156.981 | 157.696 | 30.89 | 1451.13 |
65 | 2024.07.19 05:30 | t/p | 17 | 0.10 | 157.696 | 156.981 | 157.696 | 30.89 | 1482.02 |
66 | 2024.07.30 12:00 | sell | 18 | 0.10 | 154.884 | 0.000 | 0.000 | ||
67 | 2024.07.30 12:00 | modify | 18 | 0.10 | 154.884 | 156.384 | 153.784 | ||
68 | 2024.07.30 15:20 | sell | 19 | 0.10 | 154.254 | 0.000 | 0.000 | ||
69 | 2024.07.30 15:20 | modify | 19 | 0.10 | 154.254 | 154.554 | 153.784 | ||
70 | 2024.07.30 15:20 | sell | 20 | 0.10 | 154.254 | 0.000 | 0.000 | ||
71 | 2024.07.30 15:20 | modify | 20 | 0.10 | 154.254 | 154.499 | 153.784 | ||
72 | 2024.07.30 15:20 | modify | 18 | 0.10 | 154.884 | 154.499 | 153.784 | ||
73 | 2024.07.30 15:25 | modify | 19 | 0.10 | 154.254 | 154.499 | 153.784 | ||
74 | 2024.07.30 15:40 | t/p | 18 | 0.10 | 153.784 | 154.499 | 153.784 | 71.58 | 1553.60 |
75 | 2024.07.30 15:40 | t/p | 19 | 0.10 | 153.784 | 154.499 | 153.784 | 30.58 | 1584.18 |
76 | 2024.07.30 15:40 | t/p | 20 | 0.10 | 153.784 | 154.499 | 153.784 | 30.58 | 1614.76 |
77 | 2024.09.16 12:00 | buy | 21 | 0.10 | 139.914 | 0.000 | 0.000 | ||
78 | 2024.09.16 12:00 | modify | 21 | 0.10 | 139.914 | 138.414 | 141.014 | ||
79 | 2024.09.16 12:50 | buy | 22 | 0.10 | 140.410 | 0.000 | 0.000 | ||
80 | 2024.09.16 12:50 | modify | 22 | 0.10 | 140.410 | 139.969 | 141.014 | ||
81 | 2024.09.16 12:50 | modify | 21 | 0.10 | 139.914 | 139.969 | 141.014 | ||
82 | 2024.09.16 14:35 | buy | 23 | 0.10 | 140.526 | 0.000 | 0.000 | ||
83 | 2024.09.16 14:35 | modify | 23 | 0.10 | 140.526 | 140.244 | 141.014 | ||
84 | 2024.09.16 14:35 | buy | 24 | 0.10 | 140.526 | 0.000 | 0.000 | ||
85 | 2024.09.16 14:35 | modify | 24 | 0.10 | 140.526 | 140.299 | 141.014 | ||
86 | 2024.09.16 14:35 | modify | 22 | 0.10 | 140.410 | 140.299 | 141.014 | ||
87 | 2024.09.16 14:35 | modify | 21 | 0.10 | 139.914 | 140.299 | 141.014 | ||
88 | 2024.09.16 14:40 | modify | 23 | 0.10 | 140.526 | 140.299 | 141.014 | ||
89 | 2024.09.16 23:05 | t/p | 21 | 0.10 | 141.014 | 140.299 | 141.014 | 77.91 | 1692.67 |
90 | 2024.09.16 23:05 | t/p | 22 | 0.10 | 141.014 | 140.299 | 141.014 | 42.78 | 1735.45 |
91 | 2024.09.16 23:05 | t/p | 23 | 0.10 | 141.014 | 140.299 | 141.014 | 34.56 | 1770.01 |
92 | 2024.09.16 23:05 | t/p | 24 | 0.10 | 141.014 | 140.299 | 141.014 | 34.56 | 1804.57 |
93 | 2024.10.23 16:00 | sell | 25 | 0.10 | 152.821 | 0.000 | 0.000 | ||
94 | 2024.10.23 16:00 | modify | 25 | 0.10 | 152.821 | 154.321 | 151.721 | ||
95 | 2024.10.24 04:30 | sell | 26 | 0.10 | 152.212 | 0.000 | 0.000 | ||
96 | 2024.10.24 04:30 | modify | 26 | 0.10 | 152.212 | 152.491 | 151.721 | ||
97 | 2024.10.24 04:30 | sell | 27 | 0.10 | 152.212 | 0.000 | 0.000 | ||
98 | 2024.10.24 04:30 | modify | 27 | 0.10 | 152.212 | 152.436 | 151.721 | ||
99 | 2024.10.24 04:30 | modify | 25 | 0.10 | 152.821 | 152.436 | 151.721 | ||
100 | 2024.10.24 04:35 | modify | 26 | 0.10 | 152.212 | 152.436 | 151.721 | ||
101 | 2024.10.24 05:35 | sell | 28 | 0.10 | 152.319 | 0.000 | 0.000 | ||
102 | 2024.10.24 05:35 | modify | 28 | 0.10 | 152.319 | 152.766 | 151.721 | ||
103 | 2024.10.24 05:40 | modify | 28 | 0.10 | 152.319 | 152.436 | 151.721 | ||
104 | 2024.10.24 16:40 | t/p | 25 | 0.10 | 151.721 | 152.436 | 151.721 | 68.32 | 1872.89 |
105 | 2024.10.24 16:40 | t/p | 26 | 0.10 | 151.721 | 152.436 | 151.721 | 32.36 | 1905.25 |
106 | 2024.10.24 16:40 | t/p | 27 | 0.10 | 151.721 | 152.436 | 151.721 | 32.36 | 1937.61 |
107 | 2024.10.24 16:40 | t/p | 28 | 0.10 | 151.721 | 152.436 | 151.721 | 39.42 | 1977.03 |
108 | 2024.11.29 12:00 | buy | 29 | 0.10 | 150.066 | 0.000 | 0.000 | ||
109 | 2024.11.29 12:00 | modify | 29 | 0.10 | 150.066 | 148.566 | 151.166 | ||
110 | 2024.12.02 01:40 | buy | 30 | 0.10 | 150.581 | 0.000 | 0.000 | ||
111 | 2024.12.02 01:40 | modify | 30 | 0.10 | 150.581 | 150.121 | 151.166 | ||
112 | 2024.12.02 01:40 | modify | 29 | 0.10 | 150.066 | 150.121 | 151.166 | ||
113 | 2024.12.02 04:50 | buy | 31 | 0.10 | 150.686 | 0.000 | 0.000 | ||
114 | 2024.12.02 04:50 | modify | 31 | 0.10 | 150.686 | 150.396 | 151.166 | ||
115 | 2024.12.02 04:50 | buy | 32 | 0.10 | 150.686 | 0.000 | 0.000 | ||
116 | 2024.12.02 04:50 | modify | 32 | 0.10 | 150.686 | 150.451 | 151.166 | ||
117 | 2024.12.02 04:50 | modify | 30 | 0.10 | 150.581 | 150.451 | 151.166 | ||
118 | 2024.12.02 04:50 | modify | 29 | 0.10 | 150.066 | 150.451 | 151.166 | ||
119 | 2024.12.02 04:55 | modify | 31 | 0.10 | 150.686 | 150.451 | 151.166 | ||
120 | 2024.12.02 06:30 | s/l | 29 | 0.10 | 150.451 | 150.451 | 151.166 | 26.19 | 2003.22 |
121 | 2024.12.02 06:30 | s/l | 30 | 0.10 | 150.451 | 150.451 | 151.166 | -8.64 | 1994.58 |
122 | 2024.12.02 06:30 | s/l | 31 | 0.10 | 150.451 | 150.451 | 151.166 | -15.62 | 1978.96 |
123 | 2024.12.02 06:30 | s/l | 32 | 0.10 | 150.451 | 150.451 | 151.166 | -15.62 | 1963.34 |
124 | 2024.12.19 20:00 | sell | 33 | 0.10 | 157.420 | 0.000 | 0.000 | ||
125 | 2024.12.19 20:00 | modify | 33 | 0.10 | 157.420 | 158.920 | 156.320 | ||
126 | 2024.12.20 02:50 | sell | 34 | 0.10 | 156.924 | 0.000 | 0.000 | ||
127 | 2024.12.20 02:50 | modify | 34 | 0.10 | 156.924 | 157.365 | 156.320 | ||
128 | 2024.12.20 02:50 | modify | 33 | 0.10 | 157.420 | 157.365 | 156.320 | ||
129 | 2024.12.20 07:50 | sell | 35 | 0.10 | 156.791 | 0.000 | 0.000 | ||
130 | 2024.12.20 07:50 | modify | 35 | 0.10 | 156.791 | 157.090 | 156.320 | ||
131 | 2024.12.20 07:50 | sell | 36 | 0.10 | 156.791 | 0.000 | 0.000 | ||
132 | 2024.12.20 07:50 | modify | 36 | 0.10 | 156.791 | 157.035 | 156.320 | ||
133 | 2024.12.20 07:50 | modify | 34 | 0.10 | 156.924 | 157.035 | 156.320 | ||
134 | 2024.12.20 07:50 | modify | 33 | 0.10 | 157.420 | 157.035 | 156.320 | ||
135 | 2024.12.20 07:55 | modify | 35 | 0.10 | 156.791 | 157.035 | 156.320 | ||
136 | 2024.12.20 16:30 | t/p | 33 | 0.10 | 156.320 | 157.035 | 156.320 | 68.97 | 2032.31 |
137 | 2024.12.20 16:30 | t/p | 34 | 0.10 | 156.320 | 157.035 | 156.320 | 38.64 | 2070.95 |
138 | 2024.12.20 16:30 | t/p | 35 | 0.10 | 156.320 | 157.035 | 156.320 | 30.13 | 2101.08 |
139 | 2024.12.20 16:30 | t/p | 36 | 0.10 | 156.320 | 157.035 | 156.320 | 30.13 | 2131.21 |
140 | 2025.02.12 20:00 | sell | 37 | 0.10 | 154.426 | 0.000 | 0.000 | ||
141 | 2025.02.12 20:00 | modify | 37 | 0.10 | 154.426 | 155.926 | 153.326 | ||
142 | 2025.02.13 10:20 | sell | 38 | 0.10 | 153.926 | 0.000 | 0.000 | ||
143 | 2025.02.13 10:20 | modify | 38 | 0.10 | 153.926 | 154.371 | 153.326 | ||
144 | 2025.02.13 10:20 | modify | 37 | 0.10 | 154.426 | 154.371 | 153.326 | ||
145 | 2025.02.13 13:20 | sell | 39 | 0.10 | 153.797 | 0.000 | 0.000 | ||
146 | 2025.02.13 13:20 | modify | 39 | 0.10 | 153.797 | 154.096 | 153.326 | ||
147 | 2025.02.13 13:20 | sell | 40 | 0.10 | 153.797 | 0.000 | 0.000 | ||
148 | 2025.02.13 13:20 | modify | 40 | 0.10 | 153.797 | 154.041 | 153.326 | ||
149 | 2025.02.13 13:20 | modify | 38 | 0.10 | 153.926 | 154.041 | 153.326 | ||
150 | 2025.02.13 13:20 | modify | 37 | 0.10 | 154.426 | 154.041 | 153.326 | ||
151 | 2025.02.13 13:25 | modify | 39 | 0.10 | 153.797 | 154.041 | 153.326 | ||
152 | 2025.02.13 15:40 | t/p | 37 | 0.10 | 153.326 | 154.041 | 153.326 | 67.66 | 2198.87 |
153 | 2025.02.13 15:40 | t/p | 38 | 0.10 | 153.326 | 154.041 | 153.326 | 39.19 | 2238.06 |
154 | 2025.02.13 15:40 | t/p | 39 | 0.10 | 153.326 | 154.041 | 153.326 | 30.76 | 2268.82 |
155 | 2025.02.13 15:40 | t/p | 40 | 0.10 | 153.326 | 154.041 | 153.326 | 30.76 | 2299.58 |
156 | 2025.02.20 12:00 | buy | 41 | 0.10 | 150.252 | 0.000 | 0.000 | ||
157 | 2025.02.20 12:00 | modify | 41 | 0.10 | 150.252 | 148.752 | 151.352 | ||
158 | 2025.02.21 02:40 | buy | 42 | 0.10 | 150.762 | 0.000 | 0.000 | ||
159 | 2025.02.21 02:40 | modify | 42 | 0.10 | 150.762 | 150.307 | 151.352 | ||
160 | 2025.02.21 02:40 | modify | 41 | 0.10 | 150.252 | 150.307 | 151.352 | ||
161 | 2025.02.21 03:40 | s/l | 41 | 0.10 | 150.307 | 150.307 | 151.352 | 4.25 | 2303.83 |
162 | 2025.02.21 03:40 | s/l | 42 | 0.10 | 150.307 | 150.307 | 151.352 | -30.29 | 2273.54 |