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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 850.38 | Gross profit | 1106.95 | Gross loss | -256.56 |
Profit factor | 4.31 | Expected payoff | 25.01 | ||
Absolute drawdown | 20.00 | Maximal drawdown | 164.70 (13.26%) | Relative drawdown | 13.26% (164.70) |
Total trades | 34 | Short positions (won %) | 28 (75.00%) | Long positions (won %) | 6 (16.67%) |
Profit trades (% of total) | 22 (64.71%) | Loss trades (% of total) | 12 (35.29%) | ||
Largest | profit trade | 93.50 | loss trade | -29.09 | |
Average | profit trade | 50.32 | loss trade | -21.38 | |
Maximum | consecutive wins (profit in money) | 9 (464.00) | consecutive losses (loss in money) | 4 (-80.06) | |
Maximal | consecutive profit (count of wins) | 464.00 (9) | consecutive loss (count of losses) | -80.06 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.04 20:00 | sell | 1 | 0.10 | 163.444 | 0.000 | 0.000 | ||
2 | 2024.03.04 20:00 | modify | 1 | 0.10 | 163.444 | 163.844 | 162.044 | ||
3 | 2024.03.05 13:46 | sell | 2 | 0.10 | 162.810 | 0.000 | 0.000 | ||
4 | 2024.03.05 13:46 | modify | 2 | 0.10 | 162.810 | 163.024 | 162.044 | ||
5 | 2024.03.05 13:46 | modify | 1 | 0.10 | 163.444 | 163.024 | 162.044 | ||
6 | 2024.03.05 15:40 | s/l | 1 | 0.10 | 163.024 | 163.024 | 162.044 | 27.32 | 1027.32 |
7 | 2024.03.05 15:40 | s/l | 2 | 0.10 | 163.024 | 163.024 | 162.044 | -14.45 | 1012.87 |
8 | 2024.03.15 20:00 | sell | 3 | 0.10 | 162.333 | 0.000 | 0.000 | ||
9 | 2024.03.15 20:00 | modify | 3 | 0.10 | 162.333 | 162.733 | 160.933 | ||
10 | 2024.03.19 03:30 | s/l | 3 | 0.10 | 162.733 | 162.733 | 160.933 | -29.09 | 983.78 |
11 | 2024.04.18 16:00 | sell | 4 | 0.10 | 164.813 | 0.000 | 0.000 | ||
12 | 2024.04.18 16:00 | modify | 4 | 0.10 | 164.813 | 165.213 | 163.413 | ||
13 | 2024.04.19 01:30 | sell | 5 | 0.10 | 163.823 | 0.000 | 0.000 | ||
14 | 2024.04.19 01:30 | modify | 5 | 0.10 | 163.823 | 164.253 | 163.413 | ||
15 | 2024.04.19 01:30 | modify | 4 | 0.10 | 164.813 | 164.253 | 163.413 | ||
16 | 2024.04.19 02:30 | t/p | 4 | 0.10 | 163.413 | 164.253 | 163.413 | 93.50 | 1077.28 |
17 | 2024.04.19 02:30 | t/p | 5 | 0.10 | 163.413 | 164.253 | 163.413 | 27.68 | 1104.96 |
18 | 2024.05.13 20:00 | sell | 6 | 0.10 | 168.538 | 0.000 | 0.000 | ||
19 | 2024.05.13 20:00 | modify | 6 | 0.10 | 168.538 | 168.938 | 167.138 | ||
20 | 2024.05.14 10:40 | s/l | 6 | 0.10 | 168.938 | 168.938 | 167.138 | -28.05 | 1076.91 |
21 | 2024.05.14 20:00 | sell | 7 | 0.10 | 169.291 | 0.000 | 0.000 | ||
22 | 2024.05.14 20:00 | modify | 7 | 0.10 | 169.291 | 169.691 | 167.891 | ||
23 | 2024.05.15 09:45 | sell | 8 | 0.10 | 168.708 | 0.000 | 0.000 | ||
24 | 2024.05.15 09:45 | modify | 8 | 0.10 | 168.708 | 169.011 | 167.891 | ||
25 | 2024.05.15 09:45 | modify | 7 | 0.10 | 169.291 | 169.011 | 167.891 | ||
26 | 2024.05.15 10:30 | sell | 9 | 0.10 | 168.632 | 0.000 | 0.000 | ||
27 | 2024.05.15 10:30 | modify | 9 | 0.10 | 168.632 | 168.871 | 167.891 | ||
28 | 2024.05.15 10:30 | modify | 8 | 0.10 | 168.708 | 168.871 | 167.891 | ||
29 | 2024.05.15 10:30 | modify | 7 | 0.10 | 169.291 | 168.871 | 167.891 | ||
30 | 2024.05.15 15:50 | sell | 10 | 0.10 | 168.284 | 0.000 | 0.000 | ||
31 | 2024.05.15 15:50 | modify | 10 | 0.10 | 168.284 | 168.731 | 167.891 | ||
32 | 2024.05.15 15:50 | modify | 9 | 0.10 | 168.632 | 168.731 | 167.891 | ||
33 | 2024.05.15 15:50 | modify | 8 | 0.10 | 168.708 | 168.731 | 167.891 | ||
34 | 2024.05.15 15:50 | modify | 7 | 0.10 | 169.291 | 168.731 | 167.891 | ||
35 | 2024.05.16 00:30 | t/p | 7 | 0.10 | 167.891 | 168.731 | 167.891 | 90.39 | 1167.30 |
36 | 2024.05.16 00:30 | t/p | 8 | 0.10 | 167.891 | 168.731 | 167.891 | 52.06 | 1219.36 |
37 | 2024.05.16 00:30 | t/p | 9 | 0.10 | 167.891 | 168.731 | 167.891 | 46.93 | 1266.29 |
38 | 2024.05.16 00:30 | t/p | 10 | 0.10 | 167.891 | 168.731 | 167.891 | 23.43 | 1289.72 |
39 | 2024.05.28 20:00 | sell | 11 | 0.10 | 170.670 | 0.000 | 0.000 | ||
40 | 2024.05.28 20:00 | modify | 11 | 0.10 | 170.670 | 171.070 | 169.270 | ||
41 | 2024.05.29 21:15 | sell | 12 | 0.10 | 170.109 | 0.000 | 0.000 | ||
42 | 2024.05.29 21:15 | modify | 12 | 0.10 | 170.109 | 170.390 | 169.270 | ||
43 | 2024.05.29 21:15 | modify | 11 | 0.10 | 170.670 | 170.390 | 169.270 | ||
44 | 2024.05.30 01:55 | sell | 13 | 0.10 | 170.014 | 0.000 | 0.000 | ||
45 | 2024.05.30 01:55 | modify | 13 | 0.10 | 170.014 | 170.250 | 169.270 | ||
46 | 2024.05.30 01:55 | modify | 12 | 0.10 | 170.109 | 170.250 | 169.270 | ||
47 | 2024.05.30 01:55 | modify | 11 | 0.10 | 170.670 | 170.250 | 169.270 | ||
48 | 2024.05.30 05:05 | sell | 14 | 0.10 | 169.688 | 0.000 | 0.000 | ||
49 | 2024.05.30 05:05 | modify | 14 | 0.10 | 169.688 | 170.110 | 169.270 | ||
50 | 2024.05.30 05:05 | modify | 13 | 0.10 | 170.014 | 170.110 | 169.270 | ||
51 | 2024.05.30 05:05 | modify | 12 | 0.10 | 170.109 | 170.110 | 169.270 | ||
52 | 2024.05.30 05:05 | modify | 11 | 0.10 | 170.670 | 170.110 | 169.270 | ||
53 | 2024.05.30 06:30 | t/p | 11 | 0.10 | 169.270 | 170.110 | 169.270 | 90.40 | 1380.12 |
54 | 2024.05.30 06:30 | t/p | 12 | 0.10 | 169.270 | 170.110 | 169.270 | 53.55 | 1433.66 |
55 | 2024.05.30 06:30 | t/p | 13 | 0.10 | 169.270 | 170.110 | 169.270 | 50.25 | 1483.91 |
56 | 2024.05.30 06:30 | t/p | 14 | 0.10 | 169.270 | 170.110 | 169.270 | 28.23 | 1512.14 |
57 | 2024.06.10 16:00 | buy | 15 | 0.10 | 168.734 | 0.000 | 0.000 | ||
58 | 2024.06.10 16:00 | modify | 15 | 0.10 | 168.734 | 168.334 | 170.134 | ||
59 | 2024.06.11 00:40 | buy | 16 | 0.10 | 169.301 | 0.000 | 0.000 | ||
60 | 2024.06.11 00:40 | modify | 16 | 0.10 | 169.301 | 169.014 | 170.134 | ||
61 | 2024.06.11 00:40 | modify | 15 | 0.10 | 168.734 | 169.014 | 170.134 | ||
62 | 2024.06.11 03:00 | buy | 17 | 0.10 | 169.392 | 0.000 | 0.000 | ||
63 | 2024.06.11 03:00 | modify | 17 | 0.10 | 169.392 | 169.154 | 170.134 | ||
64 | 2024.06.11 03:00 | modify | 16 | 0.10 | 169.301 | 169.154 | 170.134 | ||
65 | 2024.06.11 03:00 | modify | 15 | 0.10 | 168.734 | 169.154 | 170.134 | ||
66 | 2024.06.11 08:30 | s/l | 15 | 0.10 | 169.154 | 169.154 | 170.134 | 28.77 | 1540.91 |
67 | 2024.06.11 08:30 | s/l | 16 | 0.10 | 169.154 | 169.154 | 170.134 | -9.93 | 1530.98 |
68 | 2024.06.11 08:30 | s/l | 17 | 0.10 | 169.154 | 169.154 | 170.134 | -16.08 | 1514.90 |
69 | 2024.07.11 20:00 | buy | 18 | 0.10 | 172.590 | 0.000 | 0.000 | ||
70 | 2024.07.11 20:00 | modify | 18 | 0.10 | 172.590 | 172.190 | 173.990 | ||
71 | 2024.07.11 23:30 | s/l | 18 | 0.10 | 172.190 | 172.190 | 173.990 | -27.03 | 1487.87 |
72 | 2024.07.17 16:00 | buy | 19 | 0.10 | 171.192 | 0.000 | 0.000 | ||
73 | 2024.07.17 16:00 | modify | 19 | 0.10 | 171.192 | 170.792 | 172.592 | ||
74 | 2024.07.17 16:40 | s/l | 19 | 0.10 | 170.792 | 170.792 | 172.592 | -27.02 | 1460.85 |
75 | 2024.08.12 16:00 | sell | 20 | 0.10 | 161.232 | 0.000 | 0.000 | ||
76 | 2024.08.12 16:00 | modify | 20 | 0.10 | 161.232 | 161.632 | 159.832 | ||
77 | 2024.08.12 23:50 | sell | 21 | 0.10 | 160.666 | 0.000 | 0.000 | ||
78 | 2024.08.12 23:50 | modify | 21 | 0.10 | 160.666 | 160.952 | 159.832 | ||
79 | 2024.08.12 23:50 | modify | 20 | 0.10 | 161.232 | 160.952 | 159.832 | ||
80 | 2024.08.13 00:30 | s/l | 20 | 0.10 | 160.952 | 160.952 | 159.832 | 17.86 | 1478.71 |
81 | 2024.08.13 00:30 | s/l | 21 | 0.10 | 160.952 | 160.952 | 159.832 | -20.36 | 1458.35 |
82 | 2024.08.15 20:00 | sell | 22 | 0.10 | 163.556 | 0.000 | 0.000 | ||
83 | 2024.08.15 20:00 | modify | 22 | 0.10 | 163.556 | 163.956 | 162.156 | ||
84 | 2024.08.18 22:26 | sell | 23 | 0.10 | 162.972 | 0.000 | 0.000 | ||
85 | 2024.08.18 22:26 | modify | 23 | 0.10 | 162.972 | 163.276 | 162.156 | ||
86 | 2024.08.18 22:26 | modify | 22 | 0.10 | 163.556 | 163.276 | 162.156 | ||
87 | 2024.08.19 00:40 | sell | 24 | 0.10 | 162.903 | 0.000 | 0.000 | ||
88 | 2024.08.19 00:40 | modify | 24 | 0.10 | 162.903 | 163.136 | 162.156 | ||
89 | 2024.08.19 00:40 | modify | 23 | 0.10 | 162.972 | 163.136 | 162.156 | ||
90 | 2024.08.19 00:40 | modify | 22 | 0.10 | 163.556 | 163.136 | 162.156 | ||
91 | 2024.08.19 01:50 | sell | 25 | 0.10 | 162.574 | 0.000 | 0.000 | ||
92 | 2024.08.19 01:50 | modify | 25 | 0.10 | 162.574 | 162.996 | 162.156 | ||
93 | 2024.08.19 01:50 | modify | 24 | 0.10 | 162.903 | 162.996 | 162.156 | ||
94 | 2024.08.19 01:50 | modify | 23 | 0.10 | 162.972 | 162.996 | 162.156 | ||
95 | 2024.08.19 01:50 | modify | 22 | 0.10 | 163.556 | 162.996 | 162.156 | ||
96 | 2024.08.19 03:30 | t/p | 22 | 0.10 | 162.156 | 162.996 | 162.156 | 92.47 | 1550.82 |
97 | 2024.08.19 03:30 | t/p | 23 | 0.10 | 162.156 | 162.996 | 162.156 | 54.07 | 1604.89 |
98 | 2024.08.19 03:30 | t/p | 24 | 0.10 | 162.156 | 162.996 | 162.156 | 50.45 | 1655.34 |
99 | 2024.08.19 03:30 | t/p | 25 | 0.10 | 162.156 | 162.996 | 162.156 | 28.23 | 1683.57 |
100 | 2024.09.02 20:00 | sell | 26 | 0.10 | 162.655 | 0.000 | 0.000 | ||
101 | 2024.09.02 20:00 | modify | 26 | 0.10 | 162.655 | 163.055 | 161.255 | ||
102 | 2024.09.03 03:30 | sell | 27 | 0.10 | 162.081 | 0.000 | 0.000 | ||
103 | 2024.09.03 03:30 | modify | 27 | 0.10 | 162.081 | 162.375 | 161.255 | ||
104 | 2024.09.03 03:30 | modify | 26 | 0.10 | 162.655 | 162.375 | 161.255 | ||
105 | 2024.09.03 04:10 | sell | 28 | 0.10 | 162.019 | 0.000 | 0.000 | ||
106 | 2024.09.03 04:10 | modify | 28 | 0.10 | 162.019 | 162.235 | 161.255 | ||
107 | 2024.09.03 04:10 | modify | 27 | 0.10 | 162.081 | 162.235 | 161.255 | ||
108 | 2024.09.03 04:10 | modify | 26 | 0.10 | 162.655 | 162.235 | 161.255 | ||
109 | 2024.09.03 08:30 | t/p | 26 | 0.10 | 161.255 | 162.235 | 161.255 | 93.50 | 1777.07 |
110 | 2024.09.03 08:30 | t/p | 27 | 0.10 | 161.255 | 162.235 | 161.255 | 55.78 | 1832.85 |
111 | 2024.09.03 08:30 | t/p | 28 | 0.10 | 161.255 | 162.235 | 161.255 | 51.59 | 1884.44 |
112 | 2024.10.09 20:00 | sell | 29 | 0.10 | 163.331 | 0.000 | 0.000 | ||
113 | 2024.10.09 20:00 | modify | 29 | 0.10 | 163.331 | 163.731 | 161.931 | ||
114 | 2024.10.10 10:05 | sell | 30 | 0.10 | 162.697 | 0.000 | 0.000 | ||
115 | 2024.10.10 10:05 | modify | 30 | 0.10 | 162.697 | 162.911 | 161.931 | ||
116 | 2024.10.10 10:05 | modify | 29 | 0.10 | 163.331 | 162.911 | 161.931 | ||
117 | 2024.10.10 11:20 | s/l | 29 | 0.10 | 162.911 | 162.911 | 161.931 | 25.25 | 1909.69 |
118 | 2024.10.10 11:20 | s/l | 30 | 0.10 | 162.911 | 162.911 | 161.931 | -14.46 | 1895.23 |
119 | 2024.10.23 16:00 | sell | 31 | 0.10 | 164.721 | 0.000 | 0.000 | ||
120 | 2024.10.23 16:00 | modify | 31 | 0.10 | 164.721 | 165.121 | 163.321 | ||
121 | 2024.10.24 08:40 | sell | 32 | 0.10 | 164.067 | 0.000 | 0.000 | ||
122 | 2024.10.24 08:40 | modify | 32 | 0.10 | 164.067 | 164.301 | 163.321 | ||
123 | 2024.10.24 08:40 | modify | 31 | 0.10 | 164.721 | 164.301 | 163.321 | ||
124 | 2024.10.24 09:15 | s/l | 31 | 0.10 | 164.301 | 164.301 | 163.321 | 25.25 | 1920.48 |
125 | 2024.10.24 09:15 | s/l | 32 | 0.10 | 164.301 | 164.301 | 163.321 | -15.80 | 1904.68 |
126 | 2025.01.06 16:00 | sell | 33 | 0.10 | 163.729 | 0.000 | 0.000 | ||
127 | 2025.01.06 16:00 | modify | 33 | 0.10 | 163.729 | 164.129 | 162.329 | ||
128 | 2025.01.07 00:30 | s/l | 33 | 0.10 | 164.129 | 164.129 | 162.329 | -28.06 | 1876.62 |
129 | 2025.02.17 20:00 | buy | 34 | 0.10 | 158.719 | 0.000 | 0.000 | ||
130 | 2025.02.17 20:00 | modify | 34 | 0.10 | 158.719 | 158.319 | 160.119 | ||
131 | 2025.02.19 09:30 | s/l | 34 | 0.10 | 158.319 | 158.319 | 160.119 | -26.24 | 1850.38 |