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=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=100; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 761.95 | Gross profit | 1065.84 | Gross loss | -303.89 |
Profit factor | 3.51 | Expected payoff | 21.77 | ||
Absolute drawdown | 125.47 | Maximal drawdown | 134.44 (7.09%) | Relative drawdown | 12.55% (125.47) |
Total trades | 35 | Short positions (won %) | 18 (50.00%) | Long positions (won %) | 17 (82.35%) |
Profit trades (% of total) | 23 (65.71%) | Loss trades (% of total) | 12 (34.29%) | ||
Largest | profit trade | 81.85 | loss trade | -68.57 | |
Average | profit trade | 46.34 | loss trade | -25.32 | |
Maximum | consecutive wins (profit in money) | 10 (484.12) | consecutive losses (loss in money) | 3 (-89.21) | |
Maximal | consecutive profit (count of wins) | 484.12 (10) | consecutive loss (count of losses) | -89.21 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.19 16:00 | sell | 1 | 0.10 | 163.673 | 0.000 | 0.000 | ||
2 | 2024.03.19 16:00 | modify | 1 | 0.10 | 163.673 | 164.673 | 162.473 | ||
3 | 2024.03.20 04:40 | s/l | 1 | 0.10 | 164.673 | 164.673 | 162.473 | -68.57 | 931.43 |
4 | 2024.04.03 16:00 | sell | 2 | 0.10 | 164.214 | 0.000 | 0.000 | ||
5 | 2024.04.03 16:00 | modify | 2 | 0.10 | 164.214 | 165.214 | 163.014 | ||
6 | 2024.04.05 00:30 | sell | 3 | 0.10 | 163.674 | 0.000 | 0.000 | ||
7 | 2024.04.05 00:30 | modify | 3 | 0.10 | 163.674 | 163.974 | 163.014 | ||
8 | 2024.04.05 00:30 | modify | 2 | 0.10 | 164.214 | 163.974 | 163.014 | ||
9 | 2024.04.05 00:55 | sell | 4 | 0.10 | 163.605 | 0.000 | 0.000 | ||
10 | 2024.04.05 00:55 | modify | 4 | 0.10 | 163.605 | 163.794 | 163.014 | ||
11 | 2024.04.05 00:55 | modify | 3 | 0.10 | 163.674 | 163.794 | 163.014 | ||
12 | 2024.04.05 00:55 | modify | 2 | 0.10 | 164.214 | 163.794 | 163.014 | ||
13 | 2024.04.05 03:40 | s/l | 2 | 0.10 | 163.794 | 163.794 | 163.014 | 24.22 | 955.65 |
14 | 2024.04.05 03:40 | s/l | 3 | 0.10 | 163.794 | 163.794 | 163.014 | -8.10 | 947.55 |
15 | 2024.04.05 03:40 | s/l | 4 | 0.10 | 163.794 | 163.794 | 163.014 | -12.76 | 934.79 |
16 | 2024.04.12 12:00 | buy | 5 | 0.10 | 163.162 | 0.000 | 0.000 | ||
17 | 2024.04.12 12:00 | modify | 5 | 0.10 | 163.162 | 162.162 | 164.362 | ||
18 | 2024.04.15 02:30 | buy | 6 | 0.10 | 163.711 | 0.000 | 0.000 | ||
19 | 2024.04.15 02:30 | modify | 6 | 0.10 | 163.711 | 163.402 | 164.362 | ||
20 | 2024.04.15 02:30 | modify | 5 | 0.10 | 163.162 | 163.402 | 164.362 | ||
21 | 2024.04.15 02:40 | buy | 7 | 0.10 | 163.767 | 0.000 | 0.000 | ||
22 | 2024.04.15 02:40 | modify | 7 | 0.10 | 163.767 | 163.582 | 164.362 | ||
23 | 2024.04.15 02:40 | modify | 6 | 0.10 | 163.711 | 163.582 | 164.362 | ||
24 | 2024.04.15 02:40 | modify | 5 | 0.10 | 163.162 | 163.582 | 164.362 | ||
25 | 2024.04.15 05:30 | buy | 8 | 0.10 | 163.958 | 0.000 | 0.000 | ||
26 | 2024.04.15 05:30 | modify | 8 | 0.10 | 163.958 | 163.702 | 164.362 | ||
27 | 2024.04.15 05:30 | modify | 7 | 0.10 | 163.767 | 163.702 | 164.362 | ||
28 | 2024.04.15 05:30 | modify | 6 | 0.10 | 163.711 | 163.702 | 164.362 | ||
29 | 2024.04.15 05:30 | modify | 5 | 0.10 | 163.162 | 163.702 | 164.362 | ||
30 | 2024.04.15 13:30 | t/p | 5 | 0.10 | 164.362 | 163.702 | 164.362 | 81.46 | 1016.25 |
31 | 2024.04.15 13:30 | t/p | 6 | 0.10 | 164.362 | 163.702 | 164.362 | 43.97 | 1060.22 |
32 | 2024.04.15 13:30 | t/p | 7 | 0.10 | 164.362 | 163.702 | 164.362 | 40.19 | 1100.41 |
33 | 2024.04.15 13:30 | t/p | 8 | 0.10 | 164.362 | 163.702 | 164.362 | 27.29 | 1127.70 |
34 | 2024.05.02 16:00 | buy | 9 | 0.10 | 164.664 | 0.000 | 0.000 | ||
35 | 2024.05.02 16:00 | modify | 9 | 0.10 | 164.664 | 163.664 | 165.864 | ||
36 | 2024.05.05 23:30 | buy | 10 | 0.10 | 165.230 | 0.000 | 0.000 | ||
37 | 2024.05.05 23:30 | modify | 10 | 0.10 | 165.230 | 164.904 | 165.864 | ||
38 | 2024.05.05 23:30 | modify | 9 | 0.10 | 164.664 | 164.904 | 165.864 | ||
39 | 2024.05.06 00:35 | buy | 11 | 0.10 | 165.266 | 0.000 | 0.000 | ||
40 | 2024.05.06 00:35 | modify | 11 | 0.10 | 165.266 | 165.084 | 165.864 | ||
41 | 2024.05.06 00:35 | modify | 10 | 0.10 | 165.230 | 165.084 | 165.864 | ||
42 | 2024.05.06 00:35 | modify | 9 | 0.10 | 164.664 | 165.084 | 165.864 | ||
43 | 2024.05.06 13:40 | t/p | 9 | 0.10 | 165.864 | 165.084 | 165.864 | 81.85 | 1209.55 |
44 | 2024.05.06 13:40 | t/p | 10 | 0.10 | 165.864 | 165.084 | 165.864 | 43.23 | 1252.78 |
45 | 2024.05.06 13:40 | t/p | 11 | 0.10 | 165.864 | 165.084 | 165.864 | 40.39 | 1293.17 |
46 | 2024.05.13 16:00 | sell | 12 | 0.10 | 168.594 | 0.000 | 0.000 | ||
47 | 2024.05.13 16:00 | modify | 12 | 0.10 | 168.594 | 169.594 | 167.394 | ||
48 | 2024.05.15 12:40 | sell | 13 | 0.10 | 168.025 | 0.000 | 0.000 | ||
49 | 2024.05.15 12:40 | modify | 13 | 0.10 | 168.025 | 168.354 | 167.394 | ||
50 | 2024.05.15 12:40 | modify | 12 | 0.10 | 168.594 | 168.354 | 167.394 | ||
51 | 2024.05.15 12:55 | s/l | 12 | 0.10 | 168.354 | 168.354 | 167.394 | 14.13 | 1307.29 |
52 | 2024.05.15 12:55 | s/l | 13 | 0.10 | 168.354 | 168.354 | 167.394 | -22.22 | 1285.07 |
53 | 2024.07.11 16:00 | buy | 14 | 0.10 | 172.409 | 0.000 | 0.000 | ||
54 | 2024.07.11 16:00 | modify | 14 | 0.10 | 172.409 | 171.409 | 173.609 | ||
55 | 2024.07.12 00:40 | buy | 15 | 0.10 | 173.014 | 0.000 | 0.000 | ||
56 | 2024.07.12 00:40 | modify | 15 | 0.10 | 173.014 | 172.829 | 173.609 | ||
57 | 2024.07.12 00:40 | modify | 14 | 0.10 | 172.409 | 172.829 | 173.609 | ||
58 | 2024.07.12 00:45 | s/l | 14 | 0.10 | 172.829 | 172.829 | 173.609 | 28.77 | 1313.84 |
59 | 2024.07.12 00:45 | s/l | 15 | 0.10 | 172.829 | 172.829 | 173.609 | -12.50 | 1301.34 |
60 | 2024.07.23 12:00 | buy | 16 | 0.10 | 169.562 | 0.000 | 0.000 | ||
61 | 2024.07.23 12:00 | modify | 16 | 0.10 | 169.562 | 168.562 | 170.762 | ||
62 | 2024.07.24 01:40 | s/l | 16 | 0.10 | 168.562 | 168.562 | 170.762 | -67.16 | 1234.18 |
63 | 2024.08.15 16:00 | sell | 17 | 0.10 | 163.585 | 0.000 | 0.000 | ||
64 | 2024.08.15 16:00 | modify | 17 | 0.10 | 163.585 | 164.585 | 162.385 | ||
65 | 2024.08.16 11:10 | sell | 18 | 0.10 | 163.020 | 0.000 | 0.000 | ||
66 | 2024.08.16 11:10 | modify | 18 | 0.10 | 163.020 | 163.345 | 162.385 | ||
67 | 2024.08.16 11:10 | modify | 17 | 0.10 | 163.585 | 163.345 | 162.385 | ||
68 | 2024.08.16 12:40 | t/p | 17 | 0.10 | 162.385 | 163.345 | 162.385 | 79.99 | 1314.17 |
69 | 2024.08.16 12:40 | t/p | 18 | 0.10 | 162.385 | 163.345 | 162.385 | 42.88 | 1357.05 |
70 | 2024.10.23 12:00 | sell | 19 | 0.10 | 164.736 | 0.000 | 0.000 | ||
71 | 2024.10.23 12:00 | modify | 19 | 0.10 | 164.736 | 165.736 | 163.536 | ||
72 | 2024.10.24 04:50 | sell | 20 | 0.10 | 164.187 | 0.000 | 0.000 | ||
73 | 2024.10.24 04:50 | modify | 20 | 0.10 | 164.187 | 164.496 | 163.536 | ||
74 | 2024.10.24 04:50 | modify | 19 | 0.10 | 164.736 | 164.496 | 163.536 | ||
75 | 2024.10.24 06:30 | sell | 21 | 0.10 | 164.110 | 0.000 | 0.000 | ||
76 | 2024.10.24 06:30 | modify | 21 | 0.10 | 164.110 | 164.316 | 163.536 | ||
77 | 2024.10.24 06:30 | modify | 20 | 0.10 | 164.187 | 164.316 | 163.536 | ||
78 | 2024.10.24 06:30 | modify | 19 | 0.10 | 164.736 | 164.316 | 163.536 | ||
79 | 2024.10.24 06:40 | sell | 22 | 0.10 | 163.945 | 0.000 | 0.000 | ||
80 | 2024.10.24 06:40 | modify | 22 | 0.10 | 163.945 | 164.196 | 163.536 | ||
81 | 2024.10.24 06:40 | modify | 21 | 0.10 | 164.110 | 164.196 | 163.536 | ||
82 | 2024.10.24 06:40 | modify | 20 | 0.10 | 164.187 | 164.196 | 163.536 | ||
83 | 2024.10.24 06:40 | modify | 19 | 0.10 | 164.736 | 164.196 | 163.536 | ||
84 | 2024.10.24 07:30 | s/l | 19 | 0.10 | 164.196 | 164.196 | 163.536 | 33.36 | 1390.41 |
85 | 2024.10.24 07:30 | s/l | 20 | 0.10 | 164.196 | 164.196 | 163.536 | -0.61 | 1389.80 |
86 | 2024.10.24 07:30 | s/l | 21 | 0.10 | 164.196 | 164.196 | 163.536 | -5.81 | 1383.99 |
87 | 2024.10.24 07:30 | s/l | 22 | 0.10 | 164.196 | 164.196 | 163.536 | -16.95 | 1367.04 |
88 | 2024.12.26 16:00 | sell | 23 | 0.10 | 164.528 | 0.000 | 0.000 | ||
89 | 2024.12.26 16:00 | modify | 23 | 0.10 | 164.528 | 165.528 | 163.328 | ||
90 | 2024.12.30 13:30 | sell | 24 | 0.10 | 163.966 | 0.000 | 0.000 | ||
91 | 2024.12.30 13:30 | modify | 24 | 0.10 | 163.966 | 164.288 | 163.328 | ||
92 | 2024.12.30 13:30 | modify | 23 | 0.10 | 164.528 | 164.288 | 163.328 | ||
93 | 2024.12.30 14:20 | sell | 25 | 0.10 | 163.748 | 0.000 | 0.000 | ||
94 | 2024.12.30 14:20 | modify | 25 | 0.10 | 163.748 | 163.988 | 163.328 | ||
95 | 2024.12.30 14:20 | modify | 24 | 0.10 | 163.966 | 163.988 | 163.328 | ||
96 | 2024.12.30 14:20 | modify | 23 | 0.10 | 164.528 | 163.988 | 163.328 | ||
97 | 2024.12.30 15:20 | t/p | 23 | 0.10 | 163.328 | 163.988 | 163.328 | 78.96 | 1445.99 |
98 | 2024.12.30 15:20 | t/p | 24 | 0.10 | 163.328 | 163.988 | 163.328 | 43.08 | 1489.07 |
99 | 2024.12.30 15:20 | t/p | 25 | 0.10 | 163.328 | 163.988 | 163.328 | 28.36 | 1517.43 |
100 | 2025.01.13 12:00 | buy | 26 | 0.10 | 160.428 | 0.000 | 0.000 | ||
101 | 2025.01.13 12:00 | modify | 26 | 0.10 | 160.428 | 159.428 | 161.628 | ||
102 | 2025.01.13 16:50 | buy | 27 | 0.10 | 160.969 | 0.000 | 0.000 | ||
103 | 2025.01.13 16:50 | modify | 27 | 0.10 | 160.969 | 160.668 | 161.628 | ||
104 | 2025.01.13 16:50 | modify | 26 | 0.10 | 160.428 | 160.668 | 161.628 | ||
105 | 2025.01.13 20:55 | buy | 28 | 0.10 | 161.052 | 0.000 | 0.000 | ||
106 | 2025.01.13 20:55 | modify | 28 | 0.10 | 161.052 | 160.848 | 161.628 | ||
107 | 2025.01.13 20:55 | modify | 27 | 0.10 | 160.969 | 160.848 | 161.628 | ||
108 | 2025.01.13 20:55 | modify | 26 | 0.10 | 160.428 | 160.848 | 161.628 | ||
109 | 2025.01.13 21:20 | buy | 29 | 0.10 | 161.216 | 0.000 | 0.000 | ||
110 | 2025.01.13 21:20 | modify | 29 | 0.10 | 161.216 | 160.968 | 161.628 | ||
111 | 2025.01.13 21:20 | modify | 28 | 0.10 | 161.052 | 160.968 | 161.628 | ||
112 | 2025.01.13 21:20 | modify | 27 | 0.10 | 160.969 | 160.968 | 161.628 | ||
113 | 2025.01.13 21:20 | modify | 26 | 0.10 | 160.428 | 160.968 | 161.628 | ||
114 | 2025.01.13 22:40 | t/p | 26 | 0.10 | 161.628 | 160.968 | 161.628 | 81.07 | 1598.50 |
115 | 2025.01.13 22:40 | t/p | 27 | 0.10 | 161.628 | 160.968 | 161.628 | 44.52 | 1643.02 |
116 | 2025.01.13 22:40 | t/p | 28 | 0.10 | 161.628 | 160.968 | 161.628 | 38.92 | 1681.94 |
117 | 2025.01.13 22:40 | t/p | 29 | 0.10 | 161.628 | 160.968 | 161.628 | 27.84 | 1709.78 |
118 | 2025.02.03 12:00 | buy | 30 | 0.10 | 158.534 | 0.000 | 0.000 | ||
119 | 2025.02.03 12:00 | modify | 30 | 0.10 | 158.534 | 157.534 | 159.734 | ||
120 | 2025.02.03 15:30 | buy | 31 | 0.10 | 159.335 | 0.000 | 0.000 | ||
121 | 2025.02.03 15:30 | modify | 31 | 0.10 | 159.335 | 159.074 | 159.734 | ||
122 | 2025.02.03 15:30 | modify | 30 | 0.10 | 158.534 | 159.074 | 159.734 | ||
123 | 2025.02.03 15:40 | t/p | 30 | 0.10 | 159.734 | 159.074 | 159.734 | 81.07 | 1790.85 |
124 | 2025.02.03 15:40 | t/p | 31 | 0.10 | 159.734 | 159.074 | 159.734 | 26.96 | 1817.81 |
125 | 2025.02.12 16:00 | sell | 32 | 0.10 | 160.221 | 0.000 | 0.000 | ||
126 | 2025.02.12 16:00 | modify | 32 | 0.10 | 160.221 | 161.221 | 159.021 | ||
127 | 2025.02.13 13:30 | sell | 33 | 0.10 | 159.597 | 0.000 | 0.000 | ||
128 | 2025.02.13 13:30 | modify | 33 | 0.10 | 159.597 | 159.801 | 159.021 | ||
129 | 2025.02.13 13:30 | modify | 32 | 0.10 | 160.221 | 159.801 | 159.021 | ||
130 | 2025.02.13 13:40 | sell | 34 | 0.10 | 159.427 | 0.000 | 0.000 | ||
131 | 2025.02.13 13:40 | modify | 34 | 0.10 | 159.427 | 159.681 | 159.021 | ||
132 | 2025.02.13 13:40 | modify | 33 | 0.10 | 159.597 | 159.681 | 159.021 | ||
133 | 2025.02.13 13:40 | modify | 32 | 0.10 | 160.221 | 159.681 | 159.021 | ||
134 | 2025.02.13 14:40 | s/l | 32 | 0.10 | 159.681 | 159.681 | 159.021 | 33.35 | 1851.16 |
135 | 2025.02.13 14:40 | s/l | 33 | 0.10 | 159.681 | 159.681 | 159.021 | -5.68 | 1845.48 |
136 | 2025.02.13 14:40 | s/l | 34 | 0.10 | 159.681 | 159.681 | 159.021 | -17.16 | 1828.32 |
137 | 2025.02.19 16:00 | buy | 35 | 0.10 | 157.870 | 0.000 | 0.000 | ||
138 | 2025.02.19 16:00 | modify | 35 | 0.10 | 157.870 | 156.870 | 159.070 | ||
139 | 2025.02.20 04:20 | s/l | 35 | 0.10 | 156.870 | 156.870 | 159.070 | -66.37 | 1761.95 |