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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 1202.09 | Gross profit | 1504.15 | Gross loss | -302.06 |
Profit factor | 4.98 | Expected payoff | 33.39 | ||
Absolute drawdown | 111.12 | Maximal drawdown | 183.12 (10.01%) | Relative drawdown | 14.82% (180.00) |
Total trades | 36 | Short positions (won %) | 20 (80.00%) | Long positions (won %) | 16 (81.25%) |
Profit trades (% of total) | 29 (80.56%) | Loss trades (% of total) | 7 (19.44%) | ||
Largest | profit trade | 101.83 | loss trade | -93.55 | |
Average | profit trade | 51.87 | loss trade | -43.15 | |
Maximum | consecutive wins (profit in money) | 12 (656.12) | consecutive losses (loss in money) | 3 (-129.75) | |
Maximal | consecutive profit (count of wins) | 656.12 (12) | consecutive loss (count of losses) | -129.75 (3) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.08 12:00 | buy | 1 | 0.10 | 147.128 | 0.000 | 0.000 | ||
2 | 2024.03.08 12:00 | modify | 1 | 0.10 | 147.128 | 145.728 | 148.628 | ||
3 | 2024.03.12 05:50 | buy | 2 | 0.10 | 147.601 | 0.000 | 0.000 | ||
4 | 2024.03.12 05:50 | modify | 2 | 0.10 | 147.601 | 147.203 | 148.628 | ||
5 | 2024.03.12 05:50 | modify | 1 | 0.10 | 147.128 | 147.203 | 148.628 | ||
6 | 2024.03.12 12:05 | s/l | 1 | 0.10 | 147.203 | 147.203 | 148.628 | 6.28 | 1006.28 |
7 | 2024.03.12 12:05 | s/l | 2 | 0.10 | 147.203 | 147.203 | 148.628 | -27.05 | 979.23 |
8 | 2024.05.03 12:00 | buy | 3 | 0.10 | 153.229 | 0.000 | 0.000 | ||
9 | 2024.05.03 12:00 | modify | 3 | 0.10 | 153.229 | 151.829 | 154.729 | ||
10 | 2024.05.05 23:50 | buy | 4 | 0.10 | 153.680 | 0.000 | 0.000 | ||
11 | 2024.05.05 23:50 | modify | 4 | 0.10 | 153.680 | 153.304 | 154.729 | ||
12 | 2024.05.05 23:50 | modify | 3 | 0.10 | 153.229 | 153.304 | 154.729 | ||
13 | 2024.05.07 00:55 | buy | 5 | 0.10 | 154.058 | 0.000 | 0.000 | ||
14 | 2024.05.07 00:55 | modify | 5 | 0.10 | 154.058 | 153.604 | 154.729 | ||
15 | 2024.05.07 00:55 | modify | 4 | 0.10 | 153.680 | 153.604 | 154.729 | ||
16 | 2024.05.07 00:55 | modify | 3 | 0.10 | 153.229 | 153.604 | 154.729 | ||
17 | 2024.05.07 05:10 | buy | 6 | 0.10 | 154.442 | 0.000 | 0.000 | ||
18 | 2024.05.07 05:10 | modify | 6 | 0.10 | 154.442 | 153.754 | 154.729 | ||
19 | 2024.05.07 05:10 | modify | 5 | 0.10 | 154.058 | 153.754 | 154.729 | ||
20 | 2024.05.07 05:10 | modify | 4 | 0.10 | 153.680 | 153.754 | 154.729 | ||
21 | 2024.05.07 05:10 | modify | 3 | 0.10 | 153.229 | 153.754 | 154.729 | ||
22 | 2024.05.07 18:33 | t/p | 3 | 0.10 | 154.729 | 153.754 | 154.729 | 98.12 | 1077.34 |
23 | 2024.05.07 18:33 | t/p | 4 | 0.10 | 154.729 | 153.754 | 154.729 | 68.98 | 1146.32 |
24 | 2024.05.07 18:33 | t/p | 5 | 0.10 | 154.729 | 153.754 | 154.729 | 43.36 | 1189.68 |
25 | 2024.05.07 18:33 | t/p | 6 | 0.10 | 154.729 | 153.754 | 154.729 | 18.55 | 1208.23 |
26 | 2024.05.15 12:00 | buy | 7 | 0.10 | 155.705 | 0.000 | 0.000 | ||
27 | 2024.05.15 12:00 | modify | 7 | 0.10 | 155.705 | 154.305 | 157.205 | ||
28 | 2024.05.15 23:40 | s/l | 7 | 0.10 | 154.305 | 154.305 | 157.205 | -90.82 | 1117.41 |
29 | 2024.05.22 12:00 | sell | 8 | 0.10 | 156.583 | 0.000 | 0.000 | ||
30 | 2024.05.22 12:00 | modify | 8 | 0.10 | 156.583 | 157.983 | 155.083 | ||
31 | 2024.06.03 14:33 | sell | 9 | 0.10 | 156.130 | 0.000 | 0.000 | ||
32 | 2024.06.03 14:33 | modify | 9 | 0.10 | 156.130 | 156.508 | 155.083 | ||
33 | 2024.06.03 14:33 | modify | 8 | 0.10 | 156.583 | 156.508 | 155.083 | ||
34 | 2024.06.04 01:40 | s/l | 8 | 0.10 | 156.508 | 156.508 | 155.083 | -13.39 | 1104.02 |
35 | 2024.06.04 01:40 | s/l | 9 | 0.10 | 156.508 | 156.508 | 155.083 | -25.55 | 1078.47 |
36 | 2024.06.04 12:00 | buy | 10 | 0.10 | 154.897 | 0.000 | 0.000 | ||
37 | 2024.06.04 12:00 | modify | 10 | 0.10 | 154.897 | 153.497 | 156.397 | ||
38 | 2024.06.05 00:30 | buy | 11 | 0.10 | 155.372 | 0.000 | 0.000 | ||
39 | 2024.06.05 00:30 | modify | 11 | 0.10 | 155.372 | 154.972 | 156.397 | ||
40 | 2024.06.05 00:30 | modify | 10 | 0.10 | 154.897 | 154.972 | 156.397 | ||
41 | 2024.06.05 05:40 | buy | 12 | 0.10 | 155.736 | 0.000 | 0.000 | ||
42 | 2024.06.05 05:40 | modify | 12 | 0.10 | 155.736 | 155.272 | 156.397 | ||
43 | 2024.06.05 05:40 | modify | 11 | 0.10 | 155.372 | 155.272 | 156.397 | ||
44 | 2024.06.05 05:40 | modify | 10 | 0.10 | 154.897 | 155.272 | 156.397 | ||
45 | 2024.06.05 07:30 | buy | 13 | 0.10 | 156.126 | 0.000 | 0.000 | ||
46 | 2024.06.05 07:30 | modify | 13 | 0.10 | 156.126 | 155.422 | 156.397 | ||
47 | 2024.06.05 07:30 | modify | 12 | 0.10 | 155.736 | 155.422 | 156.397 | ||
48 | 2024.06.05 07:30 | modify | 11 | 0.10 | 155.372 | 155.422 | 156.397 | ||
49 | 2024.06.05 07:30 | modify | 10 | 0.10 | 154.897 | 155.422 | 156.397 | ||
50 | 2024.06.05 14:33 | t/p | 10 | 0.10 | 156.397 | 155.422 | 156.397 | 96.45 | 1174.93 |
51 | 2024.06.05 14:33 | t/p | 11 | 0.10 | 156.397 | 155.422 | 156.397 | 65.51 | 1240.44 |
52 | 2024.06.05 14:33 | t/p | 12 | 0.10 | 156.397 | 155.422 | 156.397 | 42.24 | 1282.68 |
53 | 2024.06.05 14:33 | t/p | 13 | 0.10 | 156.397 | 155.422 | 156.397 | 17.32 | 1300.00 |
54 | 2024.06.26 12:00 | sell | 14 | 0.10 | 160.305 | 0.000 | 0.000 | ||
55 | 2024.06.26 12:00 | modify | 14 | 0.10 | 160.305 | 161.705 | 158.805 | ||
56 | 2024.07.01 15:05 | s/l | 14 | 0.10 | 161.705 | 161.705 | 158.805 | -93.55 | 1206.45 |
57 | 2024.07.03 12:00 | sell | 15 | 0.10 | 161.921 | 0.000 | 0.000 | ||
58 | 2024.07.03 12:00 | modify | 15 | 0.10 | 161.921 | 163.321 | 160.421 | ||
59 | 2024.07.03 15:55 | sell | 16 | 0.10 | 161.442 | 0.000 | 0.000 | ||
60 | 2024.07.03 15:55 | modify | 16 | 0.10 | 161.442 | 161.846 | 160.421 | ||
61 | 2024.07.03 15:55 | modify | 15 | 0.10 | 161.921 | 161.846 | 160.421 | ||
62 | 2024.07.04 12:35 | sell | 17 | 0.10 | 161.095 | 0.000 | 0.000 | ||
63 | 2024.07.04 12:35 | modify | 17 | 0.10 | 161.095 | 161.546 | 160.421 | ||
64 | 2024.07.04 12:35 | modify | 16 | 0.10 | 161.442 | 161.546 | 160.421 | ||
65 | 2024.07.04 12:35 | modify | 15 | 0.10 | 161.921 | 161.546 | 160.421 | ||
66 | 2024.07.05 03:30 | sell | 18 | 0.10 | 160.695 | 0.000 | 0.000 | ||
67 | 2024.07.05 03:30 | modify | 18 | 0.10 | 160.695 | 161.396 | 160.421 | ||
68 | 2024.07.05 03:30 | modify | 17 | 0.10 | 161.095 | 161.396 | 160.421 | ||
69 | 2024.07.05 03:30 | modify | 16 | 0.10 | 161.442 | 161.396 | 160.421 | ||
70 | 2024.07.05 03:30 | modify | 15 | 0.10 | 161.921 | 161.396 | 160.421 | ||
71 | 2024.07.05 12:15 | t/p | 15 | 0.10 | 160.421 | 161.396 | 160.421 | 87.95 | 1294.39 |
72 | 2024.07.05 12:15 | t/p | 16 | 0.10 | 160.421 | 161.396 | 160.421 | 58.08 | 1352.47 |
73 | 2024.07.05 12:15 | t/p | 17 | 0.10 | 160.421 | 161.396 | 160.421 | 40.63 | 1393.10 |
74 | 2024.07.05 12:15 | t/p | 18 | 0.10 | 160.421 | 161.396 | 160.421 | 17.09 | 1410.19 |
75 | 2024.07.31 12:00 | buy | 19 | 0.10 | 150.219 | 0.000 | 0.000 | ||
76 | 2024.07.31 12:00 | modify | 19 | 0.10 | 150.219 | 148.819 | 151.719 | ||
77 | 2024.07.31 16:40 | buy | 20 | 0.10 | 150.691 | 0.000 | 0.000 | ||
78 | 2024.07.31 16:40 | modify | 20 | 0.10 | 150.691 | 150.294 | 151.719 | ||
79 | 2024.07.31 16:40 | modify | 19 | 0.10 | 150.219 | 150.294 | 151.719 | ||
80 | 2024.07.31 19:20 | s/l | 19 | 0.10 | 150.294 | 150.294 | 151.719 | 4.99 | 1415.18 |
81 | 2024.07.31 19:20 | s/l | 20 | 0.10 | 150.294 | 150.294 | 151.719 | -26.44 | 1388.74 |
82 | 2024.09.02 12:00 | sell | 21 | 0.10 | 146.986 | 0.000 | 0.000 | ||
83 | 2024.09.02 12:00 | modify | 21 | 0.10 | 146.986 | 148.386 | 145.486 | ||
84 | 2024.09.03 04:20 | sell | 22 | 0.10 | 146.508 | 0.000 | 0.000 | ||
85 | 2024.09.03 04:20 | modify | 22 | 0.10 | 146.508 | 146.911 | 145.486 | ||
86 | 2024.09.03 04:20 | modify | 21 | 0.10 | 146.986 | 146.911 | 145.486 | ||
87 | 2024.09.03 05:40 | sell | 23 | 0.10 | 146.140 | 0.000 | 0.000 | ||
88 | 2024.09.03 05:40 | modify | 23 | 0.10 | 146.140 | 146.611 | 145.486 | ||
89 | 2024.09.03 05:40 | modify | 22 | 0.10 | 146.508 | 146.611 | 145.486 | ||
90 | 2024.09.03 05:40 | modify | 21 | 0.10 | 146.986 | 146.611 | 145.486 | ||
91 | 2024.09.03 13:40 | t/p | 21 | 0.10 | 145.486 | 146.611 | 145.486 | 101.83 | 1490.57 |
92 | 2024.09.03 13:40 | t/p | 22 | 0.10 | 145.486 | 146.611 | 145.486 | 70.33 | 1560.90 |
93 | 2024.09.03 13:40 | t/p | 23 | 0.10 | 145.486 | 146.611 | 145.486 | 45.01 | 1605.91 |
94 | 2024.11.06 12:00 | sell | 24 | 0.10 | 154.216 | 0.000 | 0.000 | ||
95 | 2024.11.06 12:00 | modify | 24 | 0.10 | 154.216 | 155.616 | 152.716 | ||
96 | 2024.11.07 12:40 | sell | 25 | 0.10 | 153.739 | 0.000 | 0.000 | ||
97 | 2024.11.07 12:40 | modify | 25 | 0.10 | 153.739 | 154.141 | 152.716 | ||
98 | 2024.11.07 12:40 | modify | 24 | 0.10 | 154.216 | 154.141 | 152.716 | ||
99 | 2024.11.07 14:20 | sell | 26 | 0.10 | 153.384 | 0.000 | 0.000 | ||
100 | 2024.11.07 14:20 | modify | 26 | 0.10 | 153.384 | 153.841 | 152.716 | ||
101 | 2024.11.07 14:20 | modify | 25 | 0.10 | 153.739 | 153.841 | 152.716 | ||
102 | 2024.11.07 14:20 | modify | 24 | 0.10 | 154.216 | 153.841 | 152.716 | ||
103 | 2024.11.07 15:30 | sell | 27 | 0.10 | 153.009 | 0.000 | 0.000 | ||
104 | 2024.11.07 15:30 | modify | 27 | 0.10 | 153.009 | 153.691 | 152.716 | ||
105 | 2024.11.07 15:30 | modify | 26 | 0.10 | 153.384 | 153.691 | 152.716 | ||
106 | 2024.11.07 15:30 | modify | 25 | 0.10 | 153.739 | 153.691 | 152.716 | ||
107 | 2024.11.07 15:30 | modify | 24 | 0.10 | 154.216 | 153.691 | 152.716 | ||
108 | 2024.11.08 04:30 | t/p | 24 | 0.10 | 152.716 | 153.691 | 152.716 | 92.65 | 1698.56 |
109 | 2024.11.08 04:30 | t/p | 25 | 0.10 | 152.716 | 153.691 | 152.716 | 65.60 | 1764.16 |
110 | 2024.11.08 04:30 | t/p | 26 | 0.10 | 152.716 | 153.691 | 152.716 | 42.35 | 1806.52 |
111 | 2024.11.08 04:30 | t/p | 27 | 0.10 | 152.716 | 153.691 | 152.716 | 17.79 | 1824.31 |
112 | 2024.11.20 12:00 | sell | 28 | 0.10 | 155.834 | 0.000 | 0.000 | ||
113 | 2024.11.20 12:00 | modify | 28 | 0.10 | 155.834 | 157.234 | 154.334 | ||
114 | 2024.11.20 14:40 | sell | 29 | 0.10 | 155.383 | 0.000 | 0.000 | ||
115 | 2024.11.20 14:40 | modify | 29 | 0.10 | 155.383 | 155.759 | 154.334 | ||
116 | 2024.11.20 14:40 | modify | 28 | 0.10 | 155.834 | 155.759 | 154.334 | ||
117 | 2024.11.21 02:20 | sell | 30 | 0.10 | 155.007 | 0.000 | 0.000 | ||
118 | 2024.11.21 02:20 | modify | 30 | 0.10 | 155.007 | 155.459 | 154.334 | ||
119 | 2024.11.21 02:20 | modify | 29 | 0.10 | 155.383 | 155.459 | 154.334 | ||
120 | 2024.11.21 02:20 | modify | 28 | 0.10 | 155.834 | 155.459 | 154.334 | ||
121 | 2024.11.21 06:46 | sell | 31 | 0.10 | 154.611 | 0.000 | 0.000 | ||
122 | 2024.11.21 06:46 | modify | 31 | 0.10 | 154.611 | 155.309 | 154.334 | ||
123 | 2024.11.21 06:46 | modify | 30 | 0.10 | 155.007 | 155.309 | 154.334 | ||
124 | 2024.11.21 06:46 | modify | 29 | 0.10 | 155.383 | 155.309 | 154.334 | ||
125 | 2024.11.21 06:46 | modify | 28 | 0.10 | 155.834 | 155.309 | 154.334 | ||
126 | 2024.11.21 09:30 | t/p | 28 | 0.10 | 154.334 | 155.309 | 154.334 | 93.06 | 1917.36 |
127 | 2024.11.21 09:30 | t/p | 29 | 0.10 | 154.334 | 155.309 | 154.334 | 63.82 | 1981.18 |
128 | 2024.11.21 09:30 | t/p | 30 | 0.10 | 154.334 | 155.309 | 154.334 | 43.64 | 2024.82 |
129 | 2024.11.21 09:30 | t/p | 31 | 0.10 | 154.334 | 155.309 | 154.334 | 17.96 | 2042.78 |
130 | 2024.12.13 12:00 | sell | 32 | 0.10 | 153.622 | 0.000 | 0.000 | ||
131 | 2024.12.13 12:00 | modify | 32 | 0.10 | 153.622 | 155.022 | 152.122 | ||
132 | 2024.12.17 18:15 | sell | 33 | 0.10 | 153.159 | 0.000 | 0.000 | ||
133 | 2024.12.17 18:15 | modify | 33 | 0.10 | 153.159 | 153.547 | 152.122 | ||
134 | 2024.12.17 18:15 | modify | 32 | 0.10 | 153.622 | 153.547 | 152.122 | ||
135 | 2024.12.17 20:40 | s/l | 32 | 0.10 | 153.547 | 153.547 | 152.122 | 2.08 | 2044.86 |
136 | 2024.12.17 20:40 | s/l | 33 | 0.10 | 153.547 | 153.547 | 152.122 | -25.27 | 2019.59 |
137 | 2025.01.27 12:00 | buy | 34 | 0.10 | 153.989 | 0.000 | 0.000 | ||
138 | 2025.01.27 12:00 | modify | 34 | 0.10 | 153.989 | 152.589 | 155.489 | ||
139 | 2025.01.27 15:35 | buy | 35 | 0.10 | 154.463 | 0.000 | 0.000 | ||
140 | 2025.01.27 15:35 | modify | 35 | 0.10 | 154.463 | 154.064 | 155.489 | ||
141 | 2025.01.27 15:35 | modify | 34 | 0.10 | 153.989 | 154.064 | 155.489 | ||
142 | 2025.01.28 01:05 | buy | 36 | 0.10 | 155.196 | 0.000 | 0.000 | ||
143 | 2025.01.28 01:05 | modify | 36 | 0.10 | 155.196 | 154.514 | 155.489 | ||
144 | 2025.01.28 01:05 | modify | 35 | 0.10 | 154.463 | 154.514 | 155.489 | ||
145 | 2025.01.28 01:05 | modify | 34 | 0.10 | 153.989 | 154.514 | 155.489 | ||
146 | 2025.01.28 01:30 | t/p | 34 | 0.10 | 155.489 | 154.514 | 155.489 | 97.06 | 2116.66 |
147 | 2025.01.28 01:30 | t/p | 35 | 0.10 | 155.489 | 154.514 | 155.489 | 66.58 | 2183.24 |
148 | 2025.01.28 01:30 | t/p | 36 | 0.10 | 155.489 | 154.514 | 155.489 | 18.85 | 2202.09 |