Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 20:00 (2024.05.01 - 2025.05.01) | ||||
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=7; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 79281 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1687.33 | Gross profit | 1888.74 | Gross loss | -201.41 |
Profit factor | 9.38 | Expected payoff | 42.18 | ||
Absolute drawdown | 10.08 | Maximal drawdown | 129.04 (6.57%) | Relative drawdown | 7.08% (77.09) |
Total trades | 40 | Short positions (won %) | 29 (82.76%) | Long positions (won %) | 11 (81.82%) |
Profit trades (% of total) | 33 (82.50%) | Loss trades (% of total) | 7 (17.50%) | ||
Largest | profit trade | 106.67 | loss trade | -75.75 | |
Average | profit trade | 57.23 | loss trade | -28.77 | |
Maximum | consecutive wins (profit in money) | 11 (604.45) | consecutive losses (loss in money) | 2 (-41.09) | |
Maximal | consecutive profit (count of wins) | 604.45 (11) | consecutive loss (count of losses) | -75.75 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.05.03 20:00 | buy | 1 | 0.10 | 152.918 | 0.000 | 0.000 | ||
2 | 2024.05.03 20:00 | modify | 1 | 0.10 | 152.918 | 151.718 | 154.418 | ||
3 | 2024.05.06 00:05 | buy | 2 | 0.10 | 153.745 | 0.000 | 0.000 | ||
4 | 2024.05.06 00:05 | modify | 2 | 0.10 | 153.745 | 153.293 | 154.418 | ||
5 | 2024.05.06 00:05 | modify | 1 | 0.10 | 152.918 | 153.293 | 154.418 | ||
6 | 2024.05.07 00:55 | buy | 3 | 0.10 | 154.058 | 0.000 | 0.000 | ||
7 | 2024.05.07 00:55 | modify | 3 | 0.10 | 154.058 | 153.668 | 154.418 | ||
8 | 2024.05.07 00:55 | modify | 2 | 0.10 | 153.745 | 153.668 | 154.418 | ||
9 | 2024.05.07 00:55 | modify | 1 | 0.10 | 152.918 | 153.668 | 154.418 | ||
10 | 2024.05.07 01:40 | t/p | 1 | 0.10 | 154.418 | 153.668 | 154.418 | 98.37 | 1098.37 |
11 | 2024.05.07 01:40 | t/p | 2 | 0.10 | 154.418 | 153.668 | 154.418 | 44.19 | 1142.56 |
12 | 2024.05.07 01:40 | t/p | 3 | 0.10 | 154.418 | 153.668 | 154.418 | 23.31 | 1165.87 |
13 | 2024.05.14 12:00 | sell | 4 | 0.10 | 156.450 | 0.000 | 0.000 | ||
14 | 2024.05.14 12:00 | modify | 4 | 0.10 | 156.450 | 157.650 | 154.950 | ||
15 | 2024.05.15 08:20 | sell | 5 | 0.10 | 155.922 | 0.000 | 0.000 | ||
16 | 2024.05.15 08:20 | modify | 5 | 0.10 | 155.922 | 156.300 | 154.950 | ||
17 | 2024.05.15 08:20 | modify | 4 | 0.10 | 156.450 | 156.300 | 154.950 | ||
18 | 2024.05.15 08:50 | sell | 6 | 0.10 | 155.623 | 0.000 | 0.000 | ||
19 | 2024.05.15 08:50 | modify | 6 | 0.10 | 155.623 | 156.075 | 154.950 | ||
20 | 2024.05.15 08:50 | modify | 5 | 0.10 | 155.922 | 156.075 | 154.950 | ||
21 | 2024.05.15 08:50 | modify | 4 | 0.10 | 156.450 | 156.075 | 154.950 | ||
22 | 2024.05.15 12:40 | t/p | 4 | 0.10 | 154.950 | 156.075 | 154.950 | 95.49 | 1261.36 |
23 | 2024.05.15 12:40 | t/p | 5 | 0.10 | 154.950 | 156.075 | 154.950 | 62.80 | 1324.16 |
24 | 2024.05.15 12:40 | t/p | 6 | 0.10 | 154.950 | 156.075 | 154.950 | 43.48 | 1367.64 |
25 | 2024.05.23 08:00 | sell | 7 | 0.10 | 156.757 | 0.000 | 0.000 | ||
26 | 2024.05.23 08:00 | modify | 7 | 0.10 | 156.757 | 157.957 | 155.257 | ||
27 | 2024.06.03 18:55 | sell | 8 | 0.10 | 156.223 | 0.000 | 0.000 | ||
28 | 2024.06.03 18:55 | modify | 8 | 0.10 | 156.223 | 156.607 | 155.257 | ||
29 | 2024.06.03 18:55 | modify | 7 | 0.10 | 156.757 | 156.607 | 155.257 | ||
30 | 2024.06.04 07:05 | sell | 9 | 0.10 | 155.905 | 0.000 | 0.000 | ||
31 | 2024.06.04 07:05 | modify | 9 | 0.10 | 155.905 | 156.382 | 155.257 | ||
32 | 2024.06.04 07:05 | modify | 8 | 0.10 | 156.223 | 156.382 | 155.257 | ||
33 | 2024.06.04 07:05 | modify | 7 | 0.10 | 156.757 | 156.382 | 155.257 | ||
34 | 2024.06.04 08:40 | t/p | 7 | 0.10 | 155.257 | 156.382 | 155.257 | 82.36 | 1450.00 |
35 | 2024.06.04 08:40 | t/p | 8 | 0.10 | 155.257 | 156.382 | 155.257 | 60.79 | 1510.80 |
36 | 2024.06.04 08:40 | t/p | 9 | 0.10 | 155.257 | 156.382 | 155.257 | 41.74 | 1552.54 |
37 | 2024.07.02 08:00 | sell | 10 | 0.10 | 161.657 | 0.000 | 0.000 | ||
38 | 2024.07.02 08:00 | modify | 10 | 0.10 | 161.657 | 162.857 | 160.157 | ||
39 | 2024.07.04 10:30 | sell | 11 | 0.10 | 161.130 | 0.000 | 0.000 | ||
40 | 2024.07.04 10:30 | modify | 11 | 0.10 | 161.130 | 161.507 | 160.157 | ||
41 | 2024.07.04 10:30 | modify | 10 | 0.10 | 161.657 | 161.507 | 160.157 | ||
42 | 2024.07.05 00:40 | sell | 12 | 0.10 | 160.820 | 0.000 | 0.000 | ||
43 | 2024.07.05 00:40 | modify | 12 | 0.10 | 160.820 | 161.282 | 160.157 | ||
44 | 2024.07.05 00:40 | modify | 11 | 0.10 | 161.130 | 161.282 | 160.157 | ||
45 | 2024.07.05 00:40 | modify | 10 | 0.10 | 161.657 | 161.282 | 160.157 | ||
46 | 2024.07.05 03:40 | sell | 13 | 0.10 | 160.530 | 0.000 | 0.000 | ||
47 | 2024.07.05 03:40 | modify | 13 | 0.10 | 160.530 | 160.907 | 160.157 | ||
48 | 2024.07.05 03:40 | modify | 12 | 0.10 | 160.820 | 160.907 | 160.157 | ||
49 | 2024.07.05 03:40 | modify | 11 | 0.10 | 161.130 | 160.907 | 160.157 | ||
50 | 2024.07.05 03:40 | modify | 10 | 0.10 | 161.657 | 160.907 | 160.157 | ||
51 | 2024.07.05 11:40 | s/l | 10 | 0.10 | 160.907 | 160.907 | 160.157 | 39.48 | 1592.01 |
52 | 2024.07.05 11:40 | s/l | 11 | 0.10 | 160.907 | 160.907 | 160.157 | 12.43 | 1604.45 |
53 | 2024.07.05 11:40 | s/l | 12 | 0.10 | 160.907 | 160.907 | 160.157 | -5.40 | 1599.05 |
54 | 2024.07.05 11:40 | s/l | 13 | 0.10 | 160.907 | 160.907 | 160.157 | -23.43 | 1575.62 |
55 | 2024.07.10 20:00 | sell | 14 | 0.10 | 161.734 | 0.000 | 0.000 | ||
56 | 2024.07.10 20:00 | modify | 14 | 0.10 | 161.734 | 162.934 | 160.234 | ||
57 | 2024.07.11 12:30 | t/p | 14 | 0.10 | 160.234 | 162.934 | 160.234 | 89.72 | 1665.34 |
58 | 2024.07.11 20:00 | buy | 15 | 0.10 | 158.854 | 0.000 | 0.000 | ||
59 | 2024.07.11 20:00 | modify | 15 | 0.10 | 158.854 | 157.654 | 160.354 | ||
60 | 2024.07.12 01:50 | buy | 16 | 0.10 | 159.384 | 0.000 | 0.000 | ||
61 | 2024.07.12 01:50 | modify | 16 | 0.10 | 159.384 | 159.004 | 160.354 | ||
62 | 2024.07.12 01:50 | modify | 15 | 0.10 | 158.854 | 159.004 | 160.354 | ||
63 | 2024.07.12 02:30 | s/l | 15 | 0.10 | 159.004 | 159.004 | 160.354 | 10.06 | 1675.40 |
64 | 2024.07.12 02:30 | s/l | 16 | 0.10 | 159.004 | 159.004 | 160.354 | -23.90 | 1651.50 |
65 | 2024.07.30 12:00 | sell | 17 | 0.10 | 154.884 | 0.000 | 0.000 | ||
66 | 2024.07.30 12:00 | modify | 17 | 0.10 | 154.884 | 156.084 | 153.384 | ||
67 | 2024.07.30 13:46 | sell | 18 | 0.10 | 154.350 | 0.000 | 0.000 | ||
68 | 2024.07.30 13:46 | modify | 18 | 0.10 | 154.350 | 154.734 | 153.384 | ||
69 | 2024.07.30 13:46 | modify | 17 | 0.10 | 154.884 | 154.734 | 153.384 | ||
70 | 2024.07.30 15:50 | sell | 19 | 0.10 | 153.733 | 0.000 | 0.000 | ||
71 | 2024.07.30 15:50 | modify | 19 | 0.10 | 153.733 | 154.134 | 153.384 | ||
72 | 2024.07.30 15:50 | modify | 18 | 0.10 | 154.350 | 154.134 | 153.384 | ||
73 | 2024.07.30 15:50 | modify | 17 | 0.10 | 154.884 | 154.134 | 153.384 | ||
74 | 2024.07.30 16:40 | t/p | 17 | 0.10 | 153.384 | 154.134 | 153.384 | 97.93 | 1749.43 |
75 | 2024.07.30 16:40 | t/p | 18 | 0.10 | 153.384 | 154.134 | 153.384 | 63.07 | 1812.50 |
76 | 2024.07.30 16:40 | t/p | 19 | 0.10 | 153.384 | 154.134 | 153.384 | 22.78 | 1835.28 |
77 | 2024.09.16 12:00 | buy | 20 | 0.10 | 139.914 | 0.000 | 0.000 | ||
78 | 2024.09.16 12:00 | modify | 20 | 0.10 | 139.914 | 138.714 | 141.414 | ||
79 | 2024.09.16 16:35 | buy | 21 | 0.10 | 140.747 | 0.000 | 0.000 | ||
80 | 2024.09.16 16:35 | modify | 21 | 0.10 | 140.747 | 140.289 | 141.414 | ||
81 | 2024.09.16 16:35 | modify | 20 | 0.10 | 139.914 | 140.289 | 141.414 | ||
82 | 2024.09.17 07:45 | buy | 22 | 0.10 | 140.441 | 0.000 | 0.000 | ||
83 | 2024.09.17 07:45 | modify | 22 | 0.10 | 140.441 | 140.064 | 141.414 | ||
84 | 2024.09.17 07:50 | modify | 22 | 0.10 | 140.441 | 140.289 | 141.414 | ||
85 | 2024.09.17 13:10 | buy | 23 | 0.10 | 141.042 | 0.000 | 0.000 | ||
86 | 2024.09.17 13:10 | modify | 23 | 0.10 | 141.042 | 140.664 | 141.414 | ||
87 | 2024.09.17 13:10 | modify | 21 | 0.10 | 140.747 | 140.664 | 141.414 | ||
88 | 2024.09.17 13:10 | modify | 22 | 0.10 | 140.441 | 140.664 | 141.414 | ||
89 | 2024.09.17 13:10 | modify | 20 | 0.10 | 139.914 | 140.664 | 141.414 | ||
90 | 2024.09.17 13:30 | t/p | 20 | 0.10 | 141.414 | 140.664 | 141.414 | 106.67 | 1941.96 |
91 | 2024.09.17 13:30 | t/p | 21 | 0.10 | 141.414 | 140.664 | 141.414 | 47.78 | 1989.74 |
92 | 2024.09.17 13:30 | t/p | 22 | 0.10 | 141.414 | 140.664 | 141.414 | 68.79 | 2058.53 |
93 | 2024.09.17 13:30 | t/p | 23 | 0.10 | 141.414 | 140.664 | 141.414 | 26.30 | 2084.83 |
94 | 2024.10.14 20:00 | sell | 24 | 0.10 | 149.763 | 0.000 | 0.000 | ||
95 | 2024.10.14 20:00 | modify | 24 | 0.10 | 149.763 | 150.963 | 148.263 | ||
96 | 2024.10.15 07:30 | sell | 25 | 0.10 | 149.229 | 0.000 | 0.000 | ||
97 | 2024.10.15 07:30 | modify | 25 | 0.10 | 149.229 | 149.613 | 148.263 | ||
98 | 2024.10.15 07:30 | modify | 24 | 0.10 | 149.763 | 149.613 | 148.263 | ||
99 | 2024.10.15 14:15 | sell | 26 | 0.10 | 148.933 | 0.000 | 0.000 | ||
100 | 2024.10.15 14:15 | modify | 26 | 0.10 | 148.933 | 149.388 | 148.263 | ||
101 | 2024.10.15 14:15 | modify | 25 | 0.10 | 149.229 | 149.388 | 148.263 | ||
102 | 2024.10.15 14:15 | modify | 24 | 0.10 | 149.763 | 149.388 | 148.263 | ||
103 | 2024.10.15 16:30 | s/l | 24 | 0.10 | 149.388 | 149.388 | 148.263 | 23.66 | 2108.49 |
104 | 2024.10.15 16:30 | s/l | 25 | 0.10 | 149.388 | 149.388 | 148.263 | -10.64 | 2097.85 |
105 | 2024.10.15 16:30 | s/l | 26 | 0.10 | 149.388 | 149.388 | 148.263 | -30.45 | 2067.40 |
106 | 2024.12.26 20:00 | sell | 27 | 0.10 | 157.985 | 0.000 | 0.000 | ||
107 | 2024.12.26 20:00 | modify | 27 | 0.10 | 157.985 | 159.185 | 156.485 | ||
108 | 2024.12.30 13:40 | sell | 28 | 0.10 | 157.448 | 0.000 | 0.000 | ||
109 | 2024.12.30 13:40 | modify | 28 | 0.10 | 157.448 | 157.835 | 156.485 | ||
110 | 2024.12.30 13:40 | modify | 27 | 0.10 | 157.985 | 157.835 | 156.485 | ||
111 | 2024.12.30 17:55 | sell | 29 | 0.10 | 157.147 | 0.000 | 0.000 | ||
112 | 2024.12.30 17:55 | modify | 29 | 0.10 | 157.147 | 157.610 | 156.485 | ||
113 | 2024.12.30 17:55 | modify | 28 | 0.10 | 157.448 | 157.610 | 156.485 | ||
114 | 2024.12.30 17:55 | modify | 27 | 0.10 | 157.985 | 157.610 | 156.485 | ||
115 | 2024.12.30 21:10 | sell | 30 | 0.10 | 156.854 | 0.000 | 0.000 | ||
116 | 2024.12.30 21:10 | modify | 30 | 0.10 | 156.854 | 157.235 | 156.485 | ||
117 | 2024.12.30 21:10 | modify | 29 | 0.10 | 157.147 | 157.235 | 156.485 | ||
118 | 2024.12.30 21:10 | modify | 28 | 0.10 | 157.448 | 157.235 | 156.485 | ||
119 | 2024.12.30 21:10 | modify | 27 | 0.10 | 157.985 | 157.235 | 156.485 | ||
120 | 2024.12.31 01:40 | t/p | 27 | 0.10 | 156.485 | 157.235 | 156.485 | 91.63 | 2159.03 |
121 | 2024.12.31 01:40 | t/p | 28 | 0.10 | 156.485 | 157.235 | 156.485 | 60.15 | 2219.19 |
122 | 2024.12.31 01:40 | t/p | 29 | 0.10 | 156.485 | 157.235 | 156.485 | 40.90 | 2260.09 |
123 | 2024.12.31 01:40 | t/p | 30 | 0.10 | 156.485 | 157.235 | 156.485 | 22.17 | 2282.27 |
124 | 2025.02.03 08:00 | sell | 31 | 0.10 | 155.623 | 0.000 | 0.000 | ||
125 | 2025.02.03 08:00 | modify | 31 | 0.10 | 155.623 | 156.823 | 154.123 | ||
126 | 2025.02.03 10:10 | sell | 32 | 0.10 | 155.075 | 0.000 | 0.000 | ||
127 | 2025.02.03 10:10 | modify | 32 | 0.10 | 155.075 | 155.473 | 154.123 | ||
128 | 2025.02.03 10:10 | modify | 31 | 0.10 | 155.623 | 155.473 | 154.123 | ||
129 | 2025.02.03 12:20 | sell | 33 | 0.10 | 154.497 | 0.000 | 0.000 | ||
130 | 2025.02.03 12:20 | modify | 33 | 0.10 | 154.497 | 154.873 | 154.123 | ||
131 | 2025.02.03 12:20 | modify | 32 | 0.10 | 155.075 | 154.873 | 154.123 | ||
132 | 2025.02.03 12:20 | modify | 31 | 0.10 | 155.623 | 154.873 | 154.123 | ||
133 | 2025.02.03 15:05 | t/p | 31 | 0.10 | 154.123 | 154.873 | 154.123 | 97.34 | 2379.61 |
134 | 2025.02.03 15:05 | t/p | 32 | 0.10 | 154.123 | 154.873 | 154.123 | 61.78 | 2441.39 |
135 | 2025.02.03 15:05 | t/p | 33 | 0.10 | 154.123 | 154.873 | 154.123 | 24.27 | 2465.66 |
136 | 2025.02.12 20:00 | sell | 34 | 0.10 | 154.426 | 0.000 | 0.000 | ||
137 | 2025.02.12 20:00 | modify | 34 | 0.10 | 154.426 | 155.626 | 152.926 | ||
138 | 2025.02.13 09:40 | sell | 35 | 0.10 | 153.895 | 0.000 | 0.000 | ||
139 | 2025.02.13 09:40 | modify | 35 | 0.10 | 153.895 | 154.276 | 152.926 | ||
140 | 2025.02.13 09:40 | modify | 34 | 0.10 | 154.426 | 154.276 | 152.926 | ||
141 | 2025.02.13 15:10 | sell | 36 | 0.10 | 153.601 | 0.000 | 0.000 | ||
142 | 2025.02.13 15:10 | modify | 36 | 0.10 | 153.601 | 154.051 | 152.926 | ||
143 | 2025.02.13 15:10 | modify | 35 | 0.10 | 153.895 | 154.051 | 152.926 | ||
144 | 2025.02.13 15:10 | modify | 34 | 0.10 | 154.426 | 154.051 | 152.926 | ||
145 | 2025.02.13 19:40 | t/p | 34 | 0.10 | 152.926 | 154.051 | 152.926 | 93.89 | 2559.55 |
146 | 2025.02.13 19:40 | t/p | 35 | 0.10 | 152.926 | 154.051 | 152.926 | 63.42 | 2622.97 |
147 | 2025.02.13 19:40 | t/p | 36 | 0.10 | 152.926 | 154.051 | 152.926 | 44.18 | 2667.15 |
148 | 2025.02.14 20:00 | buy | 37 | 0.10 | 152.240 | 0.000 | 0.000 | ||
149 | 2025.02.14 20:00 | modify | 37 | 0.10 | 152.240 | 151.040 | 153.740 | ||
150 | 2025.02.20 00:30 | s/l | 37 | 0.10 | 151.040 | 151.040 | 153.740 | -75.75 | 2591.40 |
151 | 2025.03.24 20:00 | sell | 38 | 0.10 | 150.643 | 0.000 | 0.000 | ||
152 | 2025.03.24 20:00 | modify | 38 | 0.10 | 150.643 | 151.843 | 149.143 | ||
153 | 2025.03.25 13:30 | sell | 39 | 0.10 | 149.811 | 0.000 | 0.000 | ||
154 | 2025.03.25 13:30 | modify | 39 | 0.10 | 149.811 | 150.268 | 149.143 | ||
155 | 2025.03.25 13:30 | modify | 38 | 0.10 | 150.643 | 150.268 | 149.143 | ||
156 | 2025.03.26 01:05 | s/l | 38 | 0.10 | 150.268 | 150.268 | 149.143 | 22.10 | 2613.49 |
157 | 2025.03.26 01:05 | s/l | 39 | 0.10 | 150.268 | 150.268 | 149.143 | -31.84 | 2581.66 |
158 | 2025.04.22 08:00 | buy | 40 | 0.10 | 140.312 | 0.000 | 0.000 | ||
159 | 2025.04.22 08:00 | modify | 40 | 0.10 | 140.312 | 139.112 | 141.812 | ||
160 | 2025.04.22 21:20 | t/p | 40 | 0.10 | 141.812 | 139.112 | 141.812 | 105.67 | 2687.33 |