Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:00 (2024.05.01 - 2025.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=11; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; 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 | 7217 | Ticks modelled | 157431 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1307.59 | Gross profit | 1496.22 | Gross loss | -188.63 |
Profit factor | 7.93 | Expected payoff | 37.36 | ||
Absolute drawdown | 12.46 | Maximal drawdown | 186.27 (8.59%) | Relative drawdown | 12.13% (159.92) |
Total trades | 35 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 18 (72.22%) |
Profit trades (% of total) | 27 (77.14%) | Loss trades (% of total) | 8 (22.86%) | ||
Largest | profit trade | 99.11 | loss trade | -90.85 | |
Average | profit trade | 55.42 | loss trade | -23.58 | |
Maximum | consecutive wins (profit in money) | 12 (698.86) | consecutive losses (loss in money) | 3 (-23.97) | |
Maximal | consecutive profit (count of wins) | 698.86 (12) | consecutive loss (count of losses) | -90.85 (1) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.06.12 16:00 | buy | 1 | 0.10 | 155.911 | 0.000 | 0.000 | ||
2 | 2024.06.12 16:00 | modify | 1 | 0.10 | 155.911 | 154.511 | 157.311 | ||
3 | 2024.06.12 18:59 | buy | 2 | 0.10 | 156.629 | 0.000 | 0.000 | ||
4 | 2024.06.12 18:59 | modify | 2 | 0.10 | 156.629 | 156.261 | 157.311 | ||
5 | 2024.06.12 18:59 | modify | 1 | 0.10 | 155.911 | 156.261 | 157.311 | ||
6 | 2024.06.12 19:10 | buy | 3 | 0.10 | 156.697 | 0.000 | 0.000 | ||
7 | 2024.06.12 19:10 | modify | 3 | 0.10 | 156.697 | 156.471 | 157.311 | ||
8 | 2024.06.12 19:10 | modify | 2 | 0.10 | 156.629 | 156.471 | 157.311 | ||
9 | 2024.06.12 19:10 | modify | 1 | 0.10 | 155.911 | 156.471 | 157.311 | ||
10 | 2024.06.13 08:07 | t/p | 1 | 0.10 | 157.311 | 156.471 | 157.311 | 90.87 | 1090.87 |
11 | 2024.06.13 08:07 | t/p | 2 | 0.10 | 157.311 | 156.471 | 157.311 | 45.22 | 1136.09 |
12 | 2024.06.13 08:07 | t/p | 3 | 0.10 | 157.311 | 156.471 | 157.311 | 40.90 | 1176.99 |
13 | 2024.06.26 17:00 | sell | 4 | 0.10 | 160.638 | 0.000 | 0.000 | ||
14 | 2024.06.26 17:00 | modify | 4 | 0.10 | 160.638 | 162.038 | 159.238 | ||
15 | 2024.07.11 12:50 | t/p | 4 | 0.10 | 159.238 | 162.038 | 159.238 | 64.15 | 1241.13 |
16 | 2024.07.11 16:00 | buy | 5 | 0.10 | 158.612 | 0.000 | 0.000 | ||
17 | 2024.07.11 16:00 | modify | 5 | 0.10 | 158.612 | 157.212 | 160.012 | ||
18 | 2024.07.11 22:35 | buy | 6 | 0.10 | 159.173 | 0.000 | 0.000 | ||
19 | 2024.07.11 22:35 | modify | 6 | 0.10 | 159.173 | 158.682 | 160.012 | ||
20 | 2024.07.11 22:35 | modify | 5 | 0.10 | 158.612 | 158.682 | 160.012 | ||
21 | 2024.07.11 23:02 | buy | 7 | 0.10 | 159.321 | 0.000 | 0.000 | ||
22 | 2024.07.11 23:02 | modify | 7 | 0.10 | 159.321 | 158.962 | 160.012 | ||
23 | 2024.07.11 23:02 | modify | 6 | 0.10 | 159.173 | 158.962 | 160.012 | ||
24 | 2024.07.11 23:02 | modify | 5 | 0.10 | 158.612 | 158.962 | 160.012 | ||
25 | 2024.07.11 23:10 | s/l | 5 | 0.10 | 158.962 | 158.962 | 160.012 | 22.04 | 1263.17 |
26 | 2024.07.11 23:10 | s/l | 6 | 0.10 | 158.962 | 158.962 | 160.012 | -13.28 | 1249.89 |
27 | 2024.07.11 23:10 | s/l | 7 | 0.10 | 158.962 | 158.962 | 160.012 | -22.60 | 1227.29 |
28 | 2024.07.17 10:00 | buy | 8 | 0.10 | 156.442 | 0.000 | 0.000 | ||
29 | 2024.07.17 10:00 | modify | 8 | 0.10 | 156.442 | 155.042 | 157.842 | ||
30 | 2024.07.18 15:50 | buy | 9 | 0.10 | 157.012 | 0.000 | 0.000 | ||
31 | 2024.07.18 15:50 | modify | 9 | 0.10 | 157.012 | 156.512 | 157.842 | ||
32 | 2024.07.18 15:50 | modify | 8 | 0.10 | 156.442 | 156.512 | 157.842 | ||
33 | 2024.07.18 17:10 | buy | 10 | 0.10 | 157.165 | 0.000 | 0.000 | ||
34 | 2024.07.18 17:10 | modify | 10 | 0.10 | 157.165 | 156.792 | 157.842 | ||
35 | 2024.07.18 17:10 | modify | 9 | 0.10 | 157.012 | 156.792 | 157.842 | ||
36 | 2024.07.18 17:10 | modify | 8 | 0.10 | 156.442 | 156.792 | 157.842 | ||
37 | 2024.07.18 17:20 | buy | 11 | 0.10 | 157.216 | 0.000 | 0.000 | ||
38 | 2024.07.18 17:20 | modify | 11 | 0.10 | 157.216 | 157.002 | 157.842 | ||
39 | 2024.07.18 17:20 | modify | 10 | 0.10 | 157.165 | 157.002 | 157.842 | ||
40 | 2024.07.18 17:20 | modify | 9 | 0.10 | 157.012 | 157.002 | 157.842 | ||
41 | 2024.07.18 17:20 | modify | 8 | 0.10 | 156.442 | 157.002 | 157.842 | ||
42 | 2024.07.19 05:50 | t/p | 8 | 0.10 | 157.842 | 157.002 | 157.842 | 91.17 | 1318.46 |
43 | 2024.07.19 05:50 | t/p | 9 | 0.10 | 157.842 | 157.002 | 157.842 | 53.19 | 1371.66 |
44 | 2024.07.19 05:50 | t/p | 10 | 0.10 | 157.842 | 157.002 | 157.842 | 43.50 | 1415.16 |
45 | 2024.07.19 05:50 | t/p | 11 | 0.10 | 157.842 | 157.002 | 157.842 | 40.27 | 1455.43 |
46 | 2024.07.24 16:00 | buy | 12 | 0.10 | 153.413 | 0.000 | 0.000 | ||
47 | 2024.07.24 16:00 | modify | 12 | 0.10 | 153.413 | 152.013 | 154.813 | ||
48 | 2024.07.24 18:20 | buy | 13 | 0.10 | 153.983 | 0.000 | 0.000 | ||
49 | 2024.07.24 18:20 | modify | 13 | 0.10 | 153.983 | 153.483 | 154.813 | ||
50 | 2024.07.24 18:20 | modify | 12 | 0.10 | 153.413 | 153.483 | 154.813 | ||
51 | 2024.07.24 19:07 | buy | 14 | 0.10 | 154.126 | 0.000 | 0.000 | ||
52 | 2024.07.24 19:07 | modify | 14 | 0.10 | 154.126 | 153.763 | 154.813 | ||
53 | 2024.07.24 19:07 | modify | 13 | 0.10 | 153.983 | 153.763 | 154.813 | ||
54 | 2024.07.24 19:07 | modify | 12 | 0.10 | 153.413 | 153.763 | 154.813 | ||
55 | 2024.07.24 21:40 | s/l | 12 | 0.10 | 153.763 | 153.763 | 154.813 | 22.77 | 1478.20 |
56 | 2024.07.24 21:40 | s/l | 13 | 0.10 | 153.763 | 153.763 | 154.813 | -14.31 | 1463.89 |
57 | 2024.07.24 21:40 | s/l | 14 | 0.10 | 153.763 | 153.763 | 154.813 | -23.62 | 1440.27 |
58 | 2024.08.15 15:00 | sell | 15 | 0.10 | 149.033 | 0.000 | 0.000 | ||
59 | 2024.08.15 15:00 | modify | 15 | 0.10 | 149.033 | 150.433 | 147.633 | ||
60 | 2024.08.16 10:20 | sell | 16 | 0.10 | 148.444 | 0.000 | 0.000 | ||
61 | 2024.08.16 10:20 | modify | 16 | 0.10 | 148.444 | 148.963 | 147.633 | ||
62 | 2024.08.16 10:20 | modify | 15 | 0.10 | 149.033 | 148.963 | 147.633 | ||
63 | 2024.08.16 10:50 | sell | 17 | 0.10 | 148.323 | 0.000 | 0.000 | ||
64 | 2024.08.16 10:50 | modify | 17 | 0.10 | 148.323 | 148.683 | 147.633 | ||
65 | 2024.08.16 10:50 | modify | 16 | 0.10 | 148.444 | 148.683 | 147.633 | ||
66 | 2024.08.16 10:50 | modify | 15 | 0.10 | 149.033 | 148.683 | 147.633 | ||
67 | 2024.08.16 11:10 | sell | 18 | 0.10 | 148.258 | 0.000 | 0.000 | ||
68 | 2024.08.16 11:10 | modify | 18 | 0.10 | 148.258 | 148.473 | 147.633 | ||
69 | 2024.08.16 11:10 | modify | 17 | 0.10 | 148.323 | 148.473 | 147.633 | ||
70 | 2024.08.16 11:10 | modify | 16 | 0.10 | 148.444 | 148.473 | 147.633 | ||
71 | 2024.08.16 11:10 | modify | 15 | 0.10 | 149.033 | 148.473 | 147.633 | ||
72 | 2024.08.16 20:20 | t/p | 15 | 0.10 | 147.633 | 148.473 | 147.633 | 93.43 | 1533.71 |
73 | 2024.08.16 20:20 | t/p | 16 | 0.10 | 147.633 | 148.473 | 147.633 | 54.95 | 1588.66 |
74 | 2024.08.16 20:20 | t/p | 17 | 0.10 | 147.633 | 148.473 | 147.633 | 46.75 | 1635.41 |
75 | 2024.08.16 20:20 | t/p | 18 | 0.10 | 147.633 | 148.473 | 147.633 | 42.35 | 1677.76 |
76 | 2024.08.30 18:00 | sell | 19 | 0.10 | 146.151 | 0.000 | 0.000 | ||
77 | 2024.08.30 18:00 | modify | 19 | 0.10 | 146.151 | 147.551 | 144.751 | ||
78 | 2024.09.03 13:25 | sell | 20 | 0.10 | 145.584 | 0.000 | 0.000 | ||
79 | 2024.09.03 13:25 | modify | 20 | 0.10 | 145.584 | 146.081 | 144.751 | ||
80 | 2024.09.03 13:25 | modify | 19 | 0.10 | 146.151 | 146.081 | 144.751 | ||
81 | 2024.09.03 20:50 | sell | 21 | 0.10 | 145.444 | 0.000 | 0.000 | ||
82 | 2024.09.03 20:50 | modify | 21 | 0.10 | 145.444 | 145.801 | 144.751 | ||
83 | 2024.09.03 20:50 | modify | 20 | 0.10 | 145.584 | 145.801 | 144.751 | ||
84 | 2024.09.03 20:50 | modify | 19 | 0.10 | 146.151 | 145.801 | 144.751 | ||
85 | 2024.09.03 21:20 | sell | 22 | 0.10 | 145.376 | 0.000 | 0.000 | ||
86 | 2024.09.03 21:20 | modify | 22 | 0.10 | 145.376 | 145.591 | 144.751 | ||
87 | 2024.09.03 21:20 | modify | 21 | 0.10 | 145.444 | 145.591 | 144.751 | ||
88 | 2024.09.03 21:20 | modify | 20 | 0.10 | 145.584 | 145.591 | 144.751 | ||
89 | 2024.09.03 21:20 | modify | 19 | 0.10 | 146.151 | 145.591 | 144.751 | ||
90 | 2024.09.04 14:03 | t/p | 19 | 0.10 | 144.751 | 145.591 | 144.751 | 92.59 | 1770.35 |
91 | 2024.09.04 14:03 | t/p | 20 | 0.10 | 144.751 | 145.591 | 144.751 | 56.21 | 1826.56 |
92 | 2024.09.04 14:03 | t/p | 21 | 0.10 | 144.751 | 145.591 | 144.751 | 46.52 | 1873.09 |
93 | 2024.09.04 14:03 | t/p | 22 | 0.10 | 144.751 | 145.591 | 144.751 | 41.82 | 1914.91 |
94 | 2024.10.23 14:00 | sell | 23 | 0.10 | 153.067 | 0.000 | 0.000 | ||
95 | 2024.10.23 14:00 | modify | 23 | 0.10 | 153.067 | 154.467 | 151.667 | ||
96 | 2024.10.23 18:23 | sell | 24 | 0.10 | 152.498 | 0.000 | 0.000 | ||
97 | 2024.10.23 18:23 | modify | 24 | 0.10 | 152.498 | 152.997 | 151.667 | ||
98 | 2024.10.23 18:23 | modify | 23 | 0.10 | 153.067 | 152.997 | 151.667 | ||
99 | 2024.10.24 02:50 | sell | 25 | 0.10 | 152.339 | 0.000 | 0.000 | ||
100 | 2024.10.24 02:50 | modify | 25 | 0.10 | 152.339 | 152.717 | 151.667 | ||
101 | 2024.10.24 02:50 | modify | 24 | 0.10 | 152.498 | 152.717 | 151.667 | ||
102 | 2024.10.24 02:50 | modify | 23 | 0.10 | 153.067 | 152.717 | 151.667 | ||
103 | 2024.10.24 04:15 | sell | 26 | 0.10 | 152.293 | 0.000 | 0.000 | ||
104 | 2024.10.24 04:15 | modify | 26 | 0.10 | 152.293 | 152.507 | 151.667 | ||
105 | 2024.10.24 04:15 | modify | 25 | 0.10 | 152.339 | 152.507 | 151.667 | ||
106 | 2024.10.24 04:15 | modify | 24 | 0.10 | 152.498 | 152.507 | 151.667 | ||
107 | 2024.10.24 04:15 | modify | 23 | 0.10 | 153.067 | 152.507 | 151.667 | ||
108 | 2024.10.24 17:20 | t/p | 23 | 0.10 | 151.667 | 152.507 | 151.667 | 88.07 | 2002.98 |
109 | 2024.10.24 17:20 | t/p | 24 | 0.10 | 151.667 | 152.507 | 151.667 | 50.53 | 2053.51 |
110 | 2024.10.24 17:20 | t/p | 25 | 0.10 | 151.667 | 152.507 | 151.667 | 44.33 | 2097.84 |
111 | 2024.10.24 17:20 | t/p | 26 | 0.10 | 151.667 | 152.507 | 151.667 | 41.29 | 2139.13 |
112 | 2024.11.27 12:00 | buy | 27 | 0.10 | 151.515 | 0.000 | 0.000 | ||
113 | 2024.11.27 12:00 | modify | 27 | 0.10 | 151.515 | 150.115 | 152.915 | ||
114 | 2024.11.29 01:20 | s/l | 27 | 0.10 | 150.115 | 150.115 | 152.915 | -90.85 | 2048.28 |
115 | 2024.12.19 11:00 | sell | 28 | 0.10 | 156.949 | 0.000 | 0.000 | ||
116 | 2024.12.19 11:00 | modify | 28 | 0.10 | 156.949 | 158.349 | 155.549 | ||
117 | 2024.12.20 13:53 | sell | 29 | 0.10 | 156.379 | 0.000 | 0.000 | ||
118 | 2024.12.20 13:53 | modify | 29 | 0.10 | 156.379 | 156.879 | 155.549 | ||
119 | 2024.12.20 13:53 | modify | 28 | 0.10 | 156.949 | 156.879 | 155.549 | ||
120 | 2024.12.20 18:22 | sell | 30 | 0.10 | 156.169 | 0.000 | 0.000 | ||
121 | 2024.12.20 18:22 | modify | 30 | 0.10 | 156.169 | 156.389 | 155.549 | ||
122 | 2024.12.20 18:22 | modify | 29 | 0.10 | 156.379 | 156.389 | 155.549 | ||
123 | 2024.12.20 18:22 | modify | 28 | 0.10 | 156.949 | 156.389 | 155.549 | ||
124 | 2024.12.20 20:53 | sell | 31 | 0.10 | 156.244 | 0.000 | 0.000 | ||
125 | 2024.12.20 20:53 | modify | 31 | 0.10 | 156.244 | 156.599 | 155.549 | ||
126 | 2024.12.20 20:59 | modify | 31 | 0.10 | 156.244 | 156.389 | 155.549 | ||
127 | 2024.12.20 21:15 | s/l | 28 | 0.10 | 156.389 | 156.389 | 155.549 | 34.38 | 2082.67 |
128 | 2024.12.20 21:15 | s/l | 29 | 0.10 | 156.389 | 156.389 | 155.549 | -0.64 | 2082.03 |
129 | 2024.12.20 21:15 | s/l | 30 | 0.10 | 156.389 | 156.389 | 155.549 | -14.06 | 2067.97 |
130 | 2024.12.20 21:15 | s/l | 31 | 0.10 | 156.389 | 156.389 | 155.549 | -9.27 | 2058.70 |
131 | 2025.04.21 10:00 | buy | 32 | 0.10 | 140.682 | 0.000 | 0.000 | ||
132 | 2025.04.21 10:00 | modify | 32 | 0.10 | 140.682 | 139.282 | 142.082 | ||
133 | 2025.04.22 16:40 | buy | 33 | 0.10 | 141.245 | 0.000 | 0.000 | ||
134 | 2025.04.22 16:40 | modify | 33 | 0.10 | 141.245 | 140.752 | 142.082 | ||
135 | 2025.04.22 16:40 | modify | 32 | 0.10 | 140.682 | 140.752 | 142.082 | ||
136 | 2025.04.22 16:50 | buy | 34 | 0.10 | 141.392 | 0.000 | 0.000 | ||
137 | 2025.04.22 16:50 | modify | 34 | 0.10 | 141.392 | 141.032 | 142.082 | ||
138 | 2025.04.22 16:50 | modify | 33 | 0.10 | 141.245 | 141.032 | 142.082 | ||
139 | 2025.04.22 16:50 | modify | 32 | 0.10 | 140.682 | 141.032 | 142.082 | ||
140 | 2025.04.22 18:45 | buy | 35 | 0.10 | 141.480 | 0.000 | 0.000 | ||
141 | 2025.04.22 18:45 | modify | 35 | 0.10 | 141.480 | 141.242 | 142.082 | ||
142 | 2025.04.22 18:45 | modify | 34 | 0.10 | 141.392 | 141.242 | 142.082 | ||
143 | 2025.04.22 18:45 | modify | 33 | 0.10 | 141.245 | 141.242 | 142.082 | ||
144 | 2025.04.22 18:45 | modify | 32 | 0.10 | 140.682 | 141.242 | 142.082 | ||
145 | 2025.04.22 21:40 | t/p | 32 | 0.10 | 142.082 | 141.242 | 142.082 | 99.11 | 2157.81 |
146 | 2025.04.22 21:40 | t/p | 33 | 0.10 | 142.082 | 141.242 | 142.082 | 58.89 | 2216.70 |
147 | 2025.04.22 21:40 | t/p | 34 | 0.10 | 142.082 | 141.242 | 142.082 | 48.54 | 2265.24 |
148 | 2025.04.22 21:40 | t/p | 35 | 0.10 | 142.082 | 141.242 | 142.082 | 42.35 | 2307.59 |