Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | ADXISHelp="===================================="; EntryMethod=1; ADX_Period=18; ADX_Level=15; TrendFollowMethod=1; PositionAction=1; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=16; MaxTradesAction=0; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=230; TakeProfit=120; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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; OHelp="===================================="; CFDTickScaling=0; MagicNumber=191210; | ||||
Bars in test | 2613 | Ticks modelled | 79290 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -442.13 | Gross profit | 850.30 | Gross loss | -1292.42 |
Profit factor | 0.66 | Expected payoff | -13.00 | ||
Absolute drawdown | 442.13 | Maximal drawdown | 1458.20 (72.33%) | Relative drawdown | 72.33% (1458.20) |
Total trades | 34 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 22 (31.82%) |
Profit trades (% of total) | 15 (44.12%) | Loss trades (% of total) | 19 (55.88%) | ||
Largest | profit trade | 84.91 | loss trade | -112.97 | |
Average | profit trade | 56.69 | loss trade | -68.02 | |
Maximum | consecutive wins (profit in money) | 12 (612.39) | consecutive losses (loss in money) | 12 (-929.09) | |
Maximal | consecutive profit (count of wins) | 612.39 (12) | consecutive loss (count of losses) | -929.09 (12) | |
Average | consecutive wins | 8 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.01 00:00 | buy | 1 | 0.10 | 151.349 | 0.000 | 0.000 | ||
2 | 2023.11.01 00:00 | modify | 1 | 0.10 | 151.349 | 149.049 | 152.549 | ||
3 | 2023.11.01 04:00 | buy | 2 | 0.10 | 151.273 | 0.000 | 0.000 | ||
4 | 2023.11.01 04:00 | modify | 2 | 0.10 | 151.273 | 148.973 | 152.473 | ||
5 | 2023.11.01 08:00 | buy | 3 | 0.10 | 151.405 | 0.000 | 0.000 | ||
6 | 2023.11.01 08:00 | modify | 3 | 0.10 | 151.405 | 149.105 | 152.605 | ||
7 | 2023.11.02 04:00 | close | 3 | 0.10 | 150.350 | 149.105 | 152.605 | -67.28 | 932.72 |
8 | 2023.11.02 04:00 | close | 2 | 0.10 | 150.350 | 148.973 | 152.473 | -58.50 | 874.22 |
9 | 2023.11.02 04:00 | close | 1 | 0.10 | 150.350 | 149.049 | 152.549 | -63.55 | 810.67 |
10 | 2023.11.02 04:00 | sell | 4 | 0.10 | 150.350 | 0.000 | 0.000 | ||
11 | 2023.11.02 04:00 | modify | 4 | 0.10 | 150.350 | 152.650 | 149.150 | ||
12 | 2023.11.02 08:00 | sell | 5 | 0.10 | 150.376 | 0.000 | 0.000 | ||
13 | 2023.11.02 08:00 | modify | 5 | 0.10 | 150.376 | 152.676 | 149.176 | ||
14 | 2023.11.02 12:00 | sell | 6 | 0.10 | 150.360 | 0.000 | 0.000 | ||
15 | 2023.11.02 12:00 | modify | 6 | 0.10 | 150.360 | 152.660 | 149.160 | ||
16 | 2023.11.02 16:00 | sell | 7 | 0.10 | 150.484 | 0.000 | 0.000 | ||
17 | 2023.11.02 16:00 | modify | 7 | 0.10 | 150.484 | 152.784 | 149.284 | ||
18 | 2023.11.02 20:00 | sell | 8 | 0.10 | 150.460 | 0.000 | 0.000 | ||
19 | 2023.11.02 20:00 | modify | 8 | 0.10 | 150.460 | 152.760 | 149.260 | ||
20 | 2023.11.03 00:00 | sell | 9 | 0.10 | 150.493 | 0.000 | 0.000 | ||
21 | 2023.11.03 00:00 | modify | 9 | 0.10 | 150.493 | 152.793 | 149.293 | ||
22 | 2023.11.03 04:00 | sell | 10 | 0.10 | 150.343 | 0.000 | 0.000 | ||
23 | 2023.11.03 04:00 | modify | 10 | 0.10 | 150.343 | 152.643 | 149.143 | ||
24 | 2023.11.03 08:00 | sell | 11 | 0.10 | 150.341 | 0.000 | 0.000 | ||
25 | 2023.11.03 08:00 | modify | 11 | 0.10 | 150.341 | 152.641 | 149.141 | ||
26 | 2023.11.03 12:00 | sell | 12 | 0.10 | 150.180 | 0.000 | 0.000 | ||
27 | 2023.11.03 12:00 | modify | 12 | 0.10 | 150.180 | 152.480 | 148.980 | ||
28 | 2023.11.03 13:40 | t/p | 7 | 0.10 | 149.284 | 152.784 | 149.284 | 78.75 | 889.41 |
29 | 2023.11.03 13:40 | t/p | 8 | 0.10 | 149.260 | 152.760 | 149.260 | 78.75 | 968.16 |
30 | 2023.11.03 13:40 | t/p | 9 | 0.10 | 149.293 | 152.793 | 149.293 | 80.41 | 1048.57 |
31 | 2023.11.03 16:00 | sell | 13 | 0.10 | 149.366 | 0.000 | 0.000 | ||
32 | 2023.11.03 16:00 | modify | 13 | 0.10 | 149.366 | 151.666 | 148.166 | ||
33 | 2023.11.03 20:00 | sell | 14 | 0.10 | 149.466 | 0.000 | 0.000 | ||
34 | 2023.11.03 20:00 | modify | 14 | 0.10 | 149.466 | 151.766 | 148.266 | ||
35 | 2023.11.06 00:00 | sell | 15 | 0.10 | 149.453 | 0.000 | 0.000 | ||
36 | 2023.11.06 00:00 | modify | 15 | 0.10 | 149.453 | 151.753 | 148.253 | ||
37 | 2023.11.07 04:00 | close | 15 | 0.10 | 150.226 | 151.753 | 148.253 | -53.12 | 995.45 |
38 | 2023.11.07 04:00 | close | 14 | 0.10 | 150.226 | 151.766 | 148.266 | -53.92 | 941.53 |
39 | 2023.11.07 04:00 | close | 13 | 0.10 | 150.226 | 151.666 | 148.166 | -60.58 | 880.95 |
40 | 2023.11.07 04:00 | close | 12 | 0.10 | 150.226 | 152.480 | 148.980 | -6.39 | 874.57 |
41 | 2023.11.07 04:00 | close | 11 | 0.10 | 150.226 | 152.641 | 149.141 | 4.33 | 878.90 |
42 | 2023.11.07 04:00 | close | 10 | 0.10 | 150.226 | 152.643 | 149.143 | 4.46 | 883.36 |
43 | 2023.11.07 04:00 | close | 6 | 0.10 | 150.226 | 152.660 | 149.160 | 3.93 | 887.30 |
44 | 2023.11.07 04:00 | close | 5 | 0.10 | 150.226 | 152.676 | 149.176 | 4.99 | 892.29 |
45 | 2023.11.07 04:00 | close | 4 | 0.10 | 150.226 | 152.650 | 149.150 | 3.26 | 895.55 |
46 | 2023.11.07 04:00 | buy | 16 | 0.10 | 150.226 | 0.000 | 0.000 | ||
47 | 2023.11.07 04:00 | modify | 16 | 0.10 | 150.226 | 147.926 | 151.426 | ||
48 | 2023.11.07 08:00 | buy | 17 | 0.10 | 150.514 | 0.000 | 0.000 | ||
49 | 2023.11.07 08:00 | modify | 17 | 0.10 | 150.514 | 148.214 | 151.714 | ||
50 | 2023.11.07 12:00 | buy | 18 | 0.10 | 150.435 | 0.000 | 0.000 | ||
51 | 2023.11.07 12:00 | modify | 18 | 0.10 | 150.435 | 148.135 | 151.635 | ||
52 | 2023.11.07 16:00 | buy | 19 | 0.10 | 150.528 | 0.000 | 0.000 | ||
53 | 2023.11.07 16:00 | modify | 19 | 0.10 | 150.528 | 148.228 | 151.728 | ||
54 | 2023.11.07 20:00 | buy | 20 | 0.10 | 150.467 | 0.000 | 0.000 | ||
55 | 2023.11.07 20:00 | modify | 20 | 0.10 | 150.467 | 148.167 | 151.667 | ||
56 | 2023.11.08 00:00 | buy | 21 | 0.10 | 150.426 | 0.000 | 0.000 | ||
57 | 2023.11.08 00:00 | modify | 21 | 0.10 | 150.426 | 148.126 | 151.626 | ||
58 | 2023.11.08 04:00 | buy | 22 | 0.10 | 150.526 | 0.000 | 0.000 | ||
59 | 2023.11.08 04:00 | modify | 22 | 0.10 | 150.526 | 148.226 | 151.726 | ||
60 | 2023.11.08 08:00 | buy | 23 | 0.10 | 150.712 | 0.000 | 0.000 | ||
61 | 2023.11.08 08:00 | modify | 23 | 0.10 | 150.712 | 148.412 | 151.912 | ||
62 | 2023.11.08 12:00 | buy | 24 | 0.10 | 150.768 | 0.000 | 0.000 | ||
63 | 2023.11.08 12:00 | modify | 24 | 0.10 | 150.768 | 148.468 | 151.968 | ||
64 | 2023.11.08 16:00 | buy | 25 | 0.10 | 150.878 | 0.000 | 0.000 | ||
65 | 2023.11.08 16:00 | modify | 25 | 0.10 | 150.878 | 148.578 | 152.078 | ||
66 | 2023.11.08 20:00 | buy | 26 | 0.10 | 151.062 | 0.000 | 0.000 | ||
67 | 2023.11.08 20:00 | modify | 26 | 0.10 | 151.062 | 148.762 | 152.262 | ||
68 | 2023.11.09 12:00 | buy | 27 | 0.10 | 151.167 | 0.000 | 0.000 | ||
69 | 2023.11.09 12:00 | modify | 27 | 0.10 | 151.167 | 148.867 | 152.367 | ||
70 | 2023.11.09 20:00 | buy | 28 | 0.10 | 151.353 | 0.000 | 0.000 | ||
71 | 2023.11.09 20:00 | modify | 28 | 0.10 | 151.353 | 149.053 | 152.553 | ||
72 | 2023.11.10 00:00 | buy | 29 | 0.10 | 151.375 | 0.000 | 0.000 | ||
73 | 2023.11.10 00:00 | modify | 29 | 0.10 | 151.375 | 149.075 | 152.575 | ||
74 | 2023.11.10 07:05 | t/p | 16 | 0.10 | 151.426 | 147.926 | 151.426 | 84.05 | 979.60 |
75 | 2023.11.10 08:00 | buy | 30 | 0.10 | 151.403 | 0.000 | 0.000 | ||
76 | 2023.11.10 08:00 | modify | 30 | 0.10 | 151.403 | 149.103 | 152.603 | ||
77 | 2023.11.10 12:00 | buy | 31 | 0.10 | 151.506 | 0.000 | 0.000 | ||
78 | 2023.11.10 12:00 | modify | 31 | 0.10 | 151.506 | 149.206 | 152.706 | ||
79 | 2023.11.10 16:00 | buy | 32 | 0.10 | 151.504 | 0.000 | 0.000 | ||
80 | 2023.11.10 16:00 | modify | 32 | 0.10 | 151.504 | 149.204 | 152.704 | ||
81 | 2023.11.13 00:40 | t/p | 18 | 0.10 | 151.635 | 148.135 | 151.635 | 84.91 | 1064.51 |
82 | 2023.11.13 00:40 | t/p | 21 | 0.10 | 151.626 | 148.126 | 151.626 | 83.94 | 1148.45 |
83 | 2023.11.13 02:40 | t/p | 20 | 0.10 | 151.667 | 148.167 | 151.667 | 84.89 | 1233.34 |
84 | 2023.11.13 04:06 | t/p | 17 | 0.10 | 151.714 | 148.214 | 151.714 | 84.87 | 1318.21 |
85 | 2023.11.13 04:20 | t/p | 19 | 0.10 | 151.728 | 148.228 | 151.728 | 84.86 | 1403.07 |
86 | 2023.11.13 04:20 | t/p | 22 | 0.10 | 151.726 | 148.226 | 151.726 | 83.89 | 1486.96 |
87 | 2023.11.13 08:00 | buy | 33 | 0.10 | 151.771 | 0.000 | 0.000 | ||
88 | 2023.11.13 08:00 | modify | 33 | 0.10 | 151.771 | 149.471 | 152.971 | ||
89 | 2023.11.13 12:00 | buy | 34 | 0.10 | 151.757 | 0.000 | 0.000 | ||
90 | 2023.11.13 12:00 | modify | 34 | 0.10 | 151.757 | 149.457 | 152.957 | ||
91 | 2023.11.15 13:15 | close at stop | 34 | 0.10 | 150.047 | 149.457 | 152.957 | -112.03 | 1374.93 |
92 | 2023.11.15 13:15 | close at stop | 33 | 0.10 | 150.047 | 149.471 | 152.971 | -112.97 | 1261.95 |
93 | 2023.11.15 13:15 | close at stop | 32 | 0.10 | 150.047 | 149.204 | 152.704 | -94.21 | 1167.74 |
94 | 2023.11.15 13:15 | close at stop | 31 | 0.10 | 150.047 | 149.206 | 152.706 | -94.35 | 1073.39 |
95 | 2023.11.15 13:15 | close at stop | 30 | 0.10 | 150.047 | 149.103 | 152.603 | -87.48 | 985.91 |
96 | 2023.11.15 13:15 | close at stop | 29 | 0.10 | 150.047 | 149.075 | 152.575 | -85.62 | 900.29 |
97 | 2023.11.15 13:15 | close at stop | 28 | 0.10 | 150.047 | 149.053 | 152.553 | -83.19 | 817.10 |
98 | 2023.11.15 13:15 | close at stop | 27 | 0.10 | 150.047 | 148.867 | 152.367 | -70.79 | 746.31 |
99 | 2023.11.15 13:15 | close at stop | 26 | 0.10 | 150.047 | 148.762 | 152.262 | -60.91 | 685.40 |
100 | 2023.11.15 13:15 | close at stop | 25 | 0.10 | 150.047 | 148.578 | 152.078 | -48.64 | 636.76 |
101 | 2023.11.15 13:15 | close at stop | 24 | 0.10 | 150.047 | 148.468 | 151.968 | -41.31 | 595.45 |
102 | 2023.11.15 13:15 | close at stop | 23 | 0.10 | 150.047 | 148.412 | 151.912 | -37.58 | 557.87 |