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 | ADXISHelp="===================================="; EntryMethod=0; ADX_Period=40; ADX_Level=25; TrendFollowMethod=1; PositionAction=0; ADXDeclineAction=3; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=30; MaxTradesAction=2; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=160; TakeProfit=240; 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 | 2608 | Ticks modelled | 79162 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -224.29 | Gross profit | 2502.24 | Gross loss | -2726.53 |
Profit factor | 0.92 | Expected payoff | -4.88 | ||
Absolute drawdown | 227.65 | Maximal drawdown | 2615.13 (77.12%) | Relative drawdown | 77.12% (2615.13) |
Total trades | 46 | Short positions (won %) | 37 (43.24%) | Long positions (won %) | 9 (0.00%) |
Profit trades (% of total) | 16 (34.78%) | Loss trades (% of total) | 30 (65.22%) | ||
Largest | profit trade | 162.41 | loss trade | -116.20 | |
Average | profit trade | 156.39 | loss trade | -90.88 | |
Maximum | consecutive wins (profit in money) | 16 (2502.24) | consecutive losses (loss in money) | 21 (-1784.27) | |
Maximal | consecutive profit (count of wins) | 2502.24 (16) | consecutive loss (count of losses) | -1784.27 (21) | |
Average | consecutive wins | 16 | consecutive losses | 15 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.01 00:00 | sell | 1 | 0.10 | 150.070 | 0.000 | 0.000 | ||
2 | 2024.03.01 00:00 | modify | 1 | 0.10 | 150.070 | 151.670 | 147.670 | ||
3 | 2024.03.01 04:00 | sell | 2 | 0.10 | 150.323 | 0.000 | 0.000 | ||
4 | 2024.03.01 04:00 | modify | 2 | 0.10 | 150.323 | 151.923 | 147.923 | ||
5 | 2024.03.01 08:00 | sell | 3 | 0.10 | 150.498 | 0.000 | 0.000 | ||
6 | 2024.03.01 08:00 | modify | 3 | 0.10 | 150.498 | 152.098 | 148.098 | ||
7 | 2024.03.01 12:00 | buy | 4 | 0.10 | 150.420 | 0.000 | 0.000 | ||
8 | 2024.03.01 12:00 | modify | 4 | 0.10 | 150.420 | 148.820 | 152.820 | ||
9 | 2024.03.01 16:00 | buy | 5 | 0.10 | 150.152 | 0.000 | 0.000 | ||
10 | 2024.03.01 16:00 | modify | 5 | 0.10 | 150.152 | 148.552 | 152.552 | ||
11 | 2024.03.01 20:00 | sell | 6 | 0.10 | 150.114 | 0.000 | 0.000 | ||
12 | 2024.03.01 20:00 | modify | 6 | 0.10 | 150.114 | 151.714 | 147.714 | ||
13 | 2024.03.04 00:00 | sell | 7 | 0.10 | 150.129 | 0.000 | 0.000 | ||
14 | 2024.03.04 00:00 | modify | 7 | 0.10 | 150.129 | 151.729 | 147.729 | ||
15 | 2024.03.04 04:00 | sell | 8 | 0.10 | 150.159 | 0.000 | 0.000 | ||
16 | 2024.03.04 04:00 | modify | 8 | 0.10 | 150.159 | 151.759 | 147.759 | ||
17 | 2024.03.04 08:00 | sell | 9 | 0.10 | 150.307 | 0.000 | 0.000 | ||
18 | 2024.03.04 08:00 | modify | 9 | 0.10 | 150.307 | 151.907 | 147.907 | ||
19 | 2024.03.04 12:00 | buy | 10 | 0.10 | 150.452 | 0.000 | 0.000 | ||
20 | 2024.03.04 12:00 | modify | 10 | 0.10 | 150.452 | 148.852 | 152.852 | ||
21 | 2024.03.04 16:00 | buy | 11 | 0.10 | 150.515 | 0.000 | 0.000 | ||
22 | 2024.03.04 16:00 | modify | 11 | 0.10 | 150.515 | 148.915 | 152.915 | ||
23 | 2024.03.04 20:00 | buy | 12 | 0.10 | 150.581 | 0.000 | 0.000 | ||
24 | 2024.03.04 20:00 | modify | 12 | 0.10 | 150.581 | 148.981 | 152.981 | ||
25 | 2024.03.05 00:00 | buy | 13 | 0.10 | 150.487 | 0.000 | 0.000 | ||
26 | 2024.03.05 00:00 | modify | 13 | 0.10 | 150.487 | 148.887 | 152.887 | ||
27 | 2024.03.05 04:00 | buy | 14 | 0.10 | 150.529 | 0.000 | 0.000 | ||
28 | 2024.03.05 04:00 | modify | 14 | 0.10 | 150.529 | 148.929 | 152.929 | ||
29 | 2024.03.05 08:00 | buy | 15 | 0.10 | 150.449 | 0.000 | 0.000 | ||
30 | 2024.03.05 08:00 | modify | 15 | 0.10 | 150.449 | 148.849 | 152.849 | ||
31 | 2024.03.05 12:00 | buy | 16 | 0.10 | 150.446 | 0.000 | 0.000 | ||
32 | 2024.03.05 12:00 | modify | 16 | 0.10 | 150.446 | 148.846 | 152.846 | ||
33 | 2024.03.05 16:00 | sell | 17 | 0.10 | 149.982 | 0.000 | 0.000 | ||
34 | 2024.03.05 16:00 | modify | 17 | 0.10 | 149.982 | 151.582 | 147.582 | ||
35 | 2024.03.05 20:00 | sell | 18 | 0.10 | 149.933 | 0.000 | 0.000 | ||
36 | 2024.03.05 20:00 | modify | 18 | 0.10 | 149.933 | 151.533 | 147.533 | ||
37 | 2024.03.06 00:00 | sell | 19 | 0.10 | 150.050 | 0.000 | 0.000 | ||
38 | 2024.03.06 00:00 | modify | 19 | 0.10 | 150.050 | 151.650 | 147.650 | ||
39 | 2024.03.06 04:00 | sell | 20 | 0.10 | 149.976 | 0.000 | 0.000 | ||
40 | 2024.03.06 04:00 | modify | 20 | 0.10 | 149.976 | 151.576 | 147.576 | ||
41 | 2024.03.06 08:00 | sell | 21 | 0.10 | 149.535 | 0.000 | 0.000 | ||
42 | 2024.03.06 08:00 | modify | 21 | 0.10 | 149.535 | 151.135 | 147.135 | ||
43 | 2024.03.06 12:00 | sell | 22 | 0.10 | 149.710 | 0.000 | 0.000 | ||
44 | 2024.03.06 12:00 | modify | 22 | 0.10 | 149.710 | 151.310 | 147.310 | ||
45 | 2024.03.06 16:00 | sell | 23 | 0.10 | 149.366 | 0.000 | 0.000 | ||
46 | 2024.03.06 16:00 | modify | 23 | 0.10 | 149.366 | 150.966 | 146.966 | ||
47 | 2024.03.06 20:00 | sell | 24 | 0.10 | 149.344 | 0.000 | 0.000 | ||
48 | 2024.03.06 20:00 | modify | 24 | 0.10 | 149.344 | 150.944 | 146.944 | ||
49 | 2024.03.07 00:00 | sell | 25 | 0.10 | 149.259 | 0.000 | 0.000 | ||
50 | 2024.03.07 00:00 | modify | 25 | 0.10 | 149.259 | 150.859 | 146.859 | ||
51 | 2024.03.07 00:33 | s/l | 11 | 0.10 | 148.915 | 148.915 | 152.915 | -104.51 | 895.49 |
52 | 2024.03.07 00:33 | s/l | 12 | 0.10 | 148.981 | 148.981 | 152.981 | -104.51 | 790.99 |
53 | 2024.03.07 00:33 | s/l | 13 | 0.10 | 148.887 | 148.887 | 152.887 | -105.10 | 685.89 |
54 | 2024.03.07 00:33 | s/l | 14 | 0.10 | 148.929 | 148.929 | 152.929 | -105.10 | 580.79 |
55 | 2024.03.07 01:20 | s/l | 10 | 0.10 | 148.852 | 148.852 | 152.852 | -104.55 | 476.24 |
56 | 2024.03.07 01:20 | s/l | 15 | 0.10 | 148.849 | 148.849 | 152.849 | -105.15 | 371.09 |
57 | 2024.03.07 01:20 | s/l | 16 | 0.10 | 148.846 | 148.846 | 152.846 | -105.14 | 265.96 |
58 | 2024.03.07 01:30 | s/l | 4 | 0.10 | 148.820 | 148.820 | 152.820 | -104.03 | 161.92 |
59 | 2024.03.07 04:30 | s/l | 5 | 0.10 | 148.552 | 148.552 | 152.552 | -104.18 | 57.74 |
60 | 2024.03.07 07:30 | t/p | 3 | 0.10 | 148.098 | 152.098 | 148.098 | 153.68 | 211.42 |
61 | 2024.03.07 08:00 | sell | 26 | 0.10 | 147.938 | 0.000 | 0.000 | ||
62 | 2024.03.07 08:00 | modify | 26 | 0.10 | 147.938 | 149.538 | 145.538 | ||
63 | 2024.03.07 08:40 | t/p | 2 | 0.10 | 147.923 | 151.923 | 147.923 | 153.95 | 365.37 |
64 | 2024.03.07 08:40 | t/p | 9 | 0.10 | 147.907 | 151.907 | 147.907 | 155.35 | 520.72 |
65 | 2024.03.07 12:00 | sell | 27 | 0.10 | 147.836 | 0.000 | 0.000 | ||
66 | 2024.03.07 12:00 | modify | 27 | 0.10 | 147.836 | 149.436 | 145.436 | ||
67 | 2024.03.07 12:40 | t/p | 6 | 0.10 | 147.714 | 151.714 | 147.714 | 154.08 | 674.80 |
68 | 2024.03.07 12:40 | t/p | 7 | 0.10 | 147.729 | 151.729 | 147.729 | 155.49 | 830.29 |
69 | 2024.03.07 12:40 | t/p | 8 | 0.10 | 147.759 | 151.759 | 147.759 | 155.49 | 985.78 |
70 | 2024.03.07 13:40 | t/p | 1 | 0.10 | 147.670 | 151.670 | 147.670 | 154.20 | 1139.98 |
71 | 2024.03.07 13:40 | t/p | 19 | 0.10 | 147.650 | 151.650 | 147.650 | 158.40 | 1298.38 |
72 | 2024.03.07 16:00 | sell | 28 | 0.10 | 148.138 | 0.000 | 0.000 | ||
73 | 2024.03.07 16:00 | modify | 28 | 0.10 | 148.138 | 149.738 | 145.738 | ||
74 | 2024.03.07 20:00 | sell | 29 | 0.10 | 148.005 | 0.000 | 0.000 | ||
75 | 2024.03.07 20:00 | modify | 29 | 0.10 | 148.005 | 149.605 | 145.605 | ||
76 | 2024.03.08 00:00 | sell | 30 | 0.10 | 147.862 | 0.000 | 0.000 | ||
77 | 2024.03.08 00:00 | modify | 30 | 0.10 | 147.862 | 149.462 | 145.462 | ||
78 | 2024.03.08 00:40 | t/p | 17 | 0.10 | 147.582 | 151.582 | 147.582 | 155.67 | 1454.05 |
79 | 2024.03.08 00:40 | t/p | 20 | 0.10 | 147.576 | 151.576 | 147.576 | 157.07 | 1611.12 |
80 | 2024.03.08 04:00 | sell | 31 | 0.10 | 147.812 | 0.000 | 0.000 | ||
81 | 2024.03.08 04:00 | modify | 31 | 0.10 | 147.812 | 149.412 | 145.412 | ||
82 | 2024.03.08 08:00 | sell | 32 | 0.10 | 147.882 | 0.000 | 0.000 | ||
83 | 2024.03.08 08:00 | modify | 32 | 0.10 | 147.882 | 149.482 | 145.482 | ||
84 | 2024.03.08 09:20 | t/p | 18 | 0.10 | 147.533 | 151.533 | 147.533 | 155.71 | 1766.83 |
85 | 2024.03.08 09:30 | t/p | 22 | 0.10 | 147.310 | 151.310 | 147.310 | 157.40 | 1924.22 |
86 | 2024.03.08 09:40 | t/p | 21 | 0.10 | 147.135 | 151.135 | 147.135 | 157.79 | 2082.01 |
87 | 2024.03.08 09:40 | t/p | 23 | 0.10 | 146.966 | 150.966 | 146.966 | 157.78 | 2239.79 |
88 | 2024.03.08 09:40 | t/p | 24 | 0.10 | 146.944 | 150.944 | 146.944 | 157.78 | 2397.57 |
89 | 2024.03.08 12:00 | sell | 33 | 0.10 | 147.098 | 0.000 | 0.000 | ||
90 | 2024.03.08 12:00 | modify | 33 | 0.10 | 147.098 | 148.698 | 144.698 | ||
91 | 2024.03.08 13:40 | t/p | 25 | 0.10 | 146.859 | 150.859 | 146.859 | 162.41 | 2559.98 |
92 | 2024.03.08 16:00 | sell | 34 | 0.10 | 147.032 | 0.000 | 0.000 | ||
93 | 2024.03.08 16:00 | modify | 34 | 0.10 | 147.032 | 148.632 | 144.632 | ||
94 | 2024.03.08 20:00 | sell | 35 | 0.10 | 147.048 | 0.000 | 0.000 | ||
95 | 2024.03.08 20:00 | modify | 35 | 0.10 | 147.048 | 148.648 | 144.648 | ||
96 | 2024.03.11 00:00 | sell | 36 | 0.10 | 146.796 | 0.000 | 0.000 | ||
97 | 2024.03.11 00:00 | modify | 36 | 0.10 | 146.796 | 148.396 | 144.396 | ||
98 | 2024.03.11 04:00 | sell | 37 | 0.10 | 146.935 | 0.000 | 0.000 | ||
99 | 2024.03.11 04:00 | modify | 37 | 0.10 | 146.935 | 148.535 | 144.535 | ||
100 | 2024.03.11 08:00 | sell | 38 | 0.10 | 146.747 | 0.000 | 0.000 | ||
101 | 2024.03.11 08:00 | modify | 38 | 0.10 | 146.747 | 148.347 | 144.347 | ||
102 | 2024.03.11 12:00 | sell | 39 | 0.10 | 146.647 | 0.000 | 0.000 | ||
103 | 2024.03.11 12:00 | modify | 39 | 0.10 | 146.647 | 148.247 | 144.247 | ||
104 | 2024.03.11 16:00 | sell | 40 | 0.10 | 146.857 | 0.000 | 0.000 | ||
105 | 2024.03.11 16:00 | modify | 40 | 0.10 | 146.857 | 148.457 | 144.457 | ||
106 | 2024.03.11 20:00 | sell | 41 | 0.10 | 146.964 | 0.000 | 0.000 | ||
107 | 2024.03.11 20:00 | modify | 41 | 0.10 | 146.964 | 148.564 | 144.564 | ||
108 | 2024.03.12 00:00 | sell | 42 | 0.10 | 146.737 | 0.000 | 0.000 | ||
109 | 2024.03.12 00:00 | modify | 42 | 0.10 | 146.737 | 148.337 | 144.337 | ||
110 | 2024.03.12 04:00 | sell | 43 | 0.10 | 147.389 | 0.000 | 0.000 | ||
111 | 2024.03.12 04:00 | modify | 43 | 0.10 | 147.389 | 148.989 | 144.989 | ||
112 | 2024.03.12 08:00 | sell | 44 | 0.10 | 147.334 | 0.000 | 0.000 | ||
113 | 2024.03.12 08:00 | modify | 44 | 0.10 | 147.334 | 148.934 | 144.934 | ||
114 | 2024.03.12 12:00 | sell | 45 | 0.10 | 147.436 | 0.000 | 0.000 | ||
115 | 2024.03.12 12:00 | modify | 45 | 0.10 | 147.436 | 149.036 | 145.036 | ||
116 | 2024.03.13 04:00 | sell | 46 | 0.10 | 147.378 | 0.000 | 0.000 | ||
117 | 2024.03.13 04:00 | modify | 46 | 0.10 | 147.378 | 148.978 | 144.978 | ||
118 | 2024.03.14 15:30 | s/l | 39 | 0.10 | 148.247 | 148.247 | 144.247 | -114.89 | 2445.09 |
119 | 2024.03.14 15:40 | s/l | 38 | 0.10 | 148.347 | 148.347 | 144.347 | -114.85 | 2330.24 |
120 | 2024.03.14 15:40 | s/l | 42 | 0.10 | 148.337 | 148.337 | 144.337 | -113.44 | 2216.80 |
121 | 2024.03.15 00:20 | s/l | 36 | 0.10 | 148.396 | 148.396 | 144.396 | -116.20 | 2100.60 |
122 | 2024.03.15 00:30 | s/l | 40 | 0.10 | 148.457 | 148.457 | 144.457 | -116.14 | 1984.46 |
123 | 2024.03.15 00:30 | close at stop | 46 | 0.10 | 148.491 | 148.978 | 144.978 | -80.54 | 1903.92 |
124 | 2024.03.15 00:30 | close at stop | 45 | 0.10 | 148.491 | 149.036 | 145.036 | -78.04 | 1825.88 |
125 | 2024.03.15 00:30 | close at stop | 44 | 0.10 | 148.491 | 148.934 | 144.934 | -84.91 | 1740.97 |
126 | 2024.03.15 00:30 | close at stop | 43 | 0.10 | 148.491 | 148.989 | 144.989 | -81.20 | 1659.76 |
127 | 2024.03.15 00:30 | close at stop | 41 | 0.10 | 148.491 | 148.564 | 144.564 | -111.22 | 1548.55 |
128 | 2024.03.15 00:30 | close at stop | 37 | 0.10 | 148.491 | 148.535 | 144.535 | -113.18 | 1435.37 |
129 | 2024.03.15 00:30 | close at stop | 35 | 0.10 | 148.491 | 148.648 | 144.648 | -106.97 | 1328.40 |
130 | 2024.03.15 00:30 | close at stop | 34 | 0.10 | 148.491 | 148.632 | 144.632 | -108.05 | 1220.35 |
131 | 2024.03.15 00:30 | close at stop | 33 | 0.10 | 148.491 | 148.698 | 144.698 | -103.60 | 1116.76 |
132 | 2024.03.15 00:30 | close at stop | 32 | 0.10 | 148.491 | 149.482 | 145.482 | -50.80 | 1065.96 |
133 | 2024.03.15 00:30 | close at stop | 31 | 0.10 | 148.491 | 149.412 | 145.412 | -55.52 | 1010.45 |
134 | 2024.03.15 00:30 | close at stop | 30 | 0.10 | 148.491 | 149.462 | 145.462 | -52.15 | 958.30 |
135 | 2024.03.15 00:30 | close at stop | 29 | 0.10 | 148.491 | 149.605 | 145.605 | -43.91 | 914.38 |
136 | 2024.03.15 00:30 | close at stop | 28 | 0.10 | 148.491 | 149.738 | 145.738 | -34.95 | 879.43 |
137 | 2024.03.15 00:30 | close at stop | 27 | 0.10 | 148.491 | 149.436 | 145.436 | -55.29 | 824.13 |
138 | 2024.03.15 00:30 | close at stop | 26 | 0.10 | 148.491 | 149.538 | 145.538 | -48.42 | 775.71 |