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 | RBSL2Help="===================================="; MA_Period=20; MA_Shift=20; MA_Method=0; PositionAction=1; TrendFollowMethod=1; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=10; MaxTrades=40; MaxTradesAction=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=300; TakeProfit=280; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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="===================================="; CFDTickScaling=0; MagicNumber=200828; | ||||
Bars in test | 2608 | Ticks modelled | 79162 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 221.92 | Gross profit | 2557.06 | Gross loss | -2335.14 |
Profit factor | 1.10 | Expected payoff | 5.28 | ||
Absolute drawdown | 169.61 | Maximal drawdown | 3200.35 (72.37%) | Relative drawdown | 72.37% (3200.35) |
Total trades | 42 | Short positions (won %) | 42 (33.33%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 14 (33.33%) | Loss trades (% of total) | 28 (66.67%) | ||
Largest | profit trade | 185.53 | loss trade | -144.33 | |
Average | profit trade | 182.65 | loss trade | -83.40 | |
Maximum | consecutive wins (profit in money) | 14 (2557.06) | consecutive losses (loss in money) | 28 (-2335.14) | |
Maximal | consecutive profit (count of wins) | 2557.06 (14) | consecutive loss (count of losses) | -2335.14 (28) | |
Average | consecutive wins | 14 | consecutive losses | 28 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.01 04:00 | sell | 1 | 0.10 | 150.323 | 0.000 | 0.000 | ||
2 | 2024.03.01 04:00 | modify | 1 | 0.10 | 150.323 | 153.323 | 147.523 | ||
3 | 2024.03.01 08:00 | sell | 2 | 0.10 | 150.498 | 0.000 | 0.000 | ||
4 | 2024.03.01 08:00 | modify | 2 | 0.10 | 150.498 | 153.498 | 147.698 | ||
5 | 2024.03.01 12:00 | sell | 3 | 0.10 | 150.390 | 0.000 | 0.000 | ||
6 | 2024.03.01 12:00 | modify | 3 | 0.10 | 150.390 | 153.390 | 147.590 | ||
7 | 2024.03.01 16:00 | sell | 4 | 0.10 | 150.122 | 0.000 | 0.000 | ||
8 | 2024.03.01 16:00 | modify | 4 | 0.10 | 150.122 | 153.122 | 147.322 | ||
9 | 2024.03.01 20:00 | sell | 5 | 0.10 | 150.114 | 0.000 | 0.000 | ||
10 | 2024.03.01 20:00 | modify | 5 | 0.10 | 150.114 | 153.114 | 147.314 | ||
11 | 2024.03.04 04:00 | sell | 6 | 0.10 | 150.159 | 0.000 | 0.000 | ||
12 | 2024.03.04 04:00 | modify | 6 | 0.10 | 150.159 | 153.159 | 147.359 | ||
13 | 2024.03.04 08:00 | sell | 7 | 0.10 | 150.307 | 0.000 | 0.000 | ||
14 | 2024.03.04 08:00 | modify | 7 | 0.10 | 150.307 | 153.307 | 147.507 | ||
15 | 2024.03.04 12:00 | sell | 8 | 0.10 | 150.422 | 0.000 | 0.000 | ||
16 | 2024.03.04 12:00 | modify | 8 | 0.10 | 150.422 | 153.422 | 147.622 | ||
17 | 2024.03.05 16:00 | sell | 9 | 0.10 | 149.982 | 0.000 | 0.000 | ||
18 | 2024.03.05 16:00 | modify | 9 | 0.10 | 149.982 | 152.982 | 147.182 | ||
19 | 2024.03.05 20:00 | sell | 10 | 0.10 | 149.933 | 0.000 | 0.000 | ||
20 | 2024.03.05 20:00 | modify | 10 | 0.10 | 149.933 | 152.933 | 147.133 | ||
21 | 2024.03.06 04:00 | sell | 11 | 0.10 | 149.976 | 0.000 | 0.000 | ||
22 | 2024.03.06 04:00 | modify | 11 | 0.10 | 149.976 | 152.976 | 147.176 | ||
23 | 2024.03.06 08:00 | sell | 12 | 0.10 | 149.535 | 0.000 | 0.000 | ||
24 | 2024.03.06 08:00 | modify | 12 | 0.10 | 149.535 | 152.535 | 146.735 | ||
25 | 2024.03.06 16:00 | sell | 13 | 0.10 | 149.366 | 0.000 | 0.000 | ||
26 | 2024.03.06 16:00 | modify | 13 | 0.10 | 149.366 | 152.366 | 146.566 | ||
27 | 2024.03.06 20:00 | sell | 14 | 0.10 | 149.344 | 0.000 | 0.000 | ||
28 | 2024.03.06 20:00 | modify | 14 | 0.10 | 149.344 | 152.344 | 146.544 | ||
29 | 2024.03.07 04:00 | sell | 15 | 0.10 | 148.669 | 0.000 | 0.000 | ||
30 | 2024.03.07 04:00 | modify | 15 | 0.10 | 148.669 | 151.669 | 145.869 | ||
31 | 2024.03.07 08:00 | sell | 16 | 0.10 | 147.938 | 0.000 | 0.000 | ||
32 | 2024.03.07 08:00 | modify | 16 | 0.10 | 147.938 | 150.938 | 145.138 | ||
33 | 2024.03.07 12:00 | sell | 17 | 0.10 | 147.836 | 0.000 | 0.000 | ||
34 | 2024.03.07 12:00 | modify | 17 | 0.10 | 147.836 | 150.836 | 145.036 | ||
35 | 2024.03.07 13:40 | t/p | 2 | 0.10 | 147.698 | 153.498 | 147.698 | 181.29 | 1181.29 |
36 | 2024.03.07 13:40 | t/p | 8 | 0.10 | 147.622 | 153.422 | 147.622 | 182.69 | 1363.98 |
37 | 2024.03.07 16:00 | sell | 18 | 0.10 | 148.138 | 0.000 | 0.000 | ||
38 | 2024.03.07 16:00 | modify | 18 | 0.10 | 148.138 | 151.138 | 145.338 | ||
39 | 2024.03.07 20:00 | sell | 19 | 0.10 | 148.005 | 0.000 | 0.000 | ||
40 | 2024.03.07 20:00 | modify | 19 | 0.10 | 148.005 | 151.005 | 145.205 | ||
41 | 2024.03.08 00:40 | t/p | 3 | 0.10 | 147.590 | 153.390 | 147.590 | 179.98 | 1543.96 |
42 | 2024.03.08 04:00 | sell | 20 | 0.10 | 147.812 | 0.000 | 0.000 | ||
43 | 2024.03.08 04:00 | modify | 20 | 0.10 | 147.812 | 150.812 | 145.012 | ||
44 | 2024.03.08 08:00 | sell | 21 | 0.10 | 147.882 | 0.000 | 0.000 | ||
45 | 2024.03.08 08:00 | modify | 21 | 0.10 | 147.882 | 150.882 | 145.082 | ||
46 | 2024.03.08 09:20 | t/p | 1 | 0.10 | 147.523 | 153.323 | 147.523 | 180.03 | 1724.00 |
47 | 2024.03.08 09:30 | t/p | 4 | 0.10 | 147.322 | 153.122 | 147.322 | 180.36 | 1904.36 |
48 | 2024.03.08 09:30 | t/p | 5 | 0.10 | 147.314 | 153.114 | 147.314 | 180.36 | 2084.72 |
49 | 2024.03.08 09:30 | t/p | 6 | 0.10 | 147.359 | 153.159 | 147.359 | 181.77 | 2266.50 |
50 | 2024.03.08 09:30 | t/p | 7 | 0.10 | 147.507 | 153.307 | 147.507 | 181.77 | 2448.27 |
51 | 2024.03.08 09:40 | t/p | 9 | 0.10 | 147.182 | 152.982 | 147.182 | 183.61 | 2631.88 |
52 | 2024.03.08 09:40 | t/p | 10 | 0.10 | 147.133 | 152.933 | 147.133 | 183.61 | 2815.49 |
53 | 2024.03.08 09:40 | t/p | 11 | 0.10 | 147.176 | 152.976 | 147.176 | 185.01 | 3000.49 |
54 | 2024.03.08 12:00 | sell | 22 | 0.10 | 147.098 | 0.000 | 0.000 | ||
55 | 2024.03.08 12:00 | modify | 22 | 0.10 | 147.098 | 150.098 | 144.298 | ||
56 | 2024.03.08 13:40 | t/p | 12 | 0.10 | 146.735 | 152.535 | 146.735 | 185.52 | 3186.01 |
57 | 2024.03.08 13:40 | t/p | 13 | 0.10 | 146.566 | 152.366 | 146.566 | 185.53 | 3371.54 |
58 | 2024.03.08 13:40 | t/p | 14 | 0.10 | 146.544 | 152.344 | 146.544 | 185.52 | 3557.06 |
59 | 2024.03.08 16:00 | sell | 23 | 0.10 | 147.032 | 0.000 | 0.000 | ||
60 | 2024.03.08 16:00 | modify | 23 | 0.10 | 147.032 | 150.032 | 144.232 | ||
61 | 2024.03.08 20:00 | sell | 24 | 0.10 | 147.048 | 0.000 | 0.000 | ||
62 | 2024.03.08 20:00 | modify | 24 | 0.10 | 147.048 | 150.048 | 144.248 | ||
63 | 2024.03.11 04:00 | sell | 25 | 0.10 | 146.935 | 0.000 | 0.000 | ||
64 | 2024.03.11 04:00 | modify | 25 | 0.10 | 146.935 | 149.935 | 144.135 | ||
65 | 2024.03.11 08:00 | sell | 26 | 0.10 | 146.747 | 0.000 | 0.000 | ||
66 | 2024.03.11 08:00 | modify | 26 | 0.10 | 146.747 | 149.747 | 143.947 | ||
67 | 2024.03.11 12:00 | sell | 27 | 0.10 | 146.647 | 0.000 | 0.000 | ||
68 | 2024.03.11 12:00 | modify | 27 | 0.10 | 146.647 | 149.647 | 143.847 | ||
69 | 2024.03.11 16:00 | sell | 28 | 0.10 | 146.857 | 0.000 | 0.000 | ||
70 | 2024.03.11 16:00 | modify | 28 | 0.10 | 146.857 | 149.857 | 144.057 | ||
71 | 2024.03.11 20:00 | sell | 29 | 0.10 | 146.964 | 0.000 | 0.000 | ||
72 | 2024.03.11 20:00 | modify | 29 | 0.10 | 146.964 | 149.964 | 144.164 | ||
73 | 2024.03.12 04:00 | sell | 30 | 0.10 | 147.389 | 0.000 | 0.000 | ||
74 | 2024.03.12 04:00 | modify | 30 | 0.10 | 147.389 | 150.389 | 144.589 | ||
75 | 2024.03.12 08:00 | sell | 31 | 0.10 | 147.334 | 0.000 | 0.000 | ||
76 | 2024.03.12 08:00 | modify | 31 | 0.10 | 147.334 | 150.334 | 144.534 | ||
77 | 2024.03.12 12:00 | sell | 32 | 0.10 | 147.436 | 0.000 | 0.000 | ||
78 | 2024.03.12 12:00 | modify | 32 | 0.10 | 147.436 | 150.436 | 144.636 | ||
79 | 2024.03.12 16:00 | sell | 33 | 0.10 | 147.693 | 0.000 | 0.000 | ||
80 | 2024.03.12 16:00 | modify | 33 | 0.10 | 147.693 | 150.693 | 144.893 | ||
81 | 2024.03.12 20:00 | sell | 34 | 0.10 | 147.678 | 0.000 | 0.000 | ||
82 | 2024.03.12 20:00 | modify | 34 | 0.10 | 147.678 | 150.678 | 144.878 | ||
83 | 2024.03.13 04:00 | sell | 35 | 0.10 | 147.378 | 0.000 | 0.000 | ||
84 | 2024.03.13 04:00 | modify | 35 | 0.10 | 147.378 | 150.378 | 144.578 | ||
85 | 2024.03.13 08:00 | sell | 36 | 0.10 | 147.677 | 0.000 | 0.000 | ||
86 | 2024.03.13 08:00 | modify | 36 | 0.10 | 147.677 | 150.677 | 144.877 | ||
87 | 2024.03.13 12:00 | sell | 37 | 0.10 | 147.973 | 0.000 | 0.000 | ||
88 | 2024.03.13 12:00 | modify | 37 | 0.10 | 147.973 | 150.973 | 145.173 | ||
89 | 2024.03.13 16:00 | sell | 38 | 0.10 | 147.738 | 0.000 | 0.000 | ||
90 | 2024.03.13 16:00 | modify | 38 | 0.10 | 147.738 | 150.738 | 144.938 | ||
91 | 2024.03.13 20:00 | sell | 39 | 0.10 | 147.842 | 0.000 | 0.000 | ||
92 | 2024.03.13 20:00 | modify | 39 | 0.10 | 147.842 | 150.842 | 145.042 | ||
93 | 2024.03.14 04:00 | sell | 40 | 0.10 | 147.857 | 0.000 | 0.000 | ||
94 | 2024.03.14 04:00 | modify | 40 | 0.10 | 147.857 | 150.857 | 145.057 | ||
95 | 2024.03.14 08:00 | sell | 41 | 0.10 | 147.865 | 0.000 | 0.000 | ||
96 | 2024.03.14 08:00 | modify | 41 | 0.10 | 147.865 | 150.865 | 145.065 | ||
97 | 2024.03.14 12:00 | sell | 42 | 0.10 | 147.700 | 0.000 | 0.000 | ||
98 | 2024.03.14 12:00 | modify | 42 | 0.10 | 147.700 | 150.700 | 144.900 | ||
99 | 2024.03.15 02:05 | close at stop | 42 | 0.10 | 148.668 | 150.700 | 144.900 | -66.51 | 3490.55 |
100 | 2024.03.15 02:05 | close at stop | 41 | 0.10 | 148.668 | 150.865 | 145.065 | -55.41 | 3435.14 |
101 | 2024.03.15 02:05 | close at stop | 40 | 0.10 | 148.668 | 150.857 | 145.057 | -55.95 | 3379.19 |
102 | 2024.03.15 02:05 | close at stop | 39 | 0.10 | 148.668 | 150.842 | 145.042 | -61.15 | 3318.04 |
103 | 2024.03.15 02:05 | close at stop | 38 | 0.10 | 148.668 | 150.738 | 144.938 | -68.15 | 3249.89 |
104 | 2024.03.15 02:05 | close at stop | 37 | 0.10 | 148.668 | 150.973 | 145.173 | -52.34 | 3197.55 |
105 | 2024.03.15 02:05 | close at stop | 36 | 0.10 | 148.668 | 150.677 | 144.877 | -72.25 | 3125.29 |
106 | 2024.03.15 02:05 | close at stop | 35 | 0.10 | 148.668 | 150.378 | 144.578 | -92.36 | 3032.93 |
107 | 2024.03.15 02:05 | close at stop | 34 | 0.10 | 148.668 | 150.678 | 144.878 | -73.58 | 2959.35 |
108 | 2024.03.15 02:05 | close at stop | 33 | 0.10 | 148.668 | 150.693 | 144.893 | -72.57 | 2886.78 |
109 | 2024.03.15 02:05 | close at stop | 32 | 0.10 | 148.668 | 150.436 | 144.636 | -89.86 | 2796.92 |
110 | 2024.03.15 02:05 | close at stop | 31 | 0.10 | 148.668 | 150.334 | 144.534 | -96.72 | 2700.20 |
111 | 2024.03.15 02:05 | close at stop | 30 | 0.10 | 148.668 | 150.389 | 144.589 | -93.02 | 2607.18 |
112 | 2024.03.15 02:05 | close at stop | 29 | 0.10 | 148.668 | 149.964 | 144.164 | -123.01 | 2484.17 |
113 | 2024.03.15 02:05 | close at stop | 28 | 0.10 | 148.668 | 149.857 | 144.057 | -130.21 | 2353.96 |
114 | 2024.03.15 02:05 | close at stop | 27 | 0.10 | 148.668 | 149.647 | 143.847 | -144.33 | 2209.63 |
115 | 2024.03.15 02:05 | close at stop | 26 | 0.10 | 148.668 | 149.747 | 143.947 | -137.60 | 2072.04 |
116 | 2024.03.15 02:05 | close at stop | 25 | 0.10 | 148.668 | 149.935 | 144.135 | -124.96 | 1947.08 |
117 | 2024.03.15 02:05 | close at stop | 24 | 0.10 | 148.668 | 150.048 | 144.248 | -118.76 | 1828.32 |
118 | 2024.03.15 02:05 | close at stop | 23 | 0.10 | 148.668 | 150.032 | 144.232 | -119.83 | 1708.49 |
119 | 2024.03.15 02:05 | close at stop | 22 | 0.10 | 148.668 | 150.098 | 144.298 | -115.39 | 1593.11 |
120 | 2024.03.15 02:05 | close at stop | 21 | 0.10 | 148.668 | 150.882 | 145.082 | -62.66 | 1530.45 |
121 | 2024.03.15 02:05 | close at stop | 20 | 0.10 | 148.668 | 150.812 | 145.012 | -67.37 | 1463.09 |
122 | 2024.03.15 02:05 | close at stop | 19 | 0.10 | 148.668 | 151.005 | 145.205 | -55.78 | 1407.30 |
123 | 2024.03.15 02:05 | close at stop | 18 | 0.10 | 148.668 | 151.138 | 145.338 | -46.83 | 1360.47 |
124 | 2024.03.15 02:05 | close at stop | 17 | 0.10 | 148.668 | 150.836 | 145.036 | -67.14 | 1293.32 |
125 | 2024.03.15 02:05 | close at stop | 16 | 0.10 | 148.668 | 150.938 | 145.138 | -60.28 | 1233.04 |
126 | 2024.03.15 02:05 | close at stop | 15 | 0.10 | 148.668 | 151.669 | 145.869 | -11.11 | 1221.92 |