Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | CHelp="===================================="; DaysHelp="------------------------------------"; Monday=1; Tuesday=1; Wednesday=1; Thursday=1; Friday=1; Saturday=1; Sunday=1; LHelp="------------------------------------"; Lots=0.1; TW1Help="===================================="; TW1THelp="------------------------------------"; ServerHourFrom1=11; ServerMinFrom1=45; ServerHourTo1=23; ServerMinTo1=45; TW1MAHelp="------------------------------------"; MAPeriod1=26; MAOffset1=12; TW1PMHelp="------------------------------------"; TradeDirection1=1; TakeProfit1=0; StopLoss1=0; TrailingStop1=130; TrailingStep1=40; TW2Help="===================================="; SecondWindowEnabled=0; TW2THelp="------------------------------------"; ServerHourFrom2=14; ServerMinFrom2=30; ServerHourTo2=22; ServerMinTo2=0; TW2MAHelp="------------------------------------"; MAPeriod2=8; MAOffset2=4; TW2PMHelp="------------------------------------"; TradeDirection2=0; TakeProfit2=0; StopLoss2=0; TrailingStop2=0; TrailingStep2=1; OHelp="===================================="; NewBarWindowSec=60; CFDTickScaling=0; MagicNumber=20120930; | ||||
Bars in test | 2619 | Ticks modelled | 79617 | Modelling quality | n/a |
Mismatched charts errors | 46 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1763.87 | Gross profit | 2801.56 | Gross loss | -1037.69 |
Profit factor | 2.70 | Expected payoff | 37.53 | ||
Absolute drawdown | 71.74 | Maximal drawdown | 569.64 (5.15%) | Relative drawdown | 5.15% (569.64) |
Total trades | 47 | Short positions (won %) | 23 (73.91%) | Long positions (won %) | 24 (79.17%) |
Profit trades (% of total) | 36 (76.60%) | Loss trades (% of total) | 11 (23.40%) | ||
Largest | profit trade | 345.38 | loss trade | -398.36 | |
Average | profit trade | 77.82 | loss trade | -94.34 | |
Maximum | consecutive wins (profit in money) | 9 (976.65) | consecutive losses (loss in money) | 2 (-169.37) | |
Maximal | consecutive profit (count of wins) | 976.65 (9) | consecutive loss (count of losses) | -398.36 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.06 20:00 | sell | 1 | 0.10 | 136.917 | 0.000 | 0.000 | ||
2 | 2022.12.09 12:00 | close | 1 | 0.10 | 135.879 | 0.000 | 0.000 | 68.32 | 10068.32 |
3 | 2022.12.09 12:00 | buy | 2 | 0.10 | 135.879 | 0.000 | 0.000 | ||
4 | 2022.12.09 16:00 | close | 2 | 0.10 | 136.591 | 0.000 | 0.000 | 52.13 | 10120.45 |
5 | 2022.12.09 16:00 | sell | 3 | 0.10 | 136.591 | 0.000 | 0.000 | ||
6 | 2022.12.13 13:40 | modify | 3 | 0.10 | 136.591 | 136.273 | 0.000 | ||
7 | 2022.12.13 16:00 | close | 3 | 0.10 | 135.221 | 136.273 | 0.000 | 98.09 | 10218.54 |
8 | 2022.12.13 16:00 | buy | 4 | 0.10 | 135.221 | 0.000 | 0.000 | ||
9 | 2022.12.15 09:20 | modify | 4 | 0.10 | 135.221 | 135.300 | 0.000 | ||
10 | 2022.12.15 15:20 | modify | 4 | 0.10 | 135.221 | 135.862 | 0.000 | ||
11 | 2022.12.15 15:40 | modify | 4 | 0.10 | 135.221 | 136.366 | 0.000 | ||
12 | 2022.12.15 16:00 | close | 4 | 0.10 | 137.609 | 136.366 | 0.000 | 177.94 | 10396.48 |
13 | 2022.12.15 16:00 | sell | 5 | 0.10 | 137.609 | 0.000 | 0.000 | ||
14 | 2022.12.18 22:00 | modify | 5 | 0.10 | 137.609 | 137.143 | 0.000 | ||
15 | 2022.12.19 16:05 | s/l | 5 | 0.10 | 137.143 | 137.143 | 0.000 | 30.74 | 10427.22 |
16 | 2022.12.27 12:00 | sell | 6 | 0.10 | 133.266 | 0.000 | 0.000 | ||
17 | 2022.12.30 08:30 | modify | 6 | 0.10 | 133.266 | 133.211 | 0.000 | ||
18 | 2022.12.30 17:30 | modify | 6 | 0.10 | 133.266 | 132.630 | 0.000 | ||
19 | 2022.12.30 18:30 | modify | 6 | 0.10 | 133.266 | 132.225 | 0.000 | ||
20 | 2023.01.03 01:20 | modify | 6 | 0.10 | 133.266 | 131.714 | 0.000 | ||
21 | 2023.01.03 01:40 | modify | 6 | 0.10 | 133.266 | 131.137 | 0.000 | ||
22 | 2023.01.03 12:40 | s/l | 6 | 0.10 | 131.137 | 131.137 | 0.000 | 150.93 | 10578.14 |
23 | 2023.01.04 20:00 | sell | 7 | 0.10 | 132.611 | 0.000 | 0.000 | ||
24 | 2023.01.12 09:30 | modify | 7 | 0.10 | 132.611 | 132.501 | 0.000 | ||
25 | 2023.01.12 12:30 | modify | 7 | 0.10 | 132.611 | 132.049 | 0.000 | ||
26 | 2023.01.12 13:30 | modify | 7 | 0.10 | 132.611 | 131.451 | 0.000 | ||
27 | 2023.01.12 13:40 | modify | 7 | 0.10 | 132.611 | 130.827 | 0.000 | ||
28 | 2023.01.12 18:30 | modify | 7 | 0.10 | 132.611 | 130.338 | 0.000 | ||
29 | 2023.01.13 06:40 | modify | 7 | 0.10 | 132.611 | 129.727 | 0.000 | ||
30 | 2023.01.13 14:30 | modify | 7 | 0.10 | 132.611 | 129.231 | 0.000 | ||
31 | 2023.01.13 15:40 | modify | 7 | 0.10 | 132.611 | 128.784 | 0.000 | ||
32 | 2023.01.16 08:40 | s/l | 7 | 0.10 | 128.784 | 128.784 | 0.000 | 277.54 | 10855.68 |
33 | 2023.01.30 12:00 | sell | 8 | 0.10 | 130.170 | 0.000 | 0.000 | ||
34 | 2023.02.01 12:00 | close | 8 | 0.10 | 129.836 | 0.000 | 0.000 | 22.49 | 10878.17 |
35 | 2023.02.01 12:00 | buy | 9 | 0.10 | 129.836 | 0.000 | 0.000 | ||
36 | 2023.02.03 15:33 | modify | 9 | 0.10 | 129.836 | 129.879 | 0.000 | ||
37 | 2023.02.03 16:00 | close | 9 | 0.10 | 131.069 | 129.879 | 0.000 | 98.47 | 10976.65 |
38 | 2023.02.03 16:00 | sell | 10 | 0.10 | 131.069 | 0.000 | 0.000 | ||
39 | 2023.03.03 20:00 | close | 10 | 0.10 | 135.867 | 0.000 | 0.000 | -398.36 | 10578.29 |
40 | 2023.03.03 20:00 | buy | 11 | 0.10 | 135.867 | 0.000 | 0.000 | ||
41 | 2023.03.07 16:00 | close | 11 | 0.10 | 136.777 | 0.000 | 0.000 | 68.73 | 10647.02 |
42 | 2023.03.07 16:00 | sell | 12 | 0.10 | 136.777 | 0.000 | 0.000 | ||
43 | 2023.03.09 20:00 | close | 12 | 0.10 | 136.189 | 0.000 | 0.000 | 36.72 | 10683.74 |
44 | 2023.03.09 20:00 | buy | 13 | 0.10 | 136.189 | 0.000 | 0.000 | ||
45 | 2023.03.10 12:00 | close | 13 | 0.10 | 136.761 | 0.000 | 0.000 | 42.92 | 10726.66 |
46 | 2023.03.10 12:00 | sell | 14 | 0.10 | 136.761 | 0.000 | 0.000 | ||
47 | 2023.03.10 14:30 | modify | 14 | 0.10 | 136.761 | 136.671 | 0.000 | ||
48 | 2023.03.10 14:40 | modify | 14 | 0.10 | 136.761 | 136.087 | 0.000 | ||
49 | 2023.03.10 15:40 | modify | 14 | 0.10 | 136.761 | 135.441 | 0.000 | ||
50 | 2023.03.10 16:00 | close | 14 | 0.10 | 134.329 | 135.441 | 0.000 | 181.05 | 10907.71 |
51 | 2023.03.10 16:00 | buy | 15 | 0.10 | 134.329 | 0.000 | 0.000 | ||
52 | 2023.04.10 12:00 | close | 15 | 0.10 | 132.859 | 0.000 | 0.000 | -78.72 | 10828.99 |
53 | 2023.04.10 12:00 | sell | 16 | 0.10 | 132.859 | 0.000 | 0.000 | ||
54 | 2023.04.21 12:00 | close | 16 | 0.10 | 133.791 | 0.000 | 0.000 | -90.65 | 10738.33 |
55 | 2023.04.21 12:00 | buy | 17 | 0.10 | 133.791 | 0.000 | 0.000 | ||
56 | 2023.04.21 16:00 | close | 17 | 0.10 | 134.281 | 0.000 | 0.000 | 36.49 | 10774.82 |
57 | 2023.04.21 16:00 | sell | 18 | 0.10 | 134.281 | 0.000 | 0.000 | ||
58 | 2023.04.24 20:00 | close | 18 | 0.10 | 134.332 | 0.000 | 0.000 | -5.41 | 10769.41 |
59 | 2023.04.24 20:00 | buy | 19 | 0.10 | 134.332 | 0.000 | 0.000 | ||
60 | 2023.04.28 06:40 | modify | 19 | 0.10 | 134.332 | 134.459 | 0.000 | ||
61 | 2023.04.28 09:40 | modify | 19 | 0.10 | 134.332 | 134.880 | 0.000 | ||
62 | 2023.05.01 00:30 | modify | 19 | 0.10 | 134.332 | 135.337 | 0.000 | ||
63 | 2023.05.01 14:06 | modify | 19 | 0.10 | 134.332 | 135.744 | 0.000 | ||
64 | 2023.05.01 16:40 | modify | 19 | 0.10 | 134.332 | 136.184 | 0.000 | ||
65 | 2023.05.03 01:30 | s/l | 19 | 0.10 | 136.184 | 136.184 | 0.000 | 145.93 | 10915.34 |
66 | 2023.05.03 20:00 | buy | 20 | 0.10 | 135.041 | 0.000 | 0.000 | ||
67 | 2023.05.16 14:20 | modify | 20 | 0.10 | 135.041 | 135.077 | 0.000 | ||
68 | 2023.05.17 05:40 | modify | 20 | 0.10 | 135.041 | 135.502 | 0.000 | ||
69 | 2023.05.17 12:40 | modify | 20 | 0.10 | 135.041 | 135.939 | 0.000 | ||
70 | 2023.05.17 19:40 | modify | 20 | 0.10 | 135.041 | 136.357 | 0.000 | ||
71 | 2023.05.18 12:30 | modify | 20 | 0.10 | 135.041 | 136.916 | 0.000 | ||
72 | 2023.05.18 14:40 | modify | 20 | 0.10 | 135.041 | 137.323 | 0.000 | ||
73 | 2023.05.24 15:20 | modify | 20 | 0.10 | 135.041 | 137.764 | 0.000 | ||
74 | 2023.05.24 20:40 | modify | 20 | 0.10 | 135.041 | 138.177 | 0.000 | ||
75 | 2023.05.25 15:40 | modify | 20 | 0.10 | 135.041 | 138.585 | 0.000 | ||
76 | 2023.05.26 12:40 | modify | 20 | 0.10 | 135.041 | 139.018 | 0.000 | ||
77 | 2023.05.26 17:40 | modify | 20 | 0.10 | 135.041 | 139.424 | 0.000 | ||
78 | 2023.05.31 05:40 | s/l | 20 | 0.10 | 139.424 | 139.424 | 0.000 | 345.38 | 11260.72 |
79 | 2023.05.31 20:00 | buy | 21 | 0.10 | 139.377 | 0.000 | 0.000 | ||
80 | 2023.06.06 16:00 | close | 21 | 0.10 | 139.671 | 0.000 | 0.000 | 27.65 | 11288.37 |
81 | 2023.06.06 16:00 | sell | 22 | 0.10 | 139.671 | 0.000 | 0.000 | ||
82 | 2023.06.08 16:00 | close | 22 | 0.10 | 138.867 | 0.000 | 0.000 | 51.44 | 11339.81 |
83 | 2023.06.08 16:00 | buy | 23 | 0.10 | 138.867 | 0.000 | 0.000 | ||
84 | 2023.06.12 16:00 | close | 23 | 0.10 | 139.720 | 0.000 | 0.000 | 63.25 | 11403.06 |
85 | 2023.06.12 16:00 | sell | 24 | 0.10 | 139.720 | 0.000 | 0.000 | ||
86 | 2023.06.12 20:00 | close | 24 | 0.10 | 139.598 | 0.000 | 0.000 | 8.74 | 11411.80 |
87 | 2023.06.12 20:00 | buy | 25 | 0.10 | 139.598 | 0.000 | 0.000 | ||
88 | 2023.06.13 12:00 | close | 25 | 0.10 | 139.516 | 0.000 | 0.000 | -4.78 | 11407.02 |
89 | 2023.06.13 12:00 | sell | 26 | 0.10 | 139.516 | 0.000 | 0.000 | ||
90 | 2023.06.14 16:00 | close | 26 | 0.10 | 139.366 | 0.000 | 0.000 | 9.15 | 11416.17 |
91 | 2023.06.14 16:00 | buy | 27 | 0.10 | 139.366 | 0.000 | 0.000 | ||
92 | 2023.06.14 20:00 | close | 27 | 0.10 | 139.945 | 0.000 | 0.000 | 41.37 | 11457.54 |
93 | 2023.06.14 20:00 | sell | 28 | 0.10 | 139.945 | 0.000 | 0.000 | ||
94 | 2023.07.12 14:30 | modify | 28 | 0.10 | 139.945 | 139.930 | 0.000 | ||
95 | 2023.07.12 15:40 | modify | 28 | 0.10 | 139.945 | 139.486 | 0.000 | ||
96 | 2023.07.14 00:40 | modify | 28 | 0.10 | 139.945 | 138.972 | 0.000 | ||
97 | 2023.07.14 01:40 | modify | 28 | 0.10 | 139.945 | 138.567 | 0.000 | ||
98 | 2023.07.14 09:40 | s/l | 28 | 0.10 | 138.567 | 138.567 | 0.000 | 47.75 | 11505.29 |
99 | 2023.07.26 16:00 | buy | 29 | 0.10 | 140.444 | 0.000 | 0.000 | ||
100 | 2023.07.27 16:00 | close | 29 | 0.10 | 141.036 | 0.000 | 0.000 | 45.28 | 11550.57 |
101 | 2023.07.27 16:00 | sell | 30 | 0.10 | 141.036 | 0.000 | 0.000 | ||
102 | 2023.07.27 17:40 | modify | 30 | 0.10 | 141.036 | 140.531 | 0.000 | ||
103 | 2023.07.27 19:40 | modify | 30 | 0.10 | 141.036 | 140.095 | 0.000 | ||
104 | 2023.07.27 20:00 | close | 30 | 0.10 | 139.097 | 140.095 | 0.000 | 139.40 | 11689.97 |
105 | 2023.07.27 20:00 | buy | 31 | 0.10 | 139.097 | 0.000 | 0.000 | ||
106 | 2023.07.28 03:40 | modify | 31 | 0.10 | 139.097 | 139.779 | 0.000 | ||
107 | 2023.07.28 03:59 | s/l | 31 | 0.10 | 139.779 | 139.779 | 0.000 | 49.91 | 11739.88 |
108 | 2023.07.28 20:00 | sell | 32 | 0.10 | 141.088 | 0.000 | 0.000 | ||
109 | 2023.08.04 20:00 | close | 32 | 0.10 | 141.842 | 0.000 | 0.000 | -64.46 | 11675.41 |
110 | 2023.08.04 20:00 | buy | 33 | 0.10 | 141.842 | 0.000 | 0.000 | ||
111 | 2023.08.08 01:30 | modify | 33 | 0.10 | 141.842 | 141.925 | 0.000 | ||
112 | 2023.08.09 14:40 | modify | 33 | 0.10 | 141.842 | 142.427 | 0.000 | ||
113 | 2023.08.10 13:30 | modify | 33 | 0.10 | 141.842 | 142.845 | 0.000 | ||
114 | 2023.08.10 17:20 | modify | 33 | 0.10 | 141.842 | 143.247 | 0.000 | ||
115 | 2023.08.11 15:40 | modify | 33 | 0.10 | 141.842 | 143.666 | 0.000 | ||
116 | 2023.08.14 12:40 | modify | 33 | 0.10 | 141.842 | 144.099 | 0.000 | ||
117 | 2023.08.15 07:40 | modify | 33 | 0.10 | 141.842 | 144.544 | 0.000 | ||
118 | 2023.08.16 18:40 | modify | 33 | 0.10 | 141.842 | 144.958 | 0.000 | ||
119 | 2023.08.18 17:05 | s/l | 33 | 0.10 | 144.958 | 144.958 | 0.000 | 230.39 | 11905.80 |
120 | 2023.08.18 20:00 | sell | 34 | 0.10 | 145.339 | 0.000 | 0.000 | ||
121 | 2023.09.21 16:00 | close | 34 | 0.10 | 147.448 | 0.000 | 0.000 | -197.94 | 11707.87 |
122 | 2023.09.21 16:00 | buy | 35 | 0.10 | 147.448 | 0.000 | 0.000 | ||
123 | 2023.09.25 12:40 | modify | 35 | 0.10 | 147.448 | 147.454 | 0.000 | ||
124 | 2023.09.26 06:40 | modify | 35 | 0.10 | 147.448 | 147.885 | 0.000 | ||
125 | 2023.09.27 16:30 | modify | 35 | 0.10 | 147.448 | 148.297 | 0.000 | ||
126 | 2023.10.03 14:15 | modify | 35 | 0.10 | 147.448 | 148.859 | 0.000 | ||
127 | 2023.10.03 14:30 | s/l | 35 | 0.10 | 148.859 | 148.859 | 0.000 | 106.14 | 11814.00 |
128 | 2023.10.03 16:00 | buy | 36 | 0.10 | 149.199 | 0.000 | 0.000 | ||
129 | 2023.10.11 16:00 | close | 36 | 0.10 | 149.002 | 0.000 | 0.000 | -4.41 | 11809.59 |
130 | 2023.10.11 16:00 | sell | 37 | 0.10 | 149.002 | 0.000 | 0.000 | ||
131 | 2023.10.23 20:00 | close | 37 | 0.10 | 149.674 | 0.000 | 0.000 | -64.28 | 11745.31 |
132 | 2023.10.23 20:00 | buy | 38 | 0.10 | 149.674 | 0.000 | 0.000 | ||
133 | 2023.10.24 16:00 | close | 38 | 0.10 | 149.841 | 0.000 | 0.000 | 12.25 | 11757.56 |
134 | 2023.10.24 16:00 | sell | 39 | 0.10 | 149.841 | 0.000 | 0.000 | ||
135 | 2023.10.27 16:00 | close | 39 | 0.10 | 149.638 | 0.000 | 0.000 | 5.50 | 11763.05 |
136 | 2023.10.27 16:00 | buy | 40 | 0.10 | 149.638 | 0.000 | 0.000 | ||
137 | 2023.10.31 12:40 | modify | 40 | 0.10 | 149.638 | 149.648 | 0.000 | ||
138 | 2023.10.31 15:20 | modify | 40 | 0.10 | 149.638 | 150.064 | 0.000 | ||
139 | 2023.11.02 12:40 | s/l | 40 | 0.10 | 150.064 | 150.064 | 0.000 | 35.01 | 11798.07 |
140 | 2023.11.03 12:00 | buy | 41 | 0.10 | 150.210 | 0.000 | 0.000 | ||
141 | 2023.11.07 16:00 | close | 41 | 0.10 | 150.498 | 0.000 | 0.000 | 21.34 | 11819.41 |
142 | 2023.11.07 16:00 | sell | 42 | 0.10 | 150.498 | 0.000 | 0.000 | ||
143 | 2023.11.07 20:00 | close | 42 | 0.10 | 150.467 | 0.000 | 0.000 | 2.06 | 11821.47 |
144 | 2023.11.07 20:00 | buy | 43 | 0.10 | 150.467 | 0.000 | 0.000 | ||
145 | 2023.11.13 04:33 | modify | 43 | 0.10 | 150.467 | 150.476 | 0.000 | ||
146 | 2023.11.14 19:30 | s/l | 43 | 0.10 | 150.476 | 150.476 | 0.000 | 8.30 | 11829.77 |
147 | 2023.11.15 20:00 | sell | 44 | 0.10 | 151.378 | 0.000 | 0.000 | ||
148 | 2023.11.16 12:00 | close | 44 | 0.10 | 151.251 | 0.000 | 0.000 | 3.56 | 11833.33 |
149 | 2023.11.16 12:00 | buy | 45 | 0.10 | 151.251 | 0.000 | 0.000 | ||
150 | 2023.11.23 20:00 | close | 45 | 0.10 | 149.564 | 0.000 | 0.000 | -105.09 | 11728.24 |
151 | 2023.11.23 20:00 | sell | 46 | 0.10 | 149.564 | 0.000 | 0.000 | ||
152 | 2023.11.27 20:00 | close | 46 | 0.10 | 148.636 | 0.000 | 0.000 | 59.20 | 11787.44 |
153 | 2023.11.27 20:00 | buy | 47 | 0.10 | 148.636 | 0.000 | 0.000 | ||
154 | 2023.11.30 23:59 | close at stop | 47 | 0.10 | 148.205 | 0.000 | 0.000 | -23.58 | 11763.87 |