Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
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=8; ServerMinFrom1=15; ServerHourTo1=22; ServerMinTo1=45; TW1MAHelp="------------------------------------"; MAPeriod1=72; MAOffset1=2; TW1PMHelp="------------------------------------"; TradeDirection1=1; TakeProfit1=100; StopLoss1=0; TrailingStop1=210; TrailingStep1=20; 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 | 2608 | Ticks modelled | 79207 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1885.60 | Gross profit | 2019.25 | Gross loss | -133.65 |
Profit factor | 15.11 | Expected payoff | 34.28 | ||
Absolute drawdown | 12.27 | Maximal drawdown | 290.77 (2.79%) | Relative drawdown | 2.79% (290.77) |
Total trades | 55 | Short positions (won %) | 25 (88.00%) | Long positions (won %) | 30 (93.33%) |
Profit trades (% of total) | 50 (90.91%) | Loss trades (% of total) | 5 (9.09%) | ||
Largest | profit trade | 81.28 | loss trade | -79.21 | |
Average | profit trade | 40.39 | loss trade | -26.73 | |
Maximum | consecutive wins (profit in money) | 14 (579.91) | consecutive losses (loss in money) | 2 (-99.23) | |
Maximal | consecutive profit (count of wins) | 579.91 (14) | consecutive loss (count of losses) | -99.23 (2) | |
Average | consecutive wins | 10 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.05 16:00 | sell | 1 | 0.10 | 158.356 | 0.000 | 0.000 | ||
2 | 2023.09.05 16:00 | modify | 1 | 0.10 | 158.356 | 0.000 | 157.356 | ||
3 | 2023.09.06 16:00 | close | 1 | 0.10 | 158.205 | 0.000 | 157.356 | 9.12 | 10009.12 |
4 | 2023.09.06 16:00 | buy | 2 | 0.10 | 158.205 | 0.000 | 0.000 | ||
5 | 2023.09.06 16:00 | modify | 2 | 0.10 | 158.205 | 0.000 | 159.205 | ||
6 | 2023.09.06 20:00 | close | 2 | 0.10 | 158.409 | 0.000 | 159.205 | 14.39 | 10023.51 |
7 | 2023.09.06 20:00 | sell | 3 | 0.10 | 158.409 | 0.000 | 0.000 | ||
8 | 2023.09.06 20:00 | modify | 3 | 0.10 | 158.409 | 0.000 | 157.409 | ||
9 | 2023.09.07 13:15 | t/p | 3 | 0.10 | 157.409 | 0.000 | 157.409 | 65.95 | 10089.46 |
10 | 2023.09.08 16:00 | sell | 4 | 0.10 | 158.165 | 0.000 | 0.000 | ||
11 | 2023.09.08 16:00 | modify | 4 | 0.10 | 158.165 | 0.000 | 157.165 | ||
12 | 2023.09.10 21:40 | t/p | 4 | 0.10 | 157.165 | 0.000 | 157.165 | 70.55 | 10160.01 |
13 | 2023.09.14 16:00 | buy | 5 | 0.10 | 156.900 | 0.000 | 0.000 | ||
14 | 2023.09.14 16:00 | modify | 5 | 0.10 | 156.900 | 0.000 | 157.900 | ||
15 | 2023.09.18 15:40 | t/p | 5 | 0.10 | 157.900 | 0.000 | 157.900 | 71.99 | 10231.99 |
16 | 2023.09.18 16:00 | sell | 6 | 0.10 | 157.875 | 0.000 | 0.000 | ||
17 | 2023.09.18 16:00 | modify | 6 | 0.10 | 157.875 | 0.000 | 156.875 | ||
18 | 2023.09.18 20:00 | close | 6 | 0.10 | 157.768 | 0.000 | 156.875 | 7.55 | 10239.54 |
19 | 2023.09.18 20:00 | buy | 7 | 0.10 | 157.768 | 0.000 | 0.000 | ||
20 | 2023.09.18 20:00 | modify | 7 | 0.10 | 157.768 | 0.000 | 158.768 | ||
21 | 2023.09.22 16:00 | close | 7 | 0.10 | 158.012 | 0.000 | 158.768 | 21.51 | 10261.05 |
22 | 2023.09.22 16:00 | sell | 8 | 0.10 | 158.012 | 0.000 | 0.000 | ||
23 | 2023.09.22 16:00 | modify | 8 | 0.10 | 158.012 | 0.000 | 157.012 | ||
24 | 2023.09.25 16:00 | close | 8 | 0.10 | 157.548 | 0.000 | 157.012 | 31.21 | 10292.26 |
25 | 2023.09.25 16:00 | buy | 9 | 0.10 | 157.548 | 0.000 | 0.000 | ||
26 | 2023.09.25 16:00 | modify | 9 | 0.10 | 157.548 | 0.000 | 158.548 | ||
27 | 2023.09.26 12:00 | close | 9 | 0.10 | 157.815 | 0.000 | 158.548 | 19.55 | 10311.81 |
28 | 2023.09.26 12:00 | sell | 10 | 0.10 | 157.815 | 0.000 | 0.000 | ||
29 | 2023.09.26 12:00 | modify | 10 | 0.10 | 157.815 | 0.000 | 156.815 | ||
30 | 2023.09.26 16:00 | close | 10 | 0.10 | 157.457 | 0.000 | 156.815 | 25.26 | 10337.07 |
31 | 2023.09.26 16:00 | buy | 11 | 0.10 | 157.457 | 0.000 | 0.000 | ||
32 | 2023.09.26 16:00 | modify | 11 | 0.10 | 157.457 | 0.000 | 158.457 | ||
33 | 2023.09.28 16:00 | close | 11 | 0.10 | 157.781 | 0.000 | 158.457 | 25.72 | 10362.79 |
34 | 2023.09.28 16:00 | sell | 12 | 0.10 | 157.781 | 0.000 | 0.000 | ||
35 | 2023.09.28 16:00 | modify | 12 | 0.10 | 157.781 | 0.000 | 156.781 | ||
36 | 2023.09.28 20:00 | close | 12 | 0.10 | 157.676 | 0.000 | 156.781 | 7.41 | 10370.20 |
37 | 2023.09.28 20:00 | buy | 13 | 0.10 | 157.676 | 0.000 | 0.000 | ||
38 | 2023.09.28 20:00 | modify | 13 | 0.10 | 157.676 | 0.000 | 158.676 | ||
39 | 2023.10.06 12:00 | close | 13 | 0.10 | 157.487 | 0.000 | 158.676 | -7.61 | 10362.59 |
40 | 2023.10.06 12:00 | sell | 14 | 0.10 | 157.487 | 0.000 | 0.000 | ||
41 | 2023.10.06 12:00 | modify | 14 | 0.10 | 157.487 | 0.000 | 156.487 | ||
42 | 2023.10.13 16:00 | close | 14 | 0.10 | 157.135 | 0.000 | 156.487 | 14.09 | 10376.68 |
43 | 2023.10.13 16:00 | buy | 15 | 0.10 | 157.135 | 0.000 | 0.000 | ||
44 | 2023.10.13 16:00 | modify | 15 | 0.10 | 157.135 | 0.000 | 158.135 | ||
45 | 2023.10.17 14:20 | t/p | 15 | 0.10 | 158.135 | 0.000 | 158.135 | 71.99 | 10448.67 |
46 | 2023.10.27 12:00 | buy | 16 | 0.10 | 158.173 | 0.000 | 0.000 | ||
47 | 2023.10.27 12:00 | modify | 16 | 0.10 | 158.173 | 0.000 | 159.173 | ||
48 | 2023.10.27 16:00 | close | 16 | 0.10 | 158.451 | 0.000 | 159.173 | 19.61 | 10468.28 |
49 | 2023.10.27 16:00 | sell | 17 | 0.10 | 158.451 | 0.000 | 0.000 | ||
50 | 2023.10.27 16:00 | modify | 17 | 0.10 | 158.451 | 0.000 | 157.451 | ||
51 | 2023.10.27 20:00 | close | 17 | 0.10 | 158.114 | 0.000 | 157.451 | 23.77 | 10492.05 |
52 | 2023.10.27 20:00 | buy | 18 | 0.10 | 158.114 | 0.000 | 0.000 | ||
53 | 2023.10.27 20:00 | modify | 18 | 0.10 | 158.114 | 0.000 | 159.114 | ||
54 | 2023.10.30 12:00 | close | 18 | 0.10 | 158.515 | 0.000 | 159.114 | 29.00 | 10521.06 |
55 | 2023.10.30 12:00 | sell | 19 | 0.10 | 158.515 | 0.000 | 0.000 | ||
56 | 2023.10.30 12:00 | modify | 19 | 0.10 | 158.515 | 0.000 | 157.515 | ||
57 | 2023.10.30 16:00 | close | 19 | 0.10 | 158.260 | 0.000 | 157.515 | 17.99 | 10539.05 |
58 | 2023.10.30 16:00 | buy | 20 | 0.10 | 158.260 | 0.000 | 0.000 | ||
59 | 2023.10.30 16:00 | modify | 20 | 0.10 | 158.260 | 0.000 | 159.260 | ||
60 | 2023.10.31 06:20 | t/p | 20 | 0.10 | 159.260 | 0.000 | 159.260 | 71.27 | 10610.32 |
61 | 2023.11.20 12:00 | buy | 21 | 0.10 | 161.911 | 0.000 | 0.000 | ||
62 | 2023.11.20 12:00 | modify | 21 | 0.10 | 161.911 | 0.000 | 162.911 | ||
63 | 2023.11.20 16:00 | close | 21 | 0.10 | 162.288 | 0.000 | 162.911 | 26.60 | 10636.92 |
64 | 2023.11.20 16:00 | sell | 22 | 0.10 | 162.288 | 0.000 | 0.000 | ||
65 | 2023.11.20 16:00 | modify | 22 | 0.10 | 162.288 | 0.000 | 161.288 | ||
66 | 2023.11.21 08:40 | t/p | 22 | 0.10 | 161.288 | 0.000 | 161.288 | 69.03 | 10705.95 |
67 | 2023.11.22 12:00 | buy | 23 | 0.10 | 162.206 | 0.000 | 0.000 | ||
68 | 2023.11.22 12:00 | modify | 23 | 0.10 | 162.206 | 0.000 | 163.206 | ||
69 | 2023.11.22 16:00 | close | 23 | 0.10 | 162.654 | 0.000 | 163.206 | 31.61 | 10737.56 |
70 | 2023.11.22 16:00 | sell | 24 | 0.10 | 162.654 | 0.000 | 0.000 | ||
71 | 2023.11.22 16:00 | modify | 24 | 0.10 | 162.654 | 0.000 | 161.654 | ||
72 | 2023.11.29 00:40 | t/p | 24 | 0.10 | 161.654 | 0.000 | 161.654 | 59.81 | 10797.37 |
73 | 2023.12.20 12:00 | buy | 25 | 0.10 | 156.838 | 0.000 | 0.000 | ||
74 | 2023.12.20 12:00 | modify | 25 | 0.10 | 156.838 | 0.000 | 157.838 | ||
75 | 2023.12.20 16:00 | close | 25 | 0.10 | 157.674 | 0.000 | 157.838 | 58.99 | 10856.36 |
76 | 2023.12.20 16:00 | sell | 26 | 0.10 | 157.674 | 0.000 | 0.000 | ||
77 | 2023.12.20 16:00 | modify | 26 | 0.10 | 157.674 | 0.000 | 156.674 | ||
78 | 2023.12.21 01:40 | t/p | 26 | 0.10 | 156.674 | 0.000 | 156.674 | 65.95 | 10922.31 |
79 | 2023.12.21 16:00 | buy | 27 | 0.10 | 156.235 | 0.000 | 0.000 | ||
80 | 2023.12.21 16:00 | modify | 27 | 0.10 | 156.235 | 0.000 | 157.235 | ||
81 | 2023.12.22 12:00 | close | 27 | 0.10 | 156.511 | 0.000 | 157.235 | 20.18 | 10942.50 |
82 | 2023.12.22 12:00 | sell | 28 | 0.10 | 156.511 | 0.000 | 0.000 | ||
83 | 2023.12.22 12:00 | modify | 28 | 0.10 | 156.511 | 0.000 | 155.511 | ||
84 | 2023.12.28 16:00 | close | 28 | 0.10 | 156.507 | 0.000 | 155.511 | -8.92 | 10933.57 |
85 | 2023.12.28 16:00 | buy | 29 | 0.10 | 156.507 | 0.000 | 0.000 | ||
86 | 2023.12.28 16:00 | modify | 29 | 0.10 | 156.507 | 0.000 | 157.507 | ||
87 | 2023.12.29 12:00 | close | 29 | 0.10 | 156.789 | 0.000 | 157.507 | 20.61 | 10954.19 |
88 | 2023.12.29 12:00 | sell | 30 | 0.10 | 156.789 | 0.000 | 0.000 | ||
89 | 2023.12.29 12:00 | modify | 30 | 0.10 | 156.789 | 0.000 | 155.789 | ||
90 | 2023.12.29 15:40 | t/p | 30 | 0.10 | 155.789 | 0.000 | 155.789 | 70.55 | 11024.74 |
91 | 2023.12.29 16:00 | buy | 31 | 0.10 | 155.808 | 0.000 | 0.000 | ||
92 | 2023.12.29 16:00 | modify | 31 | 0.10 | 155.808 | 0.000 | 156.808 | ||
93 | 2024.01.03 16:00 | close | 31 | 0.10 | 156.588 | 0.000 | 156.808 | 57.17 | 11081.91 |
94 | 2024.01.03 16:00 | sell | 32 | 0.10 | 156.588 | 0.000 | 0.000 | ||
95 | 2024.01.03 16:00 | modify | 32 | 0.10 | 156.588 | 0.000 | 155.588 | ||
96 | 2024.01.03 20:00 | close | 32 | 0.10 | 156.419 | 0.000 | 155.588 | 11.92 | 11093.83 |
97 | 2024.01.03 20:00 | buy | 33 | 0.10 | 156.419 | 0.000 | 0.000 | ||
98 | 2024.01.03 20:00 | modify | 33 | 0.10 | 156.419 | 0.000 | 157.419 | ||
99 | 2024.01.04 09:20 | t/p | 33 | 0.10 | 157.419 | 0.000 | 157.419 | 72.70 | 11166.54 |
100 | 2024.01.25 16:00 | buy | 34 | 0.10 | 159.878 | 0.000 | 0.000 | ||
101 | 2024.01.25 16:00 | modify | 34 | 0.10 | 159.878 | 0.000 | 160.878 | ||
102 | 2024.01.26 12:00 | close | 34 | 0.10 | 160.628 | 0.000 | 160.878 | 53.63 | 11220.17 |
103 | 2024.01.26 12:00 | sell | 35 | 0.10 | 160.628 | 0.000 | 0.000 | ||
104 | 2024.01.26 12:00 | modify | 35 | 0.10 | 160.628 | 0.000 | 159.628 | ||
105 | 2024.01.29 15:30 | t/p | 35 | 0.10 | 159.628 | 0.000 | 159.628 | 69.02 | 11289.19 |
106 | 2024.02.29 12:00 | sell | 36 | 0.10 | 162.482 | 0.000 | 0.000 | ||
107 | 2024.02.29 12:00 | modify | 36 | 0.10 | 162.482 | 0.000 | 161.482 | ||
108 | 2024.02.29 16:00 | close | 36 | 0.10 | 161.977 | 0.000 | 161.482 | 35.63 | 11324.82 |
109 | 2024.02.29 16:00 | buy | 37 | 0.10 | 161.977 | 0.000 | 0.000 | ||
110 | 2024.02.29 16:00 | modify | 37 | 0.10 | 161.977 | 0.000 | 162.977 | ||
111 | 2024.03.01 10:15 | t/p | 37 | 0.10 | 162.977 | 0.000 | 162.977 | 71.27 | 11396.09 |
112 | 2024.03.05 20:00 | buy | 38 | 0.10 | 162.748 | 0.000 | 0.000 | ||
113 | 2024.03.05 20:00 | modify | 38 | 0.10 | 162.748 | 0.000 | 163.748 | ||
114 | 2024.03.06 12:00 | close | 38 | 0.10 | 162.820 | 0.000 | 163.748 | 5.79 | 11401.89 |
115 | 2024.03.06 12:00 | sell | 39 | 0.10 | 162.820 | 0.000 | 0.000 | ||
116 | 2024.03.06 12:00 | modify | 39 | 0.10 | 162.820 | 0.000 | 161.820 | ||
117 | 2024.03.06 20:00 | close | 39 | 0.10 | 162.767 | 0.000 | 161.820 | 3.74 | 11405.63 |
118 | 2024.03.06 20:00 | buy | 40 | 0.10 | 162.767 | 0.000 | 0.000 | ||
119 | 2024.03.06 20:00 | modify | 40 | 0.10 | 162.767 | 0.000 | 163.767 | ||
120 | 2024.03.15 16:00 | close | 40 | 0.10 | 162.372 | 0.000 | 163.767 | -20.02 | 11385.61 |
121 | 2024.03.15 16:00 | sell | 41 | 0.10 | 162.372 | 0.000 | 0.000 | ||
122 | 2024.03.15 16:00 | modify | 41 | 0.10 | 162.372 | 0.000 | 161.372 | ||
123 | 2024.03.28 12:00 | close | 41 | 0.10 | 163.212 | 0.000 | 161.372 | -79.21 | 11306.40 |
124 | 2024.03.28 12:00 | buy | 42 | 0.10 | 163.212 | 0.000 | 0.000 | ||
125 | 2024.03.28 12:00 | modify | 42 | 0.10 | 163.212 | 0.000 | 164.212 | ||
126 | 2024.03.28 16:00 | close | 42 | 0.10 | 163.415 | 0.000 | 164.212 | 14.33 | 11320.73 |
127 | 2024.03.28 16:00 | sell | 43 | 0.10 | 163.415 | 0.000 | 0.000 | ||
128 | 2024.03.28 16:00 | modify | 43 | 0.10 | 163.415 | 0.000 | 162.415 | ||
129 | 2024.03.28 20:00 | close | 43 | 0.10 | 163.293 | 0.000 | 162.415 | 8.61 | 11329.34 |
130 | 2024.03.28 20:00 | buy | 44 | 0.10 | 163.293 | 0.000 | 0.000 | ||
131 | 2024.03.28 20:00 | modify | 44 | 0.10 | 163.293 | 0.000 | 164.293 | ||
132 | 2024.04.03 14:40 | t/p | 44 | 0.10 | 164.293 | 0.000 | 164.293 | 73.42 | 11402.76 |
133 | 2024.04.03 16:00 | sell | 45 | 0.10 | 164.214 | 0.000 | 0.000 | ||
134 | 2024.04.03 16:00 | modify | 45 | 0.10 | 164.214 | 0.000 | 163.214 | ||
135 | 2024.04.12 10:40 | t/p | 45 | 0.10 | 163.214 | 0.000 | 163.214 | 53.68 | 11456.44 |
136 | 2024.04.15 20:00 | buy | 46 | 0.10 | 163.910 | 0.000 | 0.000 | ||
137 | 2024.04.15 20:00 | modify | 46 | 0.10 | 163.910 | 0.000 | 164.910 | ||
138 | 2024.04.16 12:00 | close | 46 | 0.10 | 164.551 | 0.000 | 164.910 | 45.94 | 11502.38 |
139 | 2024.04.16 12:00 | sell | 47 | 0.10 | 164.551 | 0.000 | 0.000 | ||
140 | 2024.04.16 12:00 | modify | 47 | 0.10 | 164.551 | 0.000 | 163.551 | ||
141 | 2024.04.19 01:40 | t/p | 47 | 0.10 | 163.551 | 0.000 | 163.551 | 62.88 | 11565.27 |
142 | 2024.05.02 12:00 | buy | 48 | 0.10 | 165.645 | 0.000 | 0.000 | ||
143 | 2024.05.02 12:00 | modify | 48 | 0.10 | 165.645 | 0.000 | 166.645 | ||
144 | 2024.05.08 01:40 | t/p | 48 | 0.10 | 166.645 | 0.000 | 166.645 | 73.42 | 11638.68 |
145 | 2024.05.30 12:00 | buy | 49 | 0.10 | 169.581 | 0.000 | 0.000 | ||
146 | 2024.05.30 12:00 | modify | 49 | 0.10 | 169.581 | 0.000 | 170.581 | ||
147 | 2024.05.30 16:00 | close | 49 | 0.10 | 169.735 | 0.000 | 170.581 | 10.87 | 11649.55 |
148 | 2024.05.30 16:00 | sell | 50 | 0.10 | 169.735 | 0.000 | 0.000 | ||
149 | 2024.05.30 16:00 | modify | 50 | 0.10 | 169.735 | 0.000 | 168.735 | ||
150 | 2024.06.03 16:00 | close | 50 | 0.10 | 169.945 | 0.000 | 168.735 | -17.89 | 11631.67 |
151 | 2024.06.03 16:00 | buy | 51 | 0.10 | 169.945 | 0.000 | 0.000 | ||
152 | 2024.06.03 16:00 | modify | 51 | 0.10 | 169.945 | 0.000 | 170.945 | ||
153 | 2024.06.03 20:00 | close | 51 | 0.10 | 170.298 | 0.000 | 170.945 | 24.90 | 11656.57 |
154 | 2024.06.03 20:00 | sell | 52 | 0.10 | 170.298 | 0.000 | 0.000 | ||
155 | 2024.06.03 20:00 | modify | 52 | 0.10 | 170.298 | 0.000 | 169.298 | ||
156 | 2024.06.04 07:40 | t/p | 52 | 0.10 | 169.298 | 0.000 | 169.298 | 69.02 | 11725.58 |
157 | 2024.06.06 12:00 | buy | 53 | 0.10 | 169.769 | 0.000 | 0.000 | ||
158 | 2024.06.06 12:00 | modify | 53 | 0.10 | 169.769 | 0.000 | 170.769 | ||
159 | 2024.06.21 20:30 | t/p | 53 | 0.10 | 170.769 | 0.000 | 170.769 | 81.28 | 11806.86 |
160 | 2024.07.11 16:00 | buy | 54 | 0.10 | 172.409 | 0.000 | 0.000 | ||
161 | 2024.07.11 16:00 | modify | 54 | 0.10 | 172.409 | 0.000 | 173.409 | ||
162 | 2024.07.12 10:40 | t/p | 54 | 0.10 | 173.409 | 0.000 | 173.409 | 71.27 | 11878.14 |
163 | 2024.08.23 20:00 | buy | 55 | 0.10 | 161.442 | 0.000 | 0.000 | ||
164 | 2024.08.23 20:00 | modify | 55 | 0.10 | 161.442 | 0.000 | 162.442 | ||
165 | 2024.08.30 23:59 | close at stop | 55 | 0.10 | 161.477 | 0.000 | 162.442 | 7.46 | 11885.60 |