Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=2; MAHelp="------------------------------------"; TrendMA_Period=3; FilterMA_Period=4; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=12; BB_Deviation=1.3; BB_Applied=0; BB_GapSize=51; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=10; BUY_PruningMethod=0; SLSHelp="------------------------------------"; SELL_Source=0; SELL_MaxTrades=10; SELL_PruningMethod=1; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; TISTMHelp="------------------------------------"; T_InitialStopLoss=110; T_TakeProfit=100; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=100; B_TakeProfit=120; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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="===================================="; CloseoutTextColour=Gray; CFDTickScaling=0; MagicNumber=200426; | ||||
Bars in test | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 964.05 | Gross profit | 1878.94 | Gross loss | -914.89 |
Profit factor | 2.05 | Expected payoff | 24.72 | ||
Absolute drawdown | 21.22 | Maximal drawdown | 328.09 (3.07%) | Relative drawdown | 3.07% (328.09) |
Total trades | 39 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 21 (66.67%) |
Profit trades (% of total) | 25 (64.10%) | Loss trades (% of total) | 14 (35.90%) | ||
Largest | profit trade | 81.98 | loss trade | -73.68 | |
Average | profit trade | 75.16 | loss trade | -65.35 | |
Maximum | consecutive wins (profit in money) | 7 (507.18) | consecutive losses (loss in money) | 5 (-314.62) | |
Maximal | consecutive profit (count of wins) | 507.18 (7) | consecutive loss (count of losses) | -314.62 (5) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.06.20 12:00 | buy | 1 | 0.10 | 154.534 | 0.000 | 0.000 | ||
2 | 2023.06.20 12:00 | modify | 1 | 0.10 | 154.534 | 153.534 | 155.734 | ||
3 | 2023.06.21 16:00 | t/p | 1 | 0.10 | 155.734 | 153.534 | 155.734 | 77.22 | 10077.22 |
4 | 2023.06.29 12:00 | sell | 2 | 0.10 | 157.829 | 0.000 | 0.000 | ||
5 | 2023.06.29 12:00 | modify | 2 | 0.10 | 157.829 | 158.829 | 156.629 | ||
6 | 2023.07.04 12:00 | buy | 3 | 0.10 | 157.410 | 0.000 | 0.000 | ||
7 | 2023.07.04 12:00 | modify | 3 | 0.10 | 157.410 | 156.410 | 158.610 | ||
8 | 2023.07.06 04:00 | t/p | 2 | 0.10 | 156.629 | 158.829 | 156.629 | 66.92 | 10144.14 |
9 | 2023.07.06 04:00 | s/l | 3 | 0.10 | 156.410 | 156.410 | 158.610 | -61.80 | 10082.34 |
10 | 2023.07.18 12:00 | buy | 4 | 0.10 | 155.635 | 0.000 | 0.000 | ||
11 | 2023.07.18 12:00 | modify | 4 | 0.10 | 155.635 | 154.635 | 156.835 | ||
12 | 2023.07.19 12:00 | t/p | 4 | 0.10 | 156.835 | 154.635 | 156.835 | 77.22 | 10159.55 |
13 | 2023.08.16 12:00 | sell | 5 | 0.10 | 159.070 | 0.000 | 0.000 | ||
14 | 2023.08.16 12:00 | modify | 5 | 0.10 | 159.070 | 160.070 | 157.870 | ||
15 | 2023.08.17 12:00 | buy | 6 | 0.10 | 158.897 | 0.000 | 0.000 | ||
16 | 2023.08.17 12:00 | modify | 6 | 0.10 | 158.897 | 157.897 | 160.097 | ||
17 | 2023.08.18 08:00 | t/p | 5 | 0.10 | 157.870 | 160.070 | 157.870 | 71.11 | 10230.66 |
18 | 2023.08.18 08:00 | s/l | 6 | 0.10 | 157.897 | 157.897 | 160.097 | -63.38 | 10167.28 |
19 | 2023.09.06 12:00 | sell | 7 | 0.10 | 158.329 | 0.000 | 0.000 | ||
20 | 2023.09.06 12:00 | modify | 7 | 0.10 | 158.329 | 159.329 | 157.129 | ||
21 | 2023.09.08 04:00 | t/p | 7 | 0.10 | 157.129 | 159.329 | 157.129 | 71.11 | 10238.38 |
22 | 2023.09.20 12:00 | sell | 8 | 0.10 | 158.258 | 0.000 | 0.000 | ||
23 | 2023.09.20 12:00 | modify | 8 | 0.10 | 158.258 | 159.258 | 157.058 | ||
24 | 2023.09.26 12:00 | sell | 9 | 0.10 | 157.815 | 0.000 | 0.000 | ||
25 | 2023.09.26 12:00 | modify | 9 | 0.10 | 157.815 | 158.815 | 156.615 | ||
26 | 2023.09.27 12:00 | buy | 10 | 0.10 | 157.258 | 0.000 | 0.000 | ||
27 | 2023.09.27 12:00 | modify | 10 | 0.10 | 157.258 | 156.258 | 158.458 | ||
28 | 2023.09.27 16:00 | t/p | 8 | 0.10 | 157.058 | 159.258 | 157.058 | 66.91 | 10305.29 |
29 | 2023.10.02 08:00 | t/p | 10 | 0.10 | 158.458 | 156.258 | 158.458 | 79.33 | 10384.62 |
30 | 2023.10.03 16:00 | t/p | 9 | 0.10 | 156.615 | 158.815 | 156.615 | 66.91 | 10451.53 |
31 | 2023.10.23 12:00 | sell | 11 | 0.10 | 158.954 | 0.000 | 0.000 | ||
32 | 2023.10.23 12:00 | modify | 11 | 0.10 | 158.954 | 159.954 | 157.754 | ||
33 | 2023.10.26 12:00 | buy | 12 | 0.10 | 158.521 | 0.000 | 0.000 | ||
34 | 2023.10.26 12:00 | modify | 12 | 0.10 | 158.521 | 157.521 | 159.721 | ||
35 | 2023.10.27 12:00 | buy | 13 | 0.10 | 158.173 | 0.000 | 0.000 | ||
36 | 2023.10.27 12:00 | modify | 13 | 0.10 | 158.173 | 157.173 | 159.373 | ||
37 | 2023.10.30 08:00 | t/p | 11 | 0.10 | 157.754 | 159.954 | 157.754 | 66.91 | 10518.44 |
38 | 2023.10.31 08:00 | t/p | 13 | 0.10 | 159.373 | 157.173 | 159.373 | 77.75 | 10596.18 |
39 | 2023.10.31 12:00 | t/p | 12 | 0.10 | 159.721 | 157.521 | 159.721 | 78.27 | 10674.45 |
40 | 2023.11.08 12:00 | sell | 14 | 0.10 | 160.945 | 0.000 | 0.000 | ||
41 | 2023.11.08 12:00 | modify | 14 | 0.10 | 160.945 | 161.945 | 159.745 | ||
42 | 2023.11.10 12:00 | sell | 15 | 0.10 | 161.729 | 0.000 | 0.000 | ||
43 | 2023.11.10 12:00 | modify | 15 | 0.10 | 161.729 | 162.729 | 160.529 | ||
44 | 2023.11.10 20:00 | s/l | 14 | 0.10 | 161.945 | 161.945 | 159.745 | -69.49 | 10604.96 |
45 | 2023.11.14 12:00 | s/l | 15 | 0.10 | 162.729 | 162.729 | 160.529 | -66.70 | 10538.26 |
46 | 2023.11.24 12:00 | sell | 16 | 0.10 | 163.241 | 0.000 | 0.000 | ||
47 | 2023.11.24 12:00 | modify | 16 | 0.10 | 163.241 | 164.241 | 162.041 | ||
48 | 2023.11.28 20:00 | t/p | 16 | 0.10 | 162.041 | 164.241 | 162.041 | 73.90 | 10612.16 |
49 | 2023.12.01 12:00 | sell | 17 | 0.10 | 161.423 | 0.000 | 0.000 | ||
50 | 2023.12.01 12:00 | modify | 17 | 0.10 | 161.423 | 162.423 | 160.223 | ||
51 | 2023.12.01 16:00 | t/p | 17 | 0.10 | 160.223 | 162.423 | 160.223 | 76.69 | 10688.85 |
52 | 2023.12.26 12:00 | sell | 18 | 0.10 | 156.806 | 0.000 | 0.000 | ||
53 | 2023.12.26 12:00 | modify | 18 | 0.10 | 156.806 | 157.806 | 155.606 | ||
54 | 2023.12.27 16:00 | s/l | 18 | 0.10 | 157.806 | 157.806 | 155.606 | -65.31 | 10623.54 |
55 | 2024.01.19 12:00 | buy | 19 | 0.10 | 161.137 | 0.000 | 0.000 | ||
56 | 2024.01.19 12:00 | modify | 19 | 0.10 | 161.137 | 160.137 | 162.337 | ||
57 | 2024.01.22 12:00 | buy | 20 | 0.10 | 161.073 | 0.000 | 0.000 | ||
58 | 2024.01.22 12:00 | modify | 20 | 0.10 | 161.073 | 160.073 | 162.273 | ||
59 | 2024.01.23 12:00 | buy | 21 | 0.10 | 160.879 | 0.000 | 0.000 | ||
60 | 2024.01.23 12:00 | modify | 21 | 0.10 | 160.879 | 159.879 | 162.079 | ||
61 | 2024.01.24 12:00 | buy | 22 | 0.10 | 160.714 | 0.000 | 0.000 | ||
62 | 2024.01.24 12:00 | modify | 22 | 0.10 | 160.714 | 159.714 | 161.914 | ||
63 | 2024.01.24 16:00 | s/l | 19 | 0.10 | 160.137 | 160.137 | 162.337 | -62.33 | 10561.21 |
64 | 2024.01.24 16:00 | s/l | 20 | 0.10 | 160.073 | 160.073 | 162.273 | -62.85 | 10498.36 |
65 | 2024.01.25 12:00 | sell | 23 | 0.10 | 160.711 | 0.000 | 0.000 | ||
66 | 2024.01.25 12:00 | modify | 23 | 0.10 | 160.711 | 161.711 | 159.511 | ||
67 | 2024.01.25 16:00 | s/l | 21 | 0.10 | 159.879 | 159.879 | 162.079 | -61.80 | 10436.56 |
68 | 2024.01.25 16:00 | s/l | 22 | 0.10 | 159.714 | 159.714 | 161.914 | -62.33 | 10374.23 |
69 | 2024.01.29 16:00 | t/p | 23 | 0.10 | 159.511 | 161.711 | 159.511 | 73.90 | 10448.13 |
70 | 2024.02.06 12:00 | buy | 24 | 0.10 | 159.695 | 0.000 | 0.000 | ||
71 | 2024.02.06 12:00 | modify | 24 | 0.10 | 159.695 | 158.695 | 160.895 | ||
72 | 2024.02.08 20:00 | t/p | 24 | 0.10 | 160.895 | 158.695 | 160.895 | 78.81 | 10526.94 |
73 | 2024.02.12 12:00 | buy | 25 | 0.10 | 160.516 | 0.000 | 0.000 | ||
74 | 2024.02.12 12:00 | modify | 25 | 0.10 | 160.516 | 159.516 | 161.716 | ||
75 | 2024.02.13 12:00 | sell | 26 | 0.10 | 160.989 | 0.000 | 0.000 | ||
76 | 2024.02.13 12:00 | modify | 26 | 0.10 | 160.989 | 161.989 | 159.789 | ||
77 | 2024.02.14 12:00 | buy | 27 | 0.10 | 161.264 | 0.000 | 0.000 | ||
78 | 2024.02.14 12:00 | modify | 27 | 0.10 | 161.264 | 160.264 | 162.464 | ||
79 | 2024.02.15 12:00 | buy | 28 | 0.10 | 161.141 | 0.000 | 0.000 | ||
80 | 2024.02.15 12:00 | modify | 28 | 0.10 | 161.141 | 160.141 | 162.341 | ||
81 | 2024.02.16 04:00 | t/p | 25 | 0.10 | 161.716 | 159.516 | 161.716 | 79.87 | 10606.80 |
82 | 2024.02.19 12:00 | buy | 29 | 0.10 | 161.670 | 0.000 | 0.000 | ||
83 | 2024.02.19 12:00 | modify | 29 | 0.10 | 161.670 | 160.670 | 162.870 | ||
84 | 2024.02.20 08:00 | s/l | 26 | 0.10 | 161.989 | 161.989 | 159.789 | -73.68 | 10533.12 |
85 | 2024.02.20 12:00 | sell | 30 | 0.10 | 162.220 | 0.000 | 0.000 | ||
86 | 2024.02.20 12:00 | modify | 30 | 0.10 | 162.220 | 163.220 | 161.020 | ||
87 | 2024.02.20 16:00 | t/p | 28 | 0.10 | 162.341 | 160.141 | 162.341 | 78.27 | 10611.39 |
88 | 2024.02.21 12:00 | buy | 31 | 0.10 | 162.104 | 0.000 | 0.000 | ||
89 | 2024.02.21 12:00 | modify | 31 | 0.10 | 162.104 | 161.104 | 163.304 | ||
90 | 2024.02.21 16:00 | t/p | 27 | 0.10 | 162.464 | 160.264 | 162.464 | 80.38 | 10691.78 |
91 | 2024.02.22 04:00 | t/p | 29 | 0.10 | 162.870 | 160.670 | 162.870 | 79.33 | 10771.11 |
92 | 2024.02.22 12:00 | s/l | 30 | 0.10 | 163.220 | 163.220 | 161.020 | -69.49 | 10701.61 |
93 | 2024.02.22 12:00 | t/p | 31 | 0.10 | 163.304 | 161.104 | 163.304 | 78.27 | 10779.88 |
94 | 2024.02.26 12:00 | sell | 32 | 0.10 | 163.524 | 0.000 | 0.000 | ||
95 | 2024.02.26 12:00 | modify | 32 | 0.10 | 163.524 | 164.524 | 162.324 | ||
96 | 2024.02.28 12:00 | buy | 33 | 0.10 | 162.947 | 0.000 | 0.000 | ||
97 | 2024.02.28 12:00 | modify | 33 | 0.10 | 162.947 | 161.947 | 164.147 | ||
98 | 2024.02.29 04:00 | t/p | 32 | 0.10 | 162.324 | 164.524 | 162.324 | 69.71 | 10849.59 |
99 | 2024.02.29 16:00 | s/l | 33 | 0.10 | 161.947 | 161.947 | 164.147 | -62.33 | 10787.27 |
100 | 2024.03.15 12:00 | sell | 34 | 0.10 | 161.930 | 0.000 | 0.000 | ||
101 | 2024.03.15 12:00 | modify | 34 | 0.10 | 161.930 | 162.930 | 160.730 | ||
102 | 2024.03.19 04:00 | s/l | 34 | 0.10 | 162.930 | 162.930 | 160.730 | -66.70 | 10720.57 |
103 | 2024.03.27 12:00 | buy | 35 | 0.10 | 163.567 | 0.000 | 0.000 | ||
104 | 2024.03.27 12:00 | modify | 35 | 0.10 | 163.567 | 162.567 | 164.767 | ||
105 | 2024.04.01 12:00 | buy | 36 | 0.10 | 163.287 | 0.000 | 0.000 | ||
106 | 2024.04.01 12:00 | modify | 36 | 0.10 | 163.287 | 162.287 | 164.487 | ||
107 | 2024.04.04 04:00 | t/p | 36 | 0.10 | 164.487 | 162.287 | 164.487 | 79.34 | 10799.90 |
108 | 2024.04.04 12:00 | t/p | 35 | 0.10 | 164.767 | 162.567 | 164.767 | 81.98 | 10881.88 |
109 | 2024.04.10 12:00 | sell | 37 | 0.10 | 164.830 | 0.000 | 0.000 | ||
110 | 2024.04.10 12:00 | modify | 37 | 0.10 | 164.830 | 165.830 | 163.630 | ||
111 | 2024.04.12 12:00 | t/p | 37 | 0.10 | 163.630 | 165.830 | 163.630 | 71.11 | 10952.98 |
112 | 2024.04.19 12:00 | sell | 38 | 0.10 | 164.676 | 0.000 | 0.000 | ||
113 | 2024.04.19 12:00 | modify | 38 | 0.10 | 164.676 | 165.676 | 163.476 | ||
114 | 2024.04.22 12:00 | buy | 39 | 0.10 | 164.620 | 0.000 | 0.000 | ||
115 | 2024.04.22 12:00 | modify | 39 | 0.10 | 164.620 | 163.620 | 165.820 | ||
116 | 2024.04.23 16:00 | s/l | 38 | 0.10 | 165.676 | 165.676 | 163.476 | -66.69 | 10886.29 |
117 | 2024.04.24 04:00 | t/p | 39 | 0.10 | 165.820 | 163.620 | 165.820 | 77.76 | 10964.05 |