Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 2619 | Ticks modelled | 4236 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 326.98 | Gross profit | 866.28 | Gross loss | -539.30 |
Profit factor | 1.61 | Expected payoff | 13.08 | ||
Absolute drawdown | 164.35 | Maximal drawdown | 209.47 (2.09%) | Relative drawdown | 2.09% (209.47) |
Total trades | 25 | Short positions (won %) | 16 (43.75%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 12 (48.00%) | Loss trades (% of total) | 13 (52.00%) | ||
Largest | profit trade | 109.41 | loss trade | -47.34 | |
Average | profit trade | 72.19 | loss trade | -41.48 | |
Maximum | consecutive wins (profit in money) | 3 (179.26) | consecutive losses (loss in money) | 4 (-165.81) | |
Maximal | consecutive profit (count of wins) | 179.26 (3) | consecutive loss (count of losses) | -165.81 (4) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.09 16:00 | sell | 1 | 0.10 | 91.598 | 0.000 | 0.000 | ||
2 | 2023.01.09 16:00 | modify | 1 | 0.10 | 91.598 | 92.198 | 90.098 | ||
3 | 2023.01.10 12:00 | sell | 2 | 0.10 | 90.901 | 0.000 | 0.000 | ||
4 | 2023.01.10 12:00 | modify | 2 | 0.10 | 90.901 | 91.523 | 90.098 | ||
5 | 2023.01.10 12:00 | modify | 1 | 0.10 | 91.598 | 91.523 | 90.098 | ||
6 | 2023.01.11 08:00 | s/l | 1 | 0.10 | 91.523 | 91.523 | 90.098 | 3.46 | 10003.46 |
7 | 2023.01.11 08:00 | s/l | 2 | 0.10 | 91.523 | 91.523 | 90.098 | -43.72 | 9959.74 |
8 | 2023.01.12 20:00 | buy | 3 | 0.10 | 90.167 | 0.000 | 0.000 | ||
9 | 2023.01.12 20:00 | modify | 3 | 0.10 | 90.167 | 89.567 | 91.667 | ||
10 | 2023.01.13 08:00 | s/l | 3 | 0.10 | 89.567 | 89.567 | 91.667 | -40.94 | 9918.79 |
11 | 2023.01.18 08:00 | sell | 4 | 0.10 | 91.420 | 0.000 | 0.000 | ||
12 | 2023.01.18 08:00 | modify | 4 | 0.10 | 91.420 | 92.020 | 89.920 | ||
13 | 2023.01.18 20:00 | t/p | 4 | 0.10 | 89.920 | 92.020 | 89.920 | 103.40 | 10022.19 |
14 | 2023.01.20 20:00 | sell | 5 | 0.10 | 90.298 | 0.000 | 0.000 | ||
15 | 2023.01.20 20:00 | modify | 5 | 0.10 | 90.298 | 90.898 | 88.798 | ||
16 | 2023.01.23 08:00 | s/l | 5 | 0.10 | 90.898 | 90.898 | 88.798 | -42.21 | 9979.98 |
17 | 2023.01.23 20:00 | sell | 6 | 0.10 | 91.739 | 0.000 | 0.000 | ||
18 | 2023.01.23 20:00 | modify | 6 | 0.10 | 91.739 | 92.339 | 90.239 | ||
19 | 2023.01.25 04:00 | s/l | 6 | 0.10 | 92.339 | 92.339 | 90.239 | -43.07 | 9936.91 |
20 | 2023.01.25 08:00 | sell | 7 | 0.10 | 92.553 | 0.000 | 0.000 | ||
21 | 2023.01.25 08:00 | modify | 7 | 0.10 | 92.553 | 93.153 | 91.053 | ||
22 | 2023.01.26 00:00 | sell | 8 | 0.10 | 91.867 | 0.000 | 0.000 | ||
23 | 2023.01.26 00:00 | modify | 8 | 0.10 | 91.867 | 92.478 | 91.053 | ||
24 | 2023.01.26 00:00 | modify | 7 | 0.10 | 92.553 | 92.478 | 91.053 | ||
25 | 2023.01.26 12:00 | s/l | 7 | 0.10 | 92.478 | 92.478 | 91.053 | 2.61 | 9939.51 |
26 | 2023.01.26 12:00 | s/l | 8 | 0.10 | 92.478 | 92.478 | 91.053 | -42.11 | 9897.40 |
27 | 2023.02.10 12:00 | buy | 9 | 0.10 | 90.613 | 0.000 | 0.000 | ||
28 | 2023.02.10 12:00 | modify | 9 | 0.10 | 90.613 | 90.013 | 92.113 | ||
29 | 2023.02.13 16:00 | t/p | 9 | 0.10 | 92.113 | 90.013 | 92.113 | 104.06 | 10001.46 |
30 | 2023.03.12 20:00 | buy | 10 | 0.10 | 88.981 | 0.000 | 0.000 | ||
31 | 2023.03.12 20:00 | modify | 10 | 0.10 | 88.981 | 88.381 | 90.481 | ||
32 | 2023.03.13 00:00 | s/l | 10 | 0.10 | 88.381 | 88.381 | 90.481 | -40.93 | 9960.53 |
33 | 2023.04.21 12:00 | buy | 11 | 0.10 | 89.598 | 0.000 | 0.000 | ||
34 | 2023.04.21 12:00 | modify | 11 | 0.10 | 89.598 | 88.998 | 91.098 | ||
35 | 2023.04.25 16:00 | s/l | 11 | 0.10 | 88.998 | 88.998 | 91.098 | -40.45 | 9920.08 |
36 | 2023.04.30 20:00 | sell | 12 | 0.10 | 89.987 | 0.000 | 0.000 | ||
37 | 2023.04.30 20:00 | modify | 12 | 0.10 | 89.987 | 90.587 | 88.487 | ||
38 | 2023.05.01 04:00 | s/l | 12 | 0.10 | 90.587 | 90.587 | 88.487 | -42.21 | 9877.87 |
39 | 2023.05.01 08:00 | sell | 13 | 0.10 | 90.777 | 0.000 | 0.000 | ||
40 | 2023.05.01 08:00 | modify | 13 | 0.10 | 90.777 | 91.377 | 89.277 | ||
41 | 2023.05.02 08:00 | s/l | 13 | 0.10 | 91.377 | 91.377 | 89.277 | -42.21 | 9835.65 |
42 | 2023.05.02 12:00 | sell | 14 | 0.10 | 92.043 | 0.000 | 0.000 | ||
43 | 2023.05.02 12:00 | modify | 14 | 0.10 | 92.043 | 92.643 | 90.543 | ||
44 | 2023.05.03 08:00 | t/p | 14 | 0.10 | 90.543 | 92.643 | 90.543 | 102.55 | 9938.20 |
45 | 2023.05.07 20:00 | sell | 15 | 0.10 | 90.944 | 0.000 | 0.000 | ||
46 | 2023.05.07 20:00 | modify | 15 | 0.10 | 90.944 | 91.544 | 89.444 | ||
47 | 2023.05.08 08:00 | s/l | 15 | 0.10 | 91.544 | 91.544 | 89.444 | -42.21 | 9895.98 |
48 | 2023.07.11 16:00 | buy | 16 | 0.10 | 93.651 | 0.000 | 0.000 | ||
49 | 2023.07.11 16:00 | modify | 16 | 0.10 | 93.651 | 93.051 | 95.151 | ||
50 | 2023.07.13 04:00 | buy | 17 | 0.10 | 94.420 | 0.000 | 0.000 | ||
51 | 2023.07.13 04:00 | modify | 17 | 0.10 | 94.420 | 94.176 | 95.151 | ||
52 | 2023.07.13 04:00 | modify | 16 | 0.10 | 93.651 | 94.176 | 95.151 | ||
53 | 2023.07.13 16:00 | t/p | 16 | 0.10 | 95.151 | 94.176 | 95.151 | 105.51 | 10001.49 |
54 | 2023.07.13 16:00 | t/p | 17 | 0.10 | 95.151 | 94.176 | 95.151 | 50.47 | 10051.96 |
55 | 2023.07.13 16:00 | sell | 18 | 0.10 | 94.924 | 0.000 | 0.000 | ||
56 | 2023.07.13 16:00 | modify | 18 | 0.10 | 94.924 | 95.524 | 93.424 | ||
57 | 2023.07.18 08:00 | sell | 19 | 0.10 | 94.086 | 0.000 | 0.000 | ||
58 | 2023.07.18 08:00 | modify | 19 | 0.10 | 94.086 | 94.549 | 93.424 | ||
59 | 2023.07.18 08:00 | modify | 18 | 0.10 | 94.924 | 94.549 | 93.424 | ||
60 | 2023.07.18 16:00 | s/l | 18 | 0.10 | 94.549 | 94.549 | 93.424 | 23.29 | 10075.25 |
61 | 2023.07.18 16:00 | s/l | 19 | 0.10 | 94.549 | 94.549 | 93.424 | -31.91 | 10043.34 |
62 | 2023.07.31 20:00 | sell | 20 | 0.10 | 95.558 | 0.000 | 0.000 | ||
63 | 2023.07.31 20:00 | modify | 20 | 0.10 | 95.558 | 96.158 | 94.058 | ||
64 | 2023.08.02 08:00 | t/p | 20 | 0.10 | 94.058 | 96.158 | 94.058 | 101.69 | 10145.03 |
65 | 2023.08.02 12:00 | buy | 21 | 0.10 | 93.939 | 0.000 | 0.000 | ||
66 | 2023.08.02 12:00 | modify | 21 | 0.10 | 93.939 | 93.339 | 95.439 | ||
67 | 2023.08.03 08:00 | s/l | 21 | 0.10 | 93.339 | 93.339 | 95.439 | -39.96 | 10105.07 |
68 | 2023.09.05 12:00 | buy | 22 | 0.10 | 93.815 | 0.000 | 0.000 | ||
69 | 2023.09.05 12:00 | modify | 22 | 0.10 | 93.815 | 93.215 | 95.315 | ||
70 | 2023.09.12 16:00 | buy | 23 | 0.10 | 94.508 | 0.000 | 0.000 | ||
71 | 2023.09.12 16:00 | modify | 23 | 0.10 | 94.508 | 93.890 | 95.315 | ||
72 | 2023.09.12 16:00 | modify | 22 | 0.10 | 93.815 | 93.890 | 95.315 | ||
73 | 2023.09.15 04:00 | t/p | 22 | 0.10 | 95.315 | 93.890 | 95.315 | 109.41 | 10214.48 |
74 | 2023.09.15 04:00 | t/p | 23 | 0.10 | 95.315 | 93.890 | 95.315 | 58.15 | 10272.64 |
75 | 2023.09.22 16:00 | sell | 24 | 0.10 | 95.624 | 0.000 | 0.000 | ||
76 | 2023.09.22 16:00 | modify | 24 | 0.10 | 95.624 | 96.224 | 94.124 | ||
77 | 2023.09.29 04:00 | s/l | 24 | 0.10 | 96.224 | 96.224 | 94.124 | -47.34 | 10225.29 |
78 | 2023.09.29 08:00 | sell | 25 | 0.10 | 96.387 | 0.000 | 0.000 | ||
79 | 2023.09.29 08:00 | modify | 25 | 0.10 | 96.387 | 96.987 | 94.887 | ||
80 | 2023.10.03 08:00 | t/p | 25 | 0.10 | 94.887 | 96.987 | 94.887 | 101.69 | 10326.98 |