Symbol | USDJPY (US 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=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 707.87 | Gross profit | 1083.94 | Gross loss | -376.07 |
Profit factor | 2.88 | Expected payoff | 44.24 | ||
Absolute drawdown | 77.73 | Maximal drawdown | 165.10 (1.59%) | Relative drawdown | 1.59% (165.10) |
Total trades | 16 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 12 (75.00%) | Loss trades (% of total) | 4 (25.00%) | ||
Largest | profit trade | 115.31 | loss trade | -98.40 | |
Average | profit trade | 90.33 | loss trade | -94.02 | |
Maximum | consecutive wins (profit in money) | 5 (498.61) | consecutive losses (loss in money) | 1 (-98.40) | |
Maximal | consecutive profit (count of wins) | 498.61 (5) | consecutive loss (count of losses) | -98.40 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.02 16:00 | buy | 1 | 0.10 | 130.804 | 0.000 | 0.000 | ||
2 | 2023.01.02 16:00 | modify | 1 | 0.10 | 130.804 | 129.504 | 132.304 | ||
3 | 2023.01.04 20:00 | t/p | 1 | 0.10 | 132.304 | 129.504 | 132.304 | 115.31 | 10115.31 |
4 | 2023.02.03 20:00 | sell | 2 | 0.10 | 131.057 | 0.000 | 0.000 | ||
5 | 2023.02.03 20:00 | modify | 2 | 0.10 | 131.057 | 132.357 | 129.557 | ||
6 | 2023.02.05 20:00 | s/l | 2 | 0.10 | 132.357 | 132.357 | 129.557 | -98.11 | 10017.20 |
7 | 2023.03.20 12:00 | buy | 3 | 0.10 | 131.079 | 0.000 | 0.000 | ||
8 | 2023.03.20 12:00 | modify | 3 | 0.10 | 131.079 | 129.779 | 132.579 | ||
9 | 2023.03.21 20:00 | t/p | 3 | 0.10 | 132.579 | 129.779 | 132.579 | 114.35 | 10131.55 |
10 | 2023.06.27 20:00 | sell | 4 | 0.10 | 144.001 | 0.000 | 0.000 | ||
11 | 2023.06.27 20:00 | modify | 4 | 0.10 | 144.001 | 145.301 | 142.501 | ||
12 | 2023.07.07 08:00 | sell | 5 | 0.10 | 143.234 | 0.000 | 0.000 | ||
13 | 2023.07.07 08:00 | modify | 5 | 0.10 | 143.234 | 143.626 | 142.501 | ||
14 | 2023.07.07 08:00 | sell | 6 | 0.10 | 143.234 | 0.000 | 0.000 | ||
15 | 2023.07.07 08:00 | modify | 6 | 0.10 | 143.234 | 143.476 | 142.501 | ||
16 | 2023.07.07 08:00 | sell | 7 | 0.10 | 143.234 | 0.000 | 0.000 | ||
17 | 2023.07.07 08:00 | modify | 7 | 0.10 | 143.234 | 143.476 | 142.501 | ||
18 | 2023.07.07 08:00 | modify | 4 | 0.10 | 144.001 | 143.476 | 142.501 | ||
19 | 2023.07.07 12:00 | modify | 5 | 0.10 | 143.234 | 143.476 | 142.501 | ||
20 | 2023.07.07 16:00 | t/p | 4 | 0.10 | 142.501 | 143.476 | 142.501 | 86.07 | 10217.62 |
21 | 2023.07.07 16:00 | t/p | 5 | 0.10 | 142.501 | 143.476 | 142.501 | 51.53 | 10269.15 |
22 | 2023.07.07 16:00 | t/p | 6 | 0.10 | 142.501 | 143.476 | 142.501 | 51.53 | 10320.68 |
23 | 2023.07.07 16:00 | t/p | 7 | 0.10 | 142.501 | 143.476 | 142.501 | 51.53 | 10372.21 |
24 | 2023.07.11 16:00 | buy | 8 | 0.10 | 140.546 | 0.000 | 0.000 | ||
25 | 2023.07.11 16:00 | modify | 8 | 0.10 | 140.546 | 139.246 | 142.046 | ||
26 | 2023.07.12 16:00 | s/l | 8 | 0.10 | 139.246 | 139.246 | 142.046 | -92.95 | 10279.26 |
27 | 2023.07.12 20:00 | buy | 9 | 0.10 | 138.486 | 0.000 | 0.000 | ||
28 | 2023.07.12 20:00 | modify | 9 | 0.10 | 138.486 | 137.186 | 139.986 | ||
29 | 2023.07.19 12:00 | t/p | 9 | 0.10 | 139.986 | 137.186 | 139.986 | 115.00 | 10394.27 |
30 | 2023.07.19 16:00 | sell | 10 | 0.10 | 139.764 | 0.000 | 0.000 | ||
31 | 2023.07.19 16:00 | modify | 10 | 0.10 | 139.764 | 141.064 | 138.264 | ||
32 | 2023.07.21 08:00 | s/l | 10 | 0.10 | 141.064 | 141.064 | 138.264 | -98.40 | 10295.87 |
33 | 2023.08.04 20:00 | buy | 11 | 0.10 | 141.842 | 0.000 | 0.000 | ||
34 | 2023.08.04 20:00 | modify | 11 | 0.10 | 141.842 | 140.542 | 143.342 | ||
35 | 2023.08.08 04:00 | t/p | 11 | 0.10 | 143.342 | 140.542 | 143.342 | 106.85 | 10402.72 |
36 | 2023.08.21 20:00 | sell | 12 | 0.10 | 146.228 | 0.000 | 0.000 | ||
37 | 2023.08.21 20:00 | modify | 12 | 0.10 | 146.228 | 147.528 | 144.728 | ||
38 | 2023.08.23 16:00 | t/p | 12 | 0.10 | 144.728 | 147.528 | 144.728 | 100.46 | 10503.18 |
39 | 2023.08.25 20:00 | sell | 13 | 0.10 | 146.374 | 0.000 | 0.000 | ||
40 | 2023.08.25 20:00 | modify | 13 | 0.10 | 146.374 | 147.674 | 144.874 | ||
41 | 2023.09.01 16:00 | t/p | 13 | 0.10 | 144.874 | 147.674 | 144.874 | 91.27 | 10594.44 |
42 | 2023.10.26 12:00 | sell | 14 | 0.10 | 150.428 | 0.000 | 0.000 | ||
43 | 2023.10.26 12:00 | modify | 14 | 0.10 | 150.428 | 151.728 | 148.928 | ||
44 | 2023.10.30 16:00 | t/p | 14 | 0.10 | 148.928 | 151.728 | 148.928 | 97.41 | 10691.85 |
45 | 2023.11.03 20:00 | buy | 15 | 0.10 | 149.496 | 0.000 | 0.000 | ||
46 | 2023.11.03 20:00 | modify | 15 | 0.10 | 149.496 | 148.196 | 150.996 | ||
47 | 2023.11.08 20:00 | t/p | 15 | 0.10 | 150.996 | 148.196 | 150.996 | 102.62 | 10794.48 |
48 | 2023.11.17 16:00 | buy | 16 | 0.10 | 149.586 | 0.000 | 0.000 | ||
49 | 2023.11.17 16:00 | modify | 16 | 0.10 | 149.586 | 148.286 | 151.086 | ||
50 | 2023.11.20 12:00 | s/l | 16 | 0.10 | 148.286 | 148.286 | 151.086 | -86.61 | 10707.87 |