Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 20:00 (2022.12.01 - 2023.12.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1918 | Ticks modelled | 42447877 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1135.71 | Gross profit | 1661.42 | Gross loss | -525.71 |
Profit factor | 3.16 | Expected payoff | 28.39 | ||
Absolute drawdown | 99.05 | Maximal drawdown | 234.47 (2.26%) | Relative drawdown | 2.26% (234.47) |
Total trades | 40 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 22 (63.64%) |
Profit trades (% of total) | 27 (67.50%) | Loss trades (% of total) | 13 (32.50%) | ||
Largest | profit trade | 115.57 | loss trade | -98.62 | |
Average | profit trade | 61.53 | loss trade | -40.44 | |
Maximum | consecutive wins (profit in money) | 9 (554.13) | consecutive losses (loss in money) | 4 (-147.19) | |
Maximal | consecutive profit (count of wins) | 554.13 (9) | consecutive loss (count of losses) | -147.19 (4) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | 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 15:09 | buy | 2 | 0.10 | 131.557 | 0.000 | 0.000 | ||
4 | 2023.01.04 15:09 | modify | 2 | 0.10 | 131.557 | 131.179 | 132.304 | ||
5 | 2023.01.04 15:09 | buy | 3 | 0.10 | 131.557 | 0.000 | 0.000 | ||
6 | 2023.01.04 15:09 | modify | 3 | 0.10 | 131.557 | 131.329 | 132.304 | ||
7 | 2023.01.04 15:09 | buy | 4 | 0.10 | 131.557 | 0.000 | 0.000 | ||
8 | 2023.01.04 15:09 | modify | 4 | 0.10 | 131.557 | 131.329 | 132.304 | ||
9 | 2023.01.04 15:09 | modify | 1 | 0.10 | 130.804 | 131.329 | 132.304 | ||
10 | 2023.01.04 15:09 | modify | 2 | 0.10 | 131.557 | 131.329 | 132.304 | ||
11 | 2023.01.04 17:26 | t/p | 1 | 0.10 | 132.304 | 131.329 | 132.304 | 115.57 | 10115.57 |
12 | 2023.01.04 17:26 | t/p | 2 | 0.10 | 132.304 | 131.329 | 132.304 | 56.46 | 10172.03 |
13 | 2023.01.04 17:26 | t/p | 3 | 0.10 | 132.304 | 131.329 | 132.304 | 56.46 | 10228.49 |
14 | 2023.01.04 17:26 | t/p | 4 | 0.10 | 132.304 | 131.329 | 132.304 | 56.46 | 10284.95 |
15 | 2023.02.03 20:00 | sell | 5 | 0.10 | 131.057 | 0.000 | 0.000 | ||
16 | 2023.02.03 20:00 | modify | 5 | 0.10 | 131.057 | 132.357 | 129.557 | ||
17 | 2023.02.05 22:00 | s/l | 5 | 0.10 | 132.357 | 132.357 | 129.557 | -98.11 | 10186.84 |
18 | 2023.03.20 12:00 | buy | 6 | 0.10 | 131.079 | 0.000 | 0.000 | ||
19 | 2023.03.20 12:00 | modify | 6 | 0.10 | 131.079 | 129.779 | 132.579 | ||
20 | 2023.03.20 14:53 | buy | 7 | 0.10 | 131.839 | 0.000 | 0.000 | ||
21 | 2023.03.20 14:53 | modify | 7 | 0.10 | 131.839 | 131.454 | 132.579 | ||
22 | 2023.03.20 14:53 | buy | 8 | 0.10 | 131.839 | 0.000 | 0.000 | ||
23 | 2023.03.20 14:53 | modify | 8 | 0.10 | 131.839 | 131.604 | 132.579 | ||
24 | 2023.03.20 14:53 | buy | 9 | 0.10 | 131.839 | 0.000 | 0.000 | ||
25 | 2023.03.20 14:53 | modify | 9 | 0.10 | 131.839 | 131.604 | 132.579 | ||
26 | 2023.03.20 14:53 | modify | 6 | 0.10 | 131.079 | 131.604 | 132.579 | ||
27 | 2023.03.20 14:53 | modify | 7 | 0.10 | 131.839 | 131.604 | 132.579 | ||
28 | 2023.03.20 15:16 | s/l | 6 | 0.10 | 131.604 | 131.604 | 132.579 | 39.89 | 10226.73 |
29 | 2023.03.20 15:16 | s/l | 7 | 0.10 | 131.604 | 131.604 | 132.579 | -17.86 | 10208.87 |
30 | 2023.03.20 15:16 | s/l | 8 | 0.10 | 131.604 | 131.604 | 132.579 | -17.86 | 10191.01 |
31 | 2023.03.20 15:16 | s/l | 9 | 0.10 | 131.604 | 131.604 | 132.579 | -17.86 | 10173.15 |
32 | 2023.06.27 20:00 | sell | 10 | 0.10 | 144.001 | 0.000 | 0.000 | ||
33 | 2023.06.27 20:00 | modify | 10 | 0.10 | 144.001 | 145.301 | 142.501 | ||
34 | 2023.07.07 07:27 | sell | 11 | 0.10 | 143.245 | 0.000 | 0.000 | ||
35 | 2023.07.07 07:27 | modify | 11 | 0.10 | 143.245 | 143.626 | 142.501 | ||
36 | 2023.07.07 07:27 | sell | 12 | 0.10 | 143.245 | 0.000 | 0.000 | ||
37 | 2023.07.07 07:27 | modify | 12 | 0.10 | 143.245 | 143.476 | 142.501 | ||
38 | 2023.07.07 07:27 | sell | 13 | 0.10 | 143.245 | 0.000 | 0.000 | ||
39 | 2023.07.07 07:27 | modify | 13 | 0.10 | 143.245 | 143.476 | 142.501 | ||
40 | 2023.07.07 07:27 | modify | 10 | 0.10 | 144.001 | 143.476 | 142.501 | ||
41 | 2023.07.07 07:27 | modify | 11 | 0.10 | 143.245 | 143.476 | 142.501 | ||
42 | 2023.07.07 13:46 | t/p | 10 | 0.10 | 142.501 | 143.476 | 142.501 | 85.88 | 10259.03 |
43 | 2023.07.07 13:46 | t/p | 11 | 0.10 | 142.501 | 143.476 | 142.501 | 52.21 | 10311.24 |
44 | 2023.07.07 13:46 | t/p | 12 | 0.10 | 142.501 | 143.476 | 142.501 | 52.21 | 10363.45 |
45 | 2023.07.07 13:46 | t/p | 13 | 0.10 | 142.501 | 143.476 | 142.501 | 52.21 | 10415.66 |
46 | 2023.07.11 16:00 | buy | 14 | 0.10 | 140.546 | 0.000 | 0.000 | ||
47 | 2023.07.11 16:00 | modify | 14 | 0.10 | 140.546 | 139.246 | 142.046 | ||
48 | 2023.07.12 12:30 | s/l | 14 | 0.10 | 139.246 | 139.246 | 142.046 | -92.35 | 10323.31 |
49 | 2023.07.12 20:00 | buy | 15 | 0.10 | 138.486 | 0.000 | 0.000 | ||
50 | 2023.07.12 20:00 | modify | 15 | 0.10 | 138.486 | 137.186 | 139.986 | ||
51 | 2023.07.17 13:32 | buy | 16 | 0.10 | 139.236 | 0.000 | 0.000 | ||
52 | 2023.07.17 13:32 | modify | 16 | 0.10 | 139.236 | 138.861 | 139.986 | ||
53 | 2023.07.17 13:32 | buy | 17 | 0.10 | 139.236 | 0.000 | 0.000 | ||
54 | 2023.07.17 13:32 | modify | 17 | 0.10 | 139.236 | 139.011 | 139.986 | ||
55 | 2023.07.17 13:32 | buy | 18 | 0.10 | 139.236 | 0.000 | 0.000 | ||
56 | 2023.07.17 13:32 | modify | 18 | 0.10 | 139.236 | 139.011 | 139.986 | ||
57 | 2023.07.17 13:32 | modify | 15 | 0.10 | 138.486 | 139.011 | 139.986 | ||
58 | 2023.07.17 13:32 | modify | 16 | 0.10 | 139.236 | 139.011 | 139.986 | ||
59 | 2023.07.17 14:06 | s/l | 15 | 0.10 | 139.011 | 139.011 | 139.986 | 43.27 | 10366.59 |
60 | 2023.07.17 14:06 | s/l | 16 | 0.10 | 139.011 | 139.011 | 139.986 | -16.19 | 10350.40 |
61 | 2023.07.17 14:06 | s/l | 17 | 0.10 | 139.011 | 139.011 | 139.986 | -16.19 | 10334.21 |
62 | 2023.07.17 14:06 | s/l | 18 | 0.10 | 139.011 | 139.011 | 139.986 | -16.19 | 10318.02 |
63 | 2023.07.19 16:00 | sell | 19 | 0.10 | 139.764 | 0.000 | 0.000 | ||
64 | 2023.07.19 16:00 | modify | 19 | 0.10 | 139.764 | 141.064 | 138.264 | ||
65 | 2023.07.21 07:40 | s/l | 19 | 0.10 | 141.064 | 141.064 | 138.264 | -98.62 | 10219.40 |
66 | 2023.08.04 20:00 | buy | 20 | 0.10 | 141.842 | 0.000 | 0.000 | ||
67 | 2023.08.04 20:00 | modify | 20 | 0.10 | 141.842 | 140.542 | 143.342 | ||
68 | 2023.08.07 16:18 | buy | 21 | 0.10 | 142.592 | 0.000 | 0.000 | ||
69 | 2023.08.07 16:18 | modify | 21 | 0.10 | 142.592 | 142.217 | 143.342 | ||
70 | 2023.08.07 16:18 | buy | 22 | 0.10 | 142.592 | 0.000 | 0.000 | ||
71 | 2023.08.07 16:18 | modify | 22 | 0.10 | 142.592 | 142.367 | 143.342 | ||
72 | 2023.08.07 16:18 | buy | 23 | 0.10 | 142.592 | 0.000 | 0.000 | ||
73 | 2023.08.07 16:18 | modify | 23 | 0.10 | 142.592 | 142.367 | 143.342 | ||
74 | 2023.08.07 16:18 | modify | 20 | 0.10 | 141.842 | 142.367 | 143.342 | ||
75 | 2023.08.07 16:18 | modify | 21 | 0.10 | 142.592 | 142.367 | 143.342 | ||
76 | 2023.08.08 02:03 | t/p | 20 | 0.10 | 143.342 | 142.367 | 143.342 | 106.84 | 10326.24 |
77 | 2023.08.08 02:03 | t/p | 21 | 0.10 | 143.342 | 142.367 | 143.342 | 53.42 | 10379.66 |
78 | 2023.08.08 02:03 | t/p | 22 | 0.10 | 143.342 | 142.367 | 143.342 | 53.42 | 10433.08 |
79 | 2023.08.08 02:03 | t/p | 23 | 0.10 | 143.342 | 142.367 | 143.342 | 53.42 | 10486.50 |
80 | 2023.08.21 20:00 | sell | 24 | 0.10 | 146.228 | 0.000 | 0.000 | ||
81 | 2023.08.21 20:00 | modify | 24 | 0.10 | 146.228 | 147.528 | 144.728 | ||
82 | 2023.08.23 07:32 | sell | 25 | 0.10 | 145.478 | 0.000 | 0.000 | ||
83 | 2023.08.23 07:32 | modify | 25 | 0.10 | 145.478 | 145.853 | 144.728 | ||
84 | 2023.08.23 07:32 | sell | 26 | 0.10 | 145.478 | 0.000 | 0.000 | ||
85 | 2023.08.23 07:32 | modify | 26 | 0.10 | 145.478 | 145.703 | 144.728 | ||
86 | 2023.08.23 07:32 | sell | 27 | 0.10 | 145.478 | 0.000 | 0.000 | ||
87 | 2023.08.23 07:32 | modify | 27 | 0.10 | 145.478 | 145.703 | 144.728 | ||
88 | 2023.08.23 07:32 | modify | 24 | 0.10 | 146.228 | 145.703 | 144.728 | ||
89 | 2023.08.23 07:32 | modify | 25 | 0.10 | 145.478 | 145.703 | 144.728 | ||
90 | 2023.08.23 14:27 | t/p | 24 | 0.10 | 144.728 | 145.703 | 144.728 | 100.41 | 10586.91 |
91 | 2023.08.23 14:27 | t/p | 25 | 0.10 | 144.728 | 145.703 | 144.728 | 51.82 | 10638.73 |
92 | 2023.08.23 14:27 | t/p | 26 | 0.10 | 144.728 | 145.703 | 144.728 | 51.82 | 10690.55 |
93 | 2023.08.23 14:27 | t/p | 27 | 0.10 | 144.728 | 145.703 | 144.728 | 51.82 | 10742.37 |
94 | 2023.08.25 20:00 | sell | 28 | 0.10 | 146.374 | 0.000 | 0.000 | ||
95 | 2023.08.25 20:00 | modify | 28 | 0.10 | 146.374 | 147.674 | 144.874 | ||
96 | 2023.08.30 13:31 | sell | 29 | 0.10 | 145.616 | 0.000 | 0.000 | ||
97 | 2023.08.30 13:31 | modify | 29 | 0.10 | 145.616 | 145.999 | 144.874 | ||
98 | 2023.08.30 13:31 | sell | 30 | 0.10 | 145.616 | 0.000 | 0.000 | ||
99 | 2023.08.30 13:31 | modify | 30 | 0.10 | 145.616 | 145.849 | 144.874 | ||
100 | 2023.08.30 13:31 | sell | 31 | 0.10 | 145.616 | 0.000 | 0.000 | ||
101 | 2023.08.30 13:31 | modify | 31 | 0.10 | 145.616 | 145.849 | 144.874 | ||
102 | 2023.08.30 13:31 | modify | 28 | 0.10 | 146.374 | 145.849 | 144.874 | ||
103 | 2023.08.30 13:31 | modify | 29 | 0.10 | 145.616 | 145.849 | 144.874 | ||
104 | 2023.08.30 14:08 | s/l | 28 | 0.10 | 145.849 | 145.849 | 144.874 | 31.16 | 10773.52 |
105 | 2023.08.30 14:08 | s/l | 29 | 0.10 | 145.849 | 145.849 | 144.874 | -15.97 | 10757.55 |
106 | 2023.08.30 14:08 | s/l | 30 | 0.10 | 145.849 | 145.849 | 144.874 | -15.97 | 10741.58 |
107 | 2023.08.30 14:08 | s/l | 31 | 0.10 | 145.849 | 145.849 | 144.874 | -15.97 | 10725.61 |
108 | 2023.10.26 12:00 | sell | 32 | 0.10 | 150.428 | 0.000 | 0.000 | ||
109 | 2023.10.26 12:00 | modify | 32 | 0.10 | 150.428 | 151.728 | 148.928 | ||
110 | 2023.10.27 13:32 | sell | 33 | 0.10 | 149.669 | 0.000 | 0.000 | ||
111 | 2023.10.27 13:32 | modify | 33 | 0.10 | 149.669 | 150.053 | 148.928 | ||
112 | 2023.10.27 13:32 | sell | 34 | 0.10 | 149.669 | 0.000 | 0.000 | ||
113 | 2023.10.27 13:32 | modify | 34 | 0.10 | 149.669 | 149.903 | 148.928 | ||
114 | 2023.10.27 13:32 | sell | 35 | 0.10 | 149.669 | 0.000 | 0.000 | ||
115 | 2023.10.27 13:32 | modify | 35 | 0.10 | 149.669 | 149.903 | 148.928 | ||
116 | 2023.10.27 13:32 | modify | 32 | 0.10 | 150.428 | 149.903 | 148.928 | ||
117 | 2023.10.27 13:32 | modify | 33 | 0.10 | 149.669 | 149.903 | 148.928 | ||
118 | 2023.10.30 15:15 | t/p | 32 | 0.10 | 148.928 | 149.903 | 148.928 | 97.49 | 10823.10 |
119 | 2023.10.30 15:15 | t/p | 33 | 0.10 | 148.928 | 149.903 | 148.928 | 48.15 | 10871.25 |
120 | 2023.10.30 15:15 | t/p | 34 | 0.10 | 148.928 | 149.903 | 148.928 | 48.15 | 10919.39 |
121 | 2023.10.30 15:15 | t/p | 35 | 0.10 | 148.928 | 149.903 | 148.928 | 48.15 | 10967.54 |
122 | 2023.11.03 20:00 | buy | 36 | 0.10 | 149.496 | 0.000 | 0.000 | ||
123 | 2023.11.03 20:00 | modify | 36 | 0.10 | 149.496 | 148.196 | 150.996 | ||
124 | 2023.11.07 03:54 | buy | 37 | 0.10 | 150.247 | 0.000 | 0.000 | ||
125 | 2023.11.07 03:54 | modify | 37 | 0.10 | 150.247 | 149.871 | 150.996 | ||
126 | 2023.11.07 03:54 | buy | 38 | 0.10 | 150.247 | 0.000 | 0.000 | ||
127 | 2023.11.07 03:54 | modify | 38 | 0.10 | 150.247 | 150.021 | 150.996 | ||
128 | 2023.11.07 03:54 | buy | 39 | 0.10 | 150.247 | 0.000 | 0.000 | ||
129 | 2023.11.07 03:54 | modify | 39 | 0.10 | 150.247 | 150.021 | 150.996 | ||
130 | 2023.11.07 03:54 | modify | 36 | 0.10 | 149.496 | 150.021 | 150.996 | ||
131 | 2023.11.07 03:54 | modify | 37 | 0.10 | 150.247 | 150.021 | 150.996 | ||
132 | 2023.11.08 19:42 | t/p | 36 | 0.10 | 150.996 | 150.021 | 150.996 | 102.64 | 11070.18 |
133 | 2023.11.08 19:42 | t/p | 37 | 0.10 | 150.996 | 150.021 | 150.996 | 50.70 | 11120.88 |
134 | 2023.11.08 19:42 | t/p | 38 | 0.10 | 150.996 | 150.021 | 150.996 | 50.70 | 11171.58 |
135 | 2023.11.08 19:42 | t/p | 39 | 0.10 | 150.996 | 150.021 | 150.996 | 50.70 | 11222.28 |
136 | 2023.11.17 16:00 | buy | 40 | 0.10 | 149.586 | 0.000 | 0.000 | ||
137 | 2023.11.17 16:00 | modify | 40 | 0.10 | 149.586 | 148.286 | 151.086 | ||
138 | 2023.11.20 09:33 | s/l | 40 | 0.10 | 148.286 | 148.286 | 151.086 | -86.57 | 11135.71 |