Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 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=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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=24; 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 | 7263 | Ticks modelled | 13524 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1463.95 | Gross profit | 2033.08 | Gross loss | -569.13 |
Profit factor | 3.57 | Expected payoff | 40.67 | ||
Absolute drawdown | 285.81 | Maximal drawdown | 285.81 (2.86%) | Relative drawdown | 2.86% (285.81) |
Total trades | 36 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 21 (85.71%) |
Profit trades (% of total) | 28 (77.78%) | Loss trades (% of total) | 8 (22.22%) | ||
Largest | profit trade | 108.43 | loss trade | -97.36 | |
Average | profit trade | 72.61 | loss trade | -71.14 | |
Maximum | consecutive wins (profit in money) | 16 (1138.01) | consecutive losses (loss in money) | 2 (-193.55) | |
Maximal | consecutive profit (count of wins) | 1138.01 (16) | consecutive loss (count of losses) | -193.55 (2) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.20 04:00 | buy | 1 | 0.10 | 89.020 | 0.000 | 0.000 | ||
2 | 2022.12.20 04:00 | modify | 1 | 0.10 | 89.020 | 87.620 | 90.520 | ||
3 | 2022.12.20 16:00 | s/l | 1 | 0.10 | 87.620 | 87.620 | 90.520 | -96.66 | 9903.34 |
4 | 2023.01.04 05:00 | sell | 2 | 0.10 | 89.028 | 0.000 | 0.000 | ||
5 | 2023.01.04 05:00 | modify | 2 | 0.10 | 89.028 | 90.428 | 87.528 | ||
6 | 2023.01.04 16:00 | s/l | 2 | 0.10 | 90.428 | 90.428 | 87.528 | -96.51 | 9806.83 |
7 | 2023.01.04 16:00 | sell | 3 | 0.10 | 90.473 | 0.000 | 0.000 | ||
8 | 2023.01.04 16:00 | modify | 3 | 0.10 | 90.473 | 91.873 | 88.973 | ||
9 | 2023.01.13 04:00 | sell | 4 | 0.10 | 89.786 | 0.000 | 0.000 | ||
10 | 2023.01.13 04:00 | modify | 4 | 0.10 | 89.786 | 90.023 | 88.973 | ||
11 | 2023.01.13 04:00 | sell | 5 | 0.10 | 89.786 | 0.000 | 0.000 | ||
12 | 2023.01.13 04:00 | modify | 5 | 0.10 | 89.786 | 90.098 | 88.973 | ||
13 | 2023.01.13 04:00 | modify | 3 | 0.10 | 90.473 | 90.098 | 88.973 | ||
14 | 2023.01.13 05:00 | modify | 4 | 0.10 | 89.786 | 90.098 | 88.973 | ||
15 | 2023.01.13 14:00 | t/p | 3 | 0.10 | 88.973 | 90.098 | 88.973 | 94.00 | 9900.83 |
16 | 2023.01.13 14:00 | t/p | 4 | 0.10 | 88.973 | 90.098 | 88.973 | 56.05 | 9956.88 |
17 | 2023.01.13 14:00 | t/p | 5 | 0.10 | 88.973 | 90.098 | 88.973 | 56.05 | 10012.93 |
18 | 2023.01.13 14:00 | buy | 6 | 0.10 | 88.831 | 0.000 | 0.000 | ||
19 | 2023.01.13 14:00 | modify | 6 | 0.10 | 88.831 | 87.431 | 90.331 | ||
20 | 2023.01.18 01:00 | buy | 7 | 0.10 | 89.957 | 0.000 | 0.000 | ||
21 | 2023.01.18 01:00 | modify | 7 | 0.10 | 89.957 | 89.356 | 90.331 | ||
22 | 2023.01.18 01:00 | modify | 6 | 0.10 | 88.831 | 89.356 | 90.331 | ||
23 | 2023.01.18 03:00 | t/p | 6 | 0.10 | 90.331 | 89.356 | 90.331 | 105.02 | 10117.95 |
24 | 2023.01.18 03:00 | t/p | 7 | 0.10 | 90.331 | 89.356 | 90.331 | 25.82 | 10143.77 |
25 | 2023.01.18 03:00 | sell | 8 | 0.10 | 91.249 | 0.000 | 0.000 | ||
26 | 2023.01.18 03:00 | modify | 8 | 0.10 | 91.249 | 92.649 | 89.749 | ||
27 | 2023.01.18 18:00 | t/p | 8 | 0.10 | 89.749 | 92.649 | 89.749 | 103.40 | 10247.17 |
28 | 2023.01.19 05:00 | buy | 9 | 0.10 | 88.415 | 0.000 | 0.000 | ||
29 | 2023.01.19 05:00 | modify | 9 | 0.10 | 88.415 | 87.015 | 89.915 | ||
30 | 2023.01.20 12:00 | t/p | 9 | 0.10 | 89.915 | 87.015 | 89.915 | 104.06 | 10351.23 |
31 | 2023.01.23 16:00 | sell | 10 | 0.10 | 91.840 | 0.000 | 0.000 | ||
32 | 2023.01.23 16:00 | modify | 10 | 0.10 | 91.840 | 93.240 | 90.340 | ||
33 | 2023.02.03 03:00 | sell | 11 | 0.10 | 90.689 | 0.000 | 0.000 | ||
34 | 2023.02.03 03:00 | modify | 11 | 0.10 | 90.689 | 91.315 | 90.340 | ||
35 | 2023.02.03 03:00 | modify | 10 | 0.10 | 91.840 | 91.315 | 90.340 | ||
36 | 2023.02.03 16:00 | s/l | 10 | 0.10 | 91.315 | 91.315 | 90.340 | 25.08 | 10376.30 |
37 | 2023.02.03 16:00 | s/l | 11 | 0.10 | 91.315 | 91.315 | 90.340 | -43.15 | 10333.15 |
38 | 2023.02.10 09:00 | buy | 12 | 0.10 | 90.645 | 0.000 | 0.000 | ||
39 | 2023.02.10 09:00 | modify | 12 | 0.10 | 90.645 | 89.245 | 92.145 | ||
40 | 2023.02.13 15:00 | t/p | 12 | 0.10 | 92.145 | 89.245 | 92.145 | 104.06 | 10437.21 |
41 | 2023.03.14 14:00 | sell | 13 | 0.10 | 90.025 | 0.000 | 0.000 | ||
42 | 2023.03.14 14:00 | modify | 13 | 0.10 | 90.025 | 91.425 | 88.525 | ||
43 | 2023.03.15 13:00 | t/p | 13 | 0.10 | 88.525 | 91.425 | 88.525 | 102.55 | 10539.76 |
44 | 2023.03.22 20:00 | buy | 14 | 0.10 | 87.764 | 0.000 | 0.000 | ||
45 | 2023.03.22 20:00 | modify | 14 | 0.10 | 87.764 | 86.364 | 89.264 | ||
46 | 2023.03.24 10:00 | s/l | 14 | 0.10 | 86.364 | 86.364 | 89.264 | -94.72 | 10445.03 |
47 | 2023.03.24 10:00 | buy | 15 | 0.10 | 86.239 | 0.000 | 0.000 | ||
48 | 2023.03.24 10:00 | modify | 15 | 0.10 | 86.239 | 84.839 | 87.739 | ||
49 | 2023.03.24 19:00 | buy | 16 | 0.10 | 86.926 | 0.000 | 0.000 | ||
50 | 2023.03.24 19:00 | modify | 16 | 0.10 | 86.926 | 86.689 | 87.739 | ||
51 | 2023.03.24 19:00 | buy | 17 | 0.10 | 86.926 | 0.000 | 0.000 | ||
52 | 2023.03.24 19:00 | modify | 17 | 0.10 | 86.926 | 86.614 | 87.739 | ||
53 | 2023.03.24 19:00 | modify | 15 | 0.10 | 86.239 | 86.614 | 87.739 | ||
54 | 2023.03.24 20:00 | modify | 16 | 0.10 | 86.926 | 86.614 | 87.739 | ||
55 | 2023.03.27 16:00 | buy | 18 | 0.10 | 87.367 | 0.000 | 0.000 | ||
56 | 2023.03.27 16:00 | modify | 18 | 0.10 | 87.367 | 86.764 | 87.739 | ||
57 | 2023.03.27 16:00 | modify | 17 | 0.10 | 86.926 | 86.764 | 87.739 | ||
58 | 2023.03.27 16:00 | modify | 16 | 0.10 | 86.926 | 86.764 | 87.739 | ||
59 | 2023.03.27 16:00 | modify | 15 | 0.10 | 86.239 | 86.764 | 87.739 | ||
60 | 2023.03.28 08:00 | t/p | 15 | 0.10 | 87.739 | 86.764 | 87.739 | 104.54 | 10549.58 |
61 | 2023.03.28 08:00 | t/p | 16 | 0.10 | 87.739 | 86.764 | 87.739 | 57.10 | 10606.68 |
62 | 2023.03.28 08:00 | t/p | 17 | 0.10 | 87.739 | 86.764 | 87.739 | 57.10 | 10663.79 |
63 | 2023.03.28 08:00 | t/p | 18 | 0.10 | 87.739 | 86.764 | 87.739 | 26.18 | 10689.96 |
64 | 2023.04.03 13:00 | sell | 19 | 0.10 | 90.011 | 0.000 | 0.000 | ||
65 | 2023.04.03 13:00 | modify | 19 | 0.10 | 90.011 | 91.411 | 88.511 | ||
66 | 2023.04.05 07:00 | t/p | 19 | 0.10 | 88.511 | 91.411 | 88.511 | 101.69 | 10791.65 |
67 | 2023.04.05 09:00 | buy | 20 | 0.10 | 88.033 | 0.000 | 0.000 | ||
68 | 2023.04.05 09:00 | modify | 20 | 0.10 | 88.033 | 86.633 | 89.533 | ||
69 | 2023.04.10 17:00 | buy | 21 | 0.10 | 88.719 | 0.000 | 0.000 | ||
70 | 2023.04.10 17:00 | modify | 21 | 0.10 | 88.719 | 88.483 | 89.533 | ||
71 | 2023.04.10 17:00 | buy | 22 | 0.10 | 88.719 | 0.000 | 0.000 | ||
72 | 2023.04.10 17:00 | modify | 22 | 0.10 | 88.719 | 88.408 | 89.533 | ||
73 | 2023.04.10 17:00 | modify | 20 | 0.10 | 88.033 | 88.408 | 89.533 | ||
74 | 2023.04.10 18:00 | modify | 21 | 0.10 | 88.719 | 88.408 | 89.533 | ||
75 | 2023.04.13 08:00 | t/p | 20 | 0.10 | 89.533 | 88.408 | 89.533 | 108.43 | 10900.08 |
76 | 2023.04.13 08:00 | t/p | 21 | 0.10 | 89.533 | 88.408 | 89.533 | 58.63 | 10958.72 |
77 | 2023.04.13 08:00 | t/p | 22 | 0.10 | 89.533 | 88.408 | 89.533 | 58.63 | 11017.35 |
78 | 2023.05.02 05:00 | sell | 23 | 0.10 | 92.171 | 0.000 | 0.000 | ||
79 | 2023.05.02 05:00 | modify | 23 | 0.10 | 92.171 | 93.571 | 90.671 | ||
80 | 2023.05.03 06:00 | t/p | 23 | 0.10 | 90.671 | 93.571 | 90.671 | 102.55 | 11119.90 |
81 | 2023.05.03 23:00 | buy | 24 | 0.10 | 89.485 | 0.000 | 0.000 | ||
82 | 2023.05.03 23:00 | modify | 24 | 0.10 | 89.485 | 88.085 | 90.985 | ||
83 | 2023.05.05 03:00 | buy | 25 | 0.10 | 90.162 | 0.000 | 0.000 | ||
84 | 2023.05.05 03:00 | modify | 25 | 0.10 | 90.162 | 89.935 | 90.985 | ||
85 | 2023.05.05 03:00 | buy | 26 | 0.10 | 90.162 | 0.000 | 0.000 | ||
86 | 2023.05.05 03:00 | modify | 26 | 0.10 | 90.162 | 89.860 | 90.985 | ||
87 | 2023.05.05 03:00 | modify | 24 | 0.10 | 89.485 | 89.860 | 90.985 | ||
88 | 2023.05.05 04:00 | modify | 25 | 0.10 | 90.162 | 89.860 | 90.985 | ||
89 | 2023.05.05 15:00 | t/p | 24 | 0.10 | 90.985 | 89.860 | 90.985 | 105.52 | 11225.42 |
90 | 2023.05.05 15:00 | t/p | 25 | 0.10 | 90.985 | 89.860 | 90.985 | 56.83 | 11282.25 |
91 | 2023.05.05 15:00 | t/p | 26 | 0.10 | 90.985 | 89.860 | 90.985 | 56.83 | 11339.08 |
92 | 2023.05.11 14:00 | buy | 27 | 0.10 | 90.014 | 0.000 | 0.000 | ||
93 | 2023.05.11 14:00 | modify | 27 | 0.10 | 90.014 | 88.614 | 91.514 | ||
94 | 2023.05.15 04:00 | buy | 28 | 0.10 | 90.709 | 0.000 | 0.000 | ||
95 | 2023.05.15 04:00 | modify | 28 | 0.10 | 90.709 | 90.464 | 91.514 | ||
96 | 2023.05.15 04:00 | buy | 29 | 0.10 | 90.709 | 0.000 | 0.000 | ||
97 | 2023.05.15 04:00 | modify | 29 | 0.10 | 90.709 | 90.389 | 91.514 | ||
98 | 2023.05.15 04:00 | modify | 27 | 0.10 | 90.014 | 90.389 | 91.514 | ||
99 | 2023.05.15 05:00 | modify | 28 | 0.10 | 90.709 | 90.389 | 91.514 | ||
100 | 2023.05.15 16:00 | buy | 30 | 0.10 | 91.161 | 0.000 | 0.000 | ||
101 | 2023.05.15 16:00 | modify | 30 | 0.10 | 91.161 | 90.539 | 91.514 | ||
102 | 2023.05.15 16:00 | modify | 29 | 0.10 | 90.709 | 90.539 | 91.514 | ||
103 | 2023.05.15 16:00 | modify | 28 | 0.10 | 90.709 | 90.539 | 91.514 | ||
104 | 2023.05.15 16:00 | modify | 27 | 0.10 | 90.014 | 90.539 | 91.514 | ||
105 | 2023.05.17 16:00 | t/p | 27 | 0.10 | 91.514 | 90.539 | 91.514 | 105.52 | 11444.59 |
106 | 2023.05.17 16:00 | t/p | 28 | 0.10 | 91.514 | 90.539 | 91.514 | 56.55 | 11501.15 |
107 | 2023.05.17 16:00 | t/p | 29 | 0.10 | 91.514 | 90.539 | 91.514 | 56.55 | 11557.70 |
108 | 2023.05.17 16:00 | t/p | 30 | 0.10 | 91.514 | 90.539 | 91.514 | 25.34 | 11583.04 |
109 | 2023.06.15 05:00 | sell | 31 | 0.10 | 96.166 | 0.000 | 0.000 | ||
110 | 2023.06.15 05:00 | modify | 31 | 0.10 | 96.166 | 97.566 | 94.666 | ||
111 | 2023.06.16 19:00 | s/l | 31 | 0.10 | 97.566 | 97.566 | 94.666 | -97.36 | 11485.68 |
112 | 2023.07.27 18:00 | buy | 32 | 0.10 | 93.904 | 0.000 | 0.000 | ||
113 | 2023.07.27 18:00 | modify | 32 | 0.10 | 93.904 | 92.504 | 95.404 | ||
114 | 2023.07.28 04:00 | s/l | 32 | 0.10 | 92.504 | 92.504 | 95.404 | -96.18 | 11389.50 |
115 | 2023.07.31 07:00 | sell | 33 | 0.10 | 95.032 | 0.000 | 0.000 | ||
116 | 2023.07.31 07:00 | modify | 33 | 0.10 | 95.032 | 96.432 | 93.532 | ||
117 | 2023.08.03 08:00 | t/p | 33 | 0.10 | 93.532 | 96.432 | 93.532 | 99.13 | 11488.62 |
118 | 2023.11.14 15:00 | sell | 34 | 0.10 | 97.618 | 0.000 | 0.000 | ||
119 | 2023.11.14 15:00 | modify | 34 | 0.10 | 97.618 | 99.018 | 96.118 | ||
120 | 2023.11.21 09:00 | sell | 35 | 0.10 | 96.920 | 0.000 | 0.000 | ||
121 | 2023.11.21 09:00 | modify | 35 | 0.10 | 96.920 | 97.168 | 96.118 | ||
122 | 2023.11.21 09:00 | sell | 36 | 0.10 | 96.920 | 0.000 | 0.000 | ||
123 | 2023.11.21 09:00 | modify | 36 | 0.10 | 96.920 | 97.243 | 96.118 | ||
124 | 2023.11.21 09:00 | modify | 34 | 0.10 | 97.618 | 97.243 | 96.118 | ||
125 | 2023.11.21 10:00 | modify | 35 | 0.10 | 96.920 | 97.243 | 96.118 | ||
126 | 2023.11.21 19:00 | s/l | 34 | 0.10 | 97.243 | 97.243 | 96.118 | 19.87 | 11508.49 |
127 | 2023.11.21 19:00 | s/l | 35 | 0.10 | 97.243 | 97.243 | 96.118 | -22.27 | 11486.22 |
128 | 2023.11.21 19:00 | s/l | 36 | 0.10 | 97.243 | 97.243 | 96.118 | -22.27 | 11463.95 |