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=1; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 953.05 | Gross profit | 1296.87 | Gross loss | -343.82 |
Profit factor | 3.77 | Expected payoff | 43.32 | ||
Absolute drawdown | 102.59 | Maximal drawdown | 167.91 (1.62%) | Relative drawdown | 1.62% (167.91) |
Total trades | 22 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 14 (78.57%) |
Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
Largest | profit trade | 99.09 | loss trade | -103.56 | |
Average | profit trade | 76.29 | loss trade | -68.76 | |
Maximum | consecutive wins (profit in money) | 11 (776.24) | consecutive losses (loss in money) | 2 (-36.53) | |
Maximal | consecutive profit (count of wins) | 776.24 (11) | consecutive loss (count of losses) | -103.56 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.16 16:00 | buy | 1 | 0.10 | 91.291 | 0.000 | 0.000 | ||
2 | 2022.12.16 16:00 | modify | 1 | 0.10 | 91.291 | 89.791 | 92.691 | ||
3 | 2022.12.20 04:00 | s/l | 1 | 0.10 | 89.791 | 89.791 | 92.691 | -102.59 | 9897.41 |
4 | 2022.12.28 12:00 | sell | 2 | 0.10 | 90.825 | 0.000 | 0.000 | ||
5 | 2022.12.28 12:00 | modify | 2 | 0.10 | 90.825 | 92.325 | 89.425 | ||
6 | 2022.12.30 16:00 | t/p | 2 | 0.10 | 89.425 | 92.325 | 89.425 | 93.09 | 9990.51 |
7 | 2023.01.03 12:00 | buy | 3 | 0.10 | 87.687 | 0.000 | 0.000 | ||
8 | 2023.01.03 12:00 | modify | 3 | 0.10 | 87.687 | 86.187 | 89.087 | ||
9 | 2023.01.04 08:00 | t/p | 3 | 0.10 | 89.087 | 86.187 | 89.087 | 97.15 | 10087.65 |
10 | 2023.01.09 12:00 | sell | 4 | 0.10 | 91.612 | 0.000 | 0.000 | ||
11 | 2023.01.09 12:00 | modify | 4 | 0.10 | 91.612 | 93.112 | 90.212 | ||
12 | 2023.01.12 08:00 | sell | 5 | 0.10 | 90.813 | 0.000 | 0.000 | ||
13 | 2023.01.12 08:00 | modify | 5 | 0.10 | 90.813 | 91.192 | 90.212 | ||
14 | 2023.01.12 08:00 | modify | 4 | 0.10 | 91.612 | 91.192 | 90.212 | ||
15 | 2023.01.12 16:00 | t/p | 4 | 0.10 | 90.212 | 91.192 | 90.212 | 92.24 | 10179.89 |
16 | 2023.01.12 16:00 | t/p | 5 | 0.10 | 90.212 | 91.192 | 90.212 | 41.43 | 10221.32 |
17 | 2023.01.12 16:00 | buy | 6 | 0.10 | 90.041 | 0.000 | 0.000 | ||
18 | 2023.01.12 16:00 | modify | 6 | 0.10 | 90.041 | 88.541 | 91.441 | ||
19 | 2023.01.18 04:00 | t/p | 6 | 0.10 | 91.441 | 88.541 | 91.441 | 98.61 | 10319.93 |
20 | 2023.03.07 16:00 | buy | 7 | 0.10 | 90.387 | 0.000 | 0.000 | ||
21 | 2023.03.07 16:00 | modify | 7 | 0.10 | 90.387 | 88.887 | 91.787 | ||
22 | 2023.03.10 20:00 | s/l | 7 | 0.10 | 88.887 | 88.887 | 91.787 | -101.14 | 10218.79 |
23 | 2023.04.25 16:00 | buy | 8 | 0.10 | 88.789 | 0.000 | 0.000 | ||
24 | 2023.04.25 16:00 | modify | 8 | 0.10 | 88.789 | 87.289 | 90.189 | ||
25 | 2023.04.30 20:00 | t/p | 8 | 0.10 | 90.189 | 87.289 | 90.189 | 99.09 | 10317.89 |
26 | 2023.05.02 08:00 | sell | 9 | 0.10 | 92.226 | 0.000 | 0.000 | ||
27 | 2023.05.02 08:00 | modify | 9 | 0.10 | 92.226 | 93.726 | 90.826 | ||
28 | 2023.05.03 04:00 | t/p | 9 | 0.10 | 90.826 | 93.726 | 90.826 | 95.65 | 10413.53 |
29 | 2023.05.11 16:00 | buy | 10 | 0.10 | 90.018 | 0.000 | 0.000 | ||
30 | 2023.05.11 16:00 | modify | 10 | 0.10 | 90.018 | 88.518 | 91.418 | ||
31 | 2023.05.15 16:00 | buy | 11 | 0.10 | 91.161 | 0.000 | 0.000 | ||
32 | 2023.05.15 16:00 | modify | 11 | 0.10 | 91.161 | 90.508 | 91.418 | ||
33 | 2023.05.15 16:00 | modify | 10 | 0.10 | 90.018 | 90.508 | 91.418 | ||
34 | 2023.05.17 16:00 | t/p | 10 | 0.10 | 91.418 | 90.508 | 91.418 | 98.61 | 10512.14 |
35 | 2023.05.17 16:00 | t/p | 11 | 0.10 | 91.418 | 90.508 | 91.418 | 18.71 | 10530.85 |
36 | 2023.05.31 08:00 | buy | 12 | 0.10 | 90.532 | 0.000 | 0.000 | ||
37 | 2023.05.31 08:00 | modify | 12 | 0.10 | 90.532 | 89.032 | 91.932 | ||
38 | 2023.06.01 12:00 | buy | 13 | 0.10 | 90.974 | 0.000 | 0.000 | ||
39 | 2023.06.01 12:00 | modify | 13 | 0.10 | 90.974 | 90.602 | 91.932 | ||
40 | 2023.06.01 12:00 | modify | 12 | 0.10 | 90.532 | 90.602 | 91.932 | ||
41 | 2023.06.02 12:00 | t/p | 12 | 0.10 | 91.932 | 90.602 | 91.932 | 98.61 | 10629.46 |
42 | 2023.06.02 12:00 | t/p | 13 | 0.10 | 91.932 | 90.602 | 91.932 | 66.63 | 10696.09 |
43 | 2023.06.16 08:00 | sell | 14 | 0.10 | 97.044 | 0.000 | 0.000 | ||
44 | 2023.06.16 08:00 | modify | 14 | 0.10 | 97.044 | 98.544 | 95.644 | ||
45 | 2023.06.20 12:00 | sell | 15 | 0.10 | 95.919 | 0.000 | 0.000 | ||
46 | 2023.06.20 12:00 | modify | 15 | 0.10 | 95.919 | 96.554 | 95.644 | ||
47 | 2023.06.20 12:00 | modify | 14 | 0.10 | 97.044 | 96.554 | 95.644 | ||
48 | 2023.06.20 16:00 | t/p | 14 | 0.10 | 95.644 | 96.554 | 95.644 | 94.79 | 10790.88 |
49 | 2023.06.20 16:00 | t/p | 15 | 0.10 | 95.644 | 96.554 | 95.644 | 18.95 | 10809.83 |
50 | 2023.07.11 12:00 | buy | 16 | 0.10 | 93.588 | 0.000 | 0.000 | ||
51 | 2023.07.11 12:00 | modify | 16 | 0.10 | 93.588 | 92.088 | 94.988 | ||
52 | 2023.07.12 20:00 | buy | 17 | 0.10 | 94.034 | 0.000 | 0.000 | ||
53 | 2023.07.12 20:00 | modify | 17 | 0.10 | 94.034 | 93.658 | 94.988 | ||
54 | 2023.07.12 20:00 | modify | 16 | 0.10 | 93.588 | 93.658 | 94.988 | ||
55 | 2023.07.13 08:00 | buy | 18 | 0.10 | 94.709 | 0.000 | 0.000 | ||
56 | 2023.07.13 08:00 | modify | 18 | 0.10 | 94.709 | 94.078 | 94.988 | ||
57 | 2023.07.13 08:00 | modify | 17 | 0.10 | 94.034 | 94.078 | 94.988 | ||
58 | 2023.07.13 08:00 | modify | 16 | 0.10 | 93.588 | 94.078 | 94.988 | ||
59 | 2023.07.13 12:00 | t/p | 16 | 0.10 | 94.988 | 94.078 | 94.988 | 98.61 | 10908.44 |
60 | 2023.07.13 12:00 | t/p | 17 | 0.10 | 94.988 | 94.078 | 94.988 | 67.33 | 10975.77 |
61 | 2023.07.13 12:00 | t/p | 18 | 0.10 | 94.988 | 94.078 | 94.988 | 19.26 | 10995.03 |
62 | 2023.10.03 08:00 | buy | 19 | 0.10 | 94.671 | 0.000 | 0.000 | ||
63 | 2023.10.03 08:00 | modify | 19 | 0.10 | 94.671 | 93.171 | 96.071 | ||
64 | 2023.10.03 16:00 | s/l | 19 | 0.10 | 93.171 | 93.171 | 96.071 | -103.56 | 10891.47 |
65 | 2023.10.13 16:00 | buy | 20 | 0.10 | 94.122 | 0.000 | 0.000 | ||
66 | 2023.10.13 16:00 | modify | 20 | 0.10 | 94.122 | 92.622 | 95.522 | ||
67 | 2023.10.18 08:00 | t/p | 20 | 0.10 | 95.522 | 92.622 | 95.522 | 98.12 | 10989.59 |
68 | 2023.11.14 16:00 | sell | 21 | 0.10 | 97.721 | 0.000 | 0.000 | ||
69 | 2023.11.14 16:00 | modify | 21 | 0.10 | 97.721 | 99.221 | 96.321 | ||
70 | 2023.11.30 00:00 | sell | 22 | 0.10 | 97.274 | 0.000 | 0.000 | ||
71 | 2023.11.30 00:00 | modify | 22 | 0.10 | 97.274 | 97.651 | 96.321 | ||
72 | 2023.11.30 00:00 | modify | 21 | 0.10 | 97.721 | 97.651 | 96.321 | ||
73 | 2023.11.30 08:00 | s/l | 21 | 0.10 | 97.651 | 97.651 | 96.321 | -10.55 | 10979.03 |
74 | 2023.11.30 08:00 | s/l | 22 | 0.10 | 97.651 | 97.651 | 96.321 | -25.98 | 10953.05 |