Symbol | USDJPY (US 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=0; RSIHelp="------------------------------------"; RSI_Period=12; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 7264 | Ticks modelled | 13526 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 789.22 | Gross profit | 1575.07 | Gross loss | -785.84 |
Profit factor | 2.00 | Expected payoff | 16.44 | ||
Absolute drawdown | 29.30 | Maximal drawdown | 419.92 (3.95%) | Relative drawdown | 3.95% (419.92) |
Total trades | 48 | Short positions (won %) | 29 (48.28%) | Long positions (won %) | 19 (36.84%) |
Profit trades (% of total) | 21 (43.75%) | Loss trades (% of total) | 27 (56.25%) | ||
Largest | profit trade | 115.66 | loss trade | -36.16 | |
Average | profit trade | 75.00 | loss trade | -29.11 | |
Maximum | consecutive wins (profit in money) | 5 (410.91) | consecutive losses (loss in money) | 13 (-386.38) | |
Maximal | consecutive profit (count of wins) | 410.91 (5) | consecutive loss (count of losses) | -386.38 (13) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.01 07:00 | buy | 1 | 0.10 | 136.239 | 0.000 | 0.000 | ||
2 | 2022.12.01 07:00 | modify | 1 | 0.10 | 136.239 | 135.839 | 137.739 | ||
3 | 2022.12.01 08:00 | s/l | 1 | 0.10 | 135.839 | 135.839 | 137.739 | -29.30 | 9970.70 |
4 | 2022.12.02 09:00 | buy | 2 | 0.10 | 133.794 | 0.000 | 0.000 | ||
5 | 2022.12.02 09:00 | modify | 2 | 0.10 | 133.794 | 133.394 | 135.294 | ||
6 | 2022.12.02 14:00 | t/p | 2 | 0.10 | 135.294 | 133.394 | 135.294 | 110.79 | 10081.49 |
7 | 2022.12.13 14:00 | buy | 3 | 0.10 | 135.184 | 0.000 | 0.000 | ||
8 | 2022.12.13 14:00 | modify | 3 | 0.10 | 135.184 | 134.784 | 136.684 | ||
9 | 2022.12.13 15:00 | s/l | 3 | 0.10 | 134.784 | 134.784 | 136.684 | -29.63 | 10051.86 |
10 | 2022.12.15 17:00 | sell | 4 | 0.10 | 137.918 | 0.000 | 0.000 | ||
11 | 2022.12.15 17:00 | modify | 4 | 0.10 | 137.918 | 138.318 | 136.418 | ||
12 | 2022.12.16 19:00 | t/p | 4 | 0.10 | 136.418 | 138.318 | 136.418 | 108.34 | 10160.20 |
13 | 2022.12.20 04:00 | buy | 5 | 0.10 | 133.470 | 0.000 | 0.000 | ||
14 | 2022.12.20 04:00 | modify | 5 | 0.10 | 133.470 | 133.070 | 134.970 | ||
15 | 2022.12.20 06:00 | s/l | 5 | 0.10 | 133.070 | 133.070 | 134.970 | -30.10 | 10130.10 |
16 | 2022.12.20 08:00 | buy | 6 | 0.10 | 132.620 | 0.000 | 0.000 | ||
17 | 2022.12.20 08:00 | modify | 6 | 0.10 | 132.620 | 132.220 | 134.120 | ||
18 | 2022.12.20 09:00 | s/l | 6 | 0.10 | 132.220 | 132.220 | 134.120 | -30.25 | 10099.85 |
19 | 2022.12.30 09:00 | buy | 7 | 0.10 | 131.749 | 0.000 | 0.000 | ||
20 | 2022.12.30 09:00 | modify | 7 | 0.10 | 131.749 | 131.349 | 133.249 | ||
21 | 2022.12.30 18:00 | s/l | 7 | 0.10 | 131.349 | 131.349 | 133.249 | -30.54 | 10069.31 |
22 | 2023.01.05 16:00 | sell | 8 | 0.10 | 133.869 | 0.000 | 0.000 | ||
23 | 2023.01.05 16:00 | modify | 8 | 0.10 | 133.869 | 134.269 | 132.369 | ||
24 | 2023.01.05 18:00 | sell | 9 | 0.10 | 133.244 | 0.000 | 0.000 | ||
25 | 2023.01.05 18:00 | modify | 9 | 0.10 | 133.244 | 133.494 | 132.369 | ||
26 | 2023.01.05 18:00 | modify | 8 | 0.10 | 133.869 | 133.494 | 132.369 | ||
27 | 2023.01.06 00:00 | s/l | 8 | 0.10 | 133.494 | 133.494 | 132.369 | 26.51 | 10095.81 |
28 | 2023.01.06 00:00 | s/l | 9 | 0.10 | 133.494 | 133.494 | 132.369 | -20.36 | 10075.45 |
29 | 2023.01.12 14:00 | buy | 10 | 0.10 | 129.673 | 0.000 | 0.000 | ||
30 | 2023.01.12 14:00 | modify | 10 | 0.10 | 129.673 | 129.273 | 131.173 | ||
31 | 2023.01.12 18:00 | s/l | 10 | 0.10 | 129.273 | 129.273 | 131.173 | -30.96 | 10044.49 |
32 | 2023.01.18 05:00 | sell | 11 | 0.10 | 131.336 | 0.000 | 0.000 | ||
33 | 2023.01.18 05:00 | modify | 11 | 0.10 | 131.336 | 131.736 | 129.836 | ||
34 | 2023.01.18 06:00 | sell | 12 | 0.10 | 130.810 | 0.000 | 0.000 | ||
35 | 2023.01.18 06:00 | modify | 12 | 0.10 | 130.810 | 131.261 | 129.836 | ||
36 | 2023.01.18 06:00 | modify | 11 | 0.10 | 131.336 | 131.261 | 129.836 | ||
37 | 2023.01.18 07:00 | sell | 13 | 0.10 | 130.726 | 0.000 | 0.000 | ||
38 | 2023.01.18 07:00 | modify | 13 | 0.10 | 130.726 | 130.961 | 129.836 | ||
39 | 2023.01.18 07:00 | modify | 12 | 0.10 | 130.810 | 130.961 | 129.836 | ||
40 | 2023.01.18 07:00 | modify | 11 | 0.10 | 131.336 | 130.961 | 129.836 | ||
41 | 2023.01.18 09:00 | t/p | 11 | 0.10 | 129.836 | 130.961 | 129.836 | 115.66 | 10160.15 |
42 | 2023.01.18 09:00 | t/p | 12 | 0.10 | 129.836 | 130.961 | 129.836 | 75.10 | 10235.25 |
43 | 2023.01.18 09:00 | t/p | 13 | 0.10 | 129.836 | 130.961 | 129.836 | 68.62 | 10303.87 |
44 | 2023.01.20 14:00 | sell | 14 | 0.10 | 130.602 | 0.000 | 0.000 | ||
45 | 2023.01.20 14:00 | modify | 14 | 0.10 | 130.602 | 131.002 | 129.102 | ||
46 | 2023.01.20 19:00 | sell | 15 | 0.10 | 129.602 | 0.000 | 0.000 | ||
47 | 2023.01.20 19:00 | modify | 15 | 0.10 | 129.602 | 130.077 | 129.102 | ||
48 | 2023.01.20 19:00 | modify | 14 | 0.10 | 130.602 | 130.077 | 129.102 | ||
49 | 2023.01.23 02:00 | t/p | 14 | 0.10 | 129.102 | 130.077 | 129.102 | 114.46 | 10418.32 |
50 | 2023.01.23 02:00 | t/p | 15 | 0.10 | 129.102 | 130.077 | 129.102 | 37.08 | 10455.40 |
51 | 2023.02.03 15:00 | sell | 16 | 0.10 | 130.329 | 0.000 | 0.000 | ||
52 | 2023.02.03 15:00 | modify | 16 | 0.10 | 130.329 | 130.729 | 128.829 | ||
53 | 2023.02.03 16:00 | s/l | 16 | 0.10 | 130.729 | 130.729 | 128.829 | -30.51 | 10424.89 |
54 | 2023.02.06 16:00 | sell | 17 | 0.10 | 132.845 | 0.000 | 0.000 | ||
55 | 2023.02.06 16:00 | modify | 17 | 0.10 | 132.845 | 133.245 | 131.345 | ||
56 | 2023.02.07 02:00 | sell | 18 | 0.10 | 132.294 | 0.000 | 0.000 | ||
57 | 2023.02.07 02:00 | modify | 18 | 0.10 | 132.294 | 132.770 | 131.345 | ||
58 | 2023.02.07 02:00 | modify | 17 | 0.10 | 132.845 | 132.770 | 131.345 | ||
59 | 2023.02.07 16:00 | t/p | 17 | 0.10 | 131.345 | 132.770 | 131.345 | 112.66 | 10537.54 |
60 | 2023.02.07 16:00 | t/p | 18 | 0.10 | 131.345 | 132.770 | 131.345 | 72.29 | 10609.83 |
61 | 2023.02.15 15:00 | sell | 19 | 0.10 | 134.138 | 0.000 | 0.000 | ||
62 | 2023.02.15 15:00 | modify | 19 | 0.10 | 134.138 | 134.538 | 132.638 | ||
63 | 2023.02.17 02:00 | s/l | 19 | 0.10 | 134.538 | 134.538 | 132.638 | -36.16 | 10573.67 |
64 | 2023.02.24 15:00 | sell | 20 | 0.10 | 136.177 | 0.000 | 0.000 | ||
65 | 2023.02.24 15:00 | modify | 20 | 0.10 | 136.177 | 136.577 | 134.677 | ||
66 | 2023.02.27 01:00 | s/l | 20 | 0.10 | 136.577 | 136.577 | 134.677 | -30.96 | 10542.71 |
67 | 2023.04.28 10:00 | sell | 21 | 0.10 | 136.156 | 0.000 | 0.000 | ||
68 | 2023.04.28 10:00 | modify | 21 | 0.10 | 136.156 | 136.556 | 134.656 | ||
69 | 2023.04.28 15:00 | s/l | 21 | 0.10 | 136.556 | 136.556 | 134.656 | -29.37 | 10513.34 |
70 | 2023.05.03 09:00 | buy | 22 | 0.10 | 135.698 | 0.000 | 0.000 | ||
71 | 2023.05.03 09:00 | modify | 22 | 0.10 | 135.698 | 135.298 | 137.198 | ||
72 | 2023.05.03 14:00 | s/l | 22 | 0.10 | 135.298 | 135.298 | 137.198 | -29.54 | 10483.80 |
73 | 2023.05.15 04:00 | sell | 23 | 0.10 | 136.127 | 0.000 | 0.000 | ||
74 | 2023.05.15 04:00 | modify | 23 | 0.10 | 136.127 | 136.527 | 134.627 | ||
75 | 2023.05.16 15:00 | s/l | 23 | 0.10 | 136.527 | 136.527 | 134.627 | -30.92 | 10452.87 |
76 | 2023.05.17 09:00 | sell | 24 | 0.10 | 137.046 | 0.000 | 0.000 | ||
77 | 2023.05.17 09:00 | modify | 24 | 0.10 | 137.046 | 137.446 | 135.546 | ||
78 | 2023.05.17 15:00 | s/l | 24 | 0.10 | 137.446 | 137.446 | 135.546 | -29.10 | 10423.77 |
79 | 2023.05.18 13:00 | sell | 25 | 0.10 | 138.299 | 0.000 | 0.000 | ||
80 | 2023.05.18 13:00 | modify | 25 | 0.10 | 138.299 | 138.699 | 136.799 | ||
81 | 2023.05.18 16:00 | s/l | 25 | 0.10 | 138.699 | 138.699 | 136.799 | -28.87 | 10394.90 |
82 | 2023.06.15 05:00 | sell | 26 | 0.10 | 141.269 | 0.000 | 0.000 | ||
83 | 2023.06.15 05:00 | modify | 26 | 0.10 | 141.269 | 141.669 | 139.769 | ||
84 | 2023.06.16 16:00 | s/l | 26 | 0.10 | 141.669 | 141.669 | 139.769 | -29.81 | 10365.09 |
85 | 2023.06.22 16:00 | sell | 27 | 0.10 | 142.887 | 0.000 | 0.000 | ||
86 | 2023.06.22 16:00 | modify | 27 | 0.10 | 142.887 | 143.287 | 141.387 | ||
87 | 2023.06.23 06:00 | s/l | 27 | 0.10 | 143.287 | 143.287 | 141.387 | -29.50 | 10335.58 |
88 | 2023.07.07 09:00 | buy | 28 | 0.10 | 142.992 | 0.000 | 0.000 | ||
89 | 2023.07.07 09:00 | modify | 28 | 0.10 | 142.992 | 142.592 | 144.492 | ||
90 | 2023.07.07 13:00 | s/l | 28 | 0.10 | 142.592 | 142.592 | 144.492 | -27.93 | 10307.65 |
91 | 2023.07.07 15:00 | buy | 29 | 0.10 | 142.252 | 0.000 | 0.000 | ||
92 | 2023.07.07 15:00 | modify | 29 | 0.10 | 142.252 | 141.852 | 143.752 | ||
93 | 2023.07.10 14:00 | s/l | 29 | 0.10 | 141.852 | 141.852 | 143.752 | -27.12 | 10280.53 |
94 | 2023.07.12 14:00 | buy | 30 | 0.10 | 138.851 | 0.000 | 0.000 | ||
95 | 2023.07.12 14:00 | modify | 30 | 0.10 | 138.851 | 138.451 | 140.351 | ||
96 | 2023.07.12 15:00 | s/l | 30 | 0.10 | 138.451 | 138.451 | 140.351 | -28.90 | 10251.63 |
97 | 2023.07.21 08:00 | sell | 31 | 0.10 | 141.370 | 0.000 | 0.000 | ||
98 | 2023.07.21 08:00 | modify | 31 | 0.10 | 141.370 | 141.770 | 139.870 | ||
99 | 2023.07.21 09:00 | s/l | 31 | 0.10 | 141.770 | 141.770 | 139.870 | -28.18 | 10223.45 |
100 | 2023.08.23 14:00 | buy | 32 | 0.10 | 144.775 | 0.000 | 0.000 | ||
101 | 2023.08.23 14:00 | modify | 32 | 0.10 | 144.775 | 144.375 | 146.275 | ||
102 | 2023.08.25 15:00 | t/p | 32 | 0.10 | 146.275 | 144.375 | 146.275 | 106.75 | 10330.20 |
103 | 2023.08.29 13:00 | sell | 33 | 0.10 | 147.236 | 0.000 | 0.000 | ||
104 | 2023.08.29 13:00 | modify | 33 | 0.10 | 147.236 | 147.636 | 145.736 | ||
105 | 2023.08.29 20:00 | t/p | 33 | 0.10 | 145.736 | 147.636 | 145.736 | 102.85 | 10433.05 |
106 | 2023.09.05 10:00 | sell | 34 | 0.10 | 147.181 | 0.000 | 0.000 | ||
107 | 2023.09.05 10:00 | modify | 34 | 0.10 | 147.181 | 147.581 | 145.681 | ||
108 | 2023.09.05 14:00 | s/l | 34 | 0.10 | 147.581 | 147.581 | 145.681 | -27.11 | 10405.94 |
109 | 2023.09.05 15:00 | sell | 35 | 0.10 | 147.694 | 0.000 | 0.000 | ||
110 | 2023.09.05 15:00 | modify | 35 | 0.10 | 147.694 | 148.094 | 146.194 | ||
111 | 2023.09.06 14:00 | sell | 36 | 0.10 | 147.162 | 0.000 | 0.000 | ||
112 | 2023.09.06 14:00 | modify | 36 | 0.10 | 147.162 | 147.619 | 146.194 | ||
113 | 2023.09.06 14:00 | modify | 35 | 0.10 | 147.694 | 147.619 | 146.194 | ||
114 | 2023.09.06 15:00 | s/l | 35 | 0.10 | 147.619 | 147.619 | 146.194 | 3.47 | 10409.41 |
115 | 2023.09.06 15:00 | s/l | 36 | 0.10 | 147.619 | 147.619 | 146.194 | -30.95 | 10378.46 |
116 | 2023.09.25 15:00 | sell | 37 | 0.10 | 148.928 | 0.000 | 0.000 | ||
117 | 2023.09.25 15:00 | modify | 37 | 0.10 | 148.928 | 149.328 | 147.428 | ||
118 | 2023.09.27 14:00 | s/l | 37 | 0.10 | 149.328 | 149.328 | 147.428 | -30.00 | 10348.46 |
119 | 2023.10.26 06:00 | sell | 38 | 0.10 | 150.490 | 0.000 | 0.000 | ||
120 | 2023.10.26 06:00 | modify | 38 | 0.10 | 150.490 | 150.890 | 148.990 | ||
121 | 2023.10.27 13:00 | sell | 39 | 0.10 | 149.874 | 0.000 | 0.000 | ||
122 | 2023.10.27 13:00 | modify | 39 | 0.10 | 149.874 | 150.115 | 148.990 | ||
123 | 2023.10.27 13:00 | modify | 38 | 0.10 | 150.490 | 150.115 | 148.990 | ||
124 | 2023.10.27 19:00 | sell | 40 | 0.10 | 149.508 | 0.000 | 0.000 | ||
125 | 2023.10.27 19:00 | modify | 40 | 0.10 | 149.508 | 149.965 | 148.990 | ||
126 | 2023.10.27 19:00 | modify | 39 | 0.10 | 149.874 | 149.965 | 148.990 | ||
127 | 2023.10.27 19:00 | modify | 38 | 0.10 | 150.490 | 149.965 | 148.990 | ||
128 | 2023.10.30 16:00 | t/p | 38 | 0.10 | 148.990 | 149.965 | 148.990 | 97.41 | 10445.87 |
129 | 2023.10.30 16:00 | t/p | 39 | 0.10 | 148.990 | 149.965 | 148.990 | 57.70 | 10503.56 |
130 | 2023.10.30 16:00 | t/p | 40 | 0.10 | 148.990 | 149.965 | 148.990 | 33.15 | 10536.71 |
131 | 2023.10.31 10:00 | sell | 41 | 0.10 | 150.679 | 0.000 | 0.000 | ||
132 | 2023.10.31 10:00 | modify | 41 | 0.10 | 150.679 | 151.079 | 149.179 | ||
133 | 2023.10.31 15:00 | s/l | 41 | 0.10 | 151.079 | 151.079 | 149.179 | -26.44 | 10510.27 |
134 | 2023.11.03 13:00 | buy | 42 | 0.10 | 149.432 | 0.000 | 0.000 | ||
135 | 2023.11.03 13:00 | modify | 42 | 0.10 | 149.432 | 149.032 | 150.932 | ||
136 | 2023.11.07 01:00 | buy | 43 | 0.10 | 150.059 | 0.000 | 0.000 | ||
137 | 2023.11.07 01:00 | modify | 43 | 0.10 | 150.059 | 149.807 | 150.932 | ||
138 | 2023.11.07 01:00 | modify | 42 | 0.10 | 149.432 | 149.807 | 150.932 | ||
139 | 2023.11.07 07:00 | buy | 44 | 0.10 | 150.420 | 0.000 | 0.000 | ||
140 | 2023.11.07 07:00 | modify | 44 | 0.10 | 150.420 | 149.957 | 150.932 | ||
141 | 2023.11.07 07:00 | modify | 43 | 0.10 | 150.059 | 149.957 | 150.932 | ||
142 | 2023.11.07 07:00 | modify | 42 | 0.10 | 149.432 | 149.957 | 150.932 | ||
143 | 2023.11.08 14:00 | t/p | 42 | 0.10 | 150.932 | 149.957 | 150.932 | 102.70 | 10612.97 |
144 | 2023.11.08 14:00 | t/p | 43 | 0.10 | 150.932 | 149.957 | 150.932 | 58.95 | 10671.92 |
145 | 2023.11.08 14:00 | t/p | 44 | 0.10 | 150.932 | 149.957 | 150.932 | 35.03 | 10706.95 |
146 | 2023.11.14 14:00 | buy | 45 | 0.10 | 151.031 | 0.000 | 0.000 | ||
147 | 2023.11.14 14:00 | modify | 45 | 0.10 | 151.031 | 150.631 | 152.531 | ||
148 | 2023.11.14 18:00 | s/l | 45 | 0.10 | 150.631 | 150.631 | 152.531 | -26.56 | 10680.39 |
149 | 2023.11.17 10:00 | buy | 46 | 0.10 | 149.643 | 0.000 | 0.000 | ||
150 | 2023.11.17 10:00 | modify | 46 | 0.10 | 149.643 | 149.243 | 151.143 | ||
151 | 2023.11.17 12:00 | s/l | 46 | 0.10 | 149.243 | 149.243 | 151.143 | -26.75 | 10653.64 |
152 | 2023.11.21 04:00 | buy | 47 | 0.10 | 147.409 | 0.000 | 0.000 | ||
153 | 2023.11.21 04:00 | modify | 47 | 0.10 | 147.409 | 147.009 | 148.909 | ||
154 | 2023.11.22 05:00 | buy | 48 | 0.10 | 148.406 | 0.000 | 0.000 | ||
155 | 2023.11.22 05:00 | modify | 48 | 0.10 | 148.406 | 147.934 | 148.909 | ||
156 | 2023.11.22 05:00 | modify | 47 | 0.10 | 147.409 | 147.934 | 148.909 | ||
157 | 2023.11.22 07:00 | t/p | 47 | 0.10 | 148.909 | 147.934 | 148.909 | 101.81 | 10755.45 |
158 | 2023.11.22 07:00 | t/p | 48 | 0.10 | 148.909 | 147.934 | 148.909 | 33.77 | 10789.22 |