Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.01.01 23:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 7224 | Ticks modelled | 157504 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 956.95 | Gross profit | 1058.83 | Gross loss | -101.88 |
Profit factor | 10.39 | Expected payoff | 53.16 | ||
Absolute drawdown | 90.41 | Maximal drawdown | 150.84 (1.44%) | Relative drawdown | 1.44% (150.84) |
Total trades | 18 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 6 (83.33%) |
Profit trades (% of total) | 17 (94.44%) | Loss trades (% of total) | 1 (5.56%) | ||
Largest | profit trade | 104.17 | loss trade | -101.88 | |
Average | profit trade | 62.28 | loss trade | -101.88 | |
Maximum | consecutive wins (profit in money) | 13 (819.12) | consecutive losses (loss in money) | 1 (-101.88) | |
Maximal | consecutive profit (count of wins) | 819.12 (13) | consecutive loss (count of losses) | -101.88 (1) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.13 09:00 | buy | 1 | 0.10 | 139.339 | 0.000 | 0.000 | ||
2 | 2023.01.13 09:00 | modify | 1 | 0.10 | 139.339 | 137.839 | 140.839 | ||
3 | 2023.01.18 02:50 | t/p | 1 | 0.10 | 140.839 | 137.839 | 140.839 | 104.17 | 10104.17 |
4 | 2023.03.21 13:00 | sell | 2 | 0.10 | 142.557 | 0.000 | 0.000 | ||
5 | 2023.03.21 13:00 | modify | 2 | 0.10 | 142.557 | 144.057 | 141.057 | ||
6 | 2023.03.23 18:40 | sell | 3 | 0.10 | 141.806 | 0.000 | 0.000 | ||
7 | 2023.03.23 18:40 | modify | 3 | 0.10 | 141.806 | 142.407 | 141.057 | ||
8 | 2023.03.23 18:40 | modify | 2 | 0.10 | 142.557 | 142.407 | 141.057 | ||
9 | 2023.03.23 20:47 | sell | 4 | 0.10 | 141.724 | 0.000 | 0.000 | ||
10 | 2023.03.23 20:47 | modify | 4 | 0.10 | 141.724 | 142.182 | 141.057 | ||
11 | 2023.03.23 20:47 | sell | 5 | 0.10 | 141.724 | 0.000 | 0.000 | ||
12 | 2023.03.23 20:47 | modify | 5 | 0.10 | 141.724 | 142.032 | 141.057 | ||
13 | 2023.03.23 20:47 | modify | 3 | 0.10 | 141.806 | 142.032 | 141.057 | ||
14 | 2023.03.23 20:47 | modify | 2 | 0.10 | 142.557 | 142.032 | 141.057 | ||
15 | 2023.03.23 20:50 | modify | 4 | 0.10 | 141.724 | 142.032 | 141.057 | ||
16 | 2023.03.24 01:20 | t/p | 2 | 0.10 | 141.057 | 142.032 | 141.057 | 95.48 | 10199.66 |
17 | 2023.03.24 01:20 | t/p | 3 | 0.10 | 141.057 | 142.032 | 141.057 | 49.59 | 10249.25 |
18 | 2023.03.24 01:20 | t/p | 4 | 0.10 | 141.057 | 142.032 | 141.057 | 44.02 | 10293.27 |
19 | 2023.03.24 01:20 | t/p | 5 | 0.10 | 141.057 | 142.032 | 141.057 | 44.02 | 10337.29 |
20 | 2023.03.24 11:00 | buy | 6 | 0.10 | 139.368 | 0.000 | 0.000 | ||
21 | 2023.03.24 11:00 | modify | 6 | 0.10 | 139.368 | 137.868 | 140.868 | ||
22 | 2023.03.24 13:15 | buy | 7 | 0.10 | 140.205 | 0.000 | 0.000 | ||
23 | 2023.03.24 13:15 | modify | 7 | 0.10 | 140.205 | 139.743 | 140.868 | ||
24 | 2023.03.24 13:15 | buy | 8 | 0.10 | 140.205 | 0.000 | 0.000 | ||
25 | 2023.03.24 13:15 | modify | 8 | 0.10 | 140.205 | 139.893 | 140.868 | ||
26 | 2023.03.24 13:15 | modify | 6 | 0.10 | 139.368 | 139.893 | 140.868 | ||
27 | 2023.03.24 13:17 | modify | 7 | 0.10 | 140.205 | 139.893 | 140.868 | ||
28 | 2023.03.24 15:17 | buy | 9 | 0.10 | 140.129 | 0.000 | 0.000 | ||
29 | 2023.03.24 15:17 | modify | 9 | 0.10 | 140.129 | 139.518 | 140.868 | ||
30 | 2023.03.24 15:20 | modify | 9 | 0.10 | 140.129 | 139.893 | 140.868 | ||
31 | 2023.03.26 22:15 | t/p | 6 | 0.10 | 140.868 | 139.893 | 140.868 | 101.88 | 10439.17 |
32 | 2023.03.26 22:15 | t/p | 7 | 0.10 | 140.868 | 139.893 | 140.868 | 45.03 | 10484.20 |
33 | 2023.03.26 22:15 | t/p | 8 | 0.10 | 140.868 | 139.893 | 140.868 | 45.03 | 10529.23 |
34 | 2023.03.26 22:15 | t/p | 9 | 0.10 | 140.868 | 139.893 | 140.868 | 50.19 | 10579.42 |
35 | 2023.10.31 11:00 | sell | 10 | 0.10 | 160.687 | 0.000 | 0.000 | ||
36 | 2023.10.31 11:00 | modify | 10 | 0.10 | 160.687 | 162.187 | 159.187 | ||
37 | 2023.11.01 01:50 | sell | 11 | 0.10 | 159.919 | 0.000 | 0.000 | ||
38 | 2023.11.01 01:50 | modify | 11 | 0.10 | 159.919 | 160.537 | 159.187 | ||
39 | 2023.11.01 01:50 | modify | 10 | 0.10 | 160.687 | 160.537 | 159.187 | ||
40 | 2023.11.01 02:45 | sell | 12 | 0.10 | 159.845 | 0.000 | 0.000 | ||
41 | 2023.11.01 02:45 | modify | 12 | 0.10 | 159.845 | 160.312 | 159.187 | ||
42 | 2023.11.01 02:45 | sell | 13 | 0.10 | 159.845 | 0.000 | 0.000 | ||
43 | 2023.11.01 02:45 | modify | 13 | 0.10 | 159.845 | 160.162 | 159.187 | ||
44 | 2023.11.01 02:45 | modify | 11 | 0.10 | 159.919 | 160.162 | 159.187 | ||
45 | 2023.11.01 02:45 | modify | 10 | 0.10 | 160.687 | 160.162 | 159.187 | ||
46 | 2023.11.01 02:47 | modify | 12 | 0.10 | 159.845 | 160.162 | 159.187 | ||
47 | 2023.11.01 15:50 | t/p | 10 | 0.10 | 159.187 | 160.162 | 159.187 | 100.60 | 10680.02 |
48 | 2023.11.01 15:50 | t/p | 11 | 0.10 | 159.187 | 160.162 | 159.187 | 49.72 | 10729.74 |
49 | 2023.11.01 15:50 | t/p | 12 | 0.10 | 159.187 | 160.162 | 159.187 | 44.69 | 10774.43 |
50 | 2023.11.01 15:50 | t/p | 13 | 0.10 | 159.187 | 160.162 | 159.187 | 44.69 | 10819.12 |
51 | 2023.12.07 12:00 | buy | 14 | 0.10 | 156.227 | 0.000 | 0.000 | ||
52 | 2023.12.07 12:00 | modify | 14 | 0.10 | 156.227 | 154.727 | 157.727 | ||
53 | 2023.12.07 17:45 | s/l | 14 | 0.10 | 154.727 | 154.727 | 157.727 | -101.88 | 10717.24 |
54 | 2023.12.19 12:00 | sell | 15 | 0.10 | 158.355 | 0.000 | 0.000 | ||
55 | 2023.12.19 12:00 | modify | 15 | 0.10 | 158.355 | 159.855 | 156.855 | ||
56 | 2023.12.19 16:50 | sell | 16 | 0.10 | 157.594 | 0.000 | 0.000 | ||
57 | 2023.12.19 16:50 | modify | 16 | 0.10 | 157.594 | 158.205 | 156.855 | ||
58 | 2023.12.19 16:50 | modify | 15 | 0.10 | 158.355 | 158.205 | 156.855 | ||
59 | 2023.12.20 05:40 | sell | 17 | 0.10 | 157.519 | 0.000 | 0.000 | ||
60 | 2023.12.20 05:40 | modify | 17 | 0.10 | 157.519 | 157.980 | 156.855 | ||
61 | 2023.12.20 05:40 | sell | 18 | 0.10 | 157.519 | 0.000 | 0.000 | ||
62 | 2023.12.20 05:40 | modify | 18 | 0.10 | 157.519 | 157.830 | 156.855 | ||
63 | 2023.12.20 05:40 | modify | 16 | 0.10 | 157.594 | 157.830 | 156.855 | ||
64 | 2023.12.20 05:40 | modify | 15 | 0.10 | 158.355 | 157.830 | 156.855 | ||
65 | 2023.12.20 05:42 | modify | 17 | 0.10 | 157.519 | 157.830 | 156.855 | ||
66 | 2023.12.20 11:50 | t/p | 15 | 0.10 | 156.855 | 157.830 | 156.855 | 100.60 | 10817.84 |
67 | 2023.12.20 11:50 | t/p | 16 | 0.10 | 156.855 | 157.830 | 156.855 | 48.91 | 10866.75 |
68 | 2023.12.20 11:50 | t/p | 17 | 0.10 | 156.855 | 157.830 | 156.855 | 45.10 | 10911.85 |
69 | 2023.12.20 11:50 | t/p | 18 | 0.10 | 156.855 | 157.830 | 156.855 | 45.10 | 10956.95 |