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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 6523 | Ticks modelled | 48602014 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 317.08 | Gross profit | 588.82 | Gross loss | -271.74 |
Profit factor | 2.17 | Expected payoff | 15.10 | ||
Absolute drawdown | 94.55 | Maximal drawdown | 226.27 (2.20%) | Relative drawdown | 2.20% (226.27) |
Total trades | 21 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 11 (52.38%) | Loss trades (% of total) | 10 (47.62%) | ||
Largest | profit trade | 101.89 | loss trade | -101.89 | |
Average | profit trade | 53.53 | loss trade | -27.17 | |
Maximum | consecutive wins (profit in money) | 5 (278.63) | consecutive losses (loss in money) | 4 (-158.46) | |
Maximal | consecutive profit (count of wins) | 278.63 (5) | consecutive loss (count of losses) | -158.46 (4) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | 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 02:40 | buy | 2 | 0.10 | 140.089 | 0.000 | 0.000 | ||
4 | 2023.01.18 02:40 | modify | 2 | 0.10 | 140.089 | 139.489 | 140.839 | ||
5 | 2023.01.18 02:40 | modify | 1 | 0.10 | 139.339 | 139.489 | 140.839 | ||
6 | 2023.01.18 02:40 | buy | 3 | 0.10 | 140.167 | 0.000 | 0.000 | ||
7 | 2023.01.18 02:40 | modify | 3 | 0.10 | 140.167 | 139.714 | 140.839 | ||
8 | 2023.01.18 02:40 | buy | 4 | 0.10 | 140.167 | 0.000 | 0.000 | ||
9 | 2023.01.18 02:40 | modify | 4 | 0.10 | 140.167 | 139.864 | 140.839 | ||
10 | 2023.01.18 02:40 | modify | 2 | 0.10 | 140.089 | 139.864 | 140.839 | ||
11 | 2023.01.18 02:40 | modify | 1 | 0.10 | 139.339 | 139.864 | 140.839 | ||
12 | 2023.01.18 02:40 | modify | 3 | 0.10 | 140.167 | 139.864 | 140.839 | ||
13 | 2023.01.18 02:40 | s/l | 1 | 0.10 | 139.864 | 139.864 | 140.839 | 37.95 | 10037.95 |
14 | 2023.01.18 02:40 | s/l | 2 | 0.10 | 139.864 | 139.864 | 140.839 | -15.28 | 10022.67 |
15 | 2023.01.18 02:40 | s/l | 3 | 0.10 | 139.864 | 139.864 | 140.839 | -20.58 | 10002.09 |
16 | 2023.01.18 02:40 | s/l | 4 | 0.10 | 139.864 | 139.864 | 140.839 | -20.58 | 9981.51 |
17 | 2023.03.21 13:00 | sell | 5 | 0.10 | 142.557 | 0.000 | 0.000 | ||
18 | 2023.03.21 13:00 | modify | 5 | 0.10 | 142.557 | 144.057 | 141.057 | ||
19 | 2023.03.23 18:39 | sell | 6 | 0.10 | 141.797 | 0.000 | 0.000 | ||
20 | 2023.03.23 18:39 | modify | 6 | 0.10 | 141.797 | 142.407 | 141.057 | ||
21 | 2023.03.23 18:39 | modify | 5 | 0.10 | 142.557 | 142.407 | 141.057 | ||
22 | 2023.03.23 18:43 | sell | 7 | 0.10 | 141.731 | 0.000 | 0.000 | ||
23 | 2023.03.23 18:43 | modify | 7 | 0.10 | 141.731 | 142.182 | 141.057 | ||
24 | 2023.03.23 18:43 | sell | 8 | 0.10 | 141.731 | 0.000 | 0.000 | ||
25 | 2023.03.23 18:43 | modify | 8 | 0.10 | 141.731 | 142.032 | 141.057 | ||
26 | 2023.03.23 18:43 | modify | 6 | 0.10 | 141.797 | 142.032 | 141.057 | ||
27 | 2023.03.23 18:43 | modify | 5 | 0.10 | 142.557 | 142.032 | 141.057 | ||
28 | 2023.03.23 18:43 | modify | 7 | 0.10 | 141.731 | 142.032 | 141.057 | ||
29 | 2023.03.23 19:00 | s/l | 5 | 0.10 | 142.032 | 142.032 | 141.057 | 30.54 | 10012.06 |
30 | 2023.03.23 19:00 | s/l | 6 | 0.10 | 142.032 | 142.032 | 141.057 | -15.96 | 9996.10 |
31 | 2023.03.23 19:00 | s/l | 7 | 0.10 | 142.032 | 142.032 | 141.057 | -20.44 | 9975.66 |
32 | 2023.03.23 19:00 | s/l | 8 | 0.10 | 142.032 | 142.032 | 141.057 | -20.44 | 9955.22 |
33 | 2023.03.24 11:00 | buy | 9 | 0.10 | 139.368 | 0.000 | 0.000 | ||
34 | 2023.03.24 11:00 | modify | 9 | 0.10 | 139.368 | 137.868 | 140.868 | ||
35 | 2023.03.24 13:29 | buy | 10 | 0.10 | 140.121 | 0.000 | 0.000 | ||
36 | 2023.03.24 13:29 | modify | 10 | 0.10 | 140.121 | 139.518 | 140.868 | ||
37 | 2023.03.24 13:29 | modify | 9 | 0.10 | 139.368 | 139.518 | 140.868 | ||
38 | 2023.03.24 13:29 | buy | 11 | 0.10 | 140.203 | 0.000 | 0.000 | ||
39 | 2023.03.24 13:29 | modify | 11 | 0.10 | 140.203 | 139.743 | 140.868 | ||
40 | 2023.03.24 13:29 | buy | 12 | 0.10 | 140.203 | 0.000 | 0.000 | ||
41 | 2023.03.24 13:29 | modify | 12 | 0.10 | 140.203 | 139.893 | 140.868 | ||
42 | 2023.03.24 13:29 | modify | 10 | 0.10 | 140.121 | 139.893 | 140.868 | ||
43 | 2023.03.24 13:29 | modify | 9 | 0.10 | 139.368 | 139.893 | 140.868 | ||
44 | 2023.03.24 13:29 | modify | 11 | 0.10 | 140.203 | 139.893 | 140.868 | ||
45 | 2023.03.26 22:08 | t/p | 9 | 0.10 | 140.868 | 139.893 | 140.868 | 101.89 | 10057.11 |
46 | 2023.03.26 22:08 | t/p | 10 | 0.10 | 140.868 | 139.893 | 140.868 | 50.74 | 10107.85 |
47 | 2023.03.26 22:08 | t/p | 11 | 0.10 | 140.868 | 139.893 | 140.868 | 45.17 | 10153.02 |
48 | 2023.03.26 22:08 | t/p | 12 | 0.10 | 140.868 | 139.893 | 140.868 | 45.17 | 10198.19 |
49 | 2023.10.31 11:00 | sell | 13 | 0.10 | 160.687 | 0.000 | 0.000 | ||
50 | 2023.10.31 11:00 | modify | 13 | 0.10 | 160.687 | 162.187 | 159.187 | ||
51 | 2023.10.31 17:08 | sell | 14 | 0.10 | 159.935 | 0.000 | 0.000 | ||
52 | 2023.10.31 17:08 | modify | 14 | 0.10 | 159.935 | 160.537 | 159.187 | ||
53 | 2023.10.31 17:08 | modify | 13 | 0.10 | 160.687 | 160.537 | 159.187 | ||
54 | 2023.10.31 17:08 | sell | 15 | 0.10 | 159.859 | 0.000 | 0.000 | ||
55 | 2023.10.31 17:08 | modify | 15 | 0.10 | 159.859 | 160.312 | 159.187 | ||
56 | 2023.10.31 17:08 | sell | 16 | 0.10 | 159.859 | 0.000 | 0.000 | ||
57 | 2023.10.31 17:08 | modify | 16 | 0.10 | 159.859 | 160.162 | 159.187 | ||
58 | 2023.10.31 17:08 | modify | 14 | 0.10 | 159.935 | 160.162 | 159.187 | ||
59 | 2023.10.31 17:08 | modify | 13 | 0.10 | 160.687 | 160.162 | 159.187 | ||
60 | 2023.10.31 17:08 | modify | 15 | 0.10 | 159.859 | 160.162 | 159.187 | ||
61 | 2023.10.31 17:27 | s/l | 13 | 0.10 | 160.162 | 160.162 | 159.187 | 35.66 | 10233.85 |
62 | 2023.10.31 17:27 | s/l | 14 | 0.10 | 160.162 | 160.162 | 159.187 | -15.41 | 10218.44 |
63 | 2023.10.31 17:27 | s/l | 15 | 0.10 | 160.162 | 160.162 | 159.187 | -20.58 | 10197.86 |
64 | 2023.10.31 17:27 | s/l | 16 | 0.10 | 160.162 | 160.162 | 159.187 | -20.58 | 10177.28 |
65 | 2023.12.07 12:00 | buy | 17 | 0.10 | 156.227 | 0.000 | 0.000 | ||
66 | 2023.12.07 12:00 | modify | 17 | 0.10 | 156.227 | 154.727 | 157.727 | ||
67 | 2023.12.07 17:46 | s/l | 17 | 0.10 | 154.727 | 154.727 | 157.727 | -101.89 | 10075.39 |
68 | 2023.12.19 12:00 | sell | 18 | 0.10 | 158.355 | 0.000 | 0.000 | ||
69 | 2023.12.19 12:00 | modify | 18 | 0.10 | 158.355 | 159.855 | 156.855 | ||
70 | 2023.12.19 16:31 | sell | 19 | 0.10 | 157.601 | 0.000 | 0.000 | ||
71 | 2023.12.19 16:31 | modify | 19 | 0.10 | 157.601 | 158.205 | 156.855 | ||
72 | 2023.12.19 16:31 | modify | 18 | 0.10 | 158.355 | 158.205 | 156.855 | ||
73 | 2023.12.20 04:14 | sell | 20 | 0.10 | 157.530 | 0.000 | 0.000 | ||
74 | 2023.12.20 04:14 | modify | 20 | 0.10 | 157.530 | 157.980 | 156.855 | ||
75 | 2023.12.20 04:14 | sell | 21 | 0.10 | 157.530 | 0.000 | 0.000 | ||
76 | 2023.12.20 04:14 | modify | 21 | 0.10 | 157.530 | 157.830 | 156.855 | ||
77 | 2023.12.20 04:14 | modify | 19 | 0.10 | 157.601 | 157.830 | 156.855 | ||
78 | 2023.12.20 04:14 | modify | 18 | 0.10 | 158.355 | 157.830 | 156.855 | ||
79 | 2023.12.20 04:14 | modify | 20 | 0.10 | 157.530 | 157.830 | 156.855 | ||
80 | 2023.12.20 11:50 | t/p | 18 | 0.10 | 156.855 | 157.830 | 156.855 | 100.60 | 10175.99 |
81 | 2023.12.20 11:50 | t/p | 19 | 0.10 | 156.855 | 157.830 | 156.855 | 49.39 | 10225.38 |
82 | 2023.12.20 11:50 | t/p | 20 | 0.10 | 156.855 | 157.830 | 156.855 | 45.85 | 10271.23 |
83 | 2023.12.20 11:50 | t/p | 21 | 0.10 | 156.855 | 157.830 | 156.855 | 45.85 | 10317.08 |