Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 23:59 (2023.01.01 - 2024.01.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 2609 | Ticks modelled | 4217 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 945.64 | Gross profit | 1263.92 | Gross loss | -318.28 |
Profit factor | 3.97 | Expected payoff | 37.83 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 152.67 (1.39%) | Relative drawdown | 1.39% (152.67) |
Total trades | 25 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 10 (80.00%) |
Profit trades (% of total) | 17 (68.00%) | Loss trades (% of total) | 8 (32.00%) | ||
Largest | profit trade | 107.65 | loss trade | -53.45 | |
Average | profit trade | 74.35 | loss trade | -39.79 | |
Maximum | consecutive wins (profit in money) | 9 (601.85) | consecutive losses (loss in money) | 2 (-91.92) | |
Maximal | consecutive profit (count of wins) | 601.85 (9) | consecutive loss (count of losses) | -91.92 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.09 16:00 | sell | 1 | 0.10 | 91.598 | 0.000 | 0.000 | ||
2 | 2023.01.09 16:00 | modify | 1 | 0.10 | 91.598 | 92.298 | 90.098 | ||
3 | 2023.01.12 16:00 | t/p | 1 | 0.10 | 90.098 | 92.298 | 90.098 | 97.68 | 10097.68 |
4 | 2023.01.18 08:00 | sell | 2 | 0.10 | 91.420 | 0.000 | 0.000 | ||
5 | 2023.01.18 08:00 | modify | 2 | 0.10 | 91.420 | 92.120 | 89.920 | ||
6 | 2023.01.18 20:00 | t/p | 2 | 0.10 | 89.920 | 92.120 | 89.920 | 101.89 | 10199.57 |
7 | 2023.01.25 08:00 | sell | 3 | 0.10 | 92.553 | 0.000 | 0.000 | ||
8 | 2023.01.25 08:00 | modify | 3 | 0.10 | 92.553 | 93.253 | 91.053 | ||
9 | 2023.01.31 08:00 | sell | 4 | 0.10 | 91.560 | 0.000 | 0.000 | ||
10 | 2023.01.31 08:00 | modify | 4 | 0.10 | 91.560 | 92.028 | 91.053 | ||
11 | 2023.01.31 08:00 | modify | 3 | 0.10 | 92.553 | 92.028 | 91.053 | ||
12 | 2023.02.01 08:00 | s/l | 3 | 0.10 | 92.028 | 92.028 | 91.053 | 29.76 | 10229.33 |
13 | 2023.02.01 08:00 | s/l | 4 | 0.10 | 92.028 | 92.028 | 91.053 | -32.62 | 10196.71 |
14 | 2023.02.10 12:00 | buy | 5 | 0.10 | 90.613 | 0.000 | 0.000 | ||
15 | 2023.02.10 12:00 | modify | 5 | 0.10 | 90.613 | 89.913 | 92.113 | ||
16 | 2023.02.13 16:00 | t/p | 5 | 0.10 | 92.113 | 89.913 | 92.113 | 102.37 | 10299.08 |
17 | 2023.04.21 12:00 | buy | 6 | 0.10 | 89.598 | 0.000 | 0.000 | ||
18 | 2023.04.21 12:00 | modify | 6 | 0.10 | 89.598 | 88.898 | 91.098 | ||
19 | 2023.04.25 16:00 | s/l | 6 | 0.10 | 88.898 | 88.898 | 91.098 | -46.59 | 10252.49 |
20 | 2023.05.02 12:00 | sell | 7 | 0.10 | 92.043 | 0.000 | 0.000 | ||
21 | 2023.05.02 12:00 | modify | 7 | 0.10 | 92.043 | 92.743 | 90.543 | ||
22 | 2023.05.03 08:00 | t/p | 7 | 0.10 | 90.543 | 92.743 | 90.543 | 101.04 | 10353.53 |
23 | 2023.07.07 12:00 | buy | 8 | 0.10 | 95.073 | 0.000 | 0.000 | ||
24 | 2023.07.07 12:00 | modify | 8 | 0.10 | 95.073 | 94.373 | 96.573 | ||
25 | 2023.07.10 16:00 | s/l | 8 | 0.10 | 94.373 | 94.373 | 96.573 | -47.07 | 10306.46 |
26 | 2023.07.11 16:00 | buy | 9 | 0.10 | 93.651 | 0.000 | 0.000 | ||
27 | 2023.07.11 16:00 | modify | 9 | 0.10 | 93.651 | 92.951 | 95.151 | ||
28 | 2023.07.13 04:00 | buy | 10 | 0.10 | 94.420 | 0.000 | 0.000 | ||
29 | 2023.07.13 04:00 | modify | 10 | 0.10 | 94.420 | 93.876 | 95.151 | ||
30 | 2023.07.13 04:00 | modify | 9 | 0.10 | 93.651 | 93.876 | 95.151 | ||
31 | 2023.07.13 16:00 | t/p | 9 | 0.10 | 95.151 | 93.876 | 95.151 | 103.81 | 10410.27 |
32 | 2023.07.13 16:00 | t/p | 10 | 0.10 | 95.151 | 93.876 | 95.151 | 49.66 | 10459.93 |
33 | 2023.07.20 12:00 | sell | 11 | 0.10 | 95.255 | 0.000 | 0.000 | ||
34 | 2023.07.20 12:00 | modify | 11 | 0.10 | 95.255 | 95.955 | 93.755 | ||
35 | 2023.07.27 20:00 | t/p | 11 | 0.10 | 93.755 | 95.955 | 93.755 | 95.99 | 10555.92 |
36 | 2023.08.03 12:00 | buy | 12 | 0.10 | 93.327 | 0.000 | 0.000 | ||
37 | 2023.08.03 12:00 | modify | 12 | 0.10 | 93.327 | 92.627 | 94.827 | ||
38 | 2023.08.09 08:00 | buy | 13 | 0.10 | 94.100 | 0.000 | 0.000 | ||
39 | 2023.08.09 08:00 | modify | 13 | 0.10 | 94.100 | 93.552 | 94.827 | ||
40 | 2023.08.09 08:00 | modify | 12 | 0.10 | 93.327 | 93.552 | 94.827 | ||
41 | 2023.08.10 08:00 | buy | 14 | 0.10 | 94.241 | 0.000 | 0.000 | ||
42 | 2023.08.10 08:00 | modify | 14 | 0.10 | 94.241 | 93.927 | 94.827 | ||
43 | 2023.08.10 08:00 | modify | 13 | 0.10 | 94.100 | 93.927 | 94.827 | ||
44 | 2023.08.10 08:00 | modify | 12 | 0.10 | 93.327 | 93.927 | 94.827 | ||
45 | 2023.08.10 16:00 | t/p | 12 | 0.10 | 94.827 | 93.927 | 94.827 | 105.25 | 10661.17 |
46 | 2023.08.10 16:00 | t/p | 13 | 0.10 | 94.827 | 93.927 | 94.827 | 50.83 | 10712.00 |
47 | 2023.08.10 16:00 | t/p | 14 | 0.10 | 94.827 | 93.927 | 94.827 | 39.81 | 10751.81 |
48 | 2023.09.05 12:00 | buy | 15 | 0.10 | 93.815 | 0.000 | 0.000 | ||
49 | 2023.09.05 12:00 | modify | 15 | 0.10 | 93.815 | 93.115 | 95.315 | ||
50 | 2023.09.14 08:00 | buy | 16 | 0.10 | 94.741 | 0.000 | 0.000 | ||
51 | 2023.09.14 08:00 | modify | 16 | 0.10 | 94.741 | 94.415 | 95.315 | ||
52 | 2023.09.14 08:00 | modify | 15 | 0.10 | 93.815 | 94.415 | 95.315 | ||
53 | 2023.09.15 04:00 | t/p | 15 | 0.10 | 95.315 | 94.415 | 95.315 | 107.65 | 10859.46 |
54 | 2023.09.15 04:00 | t/p | 16 | 0.10 | 95.315 | 94.415 | 95.315 | 39.47 | 10898.93 |
55 | 2023.09.15 12:00 | sell | 17 | 0.10 | 95.435 | 0.000 | 0.000 | ||
56 | 2023.09.15 12:00 | modify | 17 | 0.10 | 95.435 | 96.135 | 93.935 | ||
57 | 2023.09.21 16:00 | sell | 18 | 0.10 | 94.656 | 0.000 | 0.000 | ||
58 | 2023.09.21 16:00 | modify | 18 | 0.10 | 94.656 | 95.210 | 93.935 | ||
59 | 2023.09.21 16:00 | modify | 17 | 0.10 | 95.435 | 95.210 | 93.935 | ||
60 | 2023.09.22 04:00 | s/l | 17 | 0.10 | 95.210 | 95.210 | 93.935 | 9.38 | 10908.31 |
61 | 2023.09.22 04:00 | s/l | 18 | 0.10 | 95.210 | 95.210 | 93.935 | -38.47 | 10869.84 |
62 | 2023.09.22 16:00 | sell | 19 | 0.10 | 95.624 | 0.000 | 0.000 | ||
63 | 2023.09.22 16:00 | modify | 19 | 0.10 | 95.624 | 96.324 | 94.124 | ||
64 | 2023.09.29 04:00 | s/l | 19 | 0.10 | 96.324 | 96.324 | 94.124 | -53.45 | 10816.39 |
65 | 2023.09.29 08:00 | sell | 20 | 0.10 | 96.387 | 0.000 | 0.000 | ||
66 | 2023.09.29 08:00 | modify | 20 | 0.10 | 96.387 | 97.087 | 94.887 | ||
67 | 2023.10.03 08:00 | t/p | 20 | 0.10 | 94.887 | 97.087 | 94.887 | 100.20 | 10916.59 |
68 | 2023.11.02 08:00 | sell | 21 | 0.10 | 96.650 | 0.000 | 0.000 | ||
69 | 2023.11.02 08:00 | modify | 21 | 0.10 | 96.650 | 97.350 | 95.150 | ||
70 | 2023.11.06 00:00 | s/l | 21 | 0.10 | 97.350 | 97.350 | 95.150 | -49.22 | 10867.36 |
71 | 2023.12.11 12:00 | sell | 22 | 0.10 | 95.943 | 0.000 | 0.000 | ||
72 | 2023.12.11 12:00 | modify | 22 | 0.10 | 95.943 | 96.643 | 94.443 | ||
73 | 2023.12.14 00:00 | sell | 23 | 0.10 | 95.169 | 0.000 | 0.000 | ||
74 | 2023.12.14 00:00 | modify | 23 | 0.10 | 95.169 | 95.718 | 94.443 | ||
75 | 2023.12.14 00:00 | modify | 22 | 0.10 | 95.943 | 95.718 | 94.443 | ||
76 | 2023.12.14 04:00 | sell | 24 | 0.10 | 94.943 | 0.000 | 0.000 | ||
77 | 2023.12.14 04:00 | modify | 24 | 0.10 | 94.943 | 95.418 | 94.443 | ||
78 | 2023.12.14 04:00 | modify | 23 | 0.10 | 95.169 | 95.418 | 94.443 | ||
79 | 2023.12.14 04:00 | modify | 22 | 0.10 | 95.943 | 95.418 | 94.443 | ||
80 | 2023.12.15 04:00 | s/l | 22 | 0.10 | 95.418 | 95.418 | 94.443 | 30.61 | 10897.97 |
81 | 2023.12.15 04:00 | s/l | 23 | 0.10 | 95.418 | 95.418 | 94.443 | -17.75 | 10880.22 |
82 | 2023.12.15 04:00 | s/l | 24 | 0.10 | 95.418 | 95.418 | 94.443 | -33.10 | 10847.11 |
83 | 2023.12.27 12:00 | sell | 25 | 0.10 | 97.502 | 0.000 | 0.000 | ||
84 | 2023.12.27 12:00 | modify | 25 | 0.10 | 97.502 | 98.202 | 96.002 | ||
85 | 2023.12.29 23:59 | t/p | 25 | 0.10 | 96.002 | 98.202 | 96.002 | 98.52 | 10945.64 |