Symbol | EURJPY (Euro vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=80; IT_TakeProfit=150; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 2610 | Ticks modelled | 79258 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1093.09 | Gross profit | 1336.69 | Gross loss | -243.60 |
Profit factor | 5.49 | Expected payoff | 35.26 | ||
Absolute drawdown | 89.45 | Maximal drawdown | 152.72 (1.51%) | Relative drawdown | 1.51% (152.72) |
Total trades | 31 | Short positions (won %) | 18 (77.78%) | Long positions (won %) | 13 (84.62%) |
Profit trades (% of total) | 25 (80.65%) | Loss trades (% of total) | 6 (19.35%) | ||
Largest | profit trade | 104.17 | loss trade | -56.90 | |
Average | profit trade | 53.47 | loss trade | -40.60 | |
Maximum | consecutive wins (profit in money) | 11 (696.15) | consecutive losses (loss in money) | 2 (-80.62) | |
Maximal | consecutive profit (count of wins) | 696.15 (11) | consecutive loss (count of losses) | -80.62 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.23 12:00 | sell | 1 | 0.10 | 141.802 | 0.000 | 0.000 | ||
2 | 2023.01.23 12:00 | modify | 1 | 0.10 | 141.802 | 142.602 | 140.302 | ||
3 | 2023.01.24 10:25 | sell | 2 | 0.10 | 141.340 | 0.000 | 0.000 | ||
4 | 2023.01.24 10:25 | modify | 2 | 0.10 | 141.340 | 141.727 | 140.302 | ||
5 | 2023.01.24 10:25 | modify | 1 | 0.10 | 141.802 | 141.727 | 140.302 | ||
6 | 2023.01.24 13:40 | s/l | 1 | 0.10 | 141.727 | 141.727 | 140.302 | 3.81 | 10003.81 |
7 | 2023.01.24 13:40 | s/l | 2 | 0.10 | 141.727 | 141.727 | 140.302 | -26.29 | 9977.52 |
8 | 2023.04.28 12:00 | sell | 3 | 0.10 | 149.284 | 0.000 | 0.000 | ||
9 | 2023.04.28 12:00 | modify | 3 | 0.10 | 149.284 | 150.084 | 147.784 | ||
10 | 2023.04.28 14:30 | s/l | 3 | 0.10 | 150.084 | 150.084 | 147.784 | -54.33 | 9923.19 |
11 | 2023.05.11 16:00 | buy | 4 | 0.10 | 146.801 | 0.000 | 0.000 | ||
12 | 2023.05.11 16:00 | modify | 4 | 0.10 | 146.801 | 146.001 | 148.301 | ||
13 | 2023.05.12 15:50 | buy | 5 | 0.10 | 147.251 | 0.000 | 0.000 | ||
14 | 2023.05.12 15:50 | modify | 5 | 0.10 | 147.251 | 146.876 | 148.301 | ||
15 | 2023.05.12 15:50 | modify | 4 | 0.10 | 146.801 | 146.876 | 148.301 | ||
16 | 2023.05.15 02:30 | buy | 6 | 0.10 | 147.632 | 0.000 | 0.000 | ||
17 | 2023.05.15 02:30 | modify | 6 | 0.10 | 147.632 | 147.251 | 148.301 | ||
18 | 2023.05.15 02:30 | modify | 5 | 0.10 | 147.251 | 147.251 | 148.301 | ||
19 | 2023.05.15 02:30 | modify | 4 | 0.10 | 146.801 | 147.251 | 148.301 | ||
20 | 2023.05.15 03:50 | buy | 7 | 0.10 | 147.868 | 0.000 | 0.000 | ||
21 | 2023.05.15 03:50 | modify | 7 | 0.10 | 147.868 | 147.476 | 148.301 | ||
22 | 2023.05.15 03:50 | modify | 6 | 0.10 | 147.632 | 147.476 | 148.301 | ||
23 | 2023.05.15 03:50 | modify | 5 | 0.10 | 147.251 | 147.476 | 148.301 | ||
24 | 2023.05.15 03:50 | modify | 4 | 0.10 | 146.801 | 147.476 | 148.301 | ||
25 | 2023.05.16 13:40 | t/p | 4 | 0.10 | 148.301 | 147.476 | 148.301 | 104.17 | 10027.36 |
26 | 2023.05.16 13:40 | t/p | 5 | 0.10 | 148.301 | 147.476 | 148.301 | 72.85 | 10100.21 |
27 | 2023.05.16 13:40 | t/p | 6 | 0.10 | 148.301 | 147.476 | 148.301 | 46.20 | 10146.42 |
28 | 2023.05.16 13:40 | t/p | 7 | 0.10 | 148.301 | 147.476 | 148.301 | 30.17 | 10176.59 |
29 | 2023.05.31 12:00 | buy | 8 | 0.10 | 149.218 | 0.000 | 0.000 | ||
30 | 2023.05.31 12:00 | modify | 8 | 0.10 | 149.218 | 148.418 | 150.718 | ||
31 | 2023.06.01 09:50 | buy | 9 | 0.10 | 149.676 | 0.000 | 0.000 | ||
32 | 2023.06.01 09:50 | modify | 9 | 0.10 | 149.676 | 149.293 | 150.718 | ||
33 | 2023.06.01 09:50 | modify | 8 | 0.10 | 149.218 | 149.293 | 150.718 | ||
34 | 2023.06.01 11:30 | s/l | 8 | 0.10 | 149.293 | 149.293 | 150.718 | 7.39 | 10183.99 |
35 | 2023.06.01 11:30 | s/l | 9 | 0.10 | 149.293 | 149.293 | 150.718 | -26.01 | 10157.98 |
36 | 2023.06.15 12:00 | sell | 10 | 0.10 | 152.799 | 0.000 | 0.000 | ||
37 | 2023.06.15 12:00 | modify | 10 | 0.10 | 152.799 | 153.599 | 151.299 | ||
38 | 2023.06.15 15:40 | s/l | 10 | 0.10 | 153.599 | 153.599 | 151.299 | -54.33 | 10103.65 |
39 | 2023.07.12 16:00 | buy | 11 | 0.10 | 153.751 | 0.000 | 0.000 | ||
40 | 2023.07.12 16:00 | modify | 11 | 0.10 | 153.751 | 152.951 | 155.251 | ||
41 | 2023.07.12 19:59 | buy | 12 | 0.10 | 154.226 | 0.000 | 0.000 | ||
42 | 2023.07.12 19:59 | modify | 12 | 0.10 | 154.226 | 153.826 | 155.251 | ||
43 | 2023.07.12 19:59 | modify | 11 | 0.10 | 153.751 | 153.826 | 155.251 | ||
44 | 2023.07.13 05:40 | buy | 13 | 0.10 | 154.580 | 0.000 | 0.000 | ||
45 | 2023.07.13 05:40 | modify | 13 | 0.10 | 154.580 | 154.201 | 155.251 | ||
46 | 2023.07.13 05:40 | modify | 12 | 0.10 | 154.226 | 154.201 | 155.251 | ||
47 | 2023.07.13 05:40 | modify | 11 | 0.10 | 153.751 | 154.201 | 155.251 | ||
48 | 2023.07.13 06:40 | s/l | 11 | 0.10 | 154.201 | 154.201 | 155.251 | 32.85 | 10136.50 |
49 | 2023.07.13 06:40 | s/l | 12 | 0.10 | 154.201 | 154.201 | 155.251 | 0.59 | 10137.09 |
50 | 2023.07.13 06:40 | s/l | 13 | 0.10 | 154.201 | 154.201 | 155.251 | -25.74 | 10111.35 |
51 | 2023.07.21 16:00 | sell | 14 | 0.10 | 157.613 | 0.000 | 0.000 | ||
52 | 2023.07.21 16:00 | modify | 14 | 0.10 | 157.613 | 158.413 | 156.113 | ||
53 | 2023.07.24 08:40 | sell | 15 | 0.10 | 156.557 | 0.000 | 0.000 | ||
54 | 2023.07.24 08:40 | modify | 15 | 0.10 | 156.557 | 156.938 | 156.113 | ||
55 | 2023.07.24 08:40 | modify | 14 | 0.10 | 157.613 | 156.938 | 156.113 | ||
56 | 2023.07.24 09:10 | sell | 16 | 0.10 | 156.762 | 0.000 | 0.000 | ||
57 | 2023.07.24 09:10 | modify | 16 | 0.10 | 156.762 | 157.163 | 156.113 | ||
58 | 2023.07.24 09:15 | modify | 16 | 0.10 | 156.762 | 156.938 | 156.113 | ||
59 | 2023.07.25 12:40 | t/p | 14 | 0.10 | 156.113 | 156.938 | 156.113 | 99.31 | 10210.66 |
60 | 2023.07.25 12:40 | t/p | 15 | 0.10 | 156.113 | 156.938 | 156.113 | 28.87 | 10239.54 |
61 | 2023.07.25 12:40 | t/p | 16 | 0.10 | 156.113 | 156.938 | 156.113 | 42.79 | 10282.33 |
62 | 2023.08.22 04:00 | sell | 17 | 0.10 | 159.370 | 0.000 | 0.000 | ||
63 | 2023.08.22 04:00 | modify | 17 | 0.10 | 159.370 | 160.170 | 157.870 | ||
64 | 2023.08.22 10:40 | sell | 18 | 0.10 | 158.518 | 0.000 | 0.000 | ||
65 | 2023.08.22 10:40 | modify | 18 | 0.10 | 158.518 | 158.920 | 157.870 | ||
66 | 2023.08.22 10:40 | modify | 17 | 0.10 | 159.370 | 158.920 | 157.870 | ||
67 | 2023.08.22 14:20 | sell | 19 | 0.10 | 158.304 | 0.000 | 0.000 | ||
68 | 2023.08.22 14:20 | modify | 19 | 0.10 | 158.304 | 158.695 | 157.870 | ||
69 | 2023.08.22 14:20 | modify | 18 | 0.10 | 158.518 | 158.695 | 157.870 | ||
70 | 2023.08.22 14:20 | modify | 17 | 0.10 | 159.370 | 158.695 | 157.870 | ||
71 | 2023.08.23 07:30 | t/p | 17 | 0.10 | 157.870 | 158.695 | 157.870 | 100.59 | 10382.92 |
72 | 2023.08.23 07:30 | t/p | 18 | 0.10 | 157.870 | 158.695 | 157.870 | 42.73 | 10425.65 |
73 | 2023.08.23 07:30 | t/p | 19 | 0.10 | 157.870 | 158.695 | 157.870 | 28.19 | 10453.84 |
74 | 2023.11.06 16:00 | sell | 20 | 0.10 | 160.863 | 0.000 | 0.000 | ||
75 | 2023.11.06 16:00 | modify | 20 | 0.10 | 160.863 | 161.663 | 159.363 | ||
76 | 2023.11.08 18:30 | s/l | 20 | 0.10 | 161.663 | 161.663 | 159.363 | -56.90 | 10396.94 |
77 | 2023.11.15 08:00 | sell | 21 | 0.10 | 163.843 | 0.000 | 0.000 | ||
78 | 2023.11.15 08:00 | modify | 21 | 0.10 | 163.843 | 164.643 | 162.343 | ||
79 | 2023.11.16 16:30 | sell | 22 | 0.10 | 163.385 | 0.000 | 0.000 | ||
80 | 2023.11.16 16:30 | modify | 22 | 0.10 | 163.385 | 163.768 | 162.343 | ||
81 | 2023.11.16 16:30 | modify | 21 | 0.10 | 163.843 | 163.768 | 162.343 | ||
82 | 2023.11.17 07:40 | sell | 23 | 0.10 | 163.012 | 0.000 | 0.000 | ||
83 | 2023.11.17 07:40 | modify | 23 | 0.10 | 163.012 | 163.393 | 162.343 | ||
84 | 2023.11.17 07:40 | modify | 22 | 0.10 | 163.385 | 163.393 | 162.343 | ||
85 | 2023.11.17 07:40 | modify | 21 | 0.10 | 163.843 | 163.393 | 162.343 | ||
86 | 2023.11.17 09:40 | t/p | 21 | 0.10 | 162.343 | 163.393 | 162.343 | 96.76 | 10493.70 |
87 | 2023.11.17 09:40 | t/p | 22 | 0.10 | 162.343 | 163.393 | 162.343 | 69.49 | 10563.19 |
88 | 2023.11.17 09:40 | t/p | 23 | 0.10 | 162.343 | 163.393 | 162.343 | 45.44 | 10608.63 |
89 | 2023.12.14 08:00 | buy | 24 | 0.10 | 154.550 | 0.000 | 0.000 | ||
90 | 2023.12.14 08:00 | modify | 24 | 0.10 | 154.550 | 153.750 | 156.050 | ||
91 | 2023.12.14 12:50 | buy | 25 | 0.10 | 155.002 | 0.000 | 0.000 | ||
92 | 2023.12.14 12:50 | modify | 25 | 0.10 | 155.002 | 154.625 | 156.050 | ||
93 | 2023.12.14 12:50 | modify | 24 | 0.10 | 154.550 | 154.625 | 156.050 | ||
94 | 2023.12.14 14:20 | buy | 26 | 0.10 | 155.394 | 0.000 | 0.000 | ||
95 | 2023.12.14 14:20 | modify | 26 | 0.10 | 155.394 | 155.000 | 156.050 | ||
96 | 2023.12.14 14:20 | modify | 25 | 0.10 | 155.002 | 155.000 | 156.050 | ||
97 | 2023.12.14 14:20 | modify | 24 | 0.10 | 154.550 | 155.000 | 156.050 | ||
98 | 2023.12.14 16:45 | buy | 27 | 0.10 | 155.621 | 0.000 | 0.000 | ||
99 | 2023.12.14 16:45 | modify | 27 | 0.10 | 155.621 | 155.225 | 156.050 | ||
100 | 2023.12.14 16:45 | modify | 26 | 0.10 | 155.394 | 155.225 | 156.050 | ||
101 | 2023.12.14 16:45 | modify | 25 | 0.10 | 155.002 | 155.225 | 156.050 | ||
102 | 2023.12.14 16:45 | modify | 24 | 0.10 | 154.550 | 155.225 | 156.050 | ||
103 | 2023.12.14 20:15 | t/p | 24 | 0.10 | 156.050 | 155.225 | 156.050 | 101.88 | 10710.51 |
104 | 2023.12.14 20:15 | t/p | 25 | 0.10 | 156.050 | 155.225 | 156.050 | 71.18 | 10781.69 |
105 | 2023.12.14 20:15 | t/p | 26 | 0.10 | 156.050 | 155.225 | 156.050 | 44.56 | 10826.25 |
106 | 2023.12.14 20:15 | t/p | 27 | 0.10 | 156.050 | 155.225 | 156.050 | 29.14 | 10855.39 |
107 | 2023.12.27 12:00 | sell | 28 | 0.10 | 157.631 | 0.000 | 0.000 | ||
108 | 2023.12.27 12:00 | modify | 28 | 0.10 | 157.631 | 158.431 | 156.131 | ||
109 | 2023.12.27 22:33 | sell | 29 | 0.10 | 157.161 | 0.000 | 0.000 | ||
110 | 2023.12.27 22:33 | modify | 29 | 0.10 | 157.161 | 157.556 | 156.131 | ||
111 | 2023.12.27 22:33 | modify | 28 | 0.10 | 157.631 | 157.556 | 156.131 | ||
112 | 2023.12.28 05:50 | sell | 30 | 0.10 | 156.793 | 0.000 | 0.000 | ||
113 | 2023.12.28 05:50 | modify | 30 | 0.10 | 156.793 | 157.181 | 156.131 | ||
114 | 2023.12.28 05:50 | modify | 29 | 0.10 | 157.161 | 157.181 | 156.131 | ||
115 | 2023.12.28 05:50 | modify | 28 | 0.10 | 157.631 | 157.181 | 156.131 | ||
116 | 2023.12.28 07:59 | sell | 31 | 0.10 | 156.552 | 0.000 | 0.000 | ||
117 | 2023.12.28 07:59 | modify | 31 | 0.10 | 156.552 | 156.956 | 156.131 | ||
118 | 2023.12.28 07:59 | modify | 30 | 0.10 | 156.793 | 156.956 | 156.131 | ||
119 | 2023.12.28 07:59 | modify | 29 | 0.10 | 157.161 | 156.956 | 156.131 | ||
120 | 2023.12.28 07:59 | modify | 28 | 0.10 | 157.631 | 156.956 | 156.131 | ||
121 | 2023.12.28 15:05 | t/p | 28 | 0.10 | 156.131 | 156.956 | 156.131 | 98.03 | 10953.43 |
122 | 2023.12.28 15:05 | t/p | 29 | 0.10 | 156.131 | 156.956 | 156.131 | 66.11 | 11019.54 |
123 | 2023.12.28 15:05 | t/p | 30 | 0.10 | 156.131 | 156.956 | 156.131 | 44.96 | 11064.50 |
124 | 2023.12.28 15:05 | t/p | 31 | 0.10 | 156.131 | 156.956 | 156.131 | 28.59 | 11093.09 |