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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1909 | Ticks modelled | 48602014 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 494.59 | Gross profit | 813.95 | Gross loss | -319.37 |
Profit factor | 2.55 | Expected payoff | 17.05 | ||
Absolute drawdown | 179.61 | Maximal drawdown | 218.20 (2.17%) | Relative drawdown | 2.17% (218.20) |
Total trades | 29 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 10 (50.00%) |
Profit trades (% of total) | 19 (65.52%) | Loss trades (% of total) | 10 (34.48%) | ||
Largest | profit trade | 100.60 | loss trade | -56.90 | |
Average | profit trade | 42.84 | loss trade | -31.94 | |
Maximum | consecutive wins (profit in money) | 8 (486.91) | consecutive losses (loss in money) | 2 (-80.29) | |
Maximal | consecutive profit (count of wins) | 486.91 (8) | consecutive loss (count of losses) | -80.29 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | 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 07:40 | sell | 2 | 0.10 | 141.351 | 0.000 | 0.000 | ||
4 | 2023.01.24 07:40 | modify | 2 | 0.10 | 141.351 | 141.727 | 140.302 | ||
5 | 2023.01.24 07:40 | modify | 1 | 0.10 | 141.802 | 141.727 | 140.302 | ||
6 | 2023.01.24 13:30 | s/l | 1 | 0.10 | 141.727 | 141.727 | 140.302 | 3.81 | 10003.81 |
7 | 2023.01.24 13:30 | s/l | 2 | 0.10 | 141.727 | 141.727 | 140.302 | -25.54 | 9978.27 |
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 14:13 | s/l | 3 | 0.10 | 150.084 | 150.084 | 147.784 | -54.34 | 9923.93 |
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 06:10 | buy | 5 | 0.10 | 147.251 | 0.000 | 0.000 | ||
14 | 2023.05.12 06:10 | modify | 5 | 0.10 | 147.251 | 146.876 | 148.301 | ||
15 | 2023.05.12 06:10 | modify | 4 | 0.10 | 146.801 | 146.876 | 148.301 | ||
16 | 2023.05.12 09:16 | s/l | 4 | 0.10 | 146.876 | 146.876 | 148.301 | 5.86 | 9929.80 |
17 | 2023.05.12 09:16 | s/l | 5 | 0.10 | 146.876 | 146.876 | 148.301 | -25.47 | 9904.33 |
18 | 2023.05.31 12:00 | buy | 6 | 0.10 | 149.218 | 0.000 | 0.000 | ||
19 | 2023.05.31 12:00 | modify | 6 | 0.10 | 149.218 | 148.418 | 150.718 | ||
20 | 2023.05.31 14:00 | buy | 7 | 0.10 | 149.675 | 0.000 | 0.000 | ||
21 | 2023.05.31 14:00 | modify | 7 | 0.10 | 149.675 | 149.293 | 150.718 | ||
22 | 2023.05.31 14:00 | modify | 6 | 0.10 | 149.218 | 149.293 | 150.718 | ||
23 | 2023.05.31 14:23 | s/l | 6 | 0.10 | 149.293 | 149.293 | 150.718 | 5.10 | 9909.43 |
24 | 2023.05.31 14:23 | s/l | 7 | 0.10 | 149.293 | 149.293 | 150.718 | -25.95 | 9883.48 |
25 | 2023.06.15 12:00 | sell | 8 | 0.10 | 152.799 | 0.000 | 0.000 | ||
26 | 2023.06.15 12:00 | modify | 8 | 0.10 | 152.799 | 153.599 | 151.299 | ||
27 | 2023.06.15 15:13 | s/l | 8 | 0.10 | 153.599 | 153.599 | 151.299 | -54.34 | 9829.14 |
28 | 2023.07.12 16:00 | buy | 9 | 0.10 | 153.751 | 0.000 | 0.000 | ||
29 | 2023.07.12 16:00 | modify | 9 | 0.10 | 153.751 | 152.951 | 155.251 | ||
30 | 2023.07.12 19:43 | buy | 10 | 0.10 | 154.201 | 0.000 | 0.000 | ||
31 | 2023.07.12 19:43 | modify | 10 | 0.10 | 154.201 | 153.826 | 155.251 | ||
32 | 2023.07.12 19:43 | modify | 9 | 0.10 | 153.751 | 153.826 | 155.251 | ||
33 | 2023.07.13 05:51 | buy | 11 | 0.10 | 154.576 | 0.000 | 0.000 | ||
34 | 2023.07.13 05:51 | modify | 11 | 0.10 | 154.576 | 154.201 | 155.251 | ||
35 | 2023.07.13 05:51 | modify | 10 | 0.10 | 154.201 | 154.201 | 155.251 | ||
36 | 2023.07.13 05:51 | modify | 9 | 0.10 | 153.751 | 154.201 | 155.251 | ||
37 | 2023.07.13 06:50 | s/l | 9 | 0.10 | 154.201 | 154.201 | 155.251 | 32.86 | 9862.00 |
38 | 2023.07.13 06:50 | s/l | 10 | 0.10 | 154.201 | 154.201 | 155.251 | 2.29 | 9864.29 |
39 | 2023.07.13 06:50 | s/l | 11 | 0.10 | 154.201 | 154.201 | 155.251 | -25.47 | 9838.82 |
40 | 2023.07.21 16:00 | sell | 12 | 0.10 | 157.613 | 0.000 | 0.000 | ||
41 | 2023.07.21 16:00 | modify | 12 | 0.10 | 157.613 | 158.413 | 156.113 | ||
42 | 2023.07.24 07:16 | sell | 13 | 0.10 | 157.163 | 0.000 | 0.000 | ||
43 | 2023.07.24 07:16 | modify | 13 | 0.10 | 157.163 | 157.538 | 156.113 | ||
44 | 2023.07.24 07:16 | modify | 12 | 0.10 | 157.613 | 157.538 | 156.113 | ||
45 | 2023.07.24 07:30 | sell | 14 | 0.10 | 156.783 | 0.000 | 0.000 | ||
46 | 2023.07.24 07:30 | modify | 14 | 0.10 | 156.783 | 157.163 | 156.113 | ||
47 | 2023.07.24 07:30 | modify | 13 | 0.10 | 157.163 | 157.163 | 156.113 | ||
48 | 2023.07.24 07:30 | modify | 12 | 0.10 | 157.613 | 157.163 | 156.113 | ||
49 | 2023.07.24 07:36 | sell | 15 | 0.10 | 156.562 | 0.000 | 0.000 | ||
50 | 2023.07.24 07:36 | modify | 15 | 0.10 | 156.562 | 156.938 | 156.113 | ||
51 | 2023.07.24 07:36 | modify | 14 | 0.10 | 156.783 | 156.938 | 156.113 | ||
52 | 2023.07.24 07:36 | modify | 13 | 0.10 | 157.163 | 156.938 | 156.113 | ||
53 | 2023.07.24 07:36 | modify | 12 | 0.10 | 157.613 | 156.938 | 156.113 | ||
54 | 2023.07.25 12:42 | t/p | 12 | 0.10 | 156.113 | 156.938 | 156.113 | 99.33 | 9938.15 |
55 | 2023.07.25 12:42 | t/p | 13 | 0.10 | 156.113 | 156.938 | 156.113 | 70.04 | 10008.19 |
56 | 2023.07.25 12:42 | t/p | 14 | 0.10 | 156.113 | 156.938 | 156.113 | 44.23 | 10052.43 |
57 | 2023.07.25 12:42 | t/p | 15 | 0.10 | 156.113 | 156.938 | 156.113 | 29.22 | 10081.65 |
58 | 2023.08.22 04:00 | sell | 16 | 0.10 | 159.370 | 0.000 | 0.000 | ||
59 | 2023.08.22 04:00 | modify | 16 | 0.10 | 159.370 | 160.170 | 157.870 | ||
60 | 2023.08.22 08:50 | sell | 17 | 0.10 | 158.920 | 0.000 | 0.000 | ||
61 | 2023.08.22 08:50 | modify | 17 | 0.10 | 158.920 | 159.295 | 157.870 | ||
62 | 2023.08.22 08:50 | modify | 16 | 0.10 | 159.370 | 159.295 | 157.870 | ||
63 | 2023.08.22 10:20 | sell | 18 | 0.10 | 158.543 | 0.000 | 0.000 | ||
64 | 2023.08.22 10:20 | modify | 18 | 0.10 | 158.543 | 158.920 | 157.870 | ||
65 | 2023.08.22 10:20 | modify | 17 | 0.10 | 158.920 | 158.920 | 157.870 | ||
66 | 2023.08.22 10:20 | modify | 16 | 0.10 | 159.370 | 158.920 | 157.870 | ||
67 | 2023.08.22 14:00 | sell | 19 | 0.10 | 158.316 | 0.000 | 0.000 | ||
68 | 2023.08.22 14:00 | modify | 19 | 0.10 | 158.316 | 158.695 | 157.870 | ||
69 | 2023.08.22 14:00 | modify | 18 | 0.10 | 158.543 | 158.695 | 157.870 | ||
70 | 2023.08.22 14:00 | modify | 17 | 0.10 | 158.920 | 158.695 | 157.870 | ||
71 | 2023.08.22 14:00 | modify | 16 | 0.10 | 159.370 | 158.695 | 157.870 | ||
72 | 2023.08.23 07:30 | t/p | 16 | 0.10 | 157.870 | 158.695 | 157.870 | 100.60 | 10182.25 |
73 | 2023.08.23 07:30 | t/p | 17 | 0.10 | 157.870 | 158.695 | 157.870 | 70.04 | 10252.29 |
74 | 2023.08.23 07:30 | t/p | 18 | 0.10 | 157.870 | 158.695 | 157.870 | 44.43 | 10296.72 |
75 | 2023.08.23 07:30 | t/p | 19 | 0.10 | 157.870 | 158.695 | 157.870 | 29.01 | 10325.73 |
76 | 2023.11.06 16:00 | sell | 20 | 0.10 | 160.863 | 0.000 | 0.000 | ||
77 | 2023.11.06 16:00 | modify | 20 | 0.10 | 160.863 | 161.663 | 159.363 | ||
78 | 2023.11.08 18:40 | s/l | 20 | 0.10 | 161.663 | 161.663 | 159.363 | -56.90 | 10268.83 |
79 | 2023.11.15 08:00 | sell | 21 | 0.10 | 163.843 | 0.000 | 0.000 | ||
80 | 2023.11.15 08:00 | modify | 21 | 0.10 | 163.843 | 164.643 | 162.343 | ||
81 | 2023.11.15 09:16 | sell | 22 | 0.10 | 163.390 | 0.000 | 0.000 | ||
82 | 2023.11.15 09:16 | modify | 22 | 0.10 | 163.390 | 163.768 | 162.343 | ||
83 | 2023.11.15 09:16 | modify | 21 | 0.10 | 163.843 | 163.768 | 162.343 | ||
84 | 2023.11.15 13:59 | s/l | 21 | 0.10 | 163.768 | 163.768 | 162.343 | 5.09 | 10273.92 |
85 | 2023.11.15 13:59 | s/l | 22 | 0.10 | 163.768 | 163.768 | 162.343 | -25.68 | 10248.24 |
86 | 2023.12.14 08:00 | buy | 23 | 0.10 | 154.550 | 0.000 | 0.000 | ||
87 | 2023.12.14 08:00 | modify | 23 | 0.10 | 154.550 | 153.750 | 156.050 | ||
88 | 2023.12.14 12:49 | buy | 24 | 0.10 | 155.001 | 0.000 | 0.000 | ||
89 | 2023.12.14 12:49 | modify | 24 | 0.10 | 155.001 | 154.625 | 156.050 | ||
90 | 2023.12.14 12:49 | modify | 23 | 0.10 | 154.550 | 154.625 | 156.050 | ||
91 | 2023.12.14 13:51 | buy | 25 | 0.10 | 155.377 | 0.000 | 0.000 | ||
92 | 2023.12.14 13:51 | modify | 25 | 0.10 | 155.377 | 155.000 | 156.050 | ||
93 | 2023.12.14 13:51 | modify | 24 | 0.10 | 155.001 | 155.000 | 156.050 | ||
94 | 2023.12.14 13:51 | modify | 23 | 0.10 | 154.550 | 155.000 | 156.050 | ||
95 | 2023.12.14 14:06 | s/l | 23 | 0.10 | 155.000 | 155.000 | 156.050 | 30.57 | 10278.81 |
96 | 2023.12.14 14:06 | s/l | 24 | 0.10 | 155.000 | 155.000 | 156.050 | -0.07 | 10278.74 |
97 | 2023.12.14 14:06 | s/l | 25 | 0.10 | 155.000 | 155.000 | 156.050 | -25.61 | 10253.13 |
98 | 2023.12.27 12:00 | sell | 26 | 0.10 | 157.631 | 0.000 | 0.000 | ||
99 | 2023.12.27 12:00 | modify | 26 | 0.10 | 157.631 | 158.431 | 156.131 | ||
100 | 2023.12.27 22:05 | sell | 27 | 0.10 | 157.178 | 0.000 | 0.000 | ||
101 | 2023.12.27 22:05 | modify | 27 | 0.10 | 157.178 | 157.556 | 156.131 | ||
102 | 2023.12.27 22:05 | modify | 26 | 0.10 | 157.631 | 157.556 | 156.131 | ||
103 | 2023.12.28 05:58 | sell | 28 | 0.10 | 156.803 | 0.000 | 0.000 | ||
104 | 2023.12.28 05:58 | modify | 28 | 0.10 | 156.803 | 157.181 | 156.131 | ||
105 | 2023.12.28 05:58 | modify | 27 | 0.10 | 157.178 | 157.181 | 156.131 | ||
106 | 2023.12.28 05:58 | modify | 26 | 0.10 | 157.631 | 157.181 | 156.131 | ||
107 | 2023.12.28 07:13 | sell | 29 | 0.10 | 156.580 | 0.000 | 0.000 | ||
108 | 2023.12.28 07:13 | modify | 29 | 0.10 | 156.580 | 156.956 | 156.131 | ||
109 | 2023.12.28 07:13 | modify | 28 | 0.10 | 156.803 | 156.956 | 156.131 | ||
110 | 2023.12.28 07:13 | modify | 27 | 0.10 | 157.178 | 156.956 | 156.131 | ||
111 | 2023.12.28 07:13 | modify | 26 | 0.10 | 157.631 | 156.956 | 156.131 | ||
112 | 2023.12.28 15:21 | t/p | 26 | 0.10 | 156.131 | 156.956 | 156.131 | 98.04 | 10351.17 |
113 | 2023.12.28 15:21 | t/p | 27 | 0.10 | 156.131 | 156.956 | 156.131 | 67.27 | 10418.45 |
114 | 2023.12.28 15:21 | t/p | 28 | 0.10 | 156.131 | 156.956 | 156.131 | 45.64 | 10464.09 |
115 | 2023.12.28 15:21 | t/p | 29 | 0.10 | 156.131 | 156.956 | 156.131 | 30.50 | 10494.59 |