Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.01.01 22:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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=15; 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 | 13447 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1355.81 | Gross profit | 1777.06 | Gross loss | -421.25 |
Profit factor | 4.22 | Expected payoff | 33.90 | ||
Absolute drawdown | 46.25 | Maximal drawdown | 269.23 (2.33%) | Relative drawdown | 2.33% (269.23) |
Total trades | 40 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 28 (67.86%) |
Profit trades (% of total) | 26 (65.00%) | Loss trades (% of total) | 14 (35.00%) | ||
Largest | profit trade | 106.67 | loss trade | -61.95 | |
Average | profit trade | 68.35 | loss trade | -30.09 | |
Maximum | consecutive wins (profit in money) | 13 (904.21) | consecutive losses (loss in money) | 3 (-105.12) | |
Maximal | consecutive profit (count of wins) | 904.21 (13) | consecutive loss (count of losses) | -105.12 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 02:00 | buy | 1 | 0.10 | 88.289 | 0.000 | 0.000 | ||
2 | 2023.01.03 02:00 | modify | 1 | 0.10 | 88.289 | 87.389 | 89.789 | ||
3 | 2023.01.04 13:00 | t/p | 1 | 0.10 | 89.789 | 87.389 | 89.789 | 102.35 | 10102.35 |
4 | 2023.01.13 14:00 | buy | 2 | 0.10 | 88.831 | 0.000 | 0.000 | ||
5 | 2023.01.13 14:00 | modify | 2 | 0.10 | 88.831 | 87.931 | 90.331 | ||
6 | 2023.01.18 01:00 | buy | 3 | 0.10 | 89.957 | 0.000 | 0.000 | ||
7 | 2023.01.18 01:00 | modify | 3 | 0.10 | 89.957 | 89.356 | 90.331 | ||
8 | 2023.01.18 01:00 | modify | 2 | 0.10 | 88.831 | 89.356 | 90.331 | ||
9 | 2023.01.18 03:00 | t/p | 2 | 0.10 | 90.331 | 89.356 | 90.331 | 103.31 | 10205.66 |
10 | 2023.01.18 03:00 | t/p | 3 | 0.10 | 90.331 | 89.356 | 90.331 | 25.40 | 10231.06 |
11 | 2023.01.18 03:00 | sell | 4 | 0.10 | 91.249 | 0.000 | 0.000 | ||
12 | 2023.01.18 03:00 | modify | 4 | 0.10 | 91.249 | 92.149 | 89.749 | ||
13 | 2023.01.18 18:00 | t/p | 4 | 0.10 | 89.749 | 92.149 | 89.749 | 101.87 | 10332.93 |
14 | 2023.01.19 05:00 | buy | 5 | 0.10 | 88.415 | 0.000 | 0.000 | ||
15 | 2023.01.19 05:00 | modify | 5 | 0.10 | 88.415 | 87.515 | 89.915 | ||
16 | 2023.01.20 12:00 | t/p | 5 | 0.10 | 89.915 | 87.515 | 89.915 | 102.35 | 10435.28 |
17 | 2023.01.25 04:00 | sell | 6 | 0.10 | 92.632 | 0.000 | 0.000 | ||
18 | 2023.01.25 04:00 | modify | 6 | 0.10 | 92.632 | 93.532 | 91.132 | ||
19 | 2023.01.26 04:00 | sell | 7 | 0.10 | 91.947 | 0.000 | 0.000 | ||
20 | 2023.01.26 04:00 | modify | 7 | 0.10 | 91.947 | 92.332 | 91.132 | ||
21 | 2023.01.26 04:00 | sell | 8 | 0.10 | 91.947 | 0.000 | 0.000 | ||
22 | 2023.01.26 04:00 | modify | 8 | 0.10 | 91.947 | 92.257 | 91.132 | ||
23 | 2023.01.26 04:00 | modify | 6 | 0.10 | 92.632 | 92.257 | 91.132 | ||
24 | 2023.01.26 05:00 | modify | 7 | 0.10 | 91.947 | 92.257 | 91.132 | ||
25 | 2023.01.26 09:00 | s/l | 6 | 0.10 | 92.257 | 92.257 | 91.132 | 22.93 | 10458.21 |
26 | 2023.01.26 09:00 | s/l | 7 | 0.10 | 92.257 | 92.257 | 91.132 | -21.05 | 10437.16 |
27 | 2023.01.26 09:00 | s/l | 8 | 0.10 | 92.257 | 92.257 | 91.132 | -21.05 | 10416.11 |
28 | 2023.02.10 09:00 | buy | 9 | 0.10 | 90.645 | 0.000 | 0.000 | ||
29 | 2023.02.10 09:00 | modify | 9 | 0.10 | 90.645 | 89.745 | 92.145 | ||
30 | 2023.02.13 15:00 | t/p | 9 | 0.10 | 92.145 | 89.745 | 92.145 | 102.35 | 10518.46 |
31 | 2023.03.14 14:00 | sell | 10 | 0.10 | 90.025 | 0.000 | 0.000 | ||
32 | 2023.03.14 14:00 | modify | 10 | 0.10 | 90.025 | 90.925 | 88.525 | ||
33 | 2023.03.15 13:00 | t/p | 10 | 0.10 | 88.525 | 90.925 | 88.525 | 101.02 | 10619.48 |
34 | 2023.03.17 13:00 | buy | 11 | 0.10 | 88.516 | 0.000 | 0.000 | ||
35 | 2023.03.17 13:00 | modify | 11 | 0.10 | 88.516 | 87.616 | 90.016 | ||
36 | 2023.03.20 01:00 | buy | 12 | 0.10 | 89.210 | 0.000 | 0.000 | ||
37 | 2023.03.20 01:00 | modify | 12 | 0.10 | 89.210 | 88.816 | 90.016 | ||
38 | 2023.03.20 01:00 | buy | 13 | 0.10 | 89.210 | 0.000 | 0.000 | ||
39 | 2023.03.20 01:00 | modify | 13 | 0.10 | 89.210 | 88.891 | 90.016 | ||
40 | 2023.03.20 01:00 | modify | 11 | 0.10 | 88.516 | 88.891 | 90.016 | ||
41 | 2023.03.20 02:00 | s/l | 11 | 0.10 | 88.891 | 88.891 | 90.016 | 25.95 | 10645.43 |
42 | 2023.03.20 02:00 | s/l | 12 | 0.10 | 88.816 | 88.816 | 90.016 | -26.76 | 10618.67 |
43 | 2023.03.20 02:00 | s/l | 13 | 0.10 | 88.891 | 88.891 | 90.016 | -21.66 | 10597.01 |
44 | 2023.03.20 07:00 | buy | 14 | 0.10 | 87.566 | 0.000 | 0.000 | ||
45 | 2023.03.20 07:00 | modify | 14 | 0.10 | 87.566 | 86.666 | 89.066 | ||
46 | 2023.03.21 09:00 | buy | 15 | 0.10 | 88.265 | 0.000 | 0.000 | ||
47 | 2023.03.21 09:00 | modify | 15 | 0.10 | 88.265 | 87.866 | 89.066 | ||
48 | 2023.03.21 09:00 | buy | 16 | 0.10 | 88.265 | 0.000 | 0.000 | ||
49 | 2023.03.21 09:00 | modify | 16 | 0.10 | 88.265 | 87.941 | 89.066 | ||
50 | 2023.03.21 09:00 | modify | 14 | 0.10 | 87.566 | 87.941 | 89.066 | ||
51 | 2023.03.21 10:00 | modify | 15 | 0.10 | 88.265 | 87.941 | 89.066 | ||
52 | 2023.03.21 15:00 | s/l | 14 | 0.10 | 87.941 | 87.941 | 89.066 | 25.95 | 10622.96 |
53 | 2023.03.21 15:00 | s/l | 15 | 0.10 | 87.941 | 87.941 | 89.066 | -22.00 | 10600.96 |
54 | 2023.03.21 15:00 | s/l | 16 | 0.10 | 87.941 | 87.941 | 89.066 | -22.00 | 10578.96 |
55 | 2023.03.24 02:00 | buy | 17 | 0.10 | 87.162 | 0.000 | 0.000 | ||
56 | 2023.03.24 02:00 | modify | 17 | 0.10 | 87.162 | 86.262 | 88.662 | ||
57 | 2023.03.24 10:00 | s/l | 17 | 0.10 | 86.262 | 86.262 | 88.662 | -61.12 | 10517.84 |
58 | 2023.03.24 10:00 | buy | 18 | 0.10 | 86.239 | 0.000 | 0.000 | ||
59 | 2023.03.24 10:00 | modify | 18 | 0.10 | 86.239 | 85.339 | 87.739 | ||
60 | 2023.03.24 19:00 | buy | 19 | 0.10 | 86.926 | 0.000 | 0.000 | ||
61 | 2023.03.24 19:00 | modify | 19 | 0.10 | 86.926 | 86.539 | 87.739 | ||
62 | 2023.03.24 19:00 | buy | 20 | 0.10 | 86.926 | 0.000 | 0.000 | ||
63 | 2023.03.24 19:00 | modify | 20 | 0.10 | 86.926 | 86.614 | 87.739 | ||
64 | 2023.03.24 19:00 | modify | 18 | 0.10 | 86.239 | 86.614 | 87.739 | ||
65 | 2023.03.24 20:00 | modify | 19 | 0.10 | 86.926 | 86.614 | 87.739 | ||
66 | 2023.03.27 16:00 | buy | 21 | 0.10 | 87.367 | 0.000 | 0.000 | ||
67 | 2023.03.27 16:00 | modify | 21 | 0.10 | 87.367 | 86.764 | 87.739 | ||
68 | 2023.03.27 16:00 | modify | 20 | 0.10 | 86.926 | 86.764 | 87.739 | ||
69 | 2023.03.27 16:00 | modify | 19 | 0.10 | 86.926 | 86.764 | 87.739 | ||
70 | 2023.03.27 16:00 | modify | 18 | 0.10 | 86.239 | 86.764 | 87.739 | ||
71 | 2023.03.28 08:00 | t/p | 18 | 0.10 | 87.739 | 86.764 | 87.739 | 102.83 | 10620.67 |
72 | 2023.03.28 08:00 | t/p | 19 | 0.10 | 87.739 | 86.764 | 87.739 | 56.18 | 10676.85 |
73 | 2023.03.28 08:00 | t/p | 20 | 0.10 | 87.739 | 86.764 | 87.739 | 56.18 | 10733.03 |
74 | 2023.03.28 08:00 | t/p | 21 | 0.10 | 87.739 | 86.764 | 87.739 | 25.75 | 10758.78 |
75 | 2023.04.03 13:00 | sell | 22 | 0.10 | 90.011 | 0.000 | 0.000 | ||
76 | 2023.04.03 13:00 | modify | 22 | 0.10 | 90.011 | 90.911 | 88.511 | ||
77 | 2023.04.05 07:00 | t/p | 22 | 0.10 | 88.511 | 90.911 | 88.511 | 100.18 | 10858.95 |
78 | 2023.04.05 09:00 | buy | 23 | 0.10 | 88.033 | 0.000 | 0.000 | ||
79 | 2023.04.05 09:00 | modify | 23 | 0.10 | 88.033 | 87.133 | 89.533 | ||
80 | 2023.04.10 17:00 | buy | 24 | 0.10 | 88.719 | 0.000 | 0.000 | ||
81 | 2023.04.10 17:00 | modify | 24 | 0.10 | 88.719 | 88.333 | 89.533 | ||
82 | 2023.04.10 17:00 | buy | 25 | 0.10 | 88.719 | 0.000 | 0.000 | ||
83 | 2023.04.10 17:00 | modify | 25 | 0.10 | 88.719 | 88.408 | 89.533 | ||
84 | 2023.04.10 17:00 | modify | 23 | 0.10 | 88.033 | 88.408 | 89.533 | ||
85 | 2023.04.10 18:00 | modify | 24 | 0.10 | 88.719 | 88.408 | 89.533 | ||
86 | 2023.04.13 08:00 | t/p | 23 | 0.10 | 89.533 | 88.408 | 89.533 | 106.67 | 10965.62 |
87 | 2023.04.13 08:00 | t/p | 24 | 0.10 | 89.533 | 88.408 | 89.533 | 57.69 | 11023.31 |
88 | 2023.04.13 08:00 | t/p | 25 | 0.10 | 89.533 | 88.408 | 89.533 | 57.69 | 11081.00 |
89 | 2023.05.02 05:00 | sell | 26 | 0.10 | 92.171 | 0.000 | 0.000 | ||
90 | 2023.05.02 05:00 | modify | 26 | 0.10 | 92.171 | 93.071 | 90.671 | ||
91 | 2023.05.03 06:00 | t/p | 26 | 0.10 | 90.671 | 93.071 | 90.671 | 101.03 | 11182.03 |
92 | 2023.05.11 14:00 | buy | 27 | 0.10 | 90.014 | 0.000 | 0.000 | ||
93 | 2023.05.11 14:00 | modify | 27 | 0.10 | 90.014 | 89.114 | 91.514 | ||
94 | 2023.05.15 04:00 | buy | 28 | 0.10 | 90.709 | 0.000 | 0.000 | ||
95 | 2023.05.15 04:00 | modify | 28 | 0.10 | 90.709 | 90.314 | 91.514 | ||
96 | 2023.05.15 04:00 | buy | 29 | 0.10 | 90.709 | 0.000 | 0.000 | ||
97 | 2023.05.15 04:00 | modify | 29 | 0.10 | 90.709 | 90.389 | 91.514 | ||
98 | 2023.05.15 04:00 | modify | 27 | 0.10 | 90.014 | 90.389 | 91.514 | ||
99 | 2023.05.15 05:00 | modify | 28 | 0.10 | 90.709 | 90.389 | 91.514 | ||
100 | 2023.05.15 16:00 | buy | 30 | 0.10 | 91.161 | 0.000 | 0.000 | ||
101 | 2023.05.15 16:00 | modify | 30 | 0.10 | 91.161 | 90.539 | 91.514 | ||
102 | 2023.05.15 16:00 | modify | 29 | 0.10 | 90.709 | 90.539 | 91.514 | ||
103 | 2023.05.15 16:00 | modify | 28 | 0.10 | 90.709 | 90.539 | 91.514 | ||
104 | 2023.05.15 16:00 | modify | 27 | 0.10 | 90.014 | 90.539 | 91.514 | ||
105 | 2023.05.17 16:00 | t/p | 27 | 0.10 | 91.514 | 90.539 | 91.514 | 103.80 | 11285.83 |
106 | 2023.05.17 16:00 | t/p | 28 | 0.10 | 91.514 | 90.539 | 91.514 | 55.64 | 11341.47 |
107 | 2023.05.17 16:00 | t/p | 29 | 0.10 | 91.514 | 90.539 | 91.514 | 55.64 | 11397.11 |
108 | 2023.05.17 16:00 | t/p | 30 | 0.10 | 91.514 | 90.539 | 91.514 | 24.94 | 11422.05 |
109 | 2023.06.15 05:00 | sell | 31 | 0.10 | 96.166 | 0.000 | 0.000 | ||
110 | 2023.06.15 05:00 | modify | 31 | 0.10 | 96.166 | 97.066 | 94.666 | ||
111 | 2023.06.16 07:00 | s/l | 31 | 0.10 | 97.066 | 97.066 | 94.666 | -61.95 | 11360.10 |
112 | 2023.06.28 02:00 | buy | 32 | 0.10 | 95.448 | 0.000 | 0.000 | ||
113 | 2023.06.28 02:00 | modify | 32 | 0.10 | 95.448 | 94.548 | 96.948 | ||
114 | 2023.06.30 14:00 | buy | 33 | 0.10 | 96.127 | 0.000 | 0.000 | ||
115 | 2023.06.30 14:00 | modify | 33 | 0.10 | 96.127 | 95.748 | 96.948 | ||
116 | 2023.06.30 14:00 | buy | 34 | 0.10 | 96.127 | 0.000 | 0.000 | ||
117 | 2023.06.30 14:00 | modify | 34 | 0.10 | 96.127 | 95.823 | 96.948 | ||
118 | 2023.06.30 14:00 | modify | 32 | 0.10 | 95.448 | 95.823 | 96.948 | ||
119 | 2023.06.30 15:00 | modify | 33 | 0.10 | 96.127 | 95.823 | 96.948 | ||
120 | 2023.07.03 17:00 | buy | 35 | 0.10 | 96.578 | 0.000 | 0.000 | ||
121 | 2023.07.03 17:00 | modify | 35 | 0.10 | 96.578 | 95.973 | 96.948 | ||
122 | 2023.07.03 17:00 | modify | 34 | 0.10 | 96.127 | 95.973 | 96.948 | ||
123 | 2023.07.03 17:00 | modify | 33 | 0.10 | 96.127 | 95.973 | 96.948 | ||
124 | 2023.07.03 17:00 | modify | 32 | 0.10 | 95.448 | 95.973 | 96.948 | ||
125 | 2023.07.06 01:00 | s/l | 32 | 0.10 | 95.973 | 95.973 | 96.948 | 40.46 | 11400.55 |
126 | 2023.07.06 01:00 | s/l | 33 | 0.10 | 95.973 | 95.973 | 96.948 | -7.58 | 11392.97 |
127 | 2023.07.06 01:00 | s/l | 34 | 0.10 | 95.973 | 95.973 | 96.948 | -7.58 | 11385.39 |
128 | 2023.07.06 01:00 | s/l | 35 | 0.10 | 95.973 | 95.973 | 96.948 | -38.68 | 11346.71 |
129 | 2023.07.31 07:00 | sell | 36 | 0.10 | 95.032 | 0.000 | 0.000 | ||
130 | 2023.07.31 07:00 | modify | 36 | 0.10 | 95.032 | 95.932 | 93.532 | ||
131 | 2023.08.03 08:00 | t/p | 36 | 0.10 | 93.532 | 95.932 | 93.532 | 97.66 | 11444.37 |
132 | 2023.12.07 09:00 | buy | 37 | 0.10 | 95.370 | 0.000 | 0.000 | ||
133 | 2023.12.07 09:00 | modify | 37 | 0.10 | 95.370 | 94.470 | 96.870 | ||
134 | 2023.12.07 18:00 | s/l | 37 | 0.10 | 94.470 | 94.470 | 96.870 | -61.12 | 11383.25 |
135 | 2023.12.19 09:00 | sell | 38 | 0.10 | 97.260 | 0.000 | 0.000 | ||
136 | 2023.12.19 09:00 | modify | 38 | 0.10 | 97.260 | 98.160 | 95.760 | ||
137 | 2023.12.20 23:00 | sell | 39 | 0.10 | 96.576 | 0.000 | 0.000 | ||
138 | 2023.12.20 23:00 | modify | 39 | 0.10 | 96.576 | 96.960 | 95.760 | ||
139 | 2023.12.20 23:00 | sell | 40 | 0.10 | 96.576 | 0.000 | 0.000 | ||
140 | 2023.12.20 23:00 | modify | 40 | 0.10 | 96.576 | 96.885 | 95.760 | ||
141 | 2023.12.20 23:00 | modify | 38 | 0.10 | 97.260 | 96.885 | 95.760 | ||
142 | 2023.12.21 00:00 | modify | 39 | 0.10 | 96.576 | 96.885 | 95.760 | ||
143 | 2023.12.22 15:00 | s/l | 38 | 0.10 | 96.885 | 96.885 | 95.760 | 21.26 | 11404.51 |
144 | 2023.12.22 15:00 | s/l | 39 | 0.10 | 96.885 | 96.885 | 95.760 | -24.35 | 11380.16 |
145 | 2023.12.22 15:00 | s/l | 40 | 0.10 | 96.885 | 96.885 | 95.760 | -24.35 | 11355.81 |