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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.5; 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 954.16 | Gross profit | 1296.33 | Gross loss | -342.16 |
Profit factor | 3.79 | Expected payoff | 47.71 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 121.43 (1.10%) | Relative drawdown | 1.10% (121.43) |
Total trades | 20 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 11 (90.91%) |
Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
Largest | profit trade | 106.67 | loss trade | -103.55 | |
Average | profit trade | 81.02 | loss trade | -85.54 | |
Maximum | consecutive wins (profit in money) | 5 (502.45) | consecutive losses (loss in money) | 1 (-103.55) | |
Maximal | consecutive profit (count of wins) | 502.45 (5) | consecutive loss (count of losses) | -103.55 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 12:00 | buy | 1 | 0.10 | 87.687 | 0.000 | 0.000 | ||
2 | 2023.01.03 12:00 | modify | 1 | 0.10 | 87.687 | 86.187 | 89.187 | ||
3 | 2023.01.04 12:00 | t/p | 1 | 0.10 | 89.187 | 86.187 | 89.187 | 102.35 | 10102.35 |
4 | 2023.01.04 16:00 | sell | 2 | 0.10 | 90.473 | 0.000 | 0.000 | ||
5 | 2023.01.04 16:00 | modify | 2 | 0.10 | 90.473 | 91.973 | 88.973 | ||
6 | 2023.01.13 16:00 | t/p | 2 | 0.10 | 88.973 | 91.973 | 88.973 | 92.59 | 10194.94 |
7 | 2023.01.13 16:00 | buy | 3 | 0.10 | 88.768 | 0.000 | 0.000 | ||
8 | 2023.01.13 16:00 | modify | 3 | 0.10 | 88.768 | 87.268 | 90.268 | ||
9 | 2023.01.18 04:00 | t/p | 3 | 0.10 | 90.268 | 87.268 | 90.268 | 103.31 | 10298.25 |
10 | 2023.01.18 04:00 | sell | 4 | 0.10 | 91.602 | 0.000 | 0.000 | ||
11 | 2023.01.18 04:00 | modify | 4 | 0.10 | 91.602 | 93.102 | 90.102 | ||
12 | 2023.01.18 16:00 | t/p | 4 | 0.10 | 90.102 | 93.102 | 90.102 | 101.86 | 10400.11 |
13 | 2023.01.19 04:00 | buy | 5 | 0.10 | 88.625 | 0.000 | 0.000 | ||
14 | 2023.01.19 04:00 | modify | 5 | 0.10 | 88.625 | 87.125 | 90.125 | ||
15 | 2023.01.20 16:00 | t/p | 5 | 0.10 | 90.125 | 87.125 | 90.125 | 102.34 | 10502.45 |
16 | 2023.01.20 16:00 | sell | 6 | 0.10 | 90.303 | 0.000 | 0.000 | ||
17 | 2023.01.20 16:00 | modify | 6 | 0.10 | 90.303 | 91.803 | 88.803 | ||
18 | 2023.01.23 16:00 | s/l | 6 | 0.10 | 91.803 | 91.803 | 88.803 | -102.70 | 10399.75 |
19 | 2023.03.15 16:00 | buy | 7 | 0.10 | 87.820 | 0.000 | 0.000 | ||
20 | 2023.03.15 16:00 | modify | 7 | 0.10 | 87.820 | 86.320 | 89.320 | ||
21 | 2023.03.17 04:00 | t/p | 7 | 0.10 | 89.320 | 86.320 | 89.320 | 103.79 | 10503.54 |
22 | 2023.03.24 12:00 | buy | 8 | 0.10 | 86.306 | 0.000 | 0.000 | ||
23 | 2023.03.24 12:00 | modify | 8 | 0.10 | 86.306 | 84.806 | 87.806 | ||
24 | 2023.03.27 20:00 | buy | 9 | 0.10 | 87.526 | 0.000 | 0.000 | ||
25 | 2023.03.27 20:00 | modify | 9 | 0.10 | 87.526 | 87.131 | 87.806 | ||
26 | 2023.03.27 20:00 | modify | 8 | 0.10 | 86.306 | 87.131 | 87.806 | ||
27 | 2023.03.28 16:00 | t/p | 8 | 0.10 | 87.806 | 87.131 | 87.806 | 102.83 | 10606.37 |
28 | 2023.03.28 16:00 | t/p | 9 | 0.10 | 87.806 | 87.131 | 87.806 | 19.50 | 10625.87 |
29 | 2023.04.05 12:00 | buy | 10 | 0.10 | 88.031 | 0.000 | 0.000 | ||
30 | 2023.04.05 12:00 | modify | 10 | 0.10 | 88.031 | 86.531 | 89.531 | ||
31 | 2023.04.12 04:00 | buy | 11 | 0.10 | 89.233 | 0.000 | 0.000 | ||
32 | 2023.04.12 04:00 | modify | 11 | 0.10 | 89.233 | 88.856 | 89.531 | ||
33 | 2023.04.12 04:00 | modify | 10 | 0.10 | 88.031 | 88.856 | 89.531 | ||
34 | 2023.04.13 08:00 | t/p | 10 | 0.10 | 89.531 | 88.856 | 89.531 | 106.67 | 10732.54 |
35 | 2023.04.13 08:00 | t/p | 11 | 0.10 | 89.531 | 88.856 | 89.531 | 21.68 | 10754.22 |
36 | 2023.04.28 16:00 | sell | 12 | 0.10 | 89.979 | 0.000 | 0.000 | ||
37 | 2023.04.28 16:00 | modify | 12 | 0.10 | 89.979 | 91.479 | 88.479 | ||
38 | 2023.05.02 08:00 | s/l | 12 | 0.10 | 91.479 | 91.479 | 88.479 | -103.55 | 10650.66 |
39 | 2023.05.02 08:00 | sell | 13 | 0.10 | 92.226 | 0.000 | 0.000 | ||
40 | 2023.05.02 08:00 | modify | 13 | 0.10 | 92.226 | 93.726 | 90.726 | ||
41 | 2023.05.02 16:00 | sell | 14 | 0.10 | 91.021 | 0.000 | 0.000 | ||
42 | 2023.05.02 16:00 | modify | 14 | 0.10 | 91.021 | 91.401 | 90.726 | ||
43 | 2023.05.02 16:00 | modify | 13 | 0.10 | 92.226 | 91.401 | 90.726 | ||
44 | 2023.05.03 04:00 | t/p | 13 | 0.10 | 90.726 | 91.401 | 90.726 | 101.02 | 10751.68 |
45 | 2023.05.03 04:00 | t/p | 14 | 0.10 | 90.726 | 91.401 | 90.726 | 19.19 | 10770.87 |
46 | 2023.07.27 20:00 | buy | 15 | 0.10 | 93.233 | 0.000 | 0.000 | ||
47 | 2023.07.27 20:00 | modify | 15 | 0.10 | 93.233 | 91.733 | 94.733 | ||
48 | 2023.07.31 08:00 | t/p | 15 | 0.10 | 94.733 | 91.733 | 94.733 | 102.82 | 10873.69 |
49 | 2023.07.31 08:00 | sell | 16 | 0.10 | 95.113 | 0.000 | 0.000 | ||
50 | 2023.07.31 08:00 | modify | 16 | 0.10 | 95.113 | 96.613 | 93.613 | ||
51 | 2023.08.03 00:00 | t/p | 16 | 0.10 | 93.613 | 96.613 | 93.613 | 97.65 | 10971.34 |
52 | 2023.10.03 16:00 | buy | 17 | 0.10 | 93.880 | 0.000 | 0.000 | ||
53 | 2023.10.03 16:00 | modify | 17 | 0.10 | 93.880 | 92.380 | 95.380 | ||
54 | 2023.10.06 20:00 | t/p | 17 | 0.10 | 95.380 | 92.380 | 95.380 | 104.26 | 11075.60 |
55 | 2023.12.07 12:00 | buy | 18 | 0.10 | 95.242 | 0.000 | 0.000 | ||
56 | 2023.12.07 12:00 | modify | 18 | 0.10 | 95.242 | 93.742 | 96.742 | ||
57 | 2023.12.07 20:00 | s/l | 18 | 0.10 | 93.742 | 93.742 | 96.742 | -101.87 | 10973.73 |
58 | 2023.12.19 12:00 | sell | 19 | 0.10 | 97.483 | 0.000 | 0.000 | ||
59 | 2023.12.19 12:00 | modify | 19 | 0.10 | 97.483 | 98.983 | 95.983 | ||
60 | 2023.12.21 00:00 | sell | 20 | 0.10 | 96.719 | 0.000 | 0.000 | ||
61 | 2023.12.21 00:00 | modify | 20 | 0.10 | 96.719 | 97.183 | 95.983 | ||
62 | 2023.12.21 00:00 | modify | 19 | 0.10 | 97.483 | 97.183 | 95.983 | ||
63 | 2023.12.26 20:00 | s/l | 19 | 0.10 | 97.183 | 97.183 | 95.983 | 14.47 | 10988.20 |
64 | 2023.12.26 20:00 | s/l | 20 | 0.10 | 97.183 | 97.183 | 95.983 | -34.04 | 10954.16 |