Symbol | EURJPY (Euro 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=11; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2610 | Ticks modelled | 4219 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1452.77 | Gross profit | 2305.70 | Gross loss | -852.92 |
Profit factor | 2.70 | Expected payoff | 29.65 | ||
Absolute drawdown | 121.48 | Maximal drawdown | 233.61 (2.01%) | Relative drawdown | 2.01% (233.61) |
Total trades | 49 | Short positions (won %) | 26 (57.69%) | Long positions (won %) | 23 (56.52%) |
Profit trades (% of total) | 28 (57.14%) | Loss trades (% of total) | 21 (42.86%) | ||
Largest | profit trade | 106.46 | loss trade | -44.58 | |
Average | profit trade | 82.35 | loss trade | -40.62 | |
Maximum | consecutive wins (profit in money) | 9 (792.32) | consecutive losses (loss in money) | 4 (-161.46) | |
Maximal | consecutive profit (count of wins) | 792.32 (9) | consecutive loss (count of losses) | -161.46 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 04:00 | buy | 1 | 0.10 | 138.534 | 0.000 | 0.000 | ||
2 | 2023.01.03 04:00 | modify | 1 | 0.10 | 138.534 | 137.934 | 140.034 | ||
3 | 2023.01.03 12:00 | s/l | 1 | 0.10 | 137.934 | 137.934 | 140.034 | -40.75 | 9959.25 |
4 | 2023.01.04 16:00 | sell | 2 | 0.10 | 139.970 | 0.000 | 0.000 | ||
5 | 2023.01.04 16:00 | modify | 2 | 0.10 | 139.970 | 140.570 | 138.470 | ||
6 | 2023.01.04 20:00 | s/l | 2 | 0.10 | 140.570 | 140.570 | 138.470 | -40.74 | 9918.51 |
7 | 2023.01.12 16:00 | buy | 3 | 0.10 | 140.342 | 0.000 | 0.000 | ||
8 | 2023.01.12 16:00 | modify | 3 | 0.10 | 140.342 | 139.742 | 141.842 | ||
9 | 2023.01.13 08:00 | s/l | 3 | 0.10 | 139.742 | 139.742 | 141.842 | -39.99 | 9878.52 |
10 | 2023.01.18 04:00 | sell | 4 | 0.10 | 141.277 | 0.000 | 0.000 | ||
11 | 2023.01.18 04:00 | modify | 4 | 0.10 | 141.277 | 141.877 | 139.777 | ||
12 | 2023.01.18 12:00 | t/p | 4 | 0.10 | 139.777 | 141.877 | 139.777 | 101.86 | 9980.38 |
13 | 2023.01.20 12:00 | sell | 5 | 0.10 | 140.626 | 0.000 | 0.000 | ||
14 | 2023.01.20 12:00 | modify | 5 | 0.10 | 140.626 | 141.226 | 139.126 | ||
15 | 2023.01.23 08:00 | s/l | 5 | 0.10 | 141.226 | 141.226 | 139.126 | -42.03 | 9938.36 |
16 | 2023.01.23 08:00 | sell | 6 | 0.10 | 142.017 | 0.000 | 0.000 | ||
17 | 2023.01.23 08:00 | modify | 6 | 0.10 | 142.017 | 142.617 | 140.517 | ||
18 | 2023.01.26 04:00 | sell | 7 | 0.10 | 141.113 | 0.000 | 0.000 | ||
19 | 2023.01.26 04:00 | modify | 7 | 0.10 | 141.113 | 141.642 | 140.517 | ||
20 | 2023.01.26 04:00 | modify | 6 | 0.10 | 142.017 | 141.642 | 140.517 | ||
21 | 2023.01.26 12:00 | s/l | 6 | 0.10 | 141.642 | 141.642 | 140.517 | 19.06 | 9957.42 |
22 | 2023.01.26 12:00 | s/l | 7 | 0.10 | 141.642 | 141.642 | 140.517 | -35.93 | 9921.49 |
23 | 2023.02.02 16:00 | buy | 8 | 0.10 | 140.472 | 0.000 | 0.000 | ||
24 | 2023.02.02 16:00 | modify | 8 | 0.10 | 140.472 | 139.872 | 141.972 | ||
25 | 2023.02.03 16:00 | t/p | 8 | 0.10 | 141.972 | 139.872 | 141.972 | 102.63 | 10024.12 |
26 | 2023.02.03 16:00 | sell | 9 | 0.10 | 142.320 | 0.000 | 0.000 | ||
27 | 2023.02.03 16:00 | modify | 9 | 0.10 | 142.320 | 142.920 | 140.820 | ||
28 | 2023.02.07 16:00 | t/p | 9 | 0.10 | 140.820 | 142.920 | 140.820 | 99.30 | 10123.43 |
29 | 2023.02.07 16:00 | buy | 10 | 0.10 | 140.362 | 0.000 | 0.000 | ||
30 | 2023.02.07 16:00 | modify | 10 | 0.10 | 140.362 | 139.762 | 141.862 | ||
31 | 2023.02.10 12:00 | s/l | 10 | 0.10 | 139.762 | 139.762 | 141.862 | -36.93 | 10086.50 |
32 | 2023.02.10 12:00 | buy | 11 | 0.10 | 140.000 | 0.000 | 0.000 | ||
33 | 2023.02.10 12:00 | modify | 11 | 0.10 | 140.000 | 139.400 | 141.500 | ||
34 | 2023.02.13 04:00 | buy | 12 | 0.10 | 140.775 | 0.000 | 0.000 | ||
35 | 2023.02.13 04:00 | modify | 12 | 0.10 | 140.775 | 140.075 | 141.500 | ||
36 | 2023.02.13 04:00 | modify | 11 | 0.10 | 140.000 | 140.075 | 141.500 | ||
37 | 2023.02.13 12:00 | t/p | 11 | 0.10 | 141.500 | 140.075 | 141.500 | 102.62 | 10189.12 |
38 | 2023.02.13 12:00 | t/p | 12 | 0.10 | 141.500 | 140.075 | 141.500 | 49.23 | 10238.35 |
39 | 2023.02.13 16:00 | sell | 13 | 0.10 | 142.355 | 0.000 | 0.000 | ||
40 | 2023.02.13 16:00 | modify | 13 | 0.10 | 142.355 | 142.955 | 140.855 | ||
41 | 2023.02.14 20:00 | s/l | 13 | 0.10 | 142.955 | 142.955 | 140.855 | -42.03 | 10196.32 |
42 | 2023.03.15 08:00 | sell | 14 | 0.10 | 144.816 | 0.000 | 0.000 | ||
43 | 2023.03.15 08:00 | modify | 14 | 0.10 | 144.816 | 145.416 | 143.316 | ||
44 | 2023.03.15 12:00 | t/p | 14 | 0.10 | 143.316 | 145.416 | 143.316 | 101.86 | 10298.18 |
45 | 2023.03.15 12:00 | buy | 15 | 0.10 | 141.401 | 0.000 | 0.000 | ||
46 | 2023.03.15 12:00 | modify | 15 | 0.10 | 141.401 | 140.801 | 142.901 | ||
47 | 2023.03.15 16:00 | s/l | 15 | 0.10 | 140.801 | 140.801 | 142.901 | -40.75 | 10257.43 |
48 | 2023.03.21 12:00 | sell | 16 | 0.10 | 142.569 | 0.000 | 0.000 | ||
49 | 2023.03.21 12:00 | modify | 16 | 0.10 | 142.569 | 143.169 | 141.069 | ||
50 | 2023.03.22 12:00 | s/l | 16 | 0.10 | 143.169 | 143.169 | 141.069 | -42.03 | 10215.40 |
51 | 2023.03.22 12:00 | sell | 17 | 0.10 | 143.485 | 0.000 | 0.000 | ||
52 | 2023.03.22 12:00 | modify | 17 | 0.10 | 143.485 | 144.085 | 141.985 | ||
53 | 2023.03.23 20:00 | t/p | 17 | 0.10 | 141.985 | 144.085 | 141.985 | 98.02 | 10313.43 |
54 | 2023.03.23 20:00 | buy | 18 | 0.10 | 141.552 | 0.000 | 0.000 | ||
55 | 2023.03.23 20:00 | modify | 18 | 0.10 | 141.552 | 140.952 | 143.052 | ||
56 | 2023.03.24 04:00 | s/l | 18 | 0.10 | 140.952 | 140.952 | 143.052 | -39.98 | 10273.45 |
57 | 2023.03.29 12:00 | sell | 19 | 0.10 | 143.495 | 0.000 | 0.000 | ||
58 | 2023.03.29 12:00 | modify | 19 | 0.10 | 143.495 | 144.095 | 141.995 | ||
59 | 2023.03.30 00:00 | s/l | 19 | 0.10 | 144.095 | 144.095 | 141.995 | -44.58 | 10228.87 |
60 | 2023.03.30 16:00 | sell | 20 | 0.10 | 144.626 | 0.000 | 0.000 | ||
61 | 2023.03.30 16:00 | modify | 20 | 0.10 | 144.626 | 145.226 | 143.126 | ||
62 | 2023.03.31 00:00 | s/l | 20 | 0.10 | 145.226 | 145.226 | 143.126 | -42.02 | 10186.85 |
63 | 2023.03.31 00:00 | sell | 21 | 0.10 | 145.247 | 0.000 | 0.000 | ||
64 | 2023.03.31 00:00 | modify | 21 | 0.10 | 145.247 | 145.847 | 143.747 | ||
65 | 2023.03.31 16:00 | sell | 22 | 0.10 | 144.323 | 0.000 | 0.000 | ||
66 | 2023.03.31 16:00 | modify | 22 | 0.10 | 144.323 | 144.872 | 143.747 | ||
67 | 2023.03.31 16:00 | modify | 21 | 0.10 | 145.247 | 144.872 | 143.747 | ||
68 | 2023.04.03 04:00 | t/p | 21 | 0.10 | 143.747 | 144.872 | 143.747 | 100.58 | 10287.43 |
69 | 2023.04.03 04:00 | t/p | 22 | 0.10 | 143.747 | 144.872 | 143.747 | 37.83 | 10325.27 |
70 | 2023.04.05 16:00 | buy | 23 | 0.10 | 143.087 | 0.000 | 0.000 | ||
71 | 2023.04.05 16:00 | modify | 23 | 0.10 | 143.087 | 142.487 | 144.587 | ||
72 | 2023.04.06 16:00 | buy | 24 | 0.10 | 143.855 | 0.000 | 0.000 | ||
73 | 2023.04.06 16:00 | modify | 24 | 0.10 | 143.855 | 143.162 | 144.587 | ||
74 | 2023.04.06 16:00 | modify | 23 | 0.10 | 143.087 | 143.162 | 144.587 | ||
75 | 2023.04.10 04:00 | t/p | 23 | 0.10 | 144.587 | 143.162 | 144.587 | 105.68 | 10430.95 |
76 | 2023.04.10 04:00 | t/p | 24 | 0.10 | 144.587 | 143.162 | 144.587 | 51.24 | 10482.19 |
77 | 2023.04.25 20:00 | buy | 25 | 0.10 | 146.470 | 0.000 | 0.000 | ||
78 | 2023.04.25 20:00 | modify | 25 | 0.10 | 146.470 | 145.870 | 147.970 | ||
79 | 2023.04.27 08:00 | t/p | 25 | 0.10 | 147.970 | 145.870 | 147.970 | 104.93 | 10587.12 |
80 | 2023.04.28 08:00 | sell | 26 | 0.10 | 149.312 | 0.000 | 0.000 | ||
81 | 2023.04.28 08:00 | modify | 26 | 0.10 | 149.312 | 149.912 | 147.812 | ||
82 | 2023.04.28 16:00 | s/l | 26 | 0.10 | 149.912 | 149.912 | 147.812 | -40.74 | 10546.38 |
83 | 2023.05.04 16:00 | buy | 27 | 0.10 | 147.290 | 0.000 | 0.000 | ||
84 | 2023.05.04 16:00 | modify | 27 | 0.10 | 147.290 | 146.690 | 148.790 | ||
85 | 2023.05.05 04:00 | buy | 28 | 0.10 | 148.058 | 0.000 | 0.000 | ||
86 | 2023.05.05 04:00 | modify | 28 | 0.10 | 148.058 | 147.365 | 148.790 | ||
87 | 2023.05.05 04:00 | modify | 27 | 0.10 | 147.290 | 147.365 | 148.790 | ||
88 | 2023.05.08 00:00 | t/p | 27 | 0.10 | 148.790 | 147.365 | 148.790 | 103.40 | 10649.77 |
89 | 2023.05.08 00:00 | t/p | 28 | 0.10 | 148.790 | 147.365 | 148.790 | 50.48 | 10700.26 |
90 | 2023.05.11 16:00 | buy | 29 | 0.10 | 146.801 | 0.000 | 0.000 | ||
91 | 2023.05.11 16:00 | modify | 29 | 0.10 | 146.801 | 146.201 | 148.301 | ||
92 | 2023.05.15 04:00 | buy | 30 | 0.10 | 147.862 | 0.000 | 0.000 | ||
93 | 2023.05.15 04:00 | modify | 30 | 0.10 | 147.862 | 147.401 | 148.301 | ||
94 | 2023.05.15 04:00 | modify | 29 | 0.10 | 146.801 | 147.401 | 148.301 | ||
95 | 2023.05.16 16:00 | t/p | 29 | 0.10 | 148.301 | 147.401 | 148.301 | 104.16 | 10804.42 |
96 | 2023.05.16 16:00 | t/p | 30 | 0.10 | 148.301 | 147.401 | 148.301 | 30.58 | 10835.01 |
97 | 2023.06.15 08:00 | sell | 31 | 0.10 | 152.949 | 0.000 | 0.000 | ||
98 | 2023.06.15 08:00 | modify | 31 | 0.10 | 152.949 | 153.549 | 151.449 | ||
99 | 2023.06.15 16:00 | s/l | 31 | 0.10 | 153.549 | 153.549 | 151.449 | -40.74 | 10794.27 |
100 | 2023.06.16 04:00 | sell | 32 | 0.10 | 153.709 | 0.000 | 0.000 | ||
101 | 2023.06.16 04:00 | modify | 32 | 0.10 | 153.709 | 154.309 | 152.209 | ||
102 | 2023.06.16 08:00 | s/l | 32 | 0.10 | 154.309 | 154.309 | 152.209 | -40.74 | 10753.53 |
103 | 2023.07.21 12:00 | sell | 33 | 0.10 | 157.627 | 0.000 | 0.000 | ||
104 | 2023.07.21 12:00 | modify | 33 | 0.10 | 157.627 | 158.227 | 156.127 | ||
105 | 2023.07.24 08:00 | sell | 34 | 0.10 | 156.712 | 0.000 | 0.000 | ||
106 | 2023.07.24 08:00 | modify | 34 | 0.10 | 156.712 | 157.252 | 156.127 | ||
107 | 2023.07.24 08:00 | modify | 33 | 0.10 | 157.627 | 157.252 | 156.127 | ||
108 | 2023.07.25 12:00 | t/p | 33 | 0.10 | 156.127 | 157.252 | 156.127 | 99.30 | 10852.83 |
109 | 2023.07.25 12:00 | t/p | 34 | 0.10 | 156.127 | 157.252 | 156.127 | 38.45 | 10891.28 |
110 | 2023.07.27 20:00 | buy | 35 | 0.10 | 152.538 | 0.000 | 0.000 | ||
111 | 2023.07.27 20:00 | modify | 35 | 0.10 | 152.538 | 151.938 | 154.038 | ||
112 | 2023.07.28 04:00 | t/p | 35 | 0.10 | 154.038 | 151.938 | 154.038 | 102.62 | 10993.90 |
113 | 2023.08.10 16:00 | sell | 36 | 0.10 | 159.070 | 0.000 | 0.000 | ||
114 | 2023.08.10 16:00 | modify | 36 | 0.10 | 159.070 | 159.670 | 157.570 | ||
115 | 2023.08.23 08:00 | t/p | 36 | 0.10 | 157.570 | 159.670 | 157.570 | 87.79 | 11081.69 |
116 | 2023.08.23 08:00 | buy | 37 | 0.10 | 157.317 | 0.000 | 0.000 | ||
117 | 2023.08.23 08:00 | modify | 37 | 0.10 | 157.317 | 156.717 | 158.817 | ||
118 | 2023.08.29 12:00 | t/p | 37 | 0.10 | 158.817 | 156.717 | 158.817 | 106.46 | 11188.15 |
119 | 2023.10.03 16:00 | buy | 38 | 0.10 | 155.947 | 0.000 | 0.000 | ||
120 | 2023.10.03 16:00 | modify | 38 | 0.10 | 155.947 | 155.347 | 157.447 | ||
121 | 2023.10.06 12:00 | t/p | 38 | 0.10 | 157.447 | 155.347 | 157.447 | 105.68 | 11293.83 |
122 | 2023.10.06 20:00 | sell | 39 | 0.10 | 158.141 | 0.000 | 0.000 | ||
123 | 2023.10.06 20:00 | modify | 39 | 0.10 | 158.141 | 158.741 | 156.641 | ||
124 | 2023.10.09 04:00 | sell | 40 | 0.10 | 157.390 | 0.000 | 0.000 | ||
125 | 2023.10.09 04:00 | modify | 40 | 0.10 | 157.390 | 158.066 | 156.641 | ||
126 | 2023.10.09 04:00 | modify | 39 | 0.10 | 158.141 | 158.066 | 156.641 | ||
127 | 2023.10.09 16:00 | t/p | 39 | 0.10 | 156.641 | 158.066 | 156.641 | 100.58 | 11394.41 |
128 | 2023.10.09 16:00 | t/p | 40 | 0.10 | 156.641 | 158.066 | 156.641 | 50.86 | 11445.27 |
129 | 2023.10.31 12:00 | sell | 41 | 0.10 | 160.615 | 0.000 | 0.000 | ||
130 | 2023.10.31 12:00 | modify | 41 | 0.10 | 160.615 | 161.215 | 159.115 | ||
131 | 2023.11.01 16:00 | t/p | 41 | 0.10 | 159.115 | 161.215 | 159.115 | 100.57 | 11545.84 |
132 | 2023.11.17 12:00 | buy | 42 | 0.10 | 162.484 | 0.000 | 0.000 | ||
133 | 2023.11.17 12:00 | modify | 42 | 0.10 | 162.484 | 161.884 | 163.984 | ||
134 | 2023.11.20 12:00 | s/l | 42 | 0.10 | 161.884 | 161.884 | 163.984 | -39.98 | 11505.87 |
135 | 2023.12.01 16:00 | buy | 43 | 0.10 | 159.982 | 0.000 | 0.000 | ||
136 | 2023.12.01 16:00 | modify | 43 | 0.10 | 159.982 | 159.382 | 161.482 | ||
137 | 2023.12.04 00:00 | s/l | 43 | 0.10 | 159.382 | 159.382 | 161.482 | -39.99 | 11465.88 |
138 | 2023.12.04 00:00 | buy | 44 | 0.10 | 159.355 | 0.000 | 0.000 | ||
139 | 2023.12.04 00:00 | modify | 44 | 0.10 | 159.355 | 158.755 | 160.855 | ||
140 | 2023.12.04 16:00 | s/l | 44 | 0.10 | 158.755 | 158.755 | 160.855 | -40.75 | 11425.13 |
141 | 2023.12.07 08:00 | buy | 45 | 0.10 | 157.114 | 0.000 | 0.000 | ||
142 | 2023.12.07 08:00 | modify | 45 | 0.10 | 157.114 | 156.514 | 158.614 | ||
143 | 2023.12.07 12:00 | s/l | 45 | 0.10 | 156.514 | 156.514 | 158.614 | -40.75 | 11384.38 |
144 | 2023.12.11 08:00 | sell | 46 | 0.10 | 157.444 | 0.000 | 0.000 | ||
145 | 2023.12.11 08:00 | modify | 46 | 0.10 | 157.444 | 158.044 | 155.944 | ||
146 | 2023.12.13 16:00 | sell | 47 | 0.10 | 156.689 | 0.000 | 0.000 | ||
147 | 2023.12.13 16:00 | modify | 47 | 0.10 | 156.689 | 157.369 | 155.944 | ||
148 | 2023.12.13 16:00 | modify | 46 | 0.10 | 157.444 | 157.369 | 155.944 | ||
149 | 2023.12.13 20:00 | t/p | 46 | 0.10 | 155.944 | 157.369 | 155.944 | 99.30 | 11483.68 |
150 | 2023.12.13 20:00 | t/p | 47 | 0.10 | 155.944 | 157.369 | 155.944 | 50.59 | 11534.27 |
151 | 2023.12.14 00:00 | buy | 48 | 0.10 | 155.420 | 0.000 | 0.000 | ||
152 | 2023.12.14 00:00 | modify | 48 | 0.10 | 155.420 | 154.820 | 156.920 | ||
153 | 2023.12.14 04:00 | s/l | 48 | 0.10 | 154.820 | 154.820 | 156.920 | -40.75 | 11493.52 |
154 | 2023.12.19 04:00 | sell | 49 | 0.10 | 156.796 | 0.000 | 0.000 | ||
155 | 2023.12.19 04:00 | modify | 49 | 0.10 | 156.796 | 157.396 | 155.296 | ||
156 | 2023.12.19 08:00 | s/l | 49 | 0.10 | 157.396 | 157.396 | 155.296 | -40.75 | 11452.77 |