Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 2614 | Ticks modelled | 79376 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1006.74 | Gross profit | 1190.00 | Gross loss | -183.26 |
Profit factor | 6.49 | Expected payoff | 37.29 | ||
Absolute drawdown | 44.43 | Maximal drawdown | 216.44 (2.00%) | Relative drawdown | 2.00% (216.44) |
Total trades | 27 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 13 (84.62%) |
Profit trades (% of total) | 22 (81.48%) | Loss trades (% of total) | 5 (18.52%) | ||
Largest | profit trade | 104.43 | loss trade | -41.07 | |
Average | profit trade | 54.09 | loss trade | -36.65 | |
Maximum | consecutive wins (profit in money) | 11 (611.18) | consecutive losses (loss in money) | 2 (-63.56) | |
Maximal | consecutive profit (count of wins) | 611.18 (11) | consecutive loss (count of losses) | -63.56 (2) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.01 08:00 | sell | 1 | 0.10 | 90.777 | 0.000 | 0.000 | ||
2 | 2023.05.01 08:00 | modify | 1 | 0.10 | 90.777 | 91.377 | 89.277 | ||
3 | 2023.05.02 04:10 | s/l | 1 | 0.10 | 91.377 | 91.377 | 89.277 | -41.07 | 9958.93 |
4 | 2023.05.02 12:00 | sell | 2 | 0.10 | 92.043 | 0.000 | 0.000 | ||
5 | 2023.05.02 12:00 | modify | 2 | 0.10 | 92.043 | 92.643 | 90.543 | ||
6 | 2023.05.02 17:35 | sell | 3 | 0.10 | 91.126 | 0.000 | 0.000 | ||
7 | 2023.05.02 17:35 | modify | 3 | 0.10 | 91.126 | 91.668 | 90.543 | ||
8 | 2023.05.02 17:35 | modify | 2 | 0.10 | 92.043 | 91.668 | 90.543 | ||
9 | 2023.05.02 21:15 | sell | 4 | 0.10 | 90.832 | 0.000 | 0.000 | ||
10 | 2023.05.02 21:15 | modify | 4 | 0.10 | 90.832 | 91.518 | 90.543 | ||
11 | 2023.05.02 21:15 | modify | 3 | 0.10 | 91.126 | 91.518 | 90.543 | ||
12 | 2023.05.02 21:15 | modify | 2 | 0.10 | 92.043 | 91.518 | 90.543 | ||
13 | 2023.05.03 07:30 | t/p | 2 | 0.10 | 90.543 | 91.518 | 90.543 | 99.76 | 10058.69 |
14 | 2023.05.03 07:30 | t/p | 3 | 0.10 | 90.543 | 91.518 | 90.543 | 38.27 | 10096.96 |
15 | 2023.05.03 07:30 | t/p | 4 | 0.10 | 90.543 | 91.518 | 90.543 | 18.55 | 10115.51 |
16 | 2023.07.07 12:00 | buy | 5 | 0.10 | 95.073 | 0.000 | 0.000 | ||
17 | 2023.07.07 12:00 | modify | 5 | 0.10 | 95.073 | 94.473 | 96.573 | ||
18 | 2023.07.10 09:40 | s/l | 5 | 0.10 | 94.473 | 94.473 | 96.573 | -39.79 | 10075.72 |
19 | 2023.07.11 16:00 | buy | 6 | 0.10 | 93.651 | 0.000 | 0.000 | ||
20 | 2023.07.11 16:00 | modify | 6 | 0.10 | 93.651 | 93.051 | 95.151 | ||
21 | 2023.07.13 03:59 | buy | 7 | 0.10 | 94.420 | 0.000 | 0.000 | ||
22 | 2023.07.13 03:59 | modify | 7 | 0.10 | 94.420 | 93.726 | 95.151 | ||
23 | 2023.07.13 03:59 | modify | 6 | 0.10 | 93.651 | 93.726 | 95.151 | ||
24 | 2023.07.13 05:50 | buy | 8 | 0.10 | 94.563 | 0.000 | 0.000 | ||
25 | 2023.07.13 05:50 | modify | 8 | 0.10 | 94.563 | 94.026 | 95.151 | ||
26 | 2023.07.13 05:50 | modify | 7 | 0.10 | 94.420 | 94.026 | 95.151 | ||
27 | 2023.07.13 05:50 | modify | 6 | 0.10 | 93.651 | 94.026 | 95.151 | ||
28 | 2023.07.13 09:30 | buy | 9 | 0.10 | 94.880 | 0.000 | 0.000 | ||
29 | 2023.07.13 09:30 | modify | 9 | 0.10 | 94.880 | 94.176 | 95.151 | ||
30 | 2023.07.13 09:30 | modify | 8 | 0.10 | 94.563 | 94.176 | 95.151 | ||
31 | 2023.07.13 09:30 | modify | 7 | 0.10 | 94.420 | 94.176 | 95.151 | ||
32 | 2023.07.13 09:30 | modify | 6 | 0.10 | 93.651 | 94.176 | 95.151 | ||
33 | 2023.07.13 12:40 | t/p | 6 | 0.10 | 95.151 | 94.176 | 95.151 | 102.55 | 10178.27 |
34 | 2023.07.13 12:40 | t/p | 7 | 0.10 | 95.151 | 94.176 | 95.151 | 49.06 | 10227.33 |
35 | 2023.07.13 12:40 | t/p | 8 | 0.10 | 95.151 | 94.176 | 95.151 | 39.46 | 10266.79 |
36 | 2023.07.13 12:40 | t/p | 9 | 0.10 | 95.151 | 94.176 | 95.151 | 18.19 | 10284.98 |
37 | 2023.08.03 12:00 | buy | 10 | 0.10 | 93.327 | 0.000 | 0.000 | ||
38 | 2023.08.03 12:00 | modify | 10 | 0.10 | 93.327 | 92.727 | 94.827 | ||
39 | 2023.08.09 07:59 | buy | 11 | 0.10 | 94.099 | 0.000 | 0.000 | ||
40 | 2023.08.09 07:59 | modify | 11 | 0.10 | 94.099 | 93.402 | 94.827 | ||
41 | 2023.08.09 07:59 | modify | 10 | 0.10 | 93.327 | 93.402 | 94.827 | ||
42 | 2023.08.10 04:30 | buy | 12 | 0.10 | 94.237 | 0.000 | 0.000 | ||
43 | 2023.08.10 04:30 | modify | 12 | 0.10 | 94.237 | 93.702 | 94.827 | ||
44 | 2023.08.10 04:30 | modify | 11 | 0.10 | 94.099 | 93.702 | 94.827 | ||
45 | 2023.08.10 04:30 | modify | 10 | 0.10 | 93.327 | 93.702 | 94.827 | ||
46 | 2023.08.10 13:30 | t/p | 10 | 0.10 | 94.827 | 93.702 | 94.827 | 103.97 | 10388.95 |
47 | 2023.08.10 13:30 | t/p | 11 | 0.10 | 94.827 | 93.702 | 94.827 | 50.28 | 10439.23 |
48 | 2023.08.10 13:30 | t/p | 12 | 0.10 | 94.827 | 93.702 | 94.827 | 39.59 | 10478.82 |
49 | 2023.09.29 08:00 | sell | 13 | 0.10 | 96.387 | 0.000 | 0.000 | ||
50 | 2023.09.29 08:00 | modify | 13 | 0.10 | 96.387 | 96.987 | 94.887 | ||
51 | 2023.10.02 13:30 | sell | 14 | 0.10 | 95.609 | 0.000 | 0.000 | ||
52 | 2023.10.02 13:30 | modify | 14 | 0.10 | 95.609 | 96.312 | 94.887 | ||
53 | 2023.10.02 13:30 | modify | 13 | 0.10 | 96.387 | 96.312 | 94.887 | ||
54 | 2023.10.02 14:55 | sell | 15 | 0.10 | 95.467 | 0.000 | 0.000 | ||
55 | 2023.10.02 14:55 | modify | 15 | 0.10 | 95.467 | 96.012 | 94.887 | ||
56 | 2023.10.02 14:55 | modify | 14 | 0.10 | 95.609 | 96.012 | 94.887 | ||
57 | 2023.10.02 14:55 | modify | 13 | 0.10 | 96.387 | 96.012 | 94.887 | ||
58 | 2023.10.03 04:30 | t/p | 13 | 0.10 | 94.887 | 96.012 | 94.887 | 98.93 | 10577.75 |
59 | 2023.10.03 04:30 | t/p | 14 | 0.10 | 94.887 | 96.012 | 94.887 | 47.59 | 10625.34 |
60 | 2023.10.03 04:30 | t/p | 15 | 0.10 | 94.887 | 96.012 | 94.887 | 38.07 | 10663.41 |
61 | 2023.11.06 08:00 | sell | 16 | 0.10 | 97.407 | 0.000 | 0.000 | ||
62 | 2023.11.06 08:00 | modify | 16 | 0.10 | 97.407 | 98.007 | 95.907 | ||
63 | 2023.11.07 05:05 | sell | 17 | 0.10 | 96.653 | 0.000 | 0.000 | ||
64 | 2023.11.07 05:05 | modify | 17 | 0.10 | 96.653 | 97.332 | 95.907 | ||
65 | 2023.11.07 05:05 | modify | 16 | 0.10 | 97.407 | 97.332 | 95.907 | ||
66 | 2023.11.07 14:40 | sell | 18 | 0.10 | 96.488 | 0.000 | 0.000 | ||
67 | 2023.11.07 14:40 | modify | 18 | 0.10 | 96.488 | 97.032 | 95.907 | ||
68 | 2023.11.07 14:40 | modify | 17 | 0.10 | 96.653 | 97.032 | 95.907 | ||
69 | 2023.11.07 14:40 | modify | 16 | 0.10 | 97.407 | 97.032 | 95.907 | ||
70 | 2023.11.08 02:40 | s/l | 16 | 0.10 | 97.032 | 97.032 | 95.907 | 23.49 | 10686.90 |
71 | 2023.11.08 02:40 | s/l | 17 | 0.10 | 97.032 | 97.032 | 95.907 | -26.25 | 10660.65 |
72 | 2023.11.08 02:40 | s/l | 18 | 0.10 | 97.032 | 97.032 | 95.907 | -37.31 | 10623.34 |
73 | 2023.12.27 12:00 | sell | 19 | 0.10 | 97.502 | 0.000 | 0.000 | ||
74 | 2023.12.27 12:00 | modify | 19 | 0.10 | 97.502 | 98.102 | 96.002 | ||
75 | 2023.12.28 04:50 | sell | 20 | 0.10 | 96.582 | 0.000 | 0.000 | ||
76 | 2023.12.28 04:50 | modify | 20 | 0.10 | 96.582 | 97.127 | 96.002 | ||
77 | 2023.12.28 04:50 | modify | 19 | 0.10 | 97.502 | 97.127 | 96.002 | ||
78 | 2023.12.28 05:45 | sell | 21 | 0.10 | 96.747 | 0.000 | 0.000 | ||
79 | 2023.12.28 05:45 | modify | 21 | 0.10 | 96.747 | 97.427 | 96.002 | ||
80 | 2023.12.28 05:50 | modify | 21 | 0.10 | 96.747 | 97.127 | 96.002 | ||
81 | 2023.12.28 08:33 | sell | 22 | 0.10 | 96.301 | 0.000 | 0.000 | ||
82 | 2023.12.28 08:33 | modify | 22 | 0.10 | 96.301 | 96.977 | 96.002 | ||
83 | 2023.12.28 08:33 | modify | 20 | 0.10 | 96.582 | 96.977 | 96.002 | ||
84 | 2023.12.28 08:33 | modify | 21 | 0.10 | 96.747 | 96.977 | 96.002 | ||
85 | 2023.12.28 08:33 | modify | 19 | 0.10 | 97.502 | 96.977 | 96.002 | ||
86 | 2023.12.29 21:40 | t/p | 19 | 0.10 | 96.002 | 96.977 | 96.002 | 97.27 | 10720.61 |
87 | 2023.12.29 21:40 | t/p | 20 | 0.10 | 96.002 | 96.977 | 96.002 | 38.06 | 10758.67 |
88 | 2023.12.29 21:40 | t/p | 21 | 0.10 | 96.002 | 96.977 | 96.002 | 49.13 | 10807.80 |
89 | 2023.12.29 21:40 | t/p | 22 | 0.10 | 96.002 | 96.977 | 96.002 | 19.22 | 10827.02 |
90 | 2024.02.01 16:00 | buy | 23 | 0.10 | 95.779 | 0.000 | 0.000 | ||
91 | 2024.02.01 16:00 | modify | 23 | 0.10 | 95.779 | 95.179 | 97.279 | ||
92 | 2024.02.02 02:30 | buy | 24 | 0.10 | 96.553 | 0.000 | 0.000 | ||
93 | 2024.02.02 02:30 | modify | 24 | 0.10 | 96.553 | 95.854 | 97.279 | ||
94 | 2024.02.02 02:30 | modify | 23 | 0.10 | 95.779 | 95.854 | 97.279 | ||
95 | 2024.02.02 07:30 | buy | 25 | 0.10 | 96.682 | 0.000 | 0.000 | ||
96 | 2024.02.02 07:30 | modify | 25 | 0.10 | 96.682 | 96.154 | 97.279 | ||
97 | 2024.02.02 07:30 | modify | 24 | 0.10 | 96.553 | 96.154 | 97.279 | ||
98 | 2024.02.02 07:30 | modify | 23 | 0.10 | 95.779 | 96.154 | 97.279 | ||
99 | 2024.02.08 06:30 | buy | 26 | 0.10 | 97.007 | 0.000 | 0.000 | ||
100 | 2024.02.08 06:30 | modify | 26 | 0.10 | 97.007 | 96.304 | 97.279 | ||
101 | 2024.02.08 06:30 | modify | 25 | 0.10 | 96.682 | 96.304 | 97.279 | ||
102 | 2024.02.08 06:30 | modify | 24 | 0.10 | 96.553 | 96.304 | 97.279 | ||
103 | 2024.02.08 06:30 | modify | 23 | 0.10 | 95.779 | 96.304 | 97.279 | ||
104 | 2024.02.09 08:40 | t/p | 23 | 0.10 | 97.279 | 96.304 | 97.279 | 104.43 | 10931.46 |
105 | 2024.02.09 08:40 | t/p | 24 | 0.10 | 97.279 | 96.304 | 97.279 | 52.03 | 10983.49 |
106 | 2024.02.09 08:40 | t/p | 25 | 0.10 | 97.279 | 96.304 | 97.279 | 43.37 | 11026.86 |
107 | 2024.02.09 08:40 | t/p | 26 | 0.10 | 97.279 | 96.304 | 97.279 | 18.72 | 11045.58 |
108 | 2024.02.28 16:00 | buy | 27 | 0.10 | 97.962 | 0.000 | 0.000 | ||
109 | 2024.02.28 16:00 | modify | 27 | 0.10 | 97.962 | 97.362 | 99.462 | ||
110 | 2024.02.29 09:40 | s/l | 27 | 0.10 | 97.362 | 97.362 | 99.462 | -38.84 | 11006.74 |