Symbol | USDJPY (US 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=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=50; 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=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 | 2615 | Ticks modelled | 79364 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1320.19 | Gross profit | 1671.96 | Gross loss | -351.76 |
Profit factor | 4.75 | Expected payoff | 38.83 | ||
Absolute drawdown | 23.78 | Maximal drawdown | 234.44 (2.28%) | Relative drawdown | 2.28% (234.44) |
Total trades | 34 | Short positions (won %) | 19 (78.95%) | Long positions (won %) | 15 (80.00%) |
Profit trades (% of total) | 27 (79.41%) | Loss trades (% of total) | 7 (20.59%) | ||
Largest | profit trade | 114.96 | loss trade | -98.69 | |
Average | profit trade | 61.92 | loss trade | -50.25 | |
Maximum | consecutive wins (profit in money) | 8 (502.32) | consecutive losses (loss in money) | 2 (-36.02) | |
Maximal | consecutive profit (count of wins) | 502.32 (8) | consecutive loss (count of losses) | -98.69 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.20 12:00 | buy | 1 | 0.10 | 131.079 | 0.000 | 0.000 | ||
2 | 2023.03.20 12:00 | modify | 1 | 0.10 | 131.079 | 129.779 | 132.579 | ||
3 | 2023.03.20 14:40 | buy | 2 | 0.10 | 131.841 | 0.000 | 0.000 | ||
4 | 2023.03.20 14:40 | modify | 2 | 0.10 | 131.841 | 131.229 | 132.579 | ||
5 | 2023.03.20 14:40 | buy | 3 | 0.10 | 131.841 | 0.000 | 0.000 | ||
6 | 2023.03.20 14:40 | modify | 3 | 0.10 | 131.841 | 131.604 | 132.579 | ||
7 | 2023.03.20 14:40 | modify | 1 | 0.10 | 131.079 | 131.604 | 132.579 | ||
8 | 2023.03.20 14:45 | modify | 2 | 0.10 | 131.841 | 131.604 | 132.579 | ||
9 | 2023.03.20 15:40 | s/l | 1 | 0.10 | 131.604 | 131.604 | 132.579 | 39.90 | 10039.90 |
10 | 2023.03.20 15:40 | s/l | 2 | 0.10 | 131.604 | 131.604 | 132.579 | -18.01 | 10021.89 |
11 | 2023.03.20 15:40 | s/l | 3 | 0.10 | 131.604 | 131.604 | 132.579 | -18.01 | 10003.88 |
12 | 2023.05.02 04:00 | sell | 4 | 0.10 | 137.493 | 0.000 | 0.000 | ||
13 | 2023.05.02 04:00 | modify | 4 | 0.10 | 137.493 | 138.793 | 135.993 | ||
14 | 2023.05.02 15:45 | sell | 5 | 0.10 | 136.639 | 0.000 | 0.000 | ||
15 | 2023.05.02 15:45 | modify | 5 | 0.10 | 136.639 | 137.043 | 135.993 | ||
16 | 2023.05.02 15:45 | modify | 4 | 0.10 | 137.493 | 137.043 | 135.993 | ||
17 | 2023.05.03 02:05 | t/p | 4 | 0.10 | 135.993 | 137.043 | 135.993 | 108.69 | 10112.57 |
18 | 2023.05.03 02:05 | t/p | 5 | 0.10 | 135.993 | 137.043 | 135.993 | 45.88 | 10158.46 |
19 | 2023.05.18 04:00 | sell | 6 | 0.10 | 137.584 | 0.000 | 0.000 | ||
20 | 2023.05.18 04:00 | modify | 6 | 0.10 | 137.584 | 138.884 | 136.084 | ||
21 | 2023.05.23 02:05 | s/l | 6 | 0.10 | 138.884 | 138.884 | 136.084 | -98.51 | 10059.94 |
22 | 2023.06.27 20:00 | sell | 7 | 0.10 | 144.001 | 0.000 | 0.000 | ||
23 | 2023.06.27 20:00 | modify | 7 | 0.10 | 144.001 | 145.301 | 142.501 | ||
24 | 2023.07.07 07:50 | sell | 8 | 0.10 | 143.170 | 0.000 | 0.000 | ||
25 | 2023.07.07 07:50 | modify | 8 | 0.10 | 143.170 | 143.551 | 142.501 | ||
26 | 2023.07.07 07:50 | modify | 7 | 0.10 | 144.001 | 143.551 | 142.501 | ||
27 | 2023.07.07 07:59 | sell | 9 | 0.10 | 143.233 | 0.000 | 0.000 | ||
28 | 2023.07.07 07:59 | modify | 9 | 0.10 | 143.233 | 143.851 | 142.501 | ||
29 | 2023.07.07 07:59 | sell | 10 | 0.10 | 143.233 | 0.000 | 0.000 | ||
30 | 2023.07.07 07:59 | modify | 10 | 0.10 | 143.233 | 143.476 | 142.501 | ||
31 | 2023.07.07 07:59 | modify | 8 | 0.10 | 143.170 | 143.476 | 142.501 | ||
32 | 2023.07.07 07:59 | modify | 7 | 0.10 | 144.001 | 143.476 | 142.501 | ||
33 | 2023.07.07 08:00 | modify | 9 | 0.10 | 143.233 | 143.476 | 142.501 | ||
34 | 2023.07.07 13:40 | t/p | 7 | 0.10 | 142.501 | 143.476 | 142.501 | 85.72 | 10145.67 |
35 | 2023.07.07 13:40 | t/p | 8 | 0.10 | 142.501 | 143.476 | 142.501 | 47.00 | 10192.67 |
36 | 2023.07.07 13:40 | t/p | 9 | 0.10 | 142.501 | 143.476 | 142.501 | 51.42 | 10244.09 |
37 | 2023.07.07 13:40 | t/p | 10 | 0.10 | 142.501 | 143.476 | 142.501 | 51.42 | 10295.51 |
38 | 2023.07.12 20:00 | buy | 11 | 0.10 | 138.486 | 0.000 | 0.000 | ||
39 | 2023.07.12 20:00 | modify | 11 | 0.10 | 138.486 | 137.186 | 139.986 | ||
40 | 2023.07.19 03:20 | buy | 12 | 0.10 | 139.252 | 0.000 | 0.000 | ||
41 | 2023.07.19 03:20 | modify | 12 | 0.10 | 139.252 | 138.636 | 139.986 | ||
42 | 2023.07.19 03:20 | buy | 13 | 0.10 | 139.252 | 0.000 | 0.000 | ||
43 | 2023.07.19 03:20 | modify | 13 | 0.10 | 139.252 | 139.011 | 139.986 | ||
44 | 2023.07.19 03:20 | modify | 11 | 0.10 | 138.486 | 139.011 | 139.986 | ||
45 | 2023.07.19 03:25 | modify | 12 | 0.10 | 139.252 | 139.011 | 139.986 | ||
46 | 2023.07.19 03:40 | buy | 14 | 0.10 | 139.329 | 0.000 | 0.000 | ||
47 | 2023.07.19 03:40 | modify | 14 | 0.10 | 139.329 | 138.936 | 139.986 | ||
48 | 2023.07.19 03:45 | modify | 14 | 0.10 | 139.329 | 139.011 | 139.986 | ||
49 | 2023.07.19 11:15 | t/p | 11 | 0.10 | 139.986 | 139.011 | 139.986 | 114.96 | 10410.47 |
50 | 2023.07.19 11:15 | t/p | 12 | 0.10 | 139.986 | 139.011 | 139.986 | 52.43 | 10462.90 |
51 | 2023.07.19 11:15 | t/p | 13 | 0.10 | 139.986 | 139.011 | 139.986 | 52.43 | 10515.33 |
52 | 2023.07.19 11:15 | t/p | 14 | 0.10 | 139.986 | 139.011 | 139.986 | 46.93 | 10562.26 |
53 | 2023.07.19 16:00 | sell | 15 | 0.10 | 139.764 | 0.000 | 0.000 | ||
54 | 2023.07.19 16:00 | modify | 15 | 0.10 | 139.764 | 141.064 | 138.264 | ||
55 | 2023.07.21 07:30 | s/l | 15 | 0.10 | 141.064 | 141.064 | 138.264 | -98.69 | 10463.57 |
56 | 2023.08.04 20:00 | buy | 16 | 0.10 | 141.842 | 0.000 | 0.000 | ||
57 | 2023.08.04 20:00 | modify | 16 | 0.10 | 141.842 | 140.542 | 143.342 | ||
58 | 2023.08.07 16:40 | buy | 17 | 0.10 | 142.613 | 0.000 | 0.000 | ||
59 | 2023.08.07 16:40 | modify | 17 | 0.10 | 142.613 | 141.992 | 143.342 | ||
60 | 2023.08.07 16:40 | buy | 18 | 0.10 | 142.613 | 0.000 | 0.000 | ||
61 | 2023.08.07 16:40 | modify | 18 | 0.10 | 142.613 | 142.367 | 143.342 | ||
62 | 2023.08.07 16:40 | modify | 16 | 0.10 | 141.842 | 142.367 | 143.342 | ||
63 | 2023.08.07 16:45 | modify | 17 | 0.10 | 142.613 | 142.367 | 143.342 | ||
64 | 2023.08.08 02:40 | t/p | 16 | 0.10 | 143.342 | 142.367 | 143.342 | 106.85 | 10570.42 |
65 | 2023.08.08 02:40 | t/p | 17 | 0.10 | 143.342 | 142.367 | 143.342 | 51.97 | 10622.39 |
66 | 2023.08.08 02:40 | t/p | 18 | 0.10 | 143.342 | 142.367 | 143.342 | 51.97 | 10674.35 |
67 | 2023.08.21 20:00 | sell | 19 | 0.10 | 146.228 | 0.000 | 0.000 | ||
68 | 2023.08.21 20:00 | modify | 19 | 0.10 | 146.228 | 147.528 | 144.728 | ||
69 | 2023.08.23 07:50 | sell | 20 | 0.10 | 145.389 | 0.000 | 0.000 | ||
70 | 2023.08.23 07:50 | modify | 20 | 0.10 | 145.389 | 145.778 | 144.728 | ||
71 | 2023.08.23 07:50 | modify | 19 | 0.10 | 146.228 | 145.778 | 144.728 | ||
72 | 2023.08.23 12:55 | sell | 21 | 0.10 | 145.478 | 0.000 | 0.000 | ||
73 | 2023.08.23 12:55 | modify | 21 | 0.10 | 145.478 | 146.078 | 144.728 | ||
74 | 2023.08.23 12:55 | sell | 22 | 0.10 | 145.478 | 0.000 | 0.000 | ||
75 | 2023.08.23 12:55 | modify | 22 | 0.10 | 145.478 | 145.703 | 144.728 | ||
76 | 2023.08.23 12:55 | modify | 20 | 0.10 | 145.389 | 145.703 | 144.728 | ||
77 | 2023.08.23 12:55 | modify | 19 | 0.10 | 146.228 | 145.703 | 144.728 | ||
78 | 2023.08.23 13:00 | modify | 21 | 0.10 | 145.478 | 145.703 | 144.728 | ||
79 | 2023.08.23 14:05 | t/p | 19 | 0.10 | 144.728 | 145.703 | 144.728 | 100.40 | 10774.75 |
80 | 2023.08.23 14:05 | t/p | 20 | 0.10 | 144.728 | 145.703 | 144.728 | 45.68 | 10820.43 |
81 | 2023.08.23 14:05 | t/p | 21 | 0.10 | 144.728 | 145.703 | 144.728 | 51.83 | 10872.26 |
82 | 2023.08.23 14:05 | t/p | 22 | 0.10 | 144.728 | 145.703 | 144.728 | 51.83 | 10924.09 |
83 | 2023.08.25 20:00 | sell | 23 | 0.10 | 146.374 | 0.000 | 0.000 | ||
84 | 2023.08.25 20:00 | modify | 23 | 0.10 | 146.374 | 147.674 | 144.874 | ||
85 | 2023.08.30 13:55 | sell | 24 | 0.10 | 145.616 | 0.000 | 0.000 | ||
86 | 2023.08.30 13:55 | modify | 24 | 0.10 | 145.616 | 146.224 | 144.874 | ||
87 | 2023.08.30 13:55 | sell | 25 | 0.10 | 145.616 | 0.000 | 0.000 | ||
88 | 2023.08.30 13:55 | modify | 25 | 0.10 | 145.616 | 145.849 | 144.874 | ||
89 | 2023.08.30 13:55 | modify | 23 | 0.10 | 146.374 | 145.849 | 144.874 | ||
90 | 2023.08.30 14:00 | modify | 24 | 0.10 | 145.616 | 145.849 | 144.874 | ||
91 | 2023.08.30 14:30 | s/l | 23 | 0.10 | 145.849 | 145.849 | 144.874 | 31.08 | 10955.17 |
92 | 2023.08.30 14:30 | s/l | 24 | 0.10 | 145.849 | 145.849 | 144.874 | -15.97 | 10939.20 |
93 | 2023.08.30 14:30 | s/l | 25 | 0.10 | 145.849 | 145.849 | 144.874 | -15.97 | 10923.23 |
94 | 2023.10.26 12:00 | sell | 26 | 0.10 | 150.428 | 0.000 | 0.000 | ||
95 | 2023.10.26 12:00 | modify | 26 | 0.10 | 150.428 | 151.728 | 148.928 | ||
96 | 2023.10.27 14:30 | sell | 27 | 0.10 | 149.661 | 0.000 | 0.000 | ||
97 | 2023.10.27 14:30 | modify | 27 | 0.10 | 149.661 | 150.278 | 148.928 | ||
98 | 2023.10.27 14:30 | sell | 28 | 0.10 | 149.661 | 0.000 | 0.000 | ||
99 | 2023.10.27 14:30 | modify | 28 | 0.10 | 149.661 | 149.903 | 148.928 | ||
100 | 2023.10.27 14:30 | modify | 26 | 0.10 | 150.428 | 149.903 | 148.928 | ||
101 | 2023.10.27 14:35 | modify | 27 | 0.10 | 149.661 | 149.903 | 148.928 | ||
102 | 2023.10.27 14:40 | sell | 29 | 0.10 | 149.582 | 0.000 | 0.000 | ||
103 | 2023.10.27 14:40 | modify | 29 | 0.10 | 149.582 | 149.978 | 148.928 | ||
104 | 2023.10.27 14:45 | modify | 29 | 0.10 | 149.582 | 149.903 | 148.928 | ||
105 | 2023.10.30 15:40 | t/p | 26 | 0.10 | 148.928 | 149.903 | 148.928 | 97.51 | 11020.73 |
106 | 2023.10.30 15:40 | t/p | 27 | 0.10 | 148.928 | 149.903 | 148.928 | 47.61 | 11068.35 |
107 | 2023.10.30 15:40 | t/p | 28 | 0.10 | 148.928 | 149.903 | 148.928 | 47.61 | 11115.96 |
108 | 2023.10.30 15:40 | t/p | 29 | 0.10 | 148.928 | 149.903 | 148.928 | 42.30 | 11158.26 |
109 | 2023.11.03 20:00 | buy | 30 | 0.10 | 149.496 | 0.000 | 0.000 | ||
110 | 2023.11.03 20:00 | modify | 30 | 0.10 | 149.496 | 148.196 | 150.996 | ||
111 | 2023.11.07 03:40 | buy | 31 | 0.10 | 150.253 | 0.000 | 0.000 | ||
112 | 2023.11.07 03:40 | modify | 31 | 0.10 | 150.253 | 149.646 | 150.996 | ||
113 | 2023.11.07 03:40 | buy | 32 | 0.10 | 150.253 | 0.000 | 0.000 | ||
114 | 2023.11.07 03:40 | modify | 32 | 0.10 | 150.253 | 150.021 | 150.996 | ||
115 | 2023.11.07 03:40 | modify | 30 | 0.10 | 149.496 | 150.021 | 150.996 | ||
116 | 2023.11.07 03:45 | modify | 31 | 0.10 | 150.253 | 150.021 | 150.996 | ||
117 | 2023.11.07 05:30 | buy | 33 | 0.10 | 150.330 | 0.000 | 0.000 | ||
118 | 2023.11.07 05:30 | modify | 33 | 0.10 | 150.330 | 149.946 | 150.996 | ||
119 | 2023.11.07 05:35 | modify | 33 | 0.10 | 150.330 | 150.021 | 150.996 | ||
120 | 2023.11.08 19:20 | t/p | 30 | 0.10 | 150.996 | 150.021 | 150.996 | 102.69 | 11260.95 |
121 | 2023.11.08 19:20 | t/p | 31 | 0.10 | 150.996 | 150.021 | 150.996 | 50.32 | 11311.27 |
122 | 2023.11.08 19:20 | t/p | 32 | 0.10 | 150.996 | 150.021 | 150.996 | 50.32 | 11361.58 |
123 | 2023.11.08 19:20 | t/p | 33 | 0.10 | 150.996 | 150.021 | 150.996 | 45.22 | 11406.80 |
124 | 2023.11.17 16:00 | buy | 34 | 0.10 | 149.586 | 0.000 | 0.000 | ||
125 | 2023.11.17 16:00 | modify | 34 | 0.10 | 149.586 | 148.286 | 151.086 | ||
126 | 2023.11.20 09:40 | s/l | 34 | 0.10 | 148.286 | 148.286 | 151.086 | -86.60 | 11320.19 |