Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; 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 | 7248 | Ticks modelled | 13496 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 717.95 | Gross profit | 951.75 | Gross loss | -233.80 |
Profit factor | 4.07 | Expected payoff | 35.90 | ||
Absolute drawdown | 88.26 | Maximal drawdown | 220.15 (2.17%) | Relative drawdown | 2.17% (220.15) |
Total trades | 20 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
Largest | profit trade | 92.78 | loss trade | -102.87 | |
Average | profit trade | 59.48 | loss trade | -58.45 | |
Maximum | consecutive wins (profit in money) | 13 (820.99) | consecutive losses (loss in money) | 3 (-140.01) | |
Maximal | consecutive profit (count of wins) | 820.99 (13) | consecutive loss (count of losses) | -140.01 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.24 06:00 | buy | 1 | 0.10 | 130.154 | 0.000 | 0.000 | ||
2 | 2023.03.24 06:00 | modify | 1 | 0.10 | 130.154 | 128.854 | 131.354 | ||
3 | 2023.03.27 08:00 | t/p | 1 | 0.10 | 131.354 | 128.854 | 131.354 | 92.78 | 10092.78 |
4 | 2023.03.28 05:00 | buy | 2 | 0.10 | 130.647 | 0.000 | 0.000 | ||
5 | 2023.03.28 05:00 | modify | 2 | 0.10 | 130.647 | 129.347 | 131.847 | ||
6 | 2023.03.28 08:00 | buy | 3 | 0.10 | 131.190 | 0.000 | 0.000 | ||
7 | 2023.03.28 08:00 | modify | 3 | 0.10 | 131.190 | 130.827 | 131.847 | ||
8 | 2023.03.28 08:00 | buy | 4 | 0.10 | 131.190 | 0.000 | 0.000 | ||
9 | 2023.03.28 08:00 | modify | 4 | 0.10 | 131.190 | 130.947 | 131.847 | ||
10 | 2023.03.28 08:00 | modify | 2 | 0.10 | 130.647 | 130.947 | 131.847 | ||
11 | 2023.03.28 09:00 | modify | 3 | 0.10 | 131.190 | 130.947 | 131.847 | ||
12 | 2023.03.28 10:00 | s/l | 2 | 0.10 | 130.947 | 130.947 | 131.847 | 22.92 | 10115.70 |
13 | 2023.03.28 10:00 | s/l | 3 | 0.10 | 130.947 | 130.947 | 131.847 | -18.57 | 10097.13 |
14 | 2023.03.28 10:00 | s/l | 4 | 0.10 | 130.947 | 130.947 | 131.847 | -18.57 | 10078.56 |
15 | 2023.03.29 04:00 | sell | 5 | 0.10 | 131.675 | 0.000 | 0.000 | ||
16 | 2023.03.29 04:00 | modify | 5 | 0.10 | 131.675 | 132.975 | 130.475 | ||
17 | 2023.03.30 14:00 | s/l | 5 | 0.10 | 132.975 | 132.975 | 130.475 | -102.87 | 9975.68 |
18 | 2023.05.01 05:00 | sell | 6 | 0.10 | 136.850 | 0.000 | 0.000 | ||
19 | 2023.05.01 05:00 | modify | 6 | 0.10 | 136.850 | 138.150 | 135.650 | ||
20 | 2023.05.03 09:00 | t/p | 6 | 0.10 | 135.650 | 138.150 | 135.650 | 85.16 | 10060.84 |
21 | 2023.06.15 06:00 | sell | 7 | 0.10 | 141.213 | 0.000 | 0.000 | ||
22 | 2023.06.15 06:00 | modify | 7 | 0.10 | 141.213 | 142.513 | 140.013 | ||
23 | 2023.06.15 14:00 | sell | 8 | 0.10 | 140.422 | 0.000 | 0.000 | ||
24 | 2023.06.15 14:00 | modify | 8 | 0.10 | 140.422 | 140.793 | 140.013 | ||
25 | 2023.06.15 14:00 | modify | 7 | 0.10 | 141.213 | 140.793 | 140.013 | ||
26 | 2023.06.16 02:00 | t/p | 7 | 0.10 | 140.013 | 140.793 | 140.013 | 84.08 | 10144.92 |
27 | 2023.06.16 02:00 | t/p | 8 | 0.10 | 140.013 | 140.793 | 140.013 | 27.58 | 10172.51 |
28 | 2023.07.20 03:00 | buy | 9 | 0.10 | 139.244 | 0.000 | 0.000 | ||
29 | 2023.07.20 03:00 | modify | 9 | 0.10 | 139.244 | 137.944 | 140.444 | ||
30 | 2023.07.20 17:00 | t/p | 9 | 0.10 | 140.444 | 137.944 | 140.444 | 85.43 | 10257.94 |
31 | 2023.09.11 06:00 | buy | 10 | 0.10 | 146.241 | 0.000 | 0.000 | ||
32 | 2023.09.11 06:00 | modify | 10 | 0.10 | 146.241 | 144.941 | 147.441 | ||
33 | 2023.09.13 02:00 | t/p | 10 | 0.10 | 147.441 | 144.941 | 147.441 | 83.69 | 10341.63 |
34 | 2023.10.02 04:00 | sell | 11 | 0.10 | 149.780 | 0.000 | 0.000 | ||
35 | 2023.10.02 04:00 | modify | 11 | 0.10 | 149.780 | 151.080 | 148.580 | ||
36 | 2023.10.03 15:00 | t/p | 11 | 0.10 | 148.580 | 151.080 | 148.580 | 78.85 | 10420.48 |
37 | 2023.10.26 04:00 | sell | 12 | 0.10 | 150.418 | 0.000 | 0.000 | ||
38 | 2023.10.26 04:00 | modify | 12 | 0.10 | 150.418 | 151.718 | 149.218 | ||
39 | 2023.10.27 13:00 | sell | 13 | 0.10 | 149.874 | 0.000 | 0.000 | ||
40 | 2023.10.27 13:00 | modify | 13 | 0.10 | 149.874 | 150.238 | 149.218 | ||
41 | 2023.10.27 13:00 | sell | 14 | 0.10 | 149.874 | 0.000 | 0.000 | ||
42 | 2023.10.27 13:00 | modify | 14 | 0.10 | 149.874 | 150.118 | 149.218 | ||
43 | 2023.10.27 13:00 | modify | 12 | 0.10 | 150.418 | 150.118 | 149.218 | ||
44 | 2023.10.27 14:00 | modify | 13 | 0.10 | 149.874 | 150.118 | 149.218 | ||
45 | 2023.10.27 15:00 | sell | 15 | 0.10 | 149.619 | 0.000 | 0.000 | ||
46 | 2023.10.27 15:00 | modify | 15 | 0.10 | 149.619 | 149.998 | 149.218 | ||
47 | 2023.10.27 15:00 | modify | 14 | 0.10 | 149.874 | 149.998 | 149.218 | ||
48 | 2023.10.27 15:00 | modify | 13 | 0.10 | 149.874 | 149.998 | 149.218 | ||
49 | 2023.10.27 15:00 | modify | 12 | 0.10 | 150.418 | 149.998 | 149.218 | ||
50 | 2023.10.30 15:00 | t/p | 12 | 0.10 | 149.218 | 149.998 | 149.218 | 77.21 | 10497.69 |
51 | 2023.10.30 15:00 | t/p | 13 | 0.10 | 149.218 | 149.998 | 149.218 | 42.36 | 10540.05 |
52 | 2023.10.30 15:00 | t/p | 14 | 0.10 | 149.218 | 149.998 | 149.218 | 42.36 | 10582.41 |
53 | 2023.10.30 15:00 | t/p | 15 | 0.10 | 149.218 | 149.998 | 149.218 | 25.25 | 10607.66 |
54 | 2023.11.21 05:00 | buy | 16 | 0.10 | 147.465 | 0.000 | 0.000 | ||
55 | 2023.11.21 05:00 | modify | 16 | 0.10 | 147.465 | 146.165 | 148.665 | ||
56 | 2023.11.22 01:00 | buy | 17 | 0.10 | 148.268 | 0.000 | 0.000 | ||
57 | 2023.11.22 01:00 | modify | 17 | 0.10 | 148.268 | 147.885 | 148.665 | ||
58 | 2023.11.22 01:00 | modify | 16 | 0.10 | 147.465 | 147.885 | 148.665 | ||
59 | 2023.11.22 06:00 | t/p | 16 | 0.10 | 148.665 | 147.885 | 148.665 | 81.79 | 10689.45 |
60 | 2023.11.22 06:00 | t/p | 17 | 0.10 | 148.665 | 147.885 | 148.665 | 26.68 | 10716.13 |
61 | 2023.12.11 03:00 | sell | 18 | 0.10 | 145.408 | 0.000 | 0.000 | ||
62 | 2023.12.11 03:00 | modify | 18 | 0.10 | 145.408 | 146.708 | 144.208 | ||
63 | 2023.12.13 20:00 | t/p | 18 | 0.10 | 144.208 | 146.708 | 144.208 | 80.55 | 10796.68 |
64 | 2024.01.10 04:00 | sell | 19 | 0.10 | 144.848 | 0.000 | 0.000 | ||
65 | 2024.01.10 04:00 | modify | 19 | 0.10 | 144.848 | 146.148 | 143.648 | ||
66 | 2024.01.11 14:00 | s/l | 19 | 0.10 | 146.148 | 146.148 | 143.648 | -93.79 | 10702.89 |
67 | 2024.02.29 04:00 | buy | 20 | 0.10 | 149.842 | 0.000 | 0.000 | ||
68 | 2024.02.29 04:00 | modify | 20 | 0.10 | 149.842 | 148.542 | 151.042 | ||
69 | 2024.02.29 23:59 | close at stop | 20 | 0.10 | 150.068 | 148.542 | 151.042 | 15.06 | 10717.95 |