Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 4230 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 904.85 | Gross profit | 1165.62 | Gross loss | -260.77 |
Profit factor | 4.47 | Expected payoff | 43.09 | ||
Absolute drawdown | 21.55 | Maximal drawdown | 148.72 (1.45%) | Relative drawdown | 1.45% (148.72) |
Total trades | 21 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 10 (90.00%) |
Profit trades (% of total) | 14 (66.67%) | Loss trades (% of total) | 7 (33.33%) | ||
Largest | profit trade | 113.18 | loss trade | -60.24 | |
Average | profit trade | 83.26 | loss trade | -37.25 | |
Maximum | consecutive wins (profit in money) | 7 (514.48) | consecutive losses (loss in money) | 2 (-93.07) | |
Maximal | consecutive profit (count of wins) | 514.48 (7) | consecutive loss (count of losses) | -93.07 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.01 16:00 | sell | 1 | 0.10 | 137.354 | 0.000 | 0.000 | ||
2 | 2023.05.01 16:00 | modify | 1 | 0.10 | 137.354 | 137.954 | 135.854 | ||
3 | 2023.05.03 08:00 | t/p | 1 | 0.10 | 135.854 | 137.954 | 135.854 | 107.16 | 10107.16 |
4 | 2023.05.04 16:00 | buy | 2 | 0.10 | 133.794 | 0.000 | 0.000 | ||
5 | 2023.05.04 16:00 | modify | 2 | 0.10 | 133.794 | 133.194 | 135.294 | ||
6 | 2023.05.08 00:00 | t/p | 2 | 0.10 | 135.294 | 133.194 | 135.294 | 113.18 | 10220.34 |
7 | 2023.05.18 16:00 | sell | 3 | 0.10 | 138.498 | 0.000 | 0.000 | ||
8 | 2023.05.18 16:00 | modify | 3 | 0.10 | 138.498 | 139.098 | 136.998 | ||
9 | 2023.05.24 16:00 | s/l | 3 | 0.10 | 139.098 | 139.098 | 136.998 | -49.66 | 10170.68 |
10 | 2023.07.12 04:00 | buy | 4 | 0.10 | 139.684 | 0.000 | 0.000 | ||
11 | 2023.07.12 04:00 | modify | 4 | 0.10 | 139.684 | 139.084 | 141.184 | ||
12 | 2023.07.12 16:00 | s/l | 4 | 0.10 | 139.084 | 139.084 | 141.184 | -43.41 | 10127.27 |
13 | 2023.07.14 04:00 | buy | 5 | 0.10 | 137.464 | 0.000 | 0.000 | ||
14 | 2023.07.14 04:00 | modify | 5 | 0.10 | 137.464 | 136.864 | 138.964 | ||
15 | 2023.07.14 16:00 | t/p | 5 | 0.10 | 138.964 | 136.864 | 138.964 | 108.11 | 10235.38 |
16 | 2023.08.01 16:00 | sell | 6 | 0.10 | 143.339 | 0.000 | 0.000 | ||
17 | 2023.08.01 16:00 | modify | 6 | 0.10 | 143.339 | 143.939 | 141.839 | ||
18 | 2023.08.04 16:00 | t/p | 6 | 0.10 | 141.839 | 143.939 | 141.839 | 97.57 | 10332.95 |
19 | 2023.08.10 16:00 | sell | 7 | 0.10 | 144.403 | 0.000 | 0.000 | ||
20 | 2023.08.10 16:00 | modify | 7 | 0.10 | 144.403 | 145.003 | 142.903 | ||
21 | 2023.08.11 20:00 | s/l | 7 | 0.10 | 145.003 | 145.003 | 142.903 | -43.03 | 10289.93 |
22 | 2023.08.23 16:00 | buy | 8 | 0.10 | 144.655 | 0.000 | 0.000 | ||
23 | 2023.08.23 16:00 | modify | 8 | 0.10 | 144.655 | 144.055 | 146.155 | ||
24 | 2023.08.25 04:00 | t/p | 8 | 0.10 | 146.155 | 144.055 | 146.155 | 107.13 | 10397.06 |
25 | 2023.08.29 12:00 | sell | 9 | 0.10 | 147.141 | 0.000 | 0.000 | ||
26 | 2023.08.29 12:00 | modify | 9 | 0.10 | 147.141 | 147.741 | 145.641 | ||
27 | 2023.08.30 16:00 | t/p | 9 | 0.10 | 145.641 | 147.741 | 145.641 | 101.12 | 10498.18 |
28 | 2023.09.05 12:00 | sell | 10 | 0.10 | 147.342 | 0.000 | 0.000 | ||
29 | 2023.09.05 12:00 | modify | 10 | 0.10 | 147.342 | 147.942 | 145.842 | ||
30 | 2023.09.15 12:00 | s/l | 10 | 0.10 | 147.942 | 147.942 | 145.842 | -60.24 | 10437.95 |
31 | 2023.10.26 08:00 | sell | 11 | 0.10 | 150.476 | 0.000 | 0.000 | ||
32 | 2023.10.26 08:00 | modify | 11 | 0.10 | 150.476 | 151.076 | 148.976 | ||
33 | 2023.10.30 16:00 | t/p | 11 | 0.10 | 148.976 | 151.076 | 148.976 | 97.38 | 10535.32 |
34 | 2023.11.03 16:00 | buy | 12 | 0.10 | 149.396 | 0.000 | 0.000 | ||
35 | 2023.11.03 16:00 | modify | 12 | 0.10 | 149.396 | 148.796 | 150.896 | ||
36 | 2023.11.06 20:00 | buy | 13 | 0.10 | 150.007 | 0.000 | 0.000 | ||
37 | 2023.11.06 20:00 | modify | 13 | 0.10 | 150.007 | 149.471 | 150.896 | ||
38 | 2023.11.06 20:00 | buy | 14 | 0.10 | 150.007 | 0.000 | 0.000 | ||
39 | 2023.11.06 20:00 | modify | 14 | 0.10 | 150.007 | 149.846 | 150.896 | ||
40 | 2023.11.06 20:00 | modify | 12 | 0.10 | 149.396 | 149.846 | 150.896 | ||
41 | 2023.11.07 00:00 | modify | 13 | 0.10 | 150.007 | 149.846 | 150.896 | ||
42 | 2023.11.07 04:00 | buy | 15 | 0.10 | 150.226 | 0.000 | 0.000 | ||
43 | 2023.11.07 04:00 | modify | 15 | 0.10 | 150.226 | 149.921 | 150.896 | ||
44 | 2023.11.07 04:00 | modify | 14 | 0.10 | 150.007 | 149.921 | 150.896 | ||
45 | 2023.11.07 04:00 | modify | 13 | 0.10 | 150.007 | 149.921 | 150.896 | ||
46 | 2023.11.07 04:00 | modify | 12 | 0.10 | 149.396 | 149.921 | 150.896 | ||
47 | 2023.11.08 16:00 | t/p | 12 | 0.10 | 150.896 | 149.921 | 150.896 | 102.79 | 10638.11 |
48 | 2023.11.08 16:00 | t/p | 13 | 0.10 | 150.896 | 149.921 | 150.896 | 61.16 | 10699.27 |
49 | 2023.11.08 16:00 | t/p | 14 | 0.10 | 150.896 | 149.921 | 150.896 | 61.16 | 10760.43 |
50 | 2023.11.08 16:00 | t/p | 15 | 0.10 | 150.896 | 149.921 | 150.896 | 45.53 | 10805.96 |
51 | 2023.11.21 04:00 | buy | 16 | 0.10 | 147.409 | 0.000 | 0.000 | ||
52 | 2023.11.21 04:00 | modify | 16 | 0.10 | 147.409 | 146.809 | 148.909 | ||
53 | 2023.11.22 04:00 | buy | 17 | 0.10 | 148.244 | 0.000 | 0.000 | ||
54 | 2023.11.22 04:00 | modify | 17 | 0.10 | 148.244 | 147.934 | 148.909 | ||
55 | 2023.11.22 04:00 | modify | 16 | 0.10 | 147.409 | 147.934 | 148.909 | ||
56 | 2023.11.22 08:00 | t/p | 16 | 0.10 | 148.909 | 147.934 | 148.909 | 101.82 | 10907.77 |
57 | 2023.11.22 08:00 | t/p | 17 | 0.10 | 148.909 | 147.934 | 148.909 | 44.65 | 10952.42 |
58 | 2024.01.16 12:00 | sell | 18 | 0.10 | 146.603 | 0.000 | 0.000 | ||
59 | 2024.01.16 12:00 | modify | 18 | 0.10 | 146.603 | 147.203 | 145.103 | ||
60 | 2024.01.16 20:00 | s/l | 18 | 0.10 | 147.203 | 147.203 | 145.103 | -40.74 | 10911.68 |
61 | 2024.02.13 16:00 | sell | 19 | 0.10 | 150.594 | 0.000 | 0.000 | ||
62 | 2024.02.13 16:00 | modify | 19 | 0.10 | 150.594 | 151.194 | 149.094 | ||
63 | 2024.02.21 00:00 | sell | 20 | 0.10 | 149.966 | 0.000 | 0.000 | ||
64 | 2024.02.21 00:00 | modify | 20 | 0.10 | 149.966 | 150.519 | 149.094 | ||
65 | 2024.02.21 00:00 | sell | 21 | 0.10 | 149.966 | 0.000 | 0.000 | ||
66 | 2024.02.21 00:00 | modify | 21 | 0.10 | 149.966 | 150.144 | 149.094 | ||
67 | 2024.02.21 00:00 | modify | 19 | 0.10 | 150.594 | 150.144 | 149.094 | ||
68 | 2024.02.21 04:00 | modify | 20 | 0.10 | 149.966 | 150.144 | 149.094 | ||
69 | 2024.02.21 08:00 | s/l | 19 | 0.10 | 150.144 | 150.144 | 149.094 | 16.86 | 10928.55 |
70 | 2024.02.21 08:00 | s/l | 20 | 0.10 | 150.144 | 150.144 | 149.094 | -11.85 | 10916.70 |
71 | 2024.02.21 08:00 | s/l | 21 | 0.10 | 150.144 | 150.144 | 149.094 | -11.85 | 10904.85 |