Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01) | ||||
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=4; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=7; 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 | 79380 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 963.73 | Gross profit | 1244.10 | Gross loss | -280.37 |
Profit factor | 4.44 | Expected payoff | 35.69 | ||
Absolute drawdown | 74.56 | Maximal drawdown | 206.36 (1.94%) | Relative drawdown | 1.94% (206.36) |
Total trades | 27 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 15 (86.67%) |
Profit trades (% of total) | 23 (85.19%) | Loss trades (% of total) | 4 (14.81%) | ||
Largest | profit trade | 102.69 | loss trade | -71.36 | |
Average | profit trade | 54.09 | loss trade | -70.09 | |
Maximum | consecutive wins (profit in money) | 10 (557.10) | consecutive losses (loss in money) | 1 (-71.36) | |
Maximal | consecutive profit (count of wins) | 557.10 (10) | consecutive loss (count of losses) | -71.36 (1) | |
Average | consecutive wins | 8 | 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 | 91.877 | 89.277 | ||
3 | 2023.05.02 04:30 | s/l | 1 | 0.10 | 91.877 | 91.877 | 89.277 | -71.36 | 9928.64 |
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 | 93.143 | 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 | 94.83 | 10023.47 |
14 | 2023.05.03 07:30 | t/p | 3 | 0.10 | 90.543 | 91.518 | 90.543 | 36.21 | 10059.68 |
15 | 2023.05.03 07:30 | t/p | 4 | 0.10 | 90.543 | 91.518 | 90.543 | 17.42 | 10077.10 |
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 | 93.973 | 96.573 | ||
18 | 2023.07.11 07:20 | s/l | 5 | 0.10 | 93.973 | 93.973 | 96.573 | -69.67 | 10007.43 |
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 | 92.551 | 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 | 93.876 | 95.151 | ||
23 | 2023.07.13 03:59 | modify | 6 | 0.10 | 93.651 | 93.876 | 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 | 97.18 | 10104.62 |
34 | 2023.07.13 12:40 | t/p | 7 | 0.10 | 95.151 | 94.176 | 95.151 | 46.73 | 10151.35 |
35 | 2023.07.13 12:40 | t/p | 8 | 0.10 | 95.151 | 94.176 | 95.151 | 37.58 | 10188.93 |
36 | 2023.07.13 12:40 | t/p | 9 | 0.10 | 95.151 | 94.176 | 95.151 | 17.32 | 10206.25 |
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 | 92.227 | 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 | 93.552 | 94.827 | ||
41 | 2023.08.09 07:59 | modify | 10 | 0.10 | 93.327 | 93.552 | 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 | 98.16 | 10304.40 |
47 | 2023.08.10 13:30 | t/p | 11 | 0.10 | 94.827 | 93.702 | 94.827 | 47.51 | 10351.91 |
48 | 2023.08.10 13:30 | t/p | 12 | 0.10 | 94.827 | 93.702 | 94.827 | 37.71 | 10389.62 |
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 | 97.487 | 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 | 96.162 | 94.887 | ||
53 | 2023.10.02 13:30 | modify | 13 | 0.10 | 96.387 | 96.162 | 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 | 93.78 | 10483.41 |
59 | 2023.10.03 04:30 | t/p | 14 | 0.10 | 94.887 | 96.012 | 94.887 | 45.10 | 10528.51 |
60 | 2023.10.03 04:30 | t/p | 15 | 0.10 | 94.887 | 96.012 | 94.887 | 36.02 | 10564.53 |
61 | 2023.12.05 16:00 | buy | 16 | 0.10 | 96.571 | 0.000 | 0.000 | ||
62 | 2023.12.05 16:00 | modify | 16 | 0.10 | 96.571 | 95.471 | 98.071 | ||
63 | 2023.12.07 08:20 | s/l | 16 | 0.10 | 95.471 | 95.471 | 98.071 | -69.03 | 10495.50 |
64 | 2023.12.27 12:00 | sell | 17 | 0.10 | 97.502 | 0.000 | 0.000 | ||
65 | 2023.12.27 12:00 | modify | 17 | 0.10 | 97.502 | 98.602 | 96.002 | ||
66 | 2023.12.28 04:50 | sell | 18 | 0.10 | 96.582 | 0.000 | 0.000 | ||
67 | 2023.12.28 04:50 | modify | 18 | 0.10 | 96.582 | 97.127 | 96.002 | ||
68 | 2023.12.28 04:50 | modify | 17 | 0.10 | 97.502 | 97.127 | 96.002 | ||
69 | 2023.12.28 05:45 | sell | 19 | 0.10 | 96.747 | 0.000 | 0.000 | ||
70 | 2023.12.28 05:45 | modify | 19 | 0.10 | 96.747 | 97.277 | 96.002 | ||
71 | 2023.12.28 05:50 | modify | 19 | 0.10 | 96.747 | 97.127 | 96.002 | ||
72 | 2023.12.28 08:33 | sell | 20 | 0.10 | 96.301 | 0.000 | 0.000 | ||
73 | 2023.12.28 08:33 | modify | 20 | 0.10 | 96.301 | 96.977 | 96.002 | ||
74 | 2023.12.28 08:33 | modify | 18 | 0.10 | 96.582 | 96.977 | 96.002 | ||
75 | 2023.12.28 08:33 | modify | 19 | 0.10 | 96.747 | 96.977 | 96.002 | ||
76 | 2023.12.28 08:33 | modify | 17 | 0.10 | 97.502 | 96.977 | 96.002 | ||
77 | 2023.12.29 21:40 | t/p | 17 | 0.10 | 96.002 | 96.977 | 96.002 | 91.68 | 10587.19 |
78 | 2023.12.29 21:40 | t/p | 18 | 0.10 | 96.002 | 96.977 | 96.002 | 36.02 | 10623.21 |
79 | 2023.12.29 21:40 | t/p | 19 | 0.10 | 96.002 | 96.977 | 96.002 | 46.57 | 10669.78 |
80 | 2023.12.29 21:40 | t/p | 20 | 0.10 | 96.002 | 96.977 | 96.002 | 18.06 | 10687.84 |
81 | 2024.02.01 16:00 | buy | 21 | 0.10 | 95.779 | 0.000 | 0.000 | ||
82 | 2024.02.01 16:00 | modify | 21 | 0.10 | 95.779 | 94.679 | 97.279 | ||
83 | 2024.02.02 02:30 | buy | 22 | 0.10 | 96.553 | 0.000 | 0.000 | ||
84 | 2024.02.02 02:30 | modify | 22 | 0.10 | 96.553 | 96.004 | 97.279 | ||
85 | 2024.02.02 02:30 | modify | 21 | 0.10 | 95.779 | 96.004 | 97.279 | ||
86 | 2024.02.02 07:30 | buy | 23 | 0.10 | 96.682 | 0.000 | 0.000 | ||
87 | 2024.02.02 07:30 | modify | 23 | 0.10 | 96.682 | 96.154 | 97.279 | ||
88 | 2024.02.02 07:30 | modify | 22 | 0.10 | 96.553 | 96.154 | 97.279 | ||
89 | 2024.02.02 07:30 | modify | 21 | 0.10 | 95.779 | 96.154 | 97.279 | ||
90 | 2024.02.08 06:30 | buy | 24 | 0.10 | 97.007 | 0.000 | 0.000 | ||
91 | 2024.02.08 06:30 | modify | 24 | 0.10 | 97.007 | 96.304 | 97.279 | ||
92 | 2024.02.08 06:30 | modify | 23 | 0.10 | 96.682 | 96.304 | 97.279 | ||
93 | 2024.02.08 06:30 | modify | 22 | 0.10 | 96.553 | 96.304 | 97.279 | ||
94 | 2024.02.08 06:30 | modify | 21 | 0.10 | 95.779 | 96.304 | 97.279 | ||
95 | 2024.02.09 08:40 | t/p | 21 | 0.10 | 97.279 | 96.304 | 97.279 | 98.48 | 10786.32 |
96 | 2024.02.09 08:40 | t/p | 22 | 0.10 | 97.279 | 96.304 | 97.279 | 48.68 | 10835.00 |
97 | 2024.02.09 08:40 | t/p | 23 | 0.10 | 97.279 | 96.304 | 97.279 | 40.43 | 10875.42 |
98 | 2024.02.09 08:40 | t/p | 24 | 0.10 | 97.279 | 96.304 | 97.279 | 17.71 | 10893.14 |
99 | 2024.02.28 16:00 | buy | 25 | 0.10 | 97.962 | 0.000 | 0.000 | ||
100 | 2024.02.28 16:00 | modify | 25 | 0.10 | 97.962 | 96.862 | 99.462 | ||
101 | 2024.03.20 02:20 | buy | 26 | 0.10 | 98.864 | 0.000 | 0.000 | ||
102 | 2024.03.20 02:20 | modify | 26 | 0.10 | 98.864 | 98.337 | 99.462 | ||
103 | 2024.03.20 02:20 | modify | 25 | 0.10 | 97.962 | 98.337 | 99.462 | ||
104 | 2024.03.20 19:30 | t/p | 25 | 0.10 | 99.462 | 98.337 | 99.462 | 102.69 | 10995.82 |
105 | 2024.03.20 19:30 | t/p | 26 | 0.10 | 99.462 | 98.337 | 99.462 | 38.22 | 11034.04 |
106 | 2024.04.26 12:00 | sell | 27 | 0.10 | 102.486 | 0.000 | 0.000 | ||
107 | 2024.04.26 12:00 | modify | 27 | 0.10 | 102.486 | 103.586 | 100.986 | ||
108 | 2024.04.28 22:33 | s/l | 27 | 0.10 | 103.586 | 103.586 | 100.986 | -70.31 | 10963.73 |