Symbol | USDJPY (US 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 | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 1915 | Ticks modelled | 36252416 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 938.88 | Gross profit | 984.77 | Gross loss | -45.89 |
Profit factor | 21.46 | Expected payoff | 46.94 | ||
Absolute drawdown | 85.43 | Maximal drawdown | 234.57 (2.29%) | Relative drawdown | 2.29% (234.57) |
Total trades | 20 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 6 (83.33%) |
Profit trades (% of total) | 17 (85.00%) | Loss trades (% of total) | 3 (15.00%) | ||
Largest | profit trade | 102.02 | loss trade | -15.82 | |
Average | profit trade | 57.93 | loss trade | -15.30 | |
Maximum | consecutive wins (profit in money) | 11 (681.40) | consecutive losses (loss in money) | 1 (-15.82) | |
Maximal | consecutive profit (count of wins) | 681.40 (11) | consecutive loss (count of losses) | -15.82 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.06.27 20:00 | sell | 1 | 0.10 | 144.001 | 0.000 | 0.000 | ||
2 | 2023.06.27 20:00 | modify | 1 | 0.10 | 144.001 | 145.501 | 142.501 | ||
3 | 2023.07.07 06:46 | sell | 2 | 0.10 | 143.401 | 0.000 | 0.000 | ||
4 | 2023.07.07 06:46 | modify | 2 | 0.10 | 143.401 | 143.626 | 142.501 | ||
5 | 2023.07.07 06:46 | modify | 1 | 0.10 | 144.001 | 143.626 | 142.501 | ||
6 | 2023.07.07 07:22 | sell | 3 | 0.10 | 143.320 | 0.000 | 0.000 | ||
7 | 2023.07.07 07:22 | modify | 3 | 0.10 | 143.320 | 143.851 | 142.501 | ||
8 | 2023.07.07 07:22 | modify | 3 | 0.10 | 143.320 | 143.626 | 142.501 | ||
9 | 2023.07.07 07:27 | sell | 4 | 0.10 | 143.245 | 0.000 | 0.000 | ||
10 | 2023.07.07 07:27 | modify | 4 | 0.10 | 143.245 | 143.476 | 142.501 | ||
11 | 2023.07.07 07:27 | modify | 2 | 0.10 | 143.401 | 143.476 | 142.501 | ||
12 | 2023.07.07 07:27 | modify | 3 | 0.10 | 143.320 | 143.476 | 142.501 | ||
13 | 2023.07.07 07:27 | modify | 1 | 0.10 | 144.001 | 143.476 | 142.501 | ||
14 | 2023.07.07 13:46 | t/p | 1 | 0.10 | 142.501 | 143.476 | 142.501 | 81.53 | 10081.53 |
15 | 2023.07.07 13:46 | t/p | 2 | 0.10 | 142.501 | 143.476 | 142.501 | 63.16 | 10144.69 |
16 | 2023.07.07 13:46 | t/p | 3 | 0.10 | 142.501 | 143.476 | 142.501 | 57.47 | 10202.16 |
17 | 2023.07.07 13:46 | t/p | 4 | 0.10 | 142.501 | 143.476 | 142.501 | 52.21 | 10254.37 |
18 | 2023.08.04 20:00 | buy | 5 | 0.10 | 141.842 | 0.000 | 0.000 | ||
19 | 2023.08.04 20:00 | modify | 5 | 0.10 | 141.842 | 140.342 | 143.342 | ||
20 | 2023.08.07 10:15 | buy | 6 | 0.10 | 142.442 | 0.000 | 0.000 | ||
21 | 2023.08.07 10:15 | modify | 6 | 0.10 | 142.442 | 142.217 | 143.342 | ||
22 | 2023.08.07 10:15 | modify | 5 | 0.10 | 141.842 | 142.217 | 143.342 | ||
23 | 2023.08.07 11:57 | s/l | 5 | 0.10 | 142.217 | 142.217 | 143.342 | 27.26 | 10281.64 |
24 | 2023.08.07 11:57 | s/l | 6 | 0.10 | 142.217 | 142.217 | 143.342 | -15.82 | 10265.82 |
25 | 2023.08.25 20:00 | sell | 7 | 0.10 | 146.374 | 0.000 | 0.000 | ||
26 | 2023.08.25 20:00 | modify | 7 | 0.10 | 146.374 | 147.874 | 144.874 | ||
27 | 2023.08.29 17:17 | sell | 8 | 0.10 | 145.773 | 0.000 | 0.000 | ||
28 | 2023.08.29 17:17 | modify | 8 | 0.10 | 145.773 | 145.999 | 144.874 | ||
29 | 2023.08.29 17:17 | modify | 7 | 0.10 | 146.374 | 145.999 | 144.874 | ||
30 | 2023.08.29 18:20 | s/l | 7 | 0.10 | 145.999 | 145.999 | 144.874 | 21.74 | 10287.55 |
31 | 2023.08.29 18:20 | s/l | 8 | 0.10 | 145.999 | 145.999 | 144.874 | -15.48 | 10272.07 |
32 | 2023.09.27 04:00 | sell | 9 | 0.10 | 149.023 | 0.000 | 0.000 | ||
33 | 2023.09.27 04:00 | modify | 9 | 0.10 | 149.023 | 150.523 | 147.523 | ||
34 | 2023.10.03 14:12 | sell | 10 | 0.10 | 148.253 | 0.000 | 0.000 | ||
35 | 2023.10.03 14:12 | modify | 10 | 0.10 | 148.253 | 148.498 | 147.523 | ||
36 | 2023.10.03 14:12 | modify | 9 | 0.10 | 149.023 | 148.498 | 147.523 | ||
37 | 2023.10.03 14:12 | t/p | 9 | 0.10 | 147.523 | 148.498 | 147.523 | 89.83 | 10361.90 |
38 | 2023.10.03 14:12 | t/p | 10 | 0.10 | 147.523 | 148.498 | 147.523 | 49.49 | 10411.39 |
39 | 2023.10.26 12:00 | sell | 11 | 0.10 | 150.428 | 0.000 | 0.000 | ||
40 | 2023.10.26 12:00 | modify | 11 | 0.10 | 150.428 | 151.928 | 148.928 | ||
41 | 2023.10.27 12:49 | sell | 12 | 0.10 | 149.828 | 0.000 | 0.000 | ||
42 | 2023.10.27 12:49 | modify | 12 | 0.10 | 149.828 | 150.053 | 148.928 | ||
43 | 2023.10.27 12:49 | modify | 11 | 0.10 | 150.428 | 150.053 | 148.928 | ||
44 | 2023.10.27 12:53 | sell | 13 | 0.10 | 149.753 | 0.000 | 0.000 | ||
45 | 2023.10.27 12:53 | modify | 13 | 0.10 | 149.753 | 150.278 | 148.928 | ||
46 | 2023.10.27 12:53 | modify | 13 | 0.10 | 149.753 | 150.053 | 148.928 | ||
47 | 2023.10.27 13:32 | sell | 14 | 0.10 | 149.669 | 0.000 | 0.000 | ||
48 | 2023.10.27 13:32 | modify | 14 | 0.10 | 149.669 | 149.903 | 148.928 | ||
49 | 2023.10.27 13:32 | modify | 12 | 0.10 | 149.828 | 149.903 | 148.928 | ||
50 | 2023.10.27 13:32 | modify | 13 | 0.10 | 149.753 | 149.903 | 148.928 | ||
51 | 2023.10.27 13:32 | modify | 11 | 0.10 | 150.428 | 149.903 | 148.928 | ||
52 | 2023.10.30 15:15 | t/p | 11 | 0.10 | 148.928 | 149.903 | 148.928 | 96.77 | 10508.15 |
53 | 2023.10.30 15:15 | t/p | 12 | 0.10 | 148.928 | 149.903 | 148.928 | 58.45 | 10566.61 |
54 | 2023.10.30 15:15 | t/p | 13 | 0.10 | 148.928 | 149.903 | 148.928 | 53.42 | 10620.03 |
55 | 2023.10.30 15:15 | t/p | 14 | 0.10 | 148.928 | 149.903 | 148.928 | 47.78 | 10667.81 |
56 | 2023.11.03 20:00 | buy | 15 | 0.10 | 149.496 | 0.000 | 0.000 | ||
57 | 2023.11.03 20:00 | modify | 15 | 0.10 | 149.496 | 147.996 | 150.996 | ||
58 | 2023.11.06 21:56 | buy | 16 | 0.10 | 150.099 | 0.000 | 0.000 | ||
59 | 2023.11.06 21:56 | modify | 16 | 0.10 | 150.099 | 149.871 | 150.996 | ||
60 | 2023.11.06 21:56 | modify | 15 | 0.10 | 149.496 | 149.871 | 150.996 | ||
61 | 2023.11.07 01:20 | buy | 17 | 0.10 | 150.171 | 0.000 | 0.000 | ||
62 | 2023.11.07 01:20 | modify | 17 | 0.10 | 150.171 | 149.646 | 150.996 | ||
63 | 2023.11.07 01:20 | modify | 17 | 0.10 | 150.171 | 149.871 | 150.996 | ||
64 | 2023.11.07 03:54 | buy | 18 | 0.10 | 150.247 | 0.000 | 0.000 | ||
65 | 2023.11.07 03:54 | modify | 18 | 0.10 | 150.247 | 150.021 | 150.996 | ||
66 | 2023.11.07 03:54 | modify | 16 | 0.10 | 150.099 | 150.021 | 150.996 | ||
67 | 2023.11.07 03:54 | modify | 17 | 0.10 | 150.171 | 150.021 | 150.996 | ||
68 | 2023.11.07 03:54 | modify | 15 | 0.10 | 149.496 | 150.021 | 150.996 | ||
69 | 2023.11.08 19:42 | t/p | 15 | 0.10 | 150.996 | 150.021 | 150.996 | 102.02 | 10769.83 |
70 | 2023.11.08 19:42 | t/p | 16 | 0.10 | 150.996 | 150.021 | 150.996 | 61.20 | 10831.03 |
71 | 2023.11.08 19:42 | t/p | 17 | 0.10 | 150.996 | 150.021 | 150.996 | 55.53 | 10886.57 |
72 | 2023.11.08 19:42 | t/p | 18 | 0.10 | 150.996 | 150.021 | 150.996 | 50.49 | 10937.06 |
73 | 2024.04.16 16:00 | sell | 19 | 0.10 | 154.573 | 0.000 | 0.000 | ||
74 | 2024.04.16 16:00 | modify | 19 | 0.10 | 154.573 | 156.073 | 153.073 | ||
75 | 2024.04.18 02:14 | sell | 20 | 0.10 | 153.973 | 0.000 | 0.000 | ||
76 | 2024.04.18 02:14 | modify | 20 | 0.10 | 153.973 | 154.198 | 153.073 | ||
77 | 2024.04.18 02:14 | modify | 19 | 0.10 | 154.573 | 154.198 | 153.073 | ||
78 | 2024.04.18 03:07 | s/l | 19 | 0.10 | 154.198 | 154.198 | 153.073 | 16.41 | 10953.47 |
79 | 2024.04.18 03:07 | s/l | 20 | 0.10 | 154.198 | 154.198 | 153.073 | -14.59 | 10938.88 |