Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
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=110; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7247 | Ticks modelled | 13494 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 513.61 | Gross profit | 1284.10 | Gross loss | -770.49 |
Profit factor | 1.67 | Expected payoff | 10.93 | ||
Absolute drawdown | 100.82 | Maximal drawdown | 233.13 (2.25%) | Relative drawdown | 2.25% (233.13) |
Total trades | 47 | Short positions (won %) | 21 (42.86%) | Long positions (won %) | 26 (61.54%) |
Profit trades (% of total) | 25 (53.19%) | Loss trades (% of total) | 22 (46.81%) | ||
Largest | profit trade | 88.95 | loss trade | -85.00 | |
Average | profit trade | 51.36 | loss trade | -35.02 | |
Maximum | consecutive wins (profit in money) | 8 (457.94) | consecutive losses (loss in money) | 3 (-48.19) | |
Maximal | consecutive profit (count of wins) | 457.94 (8) | consecutive loss (count of losses) | -147.66 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.05 17:00 | sell | 1 | 0.10 | 90.943 | 0.000 | 0.000 | ||
2 | 2023.05.05 17:00 | modify | 1 | 0.10 | 90.943 | 92.043 | 89.643 | ||
3 | 2023.05.19 12:00 | s/l | 1 | 0.10 | 92.043 | 92.043 | 89.643 | -85.00 | 9915.00 |
4 | 2023.05.22 17:00 | sell | 2 | 0.10 | 92.103 | 0.000 | 0.000 | ||
5 | 2023.05.22 17:00 | modify | 2 | 0.10 | 92.103 | 93.203 | 90.803 | ||
6 | 2023.05.24 15:00 | t/p | 2 | 0.10 | 90.803 | 93.203 | 90.803 | 80.99 | 9995.99 |
7 | 2023.05.30 17:00 | buy | 3 | 0.10 | 91.118 | 0.000 | 0.000 | ||
8 | 2023.05.30 17:00 | modify | 3 | 0.10 | 91.118 | 90.018 | 92.418 | ||
9 | 2023.06.02 06:00 | buy | 4 | 0.10 | 91.859 | 0.000 | 0.000 | ||
10 | 2023.06.02 06:00 | modify | 4 | 0.10 | 91.859 | 91.638 | 92.418 | ||
11 | 2023.06.02 06:00 | buy | 5 | 0.10 | 91.859 | 0.000 | 0.000 | ||
12 | 2023.06.02 06:00 | modify | 5 | 0.10 | 91.859 | 91.573 | 92.418 | ||
13 | 2023.06.02 06:00 | modify | 3 | 0.10 | 91.118 | 91.573 | 92.418 | ||
14 | 2023.06.02 07:00 | modify | 4 | 0.10 | 91.859 | 91.573 | 92.418 | ||
15 | 2023.06.02 15:00 | t/p | 3 | 0.10 | 92.418 | 91.573 | 92.418 | 84.74 | 10080.73 |
16 | 2023.06.02 15:00 | t/p | 4 | 0.10 | 92.418 | 91.573 | 92.418 | 35.74 | 10116.47 |
17 | 2023.06.02 15:00 | t/p | 5 | 0.10 | 92.418 | 91.573 | 92.418 | 35.74 | 10152.21 |
18 | 2023.06.02 18:00 | sell | 6 | 0.10 | 92.483 | 0.000 | 0.000 | ||
19 | 2023.06.02 18:00 | modify | 6 | 0.10 | 92.483 | 93.583 | 91.183 | ||
20 | 2023.06.09 07:00 | s/l | 6 | 0.10 | 93.583 | 93.583 | 91.183 | -77.65 | 10074.56 |
21 | 2023.06.30 17:00 | sell | 7 | 0.10 | 96.246 | 0.000 | 0.000 | ||
22 | 2023.06.30 17:00 | modify | 7 | 0.10 | 96.246 | 97.346 | 94.946 | ||
23 | 2023.07.07 08:00 | t/p | 7 | 0.10 | 94.946 | 97.346 | 94.946 | 75.76 | 10150.32 |
24 | 2023.07.31 16:00 | sell | 8 | 0.10 | 95.677 | 0.000 | 0.000 | ||
25 | 2023.07.31 16:00 | modify | 8 | 0.10 | 95.677 | 96.777 | 94.377 | ||
26 | 2023.08.02 05:00 | t/p | 8 | 0.10 | 94.377 | 96.777 | 94.377 | 80.99 | 10231.31 |
27 | 2023.09.13 17:00 | sell | 9 | 0.10 | 94.712 | 0.000 | 0.000 | ||
28 | 2023.09.13 17:00 | modify | 9 | 0.10 | 94.712 | 95.812 | 93.412 | ||
29 | 2023.09.20 11:00 | s/l | 9 | 0.10 | 95.812 | 95.812 | 93.412 | -77.65 | 10153.66 |
30 | 2023.09.20 15:00 | sell | 10 | 0.10 | 95.954 | 0.000 | 0.000 | ||
31 | 2023.09.20 15:00 | modify | 10 | 0.10 | 95.954 | 97.054 | 94.654 | ||
32 | 2023.09.21 02:00 | sell | 11 | 0.10 | 95.232 | 0.000 | 0.000 | ||
33 | 2023.09.21 02:00 | modify | 11 | 0.10 | 95.232 | 95.434 | 94.654 | ||
34 | 2023.09.21 02:00 | sell | 12 | 0.10 | 95.232 | 0.000 | 0.000 | ||
35 | 2023.09.21 02:00 | modify | 12 | 0.10 | 95.232 | 95.499 | 94.654 | ||
36 | 2023.09.21 02:00 | modify | 10 | 0.10 | 95.954 | 95.499 | 94.654 | ||
37 | 2023.09.21 03:00 | modify | 11 | 0.10 | 95.232 | 95.499 | 94.654 | ||
38 | 2023.09.21 12:00 | t/p | 10 | 0.10 | 94.654 | 95.499 | 94.654 | 79.95 | 10233.61 |
39 | 2023.09.21 12:00 | t/p | 11 | 0.10 | 94.654 | 95.499 | 94.654 | 36.95 | 10270.56 |
40 | 2023.09.21 12:00 | t/p | 12 | 0.10 | 94.654 | 95.499 | 94.654 | 36.95 | 10307.51 |
41 | 2023.09.22 15:00 | sell | 13 | 0.10 | 95.674 | 0.000 | 0.000 | ||
42 | 2023.09.22 15:00 | modify | 13 | 0.10 | 95.674 | 96.774 | 94.374 | ||
43 | 2023.09.29 10:00 | s/l | 13 | 0.10 | 96.774 | 96.774 | 94.374 | -77.66 | 10229.85 |
44 | 2023.10.02 16:00 | buy | 14 | 0.10 | 95.521 | 0.000 | 0.000 | ||
45 | 2023.10.02 16:00 | modify | 14 | 0.10 | 95.521 | 94.421 | 96.821 | ||
46 | 2023.10.03 12:00 | s/l | 14 | 0.10 | 94.421 | 94.421 | 96.821 | -70.00 | 10159.85 |
47 | 2023.10.12 20:00 | buy | 15 | 0.10 | 94.622 | 0.000 | 0.000 | ||
48 | 2023.10.12 20:00 | modify | 15 | 0.10 | 94.622 | 93.522 | 95.922 | ||
49 | 2023.10.17 15:00 | buy | 16 | 0.10 | 95.292 | 0.000 | 0.000 | ||
50 | 2023.10.17 15:00 | modify | 16 | 0.10 | 95.292 | 95.077 | 95.922 | ||
51 | 2023.10.17 15:00 | modify | 15 | 0.10 | 94.622 | 95.077 | 95.922 | ||
52 | 2023.10.17 20:00 | buy | 17 | 0.10 | 95.354 | 0.000 | 0.000 | ||
53 | 2023.10.17 20:00 | modify | 17 | 0.10 | 95.354 | 95.142 | 95.922 | ||
54 | 2023.10.17 20:00 | buy | 18 | 0.10 | 95.354 | 0.000 | 0.000 | ||
55 | 2023.10.17 20:00 | modify | 18 | 0.10 | 95.354 | 95.077 | 95.922 | ||
56 | 2023.10.17 21:00 | modify | 17 | 0.10 | 95.354 | 95.077 | 95.922 | ||
57 | 2023.10.18 15:00 | s/l | 15 | 0.10 | 95.077 | 95.077 | 95.922 | 30.38 | 10190.24 |
58 | 2023.10.18 15:00 | s/l | 16 | 0.10 | 95.077 | 95.077 | 95.922 | -13.42 | 10176.82 |
59 | 2023.10.18 15:00 | s/l | 17 | 0.10 | 95.077 | 95.077 | 95.922 | -17.39 | 10159.43 |
60 | 2023.10.18 15:00 | s/l | 18 | 0.10 | 95.077 | 95.077 | 95.922 | -17.39 | 10142.05 |
61 | 2023.10.25 19:00 | buy | 19 | 0.10 | 94.671 | 0.000 | 0.000 | ||
62 | 2023.10.25 19:00 | modify | 19 | 0.10 | 94.671 | 93.571 | 95.971 | ||
63 | 2023.10.27 09:00 | buy | 20 | 0.10 | 95.332 | 0.000 | 0.000 | ||
64 | 2023.10.27 09:00 | modify | 20 | 0.10 | 95.332 | 95.126 | 95.971 | ||
65 | 2023.10.27 09:00 | modify | 19 | 0.10 | 94.671 | 95.126 | 95.971 | ||
66 | 2023.10.27 12:00 | s/l | 19 | 0.10 | 95.126 | 95.126 | 95.971 | 30.38 | 10172.43 |
67 | 2023.10.27 12:00 | s/l | 20 | 0.10 | 95.126 | 95.126 | 95.971 | -13.17 | 10159.26 |
68 | 2023.11.03 20:00 | sell | 21 | 0.10 | 97.293 | 0.000 | 0.000 | ||
69 | 2023.11.03 20:00 | modify | 21 | 0.10 | 97.293 | 98.393 | 95.993 | ||
70 | 2023.11.07 11:00 | sell | 22 | 0.10 | 96.549 | 0.000 | 0.000 | ||
71 | 2023.11.07 11:00 | modify | 22 | 0.10 | 96.549 | 96.773 | 95.993 | ||
72 | 2023.11.07 11:00 | sell | 23 | 0.10 | 96.549 | 0.000 | 0.000 | ||
73 | 2023.11.07 11:00 | modify | 23 | 0.10 | 96.549 | 96.838 | 95.993 | ||
74 | 2023.11.07 11:00 | modify | 21 | 0.10 | 97.293 | 96.838 | 95.993 | ||
75 | 2023.11.07 12:00 | modify | 22 | 0.10 | 96.549 | 96.838 | 95.993 | ||
76 | 2023.11.07 18:00 | sell | 24 | 0.10 | 96.619 | 0.000 | 0.000 | ||
77 | 2023.11.07 18:00 | modify | 24 | 0.10 | 96.619 | 96.838 | 95.993 | ||
78 | 2023.11.07 22:00 | s/l | 21 | 0.10 | 96.838 | 96.838 | 95.993 | 26.98 | 10186.24 |
79 | 2023.11.07 22:00 | s/l | 22 | 0.10 | 96.838 | 96.838 | 95.993 | -18.48 | 10167.76 |
80 | 2023.11.07 22:00 | s/l | 23 | 0.10 | 96.838 | 96.838 | 95.993 | -18.48 | 10149.28 |
81 | 2023.11.07 22:00 | s/l | 24 | 0.10 | 96.838 | 96.838 | 95.993 | -14.00 | 10135.28 |
82 | 2023.11.09 21:00 | buy | 25 | 0.10 | 96.405 | 0.000 | 0.000 | ||
83 | 2023.11.09 21:00 | modify | 25 | 0.10 | 96.405 | 95.305 | 97.705 | ||
84 | 2023.11.14 16:00 | t/p | 25 | 0.10 | 97.705 | 95.305 | 97.705 | 84.08 | 10219.37 |
85 | 2023.11.14 18:00 | sell | 26 | 0.10 | 97.814 | 0.000 | 0.000 | ||
86 | 2023.11.14 18:00 | modify | 26 | 0.10 | 97.814 | 98.914 | 96.514 | ||
87 | 2023.11.17 13:00 | sell | 27 | 0.10 | 97.099 | 0.000 | 0.000 | ||
88 | 2023.11.17 13:00 | modify | 27 | 0.10 | 97.099 | 97.294 | 96.514 | ||
89 | 2023.11.17 13:00 | sell | 28 | 0.10 | 97.099 | 0.000 | 0.000 | ||
90 | 2023.11.17 13:00 | modify | 28 | 0.10 | 97.099 | 97.359 | 96.514 | ||
91 | 2023.11.17 13:00 | modify | 26 | 0.10 | 97.814 | 97.359 | 96.514 | ||
92 | 2023.11.17 14:00 | s/l | 27 | 0.10 | 97.294 | 97.294 | 96.514 | -12.46 | 10206.91 |
93 | 2023.11.17 18:00 | s/l | 26 | 0.10 | 97.359 | 97.359 | 96.514 | 23.84 | 10230.74 |
94 | 2023.11.17 18:00 | s/l | 28 | 0.10 | 97.359 | 97.359 | 96.514 | -16.62 | 10214.12 |
95 | 2023.12.22 18:00 | sell | 29 | 0.10 | 96.934 | 0.000 | 0.000 | ||
96 | 2023.12.22 18:00 | modify | 29 | 0.10 | 96.934 | 98.034 | 95.634 | ||
97 | 2023.12.29 16:00 | sell | 30 | 0.10 | 96.209 | 0.000 | 0.000 | ||
98 | 2023.12.29 16:00 | modify | 30 | 0.10 | 96.209 | 96.414 | 95.634 | ||
99 | 2023.12.29 16:00 | sell | 31 | 0.10 | 96.209 | 0.000 | 0.000 | ||
100 | 2023.12.29 16:00 | modify | 31 | 0.10 | 96.209 | 96.479 | 95.634 | ||
101 | 2023.12.29 16:00 | modify | 29 | 0.10 | 96.934 | 96.479 | 95.634 | ||
102 | 2023.12.29 17:00 | modify | 30 | 0.10 | 96.209 | 96.479 | 95.634 | ||
103 | 2024.01.02 04:00 | s/l | 29 | 0.10 | 96.479 | 96.479 | 95.634 | 19.64 | 10233.76 |
104 | 2024.01.02 04:00 | s/l | 30 | 0.10 | 96.479 | 96.479 | 95.634 | -19.36 | 10214.41 |
105 | 2024.01.02 04:00 | s/l | 31 | 0.10 | 96.479 | 96.479 | 95.634 | -19.36 | 10195.05 |
106 | 2024.01.02 17:00 | buy | 32 | 0.10 | 96.100 | 0.000 | 0.000 | ||
107 | 2024.01.02 17:00 | modify | 32 | 0.10 | 96.100 | 95.000 | 97.400 | ||
108 | 2024.01.08 08:00 | buy | 33 | 0.10 | 96.836 | 0.000 | 0.000 | ||
109 | 2024.01.08 08:00 | modify | 33 | 0.10 | 96.836 | 96.620 | 97.400 | ||
110 | 2024.01.08 08:00 | buy | 34 | 0.10 | 96.836 | 0.000 | 0.000 | ||
111 | 2024.01.08 08:00 | modify | 34 | 0.10 | 96.836 | 96.555 | 97.400 | ||
112 | 2024.01.08 08:00 | modify | 32 | 0.10 | 96.100 | 96.555 | 97.400 | ||
113 | 2024.01.08 09:00 | s/l | 33 | 0.10 | 96.620 | 96.620 | 97.400 | -13.81 | 10181.24 |
114 | 2024.01.08 13:00 | s/l | 32 | 0.10 | 96.555 | 96.555 | 97.400 | 31.03 | 10212.27 |
115 | 2024.01.08 13:00 | s/l | 34 | 0.10 | 96.555 | 96.555 | 97.400 | -17.97 | 10194.30 |
116 | 2024.01.11 18:00 | buy | 35 | 0.10 | 97.170 | 0.000 | 0.000 | ||
117 | 2024.01.11 18:00 | modify | 35 | 0.10 | 97.170 | 96.070 | 98.470 | ||
118 | 2024.01.22 01:00 | buy | 36 | 0.10 | 97.887 | 0.000 | 0.000 | ||
119 | 2024.01.22 01:00 | modify | 36 | 0.10 | 97.887 | 97.690 | 98.470 | ||
120 | 2024.01.22 01:00 | buy | 37 | 0.10 | 97.887 | 0.000 | 0.000 | ||
121 | 2024.01.22 01:00 | modify | 37 | 0.10 | 97.887 | 97.625 | 98.470 | ||
122 | 2024.01.22 01:00 | modify | 35 | 0.10 | 97.170 | 97.625 | 98.470 | ||
123 | 2024.01.22 02:00 | s/l | 35 | 0.10 | 97.625 | 97.625 | 98.470 | 32.00 | 10226.30 |
124 | 2024.01.22 02:00 | s/l | 36 | 0.10 | 97.690 | 97.690 | 98.470 | -12.60 | 10213.70 |
125 | 2024.01.22 02:00 | s/l | 37 | 0.10 | 97.625 | 97.625 | 98.470 | -16.75 | 10196.95 |
126 | 2024.01.31 18:00 | buy | 38 | 0.10 | 96.551 | 0.000 | 0.000 | ||
127 | 2024.01.31 18:00 | modify | 38 | 0.10 | 96.551 | 95.451 | 97.851 | ||
128 | 2024.02.09 08:00 | buy | 39 | 0.10 | 97.215 | 0.000 | 0.000 | ||
129 | 2024.02.09 08:00 | modify | 39 | 0.10 | 97.215 | 97.006 | 97.851 | ||
130 | 2024.02.09 08:00 | modify | 38 | 0.10 | 96.551 | 97.006 | 97.851 | ||
131 | 2024.02.14 00:00 | buy | 40 | 0.10 | 97.291 | 0.000 | 0.000 | ||
132 | 2024.02.14 00:00 | modify | 40 | 0.10 | 97.291 | 97.071 | 97.851 | ||
133 | 2024.02.14 00:00 | buy | 41 | 0.10 | 97.291 | 0.000 | 0.000 | ||
134 | 2024.02.14 00:00 | modify | 41 | 0.10 | 97.291 | 97.006 | 97.851 | ||
135 | 2024.02.14 01:00 | modify | 40 | 0.10 | 97.291 | 97.006 | 97.851 | ||
136 | 2024.02.16 00:00 | t/p | 38 | 0.10 | 97.851 | 97.006 | 97.851 | 88.95 | 10285.90 |
137 | 2024.02.16 00:00 | t/p | 39 | 0.10 | 97.851 | 97.006 | 97.851 | 42.93 | 10328.82 |
138 | 2024.02.16 00:00 | t/p | 40 | 0.10 | 97.851 | 97.006 | 97.851 | 37.09 | 10365.92 |
139 | 2024.02.16 00:00 | t/p | 41 | 0.10 | 97.851 | 97.006 | 97.851 | 37.09 | 10403.01 |
140 | 2024.03.14 16:00 | buy | 42 | 0.10 | 97.594 | 0.000 | 0.000 | ||
141 | 2024.03.14 16:00 | modify | 42 | 0.10 | 97.594 | 96.494 | 98.894 | ||
142 | 2024.03.19 14:00 | buy | 43 | 0.10 | 98.258 | 0.000 | 0.000 | ||
143 | 2024.03.19 14:00 | modify | 43 | 0.10 | 98.258 | 98.049 | 98.894 | ||
144 | 2024.03.19 14:00 | modify | 42 | 0.10 | 97.594 | 98.049 | 98.894 | ||
145 | 2024.03.20 03:00 | t/p | 42 | 0.10 | 98.894 | 98.049 | 98.894 | 84.40 | 10487.42 |
146 | 2024.03.20 03:00 | t/p | 43 | 0.10 | 98.894 | 98.049 | 98.894 | 40.98 | 10528.40 |
147 | 2024.04.01 19:00 | buy | 44 | 0.10 | 98.354 | 0.000 | 0.000 | ||
148 | 2024.04.01 19:00 | modify | 44 | 0.10 | 98.354 | 97.254 | 99.654 | ||
149 | 2024.04.03 14:00 | buy | 45 | 0.10 | 99.016 | 0.000 | 0.000 | ||
150 | 2024.04.03 14:00 | modify | 45 | 0.10 | 99.016 | 98.809 | 99.654 | ||
151 | 2024.04.03 14:00 | modify | 44 | 0.10 | 98.354 | 98.809 | 99.654 | ||
152 | 2024.04.04 01:00 | t/p | 44 | 0.10 | 99.654 | 98.809 | 99.654 | 84.73 | 10613.13 |
153 | 2024.04.04 01:00 | t/p | 45 | 0.10 | 99.654 | 98.809 | 99.654 | 41.76 | 10654.89 |
154 | 2024.04.10 15:00 | buy | 46 | 0.10 | 99.714 | 0.000 | 0.000 | ||
155 | 2024.04.10 15:00 | modify | 46 | 0.10 | 99.714 | 98.614 | 101.014 | ||
156 | 2024.04.19 02:00 | s/l | 46 | 0.10 | 98.614 | 98.614 | 101.014 | -66.77 | 10588.12 |
157 | 2024.04.23 19:00 | sell | 47 | 0.10 | 100.385 | 0.000 | 0.000 | ||
158 | 2024.04.23 19:00 | modify | 47 | 0.10 | 100.385 | 101.485 | 99.085 | ||
159 | 2024.04.25 07:00 | s/l | 47 | 0.10 | 101.485 | 101.485 | 99.085 | -74.52 | 10513.61 |