Symbol | USDJPY (US Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=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 | 6548 | Ticks modelled | 36252416 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1098.37 | Gross profit | 1292.47 | Gross loss | -194.10 |
Profit factor | 6.66 | Expected payoff | 30.51 | ||
Absolute drawdown | 71.06 | Maximal drawdown | 200.07 (1.78%) | Relative drawdown | 1.78% (200.07) |
Total trades | 36 | Short positions (won %) | 20 (80.00%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 26 (72.22%) | Loss trades (% of total) | 10 (27.78%) | ||
Largest | profit trade | 85.44 | loss trade | -94.88 | |
Average | profit trade | 49.71 | loss trade | -19.41 | |
Maximum | consecutive wins (profit in money) | 13 (676.52) | consecutive losses (loss in money) | 4 (-129.22) | |
Maximal | consecutive profit (count of wins) | 676.52 (13) | consecutive loss (count of losses) | -129.22 (4) | |
Average | consecutive wins | 9 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.01 05:00 | sell | 1 | 0.10 | 136.850 | 0.000 | 0.000 | ||
2 | 2023.05.01 05:00 | modify | 1 | 0.10 | 136.850 | 138.150 | 135.650 | ||
3 | 2023.05.03 01:23 | sell | 2 | 0.10 | 136.309 | 0.000 | 0.000 | ||
4 | 2023.05.03 01:23 | modify | 2 | 0.10 | 136.309 | 136.610 | 135.650 | ||
5 | 2023.05.03 01:23 | modify | 1 | 0.10 | 136.850 | 136.610 | 135.650 | ||
6 | 2023.05.03 01:23 | sell | 3 | 0.10 | 136.236 | 0.000 | 0.000 | ||
7 | 2023.05.03 01:23 | modify | 3 | 0.10 | 136.236 | 136.490 | 135.650 | ||
8 | 2023.05.03 01:23 | sell | 4 | 0.10 | 136.236 | 0.000 | 0.000 | ||
9 | 2023.05.03 01:23 | modify | 4 | 0.10 | 136.236 | 136.430 | 135.650 | ||
10 | 2023.05.03 01:23 | modify | 2 | 0.10 | 136.309 | 136.430 | 135.650 | ||
11 | 2023.05.03 01:23 | modify | 1 | 0.10 | 136.850 | 136.430 | 135.650 | ||
12 | 2023.05.03 01:23 | modify | 3 | 0.10 | 136.236 | 136.430 | 135.650 | ||
13 | 2023.05.03 08:14 | t/p | 1 | 0.10 | 135.650 | 136.430 | 135.650 | 84.51 | 10084.51 |
14 | 2023.05.03 08:14 | t/p | 2 | 0.10 | 135.650 | 136.430 | 135.650 | 48.58 | 10133.09 |
15 | 2023.05.03 08:14 | t/p | 3 | 0.10 | 135.650 | 136.430 | 135.650 | 43.20 | 10176.29 |
16 | 2023.05.03 08:14 | t/p | 4 | 0.10 | 135.650 | 136.430 | 135.650 | 43.20 | 10219.49 |
17 | 2023.06.15 06:00 | sell | 5 | 0.10 | 141.213 | 0.000 | 0.000 | ||
18 | 2023.06.15 06:00 | modify | 5 | 0.10 | 141.213 | 142.513 | 140.013 | ||
19 | 2023.06.15 12:54 | sell | 6 | 0.10 | 140.673 | 0.000 | 0.000 | ||
20 | 2023.06.15 12:54 | modify | 6 | 0.10 | 140.673 | 140.973 | 140.013 | ||
21 | 2023.06.15 12:54 | modify | 5 | 0.10 | 141.213 | 140.973 | 140.013 | ||
22 | 2023.06.15 13:09 | sell | 7 | 0.10 | 140.613 | 0.000 | 0.000 | ||
23 | 2023.06.15 13:09 | modify | 7 | 0.10 | 140.613 | 140.853 | 140.013 | ||
24 | 2023.06.15 13:09 | sell | 8 | 0.10 | 140.613 | 0.000 | 0.000 | ||
25 | 2023.06.15 13:09 | modify | 8 | 0.10 | 140.613 | 140.793 | 140.013 | ||
26 | 2023.06.15 13:09 | modify | 6 | 0.10 | 140.673 | 140.793 | 140.013 | ||
27 | 2023.06.15 13:09 | modify | 5 | 0.10 | 141.213 | 140.793 | 140.013 | ||
28 | 2023.06.15 13:09 | modify | 7 | 0.10 | 140.613 | 140.793 | 140.013 | ||
29 | 2023.06.16 01:39 | t/p | 5 | 0.10 | 140.013 | 140.793 | 140.013 | 83.73 | 10303.22 |
30 | 2023.06.16 01:39 | t/p | 6 | 0.10 | 140.013 | 140.793 | 140.013 | 45.16 | 10348.38 |
31 | 2023.06.16 01:39 | t/p | 7 | 0.10 | 140.013 | 140.793 | 140.013 | 40.88 | 10389.26 |
32 | 2023.06.16 01:39 | t/p | 8 | 0.10 | 140.013 | 140.793 | 140.013 | 40.88 | 10430.15 |
33 | 2023.07.20 03:00 | buy | 9 | 0.10 | 139.244 | 0.000 | 0.000 | ||
34 | 2023.07.20 03:00 | modify | 9 | 0.10 | 139.244 | 137.944 | 140.444 | ||
35 | 2023.07.20 12:30 | buy | 10 | 0.10 | 139.784 | 0.000 | 0.000 | ||
36 | 2023.07.20 12:30 | modify | 10 | 0.10 | 139.784 | 139.484 | 140.444 | ||
37 | 2023.07.20 12:30 | modify | 9 | 0.10 | 139.244 | 139.484 | 140.444 | ||
38 | 2023.07.20 12:30 | buy | 11 | 0.10 | 139.845 | 0.000 | 0.000 | ||
39 | 2023.07.20 12:30 | modify | 11 | 0.10 | 139.845 | 139.604 | 140.444 | ||
40 | 2023.07.20 12:30 | buy | 12 | 0.10 | 139.845 | 0.000 | 0.000 | ||
41 | 2023.07.20 12:30 | modify | 12 | 0.10 | 139.845 | 139.664 | 140.444 | ||
42 | 2023.07.20 12:30 | modify | 10 | 0.10 | 139.784 | 139.664 | 140.444 | ||
43 | 2023.07.20 12:30 | modify | 9 | 0.10 | 139.244 | 139.664 | 140.444 | ||
44 | 2023.07.20 12:30 | modify | 11 | 0.10 | 139.845 | 139.664 | 140.444 | ||
45 | 2023.07.20 16:06 | t/p | 9 | 0.10 | 140.444 | 139.664 | 140.444 | 85.44 | 10515.59 |
46 | 2023.07.20 16:06 | t/p | 10 | 0.10 | 140.444 | 139.664 | 140.444 | 46.99 | 10562.58 |
47 | 2023.07.20 16:06 | t/p | 11 | 0.10 | 140.444 | 139.664 | 140.444 | 42.65 | 10605.23 |
48 | 2023.07.20 16:06 | t/p | 12 | 0.10 | 140.444 | 139.664 | 140.444 | 42.65 | 10647.88 |
49 | 2023.09.11 06:00 | buy | 13 | 0.10 | 146.241 | 0.000 | 0.000 | ||
50 | 2023.09.11 06:00 | modify | 13 | 0.10 | 146.241 | 144.941 | 147.441 | ||
51 | 2023.09.11 10:15 | buy | 14 | 0.10 | 146.782 | 0.000 | 0.000 | ||
52 | 2023.09.11 10:15 | modify | 14 | 0.10 | 146.782 | 146.481 | 147.441 | ||
53 | 2023.09.11 10:15 | modify | 13 | 0.10 | 146.241 | 146.481 | 147.441 | ||
54 | 2023.09.11 10:20 | buy | 15 | 0.10 | 146.842 | 0.000 | 0.000 | ||
55 | 2023.09.11 10:20 | modify | 15 | 0.10 | 146.842 | 146.601 | 147.441 | ||
56 | 2023.09.11 10:20 | buy | 16 | 0.10 | 146.842 | 0.000 | 0.000 | ||
57 | 2023.09.11 10:20 | modify | 16 | 0.10 | 146.842 | 146.661 | 147.441 | ||
58 | 2023.09.11 10:20 | modify | 14 | 0.10 | 146.782 | 146.661 | 147.441 | ||
59 | 2023.09.11 10:20 | modify | 13 | 0.10 | 146.241 | 146.661 | 147.441 | ||
60 | 2023.09.11 10:20 | modify | 15 | 0.10 | 146.842 | 146.661 | 147.441 | ||
61 | 2023.09.11 12:04 | s/l | 13 | 0.10 | 146.661 | 146.661 | 147.441 | 28.64 | 10676.52 |
62 | 2023.09.11 12:04 | s/l | 14 | 0.10 | 146.661 | 146.661 | 147.441 | -8.25 | 10668.27 |
63 | 2023.09.11 12:04 | s/l | 15 | 0.10 | 146.661 | 146.661 | 147.441 | -12.34 | 10655.93 |
64 | 2023.09.11 12:04 | s/l | 16 | 0.10 | 146.661 | 146.661 | 147.441 | -12.34 | 10643.59 |
65 | 2023.10.02 04:00 | sell | 17 | 0.10 | 149.780 | 0.000 | 0.000 | ||
66 | 2023.10.02 04:00 | modify | 17 | 0.10 | 149.780 | 151.080 | 148.580 | ||
67 | 2023.10.03 14:12 | sell | 18 | 0.10 | 149.153 | 0.000 | 0.000 | ||
68 | 2023.10.03 14:12 | modify | 18 | 0.10 | 149.153 | 149.420 | 148.580 | ||
69 | 2023.10.03 14:12 | sell | 19 | 0.10 | 149.153 | 0.000 | 0.000 | ||
70 | 2023.10.03 14:12 | modify | 19 | 0.10 | 149.153 | 149.360 | 148.580 | ||
71 | 2023.10.03 14:12 | modify | 17 | 0.10 | 149.780 | 149.360 | 148.580 | ||
72 | 2023.10.03 14:12 | modify | 18 | 0.10 | 149.153 | 149.360 | 148.580 | ||
73 | 2023.10.03 14:12 | t/p | 17 | 0.10 | 148.580 | 149.360 | 148.580 | 78.79 | 10722.38 |
74 | 2023.10.03 14:12 | t/p | 18 | 0.10 | 148.580 | 149.360 | 148.580 | 38.57 | 10760.95 |
75 | 2023.10.03 14:12 | t/p | 19 | 0.10 | 148.580 | 149.360 | 148.580 | 38.57 | 10799.52 |
76 | 2023.10.26 04:00 | sell | 20 | 0.10 | 150.418 | 0.000 | 0.000 | ||
77 | 2023.10.26 04:00 | modify | 20 | 0.10 | 150.418 | 151.718 | 149.218 | ||
78 | 2023.10.27 12:46 | sell | 21 | 0.10 | 149.876 | 0.000 | 0.000 | ||
79 | 2023.10.27 12:46 | modify | 21 | 0.10 | 149.876 | 150.178 | 149.218 | ||
80 | 2023.10.27 12:46 | modify | 20 | 0.10 | 150.418 | 150.178 | 149.218 | ||
81 | 2023.10.27 12:51 | sell | 22 | 0.10 | 149.817 | 0.000 | 0.000 | ||
82 | 2023.10.27 12:51 | modify | 22 | 0.10 | 149.817 | 150.058 | 149.218 | ||
83 | 2023.10.27 12:51 | sell | 23 | 0.10 | 149.817 | 0.000 | 0.000 | ||
84 | 2023.10.27 12:51 | modify | 23 | 0.10 | 149.817 | 149.998 | 149.218 | ||
85 | 2023.10.27 12:51 | modify | 21 | 0.10 | 149.876 | 149.998 | 149.218 | ||
86 | 2023.10.27 12:51 | modify | 20 | 0.10 | 150.418 | 149.998 | 149.218 | ||
87 | 2023.10.27 12:51 | modify | 22 | 0.10 | 149.817 | 149.998 | 149.218 | ||
88 | 2023.10.30 14:06 | t/p | 20 | 0.10 | 149.218 | 149.998 | 149.218 | 76.47 | 10875.98 |
89 | 2023.10.30 14:06 | t/p | 21 | 0.10 | 149.218 | 149.998 | 149.218 | 42.12 | 10918.11 |
90 | 2023.10.30 14:06 | t/p | 22 | 0.10 | 149.218 | 149.998 | 149.218 | 38.16 | 10956.27 |
91 | 2023.10.30 14:06 | t/p | 23 | 0.10 | 149.218 | 149.998 | 149.218 | 38.16 | 10994.43 |
92 | 2023.11.21 05:00 | buy | 24 | 0.10 | 147.465 | 0.000 | 0.000 | ||
93 | 2023.11.21 05:00 | modify | 24 | 0.10 | 147.465 | 146.165 | 148.665 | ||
94 | 2023.11.21 17:18 | buy | 25 | 0.10 | 148.005 | 0.000 | 0.000 | ||
95 | 2023.11.21 17:18 | modify | 25 | 0.10 | 148.005 | 147.705 | 148.665 | ||
96 | 2023.11.21 17:18 | modify | 24 | 0.10 | 147.465 | 147.705 | 148.665 | ||
97 | 2023.11.21 18:03 | buy | 26 | 0.10 | 148.066 | 0.000 | 0.000 | ||
98 | 2023.11.21 18:03 | modify | 26 | 0.10 | 148.066 | 147.825 | 148.665 | ||
99 | 2023.11.21 18:03 | buy | 27 | 0.10 | 148.066 | 0.000 | 0.000 | ||
100 | 2023.11.21 18:03 | modify | 27 | 0.10 | 148.066 | 147.885 | 148.665 | ||
101 | 2023.11.21 18:03 | modify | 25 | 0.10 | 148.005 | 147.885 | 148.665 | ||
102 | 2023.11.21 18:03 | modify | 24 | 0.10 | 147.465 | 147.885 | 148.665 | ||
103 | 2023.11.21 18:03 | modify | 26 | 0.10 | 148.066 | 147.885 | 148.665 | ||
104 | 2023.11.22 05:26 | t/p | 24 | 0.10 | 148.665 | 147.885 | 148.665 | 81.61 | 11076.05 |
105 | 2023.11.22 05:26 | t/p | 25 | 0.10 | 148.665 | 147.885 | 148.665 | 45.29 | 11121.34 |
106 | 2023.11.22 05:26 | t/p | 26 | 0.10 | 148.665 | 147.885 | 148.665 | 41.18 | 11162.52 |
107 | 2023.11.22 05:26 | t/p | 27 | 0.10 | 148.665 | 147.885 | 148.665 | 41.18 | 11203.71 |
108 | 2023.12.11 03:00 | sell | 28 | 0.10 | 145.408 | 0.000 | 0.000 | ||
109 | 2023.12.11 03:00 | modify | 28 | 0.10 | 145.408 | 146.708 | 144.208 | ||
110 | 2023.12.12 13:31 | sell | 29 | 0.10 | 144.854 | 0.000 | 0.000 | ||
111 | 2023.12.12 13:31 | modify | 29 | 0.10 | 144.854 | 145.168 | 144.208 | ||
112 | 2023.12.12 13:31 | modify | 28 | 0.10 | 145.408 | 145.168 | 144.208 | ||
113 | 2023.12.12 13:31 | sell | 30 | 0.10 | 144.806 | 0.000 | 0.000 | ||
114 | 2023.12.12 13:31 | modify | 30 | 0.10 | 144.806 | 145.048 | 144.208 | ||
115 | 2023.12.12 13:31 | sell | 31 | 0.10 | 144.806 | 0.000 | 0.000 | ||
116 | 2023.12.12 13:31 | modify | 31 | 0.10 | 144.806 | 144.988 | 144.208 | ||
117 | 2023.12.12 13:31 | modify | 29 | 0.10 | 144.854 | 144.988 | 144.208 | ||
118 | 2023.12.12 13:31 | modify | 28 | 0.10 | 145.408 | 144.988 | 144.208 | ||
119 | 2023.12.12 13:31 | modify | 30 | 0.10 | 144.806 | 144.988 | 144.208 | ||
120 | 2023.12.12 13:33 | s/l | 28 | 0.10 | 144.988 | 144.988 | 144.208 | 26.99 | 11230.70 |
121 | 2023.12.12 13:33 | s/l | 29 | 0.10 | 144.988 | 144.988 | 144.208 | -9.24 | 11221.46 |
122 | 2023.12.12 13:33 | s/l | 30 | 0.10 | 144.988 | 144.988 | 144.208 | -12.55 | 11208.91 |
123 | 2023.12.12 13:33 | s/l | 31 | 0.10 | 144.988 | 144.988 | 144.208 | -12.55 | 11196.36 |
124 | 2024.01.10 04:00 | sell | 32 | 0.10 | 144.848 | 0.000 | 0.000 | ||
125 | 2024.01.10 04:00 | modify | 32 | 0.10 | 144.848 | 146.148 | 143.648 | ||
126 | 2024.01.11 13:32 | s/l | 32 | 0.10 | 146.148 | 146.148 | 143.648 | -94.88 | 11101.48 |
127 | 2024.02.29 04:00 | buy | 33 | 0.10 | 149.842 | 0.000 | 0.000 | ||
128 | 2024.02.29 04:00 | modify | 33 | 0.10 | 149.842 | 148.542 | 151.042 | ||
129 | 2024.03.01 01:03 | buy | 34 | 0.10 | 150.382 | 0.000 | 0.000 | ||
130 | 2024.03.01 01:03 | modify | 34 | 0.10 | 150.382 | 150.082 | 151.042 | ||
131 | 2024.03.01 01:03 | modify | 33 | 0.10 | 149.842 | 150.082 | 151.042 | ||
132 | 2024.03.01 02:06 | buy | 35 | 0.10 | 150.442 | 0.000 | 0.000 | ||
133 | 2024.03.01 02:06 | modify | 35 | 0.10 | 150.442 | 150.202 | 151.042 | ||
134 | 2024.03.01 02:06 | buy | 36 | 0.10 | 150.442 | 0.000 | 0.000 | ||
135 | 2024.03.01 02:06 | modify | 36 | 0.10 | 150.442 | 150.262 | 151.042 | ||
136 | 2024.03.01 02:06 | modify | 34 | 0.10 | 150.382 | 150.262 | 151.042 | ||
137 | 2024.03.01 02:06 | modify | 33 | 0.10 | 149.842 | 150.262 | 151.042 | ||
138 | 2024.03.01 02:06 | modify | 35 | 0.10 | 150.442 | 150.262 | 151.042 | ||
139 | 2024.03.01 15:10 | s/l | 33 | 0.10 | 150.262 | 150.262 | 151.042 | 28.84 | 11130.32 |
140 | 2024.03.01 15:10 | s/l | 34 | 0.10 | 150.262 | 150.262 | 151.042 | -7.99 | 11122.33 |
141 | 2024.03.01 15:10 | s/l | 35 | 0.10 | 150.262 | 150.262 | 151.042 | -11.98 | 11110.35 |
142 | 2024.03.01 15:10 | s/l | 36 | 0.10 | 150.262 | 150.262 | 151.042 | -11.98 | 11098.37 |