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 | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=8; 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 | 1914 | Ticks modelled | 24321662 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1092.48 | Gross profit | 1432.58 | Gross loss | -340.10 |
Profit factor | 4.21 | Expected payoff | 31.21 | ||
Absolute drawdown | 74.57 | Maximal drawdown | 226.84 (2.11%) | Relative drawdown | 2.11% (226.84) |
Total trades | 35 | Short positions (won %) | 17 (76.47%) | Long positions (won %) | 18 (88.89%) |
Profit trades (% of total) | 29 (82.86%) | Loss trades (% of total) | 6 (17.14%) | ||
Largest | profit trade | 102.70 | loss trade | -71.37 | |
Average | profit trade | 49.40 | loss trade | -56.68 | |
Maximum | consecutive wins (profit in money) | 13 (626.08) | consecutive losses (loss in money) | 3 (-128.73) | |
Maximal | consecutive profit (count of wins) | 626.08 (13) | consecutive loss (count of losses) | -128.73 (3) | |
Average | consecutive wins | 10 | consecutive losses | 2 |
# | 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 | -71.37 | 9928.63 |
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 14:24 | sell | 3 | 0.10 | 91.285 | 0.000 | 0.000 | ||
7 | 2023.05.02 14:24 | modify | 3 | 0.10 | 91.285 | 91.968 | 90.543 | ||
8 | 2023.05.02 14:24 | modify | 2 | 0.10 | 92.043 | 91.968 | 90.543 | ||
9 | 2023.05.02 14:37 | sell | 4 | 0.10 | 91.143 | 0.000 | 0.000 | ||
10 | 2023.05.02 14:37 | modify | 4 | 0.10 | 91.143 | 91.668 | 90.543 | ||
11 | 2023.05.02 14:37 | modify | 3 | 0.10 | 91.285 | 91.668 | 90.543 | ||
12 | 2023.05.02 14:37 | modify | 2 | 0.10 | 92.043 | 91.668 | 90.543 | ||
13 | 2023.05.02 21:04 | sell | 5 | 0.10 | 90.832 | 0.000 | 0.000 | ||
14 | 2023.05.02 21:04 | modify | 5 | 0.10 | 90.832 | 91.518 | 90.543 | ||
15 | 2023.05.02 21:04 | modify | 4 | 0.10 | 91.143 | 91.518 | 90.543 | ||
16 | 2023.05.02 21:04 | modify | 3 | 0.10 | 91.285 | 91.518 | 90.543 | ||
17 | 2023.05.02 21:04 | modify | 2 | 0.10 | 92.043 | 91.518 | 90.543 | ||
18 | 2023.05.03 07:05 | t/p | 2 | 0.10 | 90.543 | 91.518 | 90.543 | 94.84 | 10023.47 |
19 | 2023.05.03 07:05 | t/p | 3 | 0.10 | 90.543 | 91.518 | 90.543 | 46.39 | 10069.86 |
20 | 2023.05.03 07:05 | t/p | 4 | 0.10 | 90.543 | 91.518 | 90.543 | 37.31 | 10107.17 |
21 | 2023.05.03 07:05 | t/p | 5 | 0.10 | 90.543 | 91.518 | 90.543 | 17.43 | 10124.61 |
22 | 2023.07.07 12:00 | buy | 6 | 0.10 | 95.073 | 0.000 | 0.000 | ||
23 | 2023.07.07 12:00 | modify | 6 | 0.10 | 95.073 | 93.973 | 96.573 | ||
24 | 2023.07.11 07:27 | s/l | 6 | 0.10 | 93.973 | 93.973 | 96.573 | -69.68 | 10054.92 |
25 | 2023.07.11 16:00 | buy | 7 | 0.10 | 93.651 | 0.000 | 0.000 | ||
26 | 2023.07.11 16:00 | modify | 7 | 0.10 | 93.651 | 92.551 | 95.151 | ||
27 | 2023.07.13 03:54 | buy | 8 | 0.10 | 94.401 | 0.000 | 0.000 | ||
28 | 2023.07.13 03:54 | modify | 8 | 0.10 | 94.401 | 93.726 | 95.151 | ||
29 | 2023.07.13 03:54 | modify | 7 | 0.10 | 93.651 | 93.726 | 95.151 | ||
30 | 2023.07.13 05:43 | buy | 9 | 0.10 | 94.552 | 0.000 | 0.000 | ||
31 | 2023.07.13 05:43 | modify | 9 | 0.10 | 94.552 | 94.026 | 95.151 | ||
32 | 2023.07.13 05:43 | modify | 8 | 0.10 | 94.401 | 94.026 | 95.151 | ||
33 | 2023.07.13 05:43 | modify | 7 | 0.10 | 93.651 | 94.026 | 95.151 | ||
34 | 2023.07.13 09:25 | buy | 10 | 0.10 | 94.851 | 0.000 | 0.000 | ||
35 | 2023.07.13 09:25 | modify | 10 | 0.10 | 94.851 | 94.176 | 95.151 | ||
36 | 2023.07.13 09:25 | modify | 9 | 0.10 | 94.552 | 94.176 | 95.151 | ||
37 | 2023.07.13 09:25 | modify | 8 | 0.10 | 94.401 | 94.176 | 95.151 | ||
38 | 2023.07.13 09:25 | modify | 7 | 0.10 | 93.651 | 94.176 | 95.151 | ||
39 | 2023.07.13 12:45 | t/p | 7 | 0.10 | 95.151 | 94.176 | 95.151 | 97.20 | 10152.13 |
40 | 2023.07.13 12:45 | t/p | 8 | 0.10 | 95.151 | 94.176 | 95.151 | 47.96 | 10200.09 |
41 | 2023.07.13 12:45 | t/p | 9 | 0.10 | 95.151 | 94.176 | 95.151 | 38.30 | 10238.39 |
42 | 2023.07.13 12:45 | t/p | 10 | 0.10 | 95.151 | 94.176 | 95.151 | 19.19 | 10257.58 |
43 | 2023.08.03 12:00 | buy | 11 | 0.10 | 93.327 | 0.000 | 0.000 | ||
44 | 2023.08.03 12:00 | modify | 11 | 0.10 | 93.327 | 92.227 | 94.827 | ||
45 | 2023.08.09 07:57 | buy | 12 | 0.10 | 94.077 | 0.000 | 0.000 | ||
46 | 2023.08.09 07:57 | modify | 12 | 0.10 | 94.077 | 93.402 | 94.827 | ||
47 | 2023.08.09 07:57 | modify | 11 | 0.10 | 93.327 | 93.402 | 94.827 | ||
48 | 2023.08.10 04:07 | buy | 13 | 0.10 | 94.227 | 0.000 | 0.000 | ||
49 | 2023.08.10 04:07 | modify | 13 | 0.10 | 94.227 | 93.702 | 94.827 | ||
50 | 2023.08.10 04:07 | modify | 12 | 0.10 | 94.077 | 93.702 | 94.827 | ||
51 | 2023.08.10 04:07 | modify | 11 | 0.10 | 93.327 | 93.702 | 94.827 | ||
52 | 2023.08.10 12:03 | buy | 14 | 0.10 | 94.529 | 0.000 | 0.000 | ||
53 | 2023.08.10 12:03 | modify | 14 | 0.10 | 94.529 | 93.852 | 94.827 | ||
54 | 2023.08.10 12:03 | modify | 13 | 0.10 | 94.227 | 93.852 | 94.827 | ||
55 | 2023.08.10 12:03 | modify | 12 | 0.10 | 94.077 | 93.852 | 94.827 | ||
56 | 2023.08.10 12:03 | modify | 11 | 0.10 | 93.327 | 93.852 | 94.827 | ||
57 | 2023.08.10 13:37 | t/p | 11 | 0.10 | 94.827 | 93.852 | 94.827 | 98.18 | 10355.75 |
58 | 2023.08.10 13:37 | t/p | 12 | 0.10 | 94.827 | 93.852 | 94.827 | 48.92 | 10404.67 |
59 | 2023.08.10 13:37 | t/p | 13 | 0.10 | 94.827 | 93.852 | 94.827 | 38.36 | 10443.03 |
60 | 2023.08.10 13:37 | t/p | 14 | 0.10 | 94.827 | 93.852 | 94.827 | 19.05 | 10462.08 |
61 | 2023.09.29 08:00 | sell | 15 | 0.10 | 96.387 | 0.000 | 0.000 | ||
62 | 2023.09.29 08:00 | modify | 15 | 0.10 | 96.387 | 97.487 | 94.887 | ||
63 | 2023.10.02 13:09 | sell | 16 | 0.10 | 95.635 | 0.000 | 0.000 | ||
64 | 2023.10.02 13:09 | modify | 16 | 0.10 | 95.635 | 96.312 | 94.887 | ||
65 | 2023.10.02 13:09 | modify | 15 | 0.10 | 96.387 | 96.312 | 94.887 | ||
66 | 2023.10.02 14:00 | sell | 17 | 0.10 | 95.487 | 0.000 | 0.000 | ||
67 | 2023.10.02 14:00 | modify | 17 | 0.10 | 95.487 | 96.012 | 94.887 | ||
68 | 2023.10.02 14:00 | modify | 16 | 0.10 | 95.635 | 96.012 | 94.887 | ||
69 | 2023.10.02 14:00 | modify | 15 | 0.10 | 96.387 | 96.012 | 94.887 | ||
70 | 2023.10.03 01:29 | sell | 18 | 0.10 | 95.187 | 0.000 | 0.000 | ||
71 | 2023.10.03 01:29 | modify | 18 | 0.10 | 95.187 | 95.862 | 94.887 | ||
72 | 2023.10.03 01:29 | modify | 17 | 0.10 | 95.487 | 95.862 | 94.887 | ||
73 | 2023.10.03 01:29 | modify | 16 | 0.10 | 95.635 | 95.862 | 94.887 | ||
74 | 2023.10.03 01:29 | modify | 15 | 0.10 | 96.387 | 95.862 | 94.887 | ||
75 | 2023.10.03 04:17 | t/p | 15 | 0.10 | 94.887 | 95.862 | 94.887 | 93.79 | 10555.88 |
76 | 2023.10.03 04:17 | t/p | 16 | 0.10 | 94.887 | 95.862 | 94.887 | 46.77 | 10602.65 |
77 | 2023.10.03 04:17 | t/p | 17 | 0.10 | 94.887 | 95.862 | 94.887 | 37.30 | 10639.95 |
78 | 2023.10.03 04:17 | t/p | 18 | 0.10 | 94.887 | 95.862 | 94.887 | 19.18 | 10659.13 |
79 | 2023.11.06 08:00 | sell | 19 | 0.10 | 97.407 | 0.000 | 0.000 | ||
80 | 2023.11.06 08:00 | modify | 19 | 0.10 | 97.407 | 98.507 | 95.907 | ||
81 | 2023.11.07 05:29 | sell | 20 | 0.10 | 96.656 | 0.000 | 0.000 | ||
82 | 2023.11.07 05:29 | modify | 20 | 0.10 | 96.656 | 97.332 | 95.907 | ||
83 | 2023.11.07 05:29 | modify | 19 | 0.10 | 97.407 | 97.332 | 95.907 | ||
84 | 2023.11.07 11:16 | sell | 21 | 0.10 | 96.507 | 0.000 | 0.000 | ||
85 | 2023.11.07 11:16 | modify | 21 | 0.10 | 96.507 | 97.032 | 95.907 | ||
86 | 2023.11.07 11:16 | modify | 20 | 0.10 | 96.656 | 97.032 | 95.907 | ||
87 | 2023.11.07 11:16 | modify | 19 | 0.10 | 97.407 | 97.032 | 95.907 | ||
88 | 2023.11.08 02:18 | s/l | 19 | 0.10 | 97.032 | 97.032 | 95.907 | 21.87 | 10681.00 |
89 | 2023.11.08 02:18 | s/l | 20 | 0.10 | 97.032 | 97.032 | 95.907 | -25.09 | 10655.91 |
90 | 2023.11.08 02:18 | s/l | 21 | 0.10 | 97.032 | 97.032 | 95.907 | -34.61 | 10621.30 |
91 | 2023.12.05 16:00 | buy | 22 | 0.10 | 96.571 | 0.000 | 0.000 | ||
92 | 2023.12.05 16:00 | modify | 22 | 0.10 | 96.571 | 95.471 | 98.071 | ||
93 | 2023.12.07 08:23 | s/l | 22 | 0.10 | 95.471 | 95.471 | 98.071 | -69.04 | 10552.27 |
94 | 2023.12.27 12:00 | sell | 23 | 0.10 | 97.502 | 0.000 | 0.000 | ||
95 | 2023.12.27 12:00 | modify | 23 | 0.10 | 97.502 | 98.602 | 96.002 | ||
96 | 2023.12.28 04:38 | sell | 24 | 0.10 | 96.751 | 0.000 | 0.000 | ||
97 | 2023.12.28 04:38 | modify | 24 | 0.10 | 96.751 | 97.427 | 96.002 | ||
98 | 2023.12.28 04:38 | modify | 23 | 0.10 | 97.502 | 97.427 | 96.002 | ||
99 | 2023.12.28 04:46 | sell | 25 | 0.10 | 96.601 | 0.000 | 0.000 | ||
100 | 2023.12.28 04:46 | modify | 25 | 0.10 | 96.601 | 97.127 | 96.002 | ||
101 | 2023.12.28 04:46 | modify | 24 | 0.10 | 96.751 | 97.127 | 96.002 | ||
102 | 2023.12.28 04:46 | modify | 23 | 0.10 | 97.502 | 97.127 | 96.002 | ||
103 | 2023.12.28 08:56 | sell | 26 | 0.10 | 96.301 | 0.000 | 0.000 | ||
104 | 2023.12.28 08:56 | modify | 26 | 0.10 | 96.301 | 96.977 | 96.002 | ||
105 | 2023.12.28 08:56 | modify | 25 | 0.10 | 96.601 | 96.977 | 96.002 | ||
106 | 2023.12.28 08:56 | modify | 24 | 0.10 | 96.751 | 96.977 | 96.002 | ||
107 | 2023.12.28 08:56 | modify | 23 | 0.10 | 97.502 | 96.977 | 96.002 | ||
108 | 2023.12.29 21:57 | t/p | 23 | 0.10 | 96.002 | 96.977 | 96.002 | 91.70 | 10643.97 |
109 | 2023.12.29 21:57 | t/p | 24 | 0.10 | 96.002 | 96.977 | 96.002 | 46.84 | 10690.82 |
110 | 2023.12.29 21:57 | t/p | 25 | 0.10 | 96.002 | 96.977 | 96.002 | 37.25 | 10728.07 |
111 | 2023.12.29 21:57 | t/p | 26 | 0.10 | 96.002 | 96.977 | 96.002 | 18.07 | 10746.14 |
112 | 2024.02.01 16:00 | buy | 27 | 0.10 | 95.779 | 0.000 | 0.000 | ||
113 | 2024.02.01 16:00 | modify | 27 | 0.10 | 95.779 | 94.679 | 97.279 | ||
114 | 2024.02.02 02:06 | buy | 28 | 0.10 | 96.530 | 0.000 | 0.000 | ||
115 | 2024.02.02 02:06 | modify | 28 | 0.10 | 96.530 | 95.854 | 97.279 | ||
116 | 2024.02.02 02:06 | modify | 27 | 0.10 | 95.779 | 95.854 | 97.279 | ||
117 | 2024.02.02 07:17 | buy | 29 | 0.10 | 96.679 | 0.000 | 0.000 | ||
118 | 2024.02.02 07:17 | modify | 29 | 0.10 | 96.679 | 96.154 | 97.279 | ||
119 | 2024.02.02 07:17 | modify | 28 | 0.10 | 96.530 | 96.154 | 97.279 | ||
120 | 2024.02.02 07:17 | modify | 27 | 0.10 | 95.779 | 96.154 | 97.279 | ||
121 | 2024.02.08 06:42 | buy | 30 | 0.10 | 96.979 | 0.000 | 0.000 | ||
122 | 2024.02.08 06:42 | modify | 30 | 0.10 | 96.979 | 96.304 | 97.279 | ||
123 | 2024.02.08 06:42 | modify | 29 | 0.10 | 96.679 | 96.304 | 97.279 | ||
124 | 2024.02.08 06:42 | modify | 28 | 0.10 | 96.530 | 96.304 | 97.279 | ||
125 | 2024.02.08 06:42 | modify | 27 | 0.10 | 95.779 | 96.304 | 97.279 | ||
126 | 2024.02.09 08:39 | t/p | 27 | 0.10 | 97.279 | 96.304 | 97.279 | 98.50 | 10844.64 |
127 | 2024.02.09 08:39 | t/p | 28 | 0.10 | 97.279 | 96.304 | 97.279 | 50.16 | 10894.79 |
128 | 2024.02.09 08:39 | t/p | 29 | 0.10 | 97.279 | 96.304 | 97.279 | 40.64 | 10935.43 |
129 | 2024.02.09 08:39 | t/p | 30 | 0.10 | 97.279 | 96.304 | 97.279 | 19.51 | 10954.94 |
130 | 2024.02.28 16:00 | buy | 31 | 0.10 | 97.962 | 0.000 | 0.000 | ||
131 | 2024.02.28 16:00 | modify | 31 | 0.10 | 97.962 | 96.862 | 99.462 | ||
132 | 2024.03.20 00:30 | buy | 32 | 0.10 | 98.713 | 0.000 | 0.000 | ||
133 | 2024.03.20 00:30 | modify | 32 | 0.10 | 98.713 | 98.037 | 99.462 | ||
134 | 2024.03.20 00:30 | modify | 31 | 0.10 | 97.962 | 98.037 | 99.462 | ||
135 | 2024.03.20 02:09 | buy | 33 | 0.10 | 98.862 | 0.000 | 0.000 | ||
136 | 2024.03.20 02:09 | modify | 33 | 0.10 | 98.862 | 98.337 | 99.462 | ||
137 | 2024.03.20 02:09 | modify | 32 | 0.10 | 98.713 | 98.337 | 99.462 | ||
138 | 2024.03.20 02:09 | modify | 31 | 0.10 | 97.962 | 98.337 | 99.462 | ||
139 | 2024.03.20 18:00 | buy | 34 | 0.10 | 99.166 | 0.000 | 0.000 | ||
140 | 2024.03.20 18:00 | modify | 34 | 0.10 | 99.166 | 98.487 | 99.462 | ||
141 | 2024.03.20 18:00 | modify | 33 | 0.10 | 98.862 | 98.487 | 99.462 | ||
142 | 2024.03.20 18:00 | modify | 32 | 0.10 | 98.713 | 98.487 | 99.462 | ||
143 | 2024.03.20 18:00 | modify | 31 | 0.10 | 97.962 | 98.487 | 99.462 | ||
144 | 2024.03.20 19:27 | t/p | 31 | 0.10 | 99.462 | 98.487 | 99.462 | 102.70 | 11057.64 |
145 | 2024.03.20 19:27 | t/p | 32 | 0.10 | 99.462 | 98.487 | 99.462 | 47.88 | 11105.52 |
146 | 2024.03.20 19:27 | t/p | 33 | 0.10 | 99.462 | 98.487 | 99.462 | 38.36 | 11143.88 |
147 | 2024.03.20 19:27 | t/p | 34 | 0.10 | 99.462 | 98.487 | 99.462 | 18.92 | 11162.80 |
148 | 2024.04.26 12:00 | sell | 35 | 0.10 | 102.486 | 0.000 | 0.000 | ||
149 | 2024.04.26 12:00 | modify | 35 | 0.10 | 102.486 | 103.586 | 100.986 | ||
150 | 2024.04.28 22:18 | s/l | 35 | 0.10 | 103.586 | 103.586 | 100.986 | -70.32 | 11092.48 |