Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 6538 | Ticks modelled | 25858521 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 553.39 | Gross profit | 1018.99 | Gross loss | -465.61 |
Profit factor | 2.19 | Expected payoff | 16.77 | ||
Absolute drawdown | 46.16 | Maximal drawdown | 332.64 (17.66%) | Relative drawdown | 17.66% (332.64) |
Total trades | 33 | Short positions (won %) | 15 (40.00%) | Long positions (won %) | 18 (72.22%) |
Profit trades (% of total) | 19 (57.58%) | Loss trades (% of total) | 14 (42.42%) | ||
Largest | profit trade | 102.75 | loss trade | -63.51 | |
Average | profit trade | 53.63 | loss trade | -33.26 | |
Maximum | consecutive wins (profit in money) | 12 (686.32) | consecutive losses (loss in money) | 5 (-178.47) | |
Maximal | consecutive profit (count of wins) | 686.32 (12) | consecutive loss (count of losses) | -178.47 (5) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.07 06:00 | buy | 1 | 0.10 | 96.778 | 0.000 | 0.000 | ||
2 | 2023.11.07 06:00 | modify | 1 | 0.10 | 96.778 | 95.878 | 98.278 | ||
3 | 2023.11.14 14:14 | buy | 2 | 0.10 | 97.528 | 0.000 | 0.000 | ||
4 | 2023.11.14 14:14 | modify | 2 | 0.10 | 97.528 | 96.928 | 98.278 | ||
5 | 2023.11.14 14:14 | modify | 1 | 0.10 | 96.778 | 96.928 | 98.278 | ||
6 | 2023.11.14 14:34 | buy | 3 | 0.10 | 97.605 | 0.000 | 0.000 | ||
7 | 2023.11.14 14:34 | modify | 3 | 0.10 | 97.605 | 97.303 | 98.278 | ||
8 | 2023.11.14 14:34 | buy | 4 | 0.10 | 97.605 | 0.000 | 0.000 | ||
9 | 2023.11.14 14:34 | modify | 4 | 0.10 | 97.605 | 97.303 | 98.278 | ||
10 | 2023.11.14 14:34 | modify | 2 | 0.10 | 97.528 | 97.303 | 98.278 | ||
11 | 2023.11.14 14:34 | modify | 1 | 0.10 | 96.778 | 97.303 | 98.278 | ||
12 | 2023.11.15 14:38 | t/p | 1 | 0.10 | 98.278 | 97.303 | 98.278 | 99.97 | 1099.97 |
13 | 2023.11.15 14:38 | t/p | 2 | 0.10 | 98.278 | 97.303 | 98.278 | 48.80 | 1148.77 |
14 | 2023.11.15 14:38 | t/p | 3 | 0.10 | 98.278 | 97.303 | 98.278 | 43.83 | 1192.59 |
15 | 2023.11.15 14:38 | t/p | 4 | 0.10 | 98.278 | 97.303 | 98.278 | 43.83 | 1236.42 |
16 | 2023.12.07 07:00 | buy | 5 | 0.10 | 95.789 | 0.000 | 0.000 | ||
17 | 2023.12.07 07:00 | modify | 5 | 0.10 | 95.789 | 94.889 | 97.289 | ||
18 | 2023.12.07 15:50 | s/l | 5 | 0.10 | 94.889 | 94.889 | 97.289 | -58.08 | 1178.34 |
19 | 2024.01.10 05:00 | sell | 6 | 0.10 | 97.057 | 0.000 | 0.000 | ||
20 | 2024.01.10 05:00 | modify | 6 | 0.10 | 97.057 | 97.957 | 95.557 | ||
21 | 2024.02.01 01:51 | sell | 7 | 0.10 | 96.306 | 0.000 | 0.000 | ||
22 | 2024.02.01 01:51 | modify | 7 | 0.10 | 96.306 | 96.907 | 95.557 | ||
23 | 2024.02.01 01:51 | modify | 6 | 0.10 | 97.057 | 96.907 | 95.557 | ||
24 | 2024.02.01 04:22 | sell | 8 | 0.10 | 96.232 | 0.000 | 0.000 | ||
25 | 2024.02.01 04:22 | modify | 8 | 0.10 | 96.232 | 96.532 | 95.557 | ||
26 | 2024.02.01 04:22 | sell | 9 | 0.10 | 96.232 | 0.000 | 0.000 | ||
27 | 2024.02.01 04:22 | modify | 9 | 0.10 | 96.232 | 96.532 | 95.557 | ||
28 | 2024.02.01 04:22 | modify | 7 | 0.10 | 96.306 | 96.532 | 95.557 | ||
29 | 2024.02.01 04:22 | modify | 6 | 0.10 | 97.057 | 96.532 | 95.557 | ||
30 | 2024.02.01 14:17 | t/p | 6 | 0.10 | 95.557 | 96.532 | 95.557 | 70.80 | 1249.13 |
31 | 2024.02.01 14:17 | t/p | 7 | 0.10 | 95.557 | 96.532 | 95.557 | 48.33 | 1297.46 |
32 | 2024.02.01 14:17 | t/p | 8 | 0.10 | 95.557 | 96.532 | 95.557 | 43.56 | 1341.02 |
33 | 2024.02.01 14:17 | t/p | 9 | 0.10 | 95.557 | 96.532 | 95.557 | 43.56 | 1384.58 |
34 | 2024.03.05 08:00 | buy | 10 | 0.10 | 97.567 | 0.000 | 0.000 | ||
35 | 2024.03.05 08:00 | modify | 10 | 0.10 | 97.567 | 96.667 | 99.067 | ||
36 | 2024.03.19 14:15 | buy | 11 | 0.10 | 98.321 | 0.000 | 0.000 | ||
37 | 2024.03.19 14:15 | modify | 11 | 0.10 | 98.321 | 97.717 | 99.067 | ||
38 | 2024.03.19 14:15 | modify | 10 | 0.10 | 97.567 | 97.717 | 99.067 | ||
39 | 2024.03.19 14:35 | buy | 12 | 0.10 | 98.393 | 0.000 | 0.000 | ||
40 | 2024.03.19 14:35 | modify | 12 | 0.10 | 98.393 | 98.092 | 99.067 | ||
41 | 2024.03.19 14:35 | buy | 13 | 0.10 | 98.393 | 0.000 | 0.000 | ||
42 | 2024.03.19 14:35 | modify | 13 | 0.10 | 98.393 | 98.092 | 99.067 | ||
43 | 2024.03.19 14:35 | modify | 11 | 0.10 | 98.321 | 98.092 | 99.067 | ||
44 | 2024.03.19 14:35 | modify | 10 | 0.10 | 97.567 | 98.092 | 99.067 | ||
45 | 2024.03.20 17:58 | t/p | 10 | 0.10 | 99.067 | 98.092 | 99.067 | 102.75 | 1487.34 |
46 | 2024.03.20 17:58 | t/p | 11 | 0.10 | 99.067 | 98.092 | 99.067 | 48.55 | 1535.88 |
47 | 2024.03.20 17:58 | t/p | 12 | 0.10 | 99.067 | 98.092 | 99.067 | 43.90 | 1579.78 |
48 | 2024.03.20 17:58 | t/p | 13 | 0.10 | 99.067 | 98.092 | 99.067 | 43.90 | 1623.67 |
49 | 2024.03.22 09:00 | buy | 14 | 0.10 | 98.763 | 0.000 | 0.000 | ||
50 | 2024.03.22 09:00 | modify | 14 | 0.10 | 98.763 | 97.863 | 100.263 | ||
51 | 2024.04.03 15:33 | buy | 15 | 0.10 | 99.514 | 0.000 | 0.000 | ||
52 | 2024.04.03 15:33 | modify | 15 | 0.10 | 99.514 | 98.913 | 100.263 | ||
53 | 2024.04.03 15:33 | modify | 14 | 0.10 | 98.763 | 98.913 | 100.263 | ||
54 | 2024.04.03 16:46 | buy | 16 | 0.10 | 99.588 | 0.000 | 0.000 | ||
55 | 2024.04.03 16:46 | modify | 16 | 0.10 | 99.588 | 99.288 | 100.263 | ||
56 | 2024.04.03 16:46 | buy | 17 | 0.10 | 99.588 | 0.000 | 0.000 | ||
57 | 2024.04.03 16:46 | modify | 17 | 0.10 | 99.588 | 99.288 | 100.263 | ||
58 | 2024.04.03 16:46 | modify | 15 | 0.10 | 99.514 | 99.288 | 100.263 | ||
59 | 2024.04.03 16:46 | modify | 14 | 0.10 | 98.763 | 99.288 | 100.263 | ||
60 | 2024.04.04 10:29 | t/p | 14 | 0.10 | 100.263 | 99.288 | 100.263 | 101.96 | 1725.63 |
61 | 2024.04.04 10:29 | t/p | 15 | 0.10 | 100.263 | 99.288 | 100.263 | 49.53 | 1775.16 |
62 | 2024.04.04 10:29 | t/p | 16 | 0.10 | 100.263 | 99.288 | 100.263 | 44.75 | 1819.91 |
63 | 2024.04.04 10:29 | t/p | 17 | 0.10 | 100.263 | 99.288 | 100.263 | 44.75 | 1864.66 |
64 | 2024.04.26 09:00 | sell | 18 | 0.10 | 102.518 | 0.000 | 0.000 | ||
65 | 2024.04.26 09:00 | modify | 18 | 0.10 | 102.518 | 103.418 | 101.018 | ||
66 | 2024.04.26 20:33 | s/l | 18 | 0.10 | 103.418 | 103.418 | 101.018 | -58.08 | 1806.58 |
67 | 2024.05.06 05:00 | sell | 19 | 0.10 | 101.815 | 0.000 | 0.000 | ||
68 | 2024.05.06 05:00 | modify | 19 | 0.10 | 101.815 | 102.715 | 100.315 | ||
69 | 2024.05.09 12:30 | s/l | 19 | 0.10 | 102.715 | 102.715 | 100.315 | -63.51 | 1743.07 |
70 | 2024.06.05 09:00 | sell | 20 | 0.10 | 103.930 | 0.000 | 0.000 | ||
71 | 2024.06.05 09:00 | modify | 20 | 0.10 | 103.930 | 104.830 | 102.430 | ||
72 | 2024.06.07 15:08 | sell | 21 | 0.10 | 103.180 | 0.000 | 0.000 | ||
73 | 2024.06.07 15:08 | modify | 21 | 0.10 | 103.180 | 103.780 | 102.430 | ||
74 | 2024.06.07 15:08 | modify | 20 | 0.10 | 103.930 | 103.780 | 102.430 | ||
75 | 2024.06.07 15:29 | sell | 22 | 0.10 | 103.102 | 0.000 | 0.000 | ||
76 | 2024.06.07 15:29 | modify | 22 | 0.10 | 103.102 | 103.405 | 102.430 | ||
77 | 2024.06.07 15:29 | sell | 23 | 0.10 | 103.102 | 0.000 | 0.000 | ||
78 | 2024.06.07 15:29 | modify | 23 | 0.10 | 103.102 | 103.405 | 102.430 | ||
79 | 2024.06.07 15:29 | modify | 21 | 0.10 | 103.180 | 103.405 | 102.430 | ||
80 | 2024.06.07 15:29 | modify | 20 | 0.10 | 103.930 | 103.405 | 102.430 | ||
81 | 2024.06.10 02:20 | s/l | 20 | 0.10 | 103.405 | 103.405 | 102.430 | 28.47 | 1771.54 |
82 | 2024.06.10 02:20 | s/l | 21 | 0.10 | 103.405 | 103.405 | 102.430 | -15.60 | 1755.94 |
83 | 2024.06.10 02:20 | s/l | 22 | 0.10 | 103.405 | 103.405 | 102.430 | -20.63 | 1735.31 |
84 | 2024.06.10 02:20 | s/l | 23 | 0.10 | 103.405 | 103.405 | 102.430 | -20.63 | 1714.67 |
85 | 2024.06.26 07:00 | sell | 24 | 0.10 | 106.773 | 0.000 | 0.000 | ||
86 | 2024.06.26 07:00 | modify | 24 | 0.10 | 106.773 | 107.673 | 105.273 | ||
87 | 2024.07.01 08:19 | s/l | 24 | 0.10 | 107.673 | 107.673 | 105.273 | -63.51 | 1651.17 |
88 | 2024.07.24 06:00 | buy | 25 | 0.10 | 101.996 | 0.000 | 0.000 | ||
89 | 2024.07.24 06:00 | modify | 25 | 0.10 | 101.996 | 101.096 | 103.496 | ||
90 | 2024.07.24 14:06 | s/l | 25 | 0.10 | 101.096 | 101.096 | 103.496 | -58.09 | 1593.08 |
91 | 2024.07.25 05:00 | buy | 26 | 0.10 | 99.860 | 0.000 | 0.000 | ||
92 | 2024.07.25 05:00 | modify | 26 | 0.10 | 99.860 | 98.960 | 101.360 | ||
93 | 2024.07.25 13:05 | buy | 27 | 0.10 | 100.611 | 0.000 | 0.000 | ||
94 | 2024.07.25 13:05 | modify | 27 | 0.10 | 100.611 | 100.010 | 101.360 | ||
95 | 2024.07.25 13:05 | modify | 26 | 0.10 | 99.860 | 100.010 | 101.360 | ||
96 | 2024.07.25 13:06 | buy | 28 | 0.10 | 100.692 | 0.000 | 0.000 | ||
97 | 2024.07.25 13:06 | modify | 28 | 0.10 | 100.692 | 100.385 | 101.360 | ||
98 | 2024.07.25 13:06 | buy | 29 | 0.10 | 100.692 | 0.000 | 0.000 | ||
99 | 2024.07.25 13:06 | modify | 29 | 0.10 | 100.692 | 100.385 | 101.360 | ||
100 | 2024.07.25 13:06 | modify | 27 | 0.10 | 100.611 | 100.385 | 101.360 | ||
101 | 2024.07.25 13:06 | modify | 26 | 0.10 | 99.860 | 100.385 | 101.360 | ||
102 | 2024.07.25 14:01 | s/l | 26 | 0.10 | 100.385 | 100.385 | 101.360 | 33.89 | 1626.97 |
103 | 2024.07.25 14:01 | s/l | 27 | 0.10 | 100.385 | 100.385 | 101.360 | -14.59 | 1612.38 |
104 | 2024.07.25 14:01 | s/l | 28 | 0.10 | 100.385 | 100.385 | 101.360 | -19.82 | 1592.56 |
105 | 2024.07.25 14:01 | s/l | 29 | 0.10 | 100.385 | 100.385 | 101.360 | -19.82 | 1572.74 |
106 | 2024.10.01 06:00 | sell | 30 | 0.10 | 99.947 | 0.000 | 0.000 | ||
107 | 2024.10.01 06:00 | modify | 30 | 0.10 | 99.947 | 100.847 | 98.447 | ||
108 | 2024.10.01 08:53 | sell | 31 | 0.10 | 99.197 | 0.000 | 0.000 | ||
109 | 2024.10.01 08:53 | modify | 31 | 0.10 | 99.197 | 99.797 | 98.447 | ||
110 | 2024.10.01 08:53 | modify | 30 | 0.10 | 99.947 | 99.797 | 98.447 | ||
111 | 2024.10.01 10:35 | sell | 32 | 0.10 | 99.122 | 0.000 | 0.000 | ||
112 | 2024.10.01 10:35 | modify | 32 | 0.10 | 99.122 | 99.422 | 98.447 | ||
113 | 2024.10.01 10:35 | sell | 33 | 0.10 | 99.122 | 0.000 | 0.000 | ||
114 | 2024.10.01 10:35 | modify | 33 | 0.10 | 99.122 | 99.422 | 98.447 | ||
115 | 2024.10.01 10:35 | modify | 31 | 0.10 | 99.197 | 99.422 | 98.447 | ||
116 | 2024.10.01 10:35 | modify | 30 | 0.10 | 99.947 | 99.422 | 98.447 | ||
117 | 2024.10.01 12:11 | s/l | 30 | 0.10 | 99.422 | 99.422 | 98.447 | 33.89 | 1606.63 |
118 | 2024.10.01 12:11 | s/l | 31 | 0.10 | 99.422 | 99.422 | 98.447 | -14.52 | 1592.11 |
119 | 2024.10.01 12:11 | s/l | 32 | 0.10 | 99.422 | 99.422 | 98.447 | -19.36 | 1572.75 |
120 | 2024.10.01 12:11 | s/l | 33 | 0.10 | 99.422 | 99.422 | 98.447 | -19.36 | 1553.39 |