Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 2608 | Ticks modelled | 79352 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 556.98 | Gross profit | 582.90 | Gross loss | -25.92 |
Profit factor | 22.49 | Expected payoff | 46.41 | ||
Absolute drawdown | 8.03 | Maximal drawdown | 195.91 (13.95%) | Relative drawdown | 15.84% (193.60) |
Total trades | 12 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 4 (100.00%) |
Profit trades (% of total) | 9 (75.00%) | Loss trades (% of total) | 3 (25.00%) | ||
Largest | profit trade | 103.86 | loss trade | -15.56 | |
Average | profit trade | 64.77 | loss trade | -8.64 | |
Maximum | consecutive wins (profit in money) | 5 (311.60) | consecutive losses (loss in money) | 3 (-25.92) | |
Maximal | consecutive profit (count of wins) | 311.60 (5) | consecutive loss (count of losses) | -25.92 (3) | |
Average | consecutive wins | 5 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.07.25 12:00 | buy | 1 | 0.10 | 99.600 | 0.000 | 0.000 | ||
2 | 2024.07.25 12:00 | modify | 1 | 0.10 | 99.600 | 98.400 | 101.100 | ||
3 | 2024.07.25 12:30 | buy | 2 | 0.10 | 100.219 | 0.000 | 0.000 | ||
4 | 2024.07.25 12:30 | modify | 2 | 0.10 | 100.219 | 99.675 | 101.100 | ||
5 | 2024.07.25 12:30 | buy | 3 | 0.10 | 100.219 | 0.000 | 0.000 | ||
6 | 2024.07.25 12:30 | modify | 3 | 0.10 | 100.219 | 99.975 | 101.100 | ||
7 | 2024.07.25 12:30 | modify | 1 | 0.10 | 99.600 | 99.975 | 101.100 | ||
8 | 2024.07.25 12:35 | modify | 2 | 0.10 | 100.219 | 99.975 | 101.100 | ||
9 | 2024.07.25 13:10 | buy | 4 | 0.10 | 100.363 | 0.000 | 0.000 | ||
10 | 2024.07.25 13:10 | modify | 4 | 0.10 | 100.363 | 100.125 | 101.100 | ||
11 | 2024.07.25 13:10 | modify | 3 | 0.10 | 100.219 | 100.125 | 101.100 | ||
12 | 2024.07.25 13:10 | modify | 2 | 0.10 | 100.219 | 100.125 | 101.100 | ||
13 | 2024.07.25 13:10 | modify | 1 | 0.10 | 99.600 | 100.125 | 101.100 | ||
14 | 2024.07.25 16:40 | t/p | 1 | 0.10 | 101.100 | 100.125 | 101.100 | 103.86 | 1103.86 |
15 | 2024.07.25 16:40 | t/p | 2 | 0.10 | 101.100 | 100.125 | 101.100 | 61.00 | 1164.86 |
16 | 2024.07.25 16:40 | t/p | 3 | 0.10 | 101.100 | 100.125 | 101.100 | 61.00 | 1225.86 |
17 | 2024.07.25 16:40 | t/p | 4 | 0.10 | 101.100 | 100.125 | 101.100 | 51.03 | 1276.89 |
18 | 2025.05.02 08:00 | sell | 5 | 0.10 | 93.097 | 0.000 | 0.000 | ||
19 | 2025.05.02 08:00 | modify | 5 | 0.10 | 93.097 | 94.297 | 91.597 | ||
20 | 2025.05.06 07:40 | sell | 6 | 0.10 | 92.497 | 0.000 | 0.000 | ||
21 | 2025.05.06 07:40 | modify | 6 | 0.10 | 92.497 | 93.022 | 91.597 | ||
22 | 2025.05.06 07:40 | sell | 7 | 0.10 | 92.497 | 0.000 | 0.000 | ||
23 | 2025.05.06 07:40 | modify | 7 | 0.10 | 92.497 | 92.722 | 91.597 | ||
24 | 2025.05.06 07:40 | modify | 5 | 0.10 | 93.097 | 92.722 | 91.597 | ||
25 | 2025.05.06 07:45 | modify | 6 | 0.10 | 92.497 | 92.722 | 91.597 | ||
26 | 2025.05.06 08:55 | sell | 8 | 0.10 | 92.347 | 0.000 | 0.000 | ||
27 | 2025.05.06 08:55 | modify | 8 | 0.10 | 92.347 | 92.572 | 91.597 | ||
28 | 2025.05.06 08:55 | modify | 7 | 0.10 | 92.497 | 92.572 | 91.597 | ||
29 | 2025.05.06 08:55 | modify | 6 | 0.10 | 92.497 | 92.572 | 91.597 | ||
30 | 2025.05.06 08:55 | modify | 5 | 0.10 | 93.097 | 92.572 | 91.597 | ||
31 | 2025.05.06 14:40 | s/l | 5 | 0.10 | 92.572 | 92.572 | 91.597 | 34.71 | 1311.60 |
32 | 2025.05.06 14:40 | s/l | 6 | 0.10 | 92.572 | 92.572 | 91.597 | -5.18 | 1306.42 |
33 | 2025.05.06 14:40 | s/l | 7 | 0.10 | 92.572 | 92.572 | 91.597 | -5.18 | 1301.24 |
34 | 2025.05.06 14:40 | s/l | 8 | 0.10 | 92.572 | 92.572 | 91.597 | -15.56 | 1285.68 |
35 | 2025.05.12 12:00 | sell | 9 | 0.10 | 94.564 | 0.000 | 0.000 | ||
36 | 2025.05.12 12:00 | modify | 9 | 0.10 | 94.564 | 95.764 | 93.064 | ||
37 | 2025.05.15 04:55 | sell | 10 | 0.10 | 93.954 | 0.000 | 0.000 | ||
38 | 2025.05.15 04:55 | modify | 10 | 0.10 | 93.954 | 94.489 | 93.064 | ||
39 | 2025.05.15 04:55 | sell | 11 | 0.10 | 93.954 | 0.000 | 0.000 | ||
40 | 2025.05.15 04:55 | modify | 11 | 0.10 | 93.954 | 94.189 | 93.064 | ||
41 | 2025.05.15 04:55 | modify | 9 | 0.10 | 94.564 | 94.189 | 93.064 | ||
42 | 2025.05.15 05:00 | modify | 10 | 0.10 | 93.954 | 94.189 | 93.064 | ||
43 | 2025.05.15 06:00 | sell | 12 | 0.10 | 93.811 | 0.000 | 0.000 | ||
44 | 2025.05.15 06:00 | modify | 12 | 0.10 | 93.811 | 94.039 | 93.064 | ||
45 | 2025.05.15 06:00 | modify | 11 | 0.10 | 93.954 | 94.039 | 93.064 | ||
46 | 2025.05.15 06:00 | modify | 10 | 0.10 | 93.954 | 94.039 | 93.064 | ||
47 | 2025.05.15 06:00 | modify | 9 | 0.10 | 94.564 | 94.039 | 93.064 | ||
48 | 2025.05.16 00:30 | t/p | 9 | 0.10 | 93.064 | 94.039 | 93.064 | 98.93 | 1384.61 |
49 | 2025.05.16 00:30 | t/p | 10 | 0.10 | 93.064 | 94.039 | 93.064 | 60.75 | 1445.36 |
50 | 2025.05.16 00:30 | t/p | 11 | 0.10 | 93.064 | 94.039 | 93.064 | 60.75 | 1506.11 |
51 | 2025.05.16 00:30 | t/p | 12 | 0.10 | 93.064 | 94.039 | 93.064 | 50.86 | 1556.98 |