Symbol | AUDJPY (Australian Dollar vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 20:00 (2024.09.01 - 2025.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 2605 | Ticks modelled | 79017 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 276.90 | Gross profit | 541.90 | Gross loss | -265.00 |
Profit factor | 2.04 | Expected payoff | 14.57 | ||
Absolute drawdown | 237.52 | Maximal drawdown | 256.80 (25.19%) | Relative drawdown | 25.19% (256.80) |
Total trades | 19 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 2 (0.00%) |
Profit trades (% of total) | 12 (63.16%) | Loss trades (% of total) | 7 (36.84%) | ||
Largest | profit trade | 95.04 | loss trade | -94.74 | |
Average | profit trade | 45.16 | loss trade | -37.86 | |
Maximum | consecutive wins (profit in money) | 5 (253.43) | consecutive losses (loss in money) | 2 (-188.57) | |
Maximal | consecutive profit (count of wins) | 253.43 (5) | consecutive loss (count of losses) | -188.57 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.09.04 12:00 | buy | 1 | 0.10 | 97.364 | 0.000 | 0.000 | ||
2 | 2024.09.04 12:00 | modify | 1 | 0.10 | 97.364 | 95.964 | 98.764 | ||
3 | 2024.09.06 05:30 | s/l | 1 | 0.10 | 95.964 | 95.964 | 98.764 | -93.82 | 906.18 |
4 | 2024.11.26 04:00 | buy | 2 | 0.10 | 99.826 | 0.000 | 0.000 | ||
5 | 2024.11.26 04:00 | modify | 2 | 0.10 | 99.826 | 98.426 | 101.226 | ||
6 | 2024.11.27 08:30 | s/l | 2 | 0.10 | 98.426 | 98.426 | 101.226 | -94.74 | 811.43 |
7 | 2025.02.12 08:00 | sell | 3 | 0.10 | 96.637 | 0.000 | 0.000 | ||
8 | 2025.02.12 08:00 | modify | 3 | 0.10 | 96.637 | 98.037 | 95.237 | ||
9 | 2025.02.17 23:15 | sell | 4 | 0.10 | 96.064 | 0.000 | 0.000 | ||
10 | 2025.02.17 23:15 | modify | 4 | 0.10 | 96.064 | 96.427 | 95.237 | ||
11 | 2025.02.17 23:15 | sell | 5 | 0.10 | 96.064 | 0.000 | 0.000 | ||
12 | 2025.02.17 23:15 | modify | 5 | 0.10 | 96.064 | 96.287 | 95.237 | ||
13 | 2025.02.17 23:15 | modify | 3 | 0.10 | 96.637 | 96.287 | 95.237 | ||
14 | 2025.02.17 23:20 | modify | 4 | 0.10 | 96.064 | 96.287 | 95.237 | ||
15 | 2025.02.17 23:40 | s/l | 3 | 0.10 | 96.287 | 96.287 | 95.237 | 19.63 | 831.07 |
16 | 2025.02.17 23:40 | s/l | 4 | 0.10 | 96.287 | 96.287 | 95.237 | -15.14 | 815.93 |
17 | 2025.02.17 23:40 | s/l | 5 | 0.10 | 96.287 | 96.287 | 95.237 | -15.14 | 800.79 |
18 | 2025.05.02 08:00 | sell | 6 | 0.10 | 93.097 | 0.000 | 0.000 | ||
19 | 2025.05.02 08:00 | modify | 6 | 0.10 | 93.097 | 94.497 | 91.697 | ||
20 | 2025.05.06 07:50 | sell | 7 | 0.10 | 92.528 | 0.000 | 0.000 | ||
21 | 2025.05.06 07:50 | modify | 7 | 0.10 | 92.528 | 92.887 | 91.697 | ||
22 | 2025.05.06 07:50 | sell | 8 | 0.10 | 92.528 | 0.000 | 0.000 | ||
23 | 2025.05.06 07:50 | modify | 8 | 0.10 | 92.528 | 92.747 | 91.697 | ||
24 | 2025.05.06 07:50 | modify | 6 | 0.10 | 93.097 | 92.747 | 91.697 | ||
25 | 2025.05.06 07:55 | modify | 7 | 0.10 | 92.528 | 92.747 | 91.697 | ||
26 | 2025.05.06 12:40 | sell | 9 | 0.10 | 92.177 | 0.000 | 0.000 | ||
27 | 2025.05.06 12:40 | modify | 9 | 0.10 | 92.177 | 92.397 | 91.697 | ||
28 | 2025.05.06 12:40 | modify | 8 | 0.10 | 92.528 | 92.397 | 91.697 | ||
29 | 2025.05.06 12:40 | modify | 7 | 0.10 | 92.528 | 92.397 | 91.697 | ||
30 | 2025.05.06 12:40 | modify | 6 | 0.10 | 93.097 | 92.397 | 91.697 | ||
31 | 2025.05.06 14:30 | s/l | 6 | 0.10 | 92.397 | 92.397 | 91.697 | 45.87 | 846.66 |
32 | 2025.05.06 14:30 | s/l | 7 | 0.10 | 92.397 | 92.397 | 91.697 | 8.90 | 855.56 |
33 | 2025.05.06 14:30 | s/l | 8 | 0.10 | 92.397 | 92.397 | 91.697 | 8.90 | 864.46 |
34 | 2025.05.06 14:30 | s/l | 9 | 0.10 | 92.397 | 92.397 | 91.697 | -14.93 | 849.53 |
35 | 2025.05.12 12:00 | sell | 10 | 0.10 | 94.564 | 0.000 | 0.000 | ||
36 | 2025.05.12 12:00 | modify | 10 | 0.10 | 94.564 | 95.964 | 93.164 | ||
37 | 2025.05.15 04:30 | sell | 11 | 0.10 | 93.982 | 0.000 | 0.000 | ||
38 | 2025.05.15 04:30 | modify | 11 | 0.10 | 93.982 | 94.354 | 93.164 | ||
39 | 2025.05.15 04:30 | sell | 12 | 0.10 | 93.982 | 0.000 | 0.000 | ||
40 | 2025.05.15 04:30 | modify | 12 | 0.10 | 93.982 | 94.214 | 93.164 | ||
41 | 2025.05.15 04:30 | modify | 10 | 0.10 | 94.564 | 94.214 | 93.164 | ||
42 | 2025.05.15 04:35 | modify | 11 | 0.10 | 93.982 | 94.214 | 93.164 | ||
43 | 2025.05.15 07:59 | sell | 13 | 0.10 | 93.645 | 0.000 | 0.000 | ||
44 | 2025.05.15 07:59 | modify | 13 | 0.10 | 93.645 | 93.864 | 93.164 | ||
45 | 2025.05.15 07:59 | modify | 12 | 0.10 | 93.982 | 93.864 | 93.164 | ||
46 | 2025.05.15 07:59 | modify | 11 | 0.10 | 93.982 | 93.864 | 93.164 | ||
47 | 2025.05.15 07:59 | modify | 10 | 0.10 | 94.564 | 93.864 | 93.164 | ||
48 | 2025.05.15 16:05 | t/p | 10 | 0.10 | 93.164 | 93.864 | 93.164 | 90.91 | 940.44 |
49 | 2025.05.15 16:05 | t/p | 11 | 0.10 | 93.164 | 93.864 | 93.164 | 55.53 | 995.97 |
50 | 2025.05.15 16:05 | t/p | 12 | 0.10 | 93.164 | 93.864 | 93.164 | 55.53 | 1051.50 |
51 | 2025.05.15 16:05 | t/p | 13 | 0.10 | 93.164 | 93.864 | 93.164 | 32.65 | 1084.15 |
52 | 2025.07.11 08:00 | sell | 14 | 0.10 | 96.702 | 0.000 | 0.000 | ||
53 | 2025.07.11 08:00 | modify | 14 | 0.10 | 96.702 | 98.102 | 95.302 | ||
54 | 2025.07.17 02:40 | sell | 15 | 0.10 | 96.122 | 0.000 | 0.000 | ||
55 | 2025.07.17 02:40 | modify | 15 | 0.10 | 96.122 | 96.492 | 95.302 | ||
56 | 2025.07.17 02:40 | sell | 16 | 0.10 | 96.122 | 0.000 | 0.000 | ||
57 | 2025.07.17 02:40 | modify | 16 | 0.10 | 96.122 | 96.352 | 95.302 | ||
58 | 2025.07.17 02:40 | modify | 14 | 0.10 | 96.702 | 96.352 | 95.302 | ||
59 | 2025.07.17 02:45 | modify | 15 | 0.10 | 96.122 | 96.352 | 95.302 | ||
60 | 2025.07.17 03:40 | s/l | 14 | 0.10 | 96.352 | 96.352 | 95.302 | 18.81 | 1102.96 |
61 | 2025.07.17 03:40 | s/l | 15 | 0.10 | 96.352 | 96.352 | 95.302 | -15.61 | 1087.35 |
62 | 2025.07.17 03:40 | s/l | 16 | 0.10 | 96.352 | 96.352 | 95.302 | -15.61 | 1071.74 |
63 | 2025.08.01 04:00 | sell | 17 | 0.10 | 96.906 | 0.000 | 0.000 | ||
64 | 2025.08.01 04:00 | modify | 17 | 0.10 | 96.906 | 98.306 | 95.506 | ||
65 | 2025.08.01 12:53 | sell | 18 | 0.10 | 96.317 | 0.000 | 0.000 | ||
66 | 2025.08.01 12:53 | modify | 18 | 0.10 | 96.317 | 96.696 | 95.506 | ||
67 | 2025.08.01 12:53 | sell | 19 | 0.10 | 96.317 | 0.000 | 0.000 | ||
68 | 2025.08.01 12:53 | modify | 19 | 0.10 | 96.317 | 96.556 | 95.506 | ||
69 | 2025.08.01 12:53 | modify | 17 | 0.10 | 96.906 | 96.556 | 95.506 | ||
70 | 2025.08.01 13:00 | modify | 18 | 0.10 | 96.317 | 96.556 | 95.506 | ||
71 | 2025.08.01 16:40 | t/p | 17 | 0.10 | 95.506 | 96.556 | 95.506 | 95.04 | 1166.78 |
72 | 2025.08.01 16:40 | t/p | 18 | 0.10 | 95.506 | 96.556 | 95.506 | 55.06 | 1221.84 |
73 | 2025.08.01 16:40 | t/p | 19 | 0.10 | 95.506 | 96.556 | 95.506 | 55.06 | 1276.90 |