Symbol | EURJPY (Euro 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 | SISHelp="===================================="; MaxLookbackBars=150; RSIHelp="------------------------------------"; RSI_Period=17; RSI_AppliedPrice=0; RSI_OBSLevels=7; RSI_TriggerAreaLevels=0; PMHelp="===================================="; TEHelp="------------------------------------"; TradeDirection=1; TULHelp="------------------------------------"; MaxSpread=12; MaxTrades=10; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=160; TakeProfit=160; BSMHelp="------------------------------------"; BreakEvenProfit=160; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=20; TrailingStop=250; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=10; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=10; DOWTHelp="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=0; DayOfWeek_Sunday=1; VSHelp="===================================="; FRTLSHelp="------------------------------------"; Runline1_Colour=Green; Runline1_Width=1; Trendline1_Colour=Magenta; Trendline1_Width=1; SRTLSHelp="------------------------------------"; Runline2_Colour=Green; Runline2_Width=1; Trendline2_Colour=Magenta; Trendline2_Width=1; O2Help="===================================="; CFDTickScaling=0; MagicNumber=170126; | ||||
Bars in test | 2608 | Ticks modelled | 79694 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1350.32 | Gross profit | 1758.12 | Gross loss | -407.80 |
Profit factor | 4.31 | Expected payoff | 67.52 | ||
Absolute drawdown | 143.54 | Maximal drawdown | 272.03 (11.23%) | Relative drawdown | 16.90% (174.18) |
Total trades | 20 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
Largest | profit trade | 115.39 | loss trade | -115.55 | |
Average | profit trade | 109.88 | loss trade | -101.95 | |
Maximum | consecutive wins (profit in money) | 8 (883.81) | consecutive losses (loss in money) | 2 (-187.70) | |
Maximal | consecutive profit (count of wins) | 883.81 (8) | consecutive loss (count of losses) | -187.70 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.08.16 12:00 | buy | 1 | 0.10 | 162.766 | 0.000 | 0.000 | ||
2 | 2024.08.16 12:00 | modify | 1 | 0.10 | 162.766 | 161.166 | 164.366 | ||
3 | 2024.08.19 04:40 | s/l | 1 | 0.10 | 161.166 | 161.166 | 164.366 | -110.54 | 889.46 |
4 | 2024.08.27 04:00 | sell | 2 | 0.10 | 161.727 | 0.000 | 0.000 | ||
5 | 2024.08.27 04:00 | modify | 2 | 0.10 | 161.727 | 163.327 | 160.127 | ||
6 | 2024.08.29 08:33 | t/p | 2 | 0.10 | 160.127 | 163.327 | 160.127 | 106.77 | 996.23 |
7 | 2024.09.04 12:00 | sell | 3 | 0.10 | 160.106 | 0.000 | 0.000 | ||
8 | 2024.09.04 12:00 | modify | 3 | 0.10 | 160.106 | 161.706 | 158.506 | ||
9 | 2024.09.05 06:40 | modify | 3 | 0.10 | 160.106 | 161.082 | 158.506 | ||
10 | 2024.09.06 05:40 | t/p | 3 | 0.10 | 158.506 | 161.082 | 158.506 | 106.77 | 1102.99 |
11 | 2024.09.18 04:00 | buy | 4 | 0.10 | 157.341 | 0.000 | 0.000 | ||
12 | 2024.09.18 04:00 | modify | 4 | 0.10 | 157.341 | 155.741 | 158.941 | ||
13 | 2024.09.19 00:20 | modify | 4 | 0.10 | 157.341 | 156.366 | 158.941 | ||
14 | 2024.09.19 00:30 | t/p | 4 | 0.10 | 158.941 | 156.366 | 158.941 | 111.51 | 1214.50 |
15 | 2024.11.13 04:00 | sell | 5 | 0.10 | 164.384 | 0.000 | 0.000 | ||
16 | 2024.11.13 04:00 | modify | 5 | 0.10 | 164.384 | 165.984 | 162.784 | ||
17 | 2024.11.15 16:40 | modify | 5 | 0.10 | 164.384 | 165.470 | 162.784 | ||
18 | 2024.11.15 17:40 | t/p | 5 | 0.10 | 162.784 | 165.470 | 162.784 | 106.77 | 1321.27 |
19 | 2024.12.11 08:00 | buy | 6 | 0.10 | 159.114 | 0.000 | 0.000 | ||
20 | 2024.12.11 08:00 | modify | 6 | 0.10 | 159.114 | 157.514 | 160.714 | ||
21 | 2024.12.11 12:40 | modify | 6 | 0.10 | 159.114 | 158.018 | 160.714 | ||
22 | 2024.12.13 09:30 | t/p | 6 | 0.10 | 160.714 | 158.018 | 160.714 | 111.75 | 1433.02 |
23 | 2024.12.31 12:00 | sell | 7 | 0.10 | 163.256 | 0.000 | 0.000 | ||
24 | 2024.12.31 12:00 | modify | 7 | 0.10 | 163.256 | 164.856 | 161.656 | ||
25 | 2025.01.02 13:40 | modify | 7 | 0.10 | 163.256 | 164.225 | 161.656 | ||
26 | 2025.01.02 14:15 | t/p | 7 | 0.10 | 161.656 | 164.225 | 161.656 | 106.77 | 1539.78 |
27 | 2025.01.07 16:00 | buy | 8 | 0.10 | 163.848 | 0.000 | 0.000 | ||
28 | 2025.01.07 16:00 | modify | 8 | 0.10 | 163.848 | 162.248 | 165.448 | ||
29 | 2025.01.10 14:30 | s/l | 8 | 0.10 | 162.248 | 162.248 | 165.448 | -109.57 | 1430.22 |
30 | 2025.01.14 00:00 | sell | 9 | 0.10 | 161.452 | 0.000 | 0.000 | ||
31 | 2025.01.14 00:00 | modify | 9 | 0.10 | 161.452 | 163.052 | 159.852 | ||
32 | 2025.01.16 01:33 | modify | 9 | 0.10 | 161.452 | 162.525 | 159.852 | ||
33 | 2025.01.16 02:05 | t/p | 9 | 0.10 | 159.852 | 162.525 | 159.852 | 106.77 | 1536.98 |
34 | 2025.01.21 04:00 | buy | 10 | 0.10 | 161.220 | 0.000 | 0.000 | ||
35 | 2025.01.21 04:00 | modify | 10 | 0.10 | 161.220 | 159.620 | 162.820 | ||
36 | 2025.01.22 09:40 | modify | 10 | 0.10 | 161.220 | 160.131 | 162.820 | ||
37 | 2025.01.22 10:40 | t/p | 10 | 0.10 | 162.820 | 160.131 | 162.820 | 111.02 | 1648.01 |
38 | 2025.01.31 08:00 | sell | 11 | 0.10 | 160.901 | 0.000 | 0.000 | ||
39 | 2025.01.31 08:00 | modify | 11 | 0.10 | 160.901 | 162.501 | 159.301 | ||
40 | 2025.02.02 22:00 | t/p | 11 | 0.10 | 159.301 | 162.501 | 159.301 | 110.67 | 1758.68 |
41 | 2025.02.12 08:00 | buy | 12 | 0.10 | 159.482 | 0.000 | 0.000 | ||
42 | 2025.02.12 08:00 | modify | 12 | 0.10 | 159.482 | 157.882 | 161.082 | ||
43 | 2025.02.12 17:40 | modify | 12 | 0.10 | 159.482 | 158.443 | 161.082 | ||
44 | 2025.02.13 04:40 | t/p | 12 | 0.10 | 161.082 | 158.443 | 161.082 | 111.51 | 1870.18 |
45 | 2025.02.25 12:00 | sell | 13 | 0.10 | 157.136 | 0.000 | 0.000 | ||
46 | 2025.02.25 12:00 | modify | 13 | 0.10 | 157.136 | 158.736 | 155.536 | ||
47 | 2025.02.27 20:40 | modify | 13 | 0.10 | 157.136 | 158.187 | 155.536 | ||
48 | 2025.02.27 23:15 | t/p | 13 | 0.10 | 155.536 | 158.187 | 155.536 | 106.77 | 1976.95 |
49 | 2025.03.10 04:00 | buy | 14 | 0.10 | 159.942 | 0.000 | 0.000 | ||
50 | 2025.03.10 04:00 | modify | 14 | 0.10 | 159.942 | 158.342 | 161.542 | ||
51 | 2025.03.11 12:40 | modify | 14 | 0.10 | 159.942 | 158.975 | 161.542 | ||
52 | 2025.03.11 13:30 | t/p | 14 | 0.10 | 161.542 | 158.975 | 161.542 | 111.02 | 2087.97 |
53 | 2025.04.02 16:00 | sell | 15 | 0.10 | 162.999 | 0.000 | 0.000 | ||
54 | 2025.04.02 16:00 | modify | 15 | 0.10 | 162.999 | 164.599 | 161.399 | ||
55 | 2025.04.02 20:40 | modify | 15 | 0.10 | 162.999 | 163.908 | 161.399 | ||
56 | 2025.04.02 21:30 | t/p | 15 | 0.10 | 161.399 | 163.908 | 161.399 | 110.67 | 2198.64 |
57 | 2025.04.14 16:00 | buy | 16 | 0.10 | 162.404 | 0.000 | 0.000 | ||
58 | 2025.04.14 16:00 | modify | 16 | 0.10 | 162.404 | 160.804 | 164.004 | ||
59 | 2025.04.28 04:00 | buy | 17 | 0.10 | 163.090 | 0.000 | 0.000 | ||
60 | 2025.04.28 04:00 | modify | 17 | 0.10 | 163.090 | 161.490 | 164.690 | ||
61 | 2025.05.01 12:40 | modify | 16 | 0.10 | 162.404 | 161.360 | 164.004 | ||
62 | 2025.05.01 14:40 | t/p | 16 | 0.10 | 164.004 | 161.360 | 164.004 | 115.39 | 2314.03 |
63 | 2025.05.02 00:30 | modify | 17 | 0.10 | 163.090 | 162.020 | 164.690 | ||
64 | 2025.05.06 09:40 | s/l | 17 | 0.10 | 162.020 | 162.020 | 164.690 | -72.15 | 2241.88 |
65 | 2025.05.07 08:00 | sell | 18 | 0.10 | 162.684 | 0.000 | 0.000 | ||
66 | 2025.05.07 08:00 | modify | 18 | 0.10 | 162.684 | 164.284 | 161.084 | ||
67 | 2025.05.09 08:00 | buy | 19 | 0.10 | 163.365 | 0.000 | 0.000 | ||
68 | 2025.05.09 08:00 | modify | 19 | 0.10 | 163.365 | 161.765 | 164.965 | ||
69 | 2025.05.12 07:40 | s/l | 18 | 0.10 | 164.284 | 164.284 | 161.084 | -115.55 | 2126.33 |
70 | 2025.05.12 14:30 | modify | 19 | 0.10 | 163.365 | 162.328 | 164.965 | ||
71 | 2025.05.13 14:40 | t/p | 19 | 0.10 | 164.965 | 162.328 | 164.965 | 111.27 | 2237.59 |
72 | 2025.05.29 12:00 | buy | 20 | 0.10 | 163.551 | 0.000 | 0.000 | ||
73 | 2025.05.29 12:00 | modify | 20 | 0.10 | 163.551 | 161.951 | 165.151 | ||
74 | 2025.06.06 13:30 | modify | 20 | 0.10 | 163.551 | 162.543 | 165.151 | ||
75 | 2025.06.06 13:40 | t/p | 20 | 0.10 | 165.151 | 162.543 | 165.151 | 112.72 | 2350.32 |