Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 20:00 (2024.05.01 - 2025.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSL2Help="===================================="; MA_Period=8; MA_Shift=14; MA_Method=0; PositionAction=0; TrendFollowMethod=1; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=10; MaxTrades=40; MaxTradesAction=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=180; TakeProfit=270; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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="===================================="; CFDTickScaling=0; MagicNumber=200828; | ||||
Bars in test | 2608 | Ticks modelled | 79732 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | -273.20 | Gross profit | 2846.72 | Gross loss | -3119.92 |
Profit factor | 0.91 | Expected payoff | -6.07 | ||
Absolute drawdown | 434.26 | Maximal drawdown | 2033.96 (73.67%) | Relative drawdown | 74.51% (1653.35) |
Total trades | 45 | Short positions (won %) | 17 (35.29%) | Long positions (won %) | 28 (39.29%) |
Profit trades (% of total) | 17 (37.78%) | Loss trades (% of total) | 28 (62.22%) | ||
Largest | profit trade | 191.89 | loss trade | -142.91 | |
Average | profit trade | 167.45 | loss trade | -111.43 | |
Maximum | consecutive wins (profit in money) | 9 (1719.99) | consecutive losses (loss in money) | 14 (-1316.47) | |
Maximal | consecutive profit (count of wins) | 1719.99 (9) | consecutive loss (count of losses) | -1431.88 (11) | |
Average | consecutive wins | 6 | consecutive losses | 9 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.05.01 00:00 | buy | 1 | 0.10 | 197.041 | 0.000 | 0.000 | ||
2 | 2024.05.01 00:00 | modify | 1 | 0.10 | 197.041 | 195.241 | 199.741 | ||
3 | 2024.05.01 04:00 | buy | 2 | 0.10 | 197.010 | 0.000 | 0.000 | ||
4 | 2024.05.01 04:00 | modify | 2 | 0.10 | 197.010 | 195.210 | 199.710 | ||
5 | 2024.05.01 08:00 | buy | 3 | 0.10 | 197.148 | 0.000 | 0.000 | ||
6 | 2024.05.01 08:00 | modify | 3 | 0.10 | 197.148 | 195.348 | 199.848 | ||
7 | 2024.05.01 12:00 | sell | 4 | 0.10 | 197.100 | 0.000 | 0.000 | ||
8 | 2024.05.01 12:00 | modify | 4 | 0.10 | 197.100 | 198.900 | 194.400 | ||
9 | 2024.05.01 16:00 | sell | 5 | 0.10 | 196.858 | 0.000 | 0.000 | ||
10 | 2024.05.01 16:00 | modify | 5 | 0.10 | 196.858 | 198.658 | 194.158 | ||
11 | 2024.05.01 20:00 | sell | 6 | 0.10 | 196.754 | 0.000 | 0.000 | ||
12 | 2024.05.01 20:00 | modify | 6 | 0.10 | 196.754 | 198.554 | 194.054 | ||
13 | 2024.05.01 20:20 | s/l | 1 | 0.10 | 195.241 | 195.241 | 199.741 | -123.86 | 876.14 |
14 | 2024.05.01 20:20 | s/l | 2 | 0.10 | 195.210 | 195.210 | 199.710 | -123.86 | 752.28 |
15 | 2024.05.01 20:20 | s/l | 3 | 0.10 | 195.348 | 195.348 | 199.848 | -123.85 | 628.43 |
16 | 2024.05.01 20:30 | t/p | 4 | 0.10 | 194.400 | 198.900 | 194.400 | 185.70 | 814.13 |
17 | 2024.05.01 20:30 | t/p | 5 | 0.10 | 194.158 | 198.658 | 194.158 | 185.70 | 999.83 |
18 | 2024.05.01 20:30 | t/p | 6 | 0.10 | 194.054 | 198.554 | 194.054 | 185.70 | 1185.53 |
19 | 2024.05.02 00:00 | sell | 7 | 0.10 | 195.219 | 0.000 | 0.000 | ||
20 | 2024.05.02 00:00 | modify | 7 | 0.10 | 195.219 | 197.019 | 192.519 | ||
21 | 2024.05.02 04:00 | sell | 8 | 0.10 | 195.396 | 0.000 | 0.000 | ||
22 | 2024.05.02 04:00 | modify | 8 | 0.10 | 195.396 | 197.196 | 192.696 | ||
23 | 2024.05.02 08:00 | sell | 9 | 0.10 | 194.812 | 0.000 | 0.000 | ||
24 | 2024.05.02 08:00 | modify | 9 | 0.10 | 194.812 | 196.612 | 192.112 | ||
25 | 2024.05.02 12:00 | sell | 10 | 0.10 | 193.644 | 0.000 | 0.000 | ||
26 | 2024.05.02 12:00 | modify | 10 | 0.10 | 193.644 | 195.444 | 190.944 | ||
27 | 2024.05.02 14:30 | t/p | 8 | 0.10 | 192.696 | 197.196 | 192.696 | 185.70 | 1371.23 |
28 | 2024.05.02 14:40 | t/p | 7 | 0.10 | 192.519 | 197.019 | 192.519 | 185.70 | 1556.93 |
29 | 2024.05.02 15:40 | t/p | 9 | 0.10 | 192.112 | 196.612 | 192.112 | 185.70 | 1742.63 |
30 | 2024.05.02 16:00 | sell | 11 | 0.10 | 192.323 | 0.000 | 0.000 | ||
31 | 2024.05.02 16:00 | modify | 11 | 0.10 | 192.323 | 194.123 | 189.623 | ||
32 | 2024.05.02 20:00 | sell | 12 | 0.10 | 192.039 | 0.000 | 0.000 | ||
33 | 2024.05.02 20:00 | modify | 12 | 0.10 | 192.039 | 193.839 | 189.339 | ||
34 | 2024.05.03 00:00 | sell | 13 | 0.10 | 192.014 | 0.000 | 0.000 | ||
35 | 2024.05.03 00:00 | modify | 13 | 0.10 | 192.014 | 193.814 | 189.314 | ||
36 | 2024.05.03 04:00 | sell | 14 | 0.10 | 192.055 | 0.000 | 0.000 | ||
37 | 2024.05.03 04:00 | modify | 14 | 0.10 | 192.055 | 193.855 | 189.355 | ||
38 | 2024.05.03 08:00 | sell | 15 | 0.10 | 192.347 | 0.000 | 0.000 | ||
39 | 2024.05.03 08:00 | modify | 15 | 0.10 | 192.347 | 194.147 | 189.647 | ||
40 | 2024.05.03 12:00 | sell | 16 | 0.10 | 192.328 | 0.000 | 0.000 | ||
41 | 2024.05.03 12:00 | modify | 16 | 0.10 | 192.328 | 194.128 | 189.628 | ||
42 | 2024.05.03 16:00 | sell | 17 | 0.10 | 191.787 | 0.000 | 0.000 | ||
43 | 2024.05.03 16:00 | modify | 17 | 0.10 | 191.787 | 193.587 | 189.087 | ||
44 | 2024.05.03 20:00 | sell | 18 | 0.10 | 191.853 | 0.000 | 0.000 | ||
45 | 2024.05.03 20:00 | modify | 18 | 0.10 | 191.853 | 193.653 | 189.153 | ||
46 | 2024.05.06 00:00 | sell | 19 | 0.10 | 192.691 | 0.000 | 0.000 | ||
47 | 2024.05.06 00:00 | modify | 19 | 0.10 | 192.691 | 194.491 | 189.991 | ||
48 | 2024.05.06 14:30 | s/l | 17 | 0.10 | 193.587 | 193.587 | 189.087 | -125.92 | 1616.71 |
49 | 2024.05.06 14:40 | s/l | 18 | 0.10 | 193.653 | 193.653 | 189.153 | -125.92 | 1490.78 |
50 | 2024.05.07 01:30 | s/l | 13 | 0.10 | 193.814 | 193.814 | 189.314 | -128.05 | 1362.74 |
51 | 2024.05.07 01:40 | s/l | 12 | 0.10 | 193.839 | 193.839 | 189.339 | -130.17 | 1232.57 |
52 | 2024.05.07 01:40 | s/l | 14 | 0.10 | 193.855 | 193.855 | 189.355 | -128.05 | 1104.52 |
53 | 2024.05.07 03:40 | s/l | 11 | 0.10 | 194.123 | 194.123 | 189.623 | -130.17 | 974.35 |
54 | 2024.05.07 03:40 | s/l | 16 | 0.10 | 194.128 | 194.128 | 189.628 | -128.05 | 846.30 |
55 | 2024.05.07 04:00 | sell | 20 | 0.10 | 194.069 | 0.000 | 0.000 | ||
56 | 2024.05.07 04:00 | modify | 20 | 0.10 | 194.069 | 195.869 | 191.369 | ||
57 | 2024.05.07 04:15 | s/l | 15 | 0.10 | 194.147 | 194.147 | 189.647 | -128.05 | 718.25 |
58 | 2024.05.07 08:00 | buy | 21 | 0.10 | 193.251 | 0.000 | 0.000 | ||
59 | 2024.05.07 08:00 | modify | 21 | 0.10 | 193.251 | 191.451 | 195.951 | ||
60 | 2024.05.07 12:00 | buy | 22 | 0.10 | 193.874 | 0.000 | 0.000 | ||
61 | 2024.05.07 12:00 | modify | 22 | 0.10 | 193.874 | 192.074 | 196.574 | ||
62 | 2024.05.07 16:00 | buy | 23 | 0.10 | 193.777 | 0.000 | 0.000 | ||
63 | 2024.05.07 16:00 | modify | 23 | 0.10 | 193.777 | 191.977 | 196.477 | ||
64 | 2024.05.07 20:00 | buy | 24 | 0.10 | 193.468 | 0.000 | 0.000 | ||
65 | 2024.05.07 20:00 | modify | 24 | 0.10 | 193.468 | 191.668 | 196.168 | ||
66 | 2024.05.08 00:00 | buy | 25 | 0.10 | 193.524 | 0.000 | 0.000 | ||
67 | 2024.05.08 00:00 | modify | 25 | 0.10 | 193.524 | 191.724 | 196.224 | ||
68 | 2024.05.08 04:00 | buy | 26 | 0.10 | 193.783 | 0.000 | 0.000 | ||
69 | 2024.05.08 04:00 | modify | 26 | 0.10 | 193.783 | 191.983 | 196.483 | ||
70 | 2024.05.08 08:00 | buy | 27 | 0.10 | 193.767 | 0.000 | 0.000 | ||
71 | 2024.05.08 08:00 | modify | 27 | 0.10 | 193.767 | 191.967 | 196.467 | ||
72 | 2024.05.08 12:00 | buy | 28 | 0.10 | 194.156 | 0.000 | 0.000 | ||
73 | 2024.05.08 12:00 | modify | 28 | 0.10 | 194.156 | 192.356 | 196.856 | ||
74 | 2024.05.08 16:00 | buy | 29 | 0.10 | 194.349 | 0.000 | 0.000 | ||
75 | 2024.05.08 16:00 | modify | 29 | 0.10 | 194.349 | 192.549 | 197.049 | ||
76 | 2024.05.08 18:30 | s/l | 19 | 0.10 | 194.491 | 194.491 | 189.991 | -128.05 | 590.21 |
77 | 2024.05.10 04:00 | buy | 30 | 0.10 | 194.960 | 0.000 | 0.000 | ||
78 | 2024.05.10 04:00 | modify | 30 | 0.10 | 194.960 | 193.160 | 197.660 | ||
79 | 2024.05.10 08:00 | buy | 31 | 0.10 | 195.114 | 0.000 | 0.000 | ||
80 | 2024.05.10 08:00 | modify | 31 | 0.10 | 195.114 | 193.314 | 197.814 | ||
81 | 2024.05.13 10:40 | s/l | 10 | 0.10 | 195.444 | 195.444 | 190.944 | -142.91 | 447.29 |
82 | 2024.05.13 12:00 | buy | 32 | 0.10 | 195.599 | 0.000 | 0.000 | ||
83 | 2024.05.13 12:00 | modify | 32 | 0.10 | 195.599 | 193.799 | 198.299 | ||
84 | 2024.05.13 13:40 | s/l | 20 | 0.10 | 195.869 | 195.869 | 191.369 | -136.54 | 310.75 |
85 | 2024.05.13 15:30 | t/p | 21 | 0.10 | 195.951 | 191.451 | 195.951 | 191.01 | 501.77 |
86 | 2024.05.13 16:00 | buy | 33 | 0.10 | 196.201 | 0.000 | 0.000 | ||
87 | 2024.05.13 16:00 | modify | 33 | 0.10 | 196.201 | 194.401 | 198.901 | ||
88 | 2024.05.13 16:20 | t/p | 24 | 0.10 | 196.168 | 191.668 | 196.168 | 191.01 | 692.78 |
89 | 2024.05.13 16:30 | t/p | 25 | 0.10 | 196.224 | 191.724 | 196.224 | 190.14 | 882.92 |
90 | 2024.05.13 20:00 | buy | 34 | 0.10 | 196.166 | 0.000 | 0.000 | ||
91 | 2024.05.13 20:00 | modify | 34 | 0.10 | 196.166 | 194.366 | 198.866 | ||
92 | 2024.05.14 00:00 | buy | 35 | 0.10 | 196.254 | 0.000 | 0.000 | ||
93 | 2024.05.14 00:00 | modify | 35 | 0.10 | 196.254 | 194.454 | 198.954 | ||
94 | 2024.05.14 02:40 | t/p | 23 | 0.10 | 196.477 | 191.977 | 196.477 | 191.89 | 1074.81 |
95 | 2024.05.14 02:40 | t/p | 27 | 0.10 | 196.467 | 191.967 | 196.467 | 191.01 | 1265.82 |
96 | 2024.05.14 04:00 | buy | 36 | 0.10 | 196.480 | 0.000 | 0.000 | ||
97 | 2024.05.14 04:00 | modify | 36 | 0.10 | 196.480 | 194.680 | 199.180 | ||
98 | 2024.05.14 06:30 | t/p | 26 | 0.10 | 196.483 | 191.983 | 196.483 | 191.01 | 1456.83 |
99 | 2024.05.14 06:40 | t/p | 22 | 0.10 | 196.574 | 192.074 | 196.574 | 191.89 | 1648.72 |
100 | 2024.05.14 08:00 | buy | 37 | 0.10 | 196.429 | 0.000 | 0.000 | ||
101 | 2024.05.14 08:00 | modify | 37 | 0.10 | 196.429 | 194.629 | 199.129 | ||
102 | 2024.05.14 12:00 | buy | 38 | 0.10 | 196.412 | 0.000 | 0.000 | ||
103 | 2024.05.14 12:00 | modify | 38 | 0.10 | 196.412 | 194.612 | 199.112 | ||
104 | 2024.05.14 14:40 | t/p | 28 | 0.10 | 196.856 | 192.356 | 196.856 | 191.01 | 1839.73 |
105 | 2024.05.14 15:40 | t/p | 29 | 0.10 | 197.049 | 192.549 | 197.049 | 191.01 | 2030.75 |
106 | 2024.05.14 16:00 | buy | 39 | 0.10 | 197.040 | 0.000 | 0.000 | ||
107 | 2024.05.14 16:00 | modify | 39 | 0.10 | 197.040 | 195.240 | 199.740 | ||
108 | 2024.05.14 20:00 | buy | 40 | 0.10 | 197.019 | 0.000 | 0.000 | ||
109 | 2024.05.14 20:00 | modify | 40 | 0.10 | 197.019 | 195.219 | 199.719 | ||
110 | 2024.05.15 00:00 | buy | 41 | 0.10 | 197.000 | 0.000 | 0.000 | ||
111 | 2024.05.15 00:00 | modify | 41 | 0.10 | 197.000 | 195.200 | 199.700 | ||
112 | 2024.05.15 04:00 | buy | 42 | 0.10 | 197.062 | 0.000 | 0.000 | ||
113 | 2024.05.15 04:00 | modify | 42 | 0.10 | 197.062 | 195.262 | 199.762 | ||
114 | 2024.05.15 08:00 | buy | 43 | 0.10 | 196.632 | 0.000 | 0.000 | ||
115 | 2024.05.15 08:00 | modify | 43 | 0.10 | 196.632 | 194.832 | 199.332 | ||
116 | 2024.05.15 12:00 | buy | 44 | 0.10 | 196.396 | 0.000 | 0.000 | ||
117 | 2024.05.15 12:00 | modify | 44 | 0.10 | 196.396 | 194.596 | 199.096 | ||
118 | 2024.05.15 20:00 | buy | 45 | 0.10 | 196.568 | 0.000 | 0.000 | ||
119 | 2024.05.15 20:00 | modify | 45 | 0.10 | 196.568 | 194.768 | 199.268 | ||
120 | 2024.05.16 00:40 | s/l | 39 | 0.10 | 195.240 | 195.240 | 199.740 | -120.36 | 1910.38 |
121 | 2024.05.16 00:40 | s/l | 40 | 0.10 | 195.219 | 195.219 | 199.719 | -120.36 | 1790.02 |
122 | 2024.05.16 00:40 | s/l | 41 | 0.10 | 195.200 | 195.200 | 199.700 | -121.24 | 1668.78 |
123 | 2024.05.16 00:40 | s/l | 42 | 0.10 | 195.262 | 195.262 | 199.762 | -121.23 | 1547.55 |
124 | 2024.05.16 00:40 | close at stop | 45 | 0.10 | 195.052 | 194.768 | 199.268 | -101.69 | 1445.85 |
125 | 2024.05.16 00:40 | close at stop | 44 | 0.10 | 195.052 | 194.596 | 199.096 | -89.86 | 1355.99 |
126 | 2024.05.16 00:40 | close at stop | 43 | 0.10 | 195.052 | 194.832 | 199.332 | -106.10 | 1249.89 |
127 | 2024.05.16 00:40 | close at stop | 38 | 0.10 | 195.052 | 194.612 | 199.112 | -90.09 | 1159.80 |
128 | 2024.05.16 00:40 | close at stop | 37 | 0.10 | 195.052 | 194.629 | 199.129 | -91.26 | 1068.53 |
129 | 2024.05.16 00:40 | close at stop | 36 | 0.10 | 195.052 | 194.680 | 199.180 | -94.77 | 973.76 |
130 | 2024.05.16 00:40 | close at stop | 35 | 0.10 | 195.052 | 194.454 | 198.954 | -79.22 | 894.54 |
131 | 2024.05.16 00:40 | close at stop | 34 | 0.10 | 195.052 | 194.366 | 198.866 | -72.29 | 822.25 |
132 | 2024.05.16 00:40 | close at stop | 33 | 0.10 | 195.052 | 194.401 | 198.901 | -74.70 | 747.55 |
133 | 2024.05.16 00:40 | close at stop | 32 | 0.10 | 195.052 | 193.799 | 198.299 | -33.28 | 714.28 |
134 | 2024.05.16 00:40 | close at stop | 31 | 0.10 | 195.052 | 193.314 | 197.814 | 0.96 | 715.24 |
135 | 2024.05.16 00:40 | close at stop | 30 | 0.10 | 195.052 | 193.160 | 197.660 | 11.56 | 726.80 |