Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 15 Minutes (M15) 2024.07.01 00:00 - 2025.06.30 23:59 (2024.07.01 - 2025.07.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=100; Lots=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=0; MaxTrades_Total=3; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=50; StopLoss=10; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=500; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=100; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=21; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; MSHelp="************************************"; MaxSpread=6; MaxNewBarEntryDelay=60; CloseoutTextColour=Gray; CloseoutTextDisplay=1; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; CFDTickScaling=0; MagicNumber=120826; | ||||
Bars in test | 25852 | Ticks modelled | 50703 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | 220.42 | Gross profit | 573.43 | Gross loss | -353.01 |
Profit factor | 1.62 | Expected payoff | 4.59 | ||
Absolute drawdown | 26.62 | Maximal drawdown | 105.75 (8.49%) | Relative drawdown | 8.49% (105.75) |
Total trades | 48 | Short positions (won %) | 21 (38.10%) | Long positions (won %) | 27 (37.04%) |
Profit trades (% of total) | 18 (37.50%) | Loss trades (% of total) | 30 (62.50%) | ||
Largest | profit trade | 67.90 | loss trade | -13.58 | |
Average | profit trade | 31.86 | loss trade | -11.77 | |
Maximum | consecutive wins (profit in money) | 2 (93.42) | consecutive losses (loss in money) | 6 (-63.79) | |
Maximal | consecutive profit (count of wins) | 93.42 (2) | consecutive loss (count of losses) | -67.89 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.07.22 21:45 | sell | 1 | 0.20 | 202.909 | 0.000 | 0.000 | ||
2 | 2024.07.22 21:45 | modify | 1 | 0.20 | 202.909 | 203.009 | 202.409 | ||
3 | 2024.07.22 22:00 | close | 1 | 0.20 | 202.940 | 203.009 | 202.409 | -4.21 | 995.79 |
4 | 2024.07.24 21:45 | buy | 2 | 0.20 | 198.279 | 0.000 | 0.000 | ||
5 | 2024.07.24 21:45 | modify | 2 | 0.20 | 198.279 | 198.179 | 198.779 | ||
6 | 2024.07.24 22:00 | close | 2 | 0.20 | 198.323 | 198.179 | 198.779 | 5.97 | 1001.76 |
7 | 2024.07.31 21:45 | sell | 3 | 0.20 | 192.679 | 0.000 | 0.000 | ||
8 | 2024.07.31 21:45 | modify | 3 | 0.20 | 192.679 | 192.779 | 192.179 | ||
9 | 2024.07.31 22:00 | close | 3 | 0.20 | 192.688 | 192.779 | 192.179 | -1.22 | 1000.54 |
10 | 2024.09.04 21:15 | buy | 4 | 0.20 | 188.836 | 0.000 | 0.000 | ||
11 | 2024.09.04 21:15 | modify | 4 | 0.20 | 188.836 | 188.736 | 189.336 | ||
12 | 2024.09.04 21:30 | s/l | 4 | 0.20 | 188.736 | 188.736 | 189.336 | -13.58 | 986.96 |
13 | 2024.09.11 21:00 | buy | 5 | 0.20 | 185.668 | 0.000 | 0.000 | ||
14 | 2024.09.11 21:00 | modify | 5 | 0.20 | 185.668 | 185.568 | 186.168 | ||
15 | 2024.09.11 21:15 | s/l | 5 | 0.20 | 185.568 | 185.568 | 186.168 | -13.58 | 973.38 |
16 | 2024.09.18 21:00 | sell | 6 | 0.20 | 187.955 | 0.000 | 0.000 | ||
17 | 2024.09.18 21:00 | modify | 6 | 0.20 | 187.955 | 188.055 | 187.455 | ||
18 | 2024.09.18 22:00 | close | 6 | 0.20 | 187.745 | 188.055 | 187.455 | 28.51 | 1001.89 |
19 | 2024.10.01 21:00 | sell | 7 | 0.20 | 190.690 | 0.000 | 0.000 | ||
20 | 2024.10.01 21:00 | modify | 7 | 0.20 | 190.690 | 190.790 | 190.190 | ||
21 | 2024.10.01 22:00 | close | 7 | 0.20 | 190.772 | 190.790 | 190.190 | -11.14 | 990.75 |
22 | 2024.10.06 21:00 | buy | 8 | 0.20 | 194.824 | 0.000 | 0.000 | ||
23 | 2024.10.06 21:00 | modify | 8 | 0.20 | 194.824 | 194.724 | 195.324 | ||
24 | 2024.10.06 22:00 | close | 8 | 0.20 | 195.228 | 194.724 | 195.324 | 54.86 | 1045.61 |
25 | 2024.10.30 21:00 | buy | 9 | 0.20 | 198.869 | 0.000 | 0.000 | ||
26 | 2024.10.30 21:00 | modify | 9 | 0.20 | 198.869 | 198.769 | 199.369 | ||
27 | 2024.10.30 21:15 | s/l | 9 | 0.20 | 198.769 | 198.769 | 199.369 | -13.58 | 1032.03 |
28 | 2024.10.31 21:00 | buy | 10 | 0.20 | 196.109 | 0.000 | 0.000 | ||
29 | 2024.10.31 21:00 | modify | 10 | 0.20 | 196.109 | 196.009 | 196.609 | ||
30 | 2024.10.31 21:15 | s/l | 10 | 0.20 | 196.009 | 196.009 | 196.609 | -13.57 | 1018.46 |
31 | 2024.11.12 21:00 | buy | 11 | 0.20 | 197.051 | 0.000 | 0.000 | ||
32 | 2024.11.12 21:00 | modify | 11 | 0.20 | 197.051 | 196.951 | 197.551 | ||
33 | 2024.11.12 22:00 | close | 11 | 0.20 | 197.043 | 196.951 | 197.551 | -1.09 | 1017.37 |
34 | 2024.11.14 21:00 | buy | 12 | 0.20 | 197.852 | 0.000 | 0.000 | ||
35 | 2024.11.14 21:00 | modify | 12 | 0.20 | 197.852 | 197.752 | 198.352 | ||
36 | 2024.11.14 22:00 | close | 12 | 0.20 | 197.868 | 197.752 | 198.352 | 2.18 | 1019.55 |
37 | 2024.11.15 21:00 | buy | 13 | 0.20 | 194.538 | 0.000 | 0.000 | ||
38 | 2024.11.15 21:00 | modify | 13 | 0.20 | 194.538 | 194.438 | 195.038 | ||
39 | 2024.11.17 22:00 | close | 13 | 0.20 | 194.803 | 194.438 | 195.038 | 35.99 | 1055.54 |
40 | 2024.11.26 21:00 | sell | 14 | 0.20 | 192.208 | 0.000 | 0.000 | ||
41 | 2024.11.26 21:00 | modify | 14 | 0.20 | 192.208 | 192.308 | 191.708 | ||
42 | 2024.11.26 21:15 | s/l | 14 | 0.20 | 192.308 | 192.308 | 191.708 | -13.57 | 1041.97 |
43 | 2024.11.29 21:00 | sell | 15 | 0.20 | 190.703 | 0.000 | 0.000 | ||
44 | 2024.11.29 21:00 | modify | 15 | 0.20 | 190.703 | 190.803 | 190.203 | ||
45 | 2024.12.01 22:00 | close | 15 | 0.20 | 190.355 | 190.803 | 190.203 | 47.25 | 1089.22 |
46 | 2024.12.18 21:00 | sell | 16 | 0.20 | 194.522 | 0.000 | 0.000 | ||
47 | 2024.12.18 21:00 | modify | 16 | 0.20 | 194.522 | 194.622 | 194.022 | ||
48 | 2024.12.18 21:15 | s/l | 16 | 0.20 | 194.622 | 194.622 | 194.022 | -13.57 | 1075.65 |
49 | 2024.12.20 21:00 | sell | 17 | 0.20 | 196.599 | 0.000 | 0.000 | ||
50 | 2024.12.20 21:00 | modify | 17 | 0.20 | 196.599 | 196.699 | 196.099 | ||
51 | 2024.12.22 22:00 | close | 17 | 0.20 | 196.323 | 196.699 | 196.099 | 37.48 | 1113.13 |
52 | 2024.12.27 21:00 | sell | 18 | 0.20 | 198.634 | 0.000 | 0.000 | ||
53 | 2024.12.27 21:00 | modify | 18 | 0.20 | 198.634 | 198.734 | 198.134 | ||
54 | 2024.12.29 22:00 | close | 18 | 0.20 | 198.333 | 198.734 | 198.134 | 40.87 | 1154.00 |
55 | 2024.12.30 21:00 | buy | 19 | 0.20 | 196.780 | 0.000 | 0.000 | ||
56 | 2024.12.30 21:00 | modify | 19 | 0.20 | 196.780 | 196.680 | 197.280 | ||
57 | 2024.12.30 21:15 | s/l | 19 | 0.20 | 196.680 | 196.680 | 197.280 | -13.58 | 1140.42 |
58 | 2024.12.31 21:00 | buy | 20 | 0.20 | 197.017 | 0.000 | 0.000 | ||
59 | 2024.12.31 21:00 | modify | 20 | 0.20 | 197.017 | 196.917 | 197.517 | ||
60 | 2024.12.31 21:30 | s/l | 20 | 0.20 | 196.917 | 196.917 | 197.517 | -13.58 | 1126.84 |
61 | 2025.01.03 21:00 | sell | 21 | 0.20 | 195.509 | 0.000 | 0.000 | ||
62 | 2025.01.03 21:00 | modify | 21 | 0.20 | 195.509 | 195.609 | 195.009 | ||
63 | 2025.01.05 22:00 | close | 21 | 0.20 | 195.148 | 195.609 | 195.009 | 49.02 | 1175.86 |
64 | 2025.01.10 21:00 | sell | 22 | 0.20 | 192.663 | 0.000 | 0.000 | ||
65 | 2025.01.10 21:00 | modify | 22 | 0.20 | 192.663 | 192.763 | 192.163 | ||
66 | 2025.01.12 22:00 | close | 22 | 0.20 | 192.336 | 192.763 | 192.163 | 44.40 | 1220.26 |
67 | 2025.01.13 21:00 | buy | 23 | 0.20 | 191.991 | 0.000 | 0.000 | ||
68 | 2025.01.13 21:00 | modify | 23 | 0.20 | 191.991 | 191.891 | 192.491 | ||
69 | 2025.01.13 21:45 | s/l | 23 | 0.20 | 191.891 | 191.891 | 192.491 | -13.58 | 1206.68 |
70 | 2025.01.20 21:00 | buy | 24 | 0.20 | 191.872 | 0.000 | 0.000 | ||
71 | 2025.01.20 21:00 | modify | 24 | 0.20 | 191.872 | 191.772 | 192.372 | ||
72 | 2025.01.20 21:15 | s/l | 24 | 0.20 | 191.772 | 191.772 | 192.372 | -13.58 | 1193.10 |
73 | 2025.01.20 21:30 | sell | 25 | 0.20 | 191.802 | 0.000 | 0.000 | ||
74 | 2025.01.20 21:30 | modify | 25 | 0.20 | 191.802 | 191.902 | 191.302 | ||
75 | 2025.01.20 21:45 | s/l | 25 | 0.20 | 191.902 | 191.902 | 191.302 | -13.58 | 1179.52 |
76 | 2025.01.29 21:00 | buy | 26 | 0.20 | 193.280 | 0.000 | 0.000 | ||
77 | 2025.01.29 21:00 | modify | 26 | 0.20 | 193.280 | 193.180 | 193.780 | ||
78 | 2025.01.29 21:15 | s/l | 26 | 0.20 | 193.180 | 193.180 | 193.780 | -13.58 | 1165.94 |
79 | 2025.01.30 21:00 | buy | 27 | 0.20 | 191.847 | 0.000 | 0.000 | ||
80 | 2025.01.30 21:00 | modify | 27 | 0.20 | 191.847 | 191.747 | 192.347 | ||
81 | 2025.01.30 21:15 | s/l | 27 | 0.20 | 191.747 | 191.747 | 192.347 | -13.57 | 1152.37 |
82 | 2025.01.30 21:15 | sell | 28 | 0.20 | 191.834 | 0.000 | 0.000 | ||
83 | 2025.01.30 21:15 | modify | 28 | 0.20 | 191.834 | 191.934 | 191.334 | ||
84 | 2025.01.30 22:00 | close | 28 | 0.20 | 191.364 | 191.934 | 191.334 | 63.81 | 1216.18 |
85 | 2025.01.31 21:15 | buy | 29 | 0.20 | 192.132 | 0.000 | 0.000 | ||
86 | 2025.01.31 21:15 | modify | 29 | 0.20 | 192.132 | 192.032 | 192.632 | ||
87 | 2025.02.02 22:00 | s/l | 29 | 0.20 | 192.032 | 192.032 | 192.632 | -13.57 | 1202.61 |
88 | 2025.02.03 21:30 | sell | 30 | 0.20 | 192.135 | 0.000 | 0.000 | ||
89 | 2025.02.03 21:30 | modify | 30 | 0.20 | 192.135 | 192.235 | 191.635 | ||
90 | 2025.02.03 21:45 | s/l | 30 | 0.20 | 192.235 | 192.235 | 191.635 | -13.58 | 1189.03 |
91 | 2025.02.07 21:00 | buy | 31 | 0.20 | 187.756 | 0.000 | 0.000 | ||
92 | 2025.02.07 21:00 | modify | 31 | 0.20 | 187.756 | 187.656 | 188.256 | ||
93 | 2025.02.09 22:00 | s/l | 31 | 0.20 | 187.656 | 187.656 | 188.256 | -13.57 | 1175.46 |
94 | 2025.02.21 21:00 | buy | 32 | 0.20 | 188.395 | 0.000 | 0.000 | ||
95 | 2025.02.21 21:00 | modify | 32 | 0.20 | 188.395 | 188.295 | 188.895 | ||
96 | 2025.02.23 22:00 | close | 32 | 0.20 | 188.354 | 188.295 | 188.895 | -5.56 | 1169.90 |
97 | 2025.02.24 21:00 | buy | 33 | 0.20 | 189.017 | 0.000 | 0.000 | ||
98 | 2025.02.24 21:00 | modify | 33 | 0.20 | 189.017 | 188.917 | 189.517 | ||
99 | 2025.02.24 22:00 | close | 33 | 0.20 | 188.988 | 188.917 | 189.517 | -3.93 | 1165.97 |
100 | 2025.02.25 21:00 | buy | 34 | 0.20 | 188.757 | 0.000 | 0.000 | ||
101 | 2025.02.25 21:00 | modify | 34 | 0.20 | 188.757 | 188.657 | 189.257 | ||
102 | 2025.02.25 22:00 | s/l | 34 | 0.20 | 188.657 | 188.657 | 189.257 | -13.58 | 1152.39 |
103 | 2025.02.27 21:00 | sell | 35 | 0.20 | 188.793 | 0.000 | 0.000 | ||
104 | 2025.02.27 21:00 | modify | 35 | 0.20 | 188.793 | 188.893 | 188.293 | ||
105 | 2025.02.27 22:00 | close | 35 | 0.20 | 188.783 | 188.893 | 188.293 | 1.36 | 1153.75 |
106 | 2025.02.28 21:00 | sell | 36 | 0.20 | 189.348 | 0.000 | 0.000 | ||
107 | 2025.02.28 21:00 | modify | 36 | 0.20 | 189.348 | 189.448 | 188.848 | ||
108 | 2025.02.28 21:30 | s/l | 36 | 0.20 | 189.448 | 189.448 | 188.848 | -13.58 | 1140.17 |
109 | 2025.03.03 21:00 | buy | 37 | 0.20 | 189.756 | 0.000 | 0.000 | ||
110 | 2025.03.03 21:00 | modify | 37 | 0.20 | 189.756 | 189.656 | 190.256 | ||
111 | 2025.03.03 22:00 | close | 37 | 0.20 | 189.771 | 189.656 | 190.256 | 2.04 | 1142.21 |
112 | 2025.03.04 21:00 | buy | 38 | 0.20 | 190.644 | 0.000 | 0.000 | ||
113 | 2025.03.04 21:00 | modify | 38 | 0.20 | 190.644 | 190.544 | 191.144 | ||
114 | 2025.03.04 21:30 | t/p | 38 | 0.20 | 191.144 | 190.544 | 191.144 | 67.90 | 1210.11 |
115 | 2025.03.04 21:30 | sell | 39 | 0.20 | 191.565 | 0.000 | 0.000 | ||
116 | 2025.03.04 21:30 | modify | 39 | 0.20 | 191.565 | 191.665 | 191.065 | ||
117 | 2025.03.04 21:45 | s/l | 39 | 0.20 | 191.665 | 191.665 | 191.065 | -13.58 | 1196.53 |
118 | 2025.03.05 21:00 | sell | 40 | 0.20 | 192.044 | 0.000 | 0.000 | ||
119 | 2025.03.05 21:00 | modify | 40 | 0.20 | 192.044 | 192.144 | 191.544 | ||
120 | 2025.03.05 21:30 | s/l | 40 | 0.20 | 192.144 | 192.144 | 191.544 | -13.58 | 1182.95 |
121 | 2025.03.06 21:00 | buy | 41 | 0.20 | 190.396 | 0.000 | 0.000 | ||
122 | 2025.03.06 21:00 | modify | 41 | 0.20 | 190.396 | 190.296 | 190.896 | ||
123 | 2025.03.06 22:00 | close | 41 | 0.20 | 190.449 | 190.296 | 190.896 | 7.19 | 1190.14 |
124 | 2025.04.02 21:00 | buy | 42 | 0.20 | 193.629 | 0.000 | 0.000 | ||
125 | 2025.04.02 21:00 | modify | 42 | 0.20 | 193.629 | 193.529 | 194.129 | ||
126 | 2025.04.02 21:15 | s/l | 42 | 0.20 | 193.529 | 193.529 | 194.129 | -13.58 | 1176.56 |
127 | 2025.04.08 21:30 | buy | 43 | 0.20 | 186.574 | 0.000 | 0.000 | ||
128 | 2025.04.08 21:30 | modify | 43 | 0.20 | 186.574 | 186.474 | 187.074 | ||
129 | 2025.04.08 22:00 | close | 43 | 0.20 | 186.707 | 186.474 | 187.074 | 18.06 | 1194.62 |
130 | 2025.05.18 21:00 | buy | 44 | 0.20 | 192.757 | 0.000 | 0.000 | ||
131 | 2025.05.18 21:00 | modify | 44 | 0.20 | 192.757 | 192.657 | 193.257 | ||
132 | 2025.05.18 22:00 | close | 44 | 0.20 | 193.103 | 192.657 | 193.257 | 46.98 | 1241.60 |
133 | 2025.06.15 21:00 | sell | 45 | 0.20 | 195.106 | 0.000 | 0.000 | ||
134 | 2025.06.15 21:00 | modify | 45 | 0.20 | 195.106 | 195.206 | 194.606 | ||
135 | 2025.06.15 21:30 | s/l | 45 | 0.20 | 195.206 | 195.206 | 194.606 | -13.58 | 1228.02 |
136 | 2025.06.17 21:00 | sell | 46 | 0.20 | 194.829 | 0.000 | 0.000 | ||
137 | 2025.06.17 21:00 | modify | 46 | 0.20 | 194.829 | 194.929 | 194.329 | ||
138 | 2025.06.17 21:15 | s/l | 46 | 0.20 | 194.929 | 194.929 | 194.329 | -13.58 | 1214.44 |
139 | 2025.06.23 21:00 | buy | 47 | 0.20 | 197.427 | 0.000 | 0.000 | ||
140 | 2025.06.23 21:00 | modify | 47 | 0.20 | 197.427 | 197.327 | 197.927 | ||
141 | 2025.06.23 22:00 | close | 47 | 0.20 | 197.571 | 197.327 | 197.927 | 19.56 | 1234.00 |
142 | 2025.06.29 21:00 | sell | 48 | 0.20 | 197.655 | 0.000 | 0.000 | ||
143 | 2025.06.29 21:00 | modify | 48 | 0.20 | 197.655 | 197.755 | 197.155 | ||
144 | 2025.06.29 21:15 | s/l | 48 | 0.20 | 197.755 | 197.755 | 197.155 | -13.58 | 1220.42 |