Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 23:59 (2022.04.01 - 2023.04.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=2; MAHelp="------------------------------------"; TrendMA_Period=19; FilterMA_Period=26; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=7; BB_Deviation=1.6; BB_Applied=0; BB_GapSize=37; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=11; BUY_PruningMethod=0; SLSHelp="------------------------------------"; SELL_Source=0; SELL_MaxTrades=10; SELL_PruningMethod=1; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; TISTMHelp="------------------------------------"; T_InitialStopLoss=110; T_TakeProfit=50; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=110; B_TakeProfit=90; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=3; 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; O2Help="===================================="; CloseoutTextColour=Gray; CFDTickScaling=0; MagicNumber=200426; | ||||
Bars in test | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 1090.78 | Gross profit | 1432.66 | Gross loss | -341.87 |
Profit factor | 4.19 | Expected payoff | 43.63 | ||
Absolute drawdown | 158.20 | Maximal drawdown | 343.38 (3.00%) | Relative drawdown | 3.00% (343.38) |
Total trades | 25 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 15 (93.33%) |
Profit trades (% of total) | 21 (84.00%) | Loss trades (% of total) | 4 (16.00%) | ||
Largest | profit trade | 73.48 | loss trade | -87.38 | |
Average | profit trade | 68.22 | loss trade | -85.47 | |
Maximum | consecutive wins (profit in money) | 21 (1432.66) | consecutive losses (loss in money) | 3 (-255.89) | |
Maximal | consecutive profit (count of wins) | 1432.66 (21) | consecutive loss (count of losses) | -255.89 (3) | |
Average | consecutive wins | 21 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.07 04:00 | sell | 1 | 0.10 | 161.781 | 0.000 | 0.000 | ||
2 | 2022.04.07 04:00 | modify | 1 | 0.10 | 161.781 | 162.881 | 160.881 | ||
3 | 2022.04.11 08:00 | s/l | 1 | 0.10 | 162.881 | 162.881 | 160.881 | -85.98 | 9914.02 |
4 | 2022.04.29 20:00 | sell | 2 | 0.10 | 163.175 | 0.000 | 0.000 | ||
5 | 2022.04.29 20:00 | modify | 2 | 0.10 | 163.175 | 164.275 | 162.275 | ||
6 | 2022.05.01 20:00 | sell | 3 | 0.10 | 163.195 | 0.000 | 0.000 | ||
7 | 2022.05.01 20:00 | modify | 3 | 0.10 | 163.195 | 164.295 | 162.295 | ||
8 | 2022.05.04 08:00 | t/p | 3 | 0.10 | 162.295 | 164.295 | 162.295 | 63.86 | 9977.88 |
9 | 2022.05.04 16:00 | t/p | 2 | 0.10 | 162.275 | 164.275 | 162.275 | 63.86 | 10041.74 |
10 | 2022.05.09 08:00 | buy | 4 | 0.10 | 161.252 | 0.000 | 0.000 | ||
11 | 2022.05.09 08:00 | modify | 4 | 0.10 | 161.252 | 160.152 | 162.152 | ||
12 | 2022.05.09 16:00 | t/p | 4 | 0.10 | 162.152 | 160.152 | 162.152 | 68.13 | 10109.87 |
13 | 2022.05.23 04:00 | buy | 5 | 0.10 | 159.799 | 0.000 | 0.000 | ||
14 | 2022.05.23 04:00 | modify | 5 | 0.10 | 159.799 | 158.699 | 160.699 | ||
15 | 2022.05.23 08:00 | t/p | 5 | 0.10 | 160.699 | 158.699 | 160.699 | 68.13 | 10178.00 |
16 | 2022.07.21 08:00 | sell | 6 | 0.10 | 165.495 | 0.000 | 0.000 | ||
17 | 2022.07.21 08:00 | modify | 6 | 0.10 | 165.495 | 166.595 | 164.595 | ||
18 | 2022.07.21 12:00 | sell | 7 | 0.10 | 165.412 | 0.000 | 0.000 | ||
19 | 2022.07.21 12:00 | modify | 7 | 0.10 | 165.412 | 166.512 | 164.512 | ||
20 | 2022.07.21 16:00 | t/p | 6 | 0.10 | 164.595 | 166.595 | 164.595 | 68.06 | 10246.06 |
21 | 2022.07.22 00:00 | t/p | 7 | 0.10 | 164.512 | 166.512 | 164.512 | 66.66 | 10312.72 |
22 | 2022.08.10 08:00 | sell | 8 | 0.10 | 163.114 | 0.000 | 0.000 | ||
23 | 2022.08.10 08:00 | modify | 8 | 0.10 | 163.114 | 164.214 | 162.214 | ||
24 | 2022.08.10 16:00 | t/p | 8 | 0.10 | 162.214 | 164.214 | 162.214 | 68.06 | 10380.78 |
25 | 2022.08.23 12:00 | buy | 9 | 0.10 | 161.685 | 0.000 | 0.000 | ||
26 | 2022.08.23 12:00 | modify | 9 | 0.10 | 161.685 | 160.585 | 162.585 | ||
27 | 2022.08.25 16:00 | buy | 10 | 0.10 | 161.509 | 0.000 | 0.000 | ||
28 | 2022.08.25 16:00 | modify | 10 | 0.10 | 161.509 | 160.409 | 162.409 | ||
29 | 2022.08.25 20:00 | buy | 11 | 0.10 | 161.591 | 0.000 | 0.000 | ||
30 | 2022.08.25 20:00 | modify | 11 | 0.10 | 161.591 | 160.491 | 162.491 | ||
31 | 2022.08.26 04:00 | buy | 12 | 0.10 | 161.628 | 0.000 | 0.000 | ||
32 | 2022.08.26 04:00 | modify | 12 | 0.10 | 161.628 | 160.528 | 162.528 | ||
33 | 2022.08.26 16:00 | t/p | 9 | 0.10 | 162.585 | 160.585 | 162.585 | 73.48 | 10454.25 |
34 | 2022.08.26 16:00 | t/p | 10 | 0.10 | 162.409 | 160.409 | 162.409 | 69.21 | 10523.46 |
35 | 2022.08.26 16:00 | t/p | 11 | 0.10 | 162.491 | 160.491 | 162.491 | 69.20 | 10592.66 |
36 | 2022.08.26 16:00 | t/p | 12 | 0.10 | 162.528 | 160.528 | 162.528 | 68.14 | 10660.80 |
37 | 2022.09.13 08:00 | sell | 13 | 0.10 | 166.804 | 0.000 | 0.000 | ||
38 | 2022.09.13 08:00 | modify | 13 | 0.10 | 166.804 | 167.904 | 165.904 | ||
39 | 2022.09.13 12:00 | sell | 14 | 0.10 | 166.639 | 0.000 | 0.000 | ||
40 | 2022.09.13 12:00 | modify | 14 | 0.10 | 166.639 | 167.739 | 165.739 | ||
41 | 2022.09.14 04:00 | t/p | 13 | 0.10 | 165.904 | 167.904 | 165.904 | 66.66 | 10727.46 |
42 | 2022.09.14 08:00 | t/p | 14 | 0.10 | 165.739 | 167.739 | 165.739 | 66.66 | 10794.12 |
43 | 2022.09.19 04:00 | buy | 15 | 0.10 | 163.269 | 0.000 | 0.000 | ||
44 | 2022.09.19 04:00 | modify | 15 | 0.10 | 163.269 | 162.169 | 164.169 | ||
45 | 2022.09.19 08:00 | buy | 16 | 0.10 | 163.336 | 0.000 | 0.000 | ||
46 | 2022.09.19 08:00 | modify | 16 | 0.10 | 163.336 | 162.236 | 164.236 | ||
47 | 2022.09.19 12:00 | buy | 17 | 0.10 | 163.364 | 0.000 | 0.000 | ||
48 | 2022.09.19 12:00 | modify | 17 | 0.10 | 163.364 | 162.264 | 164.264 | ||
49 | 2022.09.19 16:00 | buy | 18 | 0.10 | 163.466 | 0.000 | 0.000 | ||
50 | 2022.09.19 16:00 | modify | 18 | 0.10 | 163.466 | 162.366 | 164.366 | ||
51 | 2022.09.20 08:00 | t/p | 15 | 0.10 | 164.169 | 162.169 | 164.169 | 69.21 | 10863.33 |
52 | 2022.09.20 08:00 | t/p | 16 | 0.10 | 164.236 | 162.236 | 164.236 | 69.21 | 10932.54 |
53 | 2022.09.20 08:00 | t/p | 17 | 0.10 | 164.264 | 162.264 | 164.264 | 69.21 | 11001.75 |
54 | 2022.09.20 08:00 | t/p | 18 | 0.10 | 164.366 | 162.366 | 164.366 | 69.20 | 11070.95 |
55 | 2022.10.10 12:00 | buy | 19 | 0.10 | 161.084 | 0.000 | 0.000 | ||
56 | 2022.10.10 12:00 | modify | 19 | 0.10 | 161.084 | 159.984 | 161.984 | ||
57 | 2022.10.10 16:00 | buy | 20 | 0.10 | 160.909 | 0.000 | 0.000 | ||
58 | 2022.10.10 16:00 | modify | 20 | 0.10 | 160.909 | 159.809 | 161.809 | ||
59 | 2022.10.10 20:00 | buy | 21 | 0.10 | 161.157 | 0.000 | 0.000 | ||
60 | 2022.10.10 20:00 | modify | 21 | 0.10 | 161.157 | 160.057 | 162.057 | ||
61 | 2022.10.11 16:00 | t/p | 19 | 0.10 | 161.984 | 159.984 | 161.984 | 69.20 | 11140.15 |
62 | 2022.10.11 16:00 | t/p | 20 | 0.10 | 161.809 | 159.809 | 161.809 | 69.20 | 11209.35 |
63 | 2022.10.11 16:00 | t/p | 21 | 0.10 | 162.057 | 160.057 | 162.057 | 69.20 | 11278.55 |
64 | 2022.11.25 08:00 | buy | 22 | 0.10 | 167.841 | 0.000 | 0.000 | ||
65 | 2022.11.25 08:00 | modify | 22 | 0.10 | 167.841 | 166.741 | 168.741 | ||
66 | 2022.11.25 12:00 | t/p | 22 | 0.10 | 168.741 | 166.741 | 168.741 | 68.13 | 11346.68 |
67 | 2023.02.16 08:00 | sell | 23 | 0.10 | 161.148 | 0.000 | 0.000 | ||
68 | 2023.02.16 08:00 | modify | 23 | 0.10 | 161.148 | 162.248 | 160.248 | ||
69 | 2023.02.16 16:00 | sell | 24 | 0.10 | 161.196 | 0.000 | 0.000 | ||
70 | 2023.02.16 16:00 | modify | 24 | 0.10 | 161.196 | 162.296 | 160.296 | ||
71 | 2023.02.21 12:00 | s/l | 23 | 0.10 | 162.248 | 162.248 | 160.248 | -87.38 | 11259.30 |
72 | 2023.02.21 12:00 | s/l | 24 | 0.10 | 162.296 | 162.296 | 160.296 | -87.38 | 11171.92 |
73 | 2023.03.03 16:00 | buy | 25 | 0.10 | 163.290 | 0.000 | 0.000 | ||
74 | 2023.03.03 16:00 | modify | 25 | 0.10 | 163.290 | 162.190 | 164.190 | ||
75 | 2023.03.07 20:00 | s/l | 25 | 0.10 | 162.190 | 162.190 | 164.190 | -81.13 | 11090.78 |