Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=2; MAHelp="------------------------------------"; TrendMA_Period=10; FilterMA_Period=8; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=4; BB_Deviation=3.7; BB_Applied=0; BB_GapSize=55; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=12; 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=70; T_TakeProfit=40; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=100; B_TakeProfit=120; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 1912 | Ticks modelled | 35309637 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | 1454.20 | Gross profit | 2672.26 | Gross loss | -1218.07 |
Profit factor | 2.19 | Expected payoff | 26.93 | ||
Absolute drawdown | 26.79 | Maximal drawdown | 695.52 (27.64%) | Relative drawdown | 27.64% (695.52) |
Total trades | 54 | Short positions (won %) | 40 (60.00%) | Long positions (won %) | 14 (85.71%) |
Profit trades (% of total) | 36 (66.67%) | Loss trades (% of total) | 18 (33.33%) | ||
Largest | profit trade | 89.70 | loss trade | -75.88 | |
Average | profit trade | 74.23 | loss trade | -67.67 | |
Maximum | consecutive wins (profit in money) | 8 (615.50) | consecutive losses (loss in money) | 9 (-627.22) | |
Maximal | consecutive profit (count of wins) | 615.50 (8) | consecutive loss (count of losses) | -627.22 (9) | |
Average | consecutive wins | 5 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.08 08:00 | buy | 1 | 0.10 | 184.957 | 0.000 | 0.000 | ||
2 | 2023.11.08 08:00 | modify | 1 | 0.10 | 184.957 | 183.957 | 186.157 | ||
3 | 2023.11.13 19:42 | t/p | 1 | 0.10 | 186.157 | 183.957 | 186.157 | 82.48 | 1082.48 |
4 | 2023.11.24 04:00 | sell | 2 | 0.10 | 187.401 | 0.000 | 0.000 | ||
5 | 2023.11.24 04:00 | modify | 2 | 0.10 | 187.401 | 188.401 | 186.201 | ||
6 | 2023.11.24 14:51 | s/l | 2 | 0.10 | 188.401 | 188.401 | 186.201 | -64.38 | 1018.10 |
7 | 2023.12.26 08:00 | buy | 3 | 0.10 | 180.716 | 0.000 | 0.000 | ||
8 | 2023.12.26 08:00 | modify | 3 | 0.10 | 180.716 | 179.716 | 181.916 | ||
9 | 2023.12.27 13:23 | t/p | 3 | 0.10 | 181.916 | 179.716 | 181.916 | 78.31 | 1096.40 |
10 | 2024.01.22 08:00 | sell | 4 | 0.10 | 188.050 | 0.000 | 0.000 | ||
11 | 2024.01.22 08:00 | modify | 4 | 0.10 | 188.050 | 189.050 | 186.850 | ||
12 | 2024.01.29 04:00 | sell | 5 | 0.10 | 188.161 | 0.000 | 0.000 | ||
13 | 2024.01.29 04:00 | modify | 5 | 0.10 | 188.161 | 189.161 | 186.961 | ||
14 | 2024.01.30 07:10 | t/p | 5 | 0.10 | 186.961 | 189.161 | 186.961 | 74.91 | 1171.31 |
15 | 2024.01.30 07:13 | t/p | 4 | 0.10 | 186.850 | 189.050 | 186.850 | 58.67 | 1229.98 |
16 | 2024.02.06 04:00 | buy | 6 | 0.10 | 186.438 | 0.000 | 0.000 | ||
17 | 2024.02.06 04:00 | modify | 6 | 0.10 | 186.438 | 185.438 | 187.638 | ||
18 | 2024.02.06 08:00 | buy | 7 | 0.10 | 186.492 | 0.000 | 0.000 | ||
19 | 2024.02.06 08:00 | modify | 7 | 0.10 | 186.492 | 185.492 | 187.692 | ||
20 | 2024.02.07 04:00 | buy | 8 | 0.10 | 186.410 | 0.000 | 0.000 | ||
21 | 2024.02.07 04:00 | modify | 8 | 0.10 | 186.410 | 185.410 | 187.610 | ||
22 | 2024.02.08 05:10 | t/p | 8 | 0.10 | 187.610 | 185.410 | 187.610 | 80.35 | 1310.32 |
23 | 2024.02.08 05:17 | t/p | 6 | 0.10 | 187.638 | 185.438 | 187.638 | 81.38 | 1391.70 |
24 | 2024.02.08 05:32 | t/p | 7 | 0.10 | 187.692 | 185.492 | 187.692 | 81.39 | 1473.10 |
25 | 2024.02.09 04:00 | sell | 9 | 0.10 | 188.510 | 0.000 | 0.000 | ||
26 | 2024.02.09 04:00 | modify | 9 | 0.10 | 188.510 | 189.510 | 187.310 | ||
27 | 2024.02.12 08:00 | sell | 10 | 0.10 | 188.550 | 0.000 | 0.000 | ||
28 | 2024.02.12 08:00 | modify | 10 | 0.10 | 188.550 | 189.550 | 187.350 | ||
29 | 2024.02.13 13:47 | s/l | 9 | 0.10 | 189.510 | 189.510 | 187.310 | -68.95 | 1404.15 |
30 | 2024.02.13 13:51 | s/l | 10 | 0.10 | 189.550 | 189.550 | 187.350 | -66.63 | 1337.52 |
31 | 2024.02.14 04:00 | sell | 11 | 0.10 | 189.638 | 0.000 | 0.000 | ||
32 | 2024.02.14 04:00 | modify | 11 | 0.10 | 189.638 | 190.638 | 188.438 | ||
33 | 2024.02.15 07:00 | t/p | 11 | 0.10 | 188.438 | 190.638 | 188.438 | 70.21 | 1407.73 |
34 | 2024.02.20 04:00 | sell | 12 | 0.10 | 189.170 | 0.000 | 0.000 | ||
35 | 2024.02.20 04:00 | modify | 12 | 0.10 | 189.170 | 190.170 | 187.970 | ||
36 | 2024.02.22 00:16 | s/l | 12 | 0.10 | 190.170 | 190.170 | 187.970 | -73.58 | 1334.15 |
37 | 2024.02.28 04:00 | buy | 13 | 0.10 | 190.733 | 0.000 | 0.000 | ||
38 | 2024.02.28 04:00 | modify | 13 | 0.10 | 190.733 | 189.733 | 191.933 | ||
39 | 2024.02.29 02:38 | s/l | 13 | 0.10 | 189.733 | 189.733 | 191.933 | -61.18 | 1272.97 |
40 | 2024.03.05 04:00 | sell | 14 | 0.10 | 190.973 | 0.000 | 0.000 | ||
41 | 2024.03.05 04:00 | modify | 14 | 0.10 | 190.973 | 191.973 | 189.773 | ||
42 | 2024.03.07 00:15 | t/p | 14 | 0.10 | 189.773 | 191.973 | 189.773 | 67.88 | 1340.85 |
43 | 2024.03.15 04:00 | buy | 15 | 0.10 | 189.014 | 0.000 | 0.000 | ||
44 | 2024.03.15 04:00 | modify | 15 | 0.10 | 189.014 | 188.014 | 190.214 | ||
45 | 2024.03.19 03:35 | t/p | 15 | 0.10 | 190.214 | 188.014 | 190.214 | 79.25 | 1420.10 |
46 | 2024.03.25 04:00 | buy | 16 | 0.10 | 190.683 | 0.000 | 0.000 | ||
47 | 2024.03.25 04:00 | modify | 16 | 0.10 | 190.683 | 189.683 | 191.883 | ||
48 | 2024.03.25 08:00 | buy | 17 | 0.10 | 190.735 | 0.000 | 0.000 | ||
49 | 2024.03.25 08:00 | modify | 17 | 0.10 | 190.735 | 189.735 | 191.935 | ||
50 | 2024.03.26 04:00 | sell | 18 | 0.10 | 191.327 | 0.000 | 0.000 | ||
51 | 2024.03.26 04:00 | modify | 18 | 0.10 | 191.327 | 192.327 | 190.127 | ||
52 | 2024.03.26 08:00 | sell | 19 | 0.10 | 191.427 | 0.000 | 0.000 | ||
53 | 2024.03.26 08:00 | modify | 19 | 0.10 | 191.427 | 192.427 | 190.227 | ||
54 | 2024.03.29 08:00 | buy | 20 | 0.10 | 190.967 | 0.000 | 0.000 | ||
55 | 2024.03.29 08:00 | modify | 20 | 0.10 | 190.967 | 189.967 | 192.167 | ||
56 | 2024.04.01 17:20 | t/p | 19 | 0.10 | 190.227 | 192.427 | 190.227 | 63.23 | 1483.34 |
57 | 2024.04.02 00:01 | t/p | 18 | 0.10 | 190.127 | 192.327 | 190.127 | 60.92 | 1544.25 |
58 | 2024.04.02 04:00 | buy | 21 | 0.10 | 190.366 | 0.000 | 0.000 | ||
59 | 2024.04.02 04:00 | modify | 21 | 0.10 | 190.366 | 189.366 | 191.566 | ||
60 | 2024.04.03 08:00 | sell | 22 | 0.10 | 190.591 | 0.000 | 0.000 | ||
61 | 2024.04.03 08:00 | modify | 22 | 0.10 | 190.591 | 191.591 | 189.391 | ||
62 | 2024.04.03 14:48 | s/l | 22 | 0.10 | 191.591 | 191.591 | 189.391 | -64.29 | 1479.96 |
63 | 2024.04.03 14:48 | t/p | 21 | 0.10 | 191.566 | 189.366 | 191.566 | 78.21 | 1558.17 |
64 | 2024.04.03 17:44 | t/p | 16 | 0.10 | 191.883 | 189.683 | 191.883 | 86.58 | 1644.75 |
65 | 2024.04.04 03:05 | t/p | 17 | 0.10 | 191.935 | 189.735 | 191.935 | 89.70 | 1734.45 |
66 | 2024.04.04 07:23 | t/p | 20 | 0.10 | 192.167 | 189.967 | 192.167 | 83.43 | 1817.88 |
67 | 2024.04.09 04:00 | sell | 23 | 0.10 | 192.163 | 0.000 | 0.000 | ||
68 | 2024.04.09 04:00 | modify | 23 | 0.10 | 192.163 | 193.163 | 190.963 | ||
69 | 2024.04.09 08:00 | sell | 24 | 0.10 | 192.217 | 0.000 | 0.000 | ||
70 | 2024.04.09 08:00 | modify | 24 | 0.10 | 192.217 | 193.217 | 191.017 | ||
71 | 2024.04.10 04:00 | sell | 25 | 0.10 | 192.360 | 0.000 | 0.000 | ||
72 | 2024.04.10 04:00 | modify | 25 | 0.10 | 192.360 | 193.360 | 191.160 | ||
73 | 2024.04.11 04:00 | buy | 26 | 0.10 | 191.917 | 0.000 | 0.000 | ||
74 | 2024.04.11 04:00 | modify | 26 | 0.10 | 191.917 | 190.917 | 193.117 | ||
75 | 2024.04.12 10:58 | t/p | 25 | 0.10 | 191.160 | 193.360 | 191.160 | 67.88 | 1885.76 |
76 | 2024.04.12 12:00 | t/p | 24 | 0.10 | 191.017 | 193.217 | 191.017 | 65.57 | 1951.34 |
77 | 2024.04.12 12:12 | t/p | 23 | 0.10 | 190.963 | 193.163 | 190.963 | 65.57 | 2016.91 |
78 | 2024.04.12 12:12 | s/l | 26 | 0.10 | 190.917 | 190.917 | 193.117 | -63.26 | 1953.65 |
79 | 2024.04.16 08:00 | sell | 27 | 0.10 | 192.025 | 0.000 | 0.000 | ||
80 | 2024.04.16 08:00 | modify | 27 | 0.10 | 192.025 | 193.025 | 190.825 | ||
81 | 2024.04.17 04:00 | sell | 28 | 0.10 | 192.228 | 0.000 | 0.000 | ||
82 | 2024.04.17 04:00 | modify | 28 | 0.10 | 192.228 | 193.228 | 191.028 | ||
83 | 2024.04.19 01:43 | t/p | 28 | 0.10 | 191.028 | 193.228 | 191.028 | 67.87 | 2021.52 |
84 | 2024.04.19 02:10 | t/p | 27 | 0.10 | 190.825 | 193.025 | 190.825 | 65.55 | 2087.07 |
85 | 2024.05.01 04:00 | sell | 29 | 0.10 | 196.970 | 0.000 | 0.000 | ||
86 | 2024.05.01 04:00 | modify | 29 | 0.10 | 196.970 | 197.970 | 195.770 | ||
87 | 2024.05.01 08:00 | sell | 30 | 0.10 | 197.108 | 0.000 | 0.000 | ||
88 | 2024.05.01 08:00 | modify | 30 | 0.10 | 197.108 | 198.108 | 195.908 | ||
89 | 2024.05.01 20:11 | t/p | 30 | 0.10 | 195.908 | 198.108 | 195.908 | 77.15 | 2164.22 |
90 | 2024.05.01 20:12 | t/p | 29 | 0.10 | 195.770 | 197.970 | 195.770 | 77.15 | 2241.37 |
91 | 2024.05.13 04:00 | sell | 31 | 0.10 | 195.113 | 0.000 | 0.000 | ||
92 | 2024.05.13 04:00 | modify | 31 | 0.10 | 195.113 | 196.113 | 193.913 | ||
93 | 2024.05.13 08:00 | sell | 32 | 0.10 | 195.214 | 0.000 | 0.000 | ||
94 | 2024.05.13 08:00 | modify | 32 | 0.10 | 195.214 | 196.214 | 194.014 | ||
95 | 2024.05.13 15:11 | s/l | 31 | 0.10 | 196.113 | 196.113 | 193.913 | -64.29 | 2177.08 |
96 | 2024.05.13 16:00 | s/l | 32 | 0.10 | 196.214 | 196.214 | 194.014 | -64.28 | 2112.80 |
97 | 2024.05.15 04:00 | sell | 33 | 0.10 | 197.022 | 0.000 | 0.000 | ||
98 | 2024.05.15 04:00 | modify | 33 | 0.10 | 197.022 | 198.022 | 195.822 | ||
99 | 2024.05.15 23:28 | t/p | 33 | 0.10 | 195.822 | 198.022 | 195.822 | 77.14 | 2189.94 |
100 | 2024.05.28 04:00 | sell | 34 | 0.10 | 200.218 | 0.000 | 0.000 | ||
101 | 2024.05.28 04:00 | modify | 34 | 0.10 | 200.218 | 201.218 | 199.018 | ||
102 | 2024.05.28 08:00 | sell | 35 | 0.10 | 200.396 | 0.000 | 0.000 | ||
103 | 2024.05.28 08:00 | modify | 35 | 0.10 | 200.396 | 201.396 | 199.196 | ||
104 | 2024.05.29 04:00 | sell | 36 | 0.10 | 200.578 | 0.000 | 0.000 | ||
105 | 2024.05.29 04:00 | modify | 36 | 0.10 | 200.578 | 201.578 | 199.378 | ||
106 | 2024.05.29 08:00 | sell | 37 | 0.10 | 200.581 | 0.000 | 0.000 | ||
107 | 2024.05.29 08:00 | modify | 37 | 0.10 | 200.581 | 201.581 | 199.381 | ||
108 | 2024.05.30 05:23 | t/p | 36 | 0.10 | 199.378 | 201.578 | 199.378 | 70.15 | 2260.09 |
109 | 2024.05.30 05:23 | t/p | 37 | 0.10 | 199.381 | 201.581 | 199.381 | 70.16 | 2330.26 |
110 | 2024.05.30 05:48 | t/p | 35 | 0.10 | 199.196 | 201.396 | 199.196 | 67.83 | 2398.09 |
111 | 2024.05.30 06:00 | t/p | 34 | 0.10 | 199.018 | 201.218 | 199.018 | 67.83 | 2465.92 |
112 | 2024.06.12 04:00 | sell | 38 | 0.10 | 200.292 | 0.000 | 0.000 | ||
113 | 2024.06.12 04:00 | modify | 38 | 0.10 | 200.292 | 201.292 | 199.092 | ||
114 | 2024.06.13 08:57 | s/l | 38 | 0.10 | 201.292 | 201.292 | 199.092 | -71.24 | 2394.69 |
115 | 2024.06.19 08:00 | sell | 39 | 0.10 | 200.763 | 0.000 | 0.000 | ||
116 | 2024.06.19 08:00 | modify | 39 | 0.10 | 200.763 | 201.763 | 199.563 | ||
117 | 2024.06.20 04:00 | sell | 40 | 0.10 | 200.993 | 0.000 | 0.000 | ||
118 | 2024.06.20 04:00 | modify | 40 | 0.10 | 200.993 | 201.993 | 199.793 | ||
119 | 2024.06.20 08:00 | sell | 41 | 0.10 | 201.110 | 0.000 | 0.000 | ||
120 | 2024.06.20 08:00 | modify | 41 | 0.10 | 201.110 | 202.110 | 199.910 | ||
121 | 2024.06.21 04:00 | sell | 42 | 0.10 | 201.155 | 0.000 | 0.000 | ||
122 | 2024.06.21 04:00 | modify | 42 | 0.10 | 201.155 | 202.155 | 199.955 | ||
123 | 2024.06.21 17:56 | s/l | 39 | 0.10 | 201.763 | 201.763 | 199.563 | -73.56 | 2321.13 |
124 | 2024.06.21 20:29 | s/l | 40 | 0.10 | 201.993 | 201.993 | 199.793 | -66.60 | 2254.53 |
125 | 2024.06.23 23:40 | s/l | 41 | 0.10 | 202.110 | 202.110 | 199.910 | -66.60 | 2187.93 |
126 | 2024.06.24 00:31 | s/l | 42 | 0.10 | 202.155 | 202.155 | 199.955 | -66.61 | 2121.32 |
127 | 2024.06.25 04:00 | sell | 43 | 0.10 | 202.477 | 0.000 | 0.000 | ||
128 | 2024.06.25 04:00 | modify | 43 | 0.10 | 202.477 | 203.477 | 201.277 | ||
129 | 2024.06.25 08:00 | sell | 44 | 0.10 | 202.363 | 0.000 | 0.000 | ||
130 | 2024.06.25 08:00 | modify | 44 | 0.10 | 202.363 | 203.363 | 201.163 | ||
131 | 2024.06.27 14:34 | s/l | 44 | 0.10 | 203.363 | 203.363 | 201.163 | -73.56 | 2047.76 |
132 | 2024.06.28 00:59 | s/l | 43 | 0.10 | 203.477 | 203.477 | 201.277 | -75.88 | 1971.89 |
133 | 2024.06.28 04:00 | sell | 45 | 0.10 | 203.319 | 0.000 | 0.000 | ||
134 | 2024.06.28 04:00 | modify | 45 | 0.10 | 203.319 | 204.319 | 202.119 | ||
135 | 2024.07.01 12:24 | s/l | 45 | 0.10 | 204.319 | 204.319 | 202.119 | -66.60 | 1905.29 |
136 | 2024.07.02 04:00 | sell | 46 | 0.10 | 204.234 | 0.000 | 0.000 | ||
137 | 2024.07.02 04:00 | modify | 46 | 0.10 | 204.234 | 205.234 | 203.034 | ||
138 | 2024.07.03 05:08 | s/l | 46 | 0.10 | 205.234 | 205.234 | 203.034 | -66.59 | 1838.70 |
139 | 2024.07.11 04:00 | sell | 47 | 0.10 | 207.872 | 0.000 | 0.000 | ||
140 | 2024.07.11 04:00 | modify | 47 | 0.10 | 207.872 | 208.872 | 206.672 | ||
141 | 2024.07.11 12:42 | t/p | 47 | 0.10 | 206.672 | 208.872 | 206.672 | 77.12 | 1915.82 |
142 | 2024.07.17 04:00 | sell | 48 | 0.10 | 205.495 | 0.000 | 0.000 | ||
143 | 2024.07.17 04:00 | modify | 48 | 0.10 | 205.495 | 206.495 | 204.295 | ||
144 | 2024.07.17 07:33 | t/p | 48 | 0.10 | 204.295 | 206.495 | 204.295 | 77.13 | 1992.95 |
145 | 2024.07.22 04:00 | sell | 49 | 0.10 | 203.493 | 0.000 | 0.000 | ||
146 | 2024.07.22 04:00 | modify | 49 | 0.10 | 203.493 | 204.493 | 202.293 | ||
147 | 2024.07.22 06:10 | t/p | 49 | 0.10 | 202.293 | 204.493 | 202.293 | 77.12 | 2070.07 |
148 | 2024.10.08 04:00 | buy | 50 | 0.10 | 193.694 | 0.000 | 0.000 | ||
149 | 2024.10.08 04:00 | modify | 50 | 0.10 | 193.694 | 192.694 | 194.894 | ||
150 | 2024.10.09 13:39 | t/p | 50 | 0.10 | 194.894 | 192.694 | 194.894 | 78.14 | 2148.21 |
151 | 2024.10.10 04:00 | sell | 51 | 0.10 | 195.111 | 0.000 | 0.000 | ||
152 | 2024.10.10 04:00 | modify | 51 | 0.10 | 195.111 | 196.111 | 193.911 | ||
153 | 2024.10.10 08:00 | sell | 52 | 0.10 | 194.963 | 0.000 | 0.000 | ||
154 | 2024.10.10 08:00 | modify | 52 | 0.10 | 194.963 | 195.963 | 193.763 | ||
155 | 2024.10.10 13:44 | t/p | 51 | 0.10 | 193.911 | 196.111 | 193.911 | 77.08 | 2225.29 |
156 | 2024.10.10 13:49 | t/p | 52 | 0.10 | 193.763 | 195.963 | 193.763 | 77.07 | 2302.36 |
157 | 2024.10.15 04:00 | sell | 53 | 0.10 | 195.428 | 0.000 | 0.000 | ||
158 | 2024.10.15 04:00 | modify | 53 | 0.10 | 195.428 | 196.428 | 194.228 | ||
159 | 2024.10.16 06:13 | t/p | 53 | 0.10 | 194.228 | 196.428 | 194.228 | 74.76 | 2377.12 |
160 | 2024.10.25 04:00 | buy | 54 | 0.10 | 196.872 | 0.000 | 0.000 | ||
161 | 2024.10.25 04:00 | modify | 54 | 0.10 | 196.872 | 195.872 | 198.072 | ||
162 | 2024.10.27 21:04 | t/p | 54 | 0.10 | 198.072 | 195.872 | 198.072 | 77.08 | 2454.20 |