Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=3; MAHelp="------------------------------------"; TrendMA_Period=17; FilterMA_Period=36; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=19; BB_Deviation=2.7; BB_Applied=0; BB_GapSize=47; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=12; BUY_PruningMethod=1; 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=120; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=60; B_TakeProfit=90; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=17; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7238 | Ticks modelled | 158230 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | -477.93 | Gross profit | 547.25 | Gross loss | -1025.19 |
Profit factor | 0.53 | Expected payoff | -13.66 | ||
Absolute drawdown | 513.21 | Maximal drawdown | 920.22 (65.40%) | Relative drawdown | 65.40% (920.22) |
Total trades | 35 | Short positions (won %) | 16 (0.00%) | Long positions (won %) | 19 (63.16%) |
Profit trades (% of total) | 12 (34.29%) | Loss trades (% of total) | 23 (65.71%) | ||
Largest | profit trade | 78.41 | loss trade | -54.40 | |
Average | profit trade | 45.60 | loss trade | -44.57 | |
Maximum | consecutive wins (profit in money) | 6 (153.51) | consecutive losses (loss in money) | 16 (-700.52) | |
Maximal | consecutive profit (count of wins) | 392.00 (5) | consecutive loss (count of losses) | -700.52 (16) | |
Average | consecutive wins | 4 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.01 17:00 | sell | 1 | 0.10 | 183.116 | 0.000 | 0.000 | ||
2 | 2023.11.01 17:00 | modify | 1 | 0.10 | 183.116 | 183.816 | 181.916 | ||
3 | 2023.11.01 18:00 | sell | 2 | 0.10 | 182.978 | 0.000 | 0.000 | ||
4 | 2023.11.01 18:00 | modify | 2 | 0.10 | 182.978 | 183.678 | 181.778 | ||
5 | 2023.11.01 19:00 | sell | 3 | 0.10 | 183.151 | 0.000 | 0.000 | ||
6 | 2023.11.01 19:00 | modify | 3 | 0.10 | 183.151 | 183.851 | 181.951 | ||
7 | 2023.11.01 20:00 | sell | 4 | 0.10 | 183.279 | 0.000 | 0.000 | ||
8 | 2023.11.01 20:00 | modify | 4 | 0.10 | 183.279 | 183.979 | 182.079 | ||
9 | 2023.11.01 21:00 | sell | 5 | 0.10 | 183.388 | 0.000 | 0.000 | ||
10 | 2023.11.01 21:00 | modify | 5 | 0.10 | 183.388 | 184.088 | 182.188 | ||
11 | 2023.11.01 22:00 | sell | 6 | 0.10 | 183.363 | 0.000 | 0.000 | ||
12 | 2023.11.01 22:00 | modify | 6 | 0.10 | 183.363 | 184.063 | 182.163 | ||
13 | 2023.11.02 12:20 | s/l | 2 | 0.10 | 183.678 | 183.678 | 181.778 | -52.07 | 947.93 |
14 | 2023.11.02 18:00 | buy | 7 | 0.10 | 183.551 | 0.000 | 0.000 | ||
15 | 2023.11.02 18:00 | modify | 7 | 0.10 | 183.551 | 182.851 | 184.751 | ||
16 | 2023.11.02 19:00 | buy | 8 | 0.10 | 183.621 | 0.000 | 0.000 | ||
17 | 2023.11.02 19:00 | modify | 8 | 0.10 | 183.621 | 182.921 | 184.821 | ||
18 | 2023.11.02 20:00 | buy | 9 | 0.10 | 183.722 | 0.000 | 0.000 | ||
19 | 2023.11.02 20:00 | modify | 9 | 0.10 | 183.722 | 183.022 | 184.922 | ||
20 | 2023.11.02 21:00 | buy | 10 | 0.10 | 183.552 | 0.000 | 0.000 | ||
21 | 2023.11.02 21:00 | modify | 10 | 0.10 | 183.552 | 182.852 | 184.752 | ||
22 | 2023.11.02 22:00 | buy | 11 | 0.10 | 183.573 | 0.000 | 0.000 | ||
23 | 2023.11.02 22:00 | modify | 11 | 0.10 | 183.573 | 182.873 | 184.773 | ||
24 | 2023.11.03 12:20 | s/l | 1 | 0.10 | 183.816 | 183.816 | 181.916 | -54.40 | 893.54 |
25 | 2023.11.03 12:45 | s/l | 3 | 0.10 | 183.851 | 183.851 | 181.951 | -54.39 | 839.15 |
26 | 2023.11.03 12:50 | s/l | 4 | 0.10 | 183.979 | 183.979 | 182.079 | -54.39 | 784.76 |
27 | 2023.11.03 13:15 | s/l | 5 | 0.10 | 184.088 | 184.088 | 182.188 | -54.40 | 730.37 |
28 | 2023.11.03 13:15 | s/l | 6 | 0.10 | 184.063 | 184.063 | 182.163 | -54.40 | 675.97 |
29 | 2023.11.03 15:50 | t/p | 7 | 0.10 | 184.751 | 182.851 | 184.751 | 78.40 | 754.36 |
30 | 2023.11.03 15:50 | t/p | 10 | 0.10 | 184.752 | 182.852 | 184.752 | 78.40 | 832.76 |
31 | 2023.11.03 15:50 | t/p | 11 | 0.10 | 184.773 | 182.873 | 184.773 | 78.40 | 911.15 |
32 | 2023.11.03 16:20 | t/p | 8 | 0.10 | 184.821 | 182.921 | 184.821 | 78.41 | 989.56 |
33 | 2023.11.03 17:00 | buy | 12 | 0.10 | 184.941 | 0.000 | 0.000 | ||
34 | 2023.11.03 17:00 | modify | 12 | 0.10 | 184.941 | 184.241 | 186.141 | ||
35 | 2023.11.03 17:15 | t/p | 9 | 0.10 | 184.922 | 183.022 | 184.922 | 78.41 | 1067.96 |
36 | 2023.11.03 18:00 | buy | 13 | 0.10 | 185.005 | 0.000 | 0.000 | ||
37 | 2023.11.03 18:00 | modify | 13 | 0.10 | 185.005 | 184.305 | 186.205 | ||
38 | 2023.11.03 19:00 | buy | 14 | 0.10 | 184.900 | 0.000 | 0.000 | ||
39 | 2023.11.03 19:00 | modify | 14 | 0.10 | 184.900 | 184.200 | 186.100 | ||
40 | 2023.11.03 20:00 | buy | 15 | 0.10 | 184.977 | 0.000 | 0.000 | ||
41 | 2023.11.03 20:00 | modify | 15 | 0.10 | 184.977 | 184.277 | 186.177 | ||
42 | 2023.11.05 22:00 | buy | 16 | 0.10 | 184.783 | 0.000 | 0.000 | ||
43 | 2023.11.05 22:00 | modify | 16 | 0.10 | 184.783 | 184.083 | 185.983 | ||
44 | 2023.11.06 17:00 | buy | 17 | 0.10 | 185.602 | 0.000 | 0.000 | ||
45 | 2023.11.06 17:00 | modify | 17 | 0.10 | 185.602 | 184.902 | 186.802 | ||
46 | 2023.11.06 18:00 | buy | 18 | 0.10 | 185.417 | 0.000 | 0.000 | ||
47 | 2023.11.06 18:00 | modify | 18 | 0.10 | 185.417 | 184.717 | 186.617 | ||
48 | 2023.11.06 19:00 | buy | 19 | 0.10 | 185.366 | 0.000 | 0.000 | ||
49 | 2023.11.06 19:00 | modify | 19 | 0.10 | 185.366 | 184.666 | 186.566 | ||
50 | 2023.11.07 10:45 | s/l | 17 | 0.10 | 184.902 | 184.902 | 186.802 | -44.07 | 1023.89 |
51 | 2023.11.07 11:45 | s/l | 18 | 0.10 | 184.717 | 184.717 | 186.617 | -44.07 | 979.81 |
52 | 2023.11.07 11:50 | s/l | 19 | 0.10 | 184.666 | 184.666 | 186.566 | -44.08 | 935.73 |
53 | 2023.11.07 17:00 | sell | 20 | 0.10 | 184.974 | 0.000 | 0.000 | ||
54 | 2023.11.07 17:00 | modify | 20 | 0.10 | 184.974 | 185.674 | 183.774 | ||
55 | 2023.11.07 18:00 | sell | 21 | 0.10 | 184.739 | 0.000 | 0.000 | ||
56 | 2023.11.07 18:00 | modify | 21 | 0.10 | 184.739 | 185.439 | 183.539 | ||
57 | 2023.11.07 19:00 | sell | 22 | 0.10 | 184.905 | 0.000 | 0.000 | ||
58 | 2023.11.07 19:00 | modify | 22 | 0.10 | 184.905 | 185.605 | 183.705 | ||
59 | 2023.11.07 20:00 | sell | 23 | 0.10 | 184.975 | 0.000 | 0.000 | ||
60 | 2023.11.07 20:00 | modify | 23 | 0.10 | 184.975 | 185.675 | 183.775 | ||
61 | 2023.11.07 21:00 | sell | 24 | 0.10 | 184.936 | 0.000 | 0.000 | ||
62 | 2023.11.07 21:00 | modify | 24 | 0.10 | 184.936 | 185.636 | 183.736 | ||
63 | 2023.11.07 22:00 | sell | 25 | 0.10 | 184.697 | 0.000 | 0.000 | ||
64 | 2023.11.07 22:00 | modify | 25 | 0.10 | 184.697 | 185.397 | 183.497 | ||
65 | 2023.11.08 15:50 | s/l | 25 | 0.10 | 185.397 | 185.397 | 183.497 | -47.44 | 888.29 |
66 | 2023.11.08 16:10 | s/l | 21 | 0.10 | 185.439 | 185.439 | 183.539 | -47.44 | 840.85 |
67 | 2023.11.08 17:00 | buy | 26 | 0.10 | 185.465 | 0.000 | 0.000 | ||
68 | 2023.11.08 17:00 | modify | 26 | 0.10 | 185.465 | 184.765 | 186.665 | ||
69 | 2023.11.08 18:00 | buy | 27 | 0.10 | 185.535 | 0.000 | 0.000 | ||
70 | 2023.11.08 18:00 | modify | 27 | 0.10 | 185.535 | 184.835 | 186.735 | ||
71 | 2023.11.08 18:20 | s/l | 22 | 0.10 | 185.605 | 185.605 | 183.705 | -47.44 | 793.41 |
72 | 2023.11.08 18:40 | s/l | 24 | 0.10 | 185.636 | 185.636 | 183.736 | -47.43 | 745.98 |
73 | 2023.11.08 18:45 | s/l | 20 | 0.10 | 185.674 | 185.674 | 183.774 | -47.43 | 698.55 |
74 | 2023.11.08 18:45 | s/l | 23 | 0.10 | 185.675 | 185.675 | 183.775 | -47.44 | 651.11 |
75 | 2023.11.09 19:00 | sell | 28 | 0.10 | 185.262 | 0.000 | 0.000 | ||
76 | 2023.11.09 19:00 | modify | 28 | 0.10 | 185.262 | 185.962 | 184.062 | ||
77 | 2023.11.09 20:00 | sell | 29 | 0.10 | 184.915 | 0.000 | 0.000 | ||
78 | 2023.11.09 20:00 | modify | 29 | 0.10 | 184.915 | 185.615 | 183.715 | ||
79 | 2023.11.09 21:00 | sell | 30 | 0.10 | 184.938 | 0.000 | 0.000 | ||
80 | 2023.11.09 21:00 | modify | 30 | 0.10 | 184.938 | 185.638 | 183.738 | ||
81 | 2023.11.09 22:00 | sell | 31 | 0.10 | 184.962 | 0.000 | 0.000 | ||
82 | 2023.11.09 22:00 | modify | 31 | 0.10 | 184.962 | 185.662 | 183.762 | ||
83 | 2023.11.09 22:16 | s/l | 27 | 0.10 | 184.835 | 184.835 | 186.735 | -41.98 | 609.13 |
84 | 2023.11.10 15:15 | s/l | 26 | 0.10 | 184.765 | 184.765 | 186.665 | -40.94 | 568.19 |
85 | 2023.11.10 18:00 | buy | 32 | 0.10 | 185.189 | 0.000 | 0.000 | ||
86 | 2023.11.10 18:00 | modify | 32 | 0.10 | 185.189 | 184.489 | 186.389 | ||
87 | 2023.11.10 19:00 | buy | 33 | 0.10 | 185.278 | 0.000 | 0.000 | ||
88 | 2023.11.10 19:00 | modify | 33 | 0.10 | 185.278 | 184.578 | 186.478 | ||
89 | 2023.11.10 20:00 | buy | 34 | 0.10 | 185.241 | 0.000 | 0.000 | ||
90 | 2023.11.10 20:00 | modify | 34 | 0.10 | 185.241 | 184.541 | 186.441 | ||
91 | 2023.11.10 21:00 | buy | 35 | 0.10 | 185.295 | 0.000 | 0.000 | ||
92 | 2023.11.10 21:00 | modify | 35 | 0.10 | 185.295 | 184.595 | 186.495 | ||
93 | 2023.11.13 04:50 | s/l | 29 | 0.10 | 185.615 | 185.615 | 183.715 | -49.76 | 518.43 |
94 | 2023.11.13 05:10 | s/l | 30 | 0.10 | 185.638 | 185.638 | 183.738 | -49.75 | 468.68 |
95 | 2023.11.13 05:15 | s/l | 31 | 0.10 | 185.662 | 185.662 | 183.762 | -49.76 | 418.93 |
96 | 2023.11.13 10:50 | s/l | 28 | 0.10 | 185.962 | 185.962 | 184.062 | -49.75 | 369.18 |
97 | 2023.11.13 15:20 | close at stop | 35 | 0.10 | 185.252 | 184.595 | 186.495 | -1.73 | 367.44 |
98 | 2023.11.13 15:20 | close at stop | 34 | 0.10 | 185.252 | 184.541 | 186.441 | 1.75 | 369.19 |
99 | 2023.11.13 15:20 | close at stop | 33 | 0.10 | 185.252 | 184.578 | 186.478 | -0.63 | 368.55 |
100 | 2023.11.13 15:20 | close at stop | 32 | 0.10 | 185.252 | 184.489 | 186.389 | 5.11 | 373.66 |
101 | 2023.11.13 15:20 | close at stop | 16 | 0.10 | 185.252 | 184.083 | 185.983 | 38.59 | 412.25 |
102 | 2023.11.13 15:20 | close at stop | 15 | 0.10 | 185.252 | 184.277 | 186.177 | 26.08 | 438.33 |
103 | 2023.11.13 15:20 | close at stop | 14 | 0.10 | 185.252 | 184.200 | 186.100 | 31.05 | 469.38 |
104 | 2023.11.13 15:20 | close at stop | 13 | 0.10 | 185.252 | 184.305 | 186.205 | 24.28 | 493.66 |
105 | 2023.11.13 15:20 | close at stop | 12 | 0.10 | 185.252 | 184.241 | 186.141 | 28.40 | 522.07 |