Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) |
Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01) |
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) |
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; |
|
Bars in test | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | 40 |
Total net profit | 105.27 | Gross profit | 627.77 | Gross loss | -522.51 |
Profit factor | 1.20 | Expected payoff | 7.02 | | |
Absolute drawdown | 26.68 | Maximal drawdown | 147.44 (1.45%) | Relative drawdown | 1.45% (147.44) |
|
Total trades | 15 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 6 (16.67%) |
| Profit trades (% of total) | 7 (46.67%) | Loss trades (% of total) | 8 (53.33%) |
Largest | profit trade | 94.37 | loss trade | -71.21 |
Average | profit trade | 89.68 | loss trade | -65.31 |
Maximum | consecutive wins (profit in money) | 2 (180.94) | consecutive losses (loss in money) | 2 (-130.77) |
Maximal | consecutive profit (count of wins) | 180.94 (2) | consecutive loss (count of losses) | -130.77 (2) |
Average | consecutive wins | 1 | consecutive losses | 1 |