Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1917 | Ticks modelled | 53072969 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 685.57 | Gross profit | 1174.65 | Gross loss | -489.07 |
Profit factor | 2.40 | Expected payoff | 17.58 | ||
Absolute drawdown | 34.92 | Maximal drawdown | 209.94 (1.96%) | Relative drawdown | 1.96% (209.94) |
Total trades | 39 | Short positions (won %) | 28 (71.43%) | Long positions (won %) | 11 (45.45%) |
Profit trades (% of total) | 25 (64.10%) | Loss trades (% of total) | 14 (35.90%) | ||
Largest | profit trade | 94.37 | loss trade | -64.62 | |
Average | profit trade | 46.99 | loss trade | -34.93 | |
Maximum | consecutive wins (profit in money) | 5 (239.14) | consecutive losses (loss in money) | 3 (-110.45) | |
Maximal | consecutive profit (count of wins) | 239.14 (5) | consecutive loss (count of losses) | -110.45 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.08 20:00 | sell | 1 | 0.10 | 168.329 | 0.000 | 0.000 | ||
2 | 2022.06.08 20:00 | modify | 1 | 0.10 | 168.329 | 169.229 | 167.029 | ||
3 | 2022.06.09 05:35 | sell | 2 | 0.10 | 167.677 | 0.000 | 0.000 | ||
4 | 2022.06.09 05:35 | modify | 2 | 0.10 | 167.677 | 168.264 | 167.029 | ||
5 | 2022.06.09 05:35 | sell | 3 | 0.10 | 167.677 | 0.000 | 0.000 | ||
6 | 2022.06.09 05:35 | modify | 3 | 0.10 | 167.677 | 168.004 | 167.029 | ||
7 | 2022.06.09 05:35 | modify | 1 | 0.10 | 168.329 | 168.004 | 167.029 | ||
8 | 2022.06.09 05:35 | modify | 2 | 0.10 | 167.677 | 168.004 | 167.029 | ||
9 | 2022.06.09 05:46 | sell | 4 | 0.10 | 167.480 | 0.000 | 0.000 | ||
10 | 2022.06.09 05:46 | modify | 4 | 0.10 | 167.480 | 167.744 | 167.029 | ||
11 | 2022.06.09 05:46 | modify | 3 | 0.10 | 167.677 | 167.744 | 167.029 | ||
12 | 2022.06.09 05:46 | modify | 2 | 0.10 | 167.677 | 167.744 | 167.029 | ||
13 | 2022.06.09 05:46 | modify | 1 | 0.10 | 168.329 | 167.744 | 167.029 | ||
14 | 2022.06.09 07:37 | t/p | 1 | 0.10 | 167.029 | 167.744 | 167.029 | 89.12 | 10089.12 |
15 | 2022.06.09 07:37 | t/p | 2 | 0.10 | 167.029 | 167.744 | 167.029 | 46.43 | 10135.55 |
16 | 2022.06.09 07:37 | t/p | 3 | 0.10 | 167.029 | 167.744 | 167.029 | 46.43 | 10181.98 |
17 | 2022.06.09 07:37 | t/p | 4 | 0.10 | 167.029 | 167.744 | 167.029 | 32.31 | 10214.29 |
18 | 2022.06.17 12:00 | sell | 5 | 0.10 | 165.164 | 0.000 | 0.000 | ||
19 | 2022.06.17 12:00 | modify | 5 | 0.10 | 165.164 | 166.064 | 163.864 | ||
20 | 2022.06.17 14:36 | sell | 6 | 0.10 | 164.512 | 0.000 | 0.000 | ||
21 | 2022.06.17 14:36 | modify | 6 | 0.10 | 164.512 | 165.099 | 163.864 | ||
22 | 2022.06.17 14:36 | sell | 7 | 0.10 | 164.512 | 0.000 | 0.000 | ||
23 | 2022.06.17 14:36 | modify | 7 | 0.10 | 164.512 | 164.839 | 163.864 | ||
24 | 2022.06.17 14:36 | modify | 5 | 0.10 | 165.164 | 164.839 | 163.864 | ||
25 | 2022.06.17 14:36 | modify | 6 | 0.10 | 164.512 | 164.839 | 163.864 | ||
26 | 2022.06.17 14:59 | s/l | 5 | 0.10 | 164.839 | 164.839 | 163.864 | 23.29 | 10237.58 |
27 | 2022.06.17 14:59 | s/l | 6 | 0.10 | 164.839 | 164.839 | 163.864 | -23.43 | 10214.15 |
28 | 2022.06.17 14:59 | s/l | 7 | 0.10 | 164.839 | 164.839 | 163.864 | -23.43 | 10190.72 |
29 | 2022.08.15 16:00 | buy | 8 | 0.10 | 160.974 | 0.000 | 0.000 | ||
30 | 2022.08.15 16:00 | modify | 8 | 0.10 | 160.974 | 160.074 | 162.274 | ||
31 | 2022.08.16 11:22 | buy | 9 | 0.10 | 161.626 | 0.000 | 0.000 | ||
32 | 2022.08.16 11:22 | modify | 9 | 0.10 | 161.626 | 161.039 | 162.274 | ||
33 | 2022.08.16 11:22 | buy | 10 | 0.10 | 161.626 | 0.000 | 0.000 | ||
34 | 2022.08.16 11:22 | modify | 10 | 0.10 | 161.626 | 161.299 | 162.274 | ||
35 | 2022.08.16 11:22 | modify | 8 | 0.10 | 160.974 | 161.299 | 162.274 | ||
36 | 2022.08.16 11:22 | modify | 9 | 0.10 | 161.626 | 161.299 | 162.274 | ||
37 | 2022.08.16 12:21 | buy | 11 | 0.10 | 161.822 | 0.000 | 0.000 | ||
38 | 2022.08.16 12:21 | modify | 11 | 0.10 | 161.822 | 161.559 | 162.274 | ||
39 | 2022.08.16 12:21 | modify | 10 | 0.10 | 161.626 | 161.559 | 162.274 | ||
40 | 2022.08.16 12:21 | modify | 9 | 0.10 | 161.626 | 161.559 | 162.274 | ||
41 | 2022.08.16 12:21 | modify | 8 | 0.10 | 160.974 | 161.559 | 162.274 | ||
42 | 2022.08.16 12:59 | t/p | 8 | 0.10 | 162.274 | 161.559 | 162.274 | 94.37 | 10285.08 |
43 | 2022.08.16 12:59 | t/p | 9 | 0.10 | 162.274 | 161.559 | 162.274 | 46.53 | 10331.61 |
44 | 2022.08.16 12:59 | t/p | 10 | 0.10 | 162.274 | 161.559 | 162.274 | 46.53 | 10378.14 |
45 | 2022.08.16 12:59 | t/p | 11 | 0.10 | 162.274 | 161.559 | 162.274 | 32.46 | 10410.60 |
46 | 2022.09.07 12:00 | sell | 12 | 0.10 | 165.595 | 0.000 | 0.000 | ||
47 | 2022.09.07 12:00 | modify | 12 | 0.10 | 165.595 | 166.495 | 164.295 | ||
48 | 2022.09.08 08:22 | sell | 13 | 0.10 | 164.941 | 0.000 | 0.000 | ||
49 | 2022.09.08 08:22 | modify | 13 | 0.10 | 164.941 | 165.530 | 164.295 | ||
50 | 2022.09.08 08:22 | sell | 14 | 0.10 | 164.941 | 0.000 | 0.000 | ||
51 | 2022.09.08 08:22 | modify | 14 | 0.10 | 164.941 | 165.270 | 164.295 | ||
52 | 2022.09.08 08:22 | modify | 12 | 0.10 | 165.595 | 165.270 | 164.295 | ||
53 | 2022.09.08 08:22 | modify | 13 | 0.10 | 164.941 | 165.270 | 164.295 | ||
54 | 2022.09.08 08:28 | s/l | 12 | 0.10 | 165.270 | 165.270 | 164.295 | 19.26 | 10429.86 |
55 | 2022.09.08 08:28 | s/l | 13 | 0.10 | 165.270 | 165.270 | 164.295 | -23.58 | 10406.28 |
56 | 2022.09.08 08:28 | s/l | 14 | 0.10 | 165.270 | 165.270 | 164.295 | -23.58 | 10382.70 |
57 | 2022.10.13 20:00 | sell | 15 | 0.10 | 166.640 | 0.000 | 0.000 | ||
58 | 2022.10.13 20:00 | modify | 15 | 0.10 | 166.640 | 167.540 | 165.340 | ||
59 | 2022.10.14 09:34 | sell | 16 | 0.10 | 165.988 | 0.000 | 0.000 | ||
60 | 2022.10.14 09:34 | modify | 16 | 0.10 | 165.988 | 166.575 | 165.340 | ||
61 | 2022.10.14 09:34 | sell | 17 | 0.10 | 165.988 | 0.000 | 0.000 | ||
62 | 2022.10.14 09:34 | modify | 17 | 0.10 | 165.988 | 166.315 | 165.340 | ||
63 | 2022.10.14 09:34 | modify | 15 | 0.10 | 166.640 | 166.315 | 165.340 | ||
64 | 2022.10.14 09:34 | modify | 16 | 0.10 | 165.988 | 166.315 | 165.340 | ||
65 | 2022.10.14 09:45 | s/l | 15 | 0.10 | 166.315 | 166.315 | 165.340 | 21.95 | 10404.65 |
66 | 2022.10.14 09:45 | s/l | 16 | 0.10 | 166.315 | 166.315 | 165.340 | -23.43 | 10381.22 |
67 | 2022.10.14 09:45 | s/l | 17 | 0.10 | 166.315 | 166.315 | 165.340 | -23.43 | 10357.79 |
68 | 2022.10.26 12:00 | sell | 18 | 0.10 | 170.080 | 0.000 | 0.000 | ||
69 | 2022.10.26 12:00 | modify | 18 | 0.10 | 170.080 | 170.980 | 168.780 | ||
70 | 2022.10.27 05:00 | sell | 19 | 0.10 | 169.430 | 0.000 | 0.000 | ||
71 | 2022.10.27 05:00 | modify | 19 | 0.10 | 169.430 | 170.015 | 168.780 | ||
72 | 2022.10.27 05:00 | sell | 20 | 0.10 | 169.430 | 0.000 | 0.000 | ||
73 | 2022.10.27 05:00 | modify | 20 | 0.10 | 169.430 | 169.755 | 168.780 | ||
74 | 2022.10.27 05:00 | modify | 18 | 0.10 | 170.080 | 169.755 | 168.780 | ||
75 | 2022.10.27 05:00 | modify | 19 | 0.10 | 169.430 | 169.755 | 168.780 | ||
76 | 2022.10.27 05:12 | sell | 21 | 0.10 | 169.222 | 0.000 | 0.000 | ||
77 | 2022.10.27 05:12 | modify | 21 | 0.10 | 169.222 | 169.495 | 168.780 | ||
78 | 2022.10.27 05:12 | modify | 20 | 0.10 | 169.430 | 169.495 | 168.780 | ||
79 | 2022.10.27 05:12 | modify | 19 | 0.10 | 169.430 | 169.495 | 168.780 | ||
80 | 2022.10.27 05:12 | modify | 18 | 0.10 | 170.080 | 169.495 | 168.780 | ||
81 | 2022.10.27 06:00 | t/p | 18 | 0.10 | 168.780 | 169.495 | 168.780 | 89.13 | 10446.91 |
82 | 2022.10.27 06:00 | t/p | 19 | 0.10 | 168.780 | 169.495 | 168.780 | 46.58 | 10493.49 |
83 | 2022.10.27 06:00 | t/p | 20 | 0.10 | 168.780 | 169.495 | 168.780 | 46.58 | 10540.07 |
84 | 2022.10.27 06:00 | t/p | 21 | 0.10 | 168.780 | 169.495 | 168.780 | 31.67 | 10571.74 |
85 | 2022.12.16 20:00 | buy | 22 | 0.10 | 166.173 | 0.000 | 0.000 | ||
86 | 2022.12.16 20:00 | modify | 22 | 0.10 | 166.173 | 165.273 | 167.473 | ||
87 | 2022.12.18 22:04 | s/l | 22 | 0.10 | 165.273 | 165.273 | 167.473 | -64.62 | 10507.12 |
88 | 2022.12.20 20:00 | buy | 23 | 0.10 | 160.079 | 0.000 | 0.000 | ||
89 | 2022.12.20 20:00 | modify | 23 | 0.10 | 160.079 | 159.179 | 161.379 | ||
90 | 2022.12.20 23:03 | buy | 24 | 0.10 | 160.731 | 0.000 | 0.000 | ||
91 | 2022.12.20 23:03 | modify | 24 | 0.10 | 160.731 | 160.144 | 161.379 | ||
92 | 2022.12.20 23:03 | buy | 25 | 0.10 | 160.731 | 0.000 | 0.000 | ||
93 | 2022.12.20 23:03 | modify | 25 | 0.10 | 160.731 | 160.404 | 161.379 | ||
94 | 2022.12.20 23:03 | modify | 23 | 0.10 | 160.079 | 160.404 | 161.379 | ||
95 | 2022.12.20 23:03 | modify | 24 | 0.10 | 160.731 | 160.404 | 161.379 | ||
96 | 2022.12.21 00:04 | s/l | 23 | 0.10 | 160.404 | 160.404 | 161.379 | 24.37 | 10531.49 |
97 | 2022.12.21 00:04 | s/l | 24 | 0.10 | 160.404 | 160.404 | 161.379 | -22.45 | 10509.04 |
98 | 2022.12.21 00:04 | s/l | 25 | 0.10 | 160.404 | 160.404 | 161.379 | -22.45 | 10486.58 |
99 | 2022.12.28 16:00 | sell | 26 | 0.10 | 161.540 | 0.000 | 0.000 | ||
100 | 2022.12.28 16:00 | modify | 26 | 0.10 | 161.540 | 162.440 | 160.240 | ||
101 | 2022.12.29 02:27 | sell | 27 | 0.10 | 160.887 | 0.000 | 0.000 | ||
102 | 2022.12.29 02:27 | modify | 27 | 0.10 | 160.887 | 161.475 | 160.240 | ||
103 | 2022.12.29 02:27 | sell | 28 | 0.10 | 160.887 | 0.000 | 0.000 | ||
104 | 2022.12.29 02:27 | modify | 28 | 0.10 | 160.887 | 161.215 | 160.240 | ||
105 | 2022.12.29 02:27 | modify | 26 | 0.10 | 161.540 | 161.215 | 160.240 | ||
106 | 2022.12.29 02:27 | modify | 27 | 0.10 | 160.887 | 161.215 | 160.240 | ||
107 | 2022.12.29 13:03 | sell | 29 | 0.10 | 160.693 | 0.000 | 0.000 | ||
108 | 2022.12.29 13:03 | modify | 29 | 0.10 | 160.693 | 160.955 | 160.240 | ||
109 | 2022.12.29 13:03 | modify | 28 | 0.10 | 160.887 | 160.955 | 160.240 | ||
110 | 2022.12.29 13:03 | modify | 27 | 0.10 | 160.887 | 160.955 | 160.240 | ||
111 | 2022.12.29 13:03 | modify | 26 | 0.10 | 161.540 | 160.955 | 160.240 | ||
112 | 2022.12.29 14:57 | t/p | 26 | 0.10 | 160.240 | 160.955 | 160.240 | 89.13 | 10575.71 |
113 | 2022.12.29 14:57 | t/p | 27 | 0.10 | 160.240 | 160.955 | 160.240 | 46.37 | 10622.08 |
114 | 2022.12.29 14:57 | t/p | 28 | 0.10 | 160.240 | 160.955 | 160.240 | 46.37 | 10668.45 |
115 | 2022.12.29 14:57 | t/p | 29 | 0.10 | 160.240 | 160.955 | 160.240 | 32.46 | 10700.91 |
116 | 2022.12.30 16:00 | buy | 30 | 0.10 | 158.735 | 0.000 | 0.000 | ||
117 | 2022.12.30 16:00 | modify | 30 | 0.10 | 158.735 | 157.835 | 160.035 | ||
118 | 2022.12.30 19:03 | s/l | 30 | 0.10 | 157.835 | 157.835 | 160.035 | -64.62 | 10636.29 |
119 | 2023.01.09 16:00 | sell | 31 | 0.10 | 160.847 | 0.000 | 0.000 | ||
120 | 2023.01.09 16:00 | modify | 31 | 0.10 | 160.847 | 161.747 | 159.547 | ||
121 | 2023.01.10 01:02 | sell | 32 | 0.10 | 160.195 | 0.000 | 0.000 | ||
122 | 2023.01.10 01:02 | modify | 32 | 0.10 | 160.195 | 160.782 | 159.547 | ||
123 | 2023.01.10 01:02 | sell | 33 | 0.10 | 160.195 | 0.000 | 0.000 | ||
124 | 2023.01.10 01:02 | modify | 33 | 0.10 | 160.195 | 160.522 | 159.547 | ||
125 | 2023.01.10 01:02 | modify | 31 | 0.10 | 160.847 | 160.522 | 159.547 | ||
126 | 2023.01.10 01:02 | modify | 32 | 0.10 | 160.195 | 160.522 | 159.547 | ||
127 | 2023.01.10 04:10 | s/l | 31 | 0.10 | 160.522 | 160.522 | 159.547 | 21.95 | 10658.24 |
128 | 2023.01.10 04:10 | s/l | 32 | 0.10 | 160.522 | 160.522 | 159.547 | -23.43 | 10634.81 |
129 | 2023.01.10 04:10 | s/l | 33 | 0.10 | 160.522 | 160.522 | 159.547 | -23.43 | 10611.38 |
130 | 2023.01.12 20:00 | buy | 34 | 0.10 | 158.067 | 0.000 | 0.000 | ||
131 | 2023.01.12 20:00 | modify | 34 | 0.10 | 158.067 | 157.167 | 159.367 | ||
132 | 2023.01.13 06:33 | s/l | 34 | 0.10 | 157.167 | 157.167 | 159.367 | -63.59 | 10547.78 |
133 | 2023.02.21 20:00 | sell | 35 | 0.10 | 163.416 | 0.000 | 0.000 | ||
134 | 2023.02.21 20:00 | modify | 35 | 0.10 | 163.416 | 164.316 | 162.116 | ||
135 | 2023.02.22 08:51 | sell | 36 | 0.10 | 162.766 | 0.000 | 0.000 | ||
136 | 2023.02.22 08:51 | modify | 36 | 0.10 | 162.766 | 163.351 | 162.116 | ||
137 | 2023.02.22 08:51 | sell | 37 | 0.10 | 162.766 | 0.000 | 0.000 | ||
138 | 2023.02.22 08:51 | modify | 37 | 0.10 | 162.766 | 163.091 | 162.116 | ||
139 | 2023.02.22 08:51 | modify | 35 | 0.10 | 163.416 | 163.091 | 162.116 | ||
140 | 2023.02.22 08:51 | modify | 36 | 0.10 | 162.766 | 163.091 | 162.116 | ||
141 | 2023.02.22 15:39 | sell | 38 | 0.10 | 162.570 | 0.000 | 0.000 | ||
142 | 2023.02.22 15:39 | modify | 38 | 0.10 | 162.570 | 162.831 | 162.116 | ||
143 | 2023.02.22 15:39 | modify | 37 | 0.10 | 162.766 | 162.831 | 162.116 | ||
144 | 2023.02.22 15:39 | modify | 36 | 0.10 | 162.766 | 162.831 | 162.116 | ||
145 | 2023.02.22 15:39 | modify | 35 | 0.10 | 163.416 | 162.831 | 162.116 | ||
146 | 2023.02.23 09:24 | t/p | 35 | 0.10 | 162.116 | 162.831 | 162.116 | 87.78 | 10635.57 |
147 | 2023.02.23 09:24 | t/p | 36 | 0.10 | 162.116 | 162.831 | 162.116 | 42.55 | 10678.11 |
148 | 2023.02.23 09:24 | t/p | 37 | 0.10 | 162.116 | 162.831 | 162.116 | 42.55 | 10720.66 |
149 | 2023.02.23 09:24 | t/p | 38 | 0.10 | 162.116 | 162.831 | 162.116 | 28.51 | 10749.17 |
150 | 2023.05.02 20:00 | buy | 39 | 0.10 | 170.352 | 0.000 | 0.000 | ||
151 | 2023.05.02 20:00 | modify | 39 | 0.10 | 170.352 | 169.452 | 171.652 | ||
152 | 2023.05.03 10:49 | s/l | 39 | 0.10 | 169.452 | 169.452 | 171.652 | -63.59 | 10685.57 |