Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01) | ||||
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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; 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=25; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 50834078 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 531.22 | Gross profit | 697.94 | Gross loss | -166.72 |
Profit factor | 4.19 | Expected payoff | 26.56 | ||
Absolute drawdown | 126.96 | Maximal drawdown | 162.08 (1.52%) | Relative drawdown | 1.59% (159.51) |
Total trades | 20 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) | ||
Largest | profit trade | 93.58 | loss trade | -64.09 | |
Average | profit trade | 49.85 | loss trade | -27.79 | |
Maximum | consecutive wins (profit in money) | 13 (665.54) | consecutive losses (loss in money) | 3 (-56.05) | |
Maximal | consecutive profit (count of wins) | 665.54 (13) | consecutive loss (count of losses) | -64.09 (1) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.01 08:00 | buy | 1 | 0.10 | 163.895 | 0.000 | 0.000 | ||
2 | 2022.07.01 08:00 | modify | 1 | 0.10 | 163.895 | 162.995 | 165.195 | ||
3 | 2022.07.01 11:13 | s/l | 1 | 0.10 | 162.995 | 162.995 | 165.195 | -64.09 | 9935.91 |
4 | 2022.08.15 16:00 | buy | 2 | 0.10 | 160.974 | 0.000 | 0.000 | ||
5 | 2022.08.15 16:00 | modify | 2 | 0.10 | 160.974 | 160.074 | 162.274 | ||
6 | 2022.08.16 11:22 | buy | 3 | 0.10 | 161.626 | 0.000 | 0.000 | ||
7 | 2022.08.16 11:22 | modify | 3 | 0.10 | 161.626 | 161.299 | 162.274 | ||
8 | 2022.08.16 11:22 | buy | 4 | 0.10 | 161.626 | 0.000 | 0.000 | ||
9 | 2022.08.16 11:22 | modify | 4 | 0.10 | 161.626 | 161.299 | 162.274 | ||
10 | 2022.08.16 11:22 | modify | 2 | 0.10 | 160.974 | 161.299 | 162.274 | ||
11 | 2022.08.16 12:21 | buy | 5 | 0.10 | 161.822 | 0.000 | 0.000 | ||
12 | 2022.08.16 12:21 | modify | 5 | 0.10 | 161.822 | 161.429 | 162.274 | ||
13 | 2022.08.16 12:21 | modify | 4 | 0.10 | 161.626 | 161.429 | 162.274 | ||
14 | 2022.08.16 12:21 | modify | 3 | 0.10 | 161.626 | 161.429 | 162.274 | ||
15 | 2022.08.16 12:21 | modify | 2 | 0.10 | 160.974 | 161.429 | 162.274 | ||
16 | 2022.08.16 12:59 | t/p | 2 | 0.10 | 162.274 | 161.429 | 162.274 | 93.58 | 10029.49 |
17 | 2022.08.16 12:59 | t/p | 3 | 0.10 | 162.274 | 161.429 | 162.274 | 46.15 | 10075.64 |
18 | 2022.08.16 12:59 | t/p | 4 | 0.10 | 162.274 | 161.429 | 162.274 | 46.15 | 10121.79 |
19 | 2022.08.16 12:59 | t/p | 5 | 0.10 | 162.274 | 161.429 | 162.274 | 32.19 | 10153.98 |
20 | 2022.10.26 12:00 | sell | 6 | 0.10 | 170.080 | 0.000 | 0.000 | ||
21 | 2022.10.26 12:00 | modify | 6 | 0.10 | 170.080 | 170.980 | 168.780 | ||
22 | 2022.10.27 05:00 | sell | 7 | 0.10 | 169.430 | 0.000 | 0.000 | ||
23 | 2022.10.27 05:00 | modify | 7 | 0.10 | 169.430 | 169.755 | 168.780 | ||
24 | 2022.10.27 05:00 | sell | 8 | 0.10 | 169.430 | 0.000 | 0.000 | ||
25 | 2022.10.27 05:00 | modify | 8 | 0.10 | 169.430 | 169.755 | 168.780 | ||
26 | 2022.10.27 05:00 | modify | 6 | 0.10 | 170.080 | 169.755 | 168.780 | ||
27 | 2022.10.27 05:12 | sell | 9 | 0.10 | 169.222 | 0.000 | 0.000 | ||
28 | 2022.10.27 05:12 | modify | 9 | 0.10 | 169.222 | 169.625 | 168.780 | ||
29 | 2022.10.27 05:12 | modify | 8 | 0.10 | 169.430 | 169.625 | 168.780 | ||
30 | 2022.10.27 05:12 | modify | 7 | 0.10 | 169.430 | 169.625 | 168.780 | ||
31 | 2022.10.27 05:12 | modify | 6 | 0.10 | 170.080 | 169.625 | 168.780 | ||
32 | 2022.10.27 06:00 | t/p | 6 | 0.10 | 168.780 | 169.625 | 168.780 | 88.58 | 10242.57 |
33 | 2022.10.27 06:00 | t/p | 7 | 0.10 | 168.780 | 169.625 | 168.780 | 46.28 | 10288.85 |
34 | 2022.10.27 06:00 | t/p | 8 | 0.10 | 168.780 | 169.625 | 168.780 | 46.28 | 10335.13 |
35 | 2022.10.27 06:00 | t/p | 9 | 0.10 | 168.780 | 169.625 | 168.780 | 31.47 | 10366.60 |
36 | 2022.12.28 16:00 | sell | 10 | 0.10 | 161.540 | 0.000 | 0.000 | ||
37 | 2022.12.28 16:00 | modify | 10 | 0.10 | 161.540 | 162.440 | 160.240 | ||
38 | 2022.12.29 02:27 | sell | 11 | 0.10 | 160.887 | 0.000 | 0.000 | ||
39 | 2022.12.29 02:27 | modify | 11 | 0.10 | 160.887 | 161.215 | 160.240 | ||
40 | 2022.12.29 02:27 | sell | 12 | 0.10 | 160.887 | 0.000 | 0.000 | ||
41 | 2022.12.29 02:27 | modify | 12 | 0.10 | 160.887 | 161.215 | 160.240 | ||
42 | 2022.12.29 02:27 | modify | 10 | 0.10 | 161.540 | 161.215 | 160.240 | ||
43 | 2022.12.29 13:03 | sell | 13 | 0.10 | 160.693 | 0.000 | 0.000 | ||
44 | 2022.12.29 13:03 | modify | 13 | 0.10 | 160.693 | 161.085 | 160.240 | ||
45 | 2022.12.29 13:03 | modify | 12 | 0.10 | 160.887 | 161.085 | 160.240 | ||
46 | 2022.12.29 13:03 | modify | 11 | 0.10 | 160.887 | 161.085 | 160.240 | ||
47 | 2022.12.29 13:03 | modify | 10 | 0.10 | 161.540 | 161.085 | 160.240 | ||
48 | 2022.12.29 14:57 | t/p | 10 | 0.10 | 160.240 | 161.085 | 160.240 | 88.61 | 10455.21 |
49 | 2022.12.29 14:57 | t/p | 11 | 0.10 | 160.240 | 161.085 | 160.240 | 46.08 | 10501.29 |
50 | 2022.12.29 14:57 | t/p | 12 | 0.10 | 160.240 | 161.085 | 160.240 | 46.08 | 10547.37 |
51 | 2022.12.29 14:57 | t/p | 13 | 0.10 | 160.240 | 161.085 | 160.240 | 32.26 | 10579.63 |
52 | 2023.01.09 16:00 | sell | 14 | 0.10 | 160.847 | 0.000 | 0.000 | ||
53 | 2023.01.09 16:00 | modify | 14 | 0.10 | 160.847 | 161.747 | 159.547 | ||
54 | 2023.01.10 01:02 | sell | 15 | 0.10 | 160.195 | 0.000 | 0.000 | ||
55 | 2023.01.10 01:02 | modify | 15 | 0.10 | 160.195 | 160.522 | 159.547 | ||
56 | 2023.01.10 01:02 | sell | 16 | 0.10 | 160.195 | 0.000 | 0.000 | ||
57 | 2023.01.10 01:02 | modify | 16 | 0.10 | 160.195 | 160.522 | 159.547 | ||
58 | 2023.01.10 01:02 | modify | 14 | 0.10 | 160.847 | 160.522 | 159.547 | ||
59 | 2023.01.10 04:10 | s/l | 14 | 0.10 | 160.522 | 160.522 | 159.547 | 21.82 | 10601.45 |
60 | 2023.01.10 04:10 | s/l | 15 | 0.10 | 160.522 | 160.522 | 159.547 | -23.29 | 10578.16 |
61 | 2023.01.10 04:10 | s/l | 16 | 0.10 | 160.522 | 160.522 | 159.547 | -23.29 | 10554.87 |
62 | 2023.01.18 08:00 | sell | 17 | 0.10 | 160.401 | 0.000 | 0.000 | ||
63 | 2023.01.18 08:00 | modify | 17 | 0.10 | 160.401 | 161.301 | 159.101 | ||
64 | 2023.01.18 09:30 | sell | 18 | 0.10 | 159.748 | 0.000 | 0.000 | ||
65 | 2023.01.18 09:30 | modify | 18 | 0.10 | 159.748 | 160.076 | 159.101 | ||
66 | 2023.01.18 09:30 | sell | 19 | 0.10 | 159.748 | 0.000 | 0.000 | ||
67 | 2023.01.18 09:30 | modify | 19 | 0.10 | 159.748 | 160.076 | 159.101 | ||
68 | 2023.01.18 09:30 | modify | 17 | 0.10 | 160.401 | 160.076 | 159.101 | ||
69 | 2023.01.18 09:30 | sell | 20 | 0.10 | 159.555 | 0.000 | 0.000 | ||
70 | 2023.01.18 09:30 | modify | 20 | 0.10 | 159.555 | 159.946 | 159.101 | ||
71 | 2023.01.18 09:30 | modify | 19 | 0.10 | 159.748 | 159.946 | 159.101 | ||
72 | 2023.01.18 09:30 | modify | 18 | 0.10 | 159.748 | 159.946 | 159.101 | ||
73 | 2023.01.18 09:30 | modify | 17 | 0.10 | 160.401 | 159.946 | 159.101 | ||
74 | 2023.01.18 09:57 | s/l | 17 | 0.10 | 159.946 | 159.946 | 159.101 | 32.40 | 10587.27 |
75 | 2023.01.18 09:57 | s/l | 18 | 0.10 | 159.946 | 159.946 | 159.101 | -14.10 | 10573.17 |
76 | 2023.01.18 09:57 | s/l | 19 | 0.10 | 159.946 | 159.946 | 159.101 | -14.10 | 10559.07 |
77 | 2023.01.18 09:57 | s/l | 20 | 0.10 | 159.946 | 159.946 | 159.101 | -27.85 | 10531.22 |