Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 7256 | Ticks modelled | 159197 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 960.82 | Gross profit | 1121.08 | Gross loss | -160.26 |
Profit factor | 7.00 | Expected payoff | 22.34 | ||
Absolute drawdown | 50.39 | Maximal drawdown | 152.54 (1.46%) | Relative drawdown | 1.46% (152.54) |
Total trades | 43 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 29 (65.52%) |
Profit trades (% of total) | 30 (69.77%) | Loss trades (% of total) | 13 (30.23%) | ||
Largest | profit trade | 72.25 | loss trade | -23.09 | |
Average | profit trade | 37.37 | loss trade | -12.33 | |
Maximum | consecutive wins (profit in money) | 10 (503.28) | consecutive losses (loss in money) | 2 (-31.22) | |
Maximal | consecutive profit (count of wins) | 503.28 (10) | consecutive loss (count of losses) | -31.22 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.01 06:00 | buy | 1 | 0.10 | 163.768 | 0.000 | 0.000 | ||
2 | 2022.07.01 06:00 | modify | 1 | 0.10 | 163.768 | 162.668 | 164.768 | ||
3 | 2022.07.01 08:46 | buy | 2 | 0.10 | 164.287 | 0.000 | 0.000 | ||
4 | 2022.07.01 08:46 | modify | 2 | 0.10 | 164.287 | 164.068 | 164.768 | ||
5 | 2022.07.01 08:46 | modify | 1 | 0.10 | 163.768 | 164.068 | 164.768 | ||
6 | 2022.07.01 08:59 | s/l | 1 | 0.10 | 164.068 | 164.068 | 164.768 | 21.37 | 10021.37 |
7 | 2022.07.01 08:59 | s/l | 2 | 0.10 | 164.068 | 164.068 | 164.768 | -15.61 | 10005.76 |
8 | 2022.08.02 03:00 | buy | 3 | 0.10 | 160.220 | 0.000 | 0.000 | ||
9 | 2022.08.02 03:00 | modify | 3 | 0.10 | 160.220 | 159.120 | 161.220 | ||
10 | 2022.08.02 14:35 | buy | 4 | 0.10 | 160.583 | 0.000 | 0.000 | ||
11 | 2022.08.02 14:35 | modify | 4 | 0.10 | 160.583 | 160.420 | 161.220 | ||
12 | 2022.08.02 14:35 | modify | 3 | 0.10 | 160.220 | 160.420 | 161.220 | ||
13 | 2022.08.02 14:40 | buy | 5 | 0.10 | 160.728 | 0.000 | 0.000 | ||
14 | 2022.08.02 14:40 | modify | 5 | 0.10 | 160.728 | 160.520 | 161.220 | ||
15 | 2022.08.02 14:40 | modify | 4 | 0.10 | 160.583 | 160.520 | 161.220 | ||
16 | 2022.08.02 14:40 | modify | 3 | 0.10 | 160.220 | 160.520 | 161.220 | ||
17 | 2022.08.02 15:05 | buy | 6 | 0.10 | 160.937 | 0.000 | 0.000 | ||
18 | 2022.08.02 15:05 | modify | 6 | 0.10 | 160.937 | 160.620 | 161.220 | ||
19 | 2022.08.02 15:05 | modify | 5 | 0.10 | 160.728 | 160.620 | 161.220 | ||
20 | 2022.08.02 15:05 | modify | 4 | 0.10 | 160.583 | 160.620 | 161.220 | ||
21 | 2022.08.02 15:05 | modify | 3 | 0.10 | 160.220 | 160.620 | 161.220 | ||
22 | 2022.08.02 15:40 | t/p | 3 | 0.10 | 161.220 | 160.620 | 161.220 | 71.24 | 10077.00 |
23 | 2022.08.02 15:40 | t/p | 4 | 0.10 | 161.220 | 160.620 | 161.220 | 45.38 | 10122.38 |
24 | 2022.08.02 15:40 | t/p | 5 | 0.10 | 161.220 | 160.620 | 161.220 | 35.05 | 10157.43 |
25 | 2022.08.02 15:40 | t/p | 6 | 0.10 | 161.220 | 160.620 | 161.220 | 20.16 | 10177.59 |
26 | 2022.08.17 12:00 | sell | 7 | 0.10 | 163.250 | 0.000 | 0.000 | ||
27 | 2022.08.17 12:00 | modify | 7 | 0.10 | 163.250 | 164.350 | 162.250 | ||
28 | 2022.08.17 13:12 | sell | 8 | 0.10 | 162.884 | 0.000 | 0.000 | ||
29 | 2022.08.17 13:12 | modify | 8 | 0.10 | 162.884 | 163.050 | 162.250 | ||
30 | 2022.08.17 13:12 | modify | 7 | 0.10 | 163.250 | 163.050 | 162.250 | ||
31 | 2022.08.17 13:20 | s/l | 7 | 0.10 | 163.050 | 163.050 | 162.250 | 14.25 | 10191.84 |
32 | 2022.08.17 13:20 | s/l | 8 | 0.10 | 163.050 | 163.050 | 162.250 | -11.83 | 10180.01 |
33 | 2022.09.12 09:00 | sell | 9 | 0.10 | 166.813 | 0.000 | 0.000 | ||
34 | 2022.09.12 09:00 | modify | 9 | 0.10 | 166.813 | 167.913 | 165.813 | ||
35 | 2022.09.12 09:37 | sell | 10 | 0.10 | 166.463 | 0.000 | 0.000 | ||
36 | 2022.09.12 09:37 | modify | 10 | 0.10 | 166.463 | 166.613 | 165.813 | ||
37 | 2022.09.12 09:37 | modify | 9 | 0.10 | 166.813 | 166.613 | 165.813 | ||
38 | 2022.09.12 09:40 | s/l | 9 | 0.10 | 166.613 | 166.613 | 165.813 | 14.25 | 10194.26 |
39 | 2022.09.12 09:40 | s/l | 10 | 0.10 | 166.613 | 166.613 | 165.813 | -10.69 | 10183.57 |
40 | 2022.09.16 10:00 | buy | 11 | 0.10 | 163.091 | 0.000 | 0.000 | ||
41 | 2022.09.16 10:00 | modify | 11 | 0.10 | 163.091 | 161.991 | 164.091 | ||
42 | 2022.09.16 10:55 | buy | 12 | 0.10 | 163.455 | 0.000 | 0.000 | ||
43 | 2022.09.16 10:55 | modify | 12 | 0.10 | 163.455 | 163.291 | 164.091 | ||
44 | 2022.09.16 10:55 | modify | 11 | 0.10 | 163.091 | 163.291 | 164.091 | ||
45 | 2022.09.16 11:15 | s/l | 11 | 0.10 | 163.291 | 163.291 | 164.091 | 14.25 | 10197.82 |
46 | 2022.09.16 11:15 | s/l | 12 | 0.10 | 163.291 | 163.291 | 164.091 | -11.69 | 10186.13 |
47 | 2022.09.30 02:00 | sell | 13 | 0.10 | 161.309 | 0.000 | 0.000 | ||
48 | 2022.09.30 02:00 | modify | 13 | 0.10 | 161.309 | 162.409 | 160.309 | ||
49 | 2022.09.30 02:20 | t/p | 13 | 0.10 | 160.309 | 162.409 | 160.309 | 71.24 | 10257.37 |
50 | 2022.10.13 13:00 | sell | 14 | 0.10 | 165.186 | 0.000 | 0.000 | ||
51 | 2022.10.13 13:00 | modify | 14 | 0.10 | 165.186 | 166.286 | 164.186 | ||
52 | 2022.10.13 13:20 | t/p | 14 | 0.10 | 164.186 | 166.286 | 164.186 | 71.24 | 10328.61 |
53 | 2022.11.03 10:00 | buy | 15 | 0.10 | 166.833 | 0.000 | 0.000 | ||
54 | 2022.11.03 10:00 | modify | 15 | 0.10 | 166.833 | 165.733 | 167.833 | ||
55 | 2022.11.03 11:07 | buy | 16 | 0.10 | 167.202 | 0.000 | 0.000 | ||
56 | 2022.11.03 11:07 | modify | 16 | 0.10 | 167.202 | 167.033 | 167.833 | ||
57 | 2022.11.03 11:07 | modify | 15 | 0.10 | 166.833 | 167.033 | 167.833 | ||
58 | 2022.11.03 11:10 | s/l | 15 | 0.10 | 167.033 | 167.033 | 167.833 | 14.25 | 10342.86 |
59 | 2022.11.03 11:10 | s/l | 16 | 0.10 | 167.033 | 167.033 | 167.833 | -12.04 | 10330.82 |
60 | 2022.11.28 03:00 | buy | 17 | 0.10 | 166.988 | 0.000 | 0.000 | ||
61 | 2022.11.28 03:00 | modify | 17 | 0.10 | 166.988 | 165.888 | 167.988 | ||
62 | 2022.11.28 12:55 | buy | 18 | 0.10 | 167.363 | 0.000 | 0.000 | ||
63 | 2022.11.28 12:55 | modify | 18 | 0.10 | 167.363 | 167.188 | 167.988 | ||
64 | 2022.11.28 12:55 | modify | 17 | 0.10 | 166.988 | 167.188 | 167.988 | ||
65 | 2022.11.28 13:07 | s/l | 17 | 0.10 | 167.188 | 167.188 | 167.988 | 14.25 | 10345.07 |
66 | 2022.11.28 13:07 | s/l | 18 | 0.10 | 167.188 | 167.188 | 167.988 | -12.47 | 10332.60 |
67 | 2022.12.16 10:00 | buy | 19 | 0.10 | 166.635 | 0.000 | 0.000 | ||
68 | 2022.12.16 10:00 | modify | 19 | 0.10 | 166.635 | 165.535 | 167.635 | ||
69 | 2022.12.16 10:50 | buy | 20 | 0.10 | 167.000 | 0.000 | 0.000 | ||
70 | 2022.12.16 10:50 | modify | 20 | 0.10 | 167.000 | 166.835 | 167.635 | ||
71 | 2022.12.16 10:50 | modify | 19 | 0.10 | 166.635 | 166.835 | 167.635 | ||
72 | 2022.12.16 11:10 | buy | 21 | 0.10 | 167.149 | 0.000 | 0.000 | ||
73 | 2022.12.16 11:10 | modify | 21 | 0.10 | 167.149 | 166.935 | 167.635 | ||
74 | 2022.12.16 11:10 | modify | 20 | 0.10 | 167.000 | 166.935 | 167.635 | ||
75 | 2022.12.16 11:10 | modify | 19 | 0.10 | 166.635 | 166.935 | 167.635 | ||
76 | 2022.12.16 11:25 | buy | 22 | 0.10 | 167.359 | 0.000 | 0.000 | ||
77 | 2022.12.16 11:25 | modify | 22 | 0.10 | 167.359 | 167.035 | 167.635 | ||
78 | 2022.12.16 11:25 | modify | 21 | 0.10 | 167.149 | 167.035 | 167.635 | ||
79 | 2022.12.16 11:25 | modify | 20 | 0.10 | 167.000 | 167.035 | 167.635 | ||
80 | 2022.12.16 11:25 | modify | 19 | 0.10 | 166.635 | 167.035 | 167.635 | ||
81 | 2022.12.16 11:50 | s/l | 19 | 0.10 | 167.035 | 167.035 | 167.635 | 28.50 | 10361.10 |
82 | 2022.12.16 11:50 | s/l | 20 | 0.10 | 167.035 | 167.035 | 167.635 | 2.49 | 10363.59 |
83 | 2022.12.16 11:50 | s/l | 21 | 0.10 | 167.035 | 167.035 | 167.635 | -8.13 | 10355.46 |
84 | 2022.12.16 11:50 | s/l | 22 | 0.10 | 167.035 | 167.035 | 167.635 | -23.09 | 10332.37 |
85 | 2022.12.30 10:00 | buy | 23 | 0.10 | 158.996 | 0.000 | 0.000 | ||
86 | 2022.12.30 10:00 | modify | 23 | 0.10 | 158.996 | 157.896 | 159.996 | ||
87 | 2022.12.30 14:20 | buy | 24 | 0.10 | 159.346 | 0.000 | 0.000 | ||
88 | 2022.12.30 14:20 | modify | 24 | 0.10 | 159.346 | 159.196 | 159.996 | ||
89 | 2022.12.30 14:20 | modify | 23 | 0.10 | 158.996 | 159.196 | 159.996 | ||
90 | 2022.12.30 14:27 | s/l | 23 | 0.10 | 159.196 | 159.196 | 159.996 | 14.25 | 10346.62 |
91 | 2022.12.30 14:27 | s/l | 24 | 0.10 | 159.196 | 159.196 | 159.996 | -10.68 | 10335.94 |
92 | 2023.01.24 12:00 | buy | 25 | 0.10 | 160.354 | 0.000 | 0.000 | ||
93 | 2023.01.24 12:00 | modify | 25 | 0.10 | 160.354 | 159.254 | 161.354 | ||
94 | 2023.01.24 14:45 | buy | 26 | 0.10 | 160.731 | 0.000 | 0.000 | ||
95 | 2023.01.24 14:45 | modify | 26 | 0.10 | 160.731 | 160.554 | 161.354 | ||
96 | 2023.01.24 14:45 | modify | 25 | 0.10 | 160.354 | 160.554 | 161.354 | ||
97 | 2023.01.24 14:55 | buy | 27 | 0.10 | 160.861 | 0.000 | 0.000 | ||
98 | 2023.01.24 14:55 | modify | 27 | 0.10 | 160.861 | 160.654 | 161.354 | ||
99 | 2023.01.24 14:55 | modify | 26 | 0.10 | 160.731 | 160.654 | 161.354 | ||
100 | 2023.01.24 14:55 | modify | 25 | 0.10 | 160.354 | 160.654 | 161.354 | ||
101 | 2023.01.24 14:57 | s/l | 25 | 0.10 | 160.654 | 160.654 | 161.354 | 21.38 | 10357.32 |
102 | 2023.01.24 14:57 | s/l | 26 | 0.10 | 160.654 | 160.654 | 161.354 | -5.48 | 10351.84 |
103 | 2023.01.24 14:57 | s/l | 27 | 0.10 | 160.654 | 160.654 | 161.354 | -14.75 | 10337.09 |
104 | 2023.02.07 11:00 | buy | 28 | 0.10 | 158.324 | 0.000 | 0.000 | ||
105 | 2023.02.07 11:00 | modify | 28 | 0.10 | 158.324 | 157.224 | 159.324 | ||
106 | 2023.02.08 13:25 | buy | 29 | 0.10 | 158.692 | 0.000 | 0.000 | ||
107 | 2023.02.08 13:25 | modify | 29 | 0.10 | 158.692 | 158.524 | 159.324 | ||
108 | 2023.02.08 13:25 | modify | 28 | 0.10 | 158.324 | 158.524 | 159.324 | ||
109 | 2023.02.08 13:32 | s/l | 28 | 0.10 | 158.524 | 158.524 | 159.324 | 15.26 | 10352.35 |
110 | 2023.02.08 13:32 | s/l | 29 | 0.10 | 158.524 | 158.524 | 159.324 | -11.97 | 10340.38 |
111 | 2023.02.10 09:00 | buy | 30 | 0.10 | 158.138 | 0.000 | 0.000 | ||
112 | 2023.02.10 09:00 | modify | 30 | 0.10 | 158.138 | 157.038 | 159.138 | ||
113 | 2023.02.10 09:20 | t/p | 30 | 0.10 | 159.138 | 157.038 | 159.138 | 71.25 | 10411.63 |
114 | 2023.02.28 12:00 | sell | 31 | 0.10 | 165.423 | 0.000 | 0.000 | ||
115 | 2023.02.28 12:00 | modify | 31 | 0.10 | 165.423 | 166.523 | 164.423 | ||
116 | 2023.02.28 15:59 | sell | 32 | 0.10 | 164.908 | 0.000 | 0.000 | ||
117 | 2023.02.28 15:59 | modify | 32 | 0.10 | 164.908 | 165.123 | 164.423 | ||
118 | 2023.02.28 15:59 | modify | 31 | 0.10 | 165.423 | 165.123 | 164.423 | ||
119 | 2023.02.28 16:45 | sell | 33 | 0.10 | 164.698 | 0.000 | 0.000 | ||
120 | 2023.02.28 16:45 | modify | 33 | 0.10 | 164.698 | 165.023 | 164.423 | ||
121 | 2023.02.28 16:45 | modify | 32 | 0.10 | 164.908 | 165.023 | 164.423 | ||
122 | 2023.02.28 16:45 | modify | 31 | 0.10 | 165.423 | 165.023 | 164.423 | ||
123 | 2023.02.28 17:20 | t/p | 31 | 0.10 | 164.423 | 165.023 | 164.423 | 71.24 | 10482.87 |
124 | 2023.02.28 17:20 | t/p | 32 | 0.10 | 164.423 | 165.023 | 164.423 | 34.55 | 10517.42 |
125 | 2023.02.28 17:20 | t/p | 33 | 0.10 | 164.423 | 165.023 | 164.423 | 19.59 | 10537.01 |
126 | 2023.03.10 12:00 | sell | 34 | 0.10 | 164.013 | 0.000 | 0.000 | ||
127 | 2023.03.10 12:00 | modify | 34 | 0.10 | 164.013 | 165.113 | 163.013 | ||
128 | 2023.03.10 14:45 | t/p | 34 | 0.10 | 163.013 | 165.113 | 163.013 | 71.24 | 10608.25 |
129 | 2023.03.24 11:00 | buy | 35 | 0.10 | 158.525 | 0.000 | 0.000 | ||
130 | 2023.03.24 11:00 | modify | 35 | 0.10 | 158.525 | 157.425 | 159.525 | ||
131 | 2023.03.24 12:55 | buy | 36 | 0.10 | 159.053 | 0.000 | 0.000 | ||
132 | 2023.03.24 12:55 | modify | 36 | 0.10 | 159.053 | 158.825 | 159.525 | ||
133 | 2023.03.24 12:55 | modify | 35 | 0.10 | 158.525 | 158.825 | 159.525 | ||
134 | 2023.03.24 14:15 | t/p | 35 | 0.10 | 159.525 | 158.825 | 159.525 | 71.25 | 10679.50 |
135 | 2023.03.24 14:15 | t/p | 36 | 0.10 | 159.525 | 158.825 | 159.525 | 33.63 | 10713.13 |
136 | 2023.04.04 12:00 | sell | 37 | 0.10 | 166.029 | 0.000 | 0.000 | ||
137 | 2023.04.04 12:00 | modify | 37 | 0.10 | 166.029 | 167.129 | 165.029 | ||
138 | 2023.04.04 13:25 | sell | 38 | 0.10 | 165.661 | 0.000 | 0.000 | ||
139 | 2023.04.04 13:25 | modify | 38 | 0.10 | 165.661 | 165.829 | 165.029 | ||
140 | 2023.04.04 13:25 | modify | 37 | 0.10 | 166.029 | 165.829 | 165.029 | ||
141 | 2023.04.04 14:20 | t/p | 37 | 0.10 | 165.029 | 165.829 | 165.029 | 71.25 | 10784.38 |
142 | 2023.04.04 14:20 | t/p | 38 | 0.10 | 165.029 | 165.829 | 165.029 | 45.03 | 10829.41 |
143 | 2023.04.19 09:00 | sell | 39 | 0.10 | 167.744 | 0.000 | 0.000 | ||
144 | 2023.04.19 09:00 | modify | 39 | 0.10 | 167.744 | 168.844 | 166.744 | ||
145 | 2023.04.19 09:45 | sell | 40 | 0.10 | 167.378 | 0.000 | 0.000 | ||
146 | 2023.04.19 09:45 | modify | 40 | 0.10 | 167.378 | 167.544 | 166.744 | ||
147 | 2023.04.19 09:45 | modify | 39 | 0.10 | 167.744 | 167.544 | 166.744 | ||
148 | 2023.04.19 10:20 | s/l | 39 | 0.10 | 167.544 | 167.544 | 166.744 | 14.25 | 10843.66 |
149 | 2023.04.19 10:20 | s/l | 40 | 0.10 | 167.544 | 167.544 | 166.744 | -11.83 | 10831.83 |
150 | 2023.04.21 08:00 | buy | 41 | 0.10 | 166.080 | 0.000 | 0.000 | ||
151 | 2023.04.21 08:00 | modify | 41 | 0.10 | 166.080 | 164.980 | 167.080 | ||
152 | 2023.04.21 14:15 | buy | 42 | 0.10 | 166.610 | 0.000 | 0.000 | ||
153 | 2023.04.21 14:15 | modify | 42 | 0.10 | 166.610 | 166.380 | 167.080 | ||
154 | 2023.04.21 14:15 | modify | 41 | 0.10 | 166.080 | 166.380 | 167.080 | ||
155 | 2023.04.21 15:59 | buy | 43 | 0.10 | 166.782 | 0.000 | 0.000 | ||
156 | 2023.04.21 15:59 | modify | 43 | 0.10 | 166.782 | 166.480 | 167.080 | ||
157 | 2023.04.21 15:59 | modify | 42 | 0.10 | 166.610 | 166.480 | 167.080 | ||
158 | 2023.04.21 15:59 | modify | 41 | 0.10 | 166.080 | 166.480 | 167.080 | ||
159 | 2023.04.24 02:20 | t/p | 41 | 0.10 | 167.080 | 166.480 | 167.080 | 72.25 | 10904.08 |
160 | 2023.04.24 02:20 | t/p | 42 | 0.10 | 167.080 | 166.480 | 167.080 | 34.49 | 10938.58 |
161 | 2023.04.24 02:20 | t/p | 43 | 0.10 | 167.080 | 166.480 | 167.080 | 22.24 | 10960.82 |