Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 48524496 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 168.66 | Gross profit | 361.71 | Gross loss | -193.05 |
Profit factor | 1.87 | Expected payoff | 8.03 | ||
Absolute drawdown | 73.63 | Maximal drawdown | 150.24 (1.48%) | Relative drawdown | 1.48% (150.24) |
Total trades | 21 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 9 (44.44%) |
Profit trades (% of total) | 12 (57.14%) | Loss trades (% of total) | 9 (42.86%) | ||
Largest | profit trade | 85.51 | loss trade | -82.77 | |
Average | profit trade | 30.14 | loss trade | -21.45 | |
Maximum | consecutive wins (profit in money) | 5 (232.12) | consecutive losses (loss in money) | 2 (-97.15) | |
Maximal | consecutive profit (count of wins) | 232.12 (5) | consecutive loss (count of losses) | -97.15 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.15 16:00 | buy | 1 | 0.10 | 160.974 | 0.000 | 0.000 | ||
2 | 2022.08.15 16:00 | modify | 1 | 0.10 | 160.974 | 159.774 | 162.274 | ||
3 | 2022.08.16 09:11 | buy | 2 | 0.10 | 161.429 | 0.000 | 0.000 | ||
4 | 2022.08.16 09:11 | modify | 2 | 0.10 | 161.429 | 161.234 | 162.274 | ||
5 | 2022.08.16 09:11 | modify | 1 | 0.10 | 160.974 | 161.234 | 162.274 | ||
6 | 2022.08.16 09:50 | s/l | 1 | 0.10 | 161.234 | 161.234 | 162.274 | 19.15 | 10019.15 |
7 | 2022.08.16 09:50 | s/l | 2 | 0.10 | 161.234 | 161.234 | 162.274 | -13.61 | 10005.54 |
8 | 2022.09.07 16:00 | sell | 3 | 0.10 | 165.590 | 0.000 | 0.000 | ||
9 | 2022.09.07 16:00 | modify | 3 | 0.10 | 165.590 | 166.790 | 164.290 | ||
10 | 2022.09.08 07:46 | sell | 4 | 0.10 | 165.134 | 0.000 | 0.000 | ||
11 | 2022.09.08 07:46 | modify | 4 | 0.10 | 165.134 | 165.330 | 164.290 | ||
12 | 2022.09.08 07:46 | modify | 3 | 0.10 | 165.590 | 165.330 | 164.290 | ||
13 | 2022.09.08 08:11 | s/l | 3 | 0.10 | 165.330 | 165.330 | 164.290 | 14.23 | 10019.77 |
14 | 2022.09.08 08:11 | s/l | 4 | 0.10 | 165.330 | 165.330 | 164.290 | -13.68 | 10006.09 |
15 | 2022.12.16 20:00 | buy | 5 | 0.10 | 166.173 | 0.000 | 0.000 | ||
16 | 2022.12.16 20:00 | modify | 5 | 0.10 | 166.173 | 164.973 | 167.473 | ||
17 | 2022.12.19 16:11 | buy | 6 | 0.10 | 166.629 | 0.000 | 0.000 | ||
18 | 2022.12.19 16:11 | modify | 6 | 0.10 | 166.629 | 166.433 | 167.473 | ||
19 | 2022.12.19 16:11 | modify | 5 | 0.10 | 166.173 | 166.433 | 167.473 | ||
20 | 2022.12.19 16:48 | buy | 7 | 0.10 | 166.888 | 0.000 | 0.000 | ||
21 | 2022.12.19 16:48 | modify | 7 | 0.10 | 166.888 | 166.498 | 167.473 | ||
22 | 2022.12.19 16:48 | buy | 8 | 0.10 | 166.888 | 0.000 | 0.000 | ||
23 | 2022.12.19 16:48 | modify | 8 | 0.10 | 166.888 | 166.693 | 167.473 | ||
24 | 2022.12.19 16:48 | modify | 6 | 0.10 | 166.629 | 166.693 | 167.473 | ||
25 | 2022.12.19 16:48 | modify | 5 | 0.10 | 166.173 | 166.693 | 167.473 | ||
26 | 2022.12.19 16:48 | modify | 7 | 0.10 | 166.888 | 166.693 | 167.473 | ||
27 | 2022.12.19 17:00 | s/l | 5 | 0.10 | 166.693 | 166.693 | 167.473 | 37.30 | 10043.39 |
28 | 2022.12.19 17:00 | s/l | 6 | 0.10 | 166.693 | 166.693 | 167.473 | 4.47 | 10047.86 |
29 | 2022.12.19 17:00 | s/l | 7 | 0.10 | 166.693 | 166.693 | 167.473 | -13.61 | 10034.25 |
30 | 2022.12.19 17:00 | s/l | 8 | 0.10 | 166.693 | 166.693 | 167.473 | -13.61 | 10020.64 |
31 | 2022.12.30 16:00 | buy | 9 | 0.10 | 158.735 | 0.000 | 0.000 | ||
32 | 2022.12.30 16:00 | modify | 9 | 0.10 | 158.735 | 157.535 | 160.035 | ||
33 | 2022.12.30 16:57 | buy | 10 | 0.10 | 159.191 | 0.000 | 0.000 | ||
34 | 2022.12.30 16:57 | modify | 10 | 0.10 | 159.191 | 158.995 | 160.035 | ||
35 | 2022.12.30 16:57 | modify | 9 | 0.10 | 158.735 | 158.995 | 160.035 | ||
36 | 2022.12.30 17:25 | s/l | 9 | 0.10 | 158.995 | 158.995 | 160.035 | 18.15 | 10038.79 |
37 | 2022.12.30 17:25 | s/l | 10 | 0.10 | 158.995 | 158.995 | 160.035 | -13.68 | 10025.11 |
38 | 2023.01.09 16:00 | sell | 11 | 0.10 | 160.847 | 0.000 | 0.000 | ||
39 | 2023.01.09 16:00 | modify | 11 | 0.10 | 160.847 | 162.047 | 159.547 | ||
40 | 2023.01.09 23:30 | sell | 12 | 0.10 | 160.381 | 0.000 | 0.000 | ||
41 | 2023.01.09 23:30 | modify | 12 | 0.10 | 160.381 | 160.587 | 159.547 | ||
42 | 2023.01.09 23:30 | modify | 11 | 0.10 | 160.847 | 160.587 | 159.547 | ||
43 | 2023.01.09 23:43 | s/l | 11 | 0.10 | 160.587 | 160.587 | 159.547 | 18.15 | 10043.26 |
44 | 2023.01.09 23:43 | s/l | 12 | 0.10 | 160.587 | 160.587 | 159.547 | -14.38 | 10028.88 |
45 | 2023.01.12 20:00 | buy | 13 | 0.10 | 158.067 | 0.000 | 0.000 | ||
46 | 2023.01.12 20:00 | modify | 13 | 0.10 | 158.067 | 156.867 | 159.367 | ||
47 | 2023.01.13 06:55 | s/l | 13 | 0.10 | 156.867 | 156.867 | 159.367 | -82.77 | 9946.10 |
48 | 2023.01.18 08:00 | sell | 14 | 0.10 | 160.401 | 0.000 | 0.000 | ||
49 | 2023.01.18 08:00 | modify | 14 | 0.10 | 160.401 | 161.601 | 159.101 | ||
50 | 2023.01.18 08:22 | sell | 15 | 0.10 | 159.940 | 0.000 | 0.000 | ||
51 | 2023.01.18 08:22 | modify | 15 | 0.10 | 159.940 | 160.141 | 159.101 | ||
52 | 2023.01.18 08:22 | modify | 14 | 0.10 | 160.401 | 160.141 | 159.101 | ||
53 | 2023.01.18 08:28 | s/l | 14 | 0.10 | 160.141 | 160.141 | 159.101 | 18.15 | 9964.25 |
54 | 2023.01.18 08:28 | s/l | 15 | 0.10 | 160.141 | 160.141 | 159.101 | -14.03 | 9950.22 |
55 | 2023.02.21 20:00 | sell | 16 | 0.10 | 163.416 | 0.000 | 0.000 | ||
56 | 2023.02.21 20:00 | modify | 16 | 0.10 | 163.416 | 164.616 | 162.116 | ||
57 | 2023.02.22 08:27 | sell | 17 | 0.10 | 162.961 | 0.000 | 0.000 | ||
58 | 2023.02.22 08:27 | modify | 17 | 0.10 | 162.961 | 163.156 | 162.116 | ||
59 | 2023.02.22 08:27 | modify | 16 | 0.10 | 163.416 | 163.156 | 162.116 | ||
60 | 2023.02.22 15:12 | sell | 18 | 0.10 | 162.698 | 0.000 | 0.000 | ||
61 | 2023.02.22 15:12 | modify | 18 | 0.10 | 162.698 | 163.091 | 162.116 | ||
62 | 2023.02.22 15:12 | sell | 19 | 0.10 | 162.698 | 0.000 | 0.000 | ||
63 | 2023.02.22 15:12 | modify | 19 | 0.10 | 162.698 | 162.896 | 162.116 | ||
64 | 2023.02.22 15:12 | modify | 17 | 0.10 | 162.961 | 162.896 | 162.116 | ||
65 | 2023.02.22 15:12 | modify | 16 | 0.10 | 163.416 | 162.896 | 162.116 | ||
66 | 2023.02.22 15:12 | modify | 18 | 0.10 | 162.698 | 162.896 | 162.116 | ||
67 | 2023.02.23 09:24 | t/p | 16 | 0.10 | 162.116 | 162.896 | 162.116 | 85.51 | 10035.74 |
68 | 2023.02.23 09:24 | t/p | 17 | 0.10 | 162.116 | 162.896 | 162.116 | 55.06 | 10090.79 |
69 | 2023.02.23 09:24 | t/p | 18 | 0.10 | 162.116 | 162.896 | 162.116 | 36.70 | 10127.49 |
70 | 2023.02.23 09:24 | t/p | 19 | 0.10 | 162.116 | 162.896 | 162.116 | 36.70 | 10164.19 |
71 | 2023.06.15 12:00 | sell | 20 | 0.10 | 178.581 | 0.000 | 0.000 | ||
72 | 2023.06.15 12:00 | modify | 20 | 0.10 | 178.581 | 179.781 | 177.281 | ||
73 | 2023.06.15 12:54 | sell | 21 | 0.10 | 178.125 | 0.000 | 0.000 | ||
74 | 2023.06.15 12:54 | modify | 21 | 0.10 | 178.125 | 178.321 | 177.281 | ||
75 | 2023.06.15 12:54 | modify | 20 | 0.10 | 178.581 | 178.321 | 177.281 | ||
76 | 2023.06.15 13:03 | s/l | 20 | 0.10 | 178.321 | 178.321 | 177.281 | 18.15 | 10182.34 |
77 | 2023.06.15 13:03 | s/l | 21 | 0.10 | 178.321 | 178.321 | 177.281 | -13.68 | 10168.66 |