Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01) | ||||
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=55; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 7259 | Ticks modelled | 159149 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 855.12 | Gross profit | 1023.02 | Gross loss | -167.90 |
Profit factor | 6.09 | Expected payoff | 19.89 | ||
Absolute drawdown | 9.14 | Maximal drawdown | 111.02 (1.09%) | Relative drawdown | 1.09% (111.02) |
Total trades | 43 | Short positions (won %) | 19 (78.95%) | Long positions (won %) | 24 (58.33%) |
Profit trades (% of total) | 29 (67.44%) | Loss trades (% of total) | 14 (32.56%) | ||
Largest | profit trade | 68.62 | loss trade | -18.74 | |
Average | profit trade | 35.28 | loss trade | -11.99 | |
Maximum | consecutive wins (profit in money) | 11 (501.15) | consecutive losses (loss in money) | 2 (-23.61) | |
Maximal | consecutive profit (count of wins) | 501.15 (11) | consecutive loss (count of losses) | -23.61 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.12 09:00 | sell | 1 | 0.10 | 166.813 | 0.000 | 0.000 | ||
2 | 2022.09.12 09:00 | modify | 1 | 0.10 | 166.813 | 167.913 | 165.813 | ||
3 | 2022.09.12 09:37 | sell | 2 | 0.10 | 166.463 | 0.000 | 0.000 | ||
4 | 2022.09.12 09:37 | modify | 2 | 0.10 | 166.463 | 166.613 | 165.813 | ||
5 | 2022.09.12 09:37 | modify | 1 | 0.10 | 166.813 | 166.613 | 165.813 | ||
6 | 2022.09.12 09:40 | s/l | 1 | 0.10 | 166.613 | 166.613 | 165.813 | 13.52 | 10013.52 |
7 | 2022.09.12 09:40 | s/l | 2 | 0.10 | 166.613 | 166.613 | 165.813 | -10.14 | 10003.38 |
8 | 2022.09.16 10:00 | buy | 3 | 0.10 | 163.091 | 0.000 | 0.000 | ||
9 | 2022.09.16 10:00 | modify | 3 | 0.10 | 163.091 | 161.991 | 164.091 | ||
10 | 2022.09.16 10:55 | buy | 4 | 0.10 | 163.455 | 0.000 | 0.000 | ||
11 | 2022.09.16 10:55 | modify | 4 | 0.10 | 163.455 | 163.291 | 164.091 | ||
12 | 2022.09.16 10:55 | modify | 3 | 0.10 | 163.091 | 163.291 | 164.091 | ||
13 | 2022.09.16 11:15 | s/l | 3 | 0.10 | 163.291 | 163.291 | 164.091 | 13.53 | 10016.91 |
14 | 2022.09.16 11:15 | s/l | 4 | 0.10 | 163.291 | 163.291 | 164.091 | -11.10 | 10005.81 |
15 | 2022.09.30 02:00 | sell | 5 | 0.10 | 161.309 | 0.000 | 0.000 | ||
16 | 2022.09.30 02:00 | modify | 5 | 0.10 | 161.309 | 162.409 | 160.309 | ||
17 | 2022.09.30 02:20 | t/p | 5 | 0.10 | 160.309 | 162.409 | 160.309 | 67.62 | 10073.43 |
18 | 2022.10.13 13:00 | sell | 6 | 0.10 | 165.186 | 0.000 | 0.000 | ||
19 | 2022.10.13 13:00 | modify | 6 | 0.10 | 165.186 | 166.286 | 164.186 | ||
20 | 2022.10.13 13:20 | t/p | 6 | 0.10 | 164.186 | 166.286 | 164.186 | 67.62 | 10141.05 |
21 | 2022.11.03 10:00 | buy | 7 | 0.10 | 166.833 | 0.000 | 0.000 | ||
22 | 2022.11.03 10:00 | modify | 7 | 0.10 | 166.833 | 165.733 | 167.833 | ||
23 | 2022.11.03 11:07 | buy | 8 | 0.10 | 167.202 | 0.000 | 0.000 | ||
24 | 2022.11.03 11:07 | modify | 8 | 0.10 | 167.202 | 167.033 | 167.833 | ||
25 | 2022.11.03 11:07 | modify | 7 | 0.10 | 166.833 | 167.033 | 167.833 | ||
26 | 2022.11.03 11:10 | s/l | 7 | 0.10 | 167.033 | 167.033 | 167.833 | 13.53 | 10154.58 |
27 | 2022.11.03 11:10 | s/l | 8 | 0.10 | 167.033 | 167.033 | 167.833 | -11.43 | 10143.15 |
28 | 2022.11.28 03:00 | buy | 9 | 0.10 | 166.988 | 0.000 | 0.000 | ||
29 | 2022.11.28 03:00 | modify | 9 | 0.10 | 166.988 | 165.888 | 167.988 | ||
30 | 2022.11.28 12:55 | buy | 10 | 0.10 | 167.363 | 0.000 | 0.000 | ||
31 | 2022.11.28 12:55 | modify | 10 | 0.10 | 167.363 | 167.188 | 167.988 | ||
32 | 2022.11.28 12:55 | modify | 9 | 0.10 | 166.988 | 167.188 | 167.988 | ||
33 | 2022.11.28 13:07 | s/l | 9 | 0.10 | 167.188 | 167.188 | 167.988 | 13.54 | 10156.69 |
34 | 2022.11.28 13:07 | s/l | 10 | 0.10 | 167.188 | 167.188 | 167.988 | -11.84 | 10144.85 |
35 | 2022.12.16 10:00 | buy | 11 | 0.10 | 166.635 | 0.000 | 0.000 | ||
36 | 2022.12.16 10:00 | modify | 11 | 0.10 | 166.635 | 165.535 | 167.635 | ||
37 | 2022.12.16 10:50 | buy | 12 | 0.10 | 167.000 | 0.000 | 0.000 | ||
38 | 2022.12.16 10:50 | modify | 12 | 0.10 | 167.000 | 166.835 | 167.635 | ||
39 | 2022.12.16 10:50 | modify | 11 | 0.10 | 166.635 | 166.835 | 167.635 | ||
40 | 2022.12.16 11:25 | buy | 13 | 0.10 | 167.359 | 0.000 | 0.000 | ||
41 | 2022.12.16 11:25 | modify | 13 | 0.10 | 167.359 | 167.135 | 167.635 | ||
42 | 2022.12.16 11:25 | modify | 12 | 0.10 | 167.000 | 167.135 | 167.635 | ||
43 | 2022.12.16 11:25 | modify | 11 | 0.10 | 166.635 | 167.135 | 167.635 | ||
44 | 2022.12.16 11:40 | s/l | 11 | 0.10 | 167.135 | 167.135 | 167.635 | 33.83 | 10178.68 |
45 | 2022.12.16 11:40 | s/l | 12 | 0.10 | 167.135 | 167.135 | 167.635 | 9.13 | 10187.81 |
46 | 2022.12.16 11:40 | s/l | 13 | 0.10 | 167.135 | 167.135 | 167.635 | -15.16 | 10172.65 |
47 | 2022.12.30 10:00 | buy | 14 | 0.10 | 158.996 | 0.000 | 0.000 | ||
48 | 2022.12.30 10:00 | modify | 14 | 0.10 | 158.996 | 157.896 | 159.996 | ||
49 | 2022.12.30 14:20 | buy | 15 | 0.10 | 159.346 | 0.000 | 0.000 | ||
50 | 2022.12.30 14:20 | modify | 15 | 0.10 | 159.346 | 159.196 | 159.996 | ||
51 | 2022.12.30 14:20 | modify | 14 | 0.10 | 158.996 | 159.196 | 159.996 | ||
52 | 2022.12.30 14:27 | s/l | 14 | 0.10 | 159.196 | 159.196 | 159.996 | 13.54 | 10186.19 |
53 | 2022.12.30 14:27 | s/l | 15 | 0.10 | 159.196 | 159.196 | 159.996 | -10.15 | 10176.04 |
54 | 2023.01.24 12:00 | buy | 16 | 0.10 | 160.354 | 0.000 | 0.000 | ||
55 | 2023.01.24 12:00 | modify | 16 | 0.10 | 160.354 | 159.254 | 161.354 | ||
56 | 2023.01.24 14:45 | buy | 17 | 0.10 | 160.731 | 0.000 | 0.000 | ||
57 | 2023.01.24 14:45 | modify | 17 | 0.10 | 160.731 | 160.554 | 161.354 | ||
58 | 2023.01.24 14:45 | modify | 16 | 0.10 | 160.354 | 160.554 | 161.354 | ||
59 | 2023.01.24 14:50 | buy | 18 | 0.10 | 160.926 | 0.000 | 0.000 | ||
60 | 2023.01.24 14:50 | modify | 18 | 0.10 | 160.926 | 160.654 | 161.354 | ||
61 | 2023.01.24 14:50 | modify | 17 | 0.10 | 160.731 | 160.654 | 161.354 | ||
62 | 2023.01.24 14:50 | modify | 16 | 0.10 | 160.354 | 160.654 | 161.354 | ||
63 | 2023.01.24 14:57 | s/l | 16 | 0.10 | 160.654 | 160.654 | 161.354 | 20.30 | 10196.34 |
64 | 2023.01.24 14:57 | s/l | 17 | 0.10 | 160.654 | 160.654 | 161.354 | -5.21 | 10191.13 |
65 | 2023.01.24 14:57 | s/l | 18 | 0.10 | 160.654 | 160.654 | 161.354 | -18.40 | 10172.73 |
66 | 2023.02.07 11:00 | buy | 19 | 0.10 | 158.324 | 0.000 | 0.000 | ||
67 | 2023.02.07 11:00 | modify | 19 | 0.10 | 158.324 | 157.224 | 159.324 | ||
68 | 2023.02.08 13:25 | buy | 20 | 0.10 | 158.692 | 0.000 | 0.000 | ||
69 | 2023.02.08 13:25 | modify | 20 | 0.10 | 158.692 | 158.524 | 159.324 | ||
70 | 2023.02.08 13:25 | modify | 19 | 0.10 | 158.324 | 158.524 | 159.324 | ||
71 | 2023.02.08 13:32 | s/l | 19 | 0.10 | 158.524 | 158.524 | 159.324 | 14.49 | 10187.22 |
72 | 2023.02.08 13:32 | s/l | 20 | 0.10 | 158.524 | 158.524 | 159.324 | -11.37 | 10175.85 |
73 | 2023.02.10 09:00 | buy | 21 | 0.10 | 158.138 | 0.000 | 0.000 | ||
74 | 2023.02.10 09:00 | modify | 21 | 0.10 | 158.138 | 157.038 | 159.138 | ||
75 | 2023.02.10 09:20 | t/p | 21 | 0.10 | 159.138 | 157.038 | 159.138 | 67.66 | 10243.51 |
76 | 2023.02.28 12:00 | sell | 22 | 0.10 | 165.423 | 0.000 | 0.000 | ||
77 | 2023.02.28 12:00 | modify | 22 | 0.10 | 165.423 | 166.523 | 164.423 | ||
78 | 2023.02.28 16:12 | sell | 23 | 0.10 | 164.870 | 0.000 | 0.000 | ||
79 | 2023.02.28 16:12 | modify | 23 | 0.10 | 164.870 | 165.123 | 164.423 | ||
80 | 2023.02.28 16:12 | modify | 22 | 0.10 | 165.423 | 165.123 | 164.423 | ||
81 | 2023.02.28 16:45 | sell | 24 | 0.10 | 164.698 | 0.000 | 0.000 | ||
82 | 2023.02.28 16:45 | modify | 24 | 0.10 | 164.698 | 164.923 | 164.423 | ||
83 | 2023.02.28 16:45 | modify | 23 | 0.10 | 164.870 | 164.923 | 164.423 | ||
84 | 2023.02.28 16:45 | modify | 22 | 0.10 | 165.423 | 164.923 | 164.423 | ||
85 | 2023.02.28 17:20 | t/p | 22 | 0.10 | 164.423 | 164.923 | 164.423 | 67.62 | 10311.13 |
86 | 2023.02.28 17:20 | t/p | 23 | 0.10 | 164.423 | 164.923 | 164.423 | 30.22 | 10341.35 |
87 | 2023.02.28 17:20 | t/p | 24 | 0.10 | 164.423 | 164.923 | 164.423 | 18.59 | 10359.94 |
88 | 2023.03.10 12:00 | sell | 25 | 0.10 | 164.013 | 0.000 | 0.000 | ||
89 | 2023.03.10 12:00 | modify | 25 | 0.10 | 164.013 | 165.113 | 163.013 | ||
90 | 2023.03.10 14:45 | t/p | 25 | 0.10 | 163.013 | 165.113 | 163.013 | 67.62 | 10427.56 |
91 | 2023.03.24 11:00 | buy | 26 | 0.10 | 158.525 | 0.000 | 0.000 | ||
92 | 2023.03.24 11:00 | modify | 26 | 0.10 | 158.525 | 157.425 | 159.525 | ||
93 | 2023.03.24 12:50 | buy | 27 | 0.10 | 159.094 | 0.000 | 0.000 | ||
94 | 2023.03.24 12:50 | modify | 27 | 0.10 | 159.094 | 158.825 | 159.525 | ||
95 | 2023.03.24 12:50 | modify | 26 | 0.10 | 158.525 | 158.825 | 159.525 | ||
96 | 2023.03.24 14:15 | t/p | 26 | 0.10 | 159.525 | 158.825 | 159.525 | 67.66 | 10495.22 |
97 | 2023.03.24 14:15 | t/p | 27 | 0.10 | 159.525 | 158.825 | 159.525 | 29.17 | 10524.39 |
98 | 2023.04.04 12:00 | sell | 28 | 0.10 | 166.029 | 0.000 | 0.000 | ||
99 | 2023.04.04 12:00 | modify | 28 | 0.10 | 166.029 | 167.129 | 165.029 | ||
100 | 2023.04.04 13:25 | sell | 29 | 0.10 | 165.661 | 0.000 | 0.000 | ||
101 | 2023.04.04 13:25 | modify | 29 | 0.10 | 165.661 | 165.829 | 165.029 | ||
102 | 2023.04.04 13:25 | modify | 28 | 0.10 | 166.029 | 165.829 | 165.029 | ||
103 | 2023.04.04 13:50 | sell | 30 | 0.10 | 165.454 | 0.000 | 0.000 | ||
104 | 2023.04.04 13:50 | modify | 30 | 0.10 | 165.454 | 165.729 | 165.029 | ||
105 | 2023.04.04 13:50 | modify | 29 | 0.10 | 165.661 | 165.729 | 165.029 | ||
106 | 2023.04.04 13:50 | modify | 28 | 0.10 | 166.029 | 165.729 | 165.029 | ||
107 | 2023.04.04 14:20 | t/p | 28 | 0.10 | 165.029 | 165.729 | 165.029 | 67.62 | 10592.01 |
108 | 2023.04.04 14:20 | t/p | 29 | 0.10 | 165.029 | 165.729 | 165.029 | 42.73 | 10634.74 |
109 | 2023.04.04 14:20 | t/p | 30 | 0.10 | 165.029 | 165.729 | 165.029 | 28.74 | 10663.48 |
110 | 2023.04.19 09:00 | sell | 31 | 0.10 | 167.744 | 0.000 | 0.000 | ||
111 | 2023.04.19 09:00 | modify | 31 | 0.10 | 167.744 | 168.844 | 166.744 | ||
112 | 2023.04.19 09:45 | sell | 32 | 0.10 | 167.378 | 0.000 | 0.000 | ||
113 | 2023.04.19 09:45 | modify | 32 | 0.10 | 167.378 | 167.544 | 166.744 | ||
114 | 2023.04.19 09:45 | modify | 31 | 0.10 | 167.744 | 167.544 | 166.744 | ||
115 | 2023.04.19 10:20 | s/l | 31 | 0.10 | 167.544 | 167.544 | 166.744 | 13.52 | 10677.00 |
116 | 2023.04.19 10:20 | s/l | 32 | 0.10 | 167.544 | 167.544 | 166.744 | -11.23 | 10665.77 |
117 | 2023.04.21 08:00 | buy | 33 | 0.10 | 166.080 | 0.000 | 0.000 | ||
118 | 2023.04.21 08:00 | modify | 33 | 0.10 | 166.080 | 164.980 | 167.080 | ||
119 | 2023.04.21 15:59 | buy | 34 | 0.10 | 166.782 | 0.000 | 0.000 | ||
120 | 2023.04.21 15:59 | modify | 34 | 0.10 | 166.782 | 166.580 | 167.080 | ||
121 | 2023.04.21 15:59 | modify | 33 | 0.10 | 166.080 | 166.580 | 167.080 | ||
122 | 2023.04.24 02:20 | t/p | 33 | 0.10 | 167.080 | 166.580 | 167.080 | 68.62 | 10734.38 |
123 | 2023.04.24 02:20 | t/p | 34 | 0.10 | 167.080 | 166.580 | 167.080 | 21.13 | 10755.51 |
124 | 2023.07.21 10:00 | sell | 35 | 0.10 | 182.256 | 0.000 | 0.000 | ||
125 | 2023.07.21 10:00 | modify | 35 | 0.10 | 182.256 | 183.356 | 181.256 | ||
126 | 2023.07.21 12:10 | sell | 36 | 0.10 | 181.696 | 0.000 | 0.000 | ||
127 | 2023.07.21 12:10 | modify | 36 | 0.10 | 181.696 | 181.956 | 181.256 | ||
128 | 2023.07.21 12:10 | modify | 35 | 0.10 | 182.256 | 181.956 | 181.256 | ||
129 | 2023.07.21 12:50 | t/p | 35 | 0.10 | 181.256 | 181.956 | 181.256 | 67.62 | 10823.13 |
130 | 2023.07.21 12:50 | t/p | 36 | 0.10 | 181.256 | 181.956 | 181.256 | 29.75 | 10852.88 |
131 | 2023.07.31 10:00 | sell | 37 | 0.10 | 182.958 | 0.000 | 0.000 | ||
132 | 2023.07.31 10:00 | modify | 37 | 0.10 | 182.958 | 184.058 | 181.958 | ||
133 | 2023.07.31 14:55 | sell | 38 | 0.10 | 182.595 | 0.000 | 0.000 | ||
134 | 2023.07.31 14:55 | modify | 38 | 0.10 | 182.595 | 182.758 | 181.958 | ||
135 | 2023.07.31 14:55 | modify | 37 | 0.10 | 182.958 | 182.758 | 181.958 | ||
136 | 2023.07.31 15:10 | s/l | 37 | 0.10 | 182.758 | 182.758 | 181.958 | 13.53 | 10866.41 |
137 | 2023.07.31 15:10 | s/l | 38 | 0.10 | 182.758 | 182.758 | 181.958 | -11.02 | 10855.39 |
138 | 2023.08.08 04:00 | sell | 39 | 0.10 | 182.817 | 0.000 | 0.000 | ||
139 | 2023.08.08 04:00 | modify | 39 | 0.10 | 182.817 | 183.917 | 181.817 | ||
140 | 2023.08.08 07:32 | sell | 40 | 0.10 | 182.247 | 0.000 | 0.000 | ||
141 | 2023.08.08 07:32 | modify | 40 | 0.10 | 182.247 | 182.517 | 181.817 | ||
142 | 2023.08.08 07:32 | modify | 39 | 0.10 | 182.817 | 182.517 | 181.817 | ||
143 | 2023.08.08 07:50 | s/l | 39 | 0.10 | 182.517 | 182.517 | 181.817 | 20.28 | 10875.67 |
144 | 2023.08.08 07:50 | s/l | 40 | 0.10 | 182.517 | 182.517 | 181.817 | -18.26 | 10857.41 |
145 | 2023.08.23 13:00 | buy | 41 | 0.10 | 183.786 | 0.000 | 0.000 | ||
146 | 2023.08.23 13:00 | modify | 41 | 0.10 | 183.786 | 182.686 | 184.786 | ||
147 | 2023.08.23 17:20 | buy | 42 | 0.10 | 184.143 | 0.000 | 0.000 | ||
148 | 2023.08.23 17:20 | modify | 42 | 0.10 | 184.143 | 183.986 | 184.786 | ||
149 | 2023.08.23 17:20 | modify | 41 | 0.10 | 183.786 | 183.986 | 184.786 | ||
150 | 2023.08.23 19:45 | buy | 43 | 0.10 | 184.363 | 0.000 | 0.000 | ||
151 | 2023.08.23 19:45 | modify | 43 | 0.10 | 184.363 | 184.086 | 184.786 | ||
152 | 2023.08.23 19:45 | modify | 42 | 0.10 | 184.143 | 184.086 | 184.786 | ||
153 | 2023.08.23 19:45 | modify | 41 | 0.10 | 183.786 | 184.086 | 184.786 | ||
154 | 2023.08.23 21:00 | s/l | 41 | 0.10 | 184.086 | 184.086 | 184.786 | 20.30 | 10877.71 |
155 | 2023.08.23 21:00 | s/l | 42 | 0.10 | 184.086 | 184.086 | 184.786 | -3.85 | 10873.86 |
156 | 2023.08.23 21:00 | s/l | 43 | 0.10 | 184.086 | 184.086 | 184.786 | -18.74 | 10855.12 |