Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 1162.59 | Gross profit | 1441.53 | Gross loss | -278.93 |
Profit factor | 5.17 | Expected payoff | 46.50 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 151.66 (1.49%) | Relative drawdown | 1.49% (151.66) |
Total trades | 25 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 16 (87.50%) |
Profit trades (% of total) | 18 (72.00%) | Loss trades (% of total) | 7 (28.00%) | ||
Largest | profit trade | 103.40 | loss trade | -48.58 | |
Average | profit trade | 80.08 | loss trade | -39.85 | |
Maximum | consecutive wins (profit in money) | 7 (660.85) | consecutive losses (loss in money) | 2 (-93.74) | |
Maximal | consecutive profit (count of wins) | 660.85 (7) | consecutive loss (count of losses) | -93.74 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.28 12:00 | buy | 1 | 0.10 | 153.157 | 0.000 | 0.000 | ||
2 | 2022.09.28 12:00 | modify | 1 | 0.10 | 153.157 | 152.457 | 154.657 | ||
3 | 2022.09.28 16:00 | t/p | 1 | 0.10 | 154.657 | 152.457 | 154.657 | 101.49 | 10101.49 |
4 | 2022.10.06 16:00 | buy | 2 | 0.10 | 161.378 | 0.000 | 0.000 | ||
5 | 2022.10.06 16:00 | modify | 2 | 0.10 | 161.378 | 160.678 | 162.878 | ||
6 | 2022.10.10 12:00 | s/l | 2 | 0.10 | 160.678 | 160.678 | 162.878 | -45.45 | 10056.04 |
7 | 2022.10.13 12:00 | sell | 3 | 0.10 | 165.204 | 0.000 | 0.000 | ||
8 | 2022.10.13 12:00 | modify | 3 | 0.10 | 165.204 | 165.904 | 163.704 | ||
9 | 2022.10.13 16:00 | s/l | 3 | 0.10 | 165.904 | 165.904 | 163.704 | -47.34 | 10008.70 |
10 | 2022.10.17 16:00 | sell | 4 | 0.10 | 169.889 | 0.000 | 0.000 | ||
11 | 2022.10.17 16:00 | modify | 4 | 0.10 | 169.889 | 170.589 | 168.389 | ||
12 | 2022.10.18 08:00 | sell | 5 | 0.10 | 169.139 | 0.000 | 0.000 | ||
13 | 2022.10.18 08:00 | modify | 5 | 0.10 | 169.139 | 169.514 | 168.389 | ||
14 | 2022.10.18 08:00 | modify | 4 | 0.10 | 169.889 | 169.514 | 168.389 | ||
15 | 2022.10.18 16:00 | t/p | 4 | 0.10 | 168.389 | 169.514 | 168.389 | 100.18 | 10108.88 |
16 | 2022.10.18 16:00 | t/p | 5 | 0.10 | 168.389 | 169.514 | 168.389 | 50.71 | 10159.59 |
17 | 2022.10.21 16:00 | buy | 6 | 0.10 | 165.201 | 0.000 | 0.000 | ||
18 | 2022.10.21 16:00 | modify | 6 | 0.10 | 165.201 | 164.501 | 166.701 | ||
19 | 2022.10.21 20:00 | t/p | 6 | 0.10 | 166.701 | 164.501 | 166.701 | 101.49 | 10261.08 |
20 | 2022.11.03 16:00 | buy | 7 | 0.10 | 165.712 | 0.000 | 0.000 | ||
21 | 2022.11.03 16:00 | modify | 7 | 0.10 | 165.712 | 165.012 | 167.212 | ||
22 | 2022.11.07 12:00 | t/p | 7 | 0.10 | 167.212 | 165.012 | 167.212 | 103.40 | 10364.48 |
23 | 2022.11.07 20:00 | sell | 8 | 0.10 | 169.035 | 0.000 | 0.000 | ||
24 | 2022.11.07 20:00 | modify | 8 | 0.10 | 169.035 | 169.735 | 167.535 | ||
25 | 2022.11.08 16:00 | t/p | 8 | 0.10 | 167.535 | 169.735 | 167.535 | 100.18 | 10464.66 |
26 | 2022.11.11 12:00 | buy | 9 | 0.10 | 164.077 | 0.000 | 0.000 | ||
27 | 2022.11.11 12:00 | modify | 9 | 0.10 | 164.077 | 163.377 | 165.577 | ||
28 | 2022.11.14 12:00 | t/p | 9 | 0.10 | 165.577 | 163.377 | 165.577 | 102.45 | 10567.10 |
29 | 2023.01.03 12:00 | buy | 10 | 0.10 | 156.183 | 0.000 | 0.000 | ||
30 | 2023.01.03 12:00 | modify | 10 | 0.10 | 156.183 | 155.483 | 157.683 | ||
31 | 2023.01.04 16:00 | t/p | 10 | 0.10 | 157.683 | 155.483 | 157.683 | 102.45 | 10669.55 |
32 | 2023.01.04 16:00 | sell | 11 | 0.10 | 158.999 | 0.000 | 0.000 | ||
33 | 2023.01.04 16:00 | modify | 11 | 0.10 | 158.999 | 159.699 | 157.499 | ||
34 | 2023.01.04 20:00 | s/l | 11 | 0.10 | 159.699 | 159.699 | 157.499 | -47.34 | 10622.21 |
35 | 2023.01.12 16:00 | buy | 12 | 0.10 | 157.855 | 0.000 | 0.000 | ||
36 | 2023.01.12 16:00 | modify | 12 | 0.10 | 157.855 | 157.155 | 159.355 | ||
37 | 2023.01.13 08:00 | s/l | 12 | 0.10 | 157.155 | 157.155 | 159.355 | -46.40 | 10575.81 |
38 | 2023.01.13 16:00 | buy | 13 | 0.10 | 155.786 | 0.000 | 0.000 | ||
39 | 2023.01.13 16:00 | modify | 13 | 0.10 | 155.786 | 155.086 | 157.286 | ||
40 | 2023.01.16 00:00 | buy | 14 | 0.10 | 156.547 | 0.000 | 0.000 | ||
41 | 2023.01.16 00:00 | modify | 14 | 0.10 | 156.547 | 156.161 | 157.286 | ||
42 | 2023.01.16 00:00 | modify | 13 | 0.10 | 155.786 | 156.161 | 157.286 | ||
43 | 2023.01.16 12:00 | buy | 15 | 0.10 | 156.620 | 0.000 | 0.000 | ||
44 | 2023.01.16 12:00 | modify | 15 | 0.10 | 156.620 | 156.311 | 157.286 | ||
45 | 2023.01.16 12:00 | buy | 16 | 0.10 | 156.620 | 0.000 | 0.000 | ||
46 | 2023.01.16 12:00 | modify | 16 | 0.10 | 156.620 | 156.311 | 157.286 | ||
47 | 2023.01.16 12:00 | modify | 14 | 0.10 | 156.547 | 156.311 | 157.286 | ||
48 | 2023.01.16 12:00 | modify | 13 | 0.10 | 155.786 | 156.311 | 157.286 | ||
49 | 2023.01.17 08:00 | t/p | 13 | 0.10 | 157.286 | 156.311 | 157.286 | 103.40 | 10679.21 |
50 | 2023.01.17 08:00 | t/p | 14 | 0.10 | 157.286 | 156.311 | 157.286 | 50.96 | 10730.16 |
51 | 2023.01.17 08:00 | t/p | 15 | 0.10 | 157.286 | 156.311 | 157.286 | 46.02 | 10776.18 |
52 | 2023.01.17 08:00 | t/p | 16 | 0.10 | 157.286 | 156.311 | 157.286 | 46.02 | 10822.19 |
53 | 2023.01.20 16:00 | sell | 17 | 0.10 | 160.709 | 0.000 | 0.000 | ||
54 | 2023.01.20 16:00 | modify | 17 | 0.10 | 160.709 | 161.409 | 159.209 | ||
55 | 2023.01.23 08:00 | s/l | 17 | 0.10 | 161.409 | 161.409 | 159.209 | -48.58 | 10773.61 |
56 | 2023.02.13 16:00 | sell | 18 | 0.10 | 161.169 | 0.000 | 0.000 | ||
57 | 2023.02.13 16:00 | modify | 18 | 0.10 | 161.169 | 161.869 | 159.669 | ||
58 | 2023.02.14 08:00 | sell | 19 | 0.10 | 160.320 | 0.000 | 0.000 | ||
59 | 2023.02.14 08:00 | modify | 19 | 0.10 | 160.320 | 160.644 | 159.669 | ||
60 | 2023.02.14 08:00 | sell | 20 | 0.10 | 160.320 | 0.000 | 0.000 | ||
61 | 2023.02.14 08:00 | modify | 20 | 0.10 | 160.320 | 160.644 | 159.669 | ||
62 | 2023.02.14 08:00 | modify | 18 | 0.10 | 161.169 | 160.644 | 159.669 | ||
63 | 2023.02.14 12:00 | s/l | 18 | 0.10 | 160.644 | 160.644 | 159.669 | 34.25 | 10807.86 |
64 | 2023.02.14 12:00 | s/l | 19 | 0.10 | 160.644 | 160.644 | 159.669 | -21.91 | 10785.95 |
65 | 2023.02.14 12:00 | s/l | 20 | 0.10 | 160.644 | 160.644 | 159.669 | -21.91 | 10764.04 |
66 | 2023.03.15 16:00 | buy | 21 | 0.10 | 159.820 | 0.000 | 0.000 | ||
67 | 2023.03.15 16:00 | modify | 21 | 0.10 | 159.820 | 159.120 | 161.320 | ||
68 | 2023.03.15 20:00 | t/p | 21 | 0.10 | 161.320 | 159.120 | 161.320 | 101.49 | 10865.53 |
69 | 2023.03.24 12:00 | buy | 22 | 0.10 | 158.888 | 0.000 | 0.000 | ||
70 | 2023.03.24 12:00 | modify | 22 | 0.10 | 158.888 | 158.188 | 160.388 | ||
71 | 2023.03.24 16:00 | buy | 23 | 0.10 | 159.721 | 0.000 | 0.000 | ||
72 | 2023.03.24 16:00 | modify | 23 | 0.10 | 159.721 | 159.413 | 160.388 | ||
73 | 2023.03.24 16:00 | buy | 24 | 0.10 | 159.721 | 0.000 | 0.000 | ||
74 | 2023.03.24 16:00 | modify | 24 | 0.10 | 159.721 | 159.413 | 160.388 | ||
75 | 2023.03.24 16:00 | modify | 22 | 0.10 | 158.888 | 159.413 | 160.388 | ||
76 | 2023.03.27 08:00 | t/p | 22 | 0.10 | 160.388 | 159.413 | 160.388 | 102.45 | 10967.98 |
77 | 2023.03.27 08:00 | t/p | 23 | 0.10 | 160.388 | 159.413 | 160.388 | 46.09 | 11014.06 |
78 | 2023.03.27 08:00 | t/p | 24 | 0.10 | 160.388 | 159.413 | 160.388 | 46.09 | 11060.15 |
79 | 2023.07.27 20:00 | buy | 25 | 0.10 | 177.817 | 0.000 | 0.000 | ||
80 | 2023.07.27 20:00 | modify | 25 | 0.10 | 177.817 | 177.117 | 179.317 | ||
81 | 2023.07.28 04:00 | t/p | 25 | 0.10 | 179.317 | 177.117 | 179.317 | 102.45 | 11162.59 |