Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.11.30 20:00 (2022.12.01 - 2023.12.01) | ||||
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=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; 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=10; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 1918 | Ticks modelled | 37851914 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 354.54 | Gross profit | 558.07 | Gross loss | -203.52 |
Profit factor | 2.74 | Expected payoff | 18.66 | ||
Absolute drawdown | 145.10 | Maximal drawdown | 218.08 (2.11%) | Relative drawdown | 2.13% (215.72) |
Total trades | 19 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 11 (54.55%) |
Profit trades (% of total) | 11 (57.89%) | Loss trades (% of total) | 8 (42.11%) | ||
Largest | profit trade | 103.57 | loss trade | -47.09 | |
Average | profit trade | 50.73 | loss trade | -25.44 | |
Maximum | consecutive wins (profit in money) | 9 (510.29) | consecutive losses (loss in money) | 3 (-58.80) | |
Maximal | consecutive profit (count of wins) | 510.29 (9) | consecutive loss (count of losses) | -87.41 (2) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.20 20:00 | buy | 1 | 0.10 | 160.079 | 0.000 | 0.000 | ||
2 | 2022.12.20 20:00 | modify | 1 | 0.10 | 160.079 | 159.379 | 161.579 | ||
3 | 2022.12.20 23:07 | buy | 2 | 0.10 | 160.831 | 0.000 | 0.000 | ||
4 | 2022.12.20 23:07 | modify | 2 | 0.10 | 160.831 | 160.229 | 161.579 | ||
5 | 2022.12.20 23:07 | modify | 1 | 0.10 | 160.079 | 160.229 | 161.579 | ||
6 | 2022.12.21 00:58 | s/l | 1 | 0.10 | 160.229 | 160.229 | 161.579 | 11.59 | 10011.59 |
7 | 2022.12.21 00:58 | s/l | 2 | 0.10 | 160.229 | 160.229 | 161.579 | -40.33 | 9971.27 |
8 | 2023.01.12 20:00 | buy | 3 | 0.10 | 158.067 | 0.000 | 0.000 | ||
9 | 2023.01.12 20:00 | modify | 3 | 0.10 | 158.067 | 157.367 | 159.567 | ||
10 | 2023.01.13 00:25 | s/l | 3 | 0.10 | 157.367 | 157.367 | 159.567 | -47.09 | 9924.18 |
11 | 2023.01.18 08:00 | sell | 4 | 0.10 | 160.401 | 0.000 | 0.000 | ||
12 | 2023.01.18 08:00 | modify | 4 | 0.10 | 160.401 | 161.101 | 158.901 | ||
13 | 2023.01.18 09:30 | sell | 5 | 0.10 | 159.627 | 0.000 | 0.000 | ||
14 | 2023.01.18 09:30 | modify | 5 | 0.10 | 159.627 | 160.251 | 158.901 | ||
15 | 2023.01.18 09:30 | modify | 4 | 0.10 | 160.401 | 160.251 | 158.901 | ||
16 | 2023.01.18 09:30 | sell | 6 | 0.10 | 159.574 | 0.000 | 0.000 | ||
17 | 2023.01.18 09:30 | modify | 6 | 0.10 | 159.574 | 160.026 | 158.901 | ||
18 | 2023.01.18 09:30 | sell | 7 | 0.10 | 159.574 | 0.000 | 0.000 | ||
19 | 2023.01.18 09:30 | modify | 7 | 0.10 | 159.574 | 159.876 | 158.901 | ||
20 | 2023.01.18 09:30 | modify | 5 | 0.10 | 159.627 | 159.876 | 158.901 | ||
21 | 2023.01.18 09:30 | modify | 4 | 0.10 | 160.401 | 159.876 | 158.901 | ||
22 | 2023.01.18 09:30 | modify | 6 | 0.10 | 159.574 | 159.876 | 158.901 | ||
23 | 2023.01.18 09:57 | s/l | 4 | 0.10 | 159.876 | 159.876 | 158.901 | 36.19 | 9960.37 |
24 | 2023.01.18 09:57 | s/l | 5 | 0.10 | 159.876 | 159.876 | 158.901 | -17.16 | 9943.21 |
25 | 2023.01.18 09:57 | s/l | 6 | 0.10 | 159.876 | 159.876 | 158.901 | -20.82 | 9922.39 |
26 | 2023.01.18 09:57 | s/l | 7 | 0.10 | 159.876 | 159.876 | 158.901 | -20.82 | 9901.57 |
27 | 2023.02.03 00:00 | buy | 8 | 0.10 | 157.397 | 0.000 | 0.000 | ||
28 | 2023.02.03 00:00 | modify | 8 | 0.10 | 157.397 | 156.697 | 158.897 | ||
29 | 2023.02.03 14:33 | buy | 9 | 0.10 | 158.148 | 0.000 | 0.000 | ||
30 | 2023.02.03 14:33 | modify | 9 | 0.10 | 158.148 | 157.547 | 158.897 | ||
31 | 2023.02.03 14:33 | modify | 8 | 0.10 | 157.397 | 157.547 | 158.897 | ||
32 | 2023.02.03 14:39 | buy | 10 | 0.10 | 158.225 | 0.000 | 0.000 | ||
33 | 2023.02.03 14:39 | modify | 10 | 0.10 | 158.225 | 157.772 | 158.897 | ||
34 | 2023.02.03 14:39 | buy | 11 | 0.10 | 158.225 | 0.000 | 0.000 | ||
35 | 2023.02.03 14:39 | modify | 11 | 0.10 | 158.225 | 157.922 | 158.897 | ||
36 | 2023.02.03 14:39 | modify | 9 | 0.10 | 158.148 | 157.922 | 158.897 | ||
37 | 2023.02.03 14:39 | modify | 8 | 0.10 | 157.397 | 157.922 | 158.897 | ||
38 | 2023.02.03 14:39 | modify | 10 | 0.10 | 158.225 | 157.922 | 158.897 | ||
39 | 2023.02.05 22:00 | t/p | 8 | 0.10 | 158.897 | 157.922 | 158.897 | 103.57 | 10005.14 |
40 | 2023.02.05 22:00 | t/p | 9 | 0.10 | 158.897 | 157.922 | 158.897 | 51.72 | 10056.86 |
41 | 2023.02.05 22:00 | t/p | 10 | 0.10 | 158.897 | 157.922 | 158.897 | 46.40 | 10103.26 |
42 | 2023.02.05 22:00 | t/p | 11 | 0.10 | 158.897 | 157.922 | 158.897 | 46.40 | 10149.66 |
43 | 2023.02.21 20:00 | sell | 12 | 0.10 | 163.416 | 0.000 | 0.000 | ||
44 | 2023.02.21 20:00 | modify | 12 | 0.10 | 163.416 | 164.116 | 161.916 | ||
45 | 2023.02.22 15:32 | sell | 13 | 0.10 | 162.662 | 0.000 | 0.000 | ||
46 | 2023.02.22 15:32 | modify | 13 | 0.10 | 162.662 | 163.266 | 161.916 | ||
47 | 2023.02.22 15:32 | modify | 12 | 0.10 | 163.416 | 163.266 | 161.916 | ||
48 | 2023.02.22 15:39 | sell | 14 | 0.10 | 162.589 | 0.000 | 0.000 | ||
49 | 2023.02.22 15:39 | modify | 14 | 0.10 | 162.589 | 163.041 | 161.916 | ||
50 | 2023.02.22 15:39 | sell | 15 | 0.10 | 162.589 | 0.000 | 0.000 | ||
51 | 2023.02.22 15:39 | modify | 15 | 0.10 | 162.589 | 162.891 | 161.916 | ||
52 | 2023.02.22 15:39 | modify | 13 | 0.10 | 162.662 | 162.891 | 161.916 | ||
53 | 2023.02.22 15:39 | modify | 12 | 0.10 | 163.416 | 162.891 | 161.916 | ||
54 | 2023.02.22 15:39 | modify | 14 | 0.10 | 162.589 | 162.891 | 161.916 | ||
55 | 2023.02.23 16:32 | t/p | 12 | 0.10 | 161.916 | 162.891 | 161.916 | 95.59 | 10245.25 |
56 | 2023.02.23 16:32 | t/p | 13 | 0.10 | 161.916 | 162.891 | 161.916 | 45.56 | 10290.81 |
57 | 2023.02.23 16:32 | t/p | 14 | 0.10 | 161.916 | 162.891 | 161.916 | 40.53 | 10331.34 |
58 | 2023.02.23 16:32 | t/p | 15 | 0.10 | 161.916 | 162.891 | 161.916 | 40.53 | 10371.88 |
59 | 2023.08.23 16:00 | buy | 16 | 0.10 | 183.894 | 0.000 | 0.000 | ||
60 | 2023.08.23 16:00 | modify | 16 | 0.10 | 183.894 | 183.194 | 185.394 | ||
61 | 2023.08.24 04:51 | buy | 17 | 0.10 | 184.645 | 0.000 | 0.000 | ||
62 | 2023.08.24 04:51 | modify | 17 | 0.10 | 184.645 | 184.044 | 185.394 | ||
63 | 2023.08.24 04:51 | modify | 16 | 0.10 | 183.894 | 184.044 | 185.394 | ||
64 | 2023.08.24 05:00 | buy | 18 | 0.10 | 184.721 | 0.000 | 0.000 | ||
65 | 2023.08.24 05:00 | modify | 18 | 0.10 | 184.721 | 184.269 | 185.394 | ||
66 | 2023.08.24 05:00 | buy | 19 | 0.10 | 184.721 | 0.000 | 0.000 | ||
67 | 2023.08.24 05:00 | modify | 19 | 0.10 | 184.721 | 184.419 | 185.394 | ||
68 | 2023.08.24 05:00 | modify | 17 | 0.10 | 184.645 | 184.419 | 185.394 | ||
69 | 2023.08.24 05:00 | modify | 16 | 0.10 | 183.894 | 184.419 | 185.394 | ||
70 | 2023.08.24 05:00 | modify | 18 | 0.10 | 184.721 | 184.419 | 185.394 | ||
71 | 2023.08.24 06:19 | s/l | 16 | 0.10 | 184.419 | 184.419 | 185.394 | 39.98 | 10411.85 |
72 | 2023.08.24 06:19 | s/l | 17 | 0.10 | 184.419 | 184.419 | 185.394 | -15.61 | 10396.24 |
73 | 2023.08.24 06:19 | s/l | 18 | 0.10 | 184.419 | 184.419 | 185.394 | -20.85 | 10375.39 |
74 | 2023.08.24 06:19 | s/l | 19 | 0.10 | 184.419 | 184.419 | 185.394 | -20.85 | 10354.54 |