Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 1907 | Ticks modelled | 32394169 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 754.27 | Gross profit | 1046.80 | Gross loss | -292.53 |
Profit factor | 3.58 | Expected payoff | 19.85 | ||
Absolute drawdown | 15.26 | Maximal drawdown | 233.76 (2.28%) | Relative drawdown | 2.28% (233.76) |
Total trades | 38 | Short positions (won %) | 21 (61.90%) | Long positions (won %) | 17 (64.71%) |
Profit trades (% of total) | 24 (63.16%) | Loss trades (% of total) | 14 (36.84%) | ||
Largest | profit trade | 107.70 | loss trade | -37.65 | |
Average | profit trade | 43.62 | loss trade | -20.89 | |
Maximum | consecutive wins (profit in money) | 9 (512.69) | consecutive losses (loss in money) | 3 (-64.93) | |
Maximal | consecutive profit (count of wins) | 512.69 (9) | consecutive loss (count of losses) | -64.93 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.21 20:00 | buy | 1 | 0.10 | 181.430 | 0.000 | 0.000 | ||
2 | 2023.09.21 20:00 | modify | 1 | 0.10 | 181.430 | 180.330 | 182.930 | ||
3 | 2023.09.22 03:17 | buy | 2 | 0.10 | 181.957 | 0.000 | 0.000 | ||
4 | 2023.09.22 03:17 | modify | 2 | 0.10 | 181.957 | 181.505 | 182.930 | ||
5 | 2023.09.22 03:17 | modify | 1 | 0.10 | 181.430 | 181.505 | 182.930 | ||
6 | 2023.09.22 07:09 | buy | 3 | 0.10 | 182.336 | 0.000 | 0.000 | ||
7 | 2023.09.22 07:09 | modify | 3 | 0.10 | 182.336 | 182.105 | 182.930 | ||
8 | 2023.09.22 07:09 | modify | 2 | 0.10 | 181.957 | 182.105 | 182.930 | ||
9 | 2023.09.22 07:09 | modify | 1 | 0.10 | 181.430 | 182.105 | 182.930 | ||
10 | 2023.09.22 07:15 | s/l | 1 | 0.10 | 182.105 | 182.105 | 182.930 | 49.08 | 10049.08 |
11 | 2023.09.22 07:15 | s/l | 2 | 0.10 | 182.105 | 182.105 | 182.930 | 10.51 | 10059.59 |
12 | 2023.09.22 07:15 | s/l | 3 | 0.10 | 182.105 | 182.105 | 182.930 | -16.40 | 10043.19 |
13 | 2023.11.24 20:00 | sell | 4 | 0.10 | 188.465 | 0.000 | 0.000 | ||
14 | 2023.11.24 20:00 | modify | 4 | 0.10 | 188.465 | 189.565 | 186.965 | ||
15 | 2023.11.27 01:34 | sell | 5 | 0.10 | 187.940 | 0.000 | 0.000 | ||
16 | 2023.11.27 01:34 | modify | 5 | 0.10 | 187.940 | 188.390 | 186.965 | ||
17 | 2023.11.27 01:34 | modify | 4 | 0.10 | 188.465 | 188.390 | 186.965 | ||
18 | 2023.11.27 22:20 | sell | 6 | 0.10 | 187.559 | 0.000 | 0.000 | ||
19 | 2023.11.27 22:20 | modify | 6 | 0.10 | 187.559 | 187.790 | 186.965 | ||
20 | 2023.11.27 22:20 | modify | 5 | 0.10 | 187.940 | 187.790 | 186.965 | ||
21 | 2023.11.27 22:20 | modify | 4 | 0.10 | 188.465 | 187.790 | 186.965 | ||
22 | 2023.11.27 23:29 | sell | 7 | 0.10 | 187.415 | 0.000 | 0.000 | ||
23 | 2023.11.27 23:29 | modify | 7 | 0.10 | 187.415 | 187.940 | 186.965 | ||
24 | 2023.11.27 23:29 | modify | 6 | 0.10 | 187.559 | 187.940 | 186.965 | ||
25 | 2023.11.27 23:29 | modify | 5 | 0.10 | 187.940 | 187.940 | 186.965 | ||
26 | 2023.11.27 23:29 | modify | 4 | 0.10 | 188.465 | 187.940 | 186.965 | ||
27 | 2023.11.28 23:14 | t/p | 4 | 0.10 | 186.965 | 187.940 | 186.965 | 101.44 | 10144.64 |
28 | 2023.11.28 23:14 | t/p | 5 | 0.10 | 186.965 | 187.940 | 186.965 | 66.70 | 10211.33 |
29 | 2023.11.28 23:14 | t/p | 6 | 0.10 | 186.965 | 187.940 | 186.965 | 39.64 | 10250.97 |
30 | 2023.11.28 23:14 | t/p | 7 | 0.10 | 186.965 | 187.940 | 186.965 | 29.42 | 10280.39 |
31 | 2023.12.14 08:00 | buy | 8 | 0.10 | 179.251 | 0.000 | 0.000 | ||
32 | 2023.12.14 08:00 | modify | 8 | 0.10 | 179.251 | 178.151 | 180.751 | ||
33 | 2023.12.14 12:03 | buy | 9 | 0.10 | 179.777 | 0.000 | 0.000 | ||
34 | 2023.12.14 12:03 | modify | 9 | 0.10 | 179.777 | 179.326 | 180.751 | ||
35 | 2023.12.14 12:03 | modify | 8 | 0.10 | 179.251 | 179.326 | 180.751 | ||
36 | 2023.12.14 12:18 | buy | 10 | 0.10 | 180.153 | 0.000 | 0.000 | ||
37 | 2023.12.14 12:18 | modify | 10 | 0.10 | 180.153 | 179.926 | 180.751 | ||
38 | 2023.12.14 12:18 | modify | 9 | 0.10 | 179.777 | 179.926 | 180.751 | ||
39 | 2023.12.14 12:18 | modify | 8 | 0.10 | 179.251 | 179.926 | 180.751 | ||
40 | 2023.12.14 12:26 | s/l | 8 | 0.10 | 179.926 | 179.926 | 180.751 | 47.94 | 10328.33 |
41 | 2023.12.14 12:26 | s/l | 9 | 0.10 | 179.926 | 179.926 | 180.751 | 10.59 | 10338.92 |
42 | 2023.12.14 12:26 | s/l | 10 | 0.10 | 179.926 | 179.926 | 180.751 | -16.12 | 10322.80 |
43 | 2024.01.04 20:00 | sell | 11 | 0.10 | 183.361 | 0.000 | 0.000 | ||
44 | 2024.01.04 20:00 | modify | 11 | 0.10 | 183.361 | 184.461 | 181.861 | ||
45 | 2024.01.09 14:06 | sell | 12 | 0.10 | 182.836 | 0.000 | 0.000 | ||
46 | 2024.01.09 14:06 | modify | 12 | 0.10 | 182.836 | 183.286 | 181.861 | ||
47 | 2024.01.09 14:06 | modify | 11 | 0.10 | 183.361 | 183.286 | 181.861 | ||
48 | 2024.01.09 15:36 | s/l | 11 | 0.10 | 183.286 | 183.286 | 181.861 | -2.27 | 10320.53 |
49 | 2024.01.09 15:36 | s/l | 12 | 0.10 | 183.286 | 183.286 | 181.861 | -31.95 | 10288.58 |
50 | 2024.03.07 12:00 | buy | 13 | 0.10 | 188.597 | 0.000 | 0.000 | ||
51 | 2024.03.07 12:00 | modify | 13 | 0.10 | 188.597 | 187.497 | 190.097 | ||
52 | 2024.03.07 14:53 | buy | 14 | 0.10 | 189.124 | 0.000 | 0.000 | ||
53 | 2024.03.07 14:53 | modify | 14 | 0.10 | 189.124 | 188.672 | 190.097 | ||
54 | 2024.03.07 14:53 | modify | 13 | 0.10 | 188.597 | 188.672 | 190.097 | ||
55 | 2024.03.07 15:55 | buy | 15 | 0.10 | 189.499 | 0.000 | 0.000 | ||
56 | 2024.03.07 15:55 | modify | 15 | 0.10 | 189.499 | 189.272 | 190.097 | ||
57 | 2024.03.07 15:55 | modify | 14 | 0.10 | 189.124 | 189.272 | 190.097 | ||
58 | 2024.03.07 15:55 | modify | 13 | 0.10 | 188.597 | 189.272 | 190.097 | ||
59 | 2024.03.07 16:28 | s/l | 13 | 0.10 | 189.272 | 189.272 | 190.097 | 47.93 | 10336.51 |
60 | 2024.03.07 16:28 | s/l | 14 | 0.10 | 189.272 | 189.272 | 190.097 | 10.51 | 10347.02 |
61 | 2024.03.07 16:28 | s/l | 15 | 0.10 | 189.272 | 189.272 | 190.097 | -16.12 | 10330.90 |
62 | 2024.03.20 12:00 | sell | 16 | 0.10 | 192.561 | 0.000 | 0.000 | ||
63 | 2024.03.20 12:00 | modify | 16 | 0.10 | 192.561 | 193.661 | 191.061 | ||
64 | 2024.03.21 15:19 | sell | 17 | 0.10 | 192.033 | 0.000 | 0.000 | ||
65 | 2024.03.21 15:19 | modify | 17 | 0.10 | 192.033 | 192.486 | 191.061 | ||
66 | 2024.03.21 15:19 | modify | 16 | 0.10 | 192.561 | 192.486 | 191.061 | ||
67 | 2024.03.22 02:29 | sell | 18 | 0.10 | 191.656 | 0.000 | 0.000 | ||
68 | 2024.03.22 02:29 | modify | 18 | 0.10 | 191.656 | 191.886 | 191.061 | ||
69 | 2024.03.22 02:29 | modify | 17 | 0.10 | 192.033 | 191.886 | 191.061 | ||
70 | 2024.03.22 02:29 | modify | 16 | 0.10 | 192.561 | 191.886 | 191.061 | ||
71 | 2024.03.22 02:48 | sell | 19 | 0.10 | 191.511 | 0.000 | 0.000 | ||
72 | 2024.03.22 02:48 | modify | 19 | 0.10 | 191.511 | 192.036 | 191.061 | ||
73 | 2024.03.22 02:48 | modify | 18 | 0.10 | 191.656 | 192.036 | 191.061 | ||
74 | 2024.03.22 02:48 | modify | 17 | 0.10 | 192.033 | 192.036 | 191.061 | ||
75 | 2024.03.22 02:48 | modify | 16 | 0.10 | 192.561 | 192.036 | 191.061 | ||
76 | 2024.03.22 06:55 | t/p | 16 | 0.10 | 191.061 | 192.036 | 191.061 | 96.39 | 10427.28 |
77 | 2024.03.22 06:55 | t/p | 17 | 0.10 | 191.061 | 192.036 | 191.061 | 66.49 | 10493.77 |
78 | 2024.03.22 06:55 | t/p | 18 | 0.10 | 191.061 | 192.036 | 191.061 | 42.25 | 10536.02 |
79 | 2024.03.22 06:55 | t/p | 19 | 0.10 | 191.061 | 192.036 | 191.061 | 31.95 | 10567.97 |
80 | 2024.05.03 04:00 | buy | 20 | 0.10 | 192.095 | 0.000 | 0.000 | ||
81 | 2024.05.03 04:00 | modify | 20 | 0.10 | 192.095 | 190.995 | 193.595 | ||
82 | 2024.05.05 23:53 | buy | 21 | 0.10 | 192.622 | 0.000 | 0.000 | ||
83 | 2024.05.05 23:53 | modify | 21 | 0.10 | 192.622 | 192.170 | 193.595 | ||
84 | 2024.05.05 23:53 | modify | 20 | 0.10 | 192.095 | 192.170 | 193.595 | ||
85 | 2024.05.06 02:57 | buy | 22 | 0.10 | 193.011 | 0.000 | 0.000 | ||
86 | 2024.05.06 02:57 | modify | 22 | 0.10 | 193.011 | 192.770 | 193.595 | ||
87 | 2024.05.06 02:57 | modify | 21 | 0.10 | 192.622 | 192.770 | 193.595 | ||
88 | 2024.05.06 02:57 | modify | 20 | 0.10 | 192.095 | 192.770 | 193.595 | ||
89 | 2024.05.06 03:29 | buy | 23 | 0.10 | 193.151 | 0.000 | 0.000 | ||
90 | 2024.05.06 03:29 | modify | 23 | 0.10 | 193.151 | 192.620 | 193.595 | ||
91 | 2024.05.06 03:29 | modify | 22 | 0.10 | 193.011 | 192.620 | 193.595 | ||
92 | 2024.05.06 03:29 | modify | 21 | 0.10 | 192.622 | 192.620 | 193.595 | ||
93 | 2024.05.06 03:29 | modify | 20 | 0.10 | 192.095 | 192.620 | 193.595 | ||
94 | 2024.05.06 14:53 | t/p | 20 | 0.10 | 193.595 | 192.620 | 193.595 | 107.70 | 10675.67 |
95 | 2024.05.06 14:53 | t/p | 21 | 0.10 | 193.595 | 192.620 | 193.595 | 70.26 | 10745.93 |
96 | 2024.05.06 14:53 | t/p | 22 | 0.10 | 193.595 | 192.620 | 193.595 | 41.49 | 10787.42 |
97 | 2024.05.06 14:53 | t/p | 23 | 0.10 | 193.595 | 192.620 | 193.595 | 31.54 | 10818.96 |
98 | 2024.05.13 20:00 | sell | 24 | 0.10 | 196.126 | 0.000 | 0.000 | ||
99 | 2024.05.13 20:00 | modify | 24 | 0.10 | 196.126 | 197.226 | 194.626 | ||
100 | 2024.05.16 00:27 | sell | 25 | 0.10 | 195.600 | 0.000 | 0.000 | ||
101 | 2024.05.16 00:27 | modify | 25 | 0.10 | 195.600 | 196.051 | 194.626 | ||
102 | 2024.05.16 00:27 | modify | 24 | 0.10 | 196.126 | 196.051 | 194.626 | ||
103 | 2024.05.16 00:55 | sell | 26 | 0.10 | 195.218 | 0.000 | 0.000 | ||
104 | 2024.05.16 00:55 | modify | 26 | 0.10 | 195.218 | 195.451 | 194.626 | ||
105 | 2024.05.16 00:55 | modify | 25 | 0.10 | 195.600 | 195.451 | 194.626 | ||
106 | 2024.05.16 00:55 | modify | 24 | 0.10 | 196.126 | 195.451 | 194.626 | ||
107 | 2024.05.16 00:58 | sell | 27 | 0.10 | 195.076 | 0.000 | 0.000 | ||
108 | 2024.05.16 00:58 | modify | 27 | 0.10 | 195.076 | 195.601 | 194.626 | ||
109 | 2024.05.16 00:58 | modify | 26 | 0.10 | 195.218 | 195.601 | 194.626 | ||
110 | 2024.05.16 00:58 | modify | 25 | 0.10 | 195.600 | 195.601 | 194.626 | ||
111 | 2024.05.16 00:58 | modify | 24 | 0.10 | 196.126 | 195.601 | 194.626 | ||
112 | 2024.05.16 02:00 | s/l | 24 | 0.10 | 195.601 | 195.601 | 194.626 | 24.62 | 10843.59 |
113 | 2024.05.16 02:00 | s/l | 25 | 0.10 | 195.601 | 195.601 | 194.626 | -0.07 | 10843.52 |
114 | 2024.05.16 02:00 | s/l | 26 | 0.10 | 195.601 | 195.601 | 194.626 | -27.20 | 10816.32 |
115 | 2024.05.16 02:00 | s/l | 27 | 0.10 | 195.601 | 195.601 | 194.626 | -37.29 | 10779.03 |
116 | 2024.07.03 20:00 | sell | 28 | 0.10 | 206.003 | 0.000 | 0.000 | ||
117 | 2024.07.03 20:00 | modify | 28 | 0.10 | 206.003 | 207.103 | 204.503 | ||
118 | 2024.07.04 10:26 | sell | 29 | 0.10 | 205.476 | 0.000 | 0.000 | ||
119 | 2024.07.04 10:26 | modify | 29 | 0.10 | 205.476 | 205.928 | 204.503 | ||
120 | 2024.07.04 10:26 | modify | 28 | 0.10 | 206.003 | 205.928 | 204.503 | ||
121 | 2024.07.05 03:20 | sell | 30 | 0.10 | 205.103 | 0.000 | 0.000 | ||
122 | 2024.07.05 03:20 | modify | 30 | 0.10 | 205.103 | 205.328 | 204.503 | ||
123 | 2024.07.05 03:20 | modify | 29 | 0.10 | 205.476 | 205.328 | 204.503 | ||
124 | 2024.07.05 03:20 | modify | 28 | 0.10 | 206.003 | 205.328 | 204.503 | ||
125 | 2024.07.05 06:38 | s/l | 28 | 0.10 | 205.328 | 205.328 | 204.503 | 37.81 | 10816.83 |
126 | 2024.07.05 06:38 | s/l | 29 | 0.10 | 205.328 | 205.328 | 204.503 | 7.98 | 10824.81 |
127 | 2024.07.05 06:38 | s/l | 30 | 0.10 | 205.328 | 205.328 | 204.503 | -15.97 | 10808.84 |
128 | 2024.07.25 12:00 | buy | 31 | 0.10 | 196.621 | 0.000 | 0.000 | ||
129 | 2024.07.25 12:00 | modify | 31 | 0.10 | 196.621 | 195.521 | 198.121 | ||
130 | 2024.07.25 12:30 | buy | 32 | 0.10 | 197.154 | 0.000 | 0.000 | ||
131 | 2024.07.25 12:30 | modify | 32 | 0.10 | 197.154 | 196.696 | 198.121 | ||
132 | 2024.07.25 12:30 | modify | 31 | 0.10 | 196.621 | 196.696 | 198.121 | ||
133 | 2024.07.25 12:34 | buy | 33 | 0.10 | 197.522 | 0.000 | 0.000 | ||
134 | 2024.07.25 12:34 | modify | 33 | 0.10 | 197.522 | 197.296 | 198.121 | ||
135 | 2024.07.25 12:34 | modify | 32 | 0.10 | 197.154 | 197.296 | 198.121 | ||
136 | 2024.07.25 12:34 | modify | 31 | 0.10 | 196.621 | 197.296 | 198.121 | ||
137 | 2024.07.25 12:35 | buy | 34 | 0.10 | 197.676 | 0.000 | 0.000 | ||
138 | 2024.07.25 12:35 | modify | 34 | 0.10 | 197.676 | 197.146 | 198.121 | ||
139 | 2024.07.25 12:35 | modify | 33 | 0.10 | 197.522 | 197.146 | 198.121 | ||
140 | 2024.07.25 12:35 | modify | 32 | 0.10 | 197.154 | 197.146 | 198.121 | ||
141 | 2024.07.25 12:35 | modify | 31 | 0.10 | 196.621 | 197.146 | 198.121 | ||
142 | 2024.07.25 12:43 | s/l | 31 | 0.10 | 197.146 | 197.146 | 198.121 | 37.29 | 10846.13 |
143 | 2024.07.25 12:43 | s/l | 32 | 0.10 | 197.146 | 197.146 | 198.121 | -0.57 | 10845.56 |
144 | 2024.07.25 12:43 | s/l | 33 | 0.10 | 197.146 | 197.146 | 198.121 | -26.71 | 10818.85 |
145 | 2024.07.25 12:43 | s/l | 34 | 0.10 | 197.146 | 197.146 | 198.121 | -37.65 | 10781.20 |
146 | 2024.08.16 04:00 | sell | 35 | 0.10 | 191.633 | 0.000 | 0.000 | ||
147 | 2024.08.16 04:00 | modify | 35 | 0.10 | 191.633 | 192.733 | 190.133 | ||
148 | 2024.08.16 11:23 | sell | 36 | 0.10 | 191.108 | 0.000 | 0.000 | ||
149 | 2024.08.16 11:23 | modify | 36 | 0.10 | 191.108 | 191.558 | 190.133 | ||
150 | 2024.08.16 11:23 | modify | 35 | 0.10 | 191.633 | 191.558 | 190.133 | ||
151 | 2024.08.16 12:31 | sell | 37 | 0.10 | 190.730 | 0.000 | 0.000 | ||
152 | 2024.08.16 12:31 | modify | 37 | 0.10 | 190.730 | 190.958 | 190.133 | ||
153 | 2024.08.16 12:31 | modify | 36 | 0.10 | 191.108 | 190.958 | 190.133 | ||
154 | 2024.08.16 12:31 | modify | 35 | 0.10 | 191.633 | 190.958 | 190.133 | ||
155 | 2024.08.16 12:58 | sell | 38 | 0.10 | 190.582 | 0.000 | 0.000 | ||
156 | 2024.08.16 12:58 | modify | 38 | 0.10 | 190.582 | 191.108 | 190.133 | ||
157 | 2024.08.16 12:58 | modify | 37 | 0.10 | 190.730 | 191.108 | 190.133 | ||
158 | 2024.08.16 12:58 | modify | 36 | 0.10 | 191.108 | 191.108 | 190.133 | ||
159 | 2024.08.16 12:58 | modify | 35 | 0.10 | 191.633 | 191.108 | 190.133 | ||
160 | 2024.08.16 15:19 | s/l | 35 | 0.10 | 191.108 | 191.108 | 190.133 | 37.28 | 10818.48 |
161 | 2024.08.16 15:19 | s/l | 36 | 0.10 | 191.108 | 191.108 | 190.133 | 0.00 | 10818.48 |
162 | 2024.08.16 15:19 | s/l | 37 | 0.10 | 191.108 | 191.108 | 190.133 | -26.85 | 10791.63 |
163 | 2024.08.16 15:19 | s/l | 38 | 0.10 | 191.108 | 191.108 | 190.133 | -37.36 | 10754.27 |