Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:59 (2023.09.01 - 2024.09.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 7217 | Ticks modelled | 13434 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 624.13 | Gross profit | 1936.86 | Gross loss | -1312.73 |
Profit factor | 1.48 | Expected payoff | 13.28 | ||
Absolute drawdown | 151.31 | Maximal drawdown | 363.00 (3.41%) | Relative drawdown | 3.41% (363.00) |
Total trades | 47 | Short positions (won %) | 32 (59.38%) | Long positions (won %) | 15 (60.00%) |
Profit trades (% of total) | 28 (59.57%) | Loss trades (% of total) | 19 (40.43%) | ||
Largest | profit trade | 106.15 | loss trade | -117.03 | |
Average | profit trade | 69.17 | loss trade | -69.09 | |
Maximum | consecutive wins (profit in money) | 5 (376.36) | consecutive losses (loss in money) | 3 (-325.77) | |
Maximal | consecutive profit (count of wins) | 376.36 (5) | consecutive loss (count of losses) | -325.77 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.07 12:00 | buy | 1 | 0.10 | 183.555 | 0.000 | 0.000 | ||
2 | 2023.09.07 12:00 | modify | 1 | 0.10 | 183.555 | 182.155 | 184.955 | ||
3 | 2023.09.13 05:00 | buy | 2 | 0.10 | 184.195 | 0.000 | 0.000 | ||
4 | 2023.09.13 05:00 | modify | 2 | 0.10 | 184.195 | 183.835 | 184.955 | ||
5 | 2023.09.13 05:00 | buy | 3 | 0.10 | 184.195 | 0.000 | 0.000 | ||
6 | 2023.09.13 05:00 | modify | 3 | 0.10 | 184.195 | 183.905 | 184.955 | ||
7 | 2023.09.13 05:00 | modify | 1 | 0.10 | 183.555 | 183.905 | 184.955 | ||
8 | 2023.09.13 06:00 | modify | 2 | 0.10 | 184.195 | 183.905 | 184.955 | ||
9 | 2023.09.13 07:00 | s/l | 1 | 0.10 | 183.905 | 183.905 | 184.955 | 29.39 | 10029.39 |
10 | 2023.09.13 07:00 | s/l | 2 | 0.10 | 183.905 | 183.905 | 184.955 | -20.57 | 10008.82 |
11 | 2023.09.13 07:00 | s/l | 3 | 0.10 | 183.905 | 183.905 | 184.955 | -20.57 | 9988.25 |
12 | 2023.09.21 11:00 | buy | 4 | 0.10 | 181.670 | 0.000 | 0.000 | ||
13 | 2023.09.21 11:00 | modify | 4 | 0.10 | 181.670 | 180.270 | 183.070 | ||
14 | 2023.09.28 12:00 | buy | 5 | 0.10 | 182.328 | 0.000 | 0.000 | ||
15 | 2023.09.28 12:00 | modify | 5 | 0.10 | 182.328 | 181.950 | 183.070 | ||
16 | 2023.09.28 12:00 | buy | 6 | 0.10 | 182.328 | 0.000 | 0.000 | ||
17 | 2023.09.28 12:00 | modify | 6 | 0.10 | 182.328 | 182.020 | 183.070 | ||
18 | 2023.09.28 12:00 | modify | 4 | 0.10 | 181.670 | 182.020 | 183.070 | ||
19 | 2023.09.28 13:00 | s/l | 4 | 0.10 | 182.020 | 182.020 | 183.070 | 32.82 | 10021.07 |
20 | 2023.09.28 13:00 | s/l | 6 | 0.10 | 182.020 | 182.020 | 183.070 | -21.85 | 9999.22 |
21 | 2023.09.28 13:00 | close | 5 | 0.10 | 181.993 | 181.950 | 183.070 | -23.76 | 9975.46 |
22 | 2023.10.06 10:00 | sell | 7 | 0.10 | 181.867 | 0.000 | 0.000 | ||
23 | 2023.10.06 10:00 | modify | 7 | 0.10 | 181.867 | 183.267 | 180.467 | ||
24 | 2023.10.11 13:00 | s/l | 7 | 0.10 | 183.267 | 183.267 | 180.467 | -106.90 | 9868.56 |
25 | 2023.10.11 14:00 | sell | 8 | 0.10 | 183.670 | 0.000 | 0.000 | ||
26 | 2023.10.11 14:00 | modify | 8 | 0.10 | 183.670 | 185.070 | 182.270 | ||
27 | 2023.10.12 16:00 | sell | 9 | 0.10 | 182.822 | 0.000 | 0.000 | ||
28 | 2023.10.12 16:00 | modify | 9 | 0.10 | 182.822 | 183.180 | 182.270 | ||
29 | 2023.10.12 16:00 | modify | 8 | 0.10 | 183.670 | 183.180 | 182.270 | ||
30 | 2023.10.13 11:00 | t/p | 8 | 0.10 | 182.270 | 183.180 | 182.270 | 89.17 | 9957.73 |
31 | 2023.10.13 11:00 | t/p | 9 | 0.10 | 182.270 | 183.180 | 182.270 | 36.62 | 9994.34 |
32 | 2023.10.23 16:00 | sell | 10 | 0.10 | 183.221 | 0.000 | 0.000 | ||
33 | 2023.10.23 16:00 | modify | 10 | 0.10 | 183.221 | 184.621 | 181.821 | ||
34 | 2023.10.25 06:00 | sell | 11 | 0.10 | 182.358 | 0.000 | 0.000 | ||
35 | 2023.10.25 06:00 | modify | 11 | 0.10 | 182.358 | 182.731 | 181.821 | ||
36 | 2023.10.25 06:00 | modify | 10 | 0.10 | 183.221 | 182.731 | 181.821 | ||
37 | 2023.10.25 10:00 | t/p | 10 | 0.10 | 181.821 | 182.731 | 181.821 | 94.23 | 10088.58 |
38 | 2023.10.25 10:00 | t/p | 11 | 0.10 | 181.821 | 182.731 | 181.821 | 38.09 | 10126.67 |
39 | 2023.10.25 10:00 | buy | 12 | 0.10 | 181.747 | 0.000 | 0.000 | ||
40 | 2023.10.25 10:00 | modify | 12 | 0.10 | 181.747 | 180.347 | 183.147 | ||
41 | 2023.10.31 10:00 | t/p | 12 | 0.10 | 183.147 | 180.347 | 183.147 | 106.15 | 10232.82 |
42 | 2023.11.03 15:00 | sell | 13 | 0.10 | 184.485 | 0.000 | 0.000 | ||
43 | 2023.11.03 15:00 | modify | 13 | 0.10 | 184.485 | 185.885 | 183.085 | ||
44 | 2023.11.06 11:00 | s/l | 13 | 0.10 | 185.885 | 185.885 | 183.085 | -101.83 | 10130.98 |
45 | 2023.11.14 15:00 | sell | 14 | 0.10 | 187.853 | 0.000 | 0.000 | ||
46 | 2023.11.14 15:00 | modify | 14 | 0.10 | 187.853 | 189.253 | 186.453 | ||
47 | 2023.11.16 18:00 | sell | 15 | 0.10 | 187.006 | 0.000 | 0.000 | ||
48 | 2023.11.16 18:00 | modify | 15 | 0.10 | 187.006 | 187.363 | 186.453 | ||
49 | 2023.11.16 18:00 | modify | 14 | 0.10 | 187.853 | 187.363 | 186.453 | ||
50 | 2023.11.17 08:00 | t/p | 14 | 0.10 | 186.453 | 187.363 | 186.453 | 86.63 | 10217.62 |
51 | 2023.11.17 08:00 | t/p | 15 | 0.10 | 186.453 | 187.363 | 186.453 | 36.70 | 10254.31 |
52 | 2023.11.24 15:00 | sell | 16 | 0.10 | 188.353 | 0.000 | 0.000 | ||
53 | 2023.11.24 15:00 | modify | 16 | 0.10 | 188.353 | 189.753 | 186.953 | ||
54 | 2023.11.27 16:00 | sell | 17 | 0.10 | 187.709 | 0.000 | 0.000 | ||
55 | 2023.11.27 16:00 | modify | 17 | 0.10 | 187.709 | 188.073 | 186.953 | ||
56 | 2023.11.27 16:00 | sell | 18 | 0.10 | 187.709 | 0.000 | 0.000 | ||
57 | 2023.11.27 16:00 | modify | 18 | 0.10 | 187.709 | 188.003 | 186.953 | ||
58 | 2023.11.27 16:00 | modify | 16 | 0.10 | 188.353 | 188.003 | 186.953 | ||
59 | 2023.11.27 17:00 | modify | 17 | 0.10 | 187.709 | 188.003 | 186.953 | ||
60 | 2023.11.28 00:00 | sell | 19 | 0.10 | 187.511 | 0.000 | 0.000 | ||
61 | 2023.11.28 00:00 | modify | 19 | 0.10 | 187.511 | 187.863 | 186.953 | ||
62 | 2023.11.28 00:00 | modify | 18 | 0.10 | 187.709 | 187.863 | 186.953 | ||
63 | 2023.11.28 00:00 | modify | 17 | 0.10 | 187.709 | 187.863 | 186.953 | ||
64 | 2023.11.28 00:00 | modify | 16 | 0.10 | 188.353 | 187.863 | 186.953 | ||
65 | 2023.11.28 09:00 | s/l | 16 | 0.10 | 187.863 | 187.863 | 186.953 | 29.69 | 10284.01 |
66 | 2023.11.28 09:00 | s/l | 17 | 0.10 | 187.863 | 187.863 | 186.953 | -13.45 | 10270.55 |
67 | 2023.11.28 09:00 | s/l | 18 | 0.10 | 187.863 | 187.863 | 186.953 | -13.45 | 10257.10 |
68 | 2023.11.28 09:00 | s/l | 19 | 0.10 | 187.863 | 187.863 | 186.953 | -24.97 | 10232.13 |
69 | 2023.12.11 11:00 | sell | 20 | 0.10 | 183.846 | 0.000 | 0.000 | ||
70 | 2023.12.11 11:00 | modify | 20 | 0.10 | 183.846 | 185.246 | 182.446 | ||
71 | 2023.12.12 05:00 | sell | 21 | 0.10 | 183.005 | 0.000 | 0.000 | ||
72 | 2023.12.12 05:00 | modify | 21 | 0.10 | 183.005 | 183.356 | 182.446 | ||
73 | 2023.12.12 05:00 | modify | 20 | 0.10 | 183.846 | 183.356 | 182.446 | ||
74 | 2023.12.12 12:00 | t/p | 20 | 0.10 | 182.446 | 183.356 | 182.446 | 96.77 | 10328.90 |
75 | 2023.12.12 12:00 | t/p | 21 | 0.10 | 182.446 | 183.356 | 182.446 | 39.65 | 10368.55 |
76 | 2023.12.19 14:00 | sell | 22 | 0.10 | 183.868 | 0.000 | 0.000 | ||
77 | 2023.12.19 14:00 | modify | 22 | 0.10 | 183.868 | 185.268 | 182.468 | ||
78 | 2023.12.20 01:00 | sell | 23 | 0.10 | 183.022 | 0.000 | 0.000 | ||
79 | 2023.12.20 01:00 | modify | 23 | 0.10 | 183.022 | 183.378 | 182.468 | ||
80 | 2023.12.20 01:00 | modify | 22 | 0.10 | 183.868 | 183.378 | 182.468 | ||
81 | 2023.12.20 05:00 | t/p | 22 | 0.10 | 182.468 | 183.378 | 182.468 | 96.77 | 10465.31 |
82 | 2023.12.20 05:00 | t/p | 23 | 0.10 | 182.468 | 183.378 | 182.468 | 39.30 | 10504.61 |
83 | 2023.12.28 10:00 | buy | 24 | 0.10 | 180.088 | 0.000 | 0.000 | ||
84 | 2023.12.28 10:00 | modify | 24 | 0.10 | 180.088 | 178.688 | 181.488 | ||
85 | 2024.01.03 18:00 | t/p | 24 | 0.10 | 181.488 | 178.688 | 181.488 | 103.88 | 10608.49 |
86 | 2024.01.04 15:00 | sell | 25 | 0.10 | 183.557 | 0.000 | 0.000 | ||
87 | 2024.01.04 15:00 | modify | 25 | 0.10 | 183.557 | 184.957 | 182.157 | ||
88 | 2024.01.10 14:00 | s/l | 25 | 0.10 | 184.957 | 184.957 | 182.157 | -109.43 | 10499.06 |
89 | 2024.01.17 10:00 | sell | 26 | 0.10 | 187.313 | 0.000 | 0.000 | ||
90 | 2024.01.17 10:00 | modify | 26 | 0.10 | 187.313 | 188.713 | 185.913 | ||
91 | 2024.01.19 06:00 | s/l | 26 | 0.10 | 188.713 | 188.713 | 185.913 | -109.43 | 10389.62 |
92 | 2024.02.08 11:00 | sell | 27 | 0.10 | 188.171 | 0.000 | 0.000 | ||
93 | 2024.02.08 11:00 | modify | 27 | 0.10 | 188.171 | 189.571 | 186.771 | ||
94 | 2024.02.13 14:00 | s/l | 27 | 0.10 | 189.571 | 189.571 | 186.771 | -106.90 | 10282.72 |
95 | 2024.02.13 17:00 | sell | 28 | 0.10 | 189.957 | 0.000 | 0.000 | ||
96 | 2024.02.13 17:00 | modify | 28 | 0.10 | 189.957 | 191.357 | 188.557 | ||
97 | 2024.02.15 08:00 | t/p | 28 | 0.10 | 188.557 | 191.357 | 188.557 | 89.16 | 10371.88 |
98 | 2024.03.04 16:00 | sell | 29 | 0.10 | 191.079 | 0.000 | 0.000 | ||
99 | 2024.03.04 16:00 | modify | 29 | 0.10 | 191.079 | 192.479 | 189.679 | ||
100 | 2024.03.05 20:00 | sell | 30 | 0.10 | 190.444 | 0.000 | 0.000 | ||
101 | 2024.03.05 20:00 | modify | 30 | 0.10 | 190.444 | 190.799 | 189.679 | ||
102 | 2024.03.05 20:00 | sell | 31 | 0.10 | 190.444 | 0.000 | 0.000 | ||
103 | 2024.03.05 20:00 | modify | 31 | 0.10 | 190.444 | 190.729 | 189.679 | ||
104 | 2024.03.05 20:00 | modify | 29 | 0.10 | 191.079 | 190.729 | 189.679 | ||
105 | 2024.03.05 21:00 | modify | 30 | 0.10 | 190.444 | 190.729 | 189.679 | ||
106 | 2024.03.07 01:00 | t/p | 29 | 0.10 | 189.679 | 190.729 | 189.679 | 86.63 | 10458.51 |
107 | 2024.03.07 01:00 | t/p | 30 | 0.10 | 189.679 | 190.729 | 189.679 | 44.13 | 10502.64 |
108 | 2024.03.07 01:00 | t/p | 31 | 0.10 | 189.679 | 190.729 | 189.679 | 44.13 | 10546.77 |
109 | 2024.03.19 15:00 | sell | 32 | 0.10 | 191.595 | 0.000 | 0.000 | ||
110 | 2024.03.19 15:00 | modify | 32 | 0.10 | 191.595 | 192.995 | 190.195 | ||
111 | 2024.03.20 19:00 | s/l | 32 | 0.10 | 192.995 | 192.995 | 190.195 | -101.83 | 10444.93 |
112 | 2024.04.03 15:00 | sell | 33 | 0.10 | 191.532 | 0.000 | 0.000 | ||
113 | 2024.04.03 15:00 | modify | 33 | 0.10 | 191.532 | 192.932 | 190.132 | ||
114 | 2024.04.10 13:00 | s/l | 33 | 0.10 | 192.932 | 192.932 | 190.132 | -117.03 | 10327.90 |
115 | 2024.04.12 13:00 | buy | 34 | 0.10 | 190.412 | 0.000 | 0.000 | ||
116 | 2024.04.12 13:00 | modify | 34 | 0.10 | 190.412 | 189.012 | 191.812 | ||
117 | 2024.04.15 00:00 | buy | 35 | 0.10 | 191.047 | 0.000 | 0.000 | ||
118 | 2024.04.15 00:00 | modify | 35 | 0.10 | 191.047 | 190.692 | 191.812 | ||
119 | 2024.04.15 00:00 | buy | 36 | 0.10 | 191.047 | 0.000 | 0.000 | ||
120 | 2024.04.15 00:00 | modify | 36 | 0.10 | 191.047 | 190.762 | 191.812 | ||
121 | 2024.04.15 00:00 | modify | 34 | 0.10 | 190.412 | 190.762 | 191.812 | ||
122 | 2024.04.15 01:00 | modify | 35 | 0.10 | 191.047 | 190.762 | 191.812 | ||
123 | 2024.04.15 07:00 | t/p | 34 | 0.10 | 191.812 | 190.762 | 191.812 | 100.45 | 10428.35 |
124 | 2024.04.15 07:00 | t/p | 35 | 0.10 | 191.812 | 190.762 | 191.812 | 54.27 | 10482.62 |
125 | 2024.04.15 07:00 | t/p | 36 | 0.10 | 191.812 | 190.762 | 191.812 | 54.27 | 10536.89 |
126 | 2024.04.26 16:00 | sell | 37 | 0.10 | 196.574 | 0.000 | 0.000 | ||
127 | 2024.04.26 16:00 | modify | 37 | 0.10 | 196.574 | 197.974 | 195.174 | ||
128 | 2024.04.28 23:00 | s/l | 37 | 0.10 | 197.974 | 197.974 | 195.174 | -99.29 | 10437.60 |
129 | 2024.05.02 15:00 | buy | 38 | 0.10 | 192.375 | 0.000 | 0.000 | ||
130 | 2024.05.02 15:00 | modify | 38 | 0.10 | 192.375 | 190.975 | 193.775 | ||
131 | 2024.05.07 02:00 | t/p | 38 | 0.10 | 193.775 | 190.975 | 193.775 | 102.74 | 10540.34 |
132 | 2024.05.13 16:00 | sell | 39 | 0.10 | 196.161 | 0.000 | 0.000 | ||
133 | 2024.05.13 16:00 | modify | 39 | 0.10 | 196.161 | 197.561 | 194.761 | ||
134 | 2024.05.16 05:00 | sell | 40 | 0.10 | 195.298 | 0.000 | 0.000 | ||
135 | 2024.05.16 05:00 | modify | 40 | 0.10 | 195.298 | 195.671 | 194.761 | ||
136 | 2024.05.16 05:00 | modify | 39 | 0.10 | 196.161 | 195.671 | 194.761 | ||
137 | 2024.05.16 07:00 | s/l | 39 | 0.10 | 195.671 | 195.671 | 194.761 | 22.08 | 10562.42 |
138 | 2024.05.16 07:00 | s/l | 40 | 0.10 | 195.671 | 195.671 | 194.761 | -26.46 | 10535.96 |
139 | 2024.06.04 10:00 | buy | 41 | 0.10 | 198.064 | 0.000 | 0.000 | ||
140 | 2024.06.04 10:00 | modify | 41 | 0.10 | 198.064 | 196.664 | 199.464 | ||
141 | 2024.06.05 08:00 | t/p | 41 | 0.10 | 199.464 | 196.664 | 199.464 | 100.45 | 10636.41 |
142 | 2024.07.01 14:00 | sell | 42 | 0.10 | 204.502 | 0.000 | 0.000 | ||
143 | 2024.07.01 14:00 | modify | 42 | 0.10 | 204.502 | 205.902 | 203.102 | ||
144 | 2024.07.03 13:00 | s/l | 42 | 0.10 | 205.902 | 205.902 | 203.102 | -104.37 | 10532.05 |
145 | 2024.07.10 16:00 | sell | 43 | 0.10 | 207.690 | 0.000 | 0.000 | ||
146 | 2024.07.10 16:00 | modify | 43 | 0.10 | 207.690 | 209.090 | 206.290 | ||
147 | 2024.07.11 13:00 | t/p | 43 | 0.10 | 206.290 | 209.090 | 206.290 | 91.70 | 10623.75 |
148 | 2024.07.11 13:00 | buy | 44 | 0.10 | 205.189 | 0.000 | 0.000 | ||
149 | 2024.07.11 13:00 | modify | 44 | 0.10 | 205.189 | 203.789 | 206.589 | ||
150 | 2024.07.17 09:00 | s/l | 44 | 0.10 | 203.789 | 203.789 | 206.589 | -94.74 | 10529.00 |
151 | 2024.07.24 15:00 | buy | 45 | 0.10 | 198.023 | 0.000 | 0.000 | ||
152 | 2024.07.24 15:00 | modify | 45 | 0.10 | 198.023 | 196.623 | 199.423 | ||
153 | 2024.07.25 03:00 | s/l | 45 | 0.10 | 196.623 | 196.623 | 199.423 | -95.87 | 10433.13 |
154 | 2024.08.12 15:00 | sell | 46 | 0.10 | 189.035 | 0.000 | 0.000 | ||
155 | 2024.08.12 15:00 | modify | 46 | 0.10 | 189.035 | 190.435 | 187.635 | ||
156 | 2024.08.13 00:00 | t/p | 46 | 0.10 | 187.635 | 190.435 | 187.635 | 96.77 | 10529.90 |
157 | 2024.08.15 13:00 | sell | 47 | 0.10 | 190.922 | 0.000 | 0.000 | ||
158 | 2024.08.15 13:00 | modify | 47 | 0.10 | 190.922 | 192.322 | 189.522 | ||
159 | 2024.08.19 05:00 | t/p | 47 | 0.10 | 189.522 | 192.322 | 189.522 | 94.23 | 10624.13 |