Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) |
Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) |
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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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; |
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Bars in test | 2612 | Ticks modelled | 4224 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 1000.00 | | | Spread | 40 |
Total net profit | 488.71 | Gross profit | 794.43 | Gross loss | -305.72 |
Profit factor | 2.60 | Expected payoff | 37.59 | | |
Absolute drawdown | 96.92 | Maximal drawdown | 296.31 (21.63%) | Relative drawdown | 21.63% (296.31) |
|
Total trades | 13 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 9 (69.23%) | Loss trades (% of total) | 4 (30.77%) |
Largest | profit trade | 100.02 | loss trade | -96.92 |
Average | profit trade | 88.27 | loss trade | -76.43 |
Maximum | consecutive wins (profit in money) | 5 (404.92) | consecutive losses (loss in money) | 2 (-188.70) |
Maximal | consecutive profit (count of wins) | 404.92 (5) | consecutive loss (count of losses) | -188.70 (2) |
Average | consecutive wins | 5 | consecutive losses | 1 |