Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | 410.88 | Gross profit | 840.28 | Gross loss | -429.40 |
Profit factor | 1.96 | Expected payoff | 25.68 | ||
Absolute drawdown | 254.48 | Maximal drawdown | 486.66 (39.50%) | Relative drawdown | 39.50% (486.66) |
Total trades | 16 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
Largest | profit trade | 91.37 | loss trade | -110.16 | |
Average | profit trade | 76.39 | loss trade | -85.88 | |
Maximum | consecutive wins (profit in money) | 8 (626.23) | consecutive losses (loss in money) | 4 (-415.40) | |
Maximal | consecutive profit (count of wins) | 626.23 (8) | consecutive loss (count of losses) | -415.40 (4) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.02.13 20:00 | sell | 1 | 0.10 | 189.704 | 0.000 | 0.000 | ||
2 | 2024.02.13 20:00 | modify | 1 | 0.10 | 189.704 | 191.204 | 188.304 | ||
3 | 2024.02.15 12:00 | t/p | 1 | 0.10 | 188.304 | 191.204 | 188.304 | 80.02 | 1080.02 |
4 | 2024.03.04 20:00 | sell | 2 | 0.10 | 191.055 | 0.000 | 0.000 | ||
5 | 2024.03.04 20:00 | modify | 2 | 0.10 | 191.055 | 192.555 | 189.655 | ||
6 | 2024.03.06 08:00 | sell | 3 | 0.10 | 190.064 | 0.000 | 0.000 | ||
7 | 2024.03.06 08:00 | modify | 3 | 0.10 | 190.064 | 190.285 | 189.655 | ||
8 | 2024.03.06 08:00 | modify | 2 | 0.10 | 191.055 | 190.285 | 189.655 | ||
9 | 2024.03.06 12:00 | s/l | 2 | 0.10 | 190.285 | 190.285 | 189.655 | 44.44 | 1124.47 |
10 | 2024.03.06 12:00 | s/l | 3 | 0.10 | 190.285 | 190.285 | 189.655 | -14.00 | 1110.47 |
11 | 2024.05.03 20:00 | buy | 4 | 0.10 | 191.893 | 0.000 | 0.000 | ||
12 | 2024.05.03 20:00 | modify | 4 | 0.10 | 191.893 | 190.393 | 193.293 | ||
13 | 2024.05.06 08:00 | t/p | 4 | 0.10 | 193.293 | 190.393 | 193.293 | 89.59 | 1200.05 |
14 | 2024.05.13 20:00 | sell | 5 | 0.10 | 196.126 | 0.000 | 0.000 | ||
15 | 2024.05.13 20:00 | modify | 5 | 0.10 | 196.126 | 197.626 | 194.726 | ||
16 | 2024.05.17 16:00 | s/l | 5 | 0.10 | 197.626 | 197.626 | 194.726 | -107.98 | 1092.07 |
17 | 2024.07.03 20:00 | sell | 6 | 0.10 | 206.003 | 0.000 | 0.000 | ||
18 | 2024.07.03 20:00 | modify | 6 | 0.10 | 206.003 | 207.503 | 204.603 | ||
19 | 2024.07.10 16:00 | s/l | 6 | 0.10 | 207.503 | 207.503 | 204.603 | -110.16 | 981.91 |
20 | 2024.07.11 20:00 | buy | 7 | 0.10 | 205.103 | 0.000 | 0.000 | ||
21 | 2024.07.11 20:00 | modify | 7 | 0.10 | 205.103 | 203.603 | 206.503 | ||
22 | 2024.07.17 12:00 | s/l | 7 | 0.10 | 203.603 | 203.603 | 206.503 | -91.43 | 890.49 |
23 | 2024.08.12 16:00 | sell | 8 | 0.10 | 188.442 | 0.000 | 0.000 | ||
24 | 2024.08.12 16:00 | modify | 8 | 0.10 | 188.442 | 189.942 | 187.042 | ||
25 | 2024.08.15 16:00 | s/l | 8 | 0.10 | 189.942 | 189.942 | 187.042 | -105.83 | 784.66 |
26 | 2024.09.13 16:00 | buy | 9 | 0.10 | 184.858 | 0.000 | 0.000 | ||
27 | 2024.09.13 16:00 | modify | 9 | 0.10 | 184.858 | 183.358 | 186.258 | ||
28 | 2024.09.17 00:00 | t/p | 9 | 0.10 | 186.258 | 183.358 | 186.258 | 90.47 | 875.13 |
29 | 2024.10.06 20:00 | sell | 10 | 0.10 | 194.784 | 0.000 | 0.000 | ||
30 | 2024.10.06 20:00 | modify | 10 | 0.10 | 194.784 | 196.284 | 193.384 | ||
31 | 2024.10.07 16:00 | t/p | 10 | 0.10 | 193.384 | 196.284 | 193.384 | 86.52 | 961.65 |
32 | 2024.10.09 20:00 | sell | 11 | 0.10 | 195.073 | 0.000 | 0.000 | ||
33 | 2024.10.09 20:00 | modify | 11 | 0.10 | 195.073 | 196.573 | 193.673 | ||
34 | 2024.10.10 16:00 | t/p | 11 | 0.10 | 193.673 | 196.573 | 193.673 | 82.18 | 1043.82 |
35 | 2024.10.31 20:00 | buy | 12 | 0.10 | 195.909 | 0.000 | 0.000 | ||
36 | 2024.10.31 20:00 | modify | 12 | 0.10 | 195.909 | 194.409 | 197.309 | ||
37 | 2024.11.01 12:00 | t/p | 12 | 0.10 | 197.309 | 194.409 | 197.309 | 89.58 | 1133.40 |
38 | 2024.11.10 20:00 | buy | 13 | 0.10 | 196.889 | 0.000 | 0.000 | ||
39 | 2024.11.10 20:00 | modify | 13 | 0.10 | 196.889 | 195.389 | 198.289 | ||
40 | 2024.11.11 00:00 | buy | 14 | 0.10 | 197.527 | 0.000 | 0.000 | ||
41 | 2024.11.11 00:00 | modify | 14 | 0.10 | 197.527 | 196.959 | 198.289 | ||
42 | 2024.11.11 00:00 | buy | 15 | 0.10 | 197.527 | 0.000 | 0.000 | ||
43 | 2024.11.11 00:00 | modify | 15 | 0.10 | 197.527 | 197.239 | 198.289 | ||
44 | 2024.11.11 00:00 | modify | 13 | 0.10 | 196.889 | 197.239 | 198.289 | ||
45 | 2024.11.11 04:00 | modify | 14 | 0.10 | 197.527 | 197.239 | 198.289 | ||
46 | 2024.11.11 08:00 | t/p | 13 | 0.10 | 198.289 | 197.239 | 198.289 | 89.58 | 1222.98 |
47 | 2024.11.11 08:00 | t/p | 14 | 0.10 | 198.289 | 197.239 | 198.289 | 48.27 | 1271.25 |
48 | 2024.11.11 08:00 | t/p | 15 | 0.10 | 198.289 | 197.239 | 198.289 | 48.27 | 1319.52 |
49 | 2024.11.17 20:00 | buy | 16 | 0.10 | 194.843 | 0.000 | 0.000 | ||
50 | 2024.11.17 20:00 | modify | 16 | 0.10 | 194.843 | 193.343 | 196.243 | ||
51 | 2024.11.20 00:00 | t/p | 16 | 0.10 | 196.243 | 193.343 | 196.243 | 91.37 | 1410.88 |