Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 7242 | Ticks modelled | 158420 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | 1341.18 | Gross profit | 1665.51 | Gross loss | -324.33 |
Profit factor | 5.14 | Expected payoff | 32.71 | ||
Absolute drawdown | 2.98 | Maximal drawdown | 173.40 (8.09%) | Relative drawdown | 8.09% (173.40) |
Total trades | 41 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 35 (82.86%) |
Profit trades (% of total) | 33 (80.49%) | Loss trades (% of total) | 8 (19.51%) | ||
Largest | profit trade | 97.66 | loss trade | -88.63 | |
Average | profit trade | 50.47 | loss trade | -40.54 | |
Maximum | consecutive wins (profit in money) | 16 (854.71) | consecutive losses (loss in money) | 1 (-88.63) | |
Maximal | consecutive profit (count of wins) | 854.71 (16) | consecutive loss (count of losses) | -88.63 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.04.19 03:00 | buy | 1 | 0.10 | 190.809 | 0.000 | 0.000 | ||
2 | 2024.04.19 03:00 | modify | 1 | 0.10 | 190.809 | 189.409 | 192.309 | ||
3 | 2024.04.19 03:25 | buy | 2 | 0.10 | 191.640 | 0.000 | 0.000 | ||
4 | 2024.04.19 03:25 | modify | 2 | 0.10 | 191.640 | 191.184 | 192.309 | ||
5 | 2024.04.19 03:25 | modify | 1 | 0.10 | 190.809 | 191.184 | 192.309 | ||
6 | 2024.04.19 06:50 | buy | 3 | 0.10 | 192.035 | 0.000 | 0.000 | ||
7 | 2024.04.19 06:50 | modify | 3 | 0.10 | 192.035 | 191.559 | 192.309 | ||
8 | 2024.04.19 06:50 | modify | 2 | 0.10 | 191.640 | 191.559 | 192.309 | ||
9 | 2024.04.19 06:50 | modify | 1 | 0.10 | 190.809 | 191.559 | 192.309 | ||
10 | 2024.04.19 07:50 | t/p | 1 | 0.10 | 192.309 | 191.559 | 192.309 | 94.97 | 1094.97 |
11 | 2024.04.19 07:50 | t/p | 2 | 0.10 | 192.309 | 191.559 | 192.309 | 42.36 | 1137.33 |
12 | 2024.04.19 07:50 | t/p | 3 | 0.10 | 192.309 | 191.559 | 192.309 | 17.35 | 1154.68 |
13 | 2024.04.29 02:00 | sell | 4 | 0.10 | 199.314 | 0.000 | 0.000 | ||
14 | 2024.04.29 02:00 | modify | 4 | 0.10 | 199.314 | 200.714 | 197.814 | ||
15 | 2024.04.29 04:15 | t/p | 4 | 0.10 | 197.814 | 200.714 | 197.814 | 94.96 | 1249.64 |
16 | 2024.05.01 21:00 | buy | 5 | 0.10 | 193.629 | 0.000 | 0.000 | ||
17 | 2024.05.01 21:00 | modify | 5 | 0.10 | 193.629 | 192.229 | 195.129 | ||
18 | 2024.05.01 22:10 | buy | 6 | 0.10 | 194.308 | 0.000 | 0.000 | ||
19 | 2024.05.01 22:10 | modify | 6 | 0.10 | 194.308 | 193.929 | 195.129 | ||
20 | 2024.05.01 22:10 | modify | 5 | 0.10 | 193.629 | 193.929 | 195.129 | ||
21 | 2024.05.01 22:50 | buy | 7 | 0.10 | 194.832 | 0.000 | 0.000 | ||
22 | 2024.05.01 22:50 | modify | 7 | 0.10 | 194.832 | 194.379 | 195.129 | ||
23 | 2024.05.01 22:50 | modify | 6 | 0.10 | 194.308 | 194.379 | 195.129 | ||
24 | 2024.05.01 22:50 | modify | 5 | 0.10 | 193.629 | 194.379 | 195.129 | ||
25 | 2024.05.01 23:20 | t/p | 5 | 0.10 | 195.129 | 194.379 | 195.129 | 94.97 | 1344.61 |
26 | 2024.05.01 23:20 | t/p | 6 | 0.10 | 195.129 | 194.379 | 195.129 | 51.98 | 1396.59 |
27 | 2024.05.01 23:20 | t/p | 7 | 0.10 | 195.129 | 194.379 | 195.129 | 18.80 | 1415.39 |
28 | 2024.05.02 15:00 | buy | 8 | 0.10 | 192.375 | 0.000 | 0.000 | ||
29 | 2024.05.02 15:00 | modify | 8 | 0.10 | 192.375 | 190.975 | 193.875 | ||
30 | 2024.05.06 03:46 | buy | 9 | 0.10 | 193.208 | 0.000 | 0.000 | ||
31 | 2024.05.06 03:46 | modify | 9 | 0.10 | 193.208 | 192.750 | 193.875 | ||
32 | 2024.05.06 03:46 | modify | 8 | 0.10 | 192.375 | 192.750 | 193.875 | ||
33 | 2024.05.06 06:22 | buy | 10 | 0.10 | 193.059 | 0.000 | 0.000 | ||
34 | 2024.05.06 06:22 | modify | 10 | 0.10 | 193.059 | 192.675 | 193.875 | ||
35 | 2024.05.06 06:25 | modify | 10 | 0.10 | 193.059 | 192.750 | 193.875 | ||
36 | 2024.05.06 13:50 | buy | 11 | 0.10 | 193.586 | 0.000 | 0.000 | ||
37 | 2024.05.06 13:50 | modify | 11 | 0.10 | 193.586 | 193.125 | 193.875 | ||
38 | 2024.05.06 13:50 | modify | 9 | 0.10 | 193.208 | 193.125 | 193.875 | ||
39 | 2024.05.06 13:50 | modify | 10 | 0.10 | 193.059 | 193.125 | 193.875 | ||
40 | 2024.05.06 13:50 | modify | 8 | 0.10 | 192.375 | 193.125 | 193.875 | ||
41 | 2024.05.07 01:50 | t/p | 8 | 0.10 | 193.875 | 193.125 | 193.875 | 97.66 | 1513.05 |
42 | 2024.05.07 01:50 | t/p | 9 | 0.10 | 193.875 | 193.125 | 193.875 | 43.13 | 1556.17 |
43 | 2024.05.07 01:50 | t/p | 10 | 0.10 | 193.875 | 193.125 | 193.875 | 52.56 | 1608.73 |
44 | 2024.05.07 01:50 | t/p | 11 | 0.10 | 193.875 | 193.125 | 193.875 | 19.19 | 1627.92 |
45 | 2024.06.04 10:00 | buy | 12 | 0.10 | 198.064 | 0.000 | 0.000 | ||
46 | 2024.06.04 10:00 | modify | 12 | 0.10 | 198.064 | 196.664 | 199.564 | ||
47 | 2024.06.05 03:12 | buy | 13 | 0.10 | 198.747 | 0.000 | 0.000 | ||
48 | 2024.06.05 03:12 | modify | 13 | 0.10 | 198.747 | 198.364 | 199.564 | ||
49 | 2024.06.05 03:12 | modify | 12 | 0.10 | 198.064 | 198.364 | 199.564 | ||
50 | 2024.06.05 06:15 | buy | 14 | 0.10 | 198.891 | 0.000 | 0.000 | ||
51 | 2024.06.05 06:15 | modify | 14 | 0.10 | 198.891 | 198.439 | 199.564 | ||
52 | 2024.06.05 06:15 | modify | 13 | 0.10 | 198.747 | 198.439 | 199.564 | ||
53 | 2024.06.05 06:15 | modify | 12 | 0.10 | 198.064 | 198.439 | 199.564 | ||
54 | 2024.06.05 07:15 | buy | 15 | 0.10 | 199.286 | 0.000 | 0.000 | ||
55 | 2024.06.05 07:15 | modify | 15 | 0.10 | 199.286 | 198.814 | 199.564 | ||
56 | 2024.06.05 07:15 | modify | 14 | 0.10 | 198.891 | 198.814 | 199.564 | ||
57 | 2024.06.05 07:15 | modify | 13 | 0.10 | 198.747 | 198.814 | 199.564 | ||
58 | 2024.06.05 07:15 | modify | 12 | 0.10 | 198.064 | 198.814 | 199.564 | ||
59 | 2024.06.05 08:45 | t/p | 12 | 0.10 | 199.564 | 198.814 | 199.564 | 95.87 | 1723.78 |
60 | 2024.06.05 08:45 | t/p | 13 | 0.10 | 199.564 | 198.814 | 199.564 | 51.73 | 1775.51 |
61 | 2024.06.05 08:45 | t/p | 14 | 0.10 | 199.564 | 198.814 | 199.564 | 42.61 | 1818.12 |
62 | 2024.06.05 08:45 | t/p | 15 | 0.10 | 199.564 | 198.814 | 199.564 | 17.60 | 1835.72 |
63 | 2024.07.11 13:00 | buy | 16 | 0.10 | 205.189 | 0.000 | 0.000 | ||
64 | 2024.07.11 13:00 | modify | 16 | 0.10 | 205.189 | 203.789 | 206.689 | ||
65 | 2024.07.11 23:50 | buy | 17 | 0.10 | 205.870 | 0.000 | 0.000 | ||
66 | 2024.07.11 23:50 | modify | 17 | 0.10 | 205.870 | 205.489 | 206.689 | ||
67 | 2024.07.11 23:50 | modify | 16 | 0.10 | 205.189 | 205.489 | 206.689 | ||
68 | 2024.07.11 23:57 | s/l | 16 | 0.10 | 205.489 | 205.489 | 206.689 | 18.99 | 1854.71 |
69 | 2024.07.11 23:57 | s/l | 17 | 0.10 | 205.489 | 205.489 | 206.689 | -24.12 | 1830.59 |
70 | 2024.07.17 09:00 | buy | 18 | 0.10 | 203.593 | 0.000 | 0.000 | ||
71 | 2024.07.17 09:00 | modify | 18 | 0.10 | 203.593 | 202.193 | 205.093 | ||
72 | 2024.07.17 10:55 | buy | 19 | 0.10 | 204.284 | 0.000 | 0.000 | ||
73 | 2024.07.17 10:55 | modify | 19 | 0.10 | 204.284 | 203.893 | 205.093 | ||
74 | 2024.07.17 10:55 | modify | 18 | 0.10 | 203.593 | 203.893 | 205.093 | ||
75 | 2024.07.17 11:50 | s/l | 18 | 0.10 | 203.893 | 203.893 | 205.093 | 19.00 | 1849.59 |
76 | 2024.07.17 11:50 | s/l | 19 | 0.10 | 203.893 | 203.893 | 205.093 | -24.75 | 1824.84 |
77 | 2024.07.25 03:00 | buy | 20 | 0.10 | 196.772 | 0.000 | 0.000 | ||
78 | 2024.07.25 03:00 | modify | 20 | 0.10 | 196.772 | 195.372 | 198.272 | ||
79 | 2024.07.25 13:10 | buy | 21 | 0.10 | 197.983 | 0.000 | 0.000 | ||
80 | 2024.07.25 13:10 | modify | 21 | 0.10 | 197.983 | 197.522 | 198.272 | ||
81 | 2024.07.25 13:10 | modify | 20 | 0.10 | 196.772 | 197.522 | 198.272 | ||
82 | 2024.07.25 13:20 | t/p | 20 | 0.10 | 198.272 | 197.522 | 198.272 | 94.98 | 1919.82 |
83 | 2024.07.25 13:20 | t/p | 21 | 0.10 | 198.272 | 197.522 | 198.272 | 18.30 | 1938.12 |
84 | 2024.07.30 21:00 | buy | 22 | 0.10 | 196.013 | 0.000 | 0.000 | ||
85 | 2024.07.30 21:00 | modify | 22 | 0.10 | 196.013 | 194.613 | 197.513 | ||
86 | 2024.07.31 04:07 | t/p | 22 | 0.10 | 197.513 | 194.613 | 197.513 | 95.88 | 2034.00 |
87 | 2024.08.02 15:00 | buy | 23 | 0.10 | 187.864 | 0.000 | 0.000 | ||
88 | 2024.08.02 15:00 | modify | 23 | 0.10 | 187.864 | 186.464 | 189.364 | ||
89 | 2024.08.02 16:25 | buy | 24 | 0.10 | 188.559 | 0.000 | 0.000 | ||
90 | 2024.08.02 16:25 | modify | 24 | 0.10 | 188.559 | 188.164 | 189.364 | ||
91 | 2024.08.02 16:25 | modify | 23 | 0.10 | 187.864 | 188.164 | 189.364 | ||
92 | 2024.08.02 16:40 | s/l | 23 | 0.10 | 188.164 | 188.164 | 189.364 | 18.99 | 2052.99 |
93 | 2024.08.02 16:40 | s/l | 24 | 0.10 | 188.164 | 188.164 | 189.364 | -25.01 | 2027.98 |
94 | 2024.08.15 13:00 | sell | 25 | 0.10 | 190.922 | 0.000 | 0.000 | ||
95 | 2024.08.15 13:00 | modify | 25 | 0.10 | 190.922 | 192.322 | 189.422 | ||
96 | 2024.08.19 03:59 | sell | 26 | 0.10 | 189.717 | 0.000 | 0.000 | ||
97 | 2024.08.19 03:59 | modify | 26 | 0.10 | 189.717 | 190.172 | 189.422 | ||
98 | 2024.08.19 03:59 | modify | 25 | 0.10 | 190.922 | 190.172 | 189.422 | ||
99 | 2024.08.19 04:40 | t/p | 25 | 0.10 | 189.422 | 190.172 | 189.422 | 90.64 | 2118.62 |
100 | 2024.08.19 04:40 | t/p | 26 | 0.10 | 189.422 | 190.172 | 189.422 | 18.68 | 2137.30 |
101 | 2024.10.02 14:00 | sell | 27 | 0.10 | 193.304 | 0.000 | 0.000 | ||
102 | 2024.10.02 14:00 | modify | 27 | 0.10 | 193.304 | 194.704 | 191.804 | ||
103 | 2024.10.02 22:32 | s/l | 27 | 0.10 | 194.704 | 194.704 | 191.804 | -88.63 | 2048.67 |
104 | 2024.10.04 13:00 | sell | 28 | 0.10 | 194.415 | 0.000 | 0.000 | ||
105 | 2024.10.04 13:00 | modify | 28 | 0.10 | 194.415 | 195.815 | 192.915 | ||
106 | 2024.10.07 09:32 | sell | 29 | 0.10 | 193.738 | 0.000 | 0.000 | ||
107 | 2024.10.07 09:32 | modify | 29 | 0.10 | 193.738 | 194.115 | 192.915 | ||
108 | 2024.10.07 09:32 | modify | 28 | 0.10 | 194.415 | 194.115 | 192.915 | ||
109 | 2024.10.07 10:20 | s/l | 28 | 0.10 | 194.115 | 194.115 | 192.915 | 16.83 | 2065.50 |
110 | 2024.10.07 10:20 | s/l | 29 | 0.10 | 194.115 | 194.115 | 192.915 | -23.87 | 2041.63 |
111 | 2024.10.31 16:00 | buy | 30 | 0.10 | 195.893 | 0.000 | 0.000 | ||
112 | 2024.10.31 16:00 | modify | 30 | 0.10 | 195.893 | 194.493 | 197.393 | ||
113 | 2024.11.01 03:45 | buy | 31 | 0.10 | 196.594 | 0.000 | 0.000 | ||
114 | 2024.11.01 03:45 | modify | 31 | 0.10 | 196.594 | 196.193 | 197.393 | ||
115 | 2024.11.01 03:45 | modify | 30 | 0.10 | 195.893 | 196.193 | 197.393 | ||
116 | 2024.11.01 05:32 | buy | 32 | 0.10 | 196.731 | 0.000 | 0.000 | ||
117 | 2024.11.01 05:32 | modify | 32 | 0.10 | 196.731 | 196.268 | 197.393 | ||
118 | 2024.11.01 05:32 | modify | 31 | 0.10 | 196.594 | 196.268 | 197.393 | ||
119 | 2024.11.01 05:32 | modify | 30 | 0.10 | 195.893 | 196.268 | 197.393 | ||
120 | 2024.11.01 12:03 | t/p | 30 | 0.10 | 197.393 | 196.268 | 197.393 | 95.87 | 2137.49 |
121 | 2024.11.01 12:03 | t/p | 31 | 0.10 | 197.393 | 196.268 | 197.393 | 50.59 | 2188.08 |
122 | 2024.11.01 12:03 | t/p | 32 | 0.10 | 197.393 | 196.268 | 197.393 | 41.91 | 2229.99 |
123 | 2024.11.15 17:00 | buy | 33 | 0.10 | 195.247 | 0.000 | 0.000 | ||
124 | 2024.11.15 17:00 | modify | 33 | 0.10 | 195.247 | 193.847 | 196.747 | ||
125 | 2024.11.18 01:37 | buy | 34 | 0.10 | 195.938 | 0.000 | 0.000 | ||
126 | 2024.11.18 01:37 | modify | 34 | 0.10 | 195.938 | 195.547 | 196.747 | ||
127 | 2024.11.18 01:37 | modify | 33 | 0.10 | 195.247 | 195.547 | 196.747 | ||
128 | 2024.11.18 01:45 | s/l | 33 | 0.10 | 195.547 | 195.547 | 196.747 | 19.90 | 2249.89 |
129 | 2024.11.18 01:45 | s/l | 34 | 0.10 | 195.547 | 195.547 | 196.747 | -24.76 | 2225.13 |
130 | 2024.11.29 02:00 | buy | 35 | 0.10 | 190.482 | 0.000 | 0.000 | ||
131 | 2024.11.29 02:00 | modify | 35 | 0.10 | 190.482 | 189.082 | 191.982 | ||
132 | 2024.11.29 16:42 | buy | 36 | 0.10 | 191.184 | 0.000 | 0.000 | ||
133 | 2024.11.29 16:42 | modify | 36 | 0.10 | 191.184 | 190.782 | 191.982 | ||
134 | 2024.11.29 16:42 | modify | 35 | 0.10 | 190.482 | 190.782 | 191.982 | ||
135 | 2024.11.29 17:15 | s/l | 35 | 0.10 | 190.782 | 190.782 | 191.982 | 19.00 | 2244.13 |
136 | 2024.11.29 17:15 | s/l | 36 | 0.10 | 190.782 | 190.782 | 191.982 | -25.45 | 2218.68 |
137 | 2024.12.02 17:00 | buy | 37 | 0.10 | 188.640 | 0.000 | 0.000 | ||
138 | 2024.12.02 17:00 | modify | 37 | 0.10 | 188.640 | 187.240 | 190.140 | ||
139 | 2024.12.02 18:36 | buy | 38 | 0.10 | 189.315 | 0.000 | 0.000 | ||
140 | 2024.12.02 18:36 | modify | 38 | 0.10 | 189.315 | 188.940 | 190.140 | ||
141 | 2024.12.02 18:36 | modify | 37 | 0.10 | 188.640 | 188.940 | 190.140 | ||
142 | 2024.12.03 01:27 | buy | 39 | 0.10 | 189.468 | 0.000 | 0.000 | ||
143 | 2024.12.03 01:27 | modify | 39 | 0.10 | 189.468 | 189.015 | 190.140 | ||
144 | 2024.12.03 01:27 | modify | 38 | 0.10 | 189.315 | 189.015 | 190.140 | ||
145 | 2024.12.03 01:27 | modify | 37 | 0.10 | 188.640 | 189.015 | 190.140 | ||
146 | 2024.12.03 03:59 | buy | 40 | 0.10 | 189.845 | 0.000 | 0.000 | ||
147 | 2024.12.03 03:59 | modify | 40 | 0.10 | 189.845 | 189.390 | 190.140 | ||
148 | 2024.12.03 03:59 | modify | 39 | 0.10 | 189.468 | 189.390 | 190.140 | ||
149 | 2024.12.03 03:59 | modify | 38 | 0.10 | 189.315 | 189.390 | 190.140 | ||
150 | 2024.12.03 03:59 | modify | 37 | 0.10 | 188.640 | 189.390 | 190.140 | ||
151 | 2024.12.03 08:15 | t/p | 37 | 0.10 | 190.140 | 189.390 | 190.140 | 95.88 | 2314.55 |
152 | 2024.12.03 08:15 | t/p | 38 | 0.10 | 190.140 | 189.390 | 190.140 | 53.14 | 2367.69 |
153 | 2024.12.03 08:15 | t/p | 39 | 0.10 | 190.140 | 189.390 | 190.140 | 42.55 | 2410.24 |
154 | 2024.12.03 08:15 | t/p | 40 | 0.10 | 190.140 | 189.390 | 190.140 | 18.68 | 2428.92 |
155 | 2024.12.30 16:00 | buy | 41 | 0.10 | 196.685 | 0.000 | 0.000 | ||
156 | 2024.12.30 16:00 | modify | 41 | 0.10 | 196.685 | 195.285 | 198.185 | ||
157 | 2024.12.31 21:50 | s/l | 41 | 0.10 | 195.285 | 195.285 | 198.185 | -87.74 | 2341.18 |