Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2608 | Ticks modelled | 79576 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | 790.68 | Gross profit | 859.89 | Gross loss | -69.21 |
Profit factor | 12.42 | Expected payoff | 39.53 | ||
Absolute drawdown | 71.62 | Maximal drawdown | 113.28 (6.48%) | Relative drawdown | 7.80% (78.54) |
Total trades | 20 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 7 (100.00%) |
Profit trades (% of total) | 15 (75.00%) | Loss trades (% of total) | 5 (25.00%) | ||
Largest | profit trade | 102.12 | loss trade | -16.01 | |
Average | profit trade | 57.33 | loss trade | -13.84 | |
Maximum | consecutive wins (profit in money) | 9 (487.89) | consecutive losses (loss in money) | 3 (-37.19) | |
Maximal | consecutive profit (count of wins) | 487.89 (9) | consecutive loss (count of losses) | -37.19 (3) | |
Average | consecutive wins | 5 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.20 12:00 | sell | 1 | 0.10 | 192.561 | 0.000 | 0.000 | ||
2 | 2024.03.20 12:00 | modify | 1 | 0.10 | 192.561 | 193.761 | 191.061 | ||
3 | 2024.03.21 22:40 | sell | 2 | 0.10 | 191.800 | 0.000 | 0.000 | ||
4 | 2024.03.21 22:40 | modify | 2 | 0.10 | 191.800 | 192.486 | 191.061 | ||
5 | 2024.03.21 22:40 | modify | 1 | 0.10 | 192.561 | 192.486 | 191.061 | ||
6 | 2024.03.22 02:55 | sell | 3 | 0.10 | 191.646 | 0.000 | 0.000 | ||
7 | 2024.03.22 02:55 | modify | 3 | 0.10 | 191.646 | 192.036 | 191.061 | ||
8 | 2024.03.22 02:55 | sell | 4 | 0.10 | 191.646 | 0.000 | 0.000 | ||
9 | 2024.03.22 02:55 | modify | 4 | 0.10 | 191.646 | 191.886 | 191.061 | ||
10 | 2024.03.22 02:55 | modify | 2 | 0.10 | 191.800 | 191.886 | 191.061 | ||
11 | 2024.03.22 02:55 | modify | 1 | 0.10 | 192.561 | 191.886 | 191.061 | ||
12 | 2024.03.22 03:00 | modify | 3 | 0.10 | 191.646 | 191.886 | 191.061 | ||
13 | 2024.03.22 06:40 | t/p | 1 | 0.10 | 191.061 | 191.886 | 191.061 | 94.05 | 1094.05 |
14 | 2024.03.22 06:40 | t/p | 2 | 0.10 | 191.061 | 191.886 | 191.061 | 48.10 | 1142.15 |
15 | 2024.03.22 06:40 | t/p | 3 | 0.10 | 191.061 | 191.886 | 191.061 | 39.51 | 1181.66 |
16 | 2024.03.22 06:40 | t/p | 4 | 0.10 | 191.061 | 191.886 | 191.061 | 39.51 | 1221.17 |
17 | 2024.05.03 04:00 | buy | 5 | 0.10 | 192.095 | 0.000 | 0.000 | ||
18 | 2024.05.03 04:00 | modify | 5 | 0.10 | 192.095 | 190.895 | 193.595 | ||
19 | 2024.05.06 00:15 | buy | 6 | 0.10 | 192.867 | 0.000 | 0.000 | ||
20 | 2024.05.06 00:15 | modify | 6 | 0.10 | 192.867 | 192.170 | 193.595 | ||
21 | 2024.05.06 00:15 | modify | 5 | 0.10 | 192.095 | 192.170 | 193.595 | ||
22 | 2024.05.06 02:50 | buy | 7 | 0.10 | 193.011 | 0.000 | 0.000 | ||
23 | 2024.05.06 02:50 | modify | 7 | 0.10 | 193.011 | 192.620 | 193.595 | ||
24 | 2024.05.06 02:50 | buy | 8 | 0.10 | 193.011 | 0.000 | 0.000 | ||
25 | 2024.05.06 02:50 | modify | 8 | 0.10 | 193.011 | 192.770 | 193.595 | ||
26 | 2024.05.06 02:50 | modify | 6 | 0.10 | 192.867 | 192.770 | 193.595 | ||
27 | 2024.05.06 02:50 | modify | 5 | 0.10 | 192.095 | 192.770 | 193.595 | ||
28 | 2024.05.06 02:55 | modify | 7 | 0.10 | 193.011 | 192.770 | 193.595 | ||
29 | 2024.05.06 14:40 | t/p | 5 | 0.10 | 193.595 | 192.770 | 193.595 | 102.12 | 1323.29 |
30 | 2024.05.06 14:40 | t/p | 6 | 0.10 | 193.595 | 192.770 | 193.595 | 49.18 | 1372.47 |
31 | 2024.05.06 14:40 | t/p | 7 | 0.10 | 193.595 | 192.770 | 193.595 | 39.45 | 1411.92 |
32 | 2024.05.06 14:40 | t/p | 8 | 0.10 | 193.595 | 192.770 | 193.595 | 39.45 | 1451.37 |
33 | 2024.05.13 20:00 | sell | 9 | 0.10 | 196.126 | 0.000 | 0.000 | ||
34 | 2024.05.13 20:00 | modify | 9 | 0.10 | 196.126 | 197.326 | 194.626 | ||
35 | 2024.05.16 01:25 | sell | 10 | 0.10 | 195.214 | 0.000 | 0.000 | ||
36 | 2024.05.16 01:25 | modify | 10 | 0.10 | 195.214 | 195.601 | 194.626 | ||
37 | 2024.05.16 01:25 | sell | 11 | 0.10 | 195.214 | 0.000 | 0.000 | ||
38 | 2024.05.16 01:25 | modify | 11 | 0.10 | 195.214 | 195.451 | 194.626 | ||
39 | 2024.05.16 01:25 | modify | 9 | 0.10 | 196.126 | 195.451 | 194.626 | ||
40 | 2024.05.16 01:30 | modify | 10 | 0.10 | 195.214 | 195.451 | 194.626 | ||
41 | 2024.05.16 01:40 | s/l | 9 | 0.10 | 195.451 | 195.451 | 194.626 | 36.52 | 1487.89 |
42 | 2024.05.16 01:40 | s/l | 10 | 0.10 | 195.451 | 195.451 | 194.626 | -16.01 | 1471.88 |
43 | 2024.05.16 01:40 | s/l | 11 | 0.10 | 195.451 | 195.451 | 194.626 | -16.01 | 1455.87 |
44 | 2024.07.03 20:00 | sell | 12 | 0.10 | 206.003 | 0.000 | 0.000 | ||
45 | 2024.07.03 20:00 | modify | 12 | 0.10 | 206.003 | 207.203 | 204.503 | ||
46 | 2024.07.05 05:45 | sell | 13 | 0.10 | 205.241 | 0.000 | 0.000 | ||
47 | 2024.07.05 05:45 | modify | 13 | 0.10 | 205.241 | 205.928 | 204.503 | ||
48 | 2024.07.05 05:45 | modify | 12 | 0.10 | 206.003 | 205.928 | 204.503 | ||
49 | 2024.07.05 06:05 | sell | 14 | 0.10 | 205.096 | 0.000 | 0.000 | ||
50 | 2024.07.05 06:05 | modify | 14 | 0.10 | 205.096 | 205.478 | 204.503 | ||
51 | 2024.07.05 06:05 | sell | 15 | 0.10 | 205.096 | 0.000 | 0.000 | ||
52 | 2024.07.05 06:05 | modify | 15 | 0.10 | 205.096 | 205.328 | 204.503 | ||
53 | 2024.07.05 06:05 | modify | 13 | 0.10 | 205.241 | 205.328 | 204.503 | ||
54 | 2024.07.05 06:05 | modify | 12 | 0.10 | 206.003 | 205.328 | 204.503 | ||
55 | 2024.07.05 06:10 | modify | 14 | 0.10 | 205.096 | 205.328 | 204.503 | ||
56 | 2024.07.05 06:40 | s/l | 12 | 0.10 | 205.328 | 205.328 | 204.503 | 38.34 | 1494.21 |
57 | 2024.07.05 06:40 | s/l | 13 | 0.10 | 205.328 | 205.328 | 204.503 | -5.87 | 1488.34 |
58 | 2024.07.05 06:40 | s/l | 14 | 0.10 | 205.328 | 205.328 | 204.503 | -15.66 | 1472.68 |
59 | 2024.07.05 06:40 | s/l | 15 | 0.10 | 205.328 | 205.328 | 204.503 | -15.66 | 1457.02 |
60 | 2024.07.11 00:00 | sell | 16 | 0.10 | 207.703 | 0.000 | 0.000 | ||
61 | 2024.07.11 00:00 | modify | 16 | 0.10 | 207.703 | 208.903 | 206.203 | ||
62 | 2024.07.11 12:20 | sell | 17 | 0.10 | 206.953 | 0.000 | 0.000 | ||
63 | 2024.07.11 12:20 | modify | 17 | 0.10 | 206.953 | 207.628 | 206.203 | ||
64 | 2024.07.11 12:20 | modify | 16 | 0.10 | 207.703 | 207.628 | 206.203 | ||
65 | 2024.07.11 12:30 | t/p | 16 | 0.10 | 206.203 | 207.628 | 206.203 | 101.30 | 1558.32 |
66 | 2024.07.11 12:30 | t/p | 17 | 0.10 | 206.203 | 207.628 | 206.203 | 50.65 | 1608.97 |
67 | 2024.07.25 12:00 | buy | 18 | 0.10 | 196.621 | 0.000 | 0.000 | ||
68 | 2024.07.25 12:00 | modify | 18 | 0.10 | 196.621 | 195.421 | 198.121 | ||
69 | 2024.07.25 12:30 | buy | 19 | 0.10 | 197.526 | 0.000 | 0.000 | ||
70 | 2024.07.25 12:30 | modify | 19 | 0.10 | 197.526 | 197.146 | 198.121 | ||
71 | 2024.07.25 12:30 | buy | 20 | 0.10 | 197.526 | 0.000 | 0.000 | ||
72 | 2024.07.25 12:30 | modify | 20 | 0.10 | 197.526 | 197.296 | 198.121 | ||
73 | 2024.07.25 12:30 | modify | 18 | 0.10 | 196.621 | 197.296 | 198.121 | ||
74 | 2024.07.25 12:35 | modify | 19 | 0.10 | 197.526 | 197.296 | 198.121 | ||
75 | 2024.07.25 13:30 | t/p | 18 | 0.10 | 198.121 | 197.296 | 198.121 | 101.33 | 1710.30 |
76 | 2024.07.25 13:30 | t/p | 19 | 0.10 | 198.121 | 197.296 | 198.121 | 40.19 | 1750.49 |
77 | 2024.07.25 13:30 | t/p | 20 | 0.10 | 198.121 | 197.296 | 198.121 | 40.19 | 1790.68 |