Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.05.01 00:00 - 2025.04.30 20:00 (2024.05.01 - 2025.05.01) | ||||
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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 79732 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | 745.64 | Gross profit | 757.33 | Gross loss | -11.69 |
Profit factor | 64.78 | Expected payoff | 57.36 | ||
Absolute drawdown | 51.27 | Maximal drawdown | 139.42 (10.47%) | Relative drawdown | 10.47% (139.42) |
Total trades | 13 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 6 (100.00%) |
Profit trades (% of total) | 12 (92.31%) | Loss trades (% of total) | 1 (7.69%) | ||
Largest | profit trade | 104.08 | loss trade | -11.69 | |
Average | profit trade | 63.11 | loss trade | -11.69 | |
Maximum | consecutive wins (profit in money) | 8 (458.42) | consecutive losses (loss in money) | 1 (-11.69) | |
Maximal | consecutive profit (count of wins) | 458.42 (8) | consecutive loss (count of losses) | -11.69 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.05.03 04:00 | buy | 1 | 0.10 | 192.095 | 0.000 | 0.000 | ||
2 | 2024.05.03 04:00 | modify | 1 | 0.10 | 192.095 | 191.295 | 193.595 | ||
3 | 2024.05.06 00:15 | buy | 2 | 0.10 | 192.867 | 0.000 | 0.000 | ||
4 | 2024.05.06 00:15 | modify | 2 | 0.10 | 192.867 | 192.245 | 193.595 | ||
5 | 2024.05.06 00:15 | modify | 1 | 0.10 | 192.095 | 192.245 | 193.595 | ||
6 | 2024.05.06 02:50 | buy | 3 | 0.10 | 193.011 | 0.000 | 0.000 | ||
7 | 2024.05.06 02:50 | modify | 3 | 0.10 | 193.011 | 192.470 | 193.595 | ||
8 | 2024.05.06 02:50 | modify | 2 | 0.10 | 192.867 | 192.470 | 193.595 | ||
9 | 2024.05.06 02:50 | modify | 1 | 0.10 | 192.095 | 192.470 | 193.595 | ||
10 | 2024.05.06 04:45 | buy | 4 | 0.10 | 193.084 | 0.000 | 0.000 | ||
11 | 2024.05.06 04:45 | modify | 4 | 0.10 | 193.084 | 192.920 | 193.595 | ||
12 | 2024.05.06 04:45 | modify | 3 | 0.10 | 193.011 | 192.920 | 193.595 | ||
13 | 2024.05.06 04:45 | modify | 2 | 0.10 | 192.867 | 192.920 | 193.595 | ||
14 | 2024.05.06 04:45 | modify | 1 | 0.10 | 192.095 | 192.920 | 193.595 | ||
15 | 2024.05.06 14:40 | t/p | 1 | 0.10 | 193.595 | 192.920 | 193.595 | 104.08 | 1104.08 |
16 | 2024.05.06 14:40 | t/p | 2 | 0.10 | 193.595 | 192.920 | 193.595 | 50.09 | 1154.17 |
17 | 2024.05.06 14:40 | t/p | 3 | 0.10 | 193.595 | 192.920 | 193.595 | 40.19 | 1194.36 |
18 | 2024.05.06 14:40 | t/p | 4 | 0.10 | 193.595 | 192.920 | 193.595 | 35.16 | 1229.52 |
19 | 2024.05.15 00:00 | sell | 5 | 0.10 | 196.960 | 0.000 | 0.000 | ||
20 | 2024.05.15 00:00 | modify | 5 | 0.10 | 196.960 | 197.760 | 195.460 | ||
21 | 2024.05.15 11:05 | sell | 6 | 0.10 | 196.187 | 0.000 | 0.000 | ||
22 | 2024.05.15 11:05 | modify | 6 | 0.10 | 196.187 | 196.810 | 195.460 | ||
23 | 2024.05.15 11:05 | modify | 5 | 0.10 | 196.960 | 196.810 | 195.460 | ||
24 | 2024.05.15 15:40 | sell | 7 | 0.10 | 196.045 | 0.000 | 0.000 | ||
25 | 2024.05.15 15:40 | modify | 7 | 0.10 | 196.045 | 196.585 | 195.460 | ||
26 | 2024.05.15 15:40 | modify | 6 | 0.10 | 196.187 | 196.585 | 195.460 | ||
27 | 2024.05.15 15:40 | modify | 5 | 0.10 | 196.960 | 196.585 | 195.460 | ||
28 | 2024.05.16 00:30 | t/p | 5 | 0.10 | 195.460 | 196.585 | 195.460 | 96.79 | 1326.31 |
29 | 2024.05.16 00:30 | t/p | 6 | 0.10 | 195.460 | 196.585 | 195.460 | 43.63 | 1369.94 |
30 | 2024.05.16 00:30 | t/p | 7 | 0.10 | 195.460 | 196.585 | 195.460 | 33.86 | 1403.80 |
31 | 2024.07.04 00:00 | sell | 8 | 0.10 | 205.970 | 0.000 | 0.000 | ||
32 | 2024.07.04 00:00 | modify | 8 | 0.10 | 205.970 | 206.770 | 204.470 | ||
33 | 2024.07.05 03:40 | sell | 9 | 0.10 | 204.975 | 0.000 | 0.000 | ||
34 | 2024.07.05 03:40 | modify | 9 | 0.10 | 204.975 | 205.145 | 204.470 | ||
35 | 2024.07.05 03:40 | modify | 8 | 0.10 | 205.970 | 205.145 | 204.470 | ||
36 | 2024.07.05 03:55 | s/l | 8 | 0.10 | 205.145 | 205.145 | 204.470 | 54.62 | 1458.42 |
37 | 2024.07.05 03:55 | s/l | 9 | 0.10 | 205.145 | 205.145 | 204.470 | -11.69 | 1446.73 |
38 | 2024.07.11 00:00 | sell | 10 | 0.10 | 207.703 | 0.000 | 0.000 | ||
39 | 2024.07.11 00:00 | modify | 10 | 0.10 | 207.703 | 208.503 | 206.203 | ||
40 | 2024.07.11 12:20 | sell | 11 | 0.10 | 206.953 | 0.000 | 0.000 | ||
41 | 2024.07.11 12:20 | modify | 11 | 0.10 | 206.953 | 207.553 | 206.203 | ||
42 | 2024.07.11 12:20 | modify | 10 | 0.10 | 207.703 | 207.553 | 206.203 | ||
43 | 2024.07.11 12:30 | t/p | 10 | 0.10 | 206.203 | 207.553 | 206.203 | 103.17 | 1549.90 |
44 | 2024.07.11 12:30 | t/p | 11 | 0.10 | 206.203 | 207.553 | 206.203 | 51.59 | 1601.49 |
45 | 2024.07.25 12:00 | buy | 12 | 0.10 | 196.621 | 0.000 | 0.000 | ||
46 | 2024.07.25 12:00 | modify | 12 | 0.10 | 196.621 | 195.821 | 198.121 | ||
47 | 2024.07.25 12:30 | buy | 13 | 0.10 | 197.526 | 0.000 | 0.000 | ||
48 | 2024.07.25 12:30 | modify | 13 | 0.10 | 197.526 | 196.996 | 198.121 | ||
49 | 2024.07.25 12:30 | modify | 12 | 0.10 | 196.621 | 196.996 | 198.121 | ||
50 | 2024.07.25 13:30 | t/p | 12 | 0.10 | 198.121 | 196.996 | 198.121 | 103.21 | 1704.70 |
51 | 2024.07.25 13:30 | t/p | 13 | 0.10 | 198.121 | 196.996 | 198.121 | 40.94 | 1745.64 |