Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=20; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 79767 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | 655.43 | Gross profit | 691.27 | Gross loss | -35.84 |
Profit factor | 19.29 | Expected payoff | 40.96 | ||
Absolute drawdown | 38.45 | Maximal drawdown | 118.28 (7.69%) | Relative drawdown | 7.69% (118.28) |
Total trades | 16 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 3 (100.00%) |
Profit trades (% of total) | 13 (81.25%) | Loss trades (% of total) | 3 (18.75%) | ||
Largest | profit trade | 103.86 | loss trade | -12.25 | |
Average | profit trade | 53.17 | loss trade | -11.95 | |
Maximum | consecutive wins (profit in money) | 8 (463.41) | consecutive losses (loss in money) | 1 (-12.25) | |
Maximal | consecutive profit (count of wins) | 463.41 (8) | consecutive loss (count of losses) | -12.25 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.07.03 20:00 | sell | 1 | 0.10 | 206.003 | 0.000 | 0.000 | ||
2 | 2024.07.03 20:00 | modify | 1 | 0.10 | 206.003 | 207.503 | 204.503 | ||
3 | 2024.07.04 02:05 | sell | 2 | 0.10 | 205.685 | 0.000 | 0.000 | ||
4 | 2024.07.04 02:05 | modify | 2 | 0.10 | 205.685 | 205.853 | 204.503 | ||
5 | 2024.07.04 02:05 | modify | 1 | 0.10 | 206.003 | 205.853 | 204.503 | ||
6 | 2024.07.04 03:40 | s/l | 1 | 0.10 | 205.853 | 205.853 | 204.503 | 3.81 | 1003.81 |
7 | 2024.07.04 03:40 | s/l | 2 | 0.10 | 205.853 | 205.853 | 204.503 | -11.62 | 992.19 |
8 | 2024.07.11 00:00 | sell | 3 | 0.10 | 207.703 | 0.000 | 0.000 | ||
9 | 2024.07.11 00:00 | modify | 3 | 0.10 | 207.703 | 209.203 | 206.203 | ||
10 | 2024.07.11 12:30 | t/p | 3 | 0.10 | 206.203 | 209.203 | 206.203 | 103.75 | 1095.94 |
11 | 2024.07.25 12:00 | buy | 4 | 0.10 | 196.621 | 0.000 | 0.000 | ||
12 | 2024.07.25 12:00 | modify | 4 | 0.10 | 196.621 | 195.121 | 198.121 | ||
13 | 2024.07.25 12:30 | buy | 5 | 0.10 | 197.526 | 0.000 | 0.000 | ||
14 | 2024.07.25 12:30 | modify | 5 | 0.10 | 197.526 | 196.996 | 198.121 | ||
15 | 2024.07.25 12:30 | modify | 4 | 0.10 | 196.621 | 196.996 | 198.121 | ||
16 | 2024.07.25 12:55 | buy | 6 | 0.10 | 197.685 | 0.000 | 0.000 | ||
17 | 2024.07.25 12:55 | modify | 6 | 0.10 | 197.685 | 197.146 | 198.121 | ||
18 | 2024.07.25 12:55 | modify | 5 | 0.10 | 197.526 | 197.146 | 198.121 | ||
19 | 2024.07.25 12:55 | modify | 4 | 0.10 | 196.621 | 197.146 | 198.121 | ||
20 | 2024.07.25 13:30 | t/p | 4 | 0.10 | 198.121 | 197.146 | 198.121 | 103.86 | 1199.80 |
21 | 2024.07.25 13:30 | t/p | 5 | 0.10 | 198.121 | 197.146 | 198.121 | 41.20 | 1241.00 |
22 | 2024.07.25 13:30 | t/p | 6 | 0.10 | 198.121 | 197.146 | 198.121 | 30.19 | 1271.19 |
23 | 2025.05.02 00:00 | sell | 7 | 0.10 | 193.177 | 0.000 | 0.000 | ||
24 | 2025.05.02 00:00 | modify | 7 | 0.10 | 193.177 | 194.677 | 191.677 | ||
25 | 2025.05.02 09:40 | sell | 8 | 0.10 | 192.270 | 0.000 | 0.000 | ||
26 | 2025.05.02 09:40 | modify | 8 | 0.10 | 192.270 | 192.802 | 191.677 | ||
27 | 2025.05.02 09:40 | modify | 7 | 0.10 | 193.177 | 192.802 | 191.677 | ||
28 | 2025.05.02 13:10 | sell | 9 | 0.10 | 192.100 | 0.000 | 0.000 | ||
29 | 2025.05.02 13:10 | modify | 9 | 0.10 | 192.100 | 192.652 | 191.677 | ||
30 | 2025.05.02 13:10 | modify | 8 | 0.10 | 192.270 | 192.652 | 191.677 | ||
31 | 2025.05.02 13:10 | modify | 7 | 0.10 | 193.177 | 192.652 | 191.677 | ||
32 | 2025.05.02 13:40 | t/p | 7 | 0.10 | 191.677 | 192.652 | 191.677 | 103.76 | 1374.95 |
33 | 2025.05.02 13:40 | t/p | 8 | 0.10 | 191.677 | 192.652 | 191.677 | 41.02 | 1415.97 |
34 | 2025.05.02 13:40 | t/p | 9 | 0.10 | 191.677 | 192.652 | 191.677 | 29.26 | 1445.23 |
35 | 2025.05.09 00:00 | sell | 10 | 0.10 | 193.219 | 0.000 | 0.000 | ||
36 | 2025.05.09 00:00 | modify | 10 | 0.10 | 193.219 | 194.719 | 191.719 | ||
37 | 2025.05.09 00:55 | sell | 11 | 0.10 | 192.892 | 0.000 | 0.000 | ||
38 | 2025.05.09 00:55 | modify | 11 | 0.10 | 192.892 | 193.069 | 191.719 | ||
39 | 2025.05.09 00:55 | modify | 10 | 0.10 | 193.219 | 193.069 | 191.719 | ||
40 | 2025.05.09 13:15 | s/l | 10 | 0.10 | 193.069 | 193.069 | 191.719 | 10.37 | 1455.60 |
41 | 2025.05.09 13:15 | s/l | 11 | 0.10 | 193.069 | 193.069 | 191.719 | -12.25 | 1443.35 |
42 | 2025.05.13 00:00 | sell | 12 | 0.10 | 195.357 | 0.000 | 0.000 | ||
43 | 2025.05.13 00:00 | modify | 12 | 0.10 | 195.357 | 196.857 | 193.857 | ||
44 | 2025.05.13 02:45 | sell | 13 | 0.10 | 195.034 | 0.000 | 0.000 | ||
45 | 2025.05.13 02:45 | modify | 13 | 0.10 | 195.034 | 195.207 | 193.857 | ||
46 | 2025.05.13 02:45 | modify | 12 | 0.10 | 195.357 | 195.207 | 193.857 | ||
47 | 2025.05.13 05:40 | s/l | 12 | 0.10 | 195.207 | 195.207 | 193.857 | 10.37 | 1453.72 |
48 | 2025.05.13 05:40 | s/l | 13 | 0.10 | 195.207 | 195.207 | 193.857 | -11.97 | 1441.75 |
49 | 2025.05.13 20:00 | sell | 14 | 0.10 | 196.153 | 0.000 | 0.000 | ||
50 | 2025.05.13 20:00 | modify | 14 | 0.10 | 196.153 | 197.653 | 194.653 | ||
51 | 2025.05.14 08:05 | sell | 15 | 0.10 | 195.845 | 0.000 | 0.000 | ||
52 | 2025.05.14 08:05 | modify | 15 | 0.10 | 195.845 | 196.003 | 194.653 | ||
53 | 2025.05.14 08:05 | modify | 14 | 0.10 | 196.153 | 196.003 | 194.653 | ||
54 | 2025.05.14 09:10 | sell | 16 | 0.10 | 195.082 | 0.000 | 0.000 | ||
55 | 2025.05.14 09:10 | modify | 16 | 0.10 | 195.082 | 195.628 | 194.653 | ||
56 | 2025.05.14 09:10 | modify | 15 | 0.10 | 195.845 | 195.628 | 194.653 | ||
57 | 2025.05.14 09:10 | modify | 14 | 0.10 | 196.153 | 195.628 | 194.653 | ||
58 | 2025.05.14 09:40 | t/p | 14 | 0.10 | 194.653 | 195.628 | 194.653 | 101.56 | 1543.31 |
59 | 2025.05.14 09:40 | t/p | 15 | 0.10 | 194.653 | 195.628 | 194.653 | 82.45 | 1625.76 |
60 | 2025.05.14 09:40 | t/p | 16 | 0.10 | 194.653 | 195.628 | 194.653 | 29.67 | 1655.43 |