Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.09.01 20:00 - 2025.08.31 20:00 (2024.09.01 - 2025.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=50; 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 | 2605 | Ticks modelled | 79567 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | 1120.96 | Gross profit | 1564.07 | Gross loss | -443.11 |
Profit factor | 3.53 | Expected payoff | 27.34 | ||
Absolute drawdown | 74.83 | Maximal drawdown | 291.94 (15.62%) | Relative drawdown | 15.62% (291.94) |
Total trades | 41 | Short positions (won %) | 20 (75.00%) | Long positions (won %) | 21 (66.67%) |
Profit trades (% of total) | 29 (70.73%) | Loss trades (% of total) | 12 (29.27%) | ||
Largest | profit trade | 94.99 | loss trade | -88.20 | |
Average | profit trade | 53.93 | loss trade | -36.93 | |
Maximum | consecutive wins (profit in money) | 11 (673.86) | consecutive losses (loss in money) | 4 (-206.89) | |
Maximal | consecutive profit (count of wins) | 673.86 (11) | consecutive loss (count of losses) | -206.89 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.09.13 16:00 | buy | 1 | 0.10 | 184.858 | 0.000 | 0.000 | ||
2 | 2024.09.13 16:00 | modify | 1 | 0.10 | 184.858 | 183.558 | 186.258 | ||
3 | 2024.09.16 13:55 | buy | 2 | 0.10 | 185.508 | 0.000 | 0.000 | ||
4 | 2024.09.16 13:55 | modify | 2 | 0.10 | 185.508 | 185.208 | 186.258 | ||
5 | 2024.09.16 13:55 | modify | 1 | 0.10 | 184.858 | 185.208 | 186.258 | ||
6 | 2024.09.16 14:45 | buy | 3 | 0.10 | 185.361 | 0.000 | 0.000 | ||
7 | 2024.09.16 14:45 | modify | 3 | 0.10 | 185.361 | 184.998 | 186.258 | ||
8 | 2024.09.16 14:50 | modify | 3 | 0.10 | 185.361 | 185.208 | 186.258 | ||
9 | 2024.09.16 18:30 | buy | 4 | 0.10 | 185.851 | 0.000 | 0.000 | ||
10 | 2024.09.16 18:30 | modify | 4 | 0.10 | 185.851 | 185.558 | 186.258 | ||
11 | 2024.09.16 18:30 | modify | 2 | 0.10 | 185.508 | 185.558 | 186.258 | ||
12 | 2024.09.16 18:30 | modify | 3 | 0.10 | 185.361 | 185.558 | 186.258 | ||
13 | 2024.09.16 18:30 | modify | 1 | 0.10 | 184.858 | 185.558 | 186.258 | ||
14 | 2024.09.16 23:05 | t/p | 1 | 0.10 | 186.258 | 185.558 | 186.258 | 94.99 | 1094.99 |
15 | 2024.09.16 23:05 | t/p | 2 | 0.10 | 186.258 | 185.558 | 186.258 | 50.89 | 1145.88 |
16 | 2024.09.16 23:05 | t/p | 3 | 0.10 | 186.258 | 185.558 | 186.258 | 60.86 | 1206.74 |
17 | 2024.09.16 23:05 | t/p | 4 | 0.10 | 186.258 | 185.558 | 186.258 | 27.62 | 1234.36 |
18 | 2024.10.09 20:00 | sell | 5 | 0.10 | 195.073 | 0.000 | 0.000 | ||
19 | 2024.10.09 20:00 | modify | 5 | 0.10 | 195.073 | 196.373 | 193.673 | ||
20 | 2024.10.10 12:10 | sell | 6 | 0.10 | 194.579 | 0.000 | 0.000 | ||
21 | 2024.10.10 12:10 | modify | 6 | 0.10 | 194.579 | 194.933 | 193.673 | ||
22 | 2024.10.10 12:10 | modify | 5 | 0.10 | 195.073 | 194.933 | 193.673 | ||
23 | 2024.10.10 12:20 | sell | 7 | 0.10 | 194.435 | 0.000 | 0.000 | ||
24 | 2024.10.10 12:20 | modify | 7 | 0.10 | 194.435 | 194.723 | 193.673 | ||
25 | 2024.10.10 12:20 | modify | 6 | 0.10 | 194.579 | 194.723 | 193.673 | ||
26 | 2024.10.10 12:20 | modify | 5 | 0.10 | 195.073 | 194.723 | 193.673 | ||
27 | 2024.10.10 14:05 | t/p | 5 | 0.10 | 193.673 | 194.723 | 193.673 | 94.95 | 1329.31 |
28 | 2024.10.10 14:05 | t/p | 6 | 0.10 | 193.673 | 194.723 | 193.673 | 61.45 | 1390.76 |
29 | 2024.10.10 14:05 | t/p | 7 | 0.10 | 193.673 | 194.723 | 193.673 | 51.68 | 1442.44 |
30 | 2024.10.31 20:00 | buy | 8 | 0.10 | 195.909 | 0.000 | 0.000 | ||
31 | 2024.10.31 20:00 | modify | 8 | 0.10 | 195.909 | 194.609 | 197.309 | ||
32 | 2024.11.01 02:50 | buy | 9 | 0.10 | 196.403 | 0.000 | 0.000 | ||
33 | 2024.11.01 02:50 | modify | 9 | 0.10 | 196.403 | 196.049 | 197.309 | ||
34 | 2024.11.01 02:50 | modify | 8 | 0.10 | 195.909 | 196.049 | 197.309 | ||
35 | 2024.11.01 03:30 | buy | 10 | 0.10 | 196.554 | 0.000 | 0.000 | ||
36 | 2024.11.01 03:30 | modify | 10 | 0.10 | 196.554 | 196.259 | 197.309 | ||
37 | 2024.11.01 03:30 | modify | 9 | 0.10 | 196.403 | 196.259 | 197.309 | ||
38 | 2024.11.01 03:30 | modify | 8 | 0.10 | 195.909 | 196.259 | 197.309 | ||
39 | 2024.11.01 09:40 | t/p | 8 | 0.10 | 197.309 | 196.259 | 197.309 | 94.98 | 1537.42 |
40 | 2024.11.01 09:40 | t/p | 9 | 0.10 | 197.309 | 196.259 | 197.309 | 61.47 | 1598.89 |
41 | 2024.11.01 09:40 | t/p | 10 | 0.10 | 197.309 | 196.259 | 197.309 | 51.22 | 1650.11 |
42 | 2024.11.22 04:00 | buy | 11 | 0.10 | 194.159 | 0.000 | 0.000 | ||
43 | 2024.11.22 04:00 | modify | 11 | 0.10 | 194.159 | 192.859 | 195.559 | ||
44 | 2024.11.22 06:50 | buy | 12 | 0.10 | 194.803 | 0.000 | 0.000 | ||
45 | 2024.11.22 06:50 | modify | 12 | 0.10 | 194.803 | 194.509 | 195.559 | ||
46 | 2024.11.22 06:50 | modify | 11 | 0.10 | 194.159 | 194.509 | 195.559 | ||
47 | 2024.11.22 07:20 | s/l | 11 | 0.10 | 194.509 | 194.509 | 195.559 | 23.75 | 1673.86 |
48 | 2024.11.22 07:20 | s/l | 12 | 0.10 | 194.509 | 194.509 | 195.559 | -19.94 | 1653.92 |
49 | 2024.11.29 08:00 | buy | 13 | 0.10 | 190.863 | 0.000 | 0.000 | ||
50 | 2024.11.29 08:00 | modify | 13 | 0.10 | 190.863 | 189.563 | 192.263 | ||
51 | 2024.12.02 14:40 | s/l | 13 | 0.10 | 189.563 | 189.563 | 192.263 | -88.20 | 1565.72 |
52 | 2024.12.11 00:00 | sell | 14 | 0.10 | 194.035 | 0.000 | 0.000 | ||
53 | 2024.12.11 00:00 | modify | 14 | 0.10 | 194.035 | 195.335 | 192.635 | ||
54 | 2024.12.11 02:50 | sell | 15 | 0.10 | 193.543 | 0.000 | 0.000 | ||
55 | 2024.12.11 02:50 | modify | 15 | 0.10 | 193.543 | 193.895 | 192.635 | ||
56 | 2024.12.11 02:50 | modify | 14 | 0.10 | 194.035 | 193.895 | 192.635 | ||
57 | 2024.12.11 09:15 | t/p | 14 | 0.10 | 192.635 | 193.895 | 192.635 | 94.94 | 1660.66 |
58 | 2024.12.11 09:15 | t/p | 15 | 0.10 | 192.635 | 193.895 | 192.635 | 61.58 | 1722.24 |
59 | 2025.01.06 16:00 | sell | 16 | 0.10 | 197.037 | 0.000 | 0.000 | ||
60 | 2025.01.06 16:00 | modify | 16 | 0.10 | 197.037 | 198.337 | 195.637 | ||
61 | 2025.01.08 11:40 | t/p | 16 | 0.10 | 195.637 | 198.337 | 195.637 | 94.95 | 1817.19 |
62 | 2025.01.09 12:00 | buy | 17 | 0.10 | 194.080 | 0.000 | 0.000 | ||
63 | 2025.01.09 12:00 | modify | 17 | 0.10 | 194.080 | 192.780 | 195.480 | ||
64 | 2025.01.09 17:30 | buy | 18 | 0.10 | 194.571 | 0.000 | 0.000 | ||
65 | 2025.01.09 17:30 | modify | 18 | 0.10 | 194.571 | 194.220 | 195.480 | ||
66 | 2025.01.09 17:30 | modify | 17 | 0.10 | 194.080 | 194.220 | 195.480 | ||
67 | 2025.01.09 22:33 | buy | 19 | 0.10 | 194.739 | 0.000 | 0.000 | ||
68 | 2025.01.09 22:33 | modify | 19 | 0.10 | 194.739 | 194.430 | 195.480 | ||
69 | 2025.01.09 22:33 | modify | 18 | 0.10 | 194.571 | 194.430 | 195.480 | ||
70 | 2025.01.09 22:33 | modify | 17 | 0.10 | 194.080 | 194.430 | 195.480 | ||
71 | 2025.01.09 23:33 | s/l | 17 | 0.10 | 194.430 | 194.430 | 195.480 | 23.75 | 1840.94 |
72 | 2025.01.09 23:33 | s/l | 18 | 0.10 | 194.430 | 194.430 | 195.480 | -9.56 | 1831.38 |
73 | 2025.01.09 23:33 | s/l | 19 | 0.10 | 194.430 | 194.430 | 195.480 | -20.96 | 1810.42 |
74 | 2025.01.10 20:00 | buy | 20 | 0.10 | 192.796 | 0.000 | 0.000 | ||
75 | 2025.01.10 20:00 | modify | 20 | 0.10 | 192.796 | 191.496 | 194.196 | ||
76 | 2025.01.13 03:30 | s/l | 20 | 0.10 | 191.496 | 191.496 | 194.196 | -88.20 | 1722.22 |
77 | 2025.02.12 12:00 | sell | 21 | 0.10 | 191.265 | 0.000 | 0.000 | ||
78 | 2025.02.12 12:00 | modify | 21 | 0.10 | 191.265 | 192.565 | 189.865 | ||
79 | 2025.02.12 17:30 | s/l | 21 | 0.10 | 192.565 | 192.565 | 189.865 | -88.17 | 1634.05 |
80 | 2025.04.04 20:00 | buy | 22 | 0.10 | 189.048 | 0.000 | 0.000 | ||
81 | 2025.04.04 20:00 | modify | 22 | 0.10 | 189.048 | 187.748 | 190.448 | ||
82 | 2025.04.04 23:59 | buy | 23 | 0.10 | 189.566 | 0.000 | 0.000 | ||
83 | 2025.04.04 23:59 | modify | 23 | 0.10 | 189.566 | 189.188 | 190.448 | ||
84 | 2025.04.04 23:59 | modify | 22 | 0.10 | 189.048 | 189.188 | 190.448 | ||
85 | 2025.04.06 21:00 | s/l | 22 | 0.10 | 189.188 | 189.188 | 190.448 | 9.50 | 1643.55 |
86 | 2025.04.06 21:00 | s/l | 23 | 0.10 | 189.188 | 189.188 | 190.448 | -25.64 | 1617.91 |
87 | 2025.05.02 00:00 | sell | 24 | 0.10 | 193.177 | 0.000 | 0.000 | ||
88 | 2025.05.02 00:00 | modify | 24 | 0.10 | 193.177 | 194.477 | 191.777 | ||
89 | 2025.05.02 08:30 | sell | 25 | 0.10 | 192.662 | 0.000 | 0.000 | ||
90 | 2025.05.02 08:30 | modify | 25 | 0.10 | 192.662 | 193.037 | 191.777 | ||
91 | 2025.05.02 08:30 | modify | 24 | 0.10 | 193.177 | 193.037 | 191.777 | ||
92 | 2025.05.02 10:10 | sell | 26 | 0.10 | 192.523 | 0.000 | 0.000 | ||
93 | 2025.05.02 10:10 | modify | 26 | 0.10 | 192.523 | 192.827 | 191.777 | ||
94 | 2025.05.02 10:10 | modify | 25 | 0.10 | 192.662 | 192.827 | 191.777 | ||
95 | 2025.05.02 10:10 | modify | 24 | 0.10 | 193.177 | 192.827 | 191.777 | ||
96 | 2025.05.02 13:05 | sell | 27 | 0.10 | 192.170 | 0.000 | 0.000 | ||
97 | 2025.05.02 13:05 | modify | 27 | 0.10 | 192.170 | 192.477 | 191.777 | ||
98 | 2025.05.02 13:05 | modify | 26 | 0.10 | 192.523 | 192.477 | 191.777 | ||
99 | 2025.05.02 13:05 | modify | 25 | 0.10 | 192.662 | 192.477 | 191.777 | ||
100 | 2025.05.02 13:05 | modify | 24 | 0.10 | 193.177 | 192.477 | 191.777 | ||
101 | 2025.05.02 13:40 | t/p | 24 | 0.10 | 191.777 | 192.477 | 191.777 | 94.94 | 1712.85 |
102 | 2025.05.02 13:40 | t/p | 25 | 0.10 | 191.777 | 192.477 | 191.777 | 60.02 | 1772.87 |
103 | 2025.05.02 13:40 | t/p | 26 | 0.10 | 191.777 | 192.477 | 191.777 | 50.59 | 1823.46 |
104 | 2025.05.02 13:40 | t/p | 27 | 0.10 | 191.777 | 192.477 | 191.777 | 26.65 | 1850.11 |
105 | 2025.05.09 00:00 | sell | 28 | 0.10 | 193.219 | 0.000 | 0.000 | ||
106 | 2025.05.09 00:00 | modify | 28 | 0.10 | 193.219 | 194.519 | 191.819 | ||
107 | 2025.05.09 05:00 | sell | 29 | 0.10 | 192.586 | 0.000 | 0.000 | ||
108 | 2025.05.09 05:00 | modify | 29 | 0.10 | 192.586 | 192.869 | 191.819 | ||
109 | 2025.05.09 05:00 | modify | 28 | 0.10 | 193.219 | 192.869 | 191.819 | ||
110 | 2025.05.09 10:05 | s/l | 28 | 0.10 | 192.869 | 192.869 | 191.819 | 23.73 | 1873.84 |
111 | 2025.05.09 10:05 | s/l | 29 | 0.10 | 192.869 | 192.869 | 191.819 | -19.20 | 1854.64 |
112 | 2025.05.13 00:00 | sell | 30 | 0.10 | 195.357 | 0.000 | 0.000 | ||
113 | 2025.05.13 00:00 | modify | 30 | 0.10 | 195.357 | 196.657 | 193.957 | ||
114 | 2025.05.14 09:30 | sell | 31 | 0.10 | 194.724 | 0.000 | 0.000 | ||
115 | 2025.05.14 09:30 | modify | 31 | 0.10 | 194.724 | 195.007 | 193.957 | ||
116 | 2025.05.14 09:30 | modify | 30 | 0.10 | 195.357 | 195.007 | 193.957 | ||
117 | 2025.05.14 12:15 | s/l | 30 | 0.10 | 195.007 | 195.007 | 193.957 | 23.73 | 1878.37 |
118 | 2025.05.14 12:15 | s/l | 31 | 0.10 | 195.007 | 195.007 | 193.957 | -19.20 | 1859.17 |
119 | 2025.07.02 20:00 | buy | 32 | 0.10 | 195.856 | 0.000 | 0.000 | ||
120 | 2025.07.02 20:00 | modify | 32 | 0.10 | 195.856 | 194.556 | 197.256 | ||
121 | 2025.07.03 06:30 | buy | 33 | 0.10 | 196.352 | 0.000 | 0.000 | ||
122 | 2025.07.03 06:30 | modify | 33 | 0.10 | 196.352 | 195.996 | 197.256 | ||
123 | 2025.07.03 06:30 | modify | 32 | 0.10 | 195.856 | 195.996 | 197.256 | ||
124 | 2025.07.03 09:55 | buy | 34 | 0.10 | 196.505 | 0.000 | 0.000 | ||
125 | 2025.07.03 09:55 | modify | 34 | 0.10 | 196.505 | 196.206 | 197.256 | ||
126 | 2025.07.03 09:55 | modify | 33 | 0.10 | 196.352 | 196.206 | 197.256 | ||
127 | 2025.07.03 09:55 | modify | 32 | 0.10 | 195.856 | 196.206 | 197.256 | ||
128 | 2025.07.03 12:40 | t/p | 32 | 0.10 | 197.256 | 196.206 | 197.256 | 94.98 | 1954.15 |
129 | 2025.07.03 12:40 | t/p | 33 | 0.10 | 197.256 | 196.206 | 197.256 | 61.33 | 2015.48 |
130 | 2025.07.03 12:40 | t/p | 34 | 0.10 | 197.256 | 196.206 | 197.256 | 50.95 | 2066.43 |
131 | 2025.07.07 20:00 | sell | 35 | 0.10 | 198.772 | 0.000 | 0.000 | ||
132 | 2025.07.07 20:00 | modify | 35 | 0.10 | 198.772 | 200.072 | 197.372 | ||
133 | 2025.07.11 00:05 | sell | 36 | 0.10 | 198.280 | 0.000 | 0.000 | ||
134 | 2025.07.11 00:05 | modify | 36 | 0.10 | 198.280 | 198.632 | 197.372 | ||
135 | 2025.07.11 00:05 | modify | 35 | 0.10 | 198.772 | 198.632 | 197.372 | ||
136 | 2025.07.11 00:30 | s/l | 35 | 0.10 | 198.632 | 198.632 | 197.372 | 9.49 | 2075.92 |
137 | 2025.07.11 00:30 | s/l | 36 | 0.10 | 198.632 | 198.632 | 197.372 | -23.88 | 2052.04 |
138 | 2025.07.15 20:00 | sell | 37 | 0.10 | 199.241 | 0.000 | 0.000 | ||
139 | 2025.07.15 20:00 | modify | 37 | 0.10 | 199.241 | 200.541 | 197.841 | ||
140 | 2025.07.16 15:10 | sell | 38 | 0.10 | 198.749 | 0.000 | 0.000 | ||
141 | 2025.07.16 15:10 | modify | 38 | 0.10 | 198.749 | 199.101 | 197.841 | ||
142 | 2025.07.16 15:10 | modify | 37 | 0.10 | 199.241 | 199.101 | 197.841 | ||
143 | 2025.07.16 21:20 | sell | 39 | 0.10 | 198.256 | 0.000 | 0.000 | ||
144 | 2025.07.16 21:20 | modify | 39 | 0.10 | 198.256 | 198.541 | 197.841 | ||
145 | 2025.07.16 21:20 | modify | 38 | 0.10 | 198.749 | 198.541 | 197.841 | ||
146 | 2025.07.16 21:20 | modify | 37 | 0.10 | 199.241 | 198.541 | 197.841 | ||
147 | 2025.07.16 23:40 | s/l | 37 | 0.10 | 198.541 | 198.541 | 197.841 | 47.48 | 2099.52 |
148 | 2025.07.16 23:40 | s/l | 38 | 0.10 | 198.541 | 198.541 | 197.841 | 14.11 | 2113.63 |
149 | 2025.07.16 23:40 | s/l | 39 | 0.10 | 198.541 | 198.541 | 197.841 | -19.33 | 2094.30 |
150 | 2025.08.05 00:00 | buy | 40 | 0.10 | 195.235 | 0.000 | 0.000 | ||
151 | 2025.08.05 00:00 | modify | 40 | 0.10 | 195.235 | 193.935 | 196.635 | ||
152 | 2025.08.05 09:50 | buy | 41 | 0.10 | 196.242 | 0.000 | 0.000 | ||
153 | 2025.08.05 09:50 | modify | 41 | 0.10 | 196.242 | 195.935 | 196.635 | ||
154 | 2025.08.05 09:50 | modify | 40 | 0.10 | 195.235 | 195.935 | 196.635 | ||
155 | 2025.08.05 11:40 | s/l | 40 | 0.10 | 195.935 | 195.935 | 196.635 | 47.49 | 2141.79 |
156 | 2025.08.05 11:40 | s/l | 41 | 0.10 | 195.935 | 195.935 | 196.635 | -20.83 | 2120.96 |