Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | ADXISHelp="===================================="; EntryMethod=1; ADX_Period=36; ADX_Level=25; TrendFollowMethod=1; PositionAction=0; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=30; MaxTradesAction=2; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=80; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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; OHelp="===================================="; CFDTickScaling=0; MagicNumber=191210; | ||||
Bars in test | 7238 | Ticks modelled | 158230 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | 117.52 | Gross profit | 1523.53 | Gross loss | -1406.01 |
Profit factor | 1.08 | Expected payoff | 2.40 | ||
Absolute drawdown | 221.42 | Maximal drawdown | 1456.35 (59.51%) | Relative drawdown | 59.51% (1456.35) |
Total trades | 49 | Short positions (won %) | 20 (0.00%) | Long positions (won %) | 29 (75.86%) |
Profit trades (% of total) | 22 (44.90%) | Loss trades (% of total) | 27 (55.10%) | ||
Largest | profit trade | 157.29 | loss trade | -56.31 | |
Average | profit trade | 69.25 | loss trade | -52.07 | |
Maximum | consecutive wins (profit in money) | 13 (1010.05) | consecutive losses (loss in money) | 12 (-610.84) | |
Maximal | consecutive profit (count of wins) | 1010.05 (13) | consecutive loss (count of losses) | -610.84 (12) | |
Average | consecutive wins | 6 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.02 08:00 | sell | 1 | 0.10 | 183.000 | 0.000 | 0.000 | ||
2 | 2023.11.02 08:00 | modify | 1 | 0.10 | 183.000 | 183.800 | 180.600 | ||
3 | 2023.11.02 09:00 | sell | 2 | 0.10 | 182.940 | 0.000 | 0.000 | ||
4 | 2023.11.02 09:00 | modify | 2 | 0.10 | 182.940 | 183.740 | 180.540 | ||
5 | 2023.11.02 10:00 | sell | 3 | 0.10 | 183.139 | 0.000 | 0.000 | ||
6 | 2023.11.02 10:00 | modify | 3 | 0.10 | 183.139 | 183.939 | 180.739 | ||
7 | 2023.11.02 18:00 | buy | 4 | 0.10 | 183.551 | 0.000 | 0.000 | ||
8 | 2023.11.02 18:00 | modify | 4 | 0.10 | 183.551 | 182.751 | 185.951 | ||
9 | 2023.11.02 19:00 | buy | 5 | 0.10 | 183.621 | 0.000 | 0.000 | ||
10 | 2023.11.02 19:00 | modify | 5 | 0.10 | 183.621 | 182.821 | 186.021 | ||
11 | 2023.11.02 19:20 | s/l | 2 | 0.10 | 183.740 | 183.740 | 180.540 | -51.74 | 948.26 |
12 | 2023.11.02 20:00 | buy | 6 | 0.10 | 183.722 | 0.000 | 0.000 | ||
13 | 2023.11.02 20:00 | modify | 6 | 0.10 | 183.722 | 182.922 | 186.122 | ||
14 | 2023.11.02 21:00 | buy | 7 | 0.10 | 183.552 | 0.000 | 0.000 | ||
15 | 2023.11.02 21:00 | modify | 7 | 0.10 | 183.552 | 182.752 | 185.952 | ||
16 | 2023.11.02 22:00 | buy | 8 | 0.10 | 183.573 | 0.000 | 0.000 | ||
17 | 2023.11.02 22:00 | modify | 8 | 0.10 | 183.573 | 182.773 | 185.973 | ||
18 | 2023.11.02 23:00 | buy | 9 | 0.10 | 183.564 | 0.000 | 0.000 | ||
19 | 2023.11.02 23:00 | modify | 9 | 0.10 | 183.564 | 182.764 | 185.964 | ||
20 | 2023.11.03 12:20 | s/l | 1 | 0.10 | 183.800 | 183.800 | 180.600 | -54.02 | 894.24 |
21 | 2023.11.03 12:50 | s/l | 3 | 0.10 | 183.939 | 183.939 | 180.739 | -54.02 | 840.21 |
22 | 2023.11.03 13:00 | buy | 10 | 0.10 | 183.987 | 0.000 | 0.000 | ||
23 | 2023.11.03 13:00 | modify | 10 | 0.10 | 183.987 | 183.187 | 186.387 | ||
24 | 2023.11.03 14:00 | buy | 11 | 0.10 | 184.201 | 0.000 | 0.000 | ||
25 | 2023.11.03 14:00 | modify | 11 | 0.10 | 184.201 | 183.401 | 186.601 | ||
26 | 2023.11.03 15:00 | buy | 12 | 0.10 | 184.525 | 0.000 | 0.000 | ||
27 | 2023.11.03 15:00 | modify | 12 | 0.10 | 184.525 | 183.725 | 186.925 | ||
28 | 2023.11.03 16:00 | buy | 13 | 0.10 | 184.819 | 0.000 | 0.000 | ||
29 | 2023.11.03 16:00 | modify | 13 | 0.10 | 184.819 | 184.019 | 187.219 | ||
30 | 2023.11.03 17:00 | buy | 14 | 0.10 | 184.941 | 0.000 | 0.000 | ||
31 | 2023.11.03 17:00 | modify | 14 | 0.10 | 184.941 | 184.141 | 187.341 | ||
32 | 2023.11.03 18:00 | buy | 15 | 0.10 | 185.005 | 0.000 | 0.000 | ||
33 | 2023.11.03 18:00 | modify | 15 | 0.10 | 185.005 | 184.205 | 187.405 | ||
34 | 2023.11.06 03:00 | buy | 16 | 0.10 | 185.221 | 0.000 | 0.000 | ||
35 | 2023.11.06 03:00 | modify | 16 | 0.10 | 185.221 | 184.421 | 187.621 | ||
36 | 2023.11.06 08:00 | buy | 17 | 0.10 | 185.438 | 0.000 | 0.000 | ||
37 | 2023.11.06 08:00 | modify | 17 | 0.10 | 185.438 | 184.638 | 187.838 | ||
38 | 2023.11.06 09:00 | buy | 18 | 0.10 | 185.573 | 0.000 | 0.000 | ||
39 | 2023.11.06 09:00 | modify | 18 | 0.10 | 185.573 | 184.773 | 187.973 | ||
40 | 2023.11.06 10:00 | buy | 19 | 0.10 | 185.609 | 0.000 | 0.000 | ||
41 | 2023.11.06 10:00 | modify | 19 | 0.10 | 185.609 | 184.809 | 188.009 | ||
42 | 2023.11.06 11:00 | buy | 20 | 0.10 | 185.831 | 0.000 | 0.000 | ||
43 | 2023.11.06 11:00 | modify | 20 | 0.10 | 185.831 | 185.031 | 188.231 | ||
44 | 2023.11.06 12:00 | buy | 21 | 0.10 | 185.922 | 0.000 | 0.000 | ||
45 | 2023.11.06 12:00 | modify | 21 | 0.10 | 185.922 | 185.122 | 188.322 | ||
46 | 2023.11.06 12:37 | t/p | 4 | 0.10 | 185.951 | 182.751 | 185.951 | 157.29 | 997.50 |
47 | 2023.11.06 12:37 | t/p | 7 | 0.10 | 185.952 | 182.752 | 185.952 | 157.29 | 1154.79 |
48 | 2023.11.06 20:32 | s/l | 21 | 0.10 | 185.122 | 185.122 | 188.322 | -51.74 | 1103.05 |
49 | 2023.11.07 09:20 | s/l | 20 | 0.10 | 185.031 | 185.031 | 188.231 | -50.72 | 1052.33 |
50 | 2023.11.07 10:50 | s/l | 19 | 0.10 | 184.809 | 184.809 | 188.009 | -50.72 | 1001.61 |
51 | 2023.11.07 11:45 | s/l | 18 | 0.10 | 184.773 | 184.773 | 187.973 | -50.71 | 950.90 |
52 | 2023.11.07 11:50 | s/l | 17 | 0.10 | 184.638 | 184.638 | 187.838 | -50.72 | 900.18 |
53 | 2023.11.08 04:00 | sell | 22 | 0.10 | 184.811 | 0.000 | 0.000 | ||
54 | 2023.11.08 04:00 | modify | 22 | 0.10 | 184.811 | 185.611 | 182.411 | ||
55 | 2023.11.08 05:00 | sell | 23 | 0.10 | 184.871 | 0.000 | 0.000 | ||
56 | 2023.11.08 05:00 | modify | 23 | 0.10 | 184.871 | 185.671 | 182.471 | ||
57 | 2023.11.08 10:00 | sell | 24 | 0.10 | 184.637 | 0.000 | 0.000 | ||
58 | 2023.11.08 10:00 | modify | 24 | 0.10 | 184.637 | 185.437 | 182.237 | ||
59 | 2023.11.08 11:00 | sell | 25 | 0.10 | 184.788 | 0.000 | 0.000 | ||
60 | 2023.11.08 11:00 | modify | 25 | 0.10 | 184.788 | 185.588 | 182.388 | ||
61 | 2023.11.08 14:00 | buy | 26 | 0.10 | 185.104 | 0.000 | 0.000 | ||
62 | 2023.11.08 14:00 | modify | 26 | 0.10 | 185.104 | 184.304 | 187.504 | ||
63 | 2023.11.08 15:00 | buy | 27 | 0.10 | 185.286 | 0.000 | 0.000 | ||
64 | 2023.11.08 15:00 | modify | 27 | 0.10 | 185.286 | 184.486 | 187.686 | ||
65 | 2023.11.08 16:00 | buy | 28 | 0.10 | 185.377 | 0.000 | 0.000 | ||
66 | 2023.11.08 16:00 | modify | 28 | 0.10 | 185.377 | 184.577 | 187.777 | ||
67 | 2023.11.08 16:10 | s/l | 24 | 0.10 | 185.437 | 185.437 | 182.237 | -51.74 | 848.44 |
68 | 2023.11.08 17:00 | buy | 29 | 0.10 | 185.465 | 0.000 | 0.000 | ||
69 | 2023.11.08 17:00 | modify | 29 | 0.10 | 185.465 | 184.665 | 187.865 | ||
70 | 2023.11.08 18:00 | buy | 30 | 0.10 | 185.535 | 0.000 | 0.000 | ||
71 | 2023.11.08 18:00 | modify | 30 | 0.10 | 185.535 | 184.735 | 187.935 | ||
72 | 2023.11.08 18:20 | s/l | 22 | 0.10 | 185.611 | 185.611 | 182.411 | -51.74 | 796.70 |
73 | 2023.11.08 18:20 | s/l | 25 | 0.10 | 185.588 | 185.588 | 182.388 | -51.74 | 744.96 |
74 | 2023.11.08 18:45 | s/l | 23 | 0.10 | 185.671 | 185.671 | 182.471 | -51.74 | 693.22 |
75 | 2023.11.09 19:00 | sell | 31 | 0.10 | 185.262 | 0.000 | 0.000 | ||
76 | 2023.11.09 19:00 | modify | 31 | 0.10 | 185.262 | 186.062 | 182.862 | ||
77 | 2023.11.09 20:00 | sell | 32 | 0.10 | 184.915 | 0.000 | 0.000 | ||
78 | 2023.11.09 20:00 | modify | 32 | 0.10 | 184.915 | 185.715 | 182.515 | ||
79 | 2023.11.09 21:00 | sell | 33 | 0.10 | 184.938 | 0.000 | 0.000 | ||
80 | 2023.11.09 21:00 | modify | 33 | 0.10 | 184.938 | 185.738 | 182.538 | ||
81 | 2023.11.09 22:00 | sell | 34 | 0.10 | 184.962 | 0.000 | 0.000 | ||
82 | 2023.11.09 22:00 | modify | 34 | 0.10 | 184.962 | 185.762 | 182.562 | ||
83 | 2023.11.09 23:00 | sell | 35 | 0.10 | 184.897 | 0.000 | 0.000 | ||
84 | 2023.11.09 23:00 | modify | 35 | 0.10 | 184.897 | 185.697 | 182.497 | ||
85 | 2023.11.10 00:00 | sell | 36 | 0.10 | 184.878 | 0.000 | 0.000 | ||
86 | 2023.11.10 00:00 | modify | 36 | 0.10 | 184.878 | 185.678 | 182.478 | ||
87 | 2023.11.10 01:00 | sell | 37 | 0.10 | 184.929 | 0.000 | 0.000 | ||
88 | 2023.11.10 01:00 | modify | 37 | 0.10 | 184.929 | 185.729 | 182.529 | ||
89 | 2023.11.10 02:00 | sell | 38 | 0.10 | 184.884 | 0.000 | 0.000 | ||
90 | 2023.11.10 02:00 | modify | 38 | 0.10 | 184.884 | 185.684 | 182.484 | ||
91 | 2023.11.10 03:00 | sell | 39 | 0.10 | 184.898 | 0.000 | 0.000 | ||
92 | 2023.11.10 03:00 | modify | 39 | 0.10 | 184.898 | 185.698 | 182.498 | ||
93 | 2023.11.10 04:00 | sell | 40 | 0.10 | 184.934 | 0.000 | 0.000 | ||
94 | 2023.11.10 04:00 | modify | 40 | 0.10 | 184.934 | 185.734 | 182.534 | ||
95 | 2023.11.10 15:00 | sell | 41 | 0.10 | 184.787 | 0.000 | 0.000 | ||
96 | 2023.11.10 15:00 | modify | 41 | 0.10 | 184.787 | 185.587 | 182.387 | ||
97 | 2023.11.10 15:20 | s/l | 30 | 0.10 | 184.735 | 184.735 | 187.935 | -47.62 | 645.59 |
98 | 2023.11.10 15:32 | s/l | 29 | 0.10 | 184.665 | 184.665 | 187.865 | -47.62 | 597.97 |
99 | 2023.11.10 16:00 | sell | 42 | 0.10 | 184.737 | 0.000 | 0.000 | ||
100 | 2023.11.10 16:00 | modify | 42 | 0.10 | 184.737 | 185.537 | 182.337 | ||
101 | 2023.11.10 17:00 | sell | 43 | 0.10 | 184.951 | 0.000 | 0.000 | ||
102 | 2023.11.10 17:00 | modify | 43 | 0.10 | 184.951 | 185.751 | 182.551 | ||
103 | 2023.11.10 20:00 | buy | 44 | 0.10 | 185.241 | 0.000 | 0.000 | ||
104 | 2023.11.10 20:00 | modify | 44 | 0.10 | 185.241 | 184.441 | 187.641 | ||
105 | 2023.11.13 01:00 | buy | 45 | 0.10 | 185.419 | 0.000 | 0.000 | ||
106 | 2023.11.13 01:00 | modify | 45 | 0.10 | 185.419 | 184.619 | 187.819 | ||
107 | 2023.11.13 02:00 | buy | 46 | 0.10 | 185.484 | 0.000 | 0.000 | ||
108 | 2023.11.13 02:00 | modify | 46 | 0.10 | 185.484 | 184.684 | 187.884 | ||
109 | 2023.11.13 02:20 | s/l | 42 | 0.10 | 185.537 | 185.537 | 182.337 | -54.02 | 543.95 |
110 | 2023.11.13 03:00 | buy | 47 | 0.10 | 185.546 | 0.000 | 0.000 | ||
111 | 2023.11.13 03:00 | modify | 47 | 0.10 | 185.546 | 184.746 | 187.946 | ||
112 | 2023.11.13 04:00 | close | 5 | 0.10 | 185.446 | 182.821 | 186.021 | 127.31 | 671.26 |
113 | 2023.11.13 04:00 | buy | 48 | 0.10 | 185.486 | 0.000 | 0.000 | ||
114 | 2023.11.13 04:00 | modify | 48 | 0.10 | 185.486 | 184.686 | 187.886 | ||
115 | 2023.11.13 04:20 | s/l | 41 | 0.10 | 185.587 | 185.587 | 182.387 | -54.02 | 617.23 |
116 | 2023.11.13 05:00 | buy | 49 | 0.10 | 185.609 | 0.000 | 0.000 | ||
117 | 2023.11.13 05:00 | modify | 49 | 0.10 | 185.609 | 184.809 | 188.009 | ||
118 | 2023.11.13 05:20 | s/l | 36 | 0.10 | 185.678 | 185.678 | 182.478 | -54.02 | 563.21 |
119 | 2023.11.13 05:20 | s/l | 38 | 0.10 | 185.684 | 185.684 | 182.484 | -54.02 | 509.19 |
120 | 2023.11.13 06:15 | s/l | 32 | 0.10 | 185.715 | 185.715 | 182.515 | -56.31 | 452.88 |
121 | 2023.11.13 06:15 | s/l | 35 | 0.10 | 185.697 | 185.697 | 182.497 | -56.31 | 396.57 |
122 | 2023.11.13 06:15 | s/l | 39 | 0.10 | 185.698 | 185.698 | 182.498 | -54.02 | 342.55 |
123 | 2023.11.13 06:20 | s/l | 33 | 0.10 | 185.738 | 185.738 | 182.538 | -56.31 | 286.24 |
124 | 2023.11.13 06:20 | s/l | 37 | 0.10 | 185.729 | 185.729 | 182.529 | -54.02 | 232.22 |
125 | 2023.11.13 06:20 | s/l | 40 | 0.10 | 185.734 | 185.734 | 182.534 | -54.02 | 178.20 |
126 | 2023.11.13 06:20 | s/l | 43 | 0.10 | 185.751 | 185.751 | 182.551 | -54.02 | 124.17 |
127 | 2023.11.13 06:45 | s/l | 34 | 0.10 | 185.762 | 185.762 | 182.562 | -56.31 | 67.86 |
128 | 2023.11.13 07:20 | close at stop | 49 | 0.10 | 185.646 | 184.809 | 188.009 | 2.39 | 70.25 |
129 | 2023.11.13 07:20 | close at stop | 48 | 0.10 | 185.646 | 184.686 | 187.886 | 10.35 | 80.60 |
130 | 2023.11.13 07:20 | close at stop | 47 | 0.10 | 185.646 | 184.746 | 187.946 | 6.47 | 87.07 |
131 | 2023.11.13 07:20 | close at stop | 46 | 0.10 | 185.646 | 184.684 | 187.884 | 10.48 | 97.55 |
132 | 2023.11.13 07:20 | close at stop | 45 | 0.10 | 185.646 | 184.619 | 187.819 | 14.68 | 112.23 |
133 | 2023.11.13 07:20 | close at stop | 44 | 0.10 | 185.646 | 184.441 | 187.641 | 27.22 | 139.45 |
134 | 2023.11.13 07:20 | close at stop | 31 | 0.10 | 185.686 | 186.062 | 182.862 | -31.99 | 107.47 |
135 | 2023.11.13 07:20 | close at stop | 28 | 0.10 | 185.646 | 184.577 | 187.777 | 22.55 | 130.01 |
136 | 2023.11.13 07:20 | close at stop | 27 | 0.10 | 185.646 | 184.486 | 187.686 | 28.43 | 158.44 |
137 | 2023.11.13 07:20 | close at stop | 26 | 0.10 | 185.646 | 184.304 | 187.504 | 40.21 | 198.64 |
138 | 2023.11.13 07:20 | close at stop | 16 | 0.10 | 185.646 | 184.421 | 187.621 | 34.69 | 233.34 |
139 | 2023.11.13 07:20 | close at stop | 15 | 0.10 | 185.646 | 184.205 | 187.405 | 49.69 | 283.03 |
140 | 2023.11.13 07:20 | close at stop | 14 | 0.10 | 185.646 | 184.141 | 187.341 | 53.83 | 336.86 |
141 | 2023.11.13 07:20 | close at stop | 13 | 0.10 | 185.646 | 184.019 | 187.219 | 61.72 | 398.59 |
142 | 2023.11.13 07:20 | close at stop | 12 | 0.10 | 185.646 | 183.725 | 186.925 | 80.74 | 479.33 |
143 | 2023.11.13 07:20 | close at stop | 11 | 0.10 | 185.646 | 183.401 | 186.601 | 101.69 | 581.02 |
144 | 2023.11.13 07:20 | close at stop | 10 | 0.10 | 185.646 | 183.187 | 186.387 | 115.53 | 696.56 |
145 | 2023.11.13 07:20 | close at stop | 9 | 0.10 | 185.646 | 182.764 | 185.964 | 143.92 | 840.48 |
146 | 2023.11.13 07:20 | close at stop | 8 | 0.10 | 185.646 | 182.773 | 185.973 | 143.34 | 983.82 |
147 | 2023.11.13 07:20 | close at stop | 6 | 0.10 | 185.646 | 182.922 | 186.122 | 133.70 | 1117.52 |