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 | ADXISHelp="===================================="; EntryMethod=0; ADX_Period=34; ADX_Level=25; TrendFollowMethod=1; PositionAction=0; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=30; MaxTradesAction=0; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=130; TakeProfit=200; 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 | 2608 | Ticks modelled | 79732 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | -470.22 | Gross profit | 797.76 | Gross loss | -1267.97 |
Profit factor | 0.63 | Expected payoff | -19.59 | ||
Absolute drawdown | 851.78 | Maximal drawdown | 924.58 (86.18%) | Relative drawdown | 86.18% (924.58) |
Total trades | 24 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 20 (30.00%) |
Profit trades (% of total) | 7 (29.17%) | Loss trades (% of total) | 17 (70.83%) | ||
Largest | profit trade | 142.84 | loss trade | -93.66 | |
Average | profit trade | 113.97 | loss trade | -74.59 | |
Maximum | consecutive wins (profit in money) | 4 (565.29) | consecutive losses (loss in money) | 8 (-715.60) | |
Maximal | consecutive profit (count of wins) | 565.29 (4) | consecutive loss (count of losses) | -715.60 (8) | |
Average | consecutive wins | 2 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.05.01 00:00 | buy | 1 | 0.10 | 197.041 | 0.000 | 0.000 | ||
2 | 2024.05.01 00:00 | modify | 1 | 0.10 | 197.041 | 195.741 | 199.041 | ||
3 | 2024.05.01 04:00 | buy | 2 | 0.10 | 197.010 | 0.000 | 0.000 | ||
4 | 2024.05.01 04:00 | modify | 2 | 0.10 | 197.010 | 195.710 | 199.010 | ||
5 | 2024.05.01 08:00 | buy | 3 | 0.10 | 197.148 | 0.000 | 0.000 | ||
6 | 2024.05.01 08:00 | modify | 3 | 0.10 | 197.148 | 195.848 | 199.148 | ||
7 | 2024.05.01 12:00 | buy | 4 | 0.10 | 197.140 | 0.000 | 0.000 | ||
8 | 2024.05.01 12:00 | modify | 4 | 0.10 | 197.140 | 195.840 | 199.140 | ||
9 | 2024.05.01 16:00 | buy | 5 | 0.10 | 196.898 | 0.000 | 0.000 | ||
10 | 2024.05.01 16:00 | modify | 5 | 0.10 | 196.898 | 195.598 | 198.898 | ||
11 | 2024.05.01 20:00 | buy | 6 | 0.10 | 196.794 | 0.000 | 0.000 | ||
12 | 2024.05.01 20:00 | modify | 6 | 0.10 | 196.794 | 195.494 | 198.794 | ||
13 | 2024.05.01 20:20 | s/l | 1 | 0.10 | 195.741 | 195.741 | 199.041 | -89.45 | 910.55 |
14 | 2024.05.01 20:20 | s/l | 2 | 0.10 | 195.710 | 195.710 | 199.010 | -89.45 | 821.10 |
15 | 2024.05.01 20:20 | s/l | 3 | 0.10 | 195.848 | 195.848 | 199.148 | -89.45 | 731.65 |
16 | 2024.05.01 20:20 | s/l | 4 | 0.10 | 195.840 | 195.840 | 199.140 | -89.45 | 642.20 |
17 | 2024.05.01 20:20 | s/l | 5 | 0.10 | 195.598 | 195.598 | 198.898 | -89.45 | 552.75 |
18 | 2024.05.01 20:20 | s/l | 6 | 0.10 | 195.494 | 195.494 | 198.794 | -89.45 | 463.30 |
19 | 2024.05.02 00:00 | buy | 7 | 0.10 | 195.259 | 0.000 | 0.000 | ||
20 | 2024.05.02 00:00 | modify | 7 | 0.10 | 195.259 | 193.959 | 197.259 | ||
21 | 2024.05.02 04:00 | buy | 8 | 0.10 | 195.436 | 0.000 | 0.000 | ||
22 | 2024.05.02 04:00 | modify | 8 | 0.10 | 195.436 | 194.136 | 197.436 | ||
23 | 2024.05.02 09:05 | s/l | 8 | 0.10 | 194.136 | 194.136 | 197.436 | -89.45 | 373.85 |
24 | 2024.05.02 11:20 | s/l | 7 | 0.10 | 193.959 | 193.959 | 197.259 | -89.45 | 284.40 |
25 | 2024.05.02 12:00 | sell | 9 | 0.10 | 193.644 | 0.000 | 0.000 | ||
26 | 2024.05.02 12:00 | modify | 9 | 0.10 | 193.644 | 194.944 | 191.644 | ||
27 | 2024.05.02 16:00 | sell | 10 | 0.10 | 192.323 | 0.000 | 0.000 | ||
28 | 2024.05.02 16:00 | modify | 10 | 0.10 | 192.323 | 193.623 | 190.323 | ||
29 | 2024.05.02 20:00 | sell | 11 | 0.10 | 192.039 | 0.000 | 0.000 | ||
30 | 2024.05.02 20:00 | modify | 11 | 0.10 | 192.039 | 193.339 | 190.039 | ||
31 | 2024.05.03 13:40 | t/p | 9 | 0.10 | 191.644 | 194.944 | 191.644 | 135.44 | 419.84 |
32 | 2024.05.03 16:00 | sell | 12 | 0.10 | 191.787 | 0.000 | 0.000 | ||
33 | 2024.05.03 16:00 | modify | 12 | 0.10 | 191.787 | 193.087 | 189.787 | ||
34 | 2024.05.06 00:00 | buy | 13 | 0.10 | 192.731 | 0.000 | 0.000 | ||
35 | 2024.05.06 00:00 | modify | 13 | 0.10 | 192.731 | 191.431 | 194.731 | ||
36 | 2024.05.06 03:30 | s/l | 12 | 0.10 | 193.087 | 193.087 | 189.787 | -91.53 | 328.30 |
37 | 2024.05.06 04:00 | buy | 14 | 0.10 | 193.159 | 0.000 | 0.000 | ||
38 | 2024.05.06 04:00 | modify | 14 | 0.10 | 193.159 | 191.859 | 195.159 | ||
39 | 2024.05.06 07:33 | s/l | 11 | 0.10 | 193.339 | 193.339 | 190.039 | -93.66 | 234.65 |
40 | 2024.05.06 14:40 | s/l | 10 | 0.10 | 193.623 | 193.623 | 190.323 | -93.66 | 140.99 |
41 | 2024.05.09 09:40 | t/p | 13 | 0.10 | 194.731 | 191.431 | 194.731 | 141.97 | 282.96 |
42 | 2024.05.09 12:00 | buy | 15 | 0.10 | 194.412 | 0.000 | 0.000 | ||
43 | 2024.05.09 12:00 | modify | 15 | 0.10 | 194.412 | 193.112 | 196.412 | ||
44 | 2024.05.09 16:00 | buy | 16 | 0.10 | 194.690 | 0.000 | 0.000 | ||
45 | 2024.05.09 16:00 | modify | 16 | 0.10 | 194.690 | 193.390 | 196.690 | ||
46 | 2024.05.10 06:40 | t/p | 14 | 0.10 | 195.159 | 191.859 | 195.159 | 142.84 | 425.80 |
47 | 2024.05.10 08:00 | buy | 17 | 0.10 | 195.114 | 0.000 | 0.000 | ||
48 | 2024.05.10 08:00 | modify | 17 | 0.10 | 195.114 | 193.814 | 197.114 | ||
49 | 2024.05.13 12:00 | buy | 18 | 0.10 | 195.599 | 0.000 | 0.000 | ||
50 | 2024.05.13 12:00 | modify | 18 | 0.10 | 195.599 | 194.299 | 197.599 | ||
51 | 2024.05.13 16:00 | buy | 19 | 0.10 | 196.201 | 0.000 | 0.000 | ||
52 | 2024.05.13 16:00 | modify | 19 | 0.10 | 196.201 | 194.901 | 198.201 | ||
53 | 2024.05.14 01:40 | t/p | 15 | 0.10 | 196.412 | 193.112 | 196.412 | 140.24 | 566.04 |
54 | 2024.05.14 04:00 | buy | 20 | 0.10 | 196.480 | 0.000 | 0.000 | ||
55 | 2024.05.14 04:00 | modify | 20 | 0.10 | 196.480 | 195.180 | 198.480 | ||
56 | 2024.05.14 08:00 | buy | 21 | 0.10 | 196.429 | 0.000 | 0.000 | ||
57 | 2024.05.14 08:00 | modify | 21 | 0.10 | 196.429 | 195.129 | 198.429 | ||
58 | 2024.05.14 13:30 | t/p | 16 | 0.10 | 196.690 | 193.390 | 196.690 | 140.24 | 706.28 |
59 | 2024.05.14 16:00 | buy | 22 | 0.10 | 197.040 | 0.000 | 0.000 | ||
60 | 2024.05.14 16:00 | modify | 22 | 0.10 | 197.040 | 195.740 | 199.040 | ||
61 | 2024.05.14 20:00 | buy | 23 | 0.10 | 197.019 | 0.000 | 0.000 | ||
62 | 2024.05.14 20:00 | modify | 23 | 0.10 | 197.019 | 195.719 | 199.019 | ||
63 | 2024.05.15 04:00 | buy | 24 | 0.10 | 197.062 | 0.000 | 0.000 | ||
64 | 2024.05.15 04:00 | modify | 24 | 0.10 | 197.062 | 195.762 | 199.062 | ||
65 | 2024.05.15 12:30 | close at stop | 24 | 0.10 | 196.030 | 195.762 | 199.062 | -71.01 | 635.27 |
66 | 2024.05.15 12:30 | close at stop | 23 | 0.10 | 196.030 | 195.719 | 199.019 | -67.18 | 568.09 |
67 | 2024.05.15 12:30 | close at stop | 22 | 0.10 | 196.030 | 195.740 | 199.040 | -68.63 | 499.46 |
68 | 2024.05.15 12:30 | close at stop | 21 | 0.10 | 196.030 | 195.129 | 198.429 | -26.59 | 472.87 |
69 | 2024.05.15 12:30 | close at stop | 20 | 0.10 | 196.030 | 195.180 | 198.480 | -30.10 | 442.78 |
70 | 2024.05.15 12:30 | close at stop | 19 | 0.10 | 196.030 | 194.901 | 198.201 | -10.03 | 432.75 |
71 | 2024.05.15 12:30 | close at stop | 18 | 0.10 | 196.030 | 194.299 | 197.599 | 31.39 | 464.14 |
72 | 2024.05.15 12:30 | close at stop | 17 | 0.10 | 196.030 | 193.814 | 197.114 | 65.64 | 529.78 |