Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 5 Minutes (M5) 2024.10.01 00:00 - 2024.10.31 23:55 (2024.10.01 - 2024.11.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | PSMHelp="************************************"; Lots_WithTrend=0.1; Lots_CounterTrend=0; TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; MAISHelp="************************************"; MA_TimeFrame=9; MA_Period=4; MA_Method=0; MA_AppliedPrice=0; MA_Shift=1; MA_DirOption=0; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=60; TakeProfit=100; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TrendChangeAction=0; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=350; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=500; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=360; Run_ProfitTrailingStop=40; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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="************************************"; ShowExpandedPriceLevels=3; PriceLevelsColourScheme=7; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; CloseoutTextColour=Gray; CloseoutTextDisplay=1; CFDTickScaling=0; MagicNumber=210603; | ||||
Bars in test | 6837 | Ticks modelled | 3832797 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | -180.37 | Gross profit | 286.56 | Gross loss | -466.93 |
Profit factor | 0.61 | Expected payoff | -7.21 | ||
Absolute drawdown | 333.87 | Maximal drawdown | 358.09 (34.96%) | Relative drawdown | 34.96% (358.09) |
Total trades | 25 | Short positions (won %) | 14 (92.86%) | Long positions (won %) | 11 (0.00%) |
Profit trades (% of total) | 13 (52.00%) | Loss trades (% of total) | 12 (48.00%) | ||
Largest | profit trade | 33.78 | loss trade | -38.92 | |
Average | profit trade | 22.04 | loss trade | -38.91 | |
Maximum | consecutive wins (profit in money) | 13 (286.56) | consecutive losses (loss in money) | 12 (-466.93) | |
Maximal | consecutive profit (count of wins) | 286.56 (13) | consecutive loss (count of losses) | -466.93 (12) | |
Average | consecutive wins | 13 | consecutive losses | 12 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.10.01 06:00 | sell | 1 | 0.10 | 192.933 | 0.000 | 0.000 | ||
2 | 2024.10.01 06:00 | modify | 1 | 0.10 | 192.933 | 193.533 | 191.933 | ||
3 | 2024.10.01 06:00 | sell | 2 | 0.10 | 192.899 | 0.000 | 0.000 | ||
4 | 2024.10.01 06:00 | modify | 2 | 0.10 | 192.899 | 193.499 | 191.899 | ||
5 | 2024.10.01 06:00 | sell | 3 | 0.10 | 192.873 | 0.000 | 0.000 | ||
6 | 2024.10.01 06:00 | modify | 3 | 0.10 | 192.873 | 193.473 | 191.873 | ||
7 | 2024.10.01 06:00 | sell | 4 | 0.10 | 192.842 | 0.000 | 0.000 | ||
8 | 2024.10.01 06:00 | modify | 4 | 0.10 | 192.842 | 193.442 | 191.842 | ||
9 | 2024.10.01 06:00 | sell | 5 | 0.10 | 192.808 | 0.000 | 0.000 | ||
10 | 2024.10.01 06:00 | modify | 5 | 0.10 | 192.808 | 193.408 | 191.808 | ||
11 | 2024.10.01 06:01 | sell | 6 | 0.10 | 192.783 | 0.000 | 0.000 | ||
12 | 2024.10.01 06:01 | modify | 6 | 0.10 | 192.783 | 193.383 | 191.783 | ||
13 | 2024.10.01 06:06 | sell | 7 | 0.10 | 192.967 | 0.000 | 0.000 | ||
14 | 2024.10.01 06:06 | modify | 7 | 0.10 | 192.967 | 193.567 | 191.967 | ||
15 | 2024.10.01 06:14 | buy | 8 | 0.10 | 193.093 | 0.000 | 0.000 | ||
16 | 2024.10.01 06:14 | modify | 8 | 0.10 | 193.093 | 192.493 | 194.093 | ||
17 | 2024.10.01 06:15 | sell | 9 | 0.10 | 193.022 | 0.000 | 0.000 | ||
18 | 2024.10.01 06:15 | modify | 9 | 0.10 | 193.022 | 193.622 | 192.022 | ||
19 | 2024.10.01 06:15 | buy | 10 | 0.10 | 193.123 | 0.000 | 0.000 | ||
20 | 2024.10.01 06:15 | modify | 10 | 0.10 | 193.123 | 192.523 | 194.123 | ||
21 | 2024.10.01 06:21 | buy | 11 | 0.10 | 193.153 | 0.000 | 0.000 | ||
22 | 2024.10.01 06:21 | modify | 11 | 0.10 | 193.153 | 192.553 | 194.153 | ||
23 | 2024.10.01 06:21 | buy | 12 | 0.10 | 193.187 | 0.000 | 0.000 | ||
24 | 2024.10.01 06:21 | modify | 12 | 0.10 | 193.187 | 192.587 | 194.187 | ||
25 | 2024.10.01 06:31 | buy | 13 | 0.10 | 193.213 | 0.000 | 0.000 | ||
26 | 2024.10.01 06:31 | modify | 13 | 0.10 | 193.213 | 192.613 | 194.213 | ||
27 | 2024.10.01 06:31 | buy | 14 | 0.10 | 193.245 | 0.000 | 0.000 | ||
28 | 2024.10.01 06:31 | modify | 14 | 0.10 | 193.245 | 192.645 | 194.245 | ||
29 | 2024.10.01 06:33 | buy | 15 | 0.10 | 193.273 | 0.000 | 0.000 | ||
30 | 2024.10.01 06:33 | modify | 15 | 0.10 | 193.273 | 192.673 | 194.273 | ||
31 | 2024.10.01 06:34 | buy | 16 | 0.10 | 193.304 | 0.000 | 0.000 | ||
32 | 2024.10.01 06:34 | modify | 16 | 0.10 | 193.304 | 192.704 | 194.304 | ||
33 | 2024.10.01 06:45 | buy | 17 | 0.10 | 193.334 | 0.000 | 0.000 | ||
34 | 2024.10.01 06:45 | modify | 17 | 0.10 | 193.334 | 192.734 | 194.334 | ||
35 | 2024.10.01 06:50 | buy | 18 | 0.10 | 193.372 | 0.000 | 0.000 | ||
36 | 2024.10.01 06:50 | modify | 18 | 0.10 | 193.372 | 192.772 | 194.372 | ||
37 | 2024.10.01 06:51 | s/l | 6 | 0.10 | 193.383 | 193.383 | 191.783 | -38.91 | 961.09 |
38 | 2024.10.01 06:51 | buy | 19 | 0.10 | 193.393 | 0.000 | 0.000 | ||
39 | 2024.10.01 06:51 | modify | 19 | 0.10 | 193.393 | 192.793 | 194.393 | ||
40 | 2024.10.01 06:59 | sell | 20 | 0.10 | 193.082 | 0.000 | 0.000 | ||
41 | 2024.10.01 06:59 | modify | 20 | 0.10 | 193.082 | 193.682 | 192.082 | ||
42 | 2024.10.01 06:59 | sell | 21 | 0.10 | 193.053 | 0.000 | 0.000 | ||
43 | 2024.10.01 06:59 | modify | 21 | 0.10 | 193.053 | 193.653 | 192.053 | ||
44 | 2024.10.01 06:59 | sell | 22 | 0.10 | 192.990 | 0.000 | 0.000 | ||
45 | 2024.10.01 06:59 | modify | 22 | 0.10 | 192.990 | 193.590 | 191.990 | ||
46 | 2024.10.01 07:02 | s/l | 19 | 0.10 | 192.793 | 192.793 | 194.393 | -38.91 | 922.18 |
47 | 2024.10.01 07:02 | sell | 23 | 0.10 | 192.783 | 0.000 | 0.000 | ||
48 | 2024.10.01 07:02 | modify | 23 | 0.10 | 192.783 | 193.383 | 191.783 | ||
49 | 2024.10.01 07:02 | s/l | 18 | 0.10 | 192.772 | 192.772 | 194.372 | -38.91 | 883.27 |
50 | 2024.10.01 07:02 | sell | 24 | 0.10 | 192.748 | 0.000 | 0.000 | ||
51 | 2024.10.01 07:02 | modify | 24 | 0.10 | 192.748 | 193.348 | 191.748 | ||
52 | 2024.10.01 07:02 | s/l | 17 | 0.10 | 192.734 | 192.734 | 194.334 | -38.91 | 844.36 |
53 | 2024.10.01 07:02 | sell | 25 | 0.10 | 192.713 | 0.000 | 0.000 | ||
54 | 2024.10.01 07:02 | modify | 25 | 0.10 | 192.713 | 193.313 | 191.713 | ||
55 | 2024.10.01 07:02 | s/l | 16 | 0.10 | 192.704 | 192.704 | 194.304 | -38.91 | 805.45 |
56 | 2024.10.01 07:03 | s/l | 15 | 0.10 | 192.673 | 192.673 | 194.273 | -38.91 | 766.54 |
57 | 2024.10.01 07:06 | s/l | 14 | 0.10 | 192.645 | 192.645 | 194.245 | -38.91 | 727.63 |
58 | 2024.10.01 07:06 | s/l | 13 | 0.10 | 192.613 | 192.613 | 194.213 | -38.91 | 688.72 |
59 | 2024.10.01 07:06 | s/l | 12 | 0.10 | 192.587 | 192.587 | 194.187 | -38.91 | 649.81 |
60 | 2024.10.01 07:06 | s/l | 11 | 0.10 | 192.553 | 192.553 | 194.153 | -38.91 | 610.90 |
61 | 2024.10.01 07:06 | s/l | 10 | 0.10 | 192.523 | 192.523 | 194.123 | -38.91 | 571.99 |
62 | 2024.10.01 07:07 | s/l | 8 | 0.10 | 192.493 | 192.493 | 194.093 | -38.92 | 533.07 |
63 | 2024.10.01 07:07 | close at stop | 25 | 0.10 | 192.561 | 193.313 | 191.713 | 9.85 | 542.92 |
64 | 2024.10.01 07:07 | close at stop | 24 | 0.10 | 192.561 | 193.348 | 191.748 | 12.12 | 555.04 |
65 | 2024.10.01 07:07 | close at stop | 23 | 0.10 | 192.561 | 193.383 | 191.783 | 14.39 | 569.43 |
66 | 2024.10.01 07:07 | close at stop | 22 | 0.10 | 192.561 | 193.590 | 191.990 | 27.82 | 597.25 |
67 | 2024.10.01 07:07 | close at stop | 21 | 0.10 | 192.561 | 193.653 | 192.053 | 31.90 | 629.15 |
68 | 2024.10.01 07:07 | close at stop | 20 | 0.10 | 192.561 | 193.682 | 192.082 | 33.78 | 662.93 |
69 | 2024.10.01 07:07 | close at stop | 9 | 0.10 | 192.561 | 193.622 | 192.022 | 29.89 | 692.82 |
70 | 2024.10.01 07:07 | close at stop | 7 | 0.10 | 192.561 | 193.567 | 191.967 | 26.32 | 719.14 |
71 | 2024.10.01 07:07 | close at stop | 5 | 0.10 | 192.561 | 193.408 | 191.808 | 16.01 | 735.15 |
72 | 2024.10.01 07:07 | close at stop | 4 | 0.10 | 192.561 | 193.442 | 191.842 | 18.22 | 753.37 |
73 | 2024.10.01 07:07 | close at stop | 3 | 0.10 | 192.561 | 193.473 | 191.873 | 20.23 | 773.60 |
74 | 2024.10.01 07:07 | close at stop | 2 | 0.10 | 192.561 | 193.499 | 191.899 | 21.91 | 795.51 |
75 | 2024.10.01 07:07 | close at stop | 1 | 0.10 | 192.561 | 193.533 | 191.933 | 24.12 | 819.63 |