Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 7263 | Ticks modelled | 13524 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 269.20 | Gross profit | 700.83 | Gross loss | -431.63 |
Profit factor | 1.62 | Expected payoff | 14.96 | ||
Absolute drawdown | 266.25 | Maximal drawdown | 296.91 (2.96%) | Relative drawdown | 2.96% (296.91) |
Total trades | 18 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 8 (50.00%) |
Profit trades (% of total) | 10 (55.56%) | Loss trades (% of total) | 8 (44.44%) | ||
Largest | profit trade | 104.81 | loss trade | -85.59 | |
Average | profit trade | 70.08 | loss trade | -53.95 | |
Maximum | consecutive wins (profit in money) | 4 (361.30) | consecutive losses (loss in money) | 3 (-217.91) | |
Maximal | consecutive profit (count of wins) | 361.30 (4) | consecutive loss (count of losses) | -217.91 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.16 10:00 | buy | 1 | 0.10 | 166.635 | 0.000 | 0.000 | ||
2 | 2022.12.16 10:00 | modify | 1 | 0.10 | 166.635 | 165.535 | 168.135 | ||
3 | 2022.12.18 22:00 | s/l | 1 | 0.10 | 165.535 | 165.535 | 168.135 | -75.95 | 9924.05 |
4 | 2022.12.30 10:00 | buy | 2 | 0.10 | 158.996 | 0.000 | 0.000 | ||
5 | 2022.12.30 10:00 | modify | 2 | 0.10 | 158.996 | 157.896 | 160.496 | ||
6 | 2022.12.30 20:00 | s/l | 2 | 0.10 | 157.896 | 157.896 | 160.496 | -75.95 | 9848.10 |
7 | 2023.01.24 12:00 | buy | 3 | 0.10 | 160.354 | 0.000 | 0.000 | ||
8 | 2023.01.24 12:00 | modify | 3 | 0.10 | 160.354 | 159.254 | 161.854 | ||
9 | 2023.02.01 16:00 | s/l | 3 | 0.10 | 159.254 | 159.254 | 161.854 | -66.01 | 9782.09 |
10 | 2023.02.07 11:00 | buy | 4 | 0.10 | 158.324 | 0.000 | 0.000 | ||
11 | 2023.02.07 11:00 | modify | 4 | 0.10 | 158.324 | 157.224 | 159.824 | ||
12 | 2023.02.09 13:00 | buy | 5 | 0.10 | 159.091 | 0.000 | 0.000 | ||
13 | 2023.02.09 13:00 | modify | 5 | 0.10 | 159.091 | 158.849 | 159.824 | ||
14 | 2023.02.09 13:00 | modify | 4 | 0.10 | 158.324 | 158.849 | 159.824 | ||
15 | 2023.02.09 14:00 | s/l | 4 | 0.10 | 158.849 | 158.849 | 159.824 | 41.21 | 9823.31 |
16 | 2023.02.09 14:00 | s/l | 5 | 0.10 | 158.849 | 158.849 | 159.824 | -16.71 | 9806.60 |
17 | 2023.02.10 09:00 | buy | 6 | 0.10 | 158.138 | 0.000 | 0.000 | ||
18 | 2023.02.10 09:00 | modify | 6 | 0.10 | 158.138 | 157.038 | 159.638 | ||
19 | 2023.02.13 10:00 | t/p | 6 | 0.10 | 159.638 | 157.038 | 159.638 | 104.81 | 9911.41 |
20 | 2023.02.28 10:00 | sell | 7 | 0.10 | 165.095 | 0.000 | 0.000 | ||
21 | 2023.02.28 10:00 | modify | 7 | 0.10 | 165.095 | 166.195 | 163.595 | ||
22 | 2023.02.28 18:00 | sell | 8 | 0.10 | 164.316 | 0.000 | 0.000 | ||
23 | 2023.02.28 18:00 | modify | 8 | 0.10 | 164.316 | 164.570 | 163.595 | ||
24 | 2023.02.28 18:00 | modify | 7 | 0.10 | 165.095 | 164.570 | 163.595 | ||
25 | 2023.02.28 22:00 | t/p | 7 | 0.10 | 163.595 | 164.570 | 163.595 | 103.39 | 10014.80 |
26 | 2023.02.28 22:00 | t/p | 8 | 0.10 | 163.595 | 164.570 | 163.595 | 49.70 | 10064.50 |
27 | 2023.03.10 12:00 | sell | 9 | 0.10 | 164.013 | 0.000 | 0.000 | ||
28 | 2023.03.10 12:00 | modify | 9 | 0.10 | 164.013 | 165.113 | 162.513 | ||
29 | 2023.03.10 16:00 | t/p | 9 | 0.10 | 162.513 | 165.113 | 162.513 | 103.40 | 10167.90 |
30 | 2023.03.21 12:00 | sell | 10 | 0.10 | 162.030 | 0.000 | 0.000 | ||
31 | 2023.03.21 12:00 | modify | 10 | 0.10 | 162.030 | 163.130 | 160.530 | ||
32 | 2023.03.22 11:00 | s/l | 10 | 0.10 | 163.130 | 163.130 | 160.530 | -77.78 | 10090.12 |
33 | 2023.03.24 11:00 | buy | 11 | 0.10 | 158.525 | 0.000 | 0.000 | ||
34 | 2023.03.24 11:00 | modify | 11 | 0.10 | 158.525 | 157.425 | 160.025 | ||
35 | 2023.03.24 15:00 | buy | 12 | 0.10 | 159.524 | 0.000 | 0.000 | ||
36 | 2023.03.24 15:00 | modify | 12 | 0.10 | 159.524 | 159.125 | 160.025 | ||
37 | 2023.03.24 15:00 | modify | 11 | 0.10 | 158.525 | 159.125 | 160.025 | ||
38 | 2023.03.26 23:00 | t/p | 11 | 0.10 | 160.025 | 159.125 | 160.025 | 103.57 | 10193.69 |
39 | 2023.03.26 23:00 | t/p | 12 | 0.10 | 160.025 | 159.125 | 160.025 | 34.59 | 10228.28 |
40 | 2023.04.04 12:00 | sell | 13 | 0.10 | 166.029 | 0.000 | 0.000 | ||
41 | 2023.04.04 12:00 | modify | 13 | 0.10 | 166.029 | 167.129 | 164.529 | ||
42 | 2023.04.04 16:00 | t/p | 13 | 0.10 | 164.529 | 167.129 | 164.529 | 103.40 | 10331.68 |
43 | 2023.04.19 09:00 | sell | 14 | 0.10 | 167.744 | 0.000 | 0.000 | ||
44 | 2023.04.19 09:00 | modify | 14 | 0.10 | 167.744 | 168.844 | 166.244 | ||
45 | 2023.04.20 15:00 | sell | 15 | 0.10 | 166.982 | 0.000 | 0.000 | ||
46 | 2023.04.20 15:00 | modify | 15 | 0.10 | 166.982 | 167.219 | 166.244 | ||
47 | 2023.04.20 15:00 | modify | 14 | 0.10 | 167.744 | 167.219 | 166.244 | ||
48 | 2023.04.20 19:00 | s/l | 14 | 0.10 | 167.219 | 167.219 | 166.244 | 30.33 | 10362.01 |
49 | 2023.04.20 19:00 | s/l | 15 | 0.10 | 167.219 | 167.219 | 166.244 | -16.34 | 10345.67 |
50 | 2023.07.31 10:00 | sell | 16 | 0.10 | 182.958 | 0.000 | 0.000 | ||
51 | 2023.07.31 10:00 | modify | 16 | 0.10 | 182.958 | 184.058 | 181.458 | ||
52 | 2023.08.03 03:00 | sell | 17 | 0.10 | 182.182 | 0.000 | 0.000 | ||
53 | 2023.08.03 03:00 | modify | 17 | 0.10 | 182.182 | 182.433 | 181.458 | ||
54 | 2023.08.03 03:00 | modify | 16 | 0.10 | 182.958 | 182.433 | 181.458 | ||
55 | 2023.08.03 05:00 | s/l | 16 | 0.10 | 182.433 | 182.433 | 181.458 | 26.43 | 10372.10 |
56 | 2023.08.03 05:00 | s/l | 17 | 0.10 | 182.433 | 182.433 | 181.458 | -17.30 | 10354.80 |
57 | 2023.10.31 12:00 | sell | 18 | 0.10 | 183.583 | 0.000 | 0.000 | ||
58 | 2023.10.31 12:00 | modify | 18 | 0.10 | 183.583 | 184.683 | 182.083 | ||
59 | 2023.11.03 16:00 | s/l | 18 | 0.10 | 184.683 | 184.683 | 182.083 | -85.59 | 10269.20 |