Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
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=40; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 2619 | Ticks modelled | 80217 | Modelling quality | n/a |
Mismatched charts errors | 26 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 496.34 | Gross profit | 936.74 | Gross loss | -440.40 |
Profit factor | 2.13 | Expected payoff | 11.54 | ||
Absolute drawdown | 81.97 | Maximal drawdown | 175.36 (1.64%) | Relative drawdown | 1.64% (175.36) |
Total trades | 43 | Short positions (won %) | 22 (77.27%) | Long positions (won %) | 21 (28.57%) |
Profit trades (% of total) | 23 (53.49%) | Loss trades (% of total) | 20 (46.51%) | ||
Largest | profit trade | 89.61 | loss trade | -28.68 | |
Average | profit trade | 40.73 | loss trade | -22.02 | |
Maximum | consecutive wins (profit in money) | 7 (377.62) | consecutive losses (loss in money) | 5 (-103.68) | |
Maximal | consecutive profit (count of wins) | 377.62 (7) | consecutive loss (count of losses) | -103.68 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.16 20:00 | buy | 1 | 0.10 | 166.173 | 0.000 | 0.000 | ||
2 | 2022.12.16 20:00 | modify | 1 | 0.10 | 166.173 | 165.773 | 167.473 | ||
3 | 2022.12.18 22:00 | s/l | 1 | 0.10 | 165.773 | 165.773 | 167.473 | -27.61 | 9972.39 |
4 | 2022.12.20 12:00 | buy | 2 | 0.10 | 161.114 | 0.000 | 0.000 | ||
5 | 2022.12.20 12:00 | modify | 2 | 0.10 | 161.114 | 160.714 | 162.414 | ||
6 | 2022.12.20 13:30 | s/l | 2 | 0.10 | 160.714 | 160.714 | 162.414 | -27.62 | 9944.77 |
7 | 2022.12.20 20:00 | buy | 3 | 0.10 | 160.079 | 0.000 | 0.000 | ||
8 | 2022.12.20 20:00 | modify | 3 | 0.10 | 160.079 | 159.679 | 161.379 | ||
9 | 2022.12.20 21:40 | buy | 4 | 0.10 | 160.556 | 0.000 | 0.000 | ||
10 | 2022.12.20 21:40 | modify | 4 | 0.10 | 160.556 | 160.274 | 161.379 | ||
11 | 2022.12.20 21:40 | modify | 3 | 0.10 | 160.079 | 160.274 | 161.379 | ||
12 | 2022.12.20 22:00 | s/l | 3 | 0.10 | 160.274 | 160.274 | 161.379 | 13.46 | 9958.23 |
13 | 2022.12.20 22:00 | s/l | 4 | 0.10 | 160.274 | 160.274 | 161.379 | -19.47 | 9938.76 |
14 | 2022.12.28 16:00 | sell | 5 | 0.10 | 161.540 | 0.000 | 0.000 | ||
15 | 2022.12.28 16:00 | modify | 5 | 0.10 | 161.540 | 161.940 | 160.240 | ||
16 | 2022.12.29 03:55 | sell | 6 | 0.10 | 161.061 | 0.000 | 0.000 | ||
17 | 2022.12.29 03:55 | modify | 6 | 0.10 | 161.061 | 161.345 | 160.240 | ||
18 | 2022.12.29 03:55 | modify | 5 | 0.10 | 161.540 | 161.345 | 160.240 | ||
19 | 2022.12.29 06:30 | sell | 7 | 0.10 | 160.798 | 0.000 | 0.000 | ||
20 | 2022.12.29 06:30 | modify | 7 | 0.10 | 160.798 | 161.215 | 160.240 | ||
21 | 2022.12.29 06:30 | modify | 6 | 0.10 | 161.061 | 161.215 | 160.240 | ||
22 | 2022.12.29 06:30 | modify | 5 | 0.10 | 161.540 | 161.215 | 160.240 | ||
23 | 2022.12.29 14:40 | t/p | 5 | 0.10 | 160.240 | 161.215 | 160.240 | 83.76 | 10022.52 |
24 | 2022.12.29 14:40 | t/p | 6 | 0.10 | 160.240 | 161.215 | 160.240 | 56.60 | 10079.12 |
25 | 2022.12.29 14:40 | t/p | 7 | 0.10 | 160.240 | 161.215 | 160.240 | 38.47 | 10117.59 |
26 | 2022.12.30 16:00 | buy | 8 | 0.10 | 158.735 | 0.000 | 0.000 | ||
27 | 2022.12.30 16:00 | modify | 8 | 0.10 | 158.735 | 158.335 | 160.035 | ||
28 | 2022.12.30 16:50 | buy | 9 | 0.10 | 159.192 | 0.000 | 0.000 | ||
29 | 2022.12.30 16:50 | modify | 9 | 0.10 | 159.192 | 158.930 | 160.035 | ||
30 | 2022.12.30 16:50 | modify | 8 | 0.10 | 158.735 | 158.930 | 160.035 | ||
31 | 2022.12.30 17:20 | s/l | 8 | 0.10 | 158.930 | 158.930 | 160.035 | 13.47 | 10131.06 |
32 | 2022.12.30 17:20 | s/l | 9 | 0.10 | 158.930 | 158.930 | 160.035 | -18.09 | 10112.97 |
33 | 2023.01.09 16:00 | sell | 10 | 0.10 | 160.847 | 0.000 | 0.000 | ||
34 | 2023.01.09 16:00 | modify | 10 | 0.10 | 160.847 | 161.247 | 159.547 | ||
35 | 2023.01.09 23:50 | sell | 11 | 0.10 | 160.380 | 0.000 | 0.000 | ||
36 | 2023.01.09 23:50 | modify | 11 | 0.10 | 160.380 | 160.652 | 159.547 | ||
37 | 2023.01.09 23:50 | modify | 10 | 0.10 | 160.847 | 160.652 | 159.547 | ||
38 | 2023.01.10 00:05 | s/l | 10 | 0.10 | 160.652 | 160.652 | 159.547 | 11.50 | 10124.47 |
39 | 2023.01.10 00:05 | s/l | 11 | 0.10 | 160.652 | 160.652 | 159.547 | -20.69 | 10103.78 |
40 | 2023.01.12 20:00 | buy | 12 | 0.10 | 158.067 | 0.000 | 0.000 | ||
41 | 2023.01.12 20:00 | modify | 12 | 0.10 | 158.067 | 157.667 | 159.367 | ||
42 | 2023.01.12 22:05 | s/l | 12 | 0.10 | 157.667 | 157.667 | 159.367 | -27.62 | 10076.16 |
43 | 2023.01.18 08:00 | sell | 13 | 0.10 | 160.401 | 0.000 | 0.000 | ||
44 | 2023.01.18 08:00 | modify | 13 | 0.10 | 160.401 | 160.801 | 159.101 | ||
45 | 2023.01.18 10:10 | sell | 14 | 0.10 | 159.940 | 0.000 | 0.000 | ||
46 | 2023.01.18 10:10 | modify | 14 | 0.10 | 159.940 | 160.206 | 159.101 | ||
47 | 2023.01.18 10:10 | modify | 13 | 0.10 | 160.401 | 160.206 | 159.101 | ||
48 | 2023.01.18 12:45 | sell | 15 | 0.10 | 159.674 | 0.000 | 0.000 | ||
49 | 2023.01.18 12:45 | modify | 15 | 0.10 | 159.674 | 160.076 | 159.101 | ||
50 | 2023.01.18 12:45 | modify | 14 | 0.10 | 159.940 | 160.076 | 159.101 | ||
51 | 2023.01.18 12:45 | modify | 13 | 0.10 | 160.401 | 160.076 | 159.101 | ||
52 | 2023.01.18 13:40 | t/p | 13 | 0.10 | 159.101 | 160.076 | 159.101 | 89.61 | 10165.77 |
53 | 2023.01.18 13:40 | t/p | 14 | 0.10 | 159.101 | 160.076 | 159.101 | 57.83 | 10223.60 |
54 | 2023.01.18 13:40 | t/p | 15 | 0.10 | 159.101 | 160.076 | 159.101 | 39.50 | 10263.10 |
55 | 2023.02.21 20:00 | sell | 16 | 0.10 | 163.416 | 0.000 | 0.000 | ||
56 | 2023.02.21 20:00 | modify | 16 | 0.10 | 163.416 | 163.816 | 162.116 | ||
57 | 2023.02.22 09:20 | sell | 17 | 0.10 | 162.938 | 0.000 | 0.000 | ||
58 | 2023.02.22 09:20 | modify | 17 | 0.10 | 162.938 | 163.221 | 162.116 | ||
59 | 2023.02.22 09:20 | modify | 16 | 0.10 | 163.416 | 163.221 | 162.116 | ||
60 | 2023.02.22 16:35 | sell | 18 | 0.10 | 162.570 | 0.000 | 0.000 | ||
61 | 2023.02.22 16:35 | modify | 18 | 0.10 | 162.570 | 162.961 | 162.116 | ||
62 | 2023.02.22 16:35 | modify | 17 | 0.10 | 162.938 | 162.961 | 162.116 | ||
63 | 2023.02.22 16:35 | modify | 16 | 0.10 | 163.416 | 162.961 | 162.116 | ||
64 | 2023.02.22 18:20 | sell | 19 | 0.10 | 162.674 | 0.000 | 0.000 | ||
65 | 2023.02.22 18:20 | modify | 19 | 0.10 | 162.674 | 163.091 | 162.116 | ||
66 | 2023.02.22 18:25 | modify | 19 | 0.10 | 162.674 | 162.961 | 162.116 | ||
67 | 2023.02.23 09:40 | t/p | 16 | 0.10 | 162.116 | 162.961 | 162.116 | 81.81 | 10344.91 |
68 | 2023.02.23 09:40 | t/p | 17 | 0.10 | 162.116 | 162.961 | 162.116 | 50.81 | 10395.72 |
69 | 2023.02.23 09:40 | t/p | 18 | 0.10 | 162.116 | 162.961 | 162.116 | 25.44 | 10421.16 |
70 | 2023.02.23 09:40 | t/p | 19 | 0.10 | 162.116 | 162.961 | 162.116 | 32.61 | 10453.77 |
71 | 2023.05.02 20:00 | buy | 20 | 0.10 | 170.352 | 0.000 | 0.000 | ||
72 | 2023.05.02 20:00 | modify | 20 | 0.10 | 170.352 | 169.952 | 171.652 | ||
73 | 2023.05.03 01:40 | s/l | 20 | 0.10 | 169.952 | 169.952 | 171.652 | -26.38 | 10427.40 |
74 | 2023.05.11 04:00 | buy | 21 | 0.10 | 169.351 | 0.000 | 0.000 | ||
75 | 2023.05.11 04:00 | modify | 21 | 0.10 | 169.351 | 168.951 | 170.651 | ||
76 | 2023.05.11 11:40 | s/l | 21 | 0.10 | 168.951 | 168.951 | 170.651 | -27.61 | 10399.79 |
77 | 2023.06.09 12:00 | sell | 22 | 0.10 | 175.133 | 0.000 | 0.000 | ||
78 | 2023.06.09 12:00 | modify | 22 | 0.10 | 175.133 | 175.533 | 173.833 | ||
79 | 2023.06.09 13:40 | s/l | 22 | 0.10 | 175.533 | 175.533 | 173.833 | -27.57 | 10372.22 |
80 | 2023.06.15 12:00 | sell | 23 | 0.10 | 178.581 | 0.000 | 0.000 | ||
81 | 2023.06.15 12:00 | modify | 23 | 0.10 | 178.581 | 178.981 | 177.281 | ||
82 | 2023.06.15 12:40 | sell | 24 | 0.10 | 178.122 | 0.000 | 0.000 | ||
83 | 2023.06.15 12:40 | modify | 24 | 0.10 | 178.122 | 178.386 | 177.281 | ||
84 | 2023.06.15 12:40 | modify | 23 | 0.10 | 178.581 | 178.386 | 177.281 | ||
85 | 2023.06.15 13:20 | s/l | 23 | 0.10 | 178.386 | 178.386 | 177.281 | 13.44 | 10385.66 |
86 | 2023.06.15 13:20 | s/l | 24 | 0.10 | 178.386 | 178.386 | 177.281 | -18.20 | 10367.46 |
87 | 2023.07.06 08:00 | buy | 25 | 0.10 | 183.148 | 0.000 | 0.000 | ||
88 | 2023.07.06 08:00 | modify | 25 | 0.10 | 183.148 | 182.748 | 184.448 | ||
89 | 2023.07.06 10:20 | buy | 26 | 0.10 | 183.616 | 0.000 | 0.000 | ||
90 | 2023.07.06 10:20 | modify | 26 | 0.10 | 183.616 | 183.343 | 184.448 | ||
91 | 2023.07.06 10:20 | modify | 25 | 0.10 | 183.148 | 183.343 | 184.448 | ||
92 | 2023.07.06 13:05 | buy | 27 | 0.10 | 184.000 | 0.000 | 0.000 | ||
93 | 2023.07.06 13:05 | modify | 27 | 0.10 | 184.000 | 183.603 | 184.448 | ||
94 | 2023.07.06 13:05 | modify | 26 | 0.10 | 183.616 | 183.603 | 184.448 | ||
95 | 2023.07.06 13:05 | modify | 25 | 0.10 | 183.148 | 183.603 | 184.448 | ||
96 | 2023.07.06 13:40 | s/l | 25 | 0.10 | 183.603 | 183.603 | 184.448 | 31.41 | 10398.87 |
97 | 2023.07.06 13:40 | s/l | 26 | 0.10 | 183.603 | 183.603 | 184.448 | -0.90 | 10397.97 |
98 | 2023.07.06 13:40 | s/l | 27 | 0.10 | 183.603 | 183.603 | 184.448 | -27.41 | 10370.56 |
99 | 2023.08.22 04:00 | sell | 28 | 0.10 | 186.509 | 0.000 | 0.000 | ||
100 | 2023.08.22 04:00 | modify | 28 | 0.10 | 186.509 | 186.909 | 185.209 | ||
101 | 2023.08.22 09:15 | sell | 29 | 0.10 | 186.040 | 0.000 | 0.000 | ||
102 | 2023.08.22 09:15 | modify | 29 | 0.10 | 186.040 | 186.314 | 185.209 | ||
103 | 2023.08.22 09:15 | modify | 28 | 0.10 | 186.509 | 186.314 | 185.209 | ||
104 | 2023.08.22 14:40 | sell | 30 | 0.10 | 185.639 | 0.000 | 0.000 | ||
105 | 2023.08.22 14:40 | modify | 30 | 0.10 | 185.639 | 186.054 | 185.209 | ||
106 | 2023.08.22 14:40 | modify | 29 | 0.10 | 186.040 | 186.054 | 185.209 | ||
107 | 2023.08.22 14:40 | modify | 28 | 0.10 | 186.509 | 186.054 | 185.209 | ||
108 | 2023.08.22 18:45 | sell | 31 | 0.10 | 185.779 | 0.000 | 0.000 | ||
109 | 2023.08.22 18:45 | modify | 31 | 0.10 | 185.779 | 186.184 | 185.209 | ||
110 | 2023.08.22 18:50 | modify | 31 | 0.10 | 185.779 | 186.054 | 185.209 | ||
111 | 2023.08.23 07:40 | t/p | 28 | 0.10 | 185.209 | 186.054 | 185.209 | 87.66 | 10458.21 |
112 | 2023.08.23 07:40 | t/p | 29 | 0.10 | 185.209 | 186.054 | 185.209 | 55.33 | 10513.54 |
113 | 2023.08.23 07:40 | t/p | 30 | 0.10 | 185.209 | 186.054 | 185.209 | 27.69 | 10541.23 |
114 | 2023.08.23 07:40 | t/p | 31 | 0.10 | 185.209 | 186.054 | 185.209 | 37.34 | 10578.57 |
115 | 2023.08.23 16:00 | buy | 32 | 0.10 | 183.894 | 0.000 | 0.000 | ||
116 | 2023.08.23 16:00 | modify | 32 | 0.10 | 183.894 | 183.494 | 185.194 | ||
117 | 2023.08.23 20:40 | buy | 33 | 0.10 | 184.372 | 0.000 | 0.000 | ||
118 | 2023.08.23 20:40 | modify | 33 | 0.10 | 184.372 | 184.089 | 185.194 | ||
119 | 2023.08.23 20:40 | modify | 32 | 0.10 | 183.894 | 184.089 | 185.194 | ||
120 | 2023.08.23 21:00 | s/l | 32 | 0.10 | 184.089 | 184.089 | 185.194 | 13.47 | 10592.04 |
121 | 2023.08.23 21:00 | s/l | 33 | 0.10 | 184.089 | 184.089 | 185.194 | -19.54 | 10572.50 |
122 | 2023.09.21 20:00 | buy | 34 | 0.10 | 181.430 | 0.000 | 0.000 | ||
123 | 2023.09.21 20:00 | modify | 34 | 0.10 | 181.430 | 181.030 | 182.730 | ||
124 | 2023.09.22 02:40 | buy | 35 | 0.10 | 181.913 | 0.000 | 0.000 | ||
125 | 2023.09.22 02:40 | modify | 35 | 0.10 | 181.913 | 181.625 | 182.730 | ||
126 | 2023.09.22 02:40 | modify | 34 | 0.10 | 181.430 | 181.625 | 182.730 | ||
127 | 2023.09.22 06:40 | buy | 36 | 0.10 | 182.276 | 0.000 | 0.000 | ||
128 | 2023.09.22 06:40 | modify | 36 | 0.10 | 182.276 | 181.885 | 182.730 | ||
129 | 2023.09.22 06:40 | modify | 35 | 0.10 | 181.913 | 181.885 | 182.730 | ||
130 | 2023.09.22 06:40 | modify | 34 | 0.10 | 181.430 | 181.885 | 182.730 | ||
131 | 2023.09.22 07:25 | buy | 37 | 0.10 | 182.168 | 0.000 | 0.000 | ||
132 | 2023.09.22 07:25 | modify | 37 | 0.10 | 182.168 | 181.755 | 182.730 | ||
133 | 2023.09.22 07:30 | modify | 37 | 0.10 | 182.168 | 181.885 | 182.730 | ||
134 | 2023.09.22 07:40 | s/l | 34 | 0.10 | 181.885 | 181.885 | 182.730 | 32.65 | 10605.15 |
135 | 2023.09.22 07:40 | s/l | 35 | 0.10 | 181.885 | 181.885 | 182.730 | -1.94 | 10603.21 |
136 | 2023.09.22 07:40 | s/l | 36 | 0.10 | 181.885 | 181.885 | 182.730 | -27.00 | 10576.21 |
137 | 2023.09.22 07:40 | s/l | 37 | 0.10 | 181.885 | 181.885 | 182.730 | -19.54 | 10556.67 |
138 | 2023.10.03 08:00 | buy | 38 | 0.10 | 181.032 | 0.000 | 0.000 | ||
139 | 2023.10.03 08:00 | modify | 38 | 0.10 | 181.032 | 180.632 | 182.332 | ||
140 | 2023.10.03 14:20 | s/l | 38 | 0.10 | 180.632 | 180.632 | 182.332 | -27.62 | 10529.05 |
141 | 2023.11.13 16:00 | sell | 39 | 0.10 | 185.851 | 0.000 | 0.000 | ||
142 | 2023.11.13 16:00 | modify | 39 | 0.10 | 185.851 | 186.251 | 184.551 | ||
143 | 2023.11.13 21:06 | s/l | 39 | 0.10 | 186.251 | 186.251 | 184.551 | -27.58 | 10501.47 |
144 | 2023.11.17 16:00 | buy | 40 | 0.10 | 185.995 | 0.000 | 0.000 | ||
145 | 2023.11.17 16:00 | modify | 40 | 0.10 | 185.995 | 185.595 | 187.295 | ||
146 | 2023.11.17 21:45 | buy | 41 | 0.10 | 186.470 | 0.000 | 0.000 | ||
147 | 2023.11.17 21:45 | modify | 41 | 0.10 | 186.470 | 186.190 | 187.295 | ||
148 | 2023.11.17 21:45 | modify | 40 | 0.10 | 185.995 | 186.190 | 187.295 | ||
149 | 2023.11.19 22:00 | s/l | 40 | 0.10 | 186.190 | 186.190 | 187.295 | 13.47 | 10514.94 |
150 | 2023.11.19 22:00 | s/l | 41 | 0.10 | 186.190 | 186.190 | 187.295 | -19.33 | 10495.61 |
151 | 2023.11.24 20:00 | sell | 42 | 0.10 | 188.465 | 0.000 | 0.000 | ||
152 | 2023.11.24 20:00 | modify | 42 | 0.10 | 188.465 | 188.865 | 187.165 | ||
153 | 2023.11.27 03:40 | sell | 43 | 0.10 | 187.594 | 0.000 | 0.000 | ||
154 | 2023.11.27 03:40 | modify | 43 | 0.10 | 187.594 | 188.010 | 187.165 | ||
155 | 2023.11.27 03:40 | modify | 42 | 0.10 | 188.465 | 188.010 | 187.165 | ||
156 | 2023.11.27 05:30 | s/l | 42 | 0.10 | 188.010 | 188.010 | 187.165 | 29.41 | 10525.02 |
157 | 2023.11.27 05:30 | s/l | 43 | 0.10 | 188.010 | 188.010 | 187.165 | -28.68 | 10496.34 |