Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 7247 | Ticks modelled | 158610 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 754.41 | Gross profit | 902.80 | Gross loss | -148.39 |
Profit factor | 6.08 | Expected payoff | 29.02 | ||
Absolute drawdown | 11.53 | Maximal drawdown | 206.51 (1.95%) | Relative drawdown | 1.95% (206.51) |
Total trades | 26 | Short positions (won %) | 19 (89.47%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 21 (80.77%) | Loss trades (% of total) | 5 (19.23%) | ||
Largest | profit trade | 73.82 | loss trade | -67.11 | |
Average | profit trade | 42.99 | loss trade | -29.68 | |
Maximum | consecutive wins (profit in money) | 12 (551.71) | consecutive losses (loss in money) | 3 (-107.87) | |
Maximal | consecutive profit (count of wins) | 551.71 (12) | consecutive loss (count of losses) | -107.87 (3) | |
Average | consecutive wins | 7 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.10 12:00 | sell | 1 | 0.10 | 164.013 | 0.000 | 0.000 | ||
2 | 2023.03.10 12:00 | modify | 1 | 0.10 | 164.013 | 165.013 | 162.913 | ||
3 | 2023.03.10 14:45 | t/p | 1 | 0.10 | 162.913 | 165.013 | 162.913 | 73.77 | 10073.77 |
4 | 2023.03.24 11:00 | buy | 2 | 0.10 | 158.525 | 0.000 | 0.000 | ||
5 | 2023.03.24 11:00 | modify | 2 | 0.10 | 158.525 | 157.525 | 159.625 | ||
6 | 2023.03.24 12:50 | buy | 3 | 0.10 | 159.094 | 0.000 | 0.000 | ||
7 | 2023.03.24 12:50 | modify | 3 | 0.10 | 159.094 | 158.635 | 159.625 | ||
8 | 2023.03.24 12:50 | buy | 4 | 0.10 | 159.094 | 0.000 | 0.000 | ||
9 | 2023.03.24 12:50 | modify | 4 | 0.10 | 159.094 | 158.800 | 159.625 | ||
10 | 2023.03.24 12:50 | modify | 2 | 0.10 | 158.525 | 158.800 | 159.625 | ||
11 | 2023.03.24 12:52 | modify | 3 | 0.10 | 159.094 | 158.800 | 159.625 | ||
12 | 2023.03.24 14:20 | t/p | 2 | 0.10 | 159.625 | 158.800 | 159.625 | 73.82 | 10147.59 |
13 | 2023.03.24 14:20 | t/p | 3 | 0.10 | 159.625 | 158.800 | 159.625 | 35.63 | 10183.22 |
14 | 2023.03.24 14:20 | t/p | 4 | 0.10 | 159.625 | 158.800 | 159.625 | 35.63 | 10218.85 |
15 | 2023.04.04 12:00 | sell | 5 | 0.10 | 166.029 | 0.000 | 0.000 | ||
16 | 2023.04.04 12:00 | modify | 5 | 0.10 | 166.029 | 167.029 | 164.929 | ||
17 | 2023.04.04 13:50 | sell | 6 | 0.10 | 165.454 | 0.000 | 0.000 | ||
18 | 2023.04.04 13:50 | modify | 6 | 0.10 | 165.454 | 165.919 | 164.929 | ||
19 | 2023.04.04 13:50 | sell | 7 | 0.10 | 165.454 | 0.000 | 0.000 | ||
20 | 2023.04.04 13:50 | modify | 7 | 0.10 | 165.454 | 165.754 | 164.929 | ||
21 | 2023.04.04 13:50 | modify | 5 | 0.10 | 166.029 | 165.754 | 164.929 | ||
22 | 2023.04.04 13:52 | modify | 6 | 0.10 | 165.454 | 165.754 | 164.929 | ||
23 | 2023.04.04 14:10 | sell | 8 | 0.10 | 165.288 | 0.000 | 0.000 | ||
24 | 2023.04.04 14:10 | modify | 8 | 0.10 | 165.288 | 165.644 | 164.929 | ||
25 | 2023.04.04 14:10 | modify | 7 | 0.10 | 165.454 | 165.644 | 164.929 | ||
26 | 2023.04.04 14:10 | modify | 6 | 0.10 | 165.454 | 165.644 | 164.929 | ||
27 | 2023.04.04 14:10 | modify | 5 | 0.10 | 166.029 | 165.644 | 164.929 | ||
28 | 2023.04.04 14:20 | t/p | 5 | 0.10 | 164.929 | 165.644 | 164.929 | 73.76 | 10292.61 |
29 | 2023.04.04 14:20 | t/p | 6 | 0.10 | 164.929 | 165.644 | 164.929 | 35.20 | 10327.81 |
30 | 2023.04.04 14:20 | t/p | 7 | 0.10 | 164.929 | 165.644 | 164.929 | 35.20 | 10363.01 |
31 | 2023.04.04 14:20 | t/p | 8 | 0.10 | 164.929 | 165.644 | 164.929 | 24.07 | 10387.08 |
32 | 2023.07.21 10:00 | sell | 9 | 0.10 | 182.256 | 0.000 | 0.000 | ||
33 | 2023.07.21 10:00 | modify | 9 | 0.10 | 182.256 | 183.256 | 181.156 | ||
34 | 2023.07.21 12:10 | sell | 10 | 0.10 | 181.696 | 0.000 | 0.000 | ||
35 | 2023.07.21 12:10 | modify | 10 | 0.10 | 181.696 | 182.146 | 181.156 | ||
36 | 2023.07.21 12:10 | sell | 11 | 0.10 | 181.696 | 0.000 | 0.000 | ||
37 | 2023.07.21 12:10 | modify | 11 | 0.10 | 181.696 | 181.981 | 181.156 | ||
38 | 2023.07.21 12:10 | modify | 9 | 0.10 | 182.256 | 181.981 | 181.156 | ||
39 | 2023.07.21 12:12 | modify | 10 | 0.10 | 181.696 | 181.981 | 181.156 | ||
40 | 2023.07.21 12:50 | t/p | 9 | 0.10 | 181.156 | 181.981 | 181.156 | 73.76 | 10460.84 |
41 | 2023.07.21 12:50 | t/p | 10 | 0.10 | 181.156 | 181.981 | 181.156 | 36.21 | 10497.05 |
42 | 2023.07.21 12:50 | t/p | 11 | 0.10 | 181.156 | 181.981 | 181.156 | 36.21 | 10533.26 |
43 | 2023.08.23 13:00 | buy | 12 | 0.10 | 183.786 | 0.000 | 0.000 | ||
44 | 2023.08.23 13:00 | modify | 12 | 0.10 | 183.786 | 182.786 | 184.886 | ||
45 | 2023.08.23 19:45 | buy | 13 | 0.10 | 184.363 | 0.000 | 0.000 | ||
46 | 2023.08.23 19:45 | modify | 13 | 0.10 | 184.363 | 183.896 | 184.886 | ||
47 | 2023.08.23 19:45 | buy | 14 | 0.10 | 184.363 | 0.000 | 0.000 | ||
48 | 2023.08.23 19:45 | modify | 14 | 0.10 | 184.363 | 184.061 | 184.886 | ||
49 | 2023.08.23 19:45 | modify | 12 | 0.10 | 183.786 | 184.061 | 184.886 | ||
50 | 2023.08.23 19:47 | modify | 13 | 0.10 | 184.363 | 184.061 | 184.886 | ||
51 | 2023.08.23 21:00 | s/l | 12 | 0.10 | 184.061 | 184.061 | 184.886 | 18.45 | 10551.71 |
52 | 2023.08.23 21:00 | s/l | 13 | 0.10 | 184.061 | 184.061 | 184.886 | -20.26 | 10531.45 |
53 | 2023.08.23 21:00 | s/l | 14 | 0.10 | 184.061 | 184.061 | 184.886 | -20.26 | 10511.19 |
54 | 2023.10.31 12:00 | sell | 15 | 0.10 | 183.583 | 0.000 | 0.000 | ||
55 | 2023.10.31 12:00 | modify | 15 | 0.10 | 183.583 | 184.583 | 182.483 | ||
56 | 2023.11.01 13:50 | sell | 16 | 0.10 | 183.004 | 0.000 | 0.000 | ||
57 | 2023.11.01 13:50 | modify | 16 | 0.10 | 183.004 | 183.473 | 182.483 | ||
58 | 2023.11.01 13:50 | sell | 17 | 0.10 | 183.004 | 0.000 | 0.000 | ||
59 | 2023.11.01 13:50 | modify | 17 | 0.10 | 183.004 | 183.308 | 182.483 | ||
60 | 2023.11.01 13:50 | modify | 15 | 0.10 | 183.583 | 183.308 | 182.483 | ||
61 | 2023.11.01 13:52 | modify | 16 | 0.10 | 183.004 | 183.308 | 182.483 | ||
62 | 2023.11.01 14:15 | s/l | 15 | 0.10 | 183.308 | 183.308 | 182.483 | 16.54 | 10527.73 |
63 | 2023.11.01 14:15 | s/l | 16 | 0.10 | 183.308 | 183.308 | 182.483 | -20.38 | 10507.35 |
64 | 2023.11.01 14:15 | s/l | 17 | 0.10 | 183.308 | 183.308 | 182.483 | -20.38 | 10486.97 |
65 | 2023.12.07 11:00 | buy | 18 | 0.10 | 182.371 | 0.000 | 0.000 | ||
66 | 2023.12.07 11:00 | modify | 18 | 0.10 | 182.371 | 181.371 | 183.471 | ||
67 | 2023.12.07 14:50 | s/l | 18 | 0.10 | 181.371 | 181.371 | 183.471 | -67.11 | 10419.86 |
68 | 2023.12.11 09:00 | sell | 19 | 0.10 | 183.534 | 0.000 | 0.000 | ||
69 | 2023.12.11 09:00 | modify | 19 | 0.10 | 183.534 | 184.534 | 182.434 | ||
70 | 2023.12.12 05:40 | sell | 20 | 0.10 | 182.981 | 0.000 | 0.000 | ||
71 | 2023.12.12 05:40 | modify | 20 | 0.10 | 182.981 | 183.424 | 182.434 | ||
72 | 2023.12.12 05:40 | sell | 21 | 0.10 | 182.981 | 0.000 | 0.000 | ||
73 | 2023.12.12 05:40 | modify | 21 | 0.10 | 182.981 | 183.259 | 182.434 | ||
74 | 2023.12.12 05:40 | modify | 19 | 0.10 | 183.534 | 183.259 | 182.434 | ||
75 | 2023.12.12 05:42 | modify | 20 | 0.10 | 182.981 | 183.259 | 182.434 | ||
76 | 2023.12.12 05:55 | sell | 22 | 0.10 | 182.796 | 0.000 | 0.000 | ||
77 | 2023.12.12 05:55 | modify | 22 | 0.10 | 182.796 | 183.149 | 182.434 | ||
78 | 2023.12.12 05:55 | modify | 21 | 0.10 | 182.981 | 183.149 | 182.434 | ||
79 | 2023.12.12 05:55 | modify | 20 | 0.10 | 182.981 | 183.149 | 182.434 | ||
80 | 2023.12.12 05:55 | modify | 19 | 0.10 | 183.534 | 183.149 | 182.434 | ||
81 | 2023.12.12 11:45 | t/p | 19 | 0.10 | 182.434 | 183.149 | 182.434 | 71.87 | 10491.74 |
82 | 2023.12.12 11:45 | t/p | 20 | 0.10 | 182.434 | 183.149 | 182.434 | 36.68 | 10528.42 |
83 | 2023.12.12 11:45 | t/p | 21 | 0.10 | 182.434 | 183.149 | 182.434 | 36.68 | 10565.10 |
84 | 2023.12.12 11:45 | t/p | 22 | 0.10 | 182.434 | 183.149 | 182.434 | 24.28 | 10589.38 |
85 | 2023.12.19 13:00 | sell | 23 | 0.10 | 183.789 | 0.000 | 0.000 | ||
86 | 2023.12.19 13:00 | modify | 23 | 0.10 | 183.789 | 184.789 | 182.689 | ||
87 | 2023.12.19 15:42 | sell | 24 | 0.10 | 183.236 | 0.000 | 0.000 | ||
88 | 2023.12.19 15:42 | modify | 24 | 0.10 | 183.236 | 183.679 | 182.689 | ||
89 | 2023.12.19 15:42 | sell | 25 | 0.10 | 183.236 | 0.000 | 0.000 | ||
90 | 2023.12.19 15:42 | modify | 25 | 0.10 | 183.236 | 183.514 | 182.689 | ||
91 | 2023.12.19 15:42 | modify | 23 | 0.10 | 183.789 | 183.514 | 182.689 | ||
92 | 2023.12.19 15:45 | modify | 24 | 0.10 | 183.236 | 183.514 | 182.689 | ||
93 | 2023.12.19 18:02 | sell | 26 | 0.10 | 183.069 | 0.000 | 0.000 | ||
94 | 2023.12.19 18:02 | modify | 26 | 0.10 | 183.069 | 183.404 | 182.689 | ||
95 | 2023.12.19 18:02 | modify | 25 | 0.10 | 183.236 | 183.404 | 182.689 | ||
96 | 2023.12.19 18:02 | modify | 24 | 0.10 | 183.236 | 183.404 | 182.689 | ||
97 | 2023.12.19 18:02 | modify | 23 | 0.10 | 183.789 | 183.404 | 182.689 | ||
98 | 2023.12.20 04:15 | t/p | 23 | 0.10 | 182.689 | 183.404 | 182.689 | 71.87 | 10661.25 |
99 | 2023.12.20 04:15 | t/p | 24 | 0.10 | 182.689 | 183.404 | 182.689 | 34.78 | 10696.04 |
100 | 2023.12.20 04:15 | t/p | 25 | 0.10 | 182.689 | 183.404 | 182.689 | 34.78 | 10730.82 |
101 | 2023.12.20 04:15 | t/p | 26 | 0.10 | 182.689 | 183.404 | 182.689 | 23.59 | 10754.41 |