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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 6547 | Ticks modelled | 34419439 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 343.32 | Gross profit | 599.47 | Gross loss | -256.15 |
Profit factor | 2.34 | Expected payoff | 12.26 | ||
Absolute drawdown | 47.16 | Maximal drawdown | 203.03 (1.96%) | Relative drawdown | 1.96% (203.03) |
Total trades | 28 | Short positions (won %) | 21 (71.43%) | Long positions (won %) | 7 (28.57%) |
Profit trades (% of total) | 17 (60.71%) | Loss trades (% of total) | 11 (39.29%) | ||
Largest | profit trade | 73.76 | loss trade | -67.11 | |
Average | profit trade | 35.26 | loss trade | -23.29 | |
Maximum | consecutive wins (profit in money) | 9 (364.12) | consecutive losses (loss in money) | 3 (-104.39) | |
Maximal | consecutive profit (count of wins) | 364.12 (9) | consecutive loss (count of losses) | -104.39 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | 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 13:32 | sell | 2 | 0.10 | 163.437 | 0.000 | 0.000 | ||
4 | 2023.03.10 13:32 | modify | 2 | 0.10 | 163.437 | 163.903 | 162.913 | ||
5 | 2023.03.10 13:32 | sell | 3 | 0.10 | 163.437 | 0.000 | 0.000 | ||
6 | 2023.03.10 13:32 | modify | 3 | 0.10 | 163.437 | 163.738 | 162.913 | ||
7 | 2023.03.10 13:32 | modify | 1 | 0.10 | 164.013 | 163.738 | 162.913 | ||
8 | 2023.03.10 13:32 | modify | 2 | 0.10 | 163.437 | 163.738 | 162.913 | ||
9 | 2023.03.10 13:34 | s/l | 1 | 0.10 | 163.738 | 163.738 | 162.913 | 18.44 | 10018.44 |
10 | 2023.03.10 13:34 | s/l | 2 | 0.10 | 163.738 | 163.738 | 162.913 | -20.19 | 9998.25 |
11 | 2023.03.10 13:34 | s/l | 3 | 0.10 | 163.738 | 163.738 | 162.913 | -20.19 | 9978.06 |
12 | 2023.03.24 11:00 | buy | 4 | 0.10 | 158.525 | 0.000 | 0.000 | ||
13 | 2023.03.24 11:00 | modify | 4 | 0.10 | 158.525 | 157.525 | 159.625 | ||
14 | 2023.03.24 12:37 | buy | 5 | 0.10 | 159.076 | 0.000 | 0.000 | ||
15 | 2023.03.24 12:37 | modify | 5 | 0.10 | 159.076 | 158.635 | 159.625 | ||
16 | 2023.03.24 12:37 | buy | 6 | 0.10 | 159.076 | 0.000 | 0.000 | ||
17 | 2023.03.24 12:37 | modify | 6 | 0.10 | 159.076 | 158.800 | 159.625 | ||
18 | 2023.03.24 12:37 | modify | 4 | 0.10 | 158.525 | 158.800 | 159.625 | ||
19 | 2023.03.24 12:37 | modify | 5 | 0.10 | 159.076 | 158.800 | 159.625 | ||
20 | 2023.03.24 12:41 | s/l | 4 | 0.10 | 158.800 | 158.800 | 159.625 | 18.46 | 9996.52 |
21 | 2023.03.24 12:41 | s/l | 5 | 0.10 | 158.800 | 158.800 | 159.625 | -18.52 | 9978.00 |
22 | 2023.03.24 12:41 | s/l | 6 | 0.10 | 158.800 | 158.800 | 159.625 | -18.52 | 9959.48 |
23 | 2023.04.04 12:00 | sell | 7 | 0.10 | 166.029 | 0.000 | 0.000 | ||
24 | 2023.04.04 12:00 | modify | 7 | 0.10 | 166.029 | 167.029 | 164.929 | ||
25 | 2023.04.04 13:42 | sell | 8 | 0.10 | 165.478 | 0.000 | 0.000 | ||
26 | 2023.04.04 13:42 | modify | 8 | 0.10 | 165.478 | 165.919 | 164.929 | ||
27 | 2023.04.04 13:42 | sell | 9 | 0.10 | 165.478 | 0.000 | 0.000 | ||
28 | 2023.04.04 13:42 | modify | 9 | 0.10 | 165.478 | 165.754 | 164.929 | ||
29 | 2023.04.04 13:42 | modify | 7 | 0.10 | 166.029 | 165.754 | 164.929 | ||
30 | 2023.04.04 13:42 | modify | 8 | 0.10 | 165.478 | 165.754 | 164.929 | ||
31 | 2023.04.04 14:00 | sell | 10 | 0.10 | 165.311 | 0.000 | 0.000 | ||
32 | 2023.04.04 14:00 | modify | 10 | 0.10 | 165.311 | 165.644 | 164.929 | ||
33 | 2023.04.04 14:00 | modify | 9 | 0.10 | 165.478 | 165.644 | 164.929 | ||
34 | 2023.04.04 14:00 | modify | 8 | 0.10 | 165.478 | 165.644 | 164.929 | ||
35 | 2023.04.04 14:00 | modify | 7 | 0.10 | 166.029 | 165.644 | 164.929 | ||
36 | 2023.04.04 14:19 | t/p | 7 | 0.10 | 164.929 | 165.644 | 164.929 | 73.76 | 10033.24 |
37 | 2023.04.04 14:19 | t/p | 8 | 0.10 | 164.929 | 165.644 | 164.929 | 36.81 | 10070.05 |
38 | 2023.04.04 14:19 | t/p | 9 | 0.10 | 164.929 | 165.644 | 164.929 | 36.81 | 10106.86 |
39 | 2023.04.04 14:19 | t/p | 10 | 0.10 | 164.929 | 165.644 | 164.929 | 25.61 | 10132.47 |
40 | 2023.07.21 10:00 | sell | 11 | 0.10 | 182.256 | 0.000 | 0.000 | ||
41 | 2023.07.21 10:00 | modify | 11 | 0.10 | 182.256 | 183.256 | 181.156 | ||
42 | 2023.07.21 12:14 | sell | 12 | 0.10 | 181.701 | 0.000 | 0.000 | ||
43 | 2023.07.21 12:14 | modify | 12 | 0.10 | 181.701 | 182.146 | 181.156 | ||
44 | 2023.07.21 12:14 | sell | 13 | 0.10 | 181.701 | 0.000 | 0.000 | ||
45 | 2023.07.21 12:14 | modify | 13 | 0.10 | 181.701 | 181.981 | 181.156 | ||
46 | 2023.07.21 12:14 | modify | 11 | 0.10 | 182.256 | 181.981 | 181.156 | ||
47 | 2023.07.21 12:14 | modify | 12 | 0.10 | 181.701 | 181.981 | 181.156 | ||
48 | 2023.07.21 12:24 | sell | 14 | 0.10 | 181.541 | 0.000 | 0.000 | ||
49 | 2023.07.21 12:24 | modify | 14 | 0.10 | 181.541 | 181.871 | 181.156 | ||
50 | 2023.07.21 12:24 | modify | 13 | 0.10 | 181.701 | 181.871 | 181.156 | ||
51 | 2023.07.21 12:24 | modify | 12 | 0.10 | 181.701 | 181.871 | 181.156 | ||
52 | 2023.07.21 12:24 | modify | 11 | 0.10 | 182.256 | 181.871 | 181.156 | ||
53 | 2023.07.21 12:43 | t/p | 11 | 0.10 | 181.156 | 181.871 | 181.156 | 73.76 | 10206.23 |
54 | 2023.07.21 12:43 | t/p | 12 | 0.10 | 181.156 | 181.871 | 181.156 | 36.55 | 10242.78 |
55 | 2023.07.21 12:43 | t/p | 13 | 0.10 | 181.156 | 181.871 | 181.156 | 36.55 | 10279.33 |
56 | 2023.07.21 12:43 | t/p | 14 | 0.10 | 181.156 | 181.871 | 181.156 | 25.82 | 10305.15 |
57 | 2023.08.23 13:00 | buy | 15 | 0.10 | 183.786 | 0.000 | 0.000 | ||
58 | 2023.08.23 13:00 | modify | 15 | 0.10 | 183.786 | 182.786 | 184.886 | ||
59 | 2023.08.23 19:33 | buy | 16 | 0.10 | 184.338 | 0.000 | 0.000 | ||
60 | 2023.08.23 19:33 | modify | 16 | 0.10 | 184.338 | 183.896 | 184.886 | ||
61 | 2023.08.23 19:33 | buy | 17 | 0.10 | 184.338 | 0.000 | 0.000 | ||
62 | 2023.08.23 19:33 | modify | 17 | 0.10 | 184.338 | 184.061 | 184.886 | ||
63 | 2023.08.23 19:33 | modify | 15 | 0.10 | 183.786 | 184.061 | 184.886 | ||
64 | 2023.08.23 19:33 | modify | 16 | 0.10 | 184.338 | 184.061 | 184.886 | ||
65 | 2023.08.23 21:05 | s/l | 15 | 0.10 | 184.061 | 184.061 | 184.886 | 18.45 | 10323.60 |
66 | 2023.08.23 21:05 | s/l | 16 | 0.10 | 184.061 | 184.061 | 184.886 | -18.59 | 10305.01 |
67 | 2023.08.23 21:05 | s/l | 17 | 0.10 | 184.061 | 184.061 | 184.886 | -18.59 | 10286.42 |
68 | 2023.10.31 12:00 | sell | 18 | 0.10 | 183.583 | 0.000 | 0.000 | ||
69 | 2023.10.31 12:00 | modify | 18 | 0.10 | 183.583 | 184.583 | 182.483 | ||
70 | 2023.11.01 13:44 | sell | 19 | 0.10 | 183.030 | 0.000 | 0.000 | ||
71 | 2023.11.01 13:44 | modify | 19 | 0.10 | 183.030 | 183.473 | 182.483 | ||
72 | 2023.11.01 13:44 | sell | 20 | 0.10 | 183.030 | 0.000 | 0.000 | ||
73 | 2023.11.01 13:44 | modify | 20 | 0.10 | 183.030 | 183.308 | 182.483 | ||
74 | 2023.11.01 13:44 | modify | 18 | 0.10 | 183.583 | 183.308 | 182.483 | ||
75 | 2023.11.01 13:44 | modify | 19 | 0.10 | 183.030 | 183.308 | 182.483 | ||
76 | 2023.11.01 14:00 | s/l | 18 | 0.10 | 183.308 | 183.308 | 182.483 | 16.54 | 10302.96 |
77 | 2023.11.01 14:00 | s/l | 19 | 0.10 | 183.308 | 183.308 | 182.483 | -18.64 | 10284.32 |
78 | 2023.11.01 14:00 | s/l | 20 | 0.10 | 183.308 | 183.308 | 182.483 | -18.64 | 10265.68 |
79 | 2023.12.07 11:00 | buy | 21 | 0.10 | 182.371 | 0.000 | 0.000 | ||
80 | 2023.12.07 11:00 | modify | 21 | 0.10 | 182.371 | 181.371 | 183.471 | ||
81 | 2023.12.07 14:53 | s/l | 21 | 0.10 | 181.371 | 181.371 | 183.471 | -67.11 | 10198.57 |
82 | 2023.12.11 09:00 | sell | 22 | 0.10 | 183.534 | 0.000 | 0.000 | ||
83 | 2023.12.11 09:00 | modify | 22 | 0.10 | 183.534 | 184.534 | 182.434 | ||
84 | 2023.12.12 01:15 | sell | 23 | 0.10 | 182.982 | 0.000 | 0.000 | ||
85 | 2023.12.12 01:15 | modify | 23 | 0.10 | 182.982 | 183.424 | 182.434 | ||
86 | 2023.12.12 01:15 | sell | 24 | 0.10 | 182.982 | 0.000 | 0.000 | ||
87 | 2023.12.12 01:15 | modify | 24 | 0.10 | 182.982 | 183.259 | 182.434 | ||
88 | 2023.12.12 01:15 | modify | 22 | 0.10 | 183.534 | 183.259 | 182.434 | ||
89 | 2023.12.12 01:15 | modify | 23 | 0.10 | 182.982 | 183.259 | 182.434 | ||
90 | 2023.12.12 01:51 | s/l | 22 | 0.10 | 183.259 | 183.259 | 182.434 | 16.54 | 10215.12 |
91 | 2023.12.12 01:51 | s/l | 23 | 0.10 | 183.259 | 183.259 | 182.434 | -18.58 | 10196.54 |
92 | 2023.12.12 01:51 | s/l | 24 | 0.10 | 183.259 | 183.259 | 182.434 | -18.58 | 10177.96 |
93 | 2023.12.19 13:00 | sell | 25 | 0.10 | 183.789 | 0.000 | 0.000 | ||
94 | 2023.12.19 13:00 | modify | 25 | 0.10 | 183.789 | 184.789 | 182.689 | ||
95 | 2023.12.19 15:05 | sell | 26 | 0.10 | 183.236 | 0.000 | 0.000 | ||
96 | 2023.12.19 15:05 | modify | 26 | 0.10 | 183.236 | 183.679 | 182.689 | ||
97 | 2023.12.19 15:05 | sell | 27 | 0.10 | 183.236 | 0.000 | 0.000 | ||
98 | 2023.12.19 15:05 | modify | 27 | 0.10 | 183.236 | 183.514 | 182.689 | ||
99 | 2023.12.19 15:05 | modify | 25 | 0.10 | 183.789 | 183.514 | 182.689 | ||
100 | 2023.12.19 15:05 | modify | 26 | 0.10 | 183.236 | 183.514 | 182.689 | ||
101 | 2023.12.19 17:09 | sell | 28 | 0.10 | 183.074 | 0.000 | 0.000 | ||
102 | 2023.12.19 17:09 | modify | 28 | 0.10 | 183.074 | 183.404 | 182.689 | ||
103 | 2023.12.19 17:09 | modify | 27 | 0.10 | 183.236 | 183.404 | 182.689 | ||
104 | 2023.12.19 17:09 | modify | 26 | 0.10 | 183.236 | 183.404 | 182.689 | ||
105 | 2023.12.19 17:09 | modify | 25 | 0.10 | 183.789 | 183.404 | 182.689 | ||
106 | 2023.12.20 04:26 | t/p | 25 | 0.10 | 182.689 | 183.404 | 182.689 | 71.87 | 10249.83 |
107 | 2023.12.20 04:26 | t/p | 26 | 0.10 | 182.689 | 183.404 | 182.689 | 34.78 | 10284.62 |
108 | 2023.12.20 04:26 | t/p | 27 | 0.10 | 182.689 | 183.404 | 182.689 | 34.78 | 10319.40 |
109 | 2023.12.20 04:26 | t/p | 28 | 0.10 | 182.689 | 183.404 | 182.689 | 23.92 | 10343.32 |