Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; 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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 158374 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 877.79 | Gross profit | 961.92 | Gross loss | -84.13 |
Profit factor | 11.43 | Expected payoff | 39.90 | ||
Absolute drawdown | 27.04 | Maximal drawdown | 109.68 (1.07%) | Relative drawdown | 1.07% (109.68) |
Total trades | 22 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 10 (60.00%) |
Profit trades (% of total) | 18 (81.82%) | Loss trades (% of total) | 4 (18.18%) | ||
Largest | profit trade | 96.91 | loss trade | -31.97 | |
Average | profit trade | 53.44 | loss trade | -21.03 | |
Maximum | consecutive wins (profit in money) | 12 (689.53) | consecutive losses (loss in money) | 2 (-63.93) | |
Maximal | consecutive profit (count of wins) | 689.53 (12) | consecutive loss (count of losses) | -63.93 (2) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.08.23 13:00 | buy | 1 | 0.10 | 183.786 | 0.000 | 0.000 | ||
2 | 2023.08.23 13:00 | modify | 1 | 0.10 | 183.786 | 183.286 | 185.286 | ||
3 | 2023.08.23 19:40 | buy | 2 | 0.10 | 184.327 | 0.000 | 0.000 | ||
4 | 2023.08.23 19:40 | modify | 2 | 0.10 | 184.327 | 183.861 | 185.286 | ||
5 | 2023.08.23 19:40 | modify | 1 | 0.10 | 183.786 | 183.861 | 185.286 | ||
6 | 2023.08.24 04:45 | buy | 3 | 0.10 | 184.617 | 0.000 | 0.000 | ||
7 | 2023.08.24 04:45 | modify | 3 | 0.10 | 184.617 | 184.161 | 185.286 | ||
8 | 2023.08.24 04:45 | modify | 2 | 0.10 | 184.327 | 184.161 | 185.286 | ||
9 | 2023.08.24 04:45 | modify | 1 | 0.10 | 183.786 | 184.161 | 185.286 | ||
10 | 2023.08.24 05:50 | buy | 4 | 0.10 | 184.771 | 0.000 | 0.000 | ||
11 | 2023.08.24 05:50 | modify | 4 | 0.10 | 184.771 | 184.536 | 185.286 | ||
12 | 2023.08.24 05:50 | modify | 3 | 0.10 | 184.617 | 184.536 | 185.286 | ||
13 | 2023.08.24 05:50 | modify | 2 | 0.10 | 184.327 | 184.536 | 185.286 | ||
14 | 2023.08.24 05:50 | modify | 1 | 0.10 | 183.786 | 184.536 | 185.286 | ||
15 | 2023.08.24 06:15 | s/l | 1 | 0.10 | 184.536 | 184.536 | 185.286 | 51.02 | 10051.02 |
16 | 2023.08.24 06:15 | s/l | 2 | 0.10 | 184.536 | 184.536 | 185.286 | 16.43 | 10067.46 |
17 | 2023.08.24 06:15 | s/l | 3 | 0.10 | 184.536 | 184.536 | 185.286 | -5.18 | 10062.28 |
18 | 2023.08.24 06:15 | s/l | 4 | 0.10 | 184.536 | 184.536 | 185.286 | -15.02 | 10047.26 |
19 | 2023.11.14 18:00 | sell | 5 | 0.10 | 188.135 | 0.000 | 0.000 | ||
20 | 2023.11.14 18:00 | modify | 5 | 0.10 | 188.135 | 188.635 | 186.635 | ||
21 | 2023.11.15 13:52 | sell | 6 | 0.10 | 187.582 | 0.000 | 0.000 | ||
22 | 2023.11.15 13:52 | modify | 6 | 0.10 | 187.582 | 188.060 | 186.635 | ||
23 | 2023.11.15 13:52 | modify | 5 | 0.10 | 188.135 | 188.060 | 186.635 | ||
24 | 2023.11.16 02:50 | sell | 7 | 0.10 | 187.296 | 0.000 | 0.000 | ||
25 | 2023.11.16 02:50 | modify | 7 | 0.10 | 187.296 | 187.760 | 186.635 | ||
26 | 2023.11.16 02:50 | modify | 6 | 0.10 | 187.582 | 187.760 | 186.635 | ||
27 | 2023.11.16 02:50 | modify | 5 | 0.10 | 188.135 | 187.760 | 186.635 | ||
28 | 2023.11.16 15:20 | sell | 8 | 0.10 | 187.155 | 0.000 | 0.000 | ||
29 | 2023.11.16 15:20 | modify | 8 | 0.10 | 187.155 | 187.385 | 186.635 | ||
30 | 2023.11.16 15:20 | modify | 7 | 0.10 | 187.296 | 187.385 | 186.635 | ||
31 | 2023.11.16 15:20 | modify | 6 | 0.10 | 187.582 | 187.385 | 186.635 | ||
32 | 2023.11.16 15:20 | modify | 5 | 0.10 | 188.135 | 187.385 | 186.635 | ||
33 | 2023.11.17 07:16 | t/p | 5 | 0.10 | 186.635 | 187.385 | 186.635 | 83.62 | 10130.88 |
34 | 2023.11.17 07:16 | t/p | 6 | 0.10 | 186.635 | 187.385 | 186.635 | 50.73 | 10181.61 |
35 | 2023.11.17 07:16 | t/p | 7 | 0.10 | 186.635 | 187.385 | 186.635 | 39.80 | 10221.41 |
36 | 2023.11.17 07:16 | t/p | 8 | 0.10 | 186.635 | 187.385 | 186.635 | 30.79 | 10252.20 |
37 | 2023.12.07 11:00 | buy | 9 | 0.10 | 182.371 | 0.000 | 0.000 | ||
38 | 2023.12.07 11:00 | modify | 9 | 0.10 | 182.371 | 181.871 | 183.871 | ||
39 | 2023.12.07 14:40 | s/l | 9 | 0.10 | 181.871 | 181.871 | 183.871 | -31.97 | 10220.23 |
40 | 2023.12.07 17:00 | buy | 10 | 0.10 | 181.296 | 0.000 | 0.000 | ||
41 | 2023.12.07 17:00 | modify | 10 | 0.10 | 181.296 | 180.796 | 182.796 | ||
42 | 2023.12.07 17:40 | s/l | 10 | 0.10 | 180.796 | 180.796 | 182.796 | -31.96 | 10188.27 |
43 | 2023.12.11 14:00 | sell | 11 | 0.10 | 184.040 | 0.000 | 0.000 | ||
44 | 2023.12.11 14:00 | modify | 11 | 0.10 | 184.040 | 184.540 | 182.540 | ||
45 | 2023.12.11 19:45 | sell | 12 | 0.10 | 183.508 | 0.000 | 0.000 | ||
46 | 2023.12.11 19:45 | modify | 12 | 0.10 | 183.508 | 183.965 | 182.540 | ||
47 | 2023.12.11 19:45 | modify | 11 | 0.10 | 184.040 | 183.965 | 182.540 | ||
48 | 2023.12.12 00:15 | sell | 13 | 0.10 | 183.205 | 0.000 | 0.000 | ||
49 | 2023.12.12 00:15 | modify | 13 | 0.10 | 183.205 | 183.665 | 182.540 | ||
50 | 2023.12.12 00:15 | modify | 12 | 0.10 | 183.508 | 183.665 | 182.540 | ||
51 | 2023.12.12 00:15 | modify | 11 | 0.10 | 184.040 | 183.665 | 182.540 | ||
52 | 2023.12.12 02:02 | sell | 14 | 0.10 | 183.044 | 0.000 | 0.000 | ||
53 | 2023.12.12 02:02 | modify | 14 | 0.10 | 183.044 | 183.290 | 182.540 | ||
54 | 2023.12.12 02:02 | modify | 13 | 0.10 | 183.205 | 183.290 | 182.540 | ||
55 | 2023.12.12 02:02 | modify | 12 | 0.10 | 183.508 | 183.290 | 182.540 | ||
56 | 2023.12.12 02:02 | modify | 11 | 0.10 | 184.040 | 183.290 | 182.540 | ||
57 | 2023.12.12 09:37 | t/p | 11 | 0.10 | 182.540 | 183.290 | 182.540 | 93.44 | 10281.71 |
58 | 2023.12.12 09:37 | t/p | 12 | 0.10 | 182.540 | 183.290 | 182.540 | 59.43 | 10341.14 |
59 | 2023.12.12 09:37 | t/p | 13 | 0.10 | 182.540 | 183.290 | 182.540 | 42.51 | 10383.65 |
60 | 2023.12.12 09:37 | t/p | 14 | 0.10 | 182.540 | 183.290 | 182.540 | 32.22 | 10415.87 |
61 | 2023.12.19 13:00 | sell | 15 | 0.10 | 183.789 | 0.000 | 0.000 | ||
62 | 2023.12.19 13:00 | modify | 15 | 0.10 | 183.789 | 184.289 | 182.289 | ||
63 | 2023.12.19 16:27 | sell | 16 | 0.10 | 183.239 | 0.000 | 0.000 | ||
64 | 2023.12.19 16:27 | modify | 16 | 0.10 | 183.239 | 183.714 | 182.289 | ||
65 | 2023.12.19 16:27 | modify | 15 | 0.10 | 183.789 | 183.714 | 182.289 | ||
66 | 2023.12.20 00:50 | sell | 17 | 0.10 | 182.958 | 0.000 | 0.000 | ||
67 | 2023.12.20 00:50 | modify | 17 | 0.10 | 182.958 | 183.414 | 182.289 | ||
68 | 2023.12.20 00:50 | modify | 16 | 0.10 | 183.239 | 183.414 | 182.289 | ||
69 | 2023.12.20 00:50 | modify | 15 | 0.10 | 183.789 | 183.414 | 182.289 | ||
70 | 2023.12.20 03:45 | sell | 18 | 0.10 | 182.802 | 0.000 | 0.000 | ||
71 | 2023.12.20 03:45 | modify | 18 | 0.10 | 182.802 | 183.039 | 182.289 | ||
72 | 2023.12.20 03:45 | modify | 17 | 0.10 | 182.958 | 183.039 | 182.289 | ||
73 | 2023.12.20 03:45 | modify | 16 | 0.10 | 183.239 | 183.039 | 182.289 | ||
74 | 2023.12.20 03:45 | modify | 15 | 0.10 | 183.789 | 183.039 | 182.289 | ||
75 | 2023.12.20 07:10 | t/p | 15 | 0.10 | 182.289 | 183.039 | 182.289 | 93.43 | 10509.29 |
76 | 2023.12.20 07:10 | t/p | 16 | 0.10 | 182.289 | 183.039 | 182.289 | 58.27 | 10567.56 |
77 | 2023.12.20 07:10 | t/p | 17 | 0.10 | 182.289 | 183.039 | 182.289 | 42.76 | 10610.32 |
78 | 2023.12.20 07:10 | t/p | 18 | 0.10 | 182.289 | 183.039 | 182.289 | 32.79 | 10643.11 |
79 | 2024.04.12 14:00 | buy | 19 | 0.10 | 190.472 | 0.000 | 0.000 | ||
80 | 2024.04.12 14:00 | modify | 19 | 0.10 | 190.472 | 189.972 | 191.972 | ||
81 | 2024.04.14 22:45 | buy | 20 | 0.10 | 191.002 | 0.000 | 0.000 | ||
82 | 2024.04.14 22:45 | modify | 20 | 0.10 | 191.002 | 190.547 | 191.972 | ||
83 | 2024.04.14 22:45 | modify | 19 | 0.10 | 190.472 | 190.547 | 191.972 | ||
84 | 2024.04.15 01:25 | buy | 21 | 0.10 | 191.321 | 0.000 | 0.000 | ||
85 | 2024.04.15 01:25 | modify | 21 | 0.10 | 191.321 | 190.847 | 191.972 | ||
86 | 2024.04.15 01:25 | modify | 20 | 0.10 | 191.002 | 190.847 | 191.972 | ||
87 | 2024.04.15 01:25 | modify | 19 | 0.10 | 190.472 | 190.847 | 191.972 | ||
88 | 2024.04.15 03:22 | buy | 22 | 0.10 | 191.454 | 0.000 | 0.000 | ||
89 | 2024.04.15 03:22 | modify | 22 | 0.10 | 191.454 | 191.222 | 191.972 | ||
90 | 2024.04.15 03:22 | modify | 21 | 0.10 | 191.321 | 191.222 | 191.972 | ||
91 | 2024.04.15 03:22 | modify | 20 | 0.10 | 191.002 | 191.222 | 191.972 | ||
92 | 2024.04.15 03:22 | modify | 19 | 0.10 | 190.472 | 191.222 | 191.972 | ||
93 | 2024.04.15 07:59 | t/p | 19 | 0.10 | 191.972 | 191.222 | 191.972 | 96.91 | 10740.03 |
94 | 2024.04.15 07:59 | t/p | 20 | 0.10 | 191.972 | 191.222 | 191.972 | 63.03 | 10803.06 |
95 | 2024.04.15 07:59 | t/p | 21 | 0.10 | 191.972 | 191.222 | 191.972 | 41.62 | 10844.68 |
96 | 2024.04.15 07:59 | t/p | 22 | 0.10 | 191.972 | 191.222 | 191.972 | 33.11 | 10877.79 |