Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=150; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 7238 | Ticks modelled | 13476 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | 563.42 | Gross profit | 1534.72 | Gross loss | -971.30 |
Profit factor | 1.58 | Expected payoff | 11.99 | ||
Absolute drawdown | 237.36 | Maximal drawdown | 263.56 (25.68%) | Relative drawdown | 25.68% (263.56) |
Total trades | 47 | Short positions (won %) | 31 (61.29%) | Long positions (won %) | 16 (75.00%) |
Profit trades (% of total) | 31 (65.96%) | Loss trades (% of total) | 16 (34.04%) | ||
Largest | profit trade | 75.11 | loss trade | -105.99 | |
Average | profit trade | 49.51 | loss trade | -60.71 | |
Maximum | consecutive wins (profit in money) | 6 (345.30) | consecutive losses (loss in money) | 2 (-202.70) | |
Maximal | consecutive profit (count of wins) | 345.30 (6) | consecutive loss (count of losses) | -202.70 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.13 10:00 | sell | 1 | 0.10 | 185.818 | 0.000 | 0.000 | ||
2 | 2023.11.13 10:00 | modify | 1 | 0.10 | 185.818 | 187.318 | 184.718 | ||
3 | 2023.11.14 14:00 | s/l | 1 | 0.10 | 187.318 | 187.318 | 184.718 | -99.03 | 900.97 |
4 | 2023.11.14 18:00 | sell | 2 | 0.10 | 188.135 | 0.000 | 0.000 | ||
5 | 2023.11.14 18:00 | modify | 2 | 0.10 | 188.135 | 189.635 | 187.035 | ||
6 | 2023.11.15 09:00 | sell | 3 | 0.10 | 187.568 | 0.000 | 0.000 | ||
7 | 2023.11.15 09:00 | modify | 3 | 0.10 | 187.568 | 188.080 | 187.035 | ||
8 | 2023.11.15 09:00 | modify | 2 | 0.10 | 188.135 | 188.080 | 187.035 | ||
9 | 2023.11.16 15:00 | sell | 4 | 0.10 | 187.243 | 0.000 | 0.000 | ||
10 | 2023.11.16 15:00 | modify | 4 | 0.10 | 187.243 | 187.695 | 187.035 | ||
11 | 2023.11.16 15:00 | modify | 3 | 0.10 | 187.568 | 187.695 | 187.035 | ||
12 | 2023.11.16 15:00 | modify | 2 | 0.10 | 188.135 | 187.695 | 187.035 | ||
13 | 2023.11.16 17:00 | t/p | 2 | 0.10 | 187.035 | 187.695 | 187.035 | 61.64 | 962.61 |
14 | 2023.11.16 17:00 | t/p | 3 | 0.10 | 187.035 | 187.695 | 187.035 | 27.41 | 990.03 |
15 | 2023.11.16 17:00 | t/p | 4 | 0.10 | 187.035 | 187.695 | 187.035 | 13.41 | 1003.44 |
16 | 2023.11.22 10:00 | sell | 5 | 0.10 | 186.816 | 0.000 | 0.000 | ||
17 | 2023.11.22 10:00 | modify | 5 | 0.10 | 186.816 | 188.316 | 185.716 | ||
18 | 2023.11.24 15:00 | s/l | 5 | 0.10 | 188.316 | 188.316 | 185.716 | -105.98 | 897.46 |
19 | 2023.12.07 11:00 | buy | 6 | 0.10 | 182.371 | 0.000 | 0.000 | ||
20 | 2023.12.07 11:00 | modify | 6 | 0.10 | 182.371 | 180.871 | 183.471 | ||
21 | 2023.12.07 18:00 | s/l | 6 | 0.10 | 180.871 | 180.871 | 183.471 | -96.72 | 800.74 |
22 | 2023.12.11 09:00 | sell | 7 | 0.10 | 183.534 | 0.000 | 0.000 | ||
23 | 2023.12.11 09:00 | modify | 7 | 0.10 | 183.534 | 185.034 | 182.434 | ||
24 | 2023.12.12 12:00 | t/p | 7 | 0.10 | 182.434 | 185.034 | 182.434 | 68.60 | 869.34 |
25 | 2023.12.19 12:00 | sell | 8 | 0.10 | 183.913 | 0.000 | 0.000 | ||
26 | 2023.12.19 12:00 | modify | 8 | 0.10 | 183.913 | 185.413 | 182.813 | ||
27 | 2023.12.20 01:00 | sell | 9 | 0.10 | 183.022 | 0.000 | 0.000 | ||
28 | 2023.12.20 01:00 | modify | 9 | 0.10 | 183.022 | 183.473 | 182.813 | ||
29 | 2023.12.20 01:00 | modify | 8 | 0.10 | 183.913 | 183.473 | 182.813 | ||
30 | 2023.12.20 04:00 | t/p | 8 | 0.10 | 182.813 | 183.473 | 182.813 | 68.60 | 937.94 |
31 | 2023.12.20 04:00 | t/p | 9 | 0.10 | 182.813 | 183.473 | 182.813 | 13.47 | 951.41 |
32 | 2023.12.28 12:00 | buy | 10 | 0.10 | 180.160 | 0.000 | 0.000 | ||
33 | 2023.12.28 12:00 | modify | 10 | 0.10 | 180.160 | 178.660 | 181.260 | ||
34 | 2024.01.03 16:00 | t/p | 10 | 0.10 | 181.260 | 178.660 | 181.260 | 75.11 | 1026.52 |
35 | 2024.01.10 17:00 | sell | 11 | 0.10 | 185.419 | 0.000 | 0.000 | ||
36 | 2024.01.10 17:00 | modify | 11 | 0.10 | 185.419 | 186.919 | 184.319 | ||
37 | 2024.01.12 12:00 | sell | 12 | 0.10 | 184.812 | 0.000 | 0.000 | ||
38 | 2024.01.12 12:00 | modify | 12 | 0.10 | 184.812 | 185.034 | 184.319 | ||
39 | 2024.01.12 12:00 | modify | 11 | 0.10 | 185.419 | 185.034 | 184.319 | ||
40 | 2024.01.12 13:00 | s/l | 11 | 0.10 | 185.034 | 185.034 | 184.319 | 15.54 | 1042.07 |
41 | 2024.01.12 13:00 | s/l | 12 | 0.10 | 185.034 | 185.034 | 184.319 | -14.31 | 1027.76 |
42 | 2024.01.17 09:00 | sell | 13 | 0.10 | 187.090 | 0.000 | 0.000 | ||
43 | 2024.01.17 09:00 | modify | 13 | 0.10 | 187.090 | 188.590 | 185.990 | ||
44 | 2024.01.19 03:00 | s/l | 13 | 0.10 | 188.590 | 188.590 | 185.990 | -105.99 | 921.77 |
45 | 2024.02.02 11:00 | sell | 14 | 0.10 | 187.139 | 0.000 | 0.000 | ||
46 | 2024.02.02 11:00 | modify | 14 | 0.10 | 187.139 | 188.639 | 186.039 | ||
47 | 2024.02.05 19:00 | sell | 15 | 0.10 | 186.253 | 0.000 | 0.000 | ||
48 | 2024.02.05 19:00 | modify | 15 | 0.10 | 186.253 | 186.699 | 186.039 | ||
49 | 2024.02.05 19:00 | modify | 14 | 0.10 | 187.139 | 186.699 | 186.039 | ||
50 | 2024.02.06 09:00 | s/l | 14 | 0.10 | 186.699 | 186.699 | 186.039 | 23.73 | 945.50 |
51 | 2024.02.06 09:00 | s/l | 15 | 0.10 | 186.699 | 186.699 | 186.039 | -31.07 | 914.43 |
52 | 2024.02.29 04:00 | buy | 16 | 0.10 | 189.809 | 0.000 | 0.000 | ||
53 | 2024.02.29 04:00 | modify | 16 | 0.10 | 189.809 | 188.309 | 190.909 | ||
54 | 2024.03.04 15:00 | t/p | 16 | 0.10 | 190.909 | 188.309 | 190.909 | 73.01 | 987.44 |
55 | 2024.03.04 17:00 | sell | 17 | 0.10 | 191.035 | 0.000 | 0.000 | ||
56 | 2024.03.04 17:00 | modify | 17 | 0.10 | 191.035 | 192.535 | 189.935 | ||
57 | 2024.03.05 14:00 | sell | 18 | 0.10 | 190.476 | 0.000 | 0.000 | ||
58 | 2024.03.05 14:00 | modify | 18 | 0.10 | 190.476 | 190.980 | 189.935 | ||
59 | 2024.03.05 14:00 | modify | 17 | 0.10 | 191.035 | 190.980 | 189.935 | ||
60 | 2024.03.05 16:00 | s/l | 17 | 0.10 | 190.980 | 190.980 | 189.935 | 1.23 | 988.67 |
61 | 2024.03.05 16:00 | s/l | 18 | 0.10 | 190.980 | 190.980 | 189.935 | -32.49 | 956.18 |
62 | 2024.03.07 09:00 | buy | 19 | 0.10 | 188.460 | 0.000 | 0.000 | ||
63 | 2024.03.07 09:00 | modify | 19 | 0.10 | 188.460 | 186.960 | 189.560 | ||
64 | 2024.03.07 18:00 | t/p | 19 | 0.10 | 189.560 | 186.960 | 189.560 | 70.93 | 1027.11 |
65 | 2024.03.19 16:00 | sell | 20 | 0.10 | 191.588 | 0.000 | 0.000 | ||
66 | 2024.03.19 16:00 | modify | 20 | 0.10 | 191.588 | 193.088 | 190.488 | ||
67 | 2024.03.20 19:00 | s/l | 20 | 0.10 | 193.088 | 193.088 | 190.488 | -99.03 | 928.08 |
68 | 2024.03.22 10:00 | buy | 21 | 0.10 | 190.875 | 0.000 | 0.000 | ||
69 | 2024.03.22 10:00 | modify | 21 | 0.10 | 190.875 | 189.375 | 191.975 | ||
70 | 2024.03.25 16:00 | buy | 22 | 0.10 | 191.497 | 0.000 | 0.000 | ||
71 | 2024.03.25 16:00 | modify | 22 | 0.10 | 191.497 | 191.260 | 191.975 | ||
72 | 2024.03.25 16:00 | modify | 21 | 0.10 | 190.875 | 191.260 | 191.975 | ||
73 | 2024.03.26 01:00 | s/l | 21 | 0.10 | 191.260 | 191.260 | 191.975 | 26.92 | 955.00 |
74 | 2024.03.26 01:00 | s/l | 22 | 0.10 | 191.260 | 191.260 | 191.975 | -14.23 | 940.77 |
75 | 2024.04.12 14:00 | buy | 23 | 0.10 | 190.472 | 0.000 | 0.000 | ||
76 | 2024.04.12 14:00 | modify | 23 | 0.10 | 190.472 | 188.972 | 191.572 | ||
77 | 2024.04.15 00:00 | buy | 24 | 0.10 | 191.047 | 0.000 | 0.000 | ||
78 | 2024.04.15 00:00 | modify | 24 | 0.10 | 191.047 | 190.527 | 191.572 | ||
79 | 2024.04.15 00:00 | modify | 23 | 0.10 | 190.472 | 190.527 | 191.572 | ||
80 | 2024.04.15 02:00 | buy | 25 | 0.10 | 191.352 | 0.000 | 0.000 | ||
81 | 2024.04.15 02:00 | modify | 25 | 0.10 | 191.352 | 190.912 | 191.572 | ||
82 | 2024.04.15 02:00 | modify | 24 | 0.10 | 191.047 | 190.912 | 191.572 | ||
83 | 2024.04.15 02:00 | modify | 23 | 0.10 | 190.472 | 190.912 | 191.572 | ||
84 | 2024.04.15 04:00 | t/p | 23 | 0.10 | 191.572 | 190.912 | 191.572 | 71.97 | 1012.73 |
85 | 2024.04.15 04:00 | t/p | 24 | 0.10 | 191.572 | 190.912 | 191.572 | 33.85 | 1046.58 |
86 | 2024.04.15 04:00 | t/p | 25 | 0.10 | 191.572 | 190.912 | 191.572 | 14.18 | 1060.76 |
87 | 2024.04.25 10:00 | sell | 26 | 0.10 | 194.750 | 0.000 | 0.000 | ||
88 | 2024.04.25 10:00 | modify | 26 | 0.10 | 194.750 | 196.250 | 193.650 | ||
89 | 2024.04.25 14:00 | t/p | 26 | 0.10 | 193.650 | 196.250 | 193.650 | 70.92 | 1131.68 |
90 | 2024.04.26 12:00 | sell | 27 | 0.10 | 196.188 | 0.000 | 0.000 | ||
91 | 2024.04.26 12:00 | modify | 27 | 0.10 | 196.188 | 197.688 | 195.088 | ||
92 | 2024.04.28 21:00 | s/l | 27 | 0.10 | 197.688 | 197.688 | 195.088 | -96.70 | 1034.98 |
93 | 2024.04.29 04:00 | sell | 28 | 0.10 | 199.601 | 0.000 | 0.000 | ||
94 | 2024.04.29 04:00 | modify | 28 | 0.10 | 199.601 | 201.101 | 198.501 | ||
95 | 2024.04.29 05:00 | t/p | 28 | 0.10 | 198.501 | 201.101 | 198.501 | 70.91 | 1105.89 |
96 | 2024.05.02 17:00 | buy | 29 | 0.10 | 192.497 | 0.000 | 0.000 | ||
97 | 2024.05.02 17:00 | modify | 29 | 0.10 | 192.497 | 190.997 | 193.597 | ||
98 | 2024.05.06 15:00 | t/p | 29 | 0.10 | 193.597 | 190.997 | 193.597 | 73.02 | 1178.91 |
99 | 2024.05.13 18:00 | sell | 30 | 0.10 | 196.213 | 0.000 | 0.000 | ||
100 | 2024.05.13 18:00 | modify | 30 | 0.10 | 196.213 | 197.713 | 195.113 | ||
101 | 2024.05.16 01:00 | t/p | 30 | 0.10 | 195.113 | 197.713 | 195.113 | 59.32 | 1238.24 |
102 | 2024.05.24 16:00 | sell | 31 | 0.10 | 199.930 | 0.000 | 0.000 | ||
103 | 2024.05.24 16:00 | modify | 31 | 0.10 | 199.930 | 201.430 | 198.830 | ||
104 | 2024.05.30 07:00 | t/p | 31 | 0.10 | 198.830 | 201.430 | 198.830 | 57.00 | 1295.24 |
105 | 2024.06.04 12:00 | buy | 32 | 0.10 | 197.658 | 0.000 | 0.000 | ||
106 | 2024.06.04 12:00 | modify | 32 | 0.10 | 197.658 | 196.158 | 198.758 | ||
107 | 2024.06.05 02:00 | buy | 33 | 0.10 | 198.555 | 0.000 | 0.000 | ||
108 | 2024.06.05 02:00 | modify | 33 | 0.10 | 198.555 | 198.098 | 198.758 | ||
109 | 2024.06.05 02:00 | modify | 32 | 0.10 | 197.658 | 198.098 | 198.758 | ||
110 | 2024.06.05 04:00 | t/p | 32 | 0.10 | 198.758 | 198.098 | 198.758 | 71.97 | 1367.21 |
111 | 2024.06.05 04:00 | t/p | 33 | 0.10 | 198.758 | 198.098 | 198.758 | 13.08 | 1380.29 |
112 | 2024.07.03 15:00 | sell | 34 | 0.10 | 205.884 | 0.000 | 0.000 | ||
113 | 2024.07.03 15:00 | modify | 34 | 0.10 | 205.884 | 207.384 | 204.784 | ||
114 | 2024.07.04 12:00 | sell | 35 | 0.10 | 205.314 | 0.000 | 0.000 | ||
115 | 2024.07.04 12:00 | modify | 35 | 0.10 | 205.314 | 205.829 | 204.784 | ||
116 | 2024.07.04 12:00 | modify | 34 | 0.10 | 205.884 | 205.829 | 204.784 | ||
117 | 2024.07.04 21:00 | s/l | 34 | 0.10 | 205.829 | 205.829 | 204.784 | -3.42 | 1376.87 |
118 | 2024.07.04 21:00 | s/l | 35 | 0.10 | 205.829 | 205.829 | 204.784 | -33.20 | 1343.67 |
119 | 2024.07.10 18:00 | sell | 36 | 0.10 | 207.672 | 0.000 | 0.000 | ||
120 | 2024.07.10 18:00 | modify | 36 | 0.10 | 207.672 | 209.172 | 206.572 | ||
121 | 2024.07.11 13:00 | t/p | 36 | 0.10 | 206.572 | 209.172 | 206.572 | 63.96 | 1407.63 |
122 | 2024.07.11 18:00 | buy | 37 | 0.10 | 204.922 | 0.000 | 0.000 | ||
123 | 2024.07.11 18:00 | modify | 37 | 0.10 | 204.922 | 203.422 | 206.022 | ||
124 | 2024.07.12 10:00 | t/p | 37 | 0.10 | 206.022 | 203.422 | 206.022 | 71.98 | 1479.61 |
125 | 2024.07.24 06:00 | buy | 38 | 0.10 | 199.436 | 0.000 | 0.000 | ||
126 | 2024.07.24 06:00 | modify | 38 | 0.10 | 199.436 | 197.936 | 200.536 | ||
127 | 2024.07.24 15:00 | s/l | 38 | 0.10 | 197.936 | 197.936 | 200.536 | -96.72 | 1382.89 |
128 | 2024.08.05 07:00 | buy | 39 | 0.10 | 181.902 | 0.000 | 0.000 | ||
129 | 2024.08.05 07:00 | modify | 39 | 0.10 | 181.902 | 180.402 | 183.002 | ||
130 | 2024.08.05 08:00 | t/p | 39 | 0.10 | 183.002 | 180.402 | 183.002 | 70.92 | 1453.81 |
131 | 2024.08.15 16:00 | sell | 40 | 0.10 | 191.529 | 0.000 | 0.000 | ||
132 | 2024.08.15 16:00 | modify | 40 | 0.10 | 191.529 | 193.029 | 190.429 | ||
133 | 2024.08.16 14:00 | t/p | 40 | 0.10 | 190.429 | 193.029 | 190.429 | 68.60 | 1522.41 |
134 | 2024.09.03 10:00 | buy | 41 | 0.10 | 191.416 | 0.000 | 0.000 | ||
135 | 2024.09.03 10:00 | modify | 41 | 0.10 | 191.416 | 189.916 | 192.516 | ||
136 | 2024.09.04 07:00 | s/l | 41 | 0.10 | 189.916 | 189.916 | 192.516 | -95.66 | 1426.74 |
137 | 2024.09.24 08:00 | sell | 42 | 0.10 | 192.826 | 0.000 | 0.000 | ||
138 | 2024.09.24 08:00 | modify | 42 | 0.10 | 192.826 | 194.326 | 191.726 | ||
139 | 2024.09.24 21:00 | sell | 43 | 0.10 | 191.929 | 0.000 | 0.000 | ||
140 | 2024.09.24 21:00 | modify | 43 | 0.10 | 191.929 | 192.386 | 191.726 | ||
141 | 2024.09.24 21:00 | modify | 42 | 0.10 | 192.826 | 192.386 | 191.726 | ||
142 | 2024.09.25 02:00 | s/l | 42 | 0.10 | 192.386 | 192.386 | 191.726 | 26.04 | 1452.78 |
143 | 2024.09.25 02:00 | s/l | 43 | 0.10 | 192.386 | 192.386 | 191.726 | -31.79 | 1421.00 |
144 | 2024.10.02 17:00 | sell | 44 | 0.10 | 193.789 | 0.000 | 0.000 | ||
145 | 2024.10.02 17:00 | modify | 44 | 0.10 | 193.789 | 195.289 | 192.689 | ||
146 | 2024.10.03 08:00 | t/p | 44 | 0.10 | 192.689 | 195.289 | 192.689 | 63.96 | 1484.96 |
147 | 2024.10.04 14:00 | sell | 45 | 0.10 | 194.398 | 0.000 | 0.000 | ||
148 | 2024.10.04 14:00 | modify | 45 | 0.10 | 194.398 | 195.898 | 193.298 | ||
149 | 2024.10.07 13:00 | sell | 46 | 0.10 | 193.781 | 0.000 | 0.000 | ||
150 | 2024.10.07 13:00 | modify | 46 | 0.10 | 193.781 | 194.013 | 193.298 | ||
151 | 2024.10.07 13:00 | modify | 45 | 0.10 | 194.398 | 194.013 | 193.298 | ||
152 | 2024.10.07 16:00 | s/l | 45 | 0.10 | 194.013 | 194.013 | 193.298 | 22.50 | 1507.46 |
153 | 2024.10.07 16:00 | s/l | 46 | 0.10 | 194.013 | 194.013 | 193.298 | -14.96 | 1492.50 |
154 | 2024.10.23 12:00 | sell | 47 | 0.10 | 198.213 | 0.000 | 0.000 | ||
155 | 2024.10.23 12:00 | modify | 47 | 0.10 | 198.213 | 199.713 | 197.113 | ||
156 | 2024.10.23 19:00 | t/p | 47 | 0.10 | 197.113 | 199.713 | 197.113 | 70.92 | 1563.42 |