Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) |
Period | 4 Hours (H4) 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=6; 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=110; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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; |
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Bars in test | 2612 | Ticks modelled | 4224 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 1000.00 | | | Spread | 40 |
Total net profit | 142.18 | Gross profit | 543.52 | Gross loss | -401.34 |
Profit factor | 1.35 | Expected payoff | 9.48 | | |
Absolute drawdown | 77.55 | Maximal drawdown | 203.98 (15.78%) | Relative drawdown | 15.78% (203.98) |
|
Total trades | 15 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 8 (53.33%) | Loss trades (% of total) | 7 (46.67%) |
Largest | profit trade | 97.84 | loss trade | -86.96 |
Average | profit trade | 67.94 | loss trade | -57.33 |
Maximum | consecutive wins (profit in money) | 3 (245.36) | consecutive losses (loss in money) | 2 (-171.65) |
Maximal | consecutive profit (count of wins) | 245.36 (3) | consecutive loss (count of losses) | -171.65 (2) |
Average | consecutive wins | 2 | consecutive losses | 1 |