Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | SISHelp="===================================="; MaxLookbackBars=50; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; RSI_TriggerAreaLevels=0; PMHelp="===================================="; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; MaxTrades=2; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=160; TakeProfit=260; BSMHelp="------------------------------------"; BreakEvenProfit=240; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=160; TrailingStep=10; DSHelp="------------------------------------"; DynamicStop_Start=240; DynamicStop_Step=30; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=20; DOWTHelp="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=0; DayOfWeek_Sunday=1; VSHelp="===================================="; FRTLSHelp="------------------------------------"; Runline1_Colour=Green; Runline1_Width=1; Trendline1_Colour=Magenta; Trendline1_Width=1; SRTLSHelp="------------------------------------"; Runline2_Colour=Green; Runline2_Width=1; Trendline2_Colour=Magenta; Trendline2_Width=1; O2Help="===================================="; CFDTickScaling=0; MagicNumber=170126; | ||||
Bars in test | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 3079.78 | Gross profit | 3931.80 | Gross loss | -852.02 |
Profit factor | 4.61 | Expected payoff | 83.24 | ||
Absolute drawdown | 137.30 | Maximal drawdown | 248.06 (2.15%) | Relative drawdown | 2.15% (248.06) |
Total trades | 37 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 20 (85.00%) |
Profit trades (% of total) | 29 (78.38%) | Loss trades (% of total) | 8 (21.62%) | ||
Largest | profit trade | 192.57 | loss trade | -111.09 | |
Average | profit trade | 135.58 | loss trade | -106.50 | |
Maximum | consecutive wins (profit in money) | 17 (2139.64) | consecutive losses (loss in money) | 2 (-222.17) | |
Maximal | consecutive profit (count of wins) | 2139.64 (17) | consecutive loss (count of losses) | -222.17 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.01 16:00 | buy | 1 | 0.10 | 163.459 | 0.000 | 0.000 | ||
2 | 2023.03.01 16:00 | modify | 1 | 0.10 | 163.459 | 161.859 | 166.059 | ||
3 | 2023.03.08 16:00 | s/l | 1 | 0.10 | 161.859 | 161.859 | 166.059 | -98.92 | 9901.08 |
4 | 2023.03.10 16:00 | sell | 2 | 0.10 | 162.472 | 0.000 | 0.000 | ||
5 | 2023.03.10 16:00 | modify | 2 | 0.10 | 162.472 | 164.072 | 159.872 | ||
6 | 2023.03.13 12:00 | modify | 2 | 0.10 | 162.472 | 162.435 | 159.872 | ||
7 | 2023.03.13 20:00 | s/l | 2 | 0.10 | 162.435 | 162.435 | 159.872 | 0.58 | 9901.66 |
8 | 2023.03.24 16:00 | buy | 3 | 0.10 | 159.721 | 0.000 | 0.000 | ||
9 | 2023.03.24 16:00 | modify | 3 | 0.10 | 159.721 | 158.121 | 162.321 | ||
10 | 2023.03.27 16:00 | modify | 3 | 0.10 | 159.721 | 159.842 | 162.321 | ||
11 | 2023.03.27 20:00 | modify | 3 | 0.10 | 159.721 | 160.101 | 162.321 | ||
12 | 2023.03.29 04:00 | t/p | 3 | 0.10 | 162.321 | 160.101 | 162.321 | 178.08 | 10079.74 |
13 | 2023.04.21 16:00 | buy | 4 | 0.10 | 166.781 | 0.000 | 0.000 | ||
14 | 2023.04.21 16:00 | modify | 4 | 0.10 | 166.781 | 165.181 | 169.381 | ||
15 | 2023.04.28 08:00 | t/p | 4 | 0.10 | 169.381 | 165.181 | 169.381 | 182.91 | 10262.65 |
16 | 2023.05.01 08:00 | sell | 5 | 0.10 | 171.372 | 0.000 | 0.000 | ||
17 | 2023.05.01 08:00 | modify | 5 | 0.10 | 171.372 | 172.972 | 168.772 | ||
18 | 2023.05.03 12:00 | modify | 5 | 0.10 | 171.372 | 171.049 | 168.772 | ||
19 | 2023.05.04 00:00 | modify | 5 | 0.10 | 171.372 | 170.751 | 168.772 | ||
20 | 2023.05.04 08:00 | t/p | 5 | 0.10 | 168.772 | 170.751 | 168.772 | 164.88 | 10427.53 |
21 | 2023.05.12 12:00 | buy | 6 | 0.10 | 168.957 | 0.000 | 0.000 | ||
22 | 2023.05.12 12:00 | modify | 6 | 0.10 | 168.957 | 167.357 | 171.557 | ||
23 | 2023.05.16 16:00 | modify | 6 | 0.10 | 168.957 | 169.058 | 171.557 | ||
24 | 2023.05.17 16:00 | t/p | 6 | 0.10 | 171.557 | 169.058 | 171.557 | 178.09 | 10605.62 |
25 | 2023.05.31 16:00 | buy | 7 | 0.10 | 173.267 | 0.000 | 0.000 | ||
26 | 2023.05.31 16:00 | modify | 7 | 0.10 | 173.267 | 171.667 | 175.867 | ||
27 | 2023.06.07 12:00 | buy | 8 | 0.10 | 173.847 | 0.000 | 0.000 | ||
28 | 2023.06.07 12:00 | modify | 8 | 0.10 | 173.847 | 172.247 | 176.447 | ||
29 | 2023.06.09 08:00 | modify | 7 | 0.10 | 173.267 | 173.549 | 175.867 | ||
30 | 2023.06.09 16:00 | modify | 7 | 0.10 | 173.267 | 173.677 | 175.867 | ||
31 | 2023.06.12 08:00 | modify | 8 | 0.10 | 173.847 | 174.020 | 176.447 | ||
32 | 2023.06.12 08:00 | modify | 7 | 0.10 | 173.267 | 174.020 | 175.867 | ||
33 | 2023.06.13 16:00 | t/p | 7 | 0.10 | 175.867 | 174.020 | 175.867 | 190.16 | 10795.78 |
34 | 2023.06.13 16:00 | t/p | 8 | 0.10 | 176.447 | 174.020 | 176.447 | 181.71 | 10977.49 |
35 | 2023.06.23 04:00 | sell | 9 | 0.10 | 181.856 | 0.000 | 0.000 | ||
36 | 2023.06.23 04:00 | modify | 9 | 0.10 | 181.856 | 183.456 | 179.256 | ||
37 | 2023.06.27 16:00 | s/l | 9 | 0.10 | 183.456 | 183.456 | 179.256 | -111.09 | 10866.40 |
38 | 2023.07.14 04:00 | sell | 10 | 0.10 | 180.557 | 0.000 | 0.000 | ||
39 | 2023.07.14 04:00 | modify | 10 | 0.10 | 180.557 | 182.157 | 177.957 | ||
40 | 2023.07.14 16:00 | s/l | 10 | 0.10 | 182.157 | 182.157 | 177.957 | -107.30 | 10759.10 |
41 | 2023.07.21 04:00 | buy | 11 | 0.10 | 180.532 | 0.000 | 0.000 | ||
42 | 2023.07.21 04:00 | modify | 11 | 0.10 | 180.532 | 178.932 | 183.132 | ||
43 | 2023.07.21 16:00 | modify | 11 | 0.10 | 180.532 | 180.563 | 183.132 | ||
44 | 2023.07.24 04:00 | sell | 12 | 0.10 | 181.875 | 0.000 | 0.000 | ||
45 | 2023.07.24 04:00 | modify | 12 | 0.10 | 181.875 | 183.475 | 179.275 | ||
46 | 2023.07.27 20:00 | s/l | 11 | 0.10 | 180.563 | 180.563 | 183.132 | 9.32 | 10768.42 |
47 | 2023.07.27 20:00 | t/p | 12 | 0.10 | 179.275 | 183.475 | 179.275 | 164.87 | 10933.29 |
48 | 2023.07.28 16:00 | buy | 13 | 0.10 | 181.087 | 0.000 | 0.000 | ||
49 | 2023.07.28 16:00 | modify | 13 | 0.10 | 181.087 | 179.487 | 183.687 | ||
50 | 2023.07.31 08:00 | modify | 13 | 0.10 | 181.087 | 181.177 | 183.687 | ||
51 | 2023.07.31 12:00 | sell | 14 | 0.10 | 182.877 | 0.000 | 0.000 | ||
52 | 2023.07.31 12:00 | modify | 14 | 0.10 | 182.877 | 184.477 | 180.277 | ||
53 | 2023.07.31 12:00 | modify | 13 | 0.10 | 181.087 | 181.277 | 183.687 | ||
54 | 2023.08.01 20:00 | modify | 13 | 0.10 | 181.087 | 181.556 | 183.687 | ||
55 | 2023.08.03 08:00 | s/l | 13 | 0.10 | 181.556 | 181.556 | 183.687 | 38.71 | 10972.01 |
56 | 2023.08.03 12:00 | modify | 14 | 0.10 | 182.877 | 182.402 | 180.277 | ||
57 | 2023.08.06 20:00 | modify | 14 | 0.10 | 182.877 | 182.109 | 180.277 | ||
58 | 2023.08.07 12:00 | buy | 15 | 0.10 | 181.226 | 0.000 | 0.000 | ||
59 | 2023.08.07 12:00 | modify | 15 | 0.10 | 181.226 | 179.626 | 183.826 | ||
60 | 2023.08.07 20:00 | s/l | 14 | 0.10 | 182.109 | 182.109 | 180.277 | 38.23 | 11010.23 |
61 | 2023.08.09 08:00 | modify | 15 | 0.10 | 181.226 | 181.329 | 183.826 | ||
62 | 2023.08.10 08:00 | modify | 15 | 0.10 | 181.226 | 181.677 | 183.826 | ||
63 | 2023.08.10 12:00 | modify | 15 | 0.10 | 181.226 | 181.910 | 183.826 | ||
64 | 2023.08.10 16:00 | t/p | 15 | 0.10 | 183.826 | 181.910 | 183.826 | 180.49 | 11190.73 |
65 | 2023.08.22 08:00 | sell | 16 | 0.10 | 186.514 | 0.000 | 0.000 | ||
66 | 2023.08.22 08:00 | modify | 16 | 0.10 | 186.514 | 188.114 | 183.914 | ||
67 | 2023.08.23 12:00 | t/p | 16 | 0.10 | 183.914 | 188.114 | 183.914 | 172.46 | 11363.19 |
68 | 2023.08.23 16:00 | buy | 17 | 0.10 | 183.894 | 0.000 | 0.000 | ||
69 | 2023.08.23 16:00 | modify | 17 | 0.10 | 183.894 | 182.294 | 186.494 | ||
70 | 2023.08.30 16:00 | modify | 17 | 0.10 | 183.894 | 184.090 | 186.494 | ||
71 | 2023.08.30 20:00 | modify | 17 | 0.10 | 183.894 | 184.411 | 186.494 | ||
72 | 2023.08.31 12:00 | sell | 18 | 0.10 | 184.902 | 0.000 | 0.000 | ||
73 | 2023.08.31 12:00 | modify | 18 | 0.10 | 184.902 | 186.502 | 182.302 | ||
74 | 2023.08.31 16:00 | s/l | 17 | 0.10 | 184.411 | 184.411 | 186.494 | 46.76 | 11409.95 |
75 | 2023.09.05 08:00 | sell | 19 | 0.10 | 184.557 | 0.000 | 0.000 | ||
76 | 2023.09.05 08:00 | modify | 19 | 0.10 | 184.557 | 186.157 | 181.957 | ||
77 | 2023.09.10 20:00 | modify | 18 | 0.10 | 184.902 | 184.809 | 182.302 | ||
78 | 2023.09.11 08:00 | modify | 18 | 0.10 | 184.902 | 184.690 | 182.302 | ||
79 | 2023.09.14 16:00 | modify | 19 | 0.10 | 184.557 | 184.243 | 181.957 | ||
80 | 2023.09.14 16:00 | modify | 18 | 0.10 | 184.902 | 184.243 | 182.302 | ||
81 | 2023.09.21 12:00 | t/p | 18 | 0.10 | 182.302 | 184.243 | 182.302 | 134.54 | 11544.50 |
82 | 2023.09.21 12:00 | t/p | 19 | 0.10 | 181.957 | 184.243 | 181.957 | 140.23 | 11684.73 |
83 | 2023.10.04 12:00 | buy | 20 | 0.10 | 180.621 | 0.000 | 0.000 | ||
84 | 2023.10.04 12:00 | modify | 20 | 0.10 | 180.621 | 179.021 | 183.221 | ||
85 | 2023.10.06 16:00 | modify | 20 | 0.10 | 180.621 | 181.070 | 183.221 | ||
86 | 2023.10.06 20:00 | modify | 20 | 0.10 | 180.621 | 181.208 | 183.221 | ||
87 | 2023.10.11 04:00 | modify | 20 | 0.10 | 180.621 | 181.328 | 183.221 | ||
88 | 2023.10.11 16:00 | t/p | 20 | 0.10 | 183.221 | 181.328 | 183.221 | 182.91 | 11867.64 |
89 | 2023.10.19 16:00 | buy | 21 | 0.10 | 182.082 | 0.000 | 0.000 | ||
90 | 2023.10.19 16:00 | modify | 21 | 0.10 | 182.082 | 180.482 | 184.682 | ||
91 | 2023.10.24 12:00 | sell | 22 | 0.10 | 182.984 | 0.000 | 0.000 | ||
92 | 2023.10.24 12:00 | modify | 22 | 0.10 | 182.984 | 184.584 | 180.384 | ||
93 | 2023.10.27 20:00 | modify | 22 | 0.10 | 182.984 | 182.899 | 180.384 | ||
94 | 2023.10.29 20:00 | modify | 22 | 0.10 | 182.984 | 182.670 | 180.384 | ||
95 | 2023.10.30 08:00 | modify | 22 | 0.10 | 182.984 | 182.520 | 180.384 | ||
96 | 2023.10.31 08:00 | s/l | 22 | 0.10 | 182.520 | 182.520 | 180.384 | 17.85 | 11885.49 |
97 | 2023.10.31 16:00 | modify | 21 | 0.10 | 182.082 | 182.164 | 184.682 | ||
98 | 2023.10.31 20:00 | modify | 21 | 0.10 | 182.082 | 182.606 | 184.682 | ||
99 | 2023.11.03 16:00 | t/p | 21 | 0.10 | 184.682 | 182.606 | 184.682 | 192.57 | 12078.06 |
100 | 2023.11.17 16:00 | buy | 23 | 0.10 | 185.995 | 0.000 | 0.000 | ||
101 | 2023.11.17 16:00 | modify | 23 | 0.10 | 185.995 | 184.395 | 188.595 | ||
102 | 2023.11.24 08:00 | sell | 24 | 0.10 | 187.262 | 0.000 | 0.000 | ||
103 | 2023.11.24 08:00 | modify | 24 | 0.10 | 187.262 | 188.862 | 184.662 | ||
104 | 2023.11.24 12:00 | modify | 23 | 0.10 | 185.995 | 186.374 | 188.595 | ||
105 | 2023.11.24 16:00 | modify | 23 | 0.10 | 185.995 | 188.195 | 188.595 | ||
106 | 2023.11.24 20:00 | t/p | 23 | 0.10 | 188.595 | 188.195 | 188.595 | 182.92 | 12260.98 |
107 | 2023.12.04 16:00 | modify | 24 | 0.10 | 187.262 | 187.137 | 184.662 | ||
108 | 2023.12.05 08:00 | modify | 24 | 0.10 | 187.262 | 186.791 | 184.662 | ||
109 | 2023.12.07 00:00 | modify | 24 | 0.10 | 187.262 | 185.062 | 184.662 | ||
110 | 2023.12.07 04:00 | t/p | 24 | 0.10 | 184.662 | 185.062 | 184.662 | 149.71 | 12410.69 |
111 | 2023.12.11 16:00 | sell | 25 | 0.10 | 183.750 | 0.000 | 0.000 | ||
112 | 2023.12.11 16:00 | modify | 25 | 0.10 | 183.750 | 185.350 | 181.150 | ||
113 | 2023.12.13 16:00 | modify | 25 | 0.10 | 183.750 | 183.447 | 181.150 | ||
114 | 2023.12.13 20:00 | t/p | 25 | 0.10 | 181.150 | 183.447 | 181.150 | 170.56 | 12581.25 |
115 | 2023.12.14 08:00 | buy | 26 | 0.10 | 179.251 | 0.000 | 0.000 | ||
116 | 2023.12.14 08:00 | modify | 26 | 0.10 | 179.251 | 177.651 | 181.851 | ||
117 | 2023.12.14 20:00 | modify | 26 | 0.10 | 179.251 | 179.451 | 181.851 | ||
118 | 2023.12.15 00:00 | modify | 26 | 0.10 | 179.251 | 181.451 | 181.851 | ||
119 | 2023.12.15 04:00 | s/l | 26 | 0.10 | 181.451 | 181.451 | 181.851 | 148.83 | 12730.08 |
120 | 2023.12.20 04:00 | sell | 27 | 0.10 | 182.767 | 0.000 | 0.000 | ||
121 | 2023.12.20 04:00 | modify | 27 | 0.10 | 182.767 | 184.367 | 180.167 | ||
122 | 2023.12.21 04:00 | modify | 27 | 0.10 | 182.767 | 182.162 | 180.167 | ||
123 | 2023.12.21 08:00 | buy | 28 | 0.10 | 181.035 | 0.000 | 0.000 | ||
124 | 2023.12.21 08:00 | modify | 28 | 0.10 | 181.035 | 179.435 | 183.635 | ||
125 | 2023.12.21 16:00 | t/p | 27 | 0.10 | 180.167 | 182.162 | 180.167 | 168.66 | 12898.74 |
126 | 2023.12.28 12:00 | buy | 29 | 0.10 | 180.160 | 0.000 | 0.000 | ||
127 | 2023.12.28 12:00 | modify | 29 | 0.10 | 180.160 | 178.560 | 182.760 | ||
128 | 2023.12.28 16:00 | s/l | 28 | 0.10 | 179.435 | 179.435 | 183.635 | -98.91 | 12799.83 |
129 | 2024.01.04 08:00 | modify | 29 | 0.10 | 180.160 | 180.378 | 182.760 | ||
130 | 2024.01.04 12:00 | t/p | 29 | 0.10 | 182.760 | 180.378 | 182.760 | 182.92 | 12982.75 |
131 | 2024.01.08 04:00 | sell | 30 | 0.10 | 183.518 | 0.000 | 0.000 | ||
132 | 2024.01.08 04:00 | modify | 30 | 0.10 | 183.518 | 185.118 | 180.918 | ||
133 | 2024.01.10 16:00 | s/l | 30 | 0.10 | 185.118 | 185.118 | 180.918 | -111.08 | 12871.66 |
134 | 2024.01.15 04:00 | buy | 31 | 0.10 | 185.200 | 0.000 | 0.000 | ||
135 | 2024.01.15 04:00 | modify | 31 | 0.10 | 185.200 | 183.600 | 187.800 | ||
136 | 2024.01.15 16:00 | sell | 32 | 0.10 | 185.592 | 0.000 | 0.000 | ||
137 | 2024.01.15 16:00 | modify | 32 | 0.10 | 185.592 | 187.192 | 182.992 | ||
138 | 2024.01.17 08:00 | s/l | 32 | 0.10 | 187.192 | 187.192 | 182.992 | -111.09 | 12760.57 |
139 | 2024.01.17 08:00 | modify | 31 | 0.10 | 185.200 | 185.549 | 187.800 | ||
140 | 2024.01.17 12:00 | modify | 31 | 0.10 | 185.200 | 185.802 | 187.800 | ||
141 | 2024.01.17 16:00 | t/p | 31 | 0.10 | 187.800 | 185.802 | 187.800 | 176.87 | 12937.45 |
142 | 2024.01.25 08:00 | buy | 33 | 0.10 | 188.047 | 0.000 | 0.000 | ||
143 | 2024.01.25 08:00 | modify | 33 | 0.10 | 188.047 | 186.447 | 190.647 | ||
144 | 2024.01.31 16:00 | s/l | 33 | 0.10 | 186.447 | 186.447 | 190.647 | -102.54 | 12834.90 |
145 | 2024.02.06 08:00 | buy | 34 | 0.10 | 186.492 | 0.000 | 0.000 | ||
146 | 2024.02.06 08:00 | modify | 34 | 0.10 | 186.492 | 184.892 | 189.092 | ||
147 | 2024.02.08 16:00 | modify | 34 | 0.10 | 186.492 | 186.752 | 189.092 | ||
148 | 2024.02.09 04:00 | modify | 34 | 0.10 | 186.492 | 186.910 | 189.092 | ||
149 | 2024.02.09 08:00 | modify | 34 | 0.10 | 186.492 | 187.121 | 189.092 | ||
150 | 2024.02.09 12:00 | sell | 35 | 0.10 | 188.365 | 0.000 | 0.000 | ||
151 | 2024.02.09 12:00 | modify | 35 | 0.10 | 188.365 | 189.965 | 185.765 | ||
152 | 2024.02.13 08:00 | t/p | 34 | 0.10 | 189.092 | 187.121 | 189.092 | 182.92 | 13017.82 |
153 | 2024.02.13 20:00 | s/l | 35 | 0.10 | 189.965 | 189.965 | 185.765 | -111.08 | 12906.74 |
154 | 2024.02.15 16:00 | buy | 36 | 0.10 | 188.858 | 0.000 | 0.000 | ||
155 | 2024.02.15 16:00 | modify | 36 | 0.10 | 188.858 | 187.258 | 191.458 | ||
156 | 2024.02.22 12:00 | modify | 36 | 0.10 | 188.858 | 188.874 | 191.458 | ||
157 | 2024.02.22 16:00 | sell | 37 | 0.10 | 189.939 | 0.000 | 0.000 | ||
158 | 2024.02.22 16:00 | modify | 37 | 0.10 | 189.939 | 191.539 | 187.339 | ||
159 | 2024.02.22 20:00 | modify | 36 | 0.10 | 188.858 | 188.976 | 191.458 | ||
160 | 2024.02.23 08:00 | modify | 36 | 0.10 | 188.858 | 189.148 | 191.458 | ||
161 | 2024.02.23 12:00 | modify | 36 | 0.10 | 188.858 | 189.430 | 191.458 | ||
162 | 2024.02.26 12:00 | modify | 36 | 0.10 | 188.858 | 191.058 | 191.458 | ||
163 | 2024.02.26 16:00 | s/l | 36 | 0.10 | 191.058 | 191.058 | 191.458 | 158.48 | 13065.22 |
164 | 2024.02.29 23:59 | close at stop | 37 | 0.10 | 189.524 | 191.539 | 187.339 | 14.56 | 13079.78 |