Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Minute (M1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=204; MA_Method=0; MA_AppliedPrice=0; MA_Shift=0; AllowedDirection=3; TradeDirection=1; TopupDirection=0; PLGHelp="===================================="; PriceGap=20; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=6; PSHelp="===================================="; LotsInitial=4; LotsChangeLevel=1; LotsChangeType=0; LotsChangeApproach=0; LCAPHelp="------------------------------------"; LotsChangeRate=90; LotsChangeLots=0; LotsLimit=0; LotsChangeRate2=100; LotsChangeLots2=0; LotsLimit2=0; LCAAHelp="------------------------------------"; LotsChangeRateAlt=70; LotsChangeLotsAlt=0; LotsChangeRateAlt2=180; LotsChangeLotsAlt2=0; CHelp="===================================="; ClosureLevel=150; ClosureAmount=15; Run_ReentryAfterProfit=1; TODHelp="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OSHelp="===================================="; MaxSpread=6; CloseoutTextColour=Gray; CloseoutTextDisplay=1; ApproxCloseoutLevelColour=Salmon; CFDTickScaling=0; MagicNumber=211228; | ||||
Bars in test | 374152 | Ticks modelled | 4245073 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | -3437.45 | Gross profit | 9028.76 | Gross loss | -12466.21 |
Profit factor | 0.72 | Expected payoff | -92.90 | ||
Absolute drawdown | 3437.45 | Maximal drawdown | 10164.93 (60.77%) | Relative drawdown | 60.77% (10164.93) |
Total trades | 37 | Short positions (won %) | 22 (63.64%) | Long positions (won %) | 15 (60.00%) |
Profit trades (% of total) | 23 (62.16%) | Loss trades (% of total) | 14 (37.84%) | ||
Largest | profit trade | 845.36 | loss trade | -4149.71 | |
Average | profit trade | 392.55 | loss trade | -890.44 | |
Maximum | consecutive wins (profit in money) | 3 (1622.25) | consecutive losses (loss in money) | 3 (-9821.58) | |
Maximal | consecutive profit (count of wins) | 1622.25 (3) | consecutive loss (count of losses) | -9821.58 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.01 00:00 | sell | 1 | 4.00 | 164.060 | 0.000 | 0.000 | ||
2 | 2023.03.01 00:30 | close | 1 | 4.00 | 163.884 | 0.000 | 0.000 | 472.11 | 10472.11 |
3 | 2023.03.01 00:30 | sell | 2 | 4.00 | 163.844 | 0.000 | 0.000 | ||
4 | 2023.03.01 03:12 | sell | 3 | 3.60 | 164.053 | 0.000 | 0.000 | ||
5 | 2023.03.01 09:10 | close | 3 | 3.60 | 163.934 | 0.000 | 0.000 | 287.28 | 10759.39 |
6 | 2023.03.01 09:10 | close | 2 | 4.00 | 163.934 | 0.000 | 0.000 | -241.41 | 10517.98 |
7 | 2023.03.01 09:10 | sell | 4 | 4.00 | 163.894 | 0.000 | 0.000 | ||
8 | 2023.03.01 10:11 | close | 4 | 4.00 | 163.695 | 0.000 | 0.000 | 533.81 | 11051.79 |
9 | 2023.03.01 10:11 | sell | 5 | 4.00 | 163.655 | 0.000 | 0.000 | ||
10 | 2023.03.01 10:14 | sell | 6 | 3.60 | 163.894 | 0.000 | 0.000 | ||
11 | 2023.03.01 10:25 | close | 6 | 3.60 | 163.761 | 0.000 | 0.000 | 321.09 | 11372.88 |
12 | 2023.03.01 10:25 | close | 5 | 4.00 | 163.761 | 0.000 | 0.000 | -284.33 | 11088.55 |
13 | 2023.03.01 10:25 | sell | 7 | 4.00 | 163.721 | 0.000 | 0.000 | ||
14 | 2023.03.01 10:31 | close | 7 | 4.00 | 163.561 | 0.000 | 0.000 | 429.19 | 11517.74 |
15 | 2023.03.01 10:31 | sell | 8 | 4.00 | 163.521 | 0.000 | 0.000 | ||
16 | 2023.03.01 10:39 | close | 8 | 4.00 | 163.339 | 0.000 | 0.000 | 488.20 | 12005.94 |
17 | 2023.03.01 10:39 | sell | 9 | 4.00 | 163.299 | 0.000 | 0.000 | ||
18 | 2023.03.01 10:56 | sell | 10 | 3.60 | 163.524 | 0.000 | 0.000 | ||
19 | 2023.03.01 11:01 | close | 10 | 3.60 | 163.378 | 0.000 | 0.000 | 352.47 | 12358.41 |
20 | 2023.03.01 11:01 | close | 9 | 4.00 | 163.378 | 0.000 | 0.000 | -211.91 | 12146.50 |
21 | 2023.03.01 11:01 | sell | 11 | 4.00 | 163.338 | 0.000 | 0.000 | ||
22 | 2023.03.01 11:14 | close | 11 | 4.00 | 163.164 | 0.000 | 0.000 | 466.74 | 12613.24 |
23 | 2023.03.01 11:14 | sell | 12 | 4.00 | 163.124 | 0.000 | 0.000 | ||
24 | 2023.03.01 11:22 | close | 12 | 4.00 | 162.948 | 0.000 | 0.000 | 472.10 | 13085.34 |
25 | 2023.03.01 11:22 | sell | 13 | 4.00 | 162.908 | 0.000 | 0.000 | ||
26 | 2023.03.01 11:38 | sell | 14 | 3.60 | 163.120 | 0.000 | 0.000 | ||
27 | 2023.03.07 15:05 | close | 14 | 3.60 | 162.819 | 0.000 | 0.000 | 317.13 | 13402.47 |
28 | 2023.03.07 15:05 | close | 13 | 4.00 | 162.819 | 0.000 | 0.000 | -216.29 | 13186.18 |
29 | 2023.03.07 15:05 | buy | 15 | 4.00 | 162.819 | 0.000 | 0.000 | ||
30 | 2023.03.07 15:09 | buy | 16 | 3.60 | 162.659 | 0.000 | 0.000 | ||
31 | 2023.03.07 15:10 | close | 16 | 3.60 | 162.770 | 0.000 | 0.000 | 268.14 | 13454.32 |
32 | 2023.03.07 15:10 | close | 15 | 4.00 | 162.770 | 0.000 | 0.000 | -131.52 | 13322.80 |
33 | 2023.03.07 15:10 | buy | 17 | 4.00 | 162.810 | 0.000 | 0.000 | ||
34 | 2023.03.07 15:13 | buy | 18 | 3.60 | 162.642 | 0.000 | 0.000 | ||
35 | 2023.03.07 15:17 | close | 18 | 3.60 | 162.740 | 0.000 | 0.000 | 236.74 | 13559.54 |
36 | 2023.03.07 15:17 | close | 17 | 4.00 | 162.740 | 0.000 | 0.000 | -187.89 | 13371.65 |
37 | 2023.03.07 15:17 | buy | 19 | 4.00 | 162.780 | 0.000 | 0.000 | ||
38 | 2023.03.07 15:36 | buy | 20 | 3.60 | 162.620 | 0.000 | 0.000 | ||
39 | 2023.03.08 03:21 | close | 20 | 3.60 | 162.693 | 0.000 | 0.000 | 219.79 | 13591.44 |
40 | 2023.03.08 03:21 | close | 19 | 4.00 | 162.693 | 0.000 | 0.000 | -185.24 | 13406.20 |
41 | 2023.03.08 03:21 | buy | 21 | 4.00 | 162.733 | 0.000 | 0.000 | ||
42 | 2023.03.08 04:44 | close | 21 | 4.00 | 162.899 | 0.000 | 0.000 | 445.56 | 13851.76 |
43 | 2023.03.08 04:44 | buy | 22 | 4.00 | 162.939 | 0.000 | 0.000 | ||
44 | 2023.03.08 07:02 | buy | 23 | 3.60 | 162.763 | 0.000 | 0.000 | ||
45 | 2023.03.08 08:59 | close | 23 | 3.60 | 162.870 | 0.000 | 0.000 | 258.47 | 14110.23 |
46 | 2023.03.08 08:59 | close | 22 | 4.00 | 162.870 | 0.000 | 0.000 | -185.20 | 13925.03 |
47 | 2023.03.08 08:59 | buy | 24 | 4.00 | 162.910 | 0.000 | 0.000 | ||
48 | 2023.03.08 10:45 | buy | 25 | 3.60 | 162.746 | 0.000 | 0.000 | ||
49 | 2023.03.10 02:30 | close | 25 | 3.60 | 163.024 | 0.000 | 0.000 | 845.36 | 14770.39 |
50 | 2023.03.10 02:30 | close | 24 | 4.00 | 163.024 | 0.000 | 0.000 | 499.09 | 15269.48 |
51 | 2023.03.10 02:30 | buy | 26 | 4.00 | 163.064 | 0.000 | 0.000 | ||
52 | 2023.03.10 02:30 | buy | 27 | 3.60 | 162.869 | 0.000 | 0.000 | ||
53 | 2023.03.10 02:34 | close | 27 | 3.60 | 162.984 | 0.000 | 0.000 | 277.80 | 15547.28 |
54 | 2023.03.10 02:34 | close | 26 | 4.00 | 162.984 | 0.000 | 0.000 | -214.72 | 15332.56 |
55 | 2023.03.10 02:34 | buy | 28 | 4.00 | 163.024 | 0.000 | 0.000 | ||
56 | 2023.03.10 02:39 | buy | 29 | 3.60 | 162.774 | 0.000 | 0.000 | ||
57 | 2023.03.10 02:59 | close | 29 | 3.60 | 162.919 | 0.000 | 0.000 | 350.27 | 15682.83 |
58 | 2023.03.10 02:59 | close | 28 | 4.00 | 162.919 | 0.000 | 0.000 | -281.83 | 15401.00 |
59 | 2023.03.10 02:59 | sell | 30 | 4.00 | 162.919 | 0.000 | 0.000 | ||
60 | 2023.03.10 03:10 | close | 30 | 4.00 | 162.757 | 0.000 | 0.000 | 434.56 | 15835.56 |
61 | 2023.03.10 03:10 | sell | 31 | 4.00 | 162.717 | 0.000 | 0.000 | ||
62 | 2023.03.10 04:09 | sell | 32 | 3.60 | 162.932 | 0.000 | 0.000 | ||
63 | 2023.03.10 07:00 | sell | 33 | 3.24 | 163.146 | 0.000 | 0.000 | ||
64 | 2023.03.10 08:05 | close | 33 | 3.24 | 162.905 | 0.000 | 0.000 | 523.63 | 16359.19 |
65 | 2023.03.10 08:05 | close | 32 | 3.60 | 162.905 | 0.000 | 0.000 | 65.18 | 16424.37 |
66 | 2023.03.10 08:05 | close | 31 | 4.00 | 162.905 | 0.000 | 0.000 | -504.29 | 15920.08 |
67 | 2023.03.10 08:05 | sell | 34 | 4.00 | 162.865 | 0.000 | 0.000 | ||
68 | 2023.03.10 08:11 | close | 34 | 4.00 | 162.692 | 0.000 | 0.000 | 464.05 | 16384.13 |
69 | 2023.03.10 08:11 | sell | 35 | 4.00 | 162.652 | 0.000 | 0.000 | ||
70 | 2023.03.10 08:35 | sell | 36 | 3.60 | 162.863 | 0.000 | 0.000 | ||
71 | 2023.03.10 08:42 | sell | 37 | 3.24 | 163.073 | 0.000 | 0.000 | ||
72 | 2023.03.10 09:51 | close at stop | 37 | 3.24 | 164.199 | 0.000 | 0.000 | -2446.53 | 13937.60 |
73 | 2023.03.10 09:51 | close at stop | 36 | 3.60 | 164.199 | 0.000 | 0.000 | -3225.34 | 10712.26 |
74 | 2023.03.10 09:51 | close at stop | 35 | 4.00 | 164.199 | 0.000 | 0.000 | -4149.71 | 6562.55 |