Symbol | GBPJPY (British Pound vs Japanese Yen - 1 lot = 100,000) | ||||
Period | 1 Minute (M1) 2024.01.01 22:04 - 2024.12.31 21:59 (2024.01.01 - 2025.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=104; 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=5; TopupTradesToSkip=0; PSHelp="===================================="; LotsInitial=0.4; LotsChangeLevel=1; LotsChangeType=0; LotsChangeApproach=0; LCAPHelp="------------------------------------"; LotsChangeRate=80; LotsChangeLots=0; LotsLimit=0; LotsChangeRate2=100; LotsChangeLots2=0; LotsLimit2=0; LCAAHelp="------------------------------------"; LotsChangeRateAlt=70; LotsChangeLotsAlt=0; LotsChangeRateAlt2=180; LotsChangeLotsAlt2=0; POTTHelp="===================================="; PruningStartTrades=4; CHelp="===================================="; ClosureLevel=150; ClosureAmount=18; 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 | 373645 | Ticks modelled | 4253531 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 40 | ||
Total net profit | -395.53 | Gross profit | 658.73 | Gross loss | -1054.26 |
Profit factor | 0.62 | Expected payoff | -15.82 | ||
Absolute drawdown | 395.53 | Maximal drawdown | 1025.85 (62.92%) | Relative drawdown | 62.92% (1025.85) |
Total trades | 25 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 17 (76.47%) |
Profit trades (% of total) | 17 (68.00%) | Loss trades (% of total) | 8 (32.00%) | ||
Largest | profit trade | 46.67 | loss trade | -453.62 | |
Average | profit trade | 38.75 | loss trade | -131.78 | |
Maximum | consecutive wins (profit in money) | 4 (162.43) | consecutive losses (loss in money) | 3 (-992.25) | |
Maximal | consecutive profit (count of wins) | 162.43 (4) | consecutive loss (count of losses) | -992.25 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.01.01 22:04 | buy | 1 | 0.40 | 179.208 | 0.000 | 0.000 | ||
2 | 2024.01.01 22:38 | close | 1 | 0.40 | 179.380 | 0.000 | 0.000 | 44.12 | 1044.12 |
3 | 2024.01.01 22:38 | buy | 2 | 0.40 | 179.420 | 0.000 | 0.000 | ||
4 | 2024.01.01 23:49 | close | 2 | 0.40 | 179.583 | 0.000 | 0.000 | 41.81 | 1085.93 |
5 | 2024.01.01 23:49 | buy | 3 | 0.40 | 179.623 | 0.000 | 0.000 | ||
6 | 2024.01.02 00:18 | close | 3 | 0.40 | 179.787 | 0.000 | 0.000 | 45.71 | 1131.64 |
7 | 2024.01.02 00:18 | buy | 4 | 0.40 | 179.827 | 0.000 | 0.000 | ||
8 | 2024.01.02 00:58 | buy | 5 | 0.32 | 179.665 | 0.000 | 0.000 | ||
9 | 2024.01.02 01:21 | close | 5 | 0.32 | 179.795 | 0.000 | 0.000 | 26.67 | 1158.31 |
10 | 2024.01.02 01:21 | close | 4 | 0.40 | 179.795 | 0.000 | 0.000 | -8.21 | 1150.10 |
11 | 2024.01.02 01:21 | buy | 6 | 0.40 | 179.835 | 0.000 | 0.000 | ||
12 | 2024.01.02 02:32 | close | 6 | 0.40 | 180.003 | 0.000 | 0.000 | 43.09 | 1193.19 |
13 | 2024.01.02 02:32 | buy | 7 | 0.40 | 180.043 | 0.000 | 0.000 | ||
14 | 2024.01.02 02:33 | close | 7 | 0.40 | 180.218 | 0.000 | 0.000 | 44.89 | 1238.08 |
15 | 2024.01.02 02:33 | buy | 8 | 0.40 | 180.258 | 0.000 | 0.000 | ||
16 | 2024.01.02 02:34 | buy | 9 | 0.32 | 180.068 | 0.000 | 0.000 | ||
17 | 2024.01.02 07:01 | close | 9 | 0.32 | 180.218 | 0.000 | 0.000 | 30.78 | 1268.86 |
18 | 2024.01.02 07:01 | close | 8 | 0.40 | 180.218 | 0.000 | 0.000 | -10.26 | 1258.60 |
19 | 2024.01.02 07:01 | buy | 10 | 0.40 | 180.258 | 0.000 | 0.000 | ||
20 | 2024.01.02 08:45 | close | 10 | 0.40 | 180.436 | 0.000 | 0.000 | 45.65 | 1304.25 |
21 | 2024.01.02 08:45 | sell | 11 | 0.40 | 180.436 | 0.000 | 0.000 | ||
22 | 2024.01.02 09:14 | sell | 12 | 0.32 | 180.641 | 0.000 | 0.000 | ||
23 | 2024.01.02 09:23 | close | 12 | 0.32 | 180.477 | 0.000 | 0.000 | 33.64 | 1337.89 |
24 | 2024.01.02 09:23 | close | 11 | 0.40 | 180.477 | 0.000 | 0.000 | -10.51 | 1327.38 |
25 | 2024.01.02 09:23 | sell | 13 | 0.40 | 180.437 | 0.000 | 0.000 | ||
26 | 2024.01.02 09:33 | close | 13 | 0.40 | 180.270 | 0.000 | 0.000 | 42.83 | 1370.21 |
27 | 2024.01.02 09:33 | sell | 14 | 0.40 | 180.230 | 0.000 | 0.000 | ||
28 | 2024.01.02 09:42 | close | 14 | 0.40 | 180.048 | 0.000 | 0.000 | 46.67 | 1416.88 |
29 | 2024.01.02 09:42 | sell | 15 | 0.40 | 180.008 | 0.000 | 0.000 | ||
30 | 2024.01.02 10:58 | close | 15 | 0.40 | 179.842 | 0.000 | 0.000 | 42.56 | 1459.44 |
31 | 2024.01.02 10:58 | buy | 16 | 0.40 | 179.842 | 0.000 | 0.000 | ||
32 | 2024.01.02 11:04 | buy | 17 | 0.32 | 179.663 | 0.000 | 0.000 | ||
33 | 2024.01.02 12:20 | close | 17 | 0.32 | 179.811 | 0.000 | 0.000 | 30.37 | 1489.81 |
34 | 2024.01.02 12:20 | close | 16 | 0.40 | 179.811 | 0.000 | 0.000 | -7.95 | 1481.86 |
35 | 2024.01.02 12:20 | buy | 18 | 0.40 | 179.851 | 0.000 | 0.000 | ||
36 | 2024.01.02 12:58 | buy | 19 | 0.32 | 179.688 | 0.000 | 0.000 | ||
37 | 2024.01.02 13:19 | buy | 20 | 0.25 | 179.511 | 0.000 | 0.000 | ||
38 | 2024.01.03 07:14 | close | 20 | 0.25 | 179.739 | 0.000 | 0.000 | 38.83 | 1520.69 |
39 | 2024.01.03 07:14 | close | 19 | 0.32 | 179.739 | 0.000 | 0.000 | 13.39 | 1534.08 |
40 | 2024.01.03 07:14 | close | 18 | 0.40 | 179.739 | 0.000 | 0.000 | -25.08 | 1509.00 |
41 | 2024.01.03 07:14 | buy | 21 | 0.40 | 179.779 | 0.000 | 0.000 | ||
42 | 2024.01.03 07:41 | close | 21 | 0.40 | 179.949 | 0.000 | 0.000 | 43.60 | 1552.60 |
43 | 2024.01.03 07:41 | buy | 22 | 0.40 | 179.989 | 0.000 | 0.000 | ||
44 | 2024.01.03 08:15 | close | 22 | 0.40 | 180.161 | 0.000 | 0.000 | 44.12 | 1596.72 |
45 | 2024.01.03 08:15 | sell | 23 | 0.40 | 180.161 | 0.000 | 0.000 | ||
46 | 2024.01.03 11:41 | sell | 24 | 0.32 | 180.367 | 0.000 | 0.000 | ||
47 | 2024.01.03 13:09 | sell | 25 | 0.25 | 180.570 | 0.000 | 0.000 | ||
48 | 2024.01.04 04:20 | close at stop | 25 | 0.25 | 181.815 | 0.000 | 0.000 | -217.98 | 1378.75 |
49 | 2024.01.04 04:20 | close at stop | 24 | 0.32 | 181.815 | 0.000 | 0.000 | -320.65 | 1058.09 |
50 | 2024.01.04 04:20 | close at stop | 23 | 0.40 | 181.815 | 0.000 | 0.000 | -453.62 | 604.47 |