Symbol | GBPJPY (Great Britain Pound vs. Japanese Yen) | ||||
Period | 4 Hours (H4) 2009.01.02 04:00 - 2009.10.29 20:00 (2009.01.01 - 2009.10.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | MagicNumber=20090722; EAPHelp="0:Chart TF, 1:1M, 2:5M, 3:15M, 4:30M, 5:1H, 6:4H, 7:D, 8:W, 9:M"; EAPeriod=6; EMHelp="0:Standard entry only, 1:Retracement only, 2:Both standard and retracement, 3:Reversed standard entry"; EntryMethod=2; RetraceTriggerPct=32; ATRMinimumTriggerPips=0; CustomTP1=0; COOSHelp="0:Do NOT close ongoing trades, 1:Close & re-enter as per new signal"; CloseOnOppositeSignal=0; TDHelp="List of days to trade OR 'All' for every day (Mon,Tue,Wed,Thu,Fri,Sat,Sun)"; TradeDay="Mon,Tue,Wed,Thu,Fri"; TTHelp="Check for trade at bar times in HH:MM format OR 'All' for every bar (HH=00-23, MM=00-59)"; TradeTimeMon="04:00,08:00,16:00"; TradeTimeTue="04:00,08:00,16:00"; TradeTimeWed="04:00,08:00,16:00"; TradeTimeThu="04:00,08:00,16:00"; TradeTimeFri="04:00"; TradeTimeSat="All"; TradeTimeSun="All"; ExMHelp="0:Fixed TP1 off ATR, 1:Trailing SL on HAS bar, 2:TP1 + trailing HAS bar orders, 3:TP1+BE & trailing HAS bar"; ExitMethod=0; PLCHelp="Percent of lots for order with TP1 (ExitMethod=2 only)"; TP1OrderLotsPct=50; MRDPHelp="Max price difference to open pair of orders"; MaxOpenPriceDiff=10; MMMHelp="0:Off, 1:% of Acc/balance"; MoneyMgtMethod=0; LHelp="Lot size when MoneyMgt is off (MoneyMgtMethod=0)"; Lots1=0.1; Lots2=0.1; TRAPHelp="Account % to risk when MoneyMgt is on (MoneyMgtMethod=1)"; TradeRiskAccPct=3; AMTPHelp="TP1 = ATR() * ATRMultiplierTP"; ATRMultiplierTP=5; AMSLHelp="SL = ATR() * ATRMultiplierSL"; ATRMultiplierSL=2; SMHelp="0:Off, 1:Backtest only, 2:Always"; StatMethod=1; HIVHelp="HAS ver 1:'Heiken_Ashi_Smoothed' 2:'Heiken_Ashi_Smoothed rev 2'"; HASIndicatorVer=2; THLHelp="Trailing based on 0:Body or 1:Wick"; TrailingHASLong=1; TrailingHASShort=1; HAS_MA1_Method=2; HAS_MA1_Period=6; HAS_MA2_Method=1; HAS_MA2_Period=2; ATRPeriod=4; TwoStepOrderSubmit=true; RAVIFEHelp="0:No filtering applied, 1:RAVI FX Fisher based filter applied"; RAVIFX_EntryFilter=0; RAVIFX_MAFast=4; RAVIFX_MASlow=24; RAVIFX_Trigger=0.12; RAVIFX_Shift=0; | ||||
Bars in test | 2290 | Ticks modelled | 13595564 | Modelling quality | 90.00% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | ||||
Total net profit | 3153.12 | Gross profit | 5358.90 | Gross loss | -2205.77 |
Profit factor | 2.43 | Expected payoff | 197.07 | ||
Absolute drawdown | 156.62 | Maximal drawdown | 1553.99 (38.48%) | Relative drawdown | 38.48% (1553.99) |
Total trades | 16 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 8 (50.00%) | Loss trades (% of total) | 8 (50.00%) | ||
Largest | profit trade | 895.74 | loss trade | -409.38 | |
Average | profit trade | 669.86 | loss trade | -275.72 | |
Maximum | consecutive wins (profit in money) | 3 (2380.14) | consecutive losses (loss in money) | 5 (-1324.44) | |
Maximal | consecutive profit (count of wins) | 2380.14 (3) | consecutive loss (count of losses) | -1324.44 (5) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.09 04:00 | sell | 1 | 0.10 | 138.54 | 0.00 | 0.00 | ||
2 | 2009.01.09 04:00 | modify | 1 | 0.10 | 138.54 | 141.73 | 130.57 | ||
3 | 2009.01.13 09:32 | t/p | 1 | 0.10 | 130.57 | 141.73 | 130.57 | 884.63 | 1884.63 |
4 | 2009.02.02 16:00 | sell | 2 | 0.10 | 126.14 | 0.00 | 0.00 | ||
5 | 2009.02.02 16:00 | modify | 2 | 0.10 | 126.14 | 129.82 | 116.95 | ||
6 | 2009.02.04 17:00 | s/l | 2 | 0.10 | 129.82 | 129.82 | 116.95 | -409.38 | 1475.24 |
7 | 2009.03.13 04:00 | buy | 3 | 0.10 | 136.34 | 0.00 | 0.00 | ||
8 | 2009.03.13 04:00 | modify | 3 | 0.10 | 136.34 | 133.12 | 144.40 | ||
9 | 2009.03.24 07:42 | t/p | 3 | 0.10 | 144.40 | 133.12 | 144.40 | 895.74 | 2370.98 |
10 | 2009.04.16 16:00 | sell | 4 | 0.10 | 147.592 | 0.00 | 0.00 | ||
11 | 2009.04.16 16:00 | modify | 4 | 0.10 | 147.592 | 150.81 | 139.55 | ||
12 | 2009.04.28 08:04 | t/p | 4 | 0.10 | 139.55 | 150.81 | 139.55 | 890.09 | 3261.08 |
13 | 2009.04.29 08:00 | buy | 5 | 0.10 | 142.412 | 0.00 | 0.00 | ||
14 | 2009.04.29 08:00 | modify | 5 | 0.10 | 142.412 | 140.27 | 147.76 | ||
15 | 2009.05.01 10:49 | t/p | 5 | 0.10 | 147.76 | 140.27 | 147.76 | 594.31 | 3855.38 |
16 | 2009.05.06 08:00 | sell | 6 | 0.10 | 147.769 | 0.00 | 0.00 | ||
17 | 2009.05.06 08:00 | modify | 6 | 0.10 | 147.769 | 149.94 | 142.35 | ||
18 | 2009.05.07 11:02 | s/l | 6 | 0.10 | 149.94 | 149.94 | 142.35 | -242.09 | 3613.29 |
19 | 2009.05.11 16:00 | sell | 7 | 0.10 | 146.943 | 0.00 | 0.00 | ||
20 | 2009.05.11 16:00 | modify | 7 | 0.10 | 146.943 | 149.79 | 139.82 | ||
21 | 2009.05.20 17:28 | s/l | 7 | 0.10 | 149.79 | 149.79 | 139.82 | -319.08 | 3294.21 |
22 | 2009.06.08 16:00 | sell | 8 | 0.10 | 156.725 | 0.00 | 0.00 | ||
23 | 2009.06.08 16:00 | modify | 8 | 0.10 | 156.725 | 158.62 | 152.00 | ||
24 | 2009.06.09 09:08 | s/l | 8 | 0.10 | 158.62 | 158.62 | 152.00 | -210.80 | 3083.41 |
25 | 2009.06.22 16:00 | sell | 9 | 0.10 | 156.858 | 0.00 | 0.00 | ||
26 | 2009.06.22 16:00 | modify | 9 | 0.10 | 156.858 | 159.15 | 151.15 | ||
27 | 2009.06.29 19:11 | s/l | 9 | 0.10 | 159.15 | 159.15 | 151.15 | -256.80 | 2826.62 |
28 | 2009.07.10 04:00 | buy | 10 | 0.10 | 151.341 | 0.00 | 0.00 | ||
29 | 2009.07.10 04:00 | modify | 10 | 0.10 | 151.341 | 148.68 | 157.99 | ||
30 | 2009.07.10 17:15 | s/l | 10 | 0.10 | 148.68 | 148.68 | 157.99 | -295.67 | 2530.95 |
31 | 2009.07.14 04:00 | buy | 11 | 0.10 | 151.143 | 0.00 | 0.00 | ||
32 | 2009.07.14 04:00 | modify | 11 | 0.10 | 151.143 | 148.10 | 158.73 | ||
33 | 2009.08.03 01:22 | t/p | 11 | 0.10 | 158.73 | 148.10 | 158.73 | 843.43 | 3374.37 |
34 | 2009.08.18 16:00 | buy | 12 | 0.10 | 155.76 | 0.00 | 0.00 | ||
35 | 2009.08.18 16:00 | modify | 12 | 0.10 | 155.76 | 153.10 | 162.42 | ||
36 | 2009.08.26 01:55 | s/l | 12 | 0.10 | 153.10 | 153.10 | 162.42 | -295.39 | 3078.98 |
37 | 2009.09.03 16:00 | buy | 13 | 0.10 | 151.461 | 0.00 | 0.00 | ||
38 | 2009.09.03 16:00 | modify | 13 | 0.10 | 151.461 | 149.87 | 155.44 | ||
39 | 2009.09.15 16:14 | s/l | 13 | 0.10 | 149.87 | 149.87 | 155.44 | -176.57 | 2902.42 |
40 | 2009.09.18 04:00 | sell | 14 | 0.10 | 149.365 | 0.00 | 0.00 | ||
41 | 2009.09.18 04:00 | modify | 14 | 0.10 | 149.365 | 151.22 | 144.74 | ||
42 | 2009.09.25 01:51 | t/p | 14 | 0.10 | 144.74 | 151.22 | 144.74 | 511.50 | 3413.92 |
43 | 2009.10.01 08:00 | sell | 15 | 0.10 | 143.473 | 0.00 | 0.00 | ||
44 | 2009.10.01 08:00 | modify | 15 | 0.10 | 143.473 | 144.78 | 140.20 | ||
45 | 2009.10.07 10:29 | t/p | 15 | 0.10 | 140.20 | 144.78 | 140.20 | 362.27 | 3776.19 |
46 | 2009.10.08 16:00 | buy | 16 | 0.10 | 142.209 | 0.00 | 0.00 | ||
47 | 2009.10.08 16:00 | modify | 16 | 0.10 | 142.209 | 140.85 | 145.60 | ||
48 | 2009.10.15 11:29 | t/p | 16 | 0.10 | 145.60 | 140.85 | 145.60 | 376.93 | 4153.12 |