| Symbol | GBPJPYFXF (Great Britan Pound vs Japanise Yen) | ||||
| Period | 4 Hours (H4) 2009.01.02 00:00 - 2009.10.23 20:00 (2009.01.01 - 2009.10.25) | ||||
| 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=1; TDHelp="List of days to trade OR 'All' for every day (Mon,Tue,Wed,Thu,Fri,Sat,Sun)"; TradeDay="All"; TTHelp="Check for trade at bar times in HH:MM format OR 'All' for every bar (HH=00-23, MM=00-59)"; TradeTimeMon="All"; TradeTimeTue="All"; TradeTimeWed="All"; TradeTimeThu="All"; TradeTimeFri="All"; 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=2; 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=1; AMSLHelp="SL = ATR() * ATRMultiplierSL"; ATRMultiplierSL=1; 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=3; HAS_MA2_Period=2; ATRPeriod=20; TwoStepOrderSubmit=true; RAVIFEHelp="0:No filtering applied, 1:RAVI FX Fisher based filter applied"; RAVIFX_EntryFilter=1; RAVIFX_MAFast=4; RAVIFX_MASlow=24; RAVIFX_Trigger=0.12; | ||||
| Bars in test | 2141 | Ticks modelled | 6866701 | Modelling quality | n/a |
| Mismatched charts errors | 913 | ||||
| Initial deposit | 1000.00 | ||||
| Total net profit | -841.79 | Gross profit | 938.98 | Gross loss | -1780.77 |
| Profit factor | 0.53 | Expected payoff | -42.09 | ||
| Absolute drawdown | 841.79 | Maximal drawdown | 1923.91 (92.40%) | Relative drawdown | 92.40% (1923.91) |
| Total trades | 20 | Short positions (won %) | 12 (25.00%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 7 (35.00%) | Loss trades (% of total) | 13 (65.00%) | ||
| Largest | profit trade | 245.15 | loss trade | -166.92 | |
| Average | profit trade | 134.14 | loss trade | -136.98 | |
| Maximum | consecutive wins (profit in money) | 6 (782.90) | consecutive losses (loss in money) | 10 (-1524.93) | |
| Maximal | consecutive profit (count of wins) | 782.90 (6) | consecutive loss (count of losses) | -1524.93 (10) | |
| Average | consecutive wins | 4 | consecutive losses | 7 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.09 12:00 | sell | 1 | 0.10 | 138.74 | 0.00 | 0.00 | ||
| 2 | 2009.01.09 12:00 | modify | 1 | 0.10 | 138.74 | 140.19 | 137.29 | ||
| 3 | 2009.01.09 12:00 | sell | 2 | 0.10 | 138.74 | 0.00 | 0.00 | ||
| 4 | 2009.01.09 12:00 | modify | 2 | 0.10 | 138.74 | 140.19 | 0.00 | ||
| 5 | 2009.01.09 15:24 | t/p | 1 | 0.10 | 137.29 | 140.19 | 137.29 | 157.17 | 1157.17 |
| 6 | 2009.01.09 15:24 | modify | 2 | 0.10 | 138.74 | 138.06 | 0.00 | ||
| 7 | 2009.01.09 16:00 | modify | 2 | 0.10 | 138.74 | 137.84 | 0.00 | ||
| 8 | 2009.01.09 16:25 | s/l | 2 | 0.10 | 137.84 | 137.84 | 0.00 | 97.55 | 1254.72 |
| 9 | 2009.01.16 00:00 | buy | 3 | 0.10 | 132.01 | 0.00 | 0.00 | ||
| 10 | 2009.01.16 00:00 | modify | 3 | 0.10 | 132.01 | 130.68 | 133.34 | ||
| 11 | 2009.01.16 00:00 | buy | 4 | 0.10 | 132.01 | 0.00 | 0.00 | ||
| 12 | 2009.01.16 00:00 | modify | 4 | 0.10 | 132.01 | 130.68 | 0.00 | ||
| 13 | 2009.01.16 03:06 | t/p | 3 | 0.10 | 133.34 | 130.68 | 133.34 | 144.17 | 1398.89 |
| 14 | 2009.01.16 03:06 | modify | 4 | 0.10 | 132.01 | 131.32 | 0.00 | ||
| 15 | 2009.01.16 04:00 | modify | 4 | 0.10 | 132.01 | 131.61 | 0.00 | ||
| 16 | 2009.01.16 08:00 | modify | 4 | 0.10 | 132.01 | 132.04 | 0.00 | ||
| 17 | 2009.01.16 12:00 | modify | 4 | 0.10 | 132.01 | 132.58 | 0.00 | ||
| 18 | 2009.01.16 16:00 | modify | 4 | 0.10 | 132.01 | 133.09 | 0.00 | ||
| 19 | 2009.01.16 16:54 | s/l | 4 | 0.10 | 133.09 | 133.09 | 0.00 | 117.07 | 1515.96 |
| 20 | 2009.01.26 16:00 | buy | 5 | 0.10 | 124.89 | 0.00 | 0.00 | ||
| 21 | 2009.01.26 16:00 | modify | 5 | 0.10 | 124.89 | 122.63 | 127.15 | ||
| 22 | 2009.01.26 16:00 | buy | 6 | 0.10 | 124.89 | 0.00 | 0.00 | ||
| 23 | 2009.01.26 16:00 | modify | 6 | 0.10 | 124.89 | 122.63 | 0.00 | ||
| 24 | 2009.01.27 07:37 | t/p | 5 | 0.10 | 127.15 | 122.63 | 127.15 | 245.15 | 1761.11 |
| 25 | 2009.01.27 07:37 | modify | 6 | 0.10 | 124.89 | 124.07 | 0.00 | ||
| 26 | 2009.01.27 08:00 | modify | 6 | 0.10 | 124.89 | 124.58 | 0.00 | ||
| 27 | 2009.01.27 12:00 | modify | 6 | 0.10 | 124.89 | 125.09 | 0.00 | ||
| 28 | 2009.01.27 15:06 | s/l | 6 | 0.10 | 125.09 | 125.09 | 0.00 | 21.79 | 1782.90 |
| 29 | 2009.01.30 16:00 | buy | 7 | 0.10 | 129.49 | 0.00 | 0.00 | ||
| 30 | 2009.01.30 16:00 | modify | 7 | 0.10 | 129.49 | 128.02 | 130.96 | ||
| 31 | 2009.01.30 16:00 | buy | 8 | 0.10 | 129.49 | 0.00 | 0.00 | ||
| 32 | 2009.01.30 16:00 | modify | 8 | 0.10 | 129.49 | 128.02 | 0.00 | ||
| 33 | 2009.02.02 07:46 | s/l | 7 | 0.10 | 128.02 | 128.02 | 130.96 | -159.26 | 1623.64 |
| 34 | 2009.02.02 07:46 | s/l | 8 | 0.10 | 128.02 | 128.02 | 0.00 | -159.26 | 1464.37 |
| 35 | 2009.02.02 12:00 | sell | 9 | 0.10 | 125.79 | 0.00 | 0.00 | ||
| 36 | 2009.02.02 12:00 | modify | 9 | 0.10 | 125.79 | 127.25 | 124.33 | ||
| 37 | 2009.02.02 12:00 | sell | 10 | 0.10 | 125.79 | 0.00 | 0.00 | ||
| 38 | 2009.02.02 12:00 | modify | 10 | 0.10 | 125.79 | 127.25 | 0.00 | ||
| 39 | 2009.02.02 15:08 | s/l | 9 | 0.10 | 127.25 | 127.25 | 124.33 | -158.23 | 1306.14 |
| 40 | 2009.02.02 15:08 | s/l | 10 | 0.10 | 127.25 | 127.25 | 0.00 | -158.23 | 1147.91 |
| 41 | 2009.02.16 04:00 | sell | 11 | 0.10 | 130.42 | 0.00 | 0.00 | ||
| 42 | 2009.02.16 04:00 | modify | 11 | 0.10 | 130.42 | 131.86 | 128.98 | ||
| 43 | 2009.02.16 04:00 | sell | 12 | 0.10 | 130.42 | 0.00 | 0.00 | ||
| 44 | 2009.02.16 04:00 | modify | 12 | 0.10 | 130.42 | 131.86 | 0.00 | ||
| 45 | 2009.02.17 04:00 | close | 12 | 0.10 | 131.65 | 131.86 | 0.00 | -133.86 | 1014.05 |
| 46 | 2009.02.17 04:00 | close | 11 | 0.10 | 131.65 | 131.86 | 128.98 | -133.86 | 880.19 |
| 47 | 2009.02.17 04:00 | buy | 13 | 0.10 | 131.65 | 0.00 | 0.00 | ||
| 48 | 2009.02.17 04:00 | modify | 13 | 0.10 | 131.65 | 130.32 | 132.98 | ||
| 49 | 2009.02.17 04:00 | buy | 14 | 0.10 | 131.65 | 0.00 | 0.00 | ||
| 50 | 2009.02.17 04:00 | modify | 14 | 0.10 | 131.65 | 130.32 | 0.00 | ||
| 51 | 2009.02.17 08:06 | s/l | 13 | 0.10 | 130.32 | 130.32 | 132.98 | -144.19 | 736.00 |
| 52 | 2009.02.17 08:06 | s/l | 14 | 0.10 | 130.32 | 130.32 | 0.00 | -144.19 | 591.81 |
| 53 | 2009.02.26 00:00 | sell | 15 | 0.10 | 138.42 | 0.00 | 0.00 | ||
| 54 | 2009.02.26 00:00 | modify | 15 | 0.10 | 138.42 | 139.96 | 136.88 | ||
| 55 | 2009.02.26 00:00 | sell | 16 | 0.10 | 138.42 | 0.00 | 0.00 | ||
| 56 | 2009.02.26 00:00 | modify | 16 | 0.10 | 138.42 | 139.96 | 0.00 | ||
| 57 | 2009.02.26 10:09 | s/l | 15 | 0.10 | 139.96 | 139.96 | 136.88 | -166.92 | 424.89 |
| 58 | 2009.02.26 10:09 | s/l | 16 | 0.10 | 139.96 | 139.96 | 0.00 | -166.92 | 257.97 |
| 59 | 2009.02.27 12:00 | sell | 17 | 0.10 | 138.62 | 0.00 | 0.00 | ||
| 60 | 2009.02.27 12:00 | modify | 17 | 0.10 | 138.62 | 140.06 | 137.18 | ||
| 61 | 2009.02.27 12:00 | sell | 18 | 0.10 | 138.62 | 0.00 | 0.00 | ||
| 62 | 2009.02.27 12:00 | modify | 18 | 0.10 | 138.62 | 140.06 | 0.00 | ||
| 63 | 2009.02.27 13:37 | t/p | 17 | 0.10 | 137.18 | 140.06 | 137.18 | 156.08 | 414.05 |
| 64 | 2009.02.27 13:37 | modify | 18 | 0.10 | 138.62 | 139.36 | 0.00 | ||
| 65 | 2009.02.27 15:07 | s/l | 18 | 0.10 | 139.36 | 139.36 | 0.00 | -80.22 | 333.83 |
| 66 | 2009.03.02 00:00 | sell | 19 | 0.10 | 138.23 | 0.00 | 0.00 | ||
| 67 | 2009.03.02 00:00 | modify | 19 | 0.10 | 138.23 | 139.74 | 136.72 | ||
| 68 | 2009.03.02 00:00 | sell | 20 | 0.10 | 138.23 | 0.00 | 0.00 | ||
| 69 | 2009.03.02 00:00 | modify | 20 | 0.10 | 138.23 | 139.74 | 0.00 | ||
| 70 | 2009.03.02 01:54 | close at stop | 20 | 0.10 | 139.04 | 139.74 | 0.00 | -87.81 | 246.02 |
| 71 | 2009.03.02 01:54 | close at stop | 19 | 0.10 | 139.04 | 139.74 | 136.72 | -87.81 | 158.21 |