Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSL2Help="===================================="; MA_Period=17; MA_Shift=13; MA_Method=0; PositionAction=0; TrendFollowMethod=0; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=10; MaxTrades=3; MaxTradesAction=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=200; TakeProfit=300; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; CFDTickScaling=0; MagicNumber=200828; | ||||
Bars in test | 7239 | Ticks modelled | 157546 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 1000.00 | Spread | 50 | ||
Total net profit | 3321.98 | Gross profit | 5682.32 | Gross loss | -2360.34 |
Profit factor | 2.41 | Expected payoff | 75.50 | ||
Absolute drawdown | 64.81 | Maximal drawdown | 495.85 (10.55%) | Relative drawdown | 27.31% (493.04) |
Total trades | 44 | Short positions (won %) | 23 (52.17%) | Long positions (won %) | 21 (76.19%) |
Profit trades (% of total) | 28 (63.64%) | Loss trades (% of total) | 16 (36.36%) | ||
Largest | profit trade | 226.45 | loss trade | -176.78 | |
Average | profit trade | 202.94 | loss trade | -147.52 | |
Maximum | consecutive wins (profit in money) | 6 (1241.12) | consecutive losses (loss in money) | 4 (-557.74) | |
Maximal | consecutive profit (count of wins) | 1241.12 (6) | consecutive loss (count of losses) | -557.74 (4) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.01.02 08:00 | buy | 1 | 0.10 | 1.68751 | 0.00000 | 0.00000 | ||
2 | 2024.01.02 08:00 | modify | 1 | 0.10 | 1.68751 | 1.66751 | 1.71751 | ||
3 | 2024.01.02 14:00 | sell | 2 | 0.10 | 1.67948 | 0.00000 | 0.00000 | ||
4 | 2024.01.02 14:00 | modify | 2 | 0.10 | 1.67948 | 1.69948 | 1.64948 | ||
5 | 2024.01.03 11:00 | buy | 3 | 0.10 | 1.68401 | 0.00000 | 0.00000 | ||
6 | 2024.01.03 11:00 | modify | 3 | 0.10 | 1.68401 | 1.66401 | 1.71401 | ||
7 | 2024.01.05 15:40 | s/l | 2 | 0.10 | 1.69948 | 1.69948 | 1.64948 | -143.55 | 856.45 |
8 | 2024.01.05 17:00 | buy | 4 | 0.10 | 1.69867 | 0.00000 | 0.00000 | ||
9 | 2024.01.05 17:00 | modify | 4 | 0.10 | 1.69867 | 1.67867 | 1.72867 | ||
10 | 2024.01.17 09:50 | t/p | 3 | 0.10 | 1.71401 | 1.66401 | 1.71401 | 212.98 | 1069.43 |
11 | 2024.01.17 11:00 | buy | 5 | 0.10 | 1.71411 | 0.00000 | 0.00000 | ||
12 | 2024.01.17 11:00 | modify | 5 | 0.10 | 1.71411 | 1.69411 | 1.74411 | ||
13 | 2024.01.24 15:10 | t/p | 1 | 0.10 | 1.71751 | 1.66751 | 1.71751 | 215.37 | 1284.80 |
14 | 2024.01.25 19:00 | sell | 6 | 0.10 | 1.71358 | 0.00000 | 0.00000 | ||
15 | 2024.01.25 19:00 | modify | 6 | 0.10 | 1.71358 | 1.73358 | 1.68358 | ||
16 | 2024.02.09 13:32 | s/l | 5 | 0.10 | 1.69411 | 1.69411 | 1.74411 | -131.72 | 1153.07 |
17 | 2024.02.09 18:00 | buy | 7 | 0.10 | 1.70153 | 0.00000 | 0.00000 | ||
18 | 2024.02.09 18:00 | modify | 7 | 0.10 | 1.70153 | 1.68153 | 1.73153 | ||
19 | 2024.03.06 08:20 | t/p | 4 | 0.10 | 1.72867 | 1.67867 | 1.72867 | 226.45 | 1379.52 |
20 | 2024.03.06 19:00 | sell | 8 | 0.10 | 1.72241 | 0.00000 | 0.00000 | ||
21 | 2024.03.06 19:00 | modify | 8 | 0.10 | 1.72241 | 1.74241 | 1.69241 | ||
22 | 2024.03.08 14:20 | t/p | 7 | 0.10 | 1.73153 | 1.68153 | 1.73153 | 217.18 | 1596.70 |
23 | 2024.03.08 15:15 | s/l | 6 | 0.10 | 1.73358 | 1.73358 | 1.68358 | -176.78 | 1419.92 |
24 | 2024.03.11 17:00 | sell | 9 | 0.10 | 1.72632 | 0.00000 | 0.00000 | ||
25 | 2024.03.11 17:00 | modify | 9 | 0.10 | 1.72632 | 1.74632 | 1.69632 | ||
26 | 2024.03.13 19:00 | sell | 10 | 0.10 | 1.72284 | 0.00000 | 0.00000 | ||
27 | 2024.03.13 19:00 | modify | 10 | 0.10 | 1.72284 | 1.74284 | 1.69284 | ||
28 | 2024.04.22 09:15 | t/p | 9 | 0.10 | 1.69632 | 1.74632 | 1.69632 | 172.05 | 1591.97 |
29 | 2024.04.22 10:26 | t/p | 10 | 0.10 | 1.69284 | 1.74284 | 1.69284 | 173.80 | 1765.77 |
30 | 2024.04.22 10:45 | t/p | 8 | 0.10 | 1.69241 | 1.74241 | 1.69241 | 167.68 | 1933.45 |
31 | 2024.04.23 13:00 | buy | 11 | 0.10 | 1.69721 | 0.00000 | 0.00000 | ||
32 | 2024.04.23 13:00 | modify | 11 | 0.10 | 1.69721 | 1.67721 | 1.72721 | ||
33 | 2024.05.01 14:00 | sell | 12 | 0.10 | 1.71780 | 0.00000 | 0.00000 | ||
34 | 2024.05.01 14:00 | modify | 12 | 0.10 | 1.71780 | 1.73780 | 1.68780 | ||
35 | 2024.05.02 11:00 | sell | 13 | 0.10 | 1.71699 | 0.00000 | 0.00000 | ||
36 | 2024.05.02 11:00 | modify | 13 | 0.10 | 1.71699 | 1.73699 | 1.68699 | ||
37 | 2024.05.16 07:15 | t/p | 11 | 0.10 | 1.72721 | 1.67721 | 1.72721 | 216.27 | 2149.72 |
38 | 2024.05.17 15:00 | buy | 14 | 0.10 | 1.72794 | 0.00000 | 0.00000 | ||
39 | 2024.05.17 15:00 | modify | 14 | 0.10 | 1.72794 | 1.70794 | 1.75794 | ||
40 | 2024.05.21 13:50 | s/l | 13 | 0.10 | 1.73699 | 1.73699 | 1.68699 | -154.06 | 1995.67 |
41 | 2024.05.22 06:10 | s/l | 12 | 0.10 | 1.73780 | 1.73780 | 1.68780 | -157.54 | 1838.12 |
42 | 2024.05.24 20:00 | sell | 15 | 0.10 | 1.74079 | 0.00000 | 0.00000 | ||
43 | 2024.05.24 20:00 | modify | 15 | 0.10 | 1.74079 | 1.76079 | 1.71079 | ||
44 | 2024.05.27 16:00 | buy | 16 | 0.10 | 1.74160 | 0.00000 | 0.00000 | ||
45 | 2024.05.27 16:00 | modify | 16 | 0.10 | 1.74160 | 1.72160 | 1.77160 | ||
46 | 2024.06.12 12:46 | t/p | 14 | 0.10 | 1.75794 | 1.70794 | 1.75794 | 215.98 | 2054.10 |
47 | 2024.06.12 13:02 | s/l | 15 | 0.10 | 1.76079 | 1.76079 | 1.71079 | -154.06 | 1900.05 |
48 | 2024.06.13 13:00 | sell | 17 | 0.10 | 1.75562 | 0.00000 | 0.00000 | ||
49 | 2024.06.13 13:00 | modify | 17 | 0.10 | 1.75562 | 1.77562 | 1.72562 | ||
50 | 2024.06.17 20:00 | buy | 18 | 0.10 | 1.74357 | 0.00000 | 0.00000 | ||
51 | 2024.06.17 20:00 | modify | 18 | 0.10 | 1.74357 | 1.72357 | 1.77357 | ||
52 | 2024.06.25 12:46 | t/p | 17 | 0.10 | 1.72562 | 1.77562 | 1.72562 | 200.04 | 2100.08 |
53 | 2024.06.26 16:00 | sell | 19 | 0.10 | 1.72904 | 0.00000 | 0.00000 | ||
54 | 2024.06.26 16:00 | modify | 19 | 0.10 | 1.72904 | 1.74904 | 1.69904 | ||
55 | 2024.07.08 10:20 | s/l | 19 | 0.10 | 1.74904 | 1.74904 | 1.69904 | -149.68 | 1950.40 |
56 | 2024.07.10 15:00 | buy | 20 | 0.10 | 1.74767 | 0.00000 | 0.00000 | ||
57 | 2024.07.10 15:00 | modify | 20 | 0.10 | 1.74767 | 1.72767 | 1.77767 | ||
58 | 2024.07.15 04:40 | t/p | 16 | 0.10 | 1.77160 | 1.72160 | 1.77160 | 223.45 | 2173.85 |
59 | 2024.07.15 13:50 | t/p | 18 | 0.10 | 1.77357 | 1.72357 | 1.77357 | 217.17 | 2391.01 |
60 | 2024.07.17 07:20 | t/p | 20 | 0.10 | 1.77767 | 1.72767 | 1.77767 | 210.89 | 2601.90 |
61 | 2024.07.18 09:00 | sell | 21 | 0.10 | 1.77561 | 0.00000 | 0.00000 | ||
62 | 2024.07.18 09:00 | modify | 21 | 0.10 | 1.77561 | 1.79561 | 1.74561 | ||
63 | 2024.07.23 19:00 | sell | 22 | 0.10 | 1.77739 | 0.00000 | 0.00000 | ||
64 | 2024.07.23 19:00 | modify | 22 | 0.10 | 1.77739 | 1.79739 | 1.74739 | ||
65 | 2024.07.25 15:00 | sell | 23 | 0.10 | 1.77899 | 0.00000 | 0.00000 | ||
66 | 2024.07.25 15:00 | modify | 23 | 0.10 | 1.77899 | 1.79899 | 1.74899 | ||
67 | 2024.08.06 17:33 | t/p | 23 | 0.10 | 1.74899 | 1.79899 | 1.74899 | 200.04 | 2801.94 |
68 | 2024.08.06 17:46 | t/p | 22 | 0.10 | 1.74739 | 1.79739 | 1.74739 | 196.54 | 2998.48 |
69 | 2024.08.07 16:26 | t/p | 21 | 0.10 | 1.74561 | 1.79561 | 1.74561 | 193.04 | 3191.52 |
70 | 2024.08.08 19:00 | buy | 24 | 0.10 | 1.75103 | 0.00000 | 0.00000 | ||
71 | 2024.08.08 19:00 | modify | 24 | 0.10 | 1.75103 | 1.73103 | 1.78103 | ||
72 | 2024.08.12 10:00 | sell | 25 | 0.10 | 1.75061 | 0.00000 | 0.00000 | ||
73 | 2024.08.12 10:00 | modify | 25 | 0.10 | 1.75061 | 1.77061 | 1.72061 | ||
74 | 2024.08.12 13:00 | buy | 26 | 0.10 | 1.75373 | 0.00000 | 0.00000 | ||
75 | 2024.08.12 13:00 | modify | 26 | 0.10 | 1.75373 | 1.73373 | 1.78373 | ||
76 | 2024.08.16 09:46 | s/l | 25 | 0.10 | 1.77061 | 1.77061 | 1.72061 | -144.44 | 3047.08 |
77 | 2024.08.20 16:00 | buy | 27 | 0.10 | 1.77597 | 0.00000 | 0.00000 | ||
78 | 2024.08.20 16:00 | modify | 27 | 0.10 | 1.77597 | 1.75597 | 1.80597 | ||
79 | 2024.08.21 18:20 | t/p | 24 | 0.10 | 1.78103 | 1.73103 | 1.78103 | 212.08 | 3259.16 |
80 | 2024.08.21 21:00 | buy | 28 | 0.10 | 1.77829 | 0.00000 | 0.00000 | ||
81 | 2024.08.21 21:00 | modify | 28 | 0.10 | 1.77829 | 1.75829 | 1.80829 | ||
82 | 2024.08.22 13:16 | t/p | 26 | 0.10 | 1.78373 | 1.73373 | 1.78373 | 212.39 | 3471.55 |
83 | 2024.08.26 12:00 | sell | 29 | 0.10 | 1.78120 | 0.00000 | 0.00000 | ||
84 | 2024.08.26 12:00 | modify | 29 | 0.10 | 1.78120 | 1.80120 | 1.75120 | ||
85 | 2024.09.18 18:32 | s/l | 29 | 0.10 | 1.80120 | 1.80120 | 1.75120 | -159.29 | 3312.26 |
86 | 2024.09.20 06:20 | t/p | 27 | 0.10 | 1.80597 | 1.75597 | 1.80597 | 218.66 | 3530.92 |
87 | 2024.09.20 07:20 | t/p | 28 | 0.10 | 1.80829 | 1.75829 | 1.80829 | 218.37 | 3749.29 |
88 | 2024.09.23 10:00 | sell | 30 | 0.10 | 1.80177 | 0.00000 | 0.00000 | ||
89 | 2024.09.23 10:00 | modify | 30 | 0.10 | 1.80177 | 1.82177 | 1.77177 | ||
90 | 2024.09.24 22:00 | sell | 31 | 0.10 | 1.80104 | 0.00000 | 0.00000 | ||
91 | 2024.09.24 22:00 | modify | 31 | 0.10 | 1.80104 | 1.82104 | 1.77104 | ||
92 | 2024.09.26 13:00 | buy | 32 | 0.10 | 1.80063 | 0.00000 | 0.00000 | ||
93 | 2024.09.26 13:00 | modify | 32 | 0.10 | 1.80063 | 1.78063 | 1.83063 | ||
94 | 2024.10.03 06:20 | s/l | 32 | 0.10 | 1.78063 | 1.78063 | 1.83063 | -137.11 | 3612.19 |
95 | 2024.10.04 08:00 | buy | 33 | 0.10 | 1.78453 | 0.00000 | 0.00000 | ||
96 | 2024.10.04 08:00 | modify | 33 | 0.10 | 1.78453 | 1.76453 | 1.81453 | ||
97 | 2024.10.30 14:20 | t/p | 33 | 0.10 | 1.81453 | 1.76453 | 1.81453 | 215.98 | 3828.16 |
98 | 2024.10.30 22:00 | sell | 34 | 0.10 | 1.80162 | 0.00000 | 0.00000 | ||
99 | 2024.10.30 22:00 | modify | 34 | 0.10 | 1.80162 | 1.82162 | 1.77162 | ||
100 | 2024.11.14 10:15 | t/p | 30 | 0.10 | 1.77177 | 1.82177 | 1.77177 | 161.56 | 3989.72 |
101 | 2024.11.14 10:20 | t/p | 31 | 0.10 | 1.77104 | 1.82104 | 1.77104 | 162.43 | 4152.16 |
102 | 2024.11.14 10:20 | t/p | 34 | 0.10 | 1.77162 | 1.82162 | 1.77162 | 193.91 | 4346.07 |
103 | 2024.11.15 19:00 | sell | 35 | 0.10 | 1.77894 | 0.00000 | 0.00000 | ||
104 | 2024.11.15 19:00 | modify | 35 | 0.10 | 1.77894 | 1.79894 | 1.74894 | ||
105 | 2024.11.18 13:00 | buy | 36 | 0.10 | 1.77966 | 0.00000 | 0.00000 | ||
106 | 2024.11.18 13:00 | modify | 36 | 0.10 | 1.77966 | 1.75966 | 1.80966 | ||
107 | 2024.11.18 21:00 | sell | 37 | 0.10 | 1.77605 | 0.00000 | 0.00000 | ||
108 | 2024.11.18 21:00 | modify | 37 | 0.10 | 1.77605 | 1.79605 | 1.74605 | ||
109 | 2024.11.21 15:50 | s/l | 36 | 0.10 | 1.75966 | 1.75966 | 1.80966 | -137.70 | 4208.37 |
110 | 2024.11.22 13:50 | t/p | 35 | 0.10 | 1.74894 | 1.79894 | 1.74894 | 202.66 | 4411.03 |
111 | 2024.11.25 08:00 | buy | 38 | 0.10 | 1.75635 | 0.00000 | 0.00000 | ||
112 | 2024.11.25 08:00 | modify | 38 | 0.10 | 1.75635 | 1.73635 | 1.78635 | ||
113 | 2024.11.27 13:00 | buy | 39 | 0.10 | 1.77544 | 0.00000 | 0.00000 | ||
114 | 2024.11.27 13:00 | modify | 39 | 0.10 | 1.77544 | 1.75544 | 1.80544 | ||
115 | 2024.12.04 15:16 | t/p | 38 | 0.10 | 1.78635 | 1.73635 | 1.78635 | 211.49 | 4622.52 |
116 | 2024.12.06 13:03 | s/l | 37 | 0.10 | 1.79605 | 1.79605 | 1.74605 | -156.67 | 4465.85 |
117 | 2024.12.08 22:50 | t/p | 39 | 0.10 | 1.80544 | 1.75544 | 1.80544 | 212.08 | 4677.93 |
118 | 2024.12.11 16:00 | sell | 40 | 0.10 | 1.80186 | 0.00000 | 0.00000 | ||
119 | 2024.12.11 16:00 | modify | 40 | 0.10 | 1.80186 | 1.82186 | 1.77186 | ||
120 | 2024.12.12 12:00 | buy | 41 | 0.10 | 1.80338 | 0.00000 | 0.00000 | ||
121 | 2024.12.12 12:00 | modify | 41 | 0.10 | 1.80338 | 1.78338 | 1.83338 | ||
122 | 2024.12.12 16:00 | sell | 42 | 0.10 | 1.79949 | 0.00000 | 0.00000 | ||
123 | 2024.12.12 16:00 | modify | 42 | 0.10 | 1.79949 | 1.81949 | 1.76949 | ||
124 | 2024.12.17 15:50 | s/l | 42 | 0.10 | 1.81949 | 1.81949 | 1.76949 | -141.81 | 4536.12 |
125 | 2024.12.18 07:02 | s/l | 40 | 0.10 | 1.82186 | 1.82186 | 1.77186 | -145.30 | 4390.82 |
126 | 2024.12.20 20:00 | buy | 43 | 0.10 | 1.80858 | 0.00000 | 0.00000 | ||
127 | 2024.12.20 20:00 | modify | 43 | 0.10 | 1.80858 | 1.78858 | 1.83858 | ||
128 | 2024.12.23 18:00 | sell | 44 | 0.10 | 1.79983 | 0.00000 | 0.00000 | ||
129 | 2024.12.23 18:00 | modify | 44 | 0.10 | 1.79983 | 1.81983 | 1.76983 | ||
130 | 2024.12.31 21:40 | s/l | 41 | 0.10 | 1.78338 | 1.78338 | 1.83338 | -134.12 | 4256.70 |
131 | 2024.12.31 21:40 | s/l | 43 | 0.10 | 1.78858 | 1.78858 | 1.83858 | -136.51 | 4120.19 |
132 | 2024.12.31 21:45 | t/p | 44 | 0.10 | 1.76983 | 1.81983 | 1.76983 | 201.78 | 4321.98 |