Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=5; RSI_OBSLevels=5; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=18; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=220; TrailingStop=220; TrailingStep=15; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=5; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; VSHelp="===================================="; Colour_Bearish=Crimson; Colour_Bullish=LimeGreen; TrendLine_Style=0; TrendLine_Width=1; OSHelp="===================================="; CFDTickScaling=0; MagicNumber=160630; | ||||
Bars in test | 2617 | Ticks modelled | 79959 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 2343.78 | Gross profit | 2659.17 | Gross loss | -315.39 |
Profit factor | 8.43 | Expected payoff | 123.36 | ||
Absolute drawdown | 28.24 | Maximal drawdown | 928.75 (8.52%) | Relative drawdown | 8.52% (928.75) |
Total trades | 19 | Short positions (won %) | 10 (90.00%) | Long positions (won %) | 9 (88.89%) |
Profit trades (% of total) | 17 (89.47%) | Loss trades (% of total) | 2 (10.53%) | ||
Largest | profit trade | 166.92 | loss trade | -197.01 | |
Average | profit trade | 156.42 | loss trade | -157.70 | |
Maximum | consecutive wins (profit in money) | 8 (1301.26) | consecutive losses (loss in money) | 1 (-197.01) | |
Maximal | consecutive profit (count of wins) | 1301.26 (8) | consecutive loss (count of losses) | -197.01 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.26 13:20 | sell | 1 | 0.10 | 1.62253 | 0.00000 | 0.00000 | ||
2 | 2022.04.26 13:20 | modify | 1 | 0.10 | 1.62253 | 0.00000 | 1.60053 | ||
3 | 2022.04.28 11:40 | t/p | 1 | 0.10 | 1.60053 | 0.00000 | 1.60053 | 163.02 | 10163.02 |
4 | 2022.04.29 08:30 | sell | 2 | 0.10 | 1.60066 | 0.00000 | 0.00000 | ||
5 | 2022.04.29 08:30 | modify | 2 | 0.10 | 1.60066 | 0.00000 | 1.57866 | ||
6 | 2022.05.05 12:40 | t/p | 2 | 0.10 | 1.57866 | 0.00000 | 1.57866 | 163.18 | 10326.20 |
7 | 2022.05.06 13:40 | sell | 3 | 0.10 | 1.58938 | 0.00000 | 0.00000 | ||
8 | 2022.05.06 13:40 | modify | 3 | 0.10 | 1.58938 | 0.00000 | 1.56738 | ||
9 | 2022.06.13 11:20 | t/p | 3 | 0.10 | 1.56738 | 0.00000 | 1.56738 | 165.86 | 10492.07 |
10 | 2022.07.12 13:30 | sell | 4 | 0.10 | 1.54767 | 0.00000 | 0.00000 | ||
11 | 2022.07.12 13:30 | modify | 4 | 0.10 | 1.54767 | 0.00000 | 1.52567 | ||
12 | 2022.08.29 01:20 | t/p | 4 | 0.10 | 1.52567 | 0.00000 | 1.52567 | 166.92 | 10658.99 |
13 | 2022.08.30 07:40 | sell | 5 | 0.10 | 1.52490 | 0.00000 | 0.00000 | ||
14 | 2022.08.30 07:40 | modify | 5 | 0.10 | 1.52490 | 0.00000 | 1.50290 | ||
15 | 2022.09.07 14:15 | t/p | 5 | 0.10 | 1.50290 | 0.00000 | 1.50290 | 163.36 | 10822.35 |
16 | 2022.09.21 06:20 | buy | 6 | 0.10 | 1.51867 | 0.00000 | 0.00000 | ||
17 | 2022.09.21 06:20 | modify | 6 | 0.10 | 1.51867 | 0.00000 | 1.54067 | ||
18 | 2022.09.30 18:30 | t/p | 6 | 0.10 | 1.54067 | 0.00000 | 1.54067 | 158.23 | 10980.58 |
19 | 2022.10.03 04:40 | buy | 7 | 0.10 | 1.52725 | 0.00000 | 0.00000 | ||
20 | 2022.10.03 04:40 | modify | 7 | 0.10 | 1.52725 | 0.00000 | 1.54925 | ||
21 | 2022.10.03 05:40 | t/p | 7 | 0.10 | 1.54925 | 0.00000 | 1.54925 | 162.87 | 11143.45 |
22 | 2022.10.05 08:15 | buy | 8 | 0.10 | 1.54581 | 0.00000 | 0.00000 | ||
23 | 2022.10.05 08:15 | modify | 8 | 0.10 | 1.54581 | 0.00000 | 1.56781 | ||
24 | 2022.10.17 14:40 | t/p | 8 | 0.10 | 1.56781 | 0.00000 | 1.56781 | 157.81 | 11301.26 |
25 | 2022.11.07 08:20 | sell | 9 | 0.10 | 1.53539 | 0.00000 | 0.00000 | ||
26 | 2022.11.07 08:20 | modify | 9 | 0.10 | 1.53539 | 0.00000 | 1.51339 | ||
27 | 2022.11.14 02:40 | close | 9 | 0.10 | 1.56212 | 0.00000 | 1.51339 | -197.01 | 11104.26 |
28 | 2022.11.14 02:40 | buy | 10 | 0.10 | 1.56212 | 0.00000 | 0.00000 | ||
29 | 2022.11.14 02:40 | modify | 10 | 0.10 | 1.56212 | 0.00000 | 1.58412 | ||
30 | 2022.11.15 13:30 | t/p | 10 | 0.10 | 1.58412 | 0.00000 | 1.58412 | 162.45 | 11266.71 |
31 | 2022.11.25 05:40 | buy | 11 | 0.10 | 1.61266 | 0.00000 | 0.00000 | ||
32 | 2022.11.25 05:40 | modify | 11 | 0.10 | 1.61266 | 0.00000 | 1.63466 | ||
33 | 2022.11.29 16:40 | t/p | 11 | 0.10 | 1.63466 | 0.00000 | 1.63466 | 162.03 | 11428.73 |
34 | 2022.12.05 07:40 | buy | 12 | 0.10 | 1.64925 | 0.00000 | 0.00000 | ||
35 | 2022.12.05 07:40 | modify | 12 | 0.10 | 1.64925 | 0.00000 | 1.67125 | ||
36 | 2022.12.09 12:40 | t/p | 12 | 0.10 | 1.67125 | 0.00000 | 1.67125 | 160.34 | 11589.07 |
37 | 2022.12.16 11:05 | sell | 13 | 0.10 | 1.66813 | 0.00000 | 0.00000 | ||
38 | 2022.12.16 11:05 | modify | 13 | 0.10 | 1.66813 | 0.00000 | 1.64613 | ||
39 | 2022.12.21 16:40 | t/p | 13 | 0.10 | 1.64613 | 0.00000 | 1.64613 | 162.92 | 11751.99 |
40 | 2022.12.23 11:15 | sell | 14 | 0.10 | 1.64426 | 0.00000 | 0.00000 | ||
41 | 2022.12.23 11:15 | modify | 14 | 0.10 | 1.64426 | 0.00000 | 1.62226 | ||
42 | 2022.12.27 17:40 | t/p | 14 | 0.10 | 1.62226 | 0.00000 | 1.62226 | 162.84 | 11914.83 |
43 | 2023.01.20 07:20 | buy | 15 | 0.10 | 1.66432 | 0.00000 | 0.00000 | ||
44 | 2023.01.20 07:20 | modify | 15 | 0.10 | 1.66432 | 0.00000 | 1.68632 | ||
45 | 2023.01.25 12:40 | close | 15 | 0.10 | 1.64850 | 0.00000 | 1.68632 | -118.38 | 11796.44 |
46 | 2023.01.25 12:40 | sell | 16 | 0.10 | 1.64850 | 0.00000 | 0.00000 | ||
47 | 2023.01.25 12:40 | modify | 16 | 0.10 | 1.64850 | 0.00000 | 1.62650 | ||
48 | 2023.02.03 00:40 | t/p | 16 | 0.10 | 1.62650 | 0.00000 | 1.62650 | 163.64 | 11960.08 |
49 | 2023.02.20 08:40 | buy | 17 | 0.10 | 1.61938 | 0.00000 | 0.00000 | ||
50 | 2023.02.20 08:40 | modify | 17 | 0.10 | 1.61938 | 0.00000 | 1.64138 | ||
51 | 2023.02.22 01:30 | t/p | 17 | 0.10 | 1.64138 | 0.00000 | 1.64138 | 162.03 | 12122.11 |
52 | 2023.03.14 07:40 | buy | 18 | 0.10 | 1.66604 | 0.00000 | 0.00000 | ||
53 | 2023.03.14 07:40 | modify | 18 | 0.10 | 1.66604 | 0.00000 | 1.68804 | ||
54 | 2023.03.27 08:30 | close | 18 | 0.10 | 1.68189 | 0.00000 | 1.68804 | 111.86 | 12233.97 |
55 | 2023.03.27 08:30 | sell | 19 | 0.10 | 1.68189 | 0.00000 | 0.00000 | ||
56 | 2023.03.27 08:30 | modify | 19 | 0.10 | 1.68189 | 0.00000 | 1.65989 | ||
57 | 2023.03.31 23:59 | close at stop | 19 | 0.10 | 1.66711 | 0.00000 | 1.65989 | 109.81 | 12343.78 |