Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=11; RSI_OBSLevels=7; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=18; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=10; TSMHelp="------------------------------------"; TrailingStart=220; TrailingStop=180; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=10; DTHelp="------------------------------------"; DynamicTarget_Start=180; DynamicTarget_Step=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 79921 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2590.95 | Gross profit | 3263.32 | Gross loss | -672.37 |
Profit factor | 4.85 | Expected payoff | 129.55 | ||
Absolute drawdown | 99.82 | Maximal drawdown | 510.87 (4.34%) | Relative drawdown | 4.34% (510.87) |
Total trades | 20 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 15 (75.00%) | Loss trades (% of total) | 5 (25.00%) | ||
Largest | profit trade | 242.05 | loss trade | -265.32 | |
Average | profit trade | 217.55 | loss trade | -134.47 | |
Maximum | consecutive wins (profit in money) | 6 (1168.52) | consecutive losses (loss in money) | 1 (-265.32) | |
Maximal | consecutive profit (count of wins) | 1168.52 (6) | consecutive loss (count of losses) | -265.32 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.12 12:40 | sell | 1 | 0.10 | 1.30497 | 0.00000 | 0.00000 | ||
2 | 2022.04.12 12:40 | modify | 1 | 0.10 | 1.30497 | 0.00000 | 1.28097 | ||
3 | 2022.04.22 18:40 | modify | 1 | 0.10 | 1.30497 | 1.28497 | 1.28097 | ||
4 | 2022.04.25 00:40 | modify | 1 | 0.10 | 1.30497 | 1.28297 | 1.28097 | ||
5 | 2022.04.25 01:30 | t/p | 1 | 0.10 | 1.28097 | 1.28297 | 1.28097 | 241.90 | 10241.90 |
6 | 2022.04.29 10:40 | sell | 2 | 0.10 | 1.25797 | 0.00000 | 0.00000 | ||
7 | 2022.04.29 10:40 | modify | 2 | 0.10 | 1.25797 | 0.00000 | 1.23397 | ||
8 | 2022.05.05 15:20 | modify | 2 | 0.10 | 1.25797 | 1.23597 | 1.23397 | ||
9 | 2022.05.05 15:33 | t/p | 2 | 0.10 | 1.23397 | 1.23597 | 1.23397 | 240.88 | 10482.78 |
10 | 2022.05.09 12:30 | sell | 3 | 0.10 | 1.23939 | 0.00000 | 0.00000 | ||
11 | 2022.05.09 12:30 | modify | 3 | 0.10 | 1.23939 | 0.00000 | 1.21539 | ||
12 | 2022.05.12 09:05 | modify | 3 | 0.10 | 1.23939 | 1.21939 | 1.21539 | ||
13 | 2022.05.12 09:40 | s/l | 3 | 0.10 | 1.21939 | 1.21939 | 1.21539 | 200.73 | 10683.51 |
14 | 2022.06.15 19:30 | sell | 4 | 0.10 | 1.21801 | 0.00000 | 0.00000 | ||
15 | 2022.06.15 19:30 | modify | 4 | 0.10 | 1.21801 | 0.00000 | 1.19401 | ||
16 | 2022.06.16 16:20 | modify | 4 | 0.10 | 1.21801 | 0.00000 | 1.21201 | ||
17 | 2022.06.16 16:40 | modify | 4 | 0.10 | 1.21801 | 0.00000 | 1.21551 | ||
18 | 2022.06.29 11:40 | t/p | 4 | 0.10 | 1.21551 | 0.00000 | 1.21551 | 27.05 | 10710.56 |
19 | 2022.06.30 14:15 | sell | 5 | 0.10 | 1.21875 | 0.00000 | 0.00000 | ||
20 | 2022.06.30 14:15 | modify | 5 | 0.10 | 1.21875 | 0.00000 | 1.19475 | ||
21 | 2022.07.05 12:40 | modify | 5 | 0.10 | 1.21875 | 1.19875 | 1.19475 | ||
22 | 2022.07.05 13:30 | modify | 5 | 0.10 | 1.21875 | 1.19675 | 1.19475 | ||
23 | 2022.07.05 13:40 | t/p | 5 | 0.10 | 1.19475 | 1.19675 | 1.19475 | 240.44 | 10951.00 |
24 | 2022.07.26 09:40 | buy | 6 | 0.10 | 1.20065 | 0.00000 | 0.00000 | ||
25 | 2022.07.26 09:40 | modify | 6 | 0.10 | 1.20065 | 0.00000 | 1.22465 | ||
26 | 2022.07.29 06:40 | modify | 6 | 0.10 | 1.20065 | 1.22265 | 1.22465 | ||
27 | 2022.07.29 06:55 | s/l | 6 | 0.10 | 1.22265 | 1.22265 | 1.22465 | 217.53 | 11168.52 |
28 | 2022.07.29 12:33 | buy | 7 | 0.10 | 1.21085 | 0.00000 | 0.00000 | ||
29 | 2022.07.29 12:33 | modify | 7 | 0.10 | 1.21085 | 0.00000 | 1.23485 | ||
30 | 2022.08.18 10:05 | close | 7 | 0.10 | 1.20767 | 0.00000 | 1.23485 | -41.70 | 11126.83 |
31 | 2022.08.18 10:05 | sell | 8 | 0.10 | 1.20767 | 0.00000 | 0.00000 | ||
32 | 2022.08.18 10:05 | modify | 8 | 0.10 | 1.20767 | 0.00000 | 1.18367 | ||
33 | 2022.08.19 10:30 | modify | 8 | 0.10 | 1.20767 | 1.18767 | 1.18367 | ||
34 | 2022.08.19 10:40 | modify | 8 | 0.10 | 1.20767 | 1.18567 | 1.18367 | ||
35 | 2022.08.19 11:30 | t/p | 8 | 0.10 | 1.18367 | 1.18567 | 1.18367 | 240.15 | 11366.97 |
36 | 2022.08.23 13:40 | sell | 9 | 0.10 | 1.18503 | 0.00000 | 0.00000 | ||
37 | 2022.08.23 13:40 | modify | 9 | 0.10 | 1.18503 | 0.00000 | 1.16103 | ||
38 | 2022.08.30 14:33 | modify | 9 | 0.10 | 1.18503 | 1.16503 | 1.16103 | ||
39 | 2022.08.30 14:53 | s/l | 9 | 0.10 | 1.16503 | 1.16503 | 1.16103 | 201.02 | 11568.00 |
40 | 2022.10.11 15:20 | sell | 10 | 0.10 | 1.11229 | 0.00000 | 0.00000 | ||
41 | 2022.10.11 15:20 | modify | 10 | 0.10 | 1.11229 | 0.00000 | 1.08829 | ||
42 | 2022.10.13 15:30 | modify | 10 | 0.10 | 1.11229 | 0.00000 | 1.10629 | ||
43 | 2022.10.13 15:40 | modify | 10 | 0.10 | 1.11229 | 0.00000 | 1.10979 | ||
44 | 2022.10.13 16:05 | modify | 10 | 0.10 | 1.11229 | 0.00000 | 1.11329 | ||
45 | 2022.10.17 14:30 | modify | 10 | 0.10 | 1.11229 | 0.00000 | 1.11679 | ||
46 | 2022.10.21 08:20 | t/p | 10 | 0.10 | 1.11679 | 0.00000 | 1.11679 | -43.24 | 11524.75 |
47 | 2022.11.09 09:40 | buy | 11 | 0.10 | 1.14398 | 0.00000 | 0.00000 | ||
48 | 2022.11.09 09:40 | modify | 11 | 0.10 | 1.14398 | 0.00000 | 1.16798 | ||
49 | 2022.11.10 14:40 | modify | 11 | 0.10 | 1.14398 | 1.16398 | 1.16798 | ||
50 | 2022.11.10 15:30 | modify | 11 | 0.10 | 1.14398 | 1.16598 | 1.16798 | ||
51 | 2022.11.10 15:40 | t/p | 11 | 0.10 | 1.16798 | 1.16598 | 1.16798 | 238.52 | 11763.27 |
52 | 2022.11.28 14:33 | buy | 12 | 0.10 | 1.20413 | 0.00000 | 0.00000 | ||
53 | 2022.11.28 14:33 | modify | 12 | 0.10 | 1.20413 | 0.00000 | 1.22813 | ||
54 | 2022.12.01 14:30 | modify | 12 | 0.10 | 1.20413 | 1.22613 | 1.22813 | ||
55 | 2022.12.01 14:40 | t/p | 12 | 0.10 | 1.22813 | 1.22613 | 1.22813 | 237.53 | 12000.79 |
56 | 2022.12.05 15:33 | buy | 13 | 0.10 | 1.21909 | 0.00000 | 0.00000 | ||
57 | 2022.12.05 15:33 | modify | 13 | 0.10 | 1.21909 | 0.00000 | 1.24309 | ||
58 | 2022.12.13 13:40 | t/p | 13 | 0.10 | 1.24309 | 0.00000 | 1.24309 | 236.04 | 12236.84 |
59 | 2022.12.15 08:30 | buy | 14 | 0.10 | 1.23408 | 0.00000 | 0.00000 | ||
60 | 2022.12.15 08:30 | modify | 14 | 0.10 | 1.23408 | 0.00000 | 1.25808 | ||
61 | 2022.12.15 17:40 | modify | 14 | 0.10 | 1.23408 | 0.00000 | 1.24008 | ||
62 | 2022.12.16 09:40 | modify | 14 | 0.10 | 1.23408 | 0.00000 | 1.23658 | ||
63 | 2022.12.20 05:40 | modify | 14 | 0.10 | 1.23408 | 0.00000 | 1.23308 | ||
64 | 2022.12.20 21:40 | close | 14 | 0.10 | 1.21878 | 0.00000 | 1.23308 | -154.48 | 12082.35 |
65 | 2022.12.20 21:40 | sell | 15 | 0.10 | 1.21878 | 0.00000 | 0.00000 | ||
66 | 2022.12.20 21:40 | modify | 15 | 0.10 | 1.21878 | 0.00000 | 1.19478 | ||
67 | 2023.01.03 08:30 | modify | 15 | 0.10 | 1.21878 | 1.19878 | 1.19478 | ||
68 | 2023.01.03 08:40 | t/p | 15 | 0.10 | 1.19478 | 1.19878 | 1.19478 | 242.05 | 12324.40 |
69 | 2023.01.06 15:30 | sell | 16 | 0.10 | 1.20100 | 0.00000 | 0.00000 | ||
70 | 2023.01.06 15:30 | modify | 16 | 0.10 | 1.20100 | 0.00000 | 1.17700 | ||
71 | 2023.01.09 13:40 | modify | 16 | 0.10 | 1.20100 | 0.00000 | 1.19500 | ||
72 | 2023.01.12 13:40 | modify | 16 | 0.10 | 1.20100 | 0.00000 | 1.19850 | ||
73 | 2023.01.16 01:20 | modify | 16 | 0.10 | 1.20100 | 0.00000 | 1.20200 | ||
74 | 2023.01.16 08:33 | close | 16 | 0.10 | 1.21788 | 0.00000 | 1.20200 | -167.63 | 12156.77 |
75 | 2023.01.16 08:33 | buy | 17 | 0.10 | 1.21788 | 0.00000 | 0.00000 | ||
76 | 2023.01.16 08:33 | modify | 17 | 0.10 | 1.21788 | 0.00000 | 1.24188 | ||
77 | 2023.01.18 13:30 | modify | 17 | 0.10 | 1.21788 | 1.23788 | 1.24188 | ||
78 | 2023.01.18 13:40 | t/p | 17 | 0.10 | 1.24188 | 1.23788 | 1.24188 | 239.01 | 12395.78 |
79 | 2023.01.23 11:30 | buy | 18 | 0.10 | 1.23617 | 0.00000 | 0.00000 | ||
80 | 2023.01.23 11:30 | modify | 18 | 0.10 | 1.23617 | 0.00000 | 1.26017 | ||
81 | 2023.02.03 13:30 | modify | 18 | 0.10 | 1.23617 | 0.00000 | 1.24217 | ||
82 | 2023.02.03 13:40 | modify | 18 | 0.10 | 1.23617 | 0.00000 | 1.23517 | ||
83 | 2023.02.03 15:33 | modify | 18 | 0.10 | 1.23617 | 0.00000 | 1.23167 | ||
84 | 2023.02.05 22:00 | modify | 18 | 0.10 | 1.23617 | 0.00000 | 1.22817 | ||
85 | 2023.02.06 15:40 | modify | 18 | 0.10 | 1.23617 | 0.00000 | 1.22467 | ||
86 | 2023.02.07 13:30 | modify | 18 | 0.10 | 1.23617 | 0.00000 | 1.22117 | ||
87 | 2023.02.08 07:40 | close | 18 | 0.10 | 1.21043 | 0.00000 | 1.22117 | -265.32 | 12130.46 |
88 | 2023.02.08 07:40 | sell | 19 | 0.10 | 1.21043 | 0.00000 | 0.00000 | ||
89 | 2023.02.08 07:40 | modify | 19 | 0.10 | 1.21043 | 0.00000 | 1.18643 | ||
90 | 2023.03.07 15:33 | modify | 19 | 0.10 | 1.21043 | 1.18843 | 1.18643 | ||
91 | 2023.03.07 15:40 | s/l | 19 | 0.10 | 1.18843 | 1.18843 | 1.18643 | 223.95 | 12354.41 |
92 | 2023.03.15 10:30 | buy | 20 | 0.10 | 1.20887 | 0.00000 | 0.00000 | ||
93 | 2023.03.15 10:30 | modify | 20 | 0.10 | 1.20887 | 0.00000 | 1.23287 | ||
94 | 2023.03.22 18:30 | modify | 20 | 0.10 | 1.20887 | 1.22887 | 1.23287 | ||
95 | 2023.03.22 18:40 | t/p | 20 | 0.10 | 1.23287 | 1.22887 | 1.23287 | 236.54 | 12590.95 |