Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=3; RSI_OBSLevels=0; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=16; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=140; TakeProfit=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=5; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 7263 | Ticks modelled | 157772 | Modelling quality | n/a |
Mismatched charts errors | 30 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 3428.05 | Gross profit | 4132.43 | Gross loss | -704.38 |
Profit factor | 5.87 | Expected payoff | 155.82 | ||
Absolute drawdown | 44.05 | Maximal drawdown | 642.32 (5.38%) | Relative drawdown | 5.38% (642.32) |
Total trades | 22 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
Largest | profit trade | 679.46 | loss trade | -142.15 | |
Average | profit trade | 243.08 | loss trade | -140.88 | |
Maximum | consecutive wins (profit in money) | 7 (1320.73) | consecutive losses (loss in money) | 3 (-420.98) | |
Maximal | consecutive profit (count of wins) | 2041.57 (6) | consecutive loss (count of losses) | -420.98 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.27 03:35 | sell | 1 | 0.10 | 1.20844 | 0.00000 | 0.00000 | ||
2 | 2022.12.27 03:35 | modify | 1 | 0.10 | 1.20844 | 1.22244 | 0.00000 | ||
3 | 2023.01.03 12:20 | close | 1 | 0.10 | 1.19581 | 1.22244 | 0.00000 | 125.97 | 10125.97 |
4 | 2023.01.03 12:20 | buy | 2 | 0.10 | 1.19581 | 0.00000 | 0.00000 | ||
5 | 2023.01.03 12:20 | modify | 2 | 0.10 | 1.19581 | 1.18181 | 0.00000 | ||
6 | 2023.01.23 04:32 | close | 2 | 0.10 | 1.24204 | 1.18181 | 0.00000 | 458.72 | 10584.69 |
7 | 2023.01.23 04:32 | sell | 3 | 0.10 | 1.24204 | 0.00000 | 0.00000 | ||
8 | 2023.01.23 04:32 | modify | 3 | 0.10 | 1.24204 | 1.25604 | 0.00000 | ||
9 | 2023.01.23 15:40 | close | 3 | 0.10 | 1.23668 | 1.25604 | 0.00000 | 53.60 | 10638.29 |
10 | 2023.01.23 15:40 | buy | 4 | 0.10 | 1.23668 | 0.00000 | 0.00000 | ||
11 | 2023.01.23 15:40 | modify | 4 | 0.10 | 1.23668 | 1.22268 | 0.00000 | ||
12 | 2023.02.02 21:20 | s/l | 4 | 0.10 | 1.22268 | 1.22268 | 0.00000 | -142.15 | 10496.14 |
13 | 2023.02.07 15:20 | buy | 5 | 0.10 | 1.19922 | 0.00000 | 0.00000 | ||
14 | 2023.02.07 15:20 | modify | 5 | 0.10 | 1.19922 | 1.18522 | 0.00000 | ||
15 | 2023.02.09 15:32 | close | 5 | 0.10 | 1.21616 | 1.18522 | 0.00000 | 168.68 | 10664.83 |
16 | 2023.02.09 15:32 | sell | 6 | 0.10 | 1.21616 | 0.00000 | 0.00000 | ||
17 | 2023.02.09 15:32 | modify | 6 | 0.10 | 1.21616 | 1.23016 | 0.00000 | ||
18 | 2023.02.17 07:45 | close | 6 | 0.10 | 1.19537 | 1.23016 | 0.00000 | 207.52 | 10872.35 |
19 | 2023.02.17 07:45 | buy | 7 | 0.10 | 1.19537 | 0.00000 | 0.00000 | ||
20 | 2023.02.17 07:45 | modify | 7 | 0.10 | 1.19537 | 1.18137 | 0.00000 | ||
21 | 2023.02.28 01:15 | close | 7 | 0.10 | 1.20581 | 1.18137 | 0.00000 | 102.79 | 10975.14 |
22 | 2023.02.28 01:15 | sell | 8 | 0.10 | 1.20581 | 0.00000 | 0.00000 | ||
23 | 2023.02.28 01:15 | modify | 8 | 0.10 | 1.20581 | 1.21981 | 0.00000 | ||
24 | 2023.03.08 04:16 | close | 8 | 0.10 | 1.18246 | 1.21981 | 0.00000 | 233.12 | 11208.26 |
25 | 2023.03.08 04:16 | buy | 9 | 0.10 | 1.18246 | 0.00000 | 0.00000 | ||
26 | 2023.03.08 04:16 | modify | 9 | 0.10 | 1.18246 | 1.16846 | 0.00000 | ||
27 | 2023.03.28 07:50 | close | 9 | 0.10 | 1.23082 | 1.16846 | 0.00000 | 480.02 | 11688.28 |
28 | 2023.03.28 07:50 | sell | 10 | 0.10 | 1.23082 | 0.00000 | 0.00000 | ||
29 | 2023.03.28 07:50 | modify | 10 | 0.10 | 1.23082 | 1.24482 | 0.00000 | ||
30 | 2023.04.03 06:20 | close | 10 | 0.10 | 1.22921 | 1.24482 | 0.00000 | 15.82 | 11704.10 |
31 | 2023.04.03 06:20 | buy | 11 | 0.10 | 1.22921 | 0.00000 | 0.00000 | ||
32 | 2023.04.03 06:20 | modify | 11 | 0.10 | 1.22921 | 1.21521 | 0.00000 | ||
33 | 2023.04.11 07:07 | close | 11 | 0.10 | 1.24063 | 1.21521 | 0.00000 | 112.77 | 11816.87 |
34 | 2023.04.11 07:07 | sell | 12 | 0.10 | 1.24063 | 0.00000 | 0.00000 | ||
35 | 2023.04.11 07:07 | modify | 12 | 0.10 | 1.24063 | 1.25463 | 0.00000 | ||
36 | 2023.04.14 02:20 | s/l | 12 | 0.10 | 1.25463 | 1.25463 | 0.00000 | -140.24 | 11676.63 |
37 | 2023.04.14 12:16 | buy | 13 | 0.10 | 1.25131 | 0.00000 | 0.00000 | ||
38 | 2023.04.14 12:16 | modify | 13 | 0.10 | 1.25131 | 1.23731 | 0.00000 | ||
39 | 2023.04.17 14:20 | s/l | 13 | 0.10 | 1.23731 | 1.23731 | 0.00000 | -140.18 | 11536.46 |
40 | 2023.04.18 12:50 | sell | 14 | 0.10 | 1.24261 | 0.00000 | 0.00000 | ||
41 | 2023.04.18 12:50 | modify | 14 | 0.10 | 1.24261 | 1.25661 | 0.00000 | ||
42 | 2023.04.28 14:50 | s/l | 14 | 0.10 | 1.25661 | 1.25661 | 0.00000 | -140.56 | 11395.89 |
43 | 2023.05.04 06:02 | sell | 15 | 0.10 | 1.25812 | 0.00000 | 0.00000 | ||
44 | 2023.05.04 06:02 | modify | 15 | 0.10 | 1.25812 | 1.27212 | 0.00000 | ||
45 | 2023.05.18 11:45 | close | 15 | 0.10 | 1.24487 | 1.27212 | 0.00000 | 131.84 | 11527.73 |
46 | 2023.05.18 11:45 | buy | 16 | 0.10 | 1.24487 | 0.00000 | 0.00000 | ||
47 | 2023.05.18 11:45 | modify | 16 | 0.10 | 1.24487 | 1.23087 | 0.00000 | ||
48 | 2023.05.25 16:50 | s/l | 16 | 0.10 | 1.23087 | 1.23087 | 0.00000 | -141.25 | 11386.48 |
49 | 2023.06.05 01:50 | buy | 17 | 0.10 | 1.24424 | 0.00000 | 0.00000 | ||
50 | 2023.06.05 01:50 | modify | 17 | 0.10 | 1.24424 | 1.23024 | 0.00000 | ||
51 | 2023.08.10 13:15 | close | 17 | 0.10 | 1.27565 | 1.23024 | 0.00000 | 301.93 | 11688.41 |
52 | 2023.08.10 13:15 | sell | 18 | 0.10 | 1.27565 | 0.00000 | 0.00000 | ||
53 | 2023.08.10 13:15 | modify | 18 | 0.10 | 1.27565 | 1.28965 | 0.00000 | ||
54 | 2023.10.03 06:15 | close | 18 | 0.10 | 1.20746 | 1.28965 | 0.00000 | 679.46 | 12367.86 |
55 | 2023.10.03 06:15 | buy | 19 | 0.10 | 1.20746 | 0.00000 | 0.00000 | ||
56 | 2023.10.03 06:15 | modify | 19 | 0.10 | 1.20746 | 1.19346 | 0.00000 | ||
57 | 2023.10.24 06:02 | close | 19 | 0.10 | 1.22633 | 1.19346 | 0.00000 | 184.94 | 12552.81 |
58 | 2023.10.24 06:02 | sell | 20 | 0.10 | 1.22633 | 0.00000 | 0.00000 | ||
59 | 2023.10.24 06:02 | modify | 20 | 0.10 | 1.22633 | 1.24033 | 0.00000 | ||
60 | 2023.10.26 05:07 | close | 20 | 0.10 | 1.20893 | 1.24033 | 0.00000 | 173.81 | 12726.62 |
61 | 2023.10.26 05:07 | buy | 21 | 0.10 | 1.20893 | 0.00000 | 0.00000 | ||
62 | 2023.10.26 05:07 | modify | 21 | 0.10 | 1.20893 | 1.19493 | 0.00000 | ||
63 | 2023.11.29 03:20 | close | 21 | 0.10 | 1.27111 | 1.19493 | 0.00000 | 616.07 | 13342.69 |
64 | 2023.11.29 03:20 | sell | 22 | 0.10 | 1.27111 | 0.00000 | 0.00000 | ||
65 | 2023.11.29 03:20 | modify | 22 | 0.10 | 1.27111 | 1.28511 | 0.00000 | ||
66 | 2023.11.30 23:59 | close at stop | 22 | 0.10 | 1.26256 | 1.28511 | 0.00000 | 85.36 | 13428.05 |