Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=4; RSI_OBSLevels=8; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=12; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=90; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=140; TrailingStep=30; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=220; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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; VSHelp="===================================="; Colour_Bearish=Crimson; Colour_Bullish=LimeGreen; TrendLine_Style=0; TrendLine_Width=1; OSHelp="===================================="; CFDTickScaling=0; MagicNumber=160630; | ||||
Bars in test | 2619 | Ticks modelled | 79897 | Modelling quality | n/a |
Mismatched charts errors | 24 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 2257.43 | Gross profit | 2401.72 | Gross loss | -144.29 |
Profit factor | 16.65 | Expected payoff | 83.61 | ||
Absolute drawdown | 54.68 | Maximal drawdown | 251.18 (2.39%) | Relative drawdown | 2.39% (251.18) |
Total trades | 27 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 16 (43.75%) |
Profit trades (% of total) | 15 (55.56%) | Loss trades (% of total) | 12 (44.44%) | ||
Largest | profit trade | 161.88 | loss trade | -125.48 | |
Average | profit trade | 160.11 | loss trade | -12.02 | |
Maximum | consecutive wins (profit in money) | 5 (797.69) | consecutive losses (loss in money) | 3 (-12.02) | |
Maximal | consecutive profit (count of wins) | 797.69 (5) | consecutive loss (count of losses) | -125.48 (1) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.05 07:30 | buy | 1 | 0.10 | 1.65080 | 0.00000 | 0.00000 | ||
2 | 2022.12.05 07:30 | modify | 1 | 0.10 | 1.65080 | 0.00000 | 1.67280 | ||
3 | 2022.12.06 08:05 | modify | 1 | 0.10 | 1.65080 | 1.65080 | 1.67280 | ||
4 | 2022.12.09 13:30 | t/p | 1 | 0.10 | 1.67280 | 1.65080 | 1.67280 | 161.42 | 10161.42 |
5 | 2022.12.12 18:40 | buy | 2 | 0.10 | 1.67245 | 0.00000 | 0.00000 | ||
6 | 2022.12.12 18:40 | modify | 2 | 0.10 | 1.67245 | 0.00000 | 1.69445 | ||
7 | 2022.12.13 13:40 | modify | 2 | 0.10 | 1.67245 | 1.67245 | 1.69445 | ||
8 | 2022.12.13 18:40 | s/l | 2 | 0.10 | 1.67245 | 1.67245 | 1.69445 | -0.12 | 10161.30 |
9 | 2022.12.16 11:05 | sell | 3 | 0.10 | 1.66813 | 0.00000 | 0.00000 | ||
10 | 2022.12.16 11:05 | modify | 3 | 0.10 | 1.66813 | 0.00000 | 1.64613 | ||
11 | 2022.12.19 14:15 | modify | 3 | 0.10 | 1.66813 | 1.66813 | 1.64613 | ||
12 | 2022.12.21 16:40 | t/p | 3 | 0.10 | 1.64613 | 1.66813 | 1.64613 | 160.88 | 10322.17 |
13 | 2022.12.23 07:40 | sell | 4 | 0.10 | 1.64349 | 0.00000 | 0.00000 | ||
14 | 2022.12.23 07:40 | modify | 4 | 0.10 | 1.64349 | 0.00000 | 1.62149 | ||
15 | 2022.12.27 08:40 | modify | 4 | 0.10 | 1.64349 | 1.64349 | 1.62149 | ||
16 | 2022.12.27 17:40 | t/p | 4 | 0.10 | 1.62149 | 1.64349 | 1.62149 | 161.20 | 10483.37 |
17 | 2023.01.20 06:30 | buy | 5 | 0.10 | 1.66548 | 0.00000 | 0.00000 | ||
18 | 2023.01.20 06:30 | modify | 5 | 0.10 | 1.66548 | 0.00000 | 1.68748 | ||
19 | 2023.01.24 12:30 | modify | 5 | 0.10 | 1.66548 | 0.00000 | 1.66548 | ||
20 | 2023.01.25 12:40 | close | 5 | 0.10 | 1.64850 | 0.00000 | 1.66548 | -125.48 | 10357.89 |
21 | 2023.01.25 12:40 | sell | 6 | 0.10 | 1.64850 | 0.00000 | 0.00000 | ||
22 | 2023.01.25 12:40 | modify | 6 | 0.10 | 1.64850 | 0.00000 | 1.62650 | ||
23 | 2023.01.31 20:05 | modify | 6 | 0.10 | 1.64850 | 1.64850 | 1.62650 | ||
24 | 2023.02.03 00:40 | t/p | 6 | 0.10 | 1.62650 | 1.64850 | 1.62650 | 158.28 | 10516.17 |
25 | 2023.02.20 08:40 | buy | 7 | 0.10 | 1.61938 | 0.00000 | 0.00000 | ||
26 | 2023.02.20 08:40 | modify | 7 | 0.10 | 1.61938 | 0.00000 | 1.64138 | ||
27 | 2023.02.21 10:40 | modify | 7 | 0.10 | 1.61938 | 1.61938 | 1.64138 | ||
28 | 2023.02.22 01:30 | t/p | 7 | 0.10 | 1.64138 | 1.61938 | 1.64138 | 161.88 | 10678.04 |
29 | 2023.03.06 22:05 | buy | 8 | 0.10 | 1.63525 | 0.00000 | 0.00000 | ||
30 | 2023.03.06 22:05 | modify | 8 | 0.10 | 1.63525 | 0.00000 | 1.65725 | ||
31 | 2023.03.09 17:40 | modify | 8 | 0.10 | 1.63525 | 1.63525 | 1.65725 | ||
32 | 2023.03.10 09:30 | t/p | 8 | 0.10 | 1.65725 | 1.63525 | 1.65725 | 161.42 | 10839.46 |
33 | 2023.03.14 07:40 | buy | 9 | 0.10 | 1.66604 | 0.00000 | 0.00000 | ||
34 | 2023.03.14 07:40 | modify | 9 | 0.10 | 1.66604 | 0.00000 | 1.68804 | ||
35 | 2023.03.15 12:40 | close | 9 | 0.10 | 1.66486 | 0.00000 | 1.68804 | -8.82 | 10830.64 |
36 | 2023.03.15 12:40 | sell | 10 | 0.10 | 1.66486 | 0.00000 | 0.00000 | ||
37 | 2023.03.15 12:40 | modify | 10 | 0.10 | 1.66486 | 0.00000 | 1.64286 | ||
38 | 2023.03.16 11:30 | modify | 10 | 0.10 | 1.66486 | 1.66486 | 1.64286 | ||
39 | 2023.03.16 14:05 | s/l | 10 | 0.10 | 1.66486 | 1.66486 | 1.64286 | -0.97 | 10829.67 |
40 | 2023.03.23 10:30 | buy | 11 | 0.10 | 1.68216 | 0.00000 | 0.00000 | ||
41 | 2023.03.23 10:30 | modify | 11 | 0.10 | 1.68216 | 0.00000 | 1.70416 | ||
42 | 2023.03.27 08:30 | close | 11 | 0.10 | 1.68189 | 0.00000 | 1.70416 | -2.22 | 10827.44 |
43 | 2023.03.27 08:30 | sell | 12 | 0.10 | 1.68189 | 0.00000 | 0.00000 | ||
44 | 2023.03.27 08:30 | modify | 12 | 0.10 | 1.68189 | 0.00000 | 1.65989 | ||
45 | 2023.03.29 14:40 | modify | 12 | 0.10 | 1.68189 | 1.68189 | 1.65989 | ||
46 | 2023.04.02 23:30 | t/p | 12 | 0.10 | 1.65989 | 1.68189 | 1.65989 | 159.90 | 10987.35 |
47 | 2023.04.05 11:40 | buy | 13 | 0.10 | 1.67804 | 0.00000 | 0.00000 | ||
48 | 2023.04.05 11:40 | modify | 13 | 0.10 | 1.67804 | 0.00000 | 1.70004 | ||
49 | 2023.04.17 08:30 | modify | 13 | 0.10 | 1.67804 | 0.00000 | 1.67804 | ||
50 | 2023.04.20 12:40 | t/p | 13 | 0.10 | 1.67804 | 0.00000 | 1.67804 | -2.00 | 10985.35 |
51 | 2023.04.20 21:33 | buy | 14 | 0.10 | 1.67430 | 0.00000 | 0.00000 | ||
52 | 2023.04.20 21:33 | modify | 14 | 0.10 | 1.67430 | 0.00000 | 1.69630 | ||
53 | 2023.04.21 16:40 | modify | 14 | 0.10 | 1.67430 | 1.67430 | 1.69630 | ||
54 | 2023.04.26 07:30 | t/p | 14 | 0.10 | 1.69630 | 1.67430 | 1.69630 | 161.65 | 11147.00 |
55 | 2023.05.02 08:15 | sell | 15 | 0.10 | 1.69448 | 0.00000 | 0.00000 | ||
56 | 2023.05.02 08:15 | modify | 15 | 0.10 | 1.69448 | 0.00000 | 1.67248 | ||
57 | 2023.05.08 12:40 | modify | 15 | 0.10 | 1.69448 | 1.69448 | 1.67248 | ||
58 | 2023.05.18 15:15 | t/p | 15 | 0.10 | 1.67248 | 1.69448 | 1.67248 | 156.00 | 11303.00 |
59 | 2023.05.31 08:30 | buy | 16 | 0.10 | 1.68612 | 0.00000 | 0.00000 | ||
60 | 2023.05.31 08:30 | modify | 16 | 0.10 | 1.68612 | 0.00000 | 1.70812 | ||
61 | 2023.06.05 12:20 | modify | 16 | 0.10 | 1.68612 | 0.00000 | 1.68612 | ||
62 | 2023.06.14 12:40 | t/p | 16 | 0.10 | 1.68612 | 0.00000 | 1.68612 | -1.64 | 11301.36 |
63 | 2023.06.22 10:30 | sell | 17 | 0.10 | 1.68172 | 0.00000 | 0.00000 | ||
64 | 2023.06.22 10:30 | modify | 17 | 0.10 | 1.68172 | 0.00000 | 1.65972 | ||
65 | 2023.06.26 11:30 | modify | 17 | 0.10 | 1.68172 | 1.68172 | 1.65972 | ||
66 | 2023.06.27 16:40 | s/l | 17 | 0.10 | 1.68172 | 1.68172 | 1.65972 | -0.97 | 11300.39 |
67 | 2023.07.07 13:40 | buy | 18 | 0.10 | 1.70095 | 0.00000 | 0.00000 | ||
68 | 2023.07.07 13:40 | modify | 18 | 0.10 | 1.70095 | 0.00000 | 1.72295 | ||
69 | 2023.07.11 06:30 | modify | 18 | 0.10 | 1.70095 | 1.70095 | 1.72295 | ||
70 | 2023.07.13 13:05 | t/p | 18 | 0.10 | 1.72295 | 1.70095 | 1.72295 | 161.42 | 11461.80 |
71 | 2023.07.14 12:40 | buy | 19 | 0.10 | 1.71974 | 0.00000 | 0.00000 | ||
72 | 2023.07.14 12:40 | modify | 19 | 0.10 | 1.71974 | 0.00000 | 1.74174 | ||
73 | 2023.07.14 15:20 | modify | 19 | 0.10 | 1.71974 | 1.71974 | 1.74174 | ||
74 | 2023.07.18 15:40 | s/l | 19 | 0.10 | 1.71974 | 1.71974 | 1.74174 | -0.23 | 11461.57 |
75 | 2023.07.21 12:40 | sell | 20 | 0.10 | 1.69534 | 0.00000 | 0.00000 | ||
76 | 2023.07.21 12:40 | modify | 20 | 0.10 | 1.69534 | 0.00000 | 1.67334 | ||
77 | 2023.07.24 16:15 | modify | 20 | 0.10 | 1.69534 | 1.69534 | 1.67334 | ||
78 | 2023.07.25 14:30 | s/l | 20 | 0.10 | 1.69534 | 1.69534 | 1.67334 | -0.65 | 11460.92 |
79 | 2023.08.17 08:40 | buy | 21 | 0.10 | 1.71974 | 0.00000 | 0.00000 | ||
80 | 2023.08.17 08:40 | modify | 21 | 0.10 | 1.71974 | 0.00000 | 1.74174 | ||
81 | 2023.08.21 16:30 | modify | 21 | 0.10 | 1.71974 | 1.71974 | 1.74174 | ||
82 | 2023.08.23 08:40 | s/l | 21 | 0.10 | 1.71974 | 1.71974 | 1.74174 | -0.47 | 11460.45 |
83 | 2023.08.25 10:40 | sell | 22 | 0.10 | 1.71209 | 0.00000 | 0.00000 | ||
84 | 2023.08.25 10:40 | modify | 22 | 0.10 | 1.71209 | 0.00000 | 1.69009 | ||
85 | 2023.09.06 21:40 | modify | 22 | 0.10 | 1.71209 | 1.71209 | 1.69009 | ||
86 | 2023.09.12 13:40 | t/p | 22 | 0.10 | 1.69009 | 1.71209 | 1.69009 | 156.65 | 11617.10 |
87 | 2023.09.13 12:40 | sell | 23 | 0.10 | 1.69385 | 0.00000 | 0.00000 | ||
88 | 2023.09.13 12:40 | modify | 23 | 0.10 | 1.69385 | 0.00000 | 1.67185 | ||
89 | 2023.09.14 10:40 | modify | 23 | 0.10 | 1.69385 | 1.69385 | 1.67185 | ||
90 | 2023.09.18 12:40 | t/p | 23 | 0.10 | 1.67185 | 1.69385 | 1.67185 | 160.23 | 11777.33 |
91 | 2023.09.21 08:15 | sell | 24 | 0.10 | 1.66238 | 0.00000 | 0.00000 | ||
92 | 2023.09.21 08:15 | modify | 24 | 0.10 | 1.66238 | 0.00000 | 1.64038 | ||
93 | 2023.09.21 11:40 | modify | 24 | 0.10 | 1.66238 | 1.66238 | 1.64038 | ||
94 | 2023.09.27 13:40 | t/p | 24 | 0.10 | 1.64038 | 1.66238 | 1.64038 | 160.56 | 11937.89 |
95 | 2023.10.02 10:40 | buy | 25 | 0.10 | 1.65375 | 0.00000 | 0.00000 | ||
96 | 2023.10.02 10:40 | modify | 25 | 0.10 | 1.65375 | 0.00000 | 1.67575 | ||
97 | 2023.10.04 10:40 | modify | 25 | 0.10 | 1.65375 | 1.65375 | 1.67575 | ||
98 | 2023.10.06 12:15 | t/p | 25 | 0.10 | 1.67575 | 1.65375 | 1.67575 | 161.42 | 12099.30 |
99 | 2023.10.06 12:20 | buy | 26 | 0.10 | 1.67094 | 0.00000 | 0.00000 | ||
100 | 2023.10.06 12:20 | modify | 26 | 0.10 | 1.67094 | 0.00000 | 1.69294 | ||
101 | 2023.10.27 13:30 | modify | 26 | 0.10 | 1.67094 | 1.67094 | 1.69294 | ||
102 | 2023.11.03 17:20 | t/p | 26 | 0.10 | 1.69294 | 1.67094 | 1.69294 | 158.83 | 12258.14 |
103 | 2023.11.24 13:40 | buy | 27 | 0.10 | 1.71711 | 0.00000 | 0.00000 | ||
104 | 2023.11.24 13:40 | modify | 27 | 0.10 | 1.71711 | 0.00000 | 1.73911 | ||
105 | 2023.11.29 17:15 | modify | 27 | 0.10 | 1.71711 | 1.71711 | 1.73911 | ||
106 | 2023.11.30 16:30 | s/l | 27 | 0.10 | 1.71711 | 1.71711 | 1.73911 | -0.70 | 12257.43 |