Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=8; 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=0; BreakEvenLockin=25; TSMHelp="------------------------------------"; TrailingStart=200; TrailingStop=60; TrailingStep=5; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=30; DTHelp="------------------------------------"; DynamicTarget_Start=220; DynamicTarget_Step=15; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 2609 | Ticks modelled | 79303 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 2334.31 | Gross profit | 2551.76 | Gross loss | -217.45 |
Profit factor | 11.74 | Expected payoff | 101.49 | ||
Absolute drawdown | 44.48 | Maximal drawdown | 279.94 (2.50%) | Relative drawdown | 2.50% (279.94) |
Total trades | 23 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 14 (85.71%) |
Profit trades (% of total) | 19 (82.61%) | Loss trades (% of total) | 4 (17.39%) | ||
Largest | profit trade | 163.12 | loss trade | -73.62 | |
Average | profit trade | 134.30 | loss trade | -54.36 | |
Maximum | consecutive wins (profit in money) | 7 (999.37) | consecutive losses (loss in money) | 1 (-73.62) | |
Maximal | consecutive profit (count of wins) | 999.37 (7) | consecutive loss (count of losses) | -73.62 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.11 11:00 | buy | 1 | 0.10 | 1.62922 | 0.00000 | 0.00000 | ||
2 | 2023.01.11 11:00 | modify | 1 | 0.10 | 1.62922 | 0.00000 | 1.65122 | ||
3 | 2023.01.18 08:40 | modify | 1 | 0.10 | 1.62922 | 1.64356 | 1.65122 | ||
4 | 2023.01.18 09:30 | modify | 1 | 0.10 | 1.62922 | 1.64445 | 1.65122 | ||
5 | 2023.01.18 09:40 | t/p | 1 | 0.10 | 1.65122 | 1.64445 | 1.65122 | 162.52 | 10162.52 |
6 | 2023.01.25 14:30 | sell | 2 | 0.10 | 1.65068 | 0.00000 | 0.00000 | ||
7 | 2023.01.25 14:30 | modify | 2 | 0.10 | 1.65068 | 0.00000 | 1.62868 | ||
8 | 2023.02.02 17:40 | modify | 2 | 0.10 | 1.65068 | 1.63619 | 1.62868 | ||
9 | 2023.02.02 18:40 | modify | 2 | 0.10 | 1.65068 | 1.63528 | 1.62868 | ||
10 | 2023.02.02 21:30 | t/p | 2 | 0.10 | 1.62868 | 1.63528 | 1.62868 | 160.01 | 10322.53 |
11 | 2023.02.20 11:15 | buy | 3 | 0.10 | 1.61868 | 0.00000 | 0.00000 | ||
12 | 2023.02.20 11:15 | modify | 3 | 0.10 | 1.61868 | 0.00000 | 1.64068 | ||
13 | 2023.02.21 15:40 | modify | 3 | 0.10 | 1.61868 | 1.63343 | 1.64068 | ||
14 | 2023.02.22 00:30 | modify | 3 | 0.10 | 1.61868 | 1.63437 | 1.64068 | ||
15 | 2023.02.22 00:40 | t/p | 3 | 0.10 | 1.64068 | 1.63437 | 1.64068 | 163.12 | 10485.65 |
16 | 2023.03.14 13:40 | buy | 4 | 0.10 | 1.66136 | 0.00000 | 0.00000 | ||
17 | 2023.03.14 13:40 | modify | 4 | 0.10 | 1.66136 | 0.00000 | 1.68336 | ||
18 | 2023.03.22 08:06 | modify | 4 | 0.10 | 1.66136 | 1.67597 | 1.68336 | ||
19 | 2023.03.22 08:20 | modify | 4 | 0.10 | 1.66136 | 1.67691 | 1.68336 | ||
20 | 2023.03.22 08:33 | t/p | 4 | 0.10 | 1.68336 | 1.67691 | 1.68336 | 162.40 | 10648.04 |
21 | 2023.03.23 11:15 | buy | 5 | 0.10 | 1.67949 | 0.00000 | 0.00000 | ||
22 | 2023.03.23 11:15 | modify | 5 | 0.10 | 1.67949 | 0.00000 | 1.70149 | ||
23 | 2023.03.27 11:00 | close | 5 | 0.10 | 1.68345 | 0.00000 | 1.70149 | 29.16 | 10677.20 |
24 | 2023.03.27 11:00 | sell | 6 | 0.10 | 1.68345 | 0.00000 | 0.00000 | ||
25 | 2023.03.27 11:00 | modify | 6 | 0.10 | 1.68345 | 0.00000 | 1.66145 | ||
26 | 2023.04.02 21:30 | modify | 6 | 0.10 | 1.68345 | 1.66937 | 1.66145 | ||
27 | 2023.04.02 22:30 | modify | 6 | 0.10 | 1.68345 | 1.66873 | 1.66145 | ||
28 | 2023.04.02 22:40 | t/p | 6 | 0.10 | 1.66145 | 1.66873 | 1.66145 | 161.34 | 10838.54 |
29 | 2023.04.05 14:40 | buy | 7 | 0.10 | 1.67479 | 0.00000 | 0.00000 | ||
30 | 2023.04.05 14:40 | modify | 7 | 0.10 | 1.67479 | 0.00000 | 1.69679 | ||
31 | 2023.04.26 06:30 | modify | 7 | 0.10 | 1.67479 | 1.68912 | 1.69679 | ||
32 | 2023.04.26 06:40 | modify | 7 | 0.10 | 1.67479 | 1.68975 | 1.69679 | ||
33 | 2023.04.26 07:30 | t/p | 7 | 0.10 | 1.69679 | 1.68975 | 1.69679 | 160.83 | 10999.37 |
34 | 2023.04.30 21:00 | buy | 8 | 0.10 | 1.69952 | 0.00000 | 0.00000 | ||
35 | 2023.04.30 21:00 | modify | 8 | 0.10 | 1.69952 | 0.00000 | 1.72152 | ||
36 | 2023.05.02 14:20 | close | 8 | 0.10 | 1.69624 | 0.00000 | 1.72152 | -24.60 | 10974.77 |
37 | 2023.05.02 14:20 | sell | 9 | 0.10 | 1.69624 | 0.00000 | 0.00000 | ||
38 | 2023.05.02 14:20 | modify | 9 | 0.10 | 1.69624 | 0.00000 | 1.67424 | ||
39 | 2023.05.18 08:40 | modify | 9 | 0.10 | 1.69624 | 1.68151 | 1.67424 | ||
40 | 2023.05.18 10:30 | modify | 9 | 0.10 | 1.69624 | 1.68100 | 1.67424 | ||
41 | 2023.05.18 10:40 | t/p | 9 | 0.10 | 1.67424 | 1.68100 | 1.67424 | 157.34 | 11132.11 |
42 | 2023.06.07 11:30 | sell | 10 | 0.10 | 1.66908 | 0.00000 | 0.00000 | ||
43 | 2023.06.07 11:30 | modify | 10 | 0.10 | 1.66908 | 0.00000 | 1.64708 | ||
44 | 2023.06.15 23:33 | modify | 10 | 0.10 | 1.66908 | 0.00000 | 1.66908 | ||
45 | 2023.06.16 06:20 | modify | 10 | 0.10 | 1.66908 | 0.00000 | 1.67058 | ||
46 | 2023.06.16 06:40 | modify | 10 | 0.10 | 1.66908 | 0.00000 | 1.67208 | ||
47 | 2023.06.16 11:59 | modify | 10 | 0.10 | 1.66908 | 0.00000 | 1.67358 | ||
48 | 2023.06.16 12:05 | modify | 10 | 0.10 | 1.66908 | 0.00000 | 1.67508 | ||
49 | 2023.06.22 17:40 | t/p | 10 | 0.10 | 1.67508 | 0.00000 | 1.67508 | -50.22 | 11081.89 |
50 | 2023.06.23 11:20 | sell | 11 | 0.10 | 1.68029 | 0.00000 | 0.00000 | ||
51 | 2023.06.23 11:20 | modify | 11 | 0.10 | 1.68029 | 0.00000 | 1.65829 | ||
52 | 2023.07.03 21:00 | close | 11 | 0.10 | 1.67910 | 0.00000 | 1.65829 | 6.16 | 11088.05 |
53 | 2023.07.03 21:00 | buy | 12 | 0.10 | 1.67910 | 0.00000 | 0.00000 | ||
54 | 2023.07.03 21:00 | modify | 12 | 0.10 | 1.67910 | 0.00000 | 1.70110 | ||
55 | 2023.07.06 13:15 | modify | 12 | 0.10 | 1.67910 | 1.69319 | 1.70110 | ||
56 | 2023.07.06 16:20 | modify | 12 | 0.10 | 1.67910 | 1.69375 | 1.70110 | ||
57 | 2023.07.06 16:30 | modify | 12 | 0.10 | 1.67910 | 1.69469 | 1.70110 | ||
58 | 2023.07.06 16:40 | t/p | 12 | 0.10 | 1.70110 | 1.69469 | 1.70110 | 162.76 | 11250.80 |
59 | 2023.07.10 11:00 | buy | 13 | 0.10 | 1.69946 | 0.00000 | 0.00000 | ||
60 | 2023.07.10 11:00 | modify | 13 | 0.10 | 1.69946 | 0.00000 | 1.72146 | ||
61 | 2023.07.13 09:30 | modify | 13 | 0.10 | 1.69946 | 1.71377 | 1.72146 | ||
62 | 2023.07.13 09:40 | modify | 13 | 0.10 | 1.69946 | 1.71516 | 1.72146 | ||
63 | 2023.07.13 12:40 | t/p | 13 | 0.10 | 1.72146 | 1.71516 | 1.72146 | 162.76 | 11413.56 |
64 | 2023.07.21 20:40 | sell | 14 | 0.10 | 1.70020 | 0.00000 | 0.00000 | ||
65 | 2023.07.21 20:40 | modify | 14 | 0.10 | 1.70020 | 0.00000 | 1.67820 | ||
66 | 2023.08.09 14:40 | close | 14 | 0.10 | 1.70873 | 0.00000 | 1.67820 | -69.00 | 11344.56 |
67 | 2023.08.09 14:40 | buy | 15 | 0.10 | 1.70873 | 0.00000 | 0.00000 | ||
68 | 2023.08.09 14:40 | modify | 15 | 0.10 | 1.70873 | 0.00000 | 1.73073 | ||
69 | 2023.08.21 16:30 | modify | 15 | 0.10 | 1.70873 | 1.72285 | 1.73073 | ||
70 | 2023.08.21 16:40 | modify | 15 | 0.10 | 1.70873 | 1.72343 | 1.73073 | ||
71 | 2023.08.22 05:30 | modify | 15 | 0.10 | 1.70873 | 1.72402 | 1.73073 | ||
72 | 2023.08.22 06:05 | modify | 15 | 0.10 | 1.70873 | 1.72467 | 1.73073 | ||
73 | 2023.08.22 06:15 | t/p | 15 | 0.10 | 1.73073 | 1.72467 | 1.73073 | 161.79 | 11506.35 |
74 | 2023.08.25 14:05 | sell | 16 | 0.10 | 1.71750 | 0.00000 | 0.00000 | ||
75 | 2023.08.25 14:05 | modify | 16 | 0.10 | 1.71750 | 0.00000 | 1.69550 | ||
76 | 2023.09.11 21:05 | modify | 16 | 0.10 | 1.71750 | 1.70340 | 1.69550 | ||
77 | 2023.09.12 07:30 | modify | 16 | 0.10 | 1.71750 | 1.70279 | 1.69550 | ||
78 | 2023.09.12 07:40 | t/p | 16 | 0.10 | 1.69550 | 1.70279 | 1.69550 | 158.01 | 11664.36 |
79 | 2023.10.02 21:06 | buy | 17 | 0.10 | 1.65227 | 0.00000 | 0.00000 | ||
80 | 2023.10.02 21:06 | modify | 17 | 0.10 | 1.65227 | 0.00000 | 1.67427 | ||
81 | 2023.10.05 16:30 | modify | 17 | 0.10 | 1.65227 | 1.66628 | 1.67427 | ||
82 | 2023.10.06 09:20 | modify | 17 | 0.10 | 1.65227 | 1.66704 | 1.67427 | ||
83 | 2023.10.06 09:40 | modify | 17 | 0.10 | 1.65227 | 1.66798 | 1.67427 | ||
84 | 2023.10.06 11:30 | t/p | 17 | 0.10 | 1.67427 | 1.66798 | 1.67427 | 162.64 | 11827.00 |
85 | 2023.10.06 12:30 | buy | 18 | 0.10 | 1.66671 | 0.00000 | 0.00000 | ||
86 | 2023.10.06 12:30 | modify | 18 | 0.10 | 1.66671 | 0.00000 | 1.68871 | ||
87 | 2023.10.31 17:40 | modify | 18 | 0.10 | 1.66671 | 1.68073 | 1.68871 | ||
88 | 2023.11.01 08:15 | modify | 18 | 0.10 | 1.66671 | 1.68135 | 1.68871 | ||
89 | 2023.11.01 12:40 | s/l | 18 | 0.10 | 1.68135 | 1.68135 | 1.68871 | 105.82 | 11932.81 |
90 | 2023.11.02 11:00 | buy | 19 | 0.10 | 1.68363 | 0.00000 | 0.00000 | ||
91 | 2023.11.02 11:00 | modify | 19 | 0.10 | 1.68363 | 0.00000 | 1.70563 | ||
92 | 2023.11.14 13:30 | modify | 19 | 0.10 | 1.68363 | 1.69801 | 1.70563 | ||
93 | 2023.11.14 13:40 | t/p | 19 | 0.10 | 1.70563 | 1.69801 | 1.70563 | 162.15 | 12094.97 |
94 | 2023.11.22 14:40 | buy | 20 | 0.10 | 1.71563 | 0.00000 | 0.00000 | ||
95 | 2023.11.22 14:40 | modify | 20 | 0.10 | 1.71563 | 0.00000 | 1.73763 | ||
96 | 2023.12.12 11:00 | close | 20 | 0.10 | 1.70604 | 0.00000 | 1.73763 | -73.62 | 12021.35 |
97 | 2023.12.12 11:00 | sell | 21 | 0.10 | 1.70604 | 0.00000 | 0.00000 | ||
98 | 2023.12.12 11:00 | modify | 21 | 0.10 | 1.70604 | 0.00000 | 1.68404 | ||
99 | 2023.12.20 17:15 | modify | 21 | 0.10 | 1.70604 | 1.69186 | 1.68404 | ||
100 | 2023.12.21 08:40 | t/p | 21 | 0.10 | 1.68404 | 1.69186 | 1.68404 | 159.67 | 12181.02 |
101 | 2023.12.22 11:05 | sell | 22 | 0.10 | 1.68836 | 0.00000 | 0.00000 | ||
102 | 2023.12.22 11:05 | modify | 22 | 0.10 | 1.68836 | 0.00000 | 1.66636 | ||
103 | 2023.12.28 13:20 | close | 22 | 0.10 | 1.68684 | 0.00000 | 1.66636 | 9.29 | 12190.30 |
104 | 2023.12.28 13:20 | buy | 23 | 0.10 | 1.68684 | 0.00000 | 0.00000 | ||
105 | 2023.12.28 13:20 | modify | 23 | 0.10 | 1.68684 | 0.00000 | 1.70884 | ||
106 | 2023.12.29 23:59 | close at stop | 23 | 0.10 | 1.70625 | 0.00000 | 1.70884 | 144.01 | 12334.31 |