Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=3; RSI_OBSLevels=4; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=6; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=0; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=110; BreakEvenLockin=50; TSMHelp="------------------------------------"; TrailingStart=60; TrailingStop=120; TrailingStep=25; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=200; DynamicTarget_Step=10; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 | 2609 | Ticks modelled | 79111 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2012.13 | Gross profit | 2437.96 | Gross loss | -425.83 |
Profit factor | 5.73 | Expected payoff | 77.39 | ||
Absolute drawdown | 31.70 | Maximal drawdown | 315.19 (2.68%) | Relative drawdown | 2.68% (315.19) |
Total trades | 26 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 10 (80.00%) |
Profit trades (% of total) | 18 (69.23%) | Loss trades (% of total) | 8 (30.77%) | ||
Largest | profit trade | 239.82 | loss trade | -81.50 | |
Average | profit trade | 135.44 | loss trade | -53.23 | |
Maximum | consecutive wins (profit in money) | 5 (853.02) | consecutive losses (loss in money) | 1 (-81.50) | |
Maximal | consecutive profit (count of wins) | 853.02 (5) | consecutive loss (count of losses) | -81.50 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.06 13:30 | buy | 1 | 0.10 | 1.19099 | 0.00000 | 0.00000 | ||
2 | 2023.01.06 13:30 | modify | 1 | 0.10 | 1.19099 | 0.00000 | 1.21499 | ||
3 | 2023.01.06 15:30 | modify | 1 | 0.10 | 1.19099 | 1.18900 | 1.21499 | ||
4 | 2023.01.06 15:40 | modify | 1 | 0.10 | 1.19099 | 1.19599 | 1.21499 | ||
5 | 2023.01.08 23:30 | modify | 1 | 0.10 | 1.19099 | 1.19911 | 1.21499 | ||
6 | 2023.01.09 02:40 | modify | 1 | 0.10 | 1.19099 | 1.20162 | 1.21499 | ||
7 | 2023.01.09 05:30 | t/p | 1 | 0.10 | 1.21499 | 1.20162 | 1.21499 | 239.82 | 10239.82 |
8 | 2023.02.06 12:30 | buy | 2 | 0.10 | 1.20707 | 0.00000 | 0.00000 | ||
9 | 2023.02.06 12:30 | modify | 2 | 0.10 | 1.20707 | 0.00000 | 1.23107 | ||
10 | 2023.02.09 08:40 | modify | 2 | 0.10 | 1.20707 | 1.20168 | 1.23107 | ||
11 | 2023.02.09 12:40 | modify | 2 | 0.10 | 1.20707 | 1.20450 | 1.23107 | ||
12 | 2023.02.09 13:40 | modify | 2 | 0.10 | 1.20707 | 1.21207 | 1.23107 | ||
13 | 2023.02.09 19:40 | s/l | 2 | 0.10 | 1.21207 | 1.21207 | 1.23107 | 49.10 | 10288.93 |
14 | 2023.02.20 12:10 | sell | 3 | 0.10 | 1.20297 | 0.00000 | 0.00000 | ||
15 | 2023.02.20 12:10 | modify | 3 | 0.10 | 1.20297 | 0.00000 | 1.17897 | ||
16 | 2023.02.24 13:30 | modify | 3 | 0.10 | 1.20297 | 1.20838 | 1.17897 | ||
17 | 2023.02.24 14:33 | modify | 3 | 0.10 | 1.20297 | 1.20509 | 1.17897 | ||
18 | 2023.02.27 15:40 | s/l | 3 | 0.10 | 1.20509 | 1.20509 | 1.17897 | -21.53 | 10267.40 |
19 | 2023.02.28 18:40 | sell | 4 | 0.10 | 1.20640 | 0.00000 | 0.00000 | ||
20 | 2023.02.28 18:40 | modify | 4 | 0.10 | 1.20640 | 0.00000 | 1.18240 | ||
21 | 2023.03.01 15:30 | modify | 4 | 0.10 | 1.20640 | 1.21093 | 1.18240 | ||
22 | 2023.03.02 07:40 | modify | 4 | 0.10 | 1.20640 | 1.20842 | 1.18240 | ||
23 | 2023.03.02 12:40 | modify | 4 | 0.10 | 1.20640 | 1.20140 | 1.18240 | ||
24 | 2023.03.03 13:40 | s/l | 4 | 0.10 | 1.20140 | 1.20140 | 1.18240 | 49.77 | 10317.16 |
25 | 2023.03.23 17:20 | sell | 5 | 0.10 | 1.23022 | 0.00000 | 0.00000 | ||
26 | 2023.03.23 17:20 | modify | 5 | 0.10 | 1.23022 | 0.00000 | 1.20622 | ||
27 | 2023.03.24 08:40 | modify | 5 | 0.10 | 1.23022 | 1.23593 | 1.20622 | ||
28 | 2023.03.24 09:40 | modify | 5 | 0.10 | 1.23022 | 1.23338 | 1.20622 | ||
29 | 2023.03.28 14:40 | s/l | 5 | 0.10 | 1.23338 | 1.23338 | 1.20622 | -31.74 | 10285.42 |
30 | 2023.05.08 14:30 | sell | 6 | 0.10 | 1.26373 | 0.00000 | 0.00000 | ||
31 | 2023.05.08 14:30 | modify | 6 | 0.10 | 1.26373 | 0.00000 | 1.23973 | ||
32 | 2023.05.11 07:40 | modify | 6 | 0.10 | 1.26373 | 1.26879 | 1.23973 | ||
33 | 2023.05.11 13:20 | modify | 6 | 0.10 | 1.26373 | 1.26590 | 1.23973 | ||
34 | 2023.05.11 13:33 | modify | 6 | 0.10 | 1.26373 | 1.25873 | 1.23973 | ||
35 | 2023.05.17 07:30 | modify | 6 | 0.10 | 1.26373 | 1.25619 | 1.23973 | ||
36 | 2023.05.18 14:30 | modify | 6 | 0.10 | 1.26373 | 1.25360 | 1.23973 | ||
37 | 2023.05.18 17:05 | t/p | 6 | 0.10 | 1.23973 | 1.25360 | 1.23973 | 239.44 | 10524.86 |
38 | 2023.06.02 12:20 | sell | 7 | 0.10 | 1.25170 | 0.00000 | 0.00000 | ||
39 | 2023.06.02 12:20 | modify | 7 | 0.10 | 1.25170 | 0.00000 | 1.22770 | ||
40 | 2023.06.02 16:40 | modify | 7 | 0.10 | 1.25170 | 1.25718 | 1.22770 | ||
41 | 2023.06.05 06:06 | modify | 7 | 0.10 | 1.25170 | 1.25440 | 1.22770 | ||
42 | 2023.06.05 07:30 | modify | 7 | 0.10 | 1.25170 | 1.24670 | 1.22770 | ||
43 | 2023.06.05 14:20 | close | 7 | 0.10 | 1.24231 | 1.24670 | 1.22770 | 93.85 | 10618.71 |
44 | 2023.06.05 14:20 | buy | 8 | 0.10 | 1.24231 | 0.00000 | 0.00000 | ||
45 | 2023.06.05 14:20 | modify | 8 | 0.10 | 1.24231 | 0.00000 | 1.26631 | ||
46 | 2023.06.07 13:30 | modify | 8 | 0.10 | 1.24231 | 1.23670 | 1.26631 | ||
47 | 2023.06.08 13:40 | modify | 8 | 0.10 | 1.24231 | 1.24033 | 1.26631 | ||
48 | 2023.06.08 14:30 | modify | 8 | 0.10 | 1.24231 | 1.24731 | 1.26631 | ||
49 | 2023.06.11 21:00 | close | 8 | 0.10 | 1.25644 | 1.24731 | 1.26631 | 140.23 | 10758.94 |
50 | 2023.06.11 21:00 | sell | 9 | 0.10 | 1.25644 | 0.00000 | 0.00000 | ||
51 | 2023.06.11 21:00 | modify | 9 | 0.10 | 1.25644 | 0.00000 | 1.23244 | ||
52 | 2023.06.12 15:30 | modify | 9 | 0.10 | 1.25644 | 1.26188 | 1.23244 | ||
53 | 2023.06.13 15:40 | s/l | 9 | 0.10 | 1.26188 | 1.26188 | 1.23244 | -54.49 | 10704.44 |
54 | 2023.06.22 12:30 | sell | 10 | 0.10 | 1.27568 | 0.00000 | 0.00000 | ||
55 | 2023.06.22 12:30 | modify | 10 | 0.10 | 1.27568 | 0.00000 | 1.25168 | ||
56 | 2023.06.23 08:40 | modify | 10 | 0.10 | 1.27568 | 1.28081 | 1.25168 | ||
57 | 2023.06.28 12:10 | modify | 10 | 0.10 | 1.27568 | 1.27819 | 1.25168 | ||
58 | 2023.06.28 12:40 | modify | 10 | 0.10 | 1.27568 | 1.27068 | 1.25168 | ||
59 | 2023.06.30 13:40 | s/l | 10 | 0.10 | 1.27068 | 1.27068 | 1.25168 | 49.62 | 10754.07 |
60 | 2023.07.14 12:30 | sell | 11 | 0.10 | 1.31067 | 0.00000 | 0.00000 | ||
61 | 2023.07.14 12:30 | modify | 11 | 0.10 | 1.31067 | 0.00000 | 1.28667 | ||
62 | 2023.07.18 16:20 | modify | 11 | 0.10 | 1.31067 | 1.31664 | 1.28667 | ||
63 | 2023.07.19 02:40 | modify | 11 | 0.10 | 1.31067 | 1.31355 | 1.28667 | ||
64 | 2023.07.19 06:30 | modify | 11 | 0.10 | 1.31067 | 1.30567 | 1.28667 | ||
65 | 2023.07.19 11:30 | modify | 11 | 0.10 | 1.31067 | 1.30285 | 1.28667 | ||
66 | 2023.07.19 14:40 | modify | 11 | 0.10 | 1.31067 | 1.29904 | 1.28667 | ||
67 | 2023.07.20 12:40 | t/p | 11 | 0.10 | 1.28667 | 1.29904 | 1.28667 | 239.72 | 10993.78 |
68 | 2023.07.21 13:40 | buy | 12 | 0.10 | 1.28640 | 0.00000 | 0.00000 | ||
69 | 2023.07.21 13:40 | modify | 12 | 0.10 | 1.28640 | 0.00000 | 1.31040 | ||
70 | 2023.07.26 10:40 | modify | 12 | 0.10 | 1.28640 | 1.28042 | 1.31040 | ||
71 | 2023.07.26 18:40 | modify | 12 | 0.10 | 1.28640 | 1.28385 | 1.31040 | ||
72 | 2023.07.27 02:40 | modify | 12 | 0.10 | 1.28640 | 1.29140 | 1.31040 | ||
73 | 2023.07.27 12:10 | close | 12 | 0.10 | 1.29495 | 1.29140 | 1.31040 | 84.43 | 11078.21 |
74 | 2023.07.27 12:10 | sell | 13 | 0.10 | 1.29495 | 0.00000 | 0.00000 | ||
75 | 2023.07.27 12:10 | modify | 13 | 0.10 | 1.29495 | 0.00000 | 1.27095 | ||
76 | 2023.07.27 12:40 | modify | 13 | 0.10 | 1.29495 | 1.30045 | 1.27095 | ||
77 | 2023.07.27 13:40 | modify | 13 | 0.10 | 1.29495 | 1.29659 | 1.27095 | ||
78 | 2023.07.27 14:30 | modify | 13 | 0.10 | 1.29495 | 1.28995 | 1.27095 | ||
79 | 2023.08.01 14:40 | modify | 13 | 0.10 | 1.29495 | 1.28732 | 1.27095 | ||
80 | 2023.08.02 12:40 | modify | 13 | 0.10 | 1.29495 | 1.28455 | 1.27095 | ||
81 | 2023.08.02 13:40 | t/p | 13 | 0.10 | 1.27095 | 1.28455 | 1.27095 | 239.81 | 11318.02 |
82 | 2023.09.11 18:30 | sell | 14 | 0.10 | 1.25101 | 0.00000 | 0.00000 | ||
83 | 2023.09.11 18:30 | modify | 14 | 0.10 | 1.25101 | 0.00000 | 1.22701 | ||
84 | 2023.09.13 06:40 | modify | 14 | 0.10 | 1.25101 | 1.25690 | 1.22701 | ||
85 | 2023.09.14 12:40 | modify | 14 | 0.10 | 1.25101 | 1.25368 | 1.22701 | ||
86 | 2023.09.14 17:40 | modify | 14 | 0.10 | 1.25101 | 1.24601 | 1.22701 | ||
87 | 2023.09.21 00:40 | modify | 14 | 0.10 | 1.25101 | 1.24335 | 1.22701 | ||
88 | 2023.09.21 10:05 | modify | 14 | 0.10 | 1.25101 | 1.24065 | 1.22701 | ||
89 | 2023.09.21 11:30 | t/p | 14 | 0.10 | 1.22701 | 1.24065 | 1.22701 | 239.44 | 11557.46 |
90 | 2023.09.22 14:05 | buy | 15 | 0.10 | 1.22854 | 0.00000 | 0.00000 | ||
91 | 2023.09.22 14:05 | modify | 15 | 0.10 | 1.22854 | 0.00000 | 1.25254 | ||
92 | 2023.09.29 13:40 | close | 15 | 0.10 | 1.22123 | 0.00000 | 1.25254 | -74.35 | 11483.10 |
93 | 2023.09.29 13:40 | sell | 16 | 0.10 | 1.22123 | 0.00000 | 0.00000 | ||
94 | 2023.09.29 13:40 | modify | 16 | 0.10 | 1.22123 | 0.00000 | 1.19723 | ||
95 | 2023.10.02 11:40 | modify | 16 | 0.10 | 1.22123 | 1.22709 | 1.19723 | ||
96 | 2023.10.02 14:40 | modify | 16 | 0.10 | 1.22123 | 1.22368 | 1.19723 | ||
97 | 2023.10.02 19:30 | modify | 16 | 0.10 | 1.22123 | 1.21623 | 1.19723 | ||
98 | 2023.10.03 13:30 | close | 16 | 0.10 | 1.20962 | 1.21623 | 1.19723 | 116.01 | 11599.11 |
99 | 2023.10.03 13:30 | buy | 17 | 0.10 | 1.20962 | 0.00000 | 0.00000 | ||
100 | 2023.10.03 13:30 | modify | 17 | 0.10 | 1.20962 | 0.00000 | 1.23362 | ||
101 | 2023.10.04 12:30 | modify | 17 | 0.10 | 1.20962 | 1.20404 | 1.23362 | ||
102 | 2023.10.05 16:40 | modify | 17 | 0.10 | 1.20962 | 1.20674 | 1.23362 | ||
103 | 2023.10.06 07:40 | modify | 17 | 0.10 | 1.20962 | 1.21462 | 1.23362 | ||
104 | 2023.10.06 12:20 | close | 17 | 0.10 | 1.21762 | 1.21462 | 1.23362 | 79.11 | 11678.22 |
105 | 2023.10.06 12:20 | sell | 18 | 0.10 | 1.21762 | 0.00000 | 0.00000 | ||
106 | 2023.10.06 12:20 | modify | 18 | 0.10 | 1.21762 | 0.00000 | 1.19362 | ||
107 | 2023.10.06 12:40 | modify | 18 | 0.10 | 1.21762 | 1.22283 | 1.19362 | ||
108 | 2023.10.06 15:30 | s/l | 18 | 0.10 | 1.22283 | 1.22283 | 1.19362 | -52.10 | 11626.12 |
109 | 2023.10.26 12:26 | buy | 19 | 0.10 | 1.21023 | 0.00000 | 0.00000 | ||
110 | 2023.10.26 12:26 | modify | 19 | 0.10 | 1.21023 | 0.00000 | 1.23423 | ||
111 | 2023.10.30 15:40 | modify | 19 | 0.10 | 1.21023 | 1.20445 | 1.23423 | ||
112 | 2023.10.31 09:40 | modify | 19 | 0.10 | 1.21023 | 1.20744 | 1.23423 | ||
113 | 2023.11.02 12:30 | modify | 19 | 0.10 | 1.21023 | 1.21523 | 1.23423 | ||
114 | 2023.11.02 14:40 | close | 19 | 0.10 | 1.21707 | 1.21523 | 1.23423 | 67.15 | 11693.26 |
115 | 2023.11.02 14:40 | sell | 20 | 0.10 | 1.21707 | 0.00000 | 0.00000 | ||
116 | 2023.11.02 14:40 | modify | 20 | 0.10 | 1.21707 | 0.00000 | 1.19307 | ||
117 | 2023.11.03 15:40 | modify | 20 | 0.10 | 1.21707 | 0.00000 | 1.21307 | ||
118 | 2023.11.03 16:30 | modify | 20 | 0.10 | 1.21707 | 0.00000 | 1.21407 | ||
119 | 2023.11.03 17:40 | modify | 20 | 0.10 | 1.21707 | 0.00000 | 1.21507 | ||
120 | 2023.11.06 08:30 | modify | 20 | 0.10 | 1.21707 | 0.00000 | 1.21607 | ||
121 | 2023.11.06 08:40 | modify | 20 | 0.10 | 1.21707 | 0.00000 | 1.21707 | ||
122 | 2023.11.06 09:05 | modify | 20 | 0.10 | 1.21707 | 0.00000 | 1.21807 | ||
123 | 2023.11.06 12:15 | modify | 20 | 0.10 | 1.21707 | 0.00000 | 1.21907 | ||
124 | 2023.11.10 13:40 | close | 20 | 0.10 | 1.22301 | 0.00000 | 1.21907 | -59.78 | 11633.49 |
125 | 2023.11.10 13:40 | buy | 21 | 0.10 | 1.22301 | 0.00000 | 0.00000 | ||
126 | 2023.11.10 13:40 | modify | 21 | 0.10 | 1.22301 | 0.00000 | 1.24701 | ||
127 | 2023.11.14 07:20 | modify | 21 | 0.10 | 1.22301 | 1.21738 | 1.24701 | ||
128 | 2023.11.14 13:20 | modify | 21 | 0.10 | 1.22301 | 1.22177 | 1.24701 | ||
129 | 2023.11.14 13:30 | modify | 21 | 0.10 | 1.22301 | 1.22801 | 1.24701 | ||
130 | 2023.11.14 14:20 | modify | 21 | 0.10 | 1.22301 | 1.23083 | 1.24701 | ||
131 | 2023.11.14 14:40 | modify | 21 | 0.10 | 1.22301 | 1.23420 | 1.24701 | ||
132 | 2023.11.14 15:05 | t/p | 21 | 0.10 | 1.24701 | 1.23420 | 1.24701 | 239.64 | 11873.13 |
133 | 2023.11.21 18:40 | sell | 22 | 0.10 | 1.25217 | 0.00000 | 0.00000 | ||
134 | 2023.11.21 18:40 | modify | 22 | 0.10 | 1.25217 | 0.00000 | 1.22817 | ||
135 | 2023.11.22 15:33 | modify | 22 | 0.10 | 1.25217 | 1.25718 | 1.22817 | ||
136 | 2023.11.24 11:40 | s/l | 22 | 0.10 | 1.25718 | 1.25718 | 1.22817 | -50.34 | 11822.79 |
137 | 2023.11.27 14:40 | sell | 23 | 0.10 | 1.26128 | 0.00000 | 0.00000 | ||
138 | 2023.11.27 14:40 | modify | 23 | 0.10 | 1.26128 | 0.00000 | 1.23728 | ||
139 | 2023.12.07 03:40 | modify | 23 | 0.10 | 1.26128 | 1.26707 | 1.23728 | ||
140 | 2023.12.08 13:40 | modify | 23 | 0.10 | 1.26128 | 1.26343 | 1.23728 | ||
141 | 2023.12.13 19:20 | close | 23 | 0.10 | 1.25680 | 1.26343 | 1.23728 | 44.05 | 11866.84 |
142 | 2023.12.13 19:20 | buy | 24 | 0.10 | 1.25680 | 0.00000 | 0.00000 | ||
143 | 2023.12.13 19:20 | modify | 24 | 0.10 | 1.25680 | 0.00000 | 1.28080 | ||
144 | 2023.12.13 19:40 | modify | 24 | 0.10 | 1.25680 | 1.25110 | 1.28080 | ||
145 | 2023.12.14 09:30 | modify | 24 | 0.10 | 1.25680 | 1.25414 | 1.28080 | ||
146 | 2023.12.14 11:40 | modify | 24 | 0.10 | 1.25680 | 1.26180 | 1.28080 | ||
147 | 2023.12.14 16:20 | modify | 24 | 0.10 | 1.25680 | 1.26448 | 1.28080 | ||
148 | 2023.12.14 17:40 | modify | 24 | 0.10 | 1.25680 | 1.26737 | 1.28080 | ||
149 | 2023.12.15 12:40 | close | 24 | 0.10 | 1.27456 | 1.26737 | 1.28080 | 176.88 | 12043.73 |
150 | 2023.12.15 12:40 | sell | 25 | 0.10 | 1.27456 | 0.00000 | 0.00000 | ||
151 | 2023.12.15 12:40 | modify | 25 | 0.10 | 1.27456 | 0.00000 | 1.25056 | ||
152 | 2023.12.15 18:30 | modify | 25 | 0.10 | 1.27456 | 1.28045 | 1.25056 | ||
153 | 2023.12.18 11:30 | modify | 25 | 0.10 | 1.27456 | 1.27763 | 1.25056 | ||
154 | 2023.12.18 16:40 | modify | 25 | 0.10 | 1.27456 | 1.26956 | 1.25056 | ||
155 | 2023.12.19 09:30 | s/l | 25 | 0.10 | 1.26956 | 1.26956 | 1.25056 | 49.91 | 12093.63 |
156 | 2023.12.29 12:15 | buy | 26 | 0.10 | 1.27523 | 0.00000 | 0.00000 | ||
157 | 2023.12.29 12:15 | modify | 26 | 0.10 | 1.27523 | 0.00000 | 1.29923 | ||
158 | 2023.12.29 23:59 | close at stop | 26 | 0.10 | 1.26708 | 0.00000 | 1.29923 | -81.50 | 12012.13 |