Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=8; RSI_OBSLevels=9; 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=35; TSMHelp="------------------------------------"; TrailingStart=220; TrailingStop=160; TrailingStep=10; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=25; DTHelp="------------------------------------"; DynamicTarget_Start=100; DynamicTarget_Step=30; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 2614 | Ticks modelled | 79499 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 2087.06 | Gross profit | 2235.01 | Gross loss | -147.94 |
Profit factor | 15.11 | Expected payoff | 86.96 | ||
Absolute drawdown | 57.78 | Maximal drawdown | 278.69 (2.63%) | Relative drawdown | 2.63% (278.69) |
Total trades | 24 | Short positions (won %) | 10 (90.00%) | Long positions (won %) | 14 (85.71%) |
Profit trades (% of total) | 21 (87.50%) | Loss trades (% of total) | 3 (12.50%) | ||
Largest | profit trade | 162.07 | loss trade | -73.50 | |
Average | profit trade | 106.43 | loss trade | -49.31 | |
Maximum | consecutive wins (profit in money) | 9 (1144.32) | consecutive losses (loss in money) | 1 (-73.50) | |
Maximal | consecutive profit (count of wins) | 1144.32 (9) | consecutive loss (count of losses) | -73.50 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.14 13:40 | buy | 1 | 0.10 | 1.66136 | 0.00000 | 0.00000 | ||
2 | 2023.03.14 13:40 | modify | 1 | 0.10 | 1.66136 | 0.00000 | 1.68336 | ||
3 | 2023.03.22 08:33 | t/p | 1 | 0.10 | 1.68336 | 0.00000 | 1.68336 | 161.71 | 10161.71 |
4 | 2023.03.23 11:15 | buy | 2 | 0.10 | 1.67949 | 0.00000 | 0.00000 | ||
5 | 2023.03.23 11:15 | modify | 2 | 0.10 | 1.67949 | 0.00000 | 1.70149 | ||
6 | 2023.03.27 10:00 | close | 2 | 0.10 | 1.68239 | 0.00000 | 1.70149 | 21.20 | 10182.91 |
7 | 2023.03.27 10:00 | sell | 3 | 0.10 | 1.68239 | 0.00000 | 0.00000 | ||
8 | 2023.03.27 10:00 | modify | 3 | 0.10 | 1.68239 | 0.00000 | 1.66039 | ||
9 | 2023.04.02 23:30 | t/p | 3 | 0.10 | 1.66039 | 0.00000 | 1.66039 | 160.66 | 10343.57 |
10 | 2023.04.05 14:40 | buy | 4 | 0.10 | 1.67479 | 0.00000 | 0.00000 | ||
11 | 2023.04.05 14:40 | modify | 4 | 0.10 | 1.67479 | 0.00000 | 1.69679 | ||
12 | 2023.04.14 11:40 | modify | 4 | 0.10 | 1.67479 | 0.00000 | 1.68679 | ||
13 | 2023.04.14 12:15 | modify | 4 | 0.10 | 1.67479 | 0.00000 | 1.68379 | ||
14 | 2023.04.14 18:30 | modify | 4 | 0.10 | 1.67479 | 0.00000 | 1.68079 | ||
15 | 2023.04.17 08:30 | modify | 4 | 0.10 | 1.67479 | 0.00000 | 1.67779 | ||
16 | 2023.04.20 12:40 | t/p | 4 | 0.10 | 1.67779 | 0.00000 | 1.67779 | 20.16 | 10363.73 |
17 | 2023.04.30 21:00 | buy | 5 | 0.10 | 1.69952 | 0.00000 | 0.00000 | ||
18 | 2023.04.30 21:00 | modify | 5 | 0.10 | 1.69952 | 0.00000 | 1.72152 | ||
19 | 2023.05.02 14:20 | close | 5 | 0.10 | 1.69624 | 0.00000 | 1.72152 | -24.49 | 10339.24 |
20 | 2023.05.02 14:20 | sell | 6 | 0.10 | 1.69624 | 0.00000 | 0.00000 | ||
21 | 2023.05.02 14:20 | modify | 6 | 0.10 | 1.69624 | 0.00000 | 1.67424 | ||
22 | 2023.05.03 08:30 | modify | 6 | 0.10 | 1.69624 | 0.00000 | 1.68424 | ||
23 | 2023.05.03 15:05 | modify | 6 | 0.10 | 1.69624 | 0.00000 | 1.68724 | ||
24 | 2023.05.03 22:30 | modify | 6 | 0.10 | 1.69624 | 0.00000 | 1.69024 | ||
25 | 2023.05.05 20:30 | t/p | 6 | 0.10 | 1.69024 | 0.00000 | 1.69024 | 42.70 | 10381.95 |
26 | 2023.05.09 15:30 | sell | 7 | 0.10 | 1.69065 | 0.00000 | 0.00000 | ||
27 | 2023.05.09 15:30 | modify | 7 | 0.10 | 1.69065 | 0.00000 | 1.66865 | ||
28 | 2023.06.05 06:20 | t/p | 7 | 0.10 | 1.66865 | 0.00000 | 1.66865 | 153.74 | 10535.69 |
29 | 2023.06.07 11:30 | sell | 8 | 0.10 | 1.66908 | 0.00000 | 0.00000 | ||
30 | 2023.06.07 11:30 | modify | 8 | 0.10 | 1.66908 | 0.00000 | 1.64708 | ||
31 | 2023.06.08 15:40 | modify | 8 | 0.10 | 1.66908 | 0.00000 | 1.65708 | ||
32 | 2023.06.14 11:30 | modify | 8 | 0.10 | 1.66908 | 0.00000 | 1.66008 | ||
33 | 2023.06.14 12:30 | modify | 8 | 0.10 | 1.66908 | 0.00000 | 1.66308 | ||
34 | 2023.06.14 15:40 | modify | 8 | 0.10 | 1.66908 | 0.00000 | 1.66608 | ||
35 | 2023.06.15 23:33 | modify | 8 | 0.10 | 1.66908 | 0.00000 | 1.66908 | ||
36 | 2023.06.16 06:40 | modify | 8 | 0.10 | 1.66908 | 0.00000 | 1.67208 | ||
37 | 2023.06.16 12:05 | modify | 8 | 0.10 | 1.66908 | 0.00000 | 1.67508 | ||
38 | 2023.06.22 17:40 | t/p | 8 | 0.10 | 1.67508 | 0.00000 | 1.67508 | -49.96 | 10485.73 |
39 | 2023.06.23 10:30 | sell | 9 | 0.10 | 1.68041 | 0.00000 | 0.00000 | ||
40 | 2023.06.23 10:30 | modify | 9 | 0.10 | 1.68041 | 0.00000 | 1.65841 | ||
41 | 2023.07.03 21:00 | close | 9 | 0.10 | 1.67910 | 0.00000 | 1.65841 | 7.05 | 10492.78 |
42 | 2023.07.03 21:00 | buy | 10 | 0.10 | 1.67910 | 0.00000 | 0.00000 | ||
43 | 2023.07.03 21:00 | modify | 10 | 0.10 | 1.67910 | 0.00000 | 1.70110 | ||
44 | 2023.07.06 16:40 | t/p | 10 | 0.10 | 1.70110 | 0.00000 | 1.70110 | 162.07 | 10654.84 |
45 | 2023.07.10 10:30 | buy | 11 | 0.10 | 1.70021 | 0.00000 | 0.00000 | ||
46 | 2023.07.10 10:30 | modify | 11 | 0.10 | 1.70021 | 0.00000 | 1.72221 | ||
47 | 2023.07.13 13:05 | t/p | 11 | 0.10 | 1.72221 | 0.00000 | 1.72221 | 162.07 | 10816.91 |
48 | 2023.07.21 20:40 | sell | 12 | 0.10 | 1.70020 | 0.00000 | 0.00000 | ||
49 | 2023.07.21 20:40 | modify | 12 | 0.10 | 1.70020 | 0.00000 | 1.67820 | ||
50 | 2023.07.26 15:40 | modify | 12 | 0.10 | 1.70020 | 0.00000 | 1.68820 | ||
51 | 2023.08.03 11:40 | t/p | 12 | 0.10 | 1.68820 | 0.00000 | 1.68820 | 84.43 | 10901.34 |
52 | 2023.08.09 10:00 | buy | 13 | 0.10 | 1.70863 | 0.00000 | 0.00000 | ||
53 | 2023.08.09 10:00 | modify | 13 | 0.10 | 1.70863 | 0.00000 | 1.73063 | ||
54 | 2023.08.22 06:05 | t/p | 13 | 0.10 | 1.73063 | 0.00000 | 1.73063 | 161.11 | 11062.45 |
55 | 2023.08.25 14:05 | sell | 14 | 0.10 | 1.71750 | 0.00000 | 0.00000 | ||
56 | 2023.08.25 14:05 | modify | 14 | 0.10 | 1.71750 | 0.00000 | 1.69550 | ||
57 | 2023.09.12 07:40 | t/p | 14 | 0.10 | 1.69550 | 0.00000 | 1.69550 | 157.37 | 11219.82 |
58 | 2023.10.02 21:06 | buy | 15 | 0.10 | 1.65227 | 0.00000 | 0.00000 | ||
59 | 2023.10.02 21:06 | modify | 15 | 0.10 | 1.65227 | 0.00000 | 1.67427 | ||
60 | 2023.10.06 11:30 | t/p | 15 | 0.10 | 1.67427 | 0.00000 | 1.67427 | 161.95 | 11381.77 |
61 | 2023.10.06 12:30 | buy | 16 | 0.10 | 1.66671 | 0.00000 | 0.00000 | ||
62 | 2023.10.06 12:30 | modify | 16 | 0.10 | 1.66671 | 0.00000 | 1.68871 | ||
63 | 2023.10.13 14:33 | modify | 16 | 0.10 | 1.66671 | 0.00000 | 1.67871 | ||
64 | 2023.10.24 06:05 | t/p | 16 | 0.10 | 1.67871 | 0.00000 | 1.67871 | 86.82 | 11468.59 |
65 | 2023.11.02 10:00 | buy | 17 | 0.10 | 1.68286 | 0.00000 | 0.00000 | ||
66 | 2023.11.02 10:00 | modify | 17 | 0.10 | 1.68286 | 0.00000 | 1.70486 | ||
67 | 2023.11.14 13:40 | t/p | 17 | 0.10 | 1.70486 | 0.00000 | 1.70486 | 161.47 | 11630.06 |
68 | 2023.11.22 14:40 | buy | 18 | 0.10 | 1.71563 | 0.00000 | 0.00000 | ||
69 | 2023.11.22 14:40 | modify | 18 | 0.10 | 1.71563 | 0.00000 | 1.73763 | ||
70 | 2023.12.01 14:30 | modify | 18 | 0.10 | 1.71563 | 0.00000 | 1.72763 | ||
71 | 2023.12.08 13:40 | modify | 18 | 0.10 | 1.71563 | 0.00000 | 1.72463 | ||
72 | 2023.12.12 10:30 | close | 18 | 0.10 | 1.70601 | 0.00000 | 1.72463 | -73.50 | 11556.56 |
73 | 2023.12.12 10:30 | sell | 19 | 0.10 | 1.70601 | 0.00000 | 0.00000 | ||
74 | 2023.12.12 10:30 | modify | 19 | 0.10 | 1.70601 | 0.00000 | 1.68401 | ||
75 | 2023.12.21 08:40 | t/p | 19 | 0.10 | 1.68401 | 0.00000 | 1.68401 | 159.01 | 11715.56 |
76 | 2023.12.22 10:40 | sell | 20 | 0.10 | 1.68843 | 0.00000 | 0.00000 | ||
77 | 2023.12.22 10:40 | modify | 20 | 0.10 | 1.68843 | 0.00000 | 1.66643 | ||
78 | 2023.12.28 13:20 | close | 20 | 0.10 | 1.68684 | 0.00000 | 1.66643 | 9.78 | 11725.35 |
79 | 2023.12.28 13:20 | buy | 21 | 0.10 | 1.68684 | 0.00000 | 0.00000 | ||
80 | 2023.12.28 13:20 | modify | 21 | 0.10 | 1.68684 | 0.00000 | 1.70884 | ||
81 | 2024.01.11 16:40 | t/p | 21 | 0.10 | 1.70884 | 0.00000 | 1.70884 | 160.99 | 11886.34 |
82 | 2024.01.22 12:40 | sell | 22 | 0.10 | 1.70824 | 0.00000 | 0.00000 | ||
83 | 2024.01.22 12:40 | modify | 22 | 0.10 | 1.70824 | 0.00000 | 1.68624 | ||
84 | 2024.01.24 15:20 | modify | 22 | 0.10 | 1.70824 | 0.00000 | 1.69624 | ||
85 | 2024.01.24 20:40 | modify | 22 | 0.10 | 1.70824 | 0.00000 | 1.69924 | ||
86 | 2024.01.30 09:40 | t/p | 22 | 0.10 | 1.69924 | 0.00000 | 1.69924 | 63.90 | 11950.24 |
87 | 2024.02.02 13:30 | buy | 23 | 0.10 | 1.70402 | 0.00000 | 0.00000 | ||
88 | 2024.02.02 13:30 | modify | 23 | 0.10 | 1.70402 | 0.00000 | 1.72602 | ||
89 | 2024.02.09 13:05 | modify | 23 | 0.10 | 1.70402 | 0.00000 | 1.71602 | ||
90 | 2024.02.26 11:40 | t/p | 23 | 0.10 | 1.71602 | 0.00000 | 1.71602 | 86.10 | 12036.34 |
91 | 2024.02.29 13:40 | buy | 24 | 0.10 | 1.71604 | 0.00000 | 0.00000 | ||
92 | 2024.02.29 13:40 | modify | 24 | 0.10 | 1.71604 | 0.00000 | 1.73804 | ||
93 | 2024.02.29 23:59 | close at stop | 24 | 0.10 | 1.72290 | 0.00000 | 1.73804 | 50.72 | 12087.06 |