Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=15; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=8; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=200; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=110; BreakEvenLockin=15; TSMHelp="------------------------------------"; TrailingStart=200; TrailingStop=160; TrailingStep=5; DSHelp="------------------------------------"; DynamicStop_Start=180; DynamicStop_Step=35; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=15; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 7247 | Ticks modelled | 157427 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 1892.66 | Gross profit | 2256.99 | Gross loss | -364.33 |
Profit factor | 6.19 | Expected payoff | 47.32 | ||
Absolute drawdown | 151.27 | Maximal drawdown | 270.19 (2.36%) | Relative drawdown | 2.36% (270.19) |
Total trades | 40 | Short positions (won %) | 20 (65.00%) | Long positions (won %) | 20 (80.00%) |
Profit trades (% of total) | 29 (72.50%) | Loss trades (% of total) | 11 (27.50%) | ||
Largest | profit trade | 146.28 | loss trade | -76.89 | |
Average | profit trade | 77.83 | loss trade | -33.12 | |
Maximum | consecutive wins (profit in money) | 7 (610.72) | consecutive losses (loss in money) | 3 (-148.69) | |
Maximal | consecutive profit (count of wins) | 610.72 (7) | consecutive loss (count of losses) | -148.69 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.02 11:20 | sell | 1 | 0.10 | 1.69451 | 0.00000 | 0.00000 | ||
2 | 2023.05.02 11:20 | modify | 1 | 0.10 | 1.69451 | 0.00000 | 1.67451 | ||
3 | 2023.05.16 06:20 | modify | 1 | 0.10 | 1.69451 | 1.69301 | 1.67451 | ||
4 | 2023.05.18 08:20 | modify | 1 | 0.10 | 1.69451 | 1.67851 | 1.67451 | ||
5 | 2023.05.18 10:40 | t/p | 1 | 0.10 | 1.67451 | 1.67851 | 1.67451 | 140.53 | 10140.53 |
6 | 2023.05.30 05:10 | buy | 2 | 0.10 | 1.67981 | 0.00000 | 0.00000 | ||
7 | 2023.05.30 05:10 | modify | 2 | 0.10 | 1.67981 | 0.00000 | 1.69981 | ||
8 | 2023.05.30 13:40 | modify | 2 | 0.10 | 1.67981 | 1.68131 | 1.69981 | ||
9 | 2023.06.01 06:10 | close | 2 | 0.10 | 1.68680 | 1.68131 | 1.69981 | 50.70 | 10191.23 |
10 | 2023.06.01 06:10 | sell | 3 | 0.10 | 1.68680 | 0.00000 | 0.00000 | ||
11 | 2023.06.01 06:10 | modify | 3 | 0.10 | 1.68680 | 0.00000 | 1.66680 | ||
12 | 2023.06.02 15:50 | modify | 3 | 0.10 | 1.68680 | 1.68530 | 1.66680 | ||
13 | 2023.06.05 06:16 | modify | 3 | 0.10 | 1.68680 | 1.67080 | 1.66680 | ||
14 | 2023.06.05 07:15 | t/p | 3 | 0.10 | 1.66680 | 1.67080 | 1.66680 | 145.73 | 10336.96 |
15 | 2023.06.05 14:20 | sell | 4 | 0.10 | 1.67145 | 0.00000 | 0.00000 | ||
16 | 2023.06.05 14:20 | modify | 4 | 0.10 | 1.67145 | 0.00000 | 1.65145 | ||
17 | 2023.06.14 07:20 | close | 4 | 0.10 | 1.67728 | 0.00000 | 1.65145 | -45.59 | 10291.37 |
18 | 2023.06.14 07:20 | buy | 5 | 0.10 | 1.67728 | 0.00000 | 0.00000 | ||
19 | 2023.06.14 07:20 | modify | 5 | 0.10 | 1.67728 | 0.00000 | 1.69728 | ||
20 | 2023.06.14 23:45 | modify | 5 | 0.10 | 1.67728 | 1.67878 | 1.69728 | ||
21 | 2023.06.16 11:50 | modify | 5 | 0.10 | 1.67728 | 1.69328 | 1.69728 | ||
22 | 2023.06.16 12:02 | t/p | 5 | 0.10 | 1.69728 | 1.69328 | 1.69728 | 145.93 | 10437.30 |
23 | 2023.06.18 21:00 | buy | 6 | 0.10 | 1.69052 | 0.00000 | 0.00000 | ||
24 | 2023.06.18 21:00 | modify | 6 | 0.10 | 1.69052 | 0.00000 | 1.71052 | ||
25 | 2023.07.06 16:37 | modify | 6 | 0.10 | 1.69052 | 1.69202 | 1.71052 | ||
26 | 2023.07.11 05:15 | modify | 6 | 0.10 | 1.69052 | 1.70652 | 1.71052 | ||
27 | 2023.07.11 06:20 | t/p | 6 | 0.10 | 1.71052 | 1.70652 | 1.71052 | 143.70 | 10581.00 |
28 | 2023.07.14 10:50 | buy | 7 | 0.10 | 1.71940 | 0.00000 | 0.00000 | ||
29 | 2023.07.14 10:50 | modify | 7 | 0.10 | 1.71940 | 0.00000 | 1.73940 | ||
30 | 2023.07.14 15:45 | modify | 7 | 0.10 | 1.71940 | 1.72090 | 1.73940 | ||
31 | 2023.07.18 15:45 | s/l | 7 | 0.10 | 1.72090 | 1.72090 | 1.73940 | 10.75 | 10591.75 |
32 | 2023.08.10 07:15 | sell | 8 | 0.10 | 1.70781 | 0.00000 | 0.00000 | ||
33 | 2023.08.10 07:15 | modify | 8 | 0.10 | 1.70781 | 0.00000 | 1.68781 | ||
34 | 2023.08.10 13:20 | close | 8 | 0.10 | 1.70761 | 0.00000 | 1.68781 | 1.46 | 10593.21 |
35 | 2023.08.10 13:20 | buy | 9 | 0.10 | 1.70761 | 0.00000 | 0.00000 | ||
36 | 2023.08.10 13:20 | modify | 9 | 0.10 | 1.70761 | 0.00000 | 1.72761 | ||
37 | 2023.08.16 07:02 | modify | 9 | 0.10 | 1.70761 | 1.70911 | 1.72761 | ||
38 | 2023.08.17 13:15 | modify | 9 | 0.10 | 1.70761 | 1.72361 | 1.72761 | ||
39 | 2023.08.17 14:15 | s/l | 9 | 0.10 | 1.72361 | 1.72361 | 1.72761 | 116.30 | 10709.51 |
40 | 2023.08.18 06:15 | buy | 10 | 0.10 | 1.72466 | 0.00000 | 0.00000 | ||
41 | 2023.08.18 06:15 | modify | 10 | 0.10 | 1.72466 | 0.00000 | 1.74466 | ||
42 | 2023.08.23 04:50 | close | 10 | 0.10 | 1.72611 | 0.00000 | 1.74466 | 10.26 | 10719.76 |
43 | 2023.08.23 04:50 | sell | 11 | 0.10 | 1.72611 | 0.00000 | 0.00000 | ||
44 | 2023.08.23 04:50 | modify | 11 | 0.10 | 1.72611 | 0.00000 | 1.70611 | ||
45 | 2023.08.23 10:02 | modify | 11 | 0.10 | 1.72611 | 1.72461 | 1.70611 | ||
46 | 2023.08.25 06:07 | modify | 11 | 0.10 | 1.72611 | 1.71011 | 1.70611 | ||
47 | 2023.08.25 06:20 | s/l | 11 | 0.10 | 1.71011 | 1.71011 | 1.70611 | 115.80 | 10835.56 |
48 | 2023.08.30 05:50 | sell | 12 | 0.10 | 1.71384 | 0.00000 | 0.00000 | ||
49 | 2023.08.30 05:50 | modify | 12 | 0.10 | 1.71384 | 0.00000 | 1.69384 | ||
50 | 2023.09.06 06:20 | close | 12 | 0.10 | 1.71438 | 0.00000 | 1.69384 | -6.22 | 10829.34 |
51 | 2023.09.06 06:20 | buy | 13 | 0.10 | 1.71438 | 0.00000 | 0.00000 | ||
52 | 2023.09.06 06:20 | modify | 13 | 0.10 | 1.71438 | 0.00000 | 1.73438 | ||
53 | 2023.09.07 15:20 | close | 13 | 0.10 | 1.70552 | 0.00000 | 1.73438 | -65.21 | 10764.13 |
54 | 2023.09.07 15:20 | sell | 14 | 0.10 | 1.70552 | 0.00000 | 0.00000 | ||
55 | 2023.09.07 15:20 | modify | 14 | 0.10 | 1.70552 | 0.00000 | 1.68552 | ||
56 | 2023.09.12 08:16 | modify | 14 | 0.10 | 1.70552 | 1.70402 | 1.68552 | ||
57 | 2023.09.14 10:10 | modify | 14 | 0.10 | 1.70552 | 1.68952 | 1.68552 | ||
58 | 2023.09.14 10:50 | t/p | 14 | 0.10 | 1.68552 | 1.68952 | 1.68552 | 144.11 | 10908.24 |
59 | 2023.09.15 13:15 | sell | 15 | 0.10 | 1.67991 | 0.00000 | 0.00000 | ||
60 | 2023.09.15 13:15 | modify | 15 | 0.10 | 1.67991 | 0.00000 | 1.65991 | ||
61 | 2023.09.19 01:20 | modify | 15 | 0.10 | 1.67991 | 1.67841 | 1.65991 | ||
62 | 2023.09.19 12:50 | modify | 15 | 0.10 | 1.67991 | 1.66391 | 1.65991 | ||
63 | 2023.09.19 13:20 | t/p | 15 | 0.10 | 1.65991 | 1.66391 | 1.65991 | 145.73 | 11053.97 |
64 | 2023.09.26 10:20 | sell | 16 | 0.10 | 1.64499 | 0.00000 | 0.00000 | ||
65 | 2023.09.26 10:20 | modify | 16 | 0.10 | 1.64499 | 0.00000 | 1.62499 | ||
66 | 2023.09.28 21:07 | close | 16 | 0.10 | 1.64347 | 0.00000 | 1.62499 | 9.82 | 11063.79 |
67 | 2023.09.28 21:07 | buy | 17 | 0.10 | 1.64347 | 0.00000 | 0.00000 | ||
68 | 2023.09.28 21:07 | modify | 17 | 0.10 | 1.64347 | 0.00000 | 1.66347 | ||
69 | 2023.09.29 18:10 | modify | 17 | 0.10 | 1.64347 | 1.64497 | 1.66347 | ||
70 | 2023.10.04 09:32 | modify | 17 | 0.10 | 1.64347 | 1.65947 | 1.66347 | ||
71 | 2023.10.04 11:20 | t/p | 17 | 0.10 | 1.66347 | 1.65947 | 1.66347 | 145.93 | 11209.72 |
72 | 2023.10.05 12:50 | buy | 18 | 0.10 | 1.66620 | 0.00000 | 0.00000 | ||
73 | 2023.10.05 12:50 | modify | 18 | 0.10 | 1.66620 | 0.00000 | 1.68620 | ||
74 | 2023.10.12 11:10 | close | 18 | 0.10 | 1.67213 | 0.00000 | 1.68620 | 42.59 | 11252.31 |
75 | 2023.10.12 11:10 | sell | 19 | 0.10 | 1.67213 | 0.00000 | 0.00000 | ||
76 | 2023.10.12 11:10 | modify | 19 | 0.10 | 1.67213 | 0.00000 | 1.65213 | ||
77 | 2023.10.13 14:10 | modify | 19 | 0.10 | 1.67213 | 1.67063 | 1.65213 | ||
78 | 2023.10.19 16:07 | close | 19 | 0.10 | 1.66445 | 1.67063 | 1.65213 | 53.94 | 11306.24 |
79 | 2023.10.19 16:07 | buy | 20 | 0.10 | 1.66445 | 0.00000 | 0.00000 | ||
80 | 2023.10.19 16:07 | modify | 20 | 0.10 | 1.66445 | 0.00000 | 1.68445 | ||
81 | 2023.10.23 17:50 | modify | 20 | 0.10 | 1.66445 | 1.66595 | 1.68445 | ||
82 | 2023.10.24 13:37 | close | 20 | 0.10 | 1.67387 | 1.66595 | 1.68445 | 68.61 | 11374.85 |
83 | 2023.10.24 13:37 | sell | 21 | 0.10 | 1.67387 | 0.00000 | 0.00000 | ||
84 | 2023.10.24 13:37 | modify | 21 | 0.10 | 1.67387 | 0.00000 | 1.65387 | ||
85 | 2023.10.31 08:20 | close | 21 | 0.10 | 1.68097 | 0.00000 | 1.65387 | -54.23 | 11320.62 |
86 | 2023.10.31 08:20 | buy | 22 | 0.10 | 1.68097 | 0.00000 | 0.00000 | ||
87 | 2023.10.31 08:20 | modify | 22 | 0.10 | 1.68097 | 0.00000 | 1.70097 | ||
88 | 2023.11.03 09:50 | close | 22 | 0.10 | 1.67865 | 0.00000 | 1.70097 | -17.57 | 11303.05 |
89 | 2023.11.03 09:50 | sell | 23 | 0.10 | 1.67865 | 0.00000 | 0.00000 | ||
90 | 2023.11.03 09:50 | modify | 23 | 0.10 | 1.67865 | 0.00000 | 1.65865 | ||
91 | 2023.11.13 08:07 | close | 23 | 0.10 | 1.68880 | 0.00000 | 1.65865 | -76.89 | 11226.16 |
92 | 2023.11.13 08:07 | buy | 24 | 0.10 | 1.68880 | 0.00000 | 0.00000 | ||
93 | 2023.11.13 08:07 | modify | 24 | 0.10 | 1.68880 | 0.00000 | 1.70880 | ||
94 | 2023.11.14 09:50 | modify | 24 | 0.10 | 1.68880 | 1.69030 | 1.70880 | ||
95 | 2023.11.14 14:05 | modify | 24 | 0.10 | 1.68880 | 1.70480 | 1.70880 | ||
96 | 2023.11.14 14:20 | t/p | 24 | 0.10 | 1.70880 | 1.70480 | 1.70880 | 146.28 | 11372.44 |
97 | 2023.11.24 18:35 | sell | 25 | 0.10 | 1.71659 | 0.00000 | 0.00000 | ||
98 | 2023.11.24 18:35 | modify | 25 | 0.10 | 1.71659 | 0.00000 | 1.69659 | ||
99 | 2023.12.01 14:50 | modify | 25 | 0.10 | 1.71659 | 1.71509 | 1.69659 | ||
100 | 2023.12.01 18:10 | s/l | 25 | 0.10 | 1.71509 | 1.71509 | 1.69659 | 8.71 | 11381.15 |
101 | 2023.12.06 17:20 | sell | 26 | 0.10 | 1.71041 | 0.00000 | 0.00000 | ||
102 | 2023.12.06 17:20 | modify | 26 | 0.10 | 1.71041 | 0.00000 | 1.69041 | ||
103 | 2023.12.07 14:45 | close | 26 | 0.10 | 1.70917 | 0.00000 | 1.69041 | 8.10 | 11389.25 |
104 | 2023.12.07 14:45 | buy | 27 | 0.10 | 1.70917 | 0.00000 | 0.00000 | ||
105 | 2023.12.07 14:45 | modify | 27 | 0.10 | 1.70917 | 0.00000 | 1.72917 | ||
106 | 2023.12.12 06:33 | close | 27 | 0.10 | 1.70499 | 0.00000 | 1.72917 | -30.95 | 11358.29 |
107 | 2023.12.12 06:33 | sell | 28 | 0.10 | 1.70499 | 0.00000 | 0.00000 | ||
108 | 2023.12.12 06:33 | modify | 28 | 0.10 | 1.70499 | 0.00000 | 1.68499 | ||
109 | 2023.12.17 22:02 | modify | 28 | 0.10 | 1.70499 | 1.70349 | 1.68499 | ||
110 | 2023.12.19 12:45 | s/l | 28 | 0.10 | 1.70349 | 1.70349 | 1.68499 | 8.71 | 11367.00 |
111 | 2023.12.22 10:15 | sell | 29 | 0.10 | 1.68654 | 0.00000 | 0.00000 | ||
112 | 2023.12.22 10:15 | modify | 29 | 0.10 | 1.68654 | 0.00000 | 1.66654 | ||
113 | 2023.12.28 12:50 | close | 29 | 0.10 | 1.68821 | 0.00000 | 1.66654 | -14.17 | 11352.83 |
114 | 2023.12.28 12:50 | buy | 30 | 0.10 | 1.68821 | 0.00000 | 0.00000 | ||
115 | 2023.12.28 12:50 | modify | 30 | 0.10 | 1.68821 | 0.00000 | 1.70821 | ||
116 | 2024.01.05 15:45 | modify | 30 | 0.10 | 1.68821 | 1.68971 | 1.70821 | ||
117 | 2024.01.08 16:45 | modify | 30 | 0.10 | 1.68821 | 1.70421 | 1.70821 | ||
118 | 2024.01.08 18:15 | s/l | 30 | 0.10 | 1.70421 | 1.70421 | 1.70821 | 116.06 | 11468.90 |
119 | 2024.01.11 09:45 | buy | 31 | 0.10 | 1.70426 | 0.00000 | 0.00000 | ||
120 | 2024.01.11 09:45 | modify | 31 | 0.10 | 1.70426 | 0.00000 | 1.72426 | ||
121 | 2024.01.17 10:16 | modify | 31 | 0.10 | 1.70426 | 1.70576 | 1.72426 | ||
122 | 2024.01.19 16:20 | s/l | 31 | 0.10 | 1.70576 | 1.70576 | 1.72426 | 10.04 | 11478.94 |
123 | 2024.01.22 04:26 | sell | 32 | 0.10 | 1.70830 | 0.00000 | 0.00000 | ||
124 | 2024.01.22 04:26 | modify | 32 | 0.10 | 1.70830 | 0.00000 | 1.68830 | ||
125 | 2024.02.05 11:40 | modify | 32 | 0.10 | 1.70830 | 1.70680 | 1.68830 | ||
126 | 2024.02.07 13:20 | close | 32 | 0.10 | 1.69991 | 1.70680 | 1.68830 | 56.21 | 11535.15 |
127 | 2024.02.07 13:20 | buy | 33 | 0.10 | 1.69991 | 0.00000 | 0.00000 | ||
128 | 2024.02.07 13:20 | modify | 33 | 0.10 | 1.69991 | 0.00000 | 1.71991 | ||
129 | 2024.02.08 08:15 | close | 33 | 0.10 | 1.69996 | 0.00000 | 1.71991 | 0.01 | 11535.16 |
130 | 2024.02.08 08:15 | sell | 34 | 0.10 | 1.69996 | 0.00000 | 0.00000 | ||
131 | 2024.02.08 08:15 | modify | 34 | 0.10 | 1.69996 | 0.00000 | 1.67996 | ||
132 | 2024.02.20 05:46 | close | 34 | 0.10 | 1.69961 | 0.00000 | 1.67996 | -0.69 | 11534.47 |
133 | 2024.02.20 05:46 | buy | 35 | 0.10 | 1.69961 | 0.00000 | 0.00000 | ||
134 | 2024.02.20 05:46 | modify | 35 | 0.10 | 1.69961 | 0.00000 | 1.71961 | ||
135 | 2024.02.20 15:03 | modify | 35 | 0.10 | 1.69961 | 1.70111 | 1.71961 | ||
136 | 2024.02.28 10:50 | modify | 35 | 0.10 | 1.69961 | 1.71561 | 1.71961 | ||
137 | 2024.02.28 14:02 | s/l | 35 | 0.10 | 1.71561 | 1.71561 | 1.71961 | 116.18 | 11650.65 |
138 | 2024.03.15 12:45 | buy | 36 | 0.10 | 1.72514 | 0.00000 | 0.00000 | ||
139 | 2024.03.15 12:45 | modify | 36 | 0.10 | 1.72514 | 0.00000 | 1.74514 | ||
140 | 2024.03.18 08:50 | close | 36 | 0.10 | 1.72413 | 0.00000 | 1.74514 | -7.51 | 11643.14 |
141 | 2024.03.18 08:50 | sell | 37 | 0.10 | 1.72413 | 0.00000 | 0.00000 | ||
142 | 2024.03.18 08:50 | modify | 37 | 0.10 | 1.72413 | 0.00000 | 1.70413 | ||
143 | 2024.03.21 17:32 | modify | 37 | 0.10 | 1.72413 | 1.72263 | 1.70413 | ||
144 | 2024.04.01 14:45 | modify | 37 | 0.10 | 1.72413 | 1.70813 | 1.70413 | ||
145 | 2024.04.01 15:40 | t/p | 37 | 0.10 | 1.70413 | 1.70813 | 1.70413 | 141.83 | 11784.98 |
146 | 2024.04.02 21:15 | buy | 38 | 0.10 | 1.70569 | 0.00000 | 0.00000 | ||
147 | 2024.04.02 21:15 | modify | 38 | 0.10 | 1.70569 | 0.00000 | 1.72569 | ||
148 | 2024.04.05 13:45 | modify | 38 | 0.10 | 1.70569 | 1.70719 | 1.72569 | ||
149 | 2024.04.09 14:50 | modify | 38 | 0.10 | 1.70569 | 1.72169 | 1.72569 | ||
150 | 2024.04.09 15:20 | s/l | 38 | 0.10 | 1.72169 | 1.72169 | 1.72569 | 116.30 | 11901.28 |
151 | 2024.04.26 08:15 | sell | 39 | 0.10 | 1.70796 | 0.00000 | 0.00000 | ||
152 | 2024.04.26 08:15 | modify | 39 | 0.10 | 1.70796 | 0.00000 | 1.68796 | ||
153 | 2024.04.30 12:33 | close | 39 | 0.10 | 1.71406 | 0.00000 | 1.68796 | -45.30 | 11855.98 |
154 | 2024.04.30 12:33 | buy | 40 | 0.10 | 1.71406 | 0.00000 | 0.00000 | ||
155 | 2024.04.30 12:33 | modify | 40 | 0.10 | 1.71406 | 0.00000 | 1.73406 | ||
156 | 2024.04.30 23:59 | close at stop | 40 | 0.10 | 1.71907 | 0.00000 | 1.73406 | 36.68 | 11892.66 |