Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01) | ||||
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=10; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=140; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=70; BreakEvenLockin=5; TSMHelp="------------------------------------"; TrailingStart=100; TrailingStop=200; TrailingStep=5; DSHelp="------------------------------------"; DynamicStop_Start=200; DynamicStop_Step=10; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 79427 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 1450.36 | Gross profit | 1450.92 | Gross loss | -0.56 |
Profit factor | 2581.24 | Expected payoff | 63.06 | ||
Absolute drawdown | 138.61 | Maximal drawdown | 279.20 (2.43%) | Relative drawdown | 2.43% (279.20) |
Total trades | 23 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 14 (100.00%) |
Profit trades (% of total) | 22 (95.65%) | Loss trades (% of total) | 1 (4.35%) | ||
Largest | profit trade | 102.36 | loss trade | -0.56 | |
Average | profit trade | 65.95 | loss trade | -0.56 | |
Maximum | consecutive wins (profit in money) | 16 (1132.78) | consecutive losses (loss in money) | 1 (-0.56) | |
Maximal | consecutive profit (count of wins) | 1132.78 (16) | consecutive loss (count of losses) | -0.56 (1) | |
Average | consecutive wins | 11 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.02 14:20 | sell | 1 | 0.10 | 1.69624 | 0.00000 | 0.00000 | ||
2 | 2023.05.02 14:20 | modify | 1 | 0.10 | 1.69624 | 0.00000 | 1.68224 | ||
3 | 2023.05.07 21:15 | modify | 1 | 0.10 | 1.69624 | 1.69574 | 1.68224 | ||
4 | 2023.05.16 06:40 | t/p | 1 | 0.10 | 1.68224 | 1.69574 | 1.68224 | 97.92 | 10097.92 |
5 | 2023.06.14 07:40 | buy | 2 | 0.10 | 1.67666 | 0.00000 | 0.00000 | ||
6 | 2023.06.14 07:40 | modify | 2 | 0.10 | 1.67666 | 0.00000 | 1.69066 | ||
7 | 2023.06.14 12:20 | modify | 2 | 0.10 | 1.67666 | 1.67716 | 1.69066 | ||
8 | 2023.06.16 00:20 | t/p | 2 | 0.10 | 1.69066 | 1.67716 | 1.69066 | 102.02 | 10199.94 |
9 | 2023.06.22 11:30 | sell | 3 | 0.10 | 1.68505 | 0.00000 | 0.00000 | ||
10 | 2023.06.22 11:30 | modify | 3 | 0.10 | 1.68505 | 0.00000 | 1.67105 | ||
11 | 2023.06.22 12:40 | modify | 3 | 0.10 | 1.68505 | 1.68455 | 1.67105 | ||
12 | 2023.06.26 11:40 | t/p | 3 | 0.10 | 1.67105 | 1.68455 | 1.67105 | 101.82 | 10301.76 |
13 | 2023.07.03 21:00 | buy | 4 | 0.10 | 1.67910 | 0.00000 | 0.00000 | ||
14 | 2023.07.03 21:00 | modify | 4 | 0.10 | 1.67910 | 0.00000 | 1.69310 | ||
15 | 2023.07.05 08:30 | modify | 4 | 0.10 | 1.67910 | 1.67960 | 1.69310 | ||
16 | 2023.07.06 10:20 | t/p | 4 | 0.10 | 1.69310 | 1.67960 | 1.69310 | 101.90 | 10403.67 |
17 | 2023.07.10 10:30 | buy | 5 | 0.10 | 1.70021 | 0.00000 | 0.00000 | ||
18 | 2023.07.10 10:30 | modify | 5 | 0.10 | 1.70021 | 0.00000 | 1.71421 | ||
19 | 2023.07.10 18:40 | modify | 5 | 0.10 | 1.70021 | 1.70071 | 1.71421 | ||
20 | 2023.07.11 10:30 | t/p | 5 | 0.10 | 1.71421 | 1.70071 | 1.71421 | 102.36 | 10506.03 |
21 | 2023.07.21 20:40 | sell | 6 | 0.10 | 1.70020 | 0.00000 | 0.00000 | ||
22 | 2023.07.21 20:40 | modify | 6 | 0.10 | 1.70020 | 0.00000 | 1.68620 | ||
23 | 2023.07.24 08:40 | modify | 6 | 0.10 | 1.70020 | 1.69970 | 1.68620 | ||
24 | 2023.07.24 21:40 | t/p | 6 | 0.10 | 1.68620 | 1.69970 | 1.68620 | 102.15 | 10608.17 |
25 | 2023.08.09 09:40 | buy | 7 | 0.10 | 1.70841 | 0.00000 | 0.00000 | ||
26 | 2023.08.09 09:40 | modify | 7 | 0.10 | 1.70841 | 0.00000 | 1.72241 | ||
27 | 2023.08.15 09:40 | modify | 7 | 0.10 | 1.70841 | 1.70891 | 1.72241 | ||
28 | 2023.08.16 14:30 | t/p | 7 | 0.10 | 1.72241 | 1.70891 | 1.72241 | 101.67 | 10709.84 |
29 | 2023.08.18 11:05 | buy | 8 | 0.10 | 1.72170 | 0.00000 | 0.00000 | ||
30 | 2023.08.18 11:05 | modify | 8 | 0.10 | 1.72170 | 0.00000 | 1.73570 | ||
31 | 2023.08.21 16:30 | modify | 8 | 0.10 | 1.72170 | 1.72220 | 1.73570 | ||
32 | 2023.08.23 08:30 | s/l | 8 | 0.10 | 1.72220 | 1.72220 | 1.73570 | 3.31 | 10713.15 |
33 | 2023.09.11 08:05 | sell | 9 | 0.10 | 1.70428 | 0.00000 | 0.00000 | ||
34 | 2023.09.11 08:05 | modify | 9 | 0.10 | 1.70428 | 0.00000 | 1.69028 | ||
35 | 2023.09.11 21:15 | modify | 9 | 0.10 | 1.70428 | 1.70378 | 1.69028 | ||
36 | 2023.09.12 13:40 | t/p | 9 | 0.10 | 1.69028 | 1.70378 | 1.69028 | 102.15 | 10815.30 |
37 | 2023.09.27 09:40 | sell | 10 | 0.10 | 1.64510 | 0.00000 | 0.00000 | ||
38 | 2023.09.27 09:40 | modify | 10 | 0.10 | 1.64510 | 0.00000 | 1.63110 | ||
39 | 2023.09.27 16:40 | modify | 10 | 0.10 | 1.64510 | 1.64460 | 1.63110 | ||
40 | 2023.09.28 09:20 | s/l | 10 | 0.10 | 1.64460 | 1.64460 | 1.63110 | 2.69 | 10817.98 |
41 | 2023.10.02 21:06 | buy | 11 | 0.10 | 1.65227 | 0.00000 | 0.00000 | ||
42 | 2023.10.02 21:06 | modify | 11 | 0.10 | 1.65227 | 0.00000 | 1.66627 | ||
43 | 2023.10.04 09:20 | modify | 11 | 0.10 | 1.65227 | 1.65277 | 1.66627 | ||
44 | 2023.10.04 12:30 | t/p | 11 | 0.10 | 1.66627 | 1.65277 | 1.66627 | 102.25 | 10920.23 |
45 | 2023.11.02 08:30 | buy | 12 | 0.10 | 1.68362 | 0.00000 | 0.00000 | ||
46 | 2023.11.02 08:30 | modify | 12 | 0.10 | 1.68362 | 0.00000 | 1.69762 | ||
47 | 2023.11.03 14:40 | modify | 12 | 0.10 | 1.68362 | 1.68412 | 1.69762 | ||
48 | 2023.11.08 18:15 | t/p | 12 | 0.10 | 1.69762 | 1.68412 | 1.69762 | 102.02 | 11022.25 |
49 | 2023.11.22 14:40 | buy | 13 | 0.10 | 1.71563 | 0.00000 | 0.00000 | ||
50 | 2023.11.22 14:40 | modify | 13 | 0.10 | 1.71563 | 0.00000 | 1.72963 | ||
51 | 2023.11.27 12:30 | modify | 13 | 0.10 | 1.71563 | 1.71613 | 1.72963 | ||
52 | 2023.11.28 07:20 | s/l | 13 | 0.10 | 1.71613 | 1.71613 | 1.72963 | 2.96 | 11025.20 |
53 | 2023.12.12 10:30 | sell | 14 | 0.10 | 1.70601 | 0.00000 | 0.00000 | ||
54 | 2023.12.12 10:30 | modify | 14 | 0.10 | 1.70601 | 0.00000 | 1.69201 | ||
55 | 2023.12.13 14:30 | modify | 14 | 0.10 | 1.70601 | 1.70551 | 1.69201 | ||
56 | 2023.12.13 19:33 | s/l | 14 | 0.10 | 1.70551 | 1.70551 | 1.69201 | 3.34 | 11028.54 |
57 | 2023.12.22 07:40 | sell | 15 | 0.10 | 1.68883 | 0.00000 | 0.00000 | ||
58 | 2023.12.22 07:40 | modify | 15 | 0.10 | 1.68883 | 0.00000 | 1.67483 | ||
59 | 2023.12.25 02:00 | modify | 15 | 0.10 | 1.68883 | 1.68833 | 1.67483 | ||
60 | 2023.12.27 15:59 | s/l | 15 | 0.10 | 1.68833 | 1.68833 | 1.67483 | 2.69 | 11031.22 |
61 | 2023.12.28 13:20 | buy | 16 | 0.10 | 1.68684 | 0.00000 | 0.00000 | ||
62 | 2023.12.28 13:20 | modify | 16 | 0.10 | 1.68684 | 0.00000 | 1.70084 | ||
63 | 2024.01.04 09:30 | modify | 16 | 0.10 | 1.68684 | 1.68734 | 1.70084 | ||
64 | 2024.01.05 15:33 | t/p | 16 | 0.10 | 1.70084 | 1.68734 | 1.70084 | 101.55 | 11132.78 |
65 | 2024.01.22 12:40 | sell | 17 | 0.10 | 1.70824 | 0.00000 | 0.00000 | ||
66 | 2024.01.22 12:40 | modify | 17 | 0.10 | 1.70824 | 0.00000 | 1.69424 | ||
67 | 2024.01.30 08:40 | modify | 17 | 0.10 | 1.70824 | 1.70774 | 1.69424 | ||
68 | 2024.02.02 08:20 | s/l | 17 | 0.10 | 1.70774 | 1.70774 | 1.69424 | -0.56 | 11132.21 |
69 | 2024.02.02 13:30 | buy | 18 | 0.10 | 1.70402 | 0.00000 | 0.00000 | ||
70 | 2024.02.02 13:30 | modify | 18 | 0.10 | 1.70402 | 0.00000 | 1.71802 | ||
71 | 2024.02.13 17:40 | modify | 18 | 0.10 | 1.70402 | 1.70452 | 1.71802 | ||
72 | 2024.02.14 07:30 | s/l | 18 | 0.10 | 1.70452 | 1.70452 | 1.71802 | 2.49 | 11134.70 |
73 | 2024.02.19 09:40 | buy | 19 | 0.10 | 1.69893 | 0.00000 | 0.00000 | ||
74 | 2024.02.19 09:40 | modify | 19 | 0.10 | 1.69893 | 0.00000 | 1.71293 | ||
75 | 2024.02.20 13:30 | modify | 19 | 0.10 | 1.69893 | 1.69943 | 1.71293 | ||
76 | 2024.02.20 15:33 | t/p | 19 | 0.10 | 1.71293 | 1.69943 | 1.71293 | 102.36 | 11237.06 |
77 | 2024.02.22 14:20 | buy | 20 | 0.10 | 1.70456 | 0.00000 | 0.00000 | ||
78 | 2024.02.22 14:20 | modify | 20 | 0.10 | 1.70456 | 0.00000 | 1.71856 | ||
79 | 2024.02.23 15:30 | modify | 20 | 0.10 | 1.70456 | 1.70506 | 1.71856 | ||
80 | 2024.02.28 12:30 | t/p | 20 | 0.10 | 1.71856 | 1.70506 | 1.71856 | 102.02 | 11339.08 |
81 | 2024.02.29 13:40 | buy | 21 | 0.10 | 1.71604 | 0.00000 | 0.00000 | ||
82 | 2024.02.29 13:40 | modify | 21 | 0.10 | 1.71604 | 0.00000 | 1.73004 | ||
83 | 2024.03.04 15:40 | modify | 21 | 0.10 | 1.71604 | 1.71654 | 1.73004 | ||
84 | 2024.03.08 13:40 | t/p | 21 | 0.10 | 1.73004 | 1.71654 | 1.73004 | 101.54 | 11440.62 |
85 | 2024.04.01 12:30 | sell | 22 | 0.10 | 1.71033 | 0.00000 | 0.00000 | ||
86 | 2024.04.01 12:30 | modify | 22 | 0.10 | 1.71033 | 0.00000 | 1.69633 | ||
87 | 2024.04.01 15:40 | modify | 22 | 0.10 | 1.71033 | 1.70983 | 1.69633 | ||
88 | 2024.04.03 16:20 | s/l | 22 | 0.10 | 1.70983 | 1.70983 | 1.69633 | 3.00 | 11443.62 |
89 | 2024.04.10 13:20 | buy | 23 | 0.10 | 1.71930 | 0.00000 | 0.00000 | ||
90 | 2024.04.10 13:20 | modify | 23 | 0.10 | 1.71930 | 0.00000 | 1.73330 | ||
91 | 2024.04.30 23:59 | close at stop | 23 | 0.10 | 1.72054 | 0.00000 | 1.73330 | 6.73 | 11450.36 |