Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=3; RSI_OBSLevels=1; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=12; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=160; TakeProfit=200; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=35; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 7200 | Ticks modelled | 155638 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 3744.76 | Gross profit | 3976.84 | Gross loss | -232.08 |
Profit factor | 17.14 | Expected payoff | 101.21 | ||
Absolute drawdown | 46.40 | Maximal drawdown | 315.19 (2.47%) | Relative drawdown | 2.47% (315.19) |
Total trades | 37 | Short positions (won %) | 19 (94.74%) | Long positions (won %) | 18 (83.33%) |
Profit trades (% of total) | 33 (89.19%) | Loss trades (% of total) | 4 (10.81%) | ||
Largest | profit trade | 199.87 | loss trade | -163.72 | |
Average | profit trade | 120.51 | loss trade | -58.02 | |
Maximum | consecutive wins (profit in money) | 19 (2331.24) | consecutive losses (loss in money) | 2 (-179.98) | |
Maximal | consecutive profit (count of wins) | 2331.24 (19) | consecutive loss (count of losses) | -179.98 (2) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.18 08:02 | sell | 1 | 0.10 | 1.30821 | 0.00000 | 0.00000 | ||
2 | 2023.07.18 08:02 | modify | 1 | 0.10 | 1.30821 | 1.32421 | 1.28821 | ||
3 | 2023.07.19 14:20 | t/p | 1 | 0.10 | 1.28821 | 1.32421 | 1.28821 | 199.87 | 10199.87 |
4 | 2023.07.19 16:02 | buy | 2 | 0.10 | 1.29065 | 0.00000 | 0.00000 | ||
5 | 2023.07.19 16:02 | modify | 2 | 0.10 | 1.29065 | 1.27465 | 1.31065 | ||
6 | 2023.07.21 07:40 | close | 2 | 0.10 | 1.28821 | 1.27465 | 1.31065 | -25.12 | 10174.75 |
7 | 2023.07.21 07:40 | sell | 3 | 0.10 | 1.28821 | 0.00000 | 0.00000 | ||
8 | 2023.07.21 07:40 | modify | 3 | 0.10 | 1.28821 | 1.30421 | 1.26821 | ||
9 | 2023.07.28 01:20 | close | 3 | 0.10 | 1.28006 | 1.30421 | 1.26821 | 80.57 | 10255.32 |
10 | 2023.07.28 01:20 | buy | 4 | 0.10 | 1.28006 | 0.00000 | 0.00000 | ||
11 | 2023.07.28 01:20 | modify | 4 | 0.10 | 1.28006 | 1.26406 | 1.30006 | ||
12 | 2023.07.28 17:15 | close | 4 | 0.10 | 1.28619 | 1.26406 | 1.30006 | 61.30 | 10316.62 |
13 | 2023.07.28 17:15 | sell | 5 | 0.10 | 1.28619 | 0.00000 | 0.00000 | ||
14 | 2023.07.28 17:15 | modify | 5 | 0.10 | 1.28619 | 1.30219 | 1.26619 | ||
15 | 2023.08.01 18:10 | close | 5 | 0.10 | 1.27661 | 1.30219 | 1.26619 | 95.53 | 10412.15 |
16 | 2023.08.01 18:10 | buy | 6 | 0.10 | 1.27661 | 0.00000 | 0.00000 | ||
17 | 2023.08.01 18:10 | modify | 6 | 0.10 | 1.27661 | 1.26061 | 1.29661 | ||
18 | 2023.08.22 08:50 | close | 6 | 0.10 | 1.27779 | 1.26061 | 1.29661 | 8.04 | 10420.20 |
19 | 2023.08.22 08:50 | sell | 7 | 0.10 | 1.27779 | 0.00000 | 0.00000 | ||
20 | 2023.08.22 08:50 | modify | 7 | 0.10 | 1.27779 | 1.29379 | 1.25779 | ||
21 | 2023.08.25 02:16 | t/p | 7 | 0.10 | 1.25779 | 1.29379 | 1.25779 | 199.34 | 10619.53 |
22 | 2023.09.07 14:40 | buy | 8 | 0.10 | 1.24696 | 0.00000 | 0.00000 | ||
23 | 2023.09.07 14:40 | modify | 8 | 0.10 | 1.24696 | 1.23096 | 1.26696 | ||
24 | 2023.09.11 10:20 | close | 8 | 0.10 | 1.25181 | 1.23096 | 1.26696 | 48.14 | 10667.67 |
25 | 2023.09.11 10:20 | sell | 9 | 0.10 | 1.25181 | 0.00000 | 0.00000 | ||
26 | 2023.09.11 10:20 | modify | 9 | 0.10 | 1.25181 | 1.26781 | 1.23181 | ||
27 | 2023.09.12 13:50 | close | 9 | 0.10 | 1.24778 | 1.26781 | 1.23181 | 40.17 | 10707.84 |
28 | 2023.09.12 13:50 | buy | 10 | 0.10 | 1.24778 | 0.00000 | 0.00000 | ||
29 | 2023.09.12 13:50 | modify | 10 | 0.10 | 1.24778 | 1.23178 | 1.26778 | ||
30 | 2023.09.13 01:50 | close | 10 | 0.10 | 1.24881 | 1.23178 | 1.26778 | 10.12 | 10717.96 |
31 | 2023.09.13 01:50 | sell | 11 | 0.10 | 1.24881 | 0.00000 | 0.00000 | ||
32 | 2023.09.13 01:50 | modify | 11 | 0.10 | 1.24881 | 1.26481 | 1.22881 | ||
33 | 2023.09.21 10:02 | t/p | 11 | 0.10 | 1.22881 | 1.26481 | 1.22881 | 198.67 | 10916.63 |
34 | 2023.09.29 11:50 | sell | 12 | 0.10 | 1.22494 | 0.00000 | 0.00000 | ||
35 | 2023.09.29 11:50 | modify | 12 | 0.10 | 1.22494 | 1.24094 | 1.20494 | ||
36 | 2023.10.03 06:15 | close | 12 | 0.10 | 1.20746 | 1.24094 | 1.20494 | 174.53 | 11091.17 |
37 | 2023.10.03 06:15 | buy | 13 | 0.10 | 1.20746 | 0.00000 | 0.00000 | ||
38 | 2023.10.03 06:15 | modify | 13 | 0.10 | 1.20746 | 1.19146 | 1.22746 | ||
39 | 2023.10.10 08:46 | t/p | 13 | 0.10 | 1.22746 | 1.19146 | 1.22746 | 198.75 | 11289.91 |
40 | 2023.10.17 11:15 | buy | 14 | 0.10 | 1.21754 | 0.00000 | 0.00000 | ||
41 | 2023.10.17 11:15 | modify | 14 | 0.10 | 1.21754 | 1.20154 | 1.23754 | ||
42 | 2023.10.24 06:02 | close | 14 | 0.10 | 1.22633 | 1.20154 | 1.23754 | 86.65 | 11376.56 |
43 | 2023.10.24 06:02 | sell | 15 | 0.10 | 1.22633 | 0.00000 | 0.00000 | ||
44 | 2023.10.24 06:02 | modify | 15 | 0.10 | 1.22633 | 1.24233 | 1.20633 | ||
45 | 2023.10.26 05:07 | close | 15 | 0.10 | 1.20893 | 1.24233 | 1.20633 | 173.47 | 11550.03 |
46 | 2023.10.26 05:07 | buy | 16 | 0.10 | 1.20893 | 0.00000 | 0.00000 | ||
47 | 2023.10.26 05:07 | modify | 16 | 0.10 | 1.20893 | 1.19293 | 1.22893 | ||
48 | 2023.11.03 12:40 | t/p | 16 | 0.10 | 1.22893 | 1.19293 | 1.22893 | 198.57 | 11748.60 |
49 | 2023.11.07 06:02 | buy | 17 | 0.10 | 1.23383 | 0.00000 | 0.00000 | ||
50 | 2023.11.07 06:02 | modify | 17 | 0.10 | 1.23383 | 1.21783 | 1.25383 | ||
51 | 2023.11.21 03:50 | t/p | 17 | 0.10 | 1.25383 | 1.21783 | 1.25383 | 197.49 | 11946.09 |
52 | 2023.11.29 03:20 | sell | 18 | 0.10 | 1.27111 | 0.00000 | 0.00000 | ||
53 | 2023.11.29 03:20 | modify | 18 | 0.10 | 1.27111 | 1.28711 | 1.25111 | ||
54 | 2023.12.07 06:15 | close | 18 | 0.10 | 1.25560 | 1.28711 | 1.25111 | 153.77 | 12099.86 |
55 | 2023.12.07 06:15 | buy | 19 | 0.10 | 1.25560 | 0.00000 | 0.00000 | ||
56 | 2023.12.07 06:15 | modify | 19 | 0.10 | 1.25560 | 1.23960 | 1.27560 | ||
57 | 2023.12.14 15:50 | t/p | 19 | 0.10 | 1.27560 | 1.23960 | 1.27560 | 198.75 | 12298.61 |
58 | 2023.12.20 13:40 | buy | 20 | 0.10 | 1.26631 | 0.00000 | 0.00000 | ||
59 | 2023.12.20 13:40 | modify | 20 | 0.10 | 1.26631 | 1.25031 | 1.28631 | ||
60 | 2023.12.28 02:32 | close | 20 | 0.10 | 1.28020 | 1.25031 | 1.28631 | 137.11 | 12435.72 |
61 | 2023.12.28 02:32 | sell | 21 | 0.10 | 1.28020 | 0.00000 | 0.00000 | ||
62 | 2023.12.28 02:32 | modify | 21 | 0.10 | 1.28020 | 1.29620 | 1.26020 | ||
63 | 2024.01.15 15:20 | close | 21 | 0.10 | 1.27296 | 1.29620 | 1.26020 | 70.27 | 12505.99 |
64 | 2024.01.15 15:20 | buy | 22 | 0.10 | 1.27296 | 0.00000 | 0.00000 | ||
65 | 2024.01.15 15:20 | modify | 22 | 0.10 | 1.27296 | 1.25696 | 1.29296 | ||
66 | 2024.01.30 01:16 | close | 22 | 0.10 | 1.27053 | 1.25696 | 1.29296 | -26.98 | 12479.01 |
67 | 2024.01.30 01:16 | sell | 23 | 0.10 | 1.27053 | 0.00000 | 0.00000 | ||
68 | 2024.01.30 01:16 | modify | 23 | 0.10 | 1.27053 | 1.28653 | 1.25053 | ||
69 | 2024.01.31 07:26 | close | 23 | 0.10 | 1.26808 | 1.28653 | 1.25053 | 24.37 | 12503.37 |
70 | 2024.01.31 07:26 | buy | 24 | 0.10 | 1.26808 | 0.00000 | 0.00000 | ||
71 | 2024.01.31 07:26 | modify | 24 | 0.10 | 1.26808 | 1.25208 | 1.28808 | ||
72 | 2024.02.02 03:20 | close | 24 | 0.10 | 1.27461 | 1.25208 | 1.28808 | 64.58 | 12567.96 |
73 | 2024.02.02 03:20 | sell | 25 | 0.10 | 1.27461 | 0.00000 | 0.00000 | ||
74 | 2024.02.02 03:20 | modify | 25 | 0.10 | 1.27461 | 1.29061 | 1.25461 | ||
75 | 2024.02.05 03:50 | close | 25 | 0.10 | 1.26166 | 1.29061 | 1.25461 | 129.37 | 12697.33 |
76 | 2024.02.05 03:50 | buy | 26 | 0.10 | 1.26166 | 0.00000 | 0.00000 | ||
77 | 2024.02.05 03:50 | modify | 26 | 0.10 | 1.26166 | 1.24566 | 1.28166 | ||
78 | 2024.02.07 03:46 | close | 26 | 0.10 | 1.26007 | 1.24566 | 1.28166 | -16.26 | 12681.07 |
79 | 2024.02.07 03:46 | sell | 27 | 0.10 | 1.26007 | 0.00000 | 0.00000 | ||
80 | 2024.02.07 03:46 | modify | 27 | 0.10 | 1.26007 | 1.27607 | 1.24007 | ||
81 | 2024.03.06 16:50 | s/l | 27 | 0.10 | 1.27607 | 1.27607 | 1.24007 | -163.72 | 12517.35 |
82 | 2024.03.08 01:20 | sell | 28 | 0.10 | 1.28065 | 0.00000 | 0.00000 | ||
83 | 2024.03.08 01:20 | modify | 28 | 0.10 | 1.28065 | 1.29665 | 1.26065 | ||
84 | 2024.03.12 15:33 | close | 28 | 0.10 | 1.27810 | 1.29665 | 1.26065 | 25.23 | 12542.58 |
85 | 2024.03.12 15:33 | buy | 29 | 0.10 | 1.27810 | 0.00000 | 0.00000 | ||
86 | 2024.03.12 15:33 | modify | 29 | 0.10 | 1.27810 | 1.26210 | 1.29810 | ||
87 | 2024.03.21 04:20 | close | 29 | 0.10 | 1.27930 | 1.26210 | 1.29810 | 10.03 | 12552.61 |
88 | 2024.03.21 04:20 | sell | 30 | 0.10 | 1.27930 | 0.00000 | 0.00000 | ||
89 | 2024.03.21 04:20 | modify | 30 | 0.10 | 1.27930 | 1.29530 | 1.25930 | ||
90 | 2024.03.22 08:20 | t/p | 30 | 0.10 | 1.25930 | 1.29530 | 1.25930 | 199.87 | 12752.48 |
91 | 2024.03.26 11:50 | sell | 31 | 0.10 | 1.26513 | 0.00000 | 0.00000 | ||
92 | 2024.03.26 11:50 | modify | 31 | 0.10 | 1.26513 | 1.28113 | 1.24513 | ||
93 | 2024.04.12 13:20 | t/p | 31 | 0.10 | 1.24513 | 1.28113 | 1.24513 | 197.47 | 12949.95 |
94 | 2024.05.06 14:02 | sell | 32 | 0.10 | 1.25803 | 0.00000 | 0.00000 | ||
95 | 2024.05.06 14:02 | modify | 32 | 0.10 | 1.25803 | 1.27403 | 1.23803 | ||
96 | 2024.05.08 09:20 | close | 32 | 0.10 | 1.24849 | 1.27403 | 1.23803 | 95.13 | 13045.09 |
97 | 2024.05.08 09:20 | buy | 33 | 0.10 | 1.24849 | 0.00000 | 0.00000 | ||
98 | 2024.05.08 09:20 | modify | 33 | 0.10 | 1.24849 | 1.23249 | 1.26849 | ||
99 | 2024.05.15 20:20 | t/p | 33 | 0.10 | 1.26849 | 1.23249 | 1.26849 | 198.75 | 13243.84 |
100 | 2024.05.24 19:02 | sell | 34 | 0.10 | 1.27348 | 0.00000 | 0.00000 | ||
101 | 2024.05.24 19:02 | modify | 34 | 0.10 | 1.27348 | 1.28948 | 1.25348 | ||
102 | 2024.05.30 01:15 | close | 34 | 0.10 | 1.27028 | 1.28948 | 1.25348 | 31.20 | 13275.04 |
103 | 2024.05.30 01:15 | buy | 35 | 0.10 | 1.27028 | 0.00000 | 0.00000 | ||
104 | 2024.05.30 01:15 | modify | 35 | 0.10 | 1.27028 | 1.25428 | 1.29028 | ||
105 | 2024.06.04 01:45 | close | 35 | 0.10 | 1.28064 | 1.25428 | 1.29028 | 103.06 | 13378.10 |
106 | 2024.06.04 01:45 | sell | 36 | 0.10 | 1.28064 | 0.00000 | 0.00000 | ||
107 | 2024.06.04 01:45 | modify | 36 | 0.10 | 1.28064 | 1.29664 | 1.26064 | ||
108 | 2024.06.26 17:20 | close | 36 | 0.10 | 1.26361 | 1.29664 | 1.26064 | 167.38 | 13545.48 |
109 | 2024.06.26 17:20 | buy | 37 | 0.10 | 1.26361 | 0.00000 | 0.00000 | ||
110 | 2024.06.26 17:20 | modify | 37 | 0.10 | 1.26361 | 1.24761 | 1.28361 | ||
111 | 2024.06.28 20:59 | t/p | 37 | 0.10 | 1.28361 | 1.24761 | 1.28361 | 199.28 | 13744.76 |