Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.07.02 20:00 - 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=11; RSI_OBSLevels=9; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=18; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=120; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=15; TSMHelp="------------------------------------"; TrailingStart=120; TrailingStop=140; TrailingStep=35; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=5; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2603 | Ticks modelled | 78777 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 1685.95 | Gross profit | 1823.46 | Gross loss | -137.51 |
Profit factor | 13.26 | Expected payoff | 70.25 | ||
Absolute drawdown | 3.74 | Maximal drawdown | 323.60 (2.83%) | Relative drawdown | 2.83% (323.60) |
Total trades | 24 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 16 (93.75%) |
Profit trades (% of total) | 21 (87.50%) | Loss trades (% of total) | 3 (12.50%) | ||
Largest | profit trade | 88.00 | loss trade | -51.36 | |
Average | profit trade | 86.83 | loss trade | -45.84 | |
Maximum | consecutive wins (profit in money) | 12 (1043.80) | consecutive losses (loss in money) | 1 (-51.36) | |
Maximal | consecutive profit (count of wins) | 1043.80 (12) | consecutive loss (count of losses) | -51.36 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.03 21:00 | buy | 1 | 0.10 | 1.67910 | 0.00000 | 0.00000 | ||
2 | 2023.07.03 21:00 | modify | 1 | 0.10 | 1.67910 | 0.00000 | 1.69110 | ||
3 | 2023.07.06 07:30 | t/p | 1 | 0.10 | 1.69110 | 0.00000 | 1.69110 | 87.41 | 10087.41 |
4 | 2023.07.10 11:40 | buy | 2 | 0.10 | 1.69751 | 0.00000 | 0.00000 | ||
5 | 2023.07.10 11:40 | modify | 2 | 0.10 | 1.69751 | 0.00000 | 1.70951 | ||
6 | 2023.07.11 06:30 | t/p | 2 | 0.10 | 1.70951 | 0.00000 | 1.70951 | 87.88 | 10175.29 |
7 | 2023.08.09 18:20 | buy | 3 | 0.10 | 1.70795 | 0.00000 | 0.00000 | ||
8 | 2023.08.09 18:20 | modify | 3 | 0.10 | 1.70795 | 0.00000 | 1.71995 | ||
9 | 2023.08.16 08:40 | t/p | 3 | 0.10 | 1.71995 | 0.00000 | 1.71995 | 87.18 | 10262.46 |
10 | 2023.08.21 08:20 | buy | 4 | 0.10 | 1.72238 | 0.00000 | 0.00000 | ||
11 | 2023.08.21 08:20 | modify | 4 | 0.10 | 1.72238 | 0.00000 | 1.73438 | ||
12 | 2023.08.25 14:05 | close | 4 | 0.10 | 1.71750 | 0.00000 | 1.73438 | -36.50 | 10225.96 |
13 | 2023.08.25 14:05 | sell | 5 | 0.10 | 1.71750 | 0.00000 | 0.00000 | ||
14 | 2023.08.25 14:05 | modify | 5 | 0.10 | 1.71750 | 0.00000 | 1.70550 | ||
15 | 2023.09.06 14:40 | t/p | 5 | 0.10 | 1.70550 | 0.00000 | 1.70550 | 84.70 | 10310.66 |
16 | 2023.09.11 14:15 | sell | 6 | 0.10 | 1.70503 | 0.00000 | 0.00000 | ||
17 | 2023.09.11 14:15 | modify | 6 | 0.10 | 1.70503 | 0.00000 | 1.69303 | ||
18 | 2023.09.12 11:15 | t/p | 6 | 0.10 | 1.69303 | 0.00000 | 1.69303 | 87.66 | 10398.32 |
19 | 2023.09.28 08:40 | sell | 7 | 0.10 | 1.64409 | 0.00000 | 0.00000 | ||
20 | 2023.09.28 08:40 | modify | 7 | 0.10 | 1.64409 | 0.00000 | 1.63209 | ||
21 | 2023.10.02 21:33 | close | 7 | 0.10 | 1.65077 | 0.00000 | 1.63209 | -49.64 | 10348.68 |
22 | 2023.10.02 21:33 | buy | 8 | 0.10 | 1.65077 | 0.00000 | 0.00000 | ||
23 | 2023.10.02 21:33 | modify | 8 | 0.10 | 1.65077 | 0.00000 | 1.66277 | ||
24 | 2023.10.04 10:40 | t/p | 8 | 0.10 | 1.66277 | 0.00000 | 1.66277 | 87.76 | 10436.44 |
25 | 2023.10.06 12:40 | buy | 9 | 0.10 | 1.66108 | 0.00000 | 0.00000 | ||
26 | 2023.10.06 12:40 | modify | 9 | 0.10 | 1.66108 | 0.00000 | 1.67308 | ||
27 | 2023.10.06 14:33 | t/p | 9 | 0.10 | 1.67308 | 0.00000 | 1.67308 | 88.00 | 10524.44 |
28 | 2023.10.08 21:06 | buy | 10 | 0.10 | 1.66729 | 0.00000 | 0.00000 | ||
29 | 2023.10.08 21:06 | modify | 10 | 0.10 | 1.66729 | 0.00000 | 1.67929 | ||
30 | 2023.10.27 13:20 | t/p | 10 | 0.10 | 1.67929 | 0.00000 | 1.67929 | 85.50 | 10609.94 |
31 | 2023.11.01 12:40 | buy | 11 | 0.10 | 1.68150 | 0.00000 | 0.00000 | ||
32 | 2023.11.01 12:40 | modify | 11 | 0.10 | 1.68150 | 0.00000 | 1.69350 | ||
33 | 2023.11.03 17:33 | t/p | 11 | 0.10 | 1.69350 | 0.00000 | 1.69350 | 87.52 | 10697.47 |
34 | 2023.11.09 11:30 | buy | 12 | 0.10 | 1.69144 | 0.00000 | 0.00000 | ||
35 | 2023.11.09 11:30 | modify | 12 | 0.10 | 1.69144 | 0.00000 | 1.70344 | ||
36 | 2023.11.14 13:30 | t/p | 12 | 0.10 | 1.70344 | 0.00000 | 1.70344 | 87.64 | 10785.11 |
37 | 2023.11.22 15:30 | buy | 13 | 0.10 | 1.71360 | 0.00000 | 0.00000 | ||
38 | 2023.11.22 15:30 | modify | 13 | 0.10 | 1.71360 | 0.00000 | 1.72560 | ||
39 | 2023.11.28 15:40 | t/p | 13 | 0.10 | 1.72560 | 0.00000 | 1.72560 | 87.29 | 10872.40 |
40 | 2023.12.07 09:40 | sell | 14 | 0.10 | 1.71039 | 0.00000 | 0.00000 | ||
41 | 2023.12.07 09:40 | modify | 14 | 0.10 | 1.71039 | 0.00000 | 1.69839 | ||
42 | 2023.12.13 14:40 | t/p | 14 | 0.10 | 1.69839 | 0.00000 | 1.69839 | 86.67 | 10959.07 |
43 | 2023.12.22 11:30 | sell | 15 | 0.10 | 1.69070 | 0.00000 | 0.00000 | ||
44 | 2023.12.22 11:30 | modify | 15 | 0.10 | 1.69070 | 0.00000 | 1.67870 | ||
45 | 2023.12.26 13:40 | t/p | 15 | 0.10 | 1.67870 | 0.00000 | 1.67870 | 87.33 | 11046.40 |
46 | 2024.01.11 13:40 | buy | 16 | 0.10 | 1.70071 | 0.00000 | 0.00000 | ||
47 | 2024.01.11 13:40 | modify | 16 | 0.10 | 1.70071 | 0.00000 | 1.71271 | ||
48 | 2024.01.17 08:30 | t/p | 16 | 0.10 | 1.71271 | 0.00000 | 1.71271 | 87.52 | 11133.92 |
49 | 2024.01.22 13:20 | sell | 17 | 0.10 | 1.70897 | 0.00000 | 0.00000 | ||
50 | 2024.01.22 13:20 | modify | 17 | 0.10 | 1.70897 | 0.00000 | 1.69697 | ||
51 | 2024.02.05 11:40 | t/p | 17 | 0.10 | 1.69697 | 0.00000 | 1.69697 | 83.38 | 11217.31 |
52 | 2024.02.29 15:40 | buy | 18 | 0.10 | 1.71475 | 0.00000 | 0.00000 | ||
53 | 2024.02.29 15:40 | modify | 18 | 0.10 | 1.71475 | 0.00000 | 1.72675 | ||
54 | 2024.03.05 15:40 | t/p | 18 | 0.10 | 1.72675 | 0.00000 | 1.72675 | 87.64 | 11304.95 |
55 | 2024.03.06 14:40 | buy | 19 | 0.10 | 1.72207 | 0.00000 | 0.00000 | ||
56 | 2024.03.06 14:40 | modify | 19 | 0.10 | 1.72207 | 0.00000 | 1.73407 | ||
57 | 2024.03.08 20:40 | t/p | 19 | 0.10 | 1.73407 | 0.00000 | 1.73407 | 87.53 | 11392.48 |
58 | 2024.04.01 12:40 | sell | 20 | 0.10 | 1.71080 | 0.00000 | 0.00000 | ||
59 | 2024.04.01 12:40 | modify | 20 | 0.10 | 1.71080 | 0.00000 | 1.69880 | ||
60 | 2024.04.10 13:30 | close | 20 | 0.10 | 1.71740 | 0.00000 | 1.69880 | -51.36 | 11341.12 |
61 | 2024.04.10 13:30 | buy | 21 | 0.10 | 1.71740 | 0.00000 | 0.00000 | ||
62 | 2024.04.10 13:30 | modify | 21 | 0.10 | 1.71740 | 0.00000 | 1.72940 | ||
63 | 2024.05.17 15:40 | t/p | 21 | 0.10 | 1.72940 | 0.00000 | 1.72940 | 83.37 | 11424.49 |
64 | 2024.05.24 16:40 | buy | 22 | 0.10 | 1.73924 | 0.00000 | 0.00000 | ||
65 | 2024.05.24 16:40 | modify | 22 | 0.10 | 1.73924 | 0.00000 | 1.75124 | ||
66 | 2024.06.05 13:30 | t/p | 22 | 0.10 | 1.75124 | 0.00000 | 1.75124 | 86.81 | 11511.30 |
67 | 2024.06.07 06:05 | buy | 23 | 0.10 | 1.74774 | 0.00000 | 0.00000 | ||
68 | 2024.06.07 06:05 | modify | 23 | 0.10 | 1.74774 | 0.00000 | 1.75974 | ||
69 | 2024.06.12 12:40 | t/p | 23 | 0.10 | 1.75974 | 0.00000 | 1.75974 | 87.64 | 11598.94 |
70 | 2024.06.19 06:30 | sell | 24 | 0.10 | 1.74550 | 0.00000 | 0.00000 | ||
71 | 2024.06.19 06:30 | modify | 24 | 0.10 | 1.74550 | 0.00000 | 1.73350 | ||
72 | 2024.06.20 19:40 | t/p | 24 | 0.10 | 1.73350 | 0.00000 | 1.73350 | 87.01 | 11685.95 |