Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=2; RSI_OBSLevels=5; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=18; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=0; TakeProfit=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=120; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; 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=17; 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 | 7238 | Ticks modelled | 156407 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 2309.29 | Gross profit | 2837.37 | Gross loss | -528.09 |
Profit factor | 5.37 | Expected payoff | 88.82 | ||
Absolute drawdown | 92.23 | Maximal drawdown | 378.43 (12.24%) | Relative drawdown | 16.41% (237.61) |
Total trades | 26 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 12 (66.67%) |
Profit trades (% of total) | 20 (76.92%) | Loss trades (% of total) | 6 (23.08%) | ||
Largest | profit trade | 444.66 | loss trade | -230.80 | |
Average | profit trade | 141.87 | loss trade | -88.01 | |
Maximum | consecutive wins (profit in money) | 7 (788.49) | consecutive losses (loss in money) | 2 (-20.95) | |
Maximal | consecutive profit (count of wins) | 788.49 (7) | consecutive loss (count of losses) | -230.80 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.06 12:40 | sell | 1 | 0.10 | 1.24101 | 0.00000 | 0.00000 | ||
2 | 2023.11.07 02:50 | close | 1 | 0.10 | 1.23437 | 0.00000 | 0.00000 | 66.31 | 1066.31 |
3 | 2023.11.07 02:50 | buy | 2 | 0.10 | 1.23437 | 0.00000 | 0.00000 | ||
4 | 2023.11.14 15:15 | modify | 2 | 0.10 | 1.23437 | 1.23437 | 0.00000 | ||
5 | 2023.12.28 02:16 | close | 2 | 0.10 | 1.28058 | 1.23437 | 0.00000 | 444.66 | 1510.97 |
6 | 2023.12.28 02:16 | sell | 3 | 0.10 | 1.28058 | 0.00000 | 0.00000 | ||
7 | 2024.01.02 11:10 | modify | 3 | 0.10 | 1.28058 | 1.28058 | 0.00000 | ||
8 | 2024.01.15 15:15 | close | 3 | 0.10 | 1.27259 | 1.28058 | 0.00000 | 78.48 | 1589.45 |
9 | 2024.01.15 15:15 | buy | 4 | 0.10 | 1.27259 | 0.00000 | 0.00000 | ||
10 | 2024.01.30 01:03 | close | 4 | 0.10 | 1.27130 | 0.00000 | 0.00000 | -17.84 | 1571.61 |
11 | 2024.01.30 01:03 | sell | 5 | 0.10 | 1.27130 | 0.00000 | 0.00000 | ||
12 | 2024.02.05 10:15 | modify | 5 | 0.10 | 1.27130 | 1.27130 | 0.00000 | ||
13 | 2024.03.05 15:03 | s/l | 5 | 0.10 | 1.27130 | 1.27130 | 0.00000 | -3.11 | 1568.50 |
14 | 2024.03.08 01:15 | sell | 6 | 0.10 | 1.28100 | 0.00000 | 0.00000 | ||
15 | 2024.03.19 08:20 | modify | 6 | 0.10 | 1.28100 | 1.28100 | 0.00000 | ||
16 | 2024.05.01 01:20 | close | 6 | 0.10 | 1.24921 | 1.28100 | 0.00000 | 313.27 | 1881.77 |
17 | 2024.05.01 01:20 | buy | 7 | 0.10 | 1.24921 | 0.00000 | 0.00000 | ||
18 | 2024.05.03 12:40 | modify | 7 | 0.10 | 1.24921 | 1.24921 | 0.00000 | ||
19 | 2024.05.06 13:45 | close | 7 | 0.10 | 1.25823 | 1.24921 | 0.00000 | 88.56 | 1970.33 |
20 | 2024.05.06 13:45 | sell | 8 | 0.10 | 1.25823 | 0.00000 | 0.00000 | ||
21 | 2024.05.07 10:20 | close | 8 | 0.10 | 1.25422 | 0.00000 | 0.00000 | 40.01 | 2010.34 |
22 | 2024.05.07 10:20 | buy | 9 | 0.10 | 1.25422 | 0.00000 | 0.00000 | ||
23 | 2024.05.15 12:50 | modify | 9 | 0.10 | 1.25422 | 1.25422 | 0.00000 | ||
24 | 2024.05.24 16:50 | close | 9 | 0.10 | 1.27324 | 1.25422 | 0.00000 | 183.95 | 2194.29 |
25 | 2024.05.24 16:50 | sell | 10 | 0.10 | 1.27324 | 0.00000 | 0.00000 | ||
26 | 2024.05.30 01:10 | close | 10 | 0.10 | 1.27001 | 0.00000 | 0.00000 | 31.77 | 2226.05 |
27 | 2024.05.30 01:10 | buy | 11 | 0.10 | 1.27001 | 0.00000 | 0.00000 | ||
28 | 2024.06.04 01:15 | close | 11 | 0.10 | 1.28092 | 0.00000 | 0.00000 | 108.11 | 2334.17 |
29 | 2024.06.04 01:15 | sell | 12 | 0.10 | 1.28092 | 0.00000 | 0.00000 | ||
30 | 2024.06.13 06:32 | close | 12 | 0.10 | 1.27854 | 0.00000 | 0.00000 | 22.82 | 2356.99 |
31 | 2024.06.13 06:32 | buy | 13 | 0.10 | 1.27854 | 0.00000 | 0.00000 | ||
32 | 2024.06.24 15:50 | close | 13 | 0.10 | 1.26812 | 0.00000 | 0.00000 | -107.16 | 2249.83 |
33 | 2024.06.24 15:50 | sell | 14 | 0.10 | 1.26812 | 0.00000 | 0.00000 | ||
34 | 2024.06.26 14:02 | close | 14 | 0.10 | 1.26514 | 0.00000 | 0.00000 | 29.62 | 2279.45 |
35 | 2024.06.26 14:02 | buy | 15 | 0.10 | 1.26514 | 0.00000 | 0.00000 | ||
36 | 2024.07.03 14:20 | modify | 15 | 0.10 | 1.26514 | 1.26514 | 0.00000 | ||
37 | 2024.07.11 01:10 | close | 15 | 0.10 | 1.28527 | 1.26514 | 0.00000 | 195.71 | 2475.15 |
38 | 2024.07.11 01:10 | sell | 16 | 0.10 | 1.28527 | 0.00000 | 0.00000 | ||
39 | 2024.08.01 18:50 | modify | 16 | 0.10 | 1.28527 | 1.28527 | 0.00000 | ||
40 | 2024.08.02 03:20 | close | 16 | 0.10 | 1.27275 | 1.28527 | 0.00000 | 123.24 | 2598.40 |
41 | 2024.08.02 03:20 | buy | 17 | 0.10 | 1.27275 | 0.00000 | 0.00000 | ||
42 | 2024.08.13 17:10 | modify | 17 | 0.10 | 1.27275 | 1.27275 | 0.00000 | ||
43 | 2024.08.19 01:02 | close | 17 | 0.10 | 1.29437 | 1.27275 | 0.00000 | 211.26 | 2809.66 |
44 | 2024.08.19 01:02 | sell | 18 | 0.10 | 1.29437 | 0.00000 | 0.00000 | ||
45 | 2024.09.09 11:15 | close | 18 | 0.10 | 1.30902 | 0.00000 | 0.00000 | -148.37 | 2661.29 |
46 | 2024.09.09 11:15 | buy | 19 | 0.10 | 1.30902 | 0.00000 | 0.00000 | ||
47 | 2024.09.16 13:32 | modify | 19 | 0.10 | 1.30902 | 1.30902 | 0.00000 | ||
48 | 2024.09.25 01:15 | close | 19 | 0.10 | 1.34205 | 1.30902 | 0.00000 | 325.04 | 2986.33 |
49 | 2024.09.25 01:15 | sell | 20 | 0.10 | 1.34205 | 0.00000 | 0.00000 | ||
50 | 2024.09.27 06:15 | close | 20 | 0.10 | 1.33915 | 0.00000 | 0.00000 | 28.64 | 3014.97 |
51 | 2024.09.27 06:15 | buy | 21 | 0.10 | 1.33915 | 0.00000 | 0.00000 | ||
52 | 2024.10.04 12:20 | close | 21 | 0.10 | 1.31630 | 0.00000 | 0.00000 | -230.80 | 2784.17 |
53 | 2024.10.04 12:20 | sell | 22 | 0.10 | 1.31630 | 0.00000 | 0.00000 | ||
54 | 2024.10.10 12:32 | modify | 22 | 0.10 | 1.31630 | 1.31630 | 0.00000 | ||
55 | 2024.10.17 09:15 | close | 22 | 0.10 | 1.29853 | 1.31630 | 0.00000 | 176.54 | 2960.71 |
56 | 2024.10.17 09:15 | buy | 23 | 0.10 | 1.29853 | 0.00000 | 0.00000 | ||
57 | 2024.10.24 12:50 | close | 23 | 0.10 | 1.29668 | 0.00000 | 0.00000 | -20.80 | 2939.91 |
58 | 2024.10.24 12:50 | sell | 24 | 0.10 | 1.29668 | 0.00000 | 0.00000 | ||
59 | 2024.10.28 01:15 | close | 24 | 0.10 | 1.29595 | 0.00000 | 0.00000 | 7.12 | 2947.03 |
60 | 2024.10.28 01:15 | buy | 25 | 0.10 | 1.29595 | 0.00000 | 0.00000 | ||
61 | 2024.10.28 15:40 | close | 25 | 0.10 | 1.29897 | 0.00000 | 0.00000 | 30.20 | 2977.23 |
62 | 2024.10.28 15:40 | sell | 26 | 0.10 | 1.29897 | 0.00000 | 0.00000 | ||
63 | 2024.10.31 15:10 | modify | 26 | 0.10 | 1.29897 | 1.29897 | 0.00000 | ||
64 | 2024.10.31 23:59 | close at stop | 26 | 0.10 | 1.26572 | 1.29897 | 0.00000 | 332.06 | 3309.29 |