Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | CHelp="===================================="; DaysHelp="------------------------------------"; Monday=1; Tuesday=1; Wednesday=1; Thursday=1; Friday=1; Saturday=1; Sunday=1; LHelp="------------------------------------"; Lots=0.1; TW1Help="===================================="; TW1THelp="------------------------------------"; ServerHourFrom1=3; ServerMinFrom1=45; ServerHourTo1=15; ServerMinTo1=0; TW1MAHelp="------------------------------------"; MAPeriod1=4; MAOffset1=24; TW1PMHelp="------------------------------------"; TradeDirection1=1; TakeProfit1=190; StopLoss1=0; TrailingStop1=220; TrailingStep1=50; TW2Help="===================================="; SecondWindowEnabled=0; TW2THelp="------------------------------------"; ServerHourFrom2=14; ServerMinFrom2=30; ServerHourTo2=22; ServerMinTo2=0; TW2MAHelp="------------------------------------"; MAPeriod2=8; MAOffset2=4; TW2PMHelp="------------------------------------"; TradeDirection2=0; TakeProfit2=0; StopLoss2=0; TrailingStop2=0; TrailingStep2=1; OHelp="===================================="; NewBarWindowSec=60; CFDTickScaling=0; MagicNumber=20120930; | ||||
Bars in test | 2617 | Ticks modelled | 80080 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 2584.36 | Gross profit | 2953.02 | Gross loss | -368.66 |
Profit factor | 8.01 | Expected payoff | 58.74 | ||
Absolute drawdown | 153.94 | Maximal drawdown | 941.13 (8.47%) | Relative drawdown | 8.47% (941.13) |
Total trades | 44 | Short positions (won %) | 22 (81.82%) | Long positions (won %) | 22 (95.45%) |
Profit trades (% of total) | 39 (88.64%) | Loss trades (% of total) | 5 (11.36%) | ||
Largest | profit trade | 143.34 | loss trade | -233.36 | |
Average | profit trade | 75.72 | loss trade | -73.73 | |
Maximum | consecutive wins (profit in money) | 16 (1176.18) | consecutive losses (loss in money) | 2 (-78.70) | |
Maximal | consecutive profit (count of wins) | 1176.18 (16) | consecutive loss (count of losses) | -233.36 (1) | |
Average | consecutive wins | 10 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.13 04:00 | sell | 1 | 0.10 | 1.57442 | 0.00000 | 0.00000 | ||
2 | 2022.06.13 04:00 | modify | 1 | 0.10 | 1.57442 | 0.00000 | 1.55542 | ||
3 | 2022.06.13 08:00 | close | 1 | 0.10 | 1.57153 | 0.00000 | 1.55542 | 21.65 | 10021.65 |
4 | 2022.06.13 08:00 | buy | 2 | 0.10 | 1.57153 | 0.00000 | 0.00000 | ||
5 | 2022.06.13 08:00 | modify | 2 | 0.10 | 1.57153 | 0.00000 | 1.59053 | ||
6 | 2022.06.16 14:40 | t/p | 2 | 0.10 | 1.59053 | 0.00000 | 1.59053 | 140.40 | 10162.05 |
7 | 2022.07.08 08:00 | buy | 3 | 0.10 | 1.55390 | 0.00000 | 0.00000 | ||
8 | 2022.07.08 08:00 | modify | 3 | 0.10 | 1.55390 | 0.00000 | 1.57290 | ||
9 | 2022.07.19 08:00 | close | 3 | 0.10 | 1.55511 | 0.00000 | 1.57290 | 5.22 | 10167.28 |
10 | 2022.07.19 08:00 | sell | 4 | 0.10 | 1.55511 | 0.00000 | 0.00000 | ||
11 | 2022.07.19 08:00 | modify | 4 | 0.10 | 1.55511 | 0.00000 | 1.53611 | ||
12 | 2022.07.20 08:00 | close | 4 | 0.10 | 1.54459 | 0.00000 | 1.53611 | 78.91 | 10246.19 |
13 | 2022.07.20 08:00 | buy | 5 | 0.10 | 1.54459 | 0.00000 | 0.00000 | ||
14 | 2022.07.20 08:00 | modify | 5 | 0.10 | 1.54459 | 0.00000 | 1.56359 | ||
15 | 2022.07.25 12:00 | close | 5 | 0.10 | 1.55157 | 0.00000 | 1.56359 | 50.23 | 10296.42 |
16 | 2022.07.25 12:00 | sell | 6 | 0.10 | 1.55157 | 0.00000 | 0.00000 | ||
17 | 2022.07.25 12:00 | modify | 6 | 0.10 | 1.55157 | 0.00000 | 1.53257 | ||
18 | 2022.07.26 12:00 | close | 6 | 0.10 | 1.54292 | 0.00000 | 1.53257 | 64.90 | 10361.32 |
19 | 2022.07.26 12:00 | buy | 7 | 0.10 | 1.54292 | 0.00000 | 0.00000 | ||
20 | 2022.07.26 12:00 | modify | 7 | 0.10 | 1.54292 | 0.00000 | 1.56192 | ||
21 | 2022.07.27 18:40 | t/p | 7 | 0.10 | 1.56192 | 0.00000 | 1.56192 | 142.10 | 10503.42 |
22 | 2022.08.04 08:00 | sell | 8 | 0.10 | 1.56267 | 0.00000 | 0.00000 | ||
23 | 2022.08.04 08:00 | modify | 8 | 0.10 | 1.56267 | 0.00000 | 1.54367 | ||
24 | 2022.08.04 12:00 | close | 8 | 0.10 | 1.55249 | 0.00000 | 1.54367 | 76.27 | 10579.69 |
25 | 2022.08.04 12:00 | buy | 9 | 0.10 | 1.55249 | 0.00000 | 0.00000 | ||
26 | 2022.08.04 12:00 | modify | 9 | 0.10 | 1.55249 | 0.00000 | 1.57149 | ||
27 | 2022.08.10 12:00 | close | 9 | 0.10 | 1.56136 | 0.00000 | 1.57149 | 64.83 | 10644.53 |
28 | 2022.08.10 12:00 | sell | 10 | 0.10 | 1.56136 | 0.00000 | 0.00000 | ||
29 | 2022.08.10 12:00 | modify | 10 | 0.10 | 1.56136 | 0.00000 | 1.54236 | ||
30 | 2022.08.19 04:40 | t/p | 10 | 0.10 | 1.54236 | 0.00000 | 1.54236 | 143.34 | 10787.87 |
31 | 2022.09.09 04:00 | sell | 11 | 0.10 | 1.50984 | 0.00000 | 0.00000 | ||
32 | 2022.09.09 04:00 | modify | 11 | 0.10 | 1.50984 | 0.00000 | 1.49084 | ||
33 | 2022.09.09 12:00 | close | 11 | 0.10 | 1.50484 | 0.00000 | 1.49084 | 37.46 | 10825.33 |
34 | 2022.09.09 12:00 | buy | 12 | 0.10 | 1.50484 | 0.00000 | 0.00000 | ||
35 | 2022.09.09 12:00 | modify | 12 | 0.10 | 1.50484 | 0.00000 | 1.52384 | ||
36 | 2022.09.12 08:00 | close | 12 | 0.10 | 1.51782 | 0.00000 | 1.52384 | 96.94 | 10922.27 |
37 | 2022.09.12 08:00 | sell | 13 | 0.10 | 1.51782 | 0.00000 | 0.00000 | ||
38 | 2022.09.12 08:00 | modify | 13 | 0.10 | 1.51782 | 0.00000 | 1.49882 | ||
39 | 2022.09.16 08:00 | close | 13 | 0.10 | 1.51119 | 0.00000 | 1.49882 | 50.21 | 10972.48 |
40 | 2022.09.16 08:00 | buy | 14 | 0.10 | 1.51119 | 0.00000 | 0.00000 | ||
41 | 2022.09.16 08:00 | modify | 14 | 0.10 | 1.51119 | 0.00000 | 1.53019 | ||
42 | 2022.09.20 08:00 | close | 14 | 0.10 | 1.51960 | 0.00000 | 1.53019 | 62.24 | 11034.72 |
43 | 2022.09.20 08:00 | sell | 15 | 0.10 | 1.51960 | 0.00000 | 0.00000 | ||
44 | 2022.09.20 08:00 | modify | 15 | 0.10 | 1.51960 | 0.00000 | 1.50060 | ||
45 | 2022.09.20 12:00 | close | 15 | 0.10 | 1.51906 | 0.00000 | 1.50060 | 4.05 | 11038.77 |
46 | 2022.09.20 12:00 | buy | 16 | 0.10 | 1.51906 | 0.00000 | 0.00000 | ||
47 | 2022.09.20 12:00 | modify | 16 | 0.10 | 1.51906 | 0.00000 | 1.53806 | ||
48 | 2022.09.30 17:40 | t/p | 16 | 0.10 | 1.53806 | 0.00000 | 1.53806 | 137.41 | 11176.18 |
49 | 2022.10.13 08:00 | sell | 17 | 0.10 | 1.53165 | 0.00000 | 0.00000 | ||
50 | 2022.10.13 08:00 | modify | 17 | 0.10 | 1.53165 | 0.00000 | 1.51265 | ||
51 | 2022.11.01 08:00 | close | 17 | 0.10 | 1.56300 | 0.00000 | 1.51265 | -233.36 | 10942.82 |
52 | 2022.11.01 08:00 | buy | 18 | 0.10 | 1.56300 | 0.00000 | 0.00000 | ||
53 | 2022.11.01 08:00 | modify | 18 | 0.10 | 1.56300 | 0.00000 | 1.58200 | ||
54 | 2022.11.15 12:40 | t/p | 18 | 0.10 | 1.58200 | 0.00000 | 1.58200 | 136.56 | 11079.38 |
55 | 2023.01.02 12:00 | sell | 19 | 0.10 | 1.63480 | 0.00000 | 0.00000 | ||
56 | 2023.01.02 12:00 | modify | 19 | 0.10 | 1.63480 | 0.00000 | 1.61580 | ||
57 | 2023.01.03 08:00 | close | 19 | 0.10 | 1.62860 | 0.00000 | 1.61580 | 46.55 | 11125.93 |
58 | 2023.01.03 08:00 | buy | 20 | 0.10 | 1.62860 | 0.00000 | 0.00000 | ||
59 | 2023.01.03 08:00 | modify | 20 | 0.10 | 1.62860 | 0.00000 | 1.64760 | ||
60 | 2023.01.04 08:00 | close | 20 | 0.10 | 1.63771 | 0.00000 | 1.64760 | 67.91 | 11193.85 |
61 | 2023.01.04 08:00 | sell | 21 | 0.10 | 1.63771 | 0.00000 | 0.00000 | ||
62 | 2023.01.04 08:00 | modify | 21 | 0.10 | 1.63771 | 0.00000 | 1.61871 | ||
63 | 2023.01.04 12:00 | close | 21 | 0.10 | 1.63404 | 0.00000 | 1.61871 | 27.50 | 11221.35 |
64 | 2023.01.04 12:00 | buy | 22 | 0.10 | 1.63404 | 0.00000 | 0.00000 | ||
65 | 2023.01.04 12:00 | modify | 22 | 0.10 | 1.63404 | 0.00000 | 1.65304 | ||
66 | 2023.01.18 11:30 | t/p | 22 | 0.10 | 1.65304 | 0.00000 | 1.65304 | 136.56 | 11357.90 |
67 | 2023.01.24 12:00 | buy | 23 | 0.10 | 1.64521 | 0.00000 | 0.00000 | ||
68 | 2023.01.24 12:00 | modify | 23 | 0.10 | 1.64521 | 0.00000 | 1.66421 | ||
69 | 2023.01.30 08:00 | close | 23 | 0.10 | 1.65154 | 0.00000 | 1.66421 | 44.92 | 11402.82 |
70 | 2023.01.30 08:00 | sell | 24 | 0.10 | 1.65154 | 0.00000 | 0.00000 | ||
71 | 2023.01.30 08:00 | modify | 24 | 0.10 | 1.65154 | 0.00000 | 1.63254 | ||
72 | 2023.02.02 12:40 | t/p | 24 | 0.10 | 1.63254 | 0.00000 | 1.63254 | 142.81 | 11545.63 |
73 | 2023.02.09 12:00 | sell | 25 | 0.10 | 1.62854 | 0.00000 | 0.00000 | ||
74 | 2023.02.09 12:00 | modify | 25 | 0.10 | 1.62854 | 0.00000 | 1.60954 | ||
75 | 2023.02.10 19:40 | t/p | 25 | 0.10 | 1.60954 | 0.00000 | 1.60954 | 142.44 | 11688.07 |
76 | 2023.02.15 04:00 | buy | 26 | 0.10 | 1.62379 | 0.00000 | 0.00000 | ||
77 | 2023.02.15 04:00 | modify | 26 | 0.10 | 1.62379 | 0.00000 | 1.64279 | ||
78 | 2023.02.21 08:00 | close | 26 | 0.10 | 1.62000 | 0.00000 | 1.64279 | -30.99 | 11657.08 |
79 | 2023.02.21 08:00 | sell | 27 | 0.10 | 1.62000 | 0.00000 | 0.00000 | ||
80 | 2023.02.21 08:00 | modify | 27 | 0.10 | 1.62000 | 0.00000 | 1.60100 | ||
81 | 2023.02.27 08:00 | close | 27 | 0.10 | 1.62644 | 0.00000 | 1.60100 | -47.71 | 11609.37 |
82 | 2023.02.27 08:00 | buy | 28 | 0.10 | 1.62644 | 0.00000 | 0.00000 | ||
83 | 2023.02.27 08:00 | modify | 28 | 0.10 | 1.62644 | 0.00000 | 1.64544 | ||
84 | 2023.02.28 12:00 | close | 28 | 0.10 | 1.64071 | 0.00000 | 1.64544 | 106.62 | 11715.99 |
85 | 2023.02.28 12:00 | sell | 29 | 0.10 | 1.64071 | 0.00000 | 0.00000 | ||
86 | 2023.02.28 12:00 | modify | 29 | 0.10 | 1.64071 | 0.00000 | 1.62171 | ||
87 | 2023.03.03 08:00 | close | 29 | 0.10 | 1.62592 | 0.00000 | 1.62171 | 111.26 | 11827.25 |
88 | 2023.03.03 08:00 | buy | 30 | 0.10 | 1.62592 | 0.00000 | 0.00000 | ||
89 | 2023.03.03 08:00 | modify | 30 | 0.10 | 1.62592 | 0.00000 | 1.64492 | ||
90 | 2023.03.03 12:00 | close | 30 | 0.10 | 1.62831 | 0.00000 | 1.64492 | 17.93 | 11845.18 |
91 | 2023.03.03 12:00 | sell | 31 | 0.10 | 1.62831 | 0.00000 | 0.00000 | ||
92 | 2023.03.03 12:00 | modify | 31 | 0.10 | 1.62831 | 0.00000 | 1.60931 | ||
93 | 2023.03.07 12:00 | close | 31 | 0.10 | 1.63570 | 0.00000 | 1.60931 | -55.19 | 11789.99 |
94 | 2023.03.07 12:00 | buy | 32 | 0.10 | 1.63570 | 0.00000 | 0.00000 | ||
95 | 2023.03.07 12:00 | modify | 32 | 0.10 | 1.63570 | 0.00000 | 1.65470 | ||
96 | 2023.03.10 08:40 | t/p | 32 | 0.10 | 1.65470 | 0.00000 | 1.65470 | 140.39 | 11930.39 |
97 | 2023.03.16 12:00 | buy | 33 | 0.10 | 1.65498 | 0.00000 | 0.00000 | ||
98 | 2023.03.16 12:00 | modify | 33 | 0.10 | 1.65498 | 0.00000 | 1.67398 | ||
99 | 2023.03.17 08:00 | close | 33 | 0.10 | 1.66438 | 0.00000 | 1.67398 | 70.09 | 12000.48 |
100 | 2023.03.17 08:00 | sell | 34 | 0.10 | 1.66438 | 0.00000 | 0.00000 | ||
101 | 2023.03.17 08:00 | modify | 34 | 0.10 | 1.66438 | 0.00000 | 1.64538 | ||
102 | 2023.03.17 12:00 | close | 34 | 0.10 | 1.66352 | 0.00000 | 1.64538 | 6.45 | 12006.93 |
103 | 2023.03.17 12:00 | buy | 35 | 0.10 | 1.66352 | 0.00000 | 0.00000 | ||
104 | 2023.03.17 12:00 | modify | 35 | 0.10 | 1.66352 | 0.00000 | 1.68252 | ||
105 | 2023.03.22 08:20 | t/p | 35 | 0.10 | 1.68252 | 0.00000 | 1.68252 | 141.25 | 12148.18 |
106 | 2023.04.04 12:00 | sell | 36 | 0.10 | 1.67661 | 0.00000 | 0.00000 | ||
107 | 2023.04.04 12:00 | modify | 36 | 0.10 | 1.67661 | 0.00000 | 1.65761 | ||
108 | 2023.04.10 12:00 | close | 36 | 0.10 | 1.67575 | 0.00000 | 1.65761 | 6.98 | 12155.16 |
109 | 2023.04.10 12:00 | buy | 37 | 0.10 | 1.67575 | 0.00000 | 0.00000 | ||
110 | 2023.04.10 12:00 | modify | 37 | 0.10 | 1.67575 | 0.00000 | 1.69475 | ||
111 | 2023.04.11 12:00 | close | 37 | 0.10 | 1.67879 | 0.00000 | 1.69475 | 22.38 | 12177.54 |
112 | 2023.04.11 12:00 | sell | 38 | 0.10 | 1.67879 | 0.00000 | 0.00000 | ||
113 | 2023.04.11 12:00 | modify | 38 | 0.10 | 1.67879 | 0.00000 | 1.65979 | ||
114 | 2023.04.13 04:00 | close | 38 | 0.10 | 1.67806 | 0.00000 | 1.65979 | 5.83 | 12183.37 |
115 | 2023.04.13 04:00 | buy | 39 | 0.10 | 1.67806 | 0.00000 | 0.00000 | ||
116 | 2023.04.13 04:00 | modify | 39 | 0.10 | 1.67806 | 0.00000 | 1.69706 | ||
117 | 2023.04.26 07:40 | t/p | 39 | 0.10 | 1.69706 | 0.00000 | 1.69706 | 137.84 | 12321.21 |
118 | 2023.05.03 04:00 | sell | 40 | 0.10 | 1.70029 | 0.00000 | 0.00000 | ||
119 | 2023.05.03 04:00 | modify | 40 | 0.10 | 1.70029 | 0.00000 | 1.68129 | ||
120 | 2023.05.15 08:00 | close | 40 | 0.10 | 1.68650 | 0.00000 | 1.68129 | 104.40 | 12425.62 |
121 | 2023.05.15 08:00 | buy | 41 | 0.10 | 1.68650 | 0.00000 | 0.00000 | ||
122 | 2023.05.15 08:00 | modify | 41 | 0.10 | 1.68650 | 0.00000 | 1.70550 | ||
123 | 2023.05.15 12:00 | close | 41 | 0.10 | 1.68869 | 0.00000 | 1.70550 | 16.43 | 12442.05 |
124 | 2023.05.15 12:00 | sell | 42 | 0.10 | 1.68869 | 0.00000 | 0.00000 | ||
125 | 2023.05.15 12:00 | modify | 42 | 0.10 | 1.68869 | 0.00000 | 1.66969 | ||
126 | 2023.05.30 08:00 | close | 42 | 0.10 | 1.67909 | 0.00000 | 1.66969 | 73.28 | 12515.33 |
127 | 2023.05.30 08:00 | buy | 43 | 0.10 | 1.67909 | 0.00000 | 0.00000 | ||
128 | 2023.05.30 08:00 | modify | 43 | 0.10 | 1.67909 | 0.00000 | 1.69809 | ||
129 | 2023.05.30 12:00 | close | 43 | 0.10 | 1.68848 | 0.00000 | 1.69809 | 70.44 | 12585.77 |
130 | 2023.05.30 12:00 | sell | 44 | 0.10 | 1.68848 | 0.00000 | 0.00000 | ||
131 | 2023.05.30 12:00 | modify | 44 | 0.10 | 1.68848 | 0.00000 | 1.66948 | ||
132 | 2023.05.31 23:59 | close at stop | 44 | 0.10 | 1.68868 | 0.00000 | 1.66948 | -1.41 | 12584.36 |