Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 2617 | Ticks modelled | 79921 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1073.76 | Gross profit | 1612.74 | Gross loss | -538.99 |
Profit factor | 2.99 | Expected payoff | 33.55 | ||
Absolute drawdown | 141.58 | Maximal drawdown | 275.90 (2.60%) | Relative drawdown | 2.60% (275.90) |
Total trades | 32 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 23 (65.22%) |
Profit trades (% of total) | 20 (62.50%) | Loss trades (% of total) | 12 (37.50%) | ||
Largest | profit trade | 150.15 | loss trade | -61.48 | |
Average | profit trade | 80.64 | loss trade | -44.92 | |
Maximum | consecutive wins (profit in money) | 6 (545.98) | consecutive losses (loss in money) | 3 (-100.29) | |
Maximal | consecutive profit (count of wins) | 545.98 (6) | consecutive loss (count of losses) | -121.98 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.25 12:00 | buy | 1 | 0.10 | 1.27526 | 0.00000 | 0.00000 | ||
2 | 2022.04.25 12:00 | modify | 1 | 0.10 | 1.27526 | 1.26926 | 1.29026 | ||
3 | 2022.04.26 11:59 | s/l | 1 | 0.10 | 1.26926 | 1.26926 | 1.29026 | -60.49 | 9939.51 |
4 | 2022.04.27 20:00 | buy | 2 | 0.10 | 1.25484 | 0.00000 | 0.00000 | ||
5 | 2022.04.27 20:00 | modify | 2 | 0.10 | 1.25484 | 1.24884 | 1.26984 | ||
6 | 2022.04.28 10:30 | s/l | 2 | 0.10 | 1.24884 | 1.24884 | 1.26984 | -61.48 | 9878.02 |
7 | 2022.05.05 00:00 | sell | 3 | 0.10 | 1.26161 | 0.00000 | 0.00000 | ||
8 | 2022.05.05 00:00 | modify | 3 | 0.10 | 1.26161 | 1.26761 | 1.24661 | ||
9 | 2022.05.05 11:30 | t/p | 3 | 0.10 | 1.24661 | 1.26761 | 1.24661 | 150.00 | 10028.02 |
10 | 2022.05.12 16:00 | buy | 4 | 0.10 | 1.21985 | 0.00000 | 0.00000 | ||
11 | 2022.05.12 16:00 | modify | 4 | 0.10 | 1.21985 | 1.21385 | 1.23485 | ||
12 | 2022.05.13 15:50 | buy | 5 | 0.10 | 1.22451 | 0.00000 | 0.00000 | ||
13 | 2022.05.13 15:50 | modify | 5 | 0.10 | 1.22451 | 1.22060 | 1.23485 | ||
14 | 2022.05.13 15:50 | modify | 4 | 0.10 | 1.21985 | 1.22060 | 1.23485 | ||
15 | 2022.05.16 16:40 | buy | 6 | 0.10 | 1.22840 | 0.00000 | 0.00000 | ||
16 | 2022.05.16 16:40 | modify | 6 | 0.10 | 1.22840 | 1.22435 | 1.23485 | ||
17 | 2022.05.16 16:40 | modify | 5 | 0.10 | 1.22451 | 1.22435 | 1.23485 | ||
18 | 2022.05.16 16:40 | modify | 4 | 0.10 | 1.21985 | 1.22435 | 1.23485 | ||
19 | 2022.05.16 18:30 | buy | 7 | 0.10 | 1.23121 | 0.00000 | 0.00000 | ||
20 | 2022.05.16 18:30 | modify | 7 | 0.10 | 1.23121 | 1.22585 | 1.23485 | ||
21 | 2022.05.16 18:30 | modify | 6 | 0.10 | 1.22840 | 1.22585 | 1.23485 | ||
22 | 2022.05.16 18:30 | modify | 5 | 0.10 | 1.22451 | 1.22585 | 1.23485 | ||
23 | 2022.05.16 18:30 | modify | 4 | 0.10 | 1.21985 | 1.22585 | 1.23485 | ||
24 | 2022.05.17 05:40 | t/p | 4 | 0.10 | 1.23485 | 1.22585 | 1.23485 | 148.52 | 10176.54 |
25 | 2022.05.17 05:40 | t/p | 5 | 0.10 | 1.23485 | 1.22585 | 1.23485 | 102.41 | 10278.95 |
26 | 2022.05.17 05:40 | t/p | 6 | 0.10 | 1.23485 | 1.22585 | 1.23485 | 64.01 | 10342.95 |
27 | 2022.05.17 05:40 | t/p | 7 | 0.10 | 1.23485 | 1.22585 | 1.23485 | 35.91 | 10378.86 |
28 | 2022.05.23 16:00 | sell | 8 | 0.10 | 1.25698 | 0.00000 | 0.00000 | ||
29 | 2022.05.23 16:00 | modify | 8 | 0.10 | 1.25698 | 1.26298 | 1.24198 | ||
30 | 2022.05.24 08:50 | sell | 9 | 0.10 | 1.24853 | 0.00000 | 0.00000 | ||
31 | 2022.05.24 08:50 | modify | 9 | 0.10 | 1.24853 | 1.25248 | 1.24198 | ||
32 | 2022.05.24 08:50 | modify | 8 | 0.10 | 1.25698 | 1.25248 | 1.24198 | ||
33 | 2022.05.24 10:40 | s/l | 8 | 0.10 | 1.25248 | 1.25248 | 1.24198 | 45.15 | 10424.00 |
34 | 2022.05.24 10:40 | s/l | 9 | 0.10 | 1.25248 | 1.25248 | 1.24198 | -39.50 | 10384.50 |
35 | 2022.06.01 20:00 | buy | 10 | 0.10 | 1.24855 | 0.00000 | 0.00000 | ||
36 | 2022.06.01 20:00 | modify | 10 | 0.10 | 1.24855 | 1.24255 | 1.26355 | ||
37 | 2022.06.02 12:05 | buy | 11 | 0.10 | 1.25710 | 0.00000 | 0.00000 | ||
38 | 2022.06.02 12:05 | modify | 11 | 0.10 | 1.25710 | 1.25305 | 1.26355 | ||
39 | 2022.06.02 12:05 | modify | 10 | 0.10 | 1.24855 | 1.25305 | 1.26355 | ||
40 | 2022.06.02 13:40 | s/l | 10 | 0.10 | 1.25305 | 1.25305 | 1.26355 | 43.52 | 10428.02 |
41 | 2022.06.02 13:40 | s/l | 11 | 0.10 | 1.25305 | 1.25305 | 1.26355 | -40.50 | 10387.52 |
42 | 2022.07.01 16:00 | buy | 12 | 0.10 | 1.20493 | 0.00000 | 0.00000 | ||
43 | 2022.07.01 16:00 | modify | 12 | 0.10 | 1.20493 | 1.19893 | 1.21993 | ||
44 | 2022.07.01 19:10 | buy | 13 | 0.10 | 1.20948 | 0.00000 | 0.00000 | ||
45 | 2022.07.01 19:10 | modify | 13 | 0.10 | 1.20948 | 1.20568 | 1.21993 | ||
46 | 2022.07.01 19:10 | modify | 12 | 0.10 | 1.20493 | 1.20568 | 1.21993 | ||
47 | 2022.07.04 09:25 | buy | 14 | 0.10 | 1.21319 | 0.00000 | 0.00000 | ||
48 | 2022.07.04 09:25 | modify | 14 | 0.10 | 1.21319 | 1.20943 | 1.21993 | ||
49 | 2022.07.04 09:25 | modify | 13 | 0.10 | 1.20948 | 1.20943 | 1.21993 | ||
50 | 2022.07.04 09:25 | modify | 12 | 0.10 | 1.20493 | 1.20943 | 1.21993 | ||
51 | 2022.07.04 11:50 | buy | 15 | 0.10 | 1.21639 | 0.00000 | 0.00000 | ||
52 | 2022.07.04 11:50 | modify | 15 | 0.10 | 1.21639 | 1.21093 | 1.21993 | ||
53 | 2022.07.04 11:50 | modify | 14 | 0.10 | 1.21319 | 1.21093 | 1.21993 | ||
54 | 2022.07.04 11:50 | modify | 13 | 0.10 | 1.20948 | 1.21093 | 1.21993 | ||
55 | 2022.07.04 11:50 | modify | 12 | 0.10 | 1.20493 | 1.21093 | 1.21993 | ||
56 | 2022.07.04 15:40 | s/l | 12 | 0.10 | 1.21093 | 1.21093 | 1.21993 | 59.51 | 10447.03 |
57 | 2022.07.04 15:40 | s/l | 13 | 0.10 | 1.21093 | 1.21093 | 1.21993 | 14.01 | 10461.03 |
58 | 2022.07.04 15:40 | s/l | 14 | 0.10 | 1.21093 | 1.21093 | 1.21993 | -22.60 | 10438.43 |
59 | 2022.07.04 15:40 | s/l | 15 | 0.10 | 1.21093 | 1.21093 | 1.21993 | -54.60 | 10383.83 |
60 | 2022.07.14 16:00 | buy | 16 | 0.10 | 1.18286 | 0.00000 | 0.00000 | ||
61 | 2022.07.14 16:00 | modify | 16 | 0.10 | 1.18286 | 1.17686 | 1.19786 | ||
62 | 2022.07.15 15:40 | buy | 17 | 0.10 | 1.18745 | 0.00000 | 0.00000 | ||
63 | 2022.07.15 15:40 | modify | 17 | 0.10 | 1.18745 | 1.18361 | 1.19786 | ||
64 | 2022.07.15 15:40 | modify | 16 | 0.10 | 1.18286 | 1.18361 | 1.19786 | ||
65 | 2022.07.18 06:40 | buy | 18 | 0.10 | 1.19120 | 0.00000 | 0.00000 | ||
66 | 2022.07.18 06:40 | modify | 18 | 0.10 | 1.19120 | 1.18736 | 1.19786 | ||
67 | 2022.07.18 06:40 | modify | 17 | 0.10 | 1.18745 | 1.18736 | 1.19786 | ||
68 | 2022.07.18 06:40 | modify | 16 | 0.10 | 1.18286 | 1.18736 | 1.19786 | ||
69 | 2022.07.18 08:45 | buy | 19 | 0.10 | 1.19428 | 0.00000 | 0.00000 | ||
70 | 2022.07.18 08:45 | modify | 19 | 0.10 | 1.19428 | 1.18886 | 1.19786 | ||
71 | 2022.07.18 08:45 | modify | 18 | 0.10 | 1.19120 | 1.18886 | 1.19786 | ||
72 | 2022.07.18 08:45 | modify | 17 | 0.10 | 1.18745 | 1.18886 | 1.19786 | ||
73 | 2022.07.18 08:45 | modify | 16 | 0.10 | 1.18286 | 1.18886 | 1.19786 | ||
74 | 2022.07.18 09:40 | t/p | 16 | 0.10 | 1.19786 | 1.18886 | 1.19786 | 149.01 | 10532.84 |
75 | 2022.07.18 09:40 | t/p | 17 | 0.10 | 1.19786 | 1.18886 | 1.19786 | 103.61 | 10636.45 |
76 | 2022.07.18 09:40 | t/p | 18 | 0.10 | 1.19786 | 1.18886 | 1.19786 | 66.60 | 10703.05 |
77 | 2022.07.18 09:40 | t/p | 19 | 0.10 | 1.19786 | 1.18886 | 1.19786 | 35.80 | 10738.85 |
78 | 2022.08.29 08:00 | buy | 20 | 0.10 | 1.16755 | 0.00000 | 0.00000 | ||
79 | 2022.08.29 08:00 | modify | 20 | 0.10 | 1.16755 | 1.16155 | 1.18255 | ||
80 | 2022.08.29 13:20 | buy | 21 | 0.10 | 1.17207 | 0.00000 | 0.00000 | ||
81 | 2022.08.29 13:20 | modify | 21 | 0.10 | 1.17207 | 1.16830 | 1.18255 | ||
82 | 2022.08.29 13:20 | modify | 20 | 0.10 | 1.16755 | 1.16830 | 1.18255 | ||
83 | 2022.08.30 09:05 | buy | 22 | 0.10 | 1.17601 | 0.00000 | 0.00000 | ||
84 | 2022.08.30 09:05 | modify | 22 | 0.10 | 1.17601 | 1.17205 | 1.18255 | ||
85 | 2022.08.30 09:05 | modify | 21 | 0.10 | 1.17207 | 1.17205 | 1.18255 | ||
86 | 2022.08.30 09:05 | modify | 20 | 0.10 | 1.16755 | 1.17205 | 1.18255 | ||
87 | 2022.08.30 10:30 | s/l | 20 | 0.10 | 1.17205 | 1.17205 | 1.18255 | 44.51 | 10783.35 |
88 | 2022.08.30 10:30 | s/l | 21 | 0.10 | 1.17205 | 1.17205 | 1.18255 | -0.69 | 10782.66 |
89 | 2022.08.30 10:30 | s/l | 22 | 0.10 | 1.17205 | 1.17205 | 1.18255 | -39.60 | 10743.06 |
90 | 2022.09.21 12:00 | buy | 23 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
91 | 2022.09.21 12:00 | modify | 23 | 0.10 | 1.13388 | 1.12788 | 1.14888 | ||
92 | 2022.09.21 18:05 | s/l | 23 | 0.10 | 1.12788 | 1.12788 | 1.14888 | -60.00 | 10683.06 |
93 | 2022.10.13 20:00 | sell | 24 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
94 | 2022.10.13 20:00 | modify | 24 | 0.10 | 1.13159 | 1.13759 | 1.11659 | ||
95 | 2022.10.14 13:10 | sell | 25 | 0.10 | 1.12690 | 0.00000 | 0.00000 | ||
96 | 2022.10.14 13:10 | modify | 25 | 0.10 | 1.12690 | 1.13084 | 1.11659 | ||
97 | 2022.10.14 13:10 | modify | 24 | 0.10 | 1.13159 | 1.13084 | 1.11659 | ||
98 | 2022.10.14 14:15 | t/p | 24 | 0.10 | 1.11659 | 1.13084 | 1.11659 | 150.15 | 10833.20 |
99 | 2022.10.14 14:15 | t/p | 25 | 0.10 | 1.11659 | 1.13084 | 1.11659 | 103.10 | 10936.30 |
100 | 2022.10.26 12:00 | sell | 26 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
101 | 2022.10.26 12:00 | modify | 26 | 0.10 | 1.15630 | 1.16230 | 1.14130 | ||
102 | 2022.10.26 15:40 | s/l | 26 | 0.10 | 1.16230 | 1.16230 | 1.14130 | -60.00 | 10876.30 |
103 | 2022.11.23 20:00 | sell | 27 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
104 | 2022.11.23 20:00 | modify | 27 | 0.10 | 1.20648 | 1.21248 | 1.19148 | ||
105 | 2022.11.24 10:40 | s/l | 27 | 0.10 | 1.21248 | 1.21248 | 1.19148 | -59.56 | 10816.74 |
106 | 2023.02.24 20:00 | buy | 28 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
107 | 2023.02.24 20:00 | modify | 28 | 0.10 | 1.19461 | 1.18861 | 1.20961 | ||
108 | 2023.02.27 11:40 | buy | 29 | 0.10 | 1.19917 | 0.00000 | 0.00000 | ||
109 | 2023.02.27 11:40 | modify | 29 | 0.10 | 1.19917 | 1.19536 | 1.20961 | ||
110 | 2023.02.27 11:40 | modify | 28 | 0.10 | 1.19461 | 1.19536 | 1.20961 | ||
111 | 2023.02.27 15:40 | buy | 30 | 0.10 | 1.20592 | 0.00000 | 0.00000 | ||
112 | 2023.02.27 15:40 | modify | 30 | 0.10 | 1.20592 | 1.20061 | 1.20961 | ||
113 | 2023.02.27 15:40 | modify | 29 | 0.10 | 1.19917 | 1.20061 | 1.20961 | ||
114 | 2023.02.27 15:40 | modify | 28 | 0.10 | 1.19461 | 1.20061 | 1.20961 | ||
115 | 2023.02.28 09:15 | t/p | 28 | 0.10 | 1.20961 | 1.20061 | 1.20961 | 149.01 | 10965.75 |
116 | 2023.02.28 09:15 | t/p | 29 | 0.10 | 1.20961 | 1.20061 | 1.20961 | 103.91 | 11069.66 |
117 | 2023.02.28 09:15 | t/p | 30 | 0.10 | 1.20961 | 1.20061 | 1.20961 | 36.41 | 11106.06 |
118 | 2023.03.21 00:00 | sell | 31 | 0.10 | 1.22731 | 0.00000 | 0.00000 | ||
119 | 2023.03.21 00:00 | modify | 31 | 0.10 | 1.22731 | 1.23331 | 1.21231 | ||
120 | 2023.03.21 13:50 | sell | 32 | 0.10 | 1.22255 | 0.00000 | 0.00000 | ||
121 | 2023.03.21 13:50 | modify | 32 | 0.10 | 1.22255 | 1.22656 | 1.21231 | ||
122 | 2023.03.21 13:50 | modify | 31 | 0.10 | 1.22731 | 1.22656 | 1.21231 | ||
123 | 2023.03.22 07:40 | s/l | 31 | 0.10 | 1.22656 | 1.22656 | 1.21231 | 7.65 | 11113.71 |
124 | 2023.03.22 07:40 | s/l | 32 | 0.10 | 1.22656 | 1.22656 | 1.21231 | -39.95 | 11073.75 |