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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 1087.39 | Gross profit | 1647.75 | Gross loss | -560.36 |
Profit factor | 2.94 | Expected payoff | 32.95 | ||
Absolute drawdown | 15.80 | Maximal drawdown | 444.29 (4.17%) | Relative drawdown | 4.17% (444.29) |
Total trades | 33 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 17 (64.71%) |
Profit trades (% of total) | 22 (66.67%) | Loss trades (% of total) | 11 (33.33%) | ||
Largest | profit trade | 150.73 | loss trade | -141.98 | |
Average | profit trade | 74.90 | loss trade | -50.94 | |
Maximum | consecutive wins (profit in money) | 5 (378.67) | consecutive losses (loss in money) | 3 (-175.88) | |
Maximal | consecutive profit (count of wins) | 378.67 (5) | consecutive loss (count of losses) | -175.88 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.14 04:00 | sell | 1 | 0.10 | 1.31343 | 0.00000 | 0.00000 | ||
2 | 2022.04.14 04:00 | modify | 1 | 0.10 | 1.31343 | 1.32743 | 1.29843 | ||
3 | 2022.04.14 13:30 | sell | 2 | 0.10 | 1.30578 | 0.00000 | 0.00000 | ||
4 | 2022.04.14 13:30 | modify | 2 | 0.10 | 1.30578 | 1.30968 | 1.29843 | ||
5 | 2022.04.14 13:30 | modify | 1 | 0.10 | 1.31343 | 1.30968 | 1.29843 | ||
6 | 2022.04.14 15:45 | sell | 3 | 0.10 | 1.30646 | 0.00000 | 0.00000 | ||
7 | 2022.04.14 15:45 | modify | 3 | 0.10 | 1.30646 | 1.31043 | 1.29843 | ||
8 | 2022.04.14 15:50 | modify | 3 | 0.10 | 1.30646 | 1.30968 | 1.29843 | ||
9 | 2022.04.18 03:59 | sell | 4 | 0.10 | 1.30265 | 0.00000 | 0.00000 | ||
10 | 2022.04.18 03:59 | modify | 4 | 0.10 | 1.30265 | 1.30593 | 1.29843 | ||
11 | 2022.04.18 03:59 | modify | 2 | 0.10 | 1.30578 | 1.30593 | 1.29843 | ||
12 | 2022.04.18 03:59 | modify | 3 | 0.10 | 1.30646 | 1.30593 | 1.29843 | ||
13 | 2022.04.18 03:59 | modify | 1 | 0.10 | 1.31343 | 1.30593 | 1.29843 | ||
14 | 2022.04.19 13:15 | t/p | 1 | 0.10 | 1.29843 | 1.30593 | 1.29843 | 150.44 | 10150.44 |
15 | 2022.04.19 13:15 | t/p | 2 | 0.10 | 1.29843 | 1.30593 | 1.29843 | 73.94 | 10224.38 |
16 | 2022.04.19 13:15 | t/p | 3 | 0.10 | 1.29843 | 1.30593 | 1.29843 | 80.74 | 10305.12 |
17 | 2022.04.19 13:15 | t/p | 4 | 0.10 | 1.29843 | 1.30593 | 1.29843 | 42.35 | 10347.46 |
18 | 2022.04.26 16:00 | buy | 5 | 0.10 | 1.26175 | 0.00000 | 0.00000 | ||
19 | 2022.04.26 16:00 | modify | 5 | 0.10 | 1.26175 | 1.24775 | 1.27675 | ||
20 | 2022.04.28 10:40 | s/l | 5 | 0.10 | 1.24775 | 1.24775 | 1.27675 | -141.98 | 10205.48 |
21 | 2022.04.28 12:00 | buy | 6 | 0.10 | 1.24285 | 0.00000 | 0.00000 | ||
22 | 2022.04.28 12:00 | modify | 6 | 0.10 | 1.24285 | 1.22885 | 1.25785 | ||
23 | 2022.04.29 01:05 | buy | 7 | 0.10 | 1.24986 | 0.00000 | 0.00000 | ||
24 | 2022.04.29 01:05 | modify | 7 | 0.10 | 1.24986 | 1.24585 | 1.25785 | ||
25 | 2022.04.29 01:05 | modify | 6 | 0.10 | 1.24285 | 1.24585 | 1.25785 | ||
26 | 2022.04.29 07:10 | buy | 8 | 0.10 | 1.25352 | 0.00000 | 0.00000 | ||
27 | 2022.04.29 07:10 | modify | 8 | 0.10 | 1.25352 | 1.25035 | 1.25785 | ||
28 | 2022.04.29 07:10 | modify | 7 | 0.10 | 1.24986 | 1.25035 | 1.25785 | ||
29 | 2022.04.29 07:10 | modify | 6 | 0.10 | 1.24285 | 1.25035 | 1.25785 | ||
30 | 2022.04.29 10:40 | t/p | 6 | 0.10 | 1.25785 | 1.25035 | 1.25785 | 149.51 | 10354.99 |
31 | 2022.04.29 10:40 | t/p | 7 | 0.10 | 1.25785 | 1.25035 | 1.25785 | 79.90 | 10434.89 |
32 | 2022.04.29 10:40 | t/p | 8 | 0.10 | 1.25785 | 1.25035 | 1.25785 | 43.30 | 10478.19 |
33 | 2022.05.17 08:00 | sell | 9 | 0.10 | 1.24236 | 0.00000 | 0.00000 | ||
34 | 2022.05.17 08:00 | modify | 9 | 0.10 | 1.24236 | 1.25636 | 1.22736 | ||
35 | 2022.05.18 19:20 | sell | 10 | 0.10 | 1.23473 | 0.00000 | 0.00000 | ||
36 | 2022.05.18 19:20 | modify | 10 | 0.10 | 1.23473 | 1.23861 | 1.22736 | ||
37 | 2022.05.18 19:20 | modify | 9 | 0.10 | 1.24236 | 1.23861 | 1.22736 | ||
38 | 2022.05.19 00:35 | sell | 11 | 0.10 | 1.23551 | 0.00000 | 0.00000 | ||
39 | 2022.05.19 00:35 | modify | 11 | 0.10 | 1.23551 | 1.23936 | 1.22736 | ||
40 | 2022.05.19 00:40 | modify | 11 | 0.10 | 1.23551 | 1.23861 | 1.22736 | ||
41 | 2022.05.19 03:40 | s/l | 9 | 0.10 | 1.23861 | 1.23861 | 1.22736 | 38.09 | 10516.27 |
42 | 2022.05.19 03:40 | s/l | 10 | 0.10 | 1.23861 | 1.23861 | 1.22736 | -38.36 | 10477.91 |
43 | 2022.05.19 03:40 | s/l | 11 | 0.10 | 1.23861 | 1.23861 | 1.22736 | -31.00 | 10446.91 |
44 | 2022.06.01 16:00 | buy | 12 | 0.10 | 1.24729 | 0.00000 | 0.00000 | ||
45 | 2022.06.01 16:00 | modify | 12 | 0.10 | 1.24729 | 1.23329 | 1.26229 | ||
46 | 2022.06.02 07:40 | buy | 13 | 0.10 | 1.25409 | 0.00000 | 0.00000 | ||
47 | 2022.06.02 07:40 | modify | 13 | 0.10 | 1.25409 | 1.25029 | 1.26229 | ||
48 | 2022.06.02 07:40 | modify | 12 | 0.10 | 1.24729 | 1.25029 | 1.26229 | ||
49 | 2022.06.02 09:40 | buy | 14 | 0.10 | 1.25505 | 0.00000 | 0.00000 | ||
50 | 2022.06.02 09:40 | modify | 14 | 0.10 | 1.25505 | 1.25104 | 1.26229 | ||
51 | 2022.06.02 09:40 | modify | 13 | 0.10 | 1.25409 | 1.25104 | 1.26229 | ||
52 | 2022.06.02 09:40 | modify | 12 | 0.10 | 1.24729 | 1.25104 | 1.26229 | ||
53 | 2022.06.02 17:55 | buy | 15 | 0.10 | 1.25797 | 0.00000 | 0.00000 | ||
54 | 2022.06.02 17:55 | modify | 15 | 0.10 | 1.25797 | 1.25479 | 1.26229 | ||
55 | 2022.06.02 17:55 | modify | 14 | 0.10 | 1.25505 | 1.25479 | 1.26229 | ||
56 | 2022.06.02 17:55 | modify | 13 | 0.10 | 1.25409 | 1.25479 | 1.26229 | ||
57 | 2022.06.02 17:55 | modify | 12 | 0.10 | 1.24729 | 1.25479 | 1.26229 | ||
58 | 2022.06.03 12:20 | s/l | 12 | 0.10 | 1.25479 | 1.25479 | 1.26229 | 73.02 | 10519.93 |
59 | 2022.06.03 12:20 | s/l | 13 | 0.10 | 1.25479 | 1.25479 | 1.26229 | 6.51 | 10526.44 |
60 | 2022.06.03 12:20 | s/l | 14 | 0.10 | 1.25479 | 1.25479 | 1.26229 | -3.09 | 10523.34 |
61 | 2022.06.03 12:20 | s/l | 15 | 0.10 | 1.25479 | 1.25479 | 1.26229 | -32.29 | 10491.05 |
62 | 2022.06.10 16:00 | buy | 16 | 0.10 | 1.23318 | 0.00000 | 0.00000 | ||
63 | 2022.06.10 16:00 | modify | 16 | 0.10 | 1.23318 | 1.21918 | 1.24818 | ||
64 | 2022.06.13 11:20 | s/l | 16 | 0.10 | 1.21918 | 1.21918 | 1.24818 | -140.49 | 10350.55 |
65 | 2022.06.14 12:00 | buy | 17 | 0.10 | 1.20706 | 0.00000 | 0.00000 | ||
66 | 2022.06.14 12:00 | modify | 17 | 0.10 | 1.20706 | 1.19306 | 1.22206 | ||
67 | 2022.06.15 20:45 | buy | 18 | 0.10 | 1.21783 | 0.00000 | 0.00000 | ||
68 | 2022.06.15 20:45 | modify | 18 | 0.10 | 1.21783 | 1.21456 | 1.22206 | ||
69 | 2022.06.15 20:45 | modify | 17 | 0.10 | 1.20706 | 1.21456 | 1.22206 | ||
70 | 2022.06.16 01:40 | s/l | 17 | 0.10 | 1.21456 | 1.21456 | 1.22206 | 73.02 | 10423.58 |
71 | 2022.06.16 01:40 | s/l | 18 | 0.10 | 1.21456 | 1.21456 | 1.22206 | -34.18 | 10389.39 |
72 | 2022.08.10 16:00 | sell | 19 | 0.10 | 1.22431 | 0.00000 | 0.00000 | ||
73 | 2022.08.10 16:00 | modify | 19 | 0.10 | 1.22431 | 1.23831 | 1.20931 | ||
74 | 2022.08.12 07:40 | sell | 20 | 0.10 | 1.21674 | 0.00000 | 0.00000 | ||
75 | 2022.08.12 07:40 | modify | 20 | 0.10 | 1.21674 | 1.22056 | 1.20931 | ||
76 | 2022.08.12 07:40 | modify | 19 | 0.10 | 1.22431 | 1.22056 | 1.20931 | ||
77 | 2022.08.12 08:30 | sell | 21 | 0.10 | 1.21735 | 0.00000 | 0.00000 | ||
78 | 2022.08.12 08:30 | modify | 21 | 0.10 | 1.21735 | 1.22131 | 1.20931 | ||
79 | 2022.08.12 08:35 | modify | 21 | 0.10 | 1.21735 | 1.22056 | 1.20931 | ||
80 | 2022.08.12 10:20 | sell | 22 | 0.10 | 1.21359 | 0.00000 | 0.00000 | ||
81 | 2022.08.12 10:20 | modify | 22 | 0.10 | 1.21359 | 1.21681 | 1.20931 | ||
82 | 2022.08.12 10:20 | modify | 20 | 0.10 | 1.21674 | 1.21681 | 1.20931 | ||
83 | 2022.08.12 10:20 | modify | 21 | 0.10 | 1.21735 | 1.21681 | 1.20931 | ||
84 | 2022.08.12 10:20 | modify | 19 | 0.10 | 1.22431 | 1.21681 | 1.20931 | ||
85 | 2022.08.15 07:40 | t/p | 19 | 0.10 | 1.20931 | 1.21681 | 1.20931 | 150.73 | 10540.12 |
86 | 2022.08.15 07:40 | t/p | 20 | 0.10 | 1.20931 | 1.21681 | 1.20931 | 74.45 | 10614.57 |
87 | 2022.08.15 07:40 | t/p | 21 | 0.10 | 1.20931 | 1.21681 | 1.20931 | 80.55 | 10695.12 |
88 | 2022.08.15 07:40 | t/p | 22 | 0.10 | 1.20931 | 1.21681 | 1.20931 | 42.95 | 10738.06 |
89 | 2022.09.16 08:00 | buy | 23 | 0.10 | 1.13754 | 0.00000 | 0.00000 | ||
90 | 2022.09.16 08:00 | modify | 23 | 0.10 | 1.13754 | 1.12354 | 1.15254 | ||
91 | 2022.09.16 14:50 | buy | 24 | 0.10 | 1.14446 | 0.00000 | 0.00000 | ||
92 | 2022.09.16 14:50 | modify | 24 | 0.10 | 1.14446 | 1.14054 | 1.15254 | ||
93 | 2022.09.16 14:50 | modify | 23 | 0.10 | 1.13754 | 1.14054 | 1.15254 | ||
94 | 2022.09.16 16:30 | s/l | 23 | 0.10 | 1.14054 | 1.14054 | 1.15254 | 30.00 | 10768.06 |
95 | 2022.09.16 16:30 | s/l | 24 | 0.10 | 1.14054 | 1.14054 | 1.15254 | -39.20 | 10728.86 |
96 | 2022.11.23 16:00 | sell | 25 | 0.10 | 1.20663 | 0.00000 | 0.00000 | ||
97 | 2022.11.23 16:00 | modify | 25 | 0.10 | 1.20663 | 1.22063 | 1.19163 | ||
98 | 2022.11.28 19:30 | sell | 26 | 0.10 | 1.19597 | 0.00000 | 0.00000 | ||
99 | 2022.11.28 19:30 | modify | 26 | 0.10 | 1.19597 | 1.19913 | 1.19163 | ||
100 | 2022.11.28 19:30 | modify | 25 | 0.10 | 1.20663 | 1.19913 | 1.19163 | ||
101 | 2022.11.29 01:40 | s/l | 25 | 0.10 | 1.19913 | 1.19913 | 1.19163 | 75.88 | 10804.74 |
102 | 2022.11.29 01:40 | s/l | 26 | 0.10 | 1.19913 | 1.19913 | 1.19163 | -31.45 | 10773.29 |
103 | 2022.12.13 16:00 | sell | 27 | 0.10 | 1.23934 | 0.00000 | 0.00000 | ||
104 | 2022.12.13 16:00 | modify | 27 | 0.10 | 1.23934 | 1.25334 | 1.22434 | ||
105 | 2022.12.15 08:50 | sell | 28 | 0.10 | 1.23178 | 0.00000 | 0.00000 | ||
106 | 2022.12.15 08:50 | modify | 28 | 0.10 | 1.23178 | 1.23559 | 1.22434 | ||
107 | 2022.12.15 08:50 | modify | 27 | 0.10 | 1.23934 | 1.23559 | 1.22434 | ||
108 | 2022.12.15 09:35 | sell | 29 | 0.10 | 1.23257 | 0.00000 | 0.00000 | ||
109 | 2022.12.15 09:35 | modify | 29 | 0.10 | 1.23257 | 1.23634 | 1.22434 | ||
110 | 2022.12.15 09:40 | modify | 29 | 0.10 | 1.23257 | 1.23559 | 1.22434 | ||
111 | 2022.12.15 10:15 | s/l | 27 | 0.10 | 1.23559 | 1.23559 | 1.22434 | 38.09 | 10811.37 |
112 | 2022.12.15 10:15 | s/l | 28 | 0.10 | 1.23559 | 1.23559 | 1.22434 | -38.10 | 10773.27 |
113 | 2022.12.15 10:15 | s/l | 29 | 0.10 | 1.23559 | 1.23559 | 1.22434 | -30.20 | 10743.07 |
114 | 2023.02.24 16:00 | buy | 30 | 0.10 | 1.19438 | 0.00000 | 0.00000 | ||
115 | 2023.02.24 16:00 | modify | 30 | 0.10 | 1.19438 | 1.18038 | 1.20938 | ||
116 | 2023.02.27 13:30 | buy | 31 | 0.10 | 1.20138 | 0.00000 | 0.00000 | ||
117 | 2023.02.27 13:30 | modify | 31 | 0.10 | 1.20138 | 1.19738 | 1.20938 | ||
118 | 2023.02.27 13:30 | modify | 30 | 0.10 | 1.19438 | 1.19738 | 1.20938 | ||
119 | 2023.02.27 13:55 | buy | 32 | 0.10 | 1.20215 | 0.00000 | 0.00000 | ||
120 | 2023.02.27 13:55 | modify | 32 | 0.10 | 1.20215 | 1.19813 | 1.20938 | ||
121 | 2023.02.27 13:55 | modify | 31 | 0.10 | 1.20138 | 1.19813 | 1.20938 | ||
122 | 2023.02.27 13:55 | modify | 30 | 0.10 | 1.19438 | 1.19813 | 1.20938 | ||
123 | 2023.02.28 04:55 | buy | 33 | 0.10 | 1.20498 | 0.00000 | 0.00000 | ||
124 | 2023.02.28 04:55 | modify | 33 | 0.10 | 1.20498 | 1.20188 | 1.20938 | ||
125 | 2023.02.28 04:55 | modify | 32 | 0.10 | 1.20215 | 1.20188 | 1.20938 | ||
126 | 2023.02.28 04:55 | modify | 31 | 0.10 | 1.20138 | 1.20188 | 1.20938 | ||
127 | 2023.02.28 04:55 | modify | 30 | 0.10 | 1.19438 | 1.20188 | 1.20938 | ||
128 | 2023.02.28 09:05 | t/p | 30 | 0.10 | 1.20938 | 1.20188 | 1.20938 | 149.01 | 10892.08 |
129 | 2023.02.28 09:05 | t/p | 31 | 0.10 | 1.20938 | 1.20188 | 1.20938 | 79.51 | 10971.59 |
130 | 2023.02.28 09:05 | t/p | 32 | 0.10 | 1.20938 | 1.20188 | 1.20938 | 71.81 | 11043.39 |
131 | 2023.02.28 09:05 | t/p | 33 | 0.10 | 1.20938 | 1.20188 | 1.20938 | 44.00 | 11087.39 |