Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (2022.05.01 - 2023.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 | 2613 | Ticks modelled | 79755 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 855.59 | Gross profit | 970.39 | Gross loss | -114.79 |
Profit factor | 8.45 | Expected payoff | 42.78 | ||
Absolute drawdown | 15.72 | Maximal drawdown | 231.89 (2.23%) | Relative drawdown | 2.23% (231.89) |
Total trades | 20 | Short positions (won %) | 11 (100.00%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 16 (80.00%) | Loss trades (% of total) | 4 (20.00%) | ||
Largest | profit trade | 110.53 | loss trade | -34.60 | |
Average | profit trade | 60.65 | loss trade | -28.70 | |
Maximum | consecutive wins (profit in money) | 7 (446.81) | consecutive losses (loss in money) | 2 (-58.03) | |
Maximal | consecutive profit (count of wins) | 446.81 (7) | consecutive loss (count of losses) | -58.03 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.10 04:00 | sell | 1 | 0.10 | 1.58660 | 0.00000 | 0.00000 | ||
2 | 2022.06.10 04:00 | modify | 1 | 0.10 | 1.58660 | 1.59160 | 1.57160 | ||
3 | 2022.06.10 14:30 | sell | 2 | 0.10 | 1.57910 | 0.00000 | 0.00000 | ||
4 | 2022.06.10 14:30 | modify | 2 | 0.10 | 1.57910 | 1.58585 | 1.57160 | ||
5 | 2022.06.10 14:30 | modify | 1 | 0.10 | 1.58660 | 1.58585 | 1.57160 | ||
6 | 2022.06.10 15:50 | sell | 3 | 0.10 | 1.57607 | 0.00000 | 0.00000 | ||
7 | 2022.06.10 15:50 | modify | 3 | 0.10 | 1.57607 | 1.58060 | 1.57160 | ||
8 | 2022.06.10 15:50 | modify | 2 | 0.10 | 1.57910 | 1.58060 | 1.57160 | ||
9 | 2022.06.10 15:50 | modify | 1 | 0.10 | 1.58660 | 1.58060 | 1.57160 | ||
10 | 2022.06.10 18:30 | t/p | 1 | 0.10 | 1.57160 | 1.58060 | 1.57160 | 110.17 | 10110.17 |
11 | 2022.06.10 18:30 | t/p | 2 | 0.10 | 1.57160 | 1.58060 | 1.57160 | 55.09 | 10165.26 |
12 | 2022.06.10 18:30 | t/p | 3 | 0.10 | 1.57160 | 1.58060 | 1.57160 | 32.83 | 10198.09 |
13 | 2022.09.05 04:00 | buy | 4 | 0.10 | 1.50904 | 0.00000 | 0.00000 | ||
14 | 2022.09.05 04:00 | modify | 4 | 0.10 | 1.50904 | 1.50404 | 1.52404 | ||
15 | 2022.09.05 22:50 | buy | 5 | 0.10 | 1.51816 | 0.00000 | 0.00000 | ||
16 | 2022.09.05 22:50 | modify | 5 | 0.10 | 1.51816 | 1.51354 | 1.52404 | ||
17 | 2022.09.05 22:50 | modify | 4 | 0.10 | 1.50904 | 1.51354 | 1.52404 | ||
18 | 2022.09.06 05:30 | buy | 6 | 0.10 | 1.51959 | 0.00000 | 0.00000 | ||
19 | 2022.09.06 05:30 | modify | 6 | 0.10 | 1.51959 | 1.51504 | 1.52404 | ||
20 | 2022.09.06 05:30 | modify | 5 | 0.10 | 1.51816 | 1.51504 | 1.52404 | ||
21 | 2022.09.06 05:30 | modify | 4 | 0.10 | 1.50904 | 1.51504 | 1.52404 | ||
22 | 2022.09.06 13:30 | s/l | 4 | 0.10 | 1.51504 | 1.51504 | 1.52404 | 43.66 | 10241.75 |
23 | 2022.09.06 13:30 | s/l | 5 | 0.10 | 1.51504 | 1.51504 | 1.52404 | -23.34 | 10218.41 |
24 | 2022.09.06 13:30 | s/l | 6 | 0.10 | 1.51504 | 1.51504 | 1.52404 | -33.42 | 10184.99 |
25 | 2023.01.19 08:00 | sell | 7 | 0.10 | 1.66472 | 0.00000 | 0.00000 | ||
26 | 2023.01.19 08:00 | modify | 7 | 0.10 | 1.66472 | 1.66972 | 1.64972 | ||
27 | 2023.01.23 14:20 | sell | 8 | 0.10 | 1.65410 | 0.00000 | 0.00000 | ||
28 | 2023.01.23 14:20 | modify | 8 | 0.10 | 1.65410 | 1.65872 | 1.64972 | ||
29 | 2023.01.23 14:20 | modify | 7 | 0.10 | 1.66472 | 1.65872 | 1.64972 | ||
30 | 2023.01.23 17:20 | sell | 9 | 0.10 | 1.65545 | 0.00000 | 0.00000 | ||
31 | 2023.01.23 17:20 | modify | 9 | 0.10 | 1.65545 | 1.66022 | 1.64972 | ||
32 | 2023.01.23 17:25 | modify | 9 | 0.10 | 1.65545 | 1.65872 | 1.64972 | ||
33 | 2023.01.24 08:20 | sell | 10 | 0.10 | 1.65692 | 0.00000 | 0.00000 | ||
34 | 2023.01.24 08:20 | modify | 10 | 0.10 | 1.65692 | 1.66397 | 1.64972 | ||
35 | 2023.01.24 08:25 | modify | 10 | 0.10 | 1.65692 | 1.65872 | 1.64972 | ||
36 | 2023.01.24 09:40 | t/p | 7 | 0.10 | 1.64972 | 1.65872 | 1.64972 | 110.44 | 10295.42 |
37 | 2023.01.24 09:40 | t/p | 8 | 0.10 | 1.64972 | 1.65872 | 1.64972 | 32.26 | 10327.68 |
38 | 2023.01.24 09:40 | t/p | 9 | 0.10 | 1.64972 | 1.65872 | 1.64972 | 42.17 | 10369.85 |
39 | 2023.01.24 09:40 | t/p | 10 | 0.10 | 1.64972 | 1.65872 | 1.64972 | 52.88 | 10422.73 |
40 | 2023.02.03 04:00 | buy | 11 | 0.10 | 1.62823 | 0.00000 | 0.00000 | ||
41 | 2023.02.03 04:00 | modify | 11 | 0.10 | 1.62823 | 1.62323 | 1.64323 | ||
42 | 2023.02.03 10:40 | buy | 12 | 0.10 | 1.63742 | 0.00000 | 0.00000 | ||
43 | 2023.02.03 10:40 | modify | 12 | 0.10 | 1.63742 | 1.63273 | 1.64323 | ||
44 | 2023.02.03 10:40 | modify | 11 | 0.10 | 1.62823 | 1.63273 | 1.64323 | ||
45 | 2023.02.03 12:15 | buy | 13 | 0.10 | 1.63894 | 0.00000 | 0.00000 | ||
46 | 2023.02.03 12:15 | modify | 13 | 0.10 | 1.63894 | 1.63423 | 1.64323 | ||
47 | 2023.02.03 12:15 | modify | 12 | 0.10 | 1.63742 | 1.63423 | 1.64323 | ||
48 | 2023.02.03 12:15 | modify | 11 | 0.10 | 1.62823 | 1.63423 | 1.64323 | ||
49 | 2023.02.03 13:20 | s/l | 11 | 0.10 | 1.63423 | 1.63423 | 1.64323 | 44.08 | 10466.81 |
50 | 2023.02.03 13:20 | s/l | 12 | 0.10 | 1.63423 | 1.63423 | 1.64323 | -23.43 | 10443.38 |
51 | 2023.02.03 13:20 | s/l | 13 | 0.10 | 1.63423 | 1.63423 | 1.64323 | -34.60 | 10408.78 |
52 | 2023.02.22 08:00 | sell | 14 | 0.10 | 1.64013 | 0.00000 | 0.00000 | ||
53 | 2023.02.22 08:00 | modify | 14 | 0.10 | 1.64013 | 1.64513 | 1.62513 | ||
54 | 2023.02.22 17:15 | sell | 15 | 0.10 | 1.63254 | 0.00000 | 0.00000 | ||
55 | 2023.02.22 17:15 | modify | 15 | 0.10 | 1.63254 | 1.63938 | 1.62513 | ||
56 | 2023.02.22 17:15 | modify | 14 | 0.10 | 1.64013 | 1.63938 | 1.62513 | ||
57 | 2023.02.22 22:30 | sell | 16 | 0.10 | 1.63110 | 0.00000 | 0.00000 | ||
58 | 2023.02.22 22:30 | modify | 16 | 0.10 | 1.63110 | 1.63563 | 1.62513 | ||
59 | 2023.02.22 22:30 | modify | 15 | 0.10 | 1.63254 | 1.63563 | 1.62513 | ||
60 | 2023.02.22 22:30 | modify | 14 | 0.10 | 1.64013 | 1.63563 | 1.62513 | ||
61 | 2023.02.23 08:30 | sell | 17 | 0.10 | 1.62950 | 0.00000 | 0.00000 | ||
62 | 2023.02.23 08:30 | modify | 17 | 0.10 | 1.62950 | 1.63413 | 1.62513 | ||
63 | 2023.02.23 08:30 | modify | 16 | 0.10 | 1.63110 | 1.63413 | 1.62513 | ||
64 | 2023.02.23 08:30 | modify | 15 | 0.10 | 1.63254 | 1.63413 | 1.62513 | ||
65 | 2023.02.23 08:30 | modify | 14 | 0.10 | 1.64013 | 1.63413 | 1.62513 | ||
66 | 2023.02.24 21:30 | t/p | 14 | 0.10 | 1.62513 | 1.63413 | 1.62513 | 110.53 | 10519.31 |
67 | 2023.02.24 21:30 | t/p | 15 | 0.10 | 1.62513 | 1.63413 | 1.62513 | 54.78 | 10574.08 |
68 | 2023.02.24 21:30 | t/p | 16 | 0.10 | 1.62513 | 1.63413 | 1.62513 | 44.20 | 10618.28 |
69 | 2023.02.24 21:30 | t/p | 17 | 0.10 | 1.62513 | 1.63413 | 1.62513 | 32.18 | 10650.46 |
70 | 2023.04.03 04:00 | buy | 18 | 0.10 | 1.66029 | 0.00000 | 0.00000 | ||
71 | 2023.04.03 04:00 | modify | 18 | 0.10 | 1.66029 | 1.65529 | 1.67529 | ||
72 | 2023.04.03 14:30 | buy | 19 | 0.10 | 1.66807 | 0.00000 | 0.00000 | ||
73 | 2023.04.03 14:30 | modify | 19 | 0.10 | 1.66807 | 1.66104 | 1.67529 | ||
74 | 2023.04.03 14:30 | modify | 18 | 0.10 | 1.66029 | 1.66104 | 1.67529 | ||
75 | 2023.04.03 23:40 | buy | 20 | 0.10 | 1.66941 | 0.00000 | 0.00000 | ||
76 | 2023.04.03 23:40 | modify | 20 | 0.10 | 1.66941 | 1.66479 | 1.67529 | ||
77 | 2023.04.03 23:40 | modify | 19 | 0.10 | 1.66807 | 1.66479 | 1.67529 | ||
78 | 2023.04.03 23:40 | modify | 18 | 0.10 | 1.66029 | 1.66479 | 1.67529 | ||
79 | 2023.04.04 09:20 | t/p | 18 | 0.10 | 1.67529 | 1.66479 | 1.67529 | 109.76 | 10760.22 |
80 | 2023.04.04 09:20 | t/p | 19 | 0.10 | 1.67529 | 1.66479 | 1.67529 | 52.61 | 10812.83 |
81 | 2023.04.04 09:20 | t/p | 20 | 0.10 | 1.67529 | 1.66479 | 1.67529 | 42.77 | 10855.59 |