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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1912 | Ticks modelled | 36824908 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 658.11 | Gross profit | 847.51 | Gross loss | -189.40 |
Profit factor | 4.47 | Expected payoff | 28.61 | ||
Absolute drawdown | 15.72 | Maximal drawdown | 296.97 (2.83%) | Relative drawdown | 2.83% (296.97) |
Total trades | 23 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 11 (27.27%) |
Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
Largest | profit trade | 110.53 | loss trade | -33.35 | |
Average | profit trade | 56.50 | loss trade | -23.68 | |
Maximum | consecutive wins (profit in money) | 5 (286.61) | consecutive losses (loss in money) | 3 (-67.91) | |
Maximal | consecutive profit (count of wins) | 286.61 (5) | consecutive loss (count of losses) | -67.91 (3) | |
Average | consecutive wins | 5 | consecutive losses | 3 |
# | 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 14:35 | sell | 2 | 0.10 | 1.57910 | 0.00000 | 0.00000 | ||
4 | 2022.06.10 14:35 | modify | 2 | 0.10 | 1.57910 | 1.58585 | 1.57160 | ||
5 | 2022.06.10 14:35 | modify | 1 | 0.10 | 1.58660 | 1.58585 | 1.57160 | ||
6 | 2022.06.10 14:39 | sell | 3 | 0.10 | 1.57759 | 0.00000 | 0.00000 | ||
7 | 2022.06.10 14:39 | modify | 3 | 0.10 | 1.57759 | 1.58210 | 1.57160 | ||
8 | 2022.06.10 14:39 | modify | 2 | 0.10 | 1.57910 | 1.58210 | 1.57160 | ||
9 | 2022.06.10 14:39 | modify | 1 | 0.10 | 1.58660 | 1.58210 | 1.57160 | ||
10 | 2022.06.10 15:24 | sell | 4 | 0.10 | 1.57608 | 0.00000 | 0.00000 | ||
11 | 2022.06.10 15:24 | modify | 4 | 0.10 | 1.57608 | 1.58060 | 1.57160 | ||
12 | 2022.06.10 15:24 | modify | 3 | 0.10 | 1.57759 | 1.58060 | 1.57160 | ||
13 | 2022.06.10 15:24 | modify | 2 | 0.10 | 1.57910 | 1.58060 | 1.57160 | ||
14 | 2022.06.10 15:24 | modify | 1 | 0.10 | 1.58660 | 1.58060 | 1.57160 | ||
15 | 2022.06.10 18:16 | t/p | 1 | 0.10 | 1.57160 | 1.58060 | 1.57160 | 110.17 | 10110.17 |
16 | 2022.06.10 18:16 | t/p | 2 | 0.10 | 1.57160 | 1.58060 | 1.57160 | 55.08 | 10165.25 |
17 | 2022.06.10 18:16 | t/p | 3 | 0.10 | 1.57160 | 1.58060 | 1.57160 | 43.99 | 10209.24 |
18 | 2022.06.10 18:16 | t/p | 4 | 0.10 | 1.57160 | 1.58060 | 1.57160 | 32.90 | 10242.14 |
19 | 2022.09.05 04:00 | buy | 5 | 0.10 | 1.50904 | 0.00000 | 0.00000 | ||
20 | 2022.09.05 04:00 | modify | 5 | 0.10 | 1.50904 | 1.50404 | 1.52404 | ||
21 | 2022.09.05 22:09 | buy | 6 | 0.10 | 1.51654 | 0.00000 | 0.00000 | ||
22 | 2022.09.05 22:09 | modify | 6 | 0.10 | 1.51654 | 1.50979 | 1.52404 | ||
23 | 2022.09.05 22:09 | modify | 5 | 0.10 | 1.50904 | 1.50979 | 1.52404 | ||
24 | 2022.09.05 22:24 | buy | 7 | 0.10 | 1.51813 | 0.00000 | 0.00000 | ||
25 | 2022.09.05 22:24 | modify | 7 | 0.10 | 1.51813 | 1.51354 | 1.52404 | ||
26 | 2022.09.05 22:24 | modify | 6 | 0.10 | 1.51654 | 1.51354 | 1.52404 | ||
27 | 2022.09.05 22:24 | modify | 5 | 0.10 | 1.50904 | 1.51354 | 1.52404 | ||
28 | 2022.09.06 00:05 | buy | 8 | 0.10 | 1.51958 | 0.00000 | 0.00000 | ||
29 | 2022.09.06 00:05 | modify | 8 | 0.10 | 1.51958 | 1.51504 | 1.52404 | ||
30 | 2022.09.06 00:05 | modify | 7 | 0.10 | 1.51813 | 1.51504 | 1.52404 | ||
31 | 2022.09.06 00:05 | modify | 6 | 0.10 | 1.51654 | 1.51504 | 1.52404 | ||
32 | 2022.09.06 00:05 | modify | 5 | 0.10 | 1.50904 | 1.51504 | 1.52404 | ||
33 | 2022.09.06 13:05 | s/l | 5 | 0.10 | 1.51504 | 1.51504 | 1.52404 | 43.65 | 10285.79 |
34 | 2022.09.06 13:05 | s/l | 6 | 0.10 | 1.51504 | 1.51504 | 1.52404 | -11.44 | 10274.35 |
35 | 2022.09.06 13:05 | s/l | 7 | 0.10 | 1.51504 | 1.51504 | 1.52404 | -23.12 | 10251.23 |
36 | 2022.09.06 13:05 | s/l | 8 | 0.10 | 1.51504 | 1.51504 | 1.52404 | -33.35 | 10217.88 |
37 | 2023.01.19 08:00 | sell | 9 | 0.10 | 1.66472 | 0.00000 | 0.00000 | ||
38 | 2023.01.19 08:00 | modify | 9 | 0.10 | 1.66472 | 1.66972 | 1.64972 | ||
39 | 2023.01.23 08:25 | sell | 10 | 0.10 | 1.65719 | 0.00000 | 0.00000 | ||
40 | 2023.01.23 08:25 | modify | 10 | 0.10 | 1.65719 | 1.66397 | 1.64972 | ||
41 | 2023.01.23 08:25 | modify | 9 | 0.10 | 1.66472 | 1.66397 | 1.64972 | ||
42 | 2023.01.23 10:09 | sell | 11 | 0.10 | 1.65571 | 0.00000 | 0.00000 | ||
43 | 2023.01.23 10:09 | modify | 11 | 0.10 | 1.65571 | 1.66022 | 1.64972 | ||
44 | 2023.01.23 10:09 | modify | 10 | 0.10 | 1.65719 | 1.66022 | 1.64972 | ||
45 | 2023.01.23 10:09 | modify | 9 | 0.10 | 1.66472 | 1.66022 | 1.64972 | ||
46 | 2023.01.23 10:36 | sell | 12 | 0.10 | 1.65421 | 0.00000 | 0.00000 | ||
47 | 2023.01.23 10:36 | modify | 12 | 0.10 | 1.65421 | 1.65872 | 1.64972 | ||
48 | 2023.01.23 10:36 | modify | 11 | 0.10 | 1.65571 | 1.65872 | 1.64972 | ||
49 | 2023.01.23 10:36 | modify | 10 | 0.10 | 1.65719 | 1.65872 | 1.64972 | ||
50 | 2023.01.23 10:36 | modify | 9 | 0.10 | 1.66472 | 1.65872 | 1.64972 | ||
51 | 2023.01.24 09:40 | t/p | 9 | 0.10 | 1.64972 | 1.65872 | 1.64972 | 110.44 | 10328.31 |
52 | 2023.01.24 09:40 | t/p | 10 | 0.10 | 1.64972 | 1.65872 | 1.64972 | 54.95 | 10383.26 |
53 | 2023.01.24 09:40 | t/p | 11 | 0.10 | 1.64972 | 1.65872 | 1.64972 | 44.08 | 10427.34 |
54 | 2023.01.24 09:40 | t/p | 12 | 0.10 | 1.64972 | 1.65872 | 1.64972 | 33.07 | 10460.41 |
55 | 2023.02.03 04:00 | buy | 13 | 0.10 | 1.62823 | 0.00000 | 0.00000 | ||
56 | 2023.02.03 04:00 | modify | 13 | 0.10 | 1.62823 | 1.62323 | 1.64323 | ||
57 | 2023.02.03 10:33 | buy | 14 | 0.10 | 1.63573 | 0.00000 | 0.00000 | ||
58 | 2023.02.03 10:33 | modify | 14 | 0.10 | 1.63573 | 1.62898 | 1.64323 | ||
59 | 2023.02.03 10:33 | modify | 13 | 0.10 | 1.62823 | 1.62898 | 1.64323 | ||
60 | 2023.02.03 10:53 | buy | 15 | 0.10 | 1.63724 | 0.00000 | 0.00000 | ||
61 | 2023.02.03 10:53 | modify | 15 | 0.10 | 1.63724 | 1.63273 | 1.64323 | ||
62 | 2023.02.03 10:53 | modify | 14 | 0.10 | 1.63573 | 1.63273 | 1.64323 | ||
63 | 2023.02.03 10:53 | modify | 13 | 0.10 | 1.62823 | 1.63273 | 1.64323 | ||
64 | 2023.02.03 12:25 | buy | 16 | 0.10 | 1.63873 | 0.00000 | 0.00000 | ||
65 | 2023.02.03 12:25 | modify | 16 | 0.10 | 1.63873 | 1.63423 | 1.64323 | ||
66 | 2023.02.03 12:25 | modify | 15 | 0.10 | 1.63724 | 1.63423 | 1.64323 | ||
67 | 2023.02.03 12:25 | modify | 14 | 0.10 | 1.63573 | 1.63423 | 1.64323 | ||
68 | 2023.02.03 12:25 | modify | 13 | 0.10 | 1.62823 | 1.63423 | 1.64323 | ||
69 | 2023.02.03 13:30 | s/l | 13 | 0.10 | 1.63423 | 1.63423 | 1.64323 | 44.08 | 10504.49 |
70 | 2023.02.03 13:30 | s/l | 14 | 0.10 | 1.63423 | 1.63423 | 1.64323 | -11.01 | 10493.48 |
71 | 2023.02.03 13:30 | s/l | 15 | 0.10 | 1.63423 | 1.63423 | 1.64323 | -22.11 | 10471.37 |
72 | 2023.02.03 13:30 | s/l | 16 | 0.10 | 1.63423 | 1.63423 | 1.64323 | -33.05 | 10438.32 |
73 | 2023.02.22 08:00 | sell | 17 | 0.10 | 1.64013 | 0.00000 | 0.00000 | ||
74 | 2023.02.22 08:00 | modify | 17 | 0.10 | 1.64013 | 1.64513 | 1.62513 | ||
75 | 2023.02.22 17:38 | sell | 18 | 0.10 | 1.63263 | 0.00000 | 0.00000 | ||
76 | 2023.02.22 17:38 | modify | 18 | 0.10 | 1.63263 | 1.63938 | 1.62513 | ||
77 | 2023.02.22 17:38 | modify | 17 | 0.10 | 1.64013 | 1.63938 | 1.62513 | ||
78 | 2023.02.22 22:06 | sell | 19 | 0.10 | 1.63093 | 0.00000 | 0.00000 | ||
79 | 2023.02.22 22:06 | modify | 19 | 0.10 | 1.63093 | 1.63563 | 1.62513 | ||
80 | 2023.02.22 22:06 | modify | 18 | 0.10 | 1.63263 | 1.63563 | 1.62513 | ||
81 | 2023.02.22 22:06 | modify | 17 | 0.10 | 1.64013 | 1.63563 | 1.62513 | ||
82 | 2023.02.23 08:40 | sell | 20 | 0.10 | 1.62963 | 0.00000 | 0.00000 | ||
83 | 2023.02.23 08:40 | modify | 20 | 0.10 | 1.62963 | 1.63413 | 1.62513 | ||
84 | 2023.02.23 08:40 | modify | 19 | 0.10 | 1.63093 | 1.63413 | 1.62513 | ||
85 | 2023.02.23 08:40 | modify | 18 | 0.10 | 1.63263 | 1.63413 | 1.62513 | ||
86 | 2023.02.23 08:40 | modify | 17 | 0.10 | 1.64013 | 1.63413 | 1.62513 | ||
87 | 2023.02.24 21:02 | t/p | 17 | 0.10 | 1.62513 | 1.63413 | 1.62513 | 110.53 | 10548.85 |
88 | 2023.02.24 21:02 | t/p | 18 | 0.10 | 1.62513 | 1.63413 | 1.62513 | 55.44 | 10604.28 |
89 | 2023.02.24 21:02 | t/p | 19 | 0.10 | 1.62513 | 1.63413 | 1.62513 | 42.96 | 10647.24 |
90 | 2023.02.24 21:02 | t/p | 20 | 0.10 | 1.62513 | 1.63413 | 1.62513 | 33.14 | 10680.38 |
91 | 2023.04.03 04:00 | buy | 21 | 0.10 | 1.66029 | 0.00000 | 0.00000 | ||
92 | 2023.04.03 04:00 | modify | 21 | 0.10 | 1.66029 | 1.65529 | 1.67529 | ||
93 | 2023.04.03 12:13 | buy | 22 | 0.10 | 1.66781 | 0.00000 | 0.00000 | ||
94 | 2023.04.03 12:13 | modify | 22 | 0.10 | 1.66781 | 1.66104 | 1.67529 | ||
95 | 2023.04.03 12:13 | modify | 21 | 0.10 | 1.66029 | 1.66104 | 1.67529 | ||
96 | 2023.04.03 12:21 | buy | 23 | 0.10 | 1.66930 | 0.00000 | 0.00000 | ||
97 | 2023.04.03 12:21 | modify | 23 | 0.10 | 1.66930 | 1.66479 | 1.67529 | ||
98 | 2023.04.03 12:21 | modify | 22 | 0.10 | 1.66781 | 1.66479 | 1.67529 | ||
99 | 2023.04.03 12:21 | modify | 21 | 0.10 | 1.66029 | 1.66479 | 1.67529 | ||
100 | 2023.04.03 16:08 | s/l | 21 | 0.10 | 1.66479 | 1.66479 | 1.67529 | 33.05 | 10713.43 |
101 | 2023.04.03 16:08 | s/l | 22 | 0.10 | 1.66479 | 1.66479 | 1.67529 | -22.19 | 10691.24 |
102 | 2023.04.03 16:08 | s/l | 23 | 0.10 | 1.66479 | 1.66479 | 1.67529 | -33.13 | 10658.11 |