Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; 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 | 2613 | Ticks modelled | 79663 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1361.52 | Gross profit | 1869.22 | Gross loss | -507.70 |
Profit factor | 3.68 | Expected payoff | 35.83 | ||
Absolute drawdown | 19.60 | Maximal drawdown | 206.88 (1.98%) | Relative drawdown | 1.98% (206.88) |
Total trades | 38 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 23 (73.91%) |
Profit trades (% of total) | 26 (68.42%) | Loss trades (% of total) | 12 (31.58%) | ||
Largest | profit trade | 130.29 | loss trade | -100.99 | |
Average | profit trade | 71.89 | loss trade | -42.31 | |
Maximum | consecutive wins (profit in money) | 4 (316.41) | consecutive losses (loss in money) | 2 (-41.20) | |
Maximal | consecutive profit (count of wins) | 316.41 (4) | consecutive loss (count of losses) | -100.99 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.05 00:00 | sell | 1 | 0.10 | 1.26161 | 0.00000 | 0.00000 | ||
2 | 2022.05.05 00:00 | modify | 1 | 0.10 | 1.26161 | 1.27161 | 1.24861 | ||
3 | 2022.05.05 05:45 | sell | 2 | 0.10 | 1.25633 | 0.00000 | 0.00000 | ||
4 | 2022.05.05 05:45 | modify | 2 | 0.10 | 1.25633 | 1.25966 | 1.24861 | ||
5 | 2022.05.05 05:45 | sell | 3 | 0.10 | 1.25633 | 0.00000 | 0.00000 | ||
6 | 2022.05.05 05:45 | modify | 3 | 0.10 | 1.25633 | 1.25836 | 1.24861 | ||
7 | 2022.05.05 05:45 | modify | 1 | 0.10 | 1.26161 | 1.25836 | 1.24861 | ||
8 | 2022.05.05 05:50 | modify | 2 | 0.10 | 1.25633 | 1.25836 | 1.24861 | ||
9 | 2022.05.05 11:30 | t/p | 1 | 0.10 | 1.24861 | 1.25836 | 1.24861 | 130.00 | 10130.00 |
10 | 2022.05.05 11:30 | t/p | 2 | 0.10 | 1.24861 | 1.25836 | 1.24861 | 77.20 | 10207.20 |
11 | 2022.05.05 11:30 | t/p | 3 | 0.10 | 1.24861 | 1.25836 | 1.24861 | 77.20 | 10284.40 |
12 | 2022.05.12 16:00 | buy | 4 | 0.10 | 1.21985 | 0.00000 | 0.00000 | ||
13 | 2022.05.12 16:00 | modify | 4 | 0.10 | 1.21985 | 1.20985 | 1.23285 | ||
14 | 2022.05.13 16:15 | buy | 5 | 0.10 | 1.22516 | 0.00000 | 0.00000 | ||
15 | 2022.05.13 16:15 | modify | 5 | 0.10 | 1.22516 | 1.22180 | 1.23285 | ||
16 | 2022.05.13 16:15 | buy | 6 | 0.10 | 1.22516 | 0.00000 | 0.00000 | ||
17 | 2022.05.13 16:15 | modify | 6 | 0.10 | 1.22516 | 1.22310 | 1.23285 | ||
18 | 2022.05.13 16:15 | modify | 4 | 0.10 | 1.21985 | 1.22310 | 1.23285 | ||
19 | 2022.05.13 16:20 | modify | 5 | 0.10 | 1.22516 | 1.22310 | 1.23285 | ||
20 | 2022.05.13 17:40 | s/l | 4 | 0.10 | 1.22310 | 1.22310 | 1.23285 | 32.01 | 10316.41 |
21 | 2022.05.13 17:40 | s/l | 5 | 0.10 | 1.22310 | 1.22310 | 1.23285 | -20.60 | 10295.81 |
22 | 2022.05.13 17:40 | s/l | 6 | 0.10 | 1.22310 | 1.22310 | 1.23285 | -20.60 | 10275.21 |
23 | 2022.05.23 16:00 | sell | 7 | 0.10 | 1.25698 | 0.00000 | 0.00000 | ||
24 | 2022.05.23 16:00 | modify | 7 | 0.10 | 1.25698 | 1.26698 | 1.24398 | ||
25 | 2022.05.24 08:30 | sell | 8 | 0.10 | 1.25173 | 0.00000 | 0.00000 | ||
26 | 2022.05.24 08:30 | modify | 8 | 0.10 | 1.25173 | 1.25503 | 1.24398 | ||
27 | 2022.05.24 08:30 | sell | 9 | 0.10 | 1.25173 | 0.00000 | 0.00000 | ||
28 | 2022.05.24 08:30 | modify | 9 | 0.10 | 1.25173 | 1.25373 | 1.24398 | ||
29 | 2022.05.24 08:30 | modify | 7 | 0.10 | 1.25698 | 1.25373 | 1.24398 | ||
30 | 2022.05.24 08:35 | modify | 8 | 0.10 | 1.25173 | 1.25373 | 1.24398 | ||
31 | 2022.05.24 15:40 | s/l | 7 | 0.10 | 1.25373 | 1.25373 | 1.24398 | 32.65 | 10307.85 |
32 | 2022.05.24 15:40 | s/l | 8 | 0.10 | 1.25373 | 1.25373 | 1.24398 | -20.00 | 10287.85 |
33 | 2022.05.24 15:40 | s/l | 9 | 0.10 | 1.25373 | 1.25373 | 1.24398 | -20.00 | 10267.85 |
34 | 2022.06.01 20:00 | buy | 10 | 0.10 | 1.24855 | 0.00000 | 0.00000 | ||
35 | 2022.06.01 20:00 | modify | 10 | 0.10 | 1.24855 | 1.23855 | 1.26155 | ||
36 | 2022.06.02 07:50 | buy | 11 | 0.10 | 1.25390 | 0.00000 | 0.00000 | ||
37 | 2022.06.02 07:50 | modify | 11 | 0.10 | 1.25390 | 1.25050 | 1.26155 | ||
38 | 2022.06.02 07:50 | buy | 12 | 0.10 | 1.25390 | 0.00000 | 0.00000 | ||
39 | 2022.06.02 07:50 | modify | 12 | 0.10 | 1.25390 | 1.25180 | 1.26155 | ||
40 | 2022.06.02 07:50 | modify | 10 | 0.10 | 1.24855 | 1.25180 | 1.26155 | ||
41 | 2022.06.02 07:55 | modify | 11 | 0.10 | 1.25390 | 1.25180 | 1.26155 | ||
42 | 2022.06.03 00:40 | buy | 13 | 0.10 | 1.25925 | 0.00000 | 0.00000 | ||
43 | 2022.06.03 00:40 | modify | 13 | 0.10 | 1.25925 | 1.25635 | 1.26155 | ||
44 | 2022.06.03 00:40 | modify | 12 | 0.10 | 1.25390 | 1.25635 | 1.26155 | ||
45 | 2022.06.03 00:40 | modify | 11 | 0.10 | 1.25390 | 1.25635 | 1.26155 | ||
46 | 2022.06.03 00:40 | modify | 10 | 0.10 | 1.24855 | 1.25635 | 1.26155 | ||
47 | 2022.06.03 07:05 | s/l | 10 | 0.10 | 1.25635 | 1.25635 | 1.26155 | 76.02 | 10343.87 |
48 | 2022.06.03 07:05 | s/l | 11 | 0.10 | 1.25635 | 1.25635 | 1.26155 | 24.01 | 10367.88 |
49 | 2022.06.03 07:05 | s/l | 12 | 0.10 | 1.25635 | 1.25635 | 1.26155 | 24.01 | 10391.88 |
50 | 2022.06.03 07:05 | s/l | 13 | 0.10 | 1.25635 | 1.25635 | 1.26155 | -29.00 | 10362.88 |
51 | 2022.07.01 16:00 | buy | 14 | 0.10 | 1.20493 | 0.00000 | 0.00000 | ||
52 | 2022.07.01 16:00 | modify | 14 | 0.10 | 1.20493 | 1.19493 | 1.21793 | ||
53 | 2022.07.01 19:30 | buy | 15 | 0.10 | 1.21014 | 0.00000 | 0.00000 | ||
54 | 2022.07.01 19:30 | modify | 15 | 0.10 | 1.21014 | 1.20688 | 1.21793 | ||
55 | 2022.07.01 19:30 | buy | 16 | 0.10 | 1.21014 | 0.00000 | 0.00000 | ||
56 | 2022.07.01 19:30 | modify | 16 | 0.10 | 1.21014 | 1.20818 | 1.21793 | ||
57 | 2022.07.01 19:30 | modify | 14 | 0.10 | 1.20493 | 1.20818 | 1.21793 | ||
58 | 2022.07.01 19:35 | modify | 15 | 0.10 | 1.21014 | 1.20818 | 1.21793 | ||
59 | 2022.07.04 12:55 | buy | 17 | 0.10 | 1.21536 | 0.00000 | 0.00000 | ||
60 | 2022.07.04 12:55 | modify | 17 | 0.10 | 1.21536 | 1.21273 | 1.21793 | ||
61 | 2022.07.04 12:55 | modify | 16 | 0.10 | 1.21014 | 1.21273 | 1.21793 | ||
62 | 2022.07.04 12:55 | modify | 15 | 0.10 | 1.21014 | 1.21273 | 1.21793 | ||
63 | 2022.07.04 12:55 | modify | 14 | 0.10 | 1.20493 | 1.21273 | 1.21793 | ||
64 | 2022.07.04 14:30 | s/l | 14 | 0.10 | 1.21273 | 1.21273 | 1.21793 | 77.51 | 10440.39 |
65 | 2022.07.04 14:30 | s/l | 15 | 0.10 | 1.21273 | 1.21273 | 1.21793 | 25.41 | 10465.79 |
66 | 2022.07.04 14:30 | s/l | 16 | 0.10 | 1.21273 | 1.21273 | 1.21793 | 25.41 | 10491.20 |
67 | 2022.07.04 14:30 | s/l | 17 | 0.10 | 1.21273 | 1.21273 | 1.21793 | -26.30 | 10464.90 |
68 | 2022.07.14 16:00 | buy | 18 | 0.10 | 1.18286 | 0.00000 | 0.00000 | ||
69 | 2022.07.14 16:00 | modify | 18 | 0.10 | 1.18286 | 1.17286 | 1.19586 | ||
70 | 2022.07.17 23:20 | buy | 19 | 0.10 | 1.18810 | 0.00000 | 0.00000 | ||
71 | 2022.07.17 23:20 | modify | 19 | 0.10 | 1.18810 | 1.18481 | 1.19586 | ||
72 | 2022.07.17 23:20 | buy | 20 | 0.10 | 1.18810 | 0.00000 | 0.00000 | ||
73 | 2022.07.17 23:20 | modify | 20 | 0.10 | 1.18810 | 1.18611 | 1.19586 | ||
74 | 2022.07.17 23:20 | modify | 18 | 0.10 | 1.18286 | 1.18611 | 1.19586 | ||
75 | 2022.07.17 23:25 | modify | 19 | 0.10 | 1.18810 | 1.18611 | 1.19586 | ||
76 | 2022.07.18 08:05 | t/p | 18 | 0.10 | 1.19586 | 1.18611 | 1.19586 | 129.01 | 10593.91 |
77 | 2022.07.18 08:05 | t/p | 19 | 0.10 | 1.19586 | 1.18611 | 1.19586 | 77.11 | 10671.01 |
78 | 2022.07.18 08:05 | t/p | 20 | 0.10 | 1.19586 | 1.18611 | 1.19586 | 77.11 | 10748.12 |
79 | 2022.08.12 16:00 | buy | 21 | 0.10 | 1.21329 | 0.00000 | 0.00000 | ||
80 | 2022.08.12 16:00 | modify | 21 | 0.10 | 1.21329 | 1.20329 | 1.22629 | ||
81 | 2022.08.16 07:05 | s/l | 21 | 0.10 | 1.20329 | 1.20329 | 1.22629 | -100.99 | 10647.13 |
82 | 2022.09.05 04:00 | buy | 22 | 0.10 | 1.14751 | 0.00000 | 0.00000 | ||
83 | 2022.09.05 04:00 | modify | 22 | 0.10 | 1.14751 | 1.13751 | 1.16051 | ||
84 | 2022.09.05 22:05 | buy | 23 | 0.10 | 1.15271 | 0.00000 | 0.00000 | ||
85 | 2022.09.05 22:05 | modify | 23 | 0.10 | 1.15271 | 1.14946 | 1.16051 | ||
86 | 2022.09.05 22:05 | buy | 24 | 0.10 | 1.15271 | 0.00000 | 0.00000 | ||
87 | 2022.09.05 22:05 | modify | 24 | 0.10 | 1.15271 | 1.15076 | 1.16051 | ||
88 | 2022.09.05 22:05 | modify | 22 | 0.10 | 1.14751 | 1.15076 | 1.16051 | ||
89 | 2022.09.05 22:10 | modify | 23 | 0.10 | 1.15271 | 1.15076 | 1.16051 | ||
90 | 2022.09.06 06:40 | t/p | 22 | 0.10 | 1.16051 | 1.15076 | 1.16051 | 129.51 | 10776.64 |
91 | 2022.09.06 06:40 | t/p | 23 | 0.10 | 1.16051 | 1.15076 | 1.16051 | 77.51 | 10854.14 |
92 | 2022.09.06 06:40 | t/p | 24 | 0.10 | 1.16051 | 1.15076 | 1.16051 | 77.51 | 10931.65 |
93 | 2022.09.21 12:00 | buy | 25 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
94 | 2022.09.21 12:00 | modify | 25 | 0.10 | 1.13388 | 1.12388 | 1.14688 | ||
95 | 2022.09.21 18:15 | s/l | 25 | 0.10 | 1.12388 | 1.12388 | 1.14688 | -100.00 | 10831.65 |
96 | 2022.11.23 20:00 | sell | 26 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
97 | 2022.11.23 20:00 | modify | 26 | 0.10 | 1.20648 | 1.21648 | 1.19348 | ||
98 | 2022.11.28 19:30 | sell | 27 | 0.10 | 1.19597 | 0.00000 | 0.00000 | ||
99 | 2022.11.28 19:30 | modify | 27 | 0.10 | 1.19597 | 1.19868 | 1.19348 | ||
100 | 2022.11.28 19:30 | modify | 26 | 0.10 | 1.20648 | 1.19868 | 1.19348 | ||
101 | 2022.11.29 01:40 | s/l | 26 | 0.10 | 1.19868 | 1.19868 | 1.19348 | 78.88 | 10910.52 |
102 | 2022.11.29 01:40 | s/l | 27 | 0.10 | 1.19868 | 1.19868 | 1.19348 | -26.95 | 10883.57 |
103 | 2023.02.02 04:00 | sell | 28 | 0.10 | 1.23845 | 0.00000 | 0.00000 | ||
104 | 2023.02.02 04:00 | modify | 28 | 0.10 | 1.23845 | 1.24845 | 1.22545 | ||
105 | 2023.02.02 09:40 | sell | 29 | 0.10 | 1.23303 | 0.00000 | 0.00000 | ||
106 | 2023.02.02 09:40 | modify | 29 | 0.10 | 1.23303 | 1.23650 | 1.22545 | ||
107 | 2023.02.02 09:40 | sell | 30 | 0.10 | 1.23303 | 0.00000 | 0.00000 | ||
108 | 2023.02.02 09:40 | modify | 30 | 0.10 | 1.23303 | 1.23520 | 1.22545 | ||
109 | 2023.02.02 09:40 | modify | 28 | 0.10 | 1.23845 | 1.23520 | 1.22545 | ||
110 | 2023.02.02 09:45 | modify | 29 | 0.10 | 1.23303 | 1.23520 | 1.22545 | ||
111 | 2023.02.02 12:05 | s/l | 28 | 0.10 | 1.23520 | 1.23520 | 1.22545 | 32.50 | 10916.07 |
112 | 2023.02.02 12:05 | s/l | 29 | 0.10 | 1.23520 | 1.23520 | 1.22545 | -21.70 | 10894.37 |
113 | 2023.02.02 12:05 | s/l | 30 | 0.10 | 1.23520 | 1.23520 | 1.22545 | -21.70 | 10872.67 |
114 | 2023.02.24 20:00 | buy | 31 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
115 | 2023.02.24 20:00 | modify | 31 | 0.10 | 1.19461 | 1.18461 | 1.20761 | ||
116 | 2023.02.27 13:20 | buy | 32 | 0.10 | 1.20009 | 0.00000 | 0.00000 | ||
117 | 2023.02.27 13:20 | modify | 32 | 0.10 | 1.20009 | 1.19656 | 1.20761 | ||
118 | 2023.02.27 13:20 | buy | 33 | 0.10 | 1.20009 | 0.00000 | 0.00000 | ||
119 | 2023.02.27 13:20 | modify | 33 | 0.10 | 1.20009 | 1.19786 | 1.20761 | ||
120 | 2023.02.27 13:20 | modify | 31 | 0.10 | 1.19461 | 1.19786 | 1.20761 | ||
121 | 2023.02.27 13:25 | modify | 32 | 0.10 | 1.20009 | 1.19786 | 1.20761 | ||
122 | 2023.02.28 04:35 | buy | 34 | 0.10 | 1.20504 | 0.00000 | 0.00000 | ||
123 | 2023.02.28 04:35 | modify | 34 | 0.10 | 1.20504 | 1.20241 | 1.20761 | ||
124 | 2023.02.28 04:35 | modify | 33 | 0.10 | 1.20009 | 1.20241 | 1.20761 | ||
125 | 2023.02.28 04:35 | modify | 32 | 0.10 | 1.20009 | 1.20241 | 1.20761 | ||
126 | 2023.02.28 04:35 | modify | 31 | 0.10 | 1.19461 | 1.20241 | 1.20761 | ||
127 | 2023.02.28 08:40 | t/p | 31 | 0.10 | 1.20761 | 1.20241 | 1.20761 | 129.01 | 11001.68 |
128 | 2023.02.28 08:40 | t/p | 32 | 0.10 | 1.20761 | 1.20241 | 1.20761 | 74.71 | 11076.39 |
129 | 2023.02.28 08:40 | t/p | 33 | 0.10 | 1.20761 | 1.20241 | 1.20761 | 74.71 | 11151.09 |
130 | 2023.02.28 08:40 | t/p | 34 | 0.10 | 1.20761 | 1.20241 | 1.20761 | 25.70 | 11176.79 |
131 | 2023.03.09 20:00 | sell | 35 | 0.10 | 1.19097 | 0.00000 | 0.00000 | ||
132 | 2023.03.09 20:00 | modify | 35 | 0.10 | 1.19097 | 1.20097 | 1.17797 | ||
133 | 2023.03.10 09:40 | s/l | 35 | 0.10 | 1.20097 | 1.20097 | 1.17797 | -99.85 | 11076.94 |
134 | 2023.04.13 20:00 | sell | 36 | 0.10 | 1.25244 | 0.00000 | 0.00000 | ||
135 | 2023.04.13 20:00 | modify | 36 | 0.10 | 1.25244 | 1.26244 | 1.23944 | ||
136 | 2023.04.14 13:30 | sell | 37 | 0.10 | 1.24714 | 0.00000 | 0.00000 | ||
137 | 2023.04.14 13:30 | modify | 37 | 0.10 | 1.24714 | 1.25049 | 1.23944 | ||
138 | 2023.04.14 13:30 | sell | 38 | 0.10 | 1.24714 | 0.00000 | 0.00000 | ||
139 | 2023.04.14 13:30 | modify | 38 | 0.10 | 1.24714 | 1.24919 | 1.23944 | ||
140 | 2023.04.14 13:30 | modify | 36 | 0.10 | 1.25244 | 1.24919 | 1.23944 | ||
141 | 2023.04.14 13:35 | modify | 37 | 0.10 | 1.24714 | 1.24919 | 1.23944 | ||
142 | 2023.04.17 00:40 | t/p | 36 | 0.10 | 1.23944 | 1.24919 | 1.23944 | 130.29 | 11207.23 |
143 | 2023.04.17 00:40 | t/p | 37 | 0.10 | 1.23944 | 1.24919 | 1.23944 | 77.15 | 11284.38 |
144 | 2023.04.17 00:40 | t/p | 38 | 0.10 | 1.23944 | 1.24919 | 1.23944 | 77.15 | 11361.52 |