Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01) | ||||
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=5; 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=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 80080 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 716.48 | Gross profit | 780.09 | Gross loss | -63.61 |
Profit factor | 12.26 | Expected payoff | 32.57 | ||
Absolute drawdown | 16.03 | Maximal drawdown | 117.76 (1.11%) | Relative drawdown | 1.11% (117.76) |
Total trades | 22 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
Largest | profit trade | 90.18 | loss trade | -18.41 | |
Average | profit trade | 45.89 | loss trade | -12.72 | |
Maximum | consecutive wins (profit in money) | 10 (495.41) | consecutive losses (loss in money) | 2 (-29.33) | |
Maximal | consecutive profit (count of wins) | 495.41 (10) | consecutive loss (count of losses) | -29.33 (2) | |
Average | consecutive wins | 6 | 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 | 1.59960 | 1.57460 | ||
3 | 2022.06.10 13:50 | sell | 2 | 0.10 | 1.58050 | 0.00000 | 0.00000 | ||
4 | 2022.06.10 13:50 | modify | 2 | 0.10 | 1.58050 | 1.58480 | 1.57460 | ||
5 | 2022.06.10 13:50 | modify | 1 | 0.10 | 1.58660 | 1.58480 | 1.57460 | ||
6 | 2022.06.10 14:30 | sell | 3 | 0.10 | 1.57910 | 0.00000 | 0.00000 | ||
7 | 2022.06.10 14:30 | modify | 3 | 0.10 | 1.57910 | 1.58180 | 1.57460 | ||
8 | 2022.06.10 14:30 | modify | 2 | 0.10 | 1.58050 | 1.58180 | 1.57460 | ||
9 | 2022.06.10 14:30 | modify | 1 | 0.10 | 1.58660 | 1.58180 | 1.57460 | ||
10 | 2022.06.10 16:40 | t/p | 1 | 0.10 | 1.57460 | 1.58180 | 1.57460 | 89.91 | 10089.91 |
11 | 2022.06.10 16:40 | t/p | 2 | 0.10 | 1.57460 | 1.58180 | 1.57460 | 44.20 | 10134.11 |
12 | 2022.06.10 16:40 | t/p | 3 | 0.10 | 1.57460 | 1.58180 | 1.57460 | 33.71 | 10167.82 |
13 | 2022.08.12 16:00 | buy | 4 | 0.10 | 1.55118 | 0.00000 | 0.00000 | ||
14 | 2022.08.12 16:00 | modify | 4 | 0.10 | 1.55118 | 1.53818 | 1.56318 | ||
15 | 2022.08.15 09:50 | buy | 5 | 0.10 | 1.55739 | 0.00000 | 0.00000 | ||
16 | 2022.08.15 09:50 | modify | 5 | 0.10 | 1.55739 | 1.55298 | 1.56318 | ||
17 | 2022.08.15 09:50 | modify | 4 | 0.10 | 1.55118 | 1.55298 | 1.56318 | ||
18 | 2022.08.15 10:40 | buy | 6 | 0.10 | 1.55977 | 0.00000 | 0.00000 | ||
19 | 2022.08.15 10:40 | modify | 6 | 0.10 | 1.55977 | 1.55778 | 1.56318 | ||
20 | 2022.08.15 10:40 | modify | 5 | 0.10 | 1.55739 | 1.55778 | 1.56318 | ||
21 | 2022.08.15 10:40 | modify | 4 | 0.10 | 1.55118 | 1.55778 | 1.56318 | ||
22 | 2022.08.15 12:40 | t/p | 4 | 0.10 | 1.56318 | 1.55778 | 1.56318 | 89.59 | 10257.41 |
23 | 2022.08.15 12:40 | t/p | 5 | 0.10 | 1.56318 | 1.55778 | 1.56318 | 43.43 | 10300.84 |
24 | 2022.08.15 12:40 | t/p | 6 | 0.10 | 1.56318 | 1.55778 | 1.56318 | 25.58 | 10326.42 |
25 | 2022.09.05 04:00 | buy | 7 | 0.10 | 1.50904 | 0.00000 | 0.00000 | ||
26 | 2022.09.05 04:00 | modify | 7 | 0.10 | 1.50904 | 1.49604 | 1.52104 | ||
27 | 2022.09.05 23:20 | buy | 8 | 0.10 | 1.51758 | 0.00000 | 0.00000 | ||
28 | 2022.09.05 23:20 | modify | 8 | 0.10 | 1.51758 | 1.51564 | 1.52104 | ||
29 | 2022.09.05 23:20 | modify | 7 | 0.10 | 1.50904 | 1.51564 | 1.52104 | ||
30 | 2022.09.06 06:30 | t/p | 7 | 0.10 | 1.52104 | 1.51564 | 1.52104 | 89.59 | 10416.02 |
31 | 2022.09.06 06:30 | t/p | 8 | 0.10 | 1.52104 | 1.51564 | 1.52104 | 25.53 | 10441.55 |
32 | 2023.02.03 04:00 | buy | 9 | 0.10 | 1.62823 | 0.00000 | 0.00000 | ||
33 | 2023.02.03 04:00 | modify | 9 | 0.10 | 1.62823 | 1.61523 | 1.64023 | ||
34 | 2023.02.03 10:10 | buy | 10 | 0.10 | 1.63425 | 0.00000 | 0.00000 | ||
35 | 2023.02.03 10:10 | modify | 10 | 0.10 | 1.63425 | 1.63003 | 1.64023 | ||
36 | 2023.02.03 10:10 | modify | 9 | 0.10 | 1.62823 | 1.63003 | 1.64023 | ||
37 | 2023.02.03 11:10 | buy | 11 | 0.10 | 1.63549 | 0.00000 | 0.00000 | ||
38 | 2023.02.03 11:10 | modify | 11 | 0.10 | 1.63549 | 1.63303 | 1.64023 | ||
39 | 2023.02.03 11:10 | modify | 10 | 0.10 | 1.63425 | 1.63303 | 1.64023 | ||
40 | 2023.02.03 11:10 | modify | 9 | 0.10 | 1.62823 | 1.63303 | 1.64023 | ||
41 | 2023.02.03 11:30 | buy | 12 | 0.10 | 1.63674 | 0.00000 | 0.00000 | ||
42 | 2023.02.03 11:30 | modify | 12 | 0.10 | 1.63674 | 1.63483 | 1.64023 | ||
43 | 2023.02.03 11:30 | modify | 11 | 0.10 | 1.63549 | 1.63483 | 1.64023 | ||
44 | 2023.02.03 11:30 | modify | 10 | 0.10 | 1.63425 | 1.63483 | 1.64023 | ||
45 | 2023.02.03 11:30 | modify | 9 | 0.10 | 1.62823 | 1.63483 | 1.64023 | ||
46 | 2023.02.03 13:20 | s/l | 9 | 0.10 | 1.63483 | 1.63483 | 1.64023 | 49.51 | 10491.06 |
47 | 2023.02.03 13:20 | s/l | 10 | 0.10 | 1.63483 | 1.63483 | 1.64023 | 4.35 | 10495.41 |
48 | 2023.02.03 13:20 | s/l | 11 | 0.10 | 1.63483 | 1.63483 | 1.64023 | -4.95 | 10490.46 |
49 | 2023.02.03 13:20 | s/l | 12 | 0.10 | 1.63483 | 1.63483 | 1.64023 | -14.33 | 10476.13 |
50 | 2023.02.22 08:00 | sell | 13 | 0.10 | 1.64013 | 0.00000 | 0.00000 | ||
51 | 2023.02.22 08:00 | modify | 13 | 0.10 | 1.64013 | 1.65313 | 1.62813 | ||
52 | 2023.02.22 15:59 | sell | 14 | 0.10 | 1.63412 | 0.00000 | 0.00000 | ||
53 | 2023.02.22 15:59 | modify | 14 | 0.10 | 1.63412 | 1.63833 | 1.62813 | ||
54 | 2023.02.22 15:59 | modify | 13 | 0.10 | 1.64013 | 1.63833 | 1.62813 | ||
55 | 2023.02.22 17:05 | sell | 15 | 0.10 | 1.63267 | 0.00000 | 0.00000 | ||
56 | 2023.02.22 17:05 | modify | 15 | 0.10 | 1.63267 | 1.63533 | 1.62813 | ||
57 | 2023.02.22 17:05 | modify | 14 | 0.10 | 1.63412 | 1.63533 | 1.62813 | ||
58 | 2023.02.22 17:05 | modify | 13 | 0.10 | 1.64013 | 1.63533 | 1.62813 | ||
59 | 2023.02.22 21:40 | sell | 16 | 0.10 | 1.63162 | 0.00000 | 0.00000 | ||
60 | 2023.02.22 21:40 | modify | 16 | 0.10 | 1.63162 | 1.63353 | 1.62813 | ||
61 | 2023.02.22 21:40 | modify | 15 | 0.10 | 1.63267 | 1.63353 | 1.62813 | ||
62 | 2023.02.22 21:40 | modify | 14 | 0.10 | 1.63412 | 1.63353 | 1.62813 | ||
63 | 2023.02.22 21:40 | modify | 13 | 0.10 | 1.64013 | 1.63353 | 1.62813 | ||
64 | 2023.02.23 09:05 | t/p | 13 | 0.10 | 1.62813 | 1.63353 | 1.62813 | 90.18 | 10566.31 |
65 | 2023.02.23 09:05 | t/p | 14 | 0.10 | 1.62813 | 1.63353 | 1.62813 | 45.15 | 10611.46 |
66 | 2023.02.23 09:05 | t/p | 15 | 0.10 | 1.62813 | 1.63353 | 1.62813 | 34.29 | 10645.75 |
67 | 2023.02.23 09:05 | t/p | 16 | 0.10 | 1.62813 | 1.63353 | 1.62813 | 26.42 | 10672.17 |
68 | 2023.04.03 04:00 | buy | 17 | 0.10 | 1.66029 | 0.00000 | 0.00000 | ||
69 | 2023.04.03 04:00 | modify | 17 | 0.10 | 1.66029 | 1.64729 | 1.67229 | ||
70 | 2023.04.03 10:05 | buy | 18 | 0.10 | 1.66654 | 0.00000 | 0.00000 | ||
71 | 2023.04.03 10:05 | modify | 18 | 0.10 | 1.66654 | 1.66209 | 1.67229 | ||
72 | 2023.04.03 10:05 | modify | 17 | 0.10 | 1.66029 | 1.66209 | 1.67229 | ||
73 | 2023.04.03 12:55 | buy | 19 | 0.10 | 1.66889 | 0.00000 | 0.00000 | ||
74 | 2023.04.03 12:55 | modify | 19 | 0.10 | 1.66889 | 1.66689 | 1.67229 | ||
75 | 2023.04.03 12:55 | modify | 18 | 0.10 | 1.66654 | 1.66689 | 1.67229 | ||
76 | 2023.04.03 12:55 | modify | 17 | 0.10 | 1.66029 | 1.66689 | 1.67229 | ||
77 | 2023.04.03 13:30 | s/l | 17 | 0.10 | 1.66689 | 1.66689 | 1.67229 | 49.51 | 10721.68 |
78 | 2023.04.03 13:30 | s/l | 18 | 0.10 | 1.66689 | 1.66689 | 1.67229 | 2.63 | 10724.31 |
79 | 2023.04.03 13:30 | s/l | 19 | 0.10 | 1.66689 | 1.66689 | 1.67229 | -15.00 | 10709.31 |
80 | 2023.04.26 16:00 | sell | 20 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
81 | 2023.04.26 16:00 | modify | 20 | 0.10 | 1.69805 | 1.71105 | 1.68605 | ||
82 | 2023.05.01 15:40 | sell | 21 | 0.10 | 1.69178 | 0.00000 | 0.00000 | ||
83 | 2023.05.01 15:40 | modify | 21 | 0.10 | 1.69178 | 1.69625 | 1.68605 | ||
84 | 2023.05.01 15:40 | modify | 20 | 0.10 | 1.69805 | 1.69625 | 1.68605 | ||
85 | 2023.05.01 16:30 | sell | 22 | 0.10 | 1.69078 | 0.00000 | 0.00000 | ||
86 | 2023.05.01 16:30 | modify | 22 | 0.10 | 1.69078 | 1.69325 | 1.68605 | ||
87 | 2023.05.01 16:30 | modify | 21 | 0.10 | 1.69178 | 1.69325 | 1.68605 | ||
88 | 2023.05.01 16:30 | modify | 20 | 0.10 | 1.69805 | 1.69325 | 1.68605 | ||
89 | 2023.05.02 00:30 | s/l | 20 | 0.10 | 1.69325 | 1.69325 | 1.68605 | 36.50 | 10745.81 |
90 | 2023.05.02 00:30 | s/l | 21 | 0.10 | 1.69325 | 1.69325 | 1.68605 | -10.92 | 10734.89 |
91 | 2023.05.02 00:30 | s/l | 22 | 0.10 | 1.69325 | 1.69325 | 1.68605 | -18.41 | 10716.48 |