Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:00 (2022.08.01 - 2023.08.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; 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=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 7257 | Ticks modelled | 158671 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 915.91 | Gross profit | 1173.30 | Gross loss | -257.39 |
Profit factor | 4.56 | Expected payoff | 31.58 | ||
Absolute drawdown | 83.00 | Maximal drawdown | 203.12 (1.87%) | Relative drawdown | 1.87% (203.12) |
Total trades | 29 | Short positions (won %) | 20 (65.00%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 18 (62.07%) | Loss trades (% of total) | 11 (37.93%) | ||
Largest | profit trade | 111.93 | loss trade | -29.83 | |
Average | profit trade | 65.18 | loss trade | -23.40 | |
Maximum | consecutive wins (profit in money) | 5 (389.97) | consecutive losses (loss in money) | 4 (-95.45) | |
Maximal | consecutive profit (count of wins) | 389.97 (5) | consecutive loss (count of losses) | -95.45 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.23 11:00 | buy | 1 | 0.10 | 1.49427 | 0.00000 | 0.00000 | ||
2 | 2022.09.23 11:00 | modify | 1 | 0.10 | 1.49427 | 1.49027 | 1.50927 | ||
3 | 2022.09.23 13:23 | buy | 2 | 0.10 | 1.50042 | 0.00000 | 0.00000 | ||
4 | 2022.09.23 13:23 | modify | 2 | 0.10 | 1.50042 | 1.49652 | 1.50927 | ||
5 | 2022.09.23 13:23 | buy | 3 | 0.10 | 1.50042 | 0.00000 | 0.00000 | ||
6 | 2022.09.23 13:23 | modify | 3 | 0.10 | 1.50042 | 1.49802 | 1.50927 | ||
7 | 2022.09.23 13:23 | modify | 1 | 0.10 | 1.49427 | 1.49802 | 1.50927 | ||
8 | 2022.09.23 13:26 | modify | 2 | 0.10 | 1.50042 | 1.49802 | 1.50927 | ||
9 | 2022.09.23 13:30 | s/l | 1 | 0.10 | 1.49802 | 1.49802 | 1.50927 | 27.96 | 10027.96 |
10 | 2022.09.23 13:30 | s/l | 2 | 0.10 | 1.49802 | 1.49802 | 1.50927 | -17.90 | 10010.06 |
11 | 2022.09.23 13:30 | s/l | 3 | 0.10 | 1.49802 | 1.49802 | 1.50927 | -17.90 | 9992.16 |
12 | 2022.09.23 15:00 | buy | 4 | 0.10 | 1.48030 | 0.00000 | 0.00000 | ||
13 | 2022.09.23 15:00 | modify | 4 | 0.10 | 1.48030 | 1.47630 | 1.49530 | ||
14 | 2022.09.23 16:50 | s/l | 4 | 0.10 | 1.47630 | 1.47630 | 1.49530 | -29.83 | 9962.33 |
15 | 2022.09.26 09:00 | sell | 5 | 0.10 | 1.46130 | 0.00000 | 0.00000 | ||
16 | 2022.09.26 09:00 | modify | 5 | 0.10 | 1.46130 | 1.46530 | 1.44630 | ||
17 | 2022.09.26 09:15 | s/l | 5 | 0.10 | 1.46530 | 1.46530 | 1.44630 | -29.82 | 9932.51 |
18 | 2022.09.28 12:00 | buy | 6 | 0.10 | 1.45645 | 0.00000 | 0.00000 | ||
19 | 2022.09.28 12:00 | modify | 6 | 0.10 | 1.45645 | 1.45245 | 1.47145 | ||
20 | 2022.09.28 14:40 | buy | 7 | 0.10 | 1.46706 | 0.00000 | 0.00000 | ||
21 | 2022.09.28 14:40 | modify | 7 | 0.10 | 1.46706 | 1.46170 | 1.47145 | ||
22 | 2022.09.28 14:40 | modify | 6 | 0.10 | 1.45645 | 1.46170 | 1.47145 | ||
23 | 2022.09.28 14:50 | t/p | 6 | 0.10 | 1.47145 | 1.46170 | 1.47145 | 111.85 | 10044.36 |
24 | 2022.09.28 14:50 | t/p | 7 | 0.10 | 1.47145 | 1.46170 | 1.47145 | 32.73 | 10077.09 |
25 | 2022.09.29 14:00 | sell | 8 | 0.10 | 1.50587 | 0.00000 | 0.00000 | ||
26 | 2022.09.29 14:00 | modify | 8 | 0.10 | 1.50587 | 1.50987 | 1.49087 | ||
27 | 2022.09.29 14:20 | s/l | 8 | 0.10 | 1.50987 | 1.50987 | 1.49087 | -29.82 | 10047.27 |
28 | 2022.09.30 19:00 | sell | 9 | 0.10 | 1.54336 | 0.00000 | 0.00000 | ||
29 | 2022.09.30 19:00 | modify | 9 | 0.10 | 1.54336 | 1.54736 | 1.52836 | ||
30 | 2022.10.02 22:55 | sell | 10 | 0.10 | 1.53727 | 0.00000 | 0.00000 | ||
31 | 2022.10.02 22:55 | modify | 10 | 0.10 | 1.53727 | 1.54111 | 1.52836 | ||
32 | 2022.10.02 22:55 | sell | 11 | 0.10 | 1.53727 | 0.00000 | 0.00000 | ||
33 | 2022.10.02 22:55 | modify | 11 | 0.10 | 1.53727 | 1.53961 | 1.52836 | ||
34 | 2022.10.02 22:55 | modify | 9 | 0.10 | 1.54336 | 1.53961 | 1.52836 | ||
35 | 2022.10.02 22:57 | modify | 10 | 0.10 | 1.53727 | 1.53961 | 1.52836 | ||
36 | 2022.10.03 04:20 | t/p | 9 | 0.10 | 1.52836 | 1.53961 | 1.52836 | 111.93 | 10159.20 |
37 | 2022.10.03 04:20 | t/p | 10 | 0.10 | 1.52836 | 1.53961 | 1.52836 | 66.52 | 10225.72 |
38 | 2022.10.03 04:20 | t/p | 11 | 0.10 | 1.52836 | 1.53961 | 1.52836 | 66.52 | 10292.24 |
39 | 2022.10.11 21:00 | buy | 12 | 0.10 | 1.51323 | 0.00000 | 0.00000 | ||
40 | 2022.10.11 21:00 | modify | 12 | 0.10 | 1.51323 | 1.50923 | 1.52823 | ||
41 | 2022.10.12 08:42 | buy | 13 | 0.10 | 1.52373 | 0.00000 | 0.00000 | ||
42 | 2022.10.12 08:42 | modify | 13 | 0.10 | 1.52373 | 1.51848 | 1.52823 | ||
43 | 2022.10.12 08:42 | modify | 12 | 0.10 | 1.51323 | 1.51848 | 1.52823 | ||
44 | 2022.10.12 11:07 | t/p | 12 | 0.10 | 1.52823 | 1.51848 | 1.52823 | 111.44 | 10403.68 |
45 | 2022.10.12 11:07 | t/p | 13 | 0.10 | 1.52823 | 1.51848 | 1.52823 | 33.56 | 10437.24 |
46 | 2022.10.13 12:00 | sell | 14 | 0.10 | 1.55316 | 0.00000 | 0.00000 | ||
47 | 2022.10.13 12:00 | modify | 14 | 0.10 | 1.55316 | 1.55716 | 1.53816 | ||
48 | 2022.10.13 12:20 | s/l | 14 | 0.10 | 1.55716 | 1.55716 | 1.53816 | -29.82 | 10407.42 |
49 | 2022.11.03 13:00 | buy | 15 | 0.10 | 1.54035 | 0.00000 | 0.00000 | ||
50 | 2022.11.03 13:00 | modify | 15 | 0.10 | 1.54035 | 1.53635 | 1.55535 | ||
51 | 2022.11.03 15:45 | s/l | 15 | 0.10 | 1.53635 | 1.53635 | 1.55535 | -29.82 | 10377.60 |
52 | 2022.11.15 14:00 | sell | 16 | 0.10 | 1.58656 | 0.00000 | 0.00000 | ||
53 | 2022.11.15 14:00 | modify | 16 | 0.10 | 1.58656 | 1.59056 | 1.57156 | ||
54 | 2022.11.15 15:55 | sell | 17 | 0.10 | 1.58050 | 0.00000 | 0.00000 | ||
55 | 2022.11.15 15:55 | modify | 17 | 0.10 | 1.58050 | 1.58431 | 1.57156 | ||
56 | 2022.11.15 15:55 | sell | 18 | 0.10 | 1.58050 | 0.00000 | 0.00000 | ||
57 | 2022.11.15 15:55 | modify | 18 | 0.10 | 1.58050 | 1.58281 | 1.57156 | ||
58 | 2022.11.15 15:55 | modify | 16 | 0.10 | 1.58656 | 1.58281 | 1.57156 | ||
59 | 2022.11.15 15:57 | modify | 17 | 0.10 | 1.58050 | 1.58281 | 1.57156 | ||
60 | 2022.11.15 18:15 | sell | 19 | 0.10 | 1.57589 | 0.00000 | 0.00000 | ||
61 | 2022.11.15 18:15 | modify | 19 | 0.10 | 1.57589 | 1.58131 | 1.57156 | ||
62 | 2022.11.15 18:15 | modify | 18 | 0.10 | 1.58050 | 1.58131 | 1.57156 | ||
63 | 2022.11.15 18:15 | modify | 17 | 0.10 | 1.58050 | 1.58131 | 1.57156 | ||
64 | 2022.11.15 18:15 | modify | 16 | 0.10 | 1.58656 | 1.58131 | 1.57156 | ||
65 | 2022.11.15 19:02 | t/p | 16 | 0.10 | 1.57156 | 1.58131 | 1.57156 | 111.84 | 10489.44 |
66 | 2022.11.15 19:02 | t/p | 17 | 0.10 | 1.57156 | 1.58131 | 1.57156 | 66.66 | 10556.10 |
67 | 2022.11.15 19:02 | t/p | 18 | 0.10 | 1.57156 | 1.58131 | 1.57156 | 66.66 | 10622.76 |
68 | 2022.11.15 19:02 | t/p | 19 | 0.10 | 1.57156 | 1.58131 | 1.57156 | 32.29 | 10655.05 |
69 | 2022.11.23 16:00 | sell | 20 | 0.10 | 1.61436 | 0.00000 | 0.00000 | ||
70 | 2022.11.23 16:00 | modify | 20 | 0.10 | 1.61436 | 1.61836 | 1.59936 | ||
71 | 2022.11.23 22:06 | sell | 21 | 0.10 | 1.60824 | 0.00000 | 0.00000 | ||
72 | 2022.11.23 22:06 | modify | 21 | 0.10 | 1.60824 | 1.61211 | 1.59936 | ||
73 | 2022.11.23 22:06 | sell | 22 | 0.10 | 1.60824 | 0.00000 | 0.00000 | ||
74 | 2022.11.23 22:06 | modify | 22 | 0.10 | 1.60824 | 1.61061 | 1.59936 | ||
75 | 2022.11.23 22:06 | modify | 20 | 0.10 | 1.61436 | 1.61061 | 1.59936 | ||
76 | 2022.11.23 22:10 | modify | 21 | 0.10 | 1.60824 | 1.61061 | 1.59936 | ||
77 | 2022.11.23 23:15 | s/l | 20 | 0.10 | 1.61061 | 1.61061 | 1.59936 | 27.96 | 10683.01 |
78 | 2022.11.23 23:15 | s/l | 21 | 0.10 | 1.61061 | 1.61061 | 1.59936 | -17.67 | 10665.34 |
79 | 2022.11.23 23:15 | s/l | 22 | 0.10 | 1.61061 | 1.61061 | 1.59936 | -17.67 | 10647.67 |
80 | 2022.11.29 17:00 | sell | 23 | 0.10 | 1.63533 | 0.00000 | 0.00000 | ||
81 | 2022.11.29 17:00 | modify | 23 | 0.10 | 1.63533 | 1.63933 | 1.62033 | ||
82 | 2022.11.29 17:45 | sell | 24 | 0.10 | 1.62917 | 0.00000 | 0.00000 | ||
83 | 2022.11.29 17:45 | modify | 24 | 0.10 | 1.62917 | 1.63308 | 1.62033 | ||
84 | 2022.11.29 17:45 | sell | 25 | 0.10 | 1.62917 | 0.00000 | 0.00000 | ||
85 | 2022.11.29 17:45 | modify | 25 | 0.10 | 1.62917 | 1.63158 | 1.62033 | ||
86 | 2022.11.29 17:45 | modify | 23 | 0.10 | 1.63533 | 1.63158 | 1.62033 | ||
87 | 2022.11.29 17:47 | modify | 24 | 0.10 | 1.62917 | 1.63158 | 1.62033 | ||
88 | 2022.11.29 18:26 | sell | 26 | 0.10 | 1.62480 | 0.00000 | 0.00000 | ||
89 | 2022.11.29 18:26 | modify | 26 | 0.10 | 1.62480 | 1.63008 | 1.62033 | ||
90 | 2022.11.29 18:26 | modify | 25 | 0.10 | 1.62917 | 1.63008 | 1.62033 | ||
91 | 2022.11.29 18:26 | modify | 24 | 0.10 | 1.62917 | 1.63008 | 1.62033 | ||
92 | 2022.11.29 18:26 | modify | 23 | 0.10 | 1.63533 | 1.63008 | 1.62033 | ||
93 | 2022.11.30 14:02 | t/p | 23 | 0.10 | 1.62033 | 1.63008 | 1.62033 | 111.93 | 10759.59 |
94 | 2022.11.30 14:02 | t/p | 24 | 0.10 | 1.62033 | 1.63008 | 1.62033 | 66.00 | 10825.59 |
95 | 2022.11.30 14:02 | t/p | 25 | 0.10 | 1.62033 | 1.63008 | 1.62033 | 66.00 | 10891.59 |
96 | 2022.11.30 14:02 | t/p | 26 | 0.10 | 1.62033 | 1.63008 | 1.62033 | 33.41 | 10925.00 |
97 | 2022.12.01 15:00 | sell | 27 | 0.10 | 1.64967 | 0.00000 | 0.00000 | ||
98 | 2022.12.01 15:00 | modify | 27 | 0.10 | 1.64967 | 1.65367 | 1.63467 | ||
99 | 2022.12.02 05:45 | sell | 28 | 0.10 | 1.64343 | 0.00000 | 0.00000 | ||
100 | 2022.12.02 05:45 | modify | 28 | 0.10 | 1.64343 | 1.64742 | 1.63467 | ||
101 | 2022.12.02 05:45 | sell | 29 | 0.10 | 1.64343 | 0.00000 | 0.00000 | ||
102 | 2022.12.02 05:45 | modify | 29 | 0.10 | 1.64343 | 1.64592 | 1.63467 | ||
103 | 2022.12.02 05:45 | modify | 27 | 0.10 | 1.64967 | 1.64592 | 1.63467 | ||
104 | 2022.12.02 05:47 | modify | 28 | 0.10 | 1.64343 | 1.64592 | 1.63467 | ||
105 | 2022.12.02 07:45 | s/l | 27 | 0.10 | 1.64592 | 1.64592 | 1.63467 | 28.05 | 10953.05 |
106 | 2022.12.02 07:45 | s/l | 28 | 0.10 | 1.64592 | 1.64592 | 1.63467 | -18.57 | 10934.48 |
107 | 2022.12.02 07:45 | s/l | 29 | 0.10 | 1.64592 | 1.64592 | 1.63467 | -18.57 | 10915.91 |