Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; 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=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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 80073 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 943.08 | Gross profit | 1139.76 | Gross loss | -196.68 |
Profit factor | 5.79 | Expected payoff | 41.00 | ||
Absolute drawdown | 13.04 | Maximal drawdown | 148.93 (1.46%) | Relative drawdown | 1.46% (148.93) |
Total trades | 23 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 21 (71.43%) |
Profit trades (% of total) | 17 (73.91%) | Loss trades (% of total) | 6 (26.09%) | ||
Largest | profit trade | 112.04 | loss trade | -97.29 | |
Average | profit trade | 67.04 | loss trade | -32.78 | |
Maximum | consecutive wins (profit in money) | 10 (705.51) | consecutive losses (loss in money) | 2 (-35.22) | |
Maximal | consecutive profit (count of wins) | 705.51 (10) | consecutive loss (count of losses) | -97.29 (1) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.09 00:00 | buy | 1 | 0.10 | 1.55396 | 0.00000 | 0.00000 | ||
2 | 2022.08.09 00:00 | modify | 1 | 0.10 | 1.55396 | 1.54096 | 1.56896 | ||
3 | 2022.08.10 12:40 | t/p | 1 | 0.10 | 1.56896 | 1.54096 | 1.56896 | 111.36 | 10111.36 |
4 | 2022.08.19 00:00 | buy | 2 | 0.10 | 1.54504 | 0.00000 | 0.00000 | ||
5 | 2022.08.19 00:00 | modify | 2 | 0.10 | 1.54504 | 1.53204 | 1.56004 | ||
6 | 2022.08.22 11:40 | s/l | 2 | 0.10 | 1.53204 | 1.53204 | 1.56004 | -97.29 | 10014.07 |
7 | 2022.09.05 04:00 | buy | 3 | 0.10 | 1.50904 | 0.00000 | 0.00000 | ||
8 | 2022.09.05 04:00 | modify | 3 | 0.10 | 1.50904 | 1.49604 | 1.52404 | ||
9 | 2022.09.05 22:50 | buy | 4 | 0.10 | 1.51816 | 0.00000 | 0.00000 | ||
10 | 2022.09.05 22:50 | modify | 4 | 0.10 | 1.51816 | 1.51354 | 1.52404 | ||
11 | 2022.09.05 22:50 | modify | 3 | 0.10 | 1.50904 | 1.51354 | 1.52404 | ||
12 | 2022.09.06 05:30 | buy | 5 | 0.10 | 1.51959 | 0.00000 | 0.00000 | ||
13 | 2022.09.06 05:30 | modify | 5 | 0.10 | 1.51959 | 1.51654 | 1.52404 | ||
14 | 2022.09.06 05:30 | modify | 4 | 0.10 | 1.51816 | 1.51654 | 1.52404 | ||
15 | 2022.09.06 05:30 | modify | 3 | 0.10 | 1.50904 | 1.51654 | 1.52404 | ||
16 | 2022.09.06 08:05 | s/l | 3 | 0.10 | 1.51654 | 1.51654 | 1.52404 | 55.47 | 10069.54 |
17 | 2022.09.06 08:05 | s/l | 4 | 0.10 | 1.51654 | 1.51654 | 1.52404 | -12.49 | 10057.04 |
18 | 2022.09.06 08:05 | s/l | 5 | 0.10 | 1.51654 | 1.51654 | 1.52404 | -22.73 | 10034.31 |
19 | 2023.03.03 00:00 | buy | 6 | 0.10 | 1.62523 | 0.00000 | 0.00000 | ||
20 | 2023.03.03 00:00 | modify | 6 | 0.10 | 1.62523 | 1.61223 | 1.64023 | ||
21 | 2023.03.03 13:10 | buy | 7 | 0.10 | 1.63137 | 0.00000 | 0.00000 | ||
22 | 2023.03.03 13:10 | modify | 7 | 0.10 | 1.63137 | 1.62748 | 1.64023 | ||
23 | 2023.03.03 13:10 | modify | 6 | 0.10 | 1.62523 | 1.62748 | 1.64023 | ||
24 | 2023.03.03 14:45 | buy | 8 | 0.10 | 1.63439 | 0.00000 | 0.00000 | ||
25 | 2023.03.03 14:45 | modify | 8 | 0.10 | 1.63439 | 1.62973 | 1.64023 | ||
26 | 2023.03.03 14:45 | modify | 7 | 0.10 | 1.63137 | 1.62973 | 1.64023 | ||
27 | 2023.03.03 14:45 | modify | 6 | 0.10 | 1.62523 | 1.62973 | 1.64023 | ||
28 | 2023.03.03 18:40 | buy | 9 | 0.10 | 1.63584 | 0.00000 | 0.00000 | ||
29 | 2023.03.03 18:40 | modify | 9 | 0.10 | 1.63584 | 1.63273 | 1.64023 | ||
30 | 2023.03.03 18:40 | modify | 8 | 0.10 | 1.63439 | 1.63273 | 1.64023 | ||
31 | 2023.03.03 18:40 | modify | 7 | 0.10 | 1.63137 | 1.63273 | 1.64023 | ||
32 | 2023.03.03 18:40 | modify | 6 | 0.10 | 1.62523 | 1.63273 | 1.64023 | ||
33 | 2023.03.07 07:20 | t/p | 6 | 0.10 | 1.64023 | 1.63273 | 1.64023 | 110.94 | 10145.25 |
34 | 2023.03.07 07:20 | t/p | 7 | 0.10 | 1.64023 | 1.63273 | 1.64023 | 65.18 | 10210.43 |
35 | 2023.03.07 07:20 | t/p | 8 | 0.10 | 1.64023 | 1.63273 | 1.64023 | 42.68 | 10253.10 |
36 | 2023.03.07 07:20 | t/p | 9 | 0.10 | 1.64023 | 1.63273 | 1.64023 | 31.87 | 10284.97 |
37 | 2023.03.30 04:00 | buy | 10 | 0.10 | 1.67057 | 0.00000 | 0.00000 | ||
38 | 2023.03.30 04:00 | modify | 10 | 0.10 | 1.67057 | 1.65757 | 1.68557 | ||
39 | 2023.03.30 13:15 | buy | 11 | 0.10 | 1.67658 | 0.00000 | 0.00000 | ||
40 | 2023.03.30 13:15 | modify | 11 | 0.10 | 1.67658 | 1.67282 | 1.68557 | ||
41 | 2023.03.30 13:15 | modify | 10 | 0.10 | 1.67057 | 1.67282 | 1.68557 | ||
42 | 2023.03.30 13:40 | s/l | 10 | 0.10 | 1.67282 | 1.67282 | 1.68557 | 16.77 | 10301.74 |
43 | 2023.03.30 13:40 | s/l | 11 | 0.10 | 1.67282 | 1.67282 | 1.68557 | -28.02 | 10273.72 |
44 | 2023.04.03 04:00 | buy | 12 | 0.10 | 1.66029 | 0.00000 | 0.00000 | ||
45 | 2023.04.03 04:00 | modify | 12 | 0.10 | 1.66029 | 1.64729 | 1.67529 | ||
46 | 2023.04.03 10:05 | buy | 13 | 0.10 | 1.66654 | 0.00000 | 0.00000 | ||
47 | 2023.04.03 10:05 | modify | 13 | 0.10 | 1.66654 | 1.66254 | 1.67529 | ||
48 | 2023.04.03 10:05 | modify | 12 | 0.10 | 1.66029 | 1.66254 | 1.67529 | ||
49 | 2023.04.03 23:40 | buy | 14 | 0.10 | 1.66941 | 0.00000 | 0.00000 | ||
50 | 2023.04.03 23:40 | modify | 14 | 0.10 | 1.66941 | 1.66479 | 1.67529 | ||
51 | 2023.04.03 23:40 | modify | 13 | 0.10 | 1.66654 | 1.66479 | 1.67529 | ||
52 | 2023.04.03 23:40 | modify | 12 | 0.10 | 1.66029 | 1.66479 | 1.67529 | ||
53 | 2023.04.04 09:20 | t/p | 12 | 0.10 | 1.67529 | 1.66479 | 1.67529 | 111.36 | 10385.08 |
54 | 2023.04.04 09:20 | t/p | 13 | 0.10 | 1.67529 | 1.66479 | 1.67529 | 64.78 | 10449.86 |
55 | 2023.04.04 09:20 | t/p | 14 | 0.10 | 1.67529 | 1.66479 | 1.67529 | 43.40 | 10493.26 |
56 | 2023.04.17 08:00 | buy | 15 | 0.10 | 1.65826 | 0.00000 | 0.00000 | ||
57 | 2023.04.17 08:00 | modify | 15 | 0.10 | 1.65826 | 1.64526 | 1.67326 | ||
58 | 2023.04.18 11:20 | buy | 16 | 0.10 | 1.66445 | 0.00000 | 0.00000 | ||
59 | 2023.04.18 11:20 | modify | 16 | 0.10 | 1.66445 | 1.66051 | 1.67326 | ||
60 | 2023.04.18 11:20 | modify | 15 | 0.10 | 1.65826 | 1.66051 | 1.67326 | ||
61 | 2023.04.19 06:20 | buy | 17 | 0.10 | 1.66745 | 0.00000 | 0.00000 | ||
62 | 2023.04.19 06:20 | modify | 17 | 0.10 | 1.66745 | 1.66276 | 1.67326 | ||
63 | 2023.04.19 06:20 | modify | 16 | 0.10 | 1.66445 | 1.66276 | 1.67326 | ||
64 | 2023.04.19 06:20 | modify | 15 | 0.10 | 1.65826 | 1.66276 | 1.67326 | ||
65 | 2023.04.19 11:15 | buy | 18 | 0.10 | 1.66880 | 0.00000 | 0.00000 | ||
66 | 2023.04.19 11:15 | modify | 18 | 0.10 | 1.66880 | 1.66576 | 1.67326 | ||
67 | 2023.04.19 11:15 | modify | 17 | 0.10 | 1.66745 | 1.66576 | 1.67326 | ||
68 | 2023.04.19 11:15 | modify | 16 | 0.10 | 1.66445 | 1.66576 | 1.67326 | ||
69 | 2023.04.19 11:15 | modify | 15 | 0.10 | 1.65826 | 1.66576 | 1.67326 | ||
70 | 2023.04.19 14:05 | t/p | 15 | 0.10 | 1.67326 | 1.66576 | 1.67326 | 110.94 | 10604.19 |
71 | 2023.04.19 14:05 | t/p | 16 | 0.10 | 1.67326 | 1.66576 | 1.67326 | 65.23 | 10669.42 |
72 | 2023.04.19 14:05 | t/p | 17 | 0.10 | 1.67326 | 1.66576 | 1.67326 | 43.29 | 10712.71 |
73 | 2023.04.19 14:05 | t/p | 18 | 0.10 | 1.67326 | 1.66576 | 1.67326 | 33.23 | 10745.94 |
74 | 2023.07.14 00:00 | sell | 19 | 0.10 | 1.72137 | 0.00000 | 0.00000 | ||
75 | 2023.07.14 00:00 | modify | 19 | 0.10 | 1.72137 | 1.73437 | 1.70637 | ||
76 | 2023.07.18 21:05 | sell | 20 | 0.10 | 1.71513 | 0.00000 | 0.00000 | ||
77 | 2023.07.18 21:05 | modify | 20 | 0.10 | 1.71513 | 1.71912 | 1.70637 | ||
78 | 2023.07.18 21:05 | modify | 19 | 0.10 | 1.72137 | 1.71912 | 1.70637 | ||
79 | 2023.07.19 06:40 | t/p | 19 | 0.10 | 1.70637 | 1.71912 | 1.70637 | 112.04 | 10857.98 |
80 | 2023.07.19 06:40 | t/p | 20 | 0.10 | 1.70637 | 1.71912 | 1.70637 | 65.36 | 10923.34 |
81 | 2023.07.28 00:00 | buy | 21 | 0.10 | 1.69263 | 0.00000 | 0.00000 | ||
82 | 2023.07.28 00:00 | modify | 21 | 0.10 | 1.69263 | 1.67963 | 1.70763 | ||
83 | 2023.07.28 11:20 | buy | 22 | 0.10 | 1.70172 | 0.00000 | 0.00000 | ||
84 | 2023.07.28 11:20 | modify | 22 | 0.10 | 1.70172 | 1.69713 | 1.70763 | ||
85 | 2023.07.28 11:20 | modify | 21 | 0.10 | 1.69263 | 1.69713 | 1.70763 | ||
86 | 2023.07.28 16:20 | buy | 23 | 0.10 | 1.70339 | 0.00000 | 0.00000 | ||
87 | 2023.07.28 16:20 | modify | 23 | 0.10 | 1.70339 | 1.70013 | 1.70763 | ||
88 | 2023.07.28 16:20 | modify | 22 | 0.10 | 1.70172 | 1.70013 | 1.70763 | ||
89 | 2023.07.28 16:20 | modify | 21 | 0.10 | 1.69263 | 1.70013 | 1.70763 | ||
90 | 2023.07.30 21:00 | s/l | 21 | 0.10 | 1.70013 | 1.70013 | 1.70763 | 55.89 | 10979.23 |
91 | 2023.07.30 21:00 | s/l | 22 | 0.10 | 1.70013 | 1.70013 | 1.70763 | -11.85 | 10967.38 |
92 | 2023.07.30 21:00 | s/l | 23 | 0.10 | 1.70013 | 1.70013 | 1.70763 | -24.30 | 10943.08 |