Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=5; 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=110; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 79762 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1173.18 | Gross profit | 1610.14 | Gross loss | -436.96 |
Profit factor | 3.68 | Expected payoff | 30.08 | ||
Absolute drawdown | 138.99 | Maximal drawdown | 206.21 (2.02%) | Relative drawdown | 2.02% (206.21) |
Total trades | 39 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 22 (63.64%) |
Profit trades (% of total) | 25 (64.10%) | Loss trades (% of total) | 14 (35.90%) | ||
Largest | profit trade | 120.73 | loss trade | -111.48 | |
Average | profit trade | 64.41 | loss trade | -31.21 | |
Maximum | consecutive wins (profit in money) | 8 (528.86) | consecutive losses (loss in money) | 2 (-32.10) | |
Maximal | consecutive profit (count of wins) | 528.86 (8) | consecutive loss (count of losses) | -111.48 (1) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.12 16:00 | buy | 1 | 0.10 | 1.21329 | 0.00000 | 0.00000 | ||
2 | 2022.08.12 16:00 | modify | 1 | 0.10 | 1.21329 | 1.20229 | 1.22529 | ||
3 | 2022.08.16 07:05 | s/l | 1 | 0.10 | 1.20229 | 1.20229 | 1.22529 | -110.99 | 9889.01 |
4 | 2022.08.29 08:00 | buy | 2 | 0.10 | 1.16755 | 0.00000 | 0.00000 | ||
5 | 2022.08.29 08:00 | modify | 2 | 0.10 | 1.16755 | 1.15655 | 1.17955 | ||
6 | 2022.08.29 12:30 | buy | 3 | 0.10 | 1.17242 | 0.00000 | 0.00000 | ||
7 | 2022.08.29 12:30 | modify | 3 | 0.10 | 1.17242 | 1.16995 | 1.17955 | ||
8 | 2022.08.29 12:30 | modify | 2 | 0.10 | 1.16755 | 1.16995 | 1.17955 | ||
9 | 2022.08.29 14:25 | buy | 4 | 0.10 | 1.17309 | 0.00000 | 0.00000 | ||
10 | 2022.08.29 14:25 | modify | 4 | 0.10 | 1.17309 | 1.17115 | 1.17955 | ||
11 | 2022.08.29 14:25 | modify | 3 | 0.10 | 1.17242 | 1.17115 | 1.17955 | ||
12 | 2022.08.29 14:25 | modify | 2 | 0.10 | 1.16755 | 1.17115 | 1.17955 | ||
13 | 2022.08.29 14:30 | s/l | 2 | 0.10 | 1.17115 | 1.17115 | 1.17955 | 36.00 | 9925.01 |
14 | 2022.08.29 14:30 | s/l | 3 | 0.10 | 1.17115 | 1.17115 | 1.17955 | -12.70 | 9912.31 |
15 | 2022.08.29 14:30 | s/l | 4 | 0.10 | 1.17115 | 1.17115 | 1.17955 | -19.40 | 9892.91 |
16 | 2022.09.05 04:00 | buy | 5 | 0.10 | 1.14751 | 0.00000 | 0.00000 | ||
17 | 2022.09.05 04:00 | modify | 5 | 0.10 | 1.14751 | 1.13651 | 1.15951 | ||
18 | 2022.09.05 16:15 | buy | 6 | 0.10 | 1.15237 | 0.00000 | 0.00000 | ||
19 | 2022.09.05 16:15 | modify | 6 | 0.10 | 1.15237 | 1.14991 | 1.15951 | ||
20 | 2022.09.05 16:15 | modify | 5 | 0.10 | 1.14751 | 1.14991 | 1.15951 | ||
21 | 2022.09.05 22:10 | buy | 7 | 0.10 | 1.15313 | 0.00000 | 0.00000 | ||
22 | 2022.09.05 22:10 | modify | 7 | 0.10 | 1.15313 | 1.15111 | 1.15951 | ||
23 | 2022.09.05 22:10 | modify | 6 | 0.10 | 1.15237 | 1.15111 | 1.15951 | ||
24 | 2022.09.05 22:10 | modify | 5 | 0.10 | 1.14751 | 1.15111 | 1.15951 | ||
25 | 2022.09.05 22:50 | buy | 8 | 0.10 | 1.15653 | 0.00000 | 0.00000 | ||
26 | 2022.09.05 22:50 | modify | 8 | 0.10 | 1.15653 | 1.15171 | 1.15951 | ||
27 | 2022.09.05 22:50 | modify | 7 | 0.10 | 1.15313 | 1.15171 | 1.15951 | ||
28 | 2022.09.05 22:50 | modify | 6 | 0.10 | 1.15237 | 1.15171 | 1.15951 | ||
29 | 2022.09.05 22:50 | modify | 5 | 0.10 | 1.14751 | 1.15171 | 1.15951 | ||
30 | 2022.09.06 01:30 | t/p | 5 | 0.10 | 1.15951 | 1.15171 | 1.15951 | 119.51 | 10012.42 |
31 | 2022.09.06 01:30 | t/p | 6 | 0.10 | 1.15951 | 1.15171 | 1.15951 | 70.91 | 10083.32 |
32 | 2022.09.06 01:30 | t/p | 7 | 0.10 | 1.15951 | 1.15171 | 1.15951 | 63.31 | 10146.63 |
33 | 2022.09.06 01:30 | t/p | 8 | 0.10 | 1.15951 | 1.15171 | 1.15951 | 29.31 | 10175.93 |
34 | 2022.09.21 12:00 | buy | 9 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
35 | 2022.09.21 12:00 | modify | 9 | 0.10 | 1.13388 | 1.12288 | 1.14588 | ||
36 | 2022.09.22 00:40 | s/l | 9 | 0.10 | 1.12288 | 1.12288 | 1.14588 | -111.48 | 10064.45 |
37 | 2022.10.13 20:00 | sell | 10 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
38 | 2022.10.13 20:00 | modify | 10 | 0.10 | 1.13159 | 1.14259 | 1.11959 | ||
39 | 2022.10.14 07:50 | sell | 11 | 0.10 | 1.12604 | 0.00000 | 0.00000 | ||
40 | 2022.10.14 07:50 | modify | 11 | 0.10 | 1.12604 | 1.12799 | 1.11959 | ||
41 | 2022.10.14 07:50 | modify | 10 | 0.10 | 1.13159 | 1.12799 | 1.11959 | ||
42 | 2022.10.14 07:55 | s/l | 10 | 0.10 | 1.12799 | 1.12799 | 1.11959 | 36.15 | 10100.59 |
43 | 2022.10.14 07:55 | s/l | 11 | 0.10 | 1.12799 | 1.12799 | 1.11959 | -19.50 | 10081.09 |
44 | 2022.10.26 12:00 | sell | 12 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
45 | 2022.10.26 12:00 | modify | 12 | 0.10 | 1.15630 | 1.16730 | 1.14430 | ||
46 | 2022.10.28 07:50 | sell | 13 | 0.10 | 1.15122 | 0.00000 | 0.00000 | ||
47 | 2022.10.28 07:50 | modify | 13 | 0.10 | 1.15122 | 1.15390 | 1.14430 | ||
48 | 2022.10.28 07:50 | modify | 12 | 0.10 | 1.15630 | 1.15390 | 1.14430 | ||
49 | 2022.10.28 10:30 | s/l | 12 | 0.10 | 1.15390 | 1.15390 | 1.14430 | 24.59 | 10105.68 |
50 | 2022.10.28 10:30 | s/l | 13 | 0.10 | 1.15390 | 1.15390 | 1.14430 | -26.80 | 10078.88 |
51 | 2022.11.23 20:00 | sell | 14 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
52 | 2022.11.23 20:00 | modify | 14 | 0.10 | 1.20648 | 1.21748 | 1.19448 | ||
53 | 2022.11.28 17:30 | sell | 15 | 0.10 | 1.20149 | 0.00000 | 0.00000 | ||
54 | 2022.11.28 17:30 | modify | 15 | 0.10 | 1.20149 | 1.20408 | 1.19448 | ||
55 | 2022.11.28 17:30 | modify | 14 | 0.10 | 1.20648 | 1.20408 | 1.19448 | ||
56 | 2022.11.28 18:40 | sell | 16 | 0.10 | 1.19733 | 0.00000 | 0.00000 | ||
57 | 2022.11.28 18:40 | modify | 16 | 0.10 | 1.19733 | 1.20228 | 1.19448 | ||
58 | 2022.11.28 18:40 | modify | 15 | 0.10 | 1.20149 | 1.20228 | 1.19448 | ||
59 | 2022.11.28 18:40 | modify | 14 | 0.10 | 1.20648 | 1.20228 | 1.19448 | ||
60 | 2022.11.28 20:40 | t/p | 14 | 0.10 | 1.19448 | 1.20228 | 1.19448 | 120.73 | 10199.61 |
61 | 2022.11.28 20:40 | t/p | 15 | 0.10 | 1.19448 | 1.20228 | 1.19448 | 70.10 | 10269.71 |
62 | 2022.11.28 20:40 | t/p | 16 | 0.10 | 1.19448 | 1.20228 | 1.19448 | 28.50 | 10298.21 |
63 | 2022.12.01 20:00 | sell | 17 | 0.10 | 1.22587 | 0.00000 | 0.00000 | ||
64 | 2022.12.01 20:00 | modify | 17 | 0.10 | 1.22587 | 1.23687 | 1.21387 | ||
65 | 2022.12.02 13:40 | t/p | 17 | 0.10 | 1.21387 | 1.23687 | 1.21387 | 120.15 | 10418.36 |
66 | 2023.02.02 04:00 | sell | 18 | 0.10 | 1.23845 | 0.00000 | 0.00000 | ||
67 | 2023.02.02 04:00 | modify | 18 | 0.10 | 1.23845 | 1.24945 | 1.22645 | ||
68 | 2023.02.02 09:40 | sell | 19 | 0.10 | 1.23303 | 0.00000 | 0.00000 | ||
69 | 2023.02.02 09:40 | modify | 19 | 0.10 | 1.23303 | 1.23485 | 1.22645 | ||
70 | 2023.02.02 09:40 | modify | 18 | 0.10 | 1.23845 | 1.23485 | 1.22645 | ||
71 | 2023.02.02 09:50 | sell | 20 | 0.10 | 1.23342 | 0.00000 | 0.00000 | ||
72 | 2023.02.02 09:50 | modify | 20 | 0.10 | 1.23342 | 1.23605 | 1.22645 | ||
73 | 2023.02.02 09:55 | s/l | 18 | 0.10 | 1.23485 | 1.23485 | 1.22645 | 36.00 | 10454.36 |
74 | 2023.02.02 09:55 | s/l | 19 | 0.10 | 1.23485 | 1.23485 | 1.22645 | -18.20 | 10436.16 |
75 | 2023.02.02 09:55 | close | 20 | 0.10 | 1.23491 | 1.23605 | 1.22645 | -14.90 | 10421.26 |
76 | 2023.02.24 20:00 | buy | 21 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
77 | 2023.02.24 20:00 | modify | 21 | 0.10 | 1.19461 | 1.18361 | 1.20661 | ||
78 | 2023.02.27 13:20 | buy | 22 | 0.10 | 1.20009 | 0.00000 | 0.00000 | ||
79 | 2023.02.27 13:20 | modify | 22 | 0.10 | 1.20009 | 1.19821 | 1.20661 | ||
80 | 2023.02.27 13:20 | modify | 21 | 0.10 | 1.19461 | 1.19821 | 1.20661 | ||
81 | 2023.02.27 15:20 | buy | 23 | 0.10 | 1.20375 | 0.00000 | 0.00000 | ||
82 | 2023.02.27 15:20 | modify | 23 | 0.10 | 1.20375 | 1.19881 | 1.20661 | ||
83 | 2023.02.27 15:20 | modify | 22 | 0.10 | 1.20009 | 1.19881 | 1.20661 | ||
84 | 2023.02.27 15:20 | modify | 21 | 0.10 | 1.19461 | 1.19881 | 1.20661 | ||
85 | 2023.02.27 23:40 | t/p | 21 | 0.10 | 1.20661 | 1.19881 | 1.20661 | 119.51 | 10540.76 |
86 | 2023.02.27 23:40 | t/p | 22 | 0.10 | 1.20661 | 1.19881 | 1.20661 | 65.20 | 10605.96 |
87 | 2023.02.27 23:40 | t/p | 23 | 0.10 | 1.20661 | 1.19881 | 1.20661 | 28.60 | 10634.56 |
88 | 2023.03.08 08:00 | buy | 24 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
89 | 2023.03.08 08:00 | modify | 24 | 0.10 | 1.18274 | 1.17174 | 1.19474 | ||
90 | 2023.03.09 08:30 | buy | 25 | 0.10 | 1.18778 | 0.00000 | 0.00000 | ||
91 | 2023.03.09 08:30 | modify | 25 | 0.10 | 1.18778 | 1.18514 | 1.19474 | ||
92 | 2023.03.09 08:30 | modify | 24 | 0.10 | 1.18274 | 1.18514 | 1.19474 | ||
93 | 2023.03.09 12:45 | buy | 26 | 0.10 | 1.18822 | 0.00000 | 0.00000 | ||
94 | 2023.03.09 12:45 | modify | 26 | 0.10 | 1.18822 | 1.18634 | 1.19474 | ||
95 | 2023.03.09 12:45 | modify | 25 | 0.10 | 1.18778 | 1.18634 | 1.19474 | ||
96 | 2023.03.09 12:45 | modify | 24 | 0.10 | 1.18274 | 1.18634 | 1.19474 | ||
97 | 2023.03.09 14:20 | buy | 27 | 0.10 | 1.19177 | 0.00000 | 0.00000 | ||
98 | 2023.03.09 14:20 | modify | 27 | 0.10 | 1.19177 | 1.18694 | 1.19474 | ||
99 | 2023.03.09 14:20 | modify | 26 | 0.10 | 1.18822 | 1.18694 | 1.19474 | ||
100 | 2023.03.09 14:20 | modify | 25 | 0.10 | 1.18778 | 1.18694 | 1.19474 | ||
101 | 2023.03.09 14:20 | modify | 24 | 0.10 | 1.18274 | 1.18694 | 1.19474 | ||
102 | 2023.03.10 07:20 | t/p | 24 | 0.10 | 1.19474 | 1.18694 | 1.19474 | 118.02 | 10752.58 |
103 | 2023.03.10 07:20 | t/p | 25 | 0.10 | 1.19474 | 1.18694 | 1.19474 | 69.11 | 10821.69 |
104 | 2023.03.10 07:20 | t/p | 26 | 0.10 | 1.19474 | 1.18694 | 1.19474 | 64.71 | 10886.39 |
105 | 2023.03.10 07:20 | t/p | 27 | 0.10 | 1.19474 | 1.18694 | 1.19474 | 29.21 | 10915.60 |
106 | 2023.04.14 20:00 | buy | 28 | 0.10 | 1.24189 | 0.00000 | 0.00000 | ||
107 | 2023.04.14 20:00 | modify | 28 | 0.10 | 1.24189 | 1.23089 | 1.25389 | ||
108 | 2023.04.19 07:30 | buy | 29 | 0.10 | 1.24691 | 0.00000 | 0.00000 | ||
109 | 2023.04.19 07:30 | modify | 29 | 0.10 | 1.24691 | 1.24429 | 1.25389 | ||
110 | 2023.04.19 07:30 | modify | 28 | 0.10 | 1.24189 | 1.24429 | 1.25389 | ||
111 | 2023.04.19 07:40 | buy | 30 | 0.10 | 1.24753 | 0.00000 | 0.00000 | ||
112 | 2023.04.19 07:40 | modify | 30 | 0.10 | 1.24753 | 1.24549 | 1.25389 | ||
113 | 2023.04.19 07:40 | modify | 29 | 0.10 | 1.24691 | 1.24549 | 1.25389 | ||
114 | 2023.04.19 07:40 | modify | 28 | 0.10 | 1.24189 | 1.24549 | 1.25389 | ||
115 | 2023.04.19 08:20 | s/l | 28 | 0.10 | 1.24549 | 1.24549 | 1.25389 | 34.52 | 10950.11 |
116 | 2023.04.19 08:20 | s/l | 29 | 0.10 | 1.24549 | 1.24549 | 1.25389 | -14.20 | 10935.91 |
117 | 2023.04.19 08:20 | s/l | 30 | 0.10 | 1.24549 | 1.24549 | 1.25389 | -20.40 | 10915.51 |
118 | 2023.06.01 20:00 | sell | 31 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
119 | 2023.06.01 20:00 | modify | 31 | 0.10 | 1.25300 | 1.26400 | 1.24100 | ||
120 | 2023.06.02 14:55 | sell | 32 | 0.10 | 1.24800 | 0.00000 | 0.00000 | ||
121 | 2023.06.02 14:55 | modify | 32 | 0.10 | 1.24800 | 1.25060 | 1.24100 | ||
122 | 2023.06.02 14:55 | modify | 31 | 0.10 | 1.25300 | 1.25060 | 1.24100 | ||
123 | 2023.06.02 15:20 | sell | 33 | 0.10 | 1.24758 | 0.00000 | 0.00000 | ||
124 | 2023.06.02 15:20 | modify | 33 | 0.10 | 1.24758 | 1.24940 | 1.24100 | ||
125 | 2023.06.02 15:20 | modify | 32 | 0.10 | 1.24800 | 1.24940 | 1.24100 | ||
126 | 2023.06.02 15:20 | modify | 31 | 0.10 | 1.25300 | 1.24940 | 1.24100 | ||
127 | 2023.06.05 06:33 | t/p | 31 | 0.10 | 1.24100 | 1.24940 | 1.24100 | 120.29 | 11035.81 |
128 | 2023.06.05 06:33 | t/p | 32 | 0.10 | 1.24100 | 1.24940 | 1.24100 | 70.15 | 11105.95 |
129 | 2023.06.05 06:33 | t/p | 33 | 0.10 | 1.24100 | 1.24940 | 1.24100 | 65.95 | 11171.90 |
130 | 2023.06.28 20:00 | buy | 34 | 0.10 | 1.26440 | 0.00000 | 0.00000 | ||
131 | 2023.06.28 20:00 | modify | 34 | 0.10 | 1.26440 | 1.25340 | 1.27640 | ||
132 | 2023.06.30 12:40 | buy | 35 | 0.10 | 1.26934 | 0.00000 | 0.00000 | ||
133 | 2023.06.30 12:40 | modify | 35 | 0.10 | 1.26934 | 1.26680 | 1.27640 | ||
134 | 2023.06.30 12:40 | modify | 34 | 0.10 | 1.26440 | 1.26680 | 1.27640 | ||
135 | 2023.06.30 18:45 | buy | 36 | 0.10 | 1.26998 | 0.00000 | 0.00000 | ||
136 | 2023.06.30 18:45 | modify | 36 | 0.10 | 1.26998 | 1.26800 | 1.27640 | ||
137 | 2023.06.30 18:45 | modify | 35 | 0.10 | 1.26934 | 1.26800 | 1.27640 | ||
138 | 2023.06.30 18:45 | modify | 34 | 0.10 | 1.26440 | 1.26800 | 1.27640 | ||
139 | 2023.07.03 06:40 | s/l | 34 | 0.10 | 1.26800 | 1.26800 | 1.27640 | 33.53 | 11205.43 |
140 | 2023.07.03 06:40 | s/l | 35 | 0.10 | 1.26800 | 1.26800 | 1.27640 | -13.89 | 11191.53 |
141 | 2023.07.03 06:40 | s/l | 36 | 0.10 | 1.26800 | 1.26800 | 1.27640 | -20.29 | 11171.24 |
142 | 2023.07.07 20:00 | sell | 37 | 0.10 | 1.28299 | 0.00000 | 0.00000 | ||
143 | 2023.07.07 20:00 | modify | 37 | 0.10 | 1.28299 | 1.29399 | 1.27099 | ||
144 | 2023.07.10 11:30 | sell | 38 | 0.10 | 1.27802 | 0.00000 | 0.00000 | ||
145 | 2023.07.10 11:30 | modify | 38 | 0.10 | 1.27802 | 1.28059 | 1.27099 | ||
146 | 2023.07.10 11:30 | modify | 37 | 0.10 | 1.28299 | 1.28059 | 1.27099 | ||
147 | 2023.07.10 11:40 | sell | 39 | 0.10 | 1.27734 | 0.00000 | 0.00000 | ||
148 | 2023.07.10 11:40 | modify | 39 | 0.10 | 1.27734 | 1.27939 | 1.27099 | ||
149 | 2023.07.10 11:40 | modify | 38 | 0.10 | 1.27802 | 1.27939 | 1.27099 | ||
150 | 2023.07.10 11:40 | modify | 37 | 0.10 | 1.28299 | 1.27939 | 1.27099 | ||
151 | 2023.07.10 13:33 | s/l | 37 | 0.10 | 1.27939 | 1.27939 | 1.27099 | 36.15 | 11207.38 |
152 | 2023.07.10 13:33 | s/l | 38 | 0.10 | 1.27939 | 1.27939 | 1.27099 | -13.70 | 11193.68 |
153 | 2023.07.10 13:33 | s/l | 39 | 0.10 | 1.27939 | 1.27939 | 1.27099 | -20.50 | 11173.18 |