Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:00 (2022.09.01 - 2023.09.01) | ||||
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=12; 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=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 158573 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 964.19 | Gross profit | 1146.44 | Gross loss | -182.25 |
Profit factor | 6.29 | Expected payoff | 38.57 | ||
Absolute drawdown | 44.59 | Maximal drawdown | 199.60 (1.83%) | Relative drawdown | 1.83% (199.60) |
Total trades | 25 | Short positions (won %) | 17 (76.47%) | Long positions (won %) | 8 (62.50%) |
Profit trades (% of total) | 18 (72.00%) | Loss trades (% of total) | 7 (28.00%) | ||
Largest | profit trade | 110.01 | loss trade | -29.34 | |
Average | profit trade | 63.69 | loss trade | -26.04 | |
Maximum | consecutive wins (profit in money) | 5 (372.39) | consecutive losses (loss in money) | 3 (-87.98) | |
Maximal | consecutive profit (count of wins) | 372.39 (5) | consecutive loss (count of losses) | -87.98 (3) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.23 14:00 | buy | 1 | 0.10 | 1.49434 | 0.00000 | 0.00000 | ||
2 | 2022.09.23 14:00 | modify | 1 | 0.10 | 1.49434 | 1.49034 | 1.50934 | ||
3 | 2022.09.23 14:15 | s/l | 1 | 0.10 | 1.49034 | 1.49034 | 1.50934 | -29.34 | 9970.66 |
4 | 2022.09.28 12:00 | buy | 2 | 0.10 | 1.45645 | 0.00000 | 0.00000 | ||
5 | 2022.09.28 12:00 | modify | 2 | 0.10 | 1.45645 | 1.45245 | 1.47145 | ||
6 | 2022.09.28 14:35 | buy | 3 | 0.10 | 1.46414 | 0.00000 | 0.00000 | ||
7 | 2022.09.28 14:35 | modify | 3 | 0.10 | 1.46414 | 1.46095 | 1.47145 | ||
8 | 2022.09.28 14:35 | modify | 2 | 0.10 | 1.45645 | 1.46095 | 1.47145 | ||
9 | 2022.09.28 14:40 | buy | 4 | 0.10 | 1.46706 | 0.00000 | 0.00000 | ||
10 | 2022.09.28 14:40 | modify | 4 | 0.10 | 1.46706 | 1.46170 | 1.47145 | ||
11 | 2022.09.28 14:40 | modify | 3 | 0.10 | 1.46414 | 1.46170 | 1.47145 | ||
12 | 2022.09.28 14:40 | modify | 2 | 0.10 | 1.45645 | 1.46170 | 1.47145 | ||
13 | 2022.09.28 14:50 | t/p | 2 | 0.10 | 1.47145 | 1.46170 | 1.47145 | 110.01 | 10080.67 |
14 | 2022.09.28 14:50 | t/p | 3 | 0.10 | 1.47145 | 1.46170 | 1.47145 | 53.61 | 10134.28 |
15 | 2022.09.28 14:50 | t/p | 4 | 0.10 | 1.47145 | 1.46170 | 1.47145 | 32.19 | 10166.47 |
16 | 2022.09.29 14:00 | sell | 5 | 0.10 | 1.50587 | 0.00000 | 0.00000 | ||
17 | 2022.09.29 14:00 | modify | 5 | 0.10 | 1.50587 | 1.50987 | 1.49087 | ||
18 | 2022.09.29 14:20 | s/l | 5 | 0.10 | 1.50987 | 1.50987 | 1.49087 | -29.31 | 10137.16 |
19 | 2022.09.30 19:00 | sell | 6 | 0.10 | 1.54336 | 0.00000 | 0.00000 | ||
20 | 2022.09.30 19:00 | modify | 6 | 0.10 | 1.54336 | 1.54736 | 1.52836 | ||
21 | 2022.10.02 22:55 | sell | 7 | 0.10 | 1.53727 | 0.00000 | 0.00000 | ||
22 | 2022.10.02 22:55 | modify | 7 | 0.10 | 1.53727 | 1.53961 | 1.52836 | ||
23 | 2022.10.02 22:55 | modify | 6 | 0.10 | 1.54336 | 1.53961 | 1.52836 | ||
24 | 2022.10.03 00:47 | sell | 8 | 0.10 | 1.53579 | 0.00000 | 0.00000 | ||
25 | 2022.10.03 00:47 | modify | 8 | 0.10 | 1.53579 | 1.53886 | 1.52836 | ||
26 | 2022.10.03 00:47 | modify | 7 | 0.10 | 1.53727 | 1.53886 | 1.52836 | ||
27 | 2022.10.03 00:47 | modify | 6 | 0.10 | 1.54336 | 1.53886 | 1.52836 | ||
28 | 2022.10.03 04:20 | t/p | 6 | 0.10 | 1.52836 | 1.53886 | 1.52836 | 109.99 | 10247.15 |
29 | 2022.10.03 04:20 | t/p | 7 | 0.10 | 1.52836 | 1.53886 | 1.52836 | 65.37 | 10312.52 |
30 | 2022.10.03 04:20 | t/p | 8 | 0.10 | 1.52836 | 1.53886 | 1.52836 | 54.44 | 10366.96 |
31 | 2022.10.11 21:00 | buy | 9 | 0.10 | 1.51323 | 0.00000 | 0.00000 | ||
32 | 2022.10.11 21:00 | modify | 9 | 0.10 | 1.51323 | 1.50923 | 1.52823 | ||
33 | 2022.10.12 08:42 | buy | 10 | 0.10 | 1.52373 | 0.00000 | 0.00000 | ||
34 | 2022.10.12 08:42 | modify | 10 | 0.10 | 1.52373 | 1.51848 | 1.52823 | ||
35 | 2022.10.12 08:42 | modify | 9 | 0.10 | 1.51323 | 1.51848 | 1.52823 | ||
36 | 2022.10.12 11:07 | t/p | 9 | 0.10 | 1.52823 | 1.51848 | 1.52823 | 109.59 | 10476.55 |
37 | 2022.10.12 11:07 | t/p | 10 | 0.10 | 1.52823 | 1.51848 | 1.52823 | 33.00 | 10509.55 |
38 | 2022.10.13 12:00 | sell | 11 | 0.10 | 1.55316 | 0.00000 | 0.00000 | ||
39 | 2022.10.13 12:00 | modify | 11 | 0.10 | 1.55316 | 1.55716 | 1.53816 | ||
40 | 2022.10.13 12:20 | s/l | 11 | 0.10 | 1.55716 | 1.55716 | 1.53816 | -29.31 | 10480.24 |
41 | 2022.11.03 13:00 | buy | 12 | 0.10 | 1.54035 | 0.00000 | 0.00000 | ||
42 | 2022.11.03 13:00 | modify | 12 | 0.10 | 1.54035 | 1.53635 | 1.55535 | ||
43 | 2022.11.03 15:45 | s/l | 12 | 0.10 | 1.53635 | 1.53635 | 1.55535 | -29.34 | 10450.90 |
44 | 2022.11.03 16:00 | buy | 13 | 0.10 | 1.53551 | 0.00000 | 0.00000 | ||
45 | 2022.11.03 16:00 | modify | 13 | 0.10 | 1.53551 | 1.53151 | 1.55051 | ||
46 | 2022.11.03 21:33 | s/l | 13 | 0.10 | 1.53151 | 1.53151 | 1.55051 | -29.33 | 10421.57 |
47 | 2022.11.15 14:00 | sell | 14 | 0.10 | 1.58656 | 0.00000 | 0.00000 | ||
48 | 2022.11.15 14:00 | modify | 14 | 0.10 | 1.58656 | 1.59056 | 1.57156 | ||
49 | 2022.11.15 15:55 | sell | 15 | 0.10 | 1.58050 | 0.00000 | 0.00000 | ||
50 | 2022.11.15 15:55 | modify | 15 | 0.10 | 1.58050 | 1.58281 | 1.57156 | ||
51 | 2022.11.15 15:55 | modify | 14 | 0.10 | 1.58656 | 1.58281 | 1.57156 | ||
52 | 2022.11.15 17:52 | sell | 16 | 0.10 | 1.57898 | 0.00000 | 0.00000 | ||
53 | 2022.11.15 17:52 | modify | 16 | 0.10 | 1.57898 | 1.58206 | 1.57156 | ||
54 | 2022.11.15 17:52 | modify | 15 | 0.10 | 1.58050 | 1.58206 | 1.57156 | ||
55 | 2022.11.15 17:52 | modify | 14 | 0.10 | 1.58656 | 1.58206 | 1.57156 | ||
56 | 2022.11.15 18:15 | sell | 17 | 0.10 | 1.57589 | 0.00000 | 0.00000 | ||
57 | 2022.11.15 18:15 | modify | 17 | 0.10 | 1.57589 | 1.58131 | 1.57156 | ||
58 | 2022.11.15 18:15 | modify | 16 | 0.10 | 1.57898 | 1.58131 | 1.57156 | ||
59 | 2022.11.15 18:15 | modify | 15 | 0.10 | 1.58050 | 1.58131 | 1.57156 | ||
60 | 2022.11.15 18:15 | modify | 14 | 0.10 | 1.58656 | 1.58131 | 1.57156 | ||
61 | 2022.11.15 19:02 | t/p | 14 | 0.10 | 1.57156 | 1.58131 | 1.57156 | 109.90 | 10531.47 |
62 | 2022.11.15 19:02 | t/p | 15 | 0.10 | 1.57156 | 1.58131 | 1.57156 | 65.50 | 10596.97 |
63 | 2022.11.15 19:02 | t/p | 16 | 0.10 | 1.57156 | 1.58131 | 1.57156 | 54.36 | 10651.33 |
64 | 2022.11.15 19:02 | t/p | 17 | 0.10 | 1.57156 | 1.58131 | 1.57156 | 31.72 | 10683.05 |
65 | 2022.11.23 16:00 | sell | 18 | 0.10 | 1.61436 | 0.00000 | 0.00000 | ||
66 | 2022.11.23 16:00 | modify | 18 | 0.10 | 1.61436 | 1.61836 | 1.59936 | ||
67 | 2022.11.23 22:06 | sell | 19 | 0.10 | 1.60824 | 0.00000 | 0.00000 | ||
68 | 2022.11.23 22:06 | modify | 19 | 0.10 | 1.60824 | 1.61061 | 1.59936 | ||
69 | 2022.11.23 22:06 | modify | 18 | 0.10 | 1.61436 | 1.61061 | 1.59936 | ||
70 | 2022.11.23 23:15 | s/l | 18 | 0.10 | 1.61061 | 1.61061 | 1.59936 | 27.48 | 10710.53 |
71 | 2022.11.23 23:15 | s/l | 19 | 0.10 | 1.61061 | 1.61061 | 1.59936 | -17.37 | 10693.16 |
72 | 2022.11.29 17:00 | sell | 20 | 0.10 | 1.63533 | 0.00000 | 0.00000 | ||
73 | 2022.11.29 17:00 | modify | 20 | 0.10 | 1.63533 | 1.63933 | 1.62033 | ||
74 | 2022.11.29 17:45 | sell | 21 | 0.10 | 1.62917 | 0.00000 | 0.00000 | ||
75 | 2022.11.29 17:45 | modify | 21 | 0.10 | 1.62917 | 1.63158 | 1.62033 | ||
76 | 2022.11.29 17:45 | modify | 20 | 0.10 | 1.63533 | 1.63158 | 1.62033 | ||
77 | 2022.11.29 17:55 | sell | 22 | 0.10 | 1.62769 | 0.00000 | 0.00000 | ||
78 | 2022.11.29 17:55 | modify | 22 | 0.10 | 1.62769 | 1.63083 | 1.62033 | ||
79 | 2022.11.29 17:55 | modify | 21 | 0.10 | 1.62917 | 1.63083 | 1.62033 | ||
80 | 2022.11.29 17:55 | modify | 20 | 0.10 | 1.63533 | 1.63083 | 1.62033 | ||
81 | 2022.11.29 18:26 | sell | 23 | 0.10 | 1.62480 | 0.00000 | 0.00000 | ||
82 | 2022.11.29 18:26 | modify | 23 | 0.10 | 1.62480 | 1.63008 | 1.62033 | ||
83 | 2022.11.29 18:26 | modify | 22 | 0.10 | 1.62769 | 1.63008 | 1.62033 | ||
84 | 2022.11.29 18:26 | modify | 21 | 0.10 | 1.62917 | 1.63008 | 1.62033 | ||
85 | 2022.11.29 18:26 | modify | 20 | 0.10 | 1.63533 | 1.63008 | 1.62033 | ||
86 | 2022.11.30 14:02 | t/p | 20 | 0.10 | 1.62033 | 1.63008 | 1.62033 | 110.00 | 10803.16 |
87 | 2022.11.30 14:02 | t/p | 21 | 0.10 | 1.62033 | 1.63008 | 1.62033 | 64.86 | 10868.01 |
88 | 2022.11.30 14:02 | t/p | 22 | 0.10 | 1.62033 | 1.63008 | 1.62033 | 54.02 | 10922.03 |
89 | 2022.11.30 14:02 | t/p | 23 | 0.10 | 1.62033 | 1.63008 | 1.62033 | 32.84 | 10954.87 |
90 | 2022.12.01 15:00 | sell | 24 | 0.10 | 1.64967 | 0.00000 | 0.00000 | ||
91 | 2022.12.01 15:00 | modify | 24 | 0.10 | 1.64967 | 1.65367 | 1.63467 | ||
92 | 2022.12.02 05:45 | sell | 25 | 0.10 | 1.64343 | 0.00000 | 0.00000 | ||
93 | 2022.12.02 05:45 | modify | 25 | 0.10 | 1.64343 | 1.64592 | 1.63467 | ||
94 | 2022.12.02 05:45 | modify | 24 | 0.10 | 1.64967 | 1.64592 | 1.63467 | ||
95 | 2022.12.02 07:45 | s/l | 24 | 0.10 | 1.64592 | 1.64592 | 1.63467 | 27.57 | 10982.44 |
96 | 2022.12.02 07:45 | s/l | 25 | 0.10 | 1.64592 | 1.64592 | 1.63467 | -18.25 | 10964.19 |