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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 6557 | Ticks modelled | 31288776 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 664.17 | Gross profit | 877.74 | Gross loss | -213.57 |
Profit factor | 4.11 | Expected payoff | 27.67 | ||
Absolute drawdown | 80.87 | Maximal drawdown | 199.60 (1.88%) | Relative drawdown | 1.88% (199.60) |
Total trades | 24 | Short positions (won %) | 18 (77.78%) | Long positions (won %) | 6 (16.67%) |
Profit trades (% of total) | 15 (62.50%) | Loss trades (% of total) | 9 (37.50%) | ||
Largest | profit trade | 110.00 | loss trade | -29.34 | |
Average | profit trade | 58.52 | loss trade | -23.73 | |
Maximum | consecutive wins (profit in money) | 5 (291.18) | consecutive losses (loss in money) | 3 (-87.98) | |
Maximal | consecutive profit (count of wins) | 291.18 (5) | consecutive loss (count of losses) | -87.98 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | 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 14:21 | 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 12:34 | buy | 3 | 0.10 | 1.46246 | 0.00000 | 0.00000 | ||
7 | 2022.09.28 12:34 | modify | 3 | 0.10 | 1.46246 | 1.46020 | 1.47145 | ||
8 | 2022.09.28 12:34 | modify | 2 | 0.10 | 1.45645 | 1.46020 | 1.47145 | ||
9 | 2022.09.28 12:38 | buy | 4 | 0.10 | 1.46396 | 0.00000 | 0.00000 | ||
10 | 2022.09.28 12:38 | modify | 4 | 0.10 | 1.46396 | 1.46095 | 1.47145 | ||
11 | 2022.09.28 12:38 | modify | 3 | 0.10 | 1.46246 | 1.46095 | 1.47145 | ||
12 | 2022.09.28 12:38 | modify | 2 | 0.10 | 1.45645 | 1.46095 | 1.47145 | ||
13 | 2022.09.28 13:05 | s/l | 2 | 0.10 | 1.46095 | 1.46095 | 1.47145 | 33.00 | 10003.66 |
14 | 2022.09.28 13:05 | s/l | 3 | 0.10 | 1.46095 | 1.46095 | 1.47145 | -11.08 | 9992.58 |
15 | 2022.09.28 13:05 | s/l | 4 | 0.10 | 1.46095 | 1.46095 | 1.47145 | -22.08 | 9970.50 |
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 14:04 | s/l | 5 | 0.10 | 1.50987 | 1.50987 | 1.49087 | -29.31 | 9941.19 |
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 22:51 | sell | 7 | 0.10 | 1.53734 | 0.00000 | 0.00000 | ||
22 | 2022.10.02 22:51 | modify | 7 | 0.10 | 1.53734 | 1.53961 | 1.52836 | ||
23 | 2022.10.02 22:51 | modify | 6 | 0.10 | 1.54336 | 1.53961 | 1.52836 | ||
24 | 2022.10.02 23:02 | sell | 8 | 0.10 | 1.53579 | 0.00000 | 0.00000 | ||
25 | 2022.10.02 23:02 | modify | 8 | 0.10 | 1.53579 | 1.53886 | 1.52836 | ||
26 | 2022.10.02 23:02 | modify | 7 | 0.10 | 1.53734 | 1.53886 | 1.52836 | ||
27 | 2022.10.02 23:02 | modify | 6 | 0.10 | 1.54336 | 1.53886 | 1.52836 | ||
28 | 2022.10.03 01:51 | sell | 9 | 0.10 | 1.53284 | 0.00000 | 0.00000 | ||
29 | 2022.10.03 01:51 | modify | 9 | 0.10 | 1.53284 | 1.53811 | 1.52836 | ||
30 | 2022.10.03 01:51 | modify | 8 | 0.10 | 1.53579 | 1.53811 | 1.52836 | ||
31 | 2022.10.03 01:51 | modify | 7 | 0.10 | 1.53734 | 1.53811 | 1.52836 | ||
32 | 2022.10.03 01:51 | modify | 6 | 0.10 | 1.54336 | 1.53811 | 1.52836 | ||
33 | 2022.10.03 04:05 | t/p | 6 | 0.10 | 1.52836 | 1.53811 | 1.52836 | 109.99 | 10051.18 |
34 | 2022.10.03 04:05 | t/p | 7 | 0.10 | 1.52836 | 1.53811 | 1.52836 | 65.88 | 10117.06 |
35 | 2022.10.03 04:05 | t/p | 8 | 0.10 | 1.52836 | 1.53811 | 1.52836 | 54.53 | 10171.59 |
36 | 2022.10.03 04:05 | t/p | 9 | 0.10 | 1.52836 | 1.53811 | 1.52836 | 32.82 | 10204.41 |
37 | 2022.10.13 12:00 | sell | 10 | 0.10 | 1.55316 | 0.00000 | 0.00000 | ||
38 | 2022.10.13 12:00 | modify | 10 | 0.10 | 1.55316 | 1.55716 | 1.53816 | ||
39 | 2022.10.13 12:27 | s/l | 10 | 0.10 | 1.55716 | 1.55716 | 1.53816 | -29.31 | 10175.10 |
40 | 2022.11.03 13:00 | buy | 11 | 0.10 | 1.54035 | 0.00000 | 0.00000 | ||
41 | 2022.11.03 13:00 | modify | 11 | 0.10 | 1.54035 | 1.53635 | 1.55535 | ||
42 | 2022.11.03 15:51 | s/l | 11 | 0.10 | 1.53635 | 1.53635 | 1.55535 | -29.34 | 10145.76 |
43 | 2022.11.03 16:00 | buy | 12 | 0.10 | 1.53551 | 0.00000 | 0.00000 | ||
44 | 2022.11.03 16:00 | modify | 12 | 0.10 | 1.53551 | 1.53151 | 1.55051 | ||
45 | 2022.11.03 21:56 | s/l | 12 | 0.10 | 1.53151 | 1.53151 | 1.55051 | -29.33 | 10116.43 |
46 | 2022.11.15 14:00 | sell | 13 | 0.10 | 1.58656 | 0.00000 | 0.00000 | ||
47 | 2022.11.15 14:00 | modify | 13 | 0.10 | 1.58656 | 1.59056 | 1.57156 | ||
48 | 2022.11.15 15:52 | sell | 14 | 0.10 | 1.58054 | 0.00000 | 0.00000 | ||
49 | 2022.11.15 15:52 | modify | 14 | 0.10 | 1.58054 | 1.58281 | 1.57156 | ||
50 | 2022.11.15 15:52 | modify | 13 | 0.10 | 1.58656 | 1.58281 | 1.57156 | ||
51 | 2022.11.15 16:13 | sell | 15 | 0.10 | 1.57901 | 0.00000 | 0.00000 | ||
52 | 2022.11.15 16:13 | modify | 15 | 0.10 | 1.57901 | 1.58206 | 1.57156 | ||
53 | 2022.11.15 16:13 | modify | 14 | 0.10 | 1.58054 | 1.58206 | 1.57156 | ||
54 | 2022.11.15 16:13 | modify | 13 | 0.10 | 1.58656 | 1.58206 | 1.57156 | ||
55 | 2022.11.15 18:28 | sell | 16 | 0.10 | 1.57601 | 0.00000 | 0.00000 | ||
56 | 2022.11.15 18:28 | modify | 16 | 0.10 | 1.57601 | 1.58131 | 1.57156 | ||
57 | 2022.11.15 18:28 | modify | 15 | 0.10 | 1.57901 | 1.58131 | 1.57156 | ||
58 | 2022.11.15 18:28 | modify | 14 | 0.10 | 1.58054 | 1.58131 | 1.57156 | ||
59 | 2022.11.15 18:28 | modify | 13 | 0.10 | 1.58656 | 1.58131 | 1.57156 | ||
60 | 2022.11.15 19:02 | t/p | 13 | 0.10 | 1.57156 | 1.58131 | 1.57156 | 109.90 | 10226.33 |
61 | 2022.11.15 19:02 | t/p | 14 | 0.10 | 1.57156 | 1.58131 | 1.57156 | 65.79 | 10292.12 |
62 | 2022.11.15 19:02 | t/p | 15 | 0.10 | 1.57156 | 1.58131 | 1.57156 | 54.58 | 10346.70 |
63 | 2022.11.15 19:02 | t/p | 16 | 0.10 | 1.57156 | 1.58131 | 1.57156 | 32.60 | 10379.30 |
64 | 2022.11.23 16:00 | sell | 17 | 0.10 | 1.61436 | 0.00000 | 0.00000 | ||
65 | 2022.11.23 16:00 | modify | 17 | 0.10 | 1.61436 | 1.61836 | 1.59936 | ||
66 | 2022.11.23 22:09 | sell | 18 | 0.10 | 1.60826 | 0.00000 | 0.00000 | ||
67 | 2022.11.23 22:09 | modify | 18 | 0.10 | 1.60826 | 1.61061 | 1.59936 | ||
68 | 2022.11.23 22:09 | modify | 17 | 0.10 | 1.61436 | 1.61061 | 1.59936 | ||
69 | 2022.11.23 23:15 | s/l | 17 | 0.10 | 1.61061 | 1.61061 | 1.59936 | 27.48 | 10406.78 |
70 | 2022.11.23 23:15 | s/l | 18 | 0.10 | 1.61061 | 1.61061 | 1.59936 | -17.22 | 10389.56 |
71 | 2022.11.29 17:00 | sell | 19 | 0.10 | 1.63533 | 0.00000 | 0.00000 | ||
72 | 2022.11.29 17:00 | modify | 19 | 0.10 | 1.63533 | 1.63933 | 1.62033 | ||
73 | 2022.11.29 17:52 | sell | 20 | 0.10 | 1.62931 | 0.00000 | 0.00000 | ||
74 | 2022.11.29 17:52 | modify | 20 | 0.10 | 1.62931 | 1.63158 | 1.62033 | ||
75 | 2022.11.29 17:52 | modify | 19 | 0.10 | 1.63533 | 1.63158 | 1.62033 | ||
76 | 2022.11.29 17:56 | sell | 21 | 0.10 | 1.62779 | 0.00000 | 0.00000 | ||
77 | 2022.11.29 17:56 | modify | 21 | 0.10 | 1.62779 | 1.63083 | 1.62033 | ||
78 | 2022.11.29 17:56 | modify | 20 | 0.10 | 1.62931 | 1.63083 | 1.62033 | ||
79 | 2022.11.29 17:56 | modify | 19 | 0.10 | 1.63533 | 1.63083 | 1.62033 | ||
80 | 2022.11.29 18:29 | sell | 22 | 0.10 | 1.62483 | 0.00000 | 0.00000 | ||
81 | 2022.11.29 18:29 | modify | 22 | 0.10 | 1.62483 | 1.63008 | 1.62033 | ||
82 | 2022.11.29 18:29 | modify | 21 | 0.10 | 1.62779 | 1.63008 | 1.62033 | ||
83 | 2022.11.29 18:29 | modify | 20 | 0.10 | 1.62931 | 1.63008 | 1.62033 | ||
84 | 2022.11.29 18:29 | modify | 19 | 0.10 | 1.63533 | 1.63008 | 1.62033 | ||
85 | 2022.11.30 14:03 | t/p | 19 | 0.10 | 1.62033 | 1.63008 | 1.62033 | 110.00 | 10499.56 |
86 | 2022.11.30 14:03 | t/p | 20 | 0.10 | 1.62033 | 1.63008 | 1.62033 | 65.89 | 10565.45 |
87 | 2022.11.30 14:03 | t/p | 21 | 0.10 | 1.62033 | 1.63008 | 1.62033 | 54.75 | 10620.19 |
88 | 2022.11.30 14:03 | t/p | 22 | 0.10 | 1.62033 | 1.63008 | 1.62033 | 33.06 | 10653.25 |
89 | 2022.12.01 15:00 | sell | 23 | 0.10 | 1.64967 | 0.00000 | 0.00000 | ||
90 | 2022.12.01 15:00 | modify | 23 | 0.10 | 1.64967 | 1.65367 | 1.63467 | ||
91 | 2022.12.01 17:06 | sell | 24 | 0.10 | 1.64366 | 0.00000 | 0.00000 | ||
92 | 2022.12.01 17:06 | modify | 24 | 0.10 | 1.64366 | 1.64592 | 1.63467 | ||
93 | 2022.12.01 17:06 | modify | 23 | 0.10 | 1.64967 | 1.64592 | 1.63467 | ||
94 | 2022.12.01 17:45 | s/l | 23 | 0.10 | 1.64592 | 1.64592 | 1.63467 | 27.48 | 10680.73 |
95 | 2022.12.01 17:45 | s/l | 24 | 0.10 | 1.64592 | 1.64592 | 1.63467 | -16.56 | 10664.17 |