Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01) | ||||
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=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2612 | Ticks modelled | 79461 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1316.37 | Gross profit | 1468.57 | Gross loss | -152.20 |
Profit factor | 9.65 | Expected payoff | 38.72 | ||
Absolute drawdown | 74.69 | Maximal drawdown | 144.34 (1.43%) | Relative drawdown | 1.43% (144.34) |
Total trades | 34 | Short positions (won %) | 21 (71.43%) | Long positions (won %) | 13 (76.92%) |
Profit trades (% of total) | 25 (73.53%) | Loss trades (% of total) | 9 (26.47%) | ||
Largest | profit trade | 119.95 | loss trade | -20.80 | |
Average | profit trade | 58.74 | loss trade | -16.91 | |
Maximum | consecutive wins (profit in money) | 8 (521.13) | consecutive losses (loss in money) | 2 (-27.10) | |
Maximal | consecutive profit (count of wins) | 521.13 (8) | consecutive loss (count of losses) | -27.10 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.13 20:00 | sell | 1 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
2 | 2022.10.13 20:00 | modify | 1 | 0.10 | 1.13159 | 1.14259 | 1.11959 | ||
3 | 2022.10.14 08:46 | sell | 2 | 0.10 | 1.12663 | 0.00000 | 0.00000 | ||
4 | 2022.10.14 08:46 | modify | 2 | 0.10 | 1.12663 | 1.12859 | 1.11959 | ||
5 | 2022.10.14 08:46 | modify | 1 | 0.10 | 1.13159 | 1.12859 | 1.11959 | ||
6 | 2022.10.14 09:05 | s/l | 1 | 0.10 | 1.12859 | 1.12859 | 1.11959 | 29.95 | 10029.95 |
7 | 2022.10.14 09:05 | s/l | 2 | 0.10 | 1.12859 | 1.12859 | 1.11959 | -19.60 | 10010.35 |
8 | 2022.10.26 12:00 | sell | 3 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
9 | 2022.10.26 12:00 | modify | 3 | 0.10 | 1.15630 | 1.16730 | 1.14430 | ||
10 | 2022.10.28 07:50 | sell | 4 | 0.10 | 1.15122 | 0.00000 | 0.00000 | ||
11 | 2022.10.28 07:50 | modify | 4 | 0.10 | 1.15122 | 1.15330 | 1.14430 | ||
12 | 2022.10.28 07:50 | modify | 3 | 0.10 | 1.15630 | 1.15330 | 1.14430 | ||
13 | 2022.10.28 08:40 | s/l | 3 | 0.10 | 1.15330 | 1.15330 | 1.14430 | 29.81 | 10040.16 |
14 | 2022.10.28 08:40 | s/l | 4 | 0.10 | 1.15330 | 1.15330 | 1.14430 | -20.80 | 10019.36 |
15 | 2022.11.23 20:00 | sell | 5 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
16 | 2022.11.23 20:00 | modify | 5 | 0.10 | 1.20648 | 1.21748 | 1.19448 | ||
17 | 2022.11.28 17:30 | sell | 6 | 0.10 | 1.20149 | 0.00000 | 0.00000 | ||
18 | 2022.11.28 17:30 | modify | 6 | 0.10 | 1.20149 | 1.20348 | 1.19448 | ||
19 | 2022.11.28 17:30 | modify | 5 | 0.10 | 1.20648 | 1.20348 | 1.19448 | ||
20 | 2022.11.28 18:30 | sell | 7 | 0.10 | 1.19856 | 0.00000 | 0.00000 | ||
21 | 2022.11.28 18:30 | modify | 7 | 0.10 | 1.19856 | 1.20048 | 1.19448 | ||
22 | 2022.11.28 18:30 | modify | 6 | 0.10 | 1.20149 | 1.20048 | 1.19448 | ||
23 | 2022.11.28 18:30 | modify | 5 | 0.10 | 1.20648 | 1.20048 | 1.19448 | ||
24 | 2022.11.28 20:40 | t/p | 5 | 0.10 | 1.19448 | 1.20048 | 1.19448 | 119.77 | 10139.13 |
25 | 2022.11.28 20:40 | t/p | 6 | 0.10 | 1.19448 | 1.20048 | 1.19448 | 70.10 | 10209.23 |
26 | 2022.11.28 20:40 | t/p | 7 | 0.10 | 1.19448 | 1.20048 | 1.19448 | 40.80 | 10250.03 |
27 | 2022.12.01 20:00 | sell | 8 | 0.10 | 1.22587 | 0.00000 | 0.00000 | ||
28 | 2022.12.01 20:00 | modify | 8 | 0.10 | 1.22587 | 1.23687 | 1.21387 | ||
29 | 2022.12.02 13:30 | sell | 9 | 0.10 | 1.21918 | 0.00000 | 0.00000 | ||
30 | 2022.12.02 13:30 | modify | 9 | 0.10 | 1.21918 | 1.22167 | 1.21387 | ||
31 | 2022.12.02 13:30 | modify | 8 | 0.10 | 1.22587 | 1.22167 | 1.21387 | ||
32 | 2022.12.02 13:40 | t/p | 8 | 0.10 | 1.21387 | 1.22167 | 1.21387 | 119.95 | 10369.98 |
33 | 2022.12.02 13:40 | t/p | 9 | 0.10 | 1.21387 | 1.22167 | 1.21387 | 53.10 | 10423.08 |
34 | 2023.02.02 04:00 | sell | 10 | 0.10 | 1.23845 | 0.00000 | 0.00000 | ||
35 | 2023.02.02 04:00 | modify | 10 | 0.10 | 1.23845 | 1.24945 | 1.22645 | ||
36 | 2023.02.02 09:50 | sell | 11 | 0.10 | 1.23342 | 0.00000 | 0.00000 | ||
37 | 2023.02.02 09:50 | modify | 11 | 0.10 | 1.23342 | 1.23545 | 1.22645 | ||
38 | 2023.02.02 09:50 | modify | 10 | 0.10 | 1.23845 | 1.23545 | 1.22645 | ||
39 | 2023.02.02 12:05 | s/l | 10 | 0.10 | 1.23545 | 1.23545 | 1.22645 | 30.00 | 10453.08 |
40 | 2023.02.02 12:05 | s/l | 11 | 0.10 | 1.23545 | 1.23545 | 1.22645 | -20.30 | 10432.78 |
41 | 2023.02.24 20:00 | buy | 12 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
42 | 2023.02.24 20:00 | modify | 12 | 0.10 | 1.19461 | 1.18361 | 1.20661 | ||
43 | 2023.02.27 13:30 | buy | 13 | 0.10 | 1.20138 | 0.00000 | 0.00000 | ||
44 | 2023.02.27 13:30 | modify | 13 | 0.10 | 1.20138 | 1.19881 | 1.20661 | ||
45 | 2023.02.27 13:30 | modify | 12 | 0.10 | 1.19461 | 1.19881 | 1.20661 | ||
46 | 2023.02.27 13:40 | buy | 14 | 0.10 | 1.20267 | 0.00000 | 0.00000 | ||
47 | 2023.02.27 13:40 | modify | 14 | 0.10 | 1.20267 | 1.20061 | 1.20661 | ||
48 | 2023.02.27 13:40 | modify | 13 | 0.10 | 1.20138 | 1.20061 | 1.20661 | ||
49 | 2023.02.27 13:40 | modify | 12 | 0.10 | 1.19461 | 1.20061 | 1.20661 | ||
50 | 2023.02.27 23:40 | t/p | 12 | 0.10 | 1.20661 | 1.20061 | 1.20661 | 119.82 | 10552.60 |
51 | 2023.02.27 23:40 | t/p | 13 | 0.10 | 1.20661 | 1.20061 | 1.20661 | 52.30 | 10604.90 |
52 | 2023.02.27 23:40 | t/p | 14 | 0.10 | 1.20661 | 1.20061 | 1.20661 | 39.40 | 10644.30 |
53 | 2023.03.08 08:00 | buy | 15 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
54 | 2023.03.08 08:00 | modify | 15 | 0.10 | 1.18274 | 1.17174 | 1.19474 | ||
55 | 2023.03.09 08:30 | buy | 16 | 0.10 | 1.18778 | 0.00000 | 0.00000 | ||
56 | 2023.03.09 08:30 | modify | 16 | 0.10 | 1.18778 | 1.18574 | 1.19474 | ||
57 | 2023.03.09 08:30 | modify | 15 | 0.10 | 1.18274 | 1.18574 | 1.19474 | ||
58 | 2023.03.09 12:05 | buy | 17 | 0.10 | 1.18962 | 0.00000 | 0.00000 | ||
59 | 2023.03.09 12:05 | modify | 17 | 0.10 | 1.18962 | 1.18694 | 1.19474 | ||
60 | 2023.03.09 12:05 | modify | 16 | 0.10 | 1.18778 | 1.18694 | 1.19474 | ||
61 | 2023.03.09 12:05 | modify | 15 | 0.10 | 1.18274 | 1.18694 | 1.19474 | ||
62 | 2023.03.09 13:55 | buy | 18 | 0.10 | 1.19068 | 0.00000 | 0.00000 | ||
63 | 2023.03.09 13:55 | modify | 18 | 0.10 | 1.19068 | 1.18874 | 1.19474 | ||
64 | 2023.03.09 13:55 | modify | 17 | 0.10 | 1.18962 | 1.18874 | 1.19474 | ||
65 | 2023.03.09 13:55 | modify | 16 | 0.10 | 1.18778 | 1.18874 | 1.19474 | ||
66 | 2023.03.09 13:55 | modify | 15 | 0.10 | 1.18274 | 1.18874 | 1.19474 | ||
67 | 2023.03.10 07:20 | t/p | 15 | 0.10 | 1.19474 | 1.18874 | 1.19474 | 119.28 | 10763.59 |
68 | 2023.03.10 07:20 | t/p | 16 | 0.10 | 1.19474 | 1.18874 | 1.19474 | 69.42 | 10833.01 |
69 | 2023.03.10 07:20 | t/p | 17 | 0.10 | 1.19474 | 1.18874 | 1.19474 | 51.02 | 10884.03 |
70 | 2023.03.10 07:20 | t/p | 18 | 0.10 | 1.19474 | 1.18874 | 1.19474 | 40.42 | 10924.45 |
71 | 2023.04.14 20:00 | buy | 19 | 0.10 | 1.24189 | 0.00000 | 0.00000 | ||
72 | 2023.04.14 20:00 | modify | 19 | 0.10 | 1.24189 | 1.23089 | 1.25389 | ||
73 | 2023.04.19 07:30 | buy | 20 | 0.10 | 1.24691 | 0.00000 | 0.00000 | ||
74 | 2023.04.19 07:30 | modify | 20 | 0.10 | 1.24691 | 1.24489 | 1.25389 | ||
75 | 2023.04.19 07:30 | modify | 19 | 0.10 | 1.24189 | 1.24489 | 1.25389 | ||
76 | 2023.04.19 08:30 | s/l | 19 | 0.10 | 1.24489 | 1.24489 | 1.25389 | 29.46 | 10953.91 |
77 | 2023.04.19 08:30 | s/l | 20 | 0.10 | 1.24489 | 1.24489 | 1.25389 | -20.20 | 10933.71 |
78 | 2023.06.01 20:00 | sell | 21 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
79 | 2023.06.01 20:00 | modify | 21 | 0.10 | 1.25300 | 1.26400 | 1.24100 | ||
80 | 2023.06.02 14:55 | sell | 22 | 0.10 | 1.24800 | 0.00000 | 0.00000 | ||
81 | 2023.06.02 14:55 | modify | 22 | 0.10 | 1.24800 | 1.25000 | 1.24100 | ||
82 | 2023.06.02 14:55 | modify | 21 | 0.10 | 1.25300 | 1.25000 | 1.24100 | ||
83 | 2023.06.02 16:10 | sell | 23 | 0.10 | 1.24637 | 0.00000 | 0.00000 | ||
84 | 2023.06.02 16:10 | modify | 23 | 0.10 | 1.24637 | 1.24880 | 1.24100 | ||
85 | 2023.06.02 16:10 | modify | 22 | 0.10 | 1.24800 | 1.24880 | 1.24100 | ||
86 | 2023.06.02 16:10 | modify | 21 | 0.10 | 1.25300 | 1.24880 | 1.24100 | ||
87 | 2023.06.02 16:50 | sell | 24 | 0.10 | 1.24505 | 0.00000 | 0.00000 | ||
88 | 2023.06.02 16:50 | modify | 24 | 0.10 | 1.24505 | 1.24700 | 1.24100 | ||
89 | 2023.06.02 16:50 | modify | 23 | 0.10 | 1.24637 | 1.24700 | 1.24100 | ||
90 | 2023.06.02 16:50 | modify | 22 | 0.10 | 1.24800 | 1.24700 | 1.24100 | ||
91 | 2023.06.02 16:50 | modify | 21 | 0.10 | 1.25300 | 1.24700 | 1.24100 | ||
92 | 2023.06.05 06:33 | t/p | 21 | 0.10 | 1.24100 | 1.24700 | 1.24100 | 119.91 | 11053.62 |
93 | 2023.06.05 06:33 | t/p | 22 | 0.10 | 1.24100 | 1.24700 | 1.24100 | 69.95 | 11123.57 |
94 | 2023.06.05 06:33 | t/p | 23 | 0.10 | 1.24100 | 1.24700 | 1.24100 | 53.65 | 11177.23 |
95 | 2023.06.05 06:33 | t/p | 24 | 0.10 | 1.24100 | 1.24700 | 1.24100 | 40.45 | 11217.68 |
96 | 2023.06.28 20:00 | buy | 25 | 0.10 | 1.26440 | 0.00000 | 0.00000 | ||
97 | 2023.06.28 20:00 | modify | 25 | 0.10 | 1.26440 | 1.25340 | 1.27640 | ||
98 | 2023.06.30 12:40 | buy | 26 | 0.10 | 1.26934 | 0.00000 | 0.00000 | ||
99 | 2023.06.30 12:40 | modify | 26 | 0.10 | 1.26934 | 1.26740 | 1.27640 | ||
100 | 2023.06.30 12:40 | modify | 25 | 0.10 | 1.26440 | 1.26740 | 1.27640 | ||
101 | 2023.06.30 13:40 | buy | 27 | 0.10 | 1.27120 | 0.00000 | 0.00000 | ||
102 | 2023.06.30 13:40 | modify | 27 | 0.10 | 1.27120 | 1.26860 | 1.27640 | ||
103 | 2023.06.30 13:40 | modify | 26 | 0.10 | 1.26934 | 1.26860 | 1.27640 | ||
104 | 2023.06.30 13:40 | modify | 25 | 0.10 | 1.26440 | 1.26860 | 1.27640 | ||
105 | 2023.06.30 14:20 | buy | 28 | 0.10 | 1.27220 | 0.00000 | 0.00000 | ||
106 | 2023.06.30 14:20 | modify | 28 | 0.10 | 1.27220 | 1.27040 | 1.27640 | ||
107 | 2023.06.30 14:20 | modify | 27 | 0.10 | 1.27120 | 1.27040 | 1.27640 | ||
108 | 2023.06.30 14:20 | modify | 26 | 0.10 | 1.26934 | 1.27040 | 1.27640 | ||
109 | 2023.06.30 14:20 | modify | 25 | 0.10 | 1.26440 | 1.27040 | 1.27640 | ||
110 | 2023.06.30 15:40 | s/l | 25 | 0.10 | 1.27040 | 1.27040 | 1.27640 | 59.28 | 11276.96 |
111 | 2023.06.30 15:40 | s/l | 26 | 0.10 | 1.27040 | 1.27040 | 1.27640 | 10.60 | 11287.56 |
112 | 2023.06.30 15:40 | s/l | 27 | 0.10 | 1.27040 | 1.27040 | 1.27640 | -8.00 | 11279.56 |
113 | 2023.06.30 15:40 | s/l | 28 | 0.10 | 1.27040 | 1.27040 | 1.27640 | -18.00 | 11261.56 |
114 | 2023.07.07 20:00 | sell | 29 | 0.10 | 1.28299 | 0.00000 | 0.00000 | ||
115 | 2023.07.07 20:00 | modify | 29 | 0.10 | 1.28299 | 1.29399 | 1.27099 | ||
116 | 2023.07.10 11:30 | sell | 30 | 0.10 | 1.27802 | 0.00000 | 0.00000 | ||
117 | 2023.07.10 11:30 | modify | 30 | 0.10 | 1.27802 | 1.27999 | 1.27099 | ||
118 | 2023.07.10 11:30 | modify | 29 | 0.10 | 1.28299 | 1.27999 | 1.27099 | ||
119 | 2023.07.10 12:30 | sell | 31 | 0.10 | 1.27625 | 0.00000 | 0.00000 | ||
120 | 2023.07.10 12:30 | modify | 31 | 0.10 | 1.27625 | 1.27879 | 1.27099 | ||
121 | 2023.07.10 12:30 | modify | 30 | 0.10 | 1.27802 | 1.27879 | 1.27099 | ||
122 | 2023.07.10 12:30 | modify | 29 | 0.10 | 1.28299 | 1.27879 | 1.27099 | ||
123 | 2023.07.10 12:40 | sell | 32 | 0.10 | 1.27502 | 0.00000 | 0.00000 | ||
124 | 2023.07.10 12:40 | modify | 32 | 0.10 | 1.27502 | 1.27699 | 1.27099 | ||
125 | 2023.07.10 12:40 | modify | 31 | 0.10 | 1.27625 | 1.27699 | 1.27099 | ||
126 | 2023.07.10 12:40 | modify | 30 | 0.10 | 1.27802 | 1.27699 | 1.27099 | ||
127 | 2023.07.10 12:40 | modify | 29 | 0.10 | 1.28299 | 1.27699 | 1.27099 | ||
128 | 2023.07.10 13:06 | s/l | 29 | 0.10 | 1.27699 | 1.27699 | 1.27099 | 59.95 | 11321.52 |
129 | 2023.07.10 13:06 | s/l | 30 | 0.10 | 1.27699 | 1.27699 | 1.27099 | 10.30 | 11331.82 |
130 | 2023.07.10 13:06 | s/l | 31 | 0.10 | 1.27699 | 1.27699 | 1.27099 | -7.40 | 11324.42 |
131 | 2023.07.10 13:06 | s/l | 32 | 0.10 | 1.27699 | 1.27699 | 1.27099 | -19.70 | 11304.72 |
132 | 2023.08.30 20:00 | sell | 33 | 0.10 | 1.27170 | 0.00000 | 0.00000 | ||
133 | 2023.08.30 20:00 | modify | 33 | 0.10 | 1.27170 | 1.28270 | 1.25970 | ||
134 | 2023.08.31 12:15 | sell | 34 | 0.10 | 1.26688 | 0.00000 | 0.00000 | ||
135 | 2023.08.31 12:15 | modify | 34 | 0.10 | 1.26688 | 1.26870 | 1.25970 | ||
136 | 2023.08.31 12:15 | modify | 33 | 0.10 | 1.27170 | 1.26870 | 1.25970 | ||
137 | 2023.08.31 12:30 | s/l | 33 | 0.10 | 1.26870 | 1.26870 | 1.25970 | 29.86 | 11334.57 |
138 | 2023.08.31 12:30 | s/l | 34 | 0.10 | 1.26870 | 1.26870 | 1.25970 | -18.20 | 11316.37 |