Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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 | 2607 | Ticks modelled | 79080 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 478.31 | Gross profit | 522.01 | Gross loss | -43.70 |
Profit factor | 11.95 | Expected payoff | 39.86 | ||
Absolute drawdown | 29.77 | Maximal drawdown | 112.05 (1.10%) | Relative drawdown | 1.10% (112.05) |
Total trades | 12 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 6 (83.33%) |
Profit trades (% of total) | 10 (83.33%) | Loss trades (% of total) | 2 (16.67%) | ||
Largest | profit trade | 95.80 | loss trade | -24.10 | |
Average | profit trade | 52.20 | loss trade | -21.85 | |
Maximum | consecutive wins (profit in money) | 5 (276.91) | consecutive losses (loss in money) | 1 (-24.10) | |
Maximal | consecutive profit (count of wins) | 276.91 (5) | consecutive loss (count of losses) | -24.10 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.15 04:00 | buy | 1 | 0.10 | 1.67717 | 0.00000 | 0.00000 | ||
2 | 2023.09.15 04:00 | modify | 1 | 0.10 | 1.67717 | 1.67217 | 1.69017 | ||
3 | 2023.09.15 08:40 | buy | 2 | 0.10 | 1.68109 | 0.00000 | 0.00000 | ||
4 | 2023.09.15 08:40 | modify | 2 | 0.10 | 1.68109 | 1.67782 | 1.69017 | ||
5 | 2023.09.15 08:40 | modify | 1 | 0.10 | 1.67717 | 1.67782 | 1.69017 | ||
6 | 2023.09.15 10:40 | s/l | 1 | 0.10 | 1.67782 | 1.67782 | 1.69017 | 4.79 | 10004.79 |
7 | 2023.09.15 10:40 | s/l | 2 | 0.10 | 1.67782 | 1.67782 | 1.69017 | -24.10 | 9980.69 |
8 | 2023.11.15 04:00 | sell | 3 | 0.10 | 1.70970 | 0.00000 | 0.00000 | ||
9 | 2023.11.15 04:00 | modify | 3 | 0.10 | 1.70970 | 1.71470 | 1.69670 | ||
10 | 2023.11.15 07:40 | sell | 4 | 0.10 | 1.70568 | 0.00000 | 0.00000 | ||
11 | 2023.11.15 07:40 | modify | 4 | 0.10 | 1.70568 | 1.70905 | 1.69670 | ||
12 | 2023.11.15 07:40 | modify | 3 | 0.10 | 1.70970 | 1.70905 | 1.69670 | ||
13 | 2023.11.15 12:30 | sell | 5 | 0.10 | 1.70449 | 0.00000 | 0.00000 | ||
14 | 2023.11.15 12:30 | modify | 5 | 0.10 | 1.70449 | 1.70645 | 1.69670 | ||
15 | 2023.11.15 12:30 | modify | 4 | 0.10 | 1.70568 | 1.70645 | 1.69670 | ||
16 | 2023.11.15 12:30 | modify | 3 | 0.10 | 1.70970 | 1.70645 | 1.69670 | ||
17 | 2023.11.16 07:40 | t/p | 3 | 0.10 | 1.69670 | 1.70645 | 1.69670 | 94.39 | 10075.08 |
18 | 2023.11.16 07:40 | t/p | 4 | 0.10 | 1.69670 | 1.70645 | 1.69670 | 64.77 | 10139.84 |
19 | 2023.11.16 07:40 | t/p | 5 | 0.10 | 1.69670 | 1.70645 | 1.69670 | 56.00 | 10195.84 |
20 | 2023.11.21 08:00 | sell | 6 | 0.10 | 1.71857 | 0.00000 | 0.00000 | ||
21 | 2023.11.21 08:00 | modify | 6 | 0.10 | 1.71857 | 1.72357 | 1.70557 | ||
22 | 2023.11.22 15:30 | sell | 7 | 0.10 | 1.71310 | 0.00000 | 0.00000 | ||
23 | 2023.11.22 15:30 | modify | 7 | 0.10 | 1.71310 | 1.71532 | 1.70557 | ||
24 | 2023.11.22 15:30 | modify | 6 | 0.10 | 1.71857 | 1.71532 | 1.70557 | ||
25 | 2023.11.23 07:25 | sell | 8 | 0.10 | 1.70876 | 0.00000 | 0.00000 | ||
26 | 2023.11.23 07:25 | modify | 8 | 0.10 | 1.70876 | 1.71142 | 1.70557 | ||
27 | 2023.11.23 07:25 | modify | 7 | 0.10 | 1.71310 | 1.71142 | 1.70557 | ||
28 | 2023.11.23 07:25 | modify | 6 | 0.10 | 1.71857 | 1.71142 | 1.70557 | ||
29 | 2023.11.23 08:30 | s/l | 6 | 0.10 | 1.71142 | 1.71142 | 1.70557 | 50.80 | 10246.64 |
30 | 2023.11.23 08:30 | s/l | 7 | 0.10 | 1.71142 | 1.71142 | 1.70557 | 10.97 | 10257.60 |
31 | 2023.11.23 08:30 | s/l | 8 | 0.10 | 1.71142 | 1.71142 | 1.70557 | -19.60 | 10238.00 |
32 | 2024.08.02 08:00 | buy | 9 | 0.10 | 1.76393 | 0.00000 | 0.00000 | ||
33 | 2024.08.02 08:00 | modify | 9 | 0.10 | 1.76393 | 1.75893 | 1.77693 | ||
34 | 2024.08.02 08:40 | buy | 10 | 0.10 | 1.76783 | 0.00000 | 0.00000 | ||
35 | 2024.08.02 08:40 | modify | 10 | 0.10 | 1.76783 | 1.76458 | 1.77693 | ||
36 | 2024.08.02 08:40 | modify | 9 | 0.10 | 1.76393 | 1.76458 | 1.77693 | ||
37 | 2024.08.02 12:10 | buy | 11 | 0.10 | 1.76943 | 0.00000 | 0.00000 | ||
38 | 2024.08.02 12:10 | modify | 11 | 0.10 | 1.76943 | 1.76718 | 1.77693 | ||
39 | 2024.08.02 12:10 | modify | 10 | 0.10 | 1.76783 | 1.76718 | 1.77693 | ||
40 | 2024.08.02 12:10 | modify | 9 | 0.10 | 1.76393 | 1.76718 | 1.77693 | ||
41 | 2024.08.02 12:50 | buy | 12 | 0.10 | 1.77392 | 0.00000 | 0.00000 | ||
42 | 2024.08.02 12:50 | modify | 12 | 0.10 | 1.77392 | 1.77108 | 1.77693 | ||
43 | 2024.08.02 12:50 | modify | 11 | 0.10 | 1.76943 | 1.77108 | 1.77693 | ||
44 | 2024.08.02 12:50 | modify | 10 | 0.10 | 1.76783 | 1.77108 | 1.77693 | ||
45 | 2024.08.02 12:50 | modify | 9 | 0.10 | 1.76393 | 1.77108 | 1.77693 | ||
46 | 2024.08.02 13:40 | t/p | 9 | 0.10 | 1.77693 | 1.77108 | 1.77693 | 95.80 | 10333.80 |
47 | 2024.08.02 13:40 | t/p | 10 | 0.10 | 1.77693 | 1.77108 | 1.77693 | 67.06 | 10400.86 |
48 | 2024.08.02 13:40 | t/p | 11 | 0.10 | 1.77693 | 1.77108 | 1.77693 | 55.27 | 10456.13 |
49 | 2024.08.02 13:40 | t/p | 12 | 0.10 | 1.77693 | 1.77108 | 1.77693 | 22.18 | 10478.31 |