Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
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=12; 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=150; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; 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 | 7238 | Ticks modelled | 156407 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1558.68 | Gross profit | 1725.60 | Gross loss | -166.92 |
Profit factor | 10.34 | Expected payoff | 41.02 | ||
Absolute drawdown | 37.13 | Maximal drawdown | 155.96 (6.11%) | Relative drawdown | 10.73% (125.60) |
Total trades | 38 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 30 (76.67%) |
Profit trades (% of total) | 28 (73.68%) | Loss trades (% of total) | 10 (26.32%) | ||
Largest | profit trade | 109.91 | loss trade | -27.60 | |
Average | profit trade | 61.63 | loss trade | -16.69 | |
Maximum | consecutive wins (profit in money) | 11 (734.83) | consecutive losses (loss in money) | 3 (-32.20) | |
Maximal | consecutive profit (count of wins) | 734.83 (11) | consecutive loss (count of losses) | -45.69 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.09 22:00 | buy | 1 | 0.10 | 1.22236 | 0.00000 | 0.00000 | ||
2 | 2023.11.09 22:00 | modify | 1 | 0.10 | 1.22236 | 1.20736 | 1.23336 | ||
3 | 2023.11.13 16:20 | buy | 2 | 0.10 | 1.22680 | 0.00000 | 0.00000 | ||
4 | 2023.11.13 16:20 | modify | 2 | 0.10 | 1.22680 | 1.22511 | 1.23336 | ||
5 | 2023.11.13 16:20 | modify | 1 | 0.10 | 1.22236 | 1.22511 | 1.23336 | ||
6 | 2023.11.13 17:20 | buy | 3 | 0.10 | 1.22791 | 0.00000 | 0.00000 | ||
7 | 2023.11.13 17:20 | modify | 3 | 0.10 | 1.22791 | 1.22401 | 1.23336 | ||
8 | 2023.11.13 17:22 | modify | 3 | 0.10 | 1.22791 | 1.22511 | 1.23336 | ||
9 | 2023.11.14 08:22 | buy | 4 | 0.10 | 1.22863 | 0.00000 | 0.00000 | ||
10 | 2023.11.14 08:22 | modify | 4 | 0.10 | 1.22863 | 1.22676 | 1.23336 | ||
11 | 2023.11.14 08:22 | modify | 2 | 0.10 | 1.22680 | 1.22676 | 1.23336 | ||
12 | 2023.11.14 08:22 | modify | 3 | 0.10 | 1.22791 | 1.22676 | 1.23336 | ||
13 | 2023.11.14 08:22 | modify | 1 | 0.10 | 1.22236 | 1.22676 | 1.23336 | ||
14 | 2023.11.14 13:40 | t/p | 1 | 0.10 | 1.23336 | 1.22676 | 1.23336 | 109.01 | 1109.01 |
15 | 2023.11.14 13:40 | t/p | 2 | 0.10 | 1.23336 | 1.22676 | 1.23336 | 65.27 | 1174.28 |
16 | 2023.11.14 13:40 | t/p | 3 | 0.10 | 1.23336 | 1.22676 | 1.23336 | 54.17 | 1228.45 |
17 | 2023.11.14 13:40 | t/p | 4 | 0.10 | 1.23336 | 1.22676 | 1.23336 | 47.30 | 1275.75 |
18 | 2023.11.22 17:00 | buy | 5 | 0.10 | 1.24682 | 0.00000 | 0.00000 | ||
19 | 2023.11.22 17:00 | modify | 5 | 0.10 | 1.24682 | 1.23182 | 1.25782 | ||
20 | 2023.11.23 05:45 | buy | 6 | 0.10 | 1.25127 | 0.00000 | 0.00000 | ||
21 | 2023.11.23 05:45 | modify | 6 | 0.10 | 1.25127 | 1.24957 | 1.25782 | ||
22 | 2023.11.23 05:45 | modify | 5 | 0.10 | 1.24682 | 1.24957 | 1.25782 | ||
23 | 2023.11.23 08:15 | buy | 7 | 0.10 | 1.25240 | 0.00000 | 0.00000 | ||
24 | 2023.11.23 08:15 | modify | 7 | 0.10 | 1.25240 | 1.24847 | 1.25782 | ||
25 | 2023.11.23 08:17 | modify | 7 | 0.10 | 1.25240 | 1.24957 | 1.25782 | ||
26 | 2023.11.23 14:22 | buy | 8 | 0.10 | 1.25301 | 0.00000 | 0.00000 | ||
27 | 2023.11.23 14:22 | modify | 8 | 0.10 | 1.25301 | 1.25122 | 1.25782 | ||
28 | 2023.11.23 14:22 | modify | 6 | 0.10 | 1.25127 | 1.25122 | 1.25782 | ||
29 | 2023.11.23 14:22 | modify | 7 | 0.10 | 1.25240 | 1.25122 | 1.25782 | ||
30 | 2023.11.23 14:22 | modify | 5 | 0.10 | 1.24682 | 1.25122 | 1.25782 | ||
31 | 2023.11.24 12:20 | t/p | 5 | 0.10 | 1.25782 | 1.25122 | 1.25782 | 108.68 | 1384.44 |
32 | 2023.11.24 12:20 | t/p | 6 | 0.10 | 1.25782 | 1.25122 | 1.25782 | 65.17 | 1449.61 |
33 | 2023.11.24 12:20 | t/p | 7 | 0.10 | 1.25782 | 1.25122 | 1.25782 | 53.87 | 1503.48 |
34 | 2023.11.24 12:20 | t/p | 8 | 0.10 | 1.25782 | 1.25122 | 1.25782 | 47.77 | 1551.25 |
35 | 2023.12.19 16:00 | sell | 9 | 0.10 | 1.27383 | 0.00000 | 0.00000 | ||
36 | 2023.12.19 16:00 | modify | 9 | 0.10 | 1.27383 | 1.28883 | 1.26283 | ||
37 | 2023.12.20 07:15 | sell | 10 | 0.10 | 1.26748 | 0.00000 | 0.00000 | ||
38 | 2023.12.20 07:15 | modify | 10 | 0.10 | 1.26748 | 1.26943 | 1.26283 | ||
39 | 2023.12.20 07:15 | modify | 9 | 0.10 | 1.27383 | 1.26943 | 1.26283 | ||
40 | 2023.12.20 21:07 | t/p | 9 | 0.10 | 1.26283 | 1.26943 | 1.26283 | 109.91 | 1661.16 |
41 | 2023.12.20 21:07 | t/p | 10 | 0.10 | 1.26283 | 1.26943 | 1.26283 | 46.50 | 1707.66 |
42 | 2024.01.02 17:00 | buy | 11 | 0.10 | 1.26325 | 0.00000 | 0.00000 | ||
43 | 2024.01.02 17:00 | modify | 11 | 0.10 | 1.26325 | 1.24825 | 1.27425 | ||
44 | 2024.01.03 19:20 | buy | 12 | 0.10 | 1.26778 | 0.00000 | 0.00000 | ||
45 | 2024.01.03 19:20 | modify | 12 | 0.10 | 1.26778 | 1.26600 | 1.27425 | ||
46 | 2024.01.03 19:20 | modify | 11 | 0.10 | 1.26325 | 1.26600 | 1.27425 | ||
47 | 2024.01.03 19:27 | s/l | 11 | 0.10 | 1.26600 | 1.26600 | 1.27425 | 27.17 | 1734.83 |
48 | 2024.01.03 19:27 | s/l | 12 | 0.10 | 1.26600 | 1.26600 | 1.27425 | -17.80 | 1717.03 |
49 | 2024.01.23 18:00 | buy | 13 | 0.10 | 1.26604 | 0.00000 | 0.00000 | ||
50 | 2024.01.23 18:00 | modify | 13 | 0.10 | 1.26604 | 1.25104 | 1.27704 | ||
51 | 2024.01.24 04:40 | buy | 14 | 0.10 | 1.27053 | 0.00000 | 0.00000 | ||
52 | 2024.01.24 04:40 | modify | 14 | 0.10 | 1.27053 | 1.26879 | 1.27704 | ||
53 | 2024.01.24 04:40 | modify | 13 | 0.10 | 1.26604 | 1.26879 | 1.27704 | ||
54 | 2024.01.24 07:20 | buy | 15 | 0.10 | 1.27156 | 0.00000 | 0.00000 | ||
55 | 2024.01.24 07:20 | modify | 15 | 0.10 | 1.27156 | 1.26769 | 1.27704 | ||
56 | 2024.01.24 07:22 | modify | 15 | 0.10 | 1.27156 | 1.26879 | 1.27704 | ||
57 | 2024.01.24 08:37 | buy | 16 | 0.10 | 1.27214 | 0.00000 | 0.00000 | ||
58 | 2024.01.24 08:37 | modify | 16 | 0.10 | 1.27214 | 1.27044 | 1.27704 | ||
59 | 2024.01.24 08:37 | modify | 14 | 0.10 | 1.27053 | 1.27044 | 1.27704 | ||
60 | 2024.01.24 08:37 | modify | 15 | 0.10 | 1.27156 | 1.27044 | 1.27704 | ||
61 | 2024.01.24 08:37 | modify | 13 | 0.10 | 1.26604 | 1.27044 | 1.27704 | ||
62 | 2024.01.24 09:50 | t/p | 13 | 0.10 | 1.27704 | 1.27044 | 1.27704 | 109.67 | 1826.71 |
63 | 2024.01.24 09:50 | t/p | 14 | 0.10 | 1.27704 | 1.27044 | 1.27704 | 65.10 | 1891.81 |
64 | 2024.01.24 09:50 | t/p | 15 | 0.10 | 1.27704 | 1.27044 | 1.27704 | 54.80 | 1946.61 |
65 | 2024.01.24 09:50 | t/p | 16 | 0.10 | 1.27704 | 1.27044 | 1.27704 | 49.00 | 1995.61 |
66 | 2024.03.14 17:00 | buy | 17 | 0.10 | 1.27509 | 0.00000 | 0.00000 | ||
67 | 2024.03.14 17:00 | modify | 17 | 0.10 | 1.27509 | 1.26009 | 1.28609 | ||
68 | 2024.03.20 22:50 | buy | 18 | 0.10 | 1.27955 | 0.00000 | 0.00000 | ||
69 | 2024.03.20 22:50 | modify | 18 | 0.10 | 1.27955 | 1.27784 | 1.28609 | ||
70 | 2024.03.20 22:50 | modify | 17 | 0.10 | 1.27509 | 1.27784 | 1.28609 | ||
71 | 2024.03.21 07:07 | buy | 19 | 0.10 | 1.28060 | 0.00000 | 0.00000 | ||
72 | 2024.03.21 07:07 | modify | 19 | 0.10 | 1.28060 | 1.27674 | 1.28609 | ||
73 | 2024.03.21 07:10 | modify | 19 | 0.10 | 1.28060 | 1.27784 | 1.28609 | ||
74 | 2024.03.21 08:20 | s/l | 17 | 0.10 | 1.27784 | 1.27784 | 1.28609 | 25.20 | 2020.80 |
75 | 2024.03.21 08:20 | s/l | 18 | 0.10 | 1.27784 | 1.27784 | 1.28609 | -18.09 | 2002.71 |
76 | 2024.03.21 08:20 | s/l | 19 | 0.10 | 1.27784 | 1.27784 | 1.28609 | -27.60 | 1975.12 |
77 | 2024.04.01 17:00 | buy | 20 | 0.10 | 1.25483 | 0.00000 | 0.00000 | ||
78 | 2024.04.01 17:00 | modify | 20 | 0.10 | 1.25483 | 1.23983 | 1.26583 | ||
79 | 2024.04.03 14:03 | buy | 21 | 0.10 | 1.25928 | 0.00000 | 0.00000 | ||
80 | 2024.04.03 14:03 | modify | 21 | 0.10 | 1.25928 | 1.25758 | 1.26583 | ||
81 | 2024.04.03 14:03 | modify | 20 | 0.10 | 1.25483 | 1.25758 | 1.26583 | ||
82 | 2024.04.03 14:23 | buy | 22 | 0.10 | 1.26096 | 0.00000 | 0.00000 | ||
83 | 2024.04.03 14:23 | modify | 22 | 0.10 | 1.26096 | 1.25923 | 1.26583 | ||
84 | 2024.04.03 14:23 | modify | 21 | 0.10 | 1.25928 | 1.25923 | 1.26583 | ||
85 | 2024.04.03 14:23 | modify | 20 | 0.10 | 1.25483 | 1.25923 | 1.26583 | ||
86 | 2024.04.04 05:32 | t/p | 20 | 0.10 | 1.26583 | 1.25923 | 1.26583 | 108.36 | 2083.47 |
87 | 2024.04.04 05:32 | t/p | 21 | 0.10 | 1.26583 | 1.25923 | 1.26583 | 64.51 | 2147.98 |
88 | 2024.04.04 05:32 | t/p | 22 | 0.10 | 1.26583 | 1.25923 | 1.26583 | 47.71 | 2195.70 |
89 | 2024.04.19 20:00 | buy | 23 | 0.10 | 1.23748 | 0.00000 | 0.00000 | ||
90 | 2024.04.19 20:00 | modify | 23 | 0.10 | 1.23748 | 1.22248 | 1.24848 | ||
91 | 2024.04.23 13:45 | buy | 24 | 0.10 | 1.24314 | 0.00000 | 0.00000 | ||
92 | 2024.04.23 13:45 | modify | 24 | 0.10 | 1.24314 | 1.23913 | 1.24848 | ||
93 | 2024.04.23 13:45 | modify | 23 | 0.10 | 1.23748 | 1.23913 | 1.24848 | ||
94 | 2024.04.23 14:05 | buy | 25 | 0.10 | 1.24376 | 0.00000 | 0.00000 | ||
95 | 2024.04.23 14:05 | modify | 25 | 0.10 | 1.24376 | 1.24188 | 1.24848 | ||
96 | 2024.04.23 14:05 | modify | 24 | 0.10 | 1.24314 | 1.24188 | 1.24848 | ||
97 | 2024.04.23 14:05 | modify | 23 | 0.10 | 1.23748 | 1.24188 | 1.24848 | ||
98 | 2024.04.25 06:20 | t/p | 23 | 0.10 | 1.24848 | 1.24188 | 1.24848 | 108.03 | 2303.72 |
99 | 2024.04.25 06:20 | t/p | 24 | 0.10 | 1.24848 | 1.24188 | 1.24848 | 52.08 | 2355.81 |
100 | 2024.04.25 06:20 | t/p | 25 | 0.10 | 1.24848 | 1.24188 | 1.24848 | 45.88 | 2401.69 |
101 | 2024.06.07 16:00 | buy | 26 | 0.10 | 1.27277 | 0.00000 | 0.00000 | ||
102 | 2024.06.07 16:00 | modify | 26 | 0.10 | 1.27277 | 1.25777 | 1.28377 | ||
103 | 2024.06.12 12:46 | t/p | 26 | 0.10 | 1.28377 | 1.25777 | 1.28377 | 109.01 | 2510.70 |
104 | 2024.06.14 15:00 | buy | 27 | 0.10 | 1.26697 | 0.00000 | 0.00000 | ||
105 | 2024.06.14 15:00 | modify | 27 | 0.10 | 1.26697 | 1.25197 | 1.27797 | ||
106 | 2024.06.17 23:20 | buy | 28 | 0.10 | 1.27156 | 0.00000 | 0.00000 | ||
107 | 2024.06.17 23:20 | modify | 28 | 0.10 | 1.27156 | 1.26972 | 1.27797 | ||
108 | 2024.06.17 23:20 | modify | 27 | 0.10 | 1.26697 | 1.26972 | 1.27797 | ||
109 | 2024.06.18 02:15 | s/l | 27 | 0.10 | 1.26972 | 1.26972 | 1.27797 | 26.84 | 2537.54 |
110 | 2024.06.18 02:15 | s/l | 28 | 0.10 | 1.26972 | 1.26972 | 1.27797 | -18.73 | 2518.82 |
111 | 2024.07.11 14:00 | sell | 29 | 0.10 | 1.29269 | 0.00000 | 0.00000 | ||
112 | 2024.07.11 14:00 | modify | 29 | 0.10 | 1.29269 | 1.30769 | 1.28169 | ||
113 | 2024.07.24 06:32 | sell | 30 | 0.10 | 1.28823 | 0.00000 | 0.00000 | ||
114 | 2024.07.24 06:32 | modify | 30 | 0.10 | 1.28823 | 1.28994 | 1.28169 | ||
115 | 2024.07.24 06:32 | modify | 29 | 0.10 | 1.29269 | 1.28994 | 1.28169 | ||
116 | 2024.07.24 07:15 | s/l | 29 | 0.10 | 1.28994 | 1.28994 | 1.28169 | 26.52 | 2545.34 |
117 | 2024.07.24 07:15 | s/l | 30 | 0.10 | 1.28994 | 1.28994 | 1.28169 | -17.10 | 2528.24 |
118 | 2024.08.13 20:00 | sell | 31 | 0.10 | 1.28658 | 0.00000 | 0.00000 | ||
119 | 2024.08.13 20:00 | modify | 31 | 0.10 | 1.28658 | 1.30158 | 1.27558 | ||
120 | 2024.08.14 06:25 | sell | 32 | 0.10 | 1.28209 | 0.00000 | 0.00000 | ||
121 | 2024.08.14 06:25 | modify | 32 | 0.10 | 1.28209 | 1.28383 | 1.27558 | ||
122 | 2024.08.14 06:25 | modify | 31 | 0.10 | 1.28658 | 1.28383 | 1.27558 | ||
123 | 2024.08.14 06:50 | s/l | 31 | 0.10 | 1.28383 | 1.28383 | 1.27558 | 27.41 | 2555.65 |
124 | 2024.08.14 06:50 | s/l | 32 | 0.10 | 1.28383 | 1.28383 | 1.27558 | -17.40 | 2538.25 |
125 | 2024.08.23 17:00 | sell | 33 | 0.10 | 1.31905 | 0.00000 | 0.00000 | ||
126 | 2024.08.23 17:00 | modify | 33 | 0.10 | 1.31905 | 1.33405 | 1.30805 | ||
127 | 2024.08.29 13:37 | sell | 34 | 0.10 | 1.31450 | 0.00000 | 0.00000 | ||
128 | 2024.08.29 13:37 | modify | 34 | 0.10 | 1.31450 | 1.31630 | 1.30805 | ||
129 | 2024.08.29 13:37 | modify | 33 | 0.10 | 1.31905 | 1.31630 | 1.30805 | ||
130 | 2024.08.29 13:45 | s/l | 33 | 0.10 | 1.31630 | 1.31630 | 1.30805 | 26.97 | 2565.21 |
131 | 2024.08.29 13:45 | s/l | 34 | 0.10 | 1.31630 | 1.31630 | 1.30805 | -18.00 | 2547.21 |
132 | 2024.10.03 14:00 | buy | 35 | 0.10 | 1.31022 | 0.00000 | 0.00000 | ||
133 | 2024.10.03 14:00 | modify | 35 | 0.10 | 1.31022 | 1.29522 | 1.32122 | ||
134 | 2024.10.04 06:40 | buy | 36 | 0.10 | 1.31492 | 0.00000 | 0.00000 | ||
135 | 2024.10.04 06:40 | modify | 36 | 0.10 | 1.31492 | 1.31297 | 1.32122 | ||
136 | 2024.10.04 06:40 | modify | 35 | 0.10 | 1.31022 | 1.31297 | 1.32122 | ||
137 | 2024.10.04 06:50 | buy | 37 | 0.10 | 1.31587 | 0.00000 | 0.00000 | ||
138 | 2024.10.04 06:50 | modify | 37 | 0.10 | 1.31587 | 1.31187 | 1.32122 | ||
139 | 2024.10.04 06:52 | modify | 37 | 0.10 | 1.31587 | 1.31297 | 1.32122 | ||
140 | 2024.10.04 07:45 | buy | 38 | 0.10 | 1.31629 | 0.00000 | 0.00000 | ||
141 | 2024.10.04 07:45 | modify | 38 | 0.10 | 1.31629 | 1.31462 | 1.32122 | ||
142 | 2024.10.04 07:45 | modify | 36 | 0.10 | 1.31492 | 1.31462 | 1.32122 | ||
143 | 2024.10.04 07:45 | modify | 37 | 0.10 | 1.31587 | 1.31462 | 1.32122 | ||
144 | 2024.10.04 07:45 | modify | 35 | 0.10 | 1.31022 | 1.31462 | 1.32122 | ||
145 | 2024.10.04 08:20 | s/l | 35 | 0.10 | 1.31462 | 1.31462 | 1.32122 | 43.67 | 2590.88 |
146 | 2024.10.04 08:20 | s/l | 36 | 0.10 | 1.31462 | 1.31462 | 1.32122 | -3.00 | 2587.88 |
147 | 2024.10.04 08:20 | s/l | 37 | 0.10 | 1.31462 | 1.31462 | 1.32122 | -12.50 | 2575.38 |
148 | 2024.10.04 08:20 | s/l | 38 | 0.10 | 1.31462 | 1.31462 | 1.32122 | -16.70 | 2558.68 |