Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01) | ||||
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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; 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=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 7239 | Ticks modelled | 157546 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 1000.00 | Spread | 50 | ||
Total net profit | 1267.17 | Gross profit | 1354.61 | Gross loss | -87.44 |
Profit factor | 15.49 | Expected payoff | 38.40 | ||
Absolute drawdown | 32.26 | Maximal drawdown | 152.44 (9.50%) | Relative drawdown | 9.50% (152.44) |
Total trades | 33 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 25 (92.00%) |
Profit trades (% of total) | 26 (78.79%) | Loss trades (% of total) | 7 (21.21%) | ||
Largest | profit trade | 103.81 | loss trade | -41.62 | |
Average | profit trade | 52.10 | loss trade | -12.49 | |
Maximum | consecutive wins (profit in money) | 15 (826.12) | consecutive losses (loss in money) | 2 (-15.32) | |
Maximal | consecutive profit (count of wins) | 826.12 (15) | consecutive loss (count of losses) | -41.62 (1) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.02.14 11:00 | buy | 1 | 0.10 | 1.69870 | 0.00000 | 0.00000 | ||
2 | 2024.02.14 11:00 | modify | 1 | 0.10 | 1.69870 | 1.68470 | 1.71270 | ||
3 | 2024.02.20 13:35 | buy | 2 | 0.10 | 1.70520 | 0.00000 | 0.00000 | ||
4 | 2024.02.20 13:35 | modify | 2 | 0.10 | 1.70520 | 1.69940 | 1.71270 | ||
5 | 2024.02.20 13:35 | modify | 1 | 0.10 | 1.69870 | 1.69940 | 1.71270 | ||
6 | 2024.02.20 14:15 | buy | 3 | 0.10 | 1.70850 | 0.00000 | 0.00000 | ||
7 | 2024.02.20 14:15 | modify | 3 | 0.10 | 1.70850 | 1.70360 | 1.71270 | ||
8 | 2024.02.20 14:15 | modify | 2 | 0.10 | 1.70520 | 1.70360 | 1.71270 | ||
9 | 2024.02.20 14:15 | modify | 1 | 0.10 | 1.69870 | 1.70360 | 1.71270 | ||
10 | 2024.02.20 15:16 | t/p | 1 | 0.10 | 1.71270 | 1.70360 | 1.71270 | 99.33 | 1099.33 |
11 | 2024.02.20 15:16 | t/p | 2 | 0.10 | 1.71270 | 1.70360 | 1.71270 | 52.25 | 1151.58 |
12 | 2024.02.20 15:16 | t/p | 3 | 0.10 | 1.71270 | 1.70360 | 1.71270 | 29.26 | 1180.84 |
13 | 2024.04.22 13:00 | buy | 4 | 0.10 | 1.69041 | 0.00000 | 0.00000 | ||
14 | 2024.04.22 13:00 | modify | 4 | 0.10 | 1.69041 | 1.67641 | 1.70441 | ||
15 | 2024.04.23 12:07 | buy | 5 | 0.10 | 1.70035 | 0.00000 | 0.00000 | ||
16 | 2024.04.23 12:07 | modify | 5 | 0.10 | 1.70035 | 1.69531 | 1.70441 | ||
17 | 2024.04.23 12:07 | modify | 4 | 0.10 | 1.69041 | 1.69531 | 1.70441 | ||
18 | 2024.04.23 12:27 | buy | 6 | 0.10 | 1.69905 | 0.00000 | 0.00000 | ||
19 | 2024.04.23 12:27 | modify | 6 | 0.10 | 1.69905 | 1.69671 | 1.70441 | ||
20 | 2024.04.23 12:27 | modify | 6 | 0.10 | 1.69905 | 1.69531 | 1.70441 | ||
21 | 2024.04.23 13:05 | buy | 7 | 0.10 | 1.69683 | 0.00000 | 0.00000 | ||
22 | 2024.04.23 13:05 | modify | 7 | 0.10 | 1.69683 | 1.69111 | 1.70441 | ||
23 | 2024.04.23 13:07 | modify | 7 | 0.10 | 1.69683 | 1.69531 | 1.70441 | ||
24 | 2024.04.24 12:45 | t/p | 4 | 0.10 | 1.70441 | 1.69531 | 1.70441 | 98.13 | 1278.97 |
25 | 2024.04.24 12:45 | t/p | 5 | 0.10 | 1.70441 | 1.69531 | 1.70441 | 28.58 | 1307.55 |
26 | 2024.04.24 12:45 | t/p | 6 | 0.10 | 1.70441 | 1.69531 | 1.70441 | 37.64 | 1345.19 |
27 | 2024.04.24 12:45 | t/p | 7 | 0.10 | 1.70441 | 1.69531 | 1.70441 | 53.10 | 1398.29 |
28 | 2024.05.31 10:00 | buy | 8 | 0.10 | 1.73689 | 0.00000 | 0.00000 | ||
29 | 2024.05.31 10:00 | modify | 8 | 0.10 | 1.73689 | 1.72289 | 1.75089 | ||
30 | 2024.06.03 15:20 | buy | 9 | 0.10 | 1.74332 | 0.00000 | 0.00000 | ||
31 | 2024.06.03 15:20 | modify | 9 | 0.10 | 1.74332 | 1.73759 | 1.75089 | ||
32 | 2024.06.03 15:20 | modify | 8 | 0.10 | 1.73689 | 1.73759 | 1.75089 | ||
33 | 2024.06.03 17:40 | buy | 10 | 0.10 | 1.74552 | 0.00000 | 0.00000 | ||
34 | 2024.06.03 17:40 | modify | 10 | 0.10 | 1.74552 | 1.74319 | 1.75089 | ||
35 | 2024.06.03 17:40 | modify | 9 | 0.10 | 1.74332 | 1.74319 | 1.75089 | ||
36 | 2024.06.03 17:40 | modify | 8 | 0.10 | 1.73689 | 1.74319 | 1.75089 | ||
37 | 2024.06.03 18:50 | buy | 11 | 0.10 | 1.74681 | 0.00000 | 0.00000 | ||
38 | 2024.06.03 18:50 | modify | 11 | 0.10 | 1.74681 | 1.74179 | 1.75089 | ||
39 | 2024.06.03 18:50 | modify | 10 | 0.10 | 1.74552 | 1.74179 | 1.75089 | ||
40 | 2024.06.03 18:50 | modify | 9 | 0.10 | 1.74332 | 1.74179 | 1.75089 | ||
41 | 2024.06.03 18:50 | modify | 8 | 0.10 | 1.73689 | 1.74179 | 1.75089 | ||
42 | 2024.06.05 13:45 | t/p | 8 | 0.10 | 1.75089 | 1.74179 | 1.75089 | 98.43 | 1496.72 |
43 | 2024.06.05 13:45 | t/p | 9 | 0.10 | 1.75089 | 1.74179 | 1.75089 | 53.34 | 1550.06 |
44 | 2024.06.05 13:45 | t/p | 10 | 0.10 | 1.75089 | 1.74179 | 1.75089 | 38.01 | 1588.06 |
45 | 2024.06.05 13:45 | t/p | 11 | 0.10 | 1.75089 | 1.74179 | 1.75089 | 29.02 | 1617.08 |
46 | 2024.06.20 15:00 | buy | 12 | 0.10 | 1.73720 | 0.00000 | 0.00000 | ||
47 | 2024.06.20 15:00 | modify | 12 | 0.10 | 1.73720 | 1.72320 | 1.75120 | ||
48 | 2024.07.05 13:46 | buy | 13 | 0.10 | 1.74720 | 0.00000 | 0.00000 | ||
49 | 2024.07.05 13:46 | modify | 13 | 0.10 | 1.74720 | 1.74210 | 1.75120 | ||
50 | 2024.07.05 13:46 | modify | 12 | 0.10 | 1.73720 | 1.74210 | 1.75120 | ||
51 | 2024.07.05 15:15 | buy | 14 | 0.10 | 1.74589 | 0.00000 | 0.00000 | ||
52 | 2024.07.05 15:15 | modify | 14 | 0.10 | 1.74589 | 1.74350 | 1.75120 | ||
53 | 2024.07.05 15:17 | modify | 14 | 0.10 | 1.74589 | 1.74210 | 1.75120 | ||
54 | 2024.07.08 14:15 | t/p | 12 | 0.10 | 1.75120 | 1.74210 | 1.75120 | 102.32 | 1719.40 |
55 | 2024.07.08 14:15 | t/p | 13 | 0.10 | 1.75120 | 1.74210 | 1.75120 | 28.17 | 1747.57 |
56 | 2024.07.08 14:15 | t/p | 14 | 0.10 | 1.75120 | 1.74210 | 1.75120 | 37.29 | 1784.86 |
57 | 2024.07.17 11:00 | sell | 15 | 0.10 | 1.78106 | 0.00000 | 0.00000 | ||
58 | 2024.07.17 11:00 | modify | 15 | 0.10 | 1.78106 | 1.79506 | 1.76706 | ||
59 | 2024.07.18 19:15 | sell | 16 | 0.10 | 1.77475 | 0.00000 | 0.00000 | ||
60 | 2024.07.18 19:15 | modify | 16 | 0.10 | 1.77475 | 1.78036 | 1.76706 | ||
61 | 2024.07.18 19:15 | modify | 15 | 0.10 | 1.78106 | 1.78036 | 1.76706 | ||
62 | 2024.07.18 21:00 | sell | 17 | 0.10 | 1.77257 | 0.00000 | 0.00000 | ||
63 | 2024.07.18 21:00 | modify | 17 | 0.10 | 1.77257 | 1.77476 | 1.76706 | ||
64 | 2024.07.18 21:00 | modify | 16 | 0.10 | 1.77475 | 1.77476 | 1.76706 | ||
65 | 2024.07.18 21:00 | modify | 15 | 0.10 | 1.78106 | 1.77476 | 1.76706 | ||
66 | 2024.07.18 23:45 | s/l | 15 | 0.10 | 1.77476 | 1.77476 | 1.76706 | 41.27 | 1826.12 |
67 | 2024.07.18 23:45 | s/l | 16 | 0.10 | 1.77476 | 1.77476 | 1.76706 | -0.07 | 1826.05 |
68 | 2024.07.18 23:45 | s/l | 17 | 0.10 | 1.77476 | 1.77476 | 1.76706 | -15.25 | 1810.80 |
69 | 2024.08.26 15:00 | buy | 18 | 0.10 | 1.77877 | 0.00000 | 0.00000 | ||
70 | 2024.08.26 15:00 | modify | 18 | 0.10 | 1.77877 | 1.76477 | 1.79277 | ||
71 | 2024.09.13 03:20 | buy | 19 | 0.10 | 1.78517 | 0.00000 | 0.00000 | ||
72 | 2024.09.13 03:20 | modify | 19 | 0.10 | 1.78517 | 1.77947 | 1.79277 | ||
73 | 2024.09.13 03:20 | modify | 18 | 0.10 | 1.77877 | 1.77947 | 1.79277 | ||
74 | 2024.09.16 06:16 | buy | 20 | 0.10 | 1.78734 | 0.00000 | 0.00000 | ||
75 | 2024.09.16 06:16 | modify | 20 | 0.10 | 1.78734 | 1.78507 | 1.79277 | ||
76 | 2024.09.16 06:16 | modify | 19 | 0.10 | 1.78517 | 1.78507 | 1.79277 | ||
77 | 2024.09.16 06:16 | modify | 18 | 0.10 | 1.77877 | 1.78507 | 1.79277 | ||
78 | 2024.09.16 06:50 | buy | 21 | 0.10 | 1.78868 | 0.00000 | 0.00000 | ||
79 | 2024.09.16 06:50 | modify | 21 | 0.10 | 1.78868 | 1.78367 | 1.79277 | ||
80 | 2024.09.16 06:50 | modify | 20 | 0.10 | 1.78734 | 1.78367 | 1.79277 | ||
81 | 2024.09.16 06:50 | modify | 19 | 0.10 | 1.78517 | 1.78367 | 1.79277 | ||
82 | 2024.09.16 06:50 | modify | 18 | 0.10 | 1.77877 | 1.78367 | 1.79277 | ||
83 | 2024.09.16 12:15 | t/p | 18 | 0.10 | 1.79277 | 1.78367 | 1.79277 | 103.81 | 1914.61 |
84 | 2024.09.16 12:15 | t/p | 19 | 0.10 | 1.79277 | 1.78367 | 1.79277 | 53.25 | 1967.86 |
85 | 2024.09.16 12:15 | t/p | 20 | 0.10 | 1.79277 | 1.78367 | 1.79277 | 37.83 | 2005.69 |
86 | 2024.09.16 12:15 | t/p | 21 | 0.10 | 1.79277 | 1.78367 | 1.79277 | 28.49 | 2034.18 |
87 | 2024.09.16 15:00 | sell | 22 | 0.10 | 1.79399 | 0.00000 | 0.00000 | ||
88 | 2024.09.16 15:00 | modify | 22 | 0.10 | 1.79399 | 1.80799 | 1.77999 | ||
89 | 2024.09.17 21:32 | sell | 23 | 0.10 | 1.78744 | 0.00000 | 0.00000 | ||
90 | 2024.09.17 21:32 | modify | 23 | 0.10 | 1.78744 | 1.79329 | 1.77999 | ||
91 | 2024.09.17 21:32 | modify | 22 | 0.10 | 1.79399 | 1.79329 | 1.77999 | ||
92 | 2024.09.18 07:45 | s/l | 22 | 0.10 | 1.79329 | 1.79329 | 1.77999 | 3.13 | 2037.31 |
93 | 2024.09.18 07:45 | s/l | 23 | 0.10 | 1.79329 | 1.79329 | 1.77999 | -41.62 | 1995.69 |
94 | 2024.09.25 10:00 | buy | 24 | 0.10 | 1.79705 | 0.00000 | 0.00000 | ||
95 | 2024.09.25 10:00 | modify | 24 | 0.10 | 1.79705 | 1.78305 | 1.81105 | ||
96 | 2024.09.26 14:25 | buy | 25 | 0.10 | 1.80342 | 0.00000 | 0.00000 | ||
97 | 2024.09.26 14:25 | modify | 25 | 0.10 | 1.80342 | 1.79775 | 1.81105 | ||
98 | 2024.09.26 14:25 | modify | 24 | 0.10 | 1.79705 | 1.79775 | 1.81105 | ||
99 | 2024.09.26 15:27 | buy | 26 | 0.10 | 1.80691 | 0.00000 | 0.00000 | ||
100 | 2024.09.26 15:27 | modify | 26 | 0.10 | 1.80691 | 1.80195 | 1.81105 | ||
101 | 2024.09.26 15:27 | modify | 25 | 0.10 | 1.80342 | 1.80195 | 1.81105 | ||
102 | 2024.09.26 15:27 | modify | 24 | 0.10 | 1.79705 | 1.80195 | 1.81105 | ||
103 | 2024.09.26 21:10 | buy | 27 | 0.10 | 1.80571 | 0.00000 | 0.00000 | ||
104 | 2024.09.26 21:10 | modify | 27 | 0.10 | 1.80571 | 1.80335 | 1.81105 | ||
105 | 2024.09.26 21:12 | modify | 27 | 0.10 | 1.80571 | 1.80195 | 1.81105 | ||
106 | 2024.09.30 08:10 | t/p | 24 | 0.10 | 1.81105 | 1.80195 | 1.81105 | 99.03 | 2094.72 |
107 | 2024.09.30 08:10 | t/p | 25 | 0.10 | 1.81105 | 1.80195 | 1.81105 | 53.76 | 2148.47 |
108 | 2024.09.30 08:10 | t/p | 26 | 0.10 | 1.81105 | 1.80195 | 1.81105 | 29.44 | 2177.91 |
109 | 2024.09.30 08:10 | t/p | 27 | 0.10 | 1.81105 | 1.80195 | 1.81105 | 37.80 | 2215.71 |
110 | 2024.10.03 11:00 | buy | 28 | 0.10 | 1.77544 | 0.00000 | 0.00000 | ||
111 | 2024.10.03 11:00 | modify | 28 | 0.10 | 1.77544 | 1.76144 | 1.78944 | ||
112 | 2024.10.04 06:20 | buy | 29 | 0.10 | 1.78180 | 0.00000 | 0.00000 | ||
113 | 2024.10.04 06:20 | modify | 29 | 0.10 | 1.78180 | 1.77614 | 1.78944 | ||
114 | 2024.10.04 06:20 | modify | 28 | 0.10 | 1.77544 | 1.77614 | 1.78944 | ||
115 | 2024.10.04 07:12 | buy | 30 | 0.10 | 1.78385 | 0.00000 | 0.00000 | ||
116 | 2024.10.04 07:12 | modify | 30 | 0.10 | 1.78385 | 1.78174 | 1.78944 | ||
117 | 2024.10.04 07:12 | modify | 29 | 0.10 | 1.78180 | 1.78174 | 1.78944 | ||
118 | 2024.10.04 07:12 | modify | 28 | 0.10 | 1.77544 | 1.78174 | 1.78944 | ||
119 | 2024.10.04 07:37 | s/l | 28 | 0.10 | 1.78174 | 1.78174 | 1.78944 | 44.19 | 2259.90 |
120 | 2024.10.04 07:37 | s/l | 29 | 0.10 | 1.78174 | 1.78174 | 1.78944 | -0.42 | 2259.48 |
121 | 2024.10.04 07:37 | s/l | 30 | 0.10 | 1.78174 | 1.78174 | 1.78944 | -14.70 | 2244.78 |
122 | 2024.12.06 15:00 | sell | 31 | 0.10 | 1.80251 | 0.00000 | 0.00000 | ||
123 | 2024.12.06 15:00 | modify | 31 | 0.10 | 1.80251 | 1.81651 | 1.78851 | ||
124 | 2024.12.13 07:40 | sell | 32 | 0.10 | 1.79617 | 0.00000 | 0.00000 | ||
125 | 2024.12.13 07:40 | modify | 32 | 0.10 | 1.79617 | 1.80181 | 1.78851 | ||
126 | 2024.12.13 07:40 | modify | 31 | 0.10 | 1.80251 | 1.80181 | 1.78851 | ||
127 | 2024.12.15 22:06 | sell | 33 | 0.10 | 1.79404 | 0.00000 | 0.00000 | ||
128 | 2024.12.15 22:06 | modify | 33 | 0.10 | 1.79404 | 1.79621 | 1.78851 | ||
129 | 2024.12.15 22:06 | modify | 32 | 0.10 | 1.79617 | 1.79621 | 1.78851 | ||
130 | 2024.12.15 22:06 | modify | 31 | 0.10 | 1.80251 | 1.79621 | 1.78851 | ||
131 | 2024.12.15 22:32 | s/l | 31 | 0.10 | 1.79621 | 1.79621 | 1.78851 | 37.77 | 2282.55 |
132 | 2024.12.15 22:32 | s/l | 32 | 0.10 | 1.79621 | 1.79621 | 1.78851 | -0.27 | 2282.28 |
133 | 2024.12.15 22:32 | s/l | 33 | 0.10 | 1.79621 | 1.79621 | 1.78851 | -15.11 | 2267.17 |