Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2024.03.01 00:00 - 2025.02.28 21:00 (2024.03.01 - 2025.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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=19; 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 | 7212 | Ticks modelled | 157271 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 50 | ||
Total net profit | 756.72 | Gross profit | 882.36 | Gross loss | -125.63 |
Profit factor | 7.02 | Expected payoff | 34.40 | ||
Absolute drawdown | 32.16 | Maximal drawdown | 247.11 (17.56%) | Relative drawdown | 17.56% (247.11) |
Total trades | 22 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 12 (100.00%) |
Profit trades (% of total) | 15 (68.18%) | Loss trades (% of total) | 7 (31.82%) | ||
Largest | profit trade | 109.88 | loss trade | -35.09 | |
Average | profit trade | 58.82 | loss trade | -17.95 | |
Maximum | consecutive wins (profit in money) | 5 (300.27) | consecutive losses (loss in money) | 3 (-56.80) | |
Maximal | consecutive profit (count of wins) | 300.27 (5) | consecutive loss (count of losses) | -56.80 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.05.31 10:00 | buy | 1 | 0.10 | 1.73689 | 0.00000 | 0.00000 | ||
2 | 2024.05.31 10:00 | modify | 1 | 0.10 | 1.73689 | 1.72189 | 1.75189 | ||
3 | 2024.06.03 15:35 | buy | 2 | 0.10 | 1.74293 | 0.00000 | 0.00000 | ||
4 | 2024.06.03 15:35 | modify | 2 | 0.10 | 1.74293 | 1.73764 | 1.75189 | ||
5 | 2024.06.03 15:35 | modify | 1 | 0.10 | 1.73689 | 1.73764 | 1.75189 | ||
6 | 2024.06.03 17:20 | buy | 3 | 0.10 | 1.74526 | 0.00000 | 0.00000 | ||
7 | 2024.06.03 17:20 | modify | 3 | 0.10 | 1.74526 | 1.74289 | 1.75189 | ||
8 | 2024.06.03 17:20 | modify | 2 | 0.10 | 1.74293 | 1.74289 | 1.75189 | ||
9 | 2024.06.03 17:20 | modify | 1 | 0.10 | 1.73689 | 1.74289 | 1.75189 | ||
10 | 2024.06.03 17:50 | buy | 4 | 0.10 | 1.74614 | 0.00000 | 0.00000 | ||
11 | 2024.06.03 17:50 | modify | 4 | 0.10 | 1.74614 | 1.74214 | 1.75189 | ||
12 | 2024.06.03 17:50 | modify | 3 | 0.10 | 1.74526 | 1.74214 | 1.75189 | ||
13 | 2024.06.03 17:50 | modify | 2 | 0.10 | 1.74293 | 1.74214 | 1.75189 | ||
14 | 2024.06.03 17:50 | modify | 1 | 0.10 | 1.73689 | 1.74214 | 1.75189 | ||
15 | 2024.06.05 13:50 | t/p | 1 | 0.10 | 1.75189 | 1.74214 | 1.75189 | 105.22 | 1105.22 |
16 | 2024.06.05 13:50 | t/p | 2 | 0.10 | 1.75189 | 1.74214 | 1.75189 | 62.90 | 1168.12 |
17 | 2024.06.05 13:50 | t/p | 3 | 0.10 | 1.75189 | 1.74214 | 1.75189 | 46.68 | 1214.79 |
18 | 2024.06.05 13:50 | t/p | 4 | 0.10 | 1.75189 | 1.74214 | 1.75189 | 40.56 | 1255.35 |
19 | 2024.07.17 13:00 | sell | 5 | 0.10 | 1.78162 | 0.00000 | 0.00000 | ||
20 | 2024.07.17 13:00 | modify | 5 | 0.10 | 1.78162 | 1.79662 | 1.76662 | ||
21 | 2024.07.18 08:46 | sell | 6 | 0.10 | 1.77541 | 0.00000 | 0.00000 | ||
22 | 2024.07.18 08:46 | modify | 6 | 0.10 | 1.77541 | 1.78087 | 1.76662 | ||
23 | 2024.07.18 08:46 | modify | 5 | 0.10 | 1.78162 | 1.78087 | 1.76662 | ||
24 | 2024.07.18 20:59 | sell | 7 | 0.10 | 1.77335 | 0.00000 | 0.00000 | ||
25 | 2024.07.18 20:59 | modify | 7 | 0.10 | 1.77335 | 1.77562 | 1.76662 | ||
26 | 2024.07.18 20:59 | modify | 6 | 0.10 | 1.77541 | 1.77562 | 1.76662 | ||
27 | 2024.07.18 20:59 | modify | 5 | 0.10 | 1.78162 | 1.77562 | 1.76662 | ||
28 | 2024.07.18 21:00 | sell | 8 | 0.10 | 1.77257 | 0.00000 | 0.00000 | ||
29 | 2024.07.18 21:00 | modify | 8 | 0.10 | 1.77257 | 1.77637 | 1.76662 | ||
30 | 2024.07.18 21:00 | modify | 7 | 0.10 | 1.77335 | 1.77637 | 1.76662 | ||
31 | 2024.07.18 21:00 | modify | 6 | 0.10 | 1.77541 | 1.77637 | 1.76662 | ||
32 | 2024.07.18 21:00 | modify | 5 | 0.10 | 1.78162 | 1.77637 | 1.76662 | ||
33 | 2024.07.19 13:20 | s/l | 5 | 0.10 | 1.77637 | 1.77637 | 1.76662 | 32.95 | 1288.30 |
34 | 2024.07.19 13:20 | s/l | 6 | 0.10 | 1.77637 | 1.77637 | 1.76662 | -7.57 | 1280.73 |
35 | 2024.07.19 13:20 | s/l | 7 | 0.10 | 1.77637 | 1.77637 | 1.76662 | -21.90 | 1258.82 |
36 | 2024.07.19 13:20 | s/l | 8 | 0.10 | 1.77637 | 1.77637 | 1.76662 | -27.32 | 1231.50 |
37 | 2024.08.26 15:00 | buy | 9 | 0.10 | 1.77877 | 0.00000 | 0.00000 | ||
38 | 2024.08.26 15:00 | modify | 9 | 0.10 | 1.77877 | 1.76377 | 1.79377 | ||
39 | 2024.09.13 03:10 | buy | 10 | 0.10 | 1.78477 | 0.00000 | 0.00000 | ||
40 | 2024.09.13 03:10 | modify | 10 | 0.10 | 1.78477 | 1.77952 | 1.79377 | ||
41 | 2024.09.13 03:10 | modify | 9 | 0.10 | 1.77877 | 1.77952 | 1.79377 | ||
42 | 2024.09.16 06:26 | buy | 11 | 0.10 | 1.78730 | 0.00000 | 0.00000 | ||
43 | 2024.09.16 06:26 | modify | 11 | 0.10 | 1.78730 | 1.78477 | 1.79377 | ||
44 | 2024.09.16 06:26 | modify | 10 | 0.10 | 1.78477 | 1.78477 | 1.79377 | ||
45 | 2024.09.16 06:26 | modify | 9 | 0.10 | 1.77877 | 1.78477 | 1.79377 | ||
46 | 2024.09.16 06:40 | buy | 12 | 0.10 | 1.78780 | 0.00000 | 0.00000 | ||
47 | 2024.09.16 06:40 | modify | 12 | 0.10 | 1.78780 | 1.78402 | 1.79377 | ||
48 | 2024.09.16 06:40 | modify | 11 | 0.10 | 1.78730 | 1.78402 | 1.79377 | ||
49 | 2024.09.16 06:40 | modify | 10 | 0.10 | 1.78477 | 1.78402 | 1.79377 | ||
50 | 2024.09.16 06:40 | modify | 9 | 0.10 | 1.77877 | 1.78402 | 1.79377 | ||
51 | 2024.09.16 12:50 | t/p | 9 | 0.10 | 1.79377 | 1.78402 | 1.79377 | 109.88 | 1341.38 |
52 | 2024.09.16 12:50 | t/p | 10 | 0.10 | 1.79377 | 1.78402 | 1.79377 | 62.92 | 1404.30 |
53 | 2024.09.16 12:50 | t/p | 11 | 0.10 | 1.79377 | 1.78402 | 1.79377 | 45.05 | 1449.35 |
54 | 2024.09.16 12:50 | t/p | 12 | 0.10 | 1.79377 | 1.78402 | 1.79377 | 41.57 | 1490.92 |
55 | 2024.09.16 18:00 | sell | 13 | 0.10 | 1.79485 | 0.00000 | 0.00000 | ||
56 | 2024.09.16 18:00 | modify | 13 | 0.10 | 1.79485 | 1.80985 | 1.77985 | ||
57 | 2024.09.17 16:20 | sell | 14 | 0.10 | 1.78875 | 0.00000 | 0.00000 | ||
58 | 2024.09.17 16:20 | modify | 14 | 0.10 | 1.78875 | 1.79410 | 1.77985 | ||
59 | 2024.09.17 16:20 | modify | 13 | 0.10 | 1.79485 | 1.79410 | 1.77985 | ||
60 | 2024.09.17 21:00 | sell | 15 | 0.10 | 1.78656 | 0.00000 | 0.00000 | ||
61 | 2024.09.17 21:00 | modify | 15 | 0.10 | 1.78656 | 1.78885 | 1.77985 | ||
62 | 2024.09.17 21:00 | modify | 14 | 0.10 | 1.78875 | 1.78885 | 1.77985 | ||
63 | 2024.09.17 21:00 | modify | 13 | 0.10 | 1.79485 | 1.78885 | 1.77985 | ||
64 | 2024.09.17 21:16 | s/l | 13 | 0.10 | 1.78885 | 1.78885 | 1.77985 | 40.85 | 1531.77 |
65 | 2024.09.17 21:16 | s/l | 14 | 0.10 | 1.78885 | 1.78885 | 1.77985 | -0.70 | 1531.07 |
66 | 2024.09.17 21:16 | s/l | 15 | 0.10 | 1.78885 | 1.78885 | 1.77985 | -15.93 | 1515.14 |
67 | 2024.09.25 10:00 | buy | 16 | 0.10 | 1.79705 | 0.00000 | 0.00000 | ||
68 | 2024.09.25 10:00 | modify | 16 | 0.10 | 1.79705 | 1.78205 | 1.81205 | ||
69 | 2024.09.26 14:40 | buy | 17 | 0.10 | 1.80316 | 0.00000 | 0.00000 | ||
70 | 2024.09.26 14:40 | modify | 17 | 0.10 | 1.80316 | 1.79780 | 1.81205 | ||
71 | 2024.09.26 14:40 | modify | 16 | 0.10 | 1.79705 | 1.79780 | 1.81205 | ||
72 | 2024.09.26 21:05 | buy | 18 | 0.10 | 1.80532 | 0.00000 | 0.00000 | ||
73 | 2024.09.26 21:05 | modify | 18 | 0.10 | 1.80532 | 1.80305 | 1.81205 | ||
74 | 2024.09.26 21:05 | modify | 17 | 0.10 | 1.80316 | 1.80305 | 1.81205 | ||
75 | 2024.09.26 21:05 | modify | 16 | 0.10 | 1.79705 | 1.80305 | 1.81205 | ||
76 | 2024.09.26 21:15 | buy | 19 | 0.10 | 1.80611 | 0.00000 | 0.00000 | ||
77 | 2024.09.26 21:15 | modify | 19 | 0.10 | 1.80611 | 1.80230 | 1.81205 | ||
78 | 2024.09.26 21:15 | modify | 18 | 0.10 | 1.80532 | 1.80230 | 1.81205 | ||
79 | 2024.09.26 21:15 | modify | 17 | 0.10 | 1.80316 | 1.80230 | 1.81205 | ||
80 | 2024.09.26 21:15 | modify | 16 | 0.10 | 1.79705 | 1.80230 | 1.81205 | ||
81 | 2024.09.30 08:20 | t/p | 16 | 0.10 | 1.81205 | 1.80230 | 1.81205 | 105.74 | 1620.87 |
82 | 2024.09.30 08:20 | t/p | 17 | 0.10 | 1.81205 | 1.80230 | 1.81205 | 62.42 | 1683.29 |
83 | 2024.09.30 08:20 | t/p | 18 | 0.10 | 1.81205 | 1.80230 | 1.81205 | 47.38 | 1730.67 |
84 | 2024.09.30 08:20 | t/p | 19 | 0.10 | 1.81205 | 1.80230 | 1.81205 | 41.88 | 1772.55 |
85 | 2024.10.25 17:00 | sell | 20 | 0.10 | 1.80116 | 0.00000 | 0.00000 | ||
86 | 2024.10.25 17:00 | modify | 20 | 0.10 | 1.80116 | 1.81616 | 1.78616 | ||
87 | 2024.10.31 14:50 | sell | 21 | 0.10 | 1.79270 | 0.00000 | 0.00000 | ||
88 | 2024.10.31 14:50 | modify | 21 | 0.10 | 1.79270 | 1.79516 | 1.78616 | ||
89 | 2024.10.31 14:50 | modify | 20 | 0.10 | 1.80116 | 1.79516 | 1.78616 | ||
90 | 2024.10.31 16:20 | s/l | 20 | 0.10 | 1.79516 | 1.79516 | 1.78616 | 36.38 | 1808.93 |
91 | 2024.10.31 16:20 | s/l | 21 | 0.10 | 1.79516 | 1.79516 | 1.78616 | -17.11 | 1791.82 |
92 | 2025.02.26 15:00 | sell | 22 | 0.10 | 1.81557 | 0.00000 | 0.00000 | ||
93 | 2025.02.26 15:00 | modify | 22 | 0.10 | 1.81557 | 1.83057 | 1.80057 | ||
94 | 2025.02.28 21:59 | close at stop | 22 | 0.10 | 1.82010 | 1.83057 | 1.80057 | -35.09 | 1756.72 |