Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=11; 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=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=65; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2608 | Ticks modelled | 79390 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 50 | ||
Total net profit | 563.66 | Gross profit | 633.08 | Gross loss | -69.42 |
Profit factor | 9.12 | Expected payoff | 37.58 | ||
Absolute drawdown | 13.50 | Maximal drawdown | 129.16 (10.78%) | Relative drawdown | 10.78% (129.16) |
Total trades | 15 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 11 (73.33%) | Loss trades (% of total) | 4 (26.67%) | ||
Largest | profit trade | 104.70 | loss trade | -23.50 | |
Average | profit trade | 57.55 | loss trade | -17.35 | |
Maximum | consecutive wins (profit in money) | 6 (431.54) | consecutive losses (loss in money) | 2 (-47.01) | |
Maximal | consecutive profit (count of wins) | 431.54 (6) | consecutive loss (count of losses) | -47.01 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.08.02 08:00 | buy | 1 | 0.10 | 1.76393 | 0.00000 | 0.00000 | ||
2 | 2024.08.02 08:00 | modify | 1 | 0.10 | 1.76393 | 1.75593 | 1.77893 | ||
3 | 2024.08.02 11:40 | buy | 2 | 0.10 | 1.77072 | 0.00000 | 0.00000 | ||
4 | 2024.08.02 11:40 | modify | 2 | 0.10 | 1.77072 | 1.76693 | 1.77893 | ||
5 | 2024.08.02 11:40 | buy | 3 | 0.10 | 1.77072 | 0.00000 | 0.00000 | ||
6 | 2024.08.02 11:40 | modify | 3 | 0.10 | 1.77072 | 1.76768 | 1.77893 | ||
7 | 2024.08.02 11:40 | modify | 1 | 0.10 | 1.76393 | 1.76768 | 1.77893 | ||
8 | 2024.08.02 11:45 | modify | 2 | 0.10 | 1.77072 | 1.76768 | 1.77893 | ||
9 | 2024.08.02 13:20 | buy | 4 | 0.10 | 1.77520 | 0.00000 | 0.00000 | ||
10 | 2024.08.02 13:20 | modify | 4 | 0.10 | 1.77520 | 1.77368 | 1.77893 | ||
11 | 2024.08.02 13:20 | modify | 3 | 0.10 | 1.77072 | 1.77368 | 1.77893 | ||
12 | 2024.08.02 13:20 | modify | 2 | 0.10 | 1.77072 | 1.77368 | 1.77893 | ||
13 | 2024.08.02 13:20 | modify | 1 | 0.10 | 1.76393 | 1.77368 | 1.77893 | ||
14 | 2024.08.02 14:40 | s/l | 1 | 0.10 | 1.77368 | 1.77368 | 1.77893 | 67.89 | 1067.89 |
15 | 2024.08.02 14:40 | s/l | 2 | 0.10 | 1.77368 | 1.77368 | 1.77893 | 20.61 | 1088.50 |
16 | 2024.08.02 14:40 | s/l | 3 | 0.10 | 1.77368 | 1.77368 | 1.77893 | 20.61 | 1109.11 |
17 | 2024.08.02 14:40 | s/l | 4 | 0.10 | 1.77368 | 1.77368 | 1.77893 | -10.58 | 1098.53 |
18 | 2024.09.16 20:00 | sell | 5 | 0.10 | 1.79493 | 0.00000 | 0.00000 | ||
19 | 2024.09.16 20:00 | modify | 5 | 0.10 | 1.79493 | 1.80293 | 1.77993 | ||
20 | 2024.09.17 17:40 | sell | 6 | 0.10 | 1.78793 | 0.00000 | 0.00000 | ||
21 | 2024.09.17 17:40 | modify | 6 | 0.10 | 1.78793 | 1.79193 | 1.77993 | ||
22 | 2024.09.17 17:40 | sell | 7 | 0.10 | 1.78793 | 0.00000 | 0.00000 | ||
23 | 2024.09.17 17:40 | modify | 7 | 0.10 | 1.78793 | 1.79118 | 1.77993 | ||
24 | 2024.09.17 17:40 | modify | 5 | 0.10 | 1.79493 | 1.79118 | 1.77993 | ||
25 | 2024.09.17 17:45 | modify | 6 | 0.10 | 1.78793 | 1.79118 | 1.77993 | ||
26 | 2024.09.18 06:40 | s/l | 5 | 0.10 | 1.79118 | 1.79118 | 1.77993 | 24.29 | 1122.82 |
27 | 2024.09.18 06:40 | s/l | 6 | 0.10 | 1.79118 | 1.79118 | 1.77993 | -23.50 | 1099.32 |
28 | 2024.09.18 06:40 | s/l | 7 | 0.10 | 1.79118 | 1.79118 | 1.77993 | -23.50 | 1075.82 |
29 | 2024.10.03 16:00 | buy | 8 | 0.10 | 1.77474 | 0.00000 | 0.00000 | ||
30 | 2024.10.03 16:00 | modify | 8 | 0.10 | 1.77474 | 1.76674 | 1.78974 | ||
31 | 2024.10.04 09:40 | buy | 9 | 0.10 | 1.78619 | 0.00000 | 0.00000 | ||
32 | 2024.10.04 09:40 | modify | 9 | 0.10 | 1.78619 | 1.78449 | 1.78974 | ||
33 | 2024.10.04 09:40 | modify | 8 | 0.10 | 1.77474 | 1.78449 | 1.78974 | ||
34 | 2024.10.04 10:40 | s/l | 8 | 0.10 | 1.78449 | 1.78449 | 1.78974 | 68.14 | 1143.96 |
35 | 2024.10.04 10:40 | s/l | 9 | 0.10 | 1.78449 | 1.78449 | 1.78974 | -11.83 | 1132.13 |
36 | 2024.11.22 20:00 | buy | 10 | 0.10 | 1.75148 | 0.00000 | 0.00000 | ||
37 | 2024.11.22 20:00 | modify | 10 | 0.10 | 1.75148 | 1.74348 | 1.76648 | ||
38 | 2024.11.25 21:40 | buy | 11 | 0.10 | 1.75844 | 0.00000 | 0.00000 | ||
39 | 2024.11.25 21:40 | modify | 11 | 0.10 | 1.75844 | 1.75448 | 1.76648 | ||
40 | 2024.11.25 21:40 | buy | 12 | 0.10 | 1.75844 | 0.00000 | 0.00000 | ||
41 | 2024.11.25 21:40 | modify | 12 | 0.10 | 1.75844 | 1.75523 | 1.76648 | ||
42 | 2024.11.25 21:40 | modify | 10 | 0.10 | 1.75148 | 1.75523 | 1.76648 | ||
43 | 2024.11.25 21:45 | modify | 11 | 0.10 | 1.75844 | 1.75523 | 1.76648 | ||
44 | 2024.11.25 23:40 | t/p | 10 | 0.10 | 1.76648 | 1.75523 | 1.76648 | 104.70 | 1236.82 |
45 | 2024.11.25 23:40 | t/p | 11 | 0.10 | 1.76648 | 1.75523 | 1.76648 | 55.98 | 1292.80 |
46 | 2024.11.25 23:40 | t/p | 12 | 0.10 | 1.76648 | 1.75523 | 1.76648 | 55.98 | 1348.78 |
47 | 2024.12.17 20:00 | sell | 13 | 0.10 | 1.81863 | 0.00000 | 0.00000 | ||
48 | 2024.12.17 20:00 | modify | 13 | 0.10 | 1.81863 | 1.82663 | 1.80363 | ||
49 | 2024.12.19 13:20 | sell | 14 | 0.10 | 1.81183 | 0.00000 | 0.00000 | ||
50 | 2024.12.19 13:20 | modify | 14 | 0.10 | 1.81183 | 1.81563 | 1.80363 | ||
51 | 2024.12.19 13:20 | sell | 15 | 0.10 | 1.81183 | 0.00000 | 0.00000 | ||
52 | 2024.12.19 13:20 | modify | 15 | 0.10 | 1.81183 | 1.81488 | 1.80363 | ||
53 | 2024.12.19 13:20 | modify | 13 | 0.10 | 1.81863 | 1.81488 | 1.80363 | ||
54 | 2024.12.19 13:25 | modify | 14 | 0.10 | 1.81183 | 1.81488 | 1.80363 | ||
55 | 2024.12.19 15:40 | t/p | 13 | 0.10 | 1.80363 | 1.81488 | 1.80363 | 100.78 | 1449.56 |
56 | 2024.12.19 15:40 | t/p | 14 | 0.10 | 1.80363 | 1.81488 | 1.80363 | 57.05 | 1506.61 |
57 | 2024.12.19 15:40 | t/p | 15 | 0.10 | 1.80363 | 1.81488 | 1.80363 | 57.05 | 1563.66 |