Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | SISHelp="===================================="; MaxLookbackBars=50; RSIHelp="------------------------------------"; RSI_Period=3; RSI_AppliedPrice=0; RSI_OBSLevels=3; RSI_TriggerAreaLevels=4; PMHelp="===================================="; TEHelp="------------------------------------"; TradeDirection=1; TULHelp="------------------------------------"; MaxSpread=12; MaxTrades=8; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=160; TakeProfit=220; BSMHelp="------------------------------------"; BreakEvenProfit=240; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=240; TrailingStop=150; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=40; DOWTHelp="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=0; DayOfWeek_Sunday=1; VSHelp="===================================="; FRTLSHelp="------------------------------------"; Runline1_Colour=Green; Runline1_Width=1; Trendline1_Colour=Magenta; Trendline1_Width=1; SRTLSHelp="------------------------------------"; Runline2_Colour=Green; Runline2_Width=1; Trendline2_Colour=Magenta; Trendline2_Width=1; O2Help="===================================="; CFDTickScaling=0; MagicNumber=170126; | ||||
Bars in test | 2617 | Ticks modelled | 79959 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 3256.09 | Gross profit | 4320.72 | Gross loss | -1064.63 |
Profit factor | 4.06 | Expected payoff | 90.45 | ||
Absolute drawdown | 123.24 | Maximal drawdown | 356.84 (3.25%) | Relative drawdown | 3.25% (356.84) |
Total trades | 36 | Short positions (won %) | 22 (72.73%) | Long positions (won %) | 14 (78.57%) |
Profit trades (% of total) | 27 (75.00%) | Loss trades (% of total) | 9 (25.00%) | ||
Largest | profit trade | 164.00 | loss trade | -119.71 | |
Average | profit trade | 160.03 | loss trade | -118.29 | |
Maximum | consecutive wins (profit in money) | 8 (1293.51) | consecutive losses (loss in money) | 2 (-237.23) | |
Maximal | consecutive profit (count of wins) | 1293.51 (8) | consecutive loss (count of losses) | -237.23 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.06 04:00 | sell | 1 | 0.10 | 1.63398 | 0.00000 | 0.00000 | ||
2 | 2022.04.06 04:00 | modify | 1 | 0.10 | 1.63398 | 1.64998 | 1.61198 | ||
3 | 2022.04.14 07:30 | s/l | 1 | 0.10 | 1.64998 | 1.64998 | 1.61198 | -117.40 | 9882.60 |
4 | 2022.04.18 12:00 | sell | 2 | 0.10 | 1.64633 | 0.00000 | 0.00000 | ||
5 | 2022.04.18 12:00 | modify | 2 | 0.10 | 1.64633 | 1.66233 | 1.62433 | ||
6 | 2022.04.25 06:40 | t/p | 2 | 0.10 | 1.62433 | 1.66233 | 1.62433 | 163.28 | 10045.88 |
7 | 2022.04.25 12:00 | sell | 3 | 0.10 | 1.62555 | 0.00000 | 0.00000 | ||
8 | 2022.04.25 12:00 | modify | 3 | 0.10 | 1.62555 | 1.64155 | 1.60355 | ||
9 | 2022.04.28 11:20 | t/p | 3 | 0.10 | 1.60355 | 1.64155 | 1.60355 | 163.11 | 10208.99 |
10 | 2022.05.04 08:00 | sell | 4 | 0.10 | 1.60447 | 0.00000 | 0.00000 | ||
11 | 2022.05.04 08:00 | modify | 4 | 0.10 | 1.60447 | 1.62047 | 1.58247 | ||
12 | 2022.05.05 11:40 | t/p | 4 | 0.10 | 1.58247 | 1.62047 | 1.58247 | 162.92 | 10371.91 |
13 | 2022.05.12 12:00 | sell | 5 | 0.10 | 1.59030 | 0.00000 | 0.00000 | ||
14 | 2022.05.12 12:00 | modify | 5 | 0.10 | 1.59030 | 1.60630 | 1.56830 | ||
15 | 2022.05.23 02:40 | s/l | 5 | 0.10 | 1.60630 | 1.60630 | 1.56830 | -117.49 | 10254.42 |
16 | 2022.06.01 08:00 | sell | 6 | 0.10 | 1.59370 | 0.00000 | 0.00000 | ||
17 | 2022.06.01 08:00 | modify | 6 | 0.10 | 1.59370 | 1.60970 | 1.57170 | ||
18 | 2022.06.05 21:40 | t/p | 6 | 0.10 | 1.57170 | 1.60970 | 1.57170 | 163.02 | 10417.43 |
19 | 2022.06.09 12:00 | sell | 7 | 0.10 | 1.57565 | 0.00000 | 0.00000 | ||
20 | 2022.06.09 12:00 | modify | 7 | 0.10 | 1.57565 | 1.59165 | 1.55365 | ||
21 | 2022.06.13 04:00 | sell | 8 | 0.10 | 1.57442 | 0.00000 | 0.00000 | ||
22 | 2022.06.13 04:00 | modify | 8 | 0.10 | 1.57442 | 1.59042 | 1.55242 | ||
23 | 2022.06.14 14:30 | t/p | 7 | 0.10 | 1.55365 | 1.59165 | 1.55365 | 162.92 | 10580.35 |
24 | 2022.06.14 14:40 | t/p | 8 | 0.10 | 1.55242 | 1.59042 | 1.55242 | 162.75 | 10743.10 |
25 | 2022.06.22 04:00 | sell | 9 | 0.10 | 1.58726 | 0.00000 | 0.00000 | ||
26 | 2022.06.22 04:00 | modify | 9 | 0.10 | 1.58726 | 1.60326 | 1.56526 | ||
27 | 2022.06.29 10:40 | t/p | 9 | 0.10 | 1.56526 | 1.60326 | 1.56526 | 163.28 | 10906.38 |
28 | 2022.07.08 08:00 | buy | 10 | 0.10 | 1.55390 | 0.00000 | 0.00000 | ||
29 | 2022.07.08 08:00 | modify | 10 | 0.10 | 1.55390 | 1.53790 | 1.57590 | ||
30 | 2022.07.13 14:05 | s/l | 10 | 0.10 | 1.53790 | 1.53790 | 1.57590 | -119.71 | 10786.67 |
31 | 2022.07.15 04:00 | buy | 11 | 0.10 | 1.55089 | 0.00000 | 0.00000 | ||
32 | 2022.07.15 04:00 | modify | 11 | 0.10 | 1.55089 | 1.53489 | 1.57289 | ||
33 | 2022.07.22 04:00 | buy | 12 | 0.10 | 1.54193 | 0.00000 | 0.00000 | ||
34 | 2022.07.22 04:00 | modify | 12 | 0.10 | 1.54193 | 1.52593 | 1.56393 | ||
35 | 2022.07.28 12:00 | buy | 13 | 0.10 | 1.55418 | 0.00000 | 0.00000 | ||
36 | 2022.07.28 12:00 | modify | 13 | 0.10 | 1.55418 | 1.53818 | 1.57618 | ||
37 | 2022.07.29 06:30 | t/p | 12 | 0.10 | 1.56393 | 1.52593 | 1.56393 | 159.92 | 10946.59 |
38 | 2022.08.01 14:30 | t/p | 11 | 0.10 | 1.57289 | 1.53489 | 1.57289 | 156.55 | 11103.13 |
39 | 2022.08.02 00:40 | t/p | 13 | 0.10 | 1.57618 | 1.53818 | 1.57618 | 161.61 | 11264.74 |
40 | 2022.08.04 08:00 | sell | 14 | 0.10 | 1.56267 | 0.00000 | 0.00000 | ||
41 | 2022.08.04 08:00 | modify | 14 | 0.10 | 1.56267 | 1.57867 | 1.54067 | ||
42 | 2022.08.19 09:40 | t/p | 14 | 0.10 | 1.54067 | 1.57867 | 1.54067 | 164.00 | 11428.73 |
43 | 2022.09.16 04:00 | sell | 15 | 0.10 | 1.51774 | 0.00000 | 0.00000 | ||
44 | 2022.09.16 04:00 | modify | 15 | 0.10 | 1.51774 | 1.53374 | 1.49574 | ||
45 | 2022.09.23 10:40 | t/p | 15 | 0.10 | 1.49574 | 1.53374 | 1.49574 | 163.28 | 11592.02 |
46 | 2022.09.30 12:00 | buy | 16 | 0.10 | 1.51721 | 0.00000 | 0.00000 | ||
47 | 2022.09.30 12:00 | modify | 16 | 0.10 | 1.51721 | 1.50121 | 1.53921 | ||
48 | 2022.09.30 17:40 | t/p | 16 | 0.10 | 1.53921 | 1.50121 | 1.53921 | 162.87 | 11754.89 |
49 | 2022.10.07 12:00 | sell | 17 | 0.10 | 1.53615 | 0.00000 | 0.00000 | ||
50 | 2022.10.07 12:00 | modify | 17 | 0.10 | 1.53615 | 1.55215 | 1.51415 | ||
51 | 2022.10.11 20:30 | t/p | 17 | 0.10 | 1.51415 | 1.55215 | 1.51415 | 162.84 | 11917.72 |
52 | 2022.10.14 12:00 | buy | 18 | 0.10 | 1.54730 | 0.00000 | 0.00000 | ||
53 | 2022.10.14 12:00 | modify | 18 | 0.10 | 1.54730 | 1.53130 | 1.56930 | ||
54 | 2022.10.17 14:40 | t/p | 18 | 0.10 | 1.56930 | 1.53130 | 1.56930 | 162.45 | 12080.17 |
55 | 2022.10.20 04:00 | sell | 19 | 0.10 | 1.54565 | 0.00000 | 0.00000 | ||
56 | 2022.10.20 04:00 | modify | 19 | 0.10 | 1.54565 | 1.56165 | 1.52365 | ||
57 | 2022.10.24 12:00 | buy | 20 | 0.10 | 1.55043 | 0.00000 | 0.00000 | ||
58 | 2022.10.24 12:00 | modify | 20 | 0.10 | 1.55043 | 1.53443 | 1.57243 | ||
59 | 2022.10.25 13:30 | s/l | 19 | 0.10 | 1.56165 | 1.56165 | 1.52365 | -118.02 | 11962.15 |
60 | 2022.10.26 14:06 | t/p | 20 | 0.10 | 1.57243 | 1.53443 | 1.57243 | 162.03 | 12124.18 |
61 | 2022.11.01 12:00 | sell | 21 | 0.10 | 1.56435 | 0.00000 | 0.00000 | ||
62 | 2022.11.01 12:00 | modify | 21 | 0.10 | 1.56435 | 1.58035 | 1.54235 | ||
63 | 2022.11.03 12:40 | t/p | 21 | 0.10 | 1.54235 | 1.58035 | 1.54235 | 163.02 | 12287.19 |
64 | 2022.11.09 08:00 | buy | 22 | 0.10 | 1.54858 | 0.00000 | 0.00000 | ||
65 | 2022.11.09 08:00 | modify | 22 | 0.10 | 1.54858 | 1.53258 | 1.57058 | ||
66 | 2022.11.09 14:40 | s/l | 22 | 0.10 | 1.53258 | 1.53258 | 1.57058 | -118.45 | 12168.74 |
67 | 2022.11.29 08:00 | sell | 23 | 0.10 | 1.61541 | 0.00000 | 0.00000 | ||
68 | 2022.11.29 08:00 | modify | 23 | 0.10 | 1.61541 | 1.63141 | 1.59341 | ||
69 | 2022.11.29 16:20 | s/l | 23 | 0.10 | 1.63141 | 1.63141 | 1.59341 | -118.29 | 12050.45 |
70 | 2022.11.30 08:00 | buy | 24 | 0.10 | 1.62219 | 0.00000 | 0.00000 | ||
71 | 2022.11.30 08:00 | modify | 24 | 0.10 | 1.62219 | 1.60619 | 1.64419 | ||
72 | 2022.12.01 14:20 | t/p | 24 | 0.10 | 1.64419 | 1.60619 | 1.64419 | 161.61 | 12212.06 |
73 | 2022.12.08 12:00 | buy | 25 | 0.10 | 1.66137 | 0.00000 | 0.00000 | ||
74 | 2022.12.08 12:00 | modify | 25 | 0.10 | 1.66137 | 1.64537 | 1.68337 | ||
75 | 2022.12.13 14:40 | t/p | 25 | 0.10 | 1.68337 | 1.64537 | 1.68337 | 161.61 | 12373.66 |
76 | 2022.12.30 08:00 | sell | 26 | 0.10 | 1.63519 | 0.00000 | 0.00000 | ||
77 | 2022.12.30 08:00 | modify | 26 | 0.10 | 1.63519 | 1.65119 | 1.61319 | ||
78 | 2023.01.05 13:40 | t/p | 26 | 0.10 | 1.61319 | 1.65119 | 1.61319 | 163.19 | 12536.86 |
79 | 2023.01.09 12:00 | buy | 27 | 0.10 | 1.62477 | 0.00000 | 0.00000 | ||
80 | 2023.01.09 12:00 | modify | 27 | 0.10 | 1.62477 | 1.60877 | 1.64677 | ||
81 | 2023.01.12 04:00 | sell | 28 | 0.10 | 1.63309 | 0.00000 | 0.00000 | ||
82 | 2023.01.12 04:00 | modify | 28 | 0.10 | 1.63309 | 1.64909 | 1.61109 | ||
83 | 2023.01.18 07:33 | t/p | 27 | 0.10 | 1.64677 | 1.60877 | 1.64677 | 159.08 | 12695.93 |
84 | 2023.01.18 08:40 | s/l | 28 | 0.10 | 1.64909 | 1.64909 | 1.61109 | -117.93 | 12578.00 |
85 | 2023.01.20 08:00 | buy | 29 | 0.10 | 1.66360 | 0.00000 | 0.00000 | ||
86 | 2023.01.20 08:00 | modify | 29 | 0.10 | 1.66360 | 1.64760 | 1.68560 | ||
87 | 2023.01.24 08:00 | sell | 30 | 0.10 | 1.65685 | 0.00000 | 0.00000 | ||
88 | 2023.01.24 08:00 | modify | 30 | 0.10 | 1.65685 | 1.67285 | 1.63485 | ||
89 | 2023.01.24 09:40 | s/l | 29 | 0.10 | 1.64760 | 1.64760 | 1.68560 | -119.29 | 12458.71 |
90 | 2023.01.27 04:00 | sell | 31 | 0.10 | 1.65228 | 0.00000 | 0.00000 | ||
91 | 2023.01.27 04:00 | modify | 31 | 0.10 | 1.65228 | 1.66828 | 1.63028 | ||
92 | 2023.02.02 12:40 | t/p | 30 | 0.10 | 1.63485 | 1.67285 | 1.63485 | 163.63 | 12622.34 |
93 | 2023.02.02 17:40 | t/p | 31 | 0.10 | 1.63028 | 1.66828 | 1.63028 | 163.19 | 12785.53 |
94 | 2023.02.03 12:00 | sell | 32 | 0.10 | 1.63651 | 0.00000 | 0.00000 | ||
95 | 2023.02.03 12:00 | modify | 32 | 0.10 | 1.63651 | 1.65251 | 1.61451 | ||
96 | 2023.02.03 19:40 | t/p | 32 | 0.10 | 1.61451 | 1.65251 | 1.61451 | 162.66 | 12948.19 |
97 | 2023.02.16 12:00 | sell | 33 | 0.10 | 1.61323 | 0.00000 | 0.00000 | ||
98 | 2023.02.16 12:00 | modify | 33 | 0.10 | 1.61323 | 1.62923 | 1.59123 | ||
99 | 2023.02.20 12:00 | buy | 34 | 0.10 | 1.62012 | 0.00000 | 0.00000 | ||
100 | 2023.02.20 12:00 | modify | 34 | 0.10 | 1.62012 | 1.60412 | 1.64212 | ||
101 | 2023.02.21 10:40 | s/l | 33 | 0.10 | 1.62923 | 1.62923 | 1.59123 | -118.03 | 12830.16 |
102 | 2023.02.28 09:05 | t/p | 34 | 0.10 | 1.64212 | 1.60412 | 1.64212 | 159.50 | 12989.65 |
103 | 2023.03.07 12:00 | buy | 35 | 0.10 | 1.63570 | 0.00000 | 0.00000 | ||
104 | 2023.03.07 12:00 | modify | 35 | 0.10 | 1.63570 | 1.61970 | 1.65770 | ||
105 | 2023.03.10 09:30 | t/p | 35 | 0.10 | 1.65770 | 1.61970 | 1.65770 | 160.76 | 13150.42 |
106 | 2023.03.27 12:00 | sell | 36 | 0.10 | 1.68133 | 0.00000 | 0.00000 | ||
107 | 2023.03.27 12:00 | modify | 36 | 0.10 | 1.68133 | 1.69733 | 1.65933 | ||
108 | 2023.03.31 23:59 | close at stop | 36 | 0.10 | 1.66711 | 1.69733 | 1.65933 | 105.67 | 13256.09 |