Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2024.05.01 00:00 - 2025.04.30 23:00 (2024.05.01 - 2025.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | SISHelp="===================================="; MaxLookbackBars=150; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=8; RSI_TriggerAreaLevels=5; PMHelp="===================================="; TEHelp="------------------------------------"; TradeDirection=1; TULHelp="------------------------------------"; MaxSpread=12; MaxTrades=6; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=120; TakeProfit=260; BSMHelp="------------------------------------"; BreakEvenProfit=140; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=110; TrailingStop=140; TrailingStep=10; DSHelp="------------------------------------"; DynamicStop_Start=160; DynamicStop_Step=40; DTHelp="------------------------------------"; DynamicTarget_Start=120; DynamicTarget_Step=30; DOWTHelp="===================================="; 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=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 | 7217 | Ticks modelled | 156370 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | -871.81 | Gross profit | 1298.01 | Gross loss | -2169.82 |
Profit factor | 0.60 | Expected payoff | -29.06 | ||
Absolute drawdown | 918.42 | Maximal drawdown | 979.55 (92.31%) | Relative drawdown | 92.31% (979.55) |
Total trades | 30 | Short positions (won %) | 17 (29.41%) | Long positions (won %) | 13 (38.46%) |
Profit trades (% of total) | 10 (33.33%) | Loss trades (% of total) | 20 (66.67%) | ||
Largest | profit trade | 256.97 | loss trade | -126.90 | |
Average | profit trade | 129.80 | loss trade | -108.49 | |
Maximum | consecutive wins (profit in money) | 3 (258.62) | consecutive losses (loss in money) | 6 (-615.78) | |
Maximal | consecutive profit (count of wins) | 513.10 (2) | consecutive loss (count of losses) | -615.78 (6) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.05.01 09:00 | buy | 1 | 0.10 | 1.25007 | 0.00000 | 0.00000 | ||
2 | 2024.05.01 09:00 | modify | 1 | 0.10 | 1.25007 | 1.23807 | 1.27607 | ||
3 | 2024.05.02 08:00 | sell | 2 | 0.10 | 1.25282 | 0.00000 | 0.00000 | ||
4 | 2024.05.02 08:00 | modify | 2 | 0.10 | 1.25282 | 1.26482 | 1.22682 | ||
5 | 2024.05.03 12:40 | modify | 1 | 0.10 | 1.25007 | 1.24745 | 1.27607 | ||
6 | 2024.05.03 12:46 | modify | 1 | 0.10 | 1.25007 | 1.24940 | 1.27607 | ||
7 | 2024.05.03 14:00 | buy | 3 | 0.10 | 1.25747 | 0.00000 | 0.00000 | ||
8 | 2024.05.03 14:00 | modify | 3 | 0.10 | 1.25747 | 1.24547 | 1.28347 | ||
9 | 2024.05.06 06:00 | sell | 4 | 0.10 | 1.25450 | 0.00000 | 0.00000 | ||
10 | 2024.05.06 06:00 | modify | 4 | 0.10 | 1.25450 | 1.26650 | 1.22850 | ||
11 | 2024.05.08 01:15 | s/l | 1 | 0.10 | 1.24940 | 1.24940 | 1.27607 | -8.63 | 991.37 |
12 | 2024.05.08 11:00 | buy | 5 | 0.10 | 1.24983 | 0.00000 | 0.00000 | ||
13 | 2024.05.08 11:00 | modify | 5 | 0.10 | 1.24983 | 1.23783 | 1.27583 | ||
14 | 2024.05.08 13:00 | sell | 6 | 0.10 | 1.24797 | 0.00000 | 0.00000 | ||
15 | 2024.05.08 13:00 | modify | 6 | 0.10 | 1.24797 | 1.25997 | 1.22197 | ||
16 | 2024.05.09 06:00 | sell | 7 | 0.10 | 1.24894 | 0.00000 | 0.00000 | ||
17 | 2024.05.09 06:00 | modify | 7 | 0.10 | 1.24894 | 1.26094 | 1.22294 | ||
18 | 2024.05.09 11:20 | s/l | 3 | 0.10 | 1.24547 | 1.24547 | 1.28347 | -121.66 | 869.71 |
19 | 2024.05.09 14:00 | buy | 8 | 0.10 | 1.25005 | 0.00000 | 0.00000 | ||
20 | 2024.05.09 14:00 | modify | 8 | 0.10 | 1.25005 | 1.23805 | 1.27605 | ||
21 | 2024.05.15 03:15 | s/l | 6 | 0.10 | 1.25997 | 1.25997 | 1.22197 | -121.24 | 748.47 |
22 | 2024.05.15 08:20 | s/l | 7 | 0.10 | 1.26094 | 1.26094 | 1.22294 | -120.71 | 627.77 |
23 | 2024.05.15 08:45 | modify | 8 | 0.10 | 1.25005 | 1.24709 | 1.27605 | ||
24 | 2024.05.15 08:45 | modify | 5 | 0.10 | 1.24983 | 1.24709 | 1.27583 | ||
25 | 2024.05.15 09:45 | modify | 8 | 0.10 | 1.25005 | 1.24822 | 1.27605 | ||
26 | 2024.05.15 09:45 | modify | 5 | 0.10 | 1.24983 | 1.24822 | 1.27583 | ||
27 | 2024.05.15 12:40 | modify | 8 | 0.10 | 1.25005 | 1.25000 | 1.27605 | ||
28 | 2024.05.15 12:40 | modify | 5 | 0.10 | 1.24983 | 1.25000 | 1.27583 | ||
29 | 2024.05.15 12:45 | s/l | 2 | 0.10 | 1.26482 | 1.26482 | 1.22682 | -121.95 | 505.82 |
30 | 2024.05.15 12:45 | modify | 8 | 0.10 | 1.25005 | 1.25151 | 1.27605 | ||
31 | 2024.05.15 12:45 | modify | 5 | 0.10 | 1.24983 | 1.25151 | 1.27583 | ||
32 | 2024.05.15 12:50 | s/l | 4 | 0.10 | 1.26650 | 1.26650 | 1.22850 | -121.59 | 384.22 |
33 | 2024.05.15 12:50 | modify | 8 | 0.10 | 1.25005 | 1.25605 | 1.27605 | ||
34 | 2024.05.15 12:50 | modify | 5 | 0.10 | 1.24983 | 1.25583 | 1.27583 | ||
35 | 2024.05.16 00:45 | modify | 5 | 0.10 | 1.24983 | 1.26383 | 1.27583 | ||
36 | 2024.05.16 07:00 | sell | 9 | 0.10 | 1.26766 | 0.00000 | 0.00000 | ||
37 | 2024.05.16 07:00 | modify | 9 | 0.10 | 1.26766 | 1.27966 | 1.24166 | ||
38 | 2024.05.17 09:00 | sell | 10 | 0.10 | 1.26490 | 0.00000 | 0.00000 | ||
39 | 2024.05.17 09:00 | modify | 10 | 0.10 | 1.26490 | 1.27690 | 1.23890 | ||
40 | 2024.05.17 15:15 | modify | 8 | 0.10 | 1.25005 | 1.26405 | 1.27605 | ||
41 | 2024.05.20 08:00 | sell | 11 | 0.10 | 1.26940 | 0.00000 | 0.00000 | ||
42 | 2024.05.20 08:00 | modify | 11 | 0.10 | 1.26940 | 1.28140 | 1.24340 | ||
43 | 2024.05.20 10:00 | buy | 12 | 0.10 | 1.27068 | 0.00000 | 0.00000 | ||
44 | 2024.05.20 10:00 | modify | 12 | 0.10 | 1.27068 | 1.25868 | 1.29668 | ||
45 | 2024.05.22 06:15 | modify | 8 | 0.10 | 1.25005 | 1.27205 | 1.27605 | ||
46 | 2024.05.22 06:15 | modify | 5 | 0.10 | 1.24983 | 1.27183 | 1.27583 | ||
47 | 2024.05.22 06:50 | t/p | 5 | 0.10 | 1.27583 | 1.27183 | 1.27583 | 256.14 | 640.36 |
48 | 2024.05.22 06:50 | t/p | 8 | 0.10 | 1.27605 | 1.27205 | 1.27605 | 256.97 | 897.33 |
49 | 2024.05.22 13:00 | sell | 13 | 0.10 | 1.27263 | 0.00000 | 0.00000 | ||
50 | 2024.05.22 13:00 | modify | 13 | 0.10 | 1.27263 | 1.28463 | 1.24663 | ||
51 | 2024.05.22 15:00 | buy | 14 | 0.10 | 1.27277 | 0.00000 | 0.00000 | ||
52 | 2024.05.22 15:00 | modify | 14 | 0.10 | 1.27277 | 1.26077 | 1.29877 | ||
53 | 2024.05.27 13:20 | s/l | 10 | 0.10 | 1.27690 | 1.27690 | 1.23890 | -121.42 | 775.91 |
54 | 2024.05.28 08:00 | sell | 15 | 0.10 | 1.27733 | 0.00000 | 0.00000 | ||
55 | 2024.05.28 08:00 | modify | 15 | 0.10 | 1.27733 | 1.28933 | 1.25133 | ||
56 | 2024.05.28 12:50 | s/l | 9 | 0.10 | 1.27966 | 1.27966 | 1.24166 | -121.77 | 654.14 |
57 | 2024.05.29 08:00 | buy | 16 | 0.10 | 1.27663 | 0.00000 | 0.00000 | ||
58 | 2024.05.29 08:00 | modify | 16 | 0.10 | 1.27663 | 1.26463 | 1.30263 | ||
59 | 2024.06.03 22:20 | s/l | 11 | 0.10 | 1.28140 | 1.28140 | 1.24340 | -122.48 | 531.66 |
60 | 2024.06.04 00:16 | modify | 12 | 0.10 | 1.27068 | 1.26771 | 1.29668 | ||
61 | 2024.06.04 07:00 | sell | 17 | 0.10 | 1.27991 | 0.00000 | 0.00000 | ||
62 | 2024.06.04 07:00 | modify | 17 | 0.10 | 1.27991 | 1.29191 | 1.25391 | ||
63 | 2024.06.12 12:40 | modify | 12 | 0.10 | 1.27068 | 1.26920 | 1.29668 | ||
64 | 2024.06.12 12:46 | s/l | 13 | 0.10 | 1.28463 | 1.28463 | 1.24663 | -123.72 | 407.94 |
65 | 2024.06.12 12:46 | modify | 14 | 0.10 | 1.27277 | 1.27179 | 1.29877 | ||
66 | 2024.06.12 12:46 | modify | 12 | 0.10 | 1.27068 | 1.27179 | 1.29668 | ||
67 | 2024.06.13 09:00 | buy | 18 | 0.10 | 1.28015 | 0.00000 | 0.00000 | ||
68 | 2024.06.13 09:00 | modify | 18 | 0.10 | 1.28015 | 1.26815 | 1.30615 | ||
69 | 2024.06.14 09:15 | s/l | 12 | 0.10 | 1.27179 | 1.27179 | 1.29668 | 3.65 | 411.59 |
70 | 2024.06.14 09:15 | s/l | 14 | 0.10 | 1.27179 | 1.27179 | 1.29877 | -16.70 | 394.89 |
71 | 2024.06.14 12:20 | s/l | 18 | 0.10 | 1.26815 | 1.26815 | 1.30615 | -120.28 | 274.62 |
72 | 2024.06.14 12:20 | modify | 17 | 0.10 | 1.27991 | 1.28213 | 1.25391 | ||
73 | 2024.06.14 13:20 | modify | 17 | 0.10 | 1.27991 | 1.28052 | 1.25391 | ||
74 | 2024.06.14 13:32 | modify | 15 | 0.10 | 1.27733 | 1.28011 | 1.25133 | ||
75 | 2024.06.17 15:00 | buy | 19 | 0.10 | 1.26824 | 0.00000 | 0.00000 | ||
76 | 2024.06.17 15:00 | modify | 19 | 0.10 | 1.26824 | 1.25624 | 1.29424 | ||
77 | 2024.06.18 14:00 | buy | 20 | 0.10 | 1.27168 | 0.00000 | 0.00000 | ||
78 | 2024.06.18 14:00 | modify | 20 | 0.10 | 1.27168 | 1.25968 | 1.29768 | ||
79 | 2024.06.19 06:00 | sell | 21 | 0.10 | 1.27022 | 0.00000 | 0.00000 | ||
80 | 2024.06.19 06:00 | modify | 21 | 0.10 | 1.27022 | 1.28222 | 1.24422 | ||
81 | 2024.06.20 20:50 | modify | 17 | 0.10 | 1.27991 | 1.27991 | 1.25391 | ||
82 | 2024.06.21 07:20 | s/l | 16 | 0.10 | 1.26463 | 1.26463 | 1.30263 | -126.90 | 147.72 |
83 | 2024.06.21 07:20 | modify | 17 | 0.10 | 1.27991 | 1.27869 | 1.25391 | ||
84 | 2024.06.21 07:20 | modify | 15 | 0.10 | 1.27733 | 1.27869 | 1.25133 | ||
85 | 2024.06.21 08:32 | modify | 17 | 0.10 | 1.27991 | 1.27391 | 1.25391 | ||
86 | 2024.06.21 08:32 | modify | 15 | 0.10 | 1.27733 | 1.27767 | 1.25133 | ||
87 | 2024.06.21 12:00 | sell | 22 | 0.10 | 1.26429 | 0.00000 | 0.00000 | ||
88 | 2024.06.21 12:00 | modify | 22 | 0.10 | 1.26429 | 1.27629 | 1.23829 | ||
89 | 2024.06.21 13:50 | modify | 15 | 0.10 | 1.27733 | 1.27648 | 1.25133 | ||
90 | 2024.07.03 13:20 | s/l | 17 | 0.10 | 1.27391 | 1.27391 | 1.25391 | 54.86 | 202.58 |
91 | 2024.07.03 14:15 | s/l | 15 | 0.10 | 1.27648 | 1.27648 | 1.25133 | 2.12 | 204.71 |
92 | 2024.07.03 14:15 | s/l | 22 | 0.10 | 1.27629 | 1.27629 | 1.23829 | -121.77 | 82.94 |
93 | 2024.07.04 05:00 | sell | 23 | 0.10 | 1.27432 | 0.00000 | 0.00000 | ||
94 | 2024.07.04 05:00 | modify | 23 | 0.10 | 1.27432 | 1.28632 | 1.24832 | ||
95 | 2024.07.05 12:20 | modify | 19 | 0.10 | 1.26824 | 1.26538 | 1.29424 | ||
96 | 2024.07.05 12:50 | modify | 19 | 0.10 | 1.26824 | 1.26709 | 1.29424 | ||
97 | 2024.07.08 08:46 | s/l | 21 | 0.10 | 1.28222 | 1.28222 | 1.24422 | -123.36 | -40.43 |
98 | 2024.07.08 08:46 | modify | 19 | 0.10 | 1.26824 | 1.26811 | 1.29424 | ||
99 | 2024.07.08 10:15 | modify | 19 | 0.10 | 1.26824 | 1.26824 | 1.29424 | ||
100 | 2024.07.08 10:32 | modify | 20 | 0.10 | 1.27168 | 1.26889 | 1.29768 | ||
101 | 2024.07.08 12:02 | modify | 19 | 0.10 | 1.26824 | 1.26927 | 1.29424 | ||
102 | 2024.07.08 12:20 | modify | 20 | 0.10 | 1.27168 | 1.26995 | 1.29768 | ||
103 | 2024.07.08 13:45 | modify | 19 | 0.10 | 1.26824 | 1.27424 | 1.29424 | ||
104 | 2024.07.09 13:00 | sell | 24 | 0.10 | 1.28061 | 0.00000 | 0.00000 | ||
105 | 2024.07.09 13:00 | modify | 24 | 0.10 | 1.28061 | 1.29261 | 1.25461 | ||
106 | 2024.07.10 22:16 | modify | 20 | 0.10 | 1.27168 | 1.27096 | 1.29768 | ||
107 | 2024.07.11 00:50 | modify | 20 | 0.10 | 1.27168 | 1.27168 | 1.29768 | ||
108 | 2024.07.11 02:10 | s/l | 23 | 0.10 | 1.28632 | 1.28632 | 1.24832 | -121.24 | -161.67 |
109 | 2024.07.11 06:16 | modify | 20 | 0.10 | 1.27168 | 1.27277 | 1.29768 | ||
110 | 2024.07.11 09:15 | modify | 20 | 0.10 | 1.27168 | 1.27768 | 1.29768 | ||
111 | 2024.07.11 12:35 | modify | 19 | 0.10 | 1.26824 | 1.28224 | 1.29424 | ||
112 | 2024.07.11 12:45 | s/l | 24 | 0.10 | 1.29261 | 1.29261 | 1.25461 | -120.71 | -282.38 |
113 | 2024.07.11 12:45 | modify | 20 | 0.10 | 1.27168 | 1.28568 | 1.29768 | ||
114 | 2024.07.11 12:45 | modify | 19 | 0.10 | 1.26824 | 1.29024 | 1.29424 | ||
115 | 2024.07.11 12:50 | t/p | 19 | 0.10 | 1.29424 | 1.29024 | 1.29424 | 252.83 | -29.55 |
116 | 2024.07.12 10:20 | modify | 20 | 0.10 | 1.27168 | 1.29368 | 1.29768 | ||
117 | 2024.07.12 12:32 | s/l | 20 | 0.10 | 1.29368 | 1.29368 | 1.29768 | 212.83 | 183.28 |
118 | 2024.07.15 05:00 | buy | 25 | 0.10 | 1.29778 | 0.00000 | 0.00000 | ||
119 | 2024.07.15 05:00 | modify | 25 | 0.10 | 1.29778 | 1.28578 | 1.32378 | ||
120 | 2024.07.15 13:00 | sell | 26 | 0.10 | 1.29770 | 0.00000 | 0.00000 | ||
121 | 2024.07.15 13:00 | modify | 26 | 0.10 | 1.29770 | 1.30970 | 1.27170 | ||
122 | 2024.07.15 15:00 | buy | 27 | 0.10 | 1.29858 | 0.00000 | 0.00000 | ||
123 | 2024.07.15 15:00 | modify | 27 | 0.10 | 1.29858 | 1.28658 | 1.32458 | ||
124 | 2024.07.17 06:00 | sell | 28 | 0.10 | 1.29720 | 0.00000 | 0.00000 | ||
125 | 2024.07.17 06:00 | modify | 28 | 0.10 | 1.29720 | 1.30920 | 1.27120 | ||
126 | 2024.07.22 07:00 | sell | 29 | 0.10 | 1.29175 | 0.00000 | 0.00000 | ||
127 | 2024.07.22 07:00 | modify | 29 | 0.10 | 1.29175 | 1.30375 | 1.26575 | ||
128 | 2024.07.22 09:00 | buy | 30 | 0.10 | 1.29304 | 0.00000 | 0.00000 | ||
129 | 2024.07.22 09:00 | modify | 30 | 0.10 | 1.29304 | 1.28104 | 1.31904 | ||
130 | 2024.07.25 12:50 | s/l | 27 | 0.10 | 1.28658 | 1.28658 | 1.32458 | -123.31 | 59.97 |
131 | 2024.07.25 12:50 | modify | 26 | 0.10 | 1.29770 | 1.30024 | 1.27170 | ||
132 | 2024.07.25 18:59 | modify | 28 | 0.10 | 1.29720 | 1.30016 | 1.27120 | ||
133 | 2024.07.25 19:02 | s/l | 25 | 0.10 | 1.28578 | 1.28578 | 1.32378 | -123.31 | -63.34 |
134 | 2024.07.25 19:20 | close at stop | 30 | 0.10 | 1.28647 | 1.28104 | 1.31904 | -67.08 | -130.42 |
135 | 2024.07.25 19:20 | close at stop | 29 | 0.10 | 1.28677 | 1.30375 | 1.26575 | 48.91 | -81.51 |
136 | 2024.07.25 19:20 | close at stop | 28 | 0.10 | 1.28677 | 1.30016 | 1.27120 | 102.53 | 21.02 |
137 | 2024.07.25 19:20 | close at stop | 26 | 0.10 | 1.28677 | 1.30024 | 1.27170 | 107.17 | 128.19 |