Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | ADXISHelp="===================================="; EntryMethod=1; ADX_Period=38; ADX_Level=30; TrendFollowMethod=1; PositionAction=0; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=24; MaxTradesAction=0; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=220; TakeProfit=230; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OHelp="===================================="; CFDTickScaling=0; MagicNumber=191210; | ||||
Bars in test | 7238 | Ticks modelled | 157269 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 50 | ||
Total net profit | -405.66 | Gross profit | 1616.37 | Gross loss | -2022.03 |
Profit factor | 0.80 | Expected payoff | -16.90 | ||
Absolute drawdown | 489.46 | Maximal drawdown | 920.06 (60.75%) | Relative drawdown | 61.32% (809.33) |
Total trades | 24 | Short positions (won %) | 14 (0.00%) | Long positions (won %) | 10 (100.00%) |
Profit trades (% of total) | 10 (41.67%) | Loss trades (% of total) | 14 (58.33%) | ||
Largest | profit trade | 161.64 | loss trade | -162.24 | |
Average | profit trade | 161.64 | loss trade | -144.43 | |
Maximum | consecutive wins (profit in money) | 6 (969.82) | consecutive losses (loss in money) | 11 (-1537.14) | |
Maximal | consecutive profit (count of wins) | 969.82 (6) | consecutive loss (count of losses) | -1537.14 (11) | |
Average | consecutive wins | 3 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.01 03:00 | sell | 1 | 0.10 | 1.68514 | 0.00000 | 0.00000 | ||
2 | 2023.11.01 03:00 | modify | 1 | 0.10 | 1.68514 | 1.70714 | 1.66214 | ||
3 | 2023.11.01 06:00 | buy | 2 | 0.10 | 1.68516 | 0.00000 | 0.00000 | ||
4 | 2023.11.01 06:00 | modify | 2 | 0.10 | 1.68516 | 1.66316 | 1.70816 | ||
5 | 2023.11.01 09:00 | sell | 3 | 0.10 | 1.68604 | 0.00000 | 0.00000 | ||
6 | 2023.11.01 09:00 | modify | 3 | 0.10 | 1.68604 | 1.70804 | 1.66304 | ||
7 | 2023.11.01 12:00 | buy | 4 | 0.10 | 1.68330 | 0.00000 | 0.00000 | ||
8 | 2023.11.01 12:00 | modify | 4 | 0.10 | 1.68330 | 1.66130 | 1.70630 | ||
9 | 2023.11.01 13:00 | buy | 5 | 0.10 | 1.68184 | 0.00000 | 0.00000 | ||
10 | 2023.11.01 13:00 | modify | 5 | 0.10 | 1.68184 | 1.65984 | 1.70484 | ||
11 | 2023.11.01 14:00 | buy | 6 | 0.10 | 1.67976 | 0.00000 | 0.00000 | ||
12 | 2023.11.01 14:00 | modify | 6 | 0.10 | 1.67976 | 1.65776 | 1.70276 | ||
13 | 2023.11.01 15:00 | buy | 7 | 0.10 | 1.68334 | 0.00000 | 0.00000 | ||
14 | 2023.11.01 15:00 | modify | 7 | 0.10 | 1.68334 | 1.66134 | 1.70634 | ||
15 | 2023.11.01 16:00 | buy | 8 | 0.10 | 1.68373 | 0.00000 | 0.00000 | ||
16 | 2023.11.01 16:00 | modify | 8 | 0.10 | 1.68373 | 1.66173 | 1.70673 | ||
17 | 2023.11.01 17:00 | buy | 9 | 0.10 | 1.68370 | 0.00000 | 0.00000 | ||
18 | 2023.11.01 17:00 | modify | 9 | 0.10 | 1.68370 | 1.66170 | 1.70670 | ||
19 | 2023.11.01 18:00 | buy | 10 | 0.10 | 1.68205 | 0.00000 | 0.00000 | ||
20 | 2023.11.01 18:00 | modify | 10 | 0.10 | 1.68205 | 1.66005 | 1.70505 | ||
21 | 2023.11.01 19:00 | buy | 11 | 0.10 | 1.68435 | 0.00000 | 0.00000 | ||
22 | 2023.11.01 19:00 | modify | 11 | 0.10 | 1.68435 | 1.66235 | 1.70735 | ||
23 | 2023.11.01 20:00 | buy | 12 | 0.10 | 1.68441 | 0.00000 | 0.00000 | ||
24 | 2023.11.01 20:00 | modify | 12 | 0.10 | 1.68441 | 1.66241 | 1.70741 | ||
25 | 2023.11.03 13:00 | sell | 13 | 0.10 | 1.68600 | 0.00000 | 0.00000 | ||
26 | 2023.11.03 13:00 | modify | 13 | 0.10 | 1.68600 | 1.70800 | 1.66300 | ||
27 | 2023.11.03 14:00 | sell | 14 | 0.10 | 1.68638 | 0.00000 | 0.00000 | ||
28 | 2023.11.03 14:00 | modify | 14 | 0.10 | 1.68638 | 1.70838 | 1.66338 | ||
29 | 2023.11.03 15:00 | sell | 15 | 0.10 | 1.69074 | 0.00000 | 0.00000 | ||
30 | 2023.11.03 15:00 | modify | 15 | 0.10 | 1.69074 | 1.71274 | 1.66774 | ||
31 | 2023.11.03 16:00 | sell | 16 | 0.10 | 1.69132 | 0.00000 | 0.00000 | ||
32 | 2023.11.03 16:00 | modify | 16 | 0.10 | 1.69132 | 1.71332 | 1.66832 | ||
33 | 2023.11.03 17:00 | sell | 17 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
34 | 2023.11.03 17:00 | modify | 17 | 0.10 | 1.69075 | 1.71275 | 1.66775 | ||
35 | 2023.11.03 18:00 | sell | 18 | 0.10 | 1.69371 | 0.00000 | 0.00000 | ||
36 | 2023.11.03 18:00 | modify | 18 | 0.10 | 1.69371 | 1.71571 | 1.67071 | ||
37 | 2023.11.03 19:00 | sell | 19 | 0.10 | 1.69104 | 0.00000 | 0.00000 | ||
38 | 2023.11.03 19:00 | modify | 19 | 0.10 | 1.69104 | 1.71304 | 1.66804 | ||
39 | 2023.11.03 20:00 | sell | 20 | 0.10 | 1.69122 | 0.00000 | 0.00000 | ||
40 | 2023.11.03 20:00 | modify | 20 | 0.10 | 1.69122 | 1.71322 | 1.66822 | ||
41 | 2023.11.05 22:00 | sell | 21 | 0.10 | 1.68894 | 0.00000 | 0.00000 | ||
42 | 2023.11.05 22:00 | modify | 21 | 0.10 | 1.68894 | 1.71094 | 1.66594 | ||
43 | 2023.11.05 23:00 | sell | 22 | 0.10 | 1.68965 | 0.00000 | 0.00000 | ||
44 | 2023.11.05 23:00 | modify | 22 | 0.10 | 1.68965 | 1.71165 | 1.66665 | ||
45 | 2023.11.06 00:00 | sell | 23 | 0.10 | 1.69000 | 0.00000 | 0.00000 | ||
46 | 2023.11.06 00:00 | modify | 23 | 0.10 | 1.69000 | 1.71200 | 1.66700 | ||
47 | 2023.11.06 01:00 | sell | 24 | 0.10 | 1.68950 | 0.00000 | 0.00000 | ||
48 | 2023.11.06 01:00 | modify | 24 | 0.10 | 1.68950 | 1.71150 | 1.66650 | ||
49 | 2023.11.14 13:45 | t/p | 6 | 0.10 | 1.70276 | 1.65776 | 1.70276 | 161.64 | 1161.64 |
50 | 2023.11.14 13:50 | s/l | 1 | 0.10 | 1.70714 | 1.70714 | 1.66214 | -162.24 | 999.39 |
51 | 2023.11.14 13:50 | t/p | 4 | 0.10 | 1.70630 | 1.66130 | 1.70630 | 161.64 | 1161.03 |
52 | 2023.11.14 13:50 | t/p | 5 | 0.10 | 1.70484 | 1.65984 | 1.70484 | 161.64 | 1322.67 |
53 | 2023.11.14 13:50 | t/p | 7 | 0.10 | 1.70634 | 1.66134 | 1.70634 | 161.64 | 1484.31 |
54 | 2023.11.14 13:50 | t/p | 8 | 0.10 | 1.70673 | 1.66173 | 1.70673 | 161.64 | 1645.94 |
55 | 2023.11.14 13:50 | t/p | 9 | 0.10 | 1.70670 | 1.66170 | 1.70670 | 161.64 | 1807.58 |
56 | 2023.11.14 13:50 | t/p | 10 | 0.10 | 1.70505 | 1.66005 | 1.70505 | 161.64 | 1969.22 |
57 | 2023.11.14 14:10 | s/l | 3 | 0.10 | 1.70804 | 1.70804 | 1.66304 | -162.24 | 1806.97 |
58 | 2023.11.14 14:10 | t/p | 11 | 0.10 | 1.70735 | 1.66235 | 1.70735 | 161.64 | 1968.61 |
59 | 2023.11.14 14:10 | t/p | 12 | 0.10 | 1.70741 | 1.66241 | 1.70741 | 161.64 | 2130.25 |
60 | 2023.11.14 14:10 | s/l | 13 | 0.10 | 1.70800 | 1.70800 | 1.66300 | -160.41 | 1969.84 |
61 | 2023.11.14 14:15 | t/p | 2 | 0.10 | 1.70816 | 1.66316 | 1.70816 | 161.64 | 2131.48 |
62 | 2023.11.14 14:15 | s/l | 14 | 0.10 | 1.70838 | 1.70838 | 1.66338 | -160.41 | 1971.07 |
63 | 2023.11.14 14:20 | close at stop | 24 | 0.10 | 1.70950 | 1.71150 | 1.66650 | -145.74 | 1825.33 |
64 | 2023.11.14 14:20 | close at stop | 23 | 0.10 | 1.70950 | 1.71200 | 1.66700 | -142.19 | 1683.14 |
65 | 2023.11.14 14:20 | close at stop | 22 | 0.10 | 1.70950 | 1.71165 | 1.66665 | -145.13 | 1538.01 |
66 | 2023.11.14 14:20 | close at stop | 21 | 0.10 | 1.70950 | 1.71094 | 1.66594 | -150.18 | 1387.84 |
67 | 2023.11.14 14:20 | close at stop | 20 | 0.10 | 1.70950 | 1.71322 | 1.66822 | -133.98 | 1253.86 |
68 | 2023.11.14 14:20 | close at stop | 19 | 0.10 | 1.70950 | 1.71304 | 1.66804 | -135.26 | 1118.60 |
69 | 2023.11.14 14:20 | close at stop | 18 | 0.10 | 1.70950 | 1.71571 | 1.67071 | -116.29 | 1002.31 |
70 | 2023.11.14 14:20 | close at stop | 17 | 0.10 | 1.70950 | 1.71275 | 1.66775 | -137.32 | 864.99 |
71 | 2023.11.14 14:20 | close at stop | 16 | 0.10 | 1.70950 | 1.71332 | 1.66832 | -133.27 | 731.73 |
72 | 2023.11.14 14:20 | close at stop | 15 | 0.10 | 1.70950 | 1.71274 | 1.66774 | -137.39 | 594.34 |