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 | RBSL2Help="===================================="; MA1_Period=70; MA2_Period=28; MA1_Method=0; MA2_Method=0; ADX_Period=20; ADX_TriggerLevel=30; PositionAction=0; COHelp="------------------------------------"; TargetEquityAmount=0; COTCPLHelp="------------------------------------"; CloseoutTradeCount=0; CloseoutMinFloatingPL=0; PTHelp="------------------------------------"; PruningTradeCount=0; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; MaxTrades=30; MaxBuySellTradesGap=0; MaxTradesLimitApproach=0; MaxTradesCappingMethod=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=100; TakeProfit=100; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=100; TrailingStop=40; TrailingStep=6; DSHelp="------------------------------------"; DynamicStop_Start=120; DynamicStop_Step=30; DTHelp="------------------------------------"; DynamicTarget_Start=120; DynamicTarget_Step=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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="===================================="; CFDTickScaling=0; MagicNumber=160118; | ||||
Bars in test | 7212 | Ticks modelled | 157271 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 50 | ||
Total net profit | 81.56 | Gross profit | 1263.68 | Gross loss | -1182.12 |
Profit factor | 1.07 | Expected payoff | 1.94 | ||
Absolute drawdown | 207.84 | Maximal drawdown | 1278.95 (54.18%) | Relative drawdown | 54.18% (1278.95) |
Total trades | 42 | Short positions (won %) | 26 (34.62%) | Long positions (won %) | 16 (56.25%) |
Profit trades (% of total) | 18 (42.86%) | Loss trades (% of total) | 24 (57.14%) | ||
Largest | profit trade | 71.18 | loss trade | -70.25 | |
Average | profit trade | 70.20 | loss trade | -49.25 | |
Maximum | consecutive wins (profit in money) | 9 (625.16) | consecutive losses (loss in money) | 17 (-709.78) | |
Maximal | consecutive profit (count of wins) | 625.16 (9) | consecutive loss (count of losses) | -709.78 (17) | |
Average | consecutive wins | 6 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.03.04 08:00 | buy | 1 | 0.10 | 1.71923 | 0.00000 | 0.00000 | ||
2 | 2024.03.04 08:00 | modify | 1 | 0.10 | 1.71923 | 1.70923 | 1.72923 | ||
3 | 2024.03.04 09:00 | buy | 2 | 0.10 | 1.71986 | 0.00000 | 0.00000 | ||
4 | 2024.03.04 09:00 | modify | 2 | 0.10 | 1.71986 | 1.70986 | 1.72986 | ||
5 | 2024.03.04 10:00 | buy | 3 | 0.10 | 1.71978 | 0.00000 | 0.00000 | ||
6 | 2024.03.04 10:00 | modify | 3 | 0.10 | 1.71978 | 1.70978 | 1.72978 | ||
7 | 2024.03.04 11:00 | buy | 4 | 0.10 | 1.71901 | 0.00000 | 0.00000 | ||
8 | 2024.03.04 11:00 | modify | 4 | 0.10 | 1.71901 | 1.70901 | 1.72901 | ||
9 | 2024.03.04 12:00 | buy | 5 | 0.10 | 1.72003 | 0.00000 | 0.00000 | ||
10 | 2024.03.04 12:00 | modify | 5 | 0.10 | 1.72003 | 1.71003 | 1.73003 | ||
11 | 2024.03.04 13:00 | buy | 6 | 0.10 | 1.72049 | 0.00000 | 0.00000 | ||
12 | 2024.03.04 13:00 | modify | 6 | 0.10 | 1.72049 | 1.71049 | 1.73049 | ||
13 | 2024.03.04 14:00 | buy | 7 | 0.10 | 1.72034 | 0.00000 | 0.00000 | ||
14 | 2024.03.04 14:00 | modify | 7 | 0.10 | 1.72034 | 1.71034 | 1.73034 | ||
15 | 2024.03.04 15:00 | buy | 8 | 0.10 | 1.72217 | 0.00000 | 0.00000 | ||
16 | 2024.03.04 15:00 | modify | 8 | 0.10 | 1.72217 | 1.71217 | 1.73217 | ||
17 | 2024.03.04 19:00 | buy | 9 | 0.10 | 1.72362 | 0.00000 | 0.00000 | ||
18 | 2024.03.04 19:00 | modify | 9 | 0.10 | 1.72362 | 1.71362 | 1.73362 | ||
19 | 2024.03.05 16:00 | buy | 10 | 0.10 | 1.72807 | 0.00000 | 0.00000 | ||
20 | 2024.03.05 16:00 | modify | 10 | 0.10 | 1.72807 | 1.71807 | 1.73807 | ||
21 | 2024.03.06 08:20 | t/p | 4 | 0.10 | 1.72901 | 1.70901 | 1.72901 | 70.14 | 1070.14 |
22 | 2024.03.06 09:20 | t/p | 1 | 0.10 | 1.72923 | 1.70923 | 1.72923 | 70.14 | 1140.28 |
23 | 2024.03.06 10:00 | buy | 11 | 0.10 | 1.72938 | 0.00000 | 0.00000 | ||
24 | 2024.03.06 10:00 | modify | 11 | 0.10 | 1.72938 | 1.71938 | 1.73938 | ||
25 | 2024.03.06 11:00 | buy | 12 | 0.10 | 1.72882 | 0.00000 | 0.00000 | ||
26 | 2024.03.06 11:00 | modify | 12 | 0.10 | 1.72882 | 1.71882 | 1.73882 | ||
27 | 2024.03.06 12:00 | buy | 13 | 0.10 | 1.72778 | 0.00000 | 0.00000 | ||
28 | 2024.03.06 12:00 | modify | 13 | 0.10 | 1.72778 | 1.71778 | 1.73778 | ||
29 | 2024.03.06 22:02 | s/l | 11 | 0.10 | 1.71938 | 1.71938 | 1.73938 | -69.63 | 1070.65 |
30 | 2024.03.08 13:45 | t/p | 2 | 0.10 | 1.72986 | 1.70986 | 1.72986 | 71.17 | 1141.82 |
31 | 2024.03.08 13:45 | t/p | 3 | 0.10 | 1.72978 | 1.70978 | 1.72978 | 71.17 | 1213.00 |
32 | 2024.03.08 13:50 | t/p | 5 | 0.10 | 1.73003 | 1.71003 | 1.73003 | 71.17 | 1284.17 |
33 | 2024.03.08 13:50 | t/p | 6 | 0.10 | 1.73049 | 1.71049 | 1.73049 | 71.18 | 1355.36 |
34 | 2024.03.08 13:50 | t/p | 7 | 0.10 | 1.73034 | 1.71034 | 1.73034 | 71.17 | 1426.53 |
35 | 2024.03.08 14:50 | t/p | 8 | 0.10 | 1.73217 | 1.71217 | 1.73217 | 71.17 | 1497.71 |
36 | 2024.03.08 15:37 | t/p | 9 | 0.10 | 1.73362 | 1.71362 | 1.73362 | 71.18 | 1568.89 |
37 | 2024.03.08 21:00 | buy | 14 | 0.10 | 1.73448 | 0.00000 | 0.00000 | ||
38 | 2024.03.08 21:00 | modify | 14 | 0.10 | 1.73448 | 1.72448 | 1.74448 | ||
39 | 2024.03.10 21:00 | buy | 15 | 0.10 | 1.73236 | 0.00000 | 0.00000 | ||
40 | 2024.03.10 21:00 | modify | 15 | 0.10 | 1.73236 | 1.72236 | 1.74236 | ||
41 | 2024.03.10 22:00 | buy | 16 | 0.10 | 1.73341 | 0.00000 | 0.00000 | ||
42 | 2024.03.10 22:00 | modify | 16 | 0.10 | 1.73341 | 1.72341 | 1.74341 | ||
43 | 2024.03.12 07:45 | s/l | 14 | 0.10 | 1.72448 | 1.72448 | 1.74448 | -69.10 | 1499.79 |
44 | 2024.03.12 07:50 | s/l | 16 | 0.10 | 1.72341 | 1.72341 | 1.74341 | -69.10 | 1430.69 |
45 | 2024.03.12 08:45 | s/l | 15 | 0.10 | 1.72236 | 1.72236 | 1.74236 | -69.10 | 1361.59 |
46 | 2024.03.21 05:00 | sell | 17 | 0.10 | 1.72208 | 0.00000 | 0.00000 | ||
47 | 2024.03.21 05:00 | modify | 17 | 0.10 | 1.72208 | 1.73208 | 1.71208 | ||
48 | 2024.03.21 06:00 | sell | 18 | 0.10 | 1.72207 | 0.00000 | 0.00000 | ||
49 | 2024.03.21 06:00 | modify | 18 | 0.10 | 1.72207 | 1.73207 | 1.71207 | ||
50 | 2024.03.21 07:00 | sell | 19 | 0.10 | 1.72242 | 0.00000 | 0.00000 | ||
51 | 2024.03.21 07:00 | modify | 19 | 0.10 | 1.72242 | 1.73242 | 1.71242 | ||
52 | 2024.03.21 08:00 | sell | 20 | 0.10 | 1.72166 | 0.00000 | 0.00000 | ||
53 | 2024.03.21 08:00 | modify | 20 | 0.10 | 1.72166 | 1.73166 | 1.71166 | ||
54 | 2024.03.21 09:00 | sell | 21 | 0.10 | 1.72275 | 0.00000 | 0.00000 | ||
55 | 2024.03.21 09:00 | modify | 21 | 0.10 | 1.72275 | 1.73275 | 1.71275 | ||
56 | 2024.03.21 10:00 | sell | 22 | 0.10 | 1.72238 | 0.00000 | 0.00000 | ||
57 | 2024.03.21 10:00 | modify | 22 | 0.10 | 1.72238 | 1.73238 | 1.71238 | ||
58 | 2024.03.21 11:00 | sell | 23 | 0.10 | 1.72234 | 0.00000 | 0.00000 | ||
59 | 2024.03.21 11:00 | modify | 23 | 0.10 | 1.72234 | 1.73234 | 1.71234 | ||
60 | 2024.03.21 12:00 | sell | 24 | 0.10 | 1.72164 | 0.00000 | 0.00000 | ||
61 | 2024.03.21 12:00 | modify | 24 | 0.10 | 1.72164 | 1.73164 | 1.71164 | ||
62 | 2024.03.21 13:00 | sell | 25 | 0.10 | 1.72009 | 0.00000 | 0.00000 | ||
63 | 2024.03.21 13:00 | modify | 25 | 0.10 | 1.72009 | 1.73009 | 1.71009 | ||
64 | 2024.03.21 13:20 | s/l | 12 | 0.10 | 1.71882 | 1.71882 | 1.73882 | -65.21 | 1296.37 |
65 | 2024.03.21 13:43 | s/l | 10 | 0.10 | 1.71807 | 1.71807 | 1.73807 | -64.97 | 1231.41 |
66 | 2024.03.21 13:43 | s/l | 13 | 0.10 | 1.71778 | 1.71778 | 1.73778 | -65.22 | 1166.18 |
67 | 2024.03.21 14:00 | sell | 26 | 0.10 | 1.71559 | 0.00000 | 0.00000 | ||
68 | 2024.03.21 14:00 | modify | 26 | 0.10 | 1.71559 | 1.72559 | 1.70559 | ||
69 | 2024.03.21 16:00 | sell | 27 | 0.10 | 1.71480 | 0.00000 | 0.00000 | ||
70 | 2024.03.21 16:00 | modify | 27 | 0.10 | 1.71480 | 1.72480 | 1.70480 | ||
71 | 2024.03.21 17:00 | sell | 28 | 0.10 | 1.71324 | 0.00000 | 0.00000 | ||
72 | 2024.03.21 17:00 | modify | 28 | 0.10 | 1.71324 | 1.72324 | 1.70324 | ||
73 | 2024.03.21 18:00 | sell | 29 | 0.10 | 1.71313 | 0.00000 | 0.00000 | ||
74 | 2024.03.21 18:00 | modify | 29 | 0.10 | 1.71313 | 1.72313 | 1.70313 | ||
75 | 2024.03.21 19:20 | t/p | 19 | 0.10 | 1.71242 | 1.73242 | 1.71242 | 69.57 | 1235.75 |
76 | 2024.03.21 19:20 | t/p | 21 | 0.10 | 1.71275 | 1.73275 | 1.71275 | 69.56 | 1305.31 |
77 | 2024.03.21 19:50 | t/p | 22 | 0.10 | 1.71238 | 1.73238 | 1.71238 | 69.56 | 1374.87 |
78 | 2024.03.21 19:50 | t/p | 23 | 0.10 | 1.71234 | 1.73234 | 1.71234 | 69.56 | 1444.43 |
79 | 2024.03.21 20:00 | sell | 30 | 0.10 | 1.71195 | 0.00000 | 0.00000 | ||
80 | 2024.03.21 20:00 | modify | 30 | 0.10 | 1.71195 | 1.72195 | 1.70195 | ||
81 | 2024.03.21 20:30 | t/p | 17 | 0.10 | 1.71208 | 1.73208 | 1.71208 | 69.56 | 1513.99 |
82 | 2024.03.21 20:30 | t/p | 18 | 0.10 | 1.71207 | 1.73207 | 1.71207 | 69.56 | 1583.55 |
83 | 2024.03.21 20:37 | t/p | 20 | 0.10 | 1.71166 | 1.73166 | 1.71166 | 69.56 | 1653.11 |
84 | 2024.03.21 20:37 | t/p | 24 | 0.10 | 1.71164 | 1.73164 | 1.71164 | 69.56 | 1722.67 |
85 | 2024.03.21 21:00 | sell | 31 | 0.10 | 1.71114 | 0.00000 | 0.00000 | ||
86 | 2024.03.21 21:00 | modify | 31 | 0.10 | 1.71114 | 1.72114 | 1.70114 | ||
87 | 2024.03.21 22:00 | sell | 32 | 0.10 | 1.71189 | 0.00000 | 0.00000 | ||
88 | 2024.03.21 22:00 | modify | 32 | 0.10 | 1.71189 | 1.72189 | 1.70189 | ||
89 | 2024.03.22 02:00 | sell | 33 | 0.10 | 1.71362 | 0.00000 | 0.00000 | ||
90 | 2024.03.22 02:00 | modify | 33 | 0.10 | 1.71362 | 1.72362 | 1.70362 | ||
91 | 2024.03.22 03:00 | sell | 34 | 0.10 | 1.71371 | 0.00000 | 0.00000 | ||
92 | 2024.03.22 03:00 | modify | 34 | 0.10 | 1.71371 | 1.72371 | 1.70371 | ||
93 | 2024.03.22 04:00 | sell | 35 | 0.10 | 1.71437 | 0.00000 | 0.00000 | ||
94 | 2024.03.22 04:00 | modify | 35 | 0.10 | 1.71437 | 1.72437 | 1.70437 | ||
95 | 2024.03.22 05:00 | sell | 36 | 0.10 | 1.71420 | 0.00000 | 0.00000 | ||
96 | 2024.03.22 05:00 | modify | 36 | 0.10 | 1.71420 | 1.72420 | 1.70420 | ||
97 | 2024.03.22 06:00 | sell | 37 | 0.10 | 1.71381 | 0.00000 | 0.00000 | ||
98 | 2024.03.22 06:00 | modify | 37 | 0.10 | 1.71381 | 1.72381 | 1.70381 | ||
99 | 2024.03.22 07:00 | sell | 38 | 0.10 | 1.71176 | 0.00000 | 0.00000 | ||
100 | 2024.03.22 07:00 | modify | 38 | 0.10 | 1.71176 | 1.72176 | 1.70176 | ||
101 | 2024.03.22 08:00 | sell | 39 | 0.10 | 1.71007 | 0.00000 | 0.00000 | ||
102 | 2024.03.22 08:00 | modify | 39 | 0.10 | 1.71007 | 1.72007 | 1.70007 | ||
103 | 2024.03.22 08:10 | t/p | 25 | 0.10 | 1.71009 | 1.73009 | 1.71009 | 68.67 | 1791.34 |
104 | 2024.03.22 09:00 | sell | 40 | 0.10 | 1.70916 | 0.00000 | 0.00000 | ||
105 | 2024.03.22 09:00 | modify | 40 | 0.10 | 1.70916 | 1.71916 | 1.69916 | ||
106 | 2024.03.22 10:00 | sell | 41 | 0.10 | 1.70851 | 0.00000 | 0.00000 | ||
107 | 2024.03.22 10:00 | modify | 41 | 0.10 | 1.70851 | 1.71851 | 1.69851 | ||
108 | 2024.03.22 11:00 | sell | 42 | 0.10 | 1.70815 | 0.00000 | 0.00000 | ||
109 | 2024.03.22 11:00 | modify | 42 | 0.10 | 1.70815 | 1.71815 | 1.69815 | ||
110 | 2024.03.25 12:10 | close at stop | 42 | 0.10 | 1.71812 | 1.71815 | 1.69815 | -70.25 | 1721.09 |
111 | 2024.03.25 12:10 | close at stop | 41 | 0.10 | 1.71812 | 1.71851 | 1.69851 | -67.75 | 1653.33 |
112 | 2024.03.25 12:10 | close at stop | 40 | 0.10 | 1.71812 | 1.71916 | 1.69916 | -63.22 | 1590.11 |
113 | 2024.03.25 12:10 | close at stop | 39 | 0.10 | 1.71812 | 1.72007 | 1.70007 | -56.89 | 1533.22 |
114 | 2024.03.25 12:10 | close at stop | 38 | 0.10 | 1.71812 | 1.72176 | 1.70176 | -45.14 | 1488.07 |
115 | 2024.03.25 12:10 | close at stop | 37 | 0.10 | 1.71812 | 1.72381 | 1.70381 | -30.88 | 1457.19 |
116 | 2024.03.25 12:10 | close at stop | 36 | 0.10 | 1.71812 | 1.72420 | 1.70420 | -28.16 | 1429.03 |
117 | 2024.03.25 12:10 | close at stop | 35 | 0.10 | 1.71812 | 1.72437 | 1.70437 | -26.98 | 1402.04 |
118 | 2024.03.25 12:10 | close at stop | 34 | 0.10 | 1.71812 | 1.72371 | 1.70371 | -31.57 | 1370.47 |
119 | 2024.03.25 12:10 | close at stop | 33 | 0.10 | 1.71812 | 1.72362 | 1.70362 | -32.20 | 1338.27 |
120 | 2024.03.25 12:10 | close at stop | 32 | 0.10 | 1.71812 | 1.72189 | 1.70189 | -45.13 | 1293.14 |
121 | 2024.03.25 12:10 | close at stop | 31 | 0.10 | 1.71812 | 1.72114 | 1.70114 | -50.35 | 1242.79 |
122 | 2024.03.25 12:10 | close at stop | 30 | 0.10 | 1.71812 | 1.72195 | 1.70195 | -44.72 | 1198.08 |
123 | 2024.03.25 12:10 | close at stop | 29 | 0.10 | 1.71812 | 1.72313 | 1.70313 | -36.51 | 1161.57 |
124 | 2024.03.25 12:10 | close at stop | 28 | 0.10 | 1.71812 | 1.72324 | 1.70324 | -35.74 | 1125.83 |
125 | 2024.03.25 12:10 | close at stop | 27 | 0.10 | 1.71812 | 1.72480 | 1.70480 | -24.89 | 1100.95 |
126 | 2024.03.25 12:10 | close at stop | 26 | 0.10 | 1.71812 | 1.72559 | 1.70559 | -19.39 | 1081.56 |