Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=16; 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="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 7261 | Ticks modelled | 158111 | Modelling quality | n/a |
Mismatched charts errors | 20 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 801.13 | Gross profit | 871.45 | Gross loss | -70.32 |
Profit factor | 12.39 | Expected payoff | 34.83 | ||
Absolute drawdown | 53.05 | Maximal drawdown | 161.40 (1.59%) | Relative drawdown | 1.59% (161.40) |
Total trades | 23 | Short positions (won %) | 13 (76.92%) | Long positions (won %) | 10 (80.00%) |
Profit trades (% of total) | 18 (78.26%) | Loss trades (% of total) | 5 (21.74%) | ||
Largest | profit trade | 95.57 | loss trade | -15.77 | |
Average | profit trade | 48.41 | loss trade | -14.06 | |
Maximum | consecutive wins (profit in money) | 7 (357.71) | consecutive losses (loss in money) | 2 (-25.24) | |
Maximal | consecutive profit (count of wins) | 357.71 (7) | consecutive loss (count of losses) | -25.24 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.18 19:00 | sell | 1 | 0.10 | 1.66263 | 0.00000 | 0.00000 | ||
2 | 2023.01.18 19:00 | modify | 1 | 0.10 | 1.66263 | 1.67763 | 1.64963 | ||
3 | 2023.01.20 20:50 | sell | 2 | 0.10 | 1.65798 | 0.00000 | 0.00000 | ||
4 | 2023.01.20 20:50 | modify | 2 | 0.10 | 1.65798 | 1.66003 | 1.64963 | ||
5 | 2023.01.20 20:50 | modify | 1 | 0.10 | 1.66263 | 1.66003 | 1.64963 | ||
6 | 2023.01.22 22:50 | sell | 3 | 0.10 | 1.65735 | 0.00000 | 0.00000 | ||
7 | 2023.01.22 22:50 | modify | 3 | 0.10 | 1.65735 | 1.65938 | 1.64963 | ||
8 | 2023.01.22 22:50 | modify | 2 | 0.10 | 1.65798 | 1.65938 | 1.64963 | ||
9 | 2023.01.22 22:50 | modify | 1 | 0.10 | 1.66263 | 1.65938 | 1.64963 | ||
10 | 2023.01.22 23:00 | s/l | 1 | 0.10 | 1.65938 | 1.65938 | 1.64963 | 22.61 | 10022.61 |
11 | 2023.01.22 23:00 | s/l | 2 | 0.10 | 1.65938 | 1.65938 | 1.64963 | -10.30 | 10012.31 |
12 | 2023.01.22 23:00 | s/l | 3 | 0.10 | 1.65938 | 1.65938 | 1.64963 | -14.94 | 9997.37 |
13 | 2023.01.25 19:00 | sell | 4 | 0.10 | 1.65974 | 0.00000 | 0.00000 | ||
14 | 2023.01.25 19:00 | modify | 4 | 0.10 | 1.65974 | 1.67474 | 1.64674 | ||
15 | 2023.01.26 13:45 | sell | 5 | 0.10 | 1.65516 | 0.00000 | 0.00000 | ||
16 | 2023.01.26 13:45 | modify | 5 | 0.10 | 1.65516 | 1.65714 | 1.64674 | ||
17 | 2023.01.26 13:45 | modify | 4 | 0.10 | 1.65974 | 1.65714 | 1.64674 | ||
18 | 2023.01.26 18:17 | sell | 6 | 0.10 | 1.65445 | 0.00000 | 0.00000 | ||
19 | 2023.01.26 18:17 | modify | 6 | 0.10 | 1.65445 | 1.65649 | 1.64674 | ||
20 | 2023.01.26 18:17 | modify | 5 | 0.10 | 1.65516 | 1.65649 | 1.64674 | ||
21 | 2023.01.26 18:17 | modify | 4 | 0.10 | 1.65974 | 1.65649 | 1.64674 | ||
22 | 2023.01.26 22:50 | sell | 7 | 0.10 | 1.64916 | 0.00000 | 0.00000 | ||
23 | 2023.01.26 22:50 | modify | 7 | 0.10 | 1.64916 | 1.65519 | 1.64674 | ||
24 | 2023.01.26 22:50 | modify | 6 | 0.10 | 1.65445 | 1.65519 | 1.64674 | ||
25 | 2023.01.26 22:50 | modify | 5 | 0.10 | 1.65516 | 1.65519 | 1.64674 | ||
26 | 2023.01.26 22:50 | modify | 4 | 0.10 | 1.65974 | 1.65519 | 1.64674 | ||
27 | 2023.01.27 15:50 | t/p | 4 | 0.10 | 1.64674 | 1.65519 | 1.64674 | 94.34 | 10091.71 |
28 | 2023.01.27 15:50 | t/p | 5 | 0.10 | 1.64674 | 1.65519 | 1.64674 | 61.63 | 10153.34 |
29 | 2023.01.27 15:50 | t/p | 6 | 0.10 | 1.64674 | 1.65519 | 1.64674 | 56.41 | 10209.74 |
30 | 2023.01.27 15:50 | t/p | 7 | 0.10 | 1.64674 | 1.65519 | 1.64674 | 17.49 | 10227.23 |
31 | 2023.01.31 17:00 | buy | 8 | 0.10 | 1.64336 | 0.00000 | 0.00000 | ||
32 | 2023.01.31 17:00 | modify | 8 | 0.10 | 1.64336 | 1.62836 | 1.65636 | ||
33 | 2023.02.01 19:50 | buy | 9 | 0.10 | 1.64810 | 0.00000 | 0.00000 | ||
34 | 2023.02.01 19:50 | modify | 9 | 0.10 | 1.64810 | 1.64596 | 1.65636 | ||
35 | 2023.02.01 19:50 | modify | 8 | 0.10 | 1.64336 | 1.64596 | 1.65636 | ||
36 | 2023.02.01 19:57 | s/l | 8 | 0.10 | 1.64596 | 1.64596 | 1.65636 | 19.03 | 10246.26 |
37 | 2023.02.01 19:57 | s/l | 9 | 0.10 | 1.64596 | 1.64596 | 1.65636 | -15.77 | 10230.49 |
38 | 2023.02.10 21:00 | buy | 10 | 0.10 | 1.60899 | 0.00000 | 0.00000 | ||
39 | 2023.02.10 21:00 | modify | 10 | 0.10 | 1.60899 | 1.59399 | 1.62199 | ||
40 | 2023.02.13 14:05 | buy | 11 | 0.10 | 1.61437 | 0.00000 | 0.00000 | ||
41 | 2023.02.13 14:05 | modify | 11 | 0.10 | 1.61437 | 1.61224 | 1.62199 | ||
42 | 2023.02.13 14:05 | modify | 10 | 0.10 | 1.60899 | 1.61224 | 1.62199 | ||
43 | 2023.02.13 15:45 | buy | 12 | 0.10 | 1.61961 | 0.00000 | 0.00000 | ||
44 | 2023.02.13 15:45 | modify | 12 | 0.10 | 1.61961 | 1.61354 | 1.62199 | ||
45 | 2023.02.13 15:45 | modify | 11 | 0.10 | 1.61437 | 1.61354 | 1.62199 | ||
46 | 2023.02.13 15:45 | modify | 10 | 0.10 | 1.60899 | 1.61354 | 1.62199 | ||
47 | 2023.02.14 07:16 | t/p | 10 | 0.10 | 1.62199 | 1.61354 | 1.62199 | 95.57 | 10326.06 |
48 | 2023.02.14 07:16 | t/p | 11 | 0.10 | 1.62199 | 1.61354 | 1.62199 | 56.03 | 10382.09 |
49 | 2023.02.14 07:16 | t/p | 12 | 0.10 | 1.62199 | 1.61354 | 1.62199 | 17.42 | 10399.51 |
50 | 2023.05.01 18:00 | buy | 13 | 0.10 | 1.69148 | 0.00000 | 0.00000 | ||
51 | 2023.05.01 18:00 | modify | 13 | 0.10 | 1.69148 | 1.67648 | 1.70448 | ||
52 | 2023.05.02 14:25 | buy | 14 | 0.10 | 1.69675 | 0.00000 | 0.00000 | ||
53 | 2023.05.02 14:25 | modify | 14 | 0.10 | 1.69675 | 1.69473 | 1.70448 | ||
54 | 2023.05.02 14:25 | modify | 13 | 0.10 | 1.69148 | 1.69473 | 1.70448 | ||
55 | 2023.05.03 06:59 | buy | 15 | 0.10 | 1.70214 | 0.00000 | 0.00000 | ||
56 | 2023.05.03 06:59 | modify | 15 | 0.10 | 1.70214 | 1.69603 | 1.70448 | ||
57 | 2023.05.03 06:59 | modify | 14 | 0.10 | 1.69675 | 1.69603 | 1.70448 | ||
58 | 2023.05.03 06:59 | modify | 13 | 0.10 | 1.69148 | 1.69603 | 1.70448 | ||
59 | 2023.05.03 08:15 | t/p | 13 | 0.10 | 1.70448 | 1.69603 | 1.70448 | 95.57 | 10495.08 |
60 | 2023.05.03 08:15 | t/p | 14 | 0.10 | 1.70448 | 1.69603 | 1.70448 | 56.84 | 10551.92 |
61 | 2023.05.03 08:15 | t/p | 15 | 0.10 | 1.70448 | 1.69603 | 1.70448 | 17.24 | 10569.16 |
62 | 2023.10.13 17:00 | buy | 16 | 0.10 | 1.65755 | 0.00000 | 0.00000 | ||
63 | 2023.10.13 17:00 | modify | 16 | 0.10 | 1.65755 | 1.64255 | 1.67055 | ||
64 | 2023.10.16 07:50 | buy | 17 | 0.10 | 1.66216 | 0.00000 | 0.00000 | ||
65 | 2023.10.16 07:50 | modify | 17 | 0.10 | 1.66216 | 1.66015 | 1.67055 | ||
66 | 2023.10.16 07:50 | modify | 16 | 0.10 | 1.65755 | 1.66015 | 1.67055 | ||
67 | 2023.10.16 08:15 | s/l | 16 | 0.10 | 1.66015 | 1.66015 | 1.67055 | 19.04 | 10588.20 |
68 | 2023.10.16 08:15 | s/l | 17 | 0.10 | 1.66015 | 1.66015 | 1.67055 | -14.81 | 10573.39 |
69 | 2023.11.03 17:00 | sell | 18 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
70 | 2023.11.03 17:00 | modify | 18 | 0.10 | 1.69075 | 1.70575 | 1.67775 | ||
71 | 2023.11.10 04:37 | sell | 19 | 0.10 | 1.68618 | 0.00000 | 0.00000 | ||
72 | 2023.11.10 04:37 | modify | 19 | 0.10 | 1.68618 | 1.68815 | 1.67775 | ||
73 | 2023.11.10 04:37 | modify | 18 | 0.10 | 1.69075 | 1.68815 | 1.67775 | ||
74 | 2023.11.10 07:02 | s/l | 18 | 0.10 | 1.68815 | 1.68815 | 1.67775 | 16.85 | 10590.24 |
75 | 2023.11.10 07:02 | s/l | 19 | 0.10 | 1.68815 | 1.68815 | 1.67775 | -14.50 | 10575.74 |
76 | 2023.11.14 16:00 | sell | 20 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
77 | 2023.11.14 16:00 | modify | 20 | 0.10 | 1.70959 | 1.72459 | 1.69659 | ||
78 | 2023.11.15 12:33 | sell | 21 | 0.10 | 1.70474 | 0.00000 | 0.00000 | ||
79 | 2023.11.15 12:33 | modify | 21 | 0.10 | 1.70474 | 1.70699 | 1.69659 | ||
80 | 2023.11.15 12:33 | modify | 20 | 0.10 | 1.70959 | 1.70699 | 1.69659 | ||
81 | 2023.11.15 12:40 | sell | 22 | 0.10 | 1.70419 | 0.00000 | 0.00000 | ||
82 | 2023.11.15 12:40 | modify | 22 | 0.10 | 1.70419 | 1.70634 | 1.69659 | ||
83 | 2023.11.15 12:40 | modify | 21 | 0.10 | 1.70474 | 1.70634 | 1.69659 | ||
84 | 2023.11.15 12:40 | modify | 20 | 0.10 | 1.70959 | 1.70634 | 1.69659 | ||
85 | 2023.11.15 16:45 | sell | 23 | 0.10 | 1.69905 | 0.00000 | 0.00000 | ||
86 | 2023.11.15 16:45 | modify | 23 | 0.10 | 1.69905 | 1.70504 | 1.69659 | ||
87 | 2023.11.15 16:45 | modify | 22 | 0.10 | 1.70419 | 1.70504 | 1.69659 | ||
88 | 2023.11.15 16:45 | modify | 21 | 0.10 | 1.70474 | 1.70504 | 1.69659 | ||
89 | 2023.11.15 16:45 | modify | 20 | 0.10 | 1.70959 | 1.70504 | 1.69659 | ||
90 | 2023.11.16 07:46 | t/p | 20 | 0.10 | 1.69659 | 1.70504 | 1.69659 | 94.34 | 10670.08 |
91 | 2023.11.16 07:46 | t/p | 21 | 0.10 | 1.69659 | 1.70504 | 1.69659 | 58.99 | 10729.06 |
92 | 2023.11.16 07:46 | t/p | 22 | 0.10 | 1.69659 | 1.70504 | 1.69659 | 54.94 | 10784.00 |
93 | 2023.11.16 07:46 | t/p | 23 | 0.10 | 1.69659 | 1.70504 | 1.69659 | 17.13 | 10801.13 |