Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 23:00 (2022.12.01 - 2023.12.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 6560 | Ticks modelled | 24898064 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 470.20 | Gross profit | 587.71 | Gross loss | -117.51 |
Profit factor | 5.00 | Expected payoff | 20.44 | ||
Absolute drawdown | 53.32 | Maximal drawdown | 149.20 (1.43%) | Relative drawdown | 1.43% (149.20) |
Total trades | 23 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 11 (63.64%) |
Profit trades (% of total) | 14 (60.87%) | Loss trades (% of total) | 9 (39.13%) | ||
Largest | profit trade | 95.57 | loss trade | -15.08 | |
Average | profit trade | 41.98 | loss trade | -13.06 | |
Maximum | consecutive wins (profit in money) | 5 (257.59) | consecutive losses (loss in money) | 2 (-25.01) | |
Maximal | consecutive profit (count of wins) | 257.59 (5) | consecutive loss (count of losses) | -25.01 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | 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 20:40 | sell | 2 | 0.10 | 1.65808 | 0.00000 | 0.00000 | ||
4 | 2023.01.20 20:40 | modify | 2 | 0.10 | 1.65808 | 1.66003 | 1.64963 | ||
5 | 2023.01.20 20:40 | modify | 1 | 0.10 | 1.66263 | 1.66003 | 1.64963 | ||
6 | 2023.01.22 22:41 | sell | 3 | 0.10 | 1.65735 | 0.00000 | 0.00000 | ||
7 | 2023.01.22 22:41 | modify | 3 | 0.10 | 1.65735 | 1.65938 | 1.64963 | ||
8 | 2023.01.22 22:41 | modify | 2 | 0.10 | 1.65808 | 1.65938 | 1.64963 | ||
9 | 2023.01.22 22:41 | modify | 1 | 0.10 | 1.66263 | 1.65938 | 1.64963 | ||
10 | 2023.01.22 22:46 | s/l | 1 | 0.10 | 1.65938 | 1.65938 | 1.64963 | 22.61 | 10022.61 |
11 | 2023.01.22 22:46 | s/l | 2 | 0.10 | 1.65938 | 1.65938 | 1.64963 | -9.57 | 10013.04 |
12 | 2023.01.22 22:46 | s/l | 3 | 0.10 | 1.65938 | 1.65938 | 1.64963 | -14.94 | 9998.10 |
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 13:30 | sell | 5 | 0.10 | 1.65514 | 0.00000 | 0.00000 | ||
16 | 2023.01.26 13:30 | modify | 5 | 0.10 | 1.65514 | 1.65714 | 1.64674 | ||
17 | 2023.01.26 13:30 | modify | 4 | 0.10 | 1.65974 | 1.65714 | 1.64674 | ||
18 | 2023.01.26 13:30 | sell | 6 | 0.10 | 1.65444 | 0.00000 | 0.00000 | ||
19 | 2023.01.26 13:30 | modify | 6 | 0.10 | 1.65444 | 1.65649 | 1.64674 | ||
20 | 2023.01.26 13:30 | modify | 5 | 0.10 | 1.65514 | 1.65649 | 1.64674 | ||
21 | 2023.01.26 13:30 | modify | 4 | 0.10 | 1.65974 | 1.65649 | 1.64674 | ||
22 | 2023.01.26 13:34 | s/l | 4 | 0.10 | 1.65649 | 1.65649 | 1.64674 | 22.94 | 10021.04 |
23 | 2023.01.26 13:34 | s/l | 5 | 0.10 | 1.65649 | 1.65649 | 1.64674 | -9.93 | 10011.11 |
24 | 2023.01.26 13:34 | s/l | 6 | 0.10 | 1.65649 | 1.65649 | 1.64674 | -15.08 | 9996.03 |
25 | 2023.01.31 17:00 | buy | 7 | 0.10 | 1.64336 | 0.00000 | 0.00000 | ||
26 | 2023.01.31 17:00 | modify | 7 | 0.10 | 1.64336 | 1.62836 | 1.65636 | ||
27 | 2023.02.01 19:48 | buy | 8 | 0.10 | 1.64791 | 0.00000 | 0.00000 | ||
28 | 2023.02.01 19:48 | modify | 8 | 0.10 | 1.64791 | 1.64596 | 1.65636 | ||
29 | 2023.02.01 19:48 | modify | 7 | 0.10 | 1.64336 | 1.64596 | 1.65636 | ||
30 | 2023.02.01 19:52 | s/l | 7 | 0.10 | 1.64596 | 1.64596 | 1.65636 | 19.03 | 10015.06 |
31 | 2023.02.01 19:52 | s/l | 8 | 0.10 | 1.64596 | 1.64596 | 1.65636 | -14.37 | 10000.69 |
32 | 2023.02.10 21:00 | buy | 9 | 0.10 | 1.60899 | 0.00000 | 0.00000 | ||
33 | 2023.02.10 21:00 | modify | 9 | 0.10 | 1.60899 | 1.59399 | 1.62199 | ||
34 | 2023.02.13 12:32 | buy | 10 | 0.10 | 1.61355 | 0.00000 | 0.00000 | ||
35 | 2023.02.13 12:32 | modify | 10 | 0.10 | 1.61355 | 1.61159 | 1.62199 | ||
36 | 2023.02.13 12:32 | modify | 9 | 0.10 | 1.60899 | 1.61159 | 1.62199 | ||
37 | 2023.02.13 12:33 | buy | 11 | 0.10 | 1.61421 | 0.00000 | 0.00000 | ||
38 | 2023.02.13 12:33 | modify | 11 | 0.10 | 1.61421 | 1.61224 | 1.62199 | ||
39 | 2023.02.13 12:33 | modify | 10 | 0.10 | 1.61355 | 1.61224 | 1.62199 | ||
40 | 2023.02.13 12:33 | modify | 9 | 0.10 | 1.60899 | 1.61224 | 1.62199 | ||
41 | 2023.02.13 15:51 | buy | 12 | 0.10 | 1.61941 | 0.00000 | 0.00000 | ||
42 | 2023.02.13 15:51 | modify | 12 | 0.10 | 1.61941 | 1.61354 | 1.62199 | ||
43 | 2023.02.13 15:51 | modify | 11 | 0.10 | 1.61421 | 1.61354 | 1.62199 | ||
44 | 2023.02.13 15:51 | modify | 10 | 0.10 | 1.61355 | 1.61354 | 1.62199 | ||
45 | 2023.02.13 15:51 | modify | 9 | 0.10 | 1.60899 | 1.61354 | 1.62199 | ||
46 | 2023.02.14 07:02 | t/p | 9 | 0.10 | 1.62199 | 1.61354 | 1.62199 | 95.57 | 10096.25 |
47 | 2023.02.14 07:02 | t/p | 10 | 0.10 | 1.62199 | 1.61354 | 1.62199 | 62.08 | 10158.34 |
48 | 2023.02.14 07:02 | t/p | 11 | 0.10 | 1.62199 | 1.61354 | 1.62199 | 57.21 | 10215.55 |
49 | 2023.02.14 07:02 | t/p | 12 | 0.10 | 1.62199 | 1.61354 | 1.62199 | 18.89 | 10234.44 |
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 14:05 | buy | 14 | 0.10 | 1.69609 | 0.00000 | 0.00000 | ||
53 | 2023.05.02 14:05 | modify | 14 | 0.10 | 1.69609 | 1.69408 | 1.70448 | ||
54 | 2023.05.02 14:05 | modify | 13 | 0.10 | 1.69148 | 1.69408 | 1.70448 | ||
55 | 2023.05.02 14:06 | buy | 15 | 0.10 | 1.69674 | 0.00000 | 0.00000 | ||
56 | 2023.05.02 14:06 | modify | 15 | 0.10 | 1.69674 | 1.69473 | 1.70448 | ||
57 | 2023.05.02 14:06 | modify | 14 | 0.10 | 1.69609 | 1.69473 | 1.70448 | ||
58 | 2023.05.02 14:06 | modify | 13 | 0.10 | 1.69148 | 1.69473 | 1.70448 | ||
59 | 2023.05.02 14:17 | s/l | 13 | 0.10 | 1.69473 | 1.69473 | 1.70448 | 23.83 | 10258.27 |
60 | 2023.05.02 14:17 | s/l | 14 | 0.10 | 1.69473 | 1.69473 | 1.70448 | -10.02 | 10248.25 |
61 | 2023.05.02 14:17 | s/l | 15 | 0.10 | 1.69473 | 1.69473 | 1.70448 | -14.81 | 10233.44 |
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 07:48 | buy | 17 | 0.10 | 1.66210 | 0.00000 | 0.00000 | ||
65 | 2023.10.16 07:48 | modify | 17 | 0.10 | 1.66210 | 1.66015 | 1.67055 | ||
66 | 2023.10.16 07:48 | modify | 16 | 0.10 | 1.65755 | 1.66015 | 1.67055 | ||
67 | 2023.10.16 08:09 | s/l | 16 | 0.10 | 1.66015 | 1.66015 | 1.67055 | 19.04 | 10252.49 |
68 | 2023.10.16 08:09 | s/l | 17 | 0.10 | 1.66015 | 1.66015 | 1.67055 | -14.37 | 10238.12 |
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 | 1.68619 | 0.00000 | 0.00000 | ||
72 | 2023.11.10 04:37 | modify | 19 | 0.10 | 1.68619 | 1.68815 | 1.67775 | ||
73 | 2023.11.10 04:37 | modify | 18 | 0.10 | 1.69075 | 1.68815 | 1.67775 | ||
74 | 2023.11.10 07:00 | s/l | 18 | 0.10 | 1.68815 | 1.68815 | 1.67775 | 16.85 | 10254.96 |
75 | 2023.11.10 07:00 | s/l | 19 | 0.10 | 1.68815 | 1.68815 | 1.67775 | -14.42 | 10240.54 |
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 | 1.70503 | 0.00000 | 0.00000 | ||
79 | 2023.11.15 12:33 | modify | 21 | 0.10 | 1.70503 | 1.70699 | 1.69659 | ||
80 | 2023.11.15 12:33 | modify | 20 | 0.10 | 1.70959 | 1.70699 | 1.69659 | ||
81 | 2023.11.15 12:45 | sell | 22 | 0.10 | 1.70437 | 0.00000 | 0.00000 | ||
82 | 2023.11.15 12:45 | modify | 22 | 0.10 | 1.70437 | 1.70634 | 1.69659 | ||
83 | 2023.11.15 12:45 | modify | 21 | 0.10 | 1.70503 | 1.70634 | 1.69659 | ||
84 | 2023.11.15 12:45 | modify | 20 | 0.10 | 1.70959 | 1.70634 | 1.69659 | ||
85 | 2023.11.15 14:52 | sell | 23 | 0.10 | 1.69916 | 0.00000 | 0.00000 | ||
86 | 2023.11.15 14:52 | modify | 23 | 0.10 | 1.69916 | 1.70504 | 1.69659 | ||
87 | 2023.11.15 14:52 | modify | 22 | 0.10 | 1.70437 | 1.70504 | 1.69659 | ||
88 | 2023.11.15 14:52 | modify | 21 | 0.10 | 1.70503 | 1.70504 | 1.69659 | ||
89 | 2023.11.15 14:52 | 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 | 10334.88 |
91 | 2023.11.16 07:46 | t/p | 21 | 0.10 | 1.69659 | 1.70504 | 1.69659 | 61.12 | 10396.00 |
92 | 2023.11.16 07:46 | t/p | 22 | 0.10 | 1.69659 | 1.70504 | 1.69659 | 56.27 | 10452.27 |
93 | 2023.11.16 07:46 | t/p | 23 | 0.10 | 1.69659 | 1.70504 | 1.69659 | 17.94 | 10470.20 |