Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 2619 | Ticks modelled | 79897 | Modelling quality | n/a |
Mismatched charts errors | 24 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 701.82 | Gross profit | 791.11 | Gross loss | -89.29 |
Profit factor | 8.86 | Expected payoff | 35.09 | ||
Absolute drawdown | 36.71 | Maximal drawdown | 226.42 (2.17%) | Relative drawdown | 2.17% (226.42) |
Total trades | 20 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 3 (100.00%) |
Profit trades (% of total) | 14 (70.00%) | Loss trades (% of total) | 6 (30.00%) | ||
Largest | profit trade | 110.31 | loss trade | -18.24 | |
Average | profit trade | 56.51 | loss trade | -14.88 | |
Maximum | consecutive wins (profit in money) | 12 (704.45) | consecutive losses (loss in money) | 2 (-30.56) | |
Maximal | consecutive profit (count of wins) | 704.45 (12) | consecutive loss (count of losses) | -30.56 (2) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.19 08:00 | sell | 1 | 0.10 | 1.66472 | 0.00000 | 0.00000 | ||
2 | 2023.01.19 08:00 | modify | 1 | 0.10 | 1.66472 | 1.67872 | 1.64972 | ||
3 | 2023.01.23 08:55 | sell | 2 | 0.10 | 1.65619 | 0.00000 | 0.00000 | ||
4 | 2023.01.23 08:55 | modify | 2 | 0.10 | 1.65619 | 1.65872 | 1.64972 | ||
5 | 2023.01.23 08:55 | modify | 1 | 0.10 | 1.66472 | 1.65872 | 1.64972 | ||
6 | 2023.01.23 14:30 | sell | 3 | 0.10 | 1.65338 | 0.00000 | 0.00000 | ||
7 | 2023.01.23 14:30 | modify | 3 | 0.10 | 1.65338 | 1.65947 | 1.64972 | ||
8 | 2023.01.23 14:30 | modify | 2 | 0.10 | 1.65619 | 1.65947 | 1.64972 | ||
9 | 2023.01.23 14:30 | modify | 1 | 0.10 | 1.66472 | 1.65947 | 1.64972 | ||
10 | 2023.01.24 08:20 | sell | 4 | 0.10 | 1.65692 | 0.00000 | 0.00000 | ||
11 | 2023.01.24 08:20 | modify | 4 | 0.10 | 1.65692 | 1.66397 | 1.64972 | ||
12 | 2023.01.24 08:25 | modify | 4 | 0.10 | 1.65692 | 1.65947 | 1.64972 | ||
13 | 2023.01.24 09:40 | t/p | 1 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 109.38 | 10109.38 |
14 | 2023.01.24 09:40 | t/p | 2 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 47.28 | 10156.65 |
15 | 2023.01.24 09:40 | t/p | 3 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 26.60 | 10183.25 |
16 | 2023.01.24 09:40 | t/p | 4 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 52.97 | 10236.22 |
17 | 2023.02.22 08:00 | sell | 5 | 0.10 | 1.64013 | 0.00000 | 0.00000 | ||
18 | 2023.02.22 08:00 | modify | 5 | 0.10 | 1.64013 | 1.65413 | 1.62513 | ||
19 | 2023.02.22 17:15 | sell | 6 | 0.10 | 1.63254 | 0.00000 | 0.00000 | ||
20 | 2023.02.22 17:15 | modify | 6 | 0.10 | 1.63254 | 1.63938 | 1.62513 | ||
21 | 2023.02.22 17:15 | modify | 5 | 0.10 | 1.64013 | 1.63938 | 1.62513 | ||
22 | 2023.02.22 21:40 | sell | 7 | 0.10 | 1.63162 | 0.00000 | 0.00000 | ||
23 | 2023.02.22 21:40 | modify | 7 | 0.10 | 1.63162 | 1.63413 | 1.62513 | ||
24 | 2023.02.22 21:40 | modify | 6 | 0.10 | 1.63254 | 1.63413 | 1.62513 | ||
25 | 2023.02.22 21:40 | modify | 5 | 0.10 | 1.64013 | 1.63413 | 1.62513 | ||
26 | 2023.02.23 08:50 | sell | 8 | 0.10 | 1.62878 | 0.00000 | 0.00000 | ||
27 | 2023.02.23 08:50 | modify | 8 | 0.10 | 1.62878 | 1.63488 | 1.62513 | ||
28 | 2023.02.23 08:50 | modify | 7 | 0.10 | 1.63162 | 1.63488 | 1.62513 | ||
29 | 2023.02.23 08:50 | modify | 6 | 0.10 | 1.63254 | 1.63488 | 1.62513 | ||
30 | 2023.02.23 08:50 | modify | 5 | 0.10 | 1.64013 | 1.63488 | 1.62513 | ||
31 | 2023.02.24 21:30 | t/p | 5 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 109.05 | 10345.27 |
32 | 2023.02.24 21:30 | t/p | 6 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 53.22 | 10398.49 |
33 | 2023.02.24 21:30 | t/p | 7 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 46.45 | 10444.94 |
34 | 2023.02.24 21:30 | t/p | 8 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 26.53 | 10471.46 |
35 | 2023.04.17 08:00 | buy | 9 | 0.10 | 1.65826 | 0.00000 | 0.00000 | ||
36 | 2023.04.17 08:00 | modify | 9 | 0.10 | 1.65826 | 1.64426 | 1.67326 | ||
37 | 2023.04.18 11:40 | buy | 10 | 0.10 | 1.66580 | 0.00000 | 0.00000 | ||
38 | 2023.04.18 11:40 | modify | 10 | 0.10 | 1.66580 | 1.65901 | 1.67326 | ||
39 | 2023.04.18 11:40 | modify | 9 | 0.10 | 1.65826 | 1.65901 | 1.67326 | ||
40 | 2023.04.19 08:45 | buy | 11 | 0.10 | 1.66978 | 0.00000 | 0.00000 | ||
41 | 2023.04.19 08:45 | modify | 11 | 0.10 | 1.66978 | 1.66351 | 1.67326 | ||
42 | 2023.04.19 08:45 | modify | 10 | 0.10 | 1.66580 | 1.66351 | 1.67326 | ||
43 | 2023.04.19 08:45 | modify | 9 | 0.10 | 1.65826 | 1.66351 | 1.67326 | ||
44 | 2023.04.19 14:05 | t/p | 9 | 0.10 | 1.67326 | 1.66351 | 1.67326 | 110.31 | 10581.77 |
45 | 2023.04.19 14:05 | t/p | 10 | 0.10 | 1.67326 | 1.66351 | 1.67326 | 54.85 | 10636.62 |
46 | 2023.04.19 14:05 | t/p | 11 | 0.10 | 1.67326 | 1.66351 | 1.67326 | 25.64 | 10662.26 |
47 | 2023.04.26 16:00 | sell | 12 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
48 | 2023.04.26 16:00 | modify | 12 | 0.10 | 1.69805 | 1.71205 | 1.68305 | ||
49 | 2023.05.01 17:00 | sell | 13 | 0.10 | 1.69045 | 0.00000 | 0.00000 | ||
50 | 2023.05.01 17:00 | modify | 13 | 0.10 | 1.69045 | 1.69730 | 1.68305 | ||
51 | 2023.05.01 17:00 | modify | 12 | 0.10 | 1.69805 | 1.69730 | 1.68305 | ||
52 | 2023.05.02 06:15 | sell | 14 | 0.10 | 1.68971 | 0.00000 | 0.00000 | ||
53 | 2023.05.02 06:15 | modify | 14 | 0.10 | 1.68971 | 1.69205 | 1.68305 | ||
54 | 2023.05.02 06:15 | modify | 13 | 0.10 | 1.69045 | 1.69205 | 1.68305 | ||
55 | 2023.05.02 06:15 | modify | 12 | 0.10 | 1.69805 | 1.69205 | 1.68305 | ||
56 | 2023.05.02 06:30 | s/l | 12 | 0.10 | 1.69205 | 1.69205 | 1.68305 | 42.19 | 10704.45 |
57 | 2023.05.02 06:30 | s/l | 13 | 0.10 | 1.69205 | 1.69205 | 1.68305 | -12.09 | 10692.36 |
58 | 2023.05.02 06:30 | s/l | 14 | 0.10 | 1.69205 | 1.69205 | 1.68305 | -17.22 | 10675.14 |
59 | 2023.07.07 16:00 | sell | 15 | 0.10 | 1.70549 | 0.00000 | 0.00000 | ||
60 | 2023.07.07 16:00 | modify | 15 | 0.10 | 1.70549 | 1.71949 | 1.69049 | ||
61 | 2023.07.10 11:30 | sell | 16 | 0.10 | 1.69797 | 0.00000 | 0.00000 | ||
62 | 2023.07.10 11:30 | modify | 16 | 0.10 | 1.69797 | 1.70474 | 1.69049 | ||
63 | 2023.07.10 11:30 | modify | 15 | 0.10 | 1.70549 | 1.70474 | 1.69049 | ||
64 | 2023.07.10 11:40 | sell | 17 | 0.10 | 1.69701 | 0.00000 | 0.00000 | ||
65 | 2023.07.10 11:40 | modify | 17 | 0.10 | 1.69701 | 1.69949 | 1.69049 | ||
66 | 2023.07.10 11:40 | modify | 16 | 0.10 | 1.69797 | 1.69949 | 1.69049 | ||
67 | 2023.07.10 11:40 | modify | 15 | 0.10 | 1.70549 | 1.69949 | 1.69049 | ||
68 | 2023.07.10 13:40 | s/l | 15 | 0.10 | 1.69949 | 1.69949 | 1.69049 | 43.82 | 10718.95 |
69 | 2023.07.10 13:40 | s/l | 16 | 0.10 | 1.69949 | 1.69949 | 1.69049 | -11.18 | 10707.77 |
70 | 2023.07.10 13:40 | s/l | 17 | 0.10 | 1.69949 | 1.69949 | 1.69049 | -18.24 | 10689.53 |
71 | 2023.11.21 08:00 | sell | 18 | 0.10 | 1.71857 | 0.00000 | 0.00000 | ||
72 | 2023.11.21 08:00 | modify | 18 | 0.10 | 1.71857 | 1.73257 | 1.70357 | ||
73 | 2023.11.22 18:15 | sell | 19 | 0.10 | 1.71024 | 0.00000 | 0.00000 | ||
74 | 2023.11.22 18:15 | modify | 19 | 0.10 | 1.71024 | 1.71257 | 1.70357 | ||
75 | 2023.11.22 18:15 | modify | 18 | 0.10 | 1.71857 | 1.71257 | 1.70357 | ||
76 | 2023.11.22 19:15 | sell | 20 | 0.10 | 1.71101 | 0.00000 | 0.00000 | ||
77 | 2023.11.22 19:15 | modify | 20 | 0.10 | 1.71101 | 1.71782 | 1.70357 | ||
78 | 2023.11.22 19:20 | modify | 20 | 0.10 | 1.71101 | 1.71257 | 1.70357 | ||
79 | 2023.11.23 08:40 | s/l | 18 | 0.10 | 1.71257 | 1.71257 | 1.70357 | 42.84 | 10732.37 |
80 | 2023.11.23 08:40 | s/l | 19 | 0.10 | 1.71257 | 1.71257 | 1.70357 | -18.11 | 10714.26 |
81 | 2023.11.23 08:40 | s/l | 20 | 0.10 | 1.71257 | 1.71257 | 1.70357 | -12.44 | 10701.82 |