Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.01.01 23:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; 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; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 7222 | Ticks modelled | 157124 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 805.08 | Gross profit | 1292.13 | Gross loss | -487.05 |
Profit factor | 2.65 | Expected payoff | 20.64 | ||
Absolute drawdown | 4.74 | Maximal drawdown | 273.35 (2.55%) | Relative drawdown | 2.55% (273.35) |
Total trades | 39 | Short positions (won %) | 19 (57.89%) | Long positions (won %) | 20 (70.00%) |
Profit trades (% of total) | 25 (64.10%) | Loss trades (% of total) | 14 (35.90%) | ||
Largest | profit trade | 111.10 | loss trade | -82.19 | |
Average | profit trade | 51.69 | loss trade | -34.79 | |
Maximum | consecutive wins (profit in money) | 5 (286.99) | consecutive losses (loss in money) | 3 (-121.51) | |
Maximal | consecutive profit (count of wins) | 286.99 (5) | consecutive loss (count of losses) | -121.51 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 03:00 | sell | 1 | 0.10 | 1.63966 | 0.00000 | 0.00000 | ||
2 | 2023.01.03 03:00 | modify | 1 | 0.10 | 1.63966 | 1.65066 | 1.62466 | ||
3 | 2023.01.03 07:00 | sell | 2 | 0.10 | 1.63441 | 0.00000 | 0.00000 | ||
4 | 2023.01.03 07:00 | modify | 2 | 0.10 | 1.63441 | 1.63741 | 1.62466 | ||
5 | 2023.01.03 07:00 | modify | 1 | 0.10 | 1.63966 | 1.63741 | 1.62466 | ||
6 | 2023.01.03 07:40 | sell | 3 | 0.10 | 1.63130 | 0.00000 | 0.00000 | ||
7 | 2023.01.03 07:40 | modify | 3 | 0.10 | 1.63130 | 1.63516 | 1.62466 | ||
8 | 2023.01.03 07:40 | modify | 2 | 0.10 | 1.63441 | 1.63516 | 1.62466 | ||
9 | 2023.01.03 07:40 | modify | 1 | 0.10 | 1.63966 | 1.63516 | 1.62466 | ||
10 | 2023.01.03 07:50 | sell | 4 | 0.10 | 1.62765 | 0.00000 | 0.00000 | ||
11 | 2023.01.03 07:50 | modify | 4 | 0.10 | 1.62765 | 1.63066 | 1.62466 | ||
12 | 2023.01.03 07:50 | modify | 3 | 0.10 | 1.63130 | 1.63066 | 1.62466 | ||
13 | 2023.01.03 07:50 | modify | 2 | 0.10 | 1.63441 | 1.63066 | 1.62466 | ||
14 | 2023.01.03 07:50 | modify | 1 | 0.10 | 1.63966 | 1.63066 | 1.62466 | ||
15 | 2023.01.03 08:20 | t/p | 1 | 0.10 | 1.62466 | 1.63066 | 1.62466 | 111.10 | 10111.10 |
16 | 2023.01.03 08:20 | t/p | 2 | 0.10 | 1.62466 | 1.63066 | 1.62466 | 72.22 | 10183.32 |
17 | 2023.01.03 08:20 | t/p | 3 | 0.10 | 1.62466 | 1.63066 | 1.62466 | 49.18 | 10232.50 |
18 | 2023.01.03 08:20 | t/p | 4 | 0.10 | 1.62466 | 1.63066 | 1.62466 | 22.15 | 10254.65 |
19 | 2023.01.25 19:00 | sell | 5 | 0.10 | 1.65974 | 0.00000 | 0.00000 | ||
20 | 2023.01.25 19:00 | modify | 5 | 0.10 | 1.65974 | 1.67074 | 1.64474 | ||
21 | 2023.01.26 14:32 | sell | 6 | 0.10 | 1.65125 | 0.00000 | 0.00000 | ||
22 | 2023.01.26 14:32 | modify | 6 | 0.10 | 1.65125 | 1.65524 | 1.64474 | ||
23 | 2023.01.26 14:32 | modify | 5 | 0.10 | 1.65974 | 1.65524 | 1.64474 | ||
24 | 2023.01.26 18:17 | sell | 7 | 0.10 | 1.65445 | 0.00000 | 0.00000 | ||
25 | 2023.01.26 18:17 | modify | 7 | 0.10 | 1.65445 | 1.65749 | 1.64474 | ||
26 | 2023.01.26 18:20 | s/l | 5 | 0.10 | 1.65524 | 1.65524 | 1.64474 | 32.34 | 10286.99 |
27 | 2023.01.26 18:20 | s/l | 6 | 0.10 | 1.65524 | 1.65524 | 1.64474 | -29.55 | 10257.44 |
28 | 2023.01.26 18:20 | close | 7 | 0.10 | 1.65580 | 1.65749 | 1.64474 | -10.00 | 10247.44 |
29 | 2023.01.31 17:00 | buy | 8 | 0.10 | 1.64336 | 0.00000 | 0.00000 | ||
30 | 2023.01.31 17:00 | modify | 8 | 0.10 | 1.64336 | 1.63236 | 1.65836 | ||
31 | 2023.02.02 12:20 | s/l | 8 | 0.10 | 1.63236 | 1.63236 | 1.65836 | -81.96 | 10165.49 |
32 | 2023.02.10 19:00 | buy | 9 | 0.10 | 1.61107 | 0.00000 | 0.00000 | ||
33 | 2023.02.10 19:00 | modify | 9 | 0.10 | 1.61107 | 1.60007 | 1.62607 | ||
34 | 2023.02.13 13:32 | buy | 10 | 0.10 | 1.61634 | 0.00000 | 0.00000 | ||
35 | 2023.02.13 13:32 | modify | 10 | 0.10 | 1.61634 | 1.61332 | 1.62607 | ||
36 | 2023.02.13 13:32 | modify | 9 | 0.10 | 1.61107 | 1.61332 | 1.62607 | ||
37 | 2023.02.13 15:45 | buy | 11 | 0.10 | 1.61961 | 0.00000 | 0.00000 | ||
38 | 2023.02.13 15:45 | modify | 11 | 0.10 | 1.61961 | 1.61557 | 1.62607 | ||
39 | 2023.02.13 15:45 | modify | 10 | 0.10 | 1.61634 | 1.61557 | 1.62607 | ||
40 | 2023.02.13 15:45 | modify | 9 | 0.10 | 1.61107 | 1.61557 | 1.62607 | ||
41 | 2023.02.14 08:40 | buy | 12 | 0.10 | 1.62314 | 0.00000 | 0.00000 | ||
42 | 2023.02.14 08:40 | modify | 12 | 0.10 | 1.62314 | 1.62007 | 1.62607 | ||
43 | 2023.02.14 08:40 | modify | 11 | 0.10 | 1.61961 | 1.62007 | 1.62607 | ||
44 | 2023.02.14 08:40 | modify | 10 | 0.10 | 1.61634 | 1.62007 | 1.62607 | ||
45 | 2023.02.14 08:40 | modify | 9 | 0.10 | 1.61107 | 1.62007 | 1.62607 | ||
46 | 2023.02.14 10:10 | t/p | 9 | 0.10 | 1.62607 | 1.62007 | 1.62607 | 110.87 | 10276.36 |
47 | 2023.02.14 10:10 | t/p | 10 | 0.10 | 1.62607 | 1.62007 | 1.62607 | 71.96 | 10348.32 |
48 | 2023.02.14 10:10 | t/p | 11 | 0.10 | 1.62607 | 1.62007 | 1.62607 | 47.74 | 10396.06 |
49 | 2023.02.14 10:10 | t/p | 12 | 0.10 | 1.62607 | 1.62007 | 1.62607 | 21.71 | 10417.77 |
50 | 2023.02.21 15:00 | sell | 13 | 0.10 | 1.63207 | 0.00000 | 0.00000 | ||
51 | 2023.02.21 15:00 | modify | 13 | 0.10 | 1.63207 | 1.64307 | 1.61707 | ||
52 | 2023.02.23 09:20 | sell | 14 | 0.10 | 1.62676 | 0.00000 | 0.00000 | ||
53 | 2023.02.23 09:20 | modify | 14 | 0.10 | 1.62676 | 1.62982 | 1.61707 | ||
54 | 2023.02.23 09:20 | modify | 13 | 0.10 | 1.63207 | 1.62982 | 1.61707 | ||
55 | 2023.02.23 09:50 | s/l | 13 | 0.10 | 1.62982 | 1.62982 | 1.61707 | 15.34 | 10433.11 |
56 | 2023.02.23 09:50 | s/l | 14 | 0.10 | 1.62982 | 1.62982 | 1.61707 | -22.66 | 10410.45 |
57 | 2023.05.01 18:00 | buy | 15 | 0.10 | 1.69148 | 0.00000 | 0.00000 | ||
58 | 2023.05.01 18:00 | modify | 15 | 0.10 | 1.69148 | 1.68048 | 1.70648 | ||
59 | 2023.05.02 14:25 | buy | 16 | 0.10 | 1.69675 | 0.00000 | 0.00000 | ||
60 | 2023.05.02 14:25 | modify | 16 | 0.10 | 1.69675 | 1.69373 | 1.70648 | ||
61 | 2023.05.02 14:25 | modify | 15 | 0.10 | 1.69148 | 1.69373 | 1.70648 | ||
62 | 2023.05.02 14:45 | buy | 17 | 0.10 | 1.69981 | 0.00000 | 0.00000 | ||
63 | 2023.05.02 14:45 | modify | 17 | 0.10 | 1.69981 | 1.69598 | 1.70648 | ||
64 | 2023.05.02 14:45 | modify | 16 | 0.10 | 1.69675 | 1.69598 | 1.70648 | ||
65 | 2023.05.02 14:45 | modify | 15 | 0.10 | 1.69148 | 1.69598 | 1.70648 | ||
66 | 2023.05.03 07:35 | buy | 18 | 0.10 | 1.70352 | 0.00000 | 0.00000 | ||
67 | 2023.05.03 07:35 | modify | 18 | 0.10 | 1.70352 | 1.70048 | 1.70648 | ||
68 | 2023.05.03 07:35 | modify | 17 | 0.10 | 1.69981 | 1.70048 | 1.70648 | ||
69 | 2023.05.03 07:35 | modify | 16 | 0.10 | 1.69675 | 1.70048 | 1.70648 | ||
70 | 2023.05.03 07:35 | modify | 15 | 0.10 | 1.69148 | 1.70048 | 1.70648 | ||
71 | 2023.05.03 08:37 | t/p | 15 | 0.10 | 1.70648 | 1.70048 | 1.70648 | 110.87 | 10521.33 |
72 | 2023.05.03 08:37 | t/p | 16 | 0.10 | 1.70648 | 1.70048 | 1.70648 | 71.95 | 10593.28 |
73 | 2023.05.03 08:37 | t/p | 17 | 0.10 | 1.70648 | 1.70048 | 1.70648 | 49.28 | 10642.56 |
74 | 2023.05.03 08:37 | t/p | 18 | 0.10 | 1.70648 | 1.70048 | 1.70648 | 21.92 | 10664.48 |
75 | 2023.05.05 14:00 | buy | 19 | 0.10 | 1.69499 | 0.00000 | 0.00000 | ||
76 | 2023.05.05 14:00 | modify | 19 | 0.10 | 1.69499 | 1.68399 | 1.70999 | ||
77 | 2023.05.11 10:50 | s/l | 19 | 0.10 | 1.68399 | 1.68399 | 1.70999 | -82.19 | 10582.28 |
78 | 2023.05.19 17:00 | sell | 20 | 0.10 | 1.68263 | 0.00000 | 0.00000 | ||
79 | 2023.05.19 17:00 | modify | 20 | 0.10 | 1.68263 | 1.69363 | 1.66763 | ||
80 | 2023.05.22 21:20 | sell | 21 | 0.10 | 1.67714 | 0.00000 | 0.00000 | ||
81 | 2023.05.22 21:20 | modify | 21 | 0.10 | 1.67714 | 1.68038 | 1.66763 | ||
82 | 2023.05.22 21:20 | modify | 20 | 0.10 | 1.68263 | 1.68038 | 1.66763 | ||
83 | 2023.05.23 12:15 | sell | 22 | 0.10 | 1.67410 | 0.00000 | 0.00000 | ||
84 | 2023.05.23 12:15 | modify | 22 | 0.10 | 1.67410 | 1.67813 | 1.66763 | ||
85 | 2023.05.23 12:15 | modify | 21 | 0.10 | 1.67714 | 1.67813 | 1.66763 | ||
86 | 2023.05.23 12:15 | modify | 20 | 0.10 | 1.68263 | 1.67813 | 1.66763 | ||
87 | 2023.05.23 13:45 | s/l | 20 | 0.10 | 1.67813 | 1.67813 | 1.66763 | 32.67 | 10614.96 |
88 | 2023.05.23 13:45 | s/l | 21 | 0.10 | 1.67813 | 1.67813 | 1.66763 | -7.66 | 10607.30 |
89 | 2023.05.23 13:45 | s/l | 22 | 0.10 | 1.67813 | 1.67813 | 1.66763 | -29.85 | 10577.45 |
90 | 2023.07.18 18:00 | buy | 23 | 0.10 | 1.71972 | 0.00000 | 0.00000 | ||
91 | 2023.07.18 18:00 | modify | 23 | 0.10 | 1.71972 | 1.70872 | 1.73472 | ||
92 | 2023.07.19 06:15 | s/l | 23 | 0.10 | 1.70872 | 1.70872 | 1.73472 | -81.60 | 10495.85 |
93 | 2023.07.24 10:00 | buy | 24 | 0.10 | 1.69292 | 0.00000 | 0.00000 | ||
94 | 2023.07.24 10:00 | modify | 24 | 0.10 | 1.69292 | 1.68192 | 1.70792 | ||
95 | 2023.07.25 16:40 | buy | 25 | 0.10 | 1.69830 | 0.00000 | 0.00000 | ||
96 | 2023.07.25 16:40 | modify | 25 | 0.10 | 1.69830 | 1.69517 | 1.70792 | ||
97 | 2023.07.25 16:40 | modify | 24 | 0.10 | 1.69292 | 1.69517 | 1.70792 | ||
98 | 2023.07.26 05:50 | buy | 26 | 0.10 | 1.70127 | 0.00000 | 0.00000 | ||
99 | 2023.07.26 05:50 | modify | 26 | 0.10 | 1.70127 | 1.69742 | 1.70792 | ||
100 | 2023.07.26 05:50 | modify | 25 | 0.10 | 1.69830 | 1.69742 | 1.70792 | ||
101 | 2023.07.26 05:50 | modify | 24 | 0.10 | 1.69292 | 1.69742 | 1.70792 | ||
102 | 2023.07.26 12:45 | t/p | 24 | 0.10 | 1.70792 | 1.69742 | 1.70792 | 110.87 | 10606.72 |
103 | 2023.07.26 12:45 | t/p | 25 | 0.10 | 1.70792 | 1.69742 | 1.70792 | 71.14 | 10677.86 |
104 | 2023.07.26 12:45 | t/p | 26 | 0.10 | 1.70792 | 1.69742 | 1.70792 | 49.26 | 10727.12 |
105 | 2023.08.02 15:00 | buy | 27 | 0.10 | 1.69321 | 0.00000 | 0.00000 | ||
106 | 2023.08.02 15:00 | modify | 27 | 0.10 | 1.69321 | 1.68221 | 1.70821 | ||
107 | 2023.08.02 17:25 | buy | 28 | 0.10 | 1.69865 | 0.00000 | 0.00000 | ||
108 | 2023.08.02 17:25 | modify | 28 | 0.10 | 1.69865 | 1.69546 | 1.70821 | ||
109 | 2023.08.02 17:25 | modify | 27 | 0.10 | 1.69321 | 1.69546 | 1.70821 | ||
110 | 2023.08.02 21:02 | s/l | 27 | 0.10 | 1.69546 | 1.69546 | 1.70821 | 16.66 | 10743.78 |
111 | 2023.08.02 21:02 | s/l | 28 | 0.10 | 1.69546 | 1.69546 | 1.70821 | -23.63 | 10720.15 |
112 | 2023.10.04 14:00 | sell | 29 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
113 | 2023.10.04 14:00 | modify | 29 | 0.10 | 1.66875 | 1.67975 | 1.65375 | ||
114 | 2023.10.06 13:12 | sell | 30 | 0.10 | 1.66329 | 0.00000 | 0.00000 | ||
115 | 2023.10.06 13:12 | modify | 30 | 0.10 | 1.66329 | 1.66650 | 1.65375 | ||
116 | 2023.10.06 13:12 | modify | 29 | 0.10 | 1.66875 | 1.66650 | 1.65375 | ||
117 | 2023.10.06 13:59 | s/l | 29 | 0.10 | 1.66650 | 1.66650 | 1.65375 | 15.35 | 10735.50 |
118 | 2023.10.06 13:59 | s/l | 30 | 0.10 | 1.66650 | 1.66650 | 1.65375 | -23.77 | 10711.73 |
119 | 2023.10.13 17:00 | buy | 31 | 0.10 | 1.65755 | 0.00000 | 0.00000 | ||
120 | 2023.10.13 17:00 | modify | 31 | 0.10 | 1.65755 | 1.64655 | 1.67255 | ||
121 | 2023.10.16 17:50 | buy | 32 | 0.10 | 1.66307 | 0.00000 | 0.00000 | ||
122 | 2023.10.16 17:50 | modify | 32 | 0.10 | 1.66307 | 1.65980 | 1.67255 | ||
123 | 2023.10.16 17:50 | modify | 31 | 0.10 | 1.65755 | 1.65980 | 1.67255 | ||
124 | 2023.10.16 21:16 | s/l | 31 | 0.10 | 1.65980 | 1.65980 | 1.67255 | 16.54 | 10728.27 |
125 | 2023.10.16 21:16 | s/l | 32 | 0.10 | 1.65980 | 1.65980 | 1.67255 | -24.22 | 10704.05 |
126 | 2023.11.03 17:00 | sell | 33 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
127 | 2023.11.03 17:00 | modify | 33 | 0.10 | 1.69075 | 1.70175 | 1.67575 | ||
128 | 2023.11.12 22:26 | sell | 34 | 0.10 | 1.68525 | 0.00000 | 0.00000 | ||
129 | 2023.11.12 22:26 | modify | 34 | 0.10 | 1.68525 | 1.68850 | 1.67575 | ||
130 | 2023.11.12 22:26 | modify | 33 | 0.10 | 1.69075 | 1.68850 | 1.67575 | ||
131 | 2023.11.13 00:40 | s/l | 33 | 0.10 | 1.68850 | 1.68850 | 1.67575 | 14.03 | 10718.08 |
132 | 2023.11.13 00:40 | s/l | 34 | 0.10 | 1.68850 | 1.68850 | 1.67575 | -24.40 | 10693.68 |
133 | 2023.11.15 16:00 | buy | 35 | 0.10 | 1.69995 | 0.00000 | 0.00000 | ||
134 | 2023.11.15 16:00 | modify | 35 | 0.10 | 1.69995 | 1.68895 | 1.71495 | ||
135 | 2023.11.16 15:23 | buy | 36 | 0.10 | 1.71209 | 0.00000 | 0.00000 | ||
136 | 2023.11.16 15:23 | modify | 36 | 0.10 | 1.71209 | 1.70895 | 1.71495 | ||
137 | 2023.11.16 15:23 | modify | 35 | 0.10 | 1.69995 | 1.70895 | 1.71495 | ||
138 | 2023.11.16 15:50 | s/l | 35 | 0.10 | 1.70895 | 1.70895 | 1.71495 | 66.31 | 10759.99 |
139 | 2023.11.16 15:50 | s/l | 36 | 0.10 | 1.70895 | 1.70895 | 1.71495 | -23.26 | 10736.73 |
140 | 2023.11.23 11:00 | sell | 37 | 0.10 | 1.71717 | 0.00000 | 0.00000 | ||
141 | 2023.11.23 11:00 | modify | 37 | 0.10 | 1.71717 | 1.72817 | 1.70217 | ||
142 | 2023.11.30 20:20 | sell | 38 | 0.10 | 1.71181 | 0.00000 | 0.00000 | ||
143 | 2023.11.30 20:20 | modify | 38 | 0.10 | 1.71181 | 1.71492 | 1.70217 | ||
144 | 2023.11.30 20:20 | modify | 37 | 0.10 | 1.71717 | 1.71492 | 1.70217 | ||
145 | 2023.12.01 14:45 | sell | 39 | 0.10 | 1.70516 | 0.00000 | 0.00000 | ||
146 | 2023.12.01 14:45 | modify | 39 | 0.10 | 1.70516 | 1.70817 | 1.70217 | ||
147 | 2023.12.01 14:45 | modify | 38 | 0.10 | 1.71181 | 1.70817 | 1.70217 | ||
148 | 2023.12.01 14:45 | modify | 37 | 0.10 | 1.71717 | 1.70817 | 1.70217 | ||
149 | 2023.12.01 15:50 | s/l | 37 | 0.10 | 1.70817 | 1.70817 | 1.70217 | 64.02 | 10800.75 |
150 | 2023.12.01 15:50 | s/l | 38 | 0.10 | 1.70817 | 1.70817 | 1.70217 | 26.63 | 10827.38 |
151 | 2023.12.01 15:50 | s/l | 39 | 0.10 | 1.70817 | 1.70817 | 1.70217 | -22.30 | 10805.08 |