Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (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=7; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2609 | Ticks modelled | 79303 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 819.14 | Gross profit | 1249.31 | Gross loss | -430.16 |
Profit factor | 2.90 | Expected payoff | 23.40 | ||
Absolute drawdown | 36.97 | Maximal drawdown | 249.57 (2.28%) | Relative drawdown | 2.28% (249.57) |
Total trades | 35 | Short positions (won %) | 21 (61.90%) | Long positions (won %) | 14 (64.29%) |
Profit trades (% of total) | 22 (62.86%) | Loss trades (% of total) | 13 (37.14%) | ||
Largest | profit trade | 110.88 | loss trade | -104.07 | |
Average | profit trade | 56.79 | loss trade | -33.09 | |
Maximum | consecutive wins (profit in money) | 12 (778.37) | consecutive losses (loss in money) | 4 (-170.09) | |
Maximal | consecutive profit (count of wins) | 778.37 (12) | consecutive loss (count of losses) | -170.09 (4) | |
Average | consecutive wins | 3 | 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 | 1.66097 | 1.64972 | ||
5 | 2023.01.23 08:55 | sell | 3 | 0.10 | 1.65619 | 0.00000 | 0.00000 | ||
6 | 2023.01.23 08:55 | modify | 3 | 0.10 | 1.65619 | 1.65947 | 1.64972 | ||
7 | 2023.01.23 08:55 | modify | 1 | 0.10 | 1.66472 | 1.65947 | 1.64972 | ||
8 | 2023.01.23 09:00 | modify | 2 | 0.10 | 1.65619 | 1.65947 | 1.64972 | ||
9 | 2023.01.24 08:20 | sell | 4 | 0.10 | 1.65692 | 0.00000 | 0.00000 | ||
10 | 2023.01.24 08:20 | modify | 4 | 0.10 | 1.65692 | 1.65947 | 1.64972 | ||
11 | 2023.01.24 09:40 | t/p | 1 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 110.12 | 10110.12 |
12 | 2023.01.24 09:40 | t/p | 2 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 47.60 | 10157.72 |
13 | 2023.01.24 09:40 | t/p | 3 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 47.60 | 10205.32 |
14 | 2023.01.24 09:40 | t/p | 4 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 53.34 | 10258.66 |
15 | 2023.02.15 20:00 | buy | 5 | 0.10 | 1.61119 | 0.00000 | 0.00000 | ||
16 | 2023.02.15 20:00 | modify | 5 | 0.10 | 1.61119 | 1.59719 | 1.62619 | ||
17 | 2023.02.17 14:50 | buy | 6 | 0.10 | 1.61885 | 0.00000 | 0.00000 | ||
18 | 2023.02.17 14:50 | modify | 6 | 0.10 | 1.61885 | 1.61644 | 1.62619 | ||
19 | 2023.02.17 14:50 | modify | 5 | 0.10 | 1.61119 | 1.61644 | 1.62619 | ||
20 | 2023.02.20 10:20 | buy | 7 | 0.10 | 1.61954 | 0.00000 | 0.00000 | ||
21 | 2023.02.20 10:20 | modify | 7 | 0.10 | 1.61954 | 1.61494 | 1.62619 | ||
22 | 2023.02.20 10:20 | buy | 8 | 0.10 | 1.61954 | 0.00000 | 0.00000 | ||
23 | 2023.02.20 10:20 | modify | 8 | 0.10 | 1.61954 | 1.61644 | 1.62619 | ||
24 | 2023.02.20 10:25 | modify | 7 | 0.10 | 1.61954 | 1.61644 | 1.62619 | ||
25 | 2023.02.21 09:40 | t/p | 5 | 0.10 | 1.62619 | 1.61644 | 1.62619 | 110.41 | 10369.07 |
26 | 2023.02.21 09:40 | t/p | 6 | 0.10 | 1.62619 | 1.61644 | 1.62619 | 54.14 | 10423.21 |
27 | 2023.02.21 09:40 | t/p | 7 | 0.10 | 1.62619 | 1.61644 | 1.62619 | 49.14 | 10472.35 |
28 | 2023.02.21 09:40 | t/p | 8 | 0.10 | 1.62619 | 1.61644 | 1.62619 | 49.14 | 10521.49 |
29 | 2023.02.22 08:00 | sell | 9 | 0.10 | 1.64013 | 0.00000 | 0.00000 | ||
30 | 2023.02.22 08:00 | modify | 9 | 0.10 | 1.64013 | 1.65413 | 1.62513 | ||
31 | 2023.02.22 17:15 | sell | 10 | 0.10 | 1.63254 | 0.00000 | 0.00000 | ||
32 | 2023.02.22 17:15 | modify | 10 | 0.10 | 1.63254 | 1.63488 | 1.62513 | ||
33 | 2023.02.22 17:15 | modify | 9 | 0.10 | 1.64013 | 1.63488 | 1.62513 | ||
34 | 2023.02.22 21:40 | sell | 11 | 0.10 | 1.63162 | 0.00000 | 0.00000 | ||
35 | 2023.02.22 21:40 | modify | 11 | 0.10 | 1.63162 | 1.63638 | 1.62513 | ||
36 | 2023.02.22 21:40 | sell | 12 | 0.10 | 1.63162 | 0.00000 | 0.00000 | ||
37 | 2023.02.22 21:40 | modify | 12 | 0.10 | 1.63162 | 1.63488 | 1.62513 | ||
38 | 2023.02.22 21:45 | modify | 11 | 0.10 | 1.63162 | 1.63488 | 1.62513 | ||
39 | 2023.02.24 21:30 | t/p | 9 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 109.79 | 10631.29 |
40 | 2023.02.24 21:30 | t/p | 10 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 53.57 | 10684.86 |
41 | 2023.02.24 21:30 | t/p | 11 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 46.75 | 10731.61 |
42 | 2023.02.24 21:30 | t/p | 12 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 46.75 | 10778.37 |
43 | 2023.03.09 16:00 | sell | 13 | 0.10 | 1.63912 | 0.00000 | 0.00000 | ||
44 | 2023.03.09 16:00 | modify | 13 | 0.10 | 1.63912 | 1.65312 | 1.62412 | ||
45 | 2023.03.10 07:30 | s/l | 13 | 0.10 | 1.65312 | 1.65312 | 1.62412 | -104.04 | 10674.33 |
46 | 2023.03.10 20:00 | sell | 14 | 0.10 | 1.66394 | 0.00000 | 0.00000 | ||
47 | 2023.03.10 20:00 | modify | 14 | 0.10 | 1.66394 | 1.67794 | 1.64894 | ||
48 | 2023.03.16 11:20 | sell | 15 | 0.10 | 1.65614 | 0.00000 | 0.00000 | ||
49 | 2023.03.16 11:20 | modify | 15 | 0.10 | 1.65614 | 1.65869 | 1.64894 | ||
50 | 2023.03.16 11:20 | modify | 14 | 0.10 | 1.66394 | 1.65869 | 1.64894 | ||
51 | 2023.03.16 12:40 | s/l | 14 | 0.10 | 1.65869 | 1.65869 | 1.64894 | 36.91 | 10711.24 |
52 | 2023.03.16 12:40 | s/l | 15 | 0.10 | 1.65869 | 1.65869 | 1.64894 | -18.89 | 10692.35 |
53 | 2023.04.04 20:00 | sell | 16 | 0.10 | 1.68085 | 0.00000 | 0.00000 | ||
54 | 2023.04.04 20:00 | modify | 16 | 0.10 | 1.68085 | 1.69485 | 1.66585 | ||
55 | 2023.04.10 15:59 | sell | 17 | 0.10 | 1.67241 | 0.00000 | 0.00000 | ||
56 | 2023.04.10 15:59 | modify | 17 | 0.10 | 1.67241 | 1.67710 | 1.66585 | ||
57 | 2023.04.10 15:59 | sell | 18 | 0.10 | 1.67241 | 0.00000 | 0.00000 | ||
58 | 2023.04.10 15:59 | modify | 18 | 0.10 | 1.67241 | 1.67560 | 1.66585 | ||
59 | 2023.04.10 15:59 | modify | 16 | 0.10 | 1.68085 | 1.67560 | 1.66585 | ||
60 | 2023.04.10 16:00 | modify | 17 | 0.10 | 1.67241 | 1.67560 | 1.66585 | ||
61 | 2023.04.10 23:45 | sell | 19 | 0.10 | 1.67321 | 0.00000 | 0.00000 | ||
62 | 2023.04.10 23:45 | modify | 19 | 0.10 | 1.67321 | 1.67560 | 1.66585 | ||
63 | 2023.04.11 06:30 | s/l | 16 | 0.10 | 1.67560 | 1.67560 | 1.66585 | 36.59 | 10728.94 |
64 | 2023.04.11 06:30 | s/l | 17 | 0.10 | 1.67560 | 1.67560 | 1.66585 | -23.96 | 10704.98 |
65 | 2023.04.11 06:30 | s/l | 18 | 0.10 | 1.67560 | 1.67560 | 1.66585 | -23.96 | 10681.02 |
66 | 2023.04.11 06:30 | s/l | 19 | 0.10 | 1.67560 | 1.67560 | 1.66585 | -18.03 | 10662.99 |
67 | 2023.04.26 16:00 | sell | 20 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
68 | 2023.04.26 16:00 | modify | 20 | 0.10 | 1.69805 | 1.71205 | 1.68305 | ||
69 | 2023.05.01 17:00 | sell | 21 | 0.10 | 1.69045 | 0.00000 | 0.00000 | ||
70 | 2023.05.01 17:00 | modify | 21 | 0.10 | 1.69045 | 1.69280 | 1.68305 | ||
71 | 2023.05.01 17:00 | modify | 20 | 0.10 | 1.69805 | 1.69280 | 1.68305 | ||
72 | 2023.05.01 19:40 | s/l | 20 | 0.10 | 1.69280 | 1.69280 | 1.68305 | 37.24 | 10700.23 |
73 | 2023.05.01 19:40 | s/l | 21 | 0.10 | 1.69280 | 1.69280 | 1.68305 | -17.41 | 10682.82 |
74 | 2023.07.24 20:00 | buy | 22 | 0.10 | 1.68835 | 0.00000 | 0.00000 | ||
75 | 2023.07.24 20:00 | modify | 22 | 0.10 | 1.68835 | 1.67435 | 1.70335 | ||
76 | 2023.07.25 14:40 | buy | 23 | 0.10 | 1.69673 | 0.00000 | 0.00000 | ||
77 | 2023.07.25 14:40 | modify | 23 | 0.10 | 1.69673 | 1.69210 | 1.70335 | ||
78 | 2023.07.25 14:40 | buy | 24 | 0.10 | 1.69673 | 0.00000 | 0.00000 | ||
79 | 2023.07.25 14:40 | modify | 24 | 0.10 | 1.69673 | 1.69360 | 1.70335 | ||
80 | 2023.07.25 14:40 | modify | 22 | 0.10 | 1.68835 | 1.69360 | 1.70335 | ||
81 | 2023.07.25 14:45 | modify | 23 | 0.10 | 1.69673 | 1.69360 | 1.70335 | ||
82 | 2023.07.26 08:40 | t/p | 22 | 0.10 | 1.70335 | 1.69360 | 1.70335 | 110.88 | 10793.71 |
83 | 2023.07.26 08:40 | t/p | 23 | 0.10 | 1.70335 | 1.69360 | 1.70335 | 48.92 | 10842.63 |
84 | 2023.07.26 08:40 | t/p | 24 | 0.10 | 1.70335 | 1.69360 | 1.70335 | 48.92 | 10891.55 |
85 | 2023.07.31 20:00 | buy | 25 | 0.10 | 1.69262 | 0.00000 | 0.00000 | ||
86 | 2023.07.31 20:00 | modify | 25 | 0.10 | 1.69262 | 1.67862 | 1.70762 | ||
87 | 2023.08.01 08:30 | buy | 26 | 0.10 | 1.70020 | 0.00000 | 0.00000 | ||
88 | 2023.08.01 08:30 | modify | 26 | 0.10 | 1.70020 | 1.69787 | 1.70762 | ||
89 | 2023.08.01 08:30 | modify | 25 | 0.10 | 1.69262 | 1.69787 | 1.70762 | ||
90 | 2023.08.01 08:40 | buy | 27 | 0.10 | 1.70116 | 0.00000 | 0.00000 | ||
91 | 2023.08.01 08:40 | modify | 27 | 0.10 | 1.70116 | 1.69637 | 1.70762 | ||
92 | 2023.08.01 08:40 | buy | 28 | 0.10 | 1.70116 | 0.00000 | 0.00000 | ||
93 | 2023.08.01 08:40 | modify | 28 | 0.10 | 1.70116 | 1.69787 | 1.70762 | ||
94 | 2023.08.01 08:45 | modify | 27 | 0.10 | 1.70116 | 1.69787 | 1.70762 | ||
95 | 2023.08.01 10:40 | s/l | 25 | 0.10 | 1.69787 | 1.69787 | 1.70762 | 38.77 | 10930.32 |
96 | 2023.08.01 10:40 | s/l | 26 | 0.10 | 1.69787 | 1.69787 | 1.70762 | -17.26 | 10913.06 |
97 | 2023.08.01 10:40 | s/l | 27 | 0.10 | 1.69787 | 1.69787 | 1.70762 | -24.38 | 10888.68 |
98 | 2023.08.01 10:40 | s/l | 28 | 0.10 | 1.69787 | 1.69787 | 1.70762 | -24.38 | 10864.30 |
99 | 2023.09.14 20:00 | buy | 29 | 0.10 | 1.67724 | 0.00000 | 0.00000 | ||
100 | 2023.09.14 20:00 | modify | 29 | 0.10 | 1.67724 | 1.66324 | 1.69224 | ||
101 | 2023.09.19 12:30 | s/l | 29 | 0.10 | 1.66324 | 1.66324 | 1.69224 | -104.07 | 10760.23 |
102 | 2023.10.04 20:00 | sell | 30 | 0.10 | 1.66959 | 0.00000 | 0.00000 | ||
103 | 2023.10.04 20:00 | modify | 30 | 0.10 | 1.66959 | 1.68359 | 1.65459 | ||
104 | 2023.10.06 12:50 | sell | 31 | 0.10 | 1.66199 | 0.00000 | 0.00000 | ||
105 | 2023.10.06 12:50 | modify | 31 | 0.10 | 1.66199 | 1.66434 | 1.65459 | ||
106 | 2023.10.06 12:50 | modify | 30 | 0.10 | 1.66959 | 1.66434 | 1.65459 | ||
107 | 2023.10.06 12:55 | s/l | 30 | 0.10 | 1.66434 | 1.66434 | 1.65459 | 37.57 | 10797.80 |
108 | 2023.10.06 12:55 | s/l | 31 | 0.10 | 1.66434 | 1.66434 | 1.65459 | -17.41 | 10780.39 |
109 | 2023.10.13 20:00 | buy | 32 | 0.10 | 1.65841 | 0.00000 | 0.00000 | ||
110 | 2023.10.13 20:00 | modify | 32 | 0.10 | 1.65841 | 1.64441 | 1.67341 | ||
111 | 2023.10.18 17:30 | buy | 33 | 0.10 | 1.66616 | 0.00000 | 0.00000 | ||
112 | 2023.10.18 17:30 | modify | 33 | 0.10 | 1.66616 | 1.66366 | 1.67341 | ||
113 | 2023.10.18 17:30 | modify | 32 | 0.10 | 1.65841 | 1.66366 | 1.67341 | ||
114 | 2023.10.18 21:05 | s/l | 32 | 0.10 | 1.66366 | 1.66366 | 1.67341 | 38.54 | 10818.94 |
115 | 2023.10.18 21:05 | s/l | 33 | 0.10 | 1.66366 | 1.66366 | 1.67341 | -18.52 | 10800.42 |
116 | 2023.11.03 20:00 | sell | 34 | 0.10 | 1.69122 | 0.00000 | 0.00000 | ||
117 | 2023.11.03 20:00 | modify | 34 | 0.10 | 1.69122 | 1.70522 | 1.67622 | ||
118 | 2023.11.12 22:00 | sell | 35 | 0.10 | 1.68356 | 0.00000 | 0.00000 | ||
119 | 2023.11.12 22:00 | modify | 35 | 0.10 | 1.68356 | 1.68597 | 1.67622 | ||
120 | 2023.11.12 22:00 | modify | 34 | 0.10 | 1.69122 | 1.68597 | 1.67622 | ||
121 | 2023.11.12 22:30 | s/l | 34 | 0.10 | 1.68597 | 1.68597 | 1.67622 | 36.59 | 10837.00 |
122 | 2023.11.12 22:30 | s/l | 35 | 0.10 | 1.68597 | 1.68597 | 1.67622 | -17.86 | 10819.14 |