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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1908 | Ticks modelled | 23128754 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 480.03 | Gross profit | 1091.54 | Gross loss | -611.50 |
Profit factor | 1.79 | Expected payoff | 11.43 | ||
Absolute drawdown | 36.96 | Maximal drawdown | 388.98 (3.60%) | Relative drawdown | 3.60% (388.98) |
Total trades | 42 | Short positions (won %) | 25 (52.00%) | Long positions (won %) | 17 (41.18%) |
Profit trades (% of total) | 20 (47.62%) | Loss trades (% of total) | 22 (52.38%) | ||
Largest | profit trade | 110.42 | loss trade | -104.07 | |
Average | profit trade | 54.58 | loss trade | -27.80 | |
Maximum | consecutive wins (profit in money) | 12 (790.56) | consecutive losses (loss in money) | 4 (-165.49) | |
Maximal | consecutive profit (count of wins) | 790.56 (12) | consecutive loss (count of losses) | -165.49 (4) | |
Average | consecutive wins | 2 | 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 08:25 | sell | 2 | 0.10 | 1.65719 | 0.00000 | 0.00000 | ||
4 | 2023.01.23 08:25 | modify | 2 | 0.10 | 1.65719 | 1.65947 | 1.64972 | ||
5 | 2023.01.23 08:25 | modify | 1 | 0.10 | 1.66472 | 1.65947 | 1.64972 | ||
6 | 2023.01.23 08:30 | sell | 3 | 0.10 | 1.65644 | 0.00000 | 0.00000 | ||
7 | 2023.01.23 08:30 | modify | 3 | 0.10 | 1.65644 | 1.66097 | 1.64972 | ||
8 | 2023.01.23 08:30 | sell | 4 | 0.10 | 1.65644 | 0.00000 | 0.00000 | ||
9 | 2023.01.23 08:30 | modify | 4 | 0.10 | 1.65644 | 1.65947 | 1.64972 | ||
10 | 2023.01.23 08:30 | modify | 3 | 0.10 | 1.65644 | 1.65947 | 1.64972 | ||
11 | 2023.01.24 09:40 | t/p | 1 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 110.13 | 10110.13 |
12 | 2023.01.24 09:40 | t/p | 2 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 55.01 | 10165.14 |
13 | 2023.01.24 09:40 | t/p | 3 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 49.45 | 10214.59 |
14 | 2023.01.24 09:40 | t/p | 4 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 49.45 | 10264.04 |
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 14:55 | buy | 6 | 0.10 | 1.61869 | 0.00000 | 0.00000 | ||
18 | 2023.02.17 14:55 | modify | 6 | 0.10 | 1.61869 | 1.61644 | 1.62619 | ||
19 | 2023.02.17 14:55 | modify | 5 | 0.10 | 1.61119 | 1.61644 | 1.62619 | ||
20 | 2023.02.17 15:01 | buy | 7 | 0.10 | 1.61945 | 0.00000 | 0.00000 | ||
21 | 2023.02.17 15:01 | modify | 7 | 0.10 | 1.61945 | 1.61494 | 1.62619 | ||
22 | 2023.02.17 15:01 | buy | 8 | 0.10 | 1.61945 | 0.00000 | 0.00000 | ||
23 | 2023.02.17 15:01 | modify | 8 | 0.10 | 1.61945 | 1.61644 | 1.62619 | ||
24 | 2023.02.17 15:01 | modify | 7 | 0.10 | 1.61945 | 1.61644 | 1.62619 | ||
25 | 2023.02.21 09:47 | t/p | 5 | 0.10 | 1.62619 | 1.61644 | 1.62619 | 110.42 | 10374.46 |
26 | 2023.02.21 09:47 | t/p | 6 | 0.10 | 1.62619 | 1.61644 | 1.62619 | 55.32 | 10429.78 |
27 | 2023.02.21 09:47 | t/p | 7 | 0.10 | 1.62619 | 1.61644 | 1.62619 | 49.69 | 10479.47 |
28 | 2023.02.21 09:47 | t/p | 8 | 0.10 | 1.62619 | 1.61644 | 1.62619 | 49.69 | 10529.17 |
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 17:38 | sell | 10 | 0.10 | 1.63263 | 0.00000 | 0.00000 | ||
32 | 2023.02.22 17:38 | modify | 10 | 0.10 | 1.63263 | 1.63488 | 1.62513 | ||
33 | 2023.02.22 17:38 | modify | 9 | 0.10 | 1.64013 | 1.63488 | 1.62513 | ||
34 | 2023.02.22 21:16 | sell | 11 | 0.10 | 1.63188 | 0.00000 | 0.00000 | ||
35 | 2023.02.22 21:16 | modify | 11 | 0.10 | 1.63188 | 1.63638 | 1.62513 | ||
36 | 2023.02.22 21:16 | sell | 12 | 0.10 | 1.63188 | 0.00000 | 0.00000 | ||
37 | 2023.02.22 21:16 | modify | 12 | 0.10 | 1.63188 | 1.63488 | 1.62513 | ||
38 | 2023.02.22 21:16 | modify | 11 | 0.10 | 1.63188 | 1.63488 | 1.62513 | ||
39 | 2023.02.24 21:02 | t/p | 9 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 109.79 | 10638.96 |
40 | 2023.02.24 21:02 | t/p | 10 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 54.23 | 10693.19 |
41 | 2023.02.24 21:02 | t/p | 11 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 48.68 | 10741.88 |
42 | 2023.02.24 21:02 | t/p | 12 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 48.68 | 10790.56 |
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 07:00 | s/l | 13 | 0.10 | 1.65312 | 1.65312 | 1.62412 | -104.04 | 10686.52 |
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 11:00 | sell | 15 | 0.10 | 1.65644 | 0.00000 | 0.00000 | ||
49 | 2023.03.16 11:00 | modify | 15 | 0.10 | 1.65644 | 1.65869 | 1.64894 | ||
50 | 2023.03.16 11:00 | modify | 14 | 0.10 | 1.66394 | 1.65869 | 1.64894 | ||
51 | 2023.03.16 11:03 | sell | 16 | 0.10 | 1.65568 | 0.00000 | 0.00000 | ||
52 | 2023.03.16 11:03 | modify | 16 | 0.10 | 1.65568 | 1.66019 | 1.64894 | ||
53 | 2023.03.16 11:03 | sell | 17 | 0.10 | 1.65568 | 0.00000 | 0.00000 | ||
54 | 2023.03.16 11:03 | modify | 17 | 0.10 | 1.65568 | 1.65869 | 1.64894 | ||
55 | 2023.03.16 11:03 | modify | 16 | 0.10 | 1.65568 | 1.65869 | 1.64894 | ||
56 | 2023.03.16 12:36 | s/l | 14 | 0.10 | 1.65869 | 1.65869 | 1.64894 | 36.91 | 10723.43 |
57 | 2023.03.16 12:36 | s/l | 15 | 0.10 | 1.65869 | 1.65869 | 1.64894 | -16.67 | 10706.76 |
58 | 2023.03.16 12:36 | s/l | 16 | 0.10 | 1.65869 | 1.65869 | 1.64894 | -22.30 | 10684.46 |
59 | 2023.03.16 12:36 | s/l | 17 | 0.10 | 1.65869 | 1.65869 | 1.64894 | -22.30 | 10662.16 |
60 | 2023.04.04 20:00 | sell | 18 | 0.10 | 1.68085 | 0.00000 | 0.00000 | ||
61 | 2023.04.04 20:00 | modify | 18 | 0.10 | 1.68085 | 1.69485 | 1.66585 | ||
62 | 2023.04.10 12:12 | sell | 19 | 0.10 | 1.67335 | 0.00000 | 0.00000 | ||
63 | 2023.04.10 12:12 | modify | 19 | 0.10 | 1.67335 | 1.67560 | 1.66585 | ||
64 | 2023.04.10 12:12 | modify | 18 | 0.10 | 1.68085 | 1.67560 | 1.66585 | ||
65 | 2023.04.10 12:17 | sell | 20 | 0.10 | 1.67259 | 0.00000 | 0.00000 | ||
66 | 2023.04.10 12:17 | modify | 20 | 0.10 | 1.67259 | 1.67710 | 1.66585 | ||
67 | 2023.04.10 12:17 | sell | 21 | 0.10 | 1.67259 | 0.00000 | 0.00000 | ||
68 | 2023.04.10 12:17 | modify | 21 | 0.10 | 1.67259 | 1.67560 | 1.66585 | ||
69 | 2023.04.10 12:17 | modify | 20 | 0.10 | 1.67259 | 1.67560 | 1.66585 | ||
70 | 2023.04.11 06:00 | s/l | 18 | 0.10 | 1.67560 | 1.67560 | 1.66585 | 36.59 | 10698.75 |
71 | 2023.04.11 06:00 | s/l | 19 | 0.10 | 1.67560 | 1.67560 | 1.66585 | -17.00 | 10681.75 |
72 | 2023.04.11 06:00 | s/l | 20 | 0.10 | 1.67560 | 1.67560 | 1.66585 | -22.63 | 10659.12 |
73 | 2023.04.11 06:00 | s/l | 21 | 0.10 | 1.67560 | 1.67560 | 1.66585 | -22.63 | 10636.49 |
74 | 2023.04.26 16:00 | sell | 22 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
75 | 2023.04.26 16:00 | modify | 22 | 0.10 | 1.69805 | 1.71205 | 1.68305 | ||
76 | 2023.05.01 16:21 | sell | 23 | 0.10 | 1.69055 | 0.00000 | 0.00000 | ||
77 | 2023.05.01 16:21 | modify | 23 | 0.10 | 1.69055 | 1.69280 | 1.68305 | ||
78 | 2023.05.01 16:21 | modify | 22 | 0.10 | 1.69805 | 1.69280 | 1.68305 | ||
79 | 2023.05.01 19:58 | s/l | 22 | 0.10 | 1.69280 | 1.69280 | 1.68305 | 37.24 | 10673.74 |
80 | 2023.05.01 19:58 | s/l | 23 | 0.10 | 1.69280 | 1.69280 | 1.68305 | -16.67 | 10657.07 |
81 | 2023.07.24 20:00 | buy | 24 | 0.10 | 1.68835 | 0.00000 | 0.00000 | ||
82 | 2023.07.24 20:00 | modify | 24 | 0.10 | 1.68835 | 1.67435 | 1.70335 | ||
83 | 2023.07.25 14:14 | buy | 25 | 0.10 | 1.69586 | 0.00000 | 0.00000 | ||
84 | 2023.07.25 14:14 | modify | 25 | 0.10 | 1.69586 | 1.69360 | 1.70335 | ||
85 | 2023.07.25 14:14 | modify | 24 | 0.10 | 1.68835 | 1.69360 | 1.70335 | ||
86 | 2023.07.25 14:16 | buy | 26 | 0.10 | 1.69662 | 0.00000 | 0.00000 | ||
87 | 2023.07.25 14:16 | modify | 26 | 0.10 | 1.69662 | 1.69210 | 1.70335 | ||
88 | 2023.07.25 14:16 | buy | 27 | 0.10 | 1.69662 | 0.00000 | 0.00000 | ||
89 | 2023.07.25 14:16 | modify | 27 | 0.10 | 1.69662 | 1.69360 | 1.70335 | ||
90 | 2023.07.25 14:16 | modify | 26 | 0.10 | 1.69662 | 1.69360 | 1.70335 | ||
91 | 2023.07.25 14:28 | s/l | 24 | 0.10 | 1.69360 | 1.69360 | 1.70335 | 38.77 | 10695.84 |
92 | 2023.07.25 14:28 | s/l | 25 | 0.10 | 1.69360 | 1.69360 | 1.70335 | -16.74 | 10679.10 |
93 | 2023.07.25 14:28 | s/l | 26 | 0.10 | 1.69360 | 1.69360 | 1.70335 | -22.37 | 10656.73 |
94 | 2023.07.25 14:28 | s/l | 27 | 0.10 | 1.69360 | 1.69360 | 1.70335 | -22.37 | 10634.36 |
95 | 2023.07.31 20:00 | buy | 28 | 0.10 | 1.69262 | 0.00000 | 0.00000 | ||
96 | 2023.07.31 20:00 | modify | 28 | 0.10 | 1.69262 | 1.67862 | 1.70762 | ||
97 | 2023.08.01 08:48 | buy | 29 | 0.10 | 1.70014 | 0.00000 | 0.00000 | ||
98 | 2023.08.01 08:48 | modify | 29 | 0.10 | 1.70014 | 1.69787 | 1.70762 | ||
99 | 2023.08.01 08:48 | modify | 28 | 0.10 | 1.69262 | 1.69787 | 1.70762 | ||
100 | 2023.08.01 08:50 | buy | 30 | 0.10 | 1.70088 | 0.00000 | 0.00000 | ||
101 | 2023.08.01 08:50 | modify | 30 | 0.10 | 1.70088 | 1.69637 | 1.70762 | ||
102 | 2023.08.01 08:50 | buy | 31 | 0.10 | 1.70088 | 0.00000 | 0.00000 | ||
103 | 2023.08.01 08:50 | modify | 31 | 0.10 | 1.70088 | 1.69787 | 1.70762 | ||
104 | 2023.08.01 08:50 | modify | 30 | 0.10 | 1.70088 | 1.69787 | 1.70762 | ||
105 | 2023.08.01 10:50 | s/l | 28 | 0.10 | 1.69787 | 1.69787 | 1.70762 | 38.77 | 10673.13 |
106 | 2023.08.01 10:50 | s/l | 29 | 0.10 | 1.69787 | 1.69787 | 1.70762 | -16.82 | 10656.31 |
107 | 2023.08.01 10:50 | s/l | 30 | 0.10 | 1.69787 | 1.69787 | 1.70762 | -22.30 | 10634.01 |
108 | 2023.08.01 10:50 | s/l | 31 | 0.10 | 1.69787 | 1.69787 | 1.70762 | -22.30 | 10611.71 |
109 | 2023.09.14 20:00 | buy | 32 | 0.10 | 1.67724 | 0.00000 | 0.00000 | ||
110 | 2023.09.14 20:00 | modify | 32 | 0.10 | 1.67724 | 1.66324 | 1.69224 | ||
111 | 2023.09.19 12:30 | s/l | 32 | 0.10 | 1.66324 | 1.66324 | 1.69224 | -104.07 | 10507.64 |
112 | 2023.10.04 20:00 | sell | 33 | 0.10 | 1.66959 | 0.00000 | 0.00000 | ||
113 | 2023.10.04 20:00 | modify | 33 | 0.10 | 1.66959 | 1.68359 | 1.65459 | ||
114 | 2023.10.06 12:48 | sell | 34 | 0.10 | 1.66209 | 0.00000 | 0.00000 | ||
115 | 2023.10.06 12:48 | modify | 34 | 0.10 | 1.66209 | 1.66434 | 1.65459 | ||
116 | 2023.10.06 12:48 | modify | 33 | 0.10 | 1.66959 | 1.66434 | 1.65459 | ||
117 | 2023.10.06 12:51 | sell | 35 | 0.10 | 1.66133 | 0.00000 | 0.00000 | ||
118 | 2023.10.06 12:51 | modify | 35 | 0.10 | 1.66133 | 1.66584 | 1.65459 | ||
119 | 2023.10.06 12:51 | sell | 36 | 0.10 | 1.66133 | 0.00000 | 0.00000 | ||
120 | 2023.10.06 12:51 | modify | 36 | 0.10 | 1.66133 | 1.66434 | 1.65459 | ||
121 | 2023.10.06 12:51 | modify | 35 | 0.10 | 1.66133 | 1.66434 | 1.65459 | ||
122 | 2023.10.06 13:10 | s/l | 33 | 0.10 | 1.66434 | 1.66434 | 1.65459 | 37.57 | 10545.21 |
123 | 2023.10.06 13:10 | s/l | 34 | 0.10 | 1.66434 | 1.66434 | 1.65459 | -16.66 | 10528.55 |
124 | 2023.10.06 13:10 | s/l | 35 | 0.10 | 1.66434 | 1.66434 | 1.65459 | -22.29 | 10506.26 |
125 | 2023.10.06 13:10 | s/l | 36 | 0.10 | 1.66434 | 1.66434 | 1.65459 | -22.29 | 10483.97 |
126 | 2023.10.13 20:00 | buy | 37 | 0.10 | 1.65841 | 0.00000 | 0.00000 | ||
127 | 2023.10.13 20:00 | modify | 37 | 0.10 | 1.65841 | 1.64441 | 1.67341 | ||
128 | 2023.10.18 12:10 | buy | 38 | 0.10 | 1.66592 | 0.00000 | 0.00000 | ||
129 | 2023.10.18 12:10 | modify | 38 | 0.10 | 1.66592 | 1.66366 | 1.67341 | ||
130 | 2023.10.18 12:10 | modify | 37 | 0.10 | 1.65841 | 1.66366 | 1.67341 | ||
131 | 2023.10.18 12:22 | buy | 39 | 0.10 | 1.66666 | 0.00000 | 0.00000 | ||
132 | 2023.10.18 12:22 | modify | 39 | 0.10 | 1.66666 | 1.66216 | 1.67341 | ||
133 | 2023.10.18 12:22 | buy | 40 | 0.10 | 1.66666 | 0.00000 | 0.00000 | ||
134 | 2023.10.18 12:22 | modify | 40 | 0.10 | 1.66666 | 1.66366 | 1.67341 | ||
135 | 2023.10.18 12:22 | modify | 39 | 0.10 | 1.66666 | 1.66366 | 1.67341 | ||
136 | 2023.10.18 12:38 | s/l | 37 | 0.10 | 1.66366 | 1.66366 | 1.67341 | 38.53 | 10522.51 |
137 | 2023.10.18 12:38 | s/l | 38 | 0.10 | 1.66366 | 1.66366 | 1.67341 | -16.75 | 10505.76 |
138 | 2023.10.18 12:38 | s/l | 39 | 0.10 | 1.66366 | 1.66366 | 1.67341 | -22.23 | 10483.53 |
139 | 2023.10.18 12:38 | s/l | 40 | 0.10 | 1.66366 | 1.66366 | 1.67341 | -22.23 | 10461.30 |
140 | 2023.11.03 20:00 | sell | 41 | 0.10 | 1.69122 | 0.00000 | 0.00000 | ||
141 | 2023.11.03 20:00 | modify | 41 | 0.10 | 1.69122 | 1.70522 | 1.67622 | ||
142 | 2023.11.12 22:05 | sell | 42 | 0.10 | 1.68356 | 0.00000 | 0.00000 | ||
143 | 2023.11.12 22:05 | modify | 42 | 0.10 | 1.68356 | 1.68597 | 1.67622 | ||
144 | 2023.11.12 22:05 | modify | 41 | 0.10 | 1.69122 | 1.68597 | 1.67622 | ||
145 | 2023.11.12 22:11 | s/l | 41 | 0.10 | 1.68597 | 1.68597 | 1.67622 | 36.59 | 10497.88 |
146 | 2023.11.12 22:11 | s/l | 42 | 0.10 | 1.68597 | 1.68597 | 1.67622 | -17.85 | 10480.03 |