Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 20:00 (2023.03.01 - 2024.03.01) | ||||
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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 2614 | Ticks modelled | 79498 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 878.84 | Gross profit | 1048.83 | Gross loss | -169.99 |
Profit factor | 6.17 | Expected payoff | 25.11 | ||
Absolute drawdown | 9.60 | Maximal drawdown | 146.80 (1.43%) | Relative drawdown | 1.43% (146.44) |
Total trades | 35 | Short positions (won %) | 18 (55.56%) | Long positions (won %) | 17 (64.71%) |
Profit trades (% of total) | 21 (60.00%) | Loss trades (% of total) | 14 (40.00%) | ||
Largest | profit trade | 110.54 | loss trade | -13.95 | |
Average | profit trade | 49.94 | loss trade | -12.14 | |
Maximum | consecutive wins (profit in money) | 6 (338.18) | consecutive losses (loss in money) | 2 (-26.05) | |
Maximal | consecutive profit (count of wins) | 412.75 (5) | consecutive loss (count of losses) | -26.05 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.03 00:00 | buy | 1 | 0.10 | 1.62523 | 0.00000 | 0.00000 | ||
2 | 2023.03.03 00:00 | modify | 1 | 0.10 | 1.62523 | 1.61023 | 1.64023 | ||
3 | 2023.03.03 12:40 | buy | 2 | 0.10 | 1.63075 | 0.00000 | 0.00000 | ||
4 | 2023.03.03 12:40 | modify | 2 | 0.10 | 1.63075 | 1.62598 | 1.64023 | ||
5 | 2023.03.03 12:40 | modify | 1 | 0.10 | 1.62523 | 1.62598 | 1.64023 | ||
6 | 2023.03.03 18:00 | buy | 3 | 0.10 | 1.63348 | 0.00000 | 0.00000 | ||
7 | 2023.03.03 18:00 | modify | 3 | 0.10 | 1.63348 | 1.63123 | 1.64023 | ||
8 | 2023.03.03 18:00 | buy | 4 | 0.10 | 1.63348 | 0.00000 | 0.00000 | ||
9 | 2023.03.03 18:00 | modify | 4 | 0.10 | 1.63348 | 1.63198 | 1.64023 | ||
10 | 2023.03.03 18:00 | modify | 2 | 0.10 | 1.63075 | 1.63198 | 1.64023 | ||
11 | 2023.03.03 18:00 | modify | 1 | 0.10 | 1.62523 | 1.63198 | 1.64023 | ||
12 | 2023.03.03 18:05 | modify | 3 | 0.10 | 1.63348 | 1.63198 | 1.64023 | ||
13 | 2023.03.07 07:20 | t/p | 1 | 0.10 | 1.64023 | 1.63198 | 1.64023 | 110.54 | 10110.54 |
14 | 2023.03.07 07:20 | t/p | 2 | 0.10 | 1.64023 | 1.63198 | 1.64023 | 69.78 | 10180.32 |
15 | 2023.03.07 07:20 | t/p | 3 | 0.10 | 1.64023 | 1.63198 | 1.64023 | 49.61 | 10229.94 |
16 | 2023.03.07 07:20 | t/p | 4 | 0.10 | 1.64023 | 1.63198 | 1.64023 | 49.61 | 10279.55 |
17 | 2023.03.30 04:00 | buy | 5 | 0.10 | 1.67057 | 0.00000 | 0.00000 | ||
18 | 2023.03.30 04:00 | modify | 5 | 0.10 | 1.67057 | 1.65557 | 1.68557 | ||
19 | 2023.03.30 16:40 | buy | 6 | 0.10 | 1.67610 | 0.00000 | 0.00000 | ||
20 | 2023.03.30 16:40 | modify | 6 | 0.10 | 1.67610 | 1.67132 | 1.68557 | ||
21 | 2023.03.30 16:40 | modify | 5 | 0.10 | 1.67057 | 1.67132 | 1.68557 | ||
22 | 2023.03.31 01:15 | buy | 7 | 0.10 | 1.67889 | 0.00000 | 0.00000 | ||
23 | 2023.03.31 01:15 | modify | 7 | 0.10 | 1.67889 | 1.67657 | 1.68557 | ||
24 | 2023.03.31 01:15 | buy | 8 | 0.10 | 1.67889 | 0.00000 | 0.00000 | ||
25 | 2023.03.31 01:15 | modify | 8 | 0.10 | 1.67889 | 1.67732 | 1.68557 | ||
26 | 2023.03.31 01:15 | modify | 6 | 0.10 | 1.67610 | 1.67732 | 1.68557 | ||
27 | 2023.03.31 01:15 | modify | 5 | 0.10 | 1.67057 | 1.67732 | 1.68557 | ||
28 | 2023.03.31 01:20 | modify | 7 | 0.10 | 1.67889 | 1.67732 | 1.68557 | ||
29 | 2023.03.31 01:30 | s/l | 5 | 0.10 | 1.67732 | 1.67732 | 1.68557 | 49.74 | 10329.29 |
30 | 2023.03.31 01:30 | s/l | 6 | 0.10 | 1.67732 | 1.67732 | 1.68557 | 8.89 | 10338.18 |
31 | 2023.03.31 01:30 | s/l | 7 | 0.10 | 1.67732 | 1.67732 | 1.68557 | -11.59 | 10326.59 |
32 | 2023.03.31 01:30 | s/l | 8 | 0.10 | 1.67732 | 1.67732 | 1.68557 | -11.59 | 10315.00 |
33 | 2023.04.03 04:00 | buy | 9 | 0.10 | 1.66029 | 0.00000 | 0.00000 | ||
34 | 2023.04.03 04:00 | modify | 9 | 0.10 | 1.66029 | 1.64529 | 1.67529 | ||
35 | 2023.04.03 09:40 | buy | 10 | 0.10 | 1.66575 | 0.00000 | 0.00000 | ||
36 | 2023.04.03 09:40 | modify | 10 | 0.10 | 1.66575 | 1.66104 | 1.67529 | ||
37 | 2023.04.03 09:40 | modify | 9 | 0.10 | 1.66029 | 1.66104 | 1.67529 | ||
38 | 2023.04.03 14:50 | buy | 11 | 0.10 | 1.66862 | 0.00000 | 0.00000 | ||
39 | 2023.04.03 14:50 | modify | 11 | 0.10 | 1.66862 | 1.66629 | 1.67529 | ||
40 | 2023.04.03 14:50 | buy | 12 | 0.10 | 1.66862 | 0.00000 | 0.00000 | ||
41 | 2023.04.03 14:50 | modify | 12 | 0.10 | 1.66862 | 1.66704 | 1.67529 | ||
42 | 2023.04.03 14:50 | modify | 10 | 0.10 | 1.66575 | 1.66704 | 1.67529 | ||
43 | 2023.04.03 14:50 | modify | 9 | 0.10 | 1.66029 | 1.66704 | 1.67529 | ||
44 | 2023.04.03 14:55 | modify | 11 | 0.10 | 1.66862 | 1.66704 | 1.67529 | ||
45 | 2023.04.03 15:20 | s/l | 9 | 0.10 | 1.66704 | 1.66704 | 1.67529 | 49.85 | 10364.85 |
46 | 2023.04.03 15:20 | s/l | 10 | 0.10 | 1.66704 | 1.66704 | 1.67529 | 9.52 | 10374.37 |
47 | 2023.04.03 15:20 | s/l | 11 | 0.10 | 1.66704 | 1.66704 | 1.67529 | -11.67 | 10362.70 |
48 | 2023.04.03 15:20 | s/l | 12 | 0.10 | 1.66704 | 1.66704 | 1.67529 | -11.67 | 10351.03 |
49 | 2023.04.17 08:00 | buy | 13 | 0.10 | 1.65826 | 0.00000 | 0.00000 | ||
50 | 2023.04.17 08:00 | modify | 13 | 0.10 | 1.65826 | 1.64326 | 1.67326 | ||
51 | 2023.04.18 08:40 | buy | 14 | 0.10 | 1.66356 | 0.00000 | 0.00000 | ||
52 | 2023.04.18 08:40 | modify | 14 | 0.10 | 1.66356 | 1.65901 | 1.67326 | ||
53 | 2023.04.18 08:40 | modify | 13 | 0.10 | 1.65826 | 1.65901 | 1.67326 | ||
54 | 2023.04.19 14:05 | t/p | 13 | 0.10 | 1.67326 | 1.65901 | 1.67326 | 110.54 | 10461.57 |
55 | 2023.04.19 14:05 | t/p | 14 | 0.10 | 1.67326 | 1.65901 | 1.67326 | 71.52 | 10533.09 |
56 | 2023.07.14 00:00 | sell | 15 | 0.10 | 1.72137 | 0.00000 | 0.00000 | ||
57 | 2023.07.14 00:00 | modify | 15 | 0.10 | 1.72137 | 1.73637 | 1.70637 | ||
58 | 2023.07.18 20:40 | sell | 16 | 0.10 | 1.71605 | 0.00000 | 0.00000 | ||
59 | 2023.07.18 20:40 | modify | 16 | 0.10 | 1.71605 | 1.72062 | 1.70637 | ||
60 | 2023.07.18 20:40 | modify | 15 | 0.10 | 1.72137 | 1.72062 | 1.70637 | ||
61 | 2023.07.19 06:40 | t/p | 15 | 0.10 | 1.70637 | 1.72062 | 1.70637 | 109.72 | 10642.82 |
62 | 2023.07.19 06:40 | t/p | 16 | 0.10 | 1.70637 | 1.72062 | 1.70637 | 71.11 | 10713.93 |
63 | 2023.07.28 00:00 | buy | 17 | 0.10 | 1.69263 | 0.00000 | 0.00000 | ||
64 | 2023.07.28 00:00 | modify | 17 | 0.10 | 1.69263 | 1.67763 | 1.70763 | ||
65 | 2023.07.28 10:53 | buy | 18 | 0.10 | 1.70104 | 0.00000 | 0.00000 | ||
66 | 2023.07.28 10:53 | modify | 18 | 0.10 | 1.70104 | 1.69863 | 1.70763 | ||
67 | 2023.07.28 10:53 | buy | 19 | 0.10 | 1.70104 | 0.00000 | 0.00000 | ||
68 | 2023.07.28 10:53 | modify | 19 | 0.10 | 1.70104 | 1.69938 | 1.70763 | ||
69 | 2023.07.28 10:53 | modify | 17 | 0.10 | 1.69263 | 1.69938 | 1.70763 | ||
70 | 2023.07.28 11:00 | modify | 18 | 0.10 | 1.70104 | 1.69938 | 1.70763 | ||
71 | 2023.07.28 13:40 | s/l | 17 | 0.10 | 1.69938 | 1.69938 | 1.70763 | 49.85 | 10763.78 |
72 | 2023.07.28 13:40 | s/l | 18 | 0.10 | 1.69938 | 1.69938 | 1.70763 | -12.26 | 10751.52 |
73 | 2023.07.28 13:40 | s/l | 19 | 0.10 | 1.69938 | 1.69938 | 1.70763 | -12.26 | 10739.26 |
74 | 2023.10.24 00:00 | sell | 20 | 0.10 | 1.67663 | 0.00000 | 0.00000 | ||
75 | 2023.10.24 00:00 | modify | 20 | 0.10 | 1.67663 | 1.69163 | 1.66163 | ||
76 | 2023.10.24 13:15 | sell | 21 | 0.10 | 1.67116 | 0.00000 | 0.00000 | ||
77 | 2023.10.24 13:15 | modify | 21 | 0.10 | 1.67116 | 1.67588 | 1.66163 | ||
78 | 2023.10.24 13:15 | modify | 20 | 0.10 | 1.67663 | 1.67588 | 1.66163 | ||
79 | 2023.10.25 12:25 | sell | 22 | 0.10 | 1.66824 | 0.00000 | 0.00000 | ||
80 | 2023.10.25 12:25 | modify | 22 | 0.10 | 1.66824 | 1.67063 | 1.66163 | ||
81 | 2023.10.25 12:25 | sell | 23 | 0.10 | 1.66824 | 0.00000 | 0.00000 | ||
82 | 2023.10.25 12:25 | modify | 23 | 0.10 | 1.66824 | 1.66988 | 1.66163 | ||
83 | 2023.10.25 12:25 | modify | 21 | 0.10 | 1.67116 | 1.66988 | 1.66163 | ||
84 | 2023.10.25 12:25 | modify | 20 | 0.10 | 1.67663 | 1.66988 | 1.66163 | ||
85 | 2023.10.25 12:30 | s/l | 20 | 0.10 | 1.66988 | 1.66988 | 1.66163 | 49.50 | 10788.76 |
86 | 2023.10.25 12:30 | s/l | 21 | 0.10 | 1.66988 | 1.66988 | 1.66163 | 9.12 | 10797.88 |
87 | 2023.10.25 12:30 | s/l | 23 | 0.10 | 1.66988 | 1.66988 | 1.66163 | -12.10 | 10785.78 |
88 | 2023.10.25 12:30 | close | 22 | 0.10 | 1.67013 | 1.67063 | 1.66163 | -13.95 | 10771.83 |
89 | 2023.11.21 08:00 | sell | 24 | 0.10 | 1.71857 | 0.00000 | 0.00000 | ||
90 | 2023.11.21 08:00 | modify | 24 | 0.10 | 1.71857 | 1.73357 | 1.70357 | ||
91 | 2023.11.22 15:30 | sell | 25 | 0.10 | 1.71310 | 0.00000 | 0.00000 | ||
92 | 2023.11.22 15:30 | modify | 25 | 0.10 | 1.71310 | 1.71782 | 1.70357 | ||
93 | 2023.11.22 15:30 | modify | 24 | 0.10 | 1.71857 | 1.71782 | 1.70357 | ||
94 | 2023.11.22 18:15 | sell | 26 | 0.10 | 1.71024 | 0.00000 | 0.00000 | ||
95 | 2023.11.22 18:15 | modify | 26 | 0.10 | 1.71024 | 1.71257 | 1.70357 | ||
96 | 2023.11.22 18:15 | sell | 27 | 0.10 | 1.71024 | 0.00000 | 0.00000 | ||
97 | 2023.11.22 18:15 | modify | 27 | 0.10 | 1.71024 | 1.71182 | 1.70357 | ||
98 | 2023.11.22 18:15 | modify | 25 | 0.10 | 1.71310 | 1.71182 | 1.70357 | ||
99 | 2023.11.22 18:15 | modify | 24 | 0.10 | 1.71857 | 1.71182 | 1.70357 | ||
100 | 2023.11.22 18:20 | modify | 26 | 0.10 | 1.71024 | 1.71182 | 1.70357 | ||
101 | 2023.11.22 18:30 | s/l | 24 | 0.10 | 1.71182 | 1.71182 | 1.70357 | 49.49 | 10821.32 |
102 | 2023.11.22 18:30 | s/l | 25 | 0.10 | 1.71182 | 1.71182 | 1.70357 | 9.45 | 10830.77 |
103 | 2023.11.22 18:30 | s/l | 26 | 0.10 | 1.71182 | 1.71182 | 1.70357 | -11.66 | 10819.11 |
104 | 2023.11.22 18:30 | s/l | 27 | 0.10 | 1.71182 | 1.71182 | 1.70357 | -11.66 | 10807.45 |
105 | 2023.12.28 00:00 | sell | 28 | 0.10 | 1.68998 | 0.00000 | 0.00000 | ||
106 | 2023.12.28 00:00 | modify | 28 | 0.10 | 1.68998 | 1.70498 | 1.67498 | ||
107 | 2023.12.28 13:30 | sell | 29 | 0.10 | 1.68465 | 0.00000 | 0.00000 | ||
108 | 2023.12.28 13:30 | modify | 29 | 0.10 | 1.68465 | 1.68923 | 1.67498 | ||
109 | 2023.12.28 13:30 | modify | 28 | 0.10 | 1.68998 | 1.68923 | 1.67498 | ||
110 | 2023.12.28 17:25 | sell | 30 | 0.10 | 1.68157 | 0.00000 | 0.00000 | ||
111 | 2023.12.28 17:25 | modify | 30 | 0.10 | 1.68157 | 1.68398 | 1.67498 | ||
112 | 2023.12.28 17:25 | sell | 31 | 0.10 | 1.68157 | 0.00000 | 0.00000 | ||
113 | 2023.12.28 17:25 | modify | 31 | 0.10 | 1.68157 | 1.68323 | 1.67498 | ||
114 | 2023.12.28 17:25 | modify | 29 | 0.10 | 1.68465 | 1.68323 | 1.67498 | ||
115 | 2023.12.28 17:25 | modify | 28 | 0.10 | 1.68998 | 1.68323 | 1.67498 | ||
116 | 2023.12.28 17:30 | s/l | 28 | 0.10 | 1.68323 | 1.68323 | 1.67498 | 49.82 | 10857.27 |
117 | 2023.12.28 17:30 | s/l | 29 | 0.10 | 1.68323 | 1.68323 | 1.67498 | 10.48 | 10867.75 |
118 | 2023.12.28 17:30 | s/l | 31 | 0.10 | 1.68323 | 1.68323 | 1.67498 | -12.25 | 10855.50 |
119 | 2023.12.28 17:30 | close | 30 | 0.10 | 1.68339 | 1.68398 | 1.67498 | -13.43 | 10842.07 |
120 | 2024.02.14 00:00 | sell | 32 | 0.10 | 1.70786 | 0.00000 | 0.00000 | ||
121 | 2024.02.14 00:00 | modify | 32 | 0.10 | 1.70786 | 1.72286 | 1.69286 | ||
122 | 2024.02.14 07:59 | sell | 33 | 0.10 | 1.70258 | 0.00000 | 0.00000 | ||
123 | 2024.02.14 07:59 | modify | 33 | 0.10 | 1.70258 | 1.70711 | 1.69286 | ||
124 | 2024.02.14 07:59 | modify | 32 | 0.10 | 1.70786 | 1.70711 | 1.69286 | ||
125 | 2024.02.14 12:45 | sell | 34 | 0.10 | 1.69949 | 0.00000 | 0.00000 | ||
126 | 2024.02.14 12:45 | modify | 34 | 0.10 | 1.69949 | 1.70186 | 1.69286 | ||
127 | 2024.02.14 12:45 | sell | 35 | 0.10 | 1.69949 | 0.00000 | 0.00000 | ||
128 | 2024.02.14 12:45 | modify | 35 | 0.10 | 1.69949 | 1.70111 | 1.69286 | ||
129 | 2024.02.14 12:45 | modify | 33 | 0.10 | 1.70258 | 1.70111 | 1.69286 | ||
130 | 2024.02.14 12:45 | modify | 32 | 0.10 | 1.70786 | 1.70111 | 1.69286 | ||
131 | 2024.02.14 12:50 | modify | 34 | 0.10 | 1.69949 | 1.70111 | 1.69286 | ||
132 | 2024.02.14 13:20 | s/l | 32 | 0.10 | 1.70111 | 1.70111 | 1.69286 | 49.82 | 10891.89 |
133 | 2024.02.14 13:20 | s/l | 33 | 0.10 | 1.70111 | 1.70111 | 1.69286 | 10.85 | 10902.74 |
134 | 2024.02.14 13:20 | s/l | 34 | 0.10 | 1.70111 | 1.70111 | 1.69286 | -11.95 | 10890.79 |
135 | 2024.02.14 13:20 | s/l | 35 | 0.10 | 1.70111 | 1.70111 | 1.69286 | -11.95 | 10878.84 |