Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 7247 | Ticks modelled | 157587 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 803.12 | Gross profit | 1187.42 | Gross loss | -384.30 |
Profit factor | 3.09 | Expected payoff | 19.59 | ||
Absolute drawdown | 15.43 | Maximal drawdown | 305.04 (2.85%) | Relative drawdown | 2.85% (305.04) |
Total trades | 41 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 21 (52.38%) |
Profit trades (% of total) | 25 (60.98%) | Loss trades (% of total) | 16 (39.02%) | ||
Largest | profit trade | 110.55 | loss trade | -103.88 | |
Average | profit trade | 47.50 | loss trade | -24.02 | |
Maximum | consecutive wins (profit in money) | 9 (545.50) | consecutive losses (loss in money) | 3 (-219.13) | |
Maximal | consecutive profit (count of wins) | 545.50 (9) | consecutive loss (count of losses) | -219.13 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.22 10:00 | sell | 1 | 0.10 | 1.68255 | 0.00000 | 0.00000 | ||
2 | 2023.03.22 10:00 | modify | 1 | 0.10 | 1.68255 | 1.69655 | 1.66755 | ||
3 | 2023.03.22 14:02 | sell | 2 | 0.10 | 1.67625 | 0.00000 | 0.00000 | ||
4 | 2023.03.22 14:02 | modify | 2 | 0.10 | 1.67625 | 1.67805 | 1.66755 | ||
5 | 2023.03.22 14:02 | modify | 1 | 0.10 | 1.68255 | 1.67805 | 1.66755 | ||
6 | 2023.03.22 14:15 | s/l | 1 | 0.10 | 1.67805 | 1.67805 | 1.66755 | 33.21 | 10033.21 |
7 | 2023.03.22 14:15 | s/l | 2 | 0.10 | 1.67805 | 1.67805 | 1.66755 | -13.29 | 10019.92 |
8 | 2023.05.01 18:00 | buy | 3 | 0.10 | 1.69148 | 0.00000 | 0.00000 | ||
9 | 2023.05.01 18:00 | modify | 3 | 0.10 | 1.69148 | 1.67748 | 1.70648 | ||
10 | 2023.05.02 14:45 | buy | 4 | 0.10 | 1.69981 | 0.00000 | 0.00000 | ||
11 | 2023.05.02 14:45 | modify | 4 | 0.10 | 1.69981 | 1.69598 | 1.70648 | ||
12 | 2023.05.02 14:45 | modify | 3 | 0.10 | 1.69148 | 1.69598 | 1.70648 | ||
13 | 2023.05.02 21:10 | buy | 5 | 0.10 | 1.69768 | 0.00000 | 0.00000 | ||
14 | 2023.05.02 21:10 | modify | 5 | 0.10 | 1.69768 | 1.69598 | 1.70648 | ||
15 | 2023.05.03 06:59 | buy | 6 | 0.10 | 1.70214 | 0.00000 | 0.00000 | ||
16 | 2023.05.03 06:59 | modify | 6 | 0.10 | 1.70214 | 1.69748 | 1.70648 | ||
17 | 2023.05.03 06:59 | modify | 4 | 0.10 | 1.69981 | 1.69748 | 1.70648 | ||
18 | 2023.05.03 06:59 | modify | 5 | 0.10 | 1.69768 | 1.69748 | 1.70648 | ||
19 | 2023.05.03 06:59 | modify | 3 | 0.10 | 1.69148 | 1.69748 | 1.70648 | ||
20 | 2023.05.03 08:37 | t/p | 3 | 0.10 | 1.70648 | 1.69748 | 1.70648 | 110.55 | 10130.47 |
21 | 2023.05.03 08:37 | t/p | 4 | 0.10 | 1.70648 | 1.69748 | 1.70648 | 49.14 | 10179.61 |
22 | 2023.05.03 08:37 | t/p | 5 | 0.10 | 1.70648 | 1.69748 | 1.70648 | 64.88 | 10244.49 |
23 | 2023.05.03 08:37 | t/p | 6 | 0.10 | 1.70648 | 1.69748 | 1.70648 | 32.06 | 10276.55 |
24 | 2023.05.03 10:00 | sell | 7 | 0.10 | 1.70499 | 0.00000 | 0.00000 | ||
25 | 2023.05.03 10:00 | modify | 7 | 0.10 | 1.70499 | 1.71899 | 1.68999 | ||
26 | 2023.05.05 12:30 | sell | 8 | 0.10 | 1.69882 | 0.00000 | 0.00000 | ||
27 | 2023.05.05 12:30 | modify | 8 | 0.10 | 1.69882 | 1.70049 | 1.68999 | ||
28 | 2023.05.05 12:30 | modify | 7 | 0.10 | 1.70499 | 1.70049 | 1.68999 | ||
29 | 2023.05.05 13:12 | sell | 9 | 0.10 | 1.69428 | 0.00000 | 0.00000 | ||
30 | 2023.05.05 13:12 | modify | 9 | 0.10 | 1.69428 | 1.69899 | 1.68999 | ||
31 | 2023.05.05 13:12 | modify | 8 | 0.10 | 1.69882 | 1.69899 | 1.68999 | ||
32 | 2023.05.05 13:12 | modify | 7 | 0.10 | 1.70499 | 1.69899 | 1.68999 | ||
33 | 2023.05.05 16:15 | sell | 10 | 0.10 | 1.69670 | 0.00000 | 0.00000 | ||
34 | 2023.05.05 16:15 | modify | 10 | 0.10 | 1.69670 | 1.70049 | 1.68999 | ||
35 | 2023.05.05 16:17 | modify | 10 | 0.10 | 1.69670 | 1.69899 | 1.68999 | ||
36 | 2023.05.05 20:45 | t/p | 7 | 0.10 | 1.68999 | 1.69899 | 1.68999 | 109.39 | 10385.95 |
37 | 2023.05.05 20:45 | t/p | 8 | 0.10 | 1.68999 | 1.69899 | 1.68999 | 65.17 | 10451.12 |
38 | 2023.05.05 20:45 | t/p | 9 | 0.10 | 1.68999 | 1.69899 | 1.68999 | 31.66 | 10482.78 |
39 | 2023.05.05 20:45 | t/p | 10 | 0.10 | 1.68999 | 1.69899 | 1.68999 | 49.52 | 10532.30 |
40 | 2023.05.18 10:00 | buy | 11 | 0.10 | 1.67653 | 0.00000 | 0.00000 | ||
41 | 2023.05.18 10:00 | modify | 11 | 0.10 | 1.67653 | 1.66253 | 1.69153 | ||
42 | 2023.05.19 18:47 | buy | 12 | 0.10 | 1.68262 | 0.00000 | 0.00000 | ||
43 | 2023.05.19 18:47 | modify | 12 | 0.10 | 1.68262 | 1.68103 | 1.69153 | ||
44 | 2023.05.19 18:47 | modify | 11 | 0.10 | 1.67653 | 1.68103 | 1.69153 | ||
45 | 2023.05.19 19:45 | s/l | 11 | 0.10 | 1.68103 | 1.68103 | 1.69153 | 33.12 | 10565.42 |
46 | 2023.05.19 19:45 | s/l | 12 | 0.10 | 1.68103 | 1.68103 | 1.69153 | -11.74 | 10553.68 |
47 | 2023.06.02 18:00 | buy | 13 | 0.10 | 1.67397 | 0.00000 | 0.00000 | ||
48 | 2023.06.02 18:00 | modify | 13 | 0.10 | 1.67397 | 1.65997 | 1.68897 | ||
49 | 2023.06.08 15:55 | buy | 14 | 0.10 | 1.68019 | 0.00000 | 0.00000 | ||
50 | 2023.06.08 15:55 | modify | 14 | 0.10 | 1.68019 | 1.67847 | 1.68897 | ||
51 | 2023.06.08 15:55 | modify | 13 | 0.10 | 1.67397 | 1.67847 | 1.68897 | ||
52 | 2023.06.08 15:57 | s/l | 13 | 0.10 | 1.67847 | 1.67847 | 1.68897 | 32.53 | 10586.20 |
53 | 2023.06.08 15:57 | s/l | 14 | 0.10 | 1.67847 | 1.67847 | 1.68897 | -12.70 | 10573.50 |
54 | 2023.07.12 12:00 | buy | 15 | 0.10 | 1.70728 | 0.00000 | 0.00000 | ||
55 | 2023.07.12 12:00 | modify | 15 | 0.10 | 1.70728 | 1.69328 | 1.72228 | ||
56 | 2023.07.12 13:10 | buy | 16 | 0.10 | 1.71564 | 0.00000 | 0.00000 | ||
57 | 2023.07.12 13:10 | modify | 16 | 0.10 | 1.71564 | 1.71178 | 1.72228 | ||
58 | 2023.07.12 13:10 | modify | 15 | 0.10 | 1.70728 | 1.71178 | 1.72228 | ||
59 | 2023.07.12 14:10 | s/l | 15 | 0.10 | 1.71178 | 1.71178 | 1.72228 | 33.24 | 10606.74 |
60 | 2023.07.12 14:10 | s/l | 16 | 0.10 | 1.71178 | 1.71178 | 1.72228 | -28.51 | 10578.23 |
61 | 2023.07.20 12:00 | buy | 17 | 0.10 | 1.69349 | 0.00000 | 0.00000 | ||
62 | 2023.07.20 12:00 | modify | 17 | 0.10 | 1.69349 | 1.67949 | 1.70849 | ||
63 | 2023.07.21 06:25 | buy | 18 | 0.10 | 1.69956 | 0.00000 | 0.00000 | ||
64 | 2023.07.21 06:25 | modify | 18 | 0.10 | 1.69956 | 1.69799 | 1.70849 | ||
65 | 2023.07.21 06:25 | modify | 17 | 0.10 | 1.69349 | 1.69799 | 1.70849 | ||
66 | 2023.07.21 06:30 | s/l | 17 | 0.10 | 1.69799 | 1.69799 | 1.70849 | 33.11 | 10611.35 |
67 | 2023.07.21 06:30 | s/l | 18 | 0.10 | 1.69799 | 1.69799 | 1.70849 | -11.60 | 10599.75 |
68 | 2023.07.31 17:00 | buy | 19 | 0.10 | 1.69309 | 0.00000 | 0.00000 | ||
69 | 2023.07.31 17:00 | modify | 19 | 0.10 | 1.69309 | 1.67909 | 1.70809 | ||
70 | 2023.08.01 07:32 | buy | 20 | 0.10 | 1.69933 | 0.00000 | 0.00000 | ||
71 | 2023.08.01 07:32 | modify | 20 | 0.10 | 1.69933 | 1.69759 | 1.70809 | ||
72 | 2023.08.01 07:32 | modify | 19 | 0.10 | 1.69309 | 1.69759 | 1.70809 | ||
73 | 2023.08.01 07:50 | s/l | 19 | 0.10 | 1.69759 | 1.69759 | 1.70809 | 33.11 | 10632.86 |
74 | 2023.08.01 07:50 | s/l | 20 | 0.10 | 1.69759 | 1.69759 | 1.70809 | -12.85 | 10620.01 |
75 | 2023.08.31 20:00 | buy | 21 | 0.10 | 1.71223 | 0.00000 | 0.00000 | ||
76 | 2023.08.31 20:00 | modify | 21 | 0.10 | 1.71223 | 1.69823 | 1.72723 | ||
77 | 2023.09.01 12:45 | buy | 22 | 0.10 | 1.71846 | 0.00000 | 0.00000 | ||
78 | 2023.09.01 12:45 | modify | 22 | 0.10 | 1.71846 | 1.71673 | 1.72723 | ||
79 | 2023.09.01 12:45 | modify | 21 | 0.10 | 1.71223 | 1.71673 | 1.72723 | ||
80 | 2023.09.01 13:02 | s/l | 21 | 0.10 | 1.71673 | 1.71673 | 1.72723 | 33.12 | 10653.13 |
81 | 2023.09.01 13:02 | s/l | 22 | 0.10 | 1.71673 | 1.71673 | 1.72723 | -12.77 | 10640.36 |
82 | 2023.09.04 10:00 | sell | 23 | 0.10 | 1.71729 | 0.00000 | 0.00000 | ||
83 | 2023.09.04 10:00 | modify | 23 | 0.10 | 1.71729 | 1.73129 | 1.70229 | ||
84 | 2023.09.05 13:45 | sell | 24 | 0.10 | 1.71123 | 0.00000 | 0.00000 | ||
85 | 2023.09.05 13:45 | modify | 24 | 0.10 | 1.71123 | 1.71279 | 1.70229 | ||
86 | 2023.09.05 13:45 | modify | 23 | 0.10 | 1.71729 | 1.71279 | 1.70229 | ||
87 | 2023.09.05 14:20 | s/l | 23 | 0.10 | 1.71279 | 1.71279 | 1.70229 | 32.89 | 10673.25 |
88 | 2023.09.05 14:20 | s/l | 24 | 0.10 | 1.71279 | 1.71279 | 1.70229 | -11.51 | 10661.74 |
89 | 2023.09.12 11:00 | buy | 25 | 0.10 | 1.69372 | 0.00000 | 0.00000 | ||
90 | 2023.09.12 11:00 | modify | 25 | 0.10 | 1.69372 | 1.67972 | 1.70872 | ||
91 | 2023.09.14 13:59 | s/l | 25 | 0.10 | 1.67972 | 1.67972 | 1.70872 | -103.88 | 10557.86 |
92 | 2023.09.14 19:00 | buy | 26 | 0.10 | 1.67581 | 0.00000 | 0.00000 | ||
93 | 2023.09.14 19:00 | modify | 26 | 0.10 | 1.67581 | 1.66181 | 1.69081 | ||
94 | 2023.09.19 12:50 | s/l | 26 | 0.10 | 1.66181 | 1.66181 | 1.69081 | -103.75 | 10454.12 |
95 | 2023.10.04 14:00 | sell | 27 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
96 | 2023.10.04 14:00 | modify | 27 | 0.10 | 1.66875 | 1.68275 | 1.65375 | ||
97 | 2023.10.09 08:02 | sell | 28 | 0.10 | 1.66270 | 0.00000 | 0.00000 | ||
98 | 2023.10.09 08:02 | modify | 28 | 0.10 | 1.66270 | 1.66425 | 1.65375 | ||
99 | 2023.10.09 08:02 | modify | 27 | 0.10 | 1.66875 | 1.66425 | 1.65375 | ||
100 | 2023.10.09 08:20 | s/l | 27 | 0.10 | 1.66425 | 1.66425 | 1.65375 | 31.56 | 10485.68 |
101 | 2023.10.09 08:20 | s/l | 28 | 0.10 | 1.66425 | 1.66425 | 1.65375 | -11.44 | 10474.24 |
102 | 2023.10.13 17:00 | buy | 29 | 0.10 | 1.65755 | 0.00000 | 0.00000 | ||
103 | 2023.10.13 17:00 | modify | 29 | 0.10 | 1.65755 | 1.64355 | 1.67255 | ||
104 | 2023.10.16 18:37 | buy | 30 | 0.10 | 1.66359 | 0.00000 | 0.00000 | ||
105 | 2023.10.16 18:37 | modify | 30 | 0.10 | 1.66359 | 1.66205 | 1.67255 | ||
106 | 2023.10.16 18:37 | modify | 29 | 0.10 | 1.65755 | 1.66205 | 1.67255 | ||
107 | 2023.10.16 21:03 | s/l | 29 | 0.10 | 1.66205 | 1.66205 | 1.67255 | 33.11 | 10507.35 |
108 | 2023.10.16 21:03 | s/l | 30 | 0.10 | 1.66205 | 1.66205 | 1.67255 | -11.37 | 10495.98 |
109 | 2023.11.03 17:00 | sell | 31 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
110 | 2023.11.03 17:00 | modify | 31 | 0.10 | 1.69075 | 1.70475 | 1.67575 | ||
111 | 2023.11.12 22:06 | sell | 32 | 0.10 | 1.68452 | 0.00000 | 0.00000 | ||
112 | 2023.11.12 22:06 | modify | 32 | 0.10 | 1.68452 | 1.68625 | 1.67575 | ||
113 | 2023.11.12 22:06 | modify | 31 | 0.10 | 1.69075 | 1.68625 | 1.67575 | ||
114 | 2023.11.12 22:16 | s/l | 31 | 0.10 | 1.68625 | 1.68625 | 1.67575 | 30.92 | 10526.90 |
115 | 2023.11.12 22:16 | s/l | 32 | 0.10 | 1.68625 | 1.68625 | 1.67575 | -12.77 | 10514.13 |
116 | 2023.11.14 16:00 | sell | 33 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
117 | 2023.11.14 16:00 | modify | 33 | 0.10 | 1.70959 | 1.72359 | 1.69459 | ||
118 | 2023.11.15 12:46 | sell | 34 | 0.10 | 1.70347 | 0.00000 | 0.00000 | ||
119 | 2023.11.15 12:46 | modify | 34 | 0.10 | 1.70347 | 1.70509 | 1.69459 | ||
120 | 2023.11.15 12:46 | modify | 33 | 0.10 | 1.70959 | 1.70509 | 1.69459 | ||
121 | 2023.11.15 13:37 | s/l | 33 | 0.10 | 1.70509 | 1.70509 | 1.69459 | 32.88 | 10547.01 |
122 | 2023.11.15 13:37 | s/l | 34 | 0.10 | 1.70509 | 1.70509 | 1.69459 | -11.96 | 10535.05 |
123 | 2024.01.17 11:00 | sell | 35 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
124 | 2024.01.17 11:00 | modify | 35 | 0.10 | 1.71361 | 1.72761 | 1.69861 | ||
125 | 2024.01.19 09:45 | sell | 36 | 0.10 | 1.70761 | 0.00000 | 0.00000 | ||
126 | 2024.01.19 09:45 | modify | 36 | 0.10 | 1.70761 | 1.70911 | 1.69861 | ||
127 | 2024.01.19 09:45 | modify | 35 | 0.10 | 1.71361 | 1.70911 | 1.69861 | ||
128 | 2024.01.19 10:50 | s/l | 35 | 0.10 | 1.70911 | 1.70911 | 1.69861 | 31.90 | 10566.95 |
129 | 2024.01.19 10:50 | s/l | 36 | 0.10 | 1.70911 | 1.70911 | 1.69861 | -11.07 | 10555.88 |
130 | 2024.02.13 19:00 | sell | 37 | 0.10 | 1.70953 | 0.00000 | 0.00000 | ||
131 | 2024.02.13 19:00 | modify | 37 | 0.10 | 1.70953 | 1.72353 | 1.69453 | ||
132 | 2024.02.14 07:40 | sell | 38 | 0.10 | 1.70326 | 0.00000 | 0.00000 | ||
133 | 2024.02.14 07:40 | modify | 38 | 0.10 | 1.70326 | 1.70503 | 1.69453 | ||
134 | 2024.02.14 07:40 | modify | 37 | 0.10 | 1.70953 | 1.70503 | 1.69453 | ||
135 | 2024.02.14 09:10 | sell | 39 | 0.10 | 1.70100 | 0.00000 | 0.00000 | ||
136 | 2024.02.14 09:10 | modify | 39 | 0.10 | 1.70100 | 1.70503 | 1.69453 | ||
137 | 2024.02.14 09:45 | sell | 40 | 0.10 | 1.69883 | 0.00000 | 0.00000 | ||
138 | 2024.02.14 09:45 | modify | 40 | 0.10 | 1.69883 | 1.70353 | 1.69453 | ||
139 | 2024.02.14 09:45 | modify | 39 | 0.10 | 1.70100 | 1.70353 | 1.69453 | ||
140 | 2024.02.14 09:45 | modify | 38 | 0.10 | 1.70326 | 1.70353 | 1.69453 | ||
141 | 2024.02.14 09:45 | modify | 37 | 0.10 | 1.70953 | 1.70353 | 1.69453 | ||
142 | 2024.02.15 22:20 | t/p | 37 | 0.10 | 1.69453 | 1.70353 | 1.69453 | 109.39 | 10665.27 |
143 | 2024.02.15 22:20 | t/p | 38 | 0.10 | 1.69453 | 1.70353 | 1.69453 | 63.44 | 10728.71 |
144 | 2024.02.15 22:20 | t/p | 39 | 0.10 | 1.69453 | 1.70353 | 1.69453 | 46.76 | 10775.48 |
145 | 2024.02.15 22:20 | t/p | 40 | 0.10 | 1.69453 | 1.70353 | 1.69453 | 30.74 | 10806.22 |
146 | 2024.02.29 19:00 | buy | 41 | 0.10 | 1.71360 | 0.00000 | 0.00000 | ||
147 | 2024.02.29 19:00 | modify | 41 | 0.10 | 1.71360 | 1.69960 | 1.72860 | ||
148 | 2024.02.29 23:59 | close at stop | 41 | 0.10 | 1.71318 | 1.69960 | 1.72860 | -3.10 | 10803.12 |