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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 606.28 | Gross profit | 908.97 | Gross loss | -302.69 |
Profit factor | 3.00 | Expected payoff | 16.84 | ||
Absolute drawdown | 57.14 | Maximal drawdown | 187.38 (1.78%) | Relative drawdown | 1.78% (187.38) |
Total trades | 36 | Short positions (won %) | 24 (50.00%) | Long positions (won %) | 12 (66.67%) |
Profit trades (% of total) | 20 (55.56%) | Loss trades (% of total) | 16 (44.44%) | ||
Largest | profit trade | 88.51 | loss trade | -74.21 | |
Average | profit trade | 45.45 | loss trade | -18.92 | |
Maximum | consecutive wins (profit in money) | 6 (337.74) | consecutive losses (loss in money) | 3 (-87.73) | |
Maximal | consecutive profit (count of wins) | 337.74 (6) | consecutive loss (count of losses) | -87.73 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.04.14 16:00 | buy | 1 | 0.10 | 1.66145 | 0.00000 | 0.00000 | ||
2 | 2023.04.14 16:00 | modify | 1 | 0.10 | 1.66145 | 1.65145 | 1.67345 | ||
3 | 2023.04.19 07:10 | buy | 2 | 0.10 | 1.66995 | 0.00000 | 0.00000 | ||
4 | 2023.04.19 07:10 | modify | 2 | 0.10 | 1.66995 | 1.66565 | 1.67345 | ||
5 | 2023.04.19 07:10 | modify | 1 | 0.10 | 1.66145 | 1.66565 | 1.67345 | ||
6 | 2023.04.19 10:20 | buy | 3 | 0.10 | 1.66870 | 0.00000 | 0.00000 | ||
7 | 2023.04.19 10:20 | modify | 3 | 0.10 | 1.66870 | 1.66685 | 1.67345 | ||
8 | 2023.04.19 10:25 | modify | 3 | 0.10 | 1.66870 | 1.66565 | 1.67345 | ||
9 | 2023.04.19 14:05 | t/p | 1 | 0.10 | 1.67345 | 1.66565 | 1.67345 | 88.26 | 10088.26 |
10 | 2023.04.19 14:05 | t/p | 2 | 0.10 | 1.67345 | 1.66565 | 1.67345 | 25.84 | 10114.10 |
11 | 2023.04.19 14:05 | t/p | 3 | 0.10 | 1.67345 | 1.66565 | 1.67345 | 35.08 | 10149.18 |
12 | 2023.04.26 16:00 | sell | 4 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
13 | 2023.04.26 16:00 | modify | 4 | 0.10 | 1.69805 | 1.70805 | 1.68605 | ||
14 | 2023.05.01 16:30 | sell | 5 | 0.10 | 1.69078 | 0.00000 | 0.00000 | ||
15 | 2023.05.01 16:30 | modify | 5 | 0.10 | 1.69078 | 1.69265 | 1.68605 | ||
16 | 2023.05.01 16:30 | modify | 4 | 0.10 | 1.69805 | 1.69265 | 1.68605 | ||
17 | 2023.05.01 19:40 | s/l | 4 | 0.10 | 1.69265 | 1.69265 | 1.68605 | 38.21 | 10187.40 |
18 | 2023.05.01 19:40 | s/l | 5 | 0.10 | 1.69265 | 1.69265 | 1.68605 | -13.80 | 10173.60 |
19 | 2023.07.11 12:00 | sell | 6 | 0.10 | 1.71461 | 0.00000 | 0.00000 | ||
20 | 2023.07.11 12:00 | modify | 6 | 0.10 | 1.71461 | 1.72461 | 1.70261 | ||
21 | 2023.07.12 09:50 | sell | 7 | 0.10 | 1.70726 | 0.00000 | 0.00000 | ||
22 | 2023.07.12 09:50 | modify | 7 | 0.10 | 1.70726 | 1.70921 | 1.70261 | ||
23 | 2023.07.12 09:50 | modify | 6 | 0.10 | 1.71461 | 1.70921 | 1.70261 | ||
24 | 2023.07.12 11:05 | sell | 8 | 0.10 | 1.70619 | 0.00000 | 0.00000 | ||
25 | 2023.07.12 11:05 | modify | 8 | 0.10 | 1.70619 | 1.71041 | 1.70261 | ||
26 | 2023.07.12 11:05 | modify | 7 | 0.10 | 1.70726 | 1.71041 | 1.70261 | ||
27 | 2023.07.12 11:05 | modify | 6 | 0.10 | 1.71461 | 1.71041 | 1.70261 | ||
28 | 2023.07.12 12:30 | s/l | 6 | 0.10 | 1.71041 | 1.71041 | 1.70261 | 30.67 | 10204.27 |
29 | 2023.07.12 12:30 | s/l | 7 | 0.10 | 1.71041 | 1.71041 | 1.70261 | -23.25 | 10181.02 |
30 | 2023.07.12 12:30 | s/l | 8 | 0.10 | 1.71041 | 1.71041 | 1.70261 | -31.15 | 10149.87 |
31 | 2023.07.14 16:00 | sell | 9 | 0.10 | 1.73109 | 0.00000 | 0.00000 | ||
32 | 2023.07.14 16:00 | modify | 9 | 0.10 | 1.73109 | 1.74109 | 1.71909 | ||
33 | 2023.07.17 12:50 | sell | 10 | 0.10 | 1.72558 | 0.00000 | 0.00000 | ||
34 | 2023.07.17 12:50 | modify | 10 | 0.10 | 1.72558 | 1.72989 | 1.71909 | ||
35 | 2023.07.17 12:50 | modify | 9 | 0.10 | 1.73109 | 1.72989 | 1.71909 | ||
36 | 2023.07.17 13:50 | sell | 11 | 0.10 | 1.72370 | 0.00000 | 0.00000 | ||
37 | 2023.07.17 13:50 | modify | 11 | 0.10 | 1.72370 | 1.72569 | 1.71909 | ||
38 | 2023.07.17 13:50 | modify | 10 | 0.10 | 1.72558 | 1.72569 | 1.71909 | ||
39 | 2023.07.17 13:50 | modify | 9 | 0.10 | 1.73109 | 1.72569 | 1.71909 | ||
40 | 2023.07.17 15:45 | sell | 12 | 0.10 | 1.72269 | 0.00000 | 0.00000 | ||
41 | 2023.07.17 15:45 | modify | 12 | 0.10 | 1.72269 | 1.72689 | 1.71909 | ||
42 | 2023.07.17 15:45 | modify | 11 | 0.10 | 1.72370 | 1.72689 | 1.71909 | ||
43 | 2023.07.17 15:45 | modify | 10 | 0.10 | 1.72558 | 1.72689 | 1.71909 | ||
44 | 2023.07.17 15:45 | modify | 9 | 0.10 | 1.73109 | 1.72689 | 1.71909 | ||
45 | 2023.07.18 01:30 | s/l | 9 | 0.10 | 1.72689 | 1.72689 | 1.71909 | 30.34 | 10180.21 |
46 | 2023.07.18 01:30 | s/l | 10 | 0.10 | 1.72689 | 1.72689 | 1.71909 | -9.99 | 10170.22 |
47 | 2023.07.18 01:30 | s/l | 11 | 0.10 | 1.72689 | 1.72689 | 1.71909 | -23.87 | 10146.35 |
48 | 2023.07.18 01:30 | s/l | 12 | 0.10 | 1.72689 | 1.72689 | 1.71909 | -31.33 | 10115.02 |
49 | 2023.07.24 16:00 | buy | 13 | 0.10 | 1.68768 | 0.00000 | 0.00000 | ||
50 | 2023.07.24 16:00 | modify | 13 | 0.10 | 1.68768 | 1.67768 | 1.69968 | ||
51 | 2023.07.25 08:15 | buy | 14 | 0.10 | 1.69316 | 0.00000 | 0.00000 | ||
52 | 2023.07.25 08:15 | modify | 14 | 0.10 | 1.69316 | 1.68888 | 1.69968 | ||
53 | 2023.07.25 08:15 | modify | 13 | 0.10 | 1.68768 | 1.68888 | 1.69968 | ||
54 | 2023.07.25 14:50 | buy | 15 | 0.10 | 1.69627 | 0.00000 | 0.00000 | ||
55 | 2023.07.25 14:50 | modify | 15 | 0.10 | 1.69627 | 1.69188 | 1.69968 | ||
56 | 2023.07.25 14:50 | modify | 14 | 0.10 | 1.69316 | 1.69188 | 1.69968 | ||
57 | 2023.07.25 14:50 | modify | 13 | 0.10 | 1.68768 | 1.69188 | 1.69968 | ||
58 | 2023.07.25 22:40 | t/p | 13 | 0.10 | 1.69968 | 1.69188 | 1.69968 | 88.51 | 10203.53 |
59 | 2023.07.25 22:40 | t/p | 14 | 0.10 | 1.69968 | 1.69188 | 1.69968 | 48.16 | 10251.69 |
60 | 2023.07.25 22:40 | t/p | 15 | 0.10 | 1.69968 | 1.69188 | 1.69968 | 25.19 | 10276.88 |
61 | 2023.07.26 16:00 | sell | 16 | 0.10 | 1.70909 | 0.00000 | 0.00000 | ||
62 | 2023.07.26 16:00 | modify | 16 | 0.10 | 1.70909 | 1.71909 | 1.69709 | ||
63 | 2023.07.27 12:20 | sell | 17 | 0.10 | 1.70365 | 0.00000 | 0.00000 | ||
64 | 2023.07.27 12:20 | modify | 17 | 0.10 | 1.70365 | 1.70789 | 1.69709 | ||
65 | 2023.07.27 12:20 | modify | 16 | 0.10 | 1.70909 | 1.70789 | 1.69709 | ||
66 | 2023.07.27 13:30 | t/p | 16 | 0.10 | 1.69709 | 1.70789 | 1.69709 | 87.58 | 10364.46 |
67 | 2023.07.27 13:30 | t/p | 17 | 0.10 | 1.69709 | 1.70789 | 1.69709 | 48.42 | 10412.88 |
68 | 2023.08.23 12:00 | buy | 18 | 0.10 | 1.71412 | 0.00000 | 0.00000 | ||
69 | 2023.08.23 12:00 | modify | 18 | 0.10 | 1.71412 | 1.70412 | 1.72612 | ||
70 | 2023.08.23 13:20 | buy | 19 | 0.10 | 1.71953 | 0.00000 | 0.00000 | ||
71 | 2023.08.23 13:20 | modify | 19 | 0.10 | 1.71953 | 1.71532 | 1.72612 | ||
72 | 2023.08.23 13:20 | modify | 18 | 0.10 | 1.71412 | 1.71532 | 1.72612 | ||
73 | 2023.08.23 14:35 | buy | 20 | 0.10 | 1.72134 | 0.00000 | 0.00000 | ||
74 | 2023.08.23 14:35 | modify | 20 | 0.10 | 1.72134 | 1.71952 | 1.72612 | ||
75 | 2023.08.23 14:35 | modify | 19 | 0.10 | 1.71953 | 1.71952 | 1.72612 | ||
76 | 2023.08.23 14:35 | modify | 18 | 0.10 | 1.71412 | 1.71952 | 1.72612 | ||
77 | 2023.08.23 14:40 | s/l | 18 | 0.10 | 1.71952 | 1.71952 | 1.72612 | 39.88 | 10452.76 |
78 | 2023.08.23 14:40 | s/l | 19 | 0.10 | 1.71952 | 1.71952 | 1.72612 | -0.08 | 10452.68 |
79 | 2023.08.23 14:40 | s/l | 20 | 0.10 | 1.71952 | 1.71952 | 1.72612 | -13.44 | 10439.24 |
80 | 2023.09.14 16:00 | buy | 21 | 0.10 | 1.67690 | 0.00000 | 0.00000 | ||
81 | 2023.09.14 16:00 | modify | 21 | 0.10 | 1.67690 | 1.66690 | 1.68890 | ||
82 | 2023.09.19 07:40 | s/l | 21 | 0.10 | 1.66690 | 1.66690 | 1.68890 | -74.21 | 10365.04 |
83 | 2023.10.04 16:00 | sell | 22 | 0.10 | 1.67008 | 0.00000 | 0.00000 | ||
84 | 2023.10.04 16:00 | modify | 22 | 0.10 | 1.67008 | 1.68008 | 1.65808 | ||
85 | 2023.10.09 06:55 | sell | 23 | 0.10 | 1.66459 | 0.00000 | 0.00000 | ||
86 | 2023.10.09 06:55 | modify | 23 | 0.10 | 1.66459 | 1.66888 | 1.65808 | ||
87 | 2023.10.09 06:55 | modify | 22 | 0.10 | 1.67008 | 1.66888 | 1.65808 | ||
88 | 2023.10.09 08:40 | sell | 24 | 0.10 | 1.66259 | 0.00000 | 0.00000 | ||
89 | 2023.10.09 08:40 | modify | 24 | 0.10 | 1.66259 | 1.66468 | 1.65808 | ||
90 | 2023.10.09 08:40 | modify | 23 | 0.10 | 1.66459 | 1.66468 | 1.65808 | ||
91 | 2023.10.09 08:40 | modify | 22 | 0.10 | 1.67008 | 1.66468 | 1.65808 | ||
92 | 2023.10.09 09:30 | s/l | 22 | 0.10 | 1.66468 | 1.66468 | 1.65808 | 38.21 | 10403.25 |
93 | 2023.10.09 09:30 | s/l | 23 | 0.10 | 1.66468 | 1.66468 | 1.65808 | -0.66 | 10402.59 |
94 | 2023.10.09 09:30 | s/l | 24 | 0.10 | 1.66468 | 1.66468 | 1.65808 | -15.42 | 10387.17 |
95 | 2023.10.13 16:00 | buy | 25 | 0.10 | 1.65719 | 0.00000 | 0.00000 | ||
96 | 2023.10.13 16:00 | modify | 25 | 0.10 | 1.65719 | 1.64719 | 1.66919 | ||
97 | 2023.10.16 17:50 | buy | 26 | 0.10 | 1.66283 | 0.00000 | 0.00000 | ||
98 | 2023.10.16 17:50 | modify | 26 | 0.10 | 1.66283 | 1.65839 | 1.66919 | ||
99 | 2023.10.16 17:50 | modify | 25 | 0.10 | 1.65719 | 1.65839 | 1.66919 | ||
100 | 2023.10.17 06:40 | s/l | 25 | 0.10 | 1.65839 | 1.65839 | 1.66919 | 8.62 | 10395.79 |
101 | 2023.10.17 06:40 | s/l | 26 | 0.10 | 1.65839 | 1.65839 | 1.66919 | -32.91 | 10362.88 |
102 | 2023.10.27 16:00 | sell | 27 | 0.10 | 1.68474 | 0.00000 | 0.00000 | ||
103 | 2023.10.27 16:00 | modify | 27 | 0.10 | 1.68474 | 1.69474 | 1.67274 | ||
104 | 2023.10.29 23:40 | sell | 28 | 0.10 | 1.67913 | 0.00000 | 0.00000 | ||
105 | 2023.10.29 23:40 | modify | 28 | 0.10 | 1.67913 | 1.68354 | 1.67274 | ||
106 | 2023.10.29 23:40 | modify | 27 | 0.10 | 1.68474 | 1.68354 | 1.67274 | ||
107 | 2023.10.30 02:15 | sell | 29 | 0.10 | 1.67753 | 0.00000 | 0.00000 | ||
108 | 2023.10.30 02:15 | modify | 29 | 0.10 | 1.67753 | 1.67934 | 1.67274 | ||
109 | 2023.10.30 02:15 | modify | 28 | 0.10 | 1.67913 | 1.67934 | 1.67274 | ||
110 | 2023.10.30 02:15 | modify | 27 | 0.10 | 1.68474 | 1.67934 | 1.67274 | ||
111 | 2023.10.30 03:40 | s/l | 27 | 0.10 | 1.67934 | 1.67934 | 1.67274 | 39.53 | 10402.42 |
112 | 2023.10.30 03:40 | s/l | 28 | 0.10 | 1.67934 | 1.67934 | 1.67274 | -1.88 | 10400.54 |
113 | 2023.10.30 03:40 | s/l | 29 | 0.10 | 1.67934 | 1.67934 | 1.67274 | -13.36 | 10387.18 |
114 | 2023.11.14 16:00 | sell | 30 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
115 | 2023.11.14 16:00 | modify | 30 | 0.10 | 1.70959 | 1.71959 | 1.69759 | ||
116 | 2023.11.15 13:10 | sell | 31 | 0.10 | 1.70418 | 0.00000 | 0.00000 | ||
117 | 2023.11.15 13:10 | modify | 31 | 0.10 | 1.70418 | 1.70839 | 1.69759 | ||
118 | 2023.11.15 13:10 | modify | 30 | 0.10 | 1.70959 | 1.70839 | 1.69759 | ||
119 | 2023.11.15 13:30 | sell | 32 | 0.10 | 1.70229 | 0.00000 | 0.00000 | ||
120 | 2023.11.15 13:30 | modify | 32 | 0.10 | 1.70229 | 1.70419 | 1.69759 | ||
121 | 2023.11.15 13:30 | modify | 31 | 0.10 | 1.70418 | 1.70419 | 1.69759 | ||
122 | 2023.11.15 13:30 | modify | 30 | 0.10 | 1.70959 | 1.70419 | 1.69759 | ||
123 | 2023.11.15 13:50 | sell | 33 | 0.10 | 1.70116 | 0.00000 | 0.00000 | ||
124 | 2023.11.15 13:50 | modify | 33 | 0.10 | 1.70116 | 1.70539 | 1.69759 | ||
125 | 2023.11.15 13:50 | modify | 32 | 0.10 | 1.70229 | 1.70539 | 1.69759 | ||
126 | 2023.11.15 13:50 | modify | 31 | 0.10 | 1.70418 | 1.70539 | 1.69759 | ||
127 | 2023.11.15 13:50 | modify | 30 | 0.10 | 1.70959 | 1.70539 | 1.69759 | ||
128 | 2023.11.15 15:05 | t/p | 30 | 0.10 | 1.69759 | 1.70539 | 1.69759 | 88.24 | 10475.42 |
129 | 2023.11.15 15:05 | t/p | 31 | 0.10 | 1.69759 | 1.70539 | 1.69759 | 48.64 | 10524.06 |
130 | 2023.11.15 15:05 | t/p | 32 | 0.10 | 1.69759 | 1.70539 | 1.69759 | 34.69 | 10558.75 |
131 | 2023.11.15 15:05 | t/p | 33 | 0.10 | 1.69759 | 1.70539 | 1.69759 | 26.35 | 10585.10 |
132 | 2024.02.20 16:00 | sell | 34 | 0.10 | 1.71051 | 0.00000 | 0.00000 | ||
133 | 2024.02.20 16:00 | modify | 34 | 0.10 | 1.71051 | 1.72051 | 1.69851 | ||
134 | 2024.02.20 22:00 | sell | 35 | 0.10 | 1.70494 | 0.00000 | 0.00000 | ||
135 | 2024.02.20 22:00 | modify | 35 | 0.10 | 1.70494 | 1.70931 | 1.69851 | ||
136 | 2024.02.20 22:00 | modify | 34 | 0.10 | 1.71051 | 1.70931 | 1.69851 | ||
137 | 2024.02.22 07:05 | sell | 36 | 0.10 | 1.70311 | 0.00000 | 0.00000 | ||
138 | 2024.02.22 07:05 | modify | 36 | 0.10 | 1.70311 | 1.70511 | 1.69851 | ||
139 | 2024.02.22 07:05 | modify | 35 | 0.10 | 1.70494 | 1.70511 | 1.69851 | ||
140 | 2024.02.22 07:05 | modify | 34 | 0.10 | 1.71051 | 1.70511 | 1.69851 | ||
141 | 2024.02.22 07:30 | s/l | 34 | 0.10 | 1.70511 | 1.70511 | 1.69851 | 38.53 | 10623.63 |
142 | 2024.02.22 07:30 | s/l | 35 | 0.10 | 1.70511 | 1.70511 | 1.69851 | -2.58 | 10621.05 |
143 | 2024.02.22 07:30 | s/l | 36 | 0.10 | 1.70511 | 1.70511 | 1.69851 | -14.77 | 10606.28 |