Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
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=4; 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=90; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2603 | Ticks modelled | 78778 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 907.87 | Gross profit | 1054.98 | Gross loss | -147.11 |
Profit factor | 7.17 | Expected payoff | 23.28 | ||
Absolute drawdown | 34.04 | Maximal drawdown | 164.60 (1.54%) | Relative drawdown | 1.54% (164.60) |
Total trades | 39 | Short positions (won %) | 21 (76.19%) | Long positions (won %) | 18 (66.67%) |
Profit trades (% of total) | 28 (71.79%) | Loss trades (% of total) | 11 (28.21%) | ||
Largest | profit trade | 80.71 | loss trade | -18.23 | |
Average | profit trade | 37.68 | loss trade | -13.37 | |
Maximum | consecutive wins (profit in money) | 8 (405.87) | consecutive losses (loss in money) | 2 (-28.39) | |
Maximal | consecutive profit (count of wins) | 405.87 (8) | consecutive loss (count of losses) | -28.39 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.07 00:00 | sell | 1 | 0.10 | 1.70284 | 0.00000 | 0.00000 | ||
2 | 2023.07.07 00:00 | modify | 1 | 0.10 | 1.70284 | 1.71184 | 1.69184 | ||
3 | 2023.07.07 13:40 | sell | 2 | 0.10 | 1.70045 | 0.00000 | 0.00000 | ||
4 | 2023.07.07 13:40 | modify | 2 | 0.10 | 1.70045 | 1.70229 | 1.69184 | ||
5 | 2023.07.07 13:40 | modify | 1 | 0.10 | 1.70284 | 1.70229 | 1.69184 | ||
6 | 2023.07.07 14:10 | s/l | 1 | 0.10 | 1.70229 | 1.70229 | 1.69184 | 4.04 | 10004.04 |
7 | 2023.07.07 14:10 | s/l | 2 | 0.10 | 1.70229 | 1.70229 | 1.69184 | -13.50 | 9990.54 |
8 | 2023.07.24 20:00 | buy | 3 | 0.10 | 1.68835 | 0.00000 | 0.00000 | ||
9 | 2023.07.24 20:00 | modify | 3 | 0.10 | 1.68835 | 1.67935 | 1.69935 | ||
10 | 2023.07.25 06:30 | buy | 4 | 0.10 | 1.69060 | 0.00000 | 0.00000 | ||
11 | 2023.07.25 06:30 | modify | 4 | 0.10 | 1.69060 | 1.68890 | 1.69935 | ||
12 | 2023.07.25 06:30 | modify | 3 | 0.10 | 1.68835 | 1.68890 | 1.69935 | ||
13 | 2023.07.25 14:20 | buy | 5 | 0.10 | 1.69399 | 0.00000 | 0.00000 | ||
14 | 2023.07.25 14:20 | modify | 5 | 0.10 | 1.69399 | 1.69110 | 1.69935 | ||
15 | 2023.07.25 14:20 | modify | 4 | 0.10 | 1.69060 | 1.69110 | 1.69935 | ||
16 | 2023.07.25 14:20 | modify | 3 | 0.10 | 1.68835 | 1.69110 | 1.69935 | ||
17 | 2023.07.25 19:40 | t/p | 3 | 0.10 | 1.69935 | 1.69110 | 1.69935 | 80.59 | 10071.13 |
18 | 2023.07.25 19:40 | t/p | 4 | 0.10 | 1.69935 | 1.69110 | 1.69935 | 64.20 | 10135.33 |
19 | 2023.07.25 19:40 | t/p | 5 | 0.10 | 1.69935 | 1.69110 | 1.69935 | 39.33 | 10174.66 |
20 | 2023.07.28 00:00 | buy | 6 | 0.10 | 1.69263 | 0.00000 | 0.00000 | ||
21 | 2023.07.28 00:00 | modify | 6 | 0.10 | 1.69263 | 1.68363 | 1.70363 | ||
22 | 2023.07.28 09:45 | buy | 7 | 0.10 | 1.69498 | 0.00000 | 0.00000 | ||
23 | 2023.07.28 09:45 | modify | 7 | 0.10 | 1.69498 | 1.69318 | 1.70363 | ||
24 | 2023.07.28 09:45 | modify | 6 | 0.10 | 1.69263 | 1.69318 | 1.70363 | ||
25 | 2023.07.28 10:40 | buy | 8 | 0.10 | 1.69941 | 0.00000 | 0.00000 | ||
26 | 2023.07.28 10:40 | modify | 8 | 0.10 | 1.69941 | 1.69703 | 1.70363 | ||
27 | 2023.07.28 10:40 | modify | 7 | 0.10 | 1.69498 | 1.69703 | 1.70363 | ||
28 | 2023.07.28 10:40 | modify | 6 | 0.10 | 1.69263 | 1.69703 | 1.70363 | ||
29 | 2023.07.28 14:40 | t/p | 6 | 0.10 | 1.70363 | 1.69703 | 1.70363 | 80.71 | 10255.37 |
30 | 2023.07.28 14:40 | t/p | 7 | 0.10 | 1.70363 | 1.69703 | 1.70363 | 63.47 | 10318.84 |
31 | 2023.07.28 14:40 | t/p | 8 | 0.10 | 1.70363 | 1.69703 | 1.70363 | 30.96 | 10349.80 |
32 | 2023.07.31 20:00 | buy | 9 | 0.10 | 1.69262 | 0.00000 | 0.00000 | ||
33 | 2023.07.31 20:00 | modify | 9 | 0.10 | 1.69262 | 1.68362 | 1.70362 | ||
34 | 2023.08.01 03:20 | buy | 10 | 0.10 | 1.69505 | 0.00000 | 0.00000 | ||
35 | 2023.08.01 03:20 | modify | 10 | 0.10 | 1.69505 | 1.69317 | 1.70362 | ||
36 | 2023.08.01 03:20 | modify | 9 | 0.10 | 1.69262 | 1.69317 | 1.70362 | ||
37 | 2023.08.01 07:40 | buy | 11 | 0.10 | 1.69949 | 0.00000 | 0.00000 | ||
38 | 2023.08.01 07:40 | modify | 11 | 0.10 | 1.69949 | 1.69702 | 1.70362 | ||
39 | 2023.08.01 07:40 | modify | 10 | 0.10 | 1.69505 | 1.69702 | 1.70362 | ||
40 | 2023.08.01 07:40 | modify | 9 | 0.10 | 1.69262 | 1.69702 | 1.70362 | ||
41 | 2023.08.01 08:10 | buy | 12 | 0.10 | 1.69827 | 0.00000 | 0.00000 | ||
42 | 2023.08.01 08:10 | modify | 12 | 0.10 | 1.69827 | 1.69537 | 1.70362 | ||
43 | 2023.08.01 08:15 | modify | 12 | 0.10 | 1.69827 | 1.69702 | 1.70362 | ||
44 | 2023.08.01 11:30 | s/l | 9 | 0.10 | 1.69702 | 1.69702 | 1.70362 | 32.16 | 10381.96 |
45 | 2023.08.01 11:30 | s/l | 10 | 0.10 | 1.69702 | 1.69702 | 1.70362 | 14.45 | 10396.41 |
46 | 2023.08.01 11:30 | s/l | 11 | 0.10 | 1.69702 | 1.69702 | 1.70362 | -18.13 | 10378.28 |
47 | 2023.08.01 11:30 | s/l | 12 | 0.10 | 1.69702 | 1.69702 | 1.70362 | -9.17 | 10369.11 |
48 | 2023.09.14 20:00 | buy | 13 | 0.10 | 1.67724 | 0.00000 | 0.00000 | ||
49 | 2023.09.14 20:00 | modify | 13 | 0.10 | 1.67724 | 1.66824 | 1.68824 | ||
50 | 2023.09.15 07:59 | buy | 14 | 0.10 | 1.67956 | 0.00000 | 0.00000 | ||
51 | 2023.09.15 07:59 | modify | 14 | 0.10 | 1.67956 | 1.67779 | 1.68824 | ||
52 | 2023.09.15 07:59 | modify | 13 | 0.10 | 1.67724 | 1.67779 | 1.68824 | ||
53 | 2023.09.15 10:40 | s/l | 13 | 0.10 | 1.67779 | 1.67779 | 1.68824 | 3.91 | 10373.02 |
54 | 2023.09.15 10:40 | s/l | 14 | 0.10 | 1.67779 | 1.67779 | 1.68824 | -12.99 | 10360.03 |
55 | 2023.10.04 20:00 | sell | 15 | 0.10 | 1.66959 | 0.00000 | 0.00000 | ||
56 | 2023.10.04 20:00 | modify | 15 | 0.10 | 1.66959 | 1.67859 | 1.65859 | ||
57 | 2023.10.05 02:40 | sell | 16 | 0.10 | 1.66735 | 0.00000 | 0.00000 | ||
58 | 2023.10.05 02:40 | modify | 16 | 0.10 | 1.66735 | 1.66904 | 1.65859 | ||
59 | 2023.10.05 02:40 | modify | 15 | 0.10 | 1.66959 | 1.66904 | 1.65859 | ||
60 | 2023.10.05 06:15 | s/l | 15 | 0.10 | 1.66904 | 1.66904 | 1.65859 | 3.05 | 10363.09 |
61 | 2023.10.05 06:15 | s/l | 16 | 0.10 | 1.66904 | 1.66904 | 1.65859 | -12.40 | 10350.69 |
62 | 2023.10.13 20:00 | buy | 17 | 0.10 | 1.65841 | 0.00000 | 0.00000 | ||
63 | 2023.10.13 20:00 | modify | 17 | 0.10 | 1.65841 | 1.64941 | 1.66941 | ||
64 | 2023.10.16 05:50 | buy | 18 | 0.10 | 1.66077 | 0.00000 | 0.00000 | ||
65 | 2023.10.16 05:50 | modify | 18 | 0.10 | 1.66077 | 1.65896 | 1.66941 | ||
66 | 2023.10.16 05:50 | modify | 17 | 0.10 | 1.65841 | 1.65896 | 1.66941 | ||
67 | 2023.10.16 06:40 | s/l | 17 | 0.10 | 1.65896 | 1.65896 | 1.66941 | 3.92 | 10354.61 |
68 | 2023.10.16 06:40 | s/l | 18 | 0.10 | 1.65896 | 1.65896 | 1.66941 | -13.28 | 10341.33 |
69 | 2023.11.03 20:00 | sell | 19 | 0.10 | 1.69122 | 0.00000 | 0.00000 | ||
70 | 2023.11.03 20:00 | modify | 19 | 0.10 | 1.69122 | 1.70022 | 1.68022 | ||
71 | 2023.11.05 22:00 | sell | 20 | 0.10 | 1.68894 | 0.00000 | 0.00000 | ||
72 | 2023.11.05 22:00 | modify | 20 | 0.10 | 1.68894 | 1.69067 | 1.68022 | ||
73 | 2023.11.05 22:00 | modify | 19 | 0.10 | 1.69122 | 1.69067 | 1.68022 | ||
74 | 2023.11.05 22:40 | s/l | 19 | 0.10 | 1.69067 | 1.69067 | 1.68022 | 4.04 | 10345.37 |
75 | 2023.11.05 22:40 | s/l | 20 | 0.10 | 1.69067 | 1.69067 | 1.68022 | -12.69 | 10332.68 |
76 | 2023.11.15 00:00 | sell | 21 | 0.10 | 1.71137 | 0.00000 | 0.00000 | ||
77 | 2023.11.15 00:00 | modify | 21 | 0.10 | 1.71137 | 1.72037 | 1.70037 | ||
78 | 2023.11.15 05:40 | sell | 22 | 0.10 | 1.70913 | 0.00000 | 0.00000 | ||
79 | 2023.11.15 05:40 | modify | 22 | 0.10 | 1.70913 | 1.71082 | 1.70037 | ||
80 | 2023.11.15 05:40 | modify | 21 | 0.10 | 1.71137 | 1.71082 | 1.70037 | ||
81 | 2023.11.15 07:40 | sell | 23 | 0.10 | 1.70568 | 0.00000 | 0.00000 | ||
82 | 2023.11.15 07:40 | modify | 23 | 0.10 | 1.70568 | 1.70862 | 1.70037 | ||
83 | 2023.11.15 07:40 | modify | 22 | 0.10 | 1.70913 | 1.70862 | 1.70037 | ||
84 | 2023.11.15 07:40 | modify | 21 | 0.10 | 1.71137 | 1.70862 | 1.70037 | ||
85 | 2023.11.15 12:30 | sell | 24 | 0.10 | 1.70449 | 0.00000 | 0.00000 | ||
86 | 2023.11.15 12:30 | modify | 24 | 0.10 | 1.70449 | 1.70697 | 1.70037 | ||
87 | 2023.11.15 12:30 | modify | 23 | 0.10 | 1.70568 | 1.70697 | 1.70037 | ||
88 | 2023.11.15 12:30 | modify | 22 | 0.10 | 1.70913 | 1.70697 | 1.70037 | ||
89 | 2023.11.15 12:30 | modify | 21 | 0.10 | 1.71137 | 1.70697 | 1.70037 | ||
90 | 2023.11.15 14:40 | t/p | 21 | 0.10 | 1.70037 | 1.70697 | 1.70037 | 80.70 | 10413.38 |
91 | 2023.11.15 14:40 | t/p | 22 | 0.10 | 1.70037 | 1.70697 | 1.70037 | 64.27 | 10477.65 |
92 | 2023.11.15 14:40 | t/p | 23 | 0.10 | 1.70037 | 1.70697 | 1.70037 | 38.95 | 10516.60 |
93 | 2023.11.15 14:40 | t/p | 24 | 0.10 | 1.70037 | 1.70697 | 1.70037 | 30.22 | 10546.82 |
94 | 2023.12.28 00:00 | sell | 25 | 0.10 | 1.68998 | 0.00000 | 0.00000 | ||
95 | 2023.12.28 00:00 | modify | 25 | 0.10 | 1.68998 | 1.69898 | 1.67898 | ||
96 | 2023.12.28 12:40 | sell | 26 | 0.10 | 1.68771 | 0.00000 | 0.00000 | ||
97 | 2023.12.28 12:40 | modify | 26 | 0.10 | 1.68771 | 1.68943 | 1.67898 | ||
98 | 2023.12.28 12:40 | modify | 25 | 0.10 | 1.68998 | 1.68943 | 1.67898 | ||
99 | 2023.12.28 13:55 | sell | 27 | 0.10 | 1.68314 | 0.00000 | 0.00000 | ||
100 | 2023.12.28 13:55 | modify | 27 | 0.10 | 1.68314 | 1.68558 | 1.67898 | ||
101 | 2023.12.28 13:55 | modify | 26 | 0.10 | 1.68771 | 1.68558 | 1.67898 | ||
102 | 2023.12.28 13:55 | modify | 25 | 0.10 | 1.68998 | 1.68558 | 1.67898 | ||
103 | 2023.12.28 14:45 | sell | 28 | 0.10 | 1.68424 | 0.00000 | 0.00000 | ||
104 | 2023.12.28 14:45 | modify | 28 | 0.10 | 1.68424 | 1.68723 | 1.67898 | ||
105 | 2023.12.28 14:50 | modify | 28 | 0.10 | 1.68424 | 1.68558 | 1.67898 | ||
106 | 2023.12.29 00:40 | s/l | 25 | 0.10 | 1.68558 | 1.68558 | 1.67898 | 31.95 | 10578.77 |
107 | 2023.12.29 00:40 | s/l | 26 | 0.10 | 1.68558 | 1.68558 | 1.67898 | 15.30 | 10594.07 |
108 | 2023.12.29 00:40 | s/l | 27 | 0.10 | 1.68558 | 1.68558 | 1.67898 | -18.23 | 10575.84 |
109 | 2023.12.29 00:40 | s/l | 28 | 0.10 | 1.68558 | 1.68558 | 1.67898 | -10.16 | 10565.68 |
110 | 2024.01.24 20:00 | sell | 29 | 0.10 | 1.71960 | 0.00000 | 0.00000 | ||
111 | 2024.01.24 20:00 | modify | 29 | 0.10 | 1.71960 | 1.72860 | 1.70860 | ||
112 | 2024.01.25 14:20 | sell | 30 | 0.10 | 1.71720 | 0.00000 | 0.00000 | ||
113 | 2024.01.25 14:20 | modify | 30 | 0.10 | 1.71720 | 1.71905 | 1.70860 | ||
114 | 2024.01.25 14:20 | modify | 29 | 0.10 | 1.71960 | 1.71905 | 1.70860 | ||
115 | 2024.01.25 15:40 | sell | 31 | 0.10 | 1.71409 | 0.00000 | 0.00000 | ||
116 | 2024.01.25 15:40 | modify | 31 | 0.10 | 1.71409 | 1.71685 | 1.70860 | ||
117 | 2024.01.25 15:40 | modify | 30 | 0.10 | 1.71720 | 1.71685 | 1.70860 | ||
118 | 2024.01.25 15:40 | modify | 29 | 0.10 | 1.71960 | 1.71685 | 1.70860 | ||
119 | 2024.01.25 16:50 | sell | 32 | 0.10 | 1.71280 | 0.00000 | 0.00000 | ||
120 | 2024.01.25 16:50 | modify | 32 | 0.10 | 1.71280 | 1.71520 | 1.70860 | ||
121 | 2024.01.25 16:50 | modify | 31 | 0.10 | 1.71409 | 1.71520 | 1.70860 | ||
122 | 2024.01.25 16:50 | modify | 30 | 0.10 | 1.71720 | 1.71520 | 1.70860 | ||
123 | 2024.01.25 16:50 | modify | 29 | 0.10 | 1.71960 | 1.71520 | 1.70860 | ||
124 | 2024.01.26 07:40 | t/p | 29 | 0.10 | 1.70860 | 1.71520 | 1.70860 | 79.38 | 10645.06 |
125 | 2024.01.26 07:40 | t/p | 30 | 0.10 | 1.70860 | 1.71520 | 1.70860 | 62.76 | 10707.82 |
126 | 2024.01.26 07:40 | t/p | 31 | 0.10 | 1.70860 | 1.71520 | 1.70860 | 39.95 | 10747.77 |
127 | 2024.01.26 07:40 | t/p | 32 | 0.10 | 1.70860 | 1.71520 | 1.70860 | 30.48 | 10778.25 |
128 | 2024.02.14 00:00 | sell | 33 | 0.10 | 1.70786 | 0.00000 | 0.00000 | ||
129 | 2024.02.14 00:00 | modify | 33 | 0.10 | 1.70786 | 1.71686 | 1.69686 | ||
130 | 2024.02.14 07:40 | sell | 34 | 0.10 | 1.70208 | 0.00000 | 0.00000 | ||
131 | 2024.02.14 07:40 | modify | 34 | 0.10 | 1.70208 | 1.70511 | 1.69686 | ||
132 | 2024.02.14 07:40 | modify | 33 | 0.10 | 1.70786 | 1.70511 | 1.69686 | ||
133 | 2024.02.14 08:30 | sell | 35 | 0.10 | 1.70125 | 0.00000 | 0.00000 | ||
134 | 2024.02.14 08:30 | modify | 35 | 0.10 | 1.70125 | 1.70346 | 1.69686 | ||
135 | 2024.02.14 08:30 | modify | 34 | 0.10 | 1.70208 | 1.70346 | 1.69686 | ||
136 | 2024.02.14 08:30 | modify | 33 | 0.10 | 1.70786 | 1.70346 | 1.69686 | ||
137 | 2024.02.15 20:40 | t/p | 33 | 0.10 | 1.69686 | 1.70346 | 1.69686 | 79.71 | 10857.97 |
138 | 2024.02.15 20:40 | t/p | 34 | 0.10 | 1.69686 | 1.70346 | 1.69686 | 37.30 | 10895.27 |
139 | 2024.02.15 20:40 | t/p | 35 | 0.10 | 1.69686 | 1.70346 | 1.69686 | 31.21 | 10926.48 |
140 | 2024.03.22 00:00 | buy | 36 | 0.10 | 1.71302 | 0.00000 | 0.00000 | ||
141 | 2024.03.22 00:00 | modify | 36 | 0.10 | 1.71302 | 1.70402 | 1.72402 | ||
142 | 2024.03.22 15:40 | buy | 37 | 0.10 | 1.71538 | 0.00000 | 0.00000 | ||
143 | 2024.03.22 15:40 | modify | 37 | 0.10 | 1.71538 | 1.71357 | 1.72402 | ||
144 | 2024.03.22 15:40 | modify | 36 | 0.10 | 1.71302 | 1.71357 | 1.72402 | ||
145 | 2024.03.22 15:59 | s/l | 36 | 0.10 | 1.71357 | 1.71357 | 1.72402 | 4.04 | 10930.52 |
146 | 2024.03.22 15:59 | s/l | 37 | 0.10 | 1.71357 | 1.71357 | 1.72402 | -13.28 | 10917.24 |
147 | 2024.06.14 20:00 | buy | 38 | 0.10 | 1.74299 | 0.00000 | 0.00000 | ||
148 | 2024.06.14 20:00 | modify | 38 | 0.10 | 1.74299 | 1.73399 | 1.75399 | ||
149 | 2024.06.17 14:50 | buy | 39 | 0.10 | 1.74535 | 0.00000 | 0.00000 | ||
150 | 2024.06.17 14:50 | modify | 39 | 0.10 | 1.74535 | 1.74354 | 1.75399 | ||
151 | 2024.06.17 14:50 | modify | 38 | 0.10 | 1.74299 | 1.74354 | 1.75399 | ||
152 | 2024.06.17 18:40 | s/l | 38 | 0.10 | 1.74354 | 1.74354 | 1.75399 | 3.91 | 10921.15 |
153 | 2024.06.17 18:40 | s/l | 39 | 0.10 | 1.74354 | 1.74354 | 1.75399 | -13.28 | 10907.87 |