Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.07.02 21:00 - 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=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=50; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 7200 | Ticks modelled | 156028 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 1023.92 | Gross profit | 1360.75 | Gross loss | -336.84 |
Profit factor | 4.04 | Expected payoff | 26.95 | ||
Absolute drawdown | 167.53 | Maximal drawdown | 232.05 (2.31%) | Relative drawdown | 2.31% (232.05) |
Total trades | 38 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 23 (65.22%) |
Profit trades (% of total) | 27 (71.05%) | Loss trades (% of total) | 11 (28.95%) | ||
Largest | profit trade | 95.15 | loss trade | -38.01 | |
Average | profit trade | 50.40 | loss trade | -30.62 | |
Maximum | consecutive wins (profit in money) | 9 (462.84) | consecutive losses (loss in money) | 3 (-76.21) | |
Maximal | consecutive profit (count of wins) | 462.84 (9) | consecutive loss (count of losses) | -76.21 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.20 12:00 | buy | 1 | 0.10 | 1.69349 | 0.00000 | 0.00000 | ||
2 | 2023.07.20 12:00 | modify | 1 | 0.10 | 1.69349 | 1.68849 | 1.70649 | ||
3 | 2023.07.21 13:45 | buy | 2 | 0.10 | 1.69810 | 0.00000 | 0.00000 | ||
4 | 2023.07.21 13:45 | modify | 2 | 0.10 | 1.69810 | 1.69479 | 1.70649 | ||
5 | 2023.07.21 13:45 | modify | 1 | 0.10 | 1.69349 | 1.69479 | 1.70649 | ||
6 | 2023.07.21 20:37 | buy | 3 | 0.10 | 1.70070 | 0.00000 | 0.00000 | ||
7 | 2023.07.21 20:37 | modify | 3 | 0.10 | 1.70070 | 1.69674 | 1.70649 | ||
8 | 2023.07.21 20:37 | modify | 2 | 0.10 | 1.69810 | 1.69674 | 1.70649 | ||
9 | 2023.07.21 20:37 | modify | 1 | 0.10 | 1.69349 | 1.69674 | 1.70649 | ||
10 | 2023.07.23 21:59 | s/l | 1 | 0.10 | 1.69674 | 1.69674 | 1.70649 | 23.72 | 10023.72 |
11 | 2023.07.23 21:59 | s/l | 2 | 0.10 | 1.69674 | 1.69674 | 1.70649 | -9.98 | 10013.74 |
12 | 2023.07.23 21:59 | s/l | 3 | 0.10 | 1.69674 | 1.69674 | 1.70649 | -29.06 | 9984.68 |
13 | 2023.09.12 15:00 | buy | 4 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
14 | 2023.09.12 15:00 | modify | 4 | 0.10 | 1.69075 | 1.68575 | 1.70375 | ||
15 | 2023.09.14 10:20 | s/l | 4 | 0.10 | 1.68575 | 1.68575 | 1.70375 | -37.17 | 9947.52 |
16 | 2023.09.14 19:00 | buy | 5 | 0.10 | 1.67581 | 0.00000 | 0.00000 | ||
17 | 2023.09.14 19:00 | modify | 5 | 0.10 | 1.67581 | 1.67081 | 1.68881 | ||
18 | 2023.09.15 08:20 | buy | 6 | 0.10 | 1.68052 | 0.00000 | 0.00000 | ||
19 | 2023.09.15 08:20 | modify | 6 | 0.10 | 1.68052 | 1.67711 | 1.68881 | ||
20 | 2023.09.15 08:20 | modify | 5 | 0.10 | 1.67581 | 1.67711 | 1.68881 | ||
21 | 2023.09.15 11:20 | s/l | 5 | 0.10 | 1.67711 | 1.67711 | 1.68881 | 9.41 | 9956.93 |
22 | 2023.09.15 11:20 | s/l | 6 | 0.10 | 1.67711 | 1.67711 | 1.68881 | -25.03 | 9931.90 |
23 | 2023.10.04 14:00 | sell | 7 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
24 | 2023.10.04 14:00 | modify | 7 | 0.10 | 1.66875 | 1.67375 | 1.65575 | ||
25 | 2023.10.06 09:15 | s/l | 7 | 0.10 | 1.67375 | 1.67375 | 1.65575 | -38.01 | 9893.89 |
26 | 2023.10.13 17:00 | buy | 8 | 0.10 | 1.65755 | 0.00000 | 0.00000 | ||
27 | 2023.10.13 17:00 | modify | 8 | 0.10 | 1.65755 | 1.65255 | 1.67055 | ||
28 | 2023.10.16 07:50 | buy | 9 | 0.10 | 1.66216 | 0.00000 | 0.00000 | ||
29 | 2023.10.16 07:50 | modify | 9 | 0.10 | 1.66216 | 1.65885 | 1.67055 | ||
30 | 2023.10.16 07:50 | modify | 8 | 0.10 | 1.65755 | 1.65885 | 1.67055 | ||
31 | 2023.10.16 08:45 | s/l | 8 | 0.10 | 1.65885 | 1.65885 | 1.67055 | 9.42 | 9903.31 |
32 | 2023.10.16 08:45 | s/l | 9 | 0.10 | 1.65885 | 1.65885 | 1.67055 | -24.28 | 9879.03 |
33 | 2023.11.03 17:00 | sell | 10 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
34 | 2023.11.03 17:00 | modify | 10 | 0.10 | 1.69075 | 1.69575 | 1.67775 | ||
35 | 2023.11.06 12:02 | s/l | 10 | 0.10 | 1.69575 | 1.69575 | 1.67775 | -37.02 | 9842.01 |
36 | 2023.11.08 18:00 | sell | 11 | 0.10 | 1.69686 | 0.00000 | 0.00000 | ||
37 | 2023.11.08 18:00 | modify | 11 | 0.10 | 1.69686 | 1.70186 | 1.68386 | ||
38 | 2023.11.09 10:50 | sell | 12 | 0.10 | 1.69211 | 0.00000 | 0.00000 | ||
39 | 2023.11.09 10:50 | modify | 12 | 0.10 | 1.69211 | 1.69556 | 1.68386 | ||
40 | 2023.11.09 10:50 | modify | 11 | 0.10 | 1.69686 | 1.69556 | 1.68386 | ||
41 | 2023.11.09 12:20 | sell | 13 | 0.10 | 1.68944 | 0.00000 | 0.00000 | ||
42 | 2023.11.09 12:20 | modify | 13 | 0.10 | 1.68944 | 1.69361 | 1.68386 | ||
43 | 2023.11.09 12:20 | modify | 12 | 0.10 | 1.69211 | 1.69361 | 1.68386 | ||
44 | 2023.11.09 12:20 | modify | 11 | 0.10 | 1.69686 | 1.69361 | 1.68386 | ||
45 | 2023.11.09 15:50 | sell | 14 | 0.10 | 1.68838 | 0.00000 | 0.00000 | ||
46 | 2023.11.09 15:50 | modify | 14 | 0.10 | 1.68838 | 1.69166 | 1.68386 | ||
47 | 2023.11.09 15:50 | modify | 13 | 0.10 | 1.68944 | 1.69166 | 1.68386 | ||
48 | 2023.11.09 15:50 | modify | 12 | 0.10 | 1.69211 | 1.69166 | 1.68386 | ||
49 | 2023.11.09 15:50 | modify | 11 | 0.10 | 1.69686 | 1.69166 | 1.68386 | ||
50 | 2023.11.12 22:32 | t/p | 11 | 0.10 | 1.68386 | 1.69166 | 1.68386 | 94.06 | 9936.07 |
51 | 2023.11.12 22:32 | t/p | 12 | 0.10 | 1.68386 | 1.69166 | 1.68386 | 60.20 | 9996.27 |
52 | 2023.11.12 22:32 | t/p | 13 | 0.10 | 1.68386 | 1.69166 | 1.68386 | 40.61 | 10036.89 |
53 | 2023.11.12 22:32 | t/p | 14 | 0.10 | 1.68386 | 1.69166 | 1.68386 | 32.84 | 10069.73 |
54 | 2023.11.14 16:00 | sell | 15 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
55 | 2023.11.14 16:00 | modify | 15 | 0.10 | 1.70959 | 1.71459 | 1.69659 | ||
56 | 2023.11.15 12:33 | sell | 16 | 0.10 | 1.70474 | 0.00000 | 0.00000 | ||
57 | 2023.11.15 12:33 | modify | 16 | 0.10 | 1.70474 | 1.70829 | 1.69659 | ||
58 | 2023.11.15 12:33 | modify | 15 | 0.10 | 1.70959 | 1.70829 | 1.69659 | ||
59 | 2023.11.15 13:45 | sell | 17 | 0.10 | 1.70229 | 0.00000 | 0.00000 | ||
60 | 2023.11.15 13:45 | modify | 17 | 0.10 | 1.70229 | 1.70634 | 1.69659 | ||
61 | 2023.11.15 13:45 | modify | 16 | 0.10 | 1.70474 | 1.70634 | 1.69659 | ||
62 | 2023.11.15 13:45 | modify | 15 | 0.10 | 1.70959 | 1.70634 | 1.69659 | ||
63 | 2023.11.15 14:20 | sell | 18 | 0.10 | 1.70107 | 0.00000 | 0.00000 | ||
64 | 2023.11.15 14:20 | modify | 18 | 0.10 | 1.70107 | 1.70439 | 1.69659 | ||
65 | 2023.11.15 14:20 | modify | 17 | 0.10 | 1.70229 | 1.70439 | 1.69659 | ||
66 | 2023.11.15 14:20 | modify | 16 | 0.10 | 1.70474 | 1.70439 | 1.69659 | ||
67 | 2023.11.15 14:20 | modify | 15 | 0.10 | 1.70959 | 1.70439 | 1.69659 | ||
68 | 2023.11.16 07:46 | t/p | 15 | 0.10 | 1.69659 | 1.70439 | 1.69659 | 94.06 | 10163.79 |
69 | 2023.11.16 07:46 | t/p | 16 | 0.10 | 1.69659 | 1.70439 | 1.69659 | 58.81 | 10222.60 |
70 | 2023.11.16 07:46 | t/p | 17 | 0.10 | 1.69659 | 1.70439 | 1.69659 | 40.83 | 10263.43 |
71 | 2023.11.16 07:46 | t/p | 18 | 0.10 | 1.69659 | 1.70439 | 1.69659 | 31.88 | 10295.32 |
72 | 2024.01.17 11:00 | sell | 19 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
73 | 2024.01.17 11:00 | modify | 19 | 0.10 | 1.71361 | 1.71861 | 1.70061 | ||
74 | 2024.01.17 15:07 | sell | 20 | 0.10 | 1.70885 | 0.00000 | 0.00000 | ||
75 | 2024.01.17 15:07 | modify | 20 | 0.10 | 1.70885 | 1.71231 | 1.70061 | ||
76 | 2024.01.17 15:07 | modify | 19 | 0.10 | 1.71361 | 1.71231 | 1.70061 | ||
77 | 2024.01.17 16:15 | s/l | 19 | 0.10 | 1.71231 | 1.71231 | 1.70061 | 9.53 | 10304.85 |
78 | 2024.01.17 16:15 | s/l | 20 | 0.10 | 1.71231 | 1.71231 | 1.70061 | -25.39 | 10279.46 |
79 | 2024.02.13 19:00 | sell | 21 | 0.10 | 1.70953 | 0.00000 | 0.00000 | ||
80 | 2024.02.13 19:00 | modify | 21 | 0.10 | 1.70953 | 1.71453 | 1.69653 | ||
81 | 2024.02.14 07:50 | sell | 22 | 0.10 | 1.70208 | 0.00000 | 0.00000 | ||
82 | 2024.02.14 07:50 | modify | 22 | 0.10 | 1.70208 | 1.70628 | 1.69653 | ||
83 | 2024.02.14 07:50 | modify | 21 | 0.10 | 1.70953 | 1.70628 | 1.69653 | ||
84 | 2024.02.14 08:42 | sell | 23 | 0.10 | 1.70098 | 0.00000 | 0.00000 | ||
85 | 2024.02.14 08:42 | modify | 23 | 0.10 | 1.70098 | 1.70433 | 1.69653 | ||
86 | 2024.02.14 08:42 | modify | 22 | 0.10 | 1.70208 | 1.70433 | 1.69653 | ||
87 | 2024.02.14 08:42 | modify | 21 | 0.10 | 1.70953 | 1.70433 | 1.69653 | ||
88 | 2024.02.15 21:50 | t/p | 21 | 0.10 | 1.69653 | 1.70433 | 1.69653 | 94.06 | 10373.52 |
89 | 2024.02.15 21:50 | t/p | 22 | 0.10 | 1.69653 | 1.70433 | 1.69653 | 39.73 | 10413.25 |
90 | 2024.02.15 21:50 | t/p | 23 | 0.10 | 1.69653 | 1.70433 | 1.69653 | 31.66 | 10444.91 |
91 | 2024.02.29 19:00 | buy | 24 | 0.10 | 1.71360 | 0.00000 | 0.00000 | ||
92 | 2024.02.29 19:00 | modify | 24 | 0.10 | 1.71360 | 1.70860 | 1.72660 | ||
93 | 2024.03.04 05:20 | buy | 25 | 0.10 | 1.71829 | 0.00000 | 0.00000 | ||
94 | 2024.03.04 05:20 | modify | 25 | 0.10 | 1.71829 | 1.71490 | 1.72660 | ||
95 | 2024.03.04 05:20 | modify | 24 | 0.10 | 1.71360 | 1.71490 | 1.72660 | ||
96 | 2024.03.04 12:15 | buy | 26 | 0.10 | 1.72075 | 0.00000 | 0.00000 | ||
97 | 2024.03.04 12:15 | modify | 26 | 0.10 | 1.72075 | 1.71685 | 1.72660 | ||
98 | 2024.03.04 12:15 | modify | 25 | 0.10 | 1.71829 | 1.71685 | 1.72660 | ||
99 | 2024.03.04 12:15 | modify | 24 | 0.10 | 1.71360 | 1.71685 | 1.72660 | ||
100 | 2024.03.04 14:50 | buy | 27 | 0.10 | 1.72231 | 0.00000 | 0.00000 | ||
101 | 2024.03.04 14:50 | modify | 27 | 0.10 | 1.72231 | 1.71880 | 1.72660 | ||
102 | 2024.03.04 14:50 | modify | 26 | 0.10 | 1.72075 | 1.71880 | 1.72660 | ||
103 | 2024.03.04 14:50 | modify | 25 | 0.10 | 1.71829 | 1.71880 | 1.72660 | ||
104 | 2024.03.04 14:50 | modify | 24 | 0.10 | 1.71360 | 1.71880 | 1.72660 | ||
105 | 2024.03.05 15:40 | t/p | 24 | 0.10 | 1.72660 | 1.71880 | 1.72660 | 95.03 | 10539.95 |
106 | 2024.03.05 15:40 | t/p | 25 | 0.10 | 1.72660 | 1.71880 | 1.72660 | 60.86 | 10600.81 |
107 | 2024.03.05 15:40 | t/p | 26 | 0.10 | 1.72660 | 1.71880 | 1.72660 | 42.81 | 10643.62 |
108 | 2024.03.05 15:40 | t/p | 27 | 0.10 | 1.72660 | 1.71880 | 1.72660 | 31.36 | 10674.98 |
109 | 2024.04.19 19:00 | buy | 28 | 0.10 | 1.70143 | 0.00000 | 0.00000 | ||
110 | 2024.04.19 19:00 | modify | 28 | 0.10 | 1.70143 | 1.69643 | 1.71443 | ||
111 | 2024.04.22 09:15 | s/l | 28 | 0.10 | 1.69643 | 1.69643 | 1.71443 | -36.81 | 10638.17 |
112 | 2024.04.22 13:00 | buy | 29 | 0.10 | 1.69041 | 0.00000 | 0.00000 | ||
113 | 2024.04.22 13:00 | modify | 29 | 0.10 | 1.69041 | 1.68541 | 1.70341 | ||
114 | 2024.04.23 08:40 | buy | 30 | 0.10 | 1.69521 | 0.00000 | 0.00000 | ||
115 | 2024.04.23 08:40 | modify | 30 | 0.10 | 1.69521 | 1.69171 | 1.70341 | ||
116 | 2024.04.23 08:40 | modify | 29 | 0.10 | 1.69041 | 1.69171 | 1.70341 | ||
117 | 2024.04.23 11:35 | buy | 31 | 0.10 | 1.69768 | 0.00000 | 0.00000 | ||
118 | 2024.04.23 11:35 | modify | 31 | 0.10 | 1.69768 | 1.69366 | 1.70341 | ||
119 | 2024.04.23 11:35 | modify | 30 | 0.10 | 1.69521 | 1.69366 | 1.70341 | ||
120 | 2024.04.23 11:35 | modify | 29 | 0.10 | 1.69041 | 1.69366 | 1.70341 | ||
121 | 2024.04.23 12:27 | buy | 32 | 0.10 | 1.69905 | 0.00000 | 0.00000 | ||
122 | 2024.04.23 12:27 | modify | 32 | 0.10 | 1.69905 | 1.69561 | 1.70341 | ||
123 | 2024.04.23 12:27 | modify | 31 | 0.10 | 1.69768 | 1.69561 | 1.70341 | ||
124 | 2024.04.23 12:27 | modify | 30 | 0.10 | 1.69521 | 1.69561 | 1.70341 | ||
125 | 2024.04.23 12:27 | modify | 29 | 0.10 | 1.69041 | 1.69561 | 1.70341 | ||
126 | 2024.04.24 12:40 | t/p | 29 | 0.10 | 1.70341 | 1.69561 | 1.70341 | 95.15 | 10733.32 |
127 | 2024.04.24 12:40 | t/p | 30 | 0.10 | 1.70341 | 1.69561 | 1.70341 | 60.05 | 10793.37 |
128 | 2024.04.24 12:40 | t/p | 31 | 0.10 | 1.70341 | 1.69561 | 1.70341 | 41.93 | 10835.31 |
129 | 2024.04.24 12:40 | t/p | 32 | 0.10 | 1.70341 | 1.69561 | 1.70341 | 31.88 | 10867.19 |
130 | 2024.05.31 10:00 | buy | 33 | 0.10 | 1.73689 | 0.00000 | 0.00000 | ||
131 | 2024.05.31 10:00 | modify | 33 | 0.10 | 1.73689 | 1.73189 | 1.74989 | ||
132 | 2024.06.03 14:50 | buy | 34 | 0.10 | 1.74157 | 0.00000 | 0.00000 | ||
133 | 2024.06.03 14:50 | modify | 34 | 0.10 | 1.74157 | 1.73819 | 1.74989 | ||
134 | 2024.06.03 14:50 | modify | 33 | 0.10 | 1.73689 | 1.73819 | 1.74989 | ||
135 | 2024.06.03 16:40 | buy | 35 | 0.10 | 1.74404 | 0.00000 | 0.00000 | ||
136 | 2024.06.03 16:40 | modify | 35 | 0.10 | 1.74404 | 1.74014 | 1.74989 | ||
137 | 2024.06.03 16:40 | modify | 34 | 0.10 | 1.74157 | 1.74014 | 1.74989 | ||
138 | 2024.06.03 16:40 | modify | 33 | 0.10 | 1.73689 | 1.74014 | 1.74989 | ||
139 | 2024.06.03 17:40 | buy | 36 | 0.10 | 1.74552 | 0.00000 | 0.00000 | ||
140 | 2024.06.03 17:40 | modify | 36 | 0.10 | 1.74552 | 1.74209 | 1.74989 | ||
141 | 2024.06.03 17:40 | modify | 35 | 0.10 | 1.74404 | 1.74209 | 1.74989 | ||
142 | 2024.06.03 17:40 | modify | 34 | 0.10 | 1.74157 | 1.74209 | 1.74989 | ||
143 | 2024.06.03 17:40 | modify | 33 | 0.10 | 1.73689 | 1.74209 | 1.74989 | ||
144 | 2024.06.04 16:15 | t/p | 33 | 0.10 | 1.74989 | 1.74209 | 1.74989 | 95.15 | 10962.34 |
145 | 2024.06.04 16:15 | t/p | 34 | 0.10 | 1.74989 | 1.74209 | 1.74989 | 60.93 | 11023.27 |
146 | 2024.06.04 16:15 | t/p | 35 | 0.10 | 1.74989 | 1.74209 | 1.74989 | 42.80 | 11066.07 |
147 | 2024.06.04 16:15 | t/p | 36 | 0.10 | 1.74989 | 1.74209 | 1.74989 | 31.94 | 11098.01 |
148 | 2024.06.14 18:00 | buy | 37 | 0.10 | 1.74333 | 0.00000 | 0.00000 | ||
149 | 2024.06.14 18:00 | modify | 37 | 0.10 | 1.74333 | 1.73833 | 1.75633 | ||
150 | 2024.06.20 12:30 | s/l | 37 | 0.10 | 1.73833 | 1.73833 | 1.75633 | -37.40 | 11060.61 |
151 | 2024.06.20 15:00 | buy | 38 | 0.10 | 1.73720 | 0.00000 | 0.00000 | ||
152 | 2024.06.20 15:00 | modify | 38 | 0.10 | 1.73720 | 1.73220 | 1.75020 | ||
153 | 2024.06.20 20:50 | s/l | 38 | 0.10 | 1.73220 | 1.73220 | 1.75020 | -36.69 | 11023.92 |