Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Minute (M1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | SHelp="===================================="; TradeCloseoutAtLevels=0; DHelp="===================================="; MA_Period=4; MA_Method=0; MA_AppliedPrice=0; MA_Shift=0; AllowedDirection=3; TradeDirection=1; TopupDirection=0; PLGHelp="===================================="; PriceGap=24; PriceGapScalingLevel=1; PriceGapScalingType=0; PriceGapScalingRate=100; PriceGapScalingPip=0; PriceGapMinimum=6; PSHelp="===================================="; LotsInitial=0.8; LotsChangeLevel=1; LotsChangeType=0; LotsChangeApproach=0; LCAPHelp="------------------------------------"; LotsChangeRate=90; LotsChangeLots=0; LotsLimit=0; LotsChangeRate2=100; LotsChangeLots2=0; LotsLimit2=0; LCAAHelp="------------------------------------"; LotsChangeRateAlt=70; LotsChangeLotsAlt=0; LotsChangeRateAlt2=180; LotsChangeLotsAlt2=0; CHelp="===================================="; ClosureLevel=150; ClosureAmount=5; Run_ReentryAfterProfit=1; TODHelp="===================================="; ReferenceTime=2; BrokerGMTOffset=0; 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; OSHelp="===================================="; MaxSpread=6; CloseoutTextColour=Gray; CloseoutTextDisplay=1; ApproxCloseoutLevelColour=Salmon; CFDTickScaling=0; MagicNumber=211228; | ||||
Bars in test | 373403 | Ticks modelled | 3928793 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | -6787.22 | Gross profit | 2670.18 | Gross loss | -9457.40 |
Profit factor | 0.28 | Expected payoff | -144.41 | ||
Absolute drawdown | 6787.22 | Maximal drawdown | 8273.20 (72.03%) | Relative drawdown | 72.03% (8273.20) |
Total trades | 47 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 26 (38.46%) |
Profit trades (% of total) | 24 (51.06%) | Loss trades (% of total) | 23 (48.94%) | ||
Largest | profit trade | 252.10 | loss trade | -1688.58 | |
Average | profit trade | 111.26 | loss trade | -411.19 | |
Maximum | consecutive wins (profit in money) | 6 (653.98) | consecutive losses (loss in money) | 10 (-8174.71) | |
Maximal | consecutive profit (count of wins) | 653.98 (6) | consecutive loss (count of losses) | -8174.71 (10) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.01 00:00 | sell | 1 | 0.80 | 1.70284 | 0.00000 | 0.00000 | ||
2 | 2023.05.01 06:21 | close | 1 | 0.80 | 1.70093 | 0.00000 | 0.00000 | 111.97 | 10111.97 |
3 | 2023.05.01 06:21 | buy | 2 | 0.80 | 1.70093 | 0.00000 | 0.00000 | ||
4 | 2023.05.01 07:52 | buy | 3 | 0.72 | 1.69900 | 0.00000 | 0.00000 | ||
5 | 2023.05.01 09:39 | close | 3 | 0.72 | 1.70012 | 0.00000 | 0.00000 | 59.10 | 10171.07 |
6 | 2023.05.01 09:39 | close | 2 | 0.80 | 1.70012 | 0.00000 | 0.00000 | -47.50 | 10123.57 |
7 | 2023.05.01 09:39 | sell | 4 | 0.80 | 1.70012 | 0.00000 | 0.00000 | ||
8 | 2023.05.01 13:02 | sell | 5 | 0.72 | 1.70259 | 0.00000 | 0.00000 | ||
9 | 2023.05.01 13:38 | close | 5 | 0.72 | 1.70103 | 0.00000 | 0.00000 | 82.31 | 10205.88 |
10 | 2023.05.01 13:38 | close | 4 | 0.80 | 1.70103 | 0.00000 | 0.00000 | -53.34 | 10152.54 |
11 | 2023.05.01 13:38 | buy | 6 | 0.80 | 1.70103 | 0.00000 | 0.00000 | ||
12 | 2023.05.01 13:48 | buy | 7 | 0.72 | 1.69902 | 0.00000 | 0.00000 | ||
13 | 2023.05.01 14:05 | buy | 8 | 0.64 | 1.69696 | 0.00000 | 0.00000 | ||
14 | 2023.05.01 14:28 | buy | 9 | 0.58 | 1.69495 | 0.00000 | 0.00000 | ||
15 | 2023.05.01 15:27 | buy | 10 | 0.52 | 1.69301 | 0.00000 | 0.00000 | ||
16 | 2023.05.01 16:21 | buy | 11 | 0.47 | 1.69104 | 0.00000 | 0.00000 | ||
17 | 2023.05.02 14:32 | close | 11 | 0.47 | 1.69671 | 0.00000 | 0.00000 | 194.74 | 10347.28 |
18 | 2023.05.02 14:32 | close | 10 | 0.52 | 1.69671 | 0.00000 | 0.00000 | 140.38 | 10487.66 |
19 | 2023.05.02 14:32 | close | 9 | 0.58 | 1.69671 | 0.00000 | 0.00000 | 74.12 | 10561.78 |
20 | 2023.05.02 14:32 | close | 8 | 0.64 | 1.69671 | 0.00000 | 0.00000 | -12.48 | 10549.30 |
21 | 2023.05.02 14:32 | close | 7 | 0.72 | 1.69671 | 0.00000 | 0.00000 | -122.75 | 10426.55 |
22 | 2023.05.02 14:32 | close | 6 | 0.80 | 1.69671 | 0.00000 | 0.00000 | -254.23 | 10172.32 |
23 | 2023.05.02 14:32 | sell | 12 | 0.80 | 1.69671 | 0.00000 | 0.00000 | ||
24 | 2023.05.02 14:36 | sell | 13 | 0.72 | 1.69936 | 0.00000 | 0.00000 | ||
25 | 2023.05.02 14:57 | close | 13 | 0.72 | 1.69787 | 0.00000 | 0.00000 | 78.61 | 10250.93 |
26 | 2023.05.02 14:57 | close | 12 | 0.80 | 1.69787 | 0.00000 | 0.00000 | -68.00 | 10182.93 |
27 | 2023.05.02 14:57 | sell | 14 | 0.80 | 1.69737 | 0.00000 | 0.00000 | ||
28 | 2023.05.02 15:56 | sell | 15 | 0.72 | 1.69989 | 0.00000 | 0.00000 | ||
29 | 2023.05.02 16:16 | close | 15 | 0.72 | 1.69846 | 0.00000 | 0.00000 | 75.45 | 10258.38 |
30 | 2023.05.02 16:16 | close | 14 | 0.80 | 1.69846 | 0.00000 | 0.00000 | -63.90 | 10194.48 |
31 | 2023.05.02 16:16 | buy | 16 | 0.80 | 1.69846 | 0.00000 | 0.00000 | ||
32 | 2023.05.02 16:38 | close | 16 | 0.80 | 1.70044 | 0.00000 | 0.00000 | 116.09 | 10310.57 |
33 | 2023.05.02 16:38 | sell | 17 | 0.80 | 1.70044 | 0.00000 | 0.00000 | ||
34 | 2023.05.02 19:00 | close | 17 | 0.80 | 1.69840 | 0.00000 | 0.00000 | 119.59 | 10430.16 |
35 | 2023.05.02 19:00 | buy | 18 | 0.80 | 1.69840 | 0.00000 | 0.00000 | ||
36 | 2023.05.02 21:04 | buy | 19 | 0.72 | 1.69650 | 0.00000 | 0.00000 | ||
37 | 2023.05.02 21:05 | close | 19 | 0.72 | 1.69768 | 0.00000 | 0.00000 | 62.27 | 10492.43 |
38 | 2023.05.02 21:05 | close | 18 | 0.80 | 1.69768 | 0.00000 | 0.00000 | -42.21 | 10450.22 |
39 | 2023.05.02 21:05 | buy | 20 | 0.80 | 1.69818 | 0.00000 | 0.00000 | ||
40 | 2023.05.03 00:31 | close | 20 | 0.80 | 1.70012 | 0.00000 | 0.00000 | 112.79 | 10563.01 |
41 | 2023.05.03 00:31 | sell | 21 | 0.80 | 1.70012 | 0.00000 | 0.00000 | ||
42 | 2023.05.03 07:06 | sell | 22 | 0.72 | 1.70254 | 0.00000 | 0.00000 | ||
43 | 2023.05.03 08:04 | sell | 23 | 0.64 | 1.70495 | 0.00000 | 0.00000 | ||
44 | 2023.05.03 12:15 | close | 23 | 0.64 | 1.70227 | 0.00000 | 0.00000 | 125.68 | 10688.69 |
45 | 2023.05.03 12:15 | close | 22 | 0.72 | 1.70227 | 0.00000 | 0.00000 | 14.25 | 10702.94 |
46 | 2023.05.03 12:15 | close | 21 | 0.80 | 1.70227 | 0.00000 | 0.00000 | -126.03 | 10576.91 |
47 | 2023.05.03 12:15 | sell | 24 | 0.80 | 1.70177 | 0.00000 | 0.00000 | ||
48 | 2023.05.03 12:30 | sell | 25 | 0.72 | 1.70434 | 0.00000 | 0.00000 | ||
49 | 2023.05.03 14:04 | sell | 26 | 0.64 | 1.70681 | 0.00000 | 0.00000 | ||
50 | 2023.05.03 15:49 | sell | 27 | 0.58 | 1.70932 | 0.00000 | 0.00000 | ||
51 | 2023.05.03 22:04 | sell | 28 | 0.52 | 1.71175 | 0.00000 | 0.00000 | ||
52 | 2023.05.04 00:10 | sell | 29 | 0.47 | 1.71415 | 0.00000 | 0.00000 | ||
53 | 2023.05.04 14:11 | close | 29 | 0.47 | 1.70683 | 0.00000 | 0.00000 | 252.10 | 10829.01 |
54 | 2023.05.04 14:11 | close | 28 | 0.52 | 1.70683 | 0.00000 | 0.00000 | 182.33 | 11011.34 |
55 | 2023.05.04 14:11 | close | 27 | 0.58 | 1.70683 | 0.00000 | 0.00000 | 100.09 | 11111.44 |
56 | 2023.05.04 14:11 | close | 26 | 0.64 | 1.70683 | 0.00000 | 0.00000 | -7.26 | 11104.17 |
57 | 2023.05.04 14:11 | close | 25 | 0.72 | 1.70683 | 0.00000 | 0.00000 | -138.47 | 10965.70 |
58 | 2023.05.04 14:11 | close | 24 | 0.80 | 1.70683 | 0.00000 | 0.00000 | -304.52 | 10661.18 |
59 | 2023.05.04 14:11 | buy | 30 | 0.80 | 1.70683 | 0.00000 | 0.00000 | ||
60 | 2023.05.04 14:26 | close | 30 | 0.80 | 1.70877 | 0.00000 | 0.00000 | 113.74 | 10774.92 |
61 | 2023.05.04 14:26 | buy | 31 | 0.80 | 1.70927 | 0.00000 | 0.00000 | ||
62 | 2023.05.04 14:33 | close | 31 | 0.80 | 1.71127 | 0.00000 | 0.00000 | 117.26 | 10892.18 |
63 | 2023.05.04 14:33 | sell | 32 | 0.80 | 1.71127 | 0.00000 | 0.00000 | ||
64 | 2023.05.04 14:42 | close | 32 | 0.80 | 1.70917 | 0.00000 | 0.00000 | 123.10 | 11015.28 |
65 | 2023.05.04 14:42 | sell | 33 | 0.80 | 1.70867 | 0.00000 | 0.00000 | ||
66 | 2023.05.04 14:55 | close | 33 | 0.80 | 1.70668 | 0.00000 | 0.00000 | 116.66 | 11131.94 |
67 | 2023.05.04 14:55 | sell | 34 | 0.80 | 1.70618 | 0.00000 | 0.00000 | ||
68 | 2023.05.04 17:18 | close | 34 | 0.80 | 1.70412 | 0.00000 | 0.00000 | 120.76 | 11252.70 |
69 | 2023.05.04 17:18 | buy | 35 | 0.80 | 1.70412 | 0.00000 | 0.00000 | ||
70 | 2023.05.04 18:18 | buy | 36 | 0.72 | 1.70222 | 0.00000 | 0.00000 | ||
71 | 2023.05.05 03:23 | close | 36 | 0.72 | 1.70342 | 0.00000 | 0.00000 | 62.46 | 11315.16 |
72 | 2023.05.05 03:23 | close | 35 | 0.80 | 1.70342 | 0.00000 | 0.00000 | -41.99 | 11273.17 |
73 | 2023.05.05 03:23 | sell | 37 | 0.80 | 1.70342 | 0.00000 | 0.00000 | ||
74 | 2023.05.05 08:55 | close | 37 | 0.80 | 1.70147 | 0.00000 | 0.00000 | 114.32 | 11387.49 |
75 | 2023.05.05 08:55 | buy | 38 | 0.80 | 1.70147 | 0.00000 | 0.00000 | ||
76 | 2023.05.05 12:25 | buy | 39 | 0.72 | 1.69956 | 0.00000 | 0.00000 | ||
77 | 2023.05.05 12:30 | buy | 40 | 0.64 | 1.69744 | 0.00000 | 0.00000 | ||
78 | 2023.05.05 12:39 | buy | 41 | 0.58 | 1.69544 | 0.00000 | 0.00000 | ||
79 | 2023.05.05 13:34 | buy | 42 | 0.52 | 1.69353 | 0.00000 | 0.00000 | ||
80 | 2023.05.05 18:13 | buy | 43 | 0.47 | 1.69155 | 0.00000 | 0.00000 | ||
81 | 2023.05.05 20:50 | buy | 44 | 0.42 | 1.68955 | 0.00000 | 0.00000 | ||
82 | 2023.05.08 07:35 | buy | 45 | 0.38 | 1.68759 | 0.00000 | 0.00000 | ||
83 | 2023.05.08 12:35 | buy | 46 | 0.34 | 1.68554 | 0.00000 | 0.00000 | ||
84 | 2023.05.16 06:14 | buy | 47 | 0.30 | 1.68360 | 0.00000 | 0.00000 | ||
85 | 2023.05.18 12:33 | close at stop | 47 | 0.30 | 1.67288 | 0.00000 | 0.00000 | -237.12 | 11150.37 |
86 | 2023.05.18 12:33 | close at stop | 46 | 0.34 | 1.67288 | 0.00000 | 0.00000 | -320.30 | 10830.07 |
87 | 2023.05.18 12:33 | close at stop | 45 | 0.38 | 1.67288 | 0.00000 | 0.00000 | -415.09 | 10414.98 |
88 | 2023.05.18 12:33 | close at stop | 44 | 0.42 | 1.67288 | 0.00000 | 0.00000 | -519.61 | 9895.38 |
89 | 2023.05.18 12:33 | close at stop | 43 | 0.47 | 1.67288 | 0.00000 | 0.00000 | -650.35 | 9245.03 |
90 | 2023.05.18 12:33 | close at stop | 42 | 0.52 | 1.67288 | 0.00000 | 0.00000 | -794.99 | 8450.03 |
91 | 2023.05.18 12:33 | close at stop | 41 | 0.58 | 1.67288 | 0.00000 | 0.00000 | -967.90 | 7482.13 |
92 | 2023.05.18 12:33 | close at stop | 40 | 0.64 | 1.67288 | 0.00000 | 0.00000 | -1161.84 | 6320.29 |
93 | 2023.05.18 12:33 | close at stop | 39 | 0.72 | 1.67288 | 0.00000 | 0.00000 | -1418.94 | 4901.35 |
94 | 2023.05.18 12:33 | close at stop | 38 | 0.80 | 1.67288 | 0.00000 | 0.00000 | -1688.58 | 3212.78 |