Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:59 (2022.04.01 - 2023.04.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7254 | Ticks modelled | 13508 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 1118.81 | Gross profit | 2042.39 | Gross loss | -923.58 |
Profit factor | 2.21 | Expected payoff | 26.64 | ||
Absolute drawdown | 98.08 | Maximal drawdown | 311.42 (3.03%) | Relative drawdown | 3.03% (311.42) |
Total trades | 42 | Short positions (won %) | 25 (68.00%) | Long positions (won %) | 17 (58.82%) |
Profit trades (% of total) | 27 (64.29%) | Loss trades (% of total) | 15 (35.71%) | ||
Largest | profit trade | 111.43 | loss trade | -78.25 | |
Average | profit trade | 75.64 | loss trade | -61.57 | |
Maximum | consecutive wins (profit in money) | 6 (547.45) | consecutive losses (loss in money) | 3 (-222.81) | |
Maximal | consecutive profit (count of wins) | 547.45 (6) | consecutive loss (count of losses) | -222.81 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.08 08:00 | buy | 1 | 0.10 | 1.64192 | 0.00000 | 0.00000 | ||
2 | 2022.04.08 08:00 | modify | 1 | 0.10 | 1.64192 | 1.63192 | 1.65692 | ||
3 | 2022.04.20 15:00 | s/l | 1 | 0.10 | 1.63192 | 1.63192 | 1.65692 | -78.25 | 9921.75 |
4 | 2022.05.10 03:00 | sell | 2 | 0.10 | 1.60770 | 0.00000 | 0.00000 | ||
5 | 2022.05.10 03:00 | modify | 2 | 0.10 | 1.60770 | 1.61770 | 1.59270 | ||
6 | 2022.05.10 13:00 | sell | 3 | 0.10 | 1.59942 | 0.00000 | 0.00000 | ||
7 | 2022.05.10 13:00 | modify | 3 | 0.10 | 1.59942 | 1.60395 | 1.59270 | ||
8 | 2022.05.10 13:00 | modify | 2 | 0.10 | 1.60770 | 1.60395 | 1.59270 | ||
9 | 2022.05.10 15:00 | s/l | 2 | 0.10 | 1.60395 | 1.60395 | 1.59270 | 27.72 | 9949.47 |
10 | 2022.05.10 15:00 | s/l | 3 | 0.10 | 1.60395 | 1.60395 | 1.59270 | -33.49 | 9915.98 |
11 | 2022.05.24 10:00 | buy | 4 | 0.10 | 1.59950 | 0.00000 | 0.00000 | ||
12 | 2022.05.24 10:00 | modify | 4 | 0.10 | 1.59950 | 1.58950 | 1.61450 | ||
13 | 2022.05.25 05:00 | buy | 5 | 0.10 | 1.60792 | 0.00000 | 0.00000 | ||
14 | 2022.05.25 05:00 | modify | 5 | 0.10 | 1.60792 | 1.60325 | 1.61450 | ||
15 | 2022.05.25 05:00 | modify | 4 | 0.10 | 1.59950 | 1.60325 | 1.61450 | ||
16 | 2022.05.26 01:00 | t/p | 4 | 0.10 | 1.61450 | 1.60325 | 1.61450 | 109.36 | 10025.35 |
17 | 2022.05.26 01:00 | t/p | 5 | 0.10 | 1.61450 | 1.60325 | 1.61450 | 47.45 | 10072.79 |
18 | 2022.05.27 03:00 | sell | 6 | 0.10 | 1.61394 | 0.00000 | 0.00000 | ||
19 | 2022.05.27 03:00 | modify | 6 | 0.10 | 1.61394 | 1.62394 | 1.59894 | ||
20 | 2022.05.29 21:00 | sell | 7 | 0.10 | 1.60548 | 0.00000 | 0.00000 | ||
21 | 2022.05.29 21:00 | modify | 7 | 0.10 | 1.60548 | 1.61019 | 1.59894 | ||
22 | 2022.05.29 21:00 | modify | 6 | 0.10 | 1.61394 | 1.61019 | 1.59894 | ||
23 | 2022.05.30 20:00 | sell | 8 | 0.10 | 1.60167 | 0.00000 | 0.00000 | ||
24 | 2022.05.30 20:00 | modify | 8 | 0.10 | 1.60167 | 1.60719 | 1.59894 | ||
25 | 2022.05.30 20:00 | modify | 7 | 0.10 | 1.60548 | 1.60719 | 1.59894 | ||
26 | 2022.05.30 20:00 | modify | 6 | 0.10 | 1.61394 | 1.60719 | 1.59894 | ||
27 | 2022.05.31 02:00 | t/p | 6 | 0.10 | 1.59894 | 1.60719 | 1.59894 | 111.08 | 10183.87 |
28 | 2022.05.31 02:00 | t/p | 7 | 0.10 | 1.59894 | 1.60719 | 1.59894 | 48.53 | 10232.40 |
29 | 2022.05.31 02:00 | t/p | 8 | 0.10 | 1.59894 | 1.60719 | 1.59894 | 20.27 | 10252.67 |
30 | 2022.06.06 08:00 | sell | 9 | 0.10 | 1.57640 | 0.00000 | 0.00000 | ||
31 | 2022.06.06 08:00 | modify | 9 | 0.10 | 1.57640 | 1.58640 | 1.56140 | ||
32 | 2022.06.09 15:00 | s/l | 9 | 0.10 | 1.58640 | 1.58640 | 1.56140 | -73.48 | 10179.18 |
33 | 2022.06.26 22:00 | buy | 10 | 0.10 | 1.58149 | 0.00000 | 0.00000 | ||
34 | 2022.06.26 22:00 | modify | 10 | 0.10 | 1.58149 | 1.57149 | 1.59649 | ||
35 | 2022.06.28 11:00 | s/l | 10 | 0.10 | 1.57149 | 1.57149 | 1.59649 | -74.87 | 10104.31 |
36 | 2022.06.28 12:00 | buy | 11 | 0.10 | 1.57245 | 0.00000 | 0.00000 | ||
37 | 2022.06.28 12:00 | modify | 11 | 0.10 | 1.57245 | 1.56245 | 1.58745 | ||
38 | 2022.06.29 12:00 | s/l | 11 | 0.10 | 1.56245 | 1.56245 | 1.58745 | -74.45 | 10029.86 |
39 | 2022.07.11 16:00 | buy | 12 | 0.10 | 1.54555 | 0.00000 | 0.00000 | ||
40 | 2022.07.11 16:00 | modify | 12 | 0.10 | 1.54555 | 1.53555 | 1.56055 | ||
41 | 2022.07.14 12:00 | buy | 13 | 0.10 | 1.55405 | 0.00000 | 0.00000 | ||
42 | 2022.07.14 12:00 | modify | 13 | 0.10 | 1.55405 | 1.54930 | 1.56055 | ||
43 | 2022.07.14 12:00 | modify | 12 | 0.10 | 1.54555 | 1.54930 | 1.56055 | ||
44 | 2022.07.14 16:00 | s/l | 12 | 0.10 | 1.54930 | 1.54930 | 1.56055 | 25.65 | 10055.51 |
45 | 2022.07.14 16:00 | s/l | 13 | 0.10 | 1.54930 | 1.54930 | 1.56055 | -35.17 | 10020.34 |
46 | 2022.08.10 14:00 | sell | 14 | 0.10 | 1.56723 | 0.00000 | 0.00000 | ||
47 | 2022.08.10 14:00 | modify | 14 | 0.10 | 1.56723 | 1.57723 | 1.55223 | ||
48 | 2022.08.12 08:00 | t/p | 14 | 0.10 | 1.55223 | 1.57723 | 1.55223 | 111.26 | 10131.60 |
49 | 2022.08.17 10:00 | sell | 15 | 0.10 | 1.55842 | 0.00000 | 0.00000 | ||
50 | 2022.08.17 10:00 | modify | 15 | 0.10 | 1.55842 | 1.56842 | 1.54342 | ||
51 | 2022.08.19 01:00 | t/p | 15 | 0.10 | 1.54342 | 1.56842 | 1.54342 | 111.26 | 10242.85 |
52 | 2022.09.06 01:00 | sell | 16 | 0.10 | 1.51797 | 0.00000 | 0.00000 | ||
53 | 2022.09.06 01:00 | modify | 16 | 0.10 | 1.51797 | 1.52797 | 1.50297 | ||
54 | 2022.09.07 12:00 | sell | 17 | 0.10 | 1.50576 | 0.00000 | 0.00000 | ||
55 | 2022.09.07 12:00 | modify | 17 | 0.10 | 1.50576 | 1.51122 | 1.50297 | ||
56 | 2022.09.07 12:00 | modify | 16 | 0.10 | 1.51797 | 1.51122 | 1.50297 | ||
57 | 2022.09.07 15:00 | s/l | 16 | 0.10 | 1.51122 | 1.51122 | 1.50297 | 50.00 | 10292.85 |
58 | 2022.09.07 15:00 | s/l | 17 | 0.10 | 1.51122 | 1.51122 | 1.50297 | -40.37 | 10252.48 |
59 | 2022.09.12 09:00 | sell | 18 | 0.10 | 1.51755 | 0.00000 | 0.00000 | ||
60 | 2022.09.12 09:00 | modify | 18 | 0.10 | 1.51755 | 1.52755 | 1.50255 | ||
61 | 2022.09.16 08:00 | sell | 19 | 0.10 | 1.51069 | 0.00000 | 0.00000 | ||
62 | 2022.09.16 08:00 | modify | 19 | 0.10 | 1.51069 | 1.51455 | 1.50255 | ||
63 | 2022.09.16 08:00 | modify | 18 | 0.10 | 1.51755 | 1.51455 | 1.50255 | ||
64 | 2022.09.16 11:00 | s/l | 18 | 0.10 | 1.51455 | 1.51455 | 1.50255 | 22.71 | 10275.20 |
65 | 2022.09.16 11:00 | s/l | 19 | 0.10 | 1.51455 | 1.51455 | 1.50255 | -28.54 | 10246.66 |
66 | 2022.09.22 10:00 | sell | 20 | 0.10 | 1.52227 | 0.00000 | 0.00000 | ||
67 | 2022.09.22 10:00 | modify | 20 | 0.10 | 1.52227 | 1.53227 | 1.50727 | ||
68 | 2022.09.23 03:00 | sell | 21 | 0.10 | 1.51385 | 0.00000 | 0.00000 | ||
69 | 2022.09.23 03:00 | modify | 21 | 0.10 | 1.51385 | 1.51852 | 1.50727 | ||
70 | 2022.09.23 03:00 | modify | 20 | 0.10 | 1.52227 | 1.51852 | 1.50727 | ||
71 | 2022.09.23 10:00 | t/p | 20 | 0.10 | 1.50727 | 1.51852 | 1.50727 | 110.99 | 10357.65 |
72 | 2022.09.23 10:00 | t/p | 21 | 0.10 | 1.50727 | 1.51852 | 1.50727 | 48.64 | 10406.29 |
73 | 2022.09.30 01:00 | sell | 22 | 0.10 | 1.52594 | 0.00000 | 0.00000 | ||
74 | 2022.09.30 01:00 | modify | 22 | 0.10 | 1.52594 | 1.53594 | 1.51094 | ||
75 | 2022.09.30 09:00 | s/l | 22 | 0.10 | 1.53594 | 1.53594 | 1.51094 | -73.94 | 10332.35 |
76 | 2022.10.07 15:00 | buy | 23 | 0.10 | 1.52370 | 0.00000 | 0.00000 | ||
77 | 2022.10.07 15:00 | modify | 23 | 0.10 | 1.52370 | 1.51370 | 1.53870 | ||
78 | 2022.10.11 21:00 | s/l | 23 | 0.10 | 1.51370 | 1.51370 | 1.53870 | -74.87 | 10257.47 |
79 | 2022.10.26 18:00 | sell | 24 | 0.10 | 1.57420 | 0.00000 | 0.00000 | ||
80 | 2022.10.26 18:00 | modify | 24 | 0.10 | 1.57420 | 1.58420 | 1.55920 | ||
81 | 2022.10.31 20:00 | sell | 25 | 0.10 | 1.56210 | 0.00000 | 0.00000 | ||
82 | 2022.10.31 20:00 | modify | 25 | 0.10 | 1.56210 | 1.56745 | 1.55920 | ||
83 | 2022.10.31 20:00 | modify | 24 | 0.10 | 1.57420 | 1.56745 | 1.55920 | ||
84 | 2022.11.01 14:00 | s/l | 24 | 0.10 | 1.56745 | 1.56745 | 1.55920 | 50.43 | 10307.91 |
85 | 2022.11.01 14:00 | s/l | 25 | 0.10 | 1.56745 | 1.56745 | 1.55920 | -39.47 | 10268.44 |
86 | 2022.11.03 10:00 | buy | 26 | 0.10 | 1.54919 | 0.00000 | 0.00000 | ||
87 | 2022.11.03 10:00 | modify | 26 | 0.10 | 1.54919 | 1.53919 | 1.56419 | ||
88 | 2022.11.03 15:00 | s/l | 26 | 0.10 | 1.53919 | 1.53919 | 1.56419 | -74.03 | 10194.41 |
89 | 2022.11.09 18:00 | buy | 27 | 0.10 | 1.53364 | 0.00000 | 0.00000 | ||
90 | 2022.11.09 18:00 | modify | 27 | 0.10 | 1.53364 | 1.52364 | 1.54864 | ||
91 | 2022.11.10 14:00 | t/p | 27 | 0.10 | 1.54864 | 1.52364 | 1.54864 | 109.79 | 10304.19 |
92 | 2022.11.10 21:00 | sell | 28 | 0.10 | 1.56084 | 0.00000 | 0.00000 | ||
93 | 2022.11.10 21:00 | modify | 28 | 0.10 | 1.56084 | 1.57084 | 1.54584 | ||
94 | 2022.11.11 21:00 | s/l | 28 | 0.10 | 1.57084 | 1.57084 | 1.54584 | -73.84 | 10230.35 |
95 | 2022.12.01 11:00 | sell | 29 | 0.10 | 1.63037 | 0.00000 | 0.00000 | ||
96 | 2022.12.01 11:00 | modify | 29 | 0.10 | 1.63037 | 1.64037 | 1.61537 | ||
97 | 2022.12.01 14:00 | s/l | 29 | 0.10 | 1.64037 | 1.64037 | 1.61537 | -73.93 | 10156.42 |
98 | 2023.01.03 03:00 | sell | 30 | 0.10 | 1.63966 | 0.00000 | 0.00000 | ||
99 | 2023.01.03 03:00 | modify | 30 | 0.10 | 1.63966 | 1.64966 | 1.62466 | ||
100 | 2023.01.03 09:00 | t/p | 30 | 0.10 | 1.62466 | 1.64966 | 1.62466 | 110.90 | 10267.32 |
101 | 2023.01.16 10:00 | buy | 31 | 0.10 | 1.63451 | 0.00000 | 0.00000 | ||
102 | 2023.01.16 10:00 | modify | 31 | 0.10 | 1.63451 | 1.62451 | 1.64951 | ||
103 | 2023.01.17 18:00 | buy | 32 | 0.10 | 1.64282 | 0.00000 | 0.00000 | ||
104 | 2023.01.17 18:00 | modify | 32 | 0.10 | 1.64282 | 1.63826 | 1.64951 | ||
105 | 2023.01.17 18:00 | modify | 31 | 0.10 | 1.63451 | 1.63826 | 1.64951 | ||
106 | 2023.01.18 09:00 | t/p | 31 | 0.10 | 1.64951 | 1.63826 | 1.64951 | 110.21 | 10377.53 |
107 | 2023.01.18 09:00 | t/p | 32 | 0.10 | 1.64951 | 1.63826 | 1.64951 | 49.11 | 10426.63 |
108 | 2023.01.18 19:00 | sell | 33 | 0.10 | 1.66263 | 0.00000 | 0.00000 | ||
109 | 2023.01.18 19:00 | modify | 33 | 0.10 | 1.66263 | 1.67263 | 1.64763 | ||
110 | 2023.01.24 01:00 | sell | 34 | 0.10 | 1.65424 | 0.00000 | 0.00000 | ||
111 | 2023.01.24 01:00 | modify | 34 | 0.10 | 1.65424 | 1.65888 | 1.64763 | ||
112 | 2023.01.24 01:00 | modify | 33 | 0.10 | 1.66263 | 1.65888 | 1.64763 | ||
113 | 2023.01.24 09:00 | sell | 35 | 0.10 | 1.65565 | 0.00000 | 0.00000 | ||
114 | 2023.01.24 09:00 | modify | 35 | 0.10 | 1.65565 | 1.65963 | 1.64763 | ||
115 | 2023.01.24 10:00 | t/p | 33 | 0.10 | 1.64763 | 1.65888 | 1.64763 | 111.43 | 10538.07 |
116 | 2023.01.24 10:00 | t/p | 34 | 0.10 | 1.64763 | 1.65888 | 1.64763 | 48.87 | 10586.94 |
117 | 2023.01.24 10:00 | t/p | 35 | 0.10 | 1.64763 | 1.65963 | 1.64763 | 59.29 | 10646.23 |
118 | 2023.01.27 11:00 | buy | 36 | 0.10 | 1.64832 | 0.00000 | 0.00000 | ||
119 | 2023.01.27 11:00 | modify | 36 | 0.10 | 1.64832 | 1.63832 | 1.66332 | ||
120 | 2023.01.31 22:00 | s/l | 36 | 0.10 | 1.63832 | 1.63832 | 1.66332 | -74.87 | 10571.36 |
121 | 2023.02.05 22:00 | buy | 37 | 0.10 | 1.61411 | 0.00000 | 0.00000 | ||
122 | 2023.02.05 22:00 | modify | 37 | 0.10 | 1.61411 | 1.60411 | 1.62911 | ||
123 | 2023.02.09 13:00 | t/p | 37 | 0.10 | 1.62911 | 1.60411 | 1.62911 | 108.52 | 10679.88 |
124 | 2023.02.09 17:00 | sell | 38 | 0.10 | 1.63229 | 0.00000 | 0.00000 | ||
125 | 2023.02.09 17:00 | modify | 38 | 0.10 | 1.63229 | 1.64229 | 1.61729 | ||
126 | 2023.02.10 13:00 | sell | 39 | 0.10 | 1.62547 | 0.00000 | 0.00000 | ||
127 | 2023.02.10 13:00 | modify | 39 | 0.10 | 1.62547 | 1.62929 | 1.61729 | ||
128 | 2023.02.10 13:00 | modify | 38 | 0.10 | 1.63229 | 1.62929 | 1.61729 | ||
129 | 2023.02.10 16:00 | t/p | 38 | 0.10 | 1.61729 | 1.62929 | 1.61729 | 110.99 | 10790.87 |
130 | 2023.02.10 16:00 | t/p | 39 | 0.10 | 1.61729 | 1.62929 | 1.61729 | 60.48 | 10851.35 |
131 | 2023.02.12 22:00 | buy | 40 | 0.10 | 1.60933 | 0.00000 | 0.00000 | ||
132 | 2023.02.12 22:00 | modify | 40 | 0.10 | 1.60933 | 1.59933 | 1.62433 | ||
133 | 2023.02.14 10:00 | t/p | 40 | 0.10 | 1.62433 | 1.59933 | 1.62433 | 110.21 | 10961.55 |
134 | 2023.02.23 10:00 | buy | 41 | 0.10 | 1.62934 | 0.00000 | 0.00000 | ||
135 | 2023.02.23 10:00 | modify | 41 | 0.10 | 1.62934 | 1.61934 | 1.64434 | ||
136 | 2023.02.27 20:00 | buy | 42 | 0.10 | 1.63787 | 0.00000 | 0.00000 | ||
137 | 2023.02.27 20:00 | modify | 42 | 0.10 | 1.63787 | 1.63309 | 1.64434 | ||
138 | 2023.02.27 20:00 | modify | 41 | 0.10 | 1.62934 | 1.63309 | 1.64434 | ||
139 | 2023.02.28 14:00 | t/p | 41 | 0.10 | 1.64434 | 1.63309 | 1.64434 | 109.78 | 11071.33 |
140 | 2023.02.28 14:00 | t/p | 42 | 0.10 | 1.64434 | 1.63309 | 1.64434 | 47.48 | 11118.81 |