Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 23:59 (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=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 307.73 | Gross profit | 888.82 | Gross loss | -581.09 |
Profit factor | 1.53 | Expected payoff | 17.10 | ||
Absolute drawdown | 121.98 | Maximal drawdown | 236.09 (2.28%) | Relative drawdown | 2.28% (236.09) |
Total trades | 18 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 12 (50.00%) |
Profit trades (% of total) | 8 (44.44%) | Loss trades (% of total) | 10 (55.56%) | ||
Largest | profit trade | 150.15 | loss trade | -61.48 | |
Average | profit trade | 111.10 | loss trade | -58.11 | |
Maximum | consecutive wins (profit in money) | 3 (400.23) | consecutive losses (loss in money) | 2 (-121.98) | |
Maximal | consecutive profit (count of wins) | 400.23 (3) | consecutive loss (count of losses) | -121.98 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.25 12:00 | buy | 1 | 0.10 | 1.27526 | 0.00000 | 0.00000 | ||
2 | 2022.04.25 12:00 | modify | 1 | 0.10 | 1.27526 | 1.26926 | 1.29026 | ||
3 | 2022.04.26 12:00 | s/l | 1 | 0.10 | 1.26926 | 1.26926 | 1.29026 | -60.49 | 9939.51 |
4 | 2022.04.27 20:00 | buy | 2 | 0.10 | 1.25484 | 0.00000 | 0.00000 | ||
5 | 2022.04.27 20:00 | modify | 2 | 0.10 | 1.25484 | 1.24884 | 1.26984 | ||
6 | 2022.04.28 12:00 | s/l | 2 | 0.10 | 1.24884 | 1.24884 | 1.26984 | -61.48 | 9878.02 |
7 | 2022.05.05 00:00 | sell | 3 | 0.10 | 1.26161 | 0.00000 | 0.00000 | ||
8 | 2022.05.05 00:00 | modify | 3 | 0.10 | 1.26161 | 1.26761 | 1.24661 | ||
9 | 2022.05.05 12:00 | t/p | 3 | 0.10 | 1.24661 | 1.26761 | 1.24661 | 150.00 | 10028.02 |
10 | 2022.05.12 16:00 | buy | 4 | 0.10 | 1.21985 | 0.00000 | 0.00000 | ||
11 | 2022.05.12 16:00 | modify | 4 | 0.10 | 1.21985 | 1.21385 | 1.23485 | ||
12 | 2022.05.13 16:00 | buy | 5 | 0.10 | 1.22458 | 0.00000 | 0.00000 | ||
13 | 2022.05.13 16:00 | modify | 5 | 0.10 | 1.22458 | 1.22060 | 1.23485 | ||
14 | 2022.05.13 16:00 | modify | 4 | 0.10 | 1.21985 | 1.22060 | 1.23485 | ||
15 | 2022.05.17 08:00 | t/p | 4 | 0.10 | 1.23485 | 1.22060 | 1.23485 | 148.52 | 10176.54 |
16 | 2022.05.17 08:00 | t/p | 5 | 0.10 | 1.23485 | 1.22060 | 1.23485 | 101.71 | 10278.25 |
17 | 2022.05.23 16:00 | sell | 6 | 0.10 | 1.25698 | 0.00000 | 0.00000 | ||
18 | 2022.05.23 16:00 | modify | 6 | 0.10 | 1.25698 | 1.26298 | 1.24198 | ||
19 | 2022.05.27 04:00 | s/l | 6 | 0.10 | 1.26298 | 1.26298 | 1.24198 | -59.12 | 10219.12 |
20 | 2022.06.01 20:00 | buy | 7 | 0.10 | 1.24855 | 0.00000 | 0.00000 | ||
21 | 2022.06.01 20:00 | modify | 7 | 0.10 | 1.24855 | 1.24255 | 1.26355 | ||
22 | 2022.06.02 08:00 | buy | 8 | 0.10 | 1.25311 | 0.00000 | 0.00000 | ||
23 | 2022.06.02 08:00 | modify | 8 | 0.10 | 1.25311 | 1.24930 | 1.26355 | ||
24 | 2022.06.02 08:00 | modify | 7 | 0.10 | 1.24855 | 1.24930 | 1.26355 | ||
25 | 2022.06.03 16:00 | s/l | 7 | 0.10 | 1.24930 | 1.24930 | 1.26355 | 5.52 | 10224.65 |
26 | 2022.06.03 16:00 | s/l | 8 | 0.10 | 1.24930 | 1.24930 | 1.26355 | -38.59 | 10186.05 |
27 | 2022.07.01 16:00 | buy | 9 | 0.10 | 1.20493 | 0.00000 | 0.00000 | ||
28 | 2022.07.01 16:00 | modify | 9 | 0.10 | 1.20493 | 1.19893 | 1.21993 | ||
29 | 2022.07.05 12:00 | s/l | 9 | 0.10 | 1.19893 | 1.19893 | 1.21993 | -60.99 | 10125.06 |
30 | 2022.07.14 16:00 | buy | 10 | 0.10 | 1.18286 | 0.00000 | 0.00000 | ||
31 | 2022.07.14 16:00 | modify | 10 | 0.10 | 1.18286 | 1.17686 | 1.19786 | ||
32 | 2022.07.18 12:00 | t/p | 10 | 0.10 | 1.19786 | 1.17686 | 1.19786 | 149.01 | 10274.07 |
33 | 2022.08.29 08:00 | buy | 11 | 0.10 | 1.16755 | 0.00000 | 0.00000 | ||
34 | 2022.08.29 08:00 | modify | 11 | 0.10 | 1.16755 | 1.16155 | 1.18255 | ||
35 | 2022.08.31 12:00 | s/l | 11 | 0.10 | 1.16155 | 1.16155 | 1.18255 | -60.99 | 10213.08 |
36 | 2022.09.21 12:00 | buy | 12 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
37 | 2022.09.21 12:00 | modify | 12 | 0.10 | 1.13388 | 1.12788 | 1.14888 | ||
38 | 2022.09.21 20:00 | s/l | 12 | 0.10 | 1.12788 | 1.12788 | 1.14888 | -60.00 | 10153.08 |
39 | 2022.10.13 20:00 | sell | 13 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
40 | 2022.10.13 20:00 | modify | 13 | 0.10 | 1.13159 | 1.13759 | 1.11659 | ||
41 | 2022.10.14 16:00 | t/p | 13 | 0.10 | 1.11659 | 1.13759 | 1.11659 | 150.15 | 10303.23 |
42 | 2022.10.26 12:00 | sell | 14 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
43 | 2022.10.26 12:00 | modify | 14 | 0.10 | 1.15630 | 1.16230 | 1.14130 | ||
44 | 2022.10.26 16:00 | s/l | 14 | 0.10 | 1.16230 | 1.16230 | 1.14130 | -60.00 | 10243.23 |
45 | 2022.11.23 20:00 | sell | 15 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
46 | 2022.11.23 20:00 | modify | 15 | 0.10 | 1.20648 | 1.21248 | 1.19148 | ||
47 | 2022.11.24 12:00 | s/l | 15 | 0.10 | 1.21248 | 1.21248 | 1.19148 | -59.56 | 10183.67 |
48 | 2023.02.24 20:00 | buy | 16 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
49 | 2023.02.24 20:00 | modify | 16 | 0.10 | 1.19461 | 1.18861 | 1.20961 | ||
50 | 2023.02.27 20:00 | buy | 17 | 0.10 | 1.20607 | 0.00000 | 0.00000 | ||
51 | 2023.02.27 20:00 | modify | 17 | 0.10 | 1.20607 | 1.20061 | 1.20961 | ||
52 | 2023.02.27 20:00 | modify | 16 | 0.10 | 1.19461 | 1.20061 | 1.20961 | ||
53 | 2023.02.28 12:00 | t/p | 16 | 0.10 | 1.20961 | 1.20061 | 1.20961 | 149.01 | 10332.68 |
54 | 2023.02.28 12:00 | t/p | 17 | 0.10 | 1.20961 | 1.20061 | 1.20961 | 34.91 | 10367.58 |
55 | 2023.03.21 00:00 | sell | 18 | 0.10 | 1.22731 | 0.00000 | 0.00000 | ||
56 | 2023.03.21 00:00 | modify | 18 | 0.10 | 1.22731 | 1.23331 | 1.21231 | ||
57 | 2023.03.22 20:00 | s/l | 18 | 0.10 | 1.23331 | 1.23331 | 1.21231 | -59.85 | 10307.73 |