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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 | 384.94 | Gross profit | 1098.13 | Gross loss | -713.19 |
Profit factor | 1.54 | Expected payoff | 12.42 | ||
Absolute drawdown | 167.26 | Maximal drawdown | 211.60 (2.09%) | Relative drawdown | 2.09% (211.60) |
Total trades | 31 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 14 (57.14%) |
Profit trades (% of total) | 18 (58.06%) | Loss trades (% of total) | 13 (41.94%) | ||
Largest | profit trade | 111.26 | loss trade | -67.88 | |
Average | profit trade | 61.01 | loss trade | -54.86 | |
Maximum | consecutive wins (profit in money) | 5 (369.55) | consecutive losses (loss in money) | 3 (-199.53) | |
Maximal | consecutive profit (count of wins) | 369.55 (5) | consecutive loss (count of losses) | -199.53 (3) | |
Average | consecutive wins | 2 | 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 | 1.63292 | 1.65692 | ||
3 | 2022.04.12 05:00 | buy | 2 | 0.10 | 1.64739 | 0.00000 | 0.00000 | ||
4 | 2022.04.12 05:00 | modify | 2 | 0.10 | 1.64739 | 1.64267 | 1.65692 | ||
5 | 2022.04.12 05:00 | modify | 1 | 0.10 | 1.64192 | 1.64267 | 1.65692 | ||
6 | 2022.04.12 13:00 | s/l | 1 | 0.10 | 1.64267 | 1.64267 | 1.65692 | 4.71 | 10004.71 |
7 | 2022.04.12 13:00 | s/l | 2 | 0.10 | 1.64267 | 1.64267 | 1.65692 | -34.94 | 9969.77 |
8 | 2022.04.26 06:00 | buy | 3 | 0.10 | 1.61969 | 0.00000 | 0.00000 | ||
9 | 2022.04.26 06:00 | modify | 3 | 0.10 | 1.61969 | 1.61069 | 1.63469 | ||
10 | 2022.04.26 19:00 | s/l | 3 | 0.10 | 1.61069 | 1.61069 | 1.63469 | -66.62 | 9903.15 |
11 | 2022.05.04 03:00 | buy | 4 | 0.10 | 1.60223 | 0.00000 | 0.00000 | ||
12 | 2022.05.04 03:00 | modify | 4 | 0.10 | 1.60223 | 1.59323 | 1.61723 | ||
13 | 2022.05.05 12:00 | s/l | 4 | 0.10 | 1.59323 | 1.59323 | 1.61723 | -67.88 | 9835.26 |
14 | 2022.05.10 03:00 | sell | 5 | 0.10 | 1.60770 | 0.00000 | 0.00000 | ||
15 | 2022.05.10 03:00 | modify | 5 | 0.10 | 1.60770 | 1.61670 | 1.59270 | ||
16 | 2022.05.10 13:00 | sell | 6 | 0.10 | 1.59942 | 0.00000 | 0.00000 | ||
17 | 2022.05.10 13:00 | modify | 6 | 0.10 | 1.59942 | 1.60245 | 1.59270 | ||
18 | 2022.05.10 13:00 | modify | 5 | 0.10 | 1.60770 | 1.60245 | 1.59270 | ||
19 | 2022.05.10 15:00 | s/l | 5 | 0.10 | 1.60245 | 1.60245 | 1.59270 | 38.81 | 9874.07 |
20 | 2022.05.10 15:00 | s/l | 6 | 0.10 | 1.60245 | 1.60245 | 1.59270 | -22.40 | 9851.67 |
21 | 2022.05.24 10:00 | buy | 7 | 0.10 | 1.59950 | 0.00000 | 0.00000 | ||
22 | 2022.05.24 10:00 | modify | 7 | 0.10 | 1.59950 | 1.59050 | 1.61450 | ||
23 | 2022.05.25 05:00 | buy | 8 | 0.10 | 1.60792 | 0.00000 | 0.00000 | ||
24 | 2022.05.25 05:00 | modify | 8 | 0.10 | 1.60792 | 1.60475 | 1.61450 | ||
25 | 2022.05.25 05:00 | modify | 7 | 0.10 | 1.59950 | 1.60475 | 1.61450 | ||
26 | 2022.05.25 10:00 | s/l | 7 | 0.10 | 1.60475 | 1.60475 | 1.61450 | 38.45 | 9890.12 |
27 | 2022.05.25 10:00 | s/l | 8 | 0.10 | 1.60475 | 1.60475 | 1.61450 | -23.47 | 9866.65 |
28 | 2022.05.27 03:00 | sell | 9 | 0.10 | 1.61394 | 0.00000 | 0.00000 | ||
29 | 2022.05.27 03:00 | modify | 9 | 0.10 | 1.61394 | 1.62294 | 1.59894 | ||
30 | 2022.05.29 21:00 | sell | 10 | 0.10 | 1.60548 | 0.00000 | 0.00000 | ||
31 | 2022.05.29 21:00 | modify | 10 | 0.10 | 1.60548 | 1.60869 | 1.59894 | ||
32 | 2022.05.29 21:00 | modify | 9 | 0.10 | 1.61394 | 1.60869 | 1.59894 | ||
33 | 2022.05.30 08:00 | sell | 11 | 0.10 | 1.60243 | 0.00000 | 0.00000 | ||
34 | 2022.05.30 08:00 | modify | 11 | 0.10 | 1.60243 | 1.60869 | 1.59894 | ||
35 | 2022.05.31 02:00 | t/p | 9 | 0.10 | 1.59894 | 1.60869 | 1.59894 | 111.08 | 9977.73 |
36 | 2022.05.31 02:00 | t/p | 10 | 0.10 | 1.59894 | 1.60869 | 1.59894 | 48.53 | 10026.26 |
37 | 2022.05.31 02:00 | t/p | 11 | 0.10 | 1.59894 | 1.60869 | 1.59894 | 25.89 | 10052.15 |
38 | 2022.06.06 08:00 | sell | 12 | 0.10 | 1.57640 | 0.00000 | 0.00000 | ||
39 | 2022.06.06 08:00 | modify | 12 | 0.10 | 1.57640 | 1.58540 | 1.56140 | ||
40 | 2022.06.09 15:00 | s/l | 12 | 0.10 | 1.58540 | 1.58540 | 1.56140 | -66.09 | 9986.05 |
41 | 2022.07.29 05:00 | sell | 13 | 0.10 | 1.56084 | 0.00000 | 0.00000 | ||
42 | 2022.07.29 05:00 | modify | 13 | 0.10 | 1.56084 | 1.56984 | 1.54584 | ||
43 | 2022.08.01 14:00 | s/l | 13 | 0.10 | 1.56984 | 1.56984 | 1.54584 | -66.45 | 9919.60 |
44 | 2022.08.17 10:00 | sell | 14 | 0.10 | 1.55842 | 0.00000 | 0.00000 | ||
45 | 2022.08.17 10:00 | modify | 14 | 0.10 | 1.55842 | 1.56742 | 1.54342 | ||
46 | 2022.08.19 01:00 | t/p | 14 | 0.10 | 1.54342 | 1.56742 | 1.54342 | 111.26 | 10030.86 |
47 | 2022.09.12 09:00 | sell | 15 | 0.10 | 1.51755 | 0.00000 | 0.00000 | ||
48 | 2022.09.12 09:00 | modify | 15 | 0.10 | 1.51755 | 1.52655 | 1.50255 | ||
49 | 2022.09.22 11:00 | s/l | 15 | 0.10 | 1.52655 | 1.52655 | 1.50255 | -65.47 | 9965.38 |
50 | 2022.10.11 02:00 | sell | 16 | 0.10 | 1.52739 | 0.00000 | 0.00000 | ||
51 | 2022.10.11 02:00 | modify | 16 | 0.10 | 1.52739 | 1.53639 | 1.51239 | ||
52 | 2022.10.11 20:00 | sell | 17 | 0.10 | 1.51598 | 0.00000 | 0.00000 | ||
53 | 2022.10.11 20:00 | modify | 17 | 0.10 | 1.51598 | 1.52214 | 1.51239 | ||
54 | 2022.10.11 20:00 | modify | 16 | 0.10 | 1.52739 | 1.52214 | 1.51239 | ||
55 | 2022.10.11 21:00 | t/p | 16 | 0.10 | 1.51239 | 1.52214 | 1.51239 | 110.90 | 10076.28 |
56 | 2022.10.11 21:00 | t/p | 17 | 0.10 | 1.51239 | 1.52214 | 1.51239 | 26.54 | 10102.82 |
57 | 2022.11.03 10:00 | buy | 18 | 0.10 | 1.54919 | 0.00000 | 0.00000 | ||
58 | 2022.11.03 10:00 | modify | 18 | 0.10 | 1.54919 | 1.54019 | 1.56419 | ||
59 | 2022.11.03 13:00 | s/l | 18 | 0.10 | 1.54019 | 1.54019 | 1.56419 | -66.63 | 10036.19 |
60 | 2022.11.10 05:00 | sell | 19 | 0.10 | 1.54288 | 0.00000 | 0.00000 | ||
61 | 2022.11.10 05:00 | modify | 19 | 0.10 | 1.54288 | 1.55188 | 1.52788 | ||
62 | 2022.11.10 14:00 | s/l | 19 | 0.10 | 1.55188 | 1.55188 | 1.52788 | -66.54 | 9969.65 |
63 | 2022.11.11 10:00 | sell | 20 | 0.10 | 1.56331 | 0.00000 | 0.00000 | ||
64 | 2022.11.11 10:00 | modify | 20 | 0.10 | 1.56331 | 1.57231 | 1.54831 | ||
65 | 2022.11.15 11:00 | s/l | 20 | 0.10 | 1.57231 | 1.57231 | 1.54831 | -66.36 | 9903.29 |
66 | 2023.01.03 03:00 | sell | 21 | 0.10 | 1.63966 | 0.00000 | 0.00000 | ||
67 | 2023.01.03 03:00 | modify | 21 | 0.10 | 1.63966 | 1.64866 | 1.62466 | ||
68 | 2023.01.03 07:00 | sell | 22 | 0.10 | 1.63441 | 0.00000 | 0.00000 | ||
69 | 2023.01.03 07:00 | modify | 22 | 0.10 | 1.63441 | 1.63891 | 1.62466 | ||
70 | 2023.01.03 07:00 | modify | 21 | 0.10 | 1.63966 | 1.63891 | 1.62466 | ||
71 | 2023.01.03 09:00 | t/p | 21 | 0.10 | 1.62466 | 1.63891 | 1.62466 | 110.90 | 10014.19 |
72 | 2023.01.03 09:00 | t/p | 22 | 0.10 | 1.62466 | 1.63891 | 1.62466 | 72.08 | 10086.27 |
73 | 2023.01.16 10:00 | buy | 23 | 0.10 | 1.63451 | 0.00000 | 0.00000 | ||
74 | 2023.01.16 10:00 | modify | 23 | 0.10 | 1.63451 | 1.62551 | 1.64951 | ||
75 | 2023.01.17 18:00 | buy | 24 | 0.10 | 1.64282 | 0.00000 | 0.00000 | ||
76 | 2023.01.17 18:00 | modify | 24 | 0.10 | 1.64282 | 1.63976 | 1.64951 | ||
77 | 2023.01.17 18:00 | modify | 23 | 0.10 | 1.63451 | 1.63976 | 1.64951 | ||
78 | 2023.01.18 08:00 | buy | 25 | 0.10 | 1.64583 | 0.00000 | 0.00000 | ||
79 | 2023.01.18 08:00 | modify | 25 | 0.10 | 1.64583 | 1.63976 | 1.64951 | ||
80 | 2023.01.18 09:00 | t/p | 23 | 0.10 | 1.64951 | 1.63976 | 1.64951 | 110.21 | 10196.48 |
81 | 2023.01.18 09:00 | t/p | 24 | 0.10 | 1.64951 | 1.63976 | 1.64951 | 49.11 | 10245.59 |
82 | 2023.01.18 09:00 | t/p | 25 | 0.10 | 1.64951 | 1.63976 | 1.64951 | 27.25 | 10272.84 |
83 | 2023.01.23 10:00 | buy | 26 | 0.10 | 1.65690 | 0.00000 | 0.00000 | ||
84 | 2023.01.23 10:00 | modify | 26 | 0.10 | 1.65690 | 1.64790 | 1.67190 | ||
85 | 2023.01.24 10:00 | s/l | 26 | 0.10 | 1.64790 | 1.64790 | 1.67190 | -67.05 | 10205.79 |
86 | 2023.02.23 03:00 | buy | 27 | 0.10 | 1.63151 | 0.00000 | 0.00000 | ||
87 | 2023.02.23 03:00 | modify | 27 | 0.10 | 1.63151 | 1.62251 | 1.64651 | ||
88 | 2023.02.27 18:00 | buy | 28 | 0.10 | 1.63692 | 0.00000 | 0.00000 | ||
89 | 2023.02.27 18:00 | modify | 28 | 0.10 | 1.63692 | 1.63226 | 1.64651 | ||
90 | 2023.02.27 18:00 | modify | 27 | 0.10 | 1.63151 | 1.63226 | 1.64651 | ||
91 | 2023.02.28 11:00 | buy | 29 | 0.10 | 1.64293 | 0.00000 | 0.00000 | ||
92 | 2023.02.28 11:00 | modify | 29 | 0.10 | 1.64293 | 1.63676 | 1.64651 | ||
93 | 2023.02.28 11:00 | modify | 28 | 0.10 | 1.63692 | 1.63676 | 1.64651 | ||
94 | 2023.02.28 11:00 | modify | 27 | 0.10 | 1.63151 | 1.63676 | 1.64651 | ||
95 | 2023.02.28 14:00 | t/p | 27 | 0.10 | 1.64651 | 1.63676 | 1.64651 | 109.79 | 10315.57 |
96 | 2023.02.28 14:00 | t/p | 28 | 0.10 | 1.64651 | 1.63676 | 1.64651 | 70.58 | 10386.15 |
97 | 2023.02.28 14:00 | t/p | 29 | 0.10 | 1.64651 | 1.63676 | 1.64651 | 26.51 | 10412.66 |
98 | 2023.03.22 10:00 | sell | 30 | 0.10 | 1.68255 | 0.00000 | 0.00000 | ||
99 | 2023.03.22 10:00 | modify | 30 | 0.10 | 1.68255 | 1.69155 | 1.66755 | ||
100 | 2023.03.22 14:00 | sell | 31 | 0.10 | 1.67730 | 0.00000 | 0.00000 | ||
101 | 2023.03.22 14:00 | modify | 31 | 0.10 | 1.67730 | 1.68180 | 1.66755 | ||
102 | 2023.03.22 14:00 | modify | 30 | 0.10 | 1.68255 | 1.68180 | 1.66755 | ||
103 | 2023.03.22 18:00 | s/l | 30 | 0.10 | 1.68180 | 1.68180 | 1.66755 | 5.55 | 10418.21 |
104 | 2023.03.22 18:00 | s/l | 31 | 0.10 | 1.68180 | 1.68180 | 1.66755 | -33.27 | 10384.94 |