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=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=60; IT_TakeProfit=90; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 486.61 | Gross profit | 1545.65 | Gross loss | -1059.05 |
Profit factor | 1.46 | Expected payoff | 13.15 | ||
Absolute drawdown | 92.47 | Maximal drawdown | 325.21 (3.12%) | Relative drawdown | 3.12% (325.21) |
Total trades | 37 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 22 (40.91%) |
Profit trades (% of total) | 19 (51.35%) | Loss trades (% of total) | 18 (48.65%) | ||
Largest | profit trade | 90.15 | loss trade | -61.98 | |
Average | profit trade | 81.35 | loss trade | -58.84 | |
Maximum | consecutive wins (profit in money) | 6 (501.52) | consecutive losses (loss in money) | 3 (-182.47) | |
Maximal | consecutive profit (count of wins) | 501.52 (6) | consecutive loss (count of losses) | -182.47 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.14 08:00 | sell | 1 | 0.10 | 1.31312 | 0.00000 | 0.00000 | ||
2 | 2022.04.14 08:00 | modify | 1 | 0.10 | 1.31312 | 1.31912 | 1.30412 | ||
3 | 2022.04.14 16:00 | t/p | 1 | 0.10 | 1.30412 | 1.31912 | 1.30412 | 90.00 | 10090.00 |
4 | 2022.04.24 20:00 | buy | 2 | 0.10 | 1.28334 | 0.00000 | 0.00000 | ||
5 | 2022.04.24 20:00 | modify | 2 | 0.10 | 1.28334 | 1.27734 | 1.29234 | ||
6 | 2022.04.25 08:00 | s/l | 2 | 0.10 | 1.27734 | 1.27734 | 1.29234 | -60.49 | 10029.51 |
7 | 2022.04.25 12:00 | buy | 3 | 0.10 | 1.27526 | 0.00000 | 0.00000 | ||
8 | 2022.04.25 12:00 | modify | 3 | 0.10 | 1.27526 | 1.26926 | 1.28426 | ||
9 | 2022.04.26 12:00 | s/l | 3 | 0.10 | 1.26926 | 1.26926 | 1.28426 | -60.49 | 9969.01 |
10 | 2022.04.27 20:00 | buy | 4 | 0.10 | 1.25484 | 0.00000 | 0.00000 | ||
11 | 2022.04.27 20:00 | modify | 4 | 0.10 | 1.25484 | 1.24884 | 1.26384 | ||
12 | 2022.04.28 12:00 | s/l | 4 | 0.10 | 1.24884 | 1.24884 | 1.26384 | -61.48 | 9907.53 |
13 | 2022.05.05 00:00 | sell | 5 | 0.10 | 1.26161 | 0.00000 | 0.00000 | ||
14 | 2022.05.05 00:00 | modify | 5 | 0.10 | 1.26161 | 1.26761 | 1.25261 | ||
15 | 2022.05.05 04:00 | sell | 6 | 0.10 | 1.25798 | 0.00000 | 0.00000 | ||
16 | 2022.05.05 04:00 | modify | 6 | 0.10 | 1.25798 | 1.26116 | 1.25261 | ||
17 | 2022.05.05 04:00 | modify | 5 | 0.10 | 1.26161 | 1.26116 | 1.25261 | ||
18 | 2022.05.05 08:00 | t/p | 5 | 0.10 | 1.25261 | 1.26116 | 1.25261 | 90.00 | 9997.53 |
19 | 2022.05.05 08:00 | t/p | 6 | 0.10 | 1.25261 | 1.26116 | 1.25261 | 53.70 | 10051.23 |
20 | 2022.05.12 16:00 | buy | 7 | 0.10 | 1.21985 | 0.00000 | 0.00000 | ||
21 | 2022.05.12 16:00 | modify | 7 | 0.10 | 1.21985 | 1.21385 | 1.22885 | ||
22 | 2022.05.16 04:00 | t/p | 7 | 0.10 | 1.22885 | 1.21385 | 1.22885 | 89.01 | 10140.24 |
23 | 2022.05.17 16:00 | sell | 8 | 0.10 | 1.24690 | 0.00000 | 0.00000 | ||
24 | 2022.05.17 16:00 | modify | 8 | 0.10 | 1.24690 | 1.25290 | 1.23790 | ||
25 | 2022.05.18 12:00 | t/p | 8 | 0.10 | 1.23790 | 1.25290 | 1.23790 | 90.15 | 10230.38 |
26 | 2022.05.23 16:00 | sell | 9 | 0.10 | 1.25698 | 0.00000 | 0.00000 | ||
27 | 2022.05.23 16:00 | modify | 9 | 0.10 | 1.25698 | 1.26298 | 1.24798 | ||
28 | 2022.05.24 12:00 | t/p | 9 | 0.10 | 1.24798 | 1.26298 | 1.24798 | 90.15 | 10320.53 |
29 | 2022.06.01 20:00 | buy | 10 | 0.10 | 1.24855 | 0.00000 | 0.00000 | ||
30 | 2022.06.01 20:00 | modify | 10 | 0.10 | 1.24855 | 1.24255 | 1.25755 | ||
31 | 2022.06.02 20:00 | t/p | 10 | 0.10 | 1.25755 | 1.24255 | 1.25755 | 88.52 | 10409.05 |
32 | 2022.06.13 04:00 | buy | 11 | 0.10 | 1.22931 | 0.00000 | 0.00000 | ||
33 | 2022.06.13 04:00 | modify | 11 | 0.10 | 1.22931 | 1.22331 | 1.23831 | ||
34 | 2022.06.13 12:00 | s/l | 11 | 0.10 | 1.22331 | 1.22331 | 1.23831 | -60.00 | 10349.05 |
35 | 2022.06.13 16:00 | buy | 12 | 0.10 | 1.21710 | 0.00000 | 0.00000 | ||
36 | 2022.06.13 16:00 | modify | 12 | 0.10 | 1.21710 | 1.21110 | 1.22610 | ||
37 | 2022.06.13 20:00 | s/l | 12 | 0.10 | 1.21110 | 1.21110 | 1.22610 | -60.00 | 10289.05 |
38 | 2022.06.14 00:00 | buy | 13 | 0.10 | 1.21449 | 0.00000 | 0.00000 | ||
39 | 2022.06.14 00:00 | modify | 13 | 0.10 | 1.21449 | 1.20849 | 1.22349 | ||
40 | 2022.06.14 08:00 | buy | 14 | 0.10 | 1.21826 | 0.00000 | 0.00000 | ||
41 | 2022.06.14 08:00 | modify | 14 | 0.10 | 1.21826 | 1.21494 | 1.22349 | ||
42 | 2022.06.14 08:00 | modify | 13 | 0.10 | 1.21449 | 1.21494 | 1.22349 | ||
43 | 2022.06.14 12:00 | s/l | 13 | 0.10 | 1.21494 | 1.21494 | 1.22349 | 4.50 | 10293.55 |
44 | 2022.06.14 12:00 | s/l | 14 | 0.10 | 1.21494 | 1.21494 | 1.22349 | -33.20 | 10260.35 |
45 | 2022.07.01 16:00 | buy | 15 | 0.10 | 1.20493 | 0.00000 | 0.00000 | ||
46 | 2022.07.01 16:00 | modify | 15 | 0.10 | 1.20493 | 1.19893 | 1.21393 | ||
47 | 2022.07.04 12:00 | t/p | 15 | 0.10 | 1.21393 | 1.19893 | 1.21393 | 89.51 | 10349.85 |
48 | 2022.07.12 00:00 | buy | 16 | 0.10 | 1.19017 | 0.00000 | 0.00000 | ||
49 | 2022.07.12 00:00 | modify | 16 | 0.10 | 1.19017 | 1.18417 | 1.19917 | ||
50 | 2022.07.12 08:00 | s/l | 16 | 0.10 | 1.18417 | 1.18417 | 1.19917 | -60.00 | 10289.85 |
51 | 2022.07.14 16:00 | buy | 17 | 0.10 | 1.18286 | 0.00000 | 0.00000 | ||
52 | 2022.07.14 16:00 | modify | 17 | 0.10 | 1.18286 | 1.17686 | 1.19186 | ||
53 | 2022.07.18 08:00 | t/p | 17 | 0.10 | 1.19186 | 1.17686 | 1.19186 | 89.01 | 10378.86 |
54 | 2022.08.12 16:00 | buy | 18 | 0.10 | 1.21329 | 0.00000 | 0.00000 | ||
55 | 2022.08.12 16:00 | modify | 18 | 0.10 | 1.21329 | 1.20729 | 1.22229 | ||
56 | 2022.08.15 12:00 | s/l | 18 | 0.10 | 1.20729 | 1.20729 | 1.22229 | -60.49 | 10318.37 |
57 | 2022.08.15 16:00 | buy | 19 | 0.10 | 1.20905 | 0.00000 | 0.00000 | ||
58 | 2022.08.15 16:00 | modify | 19 | 0.10 | 1.20905 | 1.20305 | 1.21805 | ||
59 | 2022.08.16 08:00 | s/l | 19 | 0.10 | 1.20305 | 1.20305 | 1.21805 | -60.49 | 10257.87 |
60 | 2022.08.29 08:00 | buy | 20 | 0.10 | 1.16755 | 0.00000 | 0.00000 | ||
61 | 2022.08.29 08:00 | modify | 20 | 0.10 | 1.16755 | 1.16155 | 1.17655 | ||
62 | 2022.08.31 12:00 | s/l | 20 | 0.10 | 1.16155 | 1.16155 | 1.17655 | -60.99 | 10196.88 |
63 | 2022.09.05 04:00 | buy | 21 | 0.10 | 1.14751 | 0.00000 | 0.00000 | ||
64 | 2022.09.05 04:00 | modify | 21 | 0.10 | 1.14751 | 1.14151 | 1.15651 | ||
65 | 2022.09.06 00:00 | t/p | 21 | 0.10 | 1.15651 | 1.14151 | 1.15651 | 89.51 | 10286.39 |
66 | 2022.09.14 00:00 | buy | 22 | 0.10 | 1.15048 | 0.00000 | 0.00000 | ||
67 | 2022.09.14 00:00 | modify | 22 | 0.10 | 1.15048 | 1.14448 | 1.15948 | ||
68 | 2022.09.16 08:00 | s/l | 22 | 0.10 | 1.14448 | 1.14448 | 1.15948 | -61.98 | 10224.41 |
69 | 2022.09.21 12:00 | buy | 23 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
70 | 2022.09.21 12:00 | modify | 23 | 0.10 | 1.13388 | 1.12788 | 1.14288 | ||
71 | 2022.09.21 20:00 | s/l | 23 | 0.10 | 1.12788 | 1.12788 | 1.14288 | -60.00 | 10164.41 |
72 | 2022.10.13 20:00 | sell | 24 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
73 | 2022.10.13 20:00 | modify | 24 | 0.10 | 1.13159 | 1.13759 | 1.12259 | ||
74 | 2022.10.14 12:00 | t/p | 24 | 0.10 | 1.12259 | 1.13759 | 1.12259 | 90.15 | 10254.55 |
75 | 2022.10.26 00:00 | sell | 25 | 0.10 | 1.14580 | 0.00000 | 0.00000 | ||
76 | 2022.10.26 00:00 | modify | 25 | 0.10 | 1.14580 | 1.15180 | 1.13680 | ||
77 | 2022.10.26 08:00 | s/l | 25 | 0.10 | 1.15180 | 1.15180 | 1.13680 | -60.00 | 10194.55 |
78 | 2022.10.26 12:00 | sell | 26 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
79 | 2022.10.26 12:00 | modify | 26 | 0.10 | 1.15630 | 1.16230 | 1.14730 | ||
80 | 2022.10.26 16:00 | s/l | 26 | 0.10 | 1.16230 | 1.16230 | 1.14730 | -60.00 | 10134.55 |
81 | 2022.11.04 00:00 | buy | 27 | 0.10 | 1.11727 | 0.00000 | 0.00000 | ||
82 | 2022.11.04 00:00 | modify | 27 | 0.10 | 1.11727 | 1.11127 | 1.12627 | ||
83 | 2022.11.04 16:00 | t/p | 27 | 0.10 | 1.12627 | 1.11127 | 1.12627 | 90.00 | 10224.55 |
84 | 2022.11.11 00:00 | sell | 28 | 0.10 | 1.16937 | 0.00000 | 0.00000 | ||
85 | 2022.11.11 00:00 | modify | 28 | 0.10 | 1.16937 | 1.17537 | 1.16037 | ||
86 | 2022.11.11 08:00 | s/l | 28 | 0.10 | 1.17537 | 1.17537 | 1.16037 | -60.00 | 10164.55 |
87 | 2022.11.23 20:00 | sell | 29 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
88 | 2022.11.23 20:00 | modify | 29 | 0.10 | 1.20648 | 1.21248 | 1.19748 | ||
89 | 2022.11.24 12:00 | s/l | 29 | 0.10 | 1.21248 | 1.21248 | 1.19748 | -59.56 | 10104.99 |
90 | 2022.12.01 20:00 | sell | 30 | 0.10 | 1.22587 | 0.00000 | 0.00000 | ||
91 | 2022.12.01 20:00 | modify | 30 | 0.10 | 1.22587 | 1.23187 | 1.21687 | ||
92 | 2022.12.02 16:00 | t/p | 30 | 0.10 | 1.21687 | 1.23187 | 1.21687 | 90.15 | 10195.14 |
93 | 2022.12.16 00:00 | buy | 31 | 0.10 | 1.21932 | 0.00000 | 0.00000 | ||
94 | 2022.12.16 00:00 | modify | 31 | 0.10 | 1.21932 | 1.21332 | 1.22832 | ||
95 | 2022.12.16 12:00 | s/l | 31 | 0.10 | 1.21332 | 1.21332 | 1.22832 | -60.00 | 10135.14 |
96 | 2023.02.02 04:00 | sell | 32 | 0.10 | 1.23845 | 0.00000 | 0.00000 | ||
97 | 2023.02.02 04:00 | modify | 32 | 0.10 | 1.23845 | 1.24445 | 1.22945 | ||
98 | 2023.02.02 16:00 | t/p | 32 | 0.10 | 1.22945 | 1.24445 | 1.22945 | 90.00 | 10225.14 |
99 | 2023.02.24 20:00 | buy | 33 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
100 | 2023.02.24 20:00 | modify | 33 | 0.10 | 1.19461 | 1.18861 | 1.20361 | ||
101 | 2023.02.27 16:00 | t/p | 33 | 0.10 | 1.20361 | 1.18861 | 1.20361 | 89.51 | 10314.64 |
102 | 2023.03.08 08:00 | buy | 34 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
103 | 2023.03.08 08:00 | modify | 34 | 0.10 | 1.18274 | 1.17674 | 1.19174 | ||
104 | 2023.03.09 16:00 | t/p | 34 | 0.10 | 1.19174 | 1.17674 | 1.19174 | 88.52 | 10403.16 |
105 | 2023.03.09 20:00 | sell | 35 | 0.10 | 1.19097 | 0.00000 | 0.00000 | ||
106 | 2023.03.09 20:00 | modify | 35 | 0.10 | 1.19097 | 1.19697 | 1.18197 | ||
107 | 2023.03.10 12:00 | s/l | 35 | 0.10 | 1.19697 | 1.19697 | 1.18197 | -59.85 | 10343.31 |
108 | 2023.03.21 00:00 | sell | 36 | 0.10 | 1.22731 | 0.00000 | 0.00000 | ||
109 | 2023.03.21 00:00 | modify | 36 | 0.10 | 1.22731 | 1.23331 | 1.21831 | ||
110 | 2023.03.21 08:00 | sell | 37 | 0.10 | 1.22364 | 0.00000 | 0.00000 | ||
111 | 2023.03.21 08:00 | modify | 37 | 0.10 | 1.22364 | 1.22686 | 1.21831 | ||
112 | 2023.03.21 08:00 | modify | 36 | 0.10 | 1.22731 | 1.22686 | 1.21831 | ||
113 | 2023.03.21 16:00 | t/p | 36 | 0.10 | 1.21831 | 1.22686 | 1.21831 | 90.00 | 10433.31 |
114 | 2023.03.21 16:00 | t/p | 37 | 0.10 | 1.21831 | 1.22686 | 1.21831 | 53.30 | 10486.61 |