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=1; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.7; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; 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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 648.39 | Gross profit | 1244.48 | Gross loss | -596.08 |
Profit factor | 2.09 | Expected payoff | 43.23 | ||
Absolute drawdown | 45.69 | Maximal drawdown | 405.94 (3.92%) | Relative drawdown | 3.92% (405.94) |
Total trades | 15 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 8 (50.00%) |
Profit trades (% of total) | 10 (66.67%) | Loss trades (% of total) | 5 (33.33%) | ||
Largest | profit trade | 151.02 | loss trade | -141.98 | |
Average | profit trade | 124.45 | loss trade | -119.22 | |
Maximum | consecutive wins (profit in money) | 3 (450.62) | consecutive losses (loss in money) | 2 (-173.49) | |
Maximal | consecutive profit (count of wins) | 450.62 (3) | consecutive loss (count of losses) | -173.49 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.14 04:00 | sell | 1 | 0.10 | 1.31343 | 0.00000 | 0.00000 | ||
2 | 2022.04.14 04:00 | modify | 1 | 0.10 | 1.31343 | 1.32743 | 1.29843 | ||
3 | 2022.04.15 00:00 | sell | 2 | 0.10 | 1.30638 | 0.00000 | 0.00000 | ||
4 | 2022.04.15 00:00 | modify | 2 | 0.10 | 1.30638 | 1.31043 | 1.29843 | ||
5 | 2022.04.15 00:00 | modify | 1 | 0.10 | 1.31343 | 1.31043 | 1.29843 | ||
6 | 2022.04.18 04:00 | sell | 3 | 0.10 | 1.30265 | 0.00000 | 0.00000 | ||
7 | 2022.04.18 04:00 | modify | 3 | 0.10 | 1.30265 | 1.30593 | 1.29843 | ||
8 | 2022.04.18 04:00 | modify | 2 | 0.10 | 1.30638 | 1.30593 | 1.29843 | ||
9 | 2022.04.18 04:00 | modify | 1 | 0.10 | 1.31343 | 1.30593 | 1.29843 | ||
10 | 2022.04.19 16:00 | t/p | 1 | 0.10 | 1.29843 | 1.30593 | 1.29843 | 150.44 | 10150.44 |
11 | 2022.04.19 16:00 | t/p | 2 | 0.10 | 1.29843 | 1.30593 | 1.29843 | 79.79 | 10230.23 |
12 | 2022.04.19 16:00 | t/p | 3 | 0.10 | 1.29843 | 1.30593 | 1.29843 | 42.35 | 10272.58 |
13 | 2022.04.26 16:00 | buy | 4 | 0.10 | 1.26175 | 0.00000 | 0.00000 | ||
14 | 2022.04.26 16:00 | modify | 4 | 0.10 | 1.26175 | 1.24775 | 1.27675 | ||
15 | 2022.04.28 12:00 | s/l | 4 | 0.10 | 1.24775 | 1.24775 | 1.27675 | -141.98 | 10130.60 |
16 | 2022.04.28 12:00 | buy | 5 | 0.10 | 1.24285 | 0.00000 | 0.00000 | ||
17 | 2022.04.28 12:00 | modify | 5 | 0.10 | 1.24285 | 1.22885 | 1.25785 | ||
18 | 2022.04.29 12:00 | t/p | 5 | 0.10 | 1.25785 | 1.22885 | 1.25785 | 149.51 | 10280.10 |
19 | 2022.05.17 08:00 | sell | 6 | 0.10 | 1.24236 | 0.00000 | 0.00000 | ||
20 | 2022.05.17 08:00 | modify | 6 | 0.10 | 1.24236 | 1.25636 | 1.22736 | ||
21 | 2022.05.23 08:00 | s/l | 6 | 0.10 | 1.25636 | 1.25636 | 1.22736 | -139.12 | 10140.98 |
22 | 2022.06.01 16:00 | buy | 7 | 0.10 | 1.24729 | 0.00000 | 0.00000 | ||
23 | 2022.06.01 16:00 | modify | 7 | 0.10 | 1.24729 | 1.23329 | 1.26229 | ||
24 | 2022.06.03 00:00 | buy | 8 | 0.10 | 1.25809 | 0.00000 | 0.00000 | ||
25 | 2022.06.03 00:00 | modify | 8 | 0.10 | 1.25809 | 1.25479 | 1.26229 | ||
26 | 2022.06.03 00:00 | modify | 7 | 0.10 | 1.24729 | 1.25479 | 1.26229 | ||
27 | 2022.06.03 16:00 | s/l | 7 | 0.10 | 1.25479 | 1.25479 | 1.26229 | 73.02 | 10214.00 |
28 | 2022.06.03 16:00 | s/l | 8 | 0.10 | 1.25479 | 1.25479 | 1.26229 | -33.00 | 10181.00 |
29 | 2022.06.10 16:00 | buy | 9 | 0.10 | 1.23318 | 0.00000 | 0.00000 | ||
30 | 2022.06.10 16:00 | modify | 9 | 0.10 | 1.23318 | 1.21918 | 1.24818 | ||
31 | 2022.06.13 12:00 | s/l | 9 | 0.10 | 1.21918 | 1.21918 | 1.24818 | -140.49 | 10040.51 |
32 | 2022.06.14 12:00 | buy | 10 | 0.10 | 1.20706 | 0.00000 | 0.00000 | ||
33 | 2022.06.14 12:00 | modify | 10 | 0.10 | 1.20706 | 1.19306 | 1.22206 | ||
34 | 2022.06.16 16:00 | t/p | 10 | 0.10 | 1.22206 | 1.19306 | 1.22206 | 148.02 | 10188.53 |
35 | 2022.08.10 16:00 | sell | 11 | 0.10 | 1.22431 | 0.00000 | 0.00000 | ||
36 | 2022.08.10 16:00 | modify | 11 | 0.10 | 1.22431 | 1.23831 | 1.20931 | ||
37 | 2022.08.15 08:00 | t/p | 11 | 0.10 | 1.20931 | 1.23831 | 1.20931 | 150.73 | 10339.26 |
38 | 2022.09.16 08:00 | buy | 12 | 0.10 | 1.13754 | 0.00000 | 0.00000 | ||
39 | 2022.09.16 08:00 | modify | 12 | 0.10 | 1.13754 | 1.12354 | 1.15254 | ||
40 | 2022.09.21 20:00 | s/l | 12 | 0.10 | 1.12354 | 1.12354 | 1.15254 | -141.48 | 10197.78 |
41 | 2022.11.23 16:00 | sell | 13 | 0.10 | 1.20663 | 0.00000 | 0.00000 | ||
42 | 2022.11.23 16:00 | modify | 13 | 0.10 | 1.20663 | 1.22063 | 1.19163 | ||
43 | 2022.11.30 16:00 | t/p | 13 | 0.10 | 1.19163 | 1.22063 | 1.19163 | 151.02 | 10348.80 |
44 | 2022.12.13 16:00 | sell | 14 | 0.10 | 1.23934 | 0.00000 | 0.00000 | ||
45 | 2022.12.13 16:00 | modify | 14 | 0.10 | 1.23934 | 1.25334 | 1.22434 | ||
46 | 2022.12.15 16:00 | t/p | 14 | 0.10 | 1.22434 | 1.25334 | 1.22434 | 150.59 | 10499.38 |
47 | 2023.02.24 16:00 | buy | 15 | 0.10 | 1.19438 | 0.00000 | 0.00000 | ||
48 | 2023.02.24 16:00 | modify | 15 | 0.10 | 1.19438 | 1.18038 | 1.20938 | ||
49 | 2023.02.28 12:00 | t/p | 15 | 0.10 | 1.20938 | 1.18038 | 1.20938 | 149.01 | 10648.39 |