Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
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=10; 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=80; 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=50; 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=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 7237 | Ticks modelled | 13473 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 933.19 | Gross profit | 1721.59 | Gross loss | -788.40 |
Profit factor | 2.18 | Expected payoff | 23.93 | ||
Absolute drawdown | 15.26 | Maximal drawdown | 218.38 (2.11%) | Relative drawdown | 2.11% (218.38) |
Total trades | 39 | Short positions (won %) | 23 (65.22%) | Long positions (won %) | 16 (50.00%) |
Profit trades (% of total) | 23 (58.97%) | Loss trades (% of total) | 16 (41.03%) | ||
Largest | profit trade | 110.52 | loss trade | -60.45 | |
Average | profit trade | 74.85 | loss trade | -49.28 | |
Maximum | consecutive wins (profit in money) | 4 (293.69) | consecutive losses (loss in money) | 3 (-177.09) | |
Maximal | consecutive profit (count of wins) | 293.69 (4) | consecutive loss (count of losses) | -177.09 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.10 03:00 | sell | 1 | 0.10 | 1.60770 | 0.00000 | 0.00000 | ||
2 | 2022.05.10 03:00 | modify | 1 | 0.10 | 1.60770 | 1.61570 | 1.59270 | ||
3 | 2022.05.11 11:00 | sell | 2 | 0.10 | 1.60001 | 0.00000 | 0.00000 | ||
4 | 2022.05.11 11:00 | modify | 2 | 0.10 | 1.60001 | 1.60395 | 1.59270 | ||
5 | 2022.05.11 11:00 | modify | 1 | 0.10 | 1.60770 | 1.60395 | 1.59270 | ||
6 | 2022.05.11 13:00 | s/l | 1 | 0.10 | 1.60395 | 1.60395 | 1.59270 | 27.63 | 10027.63 |
7 | 2022.05.11 13:00 | s/l | 2 | 0.10 | 1.60395 | 1.60395 | 1.59270 | -28.94 | 9998.69 |
8 | 2022.05.24 10:00 | buy | 3 | 0.10 | 1.59950 | 0.00000 | 0.00000 | ||
9 | 2022.05.24 10:00 | modify | 3 | 0.10 | 1.59950 | 1.59150 | 1.61450 | ||
10 | 2022.05.26 01:00 | t/p | 3 | 0.10 | 1.61450 | 1.59150 | 1.61450 | 108.48 | 10107.17 |
11 | 2022.05.27 03:00 | sell | 4 | 0.10 | 1.61394 | 0.00000 | 0.00000 | ||
12 | 2022.05.27 03:00 | modify | 4 | 0.10 | 1.61394 | 1.62194 | 1.59894 | ||
13 | 2022.05.27 19:00 | sell | 5 | 0.10 | 1.60637 | 0.00000 | 0.00000 | ||
14 | 2022.05.27 19:00 | modify | 5 | 0.10 | 1.60637 | 1.61019 | 1.59894 | ||
15 | 2022.05.27 19:00 | modify | 4 | 0.10 | 1.61394 | 1.61019 | 1.59894 | ||
16 | 2022.05.30 20:00 | sell | 6 | 0.10 | 1.60167 | 0.00000 | 0.00000 | ||
17 | 2022.05.30 20:00 | modify | 6 | 0.10 | 1.60167 | 1.60644 | 1.59894 | ||
18 | 2022.05.30 20:00 | modify | 5 | 0.10 | 1.60637 | 1.60644 | 1.59894 | ||
19 | 2022.05.30 20:00 | modify | 4 | 0.10 | 1.61394 | 1.60644 | 1.59894 | ||
20 | 2022.05.31 02:00 | t/p | 4 | 0.10 | 1.59894 | 1.60644 | 1.59894 | 110.33 | 10217.50 |
21 | 2022.05.31 02:00 | t/p | 5 | 0.10 | 1.59894 | 1.60644 | 1.59894 | 54.74 | 10272.24 |
22 | 2022.05.31 02:00 | t/p | 6 | 0.10 | 1.59894 | 1.60644 | 1.59894 | 20.14 | 10292.38 |
23 | 2022.06.06 08:00 | sell | 7 | 0.10 | 1.57640 | 0.00000 | 0.00000 | ||
24 | 2022.06.06 08:00 | modify | 7 | 0.10 | 1.57640 | 1.58440 | 1.56140 | ||
25 | 2022.06.09 15:00 | s/l | 7 | 0.10 | 1.58440 | 1.58440 | 1.56140 | -58.30 | 10234.07 |
26 | 2022.06.28 12:00 | buy | 8 | 0.10 | 1.57245 | 0.00000 | 0.00000 | ||
27 | 2022.06.28 12:00 | modify | 8 | 0.10 | 1.57245 | 1.56445 | 1.58745 | ||
28 | 2022.06.29 11:00 | s/l | 8 | 0.10 | 1.56445 | 1.56445 | 1.58745 | -59.18 | 10174.89 |
29 | 2022.07.11 16:00 | buy | 9 | 0.10 | 1.54555 | 0.00000 | 0.00000 | ||
30 | 2022.07.11 16:00 | modify | 9 | 0.10 | 1.54555 | 1.53755 | 1.56055 | ||
31 | 2022.07.13 15:00 | s/l | 9 | 0.10 | 1.53755 | 1.53755 | 1.56055 | -59.60 | 10115.29 |
32 | 2022.08.10 14:00 | sell | 10 | 0.10 | 1.56723 | 0.00000 | 0.00000 | ||
33 | 2022.08.10 14:00 | modify | 10 | 0.10 | 1.56723 | 1.57523 | 1.55223 | ||
34 | 2022.08.11 00:00 | sell | 11 | 0.10 | 1.55968 | 0.00000 | 0.00000 | ||
35 | 2022.08.11 00:00 | modify | 11 | 0.10 | 1.55968 | 1.56348 | 1.55223 | ||
36 | 2022.08.11 00:00 | modify | 10 | 0.10 | 1.56723 | 1.56348 | 1.55223 | ||
37 | 2022.08.12 08:00 | t/p | 10 | 0.10 | 1.55223 | 1.56348 | 1.55223 | 110.52 | 10225.80 |
38 | 2022.08.12 08:00 | t/p | 11 | 0.10 | 1.55223 | 1.56348 | 1.55223 | 54.81 | 10280.61 |
39 | 2022.08.17 10:00 | sell | 12 | 0.10 | 1.55842 | 0.00000 | 0.00000 | ||
40 | 2022.08.17 10:00 | modify | 12 | 0.10 | 1.55842 | 1.56642 | 1.54342 | ||
41 | 2022.08.19 01:00 | t/p | 12 | 0.10 | 1.54342 | 1.56642 | 1.54342 | 110.52 | 10391.13 |
42 | 2022.09.12 09:00 | sell | 13 | 0.10 | 1.51755 | 0.00000 | 0.00000 | ||
43 | 2022.09.12 09:00 | modify | 13 | 0.10 | 1.51755 | 1.52555 | 1.50255 | ||
44 | 2022.09.14 14:00 | s/l | 13 | 0.10 | 1.52555 | 1.52555 | 1.50255 | -58.57 | 10332.56 |
45 | 2022.09.16 09:00 | buy | 14 | 0.10 | 1.51136 | 0.00000 | 0.00000 | ||
46 | 2022.09.16 09:00 | modify | 14 | 0.10 | 1.51136 | 1.50336 | 1.52636 | ||
47 | 2022.09.16 19:00 | buy | 15 | 0.10 | 1.51666 | 0.00000 | 0.00000 | ||
48 | 2022.09.16 19:00 | modify | 15 | 0.10 | 1.51666 | 1.51211 | 1.52636 | ||
49 | 2022.09.16 19:00 | modify | 14 | 0.10 | 1.51136 | 1.51211 | 1.52636 | ||
50 | 2022.09.21 19:00 | s/l | 14 | 0.10 | 1.51211 | 1.51211 | 1.52636 | 4.25 | 10336.80 |
51 | 2022.09.21 19:00 | s/l | 15 | 0.10 | 1.51211 | 1.51211 | 1.52636 | -34.68 | 10302.12 |
52 | 2022.09.22 10:00 | sell | 16 | 0.10 | 1.52227 | 0.00000 | 0.00000 | ||
53 | 2022.09.22 10:00 | modify | 16 | 0.10 | 1.52227 | 1.53027 | 1.50727 | ||
54 | 2022.09.22 23:00 | sell | 17 | 0.10 | 1.51681 | 0.00000 | 0.00000 | ||
55 | 2022.09.22 23:00 | modify | 17 | 0.10 | 1.51681 | 1.52152 | 1.50727 | ||
56 | 2022.09.22 23:00 | modify | 16 | 0.10 | 1.52227 | 1.52152 | 1.50727 | ||
57 | 2022.09.23 07:00 | sell | 18 | 0.10 | 1.51461 | 0.00000 | 0.00000 | ||
58 | 2022.09.23 07:00 | modify | 18 | 0.10 | 1.51461 | 1.51852 | 1.50727 | ||
59 | 2022.09.23 07:00 | modify | 17 | 0.10 | 1.51681 | 1.51852 | 1.50727 | ||
60 | 2022.09.23 07:00 | modify | 16 | 0.10 | 1.52227 | 1.51852 | 1.50727 | ||
61 | 2022.09.23 10:00 | t/p | 16 | 0.10 | 1.50727 | 1.51852 | 1.50727 | 110.25 | 10412.37 |
62 | 2022.09.23 10:00 | t/p | 17 | 0.10 | 1.50727 | 1.51852 | 1.50727 | 70.15 | 10482.52 |
63 | 2022.09.23 10:00 | t/p | 18 | 0.10 | 1.50727 | 1.51852 | 1.50727 | 53.91 | 10536.43 |
64 | 2022.10.07 15:00 | buy | 19 | 0.10 | 1.52370 | 0.00000 | 0.00000 | ||
65 | 2022.10.07 15:00 | modify | 19 | 0.10 | 1.52370 | 1.51570 | 1.53870 | ||
66 | 2022.10.10 12:00 | s/l | 19 | 0.10 | 1.51570 | 1.51570 | 1.53870 | -59.18 | 10477.24 |
67 | 2022.10.26 18:00 | sell | 20 | 0.10 | 1.57420 | 0.00000 | 0.00000 | ||
68 | 2022.10.26 18:00 | modify | 20 | 0.10 | 1.57420 | 1.58220 | 1.55920 | ||
69 | 2022.10.27 23:00 | sell | 21 | 0.10 | 1.56889 | 0.00000 | 0.00000 | ||
70 | 2022.10.27 23:00 | modify | 21 | 0.10 | 1.56889 | 1.57345 | 1.55920 | ||
71 | 2022.10.27 23:00 | modify | 20 | 0.10 | 1.57420 | 1.57345 | 1.55920 | ||
72 | 2022.10.28 01:00 | sell | 22 | 0.10 | 1.56648 | 0.00000 | 0.00000 | ||
73 | 2022.10.28 01:00 | modify | 22 | 0.10 | 1.56648 | 1.57045 | 1.55920 | ||
74 | 2022.10.28 01:00 | modify | 21 | 0.10 | 1.56889 | 1.57045 | 1.55920 | ||
75 | 2022.10.28 01:00 | modify | 20 | 0.10 | 1.57420 | 1.57045 | 1.55920 | ||
76 | 2022.10.28 10:00 | s/l | 20 | 0.10 | 1.57045 | 1.57045 | 1.55920 | 27.90 | 10505.14 |
77 | 2022.10.28 10:00 | s/l | 21 | 0.10 | 1.57045 | 1.57045 | 1.55920 | -11.37 | 10493.77 |
78 | 2022.10.28 10:00 | s/l | 22 | 0.10 | 1.57045 | 1.57045 | 1.55920 | -29.16 | 10464.61 |
79 | 2022.10.28 18:00 | sell | 23 | 0.10 | 1.57850 | 0.00000 | 0.00000 | ||
80 | 2022.10.28 18:00 | modify | 23 | 0.10 | 1.57850 | 1.58650 | 1.56350 | ||
81 | 2022.10.31 19:00 | t/p | 23 | 0.10 | 1.56350 | 1.58650 | 1.56350 | 110.25 | 10574.86 |
82 | 2022.11.03 14:00 | buy | 24 | 0.10 | 1.54147 | 0.00000 | 0.00000 | ||
83 | 2022.11.03 14:00 | modify | 24 | 0.10 | 1.54147 | 1.53347 | 1.55647 | ||
84 | 2022.11.03 17:00 | s/l | 24 | 0.10 | 1.53347 | 1.53347 | 1.55647 | -58.76 | 10516.10 |
85 | 2022.11.09 18:00 | buy | 25 | 0.10 | 1.53364 | 0.00000 | 0.00000 | ||
86 | 2022.11.09 18:00 | modify | 25 | 0.10 | 1.53364 | 1.52564 | 1.54864 | ||
87 | 2022.11.10 01:00 | buy | 26 | 0.10 | 1.53913 | 0.00000 | 0.00000 | ||
88 | 2022.11.10 01:00 | modify | 26 | 0.10 | 1.53913 | 1.53439 | 1.54864 | ||
89 | 2022.11.10 01:00 | modify | 25 | 0.10 | 1.53364 | 1.53439 | 1.54864 | ||
90 | 2022.11.10 14:00 | t/p | 25 | 0.10 | 1.54864 | 1.53439 | 1.54864 | 108.91 | 10625.00 |
91 | 2022.11.10 14:00 | t/p | 26 | 0.10 | 1.54864 | 1.53439 | 1.54864 | 69.85 | 10694.85 |
92 | 2022.11.11 10:00 | sell | 27 | 0.10 | 1.56331 | 0.00000 | 0.00000 | ||
93 | 2022.11.11 10:00 | modify | 27 | 0.10 | 1.56331 | 1.57131 | 1.54831 | ||
94 | 2022.11.15 11:00 | s/l | 27 | 0.10 | 1.57131 | 1.57131 | 1.54831 | -58.58 | 10636.27 |
95 | 2022.12.01 11:00 | sell | 28 | 0.10 | 1.63037 | 0.00000 | 0.00000 | ||
96 | 2022.12.01 11:00 | modify | 28 | 0.10 | 1.63037 | 1.63837 | 1.61537 | ||
97 | 2022.12.01 13:00 | s/l | 28 | 0.10 | 1.63837 | 1.63837 | 1.61537 | -58.76 | 10577.51 |
98 | 2023.01.03 03:00 | sell | 29 | 0.10 | 1.63966 | 0.00000 | 0.00000 | ||
99 | 2023.01.03 03:00 | modify | 29 | 0.10 | 1.63966 | 1.64766 | 1.62466 | ||
100 | 2023.01.03 07:00 | sell | 30 | 0.10 | 1.63441 | 0.00000 | 0.00000 | ||
101 | 2023.01.03 07:00 | modify | 30 | 0.10 | 1.63441 | 1.63891 | 1.62466 | ||
102 | 2023.01.03 07:00 | modify | 29 | 0.10 | 1.63966 | 1.63891 | 1.62466 | ||
103 | 2023.01.03 09:00 | t/p | 29 | 0.10 | 1.62466 | 1.63891 | 1.62466 | 110.16 | 10687.67 |
104 | 2023.01.03 09:00 | t/p | 30 | 0.10 | 1.62466 | 1.63891 | 1.62466 | 71.60 | 10759.27 |
105 | 2023.01.16 10:00 | buy | 31 | 0.10 | 1.63451 | 0.00000 | 0.00000 | ||
106 | 2023.01.16 10:00 | modify | 31 | 0.10 | 1.63451 | 1.62651 | 1.64951 | ||
107 | 2023.01.18 09:00 | t/p | 31 | 0.10 | 1.64951 | 1.62651 | 1.64951 | 109.33 | 10868.60 |
108 | 2023.01.23 10:00 | buy | 32 | 0.10 | 1.65690 | 0.00000 | 0.00000 | ||
109 | 2023.01.23 10:00 | modify | 32 | 0.10 | 1.65690 | 1.64890 | 1.67190 | ||
110 | 2023.01.24 10:00 | s/l | 32 | 0.10 | 1.64890 | 1.64890 | 1.67190 | -59.18 | 10809.42 |
111 | 2023.01.27 11:00 | buy | 33 | 0.10 | 1.64832 | 0.00000 | 0.00000 | ||
112 | 2023.01.27 11:00 | modify | 33 | 0.10 | 1.64832 | 1.64032 | 1.66332 | ||
113 | 2023.01.30 21:00 | buy | 34 | 0.10 | 1.65378 | 0.00000 | 0.00000 | ||
114 | 2023.01.30 21:00 | modify | 34 | 0.10 | 1.65378 | 1.64907 | 1.66332 | ||
115 | 2023.01.30 21:00 | modify | 33 | 0.10 | 1.64832 | 1.64907 | 1.66332 | ||
116 | 2023.01.31 16:00 | s/l | 33 | 0.10 | 1.64907 | 1.64907 | 1.66332 | 4.67 | 10814.08 |
117 | 2023.01.31 16:00 | s/l | 34 | 0.10 | 1.64907 | 1.64907 | 1.66332 | -35.01 | 10779.07 |
118 | 2023.01.31 17:00 | buy | 35 | 0.10 | 1.64336 | 0.00000 | 0.00000 | ||
119 | 2023.01.31 17:00 | modify | 35 | 0.10 | 1.64336 | 1.63536 | 1.65836 | ||
120 | 2023.02.02 13:00 | s/l | 35 | 0.10 | 1.63536 | 1.63536 | 1.65836 | -60.45 | 10718.63 |
121 | 2023.02.09 17:00 | sell | 36 | 0.10 | 1.63229 | 0.00000 | 0.00000 | ||
122 | 2023.02.09 17:00 | modify | 36 | 0.10 | 1.63229 | 1.64029 | 1.61729 | ||
123 | 2023.02.10 16:00 | t/p | 36 | 0.10 | 1.61729 | 1.64029 | 1.61729 | 110.24 | 10828.87 |
124 | 2023.02.23 10:00 | buy | 37 | 0.10 | 1.62934 | 0.00000 | 0.00000 | ||
125 | 2023.02.23 10:00 | modify | 37 | 0.10 | 1.62934 | 1.62134 | 1.64434 | ||
126 | 2023.02.27 18:00 | buy | 38 | 0.10 | 1.63692 | 0.00000 | 0.00000 | ||
127 | 2023.02.27 18:00 | modify | 38 | 0.10 | 1.63692 | 1.63309 | 1.64434 | ||
128 | 2023.02.27 18:00 | modify | 37 | 0.10 | 1.62934 | 1.63309 | 1.64434 | ||
129 | 2023.02.28 14:00 | t/p | 37 | 0.10 | 1.64434 | 1.63309 | 1.64434 | 108.91 | 10937.77 |
130 | 2023.02.28 14:00 | t/p | 38 | 0.10 | 1.64434 | 1.63309 | 1.64434 | 54.08 | 10991.85 |
131 | 2023.04.18 10:00 | sell | 39 | 0.10 | 1.66222 | 0.00000 | 0.00000 | ||
132 | 2023.04.18 10:00 | modify | 39 | 0.10 | 1.66222 | 1.67022 | 1.64722 | ||
133 | 2023.04.19 07:00 | s/l | 39 | 0.10 | 1.67022 | 1.67022 | 1.64722 | -58.66 | 10933.19 |