Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=1; RSIHelp="------------------------------------"; RSI_Period=12; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 7239 | Ticks modelled | 13477 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1003.76 | Gross profit | 1610.31 | Gross loss | -606.55 |
Profit factor | 2.65 | Expected payoff | 43.64 | ||
Absolute drawdown | 19.85 | Maximal drawdown | 508.40 (4.79%) | Relative drawdown | 4.79% (508.40) |
Total trades | 23 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 8 (62.50%) |
Profit trades (% of total) | 16 (69.57%) | Loss trades (% of total) | 7 (30.43%) | ||
Largest | profit trade | 140.73 | loss trade | -153.46 | |
Average | profit trade | 100.64 | loss trade | -86.65 | |
Maximum | consecutive wins (profit in money) | 5 (521.77) | consecutive losses (loss in money) | 2 (-201.85) | |
Maximal | consecutive profit (count of wins) | 521.77 (5) | consecutive loss (count of losses) | -201.85 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.17 09:00 | sell | 1 | 0.10 | 1.24756 | 0.00000 | 0.00000 | ||
2 | 2022.05.17 09:00 | modify | 1 | 0.10 | 1.24756 | 1.26256 | 1.23356 | ||
3 | 2022.05.18 21:00 | t/p | 1 | 0.10 | 1.23356 | 1.26256 | 1.23356 | 140.15 | 10140.15 |
4 | 2022.08.10 13:00 | sell | 2 | 0.10 | 1.22187 | 0.00000 | 0.00000 | ||
5 | 2022.08.10 13:00 | modify | 2 | 0.10 | 1.22187 | 1.23687 | 1.20787 | ||
6 | 2022.08.12 10:00 | sell | 3 | 0.10 | 1.21472 | 0.00000 | 0.00000 | ||
7 | 2022.08.12 10:00 | modify | 3 | 0.10 | 1.21472 | 1.21697 | 1.20787 | ||
8 | 2022.08.12 10:00 | modify | 2 | 0.10 | 1.22187 | 1.21697 | 1.20787 | ||
9 | 2022.08.12 13:00 | sell | 4 | 0.10 | 1.21108 | 0.00000 | 0.00000 | ||
10 | 2022.08.12 13:00 | modify | 4 | 0.10 | 1.21108 | 1.21697 | 1.20787 | ||
11 | 2022.08.15 09:00 | t/p | 2 | 0.10 | 1.20787 | 1.21697 | 1.20787 | 140.73 | 10280.88 |
12 | 2022.08.15 09:00 | t/p | 3 | 0.10 | 1.20787 | 1.21697 | 1.20787 | 68.65 | 10349.52 |
13 | 2022.08.15 09:00 | t/p | 4 | 0.10 | 1.20787 | 1.21697 | 1.20787 | 32.25 | 10381.77 |
14 | 2022.09.26 01:00 | buy | 5 | 0.10 | 1.04027 | 0.00000 | 0.00000 | ||
15 | 2022.09.26 01:00 | modify | 5 | 0.10 | 1.04027 | 1.02527 | 1.05427 | ||
16 | 2022.09.26 02:00 | t/p | 5 | 0.10 | 1.05427 | 1.02527 | 1.05427 | 140.00 | 10521.77 |
17 | 2022.10.06 16:00 | buy | 6 | 0.10 | 1.11338 | 0.00000 | 0.00000 | ||
18 | 2022.10.06 16:00 | modify | 6 | 0.10 | 1.11338 | 1.09838 | 1.12738 | ||
19 | 2022.10.11 20:00 | s/l | 6 | 0.10 | 1.09838 | 1.09838 | 1.12738 | -151.48 | 10370.29 |
20 | 2022.10.13 12:00 | sell | 7 | 0.10 | 1.12610 | 0.00000 | 0.00000 | ||
21 | 2022.10.13 12:00 | modify | 7 | 0.10 | 1.12610 | 1.14110 | 1.11210 | ||
22 | 2022.10.14 19:00 | sell | 8 | 0.10 | 1.11740 | 0.00000 | 0.00000 | ||
23 | 2022.10.14 19:00 | modify | 8 | 0.10 | 1.11740 | 1.12260 | 1.11210 | ||
24 | 2022.10.14 19:00 | modify | 7 | 0.10 | 1.12610 | 1.12260 | 1.11210 | ||
25 | 2022.10.16 21:00 | s/l | 7 | 0.10 | 1.12260 | 1.12260 | 1.11210 | 35.15 | 10405.43 |
26 | 2022.10.16 21:00 | s/l | 8 | 0.10 | 1.12260 | 1.12260 | 1.11210 | -52.00 | 10353.43 |
27 | 2022.10.25 14:00 | sell | 9 | 0.10 | 1.14840 | 0.00000 | 0.00000 | ||
28 | 2022.10.25 14:00 | modify | 9 | 0.10 | 1.14840 | 1.16340 | 1.13440 | ||
29 | 2022.10.26 17:00 | s/l | 9 | 0.10 | 1.16340 | 1.16340 | 1.13440 | -149.85 | 10203.58 |
30 | 2022.11.03 09:00 | buy | 10 | 0.10 | 1.12603 | 0.00000 | 0.00000 | ||
31 | 2022.11.03 09:00 | modify | 10 | 0.10 | 1.12603 | 1.11103 | 1.14003 | ||
32 | 2022.11.07 03:00 | buy | 11 | 0.10 | 1.13314 | 0.00000 | 0.00000 | ||
33 | 2022.11.07 03:00 | modify | 11 | 0.10 | 1.13314 | 1.13093 | 1.14003 | ||
34 | 2022.11.07 03:00 | modify | 10 | 0.10 | 1.12603 | 1.13093 | 1.14003 | ||
35 | 2022.11.07 08:00 | s/l | 10 | 0.10 | 1.13093 | 1.13093 | 1.14003 | 48.01 | 10251.59 |
36 | 2022.11.07 08:00 | s/l | 11 | 0.10 | 1.13093 | 1.13093 | 1.14003 | -22.10 | 10229.49 |
37 | 2022.11.15 14:00 | sell | 12 | 0.10 | 1.19668 | 0.00000 | 0.00000 | ||
38 | 2022.11.15 14:00 | modify | 12 | 0.10 | 1.19668 | 1.21168 | 1.18268 | ||
39 | 2022.11.15 16:00 | sell | 13 | 0.10 | 1.18954 | 0.00000 | 0.00000 | ||
40 | 2022.11.15 16:00 | modify | 13 | 0.10 | 1.18954 | 1.19178 | 1.18268 | ||
41 | 2022.11.15 16:00 | modify | 12 | 0.10 | 1.19668 | 1.19178 | 1.18268 | ||
42 | 2022.11.15 19:00 | t/p | 12 | 0.10 | 1.18268 | 1.19178 | 1.18268 | 140.00 | 10369.49 |
43 | 2022.11.15 19:00 | t/p | 13 | 0.10 | 1.18268 | 1.19178 | 1.18268 | 68.60 | 10438.09 |
44 | 2022.11.23 16:00 | sell | 14 | 0.10 | 1.20663 | 0.00000 | 0.00000 | ||
45 | 2022.11.23 16:00 | modify | 14 | 0.10 | 1.20663 | 1.22163 | 1.19263 | ||
46 | 2022.11.29 19:00 | sell | 15 | 0.10 | 1.19608 | 0.00000 | 0.00000 | ||
47 | 2022.11.29 19:00 | modify | 15 | 0.10 | 1.19608 | 1.20173 | 1.19263 | ||
48 | 2022.11.29 19:00 | modify | 14 | 0.10 | 1.20663 | 1.20173 | 1.19263 | ||
49 | 2022.11.30 10:00 | s/l | 14 | 0.10 | 1.20173 | 1.20173 | 1.19263 | 50.02 | 10488.11 |
50 | 2022.11.30 10:00 | s/l | 15 | 0.10 | 1.20173 | 1.20173 | 1.19263 | -56.35 | 10431.76 |
51 | 2022.12.01 15:00 | sell | 16 | 0.10 | 1.22928 | 0.00000 | 0.00000 | ||
52 | 2022.12.01 15:00 | modify | 16 | 0.10 | 1.22928 | 1.24428 | 1.21528 | ||
53 | 2022.12.02 14:00 | t/p | 16 | 0.10 | 1.21528 | 1.24428 | 1.21528 | 140.15 | 10571.91 |
54 | 2022.12.13 14:00 | sell | 17 | 0.10 | 1.24101 | 0.00000 | 0.00000 | ||
55 | 2022.12.13 14:00 | modify | 17 | 0.10 | 1.24101 | 1.25601 | 1.22701 | ||
56 | 2022.12.15 16:00 | t/p | 17 | 0.10 | 1.22701 | 1.25601 | 1.22701 | 140.59 | 10712.49 |
57 | 2022.12.15 18:00 | buy | 18 | 0.10 | 1.21616 | 0.00000 | 0.00000 | ||
58 | 2022.12.15 18:00 | modify | 18 | 0.10 | 1.21616 | 1.20116 | 1.23016 | ||
59 | 2022.12.22 15:00 | s/l | 18 | 0.10 | 1.20116 | 1.20116 | 1.23016 | -153.46 | 10559.03 |
60 | 2023.01.03 09:00 | buy | 19 | 0.10 | 1.19148 | 0.00000 | 0.00000 | ||
61 | 2023.01.03 09:00 | modify | 19 | 0.10 | 1.19148 | 1.17648 | 1.20548 | ||
62 | 2023.01.03 15:00 | t/p | 19 | 0.10 | 1.20548 | 1.17648 | 1.20548 | 140.00 | 10699.03 |
63 | 2023.01.05 16:00 | buy | 20 | 0.10 | 1.18836 | 0.00000 | 0.00000 | ||
64 | 2023.01.05 16:00 | modify | 20 | 0.10 | 1.18836 | 1.17336 | 1.20236 | ||
65 | 2023.01.06 16:00 | t/p | 20 | 0.10 | 1.20236 | 1.17336 | 1.20236 | 139.51 | 10838.53 |
66 | 2023.03.07 16:00 | buy | 21 | 0.10 | 1.18783 | 0.00000 | 0.00000 | ||
67 | 2023.03.07 16:00 | modify | 21 | 0.10 | 1.18783 | 1.17283 | 1.20183 | ||
68 | 2023.03.10 14:00 | t/p | 21 | 0.10 | 1.20183 | 1.17283 | 1.20183 | 137.53 | 10976.06 |
69 | 2023.03.10 16:00 | sell | 22 | 0.10 | 1.20981 | 0.00000 | 0.00000 | ||
70 | 2023.03.10 16:00 | modify | 22 | 0.10 | 1.20981 | 1.22481 | 1.19581 | ||
71 | 2023.03.10 19:00 | sell | 23 | 0.10 | 1.20278 | 0.00000 | 0.00000 | ||
72 | 2023.03.10 19:00 | modify | 23 | 0.10 | 1.20278 | 1.20491 | 1.19581 | ||
73 | 2023.03.10 19:00 | modify | 22 | 0.10 | 1.20981 | 1.20491 | 1.19581 | ||
74 | 2023.03.12 21:00 | s/l | 22 | 0.10 | 1.20491 | 1.20491 | 1.19581 | 49.00 | 11025.06 |
75 | 2023.03.12 21:00 | s/l | 23 | 0.10 | 1.20491 | 1.20491 | 1.19581 | -21.30 | 11003.76 |