Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.05.01 20:00 - 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=0; RSIHelp="------------------------------------"; RSI_Period=5; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 2613 | Ticks modelled | 4225 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 329.11 | Gross profit | 1154.26 | Gross loss | -825.14 |
Profit factor | 1.40 | Expected payoff | 9.97 | ||
Absolute drawdown | 67.01 | Maximal drawdown | 314.14 (3.00%) | Relative drawdown | 3.00% (314.14) |
Total trades | 33 | Short positions (won %) | 17 (35.29%) | Long positions (won %) | 16 (50.00%) |
Profit trades (% of total) | 14 (42.42%) | Loss trades (% of total) | 19 (57.58%) | ||
Largest | profit trade | 110.54 | loss trade | -45.77 | |
Average | profit trade | 82.45 | loss trade | -43.43 | |
Maximum | consecutive wins (profit in money) | 4 (350.22) | consecutive losses (loss in money) | 6 (-264.91) | |
Maximal | consecutive profit (count of wins) | 350.22 (4) | consecutive loss (count of losses) | -264.91 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.11 16:00 | buy | 1 | 0.10 | 1.59435 | 0.00000 | 0.00000 | ||
2 | 2022.05.11 16:00 | modify | 1 | 0.10 | 1.59435 | 1.58835 | 1.60935 | ||
3 | 2022.05.12 04:00 | s/l | 1 | 0.10 | 1.58835 | 1.58835 | 1.60935 | -45.33 | 9954.67 |
4 | 2022.05.13 16:00 | buy | 2 | 0.10 | 1.58317 | 0.00000 | 0.00000 | ||
5 | 2022.05.13 16:00 | modify | 2 | 0.10 | 1.58317 | 1.57717 | 1.59817 | ||
6 | 2022.05.17 12:00 | t/p | 2 | 0.10 | 1.59817 | 1.57717 | 1.59817 | 109.35 | 10064.01 |
7 | 2022.06.03 16:00 | buy | 3 | 0.10 | 1.57243 | 0.00000 | 0.00000 | ||
8 | 2022.06.03 16:00 | modify | 3 | 0.10 | 1.57243 | 1.56643 | 1.58743 | ||
9 | 2022.06.07 16:00 | buy | 4 | 0.10 | 1.58094 | 0.00000 | 0.00000 | ||
10 | 2022.06.07 16:00 | modify | 4 | 0.10 | 1.58094 | 1.57618 | 1.58743 | ||
11 | 2022.06.07 16:00 | modify | 3 | 0.10 | 1.57243 | 1.57618 | 1.58743 | ||
12 | 2022.06.08 00:00 | s/l | 3 | 0.10 | 1.57618 | 1.57618 | 1.58743 | 26.29 | 10090.30 |
13 | 2022.06.08 00:00 | s/l | 4 | 0.10 | 1.57618 | 1.57618 | 1.58743 | -35.38 | 10054.92 |
14 | 2022.06.14 16:00 | buy | 5 | 0.10 | 1.55412 | 0.00000 | 0.00000 | ||
15 | 2022.06.14 16:00 | modify | 5 | 0.10 | 1.55412 | 1.54812 | 1.56912 | ||
16 | 2022.06.15 20:00 | t/p | 5 | 0.10 | 1.56912 | 1.54812 | 1.56912 | 109.77 | 10164.68 |
17 | 2022.06.16 16:00 | sell | 6 | 0.10 | 1.59498 | 0.00000 | 0.00000 | ||
18 | 2022.06.16 16:00 | modify | 6 | 0.10 | 1.59498 | 1.60098 | 1.57998 | ||
19 | 2022.06.20 08:00 | sell | 7 | 0.10 | 1.58868 | 0.00000 | 0.00000 | ||
20 | 2022.06.20 08:00 | modify | 7 | 0.10 | 1.58868 | 1.59423 | 1.57998 | ||
21 | 2022.06.20 08:00 | modify | 6 | 0.10 | 1.59498 | 1.59423 | 1.57998 | ||
22 | 2022.06.20 12:00 | s/l | 6 | 0.10 | 1.59423 | 1.59423 | 1.57998 | 5.69 | 10170.37 |
23 | 2022.06.20 12:00 | s/l | 7 | 0.10 | 1.59423 | 1.59423 | 1.57998 | -40.76 | 10129.61 |
24 | 2022.07.11 16:00 | buy | 8 | 0.10 | 1.54555 | 0.00000 | 0.00000 | ||
25 | 2022.07.11 16:00 | modify | 8 | 0.10 | 1.54555 | 1.53955 | 1.56055 | ||
26 | 2022.07.13 16:00 | s/l | 8 | 0.10 | 1.53955 | 1.53955 | 1.56055 | -44.92 | 10084.69 |
27 | 2022.08.01 16:00 | sell | 9 | 0.10 | 1.57514 | 0.00000 | 0.00000 | ||
28 | 2022.08.01 16:00 | modify | 9 | 0.10 | 1.57514 | 1.58114 | 1.56014 | ||
29 | 2022.08.03 16:00 | t/p | 9 | 0.10 | 1.56014 | 1.58114 | 1.56014 | 110.36 | 10195.05 |
30 | 2022.08.08 16:00 | buy | 10 | 0.10 | 1.55528 | 0.00000 | 0.00000 | ||
31 | 2022.08.08 16:00 | modify | 10 | 0.10 | 1.55528 | 1.54928 | 1.57028 | ||
32 | 2022.08.10 16:00 | t/p | 10 | 0.10 | 1.57028 | 1.54928 | 1.57028 | 109.35 | 10304.39 |
33 | 2022.08.10 16:00 | sell | 11 | 0.10 | 1.56409 | 0.00000 | 0.00000 | ||
34 | 2022.08.10 16:00 | modify | 11 | 0.10 | 1.56409 | 1.57009 | 1.54909 | ||
35 | 2022.08.12 08:00 | sell | 12 | 0.10 | 1.55181 | 0.00000 | 0.00000 | ||
36 | 2022.08.12 08:00 | modify | 12 | 0.10 | 1.55181 | 1.55809 | 1.54909 | ||
37 | 2022.08.12 08:00 | modify | 11 | 0.10 | 1.56409 | 1.55809 | 1.54909 | ||
38 | 2022.08.12 12:00 | t/p | 11 | 0.10 | 1.54909 | 1.55809 | 1.54909 | 110.54 | 10414.93 |
39 | 2022.08.12 12:00 | t/p | 12 | 0.10 | 1.54909 | 1.55809 | 1.54909 | 19.98 | 10434.91 |
40 | 2022.09.29 16:00 | sell | 13 | 0.10 | 1.51324 | 0.00000 | 0.00000 | ||
41 | 2022.09.29 16:00 | modify | 13 | 0.10 | 1.51324 | 1.51924 | 1.49824 | ||
42 | 2022.09.29 20:00 | s/l | 13 | 0.10 | 1.51924 | 1.51924 | 1.49824 | -44.07 | 10390.84 |
43 | 2022.10.06 16:00 | buy | 14 | 0.10 | 1.52896 | 0.00000 | 0.00000 | ||
44 | 2022.10.06 16:00 | modify | 14 | 0.10 | 1.52896 | 1.52296 | 1.54396 | ||
45 | 2022.10.07 16:00 | s/l | 14 | 0.10 | 1.52296 | 1.52296 | 1.54396 | -44.49 | 10346.35 |
46 | 2022.10.07 16:00 | buy | 15 | 0.10 | 1.52216 | 0.00000 | 0.00000 | ||
47 | 2022.10.07 16:00 | modify | 15 | 0.10 | 1.52216 | 1.51616 | 1.53716 | ||
48 | 2022.10.10 12:00 | s/l | 15 | 0.10 | 1.51616 | 1.51616 | 1.53716 | -44.50 | 10301.85 |
49 | 2022.10.17 16:00 | sell | 16 | 0.10 | 1.56763 | 0.00000 | 0.00000 | ||
50 | 2022.10.17 16:00 | modify | 16 | 0.10 | 1.56763 | 1.57363 | 1.55263 | ||
51 | 2022.10.18 08:00 | t/p | 16 | 0.10 | 1.55263 | 1.57363 | 1.55263 | 110.27 | 10412.12 |
52 | 2022.10.25 16:00 | sell | 17 | 0.10 | 1.56121 | 0.00000 | 0.00000 | ||
53 | 2022.10.25 16:00 | modify | 17 | 0.10 | 1.56121 | 1.56721 | 1.54621 | ||
54 | 2022.10.26 08:00 | s/l | 17 | 0.10 | 1.56721 | 1.56721 | 1.54621 | -43.98 | 10368.13 |
55 | 2022.10.26 16:00 | sell | 18 | 0.10 | 1.57356 | 0.00000 | 0.00000 | ||
56 | 2022.10.26 16:00 | modify | 18 | 0.10 | 1.57356 | 1.57956 | 1.55856 | ||
57 | 2022.10.28 16:00 | s/l | 18 | 0.10 | 1.57956 | 1.57956 | 1.55856 | -43.71 | 10324.42 |
58 | 2022.11.09 16:00 | buy | 19 | 0.10 | 1.53389 | 0.00000 | 0.00000 | ||
59 | 2022.11.09 16:00 | modify | 19 | 0.10 | 1.53389 | 1.52789 | 1.54889 | ||
60 | 2022.11.10 16:00 | t/p | 19 | 0.10 | 1.54889 | 1.52789 | 1.54889 | 108.93 | 10433.35 |
61 | 2022.11.15 16:00 | sell | 20 | 0.10 | 1.58158 | 0.00000 | 0.00000 | ||
62 | 2022.11.15 16:00 | modify | 20 | 0.10 | 1.58158 | 1.58758 | 1.56658 | ||
63 | 2022.11.16 20:00 | s/l | 20 | 0.10 | 1.58758 | 1.58758 | 1.56658 | -43.98 | 10389.37 |
64 | 2022.11.29 16:00 | sell | 21 | 0.10 | 1.62862 | 0.00000 | 0.00000 | ||
65 | 2022.11.29 16:00 | modify | 21 | 0.10 | 1.62862 | 1.63462 | 1.61362 | ||
66 | 2022.11.29 20:00 | s/l | 21 | 0.10 | 1.63462 | 1.63462 | 1.61362 | -44.07 | 10345.30 |
67 | 2022.12.01 16:00 | sell | 22 | 0.10 | 1.64725 | 0.00000 | 0.00000 | ||
68 | 2022.12.01 16:00 | modify | 22 | 0.10 | 1.64725 | 1.65325 | 1.63225 | ||
69 | 2022.12.02 20:00 | s/l | 22 | 0.10 | 1.65325 | 1.65325 | 1.63225 | -43.98 | 10301.31 |
70 | 2022.12.09 16:00 | sell | 23 | 0.10 | 1.67613 | 0.00000 | 0.00000 | ||
71 | 2022.12.09 16:00 | modify | 23 | 0.10 | 1.67613 | 1.68213 | 1.66113 | ||
72 | 2022.12.13 16:00 | s/l | 23 | 0.10 | 1.68213 | 1.68213 | 1.66113 | -43.89 | 10257.42 |
73 | 2022.12.15 16:00 | buy | 24 | 0.10 | 1.66378 | 0.00000 | 0.00000 | ||
74 | 2022.12.15 16:00 | modify | 24 | 0.10 | 1.66378 | 1.65778 | 1.67878 | ||
75 | 2022.12.16 12:00 | s/l | 24 | 0.10 | 1.65778 | 1.65778 | 1.67878 | -44.49 | 10212.93 |
76 | 2022.12.20 16:00 | buy | 25 | 0.10 | 1.65222 | 0.00000 | 0.00000 | ||
77 | 2022.12.20 16:00 | modify | 25 | 0.10 | 1.65222 | 1.64622 | 1.66722 | ||
78 | 2022.12.21 16:00 | s/l | 25 | 0.10 | 1.64622 | 1.64622 | 1.66722 | -44.49 | 10168.44 |
79 | 2023.01.05 16:00 | buy | 26 | 0.10 | 1.61490 | 0.00000 | 0.00000 | ||
80 | 2023.01.05 16:00 | modify | 26 | 0.10 | 1.61490 | 1.60890 | 1.62990 | ||
81 | 2023.01.09 08:00 | t/p | 26 | 0.10 | 1.62990 | 1.60890 | 1.62990 | 109.35 | 10277.79 |
82 | 2023.02.10 16:00 | buy | 27 | 0.10 | 1.61284 | 0.00000 | 0.00000 | ||
83 | 2023.02.10 16:00 | modify | 27 | 0.10 | 1.61284 | 1.60684 | 1.62784 | ||
84 | 2023.02.14 12:00 | t/p | 27 | 0.10 | 1.62784 | 1.60684 | 1.62784 | 109.35 | 10387.13 |
85 | 2023.03.02 16:00 | buy | 28 | 0.10 | 1.62664 | 0.00000 | 0.00000 | ||
86 | 2023.03.02 16:00 | modify | 28 | 0.10 | 1.62664 | 1.62064 | 1.64164 | ||
87 | 2023.03.07 08:00 | t/p | 28 | 0.10 | 1.64164 | 1.62064 | 1.64164 | 108.93 | 10496.06 |
88 | 2023.03.29 16:00 | buy | 29 | 0.10 | 1.67162 | 0.00000 | 0.00000 | ||
89 | 2023.03.29 16:00 | modify | 29 | 0.10 | 1.67162 | 1.66562 | 1.68662 | ||
90 | 2023.04.02 20:00 | s/l | 29 | 0.10 | 1.66562 | 1.66562 | 1.68662 | -45.77 | 10450.29 |
91 | 2023.04.04 16:00 | sell | 30 | 0.10 | 1.68137 | 0.00000 | 0.00000 | ||
92 | 2023.04.04 16:00 | modify | 30 | 0.10 | 1.68137 | 1.68737 | 1.66637 | ||
93 | 2023.04.10 12:00 | sell | 31 | 0.10 | 1.67525 | 0.00000 | 0.00000 | ||
94 | 2023.04.10 12:00 | modify | 31 | 0.10 | 1.67525 | 1.68062 | 1.66637 | ||
95 | 2023.04.10 12:00 | modify | 30 | 0.10 | 1.68137 | 1.68062 | 1.66637 | ||
96 | 2023.04.11 12:00 | s/l | 30 | 0.10 | 1.68062 | 1.68062 | 1.66637 | 6.13 | 10456.43 |
97 | 2023.04.11 12:00 | s/l | 31 | 0.10 | 1.68062 | 1.68062 | 1.66637 | -39.35 | 10417.07 |
98 | 2023.04.21 16:00 | sell | 32 | 0.10 | 1.68071 | 0.00000 | 0.00000 | ||
99 | 2023.04.21 16:00 | modify | 32 | 0.10 | 1.68071 | 1.68671 | 1.66571 | ||
100 | 2023.04.24 16:00 | s/l | 32 | 0.10 | 1.68671 | 1.68671 | 1.66571 | -43.98 | 10373.09 |
101 | 2023.04.24 16:00 | sell | 33 | 0.10 | 1.68711 | 0.00000 | 0.00000 | ||
102 | 2023.04.24 16:00 | modify | 33 | 0.10 | 1.68711 | 1.69311 | 1.67211 | ||
103 | 2023.04.25 08:00 | s/l | 33 | 0.10 | 1.69311 | 1.69311 | 1.67211 | -43.98 | 10329.11 |