Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01) | ||||
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=11; 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=100; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 7257 | Ticks modelled | 13514 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 422.56 | Gross profit | 942.37 | Gross loss | -519.81 |
Profit factor | 1.81 | Expected payoff | 20.12 | ||
Absolute drawdown | 91.34 | Maximal drawdown | 195.61 (1.93%) | Relative drawdown | 1.93% (195.61) |
Total trades | 21 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 13 (61.90%) | Loss trades (% of total) | 8 (38.10%) | ||
Largest | profit trade | 112.74 | loss trade | -75.44 | |
Average | profit trade | 72.49 | loss trade | -64.98 | |
Maximum | consecutive wins (profit in money) | 4 (346.88) | consecutive losses (loss in money) | 2 (-149.67) | |
Maximal | consecutive profit (count of wins) | 346.88 (4) | consecutive loss (count of losses) | -149.67 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.06 08:00 | sell | 1 | 0.10 | 1.57640 | 0.00000 | 0.00000 | ||
2 | 2022.06.06 08:00 | modify | 1 | 0.10 | 1.57640 | 1.58640 | 1.56140 | ||
3 | 2022.06.09 15:00 | s/l | 1 | 0.10 | 1.58640 | 1.58640 | 1.56140 | -74.48 | 9925.52 |
4 | 2022.08.17 10:00 | sell | 2 | 0.10 | 1.55842 | 0.00000 | 0.00000 | ||
5 | 2022.08.17 10:00 | modify | 2 | 0.10 | 1.55842 | 1.56842 | 1.54342 | ||
6 | 2022.08.19 01:00 | t/p | 2 | 0.10 | 1.54342 | 1.56842 | 1.54342 | 112.74 | 10038.26 |
7 | 2022.09.12 09:00 | sell | 3 | 0.10 | 1.51755 | 0.00000 | 0.00000 | ||
8 | 2022.09.12 09:00 | modify | 3 | 0.10 | 1.51755 | 1.52755 | 1.50255 | ||
9 | 2022.09.22 11:00 | s/l | 3 | 0.10 | 1.52755 | 1.52755 | 1.50255 | -73.84 | 9964.42 |
10 | 2022.10.11 02:00 | sell | 4 | 0.10 | 1.52739 | 0.00000 | 0.00000 | ||
11 | 2022.10.11 02:00 | modify | 4 | 0.10 | 1.52739 | 1.53739 | 1.51239 | ||
12 | 2022.10.11 21:00 | t/p | 4 | 0.10 | 1.51239 | 1.53739 | 1.51239 | 112.39 | 10076.81 |
13 | 2022.11.11 10:00 | sell | 5 | 0.10 | 1.56331 | 0.00000 | 0.00000 | ||
14 | 2022.11.11 10:00 | modify | 5 | 0.10 | 1.56331 | 1.57331 | 1.54831 | ||
15 | 2022.11.15 11:00 | s/l | 5 | 0.10 | 1.57331 | 1.57331 | 1.54831 | -74.74 | 10002.08 |
16 | 2022.12.01 11:00 | sell | 6 | 0.10 | 1.63037 | 0.00000 | 0.00000 | ||
17 | 2022.12.01 11:00 | modify | 6 | 0.10 | 1.63037 | 1.64037 | 1.61537 | ||
18 | 2022.12.01 14:00 | s/l | 6 | 0.10 | 1.64037 | 1.64037 | 1.61537 | -74.93 | 9927.15 |
19 | 2023.01.03 03:00 | sell | 7 | 0.10 | 1.63966 | 0.00000 | 0.00000 | ||
20 | 2023.01.03 03:00 | modify | 7 | 0.10 | 1.63966 | 1.64966 | 1.62466 | ||
21 | 2023.01.03 07:00 | sell | 8 | 0.10 | 1.63441 | 0.00000 | 0.00000 | ||
22 | 2023.01.03 07:00 | modify | 8 | 0.10 | 1.63441 | 1.63891 | 1.62466 | ||
23 | 2023.01.03 07:00 | modify | 7 | 0.10 | 1.63966 | 1.63891 | 1.62466 | ||
24 | 2023.01.03 09:00 | t/p | 7 | 0.10 | 1.62466 | 1.63891 | 1.62466 | 112.39 | 10039.54 |
25 | 2023.01.03 09:00 | t/p | 8 | 0.10 | 1.62466 | 1.63891 | 1.62466 | 73.05 | 10112.59 |
26 | 2023.01.16 10:00 | buy | 9 | 0.10 | 1.63451 | 0.00000 | 0.00000 | ||
27 | 2023.01.16 10:00 | modify | 9 | 0.10 | 1.63451 | 1.62451 | 1.64951 | ||
28 | 2023.01.17 18:00 | buy | 10 | 0.10 | 1.64282 | 0.00000 | 0.00000 | ||
29 | 2023.01.17 18:00 | modify | 10 | 0.10 | 1.64282 | 1.63901 | 1.64951 | ||
30 | 2023.01.17 18:00 | modify | 9 | 0.10 | 1.63451 | 1.63901 | 1.64951 | ||
31 | 2023.01.18 09:00 | t/p | 9 | 0.10 | 1.64951 | 1.63901 | 1.64951 | 111.68 | 10224.26 |
32 | 2023.01.18 09:00 | t/p | 10 | 0.10 | 1.64951 | 1.63901 | 1.64951 | 49.76 | 10274.02 |
33 | 2023.01.23 10:00 | buy | 11 | 0.10 | 1.65690 | 0.00000 | 0.00000 | ||
34 | 2023.01.23 10:00 | modify | 11 | 0.10 | 1.65690 | 1.64690 | 1.67190 | ||
35 | 2023.01.24 10:00 | s/l | 11 | 0.10 | 1.64690 | 1.64690 | 1.67190 | -75.44 | 10198.59 |
36 | 2023.01.27 11:00 | buy | 12 | 0.10 | 1.64832 | 0.00000 | 0.00000 | ||
37 | 2023.01.27 11:00 | modify | 12 | 0.10 | 1.64832 | 1.63832 | 1.66332 | ||
38 | 2023.01.30 21:00 | buy | 13 | 0.10 | 1.65378 | 0.00000 | 0.00000 | ||
39 | 2023.01.30 21:00 | modify | 13 | 0.10 | 1.65378 | 1.64907 | 1.66332 | ||
40 | 2023.01.30 21:00 | modify | 12 | 0.10 | 1.64832 | 1.64907 | 1.66332 | ||
41 | 2023.01.31 16:00 | s/l | 12 | 0.10 | 1.64907 | 1.64907 | 1.66332 | 4.77 | 10203.35 |
42 | 2023.01.31 16:00 | s/l | 13 | 0.10 | 1.64907 | 1.64907 | 1.66332 | -35.77 | 10167.58 |
43 | 2023.02.23 10:00 | buy | 14 | 0.10 | 1.62934 | 0.00000 | 0.00000 | ||
44 | 2023.02.23 10:00 | modify | 14 | 0.10 | 1.62934 | 1.61934 | 1.64434 | ||
45 | 2023.02.27 20:00 | buy | 15 | 0.10 | 1.63787 | 0.00000 | 0.00000 | ||
46 | 2023.02.27 20:00 | modify | 15 | 0.10 | 1.63787 | 1.63384 | 1.64434 | ||
47 | 2023.02.27 20:00 | modify | 14 | 0.10 | 1.62934 | 1.63384 | 1.64434 | ||
48 | 2023.02.28 14:00 | t/p | 14 | 0.10 | 1.64434 | 1.63384 | 1.64434 | 111.25 | 10278.83 |
49 | 2023.02.28 14:00 | t/p | 15 | 0.10 | 1.64434 | 1.63384 | 1.64434 | 48.11 | 10326.95 |
50 | 2023.04.18 10:00 | sell | 16 | 0.10 | 1.66222 | 0.00000 | 0.00000 | ||
51 | 2023.04.18 10:00 | modify | 16 | 0.10 | 1.66222 | 1.67222 | 1.64722 | ||
52 | 2023.04.19 14:00 | s/l | 16 | 0.10 | 1.67222 | 1.67222 | 1.64722 | -74.84 | 10252.11 |
53 | 2023.05.01 09:00 | buy | 17 | 0.10 | 1.69906 | 0.00000 | 0.00000 | ||
54 | 2023.05.01 09:00 | modify | 17 | 0.10 | 1.69906 | 1.68906 | 1.71406 | ||
55 | 2023.05.03 08:00 | buy | 18 | 0.10 | 1.70444 | 0.00000 | 0.00000 | ||
56 | 2023.05.03 08:00 | modify | 18 | 0.10 | 1.70444 | 1.69981 | 1.71406 | ||
57 | 2023.05.03 08:00 | modify | 17 | 0.10 | 1.69906 | 1.69981 | 1.71406 | ||
58 | 2023.05.03 22:00 | buy | 19 | 0.10 | 1.71120 | 0.00000 | 0.00000 | ||
59 | 2023.05.03 22:00 | modify | 19 | 0.10 | 1.71120 | 1.70731 | 1.71406 | ||
60 | 2023.05.03 22:00 | modify | 18 | 0.10 | 1.70444 | 1.70731 | 1.71406 | ||
61 | 2023.05.03 22:00 | modify | 17 | 0.10 | 1.69906 | 1.70731 | 1.71406 | ||
62 | 2023.05.04 01:00 | t/p | 17 | 0.10 | 1.71406 | 1.70731 | 1.71406 | 110.39 | 10362.50 |
63 | 2023.05.04 01:00 | t/p | 18 | 0.10 | 1.71406 | 1.70731 | 1.71406 | 70.89 | 10433.39 |
64 | 2023.05.04 01:00 | t/p | 19 | 0.10 | 1.71406 | 1.70731 | 1.71406 | 20.18 | 10453.57 |
65 | 2023.05.18 10:00 | buy | 20 | 0.10 | 1.67653 | 0.00000 | 0.00000 | ||
66 | 2023.05.18 10:00 | modify | 20 | 0.10 | 1.67653 | 1.66653 | 1.69153 | ||
67 | 2023.05.22 01:00 | buy | 21 | 0.10 | 1.68205 | 0.00000 | 0.00000 | ||
68 | 2023.05.22 01:00 | modify | 21 | 0.10 | 1.68205 | 1.67728 | 1.69153 | ||
69 | 2023.05.22 01:00 | modify | 20 | 0.10 | 1.67653 | 1.67728 | 1.69153 | ||
70 | 2023.05.22 22:00 | s/l | 20 | 0.10 | 1.67728 | 1.67728 | 1.69153 | 4.78 | 10458.34 |
71 | 2023.05.22 22:00 | s/l | 21 | 0.10 | 1.67728 | 1.67728 | 1.69153 | -35.78 | 10422.56 |