Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) |
Period | 4 Hours (H4) 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=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | | | | |
|
Initial deposit | 10000.00 | | | Spread | 50 |
Total net profit | 311.26 | Gross profit | 471.33 | Gross loss | -160.07 |
Profit factor | 2.94 | Expected payoff | 25.94 | | |
Absolute drawdown | 0.82 | Maximal drawdown | 159.64 (1.55%) | Relative drawdown | 1.55% (159.64) |
|
Total trades | 12 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 8 (66.67%) | Loss trades (% of total) | 4 (33.33%) |
Largest | profit trade | 90.18 | loss trade | -97.53 |
Average | profit trade | 58.92 | loss trade | -40.02 |
Maximum | consecutive wins (profit in money) | 4 (188.21) | consecutive losses (loss in money) | 2 (-29.89) |
Maximal | consecutive profit (count of wins) | 269.10 (3) | consecutive loss (count of losses) | -97.53 (1) |
Average | consecutive wins | 3 | consecutive losses | 1 |