Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 30 | ||
Total net profit | 563.62 | Gross profit | 966.28 | Gross loss | -402.66 |
Profit factor | 2.40 | Expected payoff | 35.23 | ||
Absolute drawdown | 212.15 | Maximal drawdown | 320.59 (3.17%) | Relative drawdown | 3.17% (320.59) |
Total trades | 16 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 10 (62.50%) | Loss trades (% of total) | 6 (37.50%) | ||
Largest | profit trade | 150.29 | loss trade | -100.99 | |
Average | profit trade | 96.63 | loss trade | -67.11 | |
Maximum | consecutive wins (profit in money) | 4 (499.42) | consecutive losses (loss in money) | 2 (-200.99) | |
Maximal | consecutive profit (count of wins) | 499.42 (4) | consecutive loss (count of losses) | -200.99 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.01 20:00 | buy | 1 | 0.10 | 1.24855 | 0.00000 | 0.00000 | ||
2 | 2022.06.01 20:00 | modify | 1 | 0.10 | 1.24855 | 1.23855 | 1.26355 | ||
3 | 2022.06.08 12:00 | buy | 2 | 0.10 | 1.25531 | 0.00000 | 0.00000 | ||
4 | 2022.06.08 12:00 | modify | 2 | 0.10 | 1.25531 | 1.25005 | 1.26355 | ||
5 | 2022.06.08 12:00 | modify | 1 | 0.10 | 1.24855 | 1.25005 | 1.26355 | ||
6 | 2022.06.09 08:00 | s/l | 1 | 0.10 | 1.25005 | 1.25005 | 1.26355 | 10.05 | 10010.05 |
7 | 2022.06.09 08:00 | s/l | 2 | 0.10 | 1.25005 | 1.25005 | 1.26355 | -54.08 | 9955.97 |
8 | 2022.07.01 16:00 | buy | 3 | 0.10 | 1.20493 | 0.00000 | 0.00000 | ||
9 | 2022.07.01 16:00 | modify | 3 | 0.10 | 1.20493 | 1.19493 | 1.21993 | ||
10 | 2022.07.05 16:00 | s/l | 3 | 0.10 | 1.19493 | 1.19493 | 1.21993 | -100.99 | 9854.98 |
11 | 2022.07.14 16:00 | buy | 4 | 0.10 | 1.18286 | 0.00000 | 0.00000 | ||
12 | 2022.07.14 16:00 | modify | 4 | 0.10 | 1.18286 | 1.17286 | 1.19786 | ||
13 | 2022.07.18 12:00 | t/p | 4 | 0.10 | 1.19786 | 1.17286 | 1.19786 | 149.01 | 10003.99 |
14 | 2022.08.12 16:00 | buy | 5 | 0.10 | 1.21329 | 0.00000 | 0.00000 | ||
15 | 2022.08.12 16:00 | modify | 5 | 0.10 | 1.21329 | 1.20329 | 1.22829 | ||
16 | 2022.08.16 08:00 | s/l | 5 | 0.10 | 1.20329 | 1.20329 | 1.22829 | -100.99 | 9903.00 |
17 | 2022.09.21 12:00 | buy | 6 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
18 | 2022.09.21 12:00 | modify | 6 | 0.10 | 1.13388 | 1.12388 | 1.14888 | ||
19 | 2022.09.21 20:00 | s/l | 6 | 0.10 | 1.12388 | 1.12388 | 1.14888 | -100.00 | 9803.00 |
20 | 2022.10.13 20:00 | sell | 7 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
21 | 2022.10.13 20:00 | modify | 7 | 0.10 | 1.13159 | 1.14159 | 1.11659 | ||
22 | 2022.10.14 16:00 | t/p | 7 | 0.10 | 1.11659 | 1.14159 | 1.11659 | 150.15 | 9953.15 |
23 | 2022.10.26 12:00 | sell | 8 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
24 | 2022.10.26 12:00 | modify | 8 | 0.10 | 1.15630 | 1.16630 | 1.14130 | ||
25 | 2022.11.02 08:00 | sell | 9 | 0.10 | 1.14936 | 0.00000 | 0.00000 | ||
26 | 2022.11.02 08:00 | modify | 9 | 0.10 | 1.14936 | 1.15480 | 1.14130 | ||
27 | 2022.11.02 08:00 | modify | 8 | 0.10 | 1.15630 | 1.15480 | 1.14130 | ||
28 | 2022.11.02 16:00 | sell | 10 | 0.10 | 1.14655 | 0.00000 | 0.00000 | ||
29 | 2022.11.02 16:00 | modify | 10 | 0.10 | 1.14655 | 1.14880 | 1.14130 | ||
30 | 2022.11.02 16:00 | modify | 9 | 0.10 | 1.14936 | 1.14880 | 1.14130 | ||
31 | 2022.11.02 16:00 | modify | 8 | 0.10 | 1.15630 | 1.14880 | 1.14130 | ||
32 | 2022.11.02 20:00 | s/l | 8 | 0.10 | 1.14880 | 1.14880 | 1.14130 | 76.02 | 10029.17 |
33 | 2022.11.02 20:00 | s/l | 9 | 0.10 | 1.14880 | 1.14880 | 1.14130 | 5.60 | 10034.77 |
34 | 2022.11.02 20:00 | s/l | 10 | 0.10 | 1.14880 | 1.14880 | 1.14130 | -22.50 | 10012.27 |
35 | 2022.11.23 20:00 | sell | 11 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
36 | 2022.11.23 20:00 | modify | 11 | 0.10 | 1.20648 | 1.21648 | 1.19148 | ||
37 | 2022.11.30 08:00 | sell | 12 | 0.10 | 1.19657 | 0.00000 | 0.00000 | ||
38 | 2022.11.30 08:00 | modify | 12 | 0.10 | 1.19657 | 1.19898 | 1.19148 | ||
39 | 2022.11.30 08:00 | modify | 11 | 0.10 | 1.20648 | 1.19898 | 1.19148 | ||
40 | 2022.11.30 12:00 | s/l | 11 | 0.10 | 1.19898 | 1.19898 | 1.19148 | 76.02 | 10088.29 |
41 | 2022.11.30 12:00 | s/l | 12 | 0.10 | 1.19898 | 1.19898 | 1.19148 | -24.10 | 10064.19 |
42 | 2023.02.24 20:00 | buy | 13 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
43 | 2023.02.24 20:00 | modify | 13 | 0.10 | 1.19461 | 1.18461 | 1.20961 | ||
44 | 2023.02.28 12:00 | t/p | 13 | 0.10 | 1.20961 | 1.18461 | 1.20961 | 149.01 | 10213.20 |
45 | 2023.03.08 08:00 | buy | 14 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
46 | 2023.03.08 08:00 | modify | 14 | 0.10 | 1.18274 | 1.17274 | 1.19774 | ||
47 | 2023.03.10 00:00 | buy | 15 | 0.10 | 1.19253 | 0.00000 | 0.00000 | ||
48 | 2023.03.10 00:00 | modify | 15 | 0.10 | 1.19253 | 1.19024 | 1.19774 | ||
49 | 2023.03.10 00:00 | modify | 14 | 0.10 | 1.18274 | 1.19024 | 1.19774 | ||
50 | 2023.03.10 12:00 | t/p | 14 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 148.02 | 10361.23 |
51 | 2023.03.10 12:00 | t/p | 15 | 0.10 | 1.19774 | 1.19024 | 1.19774 | 52.10 | 10413.33 |
52 | 2023.04.13 20:00 | sell | 16 | 0.10 | 1.25244 | 0.00000 | 0.00000 | ||
53 | 2023.04.13 20:00 | modify | 16 | 0.10 | 1.25244 | 1.26244 | 1.23744 | ||
54 | 2023.04.17 16:00 | t/p | 16 | 0.10 | 1.23744 | 1.26244 | 1.23744 | 150.29 | 10563.62 |