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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; 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=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=19; 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 | 591.30 | Gross profit | 2131.36 | Gross loss | -1540.05 |
Profit factor | 1.38 | Expected payoff | 16.89 | ||
Absolute drawdown | 333.43 | Maximal drawdown | 483.56 (4.76%) | Relative drawdown | 4.76% (483.56) |
Total trades | 35 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 18 (61.11%) |
Profit trades (% of total) | 21 (60.00%) | Loss trades (% of total) | 14 (40.00%) | ||
Largest | profit trade | 152.49 | loss trade | -145.44 | |
Average | profit trade | 101.49 | loss trade | -110.00 | |
Maximum | consecutive wins (profit in money) | 5 (633.60) | consecutive losses (loss in money) | 3 (-422.03) | |
Maximal | consecutive profit (count of wins) | 633.60 (5) | consecutive loss (count of losses) | -422.03 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.03 16:00 | buy | 1 | 0.10 | 1.24955 | 0.00000 | 0.00000 | ||
2 | 2022.06.03 16:00 | modify | 1 | 0.10 | 1.24955 | 1.23555 | 1.26455 | ||
3 | 2022.06.06 08:00 | buy | 2 | 0.10 | 1.25492 | 0.00000 | 0.00000 | ||
4 | 2022.06.06 08:00 | modify | 2 | 0.10 | 1.25492 | 1.25105 | 1.26455 | ||
5 | 2022.06.06 08:00 | modify | 1 | 0.10 | 1.24955 | 1.25105 | 1.26455 | ||
6 | 2022.06.07 04:00 | s/l | 1 | 0.10 | 1.25105 | 1.25105 | 1.26455 | 14.01 | 10014.01 |
7 | 2022.06.07 04:00 | s/l | 2 | 0.10 | 1.25105 | 1.25105 | 1.26455 | -39.19 | 9974.82 |
8 | 2022.06.09 08:00 | buy | 3 | 0.10 | 1.24994 | 0.00000 | 0.00000 | ||
9 | 2022.06.09 08:00 | modify | 3 | 0.10 | 1.24994 | 1.23594 | 1.26494 | ||
10 | 2022.06.10 16:00 | s/l | 3 | 0.10 | 1.23594 | 1.23594 | 1.26494 | -140.49 | 9834.32 |
11 | 2022.06.14 12:00 | buy | 4 | 0.10 | 1.20706 | 0.00000 | 0.00000 | ||
12 | 2022.06.14 12:00 | modify | 4 | 0.10 | 1.20706 | 1.19306 | 1.22206 | ||
13 | 2022.06.16 16:00 | t/p | 4 | 0.10 | 1.22206 | 1.19306 | 1.22206 | 148.02 | 9982.34 |
14 | 2022.06.22 08:00 | buy | 5 | 0.10 | 1.21990 | 0.00000 | 0.00000 | ||
15 | 2022.06.22 08:00 | modify | 5 | 0.10 | 1.21990 | 1.20590 | 1.23490 | ||
16 | 2022.07.01 12:00 | s/l | 5 | 0.10 | 1.20590 | 1.20590 | 1.23490 | -145.44 | 9836.90 |
17 | 2022.07.25 12:00 | sell | 6 | 0.10 | 1.20590 | 0.00000 | 0.00000 | ||
18 | 2022.07.25 12:00 | modify | 6 | 0.10 | 1.20590 | 1.21990 | 1.19090 | ||
19 | 2022.07.29 04:00 | s/l | 6 | 0.10 | 1.21990 | 1.21990 | 1.19090 | -139.12 | 9697.78 |
20 | 2022.08.05 16:00 | buy | 7 | 0.10 | 1.20628 | 0.00000 | 0.00000 | ||
21 | 2022.08.05 16:00 | modify | 7 | 0.10 | 1.20628 | 1.19228 | 1.22128 | ||
22 | 2022.08.10 16:00 | t/p | 7 | 0.10 | 1.22128 | 1.19228 | 1.22128 | 148.52 | 9846.29 |
23 | 2022.08.10 16:00 | sell | 8 | 0.10 | 1.22431 | 0.00000 | 0.00000 | ||
24 | 2022.08.10 16:00 | modify | 8 | 0.10 | 1.22431 | 1.23831 | 1.20931 | ||
25 | 2022.08.11 20:00 | sell | 9 | 0.10 | 1.21900 | 0.00000 | 0.00000 | ||
26 | 2022.08.11 20:00 | modify | 9 | 0.10 | 1.21900 | 1.22281 | 1.20931 | ||
27 | 2022.08.11 20:00 | modify | 8 | 0.10 | 1.22431 | 1.22281 | 1.20931 | ||
28 | 2022.08.12 12:00 | sell | 10 | 0.10 | 1.21298 | 0.00000 | 0.00000 | ||
29 | 2022.08.12 12:00 | modify | 10 | 0.10 | 1.21298 | 1.21906 | 1.20931 | ||
30 | 2022.08.12 12:00 | modify | 9 | 0.10 | 1.21900 | 1.21906 | 1.20931 | ||
31 | 2022.08.12 12:00 | modify | 8 | 0.10 | 1.22431 | 1.21906 | 1.20931 | ||
32 | 2022.08.15 08:00 | t/p | 8 | 0.10 | 1.20931 | 1.21906 | 1.20931 | 150.73 | 9997.02 |
33 | 2022.08.15 08:00 | t/p | 9 | 0.10 | 1.20931 | 1.21906 | 1.20931 | 97.19 | 10094.22 |
34 | 2022.08.15 08:00 | t/p | 10 | 0.10 | 1.20931 | 1.21906 | 1.20931 | 36.85 | 10131.06 |
35 | 2022.08.15 08:00 | buy | 11 | 0.10 | 1.21069 | 0.00000 | 0.00000 | ||
36 | 2022.08.15 08:00 | modify | 11 | 0.10 | 1.21069 | 1.19669 | 1.22569 | ||
37 | 2022.08.18 20:00 | s/l | 11 | 0.10 | 1.19669 | 1.19669 | 1.22569 | -142.47 | 9988.59 |
38 | 2022.08.23 16:00 | sell | 12 | 0.10 | 1.18436 | 0.00000 | 0.00000 | ||
39 | 2022.08.23 16:00 | modify | 12 | 0.10 | 1.18436 | 1.19836 | 1.16936 | ||
40 | 2022.08.25 00:00 | sell | 13 | 0.10 | 1.17898 | 0.00000 | 0.00000 | ||
41 | 2022.08.25 00:00 | modify | 13 | 0.10 | 1.17898 | 1.18286 | 1.16936 | ||
42 | 2022.08.25 00:00 | modify | 12 | 0.10 | 1.18436 | 1.18286 | 1.16936 | ||
43 | 2022.08.25 08:00 | s/l | 12 | 0.10 | 1.18286 | 1.18286 | 1.16936 | 15.59 | 10004.17 |
44 | 2022.08.25 08:00 | s/l | 13 | 0.10 | 1.18286 | 1.18286 | 1.16936 | -38.80 | 9965.37 |
45 | 2022.09.12 08:00 | sell | 14 | 0.10 | 1.16849 | 0.00000 | 0.00000 | ||
46 | 2022.09.12 08:00 | modify | 14 | 0.10 | 1.16849 | 1.18249 | 1.15349 | ||
47 | 2022.09.13 16:00 | t/p | 14 | 0.10 | 1.15349 | 1.18249 | 1.15349 | 150.15 | 10115.52 |
48 | 2022.09.13 16:00 | buy | 15 | 0.10 | 1.15272 | 0.00000 | 0.00000 | ||
49 | 2022.09.13 16:00 | modify | 15 | 0.10 | 1.15272 | 1.13872 | 1.16772 | ||
50 | 2022.09.16 08:00 | s/l | 15 | 0.10 | 1.13872 | 1.13872 | 1.16772 | -142.47 | 9973.05 |
51 | 2022.10.13 12:00 | sell | 16 | 0.10 | 1.12610 | 0.00000 | 0.00000 | ||
52 | 2022.10.13 12:00 | modify | 16 | 0.10 | 1.12610 | 1.14010 | 1.11110 | ||
53 | 2022.10.17 16:00 | s/l | 16 | 0.10 | 1.14010 | 1.14010 | 1.11110 | -139.71 | 9833.34 |
54 | 2022.11.10 16:00 | sell | 17 | 0.10 | 1.16798 | 0.00000 | 0.00000 | ||
55 | 2022.11.10 16:00 | modify | 17 | 0.10 | 1.16798 | 1.18198 | 1.15298 | ||
56 | 2022.11.11 20:00 | s/l | 17 | 0.10 | 1.18198 | 1.18198 | 1.15298 | -139.85 | 9693.49 |
57 | 2022.12.13 16:00 | sell | 18 | 0.10 | 1.23934 | 0.00000 | 0.00000 | ||
58 | 2022.12.13 16:00 | modify | 18 | 0.10 | 1.23934 | 1.25334 | 1.22434 | ||
59 | 2022.12.15 16:00 | t/p | 18 | 0.10 | 1.22434 | 1.25334 | 1.22434 | 150.59 | 9844.07 |
60 | 2023.01.03 12:00 | buy | 19 | 0.10 | 1.19338 | 0.00000 | 0.00000 | ||
61 | 2023.01.03 12:00 | modify | 19 | 0.10 | 1.19338 | 1.17938 | 1.20838 | ||
62 | 2023.01.04 12:00 | t/p | 19 | 0.10 | 1.20838 | 1.17938 | 1.20838 | 149.51 | 9993.58 |
63 | 2023.01.16 04:00 | sell | 20 | 0.10 | 1.22685 | 0.00000 | 0.00000 | ||
64 | 2023.01.16 04:00 | modify | 20 | 0.10 | 1.22685 | 1.24085 | 1.21185 | ||
65 | 2023.01.18 16:00 | s/l | 20 | 0.10 | 1.24085 | 1.24085 | 1.21185 | -139.71 | 9853.87 |
66 | 2023.01.23 04:00 | sell | 21 | 0.10 | 1.24321 | 0.00000 | 0.00000 | ||
67 | 2023.01.23 04:00 | modify | 21 | 0.10 | 1.24321 | 1.25721 | 1.22821 | ||
68 | 2023.01.24 16:00 | t/p | 21 | 0.10 | 1.22821 | 1.25721 | 1.22821 | 150.15 | 10004.01 |
69 | 2023.02.07 12:00 | buy | 22 | 0.10 | 1.19874 | 0.00000 | 0.00000 | ||
70 | 2023.02.07 12:00 | modify | 22 | 0.10 | 1.19874 | 1.18474 | 1.21374 | ||
71 | 2023.02.08 08:00 | buy | 23 | 0.10 | 1.21018 | 0.00000 | 0.00000 | ||
72 | 2023.02.08 08:00 | modify | 23 | 0.10 | 1.21018 | 1.20399 | 1.21374 | ||
73 | 2023.02.08 08:00 | modify | 22 | 0.10 | 1.19874 | 1.20399 | 1.21374 | ||
74 | 2023.02.09 12:00 | t/p | 22 | 0.10 | 1.21374 | 1.20399 | 1.21374 | 148.02 | 10152.04 |
75 | 2023.02.09 12:00 | t/p | 23 | 0.10 | 1.21374 | 1.20399 | 1.21374 | 34.12 | 10186.15 |
76 | 2023.02.09 12:00 | sell | 24 | 0.10 | 1.21475 | 0.00000 | 0.00000 | ||
77 | 2023.02.09 12:00 | modify | 24 | 0.10 | 1.21475 | 1.22875 | 1.19975 | ||
78 | 2023.02.15 16:00 | t/p | 24 | 0.10 | 1.19975 | 1.22875 | 1.19975 | 150.59 | 10336.74 |
79 | 2023.02.21 12:00 | sell | 25 | 0.10 | 1.21094 | 0.00000 | 0.00000 | ||
80 | 2023.02.21 12:00 | modify | 25 | 0.10 | 1.21094 | 1.22494 | 1.19594 | ||
81 | 2023.02.24 16:00 | t/p | 25 | 0.10 | 1.19594 | 1.22494 | 1.19594 | 150.73 | 10487.47 |
82 | 2023.03.09 12:00 | sell | 26 | 0.10 | 1.18886 | 0.00000 | 0.00000 | ||
83 | 2023.03.09 12:00 | modify | 26 | 0.10 | 1.18886 | 1.20286 | 1.17386 | ||
84 | 2023.03.10 16:00 | s/l | 26 | 0.10 | 1.20286 | 1.20286 | 1.17386 | -139.85 | 10347.61 |
85 | 2023.03.20 12:00 | sell | 27 | 0.10 | 1.22311 | 0.00000 | 0.00000 | ||
86 | 2023.03.20 12:00 | modify | 27 | 0.10 | 1.22311 | 1.23711 | 1.20811 | ||
87 | 2023.03.30 16:00 | s/l | 27 | 0.10 | 1.23711 | 1.23711 | 1.20811 | -138.25 | 10209.37 |
88 | 2023.04.10 16:00 | buy | 28 | 0.10 | 1.23600 | 0.00000 | 0.00000 | ||
89 | 2023.04.10 16:00 | modify | 28 | 0.10 | 1.23600 | 1.22200 | 1.25100 | ||
90 | 2023.04.13 12:00 | t/p | 28 | 0.10 | 1.25100 | 1.22200 | 1.25100 | 147.53 | 10356.90 |
91 | 2023.04.14 16:00 | buy | 29 | 0.10 | 1.24188 | 0.00000 | 0.00000 | ||
92 | 2023.04.14 16:00 | modify | 29 | 0.10 | 1.24188 | 1.22788 | 1.25688 | ||
93 | 2023.04.25 00:00 | buy | 30 | 0.10 | 1.25015 | 0.00000 | 0.00000 | ||
94 | 2023.04.25 00:00 | modify | 30 | 0.10 | 1.25015 | 1.24863 | 1.25688 | ||
95 | 2023.04.25 00:00 | modify | 29 | 0.10 | 1.24188 | 1.24863 | 1.25688 | ||
96 | 2023.04.25 04:00 | s/l | 29 | 0.10 | 1.24863 | 1.24863 | 1.25688 | 63.05 | 10419.94 |
97 | 2023.04.25 04:00 | s/l | 30 | 0.10 | 1.24863 | 1.24863 | 1.25688 | -15.20 | 10404.74 |
98 | 2023.04.28 16:00 | sell | 31 | 0.10 | 1.25801 | 0.00000 | 0.00000 | ||
99 | 2023.04.28 16:00 | modify | 31 | 0.10 | 1.25801 | 1.27201 | 1.24301 | ||
100 | 2023.05.17 08:00 | t/p | 31 | 0.10 | 1.24301 | 1.27201 | 1.24301 | 152.49 | 10557.23 |
101 | 2023.05.17 08:00 | buy | 32 | 0.10 | 1.24243 | 0.00000 | 0.00000 | ||
102 | 2023.05.17 08:00 | modify | 32 | 0.10 | 1.24243 | 1.22843 | 1.25743 | ||
103 | 2023.05.17 16:00 | buy | 33 | 0.10 | 1.24773 | 0.00000 | 0.00000 | ||
104 | 2023.05.17 16:00 | modify | 33 | 0.10 | 1.24773 | 1.24393 | 1.25743 | ||
105 | 2023.05.17 16:00 | modify | 32 | 0.10 | 1.24243 | 1.24393 | 1.25743 | ||
106 | 2023.05.18 12:00 | s/l | 32 | 0.10 | 1.24393 | 1.24393 | 1.25743 | 13.52 | 10570.74 |
107 | 2023.05.18 12:00 | s/l | 33 | 0.10 | 1.24393 | 1.24393 | 1.25743 | -39.48 | 10531.26 |
108 | 2023.05.23 12:00 | buy | 34 | 0.10 | 1.23861 | 0.00000 | 0.00000 | ||
109 | 2023.05.23 12:00 | modify | 34 | 0.10 | 1.23861 | 1.22461 | 1.25361 | ||
110 | 2023.05.31 20:00 | buy | 35 | 0.10 | 1.24393 | 0.00000 | 0.00000 | ||
111 | 2023.05.31 20:00 | modify | 35 | 0.10 | 1.24393 | 1.24011 | 1.25361 | ||
112 | 2023.05.31 20:00 | modify | 34 | 0.10 | 1.23861 | 1.24011 | 1.25361 | ||
113 | 2023.05.31 23:59 | close at stop | 35 | 0.10 | 1.24447 | 1.24011 | 1.25361 | 5.40 | 10536.66 |
114 | 2023.05.31 23:59 | close at stop | 34 | 0.10 | 1.24447 | 1.24011 | 1.25361 | 54.64 | 10591.30 |