Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.07.01 00:00 - 2023.06.30 23:59 (2022.07.01 - 2023.07.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 791.03 | Gross profit | 1565.76 | Gross loss | -774.74 |
Profit factor | 2.02 | Expected payoff | 26.37 | ||
Absolute drawdown | 290.85 | Maximal drawdown | 461.04 (4.53%) | Relative drawdown | 4.53% (461.04) |
Total trades | 30 | Short positions (won %) | 17 (47.06%) | Long positions (won %) | 13 (84.62%) |
Profit trades (% of total) | 19 (63.33%) | Loss trades (% of total) | 11 (36.67%) | ||
Largest | profit trade | 113.70 | loss trade | -91.33 | |
Average | profit trade | 82.41 | loss trade | -70.43 | |
Maximum | consecutive wins (profit in money) | 10 (819.12) | consecutive losses (loss in money) | 4 (-360.97) | |
Maximal | consecutive profit (count of wins) | 819.12 (10) | consecutive loss (count of losses) | -360.97 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.11 16:00 | buy | 1 | 0.10 | 1.54555 | 0.00000 | 0.00000 | ||
2 | 2022.07.11 16:00 | modify | 1 | 0.10 | 1.54555 | 1.53355 | 1.56055 | ||
3 | 2022.07.14 12:00 | buy | 2 | 0.10 | 1.55405 | 0.00000 | 0.00000 | ||
4 | 2022.07.14 12:00 | modify | 2 | 0.10 | 1.55405 | 1.54930 | 1.56055 | ||
5 | 2022.07.14 12:00 | modify | 1 | 0.10 | 1.54555 | 1.54930 | 1.56055 | ||
6 | 2022.07.14 16:00 | s/l | 1 | 0.10 | 1.54930 | 1.54930 | 1.56055 | 26.11 | 10026.11 |
7 | 2022.07.14 16:00 | s/l | 2 | 0.10 | 1.54930 | 1.54930 | 1.56055 | -35.81 | 9990.30 |
8 | 2022.08.01 16:00 | sell | 3 | 0.10 | 1.57514 | 0.00000 | 0.00000 | ||
9 | 2022.08.01 16:00 | modify | 3 | 0.10 | 1.57514 | 1.58714 | 1.56014 | ||
10 | 2022.08.03 16:00 | t/p | 3 | 0.10 | 1.56014 | 1.58714 | 1.56014 | 113.24 | 10103.54 |
11 | 2022.09.27 16:00 | sell | 4 | 0.10 | 1.47683 | 0.00000 | 0.00000 | ||
12 | 2022.09.27 16:00 | modify | 4 | 0.10 | 1.47683 | 1.48883 | 1.46183 | ||
13 | 2022.09.28 12:00 | s/l | 4 | 0.10 | 1.48883 | 1.48883 | 1.46183 | -90.36 | 10013.18 |
14 | 2022.10.06 16:00 | buy | 5 | 0.10 | 1.52896 | 0.00000 | 0.00000 | ||
15 | 2022.10.06 16:00 | modify | 5 | 0.10 | 1.52896 | 1.51696 | 1.54396 | ||
16 | 2022.10.10 12:00 | s/l | 5 | 0.10 | 1.51696 | 1.51696 | 1.54396 | -91.33 | 9921.85 |
17 | 2022.10.11 16:00 | sell | 6 | 0.10 | 1.53381 | 0.00000 | 0.00000 | ||
18 | 2022.10.11 16:00 | modify | 6 | 0.10 | 1.53381 | 1.54581 | 1.51881 | ||
19 | 2022.10.11 20:00 | t/p | 6 | 0.10 | 1.51881 | 1.54581 | 1.51881 | 113.06 | 10034.91 |
20 | 2022.10.17 16:00 | sell | 7 | 0.10 | 1.56763 | 0.00000 | 0.00000 | ||
21 | 2022.10.17 16:00 | modify | 7 | 0.10 | 1.56763 | 1.57963 | 1.55263 | ||
22 | 2022.10.18 08:00 | t/p | 7 | 0.10 | 1.55263 | 1.57963 | 1.55263 | 113.15 | 10148.06 |
23 | 2022.10.25 16:00 | sell | 8 | 0.10 | 1.56121 | 0.00000 | 0.00000 | ||
24 | 2022.10.25 16:00 | modify | 8 | 0.10 | 1.56121 | 1.57321 | 1.54621 | ||
25 | 2022.10.26 16:00 | s/l | 8 | 0.10 | 1.57321 | 1.57321 | 1.54621 | -90.36 | 10057.71 |
26 | 2022.11.10 16:00 | sell | 9 | 0.10 | 1.55760 | 0.00000 | 0.00000 | ||
27 | 2022.11.10 16:00 | modify | 9 | 0.10 | 1.55760 | 1.56960 | 1.54260 | ||
28 | 2022.11.11 20:00 | s/l | 9 | 0.10 | 1.56960 | 1.56960 | 1.54260 | -90.36 | 9967.35 |
29 | 2022.11.16 16:00 | sell | 10 | 0.10 | 1.58273 | 0.00000 | 0.00000 | ||
30 | 2022.11.16 16:00 | modify | 10 | 0.10 | 1.58273 | 1.59473 | 1.56773 | ||
31 | 2022.11.18 16:00 | s/l | 10 | 0.10 | 1.59473 | 1.59473 | 1.56773 | -90.07 | 9877.27 |
32 | 2022.11.18 16:00 | sell | 11 | 0.10 | 1.59653 | 0.00000 | 0.00000 | ||
33 | 2022.11.18 16:00 | modify | 11 | 0.10 | 1.59653 | 1.60853 | 1.58153 | ||
34 | 2022.11.23 16:00 | s/l | 11 | 0.10 | 1.60853 | 1.60853 | 1.58153 | -90.18 | 9787.10 |
35 | 2022.11.29 16:00 | sell | 12 | 0.10 | 1.62862 | 0.00000 | 0.00000 | ||
36 | 2022.11.29 16:00 | modify | 12 | 0.10 | 1.62862 | 1.64062 | 1.61362 | ||
37 | 2022.11.30 08:00 | sell | 13 | 0.10 | 1.62169 | 0.00000 | 0.00000 | ||
38 | 2022.11.30 08:00 | modify | 13 | 0.10 | 1.62169 | 1.62637 | 1.61362 | ||
39 | 2022.11.30 08:00 | modify | 12 | 0.10 | 1.62862 | 1.62637 | 1.61362 | ||
40 | 2022.11.30 12:00 | s/l | 12 | 0.10 | 1.62637 | 1.62637 | 1.61362 | 17.05 | 9804.15 |
41 | 2022.11.30 12:00 | s/l | 13 | 0.10 | 1.62637 | 1.62637 | 1.61362 | -35.28 | 9768.87 |
42 | 2022.12.06 16:00 | sell | 14 | 0.10 | 1.66754 | 0.00000 | 0.00000 | ||
43 | 2022.12.06 16:00 | modify | 14 | 0.10 | 1.66754 | 1.67954 | 1.65254 | ||
44 | 2022.12.06 20:00 | sell | 15 | 0.10 | 1.65901 | 0.00000 | 0.00000 | ||
45 | 2022.12.06 20:00 | modify | 15 | 0.10 | 1.65901 | 1.66379 | 1.65254 | ||
46 | 2022.12.06 20:00 | modify | 14 | 0.10 | 1.66754 | 1.66379 | 1.65254 | ||
47 | 2022.12.07 12:00 | s/l | 14 | 0.10 | 1.66379 | 1.66379 | 1.65254 | 28.35 | 9797.22 |
48 | 2022.12.07 12:00 | s/l | 15 | 0.10 | 1.66379 | 1.66379 | 1.65254 | -35.94 | 9761.28 |
49 | 2022.12.09 16:00 | sell | 16 | 0.10 | 1.67613 | 0.00000 | 0.00000 | ||
50 | 2022.12.09 16:00 | modify | 16 | 0.10 | 1.67613 | 1.68813 | 1.66113 | ||
51 | 2022.12.16 08:00 | t/p | 16 | 0.10 | 1.66113 | 1.68813 | 1.66113 | 113.70 | 9874.98 |
52 | 2022.12.27 16:00 | buy | 17 | 0.10 | 1.62278 | 0.00000 | 0.00000 | ||
53 | 2022.12.27 16:00 | modify | 17 | 0.10 | 1.62278 | 1.61078 | 1.63778 | ||
54 | 2022.12.28 16:00 | t/p | 17 | 0.10 | 1.63778 | 1.61078 | 1.63778 | 112.65 | 9987.63 |
55 | 2023.01.05 16:00 | buy | 18 | 0.10 | 1.61490 | 0.00000 | 0.00000 | ||
56 | 2023.01.05 16:00 | modify | 18 | 0.10 | 1.61490 | 1.60290 | 1.62990 | ||
57 | 2023.01.09 08:00 | t/p | 18 | 0.10 | 1.62990 | 1.60290 | 1.62990 | 112.21 | 10099.84 |
58 | 2023.02.03 16:00 | buy | 19 | 0.10 | 1.61850 | 0.00000 | 0.00000 | ||
59 | 2023.02.03 16:00 | modify | 19 | 0.10 | 1.61850 | 1.60650 | 1.63350 | ||
60 | 2023.02.09 16:00 | t/p | 19 | 0.10 | 1.63350 | 1.60650 | 1.63350 | 110.47 | 10210.32 |
61 | 2023.02.10 16:00 | buy | 20 | 0.10 | 1.61284 | 0.00000 | 0.00000 | ||
62 | 2023.02.10 16:00 | modify | 20 | 0.10 | 1.61284 | 1.60084 | 1.62784 | ||
63 | 2023.02.13 16:00 | buy | 21 | 0.10 | 1.61985 | 0.00000 | 0.00000 | ||
64 | 2023.02.13 16:00 | modify | 21 | 0.10 | 1.61985 | 1.61509 | 1.62784 | ||
65 | 2023.02.13 16:00 | modify | 20 | 0.10 | 1.61284 | 1.61509 | 1.62784 | ||
66 | 2023.02.14 12:00 | t/p | 20 | 0.10 | 1.62784 | 1.61509 | 1.62784 | 112.21 | 10322.53 |
67 | 2023.02.14 12:00 | t/p | 21 | 0.10 | 1.62784 | 1.61509 | 1.62784 | 59.80 | 10382.33 |
68 | 2023.02.15 16:00 | buy | 22 | 0.10 | 1.61086 | 0.00000 | 0.00000 | ||
69 | 2023.02.15 16:00 | modify | 22 | 0.10 | 1.61086 | 1.59886 | 1.62586 | ||
70 | 2023.02.17 16:00 | buy | 23 | 0.10 | 1.61918 | 0.00000 | 0.00000 | ||
71 | 2023.02.17 16:00 | modify | 23 | 0.10 | 1.61918 | 1.61461 | 1.62586 | ||
72 | 2023.02.17 16:00 | modify | 22 | 0.10 | 1.61086 | 1.61461 | 1.62586 | ||
73 | 2023.02.17 20:00 | buy | 24 | 0.10 | 1.62301 | 0.00000 | 0.00000 | ||
74 | 2023.02.17 20:00 | modify | 24 | 0.10 | 1.62301 | 1.61611 | 1.62586 | ||
75 | 2023.02.17 20:00 | modify | 23 | 0.10 | 1.61918 | 1.61611 | 1.62586 | ||
76 | 2023.02.17 20:00 | modify | 22 | 0.10 | 1.61086 | 1.61611 | 1.62586 | ||
77 | 2023.02.21 12:00 | t/p | 22 | 0.10 | 1.62586 | 1.61611 | 1.62586 | 110.47 | 10492.80 |
78 | 2023.02.21 12:00 | t/p | 23 | 0.10 | 1.62586 | 1.61611 | 1.62586 | 49.48 | 10542.28 |
79 | 2023.02.21 12:00 | t/p | 24 | 0.10 | 1.62586 | 1.61611 | 1.62586 | 20.61 | 10562.90 |
80 | 2023.02.21 16:00 | sell | 25 | 0.10 | 1.63865 | 0.00000 | 0.00000 | ||
81 | 2023.02.21 16:00 | modify | 25 | 0.10 | 1.63865 | 1.65065 | 1.62365 | ||
82 | 2023.02.23 00:00 | sell | 26 | 0.10 | 1.63170 | 0.00000 | 0.00000 | ||
83 | 2023.02.23 00:00 | modify | 26 | 0.10 | 1.63170 | 1.63640 | 1.62365 | ||
84 | 2023.02.23 00:00 | modify | 25 | 0.10 | 1.63865 | 1.63640 | 1.62365 | ||
85 | 2023.02.27 20:00 | s/l | 25 | 0.10 | 1.63640 | 1.63640 | 1.62365 | 17.51 | 10580.41 |
86 | 2023.02.27 20:00 | s/l | 26 | 0.10 | 1.63640 | 1.63640 | 1.62365 | -35.25 | 10545.16 |
87 | 2023.03.02 16:00 | buy | 27 | 0.10 | 1.62664 | 0.00000 | 0.00000 | ||
88 | 2023.03.02 16:00 | modify | 27 | 0.10 | 1.62664 | 1.61464 | 1.64164 | ||
89 | 2023.03.07 08:00 | t/p | 27 | 0.10 | 1.64164 | 1.61464 | 1.64164 | 111.78 | 10656.94 |
90 | 2023.04.14 16:00 | buy | 28 | 0.10 | 1.66145 | 0.00000 | 0.00000 | ||
91 | 2023.04.14 16:00 | modify | 28 | 0.10 | 1.66145 | 1.64945 | 1.67645 | ||
92 | 2023.04.20 12:00 | t/p | 28 | 0.10 | 1.67645 | 1.64945 | 1.67645 | 110.47 | 10767.41 |
93 | 2023.05.03 16:00 | sell | 29 | 0.10 | 1.70753 | 0.00000 | 0.00000 | ||
94 | 2023.05.03 16:00 | modify | 29 | 0.10 | 1.70753 | 1.71953 | 1.69253 | ||
95 | 2023.05.05 16:00 | t/p | 29 | 0.10 | 1.69253 | 1.71953 | 1.69253 | 113.43 | 10880.84 |
96 | 2023.06.08 16:00 | sell | 30 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
97 | 2023.06.08 16:00 | modify | 30 | 0.10 | 1.67858 | 1.69058 | 1.66358 | ||
98 | 2023.06.15 20:00 | s/l | 30 | 0.10 | 1.69058 | 1.69058 | 1.66358 | -89.81 | 10791.03 |