Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 652.45 | Gross profit | 804.37 | Gross loss | -151.92 |
Profit factor | 5.29 | Expected payoff | 46.60 | ||
Absolute drawdown | 8.04 | Maximal drawdown | 97.29 (0.96%) | Relative drawdown | 0.96% (97.29) |
Total trades | 14 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 11 (78.57%) | Loss trades (% of total) | 3 (21.43%) | ||
Largest | profit trade | 112.04 | loss trade | -97.29 | |
Average | profit trade | 73.12 | loss trade | -50.64 | |
Maximum | consecutive wins (profit in money) | 7 (510.26) | consecutive losses (loss in money) | 1 (-97.29) | |
Maximal | consecutive profit (count of wins) | 510.26 (7) | consecutive loss (count of losses) | -97.29 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.09 00:00 | buy | 1 | 0.10 | 1.55396 | 0.00000 | 0.00000 | ||
2 | 2022.08.09 00:00 | modify | 1 | 0.10 | 1.55396 | 1.54096 | 1.56896 | ||
3 | 2022.08.10 16:00 | t/p | 1 | 0.10 | 1.56896 | 1.54096 | 1.56896 | 111.36 | 10111.36 |
4 | 2022.08.19 00:00 | buy | 2 | 0.10 | 1.54504 | 0.00000 | 0.00000 | ||
5 | 2022.08.19 00:00 | modify | 2 | 0.10 | 1.54504 | 1.53204 | 1.56004 | ||
6 | 2022.08.22 12:00 | s/l | 2 | 0.10 | 1.53204 | 1.53204 | 1.56004 | -97.29 | 10014.07 |
7 | 2022.09.05 04:00 | buy | 3 | 0.10 | 1.50904 | 0.00000 | 0.00000 | ||
8 | 2022.09.05 04:00 | modify | 3 | 0.10 | 1.50904 | 1.49604 | 1.52404 | ||
9 | 2022.09.06 12:00 | buy | 4 | 0.10 | 1.51983 | 0.00000 | 0.00000 | ||
10 | 2022.09.06 12:00 | modify | 4 | 0.10 | 1.51983 | 1.51654 | 1.52404 | ||
11 | 2022.09.06 12:00 | modify | 3 | 0.10 | 1.50904 | 1.51654 | 1.52404 | ||
12 | 2022.09.06 16:00 | s/l | 3 | 0.10 | 1.51654 | 1.51654 | 1.52404 | 55.47 | 10069.54 |
13 | 2022.09.06 16:00 | s/l | 4 | 0.10 | 1.51654 | 1.51654 | 1.52404 | -24.52 | 10045.02 |
14 | 2023.03.03 00:00 | buy | 5 | 0.10 | 1.62523 | 0.00000 | 0.00000 | ||
15 | 2023.03.03 00:00 | modify | 5 | 0.10 | 1.62523 | 1.61223 | 1.64023 | ||
16 | 2023.03.07 08:00 | t/p | 5 | 0.10 | 1.64023 | 1.61223 | 1.64023 | 110.94 | 10155.95 |
17 | 2023.03.30 04:00 | buy | 6 | 0.10 | 1.67057 | 0.00000 | 0.00000 | ||
18 | 2023.03.30 04:00 | modify | 6 | 0.10 | 1.67057 | 1.65757 | 1.68557 | ||
19 | 2023.03.31 12:00 | buy | 7 | 0.10 | 1.67686 | 0.00000 | 0.00000 | ||
20 | 2023.03.31 12:00 | modify | 7 | 0.10 | 1.67686 | 1.67282 | 1.68557 | ||
21 | 2023.03.31 12:00 | modify | 6 | 0.10 | 1.67057 | 1.67282 | 1.68557 | ||
22 | 2023.03.31 16:00 | s/l | 6 | 0.10 | 1.67282 | 1.67282 | 1.68557 | 16.35 | 10172.30 |
23 | 2023.03.31 16:00 | s/l | 7 | 0.10 | 1.67282 | 1.67282 | 1.68557 | -30.11 | 10142.19 |
24 | 2023.04.03 04:00 | buy | 8 | 0.10 | 1.66029 | 0.00000 | 0.00000 | ||
25 | 2023.04.03 04:00 | modify | 8 | 0.10 | 1.66029 | 1.64729 | 1.67529 | ||
26 | 2023.04.03 16:00 | buy | 9 | 0.10 | 1.66654 | 0.00000 | 0.00000 | ||
27 | 2023.04.03 16:00 | modify | 9 | 0.10 | 1.66654 | 1.66254 | 1.67529 | ||
28 | 2023.04.03 16:00 | modify | 8 | 0.10 | 1.66029 | 1.66254 | 1.67529 | ||
29 | 2023.04.04 00:00 | buy | 10 | 0.10 | 1.66931 | 0.00000 | 0.00000 | ||
30 | 2023.04.04 00:00 | modify | 10 | 0.10 | 1.66931 | 1.66479 | 1.67529 | ||
31 | 2023.04.04 00:00 | modify | 9 | 0.10 | 1.66654 | 1.66479 | 1.67529 | ||
32 | 2023.04.04 00:00 | modify | 8 | 0.10 | 1.66029 | 1.66479 | 1.67529 | ||
33 | 2023.04.04 12:00 | t/p | 8 | 0.10 | 1.67529 | 1.66479 | 1.67529 | 111.36 | 10253.55 |
34 | 2023.04.04 12:00 | t/p | 9 | 0.10 | 1.67529 | 1.66479 | 1.67529 | 64.79 | 10318.34 |
35 | 2023.04.04 12:00 | t/p | 10 | 0.10 | 1.67529 | 1.66479 | 1.67529 | 44.57 | 10362.91 |
36 | 2023.04.17 08:00 | buy | 11 | 0.10 | 1.65826 | 0.00000 | 0.00000 | ||
37 | 2023.04.17 08:00 | modify | 11 | 0.10 | 1.65826 | 1.64526 | 1.67326 | ||
38 | 2023.04.19 16:00 | t/p | 11 | 0.10 | 1.67326 | 1.64526 | 1.67326 | 110.94 | 10473.84 |
39 | 2023.07.14 00:00 | sell | 12 | 0.10 | 1.72137 | 0.00000 | 0.00000 | ||
40 | 2023.07.14 00:00 | modify | 12 | 0.10 | 1.72137 | 1.73437 | 1.70637 | ||
41 | 2023.07.19 04:00 | sell | 13 | 0.10 | 1.71510 | 0.00000 | 0.00000 | ||
42 | 2023.07.19 04:00 | modify | 13 | 0.10 | 1.71510 | 1.71912 | 1.70637 | ||
43 | 2023.07.19 04:00 | modify | 12 | 0.10 | 1.72137 | 1.71912 | 1.70637 | ||
44 | 2023.07.19 08:00 | t/p | 12 | 0.10 | 1.70637 | 1.71912 | 1.70637 | 112.04 | 10585.88 |
45 | 2023.07.19 08:00 | t/p | 13 | 0.10 | 1.70637 | 1.71912 | 1.70637 | 65.05 | 10650.93 |
46 | 2023.07.28 00:00 | buy | 14 | 0.10 | 1.69263 | 0.00000 | 0.00000 | ||
47 | 2023.07.28 00:00 | modify | 14 | 0.10 | 1.69263 | 1.67963 | 1.70763 | ||
48 | 2023.07.31 23:59 | close at stop | 14 | 0.10 | 1.69289 | 1.67963 | 1.70763 | 1.52 | 10652.45 |