Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=5; 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=110; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 907.84 | Gross profit | 1310.53 | Gross loss | -402.69 |
Profit factor | 3.25 | Expected payoff | 43.23 | ||
Absolute drawdown | 111.88 | Maximal drawdown | 215.96 (2.12%) | Relative drawdown | 2.12% (215.96) |
Total trades | 21 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 13 (69.23%) |
Profit trades (% of total) | 15 (71.43%) | Loss trades (% of total) | 6 (28.57%) | ||
Largest | profit trade | 120.88 | loss trade | -111.48 | |
Average | profit trade | 87.37 | loss trade | -67.11 | |
Maximum | consecutive wins (profit in money) | 6 (629.11) | consecutive losses (loss in money) | 1 (-111.48) | |
Maximal | consecutive profit (count of wins) | 629.11 (6) | consecutive loss (count of losses) | -111.48 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.12 16:00 | buy | 1 | 0.10 | 1.21329 | 0.00000 | 0.00000 | ||
2 | 2022.08.12 16:00 | modify | 1 | 0.10 | 1.21329 | 1.20229 | 1.22529 | ||
3 | 2022.08.16 08:00 | s/l | 1 | 0.10 | 1.20229 | 1.20229 | 1.22529 | -110.99 | 9889.01 |
4 | 2022.08.29 08:00 | buy | 2 | 0.10 | 1.16755 | 0.00000 | 0.00000 | ||
5 | 2022.08.29 08:00 | modify | 2 | 0.10 | 1.16755 | 1.15655 | 1.17955 | ||
6 | 2022.08.30 00:00 | buy | 3 | 0.10 | 1.17239 | 0.00000 | 0.00000 | ||
7 | 2022.08.30 00:00 | modify | 3 | 0.10 | 1.17239 | 1.16995 | 1.17955 | ||
8 | 2022.08.30 00:00 | modify | 2 | 0.10 | 1.16755 | 1.16995 | 1.17955 | ||
9 | 2022.08.30 04:00 | s/l | 2 | 0.10 | 1.16995 | 1.16995 | 1.17955 | 23.51 | 9912.52 |
10 | 2022.08.30 04:00 | s/l | 3 | 0.10 | 1.16995 | 1.16995 | 1.17955 | -24.40 | 9888.12 |
11 | 2022.09.05 04:00 | buy | 4 | 0.10 | 1.14751 | 0.00000 | 0.00000 | ||
12 | 2022.09.05 04:00 | modify | 4 | 0.10 | 1.14751 | 1.13651 | 1.15951 | ||
13 | 2022.09.06 00:00 | buy | 5 | 0.10 | 1.15673 | 0.00000 | 0.00000 | ||
14 | 2022.09.06 00:00 | modify | 5 | 0.10 | 1.15673 | 1.15171 | 1.15951 | ||
15 | 2022.09.06 00:00 | modify | 4 | 0.10 | 1.14751 | 1.15171 | 1.15951 | ||
16 | 2022.09.06 04:00 | t/p | 4 | 0.10 | 1.15951 | 1.15171 | 1.15951 | 119.51 | 10007.62 |
17 | 2022.09.06 04:00 | t/p | 5 | 0.10 | 1.15951 | 1.15171 | 1.15951 | 27.80 | 10035.42 |
18 | 2022.09.21 12:00 | buy | 6 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
19 | 2022.09.21 12:00 | modify | 6 | 0.10 | 1.13388 | 1.12288 | 1.14588 | ||
20 | 2022.09.22 04:00 | s/l | 6 | 0.10 | 1.12288 | 1.12288 | 1.14588 | -111.48 | 9923.94 |
21 | 2022.10.13 20:00 | sell | 7 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
22 | 2022.10.13 20:00 | modify | 7 | 0.10 | 1.13159 | 1.14259 | 1.11959 | ||
23 | 2022.10.14 12:00 | t/p | 7 | 0.10 | 1.11959 | 1.14259 | 1.11959 | 120.15 | 10044.08 |
24 | 2022.10.26 12:00 | sell | 8 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
25 | 2022.10.26 12:00 | modify | 8 | 0.10 | 1.15630 | 1.16730 | 1.14430 | ||
26 | 2022.10.31 16:00 | sell | 9 | 0.10 | 1.15129 | 0.00000 | 0.00000 | ||
27 | 2022.10.31 16:00 | modify | 9 | 0.10 | 1.15129 | 1.15390 | 1.14430 | ||
28 | 2022.10.31 16:00 | modify | 8 | 0.10 | 1.15630 | 1.15390 | 1.14430 | ||
29 | 2022.11.01 08:00 | s/l | 8 | 0.10 | 1.15390 | 1.15390 | 1.14430 | 24.88 | 10068.96 |
30 | 2022.11.01 08:00 | s/l | 9 | 0.10 | 1.15390 | 1.15390 | 1.14430 | -25.95 | 10043.01 |
31 | 2022.11.23 20:00 | sell | 10 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
32 | 2022.11.23 20:00 | modify | 10 | 0.10 | 1.20648 | 1.21748 | 1.19448 | ||
33 | 2022.11.29 00:00 | t/p | 10 | 0.10 | 1.19448 | 1.21748 | 1.19448 | 120.88 | 10163.88 |
34 | 2022.12.01 20:00 | sell | 11 | 0.10 | 1.22587 | 0.00000 | 0.00000 | ||
35 | 2022.12.01 20:00 | modify | 11 | 0.10 | 1.22587 | 1.23687 | 1.21387 | ||
36 | 2022.12.02 16:00 | t/p | 11 | 0.10 | 1.21387 | 1.23687 | 1.21387 | 120.15 | 10284.03 |
37 | 2023.02.02 04:00 | sell | 12 | 0.10 | 1.23845 | 0.00000 | 0.00000 | ||
38 | 2023.02.02 04:00 | modify | 12 | 0.10 | 1.23845 | 1.24945 | 1.22645 | ||
39 | 2023.02.02 16:00 | t/p | 12 | 0.10 | 1.22645 | 1.24945 | 1.22645 | 120.00 | 10404.03 |
40 | 2023.02.24 20:00 | buy | 13 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
41 | 2023.02.24 20:00 | modify | 13 | 0.10 | 1.19461 | 1.18361 | 1.20661 | ||
42 | 2023.02.28 00:00 | t/p | 13 | 0.10 | 1.20661 | 1.18361 | 1.20661 | 119.01 | 10523.04 |
43 | 2023.03.08 08:00 | buy | 14 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
44 | 2023.03.08 08:00 | modify | 14 | 0.10 | 1.18274 | 1.17174 | 1.19474 | ||
45 | 2023.03.10 08:00 | t/p | 14 | 0.10 | 1.19474 | 1.17174 | 1.19474 | 118.02 | 10641.06 |
46 | 2023.04.14 20:00 | buy | 15 | 0.10 | 1.24189 | 0.00000 | 0.00000 | ||
47 | 2023.04.14 20:00 | modify | 15 | 0.10 | 1.24189 | 1.23089 | 1.25389 | ||
48 | 2023.04.26 12:00 | buy | 16 | 0.10 | 1.24752 | 0.00000 | 0.00000 | ||
49 | 2023.04.26 12:00 | modify | 16 | 0.10 | 1.24752 | 1.24549 | 1.25389 | ||
50 | 2023.04.26 12:00 | modify | 15 | 0.10 | 1.24189 | 1.24549 | 1.25389 | ||
51 | 2023.04.26 20:00 | s/l | 15 | 0.10 | 1.24549 | 1.24549 | 1.25389 | 31.05 | 10672.11 |
52 | 2023.04.26 20:00 | s/l | 16 | 0.10 | 1.24549 | 1.24549 | 1.25389 | -20.30 | 10651.81 |
53 | 2023.06.01 20:00 | sell | 17 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
54 | 2023.06.01 20:00 | modify | 17 | 0.10 | 1.25300 | 1.26400 | 1.24100 | ||
55 | 2023.06.05 08:00 | t/p | 17 | 0.10 | 1.24100 | 1.26400 | 1.24100 | 120.29 | 10772.11 |
56 | 2023.06.28 20:00 | buy | 18 | 0.10 | 1.26440 | 0.00000 | 0.00000 | ||
57 | 2023.06.28 20:00 | modify | 18 | 0.10 | 1.26440 | 1.25340 | 1.27640 | ||
58 | 2023.07.04 00:00 | buy | 19 | 0.10 | 1.26947 | 0.00000 | 0.00000 | ||
59 | 2023.07.04 00:00 | modify | 19 | 0.10 | 1.26947 | 1.26680 | 1.27640 | ||
60 | 2023.07.04 00:00 | modify | 18 | 0.10 | 1.26440 | 1.26680 | 1.27640 | ||
61 | 2023.07.04 08:00 | buy | 20 | 0.10 | 1.26991 | 0.00000 | 0.00000 | ||
62 | 2023.07.04 08:00 | modify | 20 | 0.10 | 1.26991 | 1.26800 | 1.27640 | ||
63 | 2023.07.04 08:00 | modify | 19 | 0.10 | 1.26947 | 1.26800 | 1.27640 | ||
64 | 2023.07.04 08:00 | modify | 18 | 0.10 | 1.26440 | 1.26800 | 1.27640 | ||
65 | 2023.07.06 12:00 | t/p | 18 | 0.10 | 1.27640 | 1.26800 | 1.27640 | 115.05 | 10887.16 |
66 | 2023.07.06 12:00 | t/p | 19 | 0.10 | 1.27640 | 1.26800 | 1.27640 | 67.32 | 10954.48 |
67 | 2023.07.06 12:00 | t/p | 20 | 0.10 | 1.27640 | 1.26800 | 1.27640 | 62.92 | 11017.40 |
68 | 2023.07.07 20:00 | sell | 21 | 0.10 | 1.28299 | 0.00000 | 0.00000 | ||
69 | 2023.07.07 20:00 | modify | 21 | 0.10 | 1.28299 | 1.29399 | 1.27099 | ||
70 | 2023.07.12 00:00 | s/l | 21 | 0.10 | 1.29399 | 1.29399 | 1.27099 | -109.56 | 10907.84 |