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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 642.20 | Gross profit | 1252.10 | Gross loss | -609.90 |
Profit factor | 2.05 | Expected payoff | 26.76 | ||
Absolute drawdown | 100.99 | Maximal drawdown | 258.19 (2.37%) | Relative drawdown | 2.37% (258.19) |
Total trades | 24 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 14 (50.00%) |
Profit trades (% of total) | 14 (58.33%) | Loss trades (% of total) | 10 (41.67%) | ||
Largest | profit trade | 120.88 | loss trade | -100.99 | |
Average | profit trade | 89.44 | loss trade | -60.99 | |
Maximum | consecutive wins (profit in money) | 5 (520.73) | consecutive losses (loss in money) | 2 (-132.20) | |
Maximal | consecutive profit (count of wins) | 520.73 (5) | consecutive loss (count of losses) | -132.20 (2) | |
Average | consecutive wins | 2 | 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 | 1.20329 | 1.22529 | ||
3 | 2022.08.16 08:00 | s/l | 1 | 0.10 | 1.20329 | 1.20329 | 1.22529 | -100.99 | 9899.01 |
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 | 1.15755 | 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 | 1.17055 | 1.17955 | ||
8 | 2022.08.30 00:00 | modify | 2 | 0.10 | 1.16755 | 1.17055 | 1.17955 | ||
9 | 2022.08.30 04:00 | s/l | 2 | 0.10 | 1.17055 | 1.17055 | 1.17955 | 29.51 | 9928.52 |
10 | 2022.08.30 04:00 | s/l | 3 | 0.10 | 1.17055 | 1.17055 | 1.17955 | -18.40 | 9910.12 |
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 | 1.13751 | 1.15951 | ||
13 | 2022.09.06 04:00 | t/p | 4 | 0.10 | 1.15951 | 1.13751 | 1.15951 | 119.51 | 10029.62 |
14 | 2022.09.14 04:00 | buy | 5 | 0.10 | 1.15091 | 0.00000 | 0.00000 | ||
15 | 2022.09.14 04:00 | modify | 5 | 0.10 | 1.15091 | 1.14091 | 1.16291 | ||
16 | 2022.09.14 16:00 | buy | 6 | 0.10 | 1.15653 | 0.00000 | 0.00000 | ||
17 | 2022.09.14 16:00 | modify | 6 | 0.10 | 1.15653 | 1.15331 | 1.16291 | ||
18 | 2022.09.14 16:00 | modify | 5 | 0.10 | 1.15091 | 1.15331 | 1.16291 | ||
19 | 2022.09.14 20:00 | s/l | 5 | 0.10 | 1.15331 | 1.15331 | 1.16291 | 24.00 | 10053.62 |
20 | 2022.09.14 20:00 | s/l | 6 | 0.10 | 1.15331 | 1.15331 | 1.16291 | -32.20 | 10021.42 |
21 | 2022.09.21 12:00 | buy | 7 | 0.10 | 1.13388 | 0.00000 | 0.00000 | ||
22 | 2022.09.21 12:00 | modify | 7 | 0.10 | 1.13388 | 1.12388 | 1.14588 | ||
23 | 2022.09.21 20:00 | s/l | 7 | 0.10 | 1.12388 | 1.12388 | 1.14588 | -100.00 | 9921.42 |
24 | 2022.10.13 20:00 | sell | 8 | 0.10 | 1.13159 | 0.00000 | 0.00000 | ||
25 | 2022.10.13 20:00 | modify | 8 | 0.10 | 1.13159 | 1.14159 | 1.11959 | ||
26 | 2022.10.14 12:00 | t/p | 8 | 0.10 | 1.11959 | 1.14159 | 1.11959 | 120.15 | 10041.57 |
27 | 2022.10.26 12:00 | sell | 9 | 0.10 | 1.15630 | 0.00000 | 0.00000 | ||
28 | 2022.10.26 12:00 | modify | 9 | 0.10 | 1.15630 | 1.16630 | 1.14430 | ||
29 | 2022.10.31 16:00 | sell | 10 | 0.10 | 1.15129 | 0.00000 | 0.00000 | ||
30 | 2022.10.31 16:00 | modify | 10 | 0.10 | 1.15129 | 1.15330 | 1.14430 | ||
31 | 2022.10.31 16:00 | modify | 9 | 0.10 | 1.15630 | 1.15330 | 1.14430 | ||
32 | 2022.11.01 08:00 | s/l | 9 | 0.10 | 1.15330 | 1.15330 | 1.14430 | 30.88 | 10072.44 |
33 | 2022.11.01 08:00 | s/l | 10 | 0.10 | 1.15330 | 1.15330 | 1.14430 | -19.95 | 10052.49 |
34 | 2022.11.23 20:00 | sell | 11 | 0.10 | 1.20648 | 0.00000 | 0.00000 | ||
35 | 2022.11.23 20:00 | modify | 11 | 0.10 | 1.20648 | 1.21648 | 1.19448 | ||
36 | 2022.11.29 00:00 | t/p | 11 | 0.10 | 1.19448 | 1.21648 | 1.19448 | 120.88 | 10173.37 |
37 | 2022.12.01 20:00 | sell | 12 | 0.10 | 1.22587 | 0.00000 | 0.00000 | ||
38 | 2022.12.01 20:00 | modify | 12 | 0.10 | 1.22587 | 1.23587 | 1.21387 | ||
39 | 2022.12.02 16:00 | t/p | 12 | 0.10 | 1.21387 | 1.23587 | 1.21387 | 120.15 | 10293.51 |
40 | 2022.12.16 04:00 | buy | 13 | 0.10 | 1.22072 | 0.00000 | 0.00000 | ||
41 | 2022.12.16 04:00 | modify | 13 | 0.10 | 1.22072 | 1.21072 | 1.23272 | ||
42 | 2022.12.20 08:00 | s/l | 13 | 0.10 | 1.21072 | 1.21072 | 1.23272 | -100.99 | 10192.53 |
43 | 2023.02.02 04:00 | sell | 14 | 0.10 | 1.23845 | 0.00000 | 0.00000 | ||
44 | 2023.02.02 04:00 | modify | 14 | 0.10 | 1.23845 | 1.24845 | 1.22645 | ||
45 | 2023.02.02 16:00 | t/p | 14 | 0.10 | 1.22645 | 1.24845 | 1.22645 | 120.00 | 10312.53 |
46 | 2023.02.24 20:00 | buy | 15 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
47 | 2023.02.24 20:00 | modify | 15 | 0.10 | 1.19461 | 1.18461 | 1.20661 | ||
48 | 2023.02.28 00:00 | t/p | 15 | 0.10 | 1.20661 | 1.18461 | 1.20661 | 119.01 | 10431.54 |
49 | 2023.03.08 08:00 | buy | 16 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
50 | 2023.03.08 08:00 | modify | 16 | 0.10 | 1.18274 | 1.17274 | 1.19474 | ||
51 | 2023.03.10 08:00 | t/p | 16 | 0.10 | 1.19474 | 1.17274 | 1.19474 | 118.02 | 10549.56 |
52 | 2023.04.13 20:00 | sell | 17 | 0.10 | 1.25244 | 0.00000 | 0.00000 | ||
53 | 2023.04.13 20:00 | modify | 17 | 0.10 | 1.25244 | 1.26244 | 1.24044 | ||
54 | 2023.04.14 20:00 | t/p | 17 | 0.10 | 1.24044 | 1.26244 | 1.24044 | 120.15 | 10669.70 |
55 | 2023.04.14 20:00 | buy | 18 | 0.10 | 1.24189 | 0.00000 | 0.00000 | ||
56 | 2023.04.14 20:00 | modify | 18 | 0.10 | 1.24189 | 1.23189 | 1.25389 | ||
57 | 2023.04.24 20:00 | buy | 19 | 0.10 | 1.24850 | 0.00000 | 0.00000 | ||
58 | 2023.04.24 20:00 | modify | 19 | 0.10 | 1.24850 | 1.24669 | 1.25389 | ||
59 | 2023.04.24 20:00 | modify | 18 | 0.10 | 1.24189 | 1.24669 | 1.25389 | ||
60 | 2023.04.25 08:00 | s/l | 18 | 0.10 | 1.24669 | 1.24669 | 1.25389 | 43.55 | 10713.25 |
61 | 2023.04.25 08:00 | s/l | 19 | 0.10 | 1.24669 | 1.24669 | 1.25389 | -18.59 | 10694.66 |
62 | 2023.06.01 20:00 | sell | 20 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
63 | 2023.06.01 20:00 | modify | 20 | 0.10 | 1.25300 | 1.26300 | 1.24100 | ||
64 | 2023.06.05 08:00 | t/p | 20 | 0.10 | 1.24100 | 1.26300 | 1.24100 | 120.29 | 10814.95 |
65 | 2023.06.09 20:00 | sell | 21 | 0.10 | 1.25767 | 0.00000 | 0.00000 | ||
66 | 2023.06.09 20:00 | modify | 21 | 0.10 | 1.25767 | 1.26767 | 1.24567 | ||
67 | 2023.06.14 16:00 | s/l | 21 | 0.10 | 1.26767 | 1.26767 | 1.24567 | -99.56 | 10715.39 |
68 | 2023.06.28 20:00 | buy | 22 | 0.10 | 1.26440 | 0.00000 | 0.00000 | ||
69 | 2023.06.28 20:00 | modify | 22 | 0.10 | 1.26440 | 1.25440 | 1.27640 | ||
70 | 2023.06.30 16:00 | buy | 23 | 0.10 | 1.27115 | 0.00000 | 0.00000 | ||
71 | 2023.06.30 16:00 | modify | 23 | 0.10 | 1.27115 | 1.26920 | 1.27640 | ||
72 | 2023.06.30 16:00 | modify | 22 | 0.10 | 1.26440 | 1.26920 | 1.27640 | ||
73 | 2023.06.30 20:00 | s/l | 22 | 0.10 | 1.26920 | 1.26920 | 1.27640 | 46.02 | 10761.41 |
74 | 2023.06.30 20:00 | s/l | 23 | 0.10 | 1.26920 | 1.26920 | 1.27640 | -19.50 | 10741.91 |
75 | 2023.07.07 20:00 | sell | 24 | 0.10 | 1.28299 | 0.00000 | 0.00000 | ||
76 | 2023.07.07 20:00 | modify | 24 | 0.10 | 1.28299 | 1.29299 | 1.27099 | ||
77 | 2023.07.11 12:00 | s/l | 24 | 0.10 | 1.29299 | 1.29299 | 1.27099 | -99.71 | 10642.20 |