Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 7257 | Ticks modelled | 13514 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 600.34 | Gross profit | 1825.96 | Gross loss | -1225.62 |
Profit factor | 1.49 | Expected payoff | 13.96 | ||
Absolute drawdown | 5.79 | Maximal drawdown | 226.35 (2.12%) | Relative drawdown | 2.12% (226.35) |
Total trades | 43 | Short positions (won %) | 23 (56.52%) | Long positions (won %) | 20 (60.00%) |
Profit trades (% of total) | 25 (58.14%) | Loss trades (% of total) | 18 (41.86%) | ||
Largest | profit trade | 104.69 | loss trade | -83.68 | |
Average | profit trade | 73.04 | loss trade | -68.09 | |
Maximum | consecutive wins (profit in money) | 4 (274.85) | consecutive losses (loss in money) | 2 (-163.97) | |
Maximal | consecutive profit (count of wins) | 274.85 (4) | consecutive loss (count of losses) | -163.97 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.04 12:00 | buy | 1 | 0.10 | 1.55249 | 0.00000 | 0.00000 | ||
2 | 2022.08.04 12:00 | modify | 1 | 0.10 | 1.55249 | 1.54149 | 1.56649 | ||
3 | 2022.08.05 06:00 | buy | 2 | 0.10 | 1.56301 | 0.00000 | 0.00000 | ||
4 | 2022.08.05 06:00 | modify | 2 | 0.10 | 1.56301 | 1.55739 | 1.56649 | ||
5 | 2022.08.05 06:00 | modify | 1 | 0.10 | 1.55249 | 1.55739 | 1.56649 | ||
6 | 2022.08.05 14:00 | s/l | 1 | 0.10 | 1.55739 | 1.55739 | 1.56649 | 36.10 | 10036.10 |
7 | 2022.08.05 14:00 | s/l | 2 | 0.10 | 1.55739 | 1.55739 | 1.56649 | -41.89 | 9994.21 |
8 | 2022.08.10 13:00 | sell | 3 | 0.10 | 1.56797 | 0.00000 | 0.00000 | ||
9 | 2022.08.10 13:00 | modify | 3 | 0.10 | 1.56797 | 1.57897 | 1.55397 | ||
10 | 2022.08.11 14:00 | sell | 4 | 0.10 | 1.55947 | 0.00000 | 0.00000 | ||
11 | 2022.08.11 14:00 | modify | 4 | 0.10 | 1.55947 | 1.56377 | 1.55397 | ||
12 | 2022.08.11 14:00 | modify | 3 | 0.10 | 1.56797 | 1.56377 | 1.55397 | ||
13 | 2022.08.12 06:00 | t/p | 3 | 0.10 | 1.55397 | 1.56377 | 1.55397 | 104.69 | 10098.89 |
14 | 2022.08.12 06:00 | t/p | 4 | 0.10 | 1.55397 | 1.56377 | 1.55397 | 41.08 | 10139.97 |
15 | 2022.09.13 13:00 | buy | 5 | 0.10 | 1.51094 | 0.00000 | 0.00000 | ||
16 | 2022.09.13 13:00 | modify | 5 | 0.10 | 1.51094 | 1.49994 | 1.52494 | ||
17 | 2022.09.14 13:00 | t/p | 5 | 0.10 | 1.52494 | 1.49994 | 1.52494 | 103.93 | 10243.90 |
18 | 2022.09.23 10:00 | buy | 6 | 0.10 | 1.50597 | 0.00000 | 0.00000 | ||
19 | 2022.09.23 10:00 | modify | 6 | 0.10 | 1.50597 | 1.49497 | 1.51997 | ||
20 | 2022.09.23 11:00 | s/l | 6 | 0.10 | 1.49497 | 1.49497 | 1.51997 | -81.99 | 10161.91 |
21 | 2022.09.23 15:00 | buy | 7 | 0.10 | 1.48030 | 0.00000 | 0.00000 | ||
22 | 2022.09.23 15:00 | modify | 7 | 0.10 | 1.48030 | 1.46930 | 1.49430 | ||
23 | 2022.09.25 21:00 | s/l | 7 | 0.10 | 1.46930 | 1.46930 | 1.49430 | -81.98 | 10079.93 |
24 | 2022.09.26 01:00 | buy | 8 | 0.10 | 1.41520 | 0.00000 | 0.00000 | ||
25 | 2022.09.26 01:00 | modify | 8 | 0.10 | 1.41520 | 1.40420 | 1.42920 | ||
26 | 2022.09.26 02:00 | t/p | 8 | 0.10 | 1.42920 | 1.40420 | 1.42920 | 104.35 | 10184.28 |
27 | 2022.09.28 12:00 | buy | 9 | 0.10 | 1.45645 | 0.00000 | 0.00000 | ||
28 | 2022.09.28 12:00 | modify | 9 | 0.10 | 1.45645 | 1.44545 | 1.47045 | ||
29 | 2022.09.28 15:00 | t/p | 9 | 0.10 | 1.47045 | 1.44545 | 1.47045 | 104.35 | 10288.63 |
30 | 2022.09.29 10:00 | sell | 10 | 0.10 | 1.48828 | 0.00000 | 0.00000 | ||
31 | 2022.09.29 10:00 | modify | 10 | 0.10 | 1.48828 | 1.49928 | 1.47428 | ||
32 | 2022.09.29 14:00 | s/l | 10 | 0.10 | 1.49928 | 1.49928 | 1.47428 | -81.97 | 10206.66 |
33 | 2022.09.29 14:00 | sell | 11 | 0.10 | 1.50587 | 0.00000 | 0.00000 | ||
34 | 2022.09.29 14:00 | modify | 11 | 0.10 | 1.50587 | 1.51687 | 1.49187 | ||
35 | 2022.09.29 17:00 | s/l | 11 | 0.10 | 1.51687 | 1.51687 | 1.49187 | -81.98 | 10124.68 |
36 | 2022.09.30 09:00 | sell | 12 | 0.10 | 1.53306 | 0.00000 | 0.00000 | ||
37 | 2022.09.30 09:00 | modify | 12 | 0.10 | 1.53306 | 1.54406 | 1.51906 | ||
38 | 2022.09.30 11:00 | t/p | 12 | 0.10 | 1.51906 | 1.54406 | 1.51906 | 104.33 | 10229.01 |
39 | 2022.10.11 20:00 | buy | 13 | 0.10 | 1.51648 | 0.00000 | 0.00000 | ||
40 | 2022.10.11 20:00 | modify | 13 | 0.10 | 1.51648 | 1.50548 | 1.53048 | ||
41 | 2022.10.12 16:00 | t/p | 13 | 0.10 | 1.53048 | 1.50548 | 1.53048 | 103.93 | 10332.94 |
42 | 2022.10.13 12:00 | sell | 14 | 0.10 | 1.55316 | 0.00000 | 0.00000 | ||
43 | 2022.10.13 12:00 | modify | 14 | 0.10 | 1.55316 | 1.56416 | 1.53916 | ||
44 | 2022.10.14 12:00 | sell | 15 | 0.10 | 1.54680 | 0.00000 | 0.00000 | ||
45 | 2022.10.14 12:00 | modify | 15 | 0.10 | 1.54680 | 1.55176 | 1.53916 | ||
46 | 2022.10.14 12:00 | modify | 14 | 0.10 | 1.55316 | 1.55176 | 1.53916 | ||
47 | 2022.10.14 14:00 | s/l | 14 | 0.10 | 1.55176 | 1.55176 | 1.53916 | 10.52 | 10343.46 |
48 | 2022.10.14 14:00 | s/l | 15 | 0.10 | 1.55176 | 1.55176 | 1.53916 | -36.97 | 10306.49 |
49 | 2022.10.17 15:00 | sell | 16 | 0.10 | 1.56958 | 0.00000 | 0.00000 | ||
50 | 2022.10.17 15:00 | modify | 16 | 0.10 | 1.56958 | 1.58058 | 1.55558 | ||
51 | 2022.10.18 06:00 | t/p | 16 | 0.10 | 1.55558 | 1.58058 | 1.55558 | 104.42 | 10410.91 |
52 | 2022.10.26 08:00 | sell | 17 | 0.10 | 1.56721 | 0.00000 | 0.00000 | ||
53 | 2022.10.26 08:00 | modify | 17 | 0.10 | 1.56721 | 1.57821 | 1.55321 | ||
54 | 2022.10.26 15:00 | s/l | 17 | 0.10 | 1.57821 | 1.57821 | 1.55321 | -81.98 | 10328.93 |
55 | 2022.10.26 15:00 | sell | 18 | 0.10 | 1.57297 | 0.00000 | 0.00000 | ||
56 | 2022.10.26 15:00 | modify | 18 | 0.10 | 1.57297 | 1.58397 | 1.55897 | ||
57 | 2022.10.28 01:00 | sell | 19 | 0.10 | 1.56648 | 0.00000 | 0.00000 | ||
58 | 2022.10.28 01:00 | modify | 19 | 0.10 | 1.56648 | 1.57157 | 1.55897 | ||
59 | 2022.10.28 01:00 | modify | 18 | 0.10 | 1.57297 | 1.57157 | 1.55897 | ||
60 | 2022.10.28 12:00 | s/l | 18 | 0.10 | 1.57157 | 1.57157 | 1.55897 | 10.80 | 10339.72 |
61 | 2022.10.28 12:00 | s/l | 19 | 0.10 | 1.57157 | 1.57157 | 1.55897 | -37.93 | 10301.79 |
62 | 2022.11.03 09:00 | buy | 20 | 0.10 | 1.54884 | 0.00000 | 0.00000 | ||
63 | 2022.11.03 09:00 | modify | 20 | 0.10 | 1.54884 | 1.53784 | 1.56284 | ||
64 | 2022.11.03 16:00 | s/l | 20 | 0.10 | 1.53784 | 1.53784 | 1.56284 | -81.98 | 10219.81 |
65 | 2022.11.04 13:00 | buy | 21 | 0.10 | 1.52371 | 0.00000 | 0.00000 | ||
66 | 2022.11.04 13:00 | modify | 21 | 0.10 | 1.52371 | 1.51271 | 1.53771 | ||
67 | 2022.11.07 01:00 | buy | 22 | 0.10 | 1.53231 | 0.00000 | 0.00000 | ||
68 | 2022.11.07 01:00 | modify | 22 | 0.10 | 1.53231 | 1.52791 | 1.53771 | ||
69 | 2022.11.07 01:00 | modify | 21 | 0.10 | 1.52371 | 1.52791 | 1.53771 | ||
70 | 2022.11.07 09:00 | t/p | 21 | 0.10 | 1.53771 | 1.52791 | 1.53771 | 103.93 | 10323.74 |
71 | 2022.11.07 09:00 | t/p | 22 | 0.10 | 1.53771 | 1.52791 | 1.53771 | 40.25 | 10363.99 |
72 | 2022.11.07 10:00 | sell | 23 | 0.10 | 1.54313 | 0.00000 | 0.00000 | ||
73 | 2022.11.07 10:00 | modify | 23 | 0.10 | 1.54313 | 1.55413 | 1.52913 | ||
74 | 2022.11.07 18:00 | s/l | 23 | 0.10 | 1.55413 | 1.55413 | 1.52913 | -81.98 | 10282.01 |
75 | 2022.11.09 10:00 | buy | 24 | 0.10 | 1.54022 | 0.00000 | 0.00000 | ||
76 | 2022.11.09 10:00 | modify | 24 | 0.10 | 1.54022 | 1.52922 | 1.55422 | ||
77 | 2022.11.10 14:00 | t/p | 24 | 0.10 | 1.55422 | 1.52922 | 1.55422 | 103.08 | 10385.09 |
78 | 2022.11.10 14:00 | sell | 25 | 0.10 | 1.55537 | 0.00000 | 0.00000 | ||
79 | 2022.11.10 14:00 | modify | 25 | 0.10 | 1.55537 | 1.56637 | 1.54137 | ||
80 | 2022.11.11 13:00 | s/l | 25 | 0.10 | 1.56637 | 1.56637 | 1.54137 | -81.89 | 10303.20 |
81 | 2022.11.15 14:00 | sell | 26 | 0.10 | 1.58656 | 0.00000 | 0.00000 | ||
82 | 2022.11.15 14:00 | modify | 26 | 0.10 | 1.58656 | 1.59756 | 1.57256 | ||
83 | 2022.11.15 20:00 | t/p | 26 | 0.10 | 1.57256 | 1.59756 | 1.57256 | 104.34 | 10407.54 |
84 | 2022.11.23 16:00 | sell | 27 | 0.10 | 1.61436 | 0.00000 | 0.00000 | ||
85 | 2022.11.23 16:00 | modify | 27 | 0.10 | 1.61436 | 1.62536 | 1.60036 | ||
86 | 2022.11.28 09:00 | s/l | 27 | 0.10 | 1.62536 | 1.62536 | 1.60036 | -81.53 | 10326.00 |
87 | 2022.11.29 17:00 | sell | 28 | 0.10 | 1.63533 | 0.00000 | 0.00000 | ||
88 | 2022.11.29 17:00 | modify | 28 | 0.10 | 1.63533 | 1.64633 | 1.62133 | ||
89 | 2022.11.29 19:00 | sell | 29 | 0.10 | 1.62467 | 0.00000 | 0.00000 | ||
90 | 2022.11.29 19:00 | modify | 29 | 0.10 | 1.62467 | 1.63043 | 1.62133 | ||
91 | 2022.11.29 19:00 | modify | 28 | 0.10 | 1.63533 | 1.63043 | 1.62133 | ||
92 | 2022.11.30 14:00 | t/p | 28 | 0.10 | 1.62133 | 1.63043 | 1.62133 | 104.42 | 10430.42 |
93 | 2022.11.30 14:00 | t/p | 29 | 0.10 | 1.62133 | 1.63043 | 1.62133 | 24.98 | 10455.40 |
94 | 2022.12.01 15:00 | sell | 30 | 0.10 | 1.64967 | 0.00000 | 0.00000 | ||
95 | 2022.12.01 15:00 | modify | 30 | 0.10 | 1.64967 | 1.66067 | 1.63567 | ||
96 | 2022.12.02 06:00 | sell | 31 | 0.10 | 1.64321 | 0.00000 | 0.00000 | ||
97 | 2022.12.02 06:00 | modify | 31 | 0.10 | 1.64321 | 1.64827 | 1.63567 | ||
98 | 2022.12.02 06:00 | modify | 30 | 0.10 | 1.64967 | 1.64827 | 1.63567 | ||
99 | 2022.12.02 09:00 | s/l | 30 | 0.10 | 1.64827 | 1.64827 | 1.63567 | 10.52 | 10465.92 |
100 | 2022.12.02 09:00 | s/l | 31 | 0.10 | 1.64827 | 1.64827 | 1.63567 | -37.71 | 10428.21 |
101 | 2022.12.15 16:00 | buy | 32 | 0.10 | 1.66378 | 0.00000 | 0.00000 | ||
102 | 2022.12.15 16:00 | modify | 32 | 0.10 | 1.66378 | 1.65278 | 1.67778 | ||
103 | 2022.12.20 10:00 | s/l | 32 | 0.10 | 1.65278 | 1.65278 | 1.67778 | -83.25 | 10344.95 |
104 | 2023.01.03 09:00 | buy | 33 | 0.10 | 1.62203 | 0.00000 | 0.00000 | ||
105 | 2023.01.03 09:00 | modify | 33 | 0.10 | 1.62203 | 1.61103 | 1.63603 | ||
106 | 2023.01.03 14:00 | t/p | 33 | 0.10 | 1.63603 | 1.61103 | 1.63603 | 104.35 | 10449.30 |
107 | 2023.01.03 14:00 | sell | 34 | 0.10 | 1.63912 | 0.00000 | 0.00000 | ||
108 | 2023.01.03 14:00 | modify | 34 | 0.10 | 1.63912 | 1.65012 | 1.62512 | ||
109 | 2023.01.04 09:00 | sell | 35 | 0.10 | 1.63255 | 0.00000 | 0.00000 | ||
110 | 2023.01.04 09:00 | modify | 35 | 0.10 | 1.63255 | 1.63772 | 1.62512 | ||
111 | 2023.01.04 09:00 | modify | 34 | 0.10 | 1.63912 | 1.63772 | 1.62512 | ||
112 | 2023.01.04 17:00 | t/p | 34 | 0.10 | 1.62512 | 1.63772 | 1.62512 | 104.43 | 10553.73 |
113 | 2023.01.04 17:00 | t/p | 35 | 0.10 | 1.62512 | 1.63772 | 1.62512 | 55.37 | 10609.10 |
114 | 2023.01.25 16:00 | sell | 36 | 0.10 | 1.65720 | 0.00000 | 0.00000 | ||
115 | 2023.01.25 16:00 | modify | 36 | 0.10 | 1.65720 | 1.66820 | 1.64320 | ||
116 | 2023.01.26 17:00 | sell | 37 | 0.10 | 1.65084 | 0.00000 | 0.00000 | ||
117 | 2023.01.26 17:00 | modify | 37 | 0.10 | 1.65084 | 1.65580 | 1.64320 | ||
118 | 2023.01.26 17:00 | modify | 36 | 0.10 | 1.65720 | 1.65580 | 1.64320 | ||
119 | 2023.01.26 19:00 | s/l | 36 | 0.10 | 1.65580 | 1.65580 | 1.64320 | 10.70 | 10619.80 |
120 | 2023.01.26 19:00 | s/l | 37 | 0.10 | 1.65580 | 1.65580 | 1.64320 | -36.97 | 10582.83 |
121 | 2023.01.31 16:00 | buy | 38 | 0.10 | 1.64253 | 0.00000 | 0.00000 | ||
122 | 2023.01.31 16:00 | modify | 38 | 0.10 | 1.64253 | 1.63153 | 1.65653 | ||
123 | 2023.02.02 17:00 | s/l | 38 | 0.10 | 1.63153 | 1.63153 | 1.65653 | -83.68 | 10499.15 |
124 | 2023.02.03 16:00 | buy | 39 | 0.10 | 1.61850 | 0.00000 | 0.00000 | ||
125 | 2023.02.03 16:00 | modify | 39 | 0.10 | 1.61850 | 1.60750 | 1.63250 | ||
126 | 2023.02.09 12:00 | buy | 40 | 0.10 | 1.62904 | 0.00000 | 0.00000 | ||
127 | 2023.02.09 12:00 | modify | 40 | 0.10 | 1.62904 | 1.62340 | 1.63250 | ||
128 | 2023.02.09 12:00 | modify | 39 | 0.10 | 1.61850 | 1.62340 | 1.63250 | ||
129 | 2023.02.09 15:00 | t/p | 39 | 0.10 | 1.63250 | 1.62340 | 1.63250 | 101.82 | 10600.97 |
130 | 2023.02.09 15:00 | t/p | 40 | 0.10 | 1.63250 | 1.62340 | 1.63250 | 25.79 | 10626.76 |
131 | 2023.02.10 16:00 | buy | 41 | 0.10 | 1.61284 | 0.00000 | 0.00000 | ||
132 | 2023.02.10 16:00 | modify | 41 | 0.10 | 1.61284 | 1.60184 | 1.62684 | ||
133 | 2023.02.14 11:00 | t/p | 41 | 0.10 | 1.62684 | 1.60184 | 1.62684 | 103.51 | 10730.27 |
134 | 2023.07.19 07:00 | buy | 42 | 0.10 | 1.70751 | 0.00000 | 0.00000 | ||
135 | 2023.07.19 07:00 | modify | 42 | 0.10 | 1.70751 | 1.69651 | 1.72151 | ||
136 | 2023.07.19 15:00 | s/l | 42 | 0.10 | 1.69651 | 1.69651 | 1.72151 | -81.99 | 10648.28 |
137 | 2023.07.27 13:00 | buy | 43 | 0.10 | 1.69921 | 0.00000 | 0.00000 | ||
138 | 2023.07.27 13:00 | modify | 43 | 0.10 | 1.69921 | 1.68821 | 1.71321 | ||
139 | 2023.07.31 23:59 | close at stop | 43 | 0.10 | 1.69289 | 1.68821 | 1.71321 | -47.94 | 10600.34 |