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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; 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 | 50 | ||
Total net profit | 355.26 | Gross profit | 1685.33 | Gross loss | -1330.07 |
Profit factor | 1.27 | Expected payoff | 9.11 | ||
Absolute drawdown | 92.96 | Maximal drawdown | 535.68 (4.98%) | Relative drawdown | 4.98% (535.68) |
Total trades | 39 | Short positions (won %) | 24 (45.83%) | Long positions (won %) | 15 (66.67%) |
Profit trades (% of total) | 21 (53.85%) | Loss trades (% of total) | 18 (46.15%) | ||
Largest | profit trade | 112.14 | loss trade | -91.54 | |
Average | profit trade | 80.25 | loss trade | -73.89 | |
Maximum | consecutive wins (profit in money) | 4 (342.63) | consecutive losses (loss in money) | 3 (-219.75) | |
Maximal | consecutive profit (count of wins) | 342.63 (4) | consecutive loss (count of losses) | -219.75 (3) | |
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 | 1.54049 | 1.56749 | ||
3 | 2022.08.10 16:00 | t/p | 1 | 0.10 | 1.56749 | 1.54049 | 1.56749 | 110.11 | 10110.11 |
4 | 2022.08.10 16:00 | sell | 2 | 0.10 | 1.56409 | 0.00000 | 0.00000 | ||
5 | 2022.08.10 16:00 | modify | 2 | 0.10 | 1.56409 | 1.57609 | 1.54909 | ||
6 | 2022.08.12 12:00 | t/p | 2 | 0.10 | 1.54909 | 1.57609 | 1.54909 | 112.14 | 10222.25 |
7 | 2022.08.15 12:00 | sell | 3 | 0.10 | 1.55994 | 0.00000 | 0.00000 | ||
8 | 2022.08.15 12:00 | modify | 3 | 0.10 | 1.55994 | 1.57194 | 1.54494 | ||
9 | 2022.08.16 04:00 | sell | 4 | 0.10 | 1.55385 | 0.00000 | 0.00000 | ||
10 | 2022.08.16 04:00 | modify | 4 | 0.10 | 1.55385 | 1.55919 | 1.54494 | ||
11 | 2022.08.16 04:00 | modify | 3 | 0.10 | 1.55994 | 1.55919 | 1.54494 | ||
12 | 2022.08.16 16:00 | s/l | 3 | 0.10 | 1.55919 | 1.55919 | 1.54494 | 5.68 | 10227.93 |
13 | 2022.08.16 16:00 | s/l | 4 | 0.10 | 1.55919 | 1.55919 | 1.54494 | -39.80 | 10188.13 |
14 | 2022.10.07 16:00 | buy | 5 | 0.10 | 1.52216 | 0.00000 | 0.00000 | ||
15 | 2022.10.07 16:00 | modify | 5 | 0.10 | 1.52216 | 1.51016 | 1.53716 | ||
16 | 2022.10.12 04:00 | s/l | 5 | 0.10 | 1.51016 | 1.51016 | 1.53716 | -90.69 | 10097.43 |
17 | 2022.10.13 12:00 | sell | 6 | 0.10 | 1.55316 | 0.00000 | 0.00000 | ||
18 | 2022.10.13 12:00 | modify | 6 | 0.10 | 1.55316 | 1.56516 | 1.53816 | ||
19 | 2022.10.17 16:00 | s/l | 6 | 0.10 | 1.56516 | 1.56516 | 1.53816 | -89.25 | 10008.18 |
20 | 2022.10.21 12:00 | buy | 7 | 0.10 | 1.53524 | 0.00000 | 0.00000 | ||
21 | 2022.10.21 12:00 | modify | 7 | 0.10 | 1.53524 | 1.52324 | 1.55024 | ||
22 | 2022.10.23 20:00 | t/p | 7 | 0.10 | 1.55024 | 1.52324 | 1.55024 | 111.79 | 10119.97 |
23 | 2022.10.26 08:00 | sell | 8 | 0.10 | 1.56721 | 0.00000 | 0.00000 | ||
24 | 2022.10.26 08:00 | modify | 8 | 0.10 | 1.56721 | 1.57921 | 1.55221 | ||
25 | 2022.10.26 16:00 | s/l | 8 | 0.10 | 1.57921 | 1.57921 | 1.55221 | -89.42 | 10030.55 |
26 | 2022.11.23 12:00 | sell | 9 | 0.10 | 1.60112 | 0.00000 | 0.00000 | ||
27 | 2022.11.23 12:00 | modify | 9 | 0.10 | 1.60112 | 1.61312 | 1.58612 | ||
28 | 2022.11.23 16:00 | s/l | 9 | 0.10 | 1.61312 | 1.61312 | 1.58612 | -89.43 | 9941.12 |
29 | 2022.11.29 16:00 | sell | 10 | 0.10 | 1.62862 | 0.00000 | 0.00000 | ||
30 | 2022.11.29 16:00 | modify | 10 | 0.10 | 1.62862 | 1.64062 | 1.61362 | ||
31 | 2022.11.30 16:00 | t/p | 10 | 0.10 | 1.61362 | 1.64062 | 1.61362 | 111.87 | 10052.99 |
32 | 2022.12.02 12:00 | sell | 11 | 0.10 | 1.64978 | 0.00000 | 0.00000 | ||
33 | 2022.12.02 12:00 | modify | 11 | 0.10 | 1.64978 | 1.66178 | 1.63478 | ||
34 | 2022.12.06 12:00 | s/l | 11 | 0.10 | 1.66178 | 1.66178 | 1.63478 | -89.24 | 9963.75 |
35 | 2022.12.27 12:00 | buy | 12 | 0.10 | 1.62989 | 0.00000 | 0.00000 | ||
36 | 2022.12.27 12:00 | modify | 12 | 0.10 | 1.62989 | 1.61789 | 1.64489 | ||
37 | 2022.12.28 16:00 | buy | 13 | 0.10 | 1.63606 | 0.00000 | 0.00000 | ||
38 | 2022.12.28 16:00 | modify | 13 | 0.10 | 1.63606 | 1.63064 | 1.64489 | ||
39 | 2022.12.28 16:00 | modify | 12 | 0.10 | 1.62989 | 1.63064 | 1.64489 | ||
40 | 2022.12.29 16:00 | s/l | 12 | 0.10 | 1.63064 | 1.63064 | 1.64489 | 3.90 | 9967.65 |
41 | 2022.12.29 16:00 | s/l | 13 | 0.10 | 1.63064 | 1.63064 | 1.64489 | -41.66 | 9925.99 |
42 | 2023.01.05 16:00 | buy | 14 | 0.10 | 1.61490 | 0.00000 | 0.00000 | ||
43 | 2023.01.05 16:00 | modify | 14 | 0.10 | 1.61490 | 1.60290 | 1.62990 | ||
44 | 2023.01.06 20:00 | buy | 15 | 0.10 | 1.62561 | 0.00000 | 0.00000 | ||
45 | 2023.01.06 20:00 | modify | 15 | 0.10 | 1.62561 | 1.62015 | 1.62990 | ||
46 | 2023.01.06 20:00 | modify | 14 | 0.10 | 1.61490 | 1.62015 | 1.62990 | ||
47 | 2023.01.09 08:00 | t/p | 14 | 0.10 | 1.62990 | 1.62015 | 1.62990 | 110.96 | 10036.94 |
48 | 2023.01.09 08:00 | t/p | 15 | 0.10 | 1.62990 | 1.62015 | 1.62990 | 31.55 | 10068.49 |
49 | 2023.01.18 12:00 | sell | 16 | 0.10 | 1.65417 | 0.00000 | 0.00000 | ||
50 | 2023.01.18 12:00 | modify | 16 | 0.10 | 1.65417 | 1.66617 | 1.63917 | ||
51 | 2023.01.19 00:00 | s/l | 16 | 0.10 | 1.66617 | 1.66617 | 1.63917 | -89.16 | 9979.33 |
52 | 2023.01.31 08:00 | sell | 17 | 0.10 | 1.65604 | 0.00000 | 0.00000 | ||
53 | 2023.01.31 08:00 | modify | 17 | 0.10 | 1.65604 | 1.66804 | 1.64104 | ||
54 | 2023.01.31 20:00 | t/p | 17 | 0.10 | 1.64104 | 1.66804 | 1.64104 | 111.79 | 10091.12 |
55 | 2023.02.07 12:00 | buy | 18 | 0.10 | 1.60956 | 0.00000 | 0.00000 | ||
56 | 2023.02.07 12:00 | modify | 18 | 0.10 | 1.60956 | 1.59756 | 1.62456 | ||
57 | 2023.02.08 20:00 | t/p | 18 | 0.10 | 1.62456 | 1.59756 | 1.62456 | 111.38 | 10202.50 |
58 | 2023.02.09 12:00 | sell | 19 | 0.10 | 1.62854 | 0.00000 | 0.00000 | ||
59 | 2023.02.09 12:00 | modify | 19 | 0.10 | 1.62854 | 1.64054 | 1.61354 | ||
60 | 2023.02.10 16:00 | t/p | 19 | 0.10 | 1.61354 | 1.64054 | 1.61354 | 111.88 | 10314.38 |
61 | 2023.02.21 12:00 | sell | 20 | 0.10 | 1.62920 | 0.00000 | 0.00000 | ||
62 | 2023.02.21 12:00 | modify | 20 | 0.10 | 1.62920 | 1.64120 | 1.61420 | ||
63 | 2023.02.22 04:00 | s/l | 20 | 0.10 | 1.64120 | 1.64120 | 1.61420 | -89.33 | 10225.05 |
64 | 2023.02.28 12:00 | sell | 21 | 0.10 | 1.64071 | 0.00000 | 0.00000 | ||
65 | 2023.02.28 12:00 | modify | 21 | 0.10 | 1.64071 | 1.65271 | 1.62571 | ||
66 | 2023.03.02 16:00 | t/p | 21 | 0.10 | 1.62571 | 1.65271 | 1.62571 | 112.14 | 10337.18 |
67 | 2023.03.07 08:00 | sell | 22 | 0.10 | 1.64093 | 0.00000 | 0.00000 | ||
68 | 2023.03.07 08:00 | modify | 22 | 0.10 | 1.64093 | 1.65293 | 1.62593 | ||
69 | 2023.03.08 00:00 | t/p | 22 | 0.10 | 1.62593 | 1.65293 | 1.62593 | 111.87 | 10449.05 |
70 | 2023.03.13 20:00 | sell | 23 | 0.10 | 1.67289 | 0.00000 | 0.00000 | ||
71 | 2023.03.13 20:00 | modify | 23 | 0.10 | 1.67289 | 1.68489 | 1.65789 | ||
72 | 2023.03.15 12:00 | t/p | 23 | 0.10 | 1.65789 | 1.68489 | 1.65789 | 111.97 | 10561.02 |
73 | 2023.03.20 16:00 | sell | 24 | 0.10 | 1.67713 | 0.00000 | 0.00000 | ||
74 | 2023.03.20 16:00 | modify | 24 | 0.10 | 1.67713 | 1.68913 | 1.66213 | ||
75 | 2023.03.29 16:00 | sell | 25 | 0.10 | 1.67112 | 0.00000 | 0.00000 | ||
76 | 2023.03.29 16:00 | modify | 25 | 0.10 | 1.67112 | 1.67638 | 1.66213 | ||
77 | 2023.03.29 16:00 | modify | 24 | 0.10 | 1.67713 | 1.67638 | 1.66213 | ||
78 | 2023.03.30 16:00 | s/l | 24 | 0.10 | 1.67638 | 1.67638 | 1.66213 | 6.66 | 10567.68 |
79 | 2023.03.30 16:00 | s/l | 25 | 0.10 | 1.67638 | 1.67638 | 1.66213 | -38.93 | 10528.75 |
80 | 2023.03.31 20:00 | buy | 26 | 0.10 | 1.66779 | 0.00000 | 0.00000 | ||
81 | 2023.03.31 20:00 | modify | 26 | 0.10 | 1.66779 | 1.65579 | 1.68279 | ||
82 | 2023.04.05 08:00 | t/p | 26 | 0.10 | 1.68279 | 1.65579 | 1.68279 | 110.54 | 10639.28 |
83 | 2023.04.14 12:00 | buy | 27 | 0.10 | 1.66489 | 0.00000 | 0.00000 | ||
84 | 2023.04.14 12:00 | modify | 27 | 0.10 | 1.66489 | 1.65289 | 1.67989 | ||
85 | 2023.04.21 16:00 | t/p | 27 | 0.10 | 1.67989 | 1.65289 | 1.67989 | 108.84 | 10748.12 |
86 | 2023.04.21 20:00 | sell | 28 | 0.10 | 1.68458 | 0.00000 | 0.00000 | ||
87 | 2023.04.21 20:00 | modify | 28 | 0.10 | 1.68458 | 1.69658 | 1.66958 | ||
88 | 2023.04.26 08:00 | s/l | 28 | 0.10 | 1.69658 | 1.69658 | 1.66958 | -89.15 | 10658.97 |
89 | 2023.04.26 08:00 | sell | 29 | 0.10 | 1.69766 | 0.00000 | 0.00000 | ||
90 | 2023.04.26 08:00 | modify | 29 | 0.10 | 1.69766 | 1.70966 | 1.68266 | ||
91 | 2023.05.03 16:00 | s/l | 29 | 0.10 | 1.70966 | 1.70966 | 1.68266 | -88.81 | 10570.16 |
92 | 2023.05.16 16:00 | buy | 30 | 0.10 | 1.68131 | 0.00000 | 0.00000 | ||
93 | 2023.05.16 16:00 | modify | 30 | 0.10 | 1.68131 | 1.66931 | 1.69631 | ||
94 | 2023.05.31 04:00 | buy | 31 | 0.10 | 1.68972 | 0.00000 | 0.00000 | ||
95 | 2023.05.31 04:00 | modify | 31 | 0.10 | 1.68972 | 1.68656 | 1.69631 | ||
96 | 2023.05.31 04:00 | modify | 30 | 0.10 | 1.68131 | 1.68656 | 1.69631 | ||
97 | 2023.05.31 08:00 | s/l | 30 | 0.10 | 1.68656 | 1.68656 | 1.69631 | 32.81 | 10602.97 |
98 | 2023.05.31 08:00 | s/l | 31 | 0.10 | 1.68656 | 1.68656 | 1.69631 | -23.55 | 10579.42 |
99 | 2023.06.02 16:00 | buy | 32 | 0.10 | 1.67572 | 0.00000 | 0.00000 | ||
100 | 2023.06.02 16:00 | modify | 32 | 0.10 | 1.67572 | 1.66372 | 1.69072 | ||
101 | 2023.06.05 16:00 | s/l | 32 | 0.10 | 1.66372 | 1.66372 | 1.69072 | -89.86 | 10489.55 |
102 | 2023.06.08 16:00 | sell | 33 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
103 | 2023.06.08 16:00 | modify | 33 | 0.10 | 1.67858 | 1.69058 | 1.66358 | ||
104 | 2023.06.15 20:00 | s/l | 33 | 0.10 | 1.69058 | 1.69058 | 1.66358 | -88.81 | 10400.75 |
105 | 2023.06.16 12:00 | sell | 34 | 0.10 | 1.69650 | 0.00000 | 0.00000 | ||
106 | 2023.06.16 12:00 | modify | 34 | 0.10 | 1.69650 | 1.70850 | 1.68150 | ||
107 | 2023.06.19 20:00 | sell | 35 | 0.10 | 1.68825 | 0.00000 | 0.00000 | ||
108 | 2023.06.19 20:00 | modify | 35 | 0.10 | 1.68825 | 1.69125 | 1.68150 | ||
109 | 2023.06.19 20:00 | modify | 34 | 0.10 | 1.69650 | 1.69125 | 1.68150 | ||
110 | 2023.06.20 00:00 | s/l | 34 | 0.10 | 1.69125 | 1.69125 | 1.68150 | 39.31 | 10440.06 |
111 | 2023.06.20 00:00 | s/l | 35 | 0.10 | 1.69125 | 1.69125 | 1.68150 | -22.26 | 10417.79 |
112 | 2023.06.21 12:00 | buy | 36 | 0.10 | 1.68273 | 0.00000 | 0.00000 | ||
113 | 2023.06.21 12:00 | modify | 36 | 0.10 | 1.68273 | 1.67073 | 1.69773 | ||
114 | 2023.06.26 12:00 | s/l | 36 | 0.10 | 1.67073 | 1.67073 | 1.69773 | -91.54 | 10326.26 |
115 | 2023.07.05 12:00 | sell | 37 | 0.10 | 1.68546 | 0.00000 | 0.00000 | ||
116 | 2023.07.05 12:00 | modify | 37 | 0.10 | 1.68546 | 1.69746 | 1.67046 | ||
117 | 2023.07.06 12:00 | s/l | 37 | 0.10 | 1.69746 | 1.69746 | 1.67046 | -89.16 | 10237.09 |
118 | 2023.07.14 16:00 | sell | 38 | 0.10 | 1.73109 | 0.00000 | 0.00000 | ||
119 | 2023.07.14 16:00 | modify | 38 | 0.10 | 1.73109 | 1.74309 | 1.71609 | ||
120 | 2023.07.19 00:00 | t/p | 38 | 0.10 | 1.71609 | 1.74309 | 1.71609 | 112.06 | 10349.15 |
121 | 2023.07.31 16:00 | buy | 39 | 0.10 | 1.69207 | 0.00000 | 0.00000 | ||
122 | 2023.07.31 16:00 | modify | 39 | 0.10 | 1.69207 | 1.68007 | 1.70707 | ||
123 | 2023.07.31 23:59 | close at stop | 39 | 0.10 | 1.69289 | 1.68007 | 1.70707 | 6.11 | 10355.26 |