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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 867.94 | Gross profit | 2522.29 | Gross loss | -1654.34 |
Profit factor | 1.52 | Expected payoff | 18.87 | ||
Absolute drawdown | 523.60 | Maximal drawdown | 822.85 (7.99%) | Relative drawdown | 7.99% (822.85) |
Total trades | 46 | Short positions (won %) | 23 (52.17%) | Long positions (won %) | 23 (39.13%) |
Profit trades (% of total) | 21 (45.65%) | Loss trades (% of total) | 25 (54.35%) | ||
Largest | profit trade | 152.63 | loss trade | -103.46 | |
Average | profit trade | 120.11 | loss trade | -66.17 | |
Maximum | consecutive wins (profit in money) | 4 (490.36) | consecutive losses (loss in money) | 8 (-806.49) | |
Maximal | consecutive profit (count of wins) | 490.36 (4) | consecutive loss (count of losses) | -806.49 (8) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.05 16:00 | buy | 1 | 0.10 | 1.20628 | 0.00000 | 0.00000 | ||
2 | 2022.08.05 16:00 | modify | 1 | 0.10 | 1.20628 | 1.19628 | 1.22128 | ||
3 | 2022.08.10 16:00 | t/p | 1 | 0.10 | 1.22128 | 1.19628 | 1.22128 | 148.52 | 10148.52 |
4 | 2022.08.10 16:00 | sell | 2 | 0.10 | 1.22431 | 0.00000 | 0.00000 | ||
5 | 2022.08.10 16:00 | modify | 2 | 0.10 | 1.22431 | 1.23431 | 1.20931 | ||
6 | 2022.08.15 08:00 | t/p | 2 | 0.10 | 1.20931 | 1.23431 | 1.20931 | 150.73 | 10299.25 |
7 | 2022.08.19 12:00 | buy | 3 | 0.10 | 1.18359 | 0.00000 | 0.00000 | ||
8 | 2022.08.19 12:00 | modify | 3 | 0.10 | 1.18359 | 1.17359 | 1.19859 | ||
9 | 2022.08.23 08:00 | s/l | 3 | 0.10 | 1.17359 | 1.17359 | 1.19859 | -100.99 | 10198.26 |
10 | 2022.09.01 16:00 | buy | 4 | 0.10 | 1.15405 | 0.00000 | 0.00000 | ||
11 | 2022.09.01 16:00 | modify | 4 | 0.10 | 1.15405 | 1.14405 | 1.16905 | ||
12 | 2022.09.07 12:00 | s/l | 4 | 0.10 | 1.14405 | 1.14405 | 1.16905 | -101.98 | 10096.28 |
13 | 2022.09.09 08:00 | sell | 5 | 0.10 | 1.16312 | 0.00000 | 0.00000 | ||
14 | 2022.09.09 08:00 | modify | 5 | 0.10 | 1.16312 | 1.17312 | 1.14812 | ||
15 | 2022.09.13 08:00 | s/l | 5 | 0.10 | 1.17312 | 1.17312 | 1.14812 | -99.71 | 9996.57 |
16 | 2022.09.13 16:00 | buy | 6 | 0.10 | 1.15272 | 0.00000 | 0.00000 | ||
17 | 2022.09.13 16:00 | modify | 6 | 0.10 | 1.15272 | 1.14272 | 1.16772 | ||
18 | 2022.09.16 08:00 | s/l | 6 | 0.10 | 1.14272 | 1.14272 | 1.16772 | -102.47 | 9894.10 |
19 | 2022.09.16 08:00 | buy | 7 | 0.10 | 1.13754 | 0.00000 | 0.00000 | ||
20 | 2022.09.16 08:00 | modify | 7 | 0.10 | 1.13754 | 1.12754 | 1.15254 | ||
21 | 2022.09.21 20:00 | s/l | 7 | 0.10 | 1.12754 | 1.12754 | 1.15254 | -101.48 | 9792.61 |
22 | 2022.09.23 12:00 | buy | 8 | 0.10 | 1.10581 | 0.00000 | 0.00000 | ||
23 | 2022.09.23 12:00 | modify | 8 | 0.10 | 1.10581 | 1.09581 | 1.12081 | ||
24 | 2022.09.23 16:00 | s/l | 8 | 0.10 | 1.09581 | 1.09581 | 1.12081 | -100.00 | 9692.61 |
25 | 2022.10.03 16:00 | sell | 9 | 0.10 | 1.12697 | 0.00000 | 0.00000 | ||
26 | 2022.10.03 16:00 | modify | 9 | 0.10 | 1.12697 | 1.13697 | 1.11197 | ||
27 | 2022.10.04 08:00 | s/l | 9 | 0.10 | 1.13697 | 1.13697 | 1.11197 | -99.85 | 9592.76 |
28 | 2022.10.13 12:00 | sell | 10 | 0.10 | 1.12610 | 0.00000 | 0.00000 | ||
29 | 2022.10.13 12:00 | modify | 10 | 0.10 | 1.12610 | 1.13610 | 1.11110 | ||
30 | 2022.10.13 16:00 | s/l | 10 | 0.10 | 1.13610 | 1.13610 | 1.11110 | -100.00 | 9492.76 |
31 | 2022.10.17 16:00 | sell | 11 | 0.10 | 1.14246 | 0.00000 | 0.00000 | ||
32 | 2022.10.17 16:00 | modify | 11 | 0.10 | 1.14246 | 1.15246 | 1.12746 | ||
33 | 2022.10.17 20:00 | sell | 12 | 0.10 | 1.13487 | 0.00000 | 0.00000 | ||
34 | 2022.10.17 20:00 | modify | 12 | 0.10 | 1.13487 | 1.13721 | 1.12746 | ||
35 | 2022.10.17 20:00 | sell | 13 | 0.10 | 1.13487 | 0.00000 | 0.00000 | ||
36 | 2022.10.17 20:00 | modify | 13 | 0.10 | 1.13487 | 1.13796 | 1.12746 | ||
37 | 2022.10.17 20:00 | modify | 11 | 0.10 | 1.14246 | 1.13796 | 1.12746 | ||
38 | 2022.10.18 00:00 | modify | 12 | 0.10 | 1.13487 | 1.13796 | 1.12746 | ||
39 | 2022.10.18 08:00 | s/l | 11 | 0.10 | 1.13796 | 1.13796 | 1.12746 | 45.15 | 9537.91 |
40 | 2022.10.18 08:00 | s/l | 12 | 0.10 | 1.13796 | 1.13796 | 1.12746 | -30.75 | 9507.15 |
41 | 2022.10.18 08:00 | s/l | 13 | 0.10 | 1.13796 | 1.13796 | 1.12746 | -30.75 | 9476.40 |
42 | 2022.10.21 12:00 | buy | 14 | 0.10 | 1.11122 | 0.00000 | 0.00000 | ||
43 | 2022.10.21 12:00 | modify | 14 | 0.10 | 1.11122 | 1.10122 | 1.12622 | ||
44 | 2022.10.21 16:00 | t/p | 14 | 0.10 | 1.12622 | 1.10122 | 1.12622 | 150.00 | 9626.40 |
45 | 2022.10.25 16:00 | sell | 15 | 0.10 | 1.14668 | 0.00000 | 0.00000 | ||
46 | 2022.10.25 16:00 | modify | 15 | 0.10 | 1.14668 | 1.15668 | 1.13168 | ||
47 | 2022.10.26 08:00 | s/l | 15 | 0.10 | 1.15668 | 1.15668 | 1.13168 | -99.85 | 9526.54 |
48 | 2022.11.09 16:00 | buy | 16 | 0.10 | 1.13783 | 0.00000 | 0.00000 | ||
49 | 2022.11.09 16:00 | modify | 16 | 0.10 | 1.13783 | 1.12783 | 1.15283 | ||
50 | 2022.11.10 16:00 | t/p | 16 | 0.10 | 1.15283 | 1.12783 | 1.15283 | 148.52 | 9675.06 |
51 | 2022.11.10 16:00 | sell | 17 | 0.10 | 1.16798 | 0.00000 | 0.00000 | ||
52 | 2022.11.10 16:00 | modify | 17 | 0.10 | 1.16798 | 1.17798 | 1.15298 | ||
53 | 2022.11.11 16:00 | s/l | 17 | 0.10 | 1.17798 | 1.17798 | 1.15298 | -99.85 | 9575.21 |
54 | 2022.11.15 16:00 | sell | 18 | 0.10 | 1.18954 | 0.00000 | 0.00000 | ||
55 | 2022.11.15 16:00 | modify | 18 | 0.10 | 1.18954 | 1.19954 | 1.17454 | ||
56 | 2022.11.21 08:00 | sell | 19 | 0.10 | 1.18182 | 0.00000 | 0.00000 | ||
57 | 2022.11.21 08:00 | modify | 19 | 0.10 | 1.18182 | 1.18429 | 1.17454 | ||
58 | 2022.11.21 08:00 | sell | 20 | 0.10 | 1.18182 | 0.00000 | 0.00000 | ||
59 | 2022.11.21 08:00 | modify | 20 | 0.10 | 1.18182 | 1.18504 | 1.17454 | ||
60 | 2022.11.21 08:00 | modify | 18 | 0.10 | 1.18954 | 1.18504 | 1.17454 | ||
61 | 2022.11.21 12:00 | modify | 19 | 0.10 | 1.18182 | 1.18504 | 1.17454 | ||
62 | 2022.11.22 04:00 | s/l | 18 | 0.10 | 1.18504 | 1.18504 | 1.17454 | 46.02 | 9621.23 |
63 | 2022.11.22 04:00 | s/l | 19 | 0.10 | 1.18504 | 1.18504 | 1.17454 | -32.05 | 9589.18 |
64 | 2022.11.22 04:00 | s/l | 20 | 0.10 | 1.18504 | 1.18504 | 1.17454 | -32.05 | 9557.12 |
65 | 2022.11.23 16:00 | sell | 21 | 0.10 | 1.20663 | 0.00000 | 0.00000 | ||
66 | 2022.11.23 16:00 | modify | 21 | 0.10 | 1.20663 | 1.21663 | 1.19163 | ||
67 | 2022.11.30 16:00 | t/p | 21 | 0.10 | 1.19163 | 1.21663 | 1.19163 | 151.02 | 9708.15 |
68 | 2022.12.02 12:00 | sell | 22 | 0.10 | 1.22770 | 0.00000 | 0.00000 | ||
69 | 2022.12.02 12:00 | modify | 22 | 0.10 | 1.22770 | 1.23770 | 1.21270 | ||
70 | 2022.12.07 04:00 | t/p | 22 | 0.10 | 1.21270 | 1.23770 | 1.21270 | 150.44 | 9858.59 |
71 | 2022.12.13 16:00 | sell | 23 | 0.10 | 1.23934 | 0.00000 | 0.00000 | ||
72 | 2022.12.13 16:00 | modify | 23 | 0.10 | 1.23934 | 1.24934 | 1.22434 | ||
73 | 2022.12.15 16:00 | t/p | 23 | 0.10 | 1.22434 | 1.24934 | 1.22434 | 150.59 | 10009.17 |
74 | 2022.12.15 16:00 | buy | 24 | 0.10 | 1.22192 | 0.00000 | 0.00000 | ||
75 | 2022.12.15 16:00 | modify | 24 | 0.10 | 1.22192 | 1.21192 | 1.23692 | ||
76 | 2022.12.20 08:00 | s/l | 24 | 0.10 | 1.21192 | 1.21192 | 1.23692 | -101.48 | 9907.69 |
77 | 2023.01.03 12:00 | buy | 25 | 0.10 | 1.19338 | 0.00000 | 0.00000 | ||
78 | 2023.01.03 12:00 | modify | 25 | 0.10 | 1.19338 | 1.18338 | 1.20838 | ||
79 | 2023.01.03 16:00 | buy | 26 | 0.10 | 1.20115 | 0.00000 | 0.00000 | ||
80 | 2023.01.03 16:00 | modify | 26 | 0.10 | 1.20115 | 1.19863 | 1.20838 | ||
81 | 2023.01.03 16:00 | buy | 27 | 0.10 | 1.20115 | 0.00000 | 0.00000 | ||
82 | 2023.01.03 16:00 | modify | 27 | 0.10 | 1.20115 | 1.19788 | 1.20838 | ||
83 | 2023.01.03 16:00 | modify | 25 | 0.10 | 1.19338 | 1.19788 | 1.20838 | ||
84 | 2023.01.03 20:00 | s/l | 25 | 0.10 | 1.19788 | 1.19788 | 1.20838 | 45.00 | 9952.69 |
85 | 2023.01.03 20:00 | s/l | 26 | 0.10 | 1.19863 | 1.19863 | 1.20838 | -25.20 | 9927.49 |
86 | 2023.01.03 20:00 | s/l | 27 | 0.10 | 1.19788 | 1.19788 | 1.20838 | -32.70 | 9894.79 |
87 | 2023.01.05 16:00 | buy | 28 | 0.10 | 1.18836 | 0.00000 | 0.00000 | ||
88 | 2023.01.05 16:00 | modify | 28 | 0.10 | 1.18836 | 1.17836 | 1.20336 | ||
89 | 2023.01.06 16:00 | t/p | 28 | 0.10 | 1.20336 | 1.17836 | 1.20336 | 149.51 | 10044.29 |
90 | 2023.01.18 12:00 | sell | 29 | 0.10 | 1.23721 | 0.00000 | 0.00000 | ||
91 | 2023.01.18 12:00 | modify | 29 | 0.10 | 1.23721 | 1.24721 | 1.22221 | ||
92 | 2023.02.03 00:00 | t/p | 29 | 0.10 | 1.22221 | 1.24721 | 1.22221 | 152.63 | 10196.92 |
93 | 2023.02.14 12:00 | sell | 30 | 0.10 | 1.22015 | 0.00000 | 0.00000 | ||
94 | 2023.02.14 12:00 | modify | 30 | 0.10 | 1.22015 | 1.23015 | 1.20515 | ||
95 | 2023.02.15 16:00 | t/p | 30 | 0.10 | 1.20515 | 1.23015 | 1.20515 | 150.15 | 10347.07 |
96 | 2023.02.15 16:00 | buy | 31 | 0.10 | 1.20050 | 0.00000 | 0.00000 | ||
97 | 2023.02.15 16:00 | modify | 31 | 0.10 | 1.20050 | 1.19050 | 1.21550 | ||
98 | 2023.03.01 08:00 | buy | 32 | 0.10 | 1.20808 | 0.00000 | 0.00000 | ||
99 | 2023.03.01 08:00 | modify | 32 | 0.10 | 1.20808 | 1.20575 | 1.21550 | ||
100 | 2023.03.01 08:00 | buy | 33 | 0.10 | 1.20808 | 0.00000 | 0.00000 | ||
101 | 2023.03.01 08:00 | modify | 33 | 0.10 | 1.20808 | 1.20500 | 1.21550 | ||
102 | 2023.03.01 08:00 | modify | 31 | 0.10 | 1.20050 | 1.20500 | 1.21550 | ||
103 | 2023.03.01 12:00 | s/l | 31 | 0.10 | 1.20500 | 1.20500 | 1.21550 | 38.07 | 10385.14 |
104 | 2023.03.01 12:00 | s/l | 32 | 0.10 | 1.20575 | 1.20575 | 1.21550 | -23.30 | 10361.84 |
105 | 2023.03.01 12:00 | s/l | 33 | 0.10 | 1.20500 | 1.20500 | 1.21550 | -30.80 | 10331.04 |
106 | 2023.03.07 16:00 | buy | 34 | 0.10 | 1.18783 | 0.00000 | 0.00000 | ||
107 | 2023.03.07 16:00 | modify | 34 | 0.10 | 1.18783 | 1.17783 | 1.20283 | ||
108 | 2023.03.10 16:00 | t/p | 34 | 0.10 | 1.20283 | 1.17783 | 1.20283 | 147.53 | 10478.57 |
109 | 2023.03.15 16:00 | buy | 35 | 0.10 | 1.20334 | 0.00000 | 0.00000 | ||
110 | 2023.03.15 16:00 | modify | 35 | 0.10 | 1.20334 | 1.19334 | 1.21834 | ||
111 | 2023.03.17 20:00 | t/p | 35 | 0.10 | 1.21834 | 1.19334 | 1.21834 | 148.02 | 10626.59 |
112 | 2023.04.04 12:00 | sell | 36 | 0.10 | 1.24806 | 0.00000 | 0.00000 | ||
113 | 2023.04.04 12:00 | modify | 36 | 0.10 | 1.24806 | 1.25806 | 1.23306 | ||
114 | 2023.04.12 12:00 | sell | 37 | 0.10 | 1.24047 | 0.00000 | 0.00000 | ||
115 | 2023.04.12 12:00 | modify | 37 | 0.10 | 1.24047 | 1.24281 | 1.23306 | ||
116 | 2023.04.12 12:00 | sell | 38 | 0.10 | 1.24047 | 0.00000 | 0.00000 | ||
117 | 2023.04.12 12:00 | modify | 38 | 0.10 | 1.24047 | 1.24356 | 1.23306 | ||
118 | 2023.04.12 12:00 | modify | 36 | 0.10 | 1.24806 | 1.24356 | 1.23306 | ||
119 | 2023.04.12 16:00 | s/l | 36 | 0.10 | 1.24356 | 1.24356 | 1.23306 | 46.17 | 10672.76 |
120 | 2023.04.12 16:00 | s/l | 37 | 0.10 | 1.24281 | 1.24281 | 1.23306 | -23.40 | 10649.36 |
121 | 2023.04.12 16:00 | s/l | 38 | 0.10 | 1.24356 | 1.24356 | 1.23306 | -30.90 | 10618.46 |
122 | 2023.05.11 16:00 | buy | 39 | 0.10 | 1.25028 | 0.00000 | 0.00000 | ||
123 | 2023.05.11 16:00 | modify | 39 | 0.10 | 1.25028 | 1.24028 | 1.26528 | ||
124 | 2023.05.18 16:00 | s/l | 39 | 0.10 | 1.24028 | 1.24028 | 1.26528 | -103.46 | 10515.00 |
125 | 2023.06.01 16:00 | sell | 40 | 0.10 | 1.25327 | 0.00000 | 0.00000 | ||
126 | 2023.06.01 16:00 | modify | 40 | 0.10 | 1.25327 | 1.26327 | 1.23827 | ||
127 | 2023.06.05 12:00 | t/p | 40 | 0.10 | 1.23827 | 1.26327 | 1.23827 | 150.29 | 10665.29 |
128 | 2023.06.15 16:00 | sell | 41 | 0.10 | 1.27592 | 0.00000 | 0.00000 | ||
129 | 2023.06.15 16:00 | modify | 41 | 0.10 | 1.27592 | 1.28592 | 1.26092 | ||
130 | 2023.06.29 16:00 | t/p | 41 | 0.10 | 1.26092 | 1.28592 | 1.26092 | 152.05 | 10817.34 |
131 | 2023.07.13 16:00 | sell | 42 | 0.10 | 1.30952 | 0.00000 | 0.00000 | ||
132 | 2023.07.13 16:00 | modify | 42 | 0.10 | 1.30952 | 1.31952 | 1.29452 | ||
133 | 2023.07.19 08:00 | t/p | 42 | 0.10 | 1.29452 | 1.31952 | 1.29452 | 150.59 | 10967.92 |
134 | 2023.07.19 08:00 | buy | 43 | 0.10 | 1.29507 | 0.00000 | 0.00000 | ||
135 | 2023.07.19 08:00 | modify | 43 | 0.10 | 1.29507 | 1.28507 | 1.31007 | ||
136 | 2023.07.20 16:00 | s/l | 43 | 0.10 | 1.28507 | 1.28507 | 1.31007 | -101.48 | 10866.44 |
137 | 2023.07.28 08:00 | buy | 44 | 0.10 | 1.27794 | 0.00000 | 0.00000 | ||
138 | 2023.07.28 08:00 | modify | 44 | 0.10 | 1.27794 | 1.26794 | 1.29294 | ||
139 | 2023.07.31 00:00 | buy | 45 | 0.10 | 1.28561 | 0.00000 | 0.00000 | ||
140 | 2023.07.31 00:00 | modify | 45 | 0.10 | 1.28561 | 1.28319 | 1.29294 | ||
141 | 2023.07.31 00:00 | buy | 46 | 0.10 | 1.28561 | 0.00000 | 0.00000 | ||
142 | 2023.07.31 00:00 | modify | 46 | 0.10 | 1.28561 | 1.28244 | 1.29294 | ||
143 | 2023.07.31 00:00 | modify | 44 | 0.10 | 1.27794 | 1.28244 | 1.29294 | ||
144 | 2023.07.31 04:00 | modify | 45 | 0.10 | 1.28561 | 1.28244 | 1.29294 | ||
145 | 2023.07.31 23:59 | close at stop | 46 | 0.10 | 1.28312 | 1.28244 | 1.29294 | -24.90 | 10841.54 |
146 | 2023.07.31 23:59 | close at stop | 45 | 0.10 | 1.28312 | 1.28244 | 1.29294 | -24.90 | 10816.64 |
147 | 2023.07.31 23:59 | close at stop | 44 | 0.10 | 1.28312 | 1.28244 | 1.29294 | 51.31 | 10867.94 |