Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=120; 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=14; 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 | 926.92 | Gross profit | 1839.69 | Gross loss | -912.76 |
Profit factor | 2.02 | Expected payoff | 28.97 | ||
Absolute drawdown | 108.14 | Maximal drawdown | 266.19 (2.47%) | Relative drawdown | 2.47% (266.19) |
Total trades | 32 | Short positions (won %) | 18 (55.56%) | Long positions (won %) | 14 (78.57%) |
Profit trades (% of total) | 21 (65.62%) | Loss trades (% of total) | 11 (34.38%) | ||
Largest | profit trade | 103.47 | loss trade | -89.69 | |
Average | profit trade | 87.60 | loss trade | -82.98 | |
Maximum | consecutive wins (profit in money) | 6 (536.69) | consecutive losses (loss in money) | 3 (-207.14) | |
Maximal | consecutive profit (count of wins) | 536.69 (6) | consecutive loss (count of losses) | -207.14 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.28 20:00 | sell | 1 | 0.10 | 1.48287 | 0.00000 | 0.00000 | ||
2 | 2022.09.28 20:00 | modify | 1 | 0.10 | 1.48287 | 1.49487 | 1.46887 | ||
3 | 2022.09.29 16:00 | s/l | 1 | 0.10 | 1.49487 | 1.49487 | 1.46887 | -87.65 | 9912.35 |
4 | 2022.09.30 20:00 | sell | 2 | 0.10 | 1.54213 | 0.00000 | 0.00000 | ||
5 | 2022.09.30 20:00 | modify | 2 | 0.10 | 1.54213 | 1.55413 | 1.52813 | ||
6 | 2022.10.03 08:00 | t/p | 2 | 0.10 | 1.52813 | 1.55413 | 1.52813 | 102.67 | 10015.02 |
7 | 2022.10.06 16:00 | buy | 3 | 0.10 | 1.52896 | 0.00000 | 0.00000 | ||
8 | 2022.10.06 16:00 | modify | 3 | 0.10 | 1.52896 | 1.51696 | 1.54296 | ||
9 | 2022.10.10 12:00 | s/l | 3 | 0.10 | 1.51696 | 1.51696 | 1.54296 | -88.84 | 9926.17 |
10 | 2022.10.11 20:00 | buy | 4 | 0.10 | 1.51648 | 0.00000 | 0.00000 | ||
11 | 2022.10.11 20:00 | modify | 4 | 0.10 | 1.51648 | 1.50448 | 1.53048 | ||
12 | 2022.10.12 16:00 | t/p | 4 | 0.10 | 1.53048 | 1.50448 | 1.53048 | 102.25 | 10028.42 |
13 | 2022.10.12 16:00 | sell | 5 | 0.10 | 1.53052 | 0.00000 | 0.00000 | ||
14 | 2022.10.12 16:00 | modify | 5 | 0.10 | 1.53052 | 1.54252 | 1.51652 | ||
15 | 2022.10.13 12:00 | s/l | 5 | 0.10 | 1.54252 | 1.54252 | 1.51652 | -87.66 | 9940.76 |
16 | 2022.10.17 16:00 | sell | 6 | 0.10 | 1.56763 | 0.00000 | 0.00000 | ||
17 | 2022.10.17 16:00 | modify | 6 | 0.10 | 1.56763 | 1.57963 | 1.55363 | ||
18 | 2022.10.18 08:00 | t/p | 6 | 0.10 | 1.55363 | 1.57963 | 1.55363 | 102.67 | 10043.43 |
19 | 2022.10.25 16:00 | sell | 7 | 0.10 | 1.56121 | 0.00000 | 0.00000 | ||
20 | 2022.10.25 16:00 | modify | 7 | 0.10 | 1.56121 | 1.57321 | 1.54721 | ||
21 | 2022.10.26 16:00 | s/l | 7 | 0.10 | 1.57321 | 1.57321 | 1.54721 | -87.84 | 9955.59 |
22 | 2022.10.26 16:00 | sell | 8 | 0.10 | 1.57356 | 0.00000 | 0.00000 | ||
23 | 2022.10.26 16:00 | modify | 8 | 0.10 | 1.57356 | 1.58556 | 1.55956 | ||
24 | 2022.11.01 16:00 | sell | 9 | 0.10 | 1.56279 | 0.00000 | 0.00000 | ||
25 | 2022.11.01 16:00 | modify | 9 | 0.10 | 1.56279 | 1.56866 | 1.55956 | ||
26 | 2022.11.01 16:00 | modify | 8 | 0.10 | 1.57356 | 1.56866 | 1.55956 | ||
27 | 2022.11.03 00:00 | t/p | 8 | 0.10 | 1.55956 | 1.56866 | 1.55956 | 103.47 | 10059.06 |
28 | 2022.11.03 00:00 | t/p | 9 | 0.10 | 1.55956 | 1.56866 | 1.55956 | 24.03 | 10083.08 |
29 | 2022.11.09 16:00 | buy | 10 | 0.10 | 1.53389 | 0.00000 | 0.00000 | ||
30 | 2022.11.09 16:00 | modify | 10 | 0.10 | 1.53389 | 1.52189 | 1.54789 | ||
31 | 2022.11.10 16:00 | t/p | 10 | 0.10 | 1.54789 | 1.52189 | 1.54789 | 101.42 | 10184.50 |
32 | 2022.11.10 16:00 | sell | 11 | 0.10 | 1.55760 | 0.00000 | 0.00000 | ||
33 | 2022.11.10 16:00 | modify | 11 | 0.10 | 1.55760 | 1.56960 | 1.54360 | ||
34 | 2022.11.11 20:00 | s/l | 11 | 0.10 | 1.56960 | 1.56960 | 1.54360 | -87.84 | 10096.66 |
35 | 2022.11.16 20:00 | sell | 12 | 0.10 | 1.58772 | 0.00000 | 0.00000 | ||
36 | 2022.11.16 20:00 | modify | 12 | 0.10 | 1.58772 | 1.59972 | 1.57372 | ||
37 | 2022.11.17 16:00 | t/p | 12 | 0.10 | 1.57372 | 1.59972 | 1.57372 | 102.85 | 10199.50 |
38 | 2022.11.17 16:00 | buy | 13 | 0.10 | 1.57271 | 0.00000 | 0.00000 | ||
39 | 2022.11.17 16:00 | modify | 13 | 0.10 | 1.57271 | 1.56071 | 1.58671 | ||
40 | 2022.11.18 04:00 | t/p | 13 | 0.10 | 1.58671 | 1.56071 | 1.58671 | 102.26 | 10301.76 |
41 | 2022.11.18 16:00 | sell | 14 | 0.10 | 1.59653 | 0.00000 | 0.00000 | ||
42 | 2022.11.18 16:00 | modify | 14 | 0.10 | 1.59653 | 1.60853 | 1.58253 | ||
43 | 2022.11.23 16:00 | s/l | 14 | 0.10 | 1.60853 | 1.60853 | 1.58253 | -87.66 | 10214.10 |
44 | 2022.11.29 16:00 | sell | 15 | 0.10 | 1.62862 | 0.00000 | 0.00000 | ||
45 | 2022.11.29 16:00 | modify | 15 | 0.10 | 1.62862 | 1.64062 | 1.61462 | ||
46 | 2022.11.30 16:00 | t/p | 15 | 0.10 | 1.61462 | 1.64062 | 1.61462 | 102.67 | 10316.77 |
47 | 2022.12.09 16:00 | sell | 16 | 0.10 | 1.67613 | 0.00000 | 0.00000 | ||
48 | 2022.12.09 16:00 | modify | 16 | 0.10 | 1.67613 | 1.68813 | 1.66213 | ||
49 | 2022.12.15 20:00 | t/p | 16 | 0.10 | 1.66213 | 1.68813 | 1.66213 | 103.11 | 10419.88 |
50 | 2022.12.27 16:00 | buy | 17 | 0.10 | 1.62278 | 0.00000 | 0.00000 | ||
51 | 2022.12.27 16:00 | modify | 17 | 0.10 | 1.62278 | 1.61078 | 1.63678 | ||
52 | 2022.12.28 16:00 | t/p | 17 | 0.10 | 1.63678 | 1.61078 | 1.63678 | 102.25 | 10522.13 |
53 | 2023.01.05 16:00 | buy | 18 | 0.10 | 1.61490 | 0.00000 | 0.00000 | ||
54 | 2023.01.05 16:00 | modify | 18 | 0.10 | 1.61490 | 1.60290 | 1.62890 | ||
55 | 2023.01.06 20:00 | buy | 19 | 0.10 | 1.62561 | 0.00000 | 0.00000 | ||
56 | 2023.01.06 20:00 | modify | 19 | 0.10 | 1.62561 | 1.61980 | 1.62890 | ||
57 | 2023.01.06 20:00 | modify | 18 | 0.10 | 1.61490 | 1.61980 | 1.62890 | ||
58 | 2023.01.09 04:00 | t/p | 18 | 0.10 | 1.62890 | 1.61980 | 1.62890 | 101.84 | 10623.97 |
59 | 2023.01.09 04:00 | t/p | 19 | 0.10 | 1.62890 | 1.61980 | 1.62890 | 23.71 | 10647.68 |
60 | 2023.01.18 16:00 | sell | 20 | 0.10 | 1.66113 | 0.00000 | 0.00000 | ||
61 | 2023.01.18 16:00 | modify | 20 | 0.10 | 1.66113 | 1.67313 | 1.64713 | ||
62 | 2023.01.24 12:00 | t/p | 20 | 0.10 | 1.64713 | 1.67313 | 1.64713 | 103.11 | 10750.79 |
63 | 2023.01.31 16:00 | buy | 21 | 0.10 | 1.64253 | 0.00000 | 0.00000 | ||
64 | 2023.01.31 16:00 | modify | 21 | 0.10 | 1.64253 | 1.63053 | 1.65653 | ||
65 | 2023.02.02 20:00 | s/l | 21 | 0.10 | 1.63053 | 1.63053 | 1.65653 | -89.69 | 10661.10 |
66 | 2023.02.02 20:00 | buy | 22 | 0.10 | 1.63028 | 0.00000 | 0.00000 | ||
67 | 2023.02.02 20:00 | modify | 22 | 0.10 | 1.63028 | 1.61828 | 1.64428 | ||
68 | 2023.02.03 16:00 | s/l | 22 | 0.10 | 1.61828 | 1.61828 | 1.64428 | -88.43 | 10572.67 |
69 | 2023.02.03 16:00 | buy | 23 | 0.10 | 1.61850 | 0.00000 | 0.00000 | ||
70 | 2023.02.03 16:00 | modify | 23 | 0.10 | 1.61850 | 1.60650 | 1.63250 | ||
71 | 2023.02.09 12:00 | buy | 24 | 0.10 | 1.62904 | 0.00000 | 0.00000 | ||
72 | 2023.02.09 12:00 | modify | 24 | 0.10 | 1.62904 | 1.62340 | 1.63250 | ||
73 | 2023.02.09 12:00 | modify | 23 | 0.10 | 1.61850 | 1.62340 | 1.63250 | ||
74 | 2023.02.09 16:00 | t/p | 23 | 0.10 | 1.63250 | 1.62340 | 1.63250 | 100.14 | 10672.81 |
75 | 2023.02.09 16:00 | t/p | 24 | 0.10 | 1.63250 | 1.62340 | 1.63250 | 25.37 | 10698.18 |
76 | 2023.02.10 16:00 | buy | 25 | 0.10 | 1.61284 | 0.00000 | 0.00000 | ||
77 | 2023.02.10 16:00 | modify | 25 | 0.10 | 1.61284 | 1.60084 | 1.62684 | ||
78 | 2023.02.14 12:00 | t/p | 25 | 0.10 | 1.62684 | 1.60084 | 1.62684 | 101.83 | 10800.01 |
79 | 2023.02.15 16:00 | buy | 26 | 0.10 | 1.61086 | 0.00000 | 0.00000 | ||
80 | 2023.02.15 16:00 | modify | 26 | 0.10 | 1.61086 | 1.59886 | 1.62486 | ||
81 | 2023.02.21 12:00 | t/p | 26 | 0.10 | 1.62486 | 1.59886 | 1.62486 | 100.15 | 10900.16 |
82 | 2023.02.21 16:00 | sell | 27 | 0.10 | 1.63865 | 0.00000 | 0.00000 | ||
83 | 2023.02.21 16:00 | modify | 27 | 0.10 | 1.63865 | 1.65065 | 1.62465 | ||
84 | 2023.02.27 00:00 | t/p | 27 | 0.10 | 1.62465 | 1.65065 | 1.62465 | 103.11 | 11003.27 |
85 | 2023.04.04 16:00 | sell | 28 | 0.10 | 1.68137 | 0.00000 | 0.00000 | ||
86 | 2023.04.04 16:00 | modify | 28 | 0.10 | 1.68137 | 1.69337 | 1.66737 | ||
87 | 2023.04.12 08:00 | sell | 29 | 0.10 | 1.67278 | 0.00000 | 0.00000 | ||
88 | 2023.04.12 08:00 | modify | 29 | 0.10 | 1.67278 | 1.67717 | 1.66737 | ||
89 | 2023.04.12 08:00 | modify | 28 | 0.10 | 1.68137 | 1.67717 | 1.66737 | ||
90 | 2023.04.12 16:00 | s/l | 28 | 0.10 | 1.67717 | 1.67717 | 1.66737 | 31.48 | 11034.76 |
91 | 2023.04.12 16:00 | s/l | 29 | 0.10 | 1.67717 | 1.67717 | 1.66737 | -32.17 | 11002.59 |
92 | 2023.06.08 16:00 | sell | 30 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
93 | 2023.06.08 16:00 | modify | 30 | 0.10 | 1.67858 | 1.69058 | 1.66458 | ||
94 | 2023.06.15 20:00 | s/l | 30 | 0.10 | 1.69058 | 1.69058 | 1.66458 | -87.31 | 10915.28 |
95 | 2023.07.06 20:00 | sell | 31 | 0.10 | 1.70292 | 0.00000 | 0.00000 | ||
96 | 2023.07.06 20:00 | modify | 31 | 0.10 | 1.70292 | 1.71492 | 1.68892 | ||
97 | 2023.07.11 12:00 | s/l | 31 | 0.10 | 1.71492 | 1.71492 | 1.68892 | -87.66 | 10827.62 |
98 | 2023.07.27 20:00 | buy | 32 | 0.10 | 1.69233 | 0.00000 | 0.00000 | ||
99 | 2023.07.27 20:00 | modify | 32 | 0.10 | 1.69233 | 1.68033 | 1.70633 | ||
100 | 2023.08.04 16:00 | t/p | 32 | 0.10 | 1.70633 | 1.68033 | 1.70633 | 99.31 | 10926.92 |