Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; 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=10; 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 | 7259 | Ticks modelled | 13518 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1835.28 | Gross profit | 2834.55 | Gross loss | -999.27 |
Profit factor | 2.84 | Expected payoff | 41.71 | ||
Absolute drawdown | 223.96 | Maximal drawdown | 266.47 (2.40%) | Relative drawdown | 2.40% (266.47) |
Total trades | 44 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 27 (59.26%) |
Profit trades (% of total) | 28 (63.64%) | Loss trades (% of total) | 16 (36.36%) | ||
Largest | profit trade | 152.63 | loss trade | -113.96 | |
Average | profit trade | 101.23 | loss trade | -62.45 | |
Maximum | consecutive wins (profit in money) | 8 (884.36) | consecutive losses (loss in money) | 3 (-100.79) | |
Maximal | consecutive profit (count of wins) | 884.36 (8) | consecutive loss (count of losses) | -223.96 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.13 14:00 | buy | 1 | 0.10 | 1.15684 | 0.00000 | 0.00000 | ||
2 | 2022.09.13 14:00 | modify | 1 | 0.10 | 1.15684 | 1.14584 | 1.17184 | ||
3 | 2022.09.16 00:00 | s/l | 1 | 0.10 | 1.14584 | 1.14584 | 1.17184 | -112.47 | 9887.53 |
4 | 2022.09.16 10:00 | buy | 2 | 0.10 | 1.13805 | 0.00000 | 0.00000 | ||
5 | 2022.09.16 10:00 | modify | 2 | 0.10 | 1.13805 | 1.12705 | 1.15305 | ||
6 | 2022.09.21 19:00 | s/l | 2 | 0.10 | 1.12705 | 1.12705 | 1.15305 | -111.48 | 9776.04 |
7 | 2022.10.11 17:00 | sell | 3 | 0.10 | 1.11608 | 0.00000 | 0.00000 | ||
8 | 2022.10.11 17:00 | modify | 3 | 0.10 | 1.11608 | 1.12708 | 1.10108 | ||
9 | 2022.10.11 20:00 | t/p | 3 | 0.10 | 1.10108 | 1.12708 | 1.10108 | 150.00 | 9926.04 |
10 | 2022.10.17 16:00 | sell | 4 | 0.10 | 1.14246 | 0.00000 | 0.00000 | ||
11 | 2022.10.17 16:00 | modify | 4 | 0.10 | 1.14246 | 1.15346 | 1.12746 | ||
12 | 2022.10.17 20:00 | sell | 5 | 0.10 | 1.13487 | 0.00000 | 0.00000 | ||
13 | 2022.10.17 20:00 | modify | 5 | 0.10 | 1.13487 | 1.14021 | 1.12746 | ||
14 | 2022.10.17 20:00 | sell | 6 | 0.10 | 1.13487 | 0.00000 | 0.00000 | ||
15 | 2022.10.17 20:00 | modify | 6 | 0.10 | 1.13487 | 1.13871 | 1.12746 | ||
16 | 2022.10.17 20:00 | modify | 4 | 0.10 | 1.14246 | 1.13871 | 1.12746 | ||
17 | 2022.10.17 21:00 | modify | 5 | 0.10 | 1.13487 | 1.13871 | 1.12746 | ||
18 | 2022.10.18 05:00 | s/l | 4 | 0.10 | 1.13871 | 1.13871 | 1.12746 | 37.65 | 9963.69 |
19 | 2022.10.18 05:00 | s/l | 5 | 0.10 | 1.13871 | 1.13871 | 1.12746 | -38.25 | 9925.43 |
20 | 2022.10.18 05:00 | s/l | 6 | 0.10 | 1.13871 | 1.13871 | 1.12746 | -38.25 | 9887.18 |
21 | 2022.10.21 11:00 | buy | 7 | 0.10 | 1.11251 | 0.00000 | 0.00000 | ||
22 | 2022.10.21 11:00 | modify | 7 | 0.10 | 1.11251 | 1.10151 | 1.12751 | ||
23 | 2022.10.21 16:00 | t/p | 7 | 0.10 | 1.12751 | 1.10151 | 1.12751 | 150.00 | 10037.18 |
24 | 2022.11.03 14:00 | buy | 8 | 0.10 | 1.11790 | 0.00000 | 0.00000 | ||
25 | 2022.11.03 14:00 | modify | 8 | 0.10 | 1.11790 | 1.10690 | 1.13290 | ||
26 | 2022.11.04 15:00 | t/p | 8 | 0.10 | 1.13290 | 1.10690 | 1.13290 | 149.51 | 10186.69 |
27 | 2022.12.27 16:00 | buy | 9 | 0.10 | 1.20235 | 0.00000 | 0.00000 | ||
28 | 2022.12.27 16:00 | modify | 9 | 0.10 | 1.20235 | 1.19135 | 1.21735 | ||
29 | 2022.12.30 18:00 | buy | 10 | 0.10 | 1.21014 | 0.00000 | 0.00000 | ||
30 | 2022.12.30 18:00 | modify | 10 | 0.10 | 1.21014 | 1.20460 | 1.21735 | ||
31 | 2022.12.30 18:00 | buy | 11 | 0.10 | 1.21014 | 0.00000 | 0.00000 | ||
32 | 2022.12.30 18:00 | modify | 11 | 0.10 | 1.21014 | 1.20610 | 1.21735 | ||
33 | 2022.12.30 18:00 | modify | 9 | 0.10 | 1.20235 | 1.20610 | 1.21735 | ||
34 | 2022.12.30 19:00 | modify | 10 | 0.10 | 1.21014 | 1.20610 | 1.21735 | ||
35 | 2022.12.30 20:00 | s/l | 9 | 0.10 | 1.20610 | 1.20610 | 1.21735 | 35.03 | 10221.71 |
36 | 2022.12.30 20:00 | s/l | 10 | 0.10 | 1.20610 | 1.20610 | 1.21735 | -40.40 | 10181.31 |
37 | 2022.12.30 20:00 | s/l | 11 | 0.10 | 1.20610 | 1.20610 | 1.21735 | -40.40 | 10140.91 |
38 | 2023.01.03 10:00 | buy | 12 | 0.10 | 1.19262 | 0.00000 | 0.00000 | ||
39 | 2023.01.03 10:00 | modify | 12 | 0.10 | 1.19262 | 1.18162 | 1.20762 | ||
40 | 2023.01.03 15:00 | buy | 13 | 0.10 | 1.20326 | 0.00000 | 0.00000 | ||
41 | 2023.01.03 15:00 | modify | 13 | 0.10 | 1.20326 | 1.19787 | 1.20762 | ||
42 | 2023.01.03 15:00 | modify | 12 | 0.10 | 1.19262 | 1.19787 | 1.20762 | ||
43 | 2023.01.03 17:00 | s/l | 12 | 0.10 | 1.19787 | 1.19787 | 1.20762 | 52.50 | 10193.41 |
44 | 2023.01.03 17:00 | s/l | 13 | 0.10 | 1.19787 | 1.19787 | 1.20762 | -53.90 | 10139.51 |
45 | 2023.01.18 13:00 | sell | 14 | 0.10 | 1.23690 | 0.00000 | 0.00000 | ||
46 | 2023.01.18 13:00 | modify | 14 | 0.10 | 1.23690 | 1.24790 | 1.22190 | ||
47 | 2023.02.02 13:00 | sell | 15 | 0.10 | 1.22919 | 0.00000 | 0.00000 | ||
48 | 2023.02.02 13:00 | modify | 15 | 0.10 | 1.22919 | 1.23465 | 1.22190 | ||
49 | 2023.02.02 13:00 | sell | 16 | 0.10 | 1.22919 | 0.00000 | 0.00000 | ||
50 | 2023.02.02 13:00 | modify | 16 | 0.10 | 1.22919 | 1.23315 | 1.22190 | ||
51 | 2023.02.02 13:00 | modify | 14 | 0.10 | 1.23690 | 1.23315 | 1.22190 | ||
52 | 2023.02.02 14:00 | modify | 15 | 0.10 | 1.22919 | 1.23315 | 1.22190 | ||
53 | 2023.02.03 01:00 | t/p | 14 | 0.10 | 1.22190 | 1.23315 | 1.22190 | 152.63 | 10292.14 |
54 | 2023.02.03 01:00 | t/p | 15 | 0.10 | 1.22190 | 1.23315 | 1.22190 | 73.05 | 10365.19 |
55 | 2023.02.03 01:00 | t/p | 16 | 0.10 | 1.22190 | 1.23315 | 1.22190 | 73.05 | 10438.24 |
56 | 2023.02.07 13:00 | buy | 17 | 0.10 | 1.19886 | 0.00000 | 0.00000 | ||
57 | 2023.02.07 13:00 | modify | 17 | 0.10 | 1.19886 | 1.18786 | 1.21386 | ||
58 | 2023.02.09 10:00 | t/p | 17 | 0.10 | 1.21386 | 1.18786 | 1.21386 | 148.02 | 10586.26 |
59 | 2023.02.09 12:00 | sell | 18 | 0.10 | 1.21475 | 0.00000 | 0.00000 | ||
60 | 2023.02.09 12:00 | modify | 18 | 0.10 | 1.21475 | 1.22575 | 1.19975 | ||
61 | 2023.02.13 04:00 | sell | 19 | 0.10 | 1.20410 | 0.00000 | 0.00000 | ||
62 | 2023.02.13 04:00 | modify | 19 | 0.10 | 1.20410 | 1.20950 | 1.19975 | ||
63 | 2023.02.13 04:00 | modify | 18 | 0.10 | 1.21475 | 1.20950 | 1.19975 | ||
64 | 2023.02.13 13:00 | s/l | 18 | 0.10 | 1.20950 | 1.20950 | 1.19975 | 52.79 | 10639.05 |
65 | 2023.02.13 13:00 | s/l | 19 | 0.10 | 1.20950 | 1.20950 | 1.19975 | -54.00 | 10585.05 |
66 | 2023.02.14 14:00 | sell | 20 | 0.10 | 1.22093 | 0.00000 | 0.00000 | ||
67 | 2023.02.14 14:00 | modify | 20 | 0.10 | 1.22093 | 1.23193 | 1.20593 | ||
68 | 2023.02.15 12:00 | t/p | 20 | 0.10 | 1.20593 | 1.23193 | 1.20593 | 150.15 | 10735.20 |
69 | 2023.02.15 16:00 | buy | 21 | 0.10 | 1.20050 | 0.00000 | 0.00000 | ||
70 | 2023.02.15 16:00 | modify | 21 | 0.10 | 1.20050 | 1.18950 | 1.21550 | ||
71 | 2023.02.21 12:00 | buy | 22 | 0.10 | 1.21124 | 0.00000 | 0.00000 | ||
72 | 2023.02.21 12:00 | modify | 22 | 0.10 | 1.21124 | 1.20575 | 1.21550 | ||
73 | 2023.02.21 12:00 | modify | 21 | 0.10 | 1.20050 | 1.20575 | 1.21550 | ||
74 | 2023.02.22 10:00 | buy | 23 | 0.10 | 1.20802 | 0.00000 | 0.00000 | ||
75 | 2023.02.22 10:00 | modify | 23 | 0.10 | 1.20802 | 1.20275 | 1.21550 | ||
76 | 2023.02.22 10:00 | buy | 24 | 0.10 | 1.20802 | 0.00000 | 0.00000 | ||
77 | 2023.02.22 10:00 | modify | 24 | 0.10 | 1.20802 | 1.20425 | 1.21550 | ||
78 | 2023.02.22 11:00 | modify | 24 | 0.10 | 1.20802 | 1.20575 | 1.21550 | ||
79 | 2023.02.22 11:00 | modify | 23 | 0.10 | 1.20802 | 1.20575 | 1.21550 | ||
80 | 2023.02.22 17:00 | s/l | 21 | 0.10 | 1.20575 | 1.20575 | 1.21550 | 49.04 | 10784.23 |
81 | 2023.02.22 17:00 | s/l | 22 | 0.10 | 1.20575 | 1.20575 | 1.21550 | -55.39 | 10728.84 |
82 | 2023.02.22 17:00 | s/l | 23 | 0.10 | 1.20575 | 1.20575 | 1.21550 | -22.70 | 10706.14 |
83 | 2023.02.22 17:00 | s/l | 24 | 0.10 | 1.20575 | 1.20575 | 1.21550 | -22.70 | 10683.44 |
84 | 2023.02.24 17:00 | buy | 25 | 0.10 | 1.19480 | 0.00000 | 0.00000 | ||
85 | 2023.02.24 17:00 | modify | 25 | 0.10 | 1.19480 | 1.18380 | 1.20980 | ||
86 | 2023.02.27 15:00 | buy | 26 | 0.10 | 1.20237 | 0.00000 | 0.00000 | ||
87 | 2023.02.27 15:00 | modify | 26 | 0.10 | 1.20237 | 1.19705 | 1.20980 | ||
88 | 2023.02.27 15:00 | buy | 27 | 0.10 | 1.20237 | 0.00000 | 0.00000 | ||
89 | 2023.02.27 15:00 | modify | 27 | 0.10 | 1.20237 | 1.19855 | 1.20980 | ||
90 | 2023.02.27 15:00 | modify | 25 | 0.10 | 1.19480 | 1.19855 | 1.20980 | ||
91 | 2023.02.27 16:00 | modify | 26 | 0.10 | 1.20237 | 1.19855 | 1.20980 | ||
92 | 2023.02.28 11:00 | t/p | 25 | 0.10 | 1.20980 | 1.19855 | 1.20980 | 149.01 | 10832.45 |
93 | 2023.02.28 11:00 | t/p | 26 | 0.10 | 1.20980 | 1.19855 | 1.20980 | 73.81 | 10906.25 |
94 | 2023.02.28 11:00 | t/p | 27 | 0.10 | 1.20980 | 1.19855 | 1.20980 | 73.81 | 10980.06 |
95 | 2023.03.13 17:00 | sell | 28 | 0.10 | 1.21579 | 0.00000 | 0.00000 | ||
96 | 2023.03.13 17:00 | modify | 28 | 0.10 | 1.21579 | 1.22679 | 1.20079 | ||
97 | 2023.03.20 15:00 | s/l | 28 | 0.10 | 1.22679 | 1.22679 | 1.20079 | -108.98 | 10871.08 |
98 | 2023.04.04 11:00 | sell | 29 | 0.10 | 1.25038 | 0.00000 | 0.00000 | ||
99 | 2023.04.04 11:00 | modify | 29 | 0.10 | 1.25038 | 1.26138 | 1.23538 | ||
100 | 2023.04.10 13:00 | t/p | 29 | 0.10 | 1.23538 | 1.26138 | 1.23538 | 150.88 | 11021.96 |
101 | 2023.04.10 14:00 | buy | 30 | 0.10 | 1.23579 | 0.00000 | 0.00000 | ||
102 | 2023.04.10 14:00 | modify | 30 | 0.10 | 1.23579 | 1.22479 | 1.25079 | ||
103 | 2023.04.11 13:00 | buy | 31 | 0.10 | 1.24343 | 0.00000 | 0.00000 | ||
104 | 2023.04.11 13:00 | modify | 31 | 0.10 | 1.24343 | 1.23804 | 1.25079 | ||
105 | 2023.04.11 13:00 | buy | 32 | 0.10 | 1.24343 | 0.00000 | 0.00000 | ||
106 | 2023.04.11 13:00 | modify | 32 | 0.10 | 1.24343 | 1.23954 | 1.25079 | ||
107 | 2023.04.11 13:00 | modify | 30 | 0.10 | 1.23579 | 1.23954 | 1.25079 | ||
108 | 2023.04.11 14:00 | modify | 31 | 0.10 | 1.24343 | 1.23954 | 1.25079 | ||
109 | 2023.04.13 09:00 | t/p | 30 | 0.10 | 1.25079 | 1.23954 | 1.25079 | 147.53 | 11169.49 |
110 | 2023.04.13 09:00 | t/p | 31 | 0.10 | 1.25079 | 1.23954 | 1.25079 | 71.62 | 11241.11 |
111 | 2023.04.13 09:00 | t/p | 32 | 0.10 | 1.25079 | 1.23954 | 1.25079 | 71.62 | 11312.73 |
112 | 2023.06.01 17:00 | sell | 33 | 0.10 | 1.25324 | 0.00000 | 0.00000 | ||
113 | 2023.06.01 17:00 | modify | 33 | 0.10 | 1.25324 | 1.26424 | 1.23824 | ||
114 | 2023.06.05 12:00 | t/p | 33 | 0.10 | 1.23824 | 1.26424 | 1.23824 | 150.29 | 11463.02 |
115 | 2023.06.12 17:00 | buy | 34 | 0.10 | 1.24970 | 0.00000 | 0.00000 | ||
116 | 2023.06.12 17:00 | modify | 34 | 0.10 | 1.24970 | 1.23870 | 1.26470 | ||
117 | 2023.06.13 12:00 | buy | 35 | 0.10 | 1.25748 | 0.00000 | 0.00000 | ||
118 | 2023.06.13 12:00 | modify | 35 | 0.10 | 1.25748 | 1.25195 | 1.26470 | ||
119 | 2023.06.13 12:00 | buy | 36 | 0.10 | 1.25748 | 0.00000 | 0.00000 | ||
120 | 2023.06.13 12:00 | modify | 36 | 0.10 | 1.25748 | 1.25345 | 1.26470 | ||
121 | 2023.06.13 12:00 | modify | 34 | 0.10 | 1.24970 | 1.25345 | 1.26470 | ||
122 | 2023.06.13 13:00 | modify | 35 | 0.10 | 1.25748 | 1.25345 | 1.26470 | ||
123 | 2023.06.14 11:00 | t/p | 34 | 0.10 | 1.26470 | 1.25345 | 1.26470 | 149.01 | 11612.03 |
124 | 2023.06.14 11:00 | t/p | 35 | 0.10 | 1.26470 | 1.25345 | 1.26470 | 71.71 | 11683.74 |
125 | 2023.06.14 11:00 | t/p | 36 | 0.10 | 1.26470 | 1.25345 | 1.26470 | 71.71 | 11755.44 |
126 | 2023.06.30 16:00 | sell | 37 | 0.10 | 1.27085 | 0.00000 | 0.00000 | ||
127 | 2023.06.30 16:00 | modify | 37 | 0.10 | 1.27085 | 1.28185 | 1.25585 | ||
128 | 2023.07.07 15:00 | s/l | 37 | 0.10 | 1.28185 | 1.28185 | 1.25585 | -108.98 | 11646.47 |
129 | 2023.07.13 11:00 | sell | 38 | 0.10 | 1.30665 | 0.00000 | 0.00000 | ||
130 | 2023.07.13 11:00 | modify | 38 | 0.10 | 1.30665 | 1.31765 | 1.29165 | ||
131 | 2023.07.19 12:00 | t/p | 38 | 0.10 | 1.29165 | 1.31765 | 1.29165 | 150.59 | 11797.05 |
132 | 2023.07.20 14:00 | buy | 39 | 0.10 | 1.28770 | 0.00000 | 0.00000 | ||
133 | 2023.07.20 14:00 | modify | 39 | 0.10 | 1.28770 | 1.27670 | 1.30270 | ||
134 | 2023.07.28 05:00 | s/l | 39 | 0.10 | 1.27670 | 1.27670 | 1.30270 | -113.96 | 11683.09 |
135 | 2023.07.28 13:00 | sell | 40 | 0.10 | 1.28689 | 0.00000 | 0.00000 | ||
136 | 2023.07.28 13:00 | modify | 40 | 0.10 | 1.28689 | 1.29789 | 1.27189 | ||
137 | 2023.08.01 15:00 | sell | 41 | 0.10 | 1.27609 | 0.00000 | 0.00000 | ||
138 | 2023.08.01 15:00 | modify | 41 | 0.10 | 1.27609 | 1.28164 | 1.27189 | ||
139 | 2023.08.01 15:00 | modify | 40 | 0.10 | 1.28689 | 1.28164 | 1.27189 | ||
140 | 2023.08.02 14:00 | t/p | 40 | 0.10 | 1.27189 | 1.28164 | 1.27189 | 150.44 | 11833.53 |
141 | 2023.08.02 14:00 | t/p | 41 | 0.10 | 1.27189 | 1.28164 | 1.27189 | 42.15 | 11875.68 |
142 | 2023.08.08 13:00 | buy | 42 | 0.10 | 1.27002 | 0.00000 | 0.00000 | ||
143 | 2023.08.08 13:00 | modify | 42 | 0.10 | 1.27002 | 1.25902 | 1.28502 | ||
144 | 2023.08.09 07:00 | buy | 43 | 0.10 | 1.27764 | 0.00000 | 0.00000 | ||
145 | 2023.08.09 07:00 | modify | 43 | 0.10 | 1.27764 | 1.27227 | 1.28502 | ||
146 | 2023.08.09 07:00 | buy | 44 | 0.10 | 1.27764 | 0.00000 | 0.00000 | ||
147 | 2023.08.09 07:00 | modify | 44 | 0.10 | 1.27764 | 1.27377 | 1.28502 | ||
148 | 2023.08.09 07:00 | modify | 42 | 0.10 | 1.27002 | 1.27377 | 1.28502 | ||
149 | 2023.08.09 08:00 | modify | 43 | 0.10 | 1.27764 | 1.27377 | 1.28502 | ||
150 | 2023.08.09 10:00 | s/l | 42 | 0.10 | 1.27377 | 1.27377 | 1.28502 | 37.01 | 11912.68 |
151 | 2023.08.09 10:00 | s/l | 43 | 0.10 | 1.27377 | 1.27377 | 1.28502 | -38.70 | 11873.98 |
152 | 2023.08.09 10:00 | s/l | 44 | 0.10 | 1.27377 | 1.27377 | 1.28502 | -38.70 | 11835.28 |