Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=45; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 599.11 | Gross profit | 1818.14 | Gross loss | -1219.02 |
Profit factor | 1.49 | Expected payoff | 15.77 | ||
Absolute drawdown | 406.43 | Maximal drawdown | 448.35 (4.46%) | Relative drawdown | 4.46% (448.35) |
Total trades | 38 | Short positions (won %) | 19 (47.37%) | Long positions (won %) | 19 (52.63%) |
Profit trades (% of total) | 19 (50.00%) | Loss trades (% of total) | 19 (50.00%) | ||
Largest | profit trade | 151.02 | loss trade | -103.46 | |
Average | profit trade | 95.69 | loss trade | -64.16 | |
Maximum | consecutive wins (profit in money) | 3 (349.07) | consecutive losses (loss in money) | 4 (-406.43) | |
Maximal | consecutive profit (count of wins) | 349.07 (3) | consecutive loss (count of losses) | -406.43 (4) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.01 16:00 | buy | 1 | 0.10 | 1.15405 | 0.00000 | 0.00000 | ||
2 | 2022.09.01 16:00 | modify | 1 | 0.10 | 1.15405 | 1.14405 | 1.16905 | ||
3 | 2022.09.07 12:00 | s/l | 1 | 0.10 | 1.14405 | 1.14405 | 1.16905 | -101.98 | 9898.02 |
4 | 2022.09.13 16:00 | buy | 2 | 0.10 | 1.15272 | 0.00000 | 0.00000 | ||
5 | 2022.09.13 16:00 | modify | 2 | 0.10 | 1.15272 | 1.14272 | 1.16772 | ||
6 | 2022.09.16 08:00 | s/l | 2 | 0.10 | 1.14272 | 1.14272 | 1.16772 | -102.47 | 9795.55 |
7 | 2022.09.21 20:00 | buy | 3 | 0.10 | 1.12856 | 0.00000 | 0.00000 | ||
8 | 2022.09.21 20:00 | modify | 3 | 0.10 | 1.12856 | 1.11856 | 1.14356 | ||
9 | 2022.09.23 08:00 | s/l | 3 | 0.10 | 1.11856 | 1.11856 | 1.14356 | -101.98 | 9693.57 |
10 | 2022.10.13 12:00 | sell | 4 | 0.10 | 1.12610 | 0.00000 | 0.00000 | ||
11 | 2022.10.13 12:00 | modify | 4 | 0.10 | 1.12610 | 1.13610 | 1.11110 | ||
12 | 2022.10.13 16:00 | s/l | 4 | 0.10 | 1.13610 | 1.13610 | 1.11110 | -100.00 | 9593.57 |
13 | 2022.10.17 16:00 | sell | 5 | 0.10 | 1.14246 | 0.00000 | 0.00000 | ||
14 | 2022.10.17 16:00 | modify | 5 | 0.10 | 1.14246 | 1.15246 | 1.12746 | ||
15 | 2022.10.17 20:00 | sell | 6 | 0.10 | 1.13487 | 0.00000 | 0.00000 | ||
16 | 2022.10.17 20:00 | modify | 6 | 0.10 | 1.13487 | 1.13796 | 1.12746 | ||
17 | 2022.10.17 20:00 | modify | 5 | 0.10 | 1.14246 | 1.13796 | 1.12746 | ||
18 | 2022.10.18 08:00 | s/l | 5 | 0.10 | 1.13796 | 1.13796 | 1.12746 | 45.15 | 9638.71 |
19 | 2022.10.18 08:00 | s/l | 6 | 0.10 | 1.13796 | 1.13796 | 1.12746 | -30.75 | 9607.96 |
20 | 2022.10.21 12:00 | buy | 7 | 0.10 | 1.11122 | 0.00000 | 0.00000 | ||
21 | 2022.10.21 12:00 | modify | 7 | 0.10 | 1.11122 | 1.10122 | 1.12622 | ||
22 | 2022.10.21 16:00 | t/p | 7 | 0.10 | 1.12622 | 1.10122 | 1.12622 | 150.00 | 9757.96 |
23 | 2022.10.25 16:00 | sell | 8 | 0.10 | 1.14668 | 0.00000 | 0.00000 | ||
24 | 2022.10.25 16:00 | modify | 8 | 0.10 | 1.14668 | 1.15668 | 1.13168 | ||
25 | 2022.10.26 08:00 | s/l | 8 | 0.10 | 1.15668 | 1.15668 | 1.13168 | -99.85 | 9658.11 |
26 | 2022.11.04 20:00 | sell | 9 | 0.10 | 1.13727 | 0.00000 | 0.00000 | ||
27 | 2022.11.04 20:00 | modify | 9 | 0.10 | 1.13727 | 1.14727 | 1.12227 | ||
28 | 2022.11.07 08:00 | sell | 10 | 0.10 | 1.13022 | 0.00000 | 0.00000 | ||
29 | 2022.11.07 08:00 | modify | 10 | 0.10 | 1.13022 | 1.13202 | 1.12227 | ||
30 | 2022.11.07 08:00 | modify | 9 | 0.10 | 1.13727 | 1.13202 | 1.12227 | ||
31 | 2022.11.07 12:00 | s/l | 9 | 0.10 | 1.13202 | 1.13202 | 1.12227 | 52.65 | 9710.75 |
32 | 2022.11.07 12:00 | s/l | 10 | 0.10 | 1.13202 | 1.13202 | 1.12227 | -18.00 | 9692.75 |
33 | 2022.11.09 16:00 | buy | 11 | 0.10 | 1.13783 | 0.00000 | 0.00000 | ||
34 | 2022.11.09 16:00 | modify | 11 | 0.10 | 1.13783 | 1.12783 | 1.15283 | ||
35 | 2022.11.10 16:00 | t/p | 11 | 0.10 | 1.15283 | 1.12783 | 1.15283 | 148.52 | 9841.27 |
36 | 2022.11.10 16:00 | sell | 12 | 0.10 | 1.16798 | 0.00000 | 0.00000 | ||
37 | 2022.11.10 16:00 | modify | 12 | 0.10 | 1.16798 | 1.17798 | 1.15298 | ||
38 | 2022.11.11 16:00 | s/l | 12 | 0.10 | 1.17798 | 1.17798 | 1.15298 | -99.85 | 9741.42 |
39 | 2022.11.15 16:00 | sell | 13 | 0.10 | 1.18954 | 0.00000 | 0.00000 | ||
40 | 2022.11.15 16:00 | modify | 13 | 0.10 | 1.18954 | 1.19954 | 1.17454 | ||
41 | 2022.11.21 08:00 | sell | 14 | 0.10 | 1.18182 | 0.00000 | 0.00000 | ||
42 | 2022.11.21 08:00 | modify | 14 | 0.10 | 1.18182 | 1.18504 | 1.17454 | ||
43 | 2022.11.21 08:00 | modify | 13 | 0.10 | 1.18954 | 1.18504 | 1.17454 | ||
44 | 2022.11.22 04:00 | s/l | 13 | 0.10 | 1.18504 | 1.18504 | 1.17454 | 46.02 | 9787.44 |
45 | 2022.11.22 04:00 | s/l | 14 | 0.10 | 1.18504 | 1.18504 | 1.17454 | -32.05 | 9755.39 |
46 | 2022.11.23 16:00 | sell | 15 | 0.10 | 1.20663 | 0.00000 | 0.00000 | ||
47 | 2022.11.23 16:00 | modify | 15 | 0.10 | 1.20663 | 1.21663 | 1.19163 | ||
48 | 2022.11.30 16:00 | t/p | 15 | 0.10 | 1.19163 | 1.21663 | 1.19163 | 151.02 | 9906.41 |
49 | 2022.12.13 16:00 | sell | 16 | 0.10 | 1.23934 | 0.00000 | 0.00000 | ||
50 | 2022.12.13 16:00 | modify | 16 | 0.10 | 1.23934 | 1.24934 | 1.22434 | ||
51 | 2022.12.15 16:00 | t/p | 16 | 0.10 | 1.22434 | 1.24934 | 1.22434 | 150.59 | 10056.99 |
52 | 2022.12.15 16:00 | buy | 17 | 0.10 | 1.22192 | 0.00000 | 0.00000 | ||
53 | 2022.12.15 16:00 | modify | 17 | 0.10 | 1.22192 | 1.21192 | 1.23692 | ||
54 | 2022.12.20 08:00 | s/l | 17 | 0.10 | 1.21192 | 1.21192 | 1.23692 | -101.48 | 9955.51 |
55 | 2023.01.03 12:00 | buy | 18 | 0.10 | 1.19338 | 0.00000 | 0.00000 | ||
56 | 2023.01.03 12:00 | modify | 18 | 0.10 | 1.19338 | 1.18338 | 1.20838 | ||
57 | 2023.01.03 16:00 | buy | 19 | 0.10 | 1.20115 | 0.00000 | 0.00000 | ||
58 | 2023.01.03 16:00 | modify | 19 | 0.10 | 1.20115 | 1.19788 | 1.20838 | ||
59 | 2023.01.03 16:00 | modify | 18 | 0.10 | 1.19338 | 1.19788 | 1.20838 | ||
60 | 2023.01.03 20:00 | s/l | 18 | 0.10 | 1.19788 | 1.19788 | 1.20838 | 45.00 | 10000.51 |
61 | 2023.01.03 20:00 | s/l | 19 | 0.10 | 1.19788 | 1.19788 | 1.20838 | -32.70 | 9967.81 |
62 | 2023.01.05 16:00 | buy | 20 | 0.10 | 1.18836 | 0.00000 | 0.00000 | ||
63 | 2023.01.05 16:00 | modify | 20 | 0.10 | 1.18836 | 1.17836 | 1.20336 | ||
64 | 2023.01.06 16:00 | t/p | 20 | 0.10 | 1.20336 | 1.17836 | 1.20336 | 149.51 | 10117.32 |
65 | 2023.01.18 12:00 | sell | 21 | 0.10 | 1.23721 | 0.00000 | 0.00000 | ||
66 | 2023.01.18 12:00 | modify | 21 | 0.10 | 1.23721 | 1.24721 | 1.22221 | ||
67 | 2023.01.31 16:00 | sell | 22 | 0.10 | 1.23044 | 0.00000 | 0.00000 | ||
68 | 2023.01.31 16:00 | modify | 22 | 0.10 | 1.23044 | 1.23196 | 1.22221 | ||
69 | 2023.01.31 16:00 | modify | 21 | 0.10 | 1.23721 | 1.23196 | 1.22221 | ||
70 | 2023.01.31 20:00 | s/l | 21 | 0.10 | 1.23196 | 1.23196 | 1.22221 | 54.40 | 10171.72 |
71 | 2023.01.31 20:00 | s/l | 22 | 0.10 | 1.23196 | 1.23196 | 1.22221 | -15.20 | 10156.52 |
72 | 2023.02.09 16:00 | sell | 23 | 0.10 | 1.21700 | 0.00000 | 0.00000 | ||
73 | 2023.02.09 16:00 | modify | 23 | 0.10 | 1.21700 | 1.22700 | 1.20200 | ||
74 | 2023.02.14 16:00 | s/l | 23 | 0.10 | 1.22700 | 1.22700 | 1.20200 | -99.56 | 10056.96 |
75 | 2023.02.15 16:00 | buy | 24 | 0.10 | 1.20050 | 0.00000 | 0.00000 | ||
76 | 2023.02.15 16:00 | modify | 24 | 0.10 | 1.20050 | 1.19050 | 1.21550 | ||
77 | 2023.03.01 08:00 | buy | 25 | 0.10 | 1.20808 | 0.00000 | 0.00000 | ||
78 | 2023.03.01 08:00 | modify | 25 | 0.10 | 1.20808 | 1.20500 | 1.21550 | ||
79 | 2023.03.01 08:00 | modify | 24 | 0.10 | 1.20050 | 1.20500 | 1.21550 | ||
80 | 2023.03.01 12:00 | s/l | 24 | 0.10 | 1.20500 | 1.20500 | 1.21550 | 38.07 | 10095.03 |
81 | 2023.03.01 12:00 | s/l | 25 | 0.10 | 1.20500 | 1.20500 | 1.21550 | -30.80 | 10064.23 |
82 | 2023.03.07 16:00 | buy | 26 | 0.10 | 1.18783 | 0.00000 | 0.00000 | ||
83 | 2023.03.07 16:00 | modify | 26 | 0.10 | 1.18783 | 1.17783 | 1.20283 | ||
84 | 2023.03.10 16:00 | t/p | 26 | 0.10 | 1.20283 | 1.17783 | 1.20283 | 147.53 | 10211.75 |
85 | 2023.03.15 16:00 | buy | 27 | 0.10 | 1.20334 | 0.00000 | 0.00000 | ||
86 | 2023.03.15 16:00 | modify | 27 | 0.10 | 1.20334 | 1.19334 | 1.21834 | ||
87 | 2023.03.17 20:00 | t/p | 27 | 0.10 | 1.21834 | 1.19334 | 1.21834 | 148.02 | 10359.78 |
88 | 2023.04.04 12:00 | sell | 28 | 0.10 | 1.24806 | 0.00000 | 0.00000 | ||
89 | 2023.04.04 12:00 | modify | 28 | 0.10 | 1.24806 | 1.25806 | 1.23306 | ||
90 | 2023.04.10 12:00 | sell | 29 | 0.10 | 1.24117 | 0.00000 | 0.00000 | ||
91 | 2023.04.10 12:00 | modify | 29 | 0.10 | 1.24117 | 1.24281 | 1.23306 | ||
92 | 2023.04.10 12:00 | modify | 28 | 0.10 | 1.24806 | 1.24281 | 1.23306 | ||
93 | 2023.04.11 08:00 | s/l | 28 | 0.10 | 1.24281 | 1.24281 | 1.23306 | 53.52 | 10413.30 |
94 | 2023.04.11 08:00 | s/l | 29 | 0.10 | 1.24281 | 1.24281 | 1.23306 | -16.25 | 10397.05 |
95 | 2023.05.11 16:00 | buy | 30 | 0.10 | 1.25028 | 0.00000 | 0.00000 | ||
96 | 2023.05.11 16:00 | modify | 30 | 0.10 | 1.25028 | 1.24028 | 1.26528 | ||
97 | 2023.05.18 16:00 | s/l | 30 | 0.10 | 1.24028 | 1.24028 | 1.26528 | -103.46 | 10293.58 |
98 | 2023.06.01 16:00 | sell | 31 | 0.10 | 1.25327 | 0.00000 | 0.00000 | ||
99 | 2023.06.01 16:00 | modify | 31 | 0.10 | 1.25327 | 1.26327 | 1.23827 | ||
100 | 2023.06.05 12:00 | t/p | 31 | 0.10 | 1.23827 | 1.26327 | 1.23827 | 150.29 | 10443.88 |
101 | 2023.06.14 16:00 | sell | 32 | 0.10 | 1.26939 | 0.00000 | 0.00000 | ||
102 | 2023.06.14 16:00 | modify | 32 | 0.10 | 1.26939 | 1.27939 | 1.25439 | ||
103 | 2023.06.16 04:00 | s/l | 32 | 0.10 | 1.27939 | 1.27939 | 1.25439 | -99.42 | 10344.46 |
104 | 2023.07.13 16:00 | sell | 33 | 0.10 | 1.30952 | 0.00000 | 0.00000 | ||
105 | 2023.07.13 16:00 | modify | 33 | 0.10 | 1.30952 | 1.31952 | 1.29452 | ||
106 | 2023.07.19 08:00 | t/p | 33 | 0.10 | 1.29452 | 1.31952 | 1.29452 | 150.59 | 10495.05 |
107 | 2023.07.27 20:00 | buy | 34 | 0.10 | 1.27868 | 0.00000 | 0.00000 | ||
108 | 2023.07.27 20:00 | modify | 34 | 0.10 | 1.27868 | 1.26868 | 1.29368 | ||
109 | 2023.07.31 00:00 | buy | 35 | 0.10 | 1.28561 | 0.00000 | 0.00000 | ||
110 | 2023.07.31 00:00 | modify | 35 | 0.10 | 1.28561 | 1.28393 | 1.29368 | ||
111 | 2023.07.31 00:00 | modify | 34 | 0.10 | 1.27868 | 1.28393 | 1.29368 | ||
112 | 2023.07.31 12:00 | s/l | 34 | 0.10 | 1.28393 | 1.28393 | 1.29368 | 51.51 | 10546.56 |
113 | 2023.07.31 12:00 | s/l | 35 | 0.10 | 1.28393 | 1.28393 | 1.29368 | -16.80 | 10529.76 |
114 | 2023.08.03 12:00 | buy | 36 | 0.10 | 1.26494 | 0.00000 | 0.00000 | ||
115 | 2023.08.03 12:00 | modify | 36 | 0.10 | 1.26494 | 1.25494 | 1.27994 | ||
116 | 2023.08.04 00:00 | buy | 37 | 0.10 | 1.27183 | 0.00000 | 0.00000 | ||
117 | 2023.08.04 00:00 | modify | 37 | 0.10 | 1.27183 | 1.27019 | 1.27994 | ||
118 | 2023.08.04 00:00 | modify | 36 | 0.10 | 1.26494 | 1.27019 | 1.27994 | ||
119 | 2023.08.04 12:00 | s/l | 36 | 0.10 | 1.27019 | 1.27019 | 1.27994 | 52.01 | 10581.76 |
120 | 2023.08.04 12:00 | s/l | 37 | 0.10 | 1.27019 | 1.27019 | 1.27994 | -16.40 | 10565.36 |
121 | 2023.08.23 12:00 | buy | 38 | 0.10 | 1.26319 | 0.00000 | 0.00000 | ||
122 | 2023.08.23 12:00 | modify | 38 | 0.10 | 1.26319 | 1.25319 | 1.27819 | ||
123 | 2023.08.31 23:59 | close at stop | 38 | 0.10 | 1.26706 | 1.25319 | 1.27819 | 33.75 | 10599.11 |