Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:59 (2022.10.01 - 2023.10.01) | ||||
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=5; 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=110; 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=40; 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=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 7234 | Ticks modelled | 13467 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 649.34 | Gross profit | 1106.16 | Gross loss | -456.82 |
Profit factor | 2.42 | Expected payoff | 28.23 | ||
Absolute drawdown | 49.18 | Maximal drawdown | 178.31 (1.69%) | Relative drawdown | 1.69% (178.31) |
Total trades | 23 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 10 (60.00%) |
Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
Largest | profit trade | 103.07 | loss trade | -81.56 | |
Average | profit trade | 73.74 | loss trade | -57.10 | |
Maximum | consecutive wins (profit in money) | 4 (290.33) | consecutive losses (loss in money) | 2 (-118.67) | |
Maximal | consecutive profit (count of wins) | 290.33 (4) | consecutive loss (count of losses) | -118.67 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.07 14:00 | buy | 1 | 0.10 | 1.52329 | 0.00000 | 0.00000 | ||
2 | 2022.10.07 14:00 | modify | 1 | 0.10 | 1.52329 | 1.51229 | 1.53729 | ||
3 | 2022.10.11 15:00 | buy | 2 | 0.10 | 1.53311 | 0.00000 | 0.00000 | ||
4 | 2022.10.11 15:00 | modify | 2 | 0.10 | 1.53311 | 1.52819 | 1.53729 | ||
5 | 2022.10.11 15:00 | modify | 1 | 0.10 | 1.52329 | 1.52819 | 1.53729 | ||
6 | 2022.10.11 18:00 | s/l | 1 | 0.10 | 1.52819 | 1.52819 | 1.53729 | 35.80 | 10035.80 |
7 | 2022.10.11 18:00 | s/l | 2 | 0.10 | 1.52819 | 1.52819 | 1.53729 | -36.22 | 9999.58 |
8 | 2022.10.11 20:00 | buy | 3 | 0.10 | 1.51648 | 0.00000 | 0.00000 | ||
9 | 2022.10.11 20:00 | modify | 3 | 0.10 | 1.51648 | 1.50548 | 1.53048 | ||
10 | 2022.10.12 16:00 | t/p | 3 | 0.10 | 1.53048 | 1.50548 | 1.53048 | 102.94 | 10102.51 |
11 | 2022.10.13 12:00 | sell | 4 | 0.10 | 1.55316 | 0.00000 | 0.00000 | ||
12 | 2022.10.13 12:00 | modify | 4 | 0.10 | 1.55316 | 1.56416 | 1.53916 | ||
13 | 2022.10.14 12:00 | sell | 5 | 0.10 | 1.54680 | 0.00000 | 0.00000 | ||
14 | 2022.10.14 12:00 | modify | 5 | 0.10 | 1.54680 | 1.55176 | 1.53916 | ||
15 | 2022.10.14 12:00 | modify | 4 | 0.10 | 1.55316 | 1.55176 | 1.53916 | ||
16 | 2022.10.14 14:00 | s/l | 4 | 0.10 | 1.55176 | 1.55176 | 1.53916 | 9.98 | 10112.50 |
17 | 2022.10.14 14:00 | s/l | 5 | 0.10 | 1.55176 | 1.55176 | 1.53916 | -36.51 | 10075.99 |
18 | 2022.10.14 15:00 | sell | 6 | 0.10 | 1.56126 | 0.00000 | 0.00000 | ||
19 | 2022.10.14 15:00 | modify | 6 | 0.10 | 1.56126 | 1.57226 | 1.54726 | ||
20 | 2022.10.17 05:00 | sell | 7 | 0.10 | 1.55273 | 0.00000 | 0.00000 | ||
21 | 2022.10.17 05:00 | modify | 7 | 0.10 | 1.55273 | 1.55566 | 1.54726 | ||
22 | 2022.10.17 05:00 | modify | 6 | 0.10 | 1.56126 | 1.55566 | 1.54726 | ||
23 | 2022.10.17 06:00 | s/l | 6 | 0.10 | 1.55566 | 1.55566 | 1.54726 | 40.90 | 10116.89 |
24 | 2022.10.17 06:00 | s/l | 7 | 0.10 | 1.55566 | 1.55566 | 1.54726 | -21.57 | 10095.32 |
25 | 2022.10.17 15:00 | sell | 8 | 0.10 | 1.56958 | 0.00000 | 0.00000 | ||
26 | 2022.10.17 15:00 | modify | 8 | 0.10 | 1.56958 | 1.58058 | 1.55558 | ||
27 | 2022.10.18 06:00 | t/p | 8 | 0.10 | 1.55558 | 1.58058 | 1.55558 | 102.73 | 10198.05 |
28 | 2022.11.03 09:00 | buy | 9 | 0.10 | 1.54884 | 0.00000 | 0.00000 | ||
29 | 2022.11.03 09:00 | modify | 9 | 0.10 | 1.54884 | 1.53784 | 1.56284 | ||
30 | 2022.11.03 16:00 | s/l | 9 | 0.10 | 1.53784 | 1.53784 | 1.56284 | -80.99 | 10117.06 |
31 | 2022.11.09 10:00 | buy | 10 | 0.10 | 1.54022 | 0.00000 | 0.00000 | ||
32 | 2022.11.09 10:00 | modify | 10 | 0.10 | 1.54022 | 1.52922 | 1.55422 | ||
33 | 2022.11.10 14:00 | t/p | 10 | 0.10 | 1.55422 | 1.52922 | 1.55422 | 102.65 | 10219.72 |
34 | 2022.11.10 14:00 | sell | 11 | 0.10 | 1.55537 | 0.00000 | 0.00000 | ||
35 | 2022.11.10 14:00 | modify | 11 | 0.10 | 1.55537 | 1.56637 | 1.54137 | ||
36 | 2022.11.11 13:00 | s/l | 11 | 0.10 | 1.56637 | 1.56637 | 1.54137 | -81.31 | 10138.41 |
37 | 2022.11.15 14:00 | sell | 12 | 0.10 | 1.58656 | 0.00000 | 0.00000 | ||
38 | 2022.11.15 14:00 | modify | 12 | 0.10 | 1.58656 | 1.59756 | 1.57256 | ||
39 | 2022.11.15 20:00 | t/p | 12 | 0.10 | 1.57256 | 1.59756 | 1.57256 | 103.07 | 10241.48 |
40 | 2022.11.29 17:00 | sell | 13 | 0.10 | 1.63533 | 0.00000 | 0.00000 | ||
41 | 2022.11.29 17:00 | modify | 13 | 0.10 | 1.63533 | 1.64633 | 1.62133 | ||
42 | 2022.11.30 14:00 | t/p | 13 | 0.10 | 1.62133 | 1.64633 | 1.62133 | 102.74 | 10344.23 |
43 | 2022.12.01 15:00 | sell | 14 | 0.10 | 1.64967 | 0.00000 | 0.00000 | ||
44 | 2022.12.01 15:00 | modify | 14 | 0.10 | 1.64967 | 1.66067 | 1.63567 | ||
45 | 2022.12.02 06:00 | sell | 15 | 0.10 | 1.64321 | 0.00000 | 0.00000 | ||
46 | 2022.12.02 06:00 | modify | 15 | 0.10 | 1.64321 | 1.64827 | 1.63567 | ||
47 | 2022.12.02 06:00 | modify | 14 | 0.10 | 1.64967 | 1.64827 | 1.63567 | ||
48 | 2022.12.02 09:00 | s/l | 14 | 0.10 | 1.64827 | 1.64827 | 1.63567 | 9.98 | 10354.21 |
49 | 2022.12.02 09:00 | s/l | 15 | 0.10 | 1.64827 | 1.64827 | 1.63567 | -37.25 | 10316.96 |
50 | 2022.12.15 16:00 | buy | 16 | 0.10 | 1.66378 | 0.00000 | 0.00000 | ||
51 | 2022.12.15 16:00 | modify | 16 | 0.10 | 1.66378 | 1.65278 | 1.67778 | ||
52 | 2022.12.20 10:00 | s/l | 16 | 0.10 | 1.65278 | 1.65278 | 1.67778 | -81.42 | 10235.54 |
53 | 2023.01.03 09:00 | buy | 17 | 0.10 | 1.62203 | 0.00000 | 0.00000 | ||
54 | 2023.01.03 09:00 | modify | 17 | 0.10 | 1.62203 | 1.61103 | 1.63603 | ||
55 | 2023.01.03 14:00 | t/p | 17 | 0.10 | 1.63603 | 1.61103 | 1.63603 | 103.07 | 10338.61 |
56 | 2023.01.03 14:00 | sell | 18 | 0.10 | 1.63912 | 0.00000 | 0.00000 | ||
57 | 2023.01.03 14:00 | modify | 18 | 0.10 | 1.63912 | 1.65012 | 1.62512 | ||
58 | 2023.01.04 09:00 | sell | 19 | 0.10 | 1.63255 | 0.00000 | 0.00000 | ||
59 | 2023.01.04 09:00 | modify | 19 | 0.10 | 1.63255 | 1.63772 | 1.62512 | ||
60 | 2023.01.04 09:00 | modify | 18 | 0.10 | 1.63912 | 1.63772 | 1.62512 | ||
61 | 2023.01.04 14:00 | sell | 20 | 0.10 | 1.62917 | 0.00000 | 0.00000 | ||
62 | 2023.01.04 14:00 | modify | 20 | 0.10 | 1.62917 | 1.63422 | 1.62512 | ||
63 | 2023.01.04 14:00 | modify | 19 | 0.10 | 1.63255 | 1.63422 | 1.62512 | ||
64 | 2023.01.04 14:00 | modify | 18 | 0.10 | 1.63912 | 1.63422 | 1.62512 | ||
65 | 2023.01.04 17:00 | t/p | 18 | 0.10 | 1.62512 | 1.63422 | 1.62512 | 102.74 | 10441.36 |
66 | 2023.01.04 17:00 | t/p | 19 | 0.10 | 1.62512 | 1.63422 | 1.62512 | 54.70 | 10496.06 |
67 | 2023.01.04 17:00 | t/p | 20 | 0.10 | 1.62512 | 1.63422 | 1.62512 | 29.82 | 10525.88 |
68 | 2023.01.31 16:00 | buy | 21 | 0.10 | 1.64253 | 0.00000 | 0.00000 | ||
69 | 2023.01.31 16:00 | modify | 21 | 0.10 | 1.64253 | 1.63153 | 1.65653 | ||
70 | 2023.02.02 17:00 | s/l | 21 | 0.10 | 1.63153 | 1.63153 | 1.65653 | -81.56 | 10444.32 |
71 | 2023.02.03 16:00 | buy | 22 | 0.10 | 1.61850 | 0.00000 | 0.00000 | ||
72 | 2023.02.03 16:00 | modify | 22 | 0.10 | 1.61850 | 1.60750 | 1.63250 | ||
73 | 2023.02.09 15:00 | t/p | 22 | 0.10 | 1.63250 | 1.60750 | 1.63250 | 102.23 | 10546.54 |
74 | 2023.02.10 16:00 | buy | 23 | 0.10 | 1.61284 | 0.00000 | 0.00000 | ||
75 | 2023.02.10 16:00 | modify | 23 | 0.10 | 1.61284 | 1.60184 | 1.62684 | ||
76 | 2023.02.14 11:00 | t/p | 23 | 0.10 | 1.62684 | 1.60184 | 1.62684 | 102.80 | 10649.34 |