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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=110; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 7234 | Ticks modelled | 13467 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | -48.50 | Gross profit | 785.08 | Gross loss | -833.58 |
Profit factor | 0.94 | Expected payoff | -1.35 | ||
Absolute drawdown | 205.51 | Maximal drawdown | 241.78 (2.41%) | Relative drawdown | 2.41% (241.78) |
Total trades | 36 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 21 (47.62%) |
Profit trades (% of total) | 18 (50.00%) | Loss trades (% of total) | 18 (50.00%) | ||
Largest | profit trade | 80.92 | loss trade | -81.76 | |
Average | profit trade | 43.62 | loss trade | -46.31 | |
Maximum | consecutive wins (profit in money) | 2 (160.21) | consecutive losses (loss in money) | 3 (-129.09) | |
Maximal | consecutive profit (count of wins) | 160.21 (2) | consecutive loss (count of losses) | -162.15 (2) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.07 15:00 | buy | 1 | 0.10 | 1.52370 | 0.00000 | 0.00000 | ||
2 | 2022.10.07 15:00 | modify | 1 | 0.10 | 1.52370 | 1.51270 | 1.53470 | ||
3 | 2022.10.11 09:00 | buy | 2 | 0.10 | 1.52877 | 0.00000 | 0.00000 | ||
4 | 2022.10.11 09:00 | modify | 2 | 0.10 | 1.52877 | 1.52700 | 1.53470 | ||
5 | 2022.10.11 09:00 | modify | 1 | 0.10 | 1.52370 | 1.52700 | 1.53470 | ||
6 | 2022.10.11 13:00 | s/l | 1 | 0.10 | 1.52700 | 1.52700 | 1.53470 | 24.00 | 10024.00 |
7 | 2022.10.11 13:00 | s/l | 2 | 0.10 | 1.52700 | 1.52700 | 1.53470 | -13.02 | 10010.98 |
8 | 2022.10.19 11:00 | buy | 3 | 0.10 | 1.54939 | 0.00000 | 0.00000 | ||
9 | 2022.10.19 11:00 | modify | 3 | 0.10 | 1.54939 | 1.53839 | 1.56039 | ||
10 | 2022.10.20 10:00 | s/l | 3 | 0.10 | 1.53839 | 1.53839 | 1.56039 | -81.35 | 9929.63 |
11 | 2022.10.26 18:00 | sell | 4 | 0.10 | 1.57420 | 0.00000 | 0.00000 | ||
12 | 2022.10.26 18:00 | modify | 4 | 0.10 | 1.57420 | 1.58520 | 1.56320 | ||
13 | 2022.10.31 15:00 | sell | 5 | 0.10 | 1.56921 | 0.00000 | 0.00000 | ||
14 | 2022.10.31 15:00 | modify | 5 | 0.10 | 1.56921 | 1.57090 | 1.56320 | ||
15 | 2022.10.31 15:00 | modify | 4 | 0.10 | 1.57420 | 1.57090 | 1.56320 | ||
16 | 2022.10.31 16:00 | s/l | 4 | 0.10 | 1.57090 | 1.57090 | 1.56320 | 22.64 | 9952.27 |
17 | 2022.10.31 16:00 | s/l | 5 | 0.10 | 1.57090 | 1.57090 | 1.56320 | -12.43 | 9939.84 |
18 | 2022.10.31 22:00 | buy | 6 | 0.10 | 1.56205 | 0.00000 | 0.00000 | ||
19 | 2022.10.31 22:00 | modify | 6 | 0.10 | 1.56205 | 1.55105 | 1.57305 | ||
20 | 2022.11.01 14:00 | buy | 7 | 0.10 | 1.56887 | 0.00000 | 0.00000 | ||
21 | 2022.11.01 14:00 | modify | 7 | 0.10 | 1.56887 | 1.56480 | 1.57305 | ||
22 | 2022.11.01 14:00 | modify | 6 | 0.10 | 1.56205 | 1.56480 | 1.57305 | ||
23 | 2022.11.01 15:00 | s/l | 6 | 0.10 | 1.56480 | 1.56480 | 1.57305 | 20.09 | 9959.93 |
24 | 2022.11.01 15:00 | s/l | 7 | 0.10 | 1.56480 | 1.56480 | 1.57305 | -29.94 | 9929.99 |
25 | 2022.11.03 10:00 | buy | 8 | 0.10 | 1.54919 | 0.00000 | 0.00000 | ||
26 | 2022.11.03 10:00 | modify | 8 | 0.10 | 1.54919 | 1.53819 | 1.56019 | ||
27 | 2022.11.03 16:00 | s/l | 8 | 0.10 | 1.53819 | 1.53819 | 1.56019 | -80.91 | 9849.08 |
28 | 2022.11.09 18:00 | buy | 9 | 0.10 | 1.53364 | 0.00000 | 0.00000 | ||
29 | 2022.11.09 18:00 | modify | 9 | 0.10 | 1.53364 | 1.52264 | 1.54464 | ||
30 | 2022.11.10 02:00 | buy | 10 | 0.10 | 1.54096 | 0.00000 | 0.00000 | ||
31 | 2022.11.10 02:00 | modify | 10 | 0.10 | 1.54096 | 1.53804 | 1.54464 | ||
32 | 2022.11.10 02:00 | modify | 9 | 0.10 | 1.53364 | 1.53804 | 1.54464 | ||
33 | 2022.11.10 13:00 | t/p | 9 | 0.10 | 1.54464 | 1.53804 | 1.54464 | 80.49 | 9929.57 |
34 | 2022.11.10 13:00 | t/p | 10 | 0.10 | 1.54464 | 1.53804 | 1.54464 | 27.07 | 9956.64 |
35 | 2022.11.10 19:00 | sell | 11 | 0.10 | 1.55913 | 0.00000 | 0.00000 | ||
36 | 2022.11.10 19:00 | modify | 11 | 0.10 | 1.55913 | 1.57013 | 1.54813 | ||
37 | 2022.11.11 20:00 | s/l | 11 | 0.10 | 1.57013 | 1.57013 | 1.54813 | -81.24 | 9875.40 |
38 | 2022.12.01 11:00 | sell | 12 | 0.10 | 1.63037 | 0.00000 | 0.00000 | ||
39 | 2022.12.01 11:00 | modify | 12 | 0.10 | 1.63037 | 1.64137 | 1.61937 | ||
40 | 2022.12.01 14:00 | s/l | 12 | 0.10 | 1.64137 | 1.64137 | 1.61937 | -80.91 | 9794.49 |
41 | 2023.01.03 03:00 | sell | 13 | 0.10 | 1.63966 | 0.00000 | 0.00000 | ||
42 | 2023.01.03 03:00 | modify | 13 | 0.10 | 1.63966 | 1.65066 | 1.62866 | ||
43 | 2023.01.03 08:00 | t/p | 13 | 0.10 | 1.62866 | 1.65066 | 1.62866 | 80.92 | 9875.41 |
44 | 2023.01.18 19:00 | sell | 14 | 0.10 | 1.66263 | 0.00000 | 0.00000 | ||
45 | 2023.01.18 19:00 | modify | 14 | 0.10 | 1.66263 | 1.67363 | 1.65163 | ||
46 | 2023.01.23 14:00 | t/p | 14 | 0.10 | 1.65163 | 1.67363 | 1.65163 | 79.29 | 9954.70 |
47 | 2023.01.31 17:00 | buy | 15 | 0.10 | 1.64336 | 0.00000 | 0.00000 | ||
48 | 2023.01.31 17:00 | modify | 15 | 0.10 | 1.64336 | 1.63236 | 1.65436 | ||
49 | 2023.02.02 13:00 | s/l | 15 | 0.10 | 1.63236 | 1.63236 | 1.65436 | -81.49 | 9873.21 |
50 | 2023.02.03 21:00 | buy | 16 | 0.10 | 1.61526 | 0.00000 | 0.00000 | ||
51 | 2023.02.03 21:00 | modify | 16 | 0.10 | 1.61526 | 1.60426 | 1.62626 | ||
52 | 2023.02.08 13:00 | buy | 17 | 0.10 | 1.62021 | 0.00000 | 0.00000 | ||
53 | 2023.02.08 13:00 | modify | 17 | 0.10 | 1.62021 | 1.61856 | 1.62626 | ||
54 | 2023.02.08 13:00 | modify | 16 | 0.10 | 1.61526 | 1.61856 | 1.62626 | ||
55 | 2023.02.08 16:00 | s/l | 16 | 0.10 | 1.61856 | 1.61856 | 1.62626 | 23.85 | 9897.07 |
56 | 2023.02.08 16:00 | s/l | 17 | 0.10 | 1.61856 | 1.61856 | 1.62626 | -12.13 | 9884.94 |
57 | 2023.02.10 21:00 | buy | 18 | 0.10 | 1.60899 | 0.00000 | 0.00000 | ||
58 | 2023.02.10 21:00 | modify | 18 | 0.10 | 1.60899 | 1.59799 | 1.61999 | ||
59 | 2023.02.13 16:00 | t/p | 18 | 0.10 | 1.61999 | 1.59799 | 1.61999 | 80.78 | 9965.71 |
60 | 2023.02.21 15:00 | sell | 19 | 0.10 | 1.63207 | 0.00000 | 0.00000 | ||
61 | 2023.02.21 15:00 | modify | 19 | 0.10 | 1.63207 | 1.64307 | 1.62107 | ||
62 | 2023.02.23 12:00 | sell | 20 | 0.10 | 1.62706 | 0.00000 | 0.00000 | ||
63 | 2023.02.23 12:00 | modify | 20 | 0.10 | 1.62706 | 1.62877 | 1.62107 | ||
64 | 2023.02.23 12:00 | modify | 19 | 0.10 | 1.63207 | 1.62877 | 1.62107 | ||
65 | 2023.02.23 13:00 | s/l | 19 | 0.10 | 1.62877 | 1.62877 | 1.62107 | 22.97 | 9988.69 |
66 | 2023.02.23 13:00 | s/l | 20 | 0.10 | 1.62877 | 1.62877 | 1.62107 | -12.58 | 9976.11 |
67 | 2023.03.22 10:00 | sell | 21 | 0.10 | 1.68255 | 0.00000 | 0.00000 | ||
68 | 2023.03.22 10:00 | modify | 21 | 0.10 | 1.68255 | 1.69355 | 1.67155 | ||
69 | 2023.03.22 14:00 | sell | 22 | 0.10 | 1.67730 | 0.00000 | 0.00000 | ||
70 | 2023.03.22 14:00 | modify | 22 | 0.10 | 1.67730 | 1.67925 | 1.67155 | ||
71 | 2023.03.22 14:00 | modify | 21 | 0.10 | 1.68255 | 1.67925 | 1.67155 | ||
72 | 2023.03.22 15:00 | s/l | 21 | 0.10 | 1.67925 | 1.67925 | 1.67155 | 24.27 | 10000.38 |
73 | 2023.03.22 15:00 | s/l | 22 | 0.10 | 1.67925 | 1.67925 | 1.67155 | -14.35 | 9986.03 |
74 | 2023.05.01 18:00 | buy | 23 | 0.10 | 1.69148 | 0.00000 | 0.00000 | ||
75 | 2023.05.01 18:00 | modify | 23 | 0.10 | 1.69148 | 1.68048 | 1.70248 | ||
76 | 2023.05.02 15:00 | buy | 24 | 0.10 | 1.69812 | 0.00000 | 0.00000 | ||
77 | 2023.05.02 15:00 | modify | 24 | 0.10 | 1.69812 | 1.69423 | 1.70248 | ||
78 | 2023.05.02 15:00 | modify | 23 | 0.10 | 1.69148 | 1.69423 | 1.70248 | ||
79 | 2023.05.03 08:00 | t/p | 23 | 0.10 | 1.70248 | 1.69423 | 1.70248 | 80.64 | 10066.66 |
80 | 2023.05.03 08:00 | t/p | 24 | 0.10 | 1.70248 | 1.69423 | 1.70248 | 31.93 | 10098.59 |
81 | 2023.05.05 14:00 | buy | 25 | 0.10 | 1.69499 | 0.00000 | 0.00000 | ||
82 | 2023.05.05 14:00 | modify | 25 | 0.10 | 1.69499 | 1.68399 | 1.70599 | ||
83 | 2023.05.11 11:00 | s/l | 25 | 0.10 | 1.68399 | 1.68399 | 1.70599 | -81.76 | 10016.83 |
84 | 2023.05.19 17:00 | sell | 26 | 0.10 | 1.68263 | 0.00000 | 0.00000 | ||
85 | 2023.05.19 17:00 | modify | 26 | 0.10 | 1.68263 | 1.69363 | 1.67163 | ||
86 | 2023.05.22 17:00 | sell | 27 | 0.10 | 1.67766 | 0.00000 | 0.00000 | ||
87 | 2023.05.22 17:00 | modify | 27 | 0.10 | 1.67766 | 1.67933 | 1.67163 | ||
88 | 2023.05.22 17:00 | modify | 26 | 0.10 | 1.68263 | 1.67933 | 1.67163 | ||
89 | 2023.05.22 18:00 | s/l | 26 | 0.10 | 1.67933 | 1.67933 | 1.67163 | 23.94 | 10040.77 |
90 | 2023.05.22 18:00 | s/l | 27 | 0.10 | 1.67933 | 1.67933 | 1.67163 | -12.29 | 10028.48 |
91 | 2023.05.30 13:00 | sell | 28 | 0.10 | 1.68818 | 0.00000 | 0.00000 | ||
92 | 2023.05.30 13:00 | modify | 28 | 0.10 | 1.68818 | 1.69918 | 1.67718 | ||
93 | 2023.06.02 08:00 | sell | 29 | 0.10 | 1.68140 | 0.00000 | 0.00000 | ||
94 | 2023.06.02 08:00 | modify | 29 | 0.10 | 1.68140 | 1.68543 | 1.67718 | ||
95 | 2023.06.02 08:00 | modify | 28 | 0.10 | 1.68818 | 1.68543 | 1.67718 | ||
96 | 2023.06.02 16:00 | t/p | 28 | 0.10 | 1.67718 | 1.68543 | 1.67718 | 79.28 | 10107.76 |
97 | 2023.06.02 16:00 | t/p | 29 | 0.10 | 1.67718 | 1.68543 | 1.67718 | 31.04 | 10138.80 |
98 | 2023.07.18 18:00 | buy | 30 | 0.10 | 1.71972 | 0.00000 | 0.00000 | ||
99 | 2023.07.18 18:00 | modify | 30 | 0.10 | 1.71972 | 1.70872 | 1.73072 | ||
100 | 2023.07.19 07:00 | s/l | 30 | 0.10 | 1.70872 | 1.70872 | 1.73072 | -81.05 | 10057.75 |
101 | 2023.07.24 10:00 | buy | 31 | 0.10 | 1.69292 | 0.00000 | 0.00000 | ||
102 | 2023.07.24 10:00 | modify | 31 | 0.10 | 1.69292 | 1.68192 | 1.70392 | ||
103 | 2023.07.25 21:00 | buy | 32 | 0.10 | 1.69962 | 0.00000 | 0.00000 | ||
104 | 2023.07.25 21:00 | modify | 32 | 0.10 | 1.69962 | 1.69567 | 1.70392 | ||
105 | 2023.07.25 21:00 | modify | 31 | 0.10 | 1.69292 | 1.69567 | 1.70392 | ||
106 | 2023.07.25 22:00 | s/l | 31 | 0.10 | 1.69567 | 1.69567 | 1.70392 | 20.09 | 10077.84 |
107 | 2023.07.25 22:00 | s/l | 32 | 0.10 | 1.69567 | 1.69567 | 1.70392 | -29.05 | 10048.79 |
108 | 2023.08.02 15:00 | buy | 33 | 0.10 | 1.69321 | 0.00000 | 0.00000 | ||
109 | 2023.08.02 15:00 | modify | 33 | 0.10 | 1.69321 | 1.68221 | 1.70421 | ||
110 | 2023.08.04 03:00 | buy | 34 | 0.10 | 1.70047 | 0.00000 | 0.00000 | ||
111 | 2023.08.04 03:00 | modify | 34 | 0.10 | 1.70047 | 1.69761 | 1.70421 | ||
112 | 2023.08.04 03:00 | modify | 33 | 0.10 | 1.69321 | 1.69761 | 1.70421 | ||
113 | 2023.08.04 08:00 | s/l | 33 | 0.10 | 1.69761 | 1.69761 | 1.70421 | 31.80 | 10080.59 |
114 | 2023.08.04 08:00 | s/l | 34 | 0.10 | 1.69761 | 1.69761 | 1.70421 | -21.04 | 10059.55 |
115 | 2023.09.14 19:00 | buy | 35 | 0.10 | 1.67581 | 0.00000 | 0.00000 | ||
116 | 2023.09.14 19:00 | modify | 35 | 0.10 | 1.67581 | 1.66481 | 1.68681 | ||
117 | 2023.09.19 09:00 | s/l | 35 | 0.10 | 1.66481 | 1.66481 | 1.68681 | -81.35 | 9978.20 |
118 | 2023.09.29 17:00 | sell | 36 | 0.10 | 1.65303 | 0.00000 | 0.00000 | ||
119 | 2023.09.29 17:00 | modify | 36 | 0.10 | 1.65303 | 1.66403 | 1.64203 | ||
120 | 2023.09.29 20:59 | close at stop | 36 | 0.10 | 1.65666 | 1.66403 | 1.64203 | -26.70 | 9951.50 |