Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=100; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 7236 | Ticks modelled | 13471 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1457.62 | Gross profit | 2385.57 | Gross loss | -927.95 |
Profit factor | 2.57 | Expected payoff | 33.13 | ||
Absolute drawdown | 100.36 | Maximal drawdown | 257.43 (2.34%) | Relative drawdown | 2.34% (257.43) |
Total trades | 44 | Short positions (won %) | 17 (47.06%) | Long positions (won %) | 27 (55.56%) |
Profit trades (% of total) | 23 (52.27%) | Loss trades (% of total) | 21 (47.73%) | ||
Largest | profit trade | 150.00 | loss trade | -102.33 | |
Average | profit trade | 103.72 | loss trade | -44.19 | |
Maximum | consecutive wins (profit in money) | 5 (515.61) | consecutive losses (loss in money) | 4 (-146.14) | |
Maximal | consecutive profit (count of wins) | 515.61 (5) | consecutive loss (count of losses) | -146.14 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.06 17:00 | buy | 1 | 0.10 | 1.11466 | 0.00000 | 0.00000 | ||
2 | 2022.10.06 17:00 | modify | 1 | 0.10 | 1.11466 | 1.10466 | 1.12966 | ||
3 | 2022.10.10 09:00 | s/l | 1 | 0.10 | 1.10466 | 1.10466 | 1.12966 | -100.36 | 9899.64 |
4 | 2022.10.11 17:00 | sell | 2 | 0.10 | 1.11608 | 0.00000 | 0.00000 | ||
5 | 2022.10.11 17:00 | modify | 2 | 0.10 | 1.11608 | 1.12608 | 1.10108 | ||
6 | 2022.10.11 20:00 | t/p | 2 | 0.10 | 1.10108 | 1.12608 | 1.10108 | 150.00 | 10049.64 |
7 | 2022.10.17 16:00 | sell | 3 | 0.10 | 1.14246 | 0.00000 | 0.00000 | ||
8 | 2022.10.17 16:00 | modify | 3 | 0.10 | 1.14246 | 1.15246 | 1.12746 | ||
9 | 2022.10.17 20:00 | sell | 4 | 0.10 | 1.13487 | 0.00000 | 0.00000 | ||
10 | 2022.10.17 20:00 | modify | 4 | 0.10 | 1.13487 | 1.13946 | 1.12746 | ||
11 | 2022.10.17 20:00 | sell | 5 | 0.10 | 1.13487 | 0.00000 | 0.00000 | ||
12 | 2022.10.17 20:00 | modify | 5 | 0.10 | 1.13487 | 1.13646 | 1.12746 | ||
13 | 2022.10.17 20:00 | sell | 6 | 0.10 | 1.13487 | 0.00000 | 0.00000 | ||
14 | 2022.10.17 20:00 | modify | 6 | 0.10 | 1.13487 | 1.13646 | 1.12746 | ||
15 | 2022.10.17 20:00 | modify | 3 | 0.10 | 1.14246 | 1.13646 | 1.12746 | ||
16 | 2022.10.17 21:00 | s/l | 3 | 0.10 | 1.13646 | 1.13646 | 1.12746 | 60.00 | 10109.64 |
17 | 2022.10.17 21:00 | s/l | 5 | 0.10 | 1.13646 | 1.13646 | 1.12746 | -15.90 | 10093.74 |
18 | 2022.10.17 21:00 | s/l | 6 | 0.10 | 1.13646 | 1.13646 | 1.12746 | -15.90 | 10077.84 |
19 | 2022.10.17 21:00 | close | 4 | 0.10 | 1.13625 | 1.13946 | 1.12746 | -13.80 | 10064.04 |
20 | 2022.10.19 08:00 | buy | 7 | 0.10 | 1.12803 | 0.00000 | 0.00000 | ||
21 | 2022.10.19 08:00 | modify | 7 | 0.10 | 1.12803 | 1.11803 | 1.14303 | ||
22 | 2022.10.20 09:00 | s/l | 7 | 0.10 | 1.11803 | 1.11803 | 1.14303 | -100.54 | 9963.51 |
23 | 2022.10.21 11:00 | buy | 8 | 0.10 | 1.11251 | 0.00000 | 0.00000 | ||
24 | 2022.10.21 11:00 | modify | 8 | 0.10 | 1.11251 | 1.10251 | 1.12751 | ||
25 | 2022.10.21 16:00 | t/p | 8 | 0.10 | 1.12751 | 1.10251 | 1.12751 | 150.00 | 10113.51 |
26 | 2022.11.03 14:00 | buy | 9 | 0.10 | 1.11790 | 0.00000 | 0.00000 | ||
27 | 2022.11.03 14:00 | modify | 9 | 0.10 | 1.11790 | 1.10790 | 1.13290 | ||
28 | 2022.11.04 15:00 | t/p | 9 | 0.10 | 1.13290 | 1.10790 | 1.13290 | 149.82 | 10263.33 |
29 | 2023.01.03 10:00 | buy | 10 | 0.10 | 1.19262 | 0.00000 | 0.00000 | ||
30 | 2023.01.03 10:00 | modify | 10 | 0.10 | 1.19262 | 1.18262 | 1.20762 | ||
31 | 2023.01.04 09:00 | t/p | 10 | 0.10 | 1.20762 | 1.18262 | 1.20762 | 149.82 | 10413.15 |
32 | 2023.01.18 13:00 | sell | 11 | 0.10 | 1.23690 | 0.00000 | 0.00000 | ||
33 | 2023.01.18 13:00 | modify | 11 | 0.10 | 1.23690 | 1.24690 | 1.22190 | ||
34 | 2023.02.02 13:00 | sell | 12 | 0.10 | 1.22919 | 0.00000 | 0.00000 | ||
35 | 2023.02.02 13:00 | modify | 12 | 0.10 | 1.22919 | 1.23390 | 1.22190 | ||
36 | 2023.02.02 13:00 | sell | 13 | 0.10 | 1.22919 | 0.00000 | 0.00000 | ||
37 | 2023.02.02 13:00 | modify | 13 | 0.10 | 1.22919 | 1.23090 | 1.22190 | ||
38 | 2023.02.02 13:00 | sell | 14 | 0.10 | 1.22919 | 0.00000 | 0.00000 | ||
39 | 2023.02.02 13:00 | modify | 14 | 0.10 | 1.22919 | 1.23090 | 1.22190 | ||
40 | 2023.02.02 13:00 | modify | 11 | 0.10 | 1.23690 | 1.23090 | 1.22190 | ||
41 | 2023.02.02 14:00 | s/l | 11 | 0.10 | 1.23090 | 1.23090 | 1.22190 | 59.20 | 10472.35 |
42 | 2023.02.02 14:00 | s/l | 13 | 0.10 | 1.23090 | 1.23090 | 1.22190 | -17.10 | 10455.25 |
43 | 2023.02.02 14:00 | s/l | 14 | 0.10 | 1.23090 | 1.23090 | 1.22190 | -17.10 | 10438.15 |
44 | 2023.02.02 14:00 | close | 12 | 0.10 | 1.23037 | 1.23390 | 1.22190 | -11.80 | 10426.35 |
45 | 2023.02.09 12:00 | sell | 15 | 0.10 | 1.21475 | 0.00000 | 0.00000 | ||
46 | 2023.02.09 12:00 | modify | 15 | 0.10 | 1.21475 | 1.22475 | 1.19975 | ||
47 | 2023.02.14 14:00 | s/l | 15 | 0.10 | 1.22475 | 1.22475 | 1.19975 | -100.14 | 10326.21 |
48 | 2023.02.14 14:00 | sell | 16 | 0.10 | 1.22093 | 0.00000 | 0.00000 | ||
49 | 2023.02.14 14:00 | modify | 16 | 0.10 | 1.22093 | 1.23093 | 1.20593 | ||
50 | 2023.02.15 12:00 | t/p | 16 | 0.10 | 1.20593 | 1.23093 | 1.20593 | 149.95 | 10476.16 |
51 | 2023.02.15 16:00 | buy | 17 | 0.10 | 1.20050 | 0.00000 | 0.00000 | ||
52 | 2023.02.15 16:00 | modify | 17 | 0.10 | 1.20050 | 1.19050 | 1.21550 | ||
53 | 2023.02.22 10:00 | buy | 18 | 0.10 | 1.20802 | 0.00000 | 0.00000 | ||
54 | 2023.02.22 10:00 | modify | 18 | 0.10 | 1.20802 | 1.20350 | 1.21550 | ||
55 | 2023.02.22 10:00 | buy | 19 | 0.10 | 1.20802 | 0.00000 | 0.00000 | ||
56 | 2023.02.22 10:00 | modify | 19 | 0.10 | 1.20802 | 1.20650 | 1.21550 | ||
57 | 2023.02.22 10:00 | buy | 20 | 0.10 | 1.20802 | 0.00000 | 0.00000 | ||
58 | 2023.02.22 10:00 | modify | 20 | 0.10 | 1.20802 | 1.20650 | 1.21550 | ||
59 | 2023.02.22 10:00 | modify | 17 | 0.10 | 1.20050 | 1.20650 | 1.21550 | ||
60 | 2023.02.22 11:00 | s/l | 17 | 0.10 | 1.20650 | 1.20650 | 1.21550 | 58.75 | 10534.91 |
61 | 2023.02.22 11:00 | s/l | 19 | 0.10 | 1.20650 | 1.20650 | 1.21550 | -15.20 | 10519.71 |
62 | 2023.02.22 11:00 | s/l | 20 | 0.10 | 1.20650 | 1.20650 | 1.21550 | -15.20 | 10504.51 |
63 | 2023.02.22 11:00 | close | 18 | 0.10 | 1.20814 | 1.20350 | 1.21550 | 1.20 | 10505.71 |
64 | 2023.02.24 17:00 | buy | 21 | 0.10 | 1.19480 | 0.00000 | 0.00000 | ||
65 | 2023.02.24 17:00 | modify | 21 | 0.10 | 1.19480 | 1.18480 | 1.20980 | ||
66 | 2023.02.27 15:00 | buy | 22 | 0.10 | 1.20237 | 0.00000 | 0.00000 | ||
67 | 2023.02.27 15:00 | modify | 22 | 0.10 | 1.20237 | 1.19780 | 1.20980 | ||
68 | 2023.02.27 15:00 | buy | 23 | 0.10 | 1.20237 | 0.00000 | 0.00000 | ||
69 | 2023.02.27 15:00 | modify | 23 | 0.10 | 1.20237 | 1.20080 | 1.20980 | ||
70 | 2023.02.27 15:00 | buy | 24 | 0.10 | 1.20237 | 0.00000 | 0.00000 | ||
71 | 2023.02.27 15:00 | modify | 24 | 0.10 | 1.20237 | 1.20080 | 1.20980 | ||
72 | 2023.02.27 15:00 | modify | 21 | 0.10 | 1.19480 | 1.20080 | 1.20980 | ||
73 | 2023.02.27 16:00 | modify | 22 | 0.10 | 1.20237 | 1.20080 | 1.20980 | ||
74 | 2023.02.28 11:00 | t/p | 21 | 0.10 | 1.20980 | 1.20080 | 1.20980 | 149.64 | 10655.35 |
75 | 2023.02.28 11:00 | t/p | 22 | 0.10 | 1.20980 | 1.20080 | 1.20980 | 74.12 | 10729.47 |
76 | 2023.02.28 11:00 | t/p | 23 | 0.10 | 1.20980 | 1.20080 | 1.20980 | 74.12 | 10803.59 |
77 | 2023.02.28 11:00 | t/p | 24 | 0.10 | 1.20980 | 1.20080 | 1.20980 | 74.12 | 10877.71 |
78 | 2023.03.13 17:00 | sell | 25 | 0.10 | 1.21579 | 0.00000 | 0.00000 | ||
79 | 2023.03.13 17:00 | modify | 25 | 0.10 | 1.21579 | 1.22579 | 1.20079 | ||
80 | 2023.03.20 14:00 | s/l | 25 | 0.10 | 1.22579 | 1.22579 | 1.20079 | -100.33 | 10777.38 |
81 | 2023.04.04 11:00 | sell | 26 | 0.10 | 1.25038 | 0.00000 | 0.00000 | ||
82 | 2023.04.04 11:00 | modify | 26 | 0.10 | 1.25038 | 1.26038 | 1.23538 | ||
83 | 2023.04.10 13:00 | t/p | 26 | 0.10 | 1.23538 | 1.26038 | 1.23538 | 149.72 | 10927.10 |
84 | 2023.04.10 14:00 | buy | 27 | 0.10 | 1.23579 | 0.00000 | 0.00000 | ||
85 | 2023.04.10 14:00 | modify | 27 | 0.10 | 1.23579 | 1.22579 | 1.25079 | ||
86 | 2023.04.11 13:00 | buy | 28 | 0.10 | 1.24343 | 0.00000 | 0.00000 | ||
87 | 2023.04.11 13:00 | modify | 28 | 0.10 | 1.24343 | 1.23879 | 1.25079 | ||
88 | 2023.04.11 13:00 | buy | 29 | 0.10 | 1.24343 | 0.00000 | 0.00000 | ||
89 | 2023.04.11 13:00 | modify | 29 | 0.10 | 1.24343 | 1.24179 | 1.25079 | ||
90 | 2023.04.11 13:00 | buy | 30 | 0.10 | 1.24343 | 0.00000 | 0.00000 | ||
91 | 2023.04.11 13:00 | modify | 30 | 0.10 | 1.24343 | 1.24179 | 1.25079 | ||
92 | 2023.04.11 13:00 | modify | 27 | 0.10 | 1.23579 | 1.24179 | 1.25079 | ||
93 | 2023.04.11 14:00 | modify | 28 | 0.10 | 1.24343 | 1.24179 | 1.25079 | ||
94 | 2023.04.11 16:00 | s/l | 27 | 0.10 | 1.24179 | 1.24179 | 1.25079 | 59.82 | 10986.92 |
95 | 2023.04.11 16:00 | s/l | 28 | 0.10 | 1.24179 | 1.24179 | 1.25079 | -16.40 | 10970.52 |
96 | 2023.04.11 16:00 | s/l | 29 | 0.10 | 1.24179 | 1.24179 | 1.25079 | -16.40 | 10954.12 |
97 | 2023.04.11 16:00 | s/l | 30 | 0.10 | 1.24179 | 1.24179 | 1.25079 | -16.40 | 10937.72 |
98 | 2023.05.17 09:00 | buy | 31 | 0.10 | 1.24299 | 0.00000 | 0.00000 | ||
99 | 2023.05.17 09:00 | modify | 31 | 0.10 | 1.24299 | 1.23299 | 1.25799 | ||
100 | 2023.05.17 17:00 | buy | 32 | 0.10 | 1.25070 | 0.00000 | 0.00000 | ||
101 | 2023.05.17 17:00 | modify | 32 | 0.10 | 1.25070 | 1.24599 | 1.25799 | ||
102 | 2023.05.17 17:00 | buy | 33 | 0.10 | 1.25070 | 0.00000 | 0.00000 | ||
103 | 2023.05.17 17:00 | modify | 33 | 0.10 | 1.25070 | 1.24899 | 1.25799 | ||
104 | 2023.05.17 17:00 | buy | 34 | 0.10 | 1.25070 | 0.00000 | 0.00000 | ||
105 | 2023.05.17 17:00 | modify | 34 | 0.10 | 1.25070 | 1.24899 | 1.25799 | ||
106 | 2023.05.17 17:00 | modify | 31 | 0.10 | 1.24299 | 1.24899 | 1.25799 | ||
107 | 2023.05.17 18:00 | modify | 32 | 0.10 | 1.25070 | 1.24899 | 1.25799 | ||
108 | 2023.05.17 19:00 | s/l | 31 | 0.10 | 1.24899 | 1.24899 | 1.25799 | 60.00 | 10997.72 |
109 | 2023.05.17 19:00 | s/l | 32 | 0.10 | 1.24899 | 1.24899 | 1.25799 | -17.10 | 10980.62 |
110 | 2023.05.17 19:00 | s/l | 33 | 0.10 | 1.24899 | 1.24899 | 1.25799 | -17.10 | 10963.52 |
111 | 2023.05.17 19:00 | s/l | 34 | 0.10 | 1.24899 | 1.24899 | 1.25799 | -17.10 | 10946.42 |
112 | 2023.06.01 17:00 | sell | 35 | 0.10 | 1.25324 | 0.00000 | 0.00000 | ||
113 | 2023.06.01 17:00 | modify | 35 | 0.10 | 1.25324 | 1.26324 | 1.23824 | ||
114 | 2023.06.05 12:00 | t/p | 35 | 0.10 | 1.23824 | 1.26324 | 1.23824 | 149.91 | 11096.33 |
115 | 2023.06.12 17:00 | buy | 36 | 0.10 | 1.24970 | 0.00000 | 0.00000 | ||
116 | 2023.06.12 17:00 | modify | 36 | 0.10 | 1.24970 | 1.23970 | 1.26470 | ||
117 | 2023.06.13 12:00 | buy | 37 | 0.10 | 1.25748 | 0.00000 | 0.00000 | ||
118 | 2023.06.13 12:00 | modify | 37 | 0.10 | 1.25748 | 1.25270 | 1.26470 | ||
119 | 2023.06.13 12:00 | buy | 38 | 0.10 | 1.25748 | 0.00000 | 0.00000 | ||
120 | 2023.06.13 12:00 | modify | 38 | 0.10 | 1.25748 | 1.25570 | 1.26470 | ||
121 | 2023.06.13 12:00 | buy | 39 | 0.10 | 1.25748 | 0.00000 | 0.00000 | ||
122 | 2023.06.13 12:00 | modify | 39 | 0.10 | 1.25748 | 1.25570 | 1.26470 | ||
123 | 2023.06.13 12:00 | modify | 36 | 0.10 | 1.24970 | 1.25570 | 1.26470 | ||
124 | 2023.06.13 13:00 | modify | 37 | 0.10 | 1.25748 | 1.25570 | 1.26470 | ||
125 | 2023.06.14 11:00 | t/p | 36 | 0.10 | 1.26470 | 1.25570 | 1.26470 | 149.64 | 11245.97 |
126 | 2023.06.14 11:00 | t/p | 37 | 0.10 | 1.26470 | 1.25570 | 1.26470 | 72.02 | 11317.99 |
127 | 2023.06.14 11:00 | t/p | 38 | 0.10 | 1.26470 | 1.25570 | 1.26470 | 72.02 | 11390.01 |
128 | 2023.06.14 11:00 | t/p | 39 | 0.10 | 1.26470 | 1.25570 | 1.26470 | 72.02 | 11462.03 |
129 | 2023.06.30 16:00 | sell | 40 | 0.10 | 1.27085 | 0.00000 | 0.00000 | ||
130 | 2023.06.30 16:00 | modify | 40 | 0.10 | 1.27085 | 1.28085 | 1.25585 | ||
131 | 2023.07.07 13:00 | s/l | 40 | 0.10 | 1.28085 | 1.28085 | 1.25585 | -100.33 | 11361.70 |
132 | 2023.07.13 11:00 | sell | 41 | 0.10 | 1.30665 | 0.00000 | 0.00000 | ||
133 | 2023.07.13 11:00 | modify | 41 | 0.10 | 1.30665 | 1.31665 | 1.29165 | ||
134 | 2023.07.19 12:00 | t/p | 41 | 0.10 | 1.29165 | 1.31665 | 1.29165 | 149.81 | 11511.52 |
135 | 2023.07.20 14:00 | buy | 42 | 0.10 | 1.28770 | 0.00000 | 0.00000 | ||
136 | 2023.07.20 14:00 | modify | 42 | 0.10 | 1.28770 | 1.27770 | 1.30270 | ||
137 | 2023.07.28 05:00 | s/l | 42 | 0.10 | 1.27770 | 1.27770 | 1.30270 | -101.43 | 11410.08 |
138 | 2023.07.28 13:00 | sell | 43 | 0.10 | 1.28689 | 0.00000 | 0.00000 | ||
139 | 2023.07.28 13:00 | modify | 43 | 0.10 | 1.28689 | 1.29689 | 1.27189 | ||
140 | 2023.08.02 14:00 | t/p | 43 | 0.10 | 1.27189 | 1.29689 | 1.27189 | 149.86 | 11559.94 |
141 | 2023.08.23 13:00 | buy | 44 | 0.10 | 1.26334 | 0.00000 | 0.00000 | ||
142 | 2023.08.23 13:00 | modify | 44 | 0.10 | 1.26334 | 1.25334 | 1.27834 | ||
143 | 2023.09.05 09:00 | s/l | 44 | 0.10 | 1.25334 | 1.25334 | 1.27834 | -102.33 | 11457.62 |