Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 23:59 (2022.10.01 - 2023.10.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=60; IT_TakeProfit=150; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; 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 | 2612 | Ticks modelled | 4223 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 365.47 | Gross profit | 1658.58 | Gross loss | -1293.11 |
Profit factor | 1.28 | Expected payoff | 7.78 | ||
Absolute drawdown | 490.77 | Maximal drawdown | 599.08 (5.93%) | Relative drawdown | 5.93% (599.08) |
Total trades | 47 | Short positions (won %) | 26 (23.08%) | Long positions (won %) | 21 (57.14%) |
Profit trades (% of total) | 18 (38.30%) | Loss trades (% of total) | 29 (61.70%) | ||
Largest | profit trade | 110.35 | loss trade | -47.07 | |
Average | profit trade | 92.14 | loss trade | -44.59 | |
Maximum | consecutive wins (profit in money) | 7 (582.66) | consecutive losses (loss in money) | 13 (-578.44) | |
Maximal | consecutive profit (count of wins) | 582.66 (7) | consecutive loss (count of losses) | -578.44 (13) | |
Average | consecutive wins | 3 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.06 16:00 | buy | 1 | 0.10 | 1.52896 | 0.00000 | 0.00000 | ||
2 | 2022.10.06 16:00 | modify | 1 | 0.10 | 1.52896 | 1.52296 | 1.54396 | ||
3 | 2022.10.07 16:00 | s/l | 1 | 0.10 | 1.52296 | 1.52296 | 1.54396 | -44.27 | 9955.73 |
4 | 2022.10.07 16:00 | buy | 2 | 0.10 | 1.52216 | 0.00000 | 0.00000 | ||
5 | 2022.10.07 16:00 | modify | 2 | 0.10 | 1.52216 | 1.51616 | 1.53716 | ||
6 | 2022.10.10 12:00 | s/l | 2 | 0.10 | 1.51616 | 1.51616 | 1.53716 | -44.28 | 9911.45 |
7 | 2022.10.11 16:00 | sell | 3 | 0.10 | 1.53381 | 0.00000 | 0.00000 | ||
8 | 2022.10.11 16:00 | modify | 3 | 0.10 | 1.53381 | 1.53981 | 1.51881 | ||
9 | 2022.10.11 20:00 | t/p | 3 | 0.10 | 1.51881 | 1.53981 | 1.51881 | 110.34 | 10021.79 |
10 | 2022.10.13 12:00 | sell | 4 | 0.10 | 1.55316 | 0.00000 | 0.00000 | ||
11 | 2022.10.13 12:00 | modify | 4 | 0.10 | 1.55316 | 1.55916 | 1.53816 | ||
12 | 2022.10.13 16:00 | s/l | 4 | 0.10 | 1.55916 | 1.55916 | 1.53816 | -44.13 | 9977.66 |
13 | 2022.10.17 16:00 | sell | 5 | 0.10 | 1.56763 | 0.00000 | 0.00000 | ||
14 | 2022.10.17 16:00 | modify | 5 | 0.10 | 1.56763 | 1.57363 | 1.55263 | ||
15 | 2022.10.18 08:00 | t/p | 5 | 0.10 | 1.55263 | 1.57363 | 1.55263 | 110.01 | 10087.67 |
16 | 2022.10.25 16:00 | sell | 6 | 0.10 | 1.56121 | 0.00000 | 0.00000 | ||
17 | 2022.10.25 16:00 | modify | 6 | 0.10 | 1.56121 | 1.56721 | 1.54621 | ||
18 | 2022.10.26 08:00 | s/l | 6 | 0.10 | 1.56721 | 1.56721 | 1.54621 | -44.47 | 10043.20 |
19 | 2022.11.03 12:00 | buy | 7 | 0.10 | 1.55132 | 0.00000 | 0.00000 | ||
20 | 2022.11.03 12:00 | modify | 7 | 0.10 | 1.55132 | 1.54532 | 1.56632 | ||
21 | 2022.11.03 16:00 | s/l | 7 | 0.10 | 1.54532 | 1.54532 | 1.56632 | -44.14 | 9999.06 |
22 | 2022.11.10 16:00 | sell | 8 | 0.10 | 1.55760 | 0.00000 | 0.00000 | ||
23 | 2022.11.10 16:00 | modify | 8 | 0.10 | 1.55760 | 1.56360 | 1.54260 | ||
24 | 2022.11.11 12:00 | s/l | 8 | 0.10 | 1.56360 | 1.56360 | 1.54260 | -44.46 | 9954.61 |
25 | 2022.11.15 12:00 | sell | 9 | 0.10 | 1.57711 | 0.00000 | 0.00000 | ||
26 | 2022.11.15 12:00 | modify | 9 | 0.10 | 1.57711 | 1.58311 | 1.56211 | ||
27 | 2022.11.15 16:00 | s/l | 9 | 0.10 | 1.58311 | 1.58311 | 1.56211 | -44.13 | 9910.48 |
28 | 2022.11.18 16:00 | sell | 10 | 0.10 | 1.59653 | 0.00000 | 0.00000 | ||
29 | 2022.11.18 16:00 | modify | 10 | 0.10 | 1.59653 | 1.60253 | 1.58153 | ||
30 | 2022.11.23 12:00 | s/l | 10 | 0.10 | 1.60253 | 1.60253 | 1.58153 | -45.11 | 9865.37 |
31 | 2022.11.23 12:00 | sell | 11 | 0.10 | 1.60112 | 0.00000 | 0.00000 | ||
32 | 2022.11.23 12:00 | modify | 11 | 0.10 | 1.60112 | 1.60712 | 1.58612 | ||
33 | 2022.11.23 16:00 | s/l | 11 | 0.10 | 1.60712 | 1.60712 | 1.58612 | -44.13 | 9821.24 |
34 | 2022.11.28 12:00 | sell | 12 | 0.10 | 1.62339 | 0.00000 | 0.00000 | ||
35 | 2022.11.28 12:00 | modify | 12 | 0.10 | 1.62339 | 1.62939 | 1.60839 | ||
36 | 2022.11.29 16:00 | s/l | 12 | 0.10 | 1.62939 | 1.62939 | 1.60839 | -44.46 | 9776.78 |
37 | 2022.11.29 16:00 | sell | 13 | 0.10 | 1.62862 | 0.00000 | 0.00000 | ||
38 | 2022.11.29 16:00 | modify | 13 | 0.10 | 1.62862 | 1.63462 | 1.61362 | ||
39 | 2022.11.29 20:00 | s/l | 13 | 0.10 | 1.63462 | 1.63462 | 1.61362 | -44.13 | 9732.65 |
40 | 2022.12.01 12:00 | sell | 14 | 0.10 | 1.63323 | 0.00000 | 0.00000 | ||
41 | 2022.12.01 12:00 | modify | 14 | 0.10 | 1.63323 | 1.63923 | 1.61823 | ||
42 | 2022.12.01 16:00 | s/l | 14 | 0.10 | 1.63923 | 1.63923 | 1.61823 | -44.13 | 9688.52 |
43 | 2022.12.06 16:00 | sell | 15 | 0.10 | 1.66754 | 0.00000 | 0.00000 | ||
44 | 2022.12.06 16:00 | modify | 15 | 0.10 | 1.66754 | 1.67354 | 1.65254 | ||
45 | 2022.12.09 16:00 | s/l | 15 | 0.10 | 1.67354 | 1.67354 | 1.65254 | -45.77 | 9642.75 |
46 | 2022.12.09 16:00 | sell | 16 | 0.10 | 1.67613 | 0.00000 | 0.00000 | ||
47 | 2022.12.09 16:00 | modify | 16 | 0.10 | 1.67613 | 1.68213 | 1.66113 | ||
48 | 2022.12.13 16:00 | s/l | 16 | 0.10 | 1.68213 | 1.68213 | 1.66113 | -44.78 | 9597.97 |
49 | 2022.12.13 16:00 | sell | 17 | 0.10 | 1.67841 | 0.00000 | 0.00000 | ||
50 | 2022.12.13 16:00 | modify | 17 | 0.10 | 1.67841 | 1.68441 | 1.66341 | ||
51 | 2022.12.14 16:00 | s/l | 17 | 0.10 | 1.68441 | 1.68441 | 1.66341 | -44.46 | 9553.51 |
52 | 2022.12.15 16:00 | buy | 18 | 0.10 | 1.66378 | 0.00000 | 0.00000 | ||
53 | 2022.12.15 16:00 | modify | 18 | 0.10 | 1.66378 | 1.65778 | 1.67878 | ||
54 | 2022.12.16 12:00 | s/l | 18 | 0.10 | 1.65778 | 1.65778 | 1.67878 | -44.28 | 9509.23 |
55 | 2022.12.27 16:00 | buy | 19 | 0.10 | 1.62278 | 0.00000 | 0.00000 | ||
56 | 2022.12.27 16:00 | modify | 19 | 0.10 | 1.62278 | 1.61678 | 1.63778 | ||
57 | 2022.12.28 12:00 | buy | 20 | 0.10 | 1.63198 | 0.00000 | 0.00000 | ||
58 | 2022.12.28 12:00 | modify | 20 | 0.10 | 1.63198 | 1.62653 | 1.63778 | ||
59 | 2022.12.28 12:00 | buy | 21 | 0.10 | 1.63198 | 0.00000 | 0.00000 | ||
60 | 2022.12.28 12:00 | modify | 21 | 0.10 | 1.63198 | 1.62803 | 1.63778 | ||
61 | 2022.12.28 12:00 | modify | 19 | 0.10 | 1.62278 | 1.62803 | 1.63778 | ||
62 | 2022.12.28 16:00 | t/p | 19 | 0.10 | 1.63778 | 1.62803 | 1.63778 | 110.20 | 9619.43 |
63 | 2022.12.28 16:00 | t/p | 20 | 0.10 | 1.63778 | 1.62653 | 1.63778 | 42.67 | 9662.10 |
64 | 2022.12.28 16:00 | t/p | 21 | 0.10 | 1.63778 | 1.62803 | 1.63778 | 42.67 | 9704.77 |
65 | 2023.01.03 12:00 | buy | 22 | 0.10 | 1.62647 | 0.00000 | 0.00000 | ||
66 | 2023.01.03 12:00 | modify | 22 | 0.10 | 1.62647 | 1.62047 | 1.64147 | ||
67 | 2023.01.03 16:00 | t/p | 22 | 0.10 | 1.64147 | 1.62047 | 1.64147 | 110.35 | 9815.12 |
68 | 2023.01.05 16:00 | buy | 23 | 0.10 | 1.61490 | 0.00000 | 0.00000 | ||
69 | 2023.01.05 16:00 | modify | 23 | 0.10 | 1.61490 | 1.60890 | 1.62990 | ||
70 | 2023.01.09 08:00 | t/p | 23 | 0.10 | 1.62990 | 1.60890 | 1.62990 | 110.06 | 9925.17 |
71 | 2023.01.18 12:00 | sell | 24 | 0.10 | 1.65417 | 0.00000 | 0.00000 | ||
72 | 2023.01.18 12:00 | modify | 24 | 0.10 | 1.65417 | 1.66017 | 1.63917 | ||
73 | 2023.01.18 16:00 | s/l | 24 | 0.10 | 1.66017 | 1.66017 | 1.63917 | -44.13 | 9881.04 |
74 | 2023.01.24 12:00 | buy | 25 | 0.10 | 1.64521 | 0.00000 | 0.00000 | ||
75 | 2023.01.24 12:00 | modify | 25 | 0.10 | 1.64521 | 1.63921 | 1.66021 | ||
76 | 2023.01.25 16:00 | t/p | 25 | 0.10 | 1.66021 | 1.63921 | 1.66021 | 110.20 | 9991.24 |
77 | 2023.01.31 16:00 | buy | 26 | 0.10 | 1.64253 | 0.00000 | 0.00000 | ||
78 | 2023.01.31 16:00 | modify | 26 | 0.10 | 1.64253 | 1.63653 | 1.65753 | ||
79 | 2023.02.02 12:00 | s/l | 26 | 0.10 | 1.63653 | 1.63653 | 1.65753 | -44.70 | 9946.54 |
80 | 2023.02.02 16:00 | buy | 27 | 0.10 | 1.63571 | 0.00000 | 0.00000 | ||
81 | 2023.02.02 16:00 | modify | 27 | 0.10 | 1.63571 | 1.62971 | 1.65071 | ||
82 | 2023.02.02 20:00 | s/l | 27 | 0.10 | 1.62971 | 1.62971 | 1.65071 | -44.13 | 9902.41 |
83 | 2023.02.09 16:00 | sell | 28 | 0.10 | 1.63245 | 0.00000 | 0.00000 | ||
84 | 2023.02.09 16:00 | modify | 28 | 0.10 | 1.63245 | 1.63845 | 1.61745 | ||
85 | 2023.02.10 16:00 | t/p | 28 | 0.10 | 1.61745 | 1.63845 | 1.61745 | 110.00 | 10012.41 |
86 | 2023.02.10 16:00 | buy | 29 | 0.10 | 1.61284 | 0.00000 | 0.00000 | ||
87 | 2023.02.10 16:00 | modify | 29 | 0.10 | 1.61284 | 1.60684 | 1.62784 | ||
88 | 2023.02.13 16:00 | buy | 30 | 0.10 | 1.61985 | 0.00000 | 0.00000 | ||
89 | 2023.02.13 16:00 | modify | 30 | 0.10 | 1.61985 | 1.61434 | 1.62784 | ||
90 | 2023.02.13 16:00 | modify | 29 | 0.10 | 1.61284 | 1.61434 | 1.62784 | ||
91 | 2023.02.14 12:00 | t/p | 29 | 0.10 | 1.62784 | 1.61434 | 1.62784 | 110.07 | 10122.48 |
92 | 2023.02.14 12:00 | t/p | 30 | 0.10 | 1.62784 | 1.61434 | 1.62784 | 58.64 | 10181.12 |
93 | 2023.02.14 12:00 | sell | 31 | 0.10 | 1.62817 | 0.00000 | 0.00000 | ||
94 | 2023.02.14 12:00 | modify | 31 | 0.10 | 1.62817 | 1.63417 | 1.61317 | ||
95 | 2023.02.15 16:00 | t/p | 31 | 0.10 | 1.61317 | 1.63417 | 1.61317 | 110.01 | 10291.13 |
96 | 2023.02.15 16:00 | buy | 32 | 0.10 | 1.61086 | 0.00000 | 0.00000 | ||
97 | 2023.02.15 16:00 | modify | 32 | 0.10 | 1.61086 | 1.60486 | 1.62586 | ||
98 | 2023.02.20 20:00 | buy | 33 | 0.10 | 1.62010 | 0.00000 | 0.00000 | ||
99 | 2023.02.20 20:00 | modify | 33 | 0.10 | 1.62010 | 1.61461 | 1.62586 | ||
100 | 2023.02.20 20:00 | buy | 34 | 0.10 | 1.62010 | 0.00000 | 0.00000 | ||
101 | 2023.02.20 20:00 | modify | 34 | 0.10 | 1.62010 | 1.61611 | 1.62586 | ||
102 | 2023.02.20 20:00 | modify | 32 | 0.10 | 1.61086 | 1.61611 | 1.62586 | ||
103 | 2023.02.21 00:00 | modify | 33 | 0.10 | 1.62010 | 1.61611 | 1.62586 | ||
104 | 2023.02.21 12:00 | t/p | 32 | 0.10 | 1.62586 | 1.61611 | 1.62586 | 109.49 | 10400.62 |
105 | 2023.02.21 12:00 | t/p | 33 | 0.10 | 1.62586 | 1.61611 | 1.62586 | 42.23 | 10442.85 |
106 | 2023.02.21 12:00 | t/p | 34 | 0.10 | 1.62586 | 1.61611 | 1.62586 | 42.23 | 10485.07 |
107 | 2023.02.21 12:00 | sell | 35 | 0.10 | 1.62920 | 0.00000 | 0.00000 | ||
108 | 2023.02.21 12:00 | modify | 35 | 0.10 | 1.62920 | 1.63520 | 1.61420 | ||
109 | 2023.02.21 16:00 | s/l | 35 | 0.10 | 1.63520 | 1.63520 | 1.61420 | -44.13 | 10440.94 |
110 | 2023.02.28 16:00 | sell | 36 | 0.10 | 1.64791 | 0.00000 | 0.00000 | ||
111 | 2023.02.28 16:00 | modify | 36 | 0.10 | 1.64791 | 1.65391 | 1.63291 | ||
112 | 2023.03.01 16:00 | t/p | 36 | 0.10 | 1.63291 | 1.65391 | 1.63291 | 110.00 | 10550.95 |
113 | 2023.04.04 12:00 | sell | 37 | 0.10 | 1.67661 | 0.00000 | 0.00000 | ||
114 | 2023.04.04 12:00 | modify | 37 | 0.10 | 1.67661 | 1.68261 | 1.66161 | ||
115 | 2023.04.04 16:00 | s/l | 37 | 0.10 | 1.68261 | 1.68261 | 1.66161 | -44.13 | 10506.82 |
116 | 2023.04.26 16:00 | sell | 38 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
117 | 2023.04.26 16:00 | modify | 38 | 0.10 | 1.69805 | 1.70405 | 1.68305 | ||
118 | 2023.04.28 08:00 | s/l | 38 | 0.10 | 1.70405 | 1.70405 | 1.68305 | -45.44 | 10461.38 |
119 | 2023.05.05 16:00 | buy | 39 | 0.10 | 1.69784 | 0.00000 | 0.00000 | ||
120 | 2023.05.05 16:00 | modify | 39 | 0.10 | 1.69784 | 1.69184 | 1.71284 | ||
121 | 2023.05.05 20:00 | s/l | 39 | 0.10 | 1.69184 | 1.69184 | 1.71284 | -44.13 | 10417.25 |
122 | 2023.05.19 16:00 | sell | 40 | 0.10 | 1.68318 | 0.00000 | 0.00000 | ||
123 | 2023.05.19 16:00 | modify | 40 | 0.10 | 1.68318 | 1.68918 | 1.66818 | ||
124 | 2023.05.30 12:00 | s/l | 40 | 0.10 | 1.68918 | 1.68918 | 1.66818 | -47.07 | 10370.19 |
125 | 2023.06.08 16:00 | sell | 41 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
126 | 2023.06.08 16:00 | modify | 41 | 0.10 | 1.67858 | 1.68458 | 1.66358 | ||
127 | 2023.06.14 16:00 | s/l | 41 | 0.10 | 1.68458 | 1.68458 | 1.66358 | -45.44 | 10324.75 |
128 | 2023.06.30 16:00 | sell | 42 | 0.10 | 1.68188 | 0.00000 | 0.00000 | ||
129 | 2023.06.30 16:00 | modify | 42 | 0.10 | 1.68188 | 1.68788 | 1.66688 | ||
130 | 2023.07.05 12:00 | s/l | 42 | 0.10 | 1.68788 | 1.68788 | 1.66688 | -45.12 | 10279.63 |
131 | 2023.07.13 16:00 | sell | 43 | 0.10 | 1.71905 | 0.00000 | 0.00000 | ||
132 | 2023.07.13 16:00 | modify | 43 | 0.10 | 1.71905 | 1.72505 | 1.70405 | ||
133 | 2023.07.14 16:00 | s/l | 43 | 0.10 | 1.72505 | 1.72505 | 1.70405 | -44.46 | 10235.17 |
134 | 2023.07.24 16:00 | buy | 44 | 0.10 | 1.68768 | 0.00000 | 0.00000 | ||
135 | 2023.07.24 16:00 | modify | 44 | 0.10 | 1.68768 | 1.68168 | 1.70268 | ||
136 | 2023.07.26 12:00 | t/p | 44 | 0.10 | 1.70268 | 1.68168 | 1.70268 | 110.07 | 10345.24 |
137 | 2023.07.26 16:00 | sell | 45 | 0.10 | 1.70909 | 0.00000 | 0.00000 | ||
138 | 2023.07.26 16:00 | modify | 45 | 0.10 | 1.70909 | 1.71509 | 1.69409 | ||
139 | 2023.07.27 16:00 | t/p | 45 | 0.10 | 1.69409 | 1.71509 | 1.69409 | 109.35 | 10454.59 |
140 | 2023.08.23 12:00 | buy | 46 | 0.10 | 1.71412 | 0.00000 | 0.00000 | ||
141 | 2023.08.23 12:00 | modify | 46 | 0.10 | 1.71412 | 1.70812 | 1.72912 | ||
142 | 2023.08.25 04:00 | s/l | 46 | 0.10 | 1.70812 | 1.70812 | 1.72912 | -44.70 | 10409.89 |
143 | 2023.09.14 16:00 | buy | 47 | 0.10 | 1.67690 | 0.00000 | 0.00000 | ||
144 | 2023.09.14 16:00 | modify | 47 | 0.10 | 1.67690 | 1.67090 | 1.69190 | ||
145 | 2023.09.18 16:00 | s/l | 47 | 0.10 | 1.67090 | 1.67090 | 1.69190 | -44.42 | 10365.47 |