Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
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=8; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 7261 | Ticks modelled | 13520 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 624.44 | Gross profit | 1150.95 | Gross loss | -526.51 |
Profit factor | 2.19 | Expected payoff | 24.02 | ||
Absolute drawdown | 162.33 | Maximal drawdown | 314.57 (2.93%) | Relative drawdown | 2.93% (314.57) |
Total trades | 26 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 11 (81.82%) |
Profit trades (% of total) | 17 (65.38%) | Loss trades (% of total) | 9 (34.62%) | ||
Largest | profit trade | 110.54 | loss trade | -83.85 | |
Average | profit trade | 67.70 | loss trade | -58.50 | |
Maximum | consecutive wins (profit in money) | 7 (559.14) | consecutive losses (loss in money) | 3 (-129.08) | |
Maximal | consecutive profit (count of wins) | 559.14 (7) | consecutive loss (count of losses) | -162.33 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.01 13:00 | sell | 1 | 0.10 | 1.63778 | 0.00000 | 0.00000 | ||
2 | 2022.12.01 13:00 | modify | 1 | 0.10 | 1.63778 | 1.64878 | 1.62278 | ||
3 | 2022.12.01 15:00 | s/l | 1 | 0.10 | 1.64878 | 1.64878 | 1.62278 | -80.92 | 9919.08 |
4 | 2022.12.15 16:00 | buy | 2 | 0.10 | 1.66378 | 0.00000 | 0.00000 | ||
5 | 2022.12.15 16:00 | modify | 2 | 0.10 | 1.66378 | 1.65278 | 1.67878 | ||
6 | 2022.12.20 10:00 | s/l | 2 | 0.10 | 1.65278 | 1.65278 | 1.67878 | -81.41 | 9837.67 |
7 | 2023.01.03 09:00 | buy | 3 | 0.10 | 1.62203 | 0.00000 | 0.00000 | ||
8 | 2023.01.03 09:00 | modify | 3 | 0.10 | 1.62203 | 1.61103 | 1.63703 | ||
9 | 2023.01.03 14:00 | t/p | 3 | 0.10 | 1.63703 | 1.61103 | 1.63703 | 110.54 | 9948.21 |
10 | 2023.01.03 14:00 | sell | 4 | 0.10 | 1.63912 | 0.00000 | 0.00000 | ||
11 | 2023.01.03 14:00 | modify | 4 | 0.10 | 1.63912 | 1.65012 | 1.62412 | ||
12 | 2023.01.04 23:00 | t/p | 4 | 0.10 | 1.62412 | 1.65012 | 1.62412 | 110.03 | 10058.23 |
13 | 2023.01.05 14:00 | buy | 5 | 0.10 | 1.61363 | 0.00000 | 0.00000 | ||
14 | 2023.01.05 14:00 | modify | 5 | 0.10 | 1.61363 | 1.60263 | 1.62863 | ||
15 | 2023.01.06 18:00 | buy | 6 | 0.10 | 1.62497 | 0.00000 | 0.00000 | ||
16 | 2023.01.06 18:00 | modify | 6 | 0.10 | 1.62497 | 1.62188 | 1.62863 | ||
17 | 2023.01.06 18:00 | modify | 5 | 0.10 | 1.61363 | 1.62188 | 1.62863 | ||
18 | 2023.01.09 01:00 | t/p | 5 | 0.10 | 1.62863 | 1.62188 | 1.62863 | 110.31 | 10168.54 |
19 | 2023.01.09 01:00 | t/p | 6 | 0.10 | 1.62863 | 1.62188 | 1.62863 | 26.85 | 10195.39 |
20 | 2023.01.24 13:00 | buy | 7 | 0.10 | 1.64166 | 0.00000 | 0.00000 | ||
21 | 2023.01.24 13:00 | modify | 7 | 0.10 | 1.64166 | 1.63066 | 1.65666 | ||
22 | 2023.01.25 00:00 | buy | 8 | 0.10 | 1.64933 | 0.00000 | 0.00000 | ||
23 | 2023.01.25 00:00 | modify | 8 | 0.10 | 1.64933 | 1.64316 | 1.65666 | ||
24 | 2023.01.25 00:00 | modify | 7 | 0.10 | 1.64166 | 1.64316 | 1.65666 | ||
25 | 2023.01.25 16:00 | t/p | 7 | 0.10 | 1.65666 | 1.64316 | 1.65666 | 110.41 | 10305.80 |
26 | 2023.01.25 16:00 | t/p | 8 | 0.10 | 1.65666 | 1.64316 | 1.65666 | 54.01 | 10359.81 |
27 | 2023.01.25 17:00 | sell | 9 | 0.10 | 1.65931 | 0.00000 | 0.00000 | ||
28 | 2023.01.25 17:00 | modify | 9 | 0.10 | 1.65931 | 1.67031 | 1.64431 | ||
29 | 2023.01.27 07:00 | sell | 10 | 0.10 | 1.65016 | 0.00000 | 0.00000 | ||
30 | 2023.01.27 07:00 | modify | 10 | 0.10 | 1.65016 | 1.65406 | 1.64431 | ||
31 | 2023.01.27 07:00 | modify | 9 | 0.10 | 1.65931 | 1.65406 | 1.64431 | ||
32 | 2023.01.30 08:00 | sell | 11 | 0.10 | 1.65154 | 0.00000 | 0.00000 | ||
33 | 2023.01.30 08:00 | modify | 11 | 0.10 | 1.65154 | 1.65781 | 1.64431 | ||
34 | 2023.01.30 09:00 | modify | 11 | 0.10 | 1.65154 | 1.65406 | 1.64431 | ||
35 | 2023.01.30 11:00 | s/l | 9 | 0.10 | 1.65406 | 1.65406 | 1.64431 | 37.00 | 10396.81 |
36 | 2023.01.30 11:00 | s/l | 10 | 0.10 | 1.65406 | 1.65406 | 1.64431 | -29.01 | 10367.79 |
37 | 2023.01.30 11:00 | s/l | 11 | 0.10 | 1.65406 | 1.65406 | 1.64431 | -18.54 | 10349.25 |
38 | 2023.01.31 16:00 | buy | 12 | 0.10 | 1.64253 | 0.00000 | 0.00000 | ||
39 | 2023.01.31 16:00 | modify | 12 | 0.10 | 1.64253 | 1.63153 | 1.65753 | ||
40 | 2023.02.02 17:00 | s/l | 12 | 0.10 | 1.63153 | 1.63153 | 1.65753 | -81.53 | 10267.73 |
41 | 2023.02.03 16:00 | buy | 13 | 0.10 | 1.61850 | 0.00000 | 0.00000 | ||
42 | 2023.02.03 16:00 | modify | 13 | 0.10 | 1.61850 | 1.60750 | 1.63350 | ||
43 | 2023.02.09 10:00 | buy | 14 | 0.10 | 1.62776 | 0.00000 | 0.00000 | ||
44 | 2023.02.09 10:00 | modify | 14 | 0.10 | 1.62776 | 1.62375 | 1.63350 | ||
45 | 2023.02.09 10:00 | modify | 13 | 0.10 | 1.61850 | 1.62375 | 1.63350 | ||
46 | 2023.02.09 16:00 | t/p | 13 | 0.10 | 1.63350 | 1.62375 | 1.63350 | 109.84 | 10377.56 |
47 | 2023.02.09 16:00 | t/p | 14 | 0.10 | 1.63350 | 1.62375 | 1.63350 | 42.30 | 10419.86 |
48 | 2023.02.10 16:00 | buy | 15 | 0.10 | 1.61284 | 0.00000 | 0.00000 | ||
49 | 2023.02.10 16:00 | modify | 15 | 0.10 | 1.61284 | 1.60184 | 1.62784 | ||
50 | 2023.02.14 00:00 | buy | 16 | 0.10 | 1.62059 | 0.00000 | 0.00000 | ||
51 | 2023.02.14 00:00 | modify | 16 | 0.10 | 1.62059 | 1.61434 | 1.62784 | ||
52 | 2023.02.14 00:00 | modify | 15 | 0.10 | 1.61284 | 1.61434 | 1.62784 | ||
53 | 2023.02.14 12:00 | t/p | 15 | 0.10 | 1.62784 | 1.61434 | 1.62784 | 110.31 | 10530.17 |
54 | 2023.02.14 12:00 | t/p | 16 | 0.10 | 1.62784 | 1.61434 | 1.62784 | 53.43 | 10583.60 |
55 | 2023.02.21 16:00 | sell | 17 | 0.10 | 1.63865 | 0.00000 | 0.00000 | ||
56 | 2023.02.21 16:00 | modify | 17 | 0.10 | 1.63865 | 1.64965 | 1.62365 | ||
57 | 2023.02.23 08:00 | sell | 18 | 0.10 | 1.63105 | 0.00000 | 0.00000 | ||
58 | 2023.02.23 08:00 | modify | 18 | 0.10 | 1.63105 | 1.63715 | 1.62365 | ||
59 | 2023.02.23 08:00 | modify | 17 | 0.10 | 1.63865 | 1.63715 | 1.62365 | ||
60 | 2023.02.23 18:00 | sell | 19 | 0.10 | 1.62739 | 0.00000 | 0.00000 | ||
61 | 2023.02.23 18:00 | modify | 19 | 0.10 | 1.62739 | 1.63040 | 1.62365 | ||
62 | 2023.02.23 18:00 | modify | 18 | 0.10 | 1.63105 | 1.63040 | 1.62365 | ||
63 | 2023.02.23 18:00 | modify | 17 | 0.10 | 1.63865 | 1.63040 | 1.62365 | ||
64 | 2023.02.24 08:00 | s/l | 17 | 0.10 | 1.63040 | 1.63040 | 1.62365 | 59.08 | 10642.67 |
65 | 2023.02.24 08:00 | s/l | 18 | 0.10 | 1.63040 | 1.63040 | 1.62365 | 4.46 | 10647.13 |
66 | 2023.02.24 08:00 | s/l | 19 | 0.10 | 1.63040 | 1.63040 | 1.62365 | -22.46 | 10624.66 |
67 | 2023.06.08 16:00 | sell | 20 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
68 | 2023.06.08 16:00 | modify | 20 | 0.10 | 1.67858 | 1.68958 | 1.66358 | ||
69 | 2023.06.15 14:00 | s/l | 20 | 0.10 | 1.68958 | 1.68958 | 1.66358 | -83.20 | 10541.46 |
70 | 2023.10.04 13:00 | sell | 21 | 0.10 | 1.66940 | 0.00000 | 0.00000 | ||
71 | 2023.10.04 13:00 | modify | 21 | 0.10 | 1.66940 | 1.68040 | 1.65440 | ||
72 | 2023.10.09 16:00 | sell | 22 | 0.10 | 1.66175 | 0.00000 | 0.00000 | ||
73 | 2023.10.09 16:00 | modify | 22 | 0.10 | 1.66175 | 1.66790 | 1.65440 | ||
74 | 2023.10.09 16:00 | modify | 21 | 0.10 | 1.66940 | 1.66790 | 1.65440 | ||
75 | 2023.10.10 09:00 | s/l | 21 | 0.10 | 1.66790 | 1.66790 | 1.65440 | 9.08 | 10550.54 |
76 | 2023.10.10 09:00 | s/l | 22 | 0.10 | 1.66790 | 1.66790 | 1.65440 | -45.57 | 10504.97 |
77 | 2023.11.03 15:00 | sell | 23 | 0.10 | 1.69074 | 0.00000 | 0.00000 | ||
78 | 2023.11.03 15:00 | modify | 23 | 0.10 | 1.69074 | 1.70174 | 1.67574 | ||
79 | 2023.11.14 14:00 | s/l | 23 | 0.10 | 1.70174 | 1.70174 | 1.67574 | -83.85 | 10421.11 |
80 | 2023.11.14 15:00 | sell | 24 | 0.10 | 1.71145 | 0.00000 | 0.00000 | ||
81 | 2023.11.14 15:00 | modify | 24 | 0.10 | 1.71145 | 1.72245 | 1.69645 | ||
82 | 2023.11.15 13:00 | sell | 25 | 0.10 | 1.70378 | 0.00000 | 0.00000 | ||
83 | 2023.11.15 13:00 | modify | 25 | 0.10 | 1.70378 | 1.70995 | 1.69645 | ||
84 | 2023.11.15 13:00 | modify | 24 | 0.10 | 1.71145 | 1.70995 | 1.69645 | ||
85 | 2023.11.15 14:00 | sell | 26 | 0.10 | 1.70220 | 0.00000 | 0.00000 | ||
86 | 2023.11.15 14:00 | modify | 26 | 0.10 | 1.70220 | 1.70620 | 1.69645 | ||
87 | 2023.11.15 14:00 | modify | 25 | 0.10 | 1.70378 | 1.70620 | 1.69645 | ||
88 | 2023.11.15 14:00 | modify | 24 | 0.10 | 1.71145 | 1.70620 | 1.69645 | ||
89 | 2023.11.16 08:00 | t/p | 24 | 0.10 | 1.69645 | 1.70620 | 1.69645 | 109.05 | 10530.16 |
90 | 2023.11.16 08:00 | t/p | 25 | 0.10 | 1.69645 | 1.70620 | 1.69645 | 52.95 | 10583.11 |
91 | 2023.11.16 08:00 | t/p | 26 | 0.10 | 1.69645 | 1.70620 | 1.69645 | 41.33 | 10624.44 |