Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=150; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 2619 | Ticks modelled | 4236 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 108.47 | Gross profit | 489.89 | Gross loss | -381.43 |
Profit factor | 1.28 | Expected payoff | 7.23 | ||
Absolute drawdown | 250.35 | Maximal drawdown | 250.35 (2.50%) | Relative drawdown | 2.50% (250.35) |
Total trades | 15 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 6 (50.00%) |
Profit trades (% of total) | 9 (60.00%) | Loss trades (% of total) | 6 (40.00%) | ||
Largest | profit trade | 73.69 | loss trade | -113.60 | |
Average | profit trade | 54.43 | loss trade | -63.57 | |
Maximum | consecutive wins (profit in money) | 5 (288.30) | consecutive losses (loss in money) | 3 (-139.56) | |
Maximal | consecutive profit (count of wins) | 288.30 (5) | consecutive loss (count of losses) | -221.77 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.02 04:00 | sell | 1 | 0.10 | 1.64608 | 0.00000 | 0.00000 | ||
2 | 2022.12.02 04:00 | modify | 1 | 0.10 | 1.64608 | 1.66108 | 1.63608 | ||
3 | 2022.12.06 12:00 | s/l | 1 | 0.10 | 1.66108 | 1.66108 | 1.63608 | -111.00 | 9889.00 |
4 | 2022.12.16 00:00 | buy | 2 | 0.10 | 1.66521 | 0.00000 | 0.00000 | ||
5 | 2022.12.16 00:00 | modify | 2 | 0.10 | 1.66521 | 1.65021 | 1.67521 | ||
6 | 2022.12.20 16:00 | s/l | 2 | 0.10 | 1.65021 | 1.65021 | 1.67521 | -110.77 | 9778.23 |
7 | 2023.01.19 04:00 | sell | 3 | 0.10 | 1.66503 | 0.00000 | 0.00000 | ||
8 | 2023.01.19 04:00 | modify | 3 | 0.10 | 1.66503 | 1.68003 | 1.65503 | ||
9 | 2023.01.23 08:00 | sell | 4 | 0.10 | 1.65993 | 0.00000 | 0.00000 | ||
10 | 2023.01.23 08:00 | modify | 4 | 0.10 | 1.65993 | 1.66253 | 1.65503 | ||
11 | 2023.01.23 08:00 | modify | 3 | 0.10 | 1.66503 | 1.66253 | 1.65503 | ||
12 | 2023.01.23 12:00 | t/p | 3 | 0.10 | 1.65503 | 1.66253 | 1.65503 | 72.92 | 9851.15 |
13 | 2023.01.23 12:00 | t/p | 4 | 0.10 | 1.65503 | 1.66253 | 1.65503 | 36.05 | 9887.20 |
14 | 2023.02.03 04:00 | buy | 5 | 0.10 | 1.62823 | 0.00000 | 0.00000 | ||
15 | 2023.02.03 04:00 | modify | 5 | 0.10 | 1.62823 | 1.61323 | 1.63823 | ||
16 | 2023.02.03 16:00 | t/p | 5 | 0.10 | 1.63823 | 1.61323 | 1.63823 | 73.69 | 9960.89 |
17 | 2023.02.22 00:00 | sell | 6 | 0.10 | 1.63862 | 0.00000 | 0.00000 | ||
18 | 2023.02.22 00:00 | modify | 6 | 0.10 | 1.63862 | 1.65362 | 1.62862 | ||
19 | 2023.02.23 12:00 | t/p | 6 | 0.10 | 1.62862 | 1.65362 | 1.62862 | 72.60 | 10033.48 |
20 | 2023.04.03 04:00 | buy | 7 | 0.10 | 1.66029 | 0.00000 | 0.00000 | ||
21 | 2023.04.03 04:00 | modify | 7 | 0.10 | 1.66029 | 1.64529 | 1.67029 | ||
22 | 2023.04.03 12:00 | buy | 8 | 0.10 | 1.66556 | 0.00000 | 0.00000 | ||
23 | 2023.04.03 12:00 | modify | 8 | 0.10 | 1.66556 | 1.66279 | 1.67029 | ||
24 | 2023.04.03 12:00 | modify | 7 | 0.10 | 1.66029 | 1.66279 | 1.67029 | ||
25 | 2023.04.03 20:00 | buy | 9 | 0.10 | 1.66751 | 0.00000 | 0.00000 | ||
26 | 2023.04.03 20:00 | modify | 9 | 0.10 | 1.66751 | 1.66479 | 1.67029 | ||
27 | 2023.04.03 20:00 | modify | 8 | 0.10 | 1.66556 | 1.66479 | 1.67029 | ||
28 | 2023.04.03 20:00 | modify | 7 | 0.10 | 1.66029 | 1.66479 | 1.67029 | ||
29 | 2023.04.04 00:00 | s/l | 7 | 0.10 | 1.66479 | 1.66479 | 1.67029 | 33.04 | 10066.52 |
30 | 2023.04.04 00:00 | s/l | 8 | 0.10 | 1.66479 | 1.66479 | 1.67029 | -5.80 | 10060.73 |
31 | 2023.04.04 00:00 | s/l | 9 | 0.10 | 1.66479 | 1.66479 | 1.67029 | -20.17 | 10040.56 |
32 | 2023.04.26 16:00 | sell | 10 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
33 | 2023.04.26 16:00 | modify | 10 | 0.10 | 1.69805 | 1.71305 | 1.68805 | ||
34 | 2023.05.04 00:00 | s/l | 10 | 0.10 | 1.71305 | 1.71305 | 1.68805 | -113.60 | 9926.96 |
35 | 2023.07.07 00:00 | sell | 11 | 0.10 | 1.70284 | 0.00000 | 0.00000 | ||
36 | 2023.07.07 00:00 | modify | 11 | 0.10 | 1.70284 | 1.71784 | 1.69284 | ||
37 | 2023.07.10 12:00 | sell | 12 | 0.10 | 1.69761 | 0.00000 | 0.00000 | ||
38 | 2023.07.10 12:00 | modify | 12 | 0.10 | 1.69761 | 1.70034 | 1.69284 | ||
39 | 2023.07.10 12:00 | modify | 11 | 0.10 | 1.70284 | 1.70034 | 1.69284 | ||
40 | 2023.07.10 16:00 | s/l | 11 | 0.10 | 1.70034 | 1.70034 | 1.69284 | 18.07 | 9945.03 |
41 | 2023.07.10 16:00 | s/l | 12 | 0.10 | 1.70034 | 1.70034 | 1.69284 | -20.09 | 9924.94 |
42 | 2023.07.28 00:00 | buy | 13 | 0.10 | 1.69263 | 0.00000 | 0.00000 | ||
43 | 2023.07.28 00:00 | modify | 13 | 0.10 | 1.69263 | 1.67763 | 1.70263 | ||
44 | 2023.07.28 16:00 | t/p | 13 | 0.10 | 1.70263 | 1.67763 | 1.70263 | 73.69 | 9998.63 |
45 | 2023.11.15 00:00 | sell | 14 | 0.10 | 1.71137 | 0.00000 | 0.00000 | ||
46 | 2023.11.15 00:00 | modify | 14 | 0.10 | 1.71137 | 1.72637 | 1.70137 | ||
47 | 2023.11.15 08:00 | sell | 15 | 0.10 | 1.70630 | 0.00000 | 0.00000 | ||
48 | 2023.11.15 08:00 | modify | 15 | 0.10 | 1.70630 | 1.70887 | 1.70137 | ||
49 | 2023.11.15 08:00 | modify | 14 | 0.10 | 1.71137 | 1.70887 | 1.70137 | ||
50 | 2023.11.15 16:00 | t/p | 14 | 0.10 | 1.70137 | 1.70887 | 1.70137 | 73.57 | 10072.20 |
51 | 2023.11.15 16:00 | t/p | 15 | 0.10 | 1.70137 | 1.70887 | 1.70137 | 36.27 | 10108.47 |