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=2; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 97.89 | Gross profit | 892.28 | Gross loss | -794.39 |
Profit factor | 1.12 | Expected payoff | 2.51 | ||
Absolute drawdown | 151.16 | Maximal drawdown | 446.63 (4.28%) | Relative drawdown | 4.28% (446.63) |
Total trades | 39 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 24 (45.83%) |
Profit trades (% of total) | 21 (53.85%) | Loss trades (% of total) | 18 (46.15%) | ||
Largest | profit trade | 80.83 | loss trade | -105.92 | |
Average | profit trade | 42.49 | loss trade | -44.13 | |
Maximum | consecutive wins (profit in money) | 4 (219.93) | consecutive losses (loss in money) | 3 (-232.44) | |
Maximal | consecutive profit (count of wins) | 219.93 (4) | consecutive loss (count of losses) | -232.44 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.01 16:00 | sell | 1 | 0.10 | 1.64725 | 0.00000 | 0.00000 | ||
2 | 2022.12.01 16:00 | modify | 1 | 0.10 | 1.64725 | 1.66125 | 1.63625 | ||
3 | 2022.12.06 12:00 | s/l | 1 | 0.10 | 1.66125 | 1.66125 | 1.63625 | -103.96 | 9896.04 |
4 | 2023.01.18 19:00 | sell | 2 | 0.10 | 1.66263 | 0.00000 | 0.00000 | ||
5 | 2023.01.18 19:00 | modify | 2 | 0.10 | 1.66263 | 1.67663 | 1.65163 | ||
6 | 2023.01.23 14:00 | t/p | 2 | 0.10 | 1.65163 | 1.67663 | 1.65163 | 79.31 | 9975.34 |
7 | 2023.01.25 19:00 | sell | 3 | 0.10 | 1.65974 | 0.00000 | 0.00000 | ||
8 | 2023.01.25 19:00 | modify | 3 | 0.10 | 1.65974 | 1.67374 | 1.64874 | ||
9 | 2023.01.26 21:00 | sell | 4 | 0.10 | 1.65396 | 0.00000 | 0.00000 | ||
10 | 2023.01.26 21:00 | modify | 4 | 0.10 | 1.65396 | 1.65754 | 1.64874 | ||
11 | 2023.01.26 21:00 | modify | 3 | 0.10 | 1.65974 | 1.65754 | 1.64874 | ||
12 | 2023.01.26 22:00 | sell | 5 | 0.10 | 1.65190 | 0.00000 | 0.00000 | ||
13 | 2023.01.26 22:00 | modify | 5 | 0.10 | 1.65190 | 1.65534 | 1.64874 | ||
14 | 2023.01.26 22:00 | modify | 4 | 0.10 | 1.65396 | 1.65534 | 1.64874 | ||
15 | 2023.01.26 22:00 | modify | 3 | 0.10 | 1.65974 | 1.65534 | 1.64874 | ||
16 | 2023.01.27 10:00 | t/p | 3 | 0.10 | 1.64874 | 1.65534 | 1.64874 | 79.62 | 10054.96 |
17 | 2023.01.27 10:00 | t/p | 4 | 0.10 | 1.64874 | 1.65534 | 1.64874 | 38.08 | 10093.04 |
18 | 2023.01.27 10:00 | t/p | 5 | 0.10 | 1.64874 | 1.65534 | 1.64874 | 22.93 | 10115.96 |
19 | 2023.01.31 17:00 | buy | 6 | 0.10 | 1.64336 | 0.00000 | 0.00000 | ||
20 | 2023.01.31 17:00 | modify | 6 | 0.10 | 1.64336 | 1.62936 | 1.65436 | ||
21 | 2023.02.02 19:00 | s/l | 6 | 0.10 | 1.62936 | 1.62936 | 1.65436 | -103.64 | 10012.32 |
22 | 2023.02.09 17:00 | sell | 7 | 0.10 | 1.63229 | 0.00000 | 0.00000 | ||
23 | 2023.02.09 17:00 | modify | 7 | 0.10 | 1.63229 | 1.64629 | 1.62129 | ||
24 | 2023.02.10 14:00 | t/p | 7 | 0.10 | 1.62129 | 1.64629 | 1.62129 | 80.61 | 10092.93 |
25 | 2023.02.10 19:00 | buy | 8 | 0.10 | 1.61107 | 0.00000 | 0.00000 | ||
26 | 2023.02.10 19:00 | modify | 8 | 0.10 | 1.61107 | 1.59707 | 1.62207 | ||
27 | 2023.02.13 15:00 | buy | 9 | 0.10 | 1.61739 | 0.00000 | 0.00000 | ||
28 | 2023.02.13 15:00 | modify | 9 | 0.10 | 1.61739 | 1.61492 | 1.62207 | ||
29 | 2023.02.13 15:00 | modify | 8 | 0.10 | 1.61107 | 1.61492 | 1.62207 | ||
30 | 2023.02.14 08:00 | t/p | 8 | 0.10 | 1.62207 | 1.61492 | 1.62207 | 80.83 | 10173.75 |
31 | 2023.02.14 08:00 | t/p | 9 | 0.10 | 1.62207 | 1.61492 | 1.62207 | 34.37 | 10208.13 |
32 | 2023.02.21 15:00 | sell | 10 | 0.10 | 1.63207 | 0.00000 | 0.00000 | ||
33 | 2023.02.21 15:00 | modify | 10 | 0.10 | 1.63207 | 1.64607 | 1.62107 | ||
34 | 2023.02.24 02:00 | sell | 11 | 0.10 | 1.62654 | 0.00000 | 0.00000 | ||
35 | 2023.02.24 02:00 | modify | 11 | 0.10 | 1.62654 | 1.62987 | 1.62107 | ||
36 | 2023.02.24 02:00 | modify | 10 | 0.10 | 1.63207 | 1.62987 | 1.62107 | ||
37 | 2023.02.24 08:00 | s/l | 10 | 0.10 | 1.62987 | 1.62987 | 1.62107 | 14.57 | 10222.69 |
38 | 2023.02.24 08:00 | s/l | 11 | 0.10 | 1.62987 | 1.62987 | 1.62107 | -24.50 | 10198.19 |
39 | 2023.03.22 10:00 | sell | 12 | 0.10 | 1.68255 | 0.00000 | 0.00000 | ||
40 | 2023.03.22 10:00 | modify | 12 | 0.10 | 1.68255 | 1.69655 | 1.67155 | ||
41 | 2023.03.27 18:00 | sell | 13 | 0.10 | 1.67703 | 0.00000 | 0.00000 | ||
42 | 2023.03.27 18:00 | modify | 13 | 0.10 | 1.67703 | 1.68035 | 1.67155 | ||
43 | 2023.03.27 18:00 | modify | 12 | 0.10 | 1.68255 | 1.68035 | 1.67155 | ||
44 | 2023.03.28 01:00 | s/l | 12 | 0.10 | 1.68035 | 1.68035 | 1.67155 | 14.24 | 10212.43 |
45 | 2023.03.28 01:00 | s/l | 13 | 0.10 | 1.68035 | 1.68035 | 1.67155 | -24.74 | 10187.69 |
46 | 2023.05.01 18:00 | buy | 14 | 0.10 | 1.69148 | 0.00000 | 0.00000 | ||
47 | 2023.05.01 18:00 | modify | 14 | 0.10 | 1.69148 | 1.67748 | 1.70248 | ||
48 | 2023.05.02 22:00 | buy | 15 | 0.10 | 1.69923 | 0.00000 | 0.00000 | ||
49 | 2023.05.02 22:00 | modify | 15 | 0.10 | 1.69923 | 1.69588 | 1.70248 | ||
50 | 2023.05.02 22:00 | modify | 14 | 0.10 | 1.69148 | 1.69588 | 1.70248 | ||
51 | 2023.05.03 08:00 | t/p | 14 | 0.10 | 1.70248 | 1.69588 | 1.70248 | 80.83 | 10268.51 |
52 | 2023.05.03 08:00 | t/p | 15 | 0.10 | 1.70248 | 1.69588 | 1.70248 | 23.83 | 10292.35 |
53 | 2023.05.03 10:00 | sell | 16 | 0.10 | 1.70499 | 0.00000 | 0.00000 | ||
54 | 2023.05.03 10:00 | modify | 16 | 0.10 | 1.70499 | 1.71899 | 1.69399 | ||
55 | 2023.05.05 13:00 | t/p | 16 | 0.10 | 1.69399 | 1.71899 | 1.69399 | 79.63 | 10371.98 |
56 | 2023.05.18 10:00 | buy | 17 | 0.10 | 1.67653 | 0.00000 | 0.00000 | ||
57 | 2023.05.18 10:00 | modify | 17 | 0.10 | 1.67653 | 1.66253 | 1.68753 | ||
58 | 2023.05.22 01:00 | buy | 18 | 0.10 | 1.68205 | 0.00000 | 0.00000 | ||
59 | 2023.05.22 01:00 | modify | 18 | 0.10 | 1.68205 | 1.67873 | 1.68753 | ||
60 | 2023.05.22 01:00 | modify | 17 | 0.10 | 1.67653 | 1.67873 | 1.68753 | ||
61 | 2023.05.22 02:00 | buy | 19 | 0.10 | 1.68278 | 0.00000 | 0.00000 | ||
62 | 2023.05.22 02:00 | modify | 19 | 0.10 | 1.68278 | 1.68038 | 1.68753 | ||
63 | 2023.05.22 02:00 | modify | 18 | 0.10 | 1.68205 | 1.68038 | 1.68753 | ||
64 | 2023.05.22 02:00 | modify | 17 | 0.10 | 1.67653 | 1.68038 | 1.68753 | ||
65 | 2023.05.22 07:00 | s/l | 17 | 0.10 | 1.68038 | 1.68038 | 1.68753 | 28.14 | 10400.11 |
66 | 2023.05.22 07:00 | s/l | 18 | 0.10 | 1.68038 | 1.68038 | 1.68753 | -12.30 | 10387.81 |
67 | 2023.05.22 07:00 | s/l | 19 | 0.10 | 1.68038 | 1.68038 | 1.68753 | -17.68 | 10370.13 |
68 | 2023.06.02 18:00 | buy | 20 | 0.10 | 1.67397 | 0.00000 | 0.00000 | ||
69 | 2023.06.02 18:00 | modify | 20 | 0.10 | 1.67397 | 1.65997 | 1.68497 | ||
70 | 2023.06.09 17:00 | buy | 21 | 0.10 | 1.67953 | 0.00000 | 0.00000 | ||
71 | 2023.06.09 17:00 | modify | 21 | 0.10 | 1.67953 | 1.67617 | 1.68497 | ||
72 | 2023.06.09 17:00 | modify | 20 | 0.10 | 1.67397 | 1.67617 | 1.68497 | ||
73 | 2023.06.11 21:00 | s/l | 20 | 0.10 | 1.67617 | 1.67617 | 1.68497 | 15.39 | 10385.52 |
74 | 2023.06.11 21:00 | s/l | 21 | 0.10 | 1.67617 | 1.67617 | 1.68497 | -24.76 | 10360.76 |
75 | 2023.07.12 12:00 | buy | 22 | 0.10 | 1.70728 | 0.00000 | 0.00000 | ||
76 | 2023.07.12 12:00 | modify | 22 | 0.10 | 1.70728 | 1.69328 | 1.71828 | ||
77 | 2023.07.12 23:00 | buy | 23 | 0.10 | 1.71341 | 0.00000 | 0.00000 | ||
78 | 2023.07.12 23:00 | modify | 23 | 0.10 | 1.71341 | 1.71113 | 1.71828 | ||
79 | 2023.07.12 23:00 | modify | 22 | 0.10 | 1.70728 | 1.71113 | 1.71828 | ||
80 | 2023.07.13 02:00 | buy | 24 | 0.10 | 1.71524 | 0.00000 | 0.00000 | ||
81 | 2023.07.13 02:00 | modify | 24 | 0.10 | 1.71524 | 1.71168 | 1.71828 | ||
82 | 2023.07.13 02:00 | modify | 23 | 0.10 | 1.71341 | 1.71168 | 1.71828 | ||
83 | 2023.07.13 02:00 | modify | 22 | 0.10 | 1.70728 | 1.71168 | 1.71828 | ||
84 | 2023.07.13 07:00 | s/l | 22 | 0.10 | 1.71168 | 1.71168 | 1.71828 | 32.08 | 10392.84 |
85 | 2023.07.13 07:00 | s/l | 23 | 0.10 | 1.71168 | 1.71168 | 1.71828 | -13.10 | 10379.74 |
86 | 2023.07.13 07:00 | s/l | 24 | 0.10 | 1.71168 | 1.71168 | 1.71828 | -26.23 | 10353.51 |
87 | 2023.07.20 12:00 | buy | 25 | 0.10 | 1.69349 | 0.00000 | 0.00000 | ||
88 | 2023.07.20 12:00 | modify | 25 | 0.10 | 1.69349 | 1.67949 | 1.70449 | ||
89 | 2023.07.21 16:00 | buy | 26 | 0.10 | 1.69917 | 0.00000 | 0.00000 | ||
90 | 2023.07.21 16:00 | modify | 26 | 0.10 | 1.69917 | 1.69569 | 1.70449 | ||
91 | 2023.07.21 16:00 | modify | 25 | 0.10 | 1.69349 | 1.69569 | 1.70449 | ||
92 | 2023.07.24 06:00 | buy | 27 | 0.10 | 1.70143 | 0.00000 | 0.00000 | ||
93 | 2023.07.24 06:00 | modify | 27 | 0.10 | 1.70143 | 1.69789 | 1.70449 | ||
94 | 2023.07.24 06:00 | modify | 26 | 0.10 | 1.69917 | 1.69789 | 1.70449 | ||
95 | 2023.07.24 06:00 | modify | 25 | 0.10 | 1.69349 | 1.69789 | 1.70449 | ||
96 | 2023.07.24 08:00 | s/l | 25 | 0.10 | 1.69789 | 1.69789 | 1.70449 | 32.19 | 10385.69 |
97 | 2023.07.24 08:00 | s/l | 26 | 0.10 | 1.69789 | 1.69789 | 1.70449 | -9.55 | 10376.15 |
98 | 2023.07.24 08:00 | s/l | 27 | 0.10 | 1.69789 | 1.69789 | 1.70449 | -26.09 | 10350.06 |
99 | 2023.07.31 17:00 | buy | 28 | 0.10 | 1.69309 | 0.00000 | 0.00000 | ||
100 | 2023.07.31 17:00 | modify | 28 | 0.10 | 1.69309 | 1.67909 | 1.70409 | ||
101 | 2023.08.02 18:00 | buy | 29 | 0.10 | 1.69880 | 0.00000 | 0.00000 | ||
102 | 2023.08.02 18:00 | modify | 29 | 0.10 | 1.69880 | 1.69529 | 1.70409 | ||
103 | 2023.08.02 18:00 | modify | 28 | 0.10 | 1.69309 | 1.69529 | 1.70409 | ||
104 | 2023.08.02 22:00 | s/l | 28 | 0.10 | 1.69529 | 1.69529 | 1.70409 | 15.98 | 10366.03 |
105 | 2023.08.02 22:00 | s/l | 29 | 0.10 | 1.69529 | 1.69529 | 1.70409 | -25.86 | 10340.17 |
106 | 2023.08.31 20:00 | buy | 30 | 0.10 | 1.71223 | 0.00000 | 0.00000 | ||
107 | 2023.08.31 20:00 | modify | 30 | 0.10 | 1.71223 | 1.69823 | 1.72323 | ||
108 | 2023.09.04 09:00 | buy | 31 | 0.10 | 1.71786 | 0.00000 | 0.00000 | ||
109 | 2023.09.04 09:00 | modify | 31 | 0.10 | 1.71786 | 1.71443 | 1.72323 | ||
110 | 2023.09.04 09:00 | modify | 30 | 0.10 | 1.71223 | 1.71443 | 1.72323 | ||
111 | 2023.09.04 21:00 | s/l | 30 | 0.10 | 1.71443 | 1.71443 | 1.72323 | 15.98 | 10356.15 |
112 | 2023.09.04 21:00 | s/l | 31 | 0.10 | 1.71443 | 1.71443 | 1.72323 | -25.28 | 10330.87 |
113 | 2023.09.12 11:00 | buy | 32 | 0.10 | 1.69372 | 0.00000 | 0.00000 | ||
114 | 2023.09.12 11:00 | modify | 32 | 0.10 | 1.69372 | 1.67972 | 1.70472 | ||
115 | 2023.09.14 14:00 | s/l | 32 | 0.10 | 1.67972 | 1.67972 | 1.70472 | -103.64 | 10227.23 |
116 | 2023.09.14 19:00 | buy | 33 | 0.10 | 1.67581 | 0.00000 | 0.00000 | ||
117 | 2023.09.14 19:00 | modify | 33 | 0.10 | 1.67581 | 1.66181 | 1.68681 | ||
118 | 2023.09.19 13:00 | s/l | 33 | 0.10 | 1.66181 | 1.66181 | 1.68681 | -103.52 | 10123.70 |
119 | 2023.10.04 14:00 | sell | 34 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
120 | 2023.10.04 14:00 | modify | 34 | 0.10 | 1.66875 | 1.68275 | 1.65775 | ||
121 | 2023.10.06 13:00 | sell | 35 | 0.10 | 1.66240 | 0.00000 | 0.00000 | ||
122 | 2023.10.06 13:00 | modify | 35 | 0.10 | 1.66240 | 1.66490 | 1.65775 | ||
123 | 2023.10.06 13:00 | modify | 34 | 0.10 | 1.66875 | 1.66490 | 1.65775 | ||
124 | 2023.10.06 14:00 | s/l | 34 | 0.10 | 1.66490 | 1.66490 | 1.65775 | 27.02 | 10150.72 |
125 | 2023.10.06 14:00 | s/l | 35 | 0.10 | 1.66490 | 1.66490 | 1.65775 | -18.40 | 10132.32 |
126 | 2023.10.13 17:00 | buy | 36 | 0.10 | 1.65755 | 0.00000 | 0.00000 | ||
127 | 2023.10.13 17:00 | modify | 36 | 0.10 | 1.65755 | 1.64355 | 1.66855 | ||
128 | 2023.10.16 19:00 | buy | 37 | 0.10 | 1.66317 | 0.00000 | 0.00000 | ||
129 | 2023.10.16 19:00 | modify | 37 | 0.10 | 1.66317 | 1.65975 | 1.66855 | ||
130 | 2023.10.16 19:00 | modify | 36 | 0.10 | 1.65755 | 1.65975 | 1.66855 | ||
131 | 2023.10.16 22:00 | s/l | 36 | 0.10 | 1.65975 | 1.65975 | 1.66855 | 16.09 | 10148.42 |
132 | 2023.10.16 22:00 | s/l | 37 | 0.10 | 1.65975 | 1.65975 | 1.66855 | -25.21 | 10123.21 |
133 | 2023.11.03 17:00 | sell | 38 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
134 | 2023.11.03 17:00 | modify | 38 | 0.10 | 1.69075 | 1.70475 | 1.67975 | ||
135 | 2023.11.14 14:00 | s/l | 38 | 0.10 | 1.70475 | 1.70475 | 1.67975 | -105.92 | 10017.28 |
136 | 2023.11.14 16:00 | sell | 39 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
137 | 2023.11.14 16:00 | modify | 39 | 0.10 | 1.70959 | 1.72359 | 1.69859 | ||
138 | 2023.11.15 16:00 | t/p | 39 | 0.10 | 1.69859 | 1.72359 | 1.69859 | 80.61 | 10097.89 |