Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; 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 | 2619 | Ticks modelled | 4236 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2118.10 | Gross profit | 2874.75 | Gross loss | -756.65 |
Profit factor | 3.80 | Expected payoff | 48.14 | ||
Absolute drawdown | 120.09 | Maximal drawdown | 265.28 (2.16%) | Relative drawdown | 2.34% (257.09) |
Total trades | 44 | Short positions (won %) | 28 (75.00%) | Long positions (won %) | 16 (56.25%) |
Profit trades (% of total) | 30 (68.18%) | Loss trades (% of total) | 14 (31.82%) | ||
Largest | profit trade | 150.00 | loss trade | -61.07 | |
Average | profit trade | 95.82 | loss trade | -54.05 | |
Maximum | consecutive wins (profit in money) | 10 (918.16) | consecutive losses (loss in money) | 3 (-158.53) | |
Maximal | consecutive profit (count of wins) | 918.16 (10) | consecutive loss (count of losses) | -158.53 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.01 20:00 | sell | 1 | 0.10 | 1.22587 | 0.00000 | 0.00000 | ||
2 | 2022.12.01 20:00 | modify | 1 | 0.10 | 1.22587 | 1.23187 | 1.21087 | ||
3 | 2022.12.05 04:00 | s/l | 1 | 0.10 | 1.23187 | 1.23187 | 1.21087 | -60.09 | 9939.91 |
4 | 2022.12.16 00:00 | buy | 2 | 0.10 | 1.21932 | 0.00000 | 0.00000 | ||
5 | 2022.12.16 00:00 | modify | 2 | 0.10 | 1.21932 | 1.21332 | 1.23432 | ||
6 | 2022.12.16 12:00 | s/l | 2 | 0.10 | 1.21332 | 1.21332 | 1.23432 | -60.00 | 9879.91 |
7 | 2023.02.02 04:00 | sell | 3 | 0.10 | 1.23845 | 0.00000 | 0.00000 | ||
8 | 2023.02.02 04:00 | modify | 3 | 0.10 | 1.23845 | 1.24445 | 1.22345 | ||
9 | 2023.02.02 16:00 | sell | 4 | 0.10 | 1.22920 | 0.00000 | 0.00000 | ||
10 | 2023.02.02 16:00 | modify | 4 | 0.10 | 1.22920 | 1.23320 | 1.22345 | ||
11 | 2023.02.02 16:00 | modify | 3 | 0.10 | 1.23845 | 1.23320 | 1.22345 | ||
12 | 2023.02.02 20:00 | t/p | 3 | 0.10 | 1.22345 | 1.23320 | 1.22345 | 150.00 | 10029.91 |
13 | 2023.02.02 20:00 | t/p | 4 | 0.10 | 1.22345 | 1.23320 | 1.22345 | 57.50 | 10087.41 |
14 | 2023.02.24 20:00 | buy | 5 | 0.10 | 1.19461 | 0.00000 | 0.00000 | ||
15 | 2023.02.24 20:00 | modify | 5 | 0.10 | 1.19461 | 1.18861 | 1.20961 | ||
16 | 2023.02.28 12:00 | t/p | 5 | 0.10 | 1.20961 | 1.18861 | 1.20961 | 149.64 | 10237.05 |
17 | 2023.03.08 08:00 | buy | 6 | 0.10 | 1.18274 | 0.00000 | 0.00000 | ||
18 | 2023.03.08 08:00 | modify | 6 | 0.10 | 1.18274 | 1.17674 | 1.19774 | ||
19 | 2023.03.10 00:00 | buy | 7 | 0.10 | 1.19253 | 0.00000 | 0.00000 | ||
20 | 2023.03.10 00:00 | modify | 7 | 0.10 | 1.19253 | 1.18799 | 1.19774 | ||
21 | 2023.03.10 00:00 | modify | 6 | 0.10 | 1.18274 | 1.18799 | 1.19774 | ||
22 | 2023.03.10 12:00 | t/p | 6 | 0.10 | 1.19774 | 1.18799 | 1.19774 | 149.28 | 10386.33 |
23 | 2023.03.10 12:00 | t/p | 7 | 0.10 | 1.19774 | 1.18799 | 1.19774 | 52.10 | 10438.43 |
24 | 2023.03.21 00:00 | sell | 8 | 0.10 | 1.22731 | 0.00000 | 0.00000 | ||
25 | 2023.03.21 00:00 | modify | 8 | 0.10 | 1.22731 | 1.23331 | 1.21231 | ||
26 | 2023.03.22 20:00 | s/l | 8 | 0.10 | 1.23331 | 1.23331 | 1.21231 | -60.05 | 10378.39 |
27 | 2023.04.05 00:00 | sell | 9 | 0.10 | 1.24984 | 0.00000 | 0.00000 | ||
28 | 2023.04.05 00:00 | modify | 9 | 0.10 | 1.24984 | 1.25584 | 1.23484 | ||
29 | 2023.04.10 04:00 | sell | 10 | 0.10 | 1.24079 | 0.00000 | 0.00000 | ||
30 | 2023.04.10 04:00 | modify | 10 | 0.10 | 1.24079 | 1.24459 | 1.23484 | ||
31 | 2023.04.10 04:00 | modify | 9 | 0.10 | 1.24984 | 1.24459 | 1.23484 | ||
32 | 2023.04.10 16:00 | t/p | 9 | 0.10 | 1.23484 | 1.24459 | 1.23484 | 149.76 | 10528.15 |
33 | 2023.04.10 16:00 | t/p | 10 | 0.10 | 1.23484 | 1.24459 | 1.23484 | 59.50 | 10587.65 |
34 | 2023.04.13 20:00 | sell | 11 | 0.10 | 1.25244 | 0.00000 | 0.00000 | ||
35 | 2023.04.13 20:00 | modify | 11 | 0.10 | 1.25244 | 1.25844 | 1.23744 | ||
36 | 2023.04.17 16:00 | t/p | 11 | 0.10 | 1.23744 | 1.25844 | 1.23744 | 149.91 | 10737.56 |
37 | 2023.05.19 00:00 | buy | 12 | 0.10 | 1.24139 | 0.00000 | 0.00000 | ||
38 | 2023.05.19 00:00 | modify | 12 | 0.10 | 1.24139 | 1.23539 | 1.25639 | ||
39 | 2023.05.25 04:00 | s/l | 12 | 0.10 | 1.23539 | 1.23539 | 1.25639 | -61.07 | 10676.48 |
40 | 2023.06.01 20:00 | sell | 13 | 0.10 | 1.25300 | 0.00000 | 0.00000 | ||
41 | 2023.06.01 20:00 | modify | 13 | 0.10 | 1.25300 | 1.25900 | 1.23800 | ||
42 | 2023.06.05 00:00 | sell | 14 | 0.10 | 1.24301 | 0.00000 | 0.00000 | ||
43 | 2023.06.05 00:00 | modify | 14 | 0.10 | 1.24301 | 1.24775 | 1.23800 | ||
44 | 2023.06.05 00:00 | modify | 13 | 0.10 | 1.25300 | 1.24775 | 1.23800 | ||
45 | 2023.06.05 16:00 | t/p | 13 | 0.10 | 1.23800 | 1.24775 | 1.23800 | 149.91 | 10826.39 |
46 | 2023.06.05 16:00 | t/p | 14 | 0.10 | 1.23800 | 1.24775 | 1.23800 | 50.10 | 10876.49 |
47 | 2023.06.09 20:00 | sell | 15 | 0.10 | 1.25767 | 0.00000 | 0.00000 | ||
48 | 2023.06.09 20:00 | modify | 15 | 0.10 | 1.25767 | 1.26367 | 1.24267 | ||
49 | 2023.06.14 12:00 | s/l | 15 | 0.10 | 1.26367 | 1.26367 | 1.24267 | -60.14 | 10816.35 |
50 | 2023.06.28 20:00 | buy | 16 | 0.10 | 1.26440 | 0.00000 | 0.00000 | ||
51 | 2023.06.28 20:00 | modify | 16 | 0.10 | 1.26440 | 1.25840 | 1.27940 | ||
52 | 2023.07.04 12:00 | buy | 17 | 0.10 | 1.27192 | 0.00000 | 0.00000 | ||
53 | 2023.07.04 12:00 | modify | 17 | 0.10 | 1.27192 | 1.26815 | 1.27940 | ||
54 | 2023.07.04 12:00 | modify | 16 | 0.10 | 1.26440 | 1.26815 | 1.27940 | ||
55 | 2023.07.06 16:00 | s/l | 16 | 0.10 | 1.26815 | 1.26815 | 1.27940 | 35.71 | 10852.06 |
56 | 2023.07.06 16:00 | s/l | 17 | 0.10 | 1.26815 | 1.26815 | 1.27940 | -38.42 | 10813.64 |
57 | 2023.07.07 20:00 | sell | 18 | 0.10 | 1.28299 | 0.00000 | 0.00000 | ||
58 | 2023.07.07 20:00 | modify | 18 | 0.10 | 1.28299 | 1.28899 | 1.26799 | ||
59 | 2023.07.11 08:00 | s/l | 18 | 0.10 | 1.28899 | 1.28899 | 1.26799 | -60.09 | 10753.55 |
60 | 2023.07.14 00:00 | sell | 19 | 0.10 | 1.31278 | 0.00000 | 0.00000 | ||
61 | 2023.07.14 00:00 | modify | 19 | 0.10 | 1.31278 | 1.31878 | 1.29778 | ||
62 | 2023.07.18 16:00 | sell | 20 | 0.10 | 1.30512 | 0.00000 | 0.00000 | ||
63 | 2023.07.18 16:00 | modify | 20 | 0.10 | 1.30512 | 1.30903 | 1.29778 | ||
64 | 2023.07.18 16:00 | modify | 19 | 0.10 | 1.31278 | 1.30903 | 1.29778 | ||
65 | 2023.07.19 08:00 | t/p | 19 | 0.10 | 1.29778 | 1.30903 | 1.29778 | 149.86 | 10903.41 |
66 | 2023.07.19 08:00 | t/p | 20 | 0.10 | 1.29778 | 1.30903 | 1.29778 | 73.35 | 10976.76 |
67 | 2023.07.28 00:00 | buy | 21 | 0.10 | 1.27958 | 0.00000 | 0.00000 | ||
68 | 2023.07.28 00:00 | modify | 21 | 0.10 | 1.27958 | 1.27358 | 1.29458 | ||
69 | 2023.07.28 12:00 | buy | 22 | 0.10 | 1.28724 | 0.00000 | 0.00000 | ||
70 | 2023.07.28 12:00 | modify | 22 | 0.10 | 1.28724 | 1.28333 | 1.29458 | ||
71 | 2023.07.28 12:00 | modify | 21 | 0.10 | 1.27958 | 1.28333 | 1.29458 | ||
72 | 2023.07.31 16:00 | s/l | 21 | 0.10 | 1.28333 | 1.28333 | 1.29458 | 37.32 | 11014.08 |
73 | 2023.07.31 16:00 | s/l | 22 | 0.10 | 1.28333 | 1.28333 | 1.29458 | -39.28 | 10974.80 |
74 | 2023.08.25 08:00 | buy | 23 | 0.10 | 1.25779 | 0.00000 | 0.00000 | ||
75 | 2023.08.25 08:00 | modify | 23 | 0.10 | 1.25779 | 1.25179 | 1.27279 | ||
76 | 2023.08.29 20:00 | buy | 24 | 0.10 | 1.26529 | 0.00000 | 0.00000 | ||
77 | 2023.08.29 20:00 | modify | 24 | 0.10 | 1.26529 | 1.26154 | 1.27279 | ||
78 | 2023.08.29 20:00 | modify | 23 | 0.10 | 1.25779 | 1.26154 | 1.27279 | ||
79 | 2023.08.30 16:00 | t/p | 23 | 0.10 | 1.27279 | 1.26154 | 1.27279 | 149.46 | 11124.26 |
80 | 2023.08.30 16:00 | t/p | 24 | 0.10 | 1.27279 | 1.26154 | 1.27279 | 74.82 | 11199.09 |
81 | 2023.08.30 20:00 | sell | 25 | 0.10 | 1.27170 | 0.00000 | 0.00000 | ||
82 | 2023.08.30 20:00 | modify | 25 | 0.10 | 1.27170 | 1.27770 | 1.25670 | ||
83 | 2023.09.05 04:00 | sell | 26 | 0.10 | 1.26173 | 0.00000 | 0.00000 | ||
84 | 2023.09.05 04:00 | modify | 26 | 0.10 | 1.26173 | 1.26645 | 1.25670 | ||
85 | 2023.09.05 04:00 | modify | 25 | 0.10 | 1.27170 | 1.26645 | 1.25670 | ||
86 | 2023.09.05 08:00 | t/p | 25 | 0.10 | 1.25670 | 1.26645 | 1.25670 | 149.72 | 11348.80 |
87 | 2023.09.05 08:00 | t/p | 26 | 0.10 | 1.25670 | 1.26645 | 1.25670 | 50.30 | 11399.10 |
88 | 2023.09.22 16:00 | buy | 27 | 0.10 | 1.22577 | 0.00000 | 0.00000 | ||
89 | 2023.09.22 16:00 | modify | 27 | 0.10 | 1.22577 | 1.21977 | 1.24077 | ||
90 | 2023.09.25 16:00 | s/l | 27 | 0.10 | 1.21977 | 1.21977 | 1.24077 | -60.18 | 11338.92 |
91 | 2023.09.26 00:00 | buy | 28 | 0.10 | 1.22154 | 0.00000 | 0.00000 | ||
92 | 2023.09.26 00:00 | modify | 28 | 0.10 | 1.22154 | 1.21554 | 1.23654 | ||
93 | 2023.09.26 20:00 | s/l | 28 | 0.10 | 1.21554 | 1.21554 | 1.23654 | -60.00 | 11278.92 |
94 | 2023.10.03 08:00 | buy | 29 | 0.10 | 1.20859 | 0.00000 | 0.00000 | ||
95 | 2023.10.03 08:00 | modify | 29 | 0.10 | 1.20859 | 1.20259 | 1.22359 | ||
96 | 2023.10.05 04:00 | buy | 30 | 0.10 | 1.21622 | 0.00000 | 0.00000 | ||
97 | 2023.10.05 04:00 | modify | 30 | 0.10 | 1.21622 | 1.21234 | 1.22359 | ||
98 | 2023.10.05 04:00 | modify | 29 | 0.10 | 1.20859 | 1.21234 | 1.22359 | ||
99 | 2023.10.05 12:00 | s/l | 29 | 0.10 | 1.21234 | 1.21234 | 1.22359 | 36.78 | 11315.71 |
100 | 2023.10.05 12:00 | s/l | 30 | 0.10 | 1.21234 | 1.21234 | 1.22359 | -38.80 | 11276.91 |
101 | 2023.10.10 20:00 | sell | 31 | 0.10 | 1.22842 | 0.00000 | 0.00000 | ||
102 | 2023.10.10 20:00 | modify | 31 | 0.10 | 1.22842 | 1.23442 | 1.21342 | ||
103 | 2023.10.13 12:00 | sell | 32 | 0.10 | 1.21843 | 0.00000 | 0.00000 | ||
104 | 2023.10.13 12:00 | modify | 32 | 0.10 | 1.21843 | 1.22317 | 1.21342 | ||
105 | 2023.10.13 12:00 | modify | 31 | 0.10 | 1.22842 | 1.22317 | 1.21342 | ||
106 | 2023.10.13 16:00 | t/p | 31 | 0.10 | 1.21342 | 1.22317 | 1.21342 | 149.76 | 11426.67 |
107 | 2023.10.13 16:00 | t/p | 32 | 0.10 | 1.21342 | 1.22317 | 1.21342 | 50.10 | 11476.77 |
108 | 2023.10.19 12:00 | buy | 33 | 0.10 | 1.21238 | 0.00000 | 0.00000 | ||
109 | 2023.10.19 12:00 | modify | 33 | 0.10 | 1.21238 | 1.20638 | 1.22738 | ||
110 | 2023.10.24 04:00 | t/p | 33 | 0.10 | 1.22738 | 1.20638 | 1.22738 | 149.46 | 11626.24 |
111 | 2023.10.24 08:00 | sell | 34 | 0.10 | 1.22625 | 0.00000 | 0.00000 | ||
112 | 2023.10.24 08:00 | modify | 34 | 0.10 | 1.22625 | 1.23225 | 1.21125 | ||
113 | 2023.10.24 20:00 | sell | 35 | 0.10 | 1.21629 | 0.00000 | 0.00000 | ||
114 | 2023.10.24 20:00 | modify | 35 | 0.10 | 1.21629 | 1.22100 | 1.21125 | ||
115 | 2023.10.24 20:00 | modify | 34 | 0.10 | 1.22625 | 1.22100 | 1.21125 | ||
116 | 2023.10.26 00:00 | t/p | 34 | 0.10 | 1.21125 | 1.22100 | 1.21125 | 149.81 | 11776.05 |
117 | 2023.10.26 00:00 | t/p | 35 | 0.10 | 1.21125 | 1.22100 | 1.21125 | 50.21 | 11826.26 |
118 | 2023.11.06 00:00 | sell | 36 | 0.10 | 1.23718 | 0.00000 | 0.00000 | ||
119 | 2023.11.06 00:00 | modify | 36 | 0.10 | 1.23718 | 1.24318 | 1.22218 | ||
120 | 2023.11.07 20:00 | sell | 37 | 0.10 | 1.22954 | 0.00000 | 0.00000 | ||
121 | 2023.11.07 20:00 | modify | 37 | 0.10 | 1.22954 | 1.23343 | 1.22218 | ||
122 | 2023.11.07 20:00 | modify | 36 | 0.10 | 1.23718 | 1.23343 | 1.22218 | ||
123 | 2023.11.08 04:00 | sell | 38 | 0.10 | 1.22801 | 0.00000 | 0.00000 | ||
124 | 2023.11.08 04:00 | modify | 38 | 0.10 | 1.22801 | 1.23193 | 1.22218 | ||
125 | 2023.11.08 04:00 | modify | 37 | 0.10 | 1.22954 | 1.23193 | 1.22218 | ||
126 | 2023.11.08 04:00 | modify | 36 | 0.10 | 1.23718 | 1.23193 | 1.22218 | ||
127 | 2023.11.08 08:00 | sell | 39 | 0.10 | 1.22721 | 0.00000 | 0.00000 | ||
128 | 2023.11.08 08:00 | modify | 39 | 0.10 | 1.22721 | 1.23193 | 1.22218 | ||
129 | 2023.11.09 20:00 | t/p | 36 | 0.10 | 1.22218 | 1.23193 | 1.22218 | 149.76 | 11976.02 |
130 | 2023.11.09 20:00 | t/p | 37 | 0.10 | 1.22218 | 1.23193 | 1.22218 | 73.41 | 12049.44 |
131 | 2023.11.09 20:00 | t/p | 38 | 0.10 | 1.22218 | 1.23193 | 1.22218 | 58.16 | 12107.60 |
132 | 2023.11.09 20:00 | t/p | 39 | 0.10 | 1.22218 | 1.23193 | 1.22218 | 50.16 | 12157.75 |
133 | 2023.11.15 00:00 | sell | 40 | 0.10 | 1.24930 | 0.00000 | 0.00000 | ||
134 | 2023.11.15 00:00 | modify | 40 | 0.10 | 1.24930 | 1.25530 | 1.23430 | ||
135 | 2023.11.16 20:00 | sell | 41 | 0.10 | 1.24173 | 0.00000 | 0.00000 | ||
136 | 2023.11.16 20:00 | modify | 41 | 0.10 | 1.24173 | 1.24555 | 1.23430 | ||
137 | 2023.11.16 20:00 | modify | 40 | 0.10 | 1.24930 | 1.24555 | 1.23430 | ||
138 | 2023.11.17 20:00 | s/l | 40 | 0.10 | 1.24555 | 1.24555 | 1.23430 | 37.31 | 12195.07 |
139 | 2023.11.17 20:00 | s/l | 41 | 0.10 | 1.24555 | 1.24555 | 1.23430 | -38.25 | 12156.82 |
140 | 2023.11.21 00:00 | sell | 42 | 0.10 | 1.25079 | 0.00000 | 0.00000 | ||
141 | 2023.11.21 00:00 | modify | 42 | 0.10 | 1.25079 | 1.25679 | 1.23579 | ||
142 | 2023.11.23 12:00 | s/l | 42 | 0.10 | 1.25679 | 1.25679 | 1.23579 | -60.19 | 12096.63 |
143 | 2023.11.24 20:00 | sell | 43 | 0.10 | 1.26082 | 0.00000 | 0.00000 | ||
144 | 2023.11.24 20:00 | modify | 43 | 0.10 | 1.26082 | 1.26682 | 1.24582 | ||
145 | 2023.11.28 16:00 | s/l | 43 | 0.10 | 1.26682 | 1.26682 | 1.24582 | -60.09 | 12036.54 |
146 | 2023.11.29 04:00 | sell | 44 | 0.10 | 1.27073 | 0.00000 | 0.00000 | ||
147 | 2023.11.29 04:00 | modify | 44 | 0.10 | 1.27073 | 1.27673 | 1.25573 | ||
148 | 2023.11.30 23:59 | close at stop | 44 | 0.10 | 1.26256 | 1.27673 | 1.25573 | 81.56 | 12118.10 |