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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; 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 | 1208.46 | Gross profit | 2516.10 | Gross loss | -1307.64 |
Profit factor | 1.92 | Expected payoff | 27.46 | ||
Absolute drawdown | 57.34 | Maximal drawdown | 530.57 (4.69%) | Relative drawdown | 4.69% (530.57) |
Total trades | 44 | Short positions (won %) | 26 (65.38%) | Long positions (won %) | 18 (61.11%) |
Profit trades (% of total) | 28 (63.64%) | Loss trades (% of total) | 16 (36.36%) | ||
Largest | profit trade | 139.95 | loss trade | -142.51 | |
Average | profit trade | 89.86 | loss trade | -81.73 | |
Maximum | consecutive wins (profit in money) | 5 (450.97) | consecutive losses (loss in money) | 4 (-456.91) | |
Maximal | consecutive profit (count of wins) | 450.97 (5) | consecutive loss (count of losses) | -456.91 (4) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.13 16:00 | sell | 1 | 0.10 | 1.23934 | 0.00000 | 0.00000 | ||
2 | 2022.12.13 16:00 | modify | 1 | 0.10 | 1.23934 | 1.25334 | 1.22534 | ||
3 | 2022.12.15 16:00 | t/p | 1 | 0.10 | 1.22534 | 1.25334 | 1.22534 | 139.81 | 10139.81 |
4 | 2023.01.03 12:00 | buy | 2 | 0.10 | 1.19338 | 0.00000 | 0.00000 | ||
5 | 2023.01.03 12:00 | modify | 2 | 0.10 | 1.19338 | 1.17938 | 1.20738 | ||
6 | 2023.01.03 16:00 | buy | 3 | 0.10 | 1.20115 | 0.00000 | 0.00000 | ||
7 | 2023.01.03 16:00 | modify | 3 | 0.10 | 1.20115 | 1.19688 | 1.20738 | ||
8 | 2023.01.03 16:00 | modify | 2 | 0.10 | 1.19338 | 1.19688 | 1.20738 | ||
9 | 2023.01.03 20:00 | s/l | 2 | 0.10 | 1.19688 | 1.19688 | 1.20738 | 35.00 | 10174.81 |
10 | 2023.01.03 20:00 | s/l | 3 | 0.10 | 1.19688 | 1.19688 | 1.20738 | -42.70 | 10132.11 |
11 | 2023.01.05 16:00 | buy | 4 | 0.10 | 1.18836 | 0.00000 | 0.00000 | ||
12 | 2023.01.05 16:00 | modify | 4 | 0.10 | 1.18836 | 1.17436 | 1.20236 | ||
13 | 2023.01.05 20:00 | buy | 5 | 0.10 | 1.19203 | 0.00000 | 0.00000 | ||
14 | 2023.01.05 20:00 | modify | 5 | 0.10 | 1.19203 | 1.18906 | 1.20236 | ||
15 | 2023.01.05 20:00 | modify | 4 | 0.10 | 1.18836 | 1.18906 | 1.20236 | ||
16 | 2023.01.06 00:00 | s/l | 4 | 0.10 | 1.18906 | 1.18906 | 1.20236 | 6.82 | 10138.93 |
17 | 2023.01.06 00:00 | s/l | 5 | 0.10 | 1.18906 | 1.18906 | 1.20236 | -29.88 | 10109.05 |
18 | 2023.01.31 16:00 | buy | 6 | 0.10 | 1.23074 | 0.00000 | 0.00000 | ||
19 | 2023.01.31 16:00 | modify | 6 | 0.10 | 1.23074 | 1.21674 | 1.24474 | ||
20 | 2023.02.03 16:00 | s/l | 6 | 0.10 | 1.21674 | 1.21674 | 1.24474 | -140.90 | 9968.16 |
21 | 2023.02.09 12:00 | sell | 7 | 0.10 | 1.21475 | 0.00000 | 0.00000 | ||
22 | 2023.02.09 12:00 | modify | 7 | 0.10 | 1.21475 | 1.22875 | 1.20075 | ||
23 | 2023.02.10 20:00 | sell | 8 | 0.10 | 1.20488 | 0.00000 | 0.00000 | ||
24 | 2023.02.10 20:00 | modify | 8 | 0.10 | 1.20488 | 1.20985 | 1.20075 | ||
25 | 2023.02.10 20:00 | modify | 7 | 0.10 | 1.21475 | 1.20985 | 1.20075 | ||
26 | 2023.02.13 16:00 | s/l | 7 | 0.10 | 1.20985 | 1.20985 | 1.20075 | 48.91 | 10017.06 |
27 | 2023.02.13 16:00 | s/l | 8 | 0.10 | 1.20985 | 1.20985 | 1.20075 | -49.75 | 9967.32 |
28 | 2023.02.24 16:00 | buy | 9 | 0.10 | 1.19438 | 0.00000 | 0.00000 | ||
29 | 2023.02.24 16:00 | modify | 9 | 0.10 | 1.19438 | 1.18038 | 1.20838 | ||
30 | 2023.02.28 12:00 | t/p | 9 | 0.10 | 1.20838 | 1.18038 | 1.20838 | 139.64 | 10106.96 |
31 | 2023.03.07 16:00 | buy | 10 | 0.10 | 1.18783 | 0.00000 | 0.00000 | ||
32 | 2023.03.07 16:00 | modify | 10 | 0.10 | 1.18783 | 1.17383 | 1.20183 | ||
33 | 2023.03.09 16:00 | buy | 11 | 0.10 | 1.19135 | 0.00000 | 0.00000 | ||
34 | 2023.03.09 16:00 | modify | 11 | 0.10 | 1.19135 | 1.18853 | 1.20183 | ||
35 | 2023.03.09 16:00 | modify | 10 | 0.10 | 1.18783 | 1.18853 | 1.20183 | ||
36 | 2023.03.10 08:00 | buy | 12 | 0.10 | 1.19576 | 0.00000 | 0.00000 | ||
37 | 2023.03.10 08:00 | modify | 12 | 0.10 | 1.19576 | 1.19133 | 1.20183 | ||
38 | 2023.03.10 08:00 | modify | 11 | 0.10 | 1.19135 | 1.19133 | 1.20183 | ||
39 | 2023.03.10 08:00 | modify | 10 | 0.10 | 1.18783 | 1.19133 | 1.20183 | ||
40 | 2023.03.10 16:00 | t/p | 10 | 0.10 | 1.20183 | 1.19133 | 1.20183 | 139.10 | 10246.06 |
41 | 2023.03.10 16:00 | t/p | 11 | 0.10 | 1.20183 | 1.19133 | 1.20183 | 104.62 | 10350.69 |
42 | 2023.03.10 16:00 | t/p | 12 | 0.10 | 1.20183 | 1.19133 | 1.20183 | 60.70 | 10411.39 |
43 | 2023.03.20 12:00 | sell | 13 | 0.10 | 1.22311 | 0.00000 | 0.00000 | ||
44 | 2023.03.20 12:00 | modify | 13 | 0.10 | 1.22311 | 1.23711 | 1.20911 | ||
45 | 2023.03.21 16:00 | sell | 14 | 0.10 | 1.21945 | 0.00000 | 0.00000 | ||
46 | 2023.03.21 16:00 | modify | 14 | 0.10 | 1.21945 | 1.22241 | 1.20911 | ||
47 | 2023.03.21 16:00 | modify | 13 | 0.10 | 1.22311 | 1.22241 | 1.20911 | ||
48 | 2023.03.22 00:00 | s/l | 13 | 0.10 | 1.22241 | 1.22241 | 1.20911 | 6.91 | 10418.29 |
49 | 2023.03.22 00:00 | s/l | 14 | 0.10 | 1.22241 | 1.22241 | 1.20911 | -29.65 | 10388.64 |
50 | 2023.03.28 16:00 | sell | 15 | 0.10 | 1.23397 | 0.00000 | 0.00000 | ||
51 | 2023.03.28 16:00 | modify | 15 | 0.10 | 1.23397 | 1.24797 | 1.21997 | ||
52 | 2023.03.30 04:00 | sell | 16 | 0.10 | 1.23035 | 0.00000 | 0.00000 | ||
53 | 2023.03.30 04:00 | modify | 16 | 0.10 | 1.23035 | 1.23327 | 1.21997 | ||
54 | 2023.03.30 04:00 | modify | 15 | 0.10 | 1.23397 | 1.23327 | 1.21997 | ||
55 | 2023.03.30 08:00 | s/l | 15 | 0.10 | 1.23327 | 1.23327 | 1.21997 | 6.81 | 10395.46 |
56 | 2023.03.30 08:00 | s/l | 16 | 0.10 | 1.23327 | 1.23327 | 1.21997 | -29.20 | 10366.26 |
57 | 2023.04.14 16:00 | buy | 17 | 0.10 | 1.24188 | 0.00000 | 0.00000 | ||
58 | 2023.04.14 16:00 | modify | 17 | 0.10 | 1.24188 | 1.22788 | 1.25588 | ||
59 | 2023.04.28 16:00 | t/p | 17 | 0.10 | 1.25588 | 1.22788 | 1.25588 | 137.49 | 10503.75 |
60 | 2023.04.28 16:00 | sell | 18 | 0.10 | 1.25801 | 0.00000 | 0.00000 | ||
61 | 2023.04.28 16:00 | modify | 18 | 0.10 | 1.25801 | 1.27201 | 1.24401 | ||
62 | 2023.05.02 12:00 | sell | 19 | 0.10 | 1.24798 | 0.00000 | 0.00000 | ||
63 | 2023.05.02 12:00 | modify | 19 | 0.10 | 1.24798 | 1.25311 | 1.24401 | ||
64 | 2023.05.02 12:00 | modify | 18 | 0.10 | 1.25801 | 1.25311 | 1.24401 | ||
65 | 2023.05.02 16:00 | t/p | 18 | 0.10 | 1.24401 | 1.25311 | 1.24401 | 139.91 | 10643.66 |
66 | 2023.05.02 16:00 | t/p | 19 | 0.10 | 1.24401 | 1.25311 | 1.24401 | 39.70 | 10683.36 |
67 | 2023.05.03 20:00 | sell | 20 | 0.10 | 1.25514 | 0.00000 | 0.00000 | ||
68 | 2023.05.03 20:00 | modify | 20 | 0.10 | 1.25514 | 1.26914 | 1.24114 | ||
69 | 2023.05.12 20:00 | sell | 21 | 0.10 | 1.24507 | 0.00000 | 0.00000 | ||
70 | 2023.05.12 20:00 | modify | 21 | 0.10 | 1.24507 | 1.25024 | 1.24114 | ||
71 | 2023.05.12 20:00 | modify | 20 | 0.10 | 1.25514 | 1.25024 | 1.24114 | ||
72 | 2023.05.15 12:00 | s/l | 20 | 0.10 | 1.25024 | 1.25024 | 1.24114 | 48.44 | 10731.79 |
73 | 2023.05.15 12:00 | s/l | 21 | 0.10 | 1.25024 | 1.25024 | 1.24114 | -51.75 | 10680.05 |
74 | 2023.05.17 08:00 | buy | 22 | 0.10 | 1.24243 | 0.00000 | 0.00000 | ||
75 | 2023.05.17 08:00 | modify | 22 | 0.10 | 1.24243 | 1.22843 | 1.25643 | ||
76 | 2023.06.08 08:00 | buy | 23 | 0.10 | 1.24593 | 0.00000 | 0.00000 | ||
77 | 2023.06.08 08:00 | modify | 23 | 0.10 | 1.24593 | 1.24313 | 1.25643 | ||
78 | 2023.06.08 08:00 | modify | 22 | 0.10 | 1.24243 | 1.24313 | 1.25643 | ||
79 | 2023.06.09 08:00 | t/p | 22 | 0.10 | 1.25643 | 1.24313 | 1.25643 | 135.53 | 10815.57 |
80 | 2023.06.09 08:00 | t/p | 23 | 0.10 | 1.25643 | 1.24313 | 1.25643 | 104.82 | 10920.39 |
81 | 2023.06.09 16:00 | sell | 24 | 0.10 | 1.25776 | 0.00000 | 0.00000 | ||
82 | 2023.06.09 16:00 | modify | 24 | 0.10 | 1.25776 | 1.27176 | 1.24376 | ||
83 | 2023.06.15 16:00 | s/l | 24 | 0.10 | 1.27176 | 1.27176 | 1.24376 | -140.28 | 10780.11 |
84 | 2023.06.15 16:00 | sell | 25 | 0.10 | 1.27592 | 0.00000 | 0.00000 | ||
85 | 2023.06.15 16:00 | modify | 25 | 0.10 | 1.27592 | 1.28992 | 1.26192 | ||
86 | 2023.06.28 16:00 | t/p | 25 | 0.10 | 1.26192 | 1.28992 | 1.26192 | 139.48 | 10919.59 |
87 | 2023.06.28 16:00 | buy | 26 | 0.10 | 1.26380 | 0.00000 | 0.00000 | ||
88 | 2023.06.28 16:00 | modify | 26 | 0.10 | 1.26380 | 1.24980 | 1.27780 | ||
89 | 2023.07.06 12:00 | t/p | 26 | 0.10 | 1.27780 | 1.24980 | 1.27780 | 138.21 | 11057.80 |
90 | 2023.07.07 16:00 | sell | 27 | 0.10 | 1.28377 | 0.00000 | 0.00000 | ||
91 | 2023.07.07 16:00 | modify | 27 | 0.10 | 1.28377 | 1.29777 | 1.26977 | ||
92 | 2023.07.12 16:00 | s/l | 27 | 0.10 | 1.29777 | 1.29777 | 1.26977 | -140.14 | 10917.66 |
93 | 2023.07.13 08:00 | sell | 28 | 0.10 | 1.30265 | 0.00000 | 0.00000 | ||
94 | 2023.07.13 08:00 | modify | 28 | 0.10 | 1.30265 | 1.31665 | 1.28865 | ||
95 | 2023.07.19 08:00 | sell | 29 | 0.10 | 1.29477 | 0.00000 | 0.00000 | ||
96 | 2023.07.19 08:00 | modify | 29 | 0.10 | 1.29477 | 1.29915 | 1.28865 | ||
97 | 2023.07.19 08:00 | modify | 28 | 0.10 | 1.30265 | 1.29915 | 1.28865 | ||
98 | 2023.07.19 16:00 | t/p | 28 | 0.10 | 1.28865 | 1.29915 | 1.28865 | 139.81 | 11057.47 |
99 | 2023.07.19 16:00 | t/p | 29 | 0.10 | 1.28865 | 1.29915 | 1.28865 | 61.20 | 11118.67 |
100 | 2023.07.26 20:00 | sell | 30 | 0.10 | 1.29478 | 0.00000 | 0.00000 | ||
101 | 2023.07.26 20:00 | modify | 30 | 0.10 | 1.29478 | 1.30878 | 1.28078 | ||
102 | 2023.07.27 20:00 | t/p | 30 | 0.10 | 1.28078 | 1.30878 | 1.28078 | 139.86 | 11258.53 |
103 | 2023.08.01 16:00 | buy | 31 | 0.10 | 1.27502 | 0.00000 | 0.00000 | ||
104 | 2023.08.01 16:00 | modify | 31 | 0.10 | 1.27502 | 1.26102 | 1.28902 | ||
105 | 2023.08.07 20:00 | buy | 32 | 0.10 | 1.27882 | 0.00000 | 0.00000 | ||
106 | 2023.08.07 20:00 | modify | 32 | 0.10 | 1.27882 | 1.27572 | 1.28902 | ||
107 | 2023.08.07 20:00 | modify | 31 | 0.10 | 1.27502 | 1.27572 | 1.28902 | ||
108 | 2023.08.08 04:00 | s/l | 31 | 0.10 | 1.27572 | 1.27572 | 1.28902 | 5.75 | 11264.28 |
109 | 2023.08.08 04:00 | s/l | 32 | 0.10 | 1.27572 | 1.27572 | 1.28902 | -31.18 | 11233.10 |
110 | 2023.08.23 12:00 | buy | 33 | 0.10 | 1.26319 | 0.00000 | 0.00000 | ||
111 | 2023.08.23 12:00 | modify | 33 | 0.10 | 1.26319 | 1.24919 | 1.27719 | ||
112 | 2023.09.06 16:00 | s/l | 33 | 0.10 | 1.24919 | 1.24919 | 1.27719 | -142.51 | 11090.60 |
113 | 2023.09.06 16:00 | buy | 34 | 0.10 | 1.25005 | 0.00000 | 0.00000 | ||
114 | 2023.09.06 16:00 | modify | 34 | 0.10 | 1.25005 | 1.23605 | 1.26405 | ||
115 | 2023.09.20 08:00 | s/l | 34 | 0.10 | 1.23605 | 1.23605 | 1.26405 | -142.51 | 10948.09 |
116 | 2023.09.21 12:00 | buy | 35 | 0.10 | 1.22709 | 0.00000 | 0.00000 | ||
117 | 2023.09.21 12:00 | modify | 35 | 0.10 | 1.22709 | 1.21309 | 1.24109 | ||
118 | 2023.09.27 12:00 | s/l | 35 | 0.10 | 1.21309 | 1.21309 | 1.24109 | -140.72 | 10807.37 |
119 | 2023.09.29 08:00 | sell | 36 | 0.10 | 1.22428 | 0.00000 | 0.00000 | ||
120 | 2023.09.29 08:00 | modify | 36 | 0.10 | 1.22428 | 1.23828 | 1.21028 | ||
121 | 2023.10.02 20:00 | t/p | 36 | 0.10 | 1.21028 | 1.23828 | 1.21028 | 139.95 | 10947.33 |
122 | 2023.10.06 16:00 | sell | 37 | 0.10 | 1.22526 | 0.00000 | 0.00000 | ||
123 | 2023.10.06 16:00 | modify | 37 | 0.10 | 1.22526 | 1.23926 | 1.21126 | ||
124 | 2023.10.12 20:00 | sell | 38 | 0.10 | 1.21752 | 0.00000 | 0.00000 | ||
125 | 2023.10.12 20:00 | modify | 38 | 0.10 | 1.21752 | 1.22176 | 1.21126 | ||
126 | 2023.10.12 20:00 | modify | 37 | 0.10 | 1.22526 | 1.22176 | 1.21126 | ||
127 | 2023.10.13 08:00 | s/l | 37 | 0.10 | 1.22176 | 1.22176 | 1.21126 | 34.67 | 10982.00 |
128 | 2023.10.13 08:00 | s/l | 38 | 0.10 | 1.22176 | 1.22176 | 1.21126 | -42.45 | 10939.55 |
129 | 2023.10.23 16:00 | sell | 39 | 0.10 | 1.22316 | 0.00000 | 0.00000 | ||
130 | 2023.10.23 16:00 | modify | 39 | 0.10 | 1.22316 | 1.23716 | 1.20916 | ||
131 | 2023.10.26 04:00 | t/p | 39 | 0.10 | 1.20916 | 1.23716 | 1.20916 | 139.76 | 11079.32 |
132 | 2023.11.03 16:00 | sell | 40 | 0.10 | 1.23710 | 0.00000 | 0.00000 | ||
133 | 2023.11.03 16:00 | modify | 40 | 0.10 | 1.23710 | 1.25110 | 1.22310 | ||
134 | 2023.11.07 04:00 | sell | 41 | 0.10 | 1.23337 | 0.00000 | 0.00000 | ||
135 | 2023.11.07 04:00 | modify | 41 | 0.10 | 1.23337 | 1.23640 | 1.22310 | ||
136 | 2023.11.07 04:00 | modify | 40 | 0.10 | 1.23710 | 1.23640 | 1.22310 | ||
137 | 2023.11.08 08:00 | sell | 42 | 0.10 | 1.22721 | 0.00000 | 0.00000 | ||
138 | 2023.11.08 08:00 | modify | 42 | 0.10 | 1.22721 | 1.23220 | 1.22310 | ||
139 | 2023.11.08 08:00 | modify | 41 | 0.10 | 1.23337 | 1.23220 | 1.22310 | ||
140 | 2023.11.08 08:00 | modify | 40 | 0.10 | 1.23710 | 1.23220 | 1.22310 | ||
141 | 2023.11.09 20:00 | t/p | 40 | 0.10 | 1.22310 | 1.23220 | 1.22310 | 139.72 | 11219.03 |
142 | 2023.11.09 20:00 | t/p | 41 | 0.10 | 1.22310 | 1.23220 | 1.22310 | 102.51 | 11321.55 |
143 | 2023.11.09 20:00 | t/p | 42 | 0.10 | 1.22310 | 1.23220 | 1.22310 | 40.96 | 11362.50 |
144 | 2023.11.14 16:00 | sell | 43 | 0.10 | 1.24563 | 0.00000 | 0.00000 | ||
145 | 2023.11.14 16:00 | modify | 43 | 0.10 | 1.24563 | 1.25963 | 1.23163 | ||
146 | 2023.11.24 16:00 | s/l | 43 | 0.10 | 1.25963 | 1.25963 | 1.23163 | -140.56 | 11221.94 |
147 | 2023.11.24 16:00 | sell | 44 | 0.10 | 1.26124 | 0.00000 | 0.00000 | ||
148 | 2023.11.24 16:00 | modify | 44 | 0.10 | 1.26124 | 1.27524 | 1.24724 | ||
149 | 2023.11.30 23:59 | close at stop | 44 | 0.10 | 1.26256 | 1.27524 | 1.24724 | -13.48 | 11208.46 |