Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2024.01.01 20:00 - 2024.12.31 23:59 (2024.01.01 - 2025.01.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2615 | Ticks modelled | 4229 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 50 | ||
Total net profit | 307.21 | Gross profit | 558.94 | Gross loss | -251.73 |
Profit factor | 2.22 | Expected payoff | 19.20 | ||
Absolute drawdown | 77.02 | Maximal drawdown | 215.78 (18.95%) | Relative drawdown | 18.95% (215.78) |
Total trades | 16 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 9 (56.25%) | Loss trades (% of total) | 7 (43.75%) | ||
Largest | profit trade | 105.36 | loss trade | -102.76 | |
Average | profit trade | 62.10 | loss trade | -35.96 | |
Maximum | consecutive wins (profit in money) | 2 (130.58) | consecutive losses (loss in money) | 2 (-102.94) | |
Maximal | consecutive profit (count of wins) | 130.58 (2) | consecutive loss (count of losses) | -102.94 (2) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.04.22 12:00 | buy | 1 | 0.10 | 1.68964 | 0.00000 | 0.00000 | ||
2 | 2024.04.22 12:00 | modify | 1 | 0.10 | 1.68964 | 1.67664 | 1.70464 | ||
3 | 2024.04.24 16:00 | t/p | 1 | 0.10 | 1.70464 | 1.67664 | 1.70464 | 105.06 | 1105.06 |
4 | 2024.05.22 08:00 | sell | 2 | 0.10 | 1.74075 | 0.00000 | 0.00000 | ||
5 | 2024.05.22 08:00 | modify | 2 | 0.10 | 1.74075 | 1.75375 | 1.72575 | ||
6 | 2024.06.05 16:00 | s/l | 2 | 0.10 | 1.75375 | 1.75375 | 1.72575 | -102.76 | 1002.30 |
7 | 2024.06.20 20:00 | buy | 3 | 0.10 | 1.73298 | 0.00000 | 0.00000 | ||
8 | 2024.06.20 20:00 | modify | 3 | 0.10 | 1.73298 | 1.71998 | 1.74798 | ||
9 | 2024.07.05 08:00 | buy | 4 | 0.10 | 1.73901 | 0.00000 | 0.00000 | ||
10 | 2024.07.05 08:00 | modify | 4 | 0.10 | 1.73901 | 1.73748 | 1.74798 | ||
11 | 2024.07.05 08:00 | modify | 3 | 0.10 | 1.73298 | 1.73748 | 1.74798 | ||
12 | 2024.07.05 16:00 | s/l | 3 | 0.10 | 1.73748 | 1.73748 | 1.74798 | 35.83 | 1038.12 |
13 | 2024.07.05 16:00 | s/l | 4 | 0.10 | 1.73748 | 1.73748 | 1.74798 | -10.66 | 1027.46 |
14 | 2024.07.11 16:00 | sell | 5 | 0.10 | 1.75883 | 0.00000 | 0.00000 | ||
15 | 2024.07.11 16:00 | modify | 5 | 0.10 | 1.75883 | 1.77183 | 1.74383 | ||
16 | 2024.07.15 08:00 | s/l | 5 | 0.10 | 1.77183 | 1.77183 | 1.74383 | -92.28 | 935.18 |
17 | 2024.07.17 12:00 | sell | 6 | 0.10 | 1.78171 | 0.00000 | 0.00000 | ||
18 | 2024.07.17 12:00 | modify | 6 | 0.10 | 1.78171 | 1.79471 | 1.76671 | ||
19 | 2024.07.18 12:00 | sell | 7 | 0.10 | 1.77560 | 0.00000 | 0.00000 | ||
20 | 2024.07.18 12:00 | modify | 7 | 0.10 | 1.77560 | 1.77721 | 1.76671 | ||
21 | 2024.07.18 12:00 | modify | 6 | 0.10 | 1.78171 | 1.77721 | 1.76671 | ||
22 | 2024.07.18 16:00 | s/l | 6 | 0.10 | 1.77721 | 1.77721 | 1.76671 | 28.72 | 963.90 |
23 | 2024.07.18 16:00 | s/l | 7 | 0.10 | 1.77721 | 1.77721 | 1.76671 | -11.21 | 952.69 |
24 | 2024.09.16 16:00 | sell | 8 | 0.10 | 1.79503 | 0.00000 | 0.00000 | ||
25 | 2024.09.16 16:00 | modify | 8 | 0.10 | 1.79503 | 1.80803 | 1.78003 | ||
26 | 2024.09.18 04:00 | sell | 9 | 0.10 | 1.78881 | 0.00000 | 0.00000 | ||
27 | 2024.09.18 04:00 | modify | 9 | 0.10 | 1.78881 | 1.79053 | 1.78003 | ||
28 | 2024.09.18 04:00 | modify | 8 | 0.10 | 1.79503 | 1.79053 | 1.78003 | ||
29 | 2024.09.18 08:00 | s/l | 8 | 0.10 | 1.79053 | 1.79053 | 1.78003 | 29.58 | 982.27 |
30 | 2024.09.18 08:00 | s/l | 9 | 0.10 | 1.79053 | 1.79053 | 1.78003 | -11.98 | 970.29 |
31 | 2024.09.20 08:00 | sell | 10 | 0.10 | 1.80640 | 0.00000 | 0.00000 | ||
32 | 2024.09.20 08:00 | modify | 10 | 0.10 | 1.80640 | 1.81940 | 1.79140 | ||
33 | 2024.10.01 20:00 | t/p | 10 | 0.10 | 1.79140 | 1.81940 | 1.79140 | 96.58 | 1066.87 |
34 | 2024.10.03 08:00 | buy | 11 | 0.10 | 1.77921 | 0.00000 | 0.00000 | ||
35 | 2024.10.03 08:00 | modify | 11 | 0.10 | 1.77921 | 1.76621 | 1.79421 | ||
36 | 2024.10.04 12:00 | buy | 12 | 0.10 | 1.78536 | 0.00000 | 0.00000 | ||
37 | 2024.10.04 12:00 | modify | 12 | 0.10 | 1.78536 | 1.78371 | 1.79421 | ||
38 | 2024.10.04 12:00 | modify | 11 | 0.10 | 1.77921 | 1.78371 | 1.79421 | ||
39 | 2024.10.04 16:00 | s/l | 11 | 0.10 | 1.78371 | 1.78371 | 1.79421 | 31.64 | 1098.51 |
40 | 2024.10.04 16:00 | s/l | 12 | 0.10 | 1.78371 | 1.78371 | 1.79421 | -11.49 | 1087.02 |
41 | 2024.11.21 16:00 | buy | 13 | 0.10 | 1.75998 | 0.00000 | 0.00000 | ||
42 | 2024.11.21 16:00 | modify | 13 | 0.10 | 1.75998 | 1.74698 | 1.77498 | ||
43 | 2024.11.26 16:00 | t/p | 13 | 0.10 | 1.77498 | 1.74698 | 1.77498 | 105.36 | 1192.38 |
44 | 2024.12.06 16:00 | sell | 14 | 0.10 | 1.80160 | 0.00000 | 0.00000 | ||
45 | 2024.12.06 16:00 | modify | 14 | 0.10 | 1.80160 | 1.81460 | 1.78660 | ||
46 | 2024.12.13 20:00 | sell | 15 | 0.10 | 1.79547 | 0.00000 | 0.00000 | ||
47 | 2024.12.13 20:00 | modify | 15 | 0.10 | 1.79547 | 1.79710 | 1.78660 | ||
48 | 2024.12.13 20:00 | modify | 14 | 0.10 | 1.80160 | 1.79710 | 1.78660 | ||
49 | 2024.12.15 20:00 | s/l | 14 | 0.10 | 1.79710 | 1.79710 | 1.78660 | 25.22 | 1217.60 |
50 | 2024.12.15 20:00 | s/l | 15 | 0.10 | 1.79710 | 1.79710 | 1.78660 | -11.35 | 1206.25 |
51 | 2024.12.17 16:00 | sell | 16 | 0.10 | 1.81886 | 0.00000 | 0.00000 | ||
52 | 2024.12.17 16:00 | modify | 16 | 0.10 | 1.81886 | 1.83186 | 1.80386 | ||
53 | 2024.12.19 16:00 | t/p | 16 | 0.10 | 1.80386 | 1.83186 | 1.80386 | 100.96 | 1307.21 |