Symbol | GBPUSD (Great Britan Pound vs US Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | SISHelp="===================================="; MaxLookbackBars=200; RSIHelp="------------------------------------"; RSI_Period=15; RSI_AppliedPrice=0; RSI_OBSLevels=8; RSI_TriggerAreaLevels=2; PMHelp="===================================="; TEHelp="------------------------------------"; TradeDirection=1; TULHelp="------------------------------------"; MaxSpread=12; MaxTrades=6; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=140; TakeProfit=240; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=10; TrailingStep=10; DSHelp="------------------------------------"; DynamicStop_Start=160; DynamicStop_Step=40; DTHelp="------------------------------------"; DynamicTarget_Start=100; DynamicTarget_Step=30; DOWTHelp="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=0; DayOfWeek_Sunday=1; VSHelp="===================================="; FRTLSHelp="------------------------------------"; Runline1_Colour=Green; Runline1_Width=1; Trendline1_Colour=Magenta; Trendline1_Width=1; SRTLSHelp="------------------------------------"; Runline2_Colour=Green; Runline2_Width=1; Trendline2_Colour=Magenta; Trendline2_Width=1; O2Help="===================================="; CFDTickScaling=0; MagicNumber=170126; | ||||
Bars in test | 2617 | Ticks modelled | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 4385.87 | Gross profit | 5643.59 | Gross loss | -1257.72 |
Profit factor | 4.49 | Expected payoff | 112.46 | ||
Absolute drawdown | 71.36 | Maximal drawdown | 402.38 (2.92%) | Relative drawdown | 2.92% (402.38) |
Total trades | 39 | Short positions (won %) | 21 (66.67%) | Long positions (won %) | 18 (88.89%) |
Profit trades (% of total) | 30 (76.92%) | Loss trades (% of total) | 9 (23.08%) | ||
Largest | profit trade | 242.05 | loss trade | -140.49 | |
Average | profit trade | 188.12 | loss trade | -139.75 | |
Maximum | consecutive wins (profit in money) | 11 (2393.01) | consecutive losses (loss in money) | 2 (-280.35) | |
Maximal | consecutive profit (count of wins) | 2393.01 (11) | consecutive loss (count of losses) | -280.35 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.02 08:00 | sell | 1 | 0.10 | 1.25281 | 0.00000 | 0.00000 | ||
2 | 2022.06.02 08:00 | modify | 1 | 0.10 | 1.25281 | 1.26681 | 1.22881 | ||
3 | 2022.06.09 12:00 | sell | 2 | 0.10 | 1.25403 | 0.00000 | 0.00000 | ||
4 | 2022.06.09 12:00 | modify | 2 | 0.10 | 1.25403 | 1.26803 | 1.23003 | ||
5 | 2022.06.10 16:00 | modify | 2 | 0.10 | 1.25403 | 1.23418 | 1.23003 | ||
6 | 2022.06.10 16:00 | modify | 1 | 0.10 | 1.25281 | 1.23418 | 1.22881 | ||
7 | 2022.06.10 20:00 | modify | 2 | 0.10 | 1.25403 | 1.23231 | 1.23003 | ||
8 | 2022.06.10 20:00 | modify | 1 | 0.10 | 1.25281 | 1.23231 | 1.22881 | ||
9 | 2022.06.13 00:00 | t/p | 1 | 0.10 | 1.22881 | 1.23231 | 1.22881 | 241.32 | 10241.32 |
10 | 2022.06.13 00:00 | t/p | 2 | 0.10 | 1.23003 | 1.23231 | 1.23003 | 240.29 | 10481.61 |
11 | 2022.06.22 12:00 | sell | 3 | 0.10 | 1.22365 | 0.00000 | 0.00000 | ||
12 | 2022.06.22 12:00 | modify | 3 | 0.10 | 1.22365 | 1.23765 | 1.19965 | ||
13 | 2022.06.30 16:00 | sell | 4 | 0.10 | 1.21632 | 0.00000 | 0.00000 | ||
14 | 2022.06.30 16:00 | modify | 4 | 0.10 | 1.21632 | 1.23032 | 1.19232 | ||
15 | 2022.07.01 12:00 | modify | 3 | 0.10 | 1.22365 | 1.20535 | 1.19965 | ||
16 | 2022.07.01 16:00 | s/l | 3 | 0.10 | 1.20535 | 1.20535 | 1.19965 | 184.61 | 10666.22 |
17 | 2022.07.05 12:00 | modify | 4 | 0.10 | 1.21632 | 1.20130 | 1.19232 | ||
18 | 2022.07.05 16:00 | t/p | 4 | 0.10 | 1.19232 | 1.20130 | 1.19232 | 240.44 | 10906.66 |
19 | 2022.07.21 08:00 | buy | 5 | 0.10 | 1.19445 | 0.00000 | 0.00000 | ||
20 | 2022.07.21 08:00 | modify | 5 | 0.10 | 1.19445 | 1.18045 | 1.21845 | ||
21 | 2022.07.22 04:00 | buy | 6 | 0.10 | 1.19666 | 0.00000 | 0.00000 | ||
22 | 2022.07.22 04:00 | modify | 6 | 0.10 | 1.19666 | 1.18266 | 1.22066 | ||
23 | 2022.07.27 20:00 | t/p | 5 | 0.10 | 1.21845 | 1.18045 | 1.21845 | 238.02 | 11144.68 |
24 | 2022.07.27 20:00 | modify | 6 | 0.10 | 1.19666 | 1.21559 | 1.22066 | ||
25 | 2022.07.28 00:00 | s/l | 6 | 0.10 | 1.21559 | 1.21559 | 1.22066 | 186.33 | 11331.01 |
26 | 2022.08.04 08:00 | sell | 7 | 0.10 | 1.21658 | 0.00000 | 0.00000 | ||
27 | 2022.08.04 08:00 | modify | 7 | 0.10 | 1.21658 | 1.23058 | 1.19258 | ||
28 | 2022.08.16 08:00 | sell | 8 | 0.10 | 1.20548 | 0.00000 | 0.00000 | ||
29 | 2022.08.16 08:00 | modify | 8 | 0.10 | 1.20548 | 1.21948 | 1.18148 | ||
30 | 2022.08.18 16:00 | modify | 7 | 0.10 | 1.21658 | 1.19812 | 1.19258 | ||
31 | 2022.08.18 20:00 | t/p | 7 | 0.10 | 1.19258 | 1.19812 | 1.19258 | 242.05 | 11573.06 |
32 | 2022.08.19 12:00 | modify | 8 | 0.10 | 1.20548 | 1.18459 | 1.18148 | ||
33 | 2022.08.19 16:00 | s/l | 8 | 0.10 | 1.18459 | 1.18459 | 1.18148 | 209.63 | 11782.69 |
34 | 2022.09.09 12:00 | buy | 9 | 0.10 | 1.15613 | 0.00000 | 0.00000 | ||
35 | 2022.09.09 12:00 | modify | 9 | 0.10 | 1.15613 | 1.14213 | 1.18013 | ||
36 | 2022.09.13 08:00 | modify | 9 | 0.10 | 1.15613 | 1.17159 | 1.18013 | ||
37 | 2022.09.13 12:00 | s/l | 9 | 0.10 | 1.17159 | 1.17159 | 1.18013 | 153.61 | 11936.30 |
38 | 2022.09.30 04:00 | buy | 10 | 0.10 | 1.10831 | 0.00000 | 0.00000 | ||
39 | 2022.09.30 04:00 | modify | 10 | 0.10 | 1.10831 | 1.09431 | 1.13231 | ||
40 | 2022.10.03 16:00 | t/p | 10 | 0.10 | 1.13231 | 1.09431 | 1.13231 | 239.51 | 12175.80 |
41 | 2022.10.14 12:00 | buy | 11 | 0.10 | 1.11969 | 0.00000 | 0.00000 | ||
42 | 2022.10.14 12:00 | modify | 11 | 0.10 | 1.11969 | 1.10569 | 1.14369 | ||
43 | 2022.10.17 16:00 | modify | 11 | 0.10 | 1.11969 | 1.14146 | 1.14369 | ||
44 | 2022.10.17 20:00 | s/l | 11 | 0.10 | 1.14146 | 1.14146 | 1.14369 | 217.21 | 12393.01 |
45 | 2022.10.20 04:00 | sell | 12 | 0.10 | 1.12005 | 0.00000 | 0.00000 | ||
46 | 2022.10.20 04:00 | modify | 12 | 0.10 | 1.12005 | 1.13405 | 1.09605 | ||
47 | 2022.10.21 20:00 | modify | 12 | 0.10 | 1.12005 | 1.13405 | 1.10605 | ||
48 | 2022.10.23 20:00 | s/l | 12 | 0.10 | 1.13405 | 1.13405 | 1.10605 | -139.85 | 12253.15 |
49 | 2022.11.01 00:00 | sell | 13 | 0.10 | 1.14667 | 0.00000 | 0.00000 | ||
50 | 2022.11.01 00:00 | modify | 13 | 0.10 | 1.14667 | 1.16067 | 1.12267 | ||
51 | 2022.11.03 12:00 | modify | 13 | 0.10 | 1.14667 | 1.12610 | 1.12267 | ||
52 | 2022.11.03 16:00 | s/l | 13 | 0.10 | 1.12610 | 1.12610 | 1.12267 | 206.28 | 12459.44 |
53 | 2022.11.07 16:00 | buy | 14 | 0.10 | 1.14685 | 0.00000 | 0.00000 | ||
54 | 2022.11.07 16:00 | modify | 14 | 0.10 | 1.14685 | 1.13285 | 1.17085 | ||
55 | 2022.11.09 20:00 | modify | 14 | 0.10 | 1.14685 | 1.13285 | 1.16085 | ||
56 | 2022.11.10 16:00 | t/p | 14 | 0.10 | 1.16085 | 1.13285 | 1.16085 | 137.53 | 12596.97 |
57 | 2022.11.17 16:00 | buy | 15 | 0.10 | 1.17808 | 0.00000 | 0.00000 | ||
58 | 2022.11.17 16:00 | modify | 15 | 0.10 | 1.17808 | 1.16408 | 1.20208 | ||
59 | 2022.11.22 04:00 | sell | 16 | 0.10 | 1.18572 | 0.00000 | 0.00000 | ||
60 | 2022.11.22 04:00 | modify | 16 | 0.10 | 1.18572 | 1.19972 | 1.16172 | ||
61 | 2022.11.23 16:00 | t/p | 15 | 0.10 | 1.20208 | 1.16408 | 1.20208 | 238.02 | 12834.99 |
62 | 2022.11.23 16:00 | s/l | 16 | 0.10 | 1.19972 | 1.19972 | 1.16172 | -139.85 | 12695.13 |
63 | 2022.11.29 00:00 | sell | 17 | 0.10 | 1.19590 | 0.00000 | 0.00000 | ||
64 | 2022.11.29 00:00 | modify | 17 | 0.10 | 1.19590 | 1.20990 | 1.17190 | ||
65 | 2022.11.30 20:00 | modify | 17 | 0.10 | 1.19590 | 1.20990 | 1.18190 | ||
66 | 2022.12.01 00:00 | buy | 18 | 0.10 | 1.20773 | 0.00000 | 0.00000 | ||
67 | 2022.12.01 00:00 | modify | 18 | 0.10 | 1.20773 | 1.19373 | 1.23173 | ||
68 | 2022.12.01 04:00 | s/l | 17 | 0.10 | 1.20990 | 1.20990 | 1.18190 | -139.41 | 12555.72 |
69 | 2022.12.01 16:00 | modify | 18 | 0.10 | 1.20773 | 1.22570 | 1.23173 | ||
70 | 2022.12.01 20:00 | s/l | 18 | 0.10 | 1.22570 | 1.22570 | 1.23173 | 179.70 | 12735.42 |
71 | 2022.12.07 16:00 | sell | 19 | 0.10 | 1.21950 | 0.00000 | 0.00000 | ||
72 | 2022.12.07 16:00 | modify | 19 | 0.10 | 1.21950 | 1.23350 | 1.19550 | ||
73 | 2022.12.09 16:00 | modify | 19 | 0.10 | 1.21950 | 1.23350 | 1.20550 | ||
74 | 2022.12.12 00:00 | buy | 20 | 0.10 | 1.22379 | 0.00000 | 0.00000 | ||
75 | 2022.12.12 00:00 | modify | 20 | 0.10 | 1.22379 | 1.20979 | 1.24779 | ||
76 | 2022.12.13 16:00 | s/l | 19 | 0.10 | 1.23350 | 1.23350 | 1.20550 | -139.12 | 12596.30 |
77 | 2022.12.14 16:00 | modify | 20 | 0.10 | 1.22379 | 1.23930 | 1.24779 | ||
78 | 2022.12.14 20:00 | s/l | 20 | 0.10 | 1.23930 | 1.23930 | 1.24779 | 154.11 | 12750.41 |
79 | 2023.01.04 12:00 | sell | 21 | 0.10 | 1.20543 | 0.00000 | 0.00000 | ||
80 | 2023.01.04 12:00 | modify | 21 | 0.10 | 1.20543 | 1.21943 | 1.18143 | ||
81 | 2023.01.05 16:00 | modify | 21 | 0.10 | 1.20543 | 1.18936 | 1.18143 | ||
82 | 2023.01.05 20:00 | s/l | 21 | 0.10 | 1.18936 | 1.18936 | 1.18143 | 161.14 | 12911.55 |
83 | 2023.01.24 16:00 | sell | 22 | 0.10 | 1.23145 | 0.00000 | 0.00000 | ||
84 | 2023.01.24 16:00 | modify | 22 | 0.10 | 1.23145 | 1.24545 | 1.20745 | ||
85 | 2023.01.27 00:00 | modify | 22 | 0.10 | 1.23145 | 1.24545 | 1.21745 | ||
86 | 2023.02.01 08:00 | sell | 23 | 0.10 | 1.23193 | 0.00000 | 0.00000 | ||
87 | 2023.02.01 08:00 | modify | 23 | 0.10 | 1.23193 | 1.24593 | 1.20793 | ||
88 | 2023.02.02 04:00 | buy | 24 | 0.10 | 1.23875 | 0.00000 | 0.00000 | ||
89 | 2023.02.02 04:00 | modify | 24 | 0.10 | 1.23875 | 1.22475 | 1.26275 | ||
90 | 2023.02.02 16:00 | s/l | 24 | 0.10 | 1.22475 | 1.22475 | 1.26275 | -140.00 | 12771.55 |
91 | 2023.02.03 12:00 | sell | 25 | 0.10 | 1.22589 | 0.00000 | 0.00000 | ||
92 | 2023.02.03 12:00 | modify | 25 | 0.10 | 1.22589 | 1.23989 | 1.20189 | ||
93 | 2023.02.03 16:00 | t/p | 22 | 0.10 | 1.21745 | 1.24545 | 1.21745 | 141.75 | 12913.30 |
94 | 2023.02.03 16:00 | t/p | 23 | 0.10 | 1.20793 | 1.24593 | 1.20793 | 240.59 | 13153.89 |
95 | 2023.02.03 20:00 | modify | 25 | 0.10 | 1.22589 | 1.20680 | 1.20189 | ||
96 | 2023.02.05 20:00 | modify | 25 | 0.10 | 1.22589 | 1.20460 | 1.20189 | ||
97 | 2023.02.06 00:00 | s/l | 25 | 0.10 | 1.20460 | 1.20460 | 1.20189 | 213.05 | 13366.93 |
98 | 2023.02.13 00:00 | sell | 26 | 0.10 | 1.20505 | 0.00000 | 0.00000 | ||
99 | 2023.02.13 00:00 | modify | 26 | 0.10 | 1.20505 | 1.21905 | 1.18105 | ||
100 | 2023.02.14 00:00 | modify | 26 | 0.10 | 1.20505 | 1.21905 | 1.19105 | ||
101 | 2023.02.14 12:00 | s/l | 26 | 0.10 | 1.21905 | 1.21905 | 1.19105 | -139.85 | 13227.08 |
102 | 2023.02.24 04:00 | sell | 27 | 0.10 | 1.20222 | 0.00000 | 0.00000 | ||
103 | 2023.02.24 04:00 | modify | 27 | 0.10 | 1.20222 | 1.21622 | 1.17822 | ||
104 | 2023.03.03 00:00 | sell | 28 | 0.10 | 1.19487 | 0.00000 | 0.00000 | ||
105 | 2023.03.03 00:00 | modify | 28 | 0.10 | 1.19487 | 1.20887 | 1.17087 | ||
106 | 2023.03.06 12:00 | buy | 29 | 0.10 | 1.20017 | 0.00000 | 0.00000 | ||
107 | 2023.03.06 12:00 | modify | 29 | 0.10 | 1.20017 | 1.18617 | 1.22417 | ||
108 | 2023.03.07 08:00 | modify | 28 | 0.10 | 1.19487 | 1.20887 | 1.18087 | ||
109 | 2023.03.07 16:00 | modify | 29 | 0.10 | 1.20017 | 1.18617 | 1.21417 | ||
110 | 2023.03.07 20:00 | s/l | 29 | 0.10 | 1.18617 | 1.18617 | 1.21417 | -140.49 | 13086.58 |
111 | 2023.03.07 20:00 | modify | 27 | 0.10 | 1.20222 | 1.18416 | 1.17822 | ||
112 | 2023.03.08 00:00 | s/l | 27 | 0.10 | 1.18416 | 1.18416 | 1.17822 | 182.06 | 13268.65 |
113 | 2023.03.08 16:00 | t/p | 28 | 0.10 | 1.18087 | 1.20887 | 1.18087 | 140.44 | 13409.08 |
114 | 2023.03.13 12:00 | buy | 30 | 0.10 | 1.20792 | 0.00000 | 0.00000 | ||
115 | 2023.03.13 12:00 | modify | 30 | 0.10 | 1.20792 | 1.19392 | 1.23192 | ||
116 | 2023.03.20 16:00 | modify | 30 | 0.10 | 1.20792 | 1.22451 | 1.23192 | ||
117 | 2023.03.20 20:00 | modify | 30 | 0.10 | 1.20792 | 1.22669 | 1.23192 | ||
118 | 2023.03.21 04:00 | s/l | 30 | 0.10 | 1.22669 | 1.22669 | 1.23192 | 183.74 | 13592.83 |
119 | 2023.03.21 16:00 | buy | 31 | 0.10 | 1.21975 | 0.00000 | 0.00000 | ||
120 | 2023.03.21 16:00 | modify | 31 | 0.10 | 1.21975 | 1.20575 | 1.24375 | ||
121 | 2023.03.30 16:00 | modify | 31 | 0.10 | 1.21975 | 1.23567 | 1.24375 | ||
122 | 2023.03.30 20:00 | modify | 31 | 0.10 | 1.21975 | 1.23796 | 1.24375 | ||
123 | 2023.03.31 08:00 | s/l | 31 | 0.10 | 1.23796 | 1.23796 | 1.24375 | 176.16 | 13768.99 |
124 | 2023.04.03 08:00 | sell | 32 | 0.10 | 1.23224 | 0.00000 | 0.00000 | ||
125 | 2023.04.03 08:00 | modify | 32 | 0.10 | 1.23224 | 1.24624 | 1.20824 | ||
126 | 2023.04.03 16:00 | buy | 33 | 0.10 | 1.24044 | 0.00000 | 0.00000 | ||
127 | 2023.04.03 16:00 | modify | 33 | 0.10 | 1.24044 | 1.22644 | 1.26444 | ||
128 | 2023.04.03 20:00 | modify | 32 | 0.10 | 1.23224 | 1.24624 | 1.21824 | ||
129 | 2023.04.04 08:00 | s/l | 32 | 0.10 | 1.24624 | 1.24624 | 1.21824 | -139.85 | 13629.14 |
130 | 2023.04.11 04:00 | sell | 34 | 0.10 | 1.24059 | 0.00000 | 0.00000 | ||
131 | 2023.04.11 04:00 | modify | 34 | 0.10 | 1.24059 | 1.25459 | 1.21659 | ||
132 | 2023.04.13 16:00 | modify | 34 | 0.10 | 1.24059 | 1.25459 | 1.22659 | ||
133 | 2023.04.14 04:00 | s/l | 34 | 0.10 | 1.25459 | 1.25459 | 1.22659 | -139.27 | 13489.87 |
134 | 2023.04.19 12:00 | buy | 35 | 0.10 | 1.24079 | 0.00000 | 0.00000 | ||
135 | 2023.04.19 12:00 | modify | 35 | 0.10 | 1.24079 | 1.22679 | 1.26479 | ||
136 | 2023.04.25 08:00 | buy | 36 | 0.10 | 1.24649 | 0.00000 | 0.00000 | ||
137 | 2023.04.25 08:00 | modify | 36 | 0.10 | 1.24649 | 1.23249 | 1.27049 | ||
138 | 2023.04.27 08:00 | buy | 37 | 0.10 | 1.24653 | 0.00000 | 0.00000 | ||
139 | 2023.04.27 08:00 | modify | 37 | 0.10 | 1.24653 | 1.23253 | 1.27053 | ||
140 | 2023.04.28 16:00 | modify | 35 | 0.10 | 1.24079 | 1.25701 | 1.26479 | ||
141 | 2023.04.28 16:00 | modify | 33 | 0.10 | 1.24044 | 1.25701 | 1.26444 | ||
142 | 2023.04.28 20:00 | s/l | 33 | 0.10 | 1.25701 | 1.25701 | 1.26444 | 152.34 | 13642.21 |
143 | 2023.04.28 20:00 | s/l | 35 | 0.10 | 1.25701 | 1.25701 | 1.26479 | 156.76 | 13798.97 |
144 | 2023.05.05 16:00 | modify | 37 | 0.10 | 1.24653 | 1.26378 | 1.27053 | ||
145 | 2023.05.05 16:00 | modify | 36 | 0.10 | 1.24649 | 1.26378 | 1.27049 | ||
146 | 2023.05.05 20:00 | s/l | 36 | 0.10 | 1.26378 | 1.26378 | 1.27049 | 166.96 | 13965.93 |
147 | 2023.05.05 20:00 | s/l | 37 | 0.10 | 1.26378 | 1.26378 | 1.27053 | 168.54 | 14134.47 |
148 | 2023.05.12 04:00 | sell | 38 | 0.10 | 1.25213 | 0.00000 | 0.00000 | ||
149 | 2023.05.12 04:00 | modify | 38 | 0.10 | 1.25213 | 1.26613 | 1.22813 | ||
150 | 2023.05.25 04:00 | modify | 38 | 0.10 | 1.25213 | 1.23525 | 1.22813 | ||
151 | 2023.05.25 08:00 | s/l | 38 | 0.10 | 1.23525 | 1.23525 | 1.22813 | 170.70 | 14305.17 |
152 | 2023.05.31 08:00 | buy | 39 | 0.10 | 1.23640 | 0.00000 | 0.00000 | ||
153 | 2023.05.31 08:00 | modify | 39 | 0.10 | 1.23640 | 1.22240 | 1.26040 | ||
154 | 2023.05.31 23:59 | close at stop | 39 | 0.10 | 1.24447 | 1.22240 | 1.26040 | 80.70 | 14385.87 |