Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 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=4; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 50 | ||
Total net profit | 1256.75 | Gross profit | 2247.61 | Gross loss | -990.85 |
Profit factor | 2.27 | Expected payoff | 28.56 | ||
Absolute drawdown | 149.90 | Maximal drawdown | 324.92 (2.86%) | Relative drawdown | 2.86% (324.92) |
Total trades | 44 | Short positions (won %) | 23 (60.87%) | Long positions (won %) | 21 (76.19%) |
Profit trades (% of total) | 30 (68.18%) | Loss trades (% of total) | 14 (31.82%) | ||
Largest | profit trade | 110.42 | loss trade | -91.53 | |
Average | profit trade | 74.92 | loss trade | -70.78 | |
Maximum | consecutive wins (profit in money) | 9 (599.70) | consecutive losses (loss in money) | 3 (-218.64) | |
Maximal | consecutive profit (count of wins) | 634.75 (8) | consecutive loss (count of losses) | -218.64 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.01 12:00 | sell | 1 | 0.10 | 1.63323 | 0.00000 | 0.00000 | ||
2 | 2022.12.01 12:00 | modify | 1 | 0.10 | 1.63323 | 1.64523 | 1.61823 | ||
3 | 2022.12.01 16:00 | s/l | 1 | 0.10 | 1.64523 | 1.64523 | 1.61823 | -88.29 | 9911.71 |
4 | 2022.12.06 16:00 | sell | 2 | 0.10 | 1.66754 | 0.00000 | 0.00000 | ||
5 | 2022.12.06 16:00 | modify | 2 | 0.10 | 1.66754 | 1.67954 | 1.65254 | ||
6 | 2022.12.06 20:00 | sell | 3 | 0.10 | 1.65901 | 0.00000 | 0.00000 | ||
7 | 2022.12.06 20:00 | modify | 3 | 0.10 | 1.65901 | 1.66379 | 1.65254 | ||
8 | 2022.12.06 20:00 | modify | 2 | 0.10 | 1.66754 | 1.66379 | 1.65254 | ||
9 | 2022.12.07 12:00 | s/l | 2 | 0.10 | 1.66379 | 1.66379 | 1.65254 | 27.27 | 9938.98 |
10 | 2022.12.07 12:00 | s/l | 3 | 0.10 | 1.66379 | 1.66379 | 1.65254 | -35.49 | 9903.48 |
11 | 2022.12.09 16:00 | sell | 4 | 0.10 | 1.67613 | 0.00000 | 0.00000 | ||
12 | 2022.12.09 16:00 | modify | 4 | 0.10 | 1.67613 | 1.68813 | 1.66113 | ||
13 | 2022.12.16 08:00 | t/p | 4 | 0.10 | 1.66113 | 1.68813 | 1.66113 | 108.08 | 10011.56 |
14 | 2022.12.27 16:00 | buy | 5 | 0.10 | 1.62278 | 0.00000 | 0.00000 | ||
15 | 2022.12.27 16:00 | modify | 5 | 0.10 | 1.62278 | 1.61078 | 1.63778 | ||
16 | 2022.12.28 16:00 | t/p | 5 | 0.10 | 1.63778 | 1.61078 | 1.63778 | 110.42 | 10121.98 |
17 | 2023.01.05 16:00 | buy | 6 | 0.10 | 1.61490 | 0.00000 | 0.00000 | ||
18 | 2023.01.05 16:00 | modify | 6 | 0.10 | 1.61490 | 1.60290 | 1.62990 | ||
19 | 2023.01.09 08:00 | t/p | 6 | 0.10 | 1.62990 | 1.60290 | 1.62990 | 110.31 | 10232.28 |
20 | 2023.01.18 12:00 | sell | 7 | 0.10 | 1.65417 | 0.00000 | 0.00000 | ||
21 | 2023.01.18 12:00 | modify | 7 | 0.10 | 1.65417 | 1.66617 | 1.63917 | ||
22 | 2023.01.19 00:00 | s/l | 7 | 0.10 | 1.66617 | 1.66617 | 1.63917 | -89.25 | 10143.03 |
23 | 2023.01.23 12:00 | buy | 8 | 0.10 | 1.65255 | 0.00000 | 0.00000 | ||
24 | 2023.01.23 12:00 | modify | 8 | 0.10 | 1.65255 | 1.64055 | 1.66755 | ||
25 | 2023.01.26 00:00 | buy | 9 | 0.10 | 1.66096 | 0.00000 | 0.00000 | ||
26 | 2023.01.26 00:00 | modify | 9 | 0.10 | 1.66096 | 1.65630 | 1.66755 | ||
27 | 2023.01.26 00:00 | modify | 8 | 0.10 | 1.65255 | 1.65630 | 1.66755 | ||
28 | 2023.01.26 16:00 | s/l | 8 | 0.10 | 1.65630 | 1.65630 | 1.66755 | 27.04 | 10170.07 |
29 | 2023.01.26 16:00 | s/l | 9 | 0.10 | 1.65630 | 1.65630 | 1.66755 | -34.34 | 10135.73 |
30 | 2023.02.03 16:00 | buy | 10 | 0.10 | 1.61850 | 0.00000 | 0.00000 | ||
31 | 2023.02.03 16:00 | modify | 10 | 0.10 | 1.61850 | 1.60650 | 1.63350 | ||
32 | 2023.02.09 16:00 | t/p | 10 | 0.10 | 1.63350 | 1.60650 | 1.63350 | 109.84 | 10245.57 |
33 | 2023.02.10 16:00 | buy | 11 | 0.10 | 1.61284 | 0.00000 | 0.00000 | ||
34 | 2023.02.10 16:00 | modify | 11 | 0.10 | 1.61284 | 1.60084 | 1.62784 | ||
35 | 2023.02.13 16:00 | buy | 12 | 0.10 | 1.61985 | 0.00000 | 0.00000 | ||
36 | 2023.02.13 16:00 | modify | 12 | 0.10 | 1.61985 | 1.61434 | 1.62784 | ||
37 | 2023.02.13 16:00 | modify | 11 | 0.10 | 1.61284 | 1.61434 | 1.62784 | ||
38 | 2023.02.14 12:00 | t/p | 11 | 0.10 | 1.62784 | 1.61434 | 1.62784 | 110.31 | 10355.87 |
39 | 2023.02.14 12:00 | t/p | 12 | 0.10 | 1.62784 | 1.61434 | 1.62784 | 58.76 | 10414.64 |
40 | 2023.02.14 12:00 | sell | 13 | 0.10 | 1.62817 | 0.00000 | 0.00000 | ||
41 | 2023.02.14 12:00 | modify | 13 | 0.10 | 1.62817 | 1.64017 | 1.61317 | ||
42 | 2023.02.15 12:00 | sell | 14 | 0.10 | 1.61617 | 0.00000 | 0.00000 | ||
43 | 2023.02.15 12:00 | modify | 14 | 0.10 | 1.61617 | 1.62292 | 1.61317 | ||
44 | 2023.02.15 12:00 | modify | 13 | 0.10 | 1.62817 | 1.62292 | 1.61317 | ||
45 | 2023.02.15 16:00 | t/p | 13 | 0.10 | 1.61317 | 1.62292 | 1.61317 | 110.04 | 10524.67 |
46 | 2023.02.15 16:00 | t/p | 14 | 0.10 | 1.61317 | 1.62292 | 1.61317 | 22.07 | 10546.74 |
47 | 2023.02.15 16:00 | buy | 15 | 0.10 | 1.61086 | 0.00000 | 0.00000 | ||
48 | 2023.02.15 16:00 | modify | 15 | 0.10 | 1.61086 | 1.59886 | 1.62586 | ||
49 | 2023.02.17 16:00 | buy | 16 | 0.10 | 1.61918 | 0.00000 | 0.00000 | ||
50 | 2023.02.17 16:00 | modify | 16 | 0.10 | 1.61918 | 1.61461 | 1.62586 | ||
51 | 2023.02.17 16:00 | modify | 15 | 0.10 | 1.61086 | 1.61461 | 1.62586 | ||
52 | 2023.02.17 20:00 | buy | 17 | 0.10 | 1.62301 | 0.00000 | 0.00000 | ||
53 | 2023.02.17 20:00 | modify | 17 | 0.10 | 1.62301 | 1.61611 | 1.62586 | ||
54 | 2023.02.17 20:00 | modify | 16 | 0.10 | 1.61918 | 1.61611 | 1.62586 | ||
55 | 2023.02.17 20:00 | modify | 15 | 0.10 | 1.61086 | 1.61611 | 1.62586 | ||
56 | 2023.02.21 12:00 | t/p | 15 | 0.10 | 1.62586 | 1.61611 | 1.62586 | 109.84 | 10656.58 |
57 | 2023.02.21 12:00 | t/p | 16 | 0.10 | 1.62586 | 1.61611 | 1.62586 | 49.00 | 10705.57 |
58 | 2023.02.21 12:00 | t/p | 17 | 0.10 | 1.62586 | 1.61611 | 1.62586 | 20.77 | 10726.34 |
59 | 2023.02.21 16:00 | sell | 18 | 0.10 | 1.63865 | 0.00000 | 0.00000 | ||
60 | 2023.02.21 16:00 | modify | 18 | 0.10 | 1.63865 | 1.65065 | 1.62365 | ||
61 | 2023.02.23 00:00 | sell | 19 | 0.10 | 1.63170 | 0.00000 | 0.00000 | ||
62 | 2023.02.23 00:00 | modify | 19 | 0.10 | 1.63170 | 1.63715 | 1.62365 | ||
63 | 2023.02.23 00:00 | modify | 18 | 0.10 | 1.63865 | 1.63715 | 1.62365 | ||
64 | 2023.02.27 20:00 | s/l | 18 | 0.10 | 1.63715 | 1.63715 | 1.62365 | 9.09 | 10735.43 |
65 | 2023.02.27 20:00 | s/l | 19 | 0.10 | 1.63715 | 1.63715 | 1.62365 | -40.74 | 10694.69 |
66 | 2023.02.28 12:00 | sell | 20 | 0.10 | 1.64071 | 0.00000 | 0.00000 | ||
67 | 2023.02.28 12:00 | modify | 20 | 0.10 | 1.64071 | 1.65271 | 1.62571 | ||
68 | 2023.03.02 04:00 | sell | 21 | 0.10 | 1.63370 | 0.00000 | 0.00000 | ||
69 | 2023.03.02 04:00 | modify | 21 | 0.10 | 1.63370 | 1.63921 | 1.62571 | ||
70 | 2023.03.02 04:00 | modify | 20 | 0.10 | 1.64071 | 1.63921 | 1.62571 | ||
71 | 2023.03.02 16:00 | t/p | 20 | 0.10 | 1.62571 | 1.63921 | 1.62571 | 109.05 | 10803.74 |
72 | 2023.03.02 16:00 | t/p | 21 | 0.10 | 1.62571 | 1.63921 | 1.62571 | 58.78 | 10862.52 |
73 | 2023.03.02 16:00 | buy | 22 | 0.10 | 1.62664 | 0.00000 | 0.00000 | ||
74 | 2023.03.02 16:00 | modify | 22 | 0.10 | 1.62664 | 1.61464 | 1.64164 | ||
75 | 2023.03.07 08:00 | t/p | 22 | 0.10 | 1.64164 | 1.61464 | 1.64164 | 110.18 | 10972.70 |
76 | 2023.04.04 12:00 | sell | 23 | 0.10 | 1.67661 | 0.00000 | 0.00000 | ||
77 | 2023.04.04 12:00 | modify | 23 | 0.10 | 1.67661 | 1.68861 | 1.66161 | ||
78 | 2023.04.14 12:00 | sell | 24 | 0.10 | 1.66439 | 0.00000 | 0.00000 | ||
79 | 2023.04.14 12:00 | modify | 24 | 0.10 | 1.66439 | 1.67136 | 1.66161 | ||
80 | 2023.04.14 12:00 | modify | 23 | 0.10 | 1.67661 | 1.67136 | 1.66161 | ||
81 | 2023.04.14 16:00 | t/p | 23 | 0.10 | 1.66161 | 1.67136 | 1.66161 | 106.46 | 11079.16 |
82 | 2023.04.14 16:00 | t/p | 24 | 0.10 | 1.66161 | 1.67136 | 1.66161 | 20.45 | 11099.61 |
83 | 2023.04.14 16:00 | buy | 25 | 0.10 | 1.66145 | 0.00000 | 0.00000 | ||
84 | 2023.04.14 16:00 | modify | 25 | 0.10 | 1.66145 | 1.64945 | 1.67645 | ||
85 | 2023.04.20 12:00 | t/p | 25 | 0.10 | 1.67645 | 1.64945 | 1.67645 | 109.84 | 11209.45 |
86 | 2023.05.03 16:00 | sell | 26 | 0.10 | 1.70753 | 0.00000 | 0.00000 | ||
87 | 2023.05.03 16:00 | modify | 26 | 0.10 | 1.70753 | 1.71953 | 1.69253 | ||
88 | 2023.05.05 16:00 | t/p | 26 | 0.10 | 1.69253 | 1.71953 | 1.69253 | 109.05 | 11318.50 |
89 | 2023.06.05 08:00 | buy | 27 | 0.10 | 1.66557 | 0.00000 | 0.00000 | ||
90 | 2023.06.05 08:00 | modify | 27 | 0.10 | 1.66557 | 1.65357 | 1.68057 | ||
91 | 2023.06.06 00:00 | buy | 28 | 0.10 | 1.67234 | 0.00000 | 0.00000 | ||
92 | 2023.06.06 00:00 | modify | 28 | 0.10 | 1.67234 | 1.66707 | 1.68057 | ||
93 | 2023.06.06 00:00 | modify | 27 | 0.10 | 1.66557 | 1.66707 | 1.68057 | ||
94 | 2023.06.06 08:00 | s/l | 27 | 0.10 | 1.66707 | 1.66707 | 1.68057 | 10.94 | 11329.44 |
95 | 2023.06.06 08:00 | s/l | 28 | 0.10 | 1.66707 | 1.66707 | 1.68057 | -38.83 | 11290.61 |
96 | 2023.06.08 16:00 | sell | 29 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
97 | 2023.06.08 16:00 | modify | 29 | 0.10 | 1.67858 | 1.69058 | 1.66358 | ||
98 | 2023.06.15 20:00 | s/l | 29 | 0.10 | 1.69058 | 1.69058 | 1.66358 | -90.55 | 11200.06 |
99 | 2023.07.06 12:00 | sell | 30 | 0.10 | 1.69707 | 0.00000 | 0.00000 | ||
100 | 2023.07.06 12:00 | modify | 30 | 0.10 | 1.69707 | 1.70907 | 1.68207 | ||
101 | 2023.07.11 08:00 | s/l | 30 | 0.10 | 1.70907 | 1.70907 | 1.68207 | -89.25 | 11110.80 |
102 | 2023.07.14 16:00 | sell | 31 | 0.10 | 1.73109 | 0.00000 | 0.00000 | ||
103 | 2023.07.14 16:00 | modify | 31 | 0.10 | 1.73109 | 1.74309 | 1.71609 | ||
104 | 2023.07.19 00:00 | t/p | 31 | 0.10 | 1.71609 | 1.74309 | 1.71609 | 109.38 | 11220.18 |
105 | 2023.07.19 08:00 | buy | 32 | 0.10 | 1.70511 | 0.00000 | 0.00000 | ||
106 | 2023.07.19 08:00 | modify | 32 | 0.10 | 1.70511 | 1.69311 | 1.72011 | ||
107 | 2023.07.20 12:00 | s/l | 32 | 0.10 | 1.69311 | 1.69311 | 1.72011 | -88.78 | 11131.40 |
108 | 2023.07.26 12:00 | sell | 33 | 0.10 | 1.70609 | 0.00000 | 0.00000 | ||
109 | 2023.07.26 12:00 | modify | 33 | 0.10 | 1.70609 | 1.71809 | 1.69109 | ||
110 | 2023.07.27 16:00 | sell | 34 | 0.10 | 1.69771 | 0.00000 | 0.00000 | ||
111 | 2023.07.27 16:00 | modify | 34 | 0.10 | 1.69771 | 1.70234 | 1.69109 | ||
112 | 2023.07.27 16:00 | modify | 33 | 0.10 | 1.70609 | 1.70234 | 1.69109 | ||
113 | 2023.07.28 00:00 | t/p | 33 | 0.10 | 1.69109 | 1.70234 | 1.69109 | 109.06 | 11240.46 |
114 | 2023.07.28 00:00 | t/p | 34 | 0.10 | 1.69109 | 1.70234 | 1.69109 | 48.39 | 11288.84 |
115 | 2023.08.23 12:00 | buy | 35 | 0.10 | 1.71412 | 0.00000 | 0.00000 | ||
116 | 2023.08.23 12:00 | modify | 35 | 0.10 | 1.71412 | 1.70212 | 1.72912 | ||
117 | 2023.09.07 00:00 | s/l | 35 | 0.10 | 1.70212 | 1.70212 | 1.72912 | -90.43 | 11198.42 |
118 | 2023.09.14 16:00 | buy | 36 | 0.10 | 1.67690 | 0.00000 | 0.00000 | ||
119 | 2023.09.14 16:00 | modify | 36 | 0.10 | 1.67690 | 1.66490 | 1.69190 | ||
120 | 2023.09.19 12:00 | s/l | 36 | 0.10 | 1.66490 | 1.66490 | 1.69190 | -88.78 | 11109.64 |
121 | 2023.09.22 12:00 | buy | 37 | 0.10 | 1.64688 | 0.00000 | 0.00000 | ||
122 | 2023.09.22 12:00 | modify | 37 | 0.10 | 1.64688 | 1.63488 | 1.66188 | ||
123 | 2023.10.03 00:00 | buy | 38 | 0.10 | 1.65384 | 0.00000 | 0.00000 | ||
124 | 2023.10.03 00:00 | modify | 38 | 0.10 | 1.65384 | 1.64838 | 1.66188 | ||
125 | 2023.10.03 00:00 | modify | 37 | 0.10 | 1.64688 | 1.64838 | 1.66188 | ||
126 | 2023.10.04 12:00 | t/p | 37 | 0.10 | 1.66188 | 1.64838 | 1.66188 | 109.37 | 11219.00 |
127 | 2023.10.04 12:00 | t/p | 38 | 0.10 | 1.66188 | 1.64838 | 1.66188 | 59.13 | 11278.13 |
128 | 2023.10.04 16:00 | sell | 39 | 0.10 | 1.67008 | 0.00000 | 0.00000 | ||
129 | 2023.10.04 16:00 | modify | 39 | 0.10 | 1.67008 | 1.68208 | 1.65508 | ||
130 | 2023.10.09 16:00 | sell | 40 | 0.10 | 1.66175 | 0.00000 | 0.00000 | ||
131 | 2023.10.09 16:00 | modify | 40 | 0.10 | 1.66175 | 1.66633 | 1.65508 | ||
132 | 2023.10.09 16:00 | modify | 39 | 0.10 | 1.67008 | 1.66633 | 1.65508 | ||
133 | 2023.10.10 12:00 | s/l | 39 | 0.10 | 1.66633 | 1.66633 | 1.65508 | 25.64 | 11303.78 |
134 | 2023.10.10 12:00 | s/l | 40 | 0.10 | 1.66633 | 1.66633 | 1.65508 | -34.02 | 11269.75 |
135 | 2023.10.13 16:00 | buy | 41 | 0.10 | 1.65719 | 0.00000 | 0.00000 | ||
136 | 2023.10.13 16:00 | modify | 41 | 0.10 | 1.65719 | 1.64519 | 1.67219 | ||
137 | 2023.10.20 16:00 | buy | 42 | 0.10 | 1.66410 | 0.00000 | 0.00000 | ||
138 | 2023.10.20 16:00 | modify | 42 | 0.10 | 1.66410 | 1.65869 | 1.67219 | ||
139 | 2023.10.20 16:00 | modify | 41 | 0.10 | 1.65719 | 1.65869 | 1.67219 | ||
140 | 2023.10.23 16:00 | t/p | 41 | 0.10 | 1.67219 | 1.65869 | 1.67219 | 109.59 | 11379.34 |
141 | 2023.10.23 16:00 | t/p | 42 | 0.10 | 1.67219 | 1.65869 | 1.67219 | 59.49 | 11438.83 |
142 | 2023.10.27 16:00 | sell | 43 | 0.10 | 1.68474 | 0.00000 | 0.00000 | ||
143 | 2023.10.27 16:00 | modify | 43 | 0.10 | 1.68474 | 1.69674 | 1.66974 | ||
144 | 2023.11.08 20:00 | s/l | 43 | 0.10 | 1.69674 | 1.69674 | 1.66974 | -91.53 | 11347.31 |
145 | 2023.11.14 16:00 | sell | 44 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
146 | 2023.11.14 16:00 | modify | 44 | 0.10 | 1.70959 | 1.72159 | 1.69459 | ||
147 | 2023.11.21 16:00 | s/l | 44 | 0.10 | 1.72159 | 1.72159 | 1.69459 | -90.55 | 11256.75 |