Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 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=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=16; 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 | 7261 | Ticks modelled | 13520 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 302.68 | Gross profit | 586.62 | Gross loss | -283.94 |
Profit factor | 2.07 | Expected payoff | 21.62 | ||
Absolute drawdown | 47.20 | Maximal drawdown | 189.06 (1.82%) | Relative drawdown | 1.82% (189.06) |
Total trades | 14 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 10 (71.43%) | Loss trades (% of total) | 4 (28.57%) | ||
Largest | profit trade | 95.57 | loss trade | -113.28 | |
Average | profit trade | 58.66 | loss trade | -70.98 | |
Maximum | consecutive wins (profit in money) | 5 (249.64) | consecutive losses (loss in money) | 2 (-129.12) | |
Maximal | consecutive profit (count of wins) | 249.64 (5) | consecutive loss (count of losses) | -129.12 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.18 19:00 | sell | 1 | 0.10 | 1.66263 | 0.00000 | 0.00000 | ||
2 | 2023.01.18 19:00 | modify | 1 | 0.10 | 1.66263 | 1.67763 | 1.64963 | ||
3 | 2023.01.23 11:00 | sell | 2 | 0.10 | 1.65217 | 0.00000 | 0.00000 | ||
4 | 2023.01.23 11:00 | modify | 2 | 0.10 | 1.65217 | 1.65808 | 1.64963 | ||
5 | 2023.01.23 11:00 | modify | 1 | 0.10 | 1.66263 | 1.65808 | 1.64963 | ||
6 | 2023.01.24 09:00 | s/l | 1 | 0.10 | 1.65808 | 1.65808 | 1.64963 | 31.53 | 10031.53 |
7 | 2023.01.24 09:00 | s/l | 2 | 0.10 | 1.65808 | 1.65808 | 1.64963 | -43.80 | 9987.73 |
8 | 2023.01.25 19:00 | sell | 3 | 0.10 | 1.65974 | 0.00000 | 0.00000 | ||
9 | 2023.01.25 19:00 | modify | 3 | 0.10 | 1.65974 | 1.67474 | 1.64674 | ||
10 | 2023.01.26 14:00 | sell | 4 | 0.10 | 1.65494 | 0.00000 | 0.00000 | ||
11 | 2023.01.26 14:00 | modify | 4 | 0.10 | 1.65494 | 1.65714 | 1.64674 | ||
12 | 2023.01.26 14:00 | modify | 3 | 0.10 | 1.65974 | 1.65714 | 1.64674 | ||
13 | 2023.01.26 20:00 | sell | 5 | 0.10 | 1.65450 | 0.00000 | 0.00000 | ||
14 | 2023.01.26 20:00 | modify | 5 | 0.10 | 1.65450 | 1.65649 | 1.64674 | ||
15 | 2023.01.26 20:00 | modify | 4 | 0.10 | 1.65494 | 1.65649 | 1.64674 | ||
16 | 2023.01.26 20:00 | modify | 3 | 0.10 | 1.65974 | 1.65649 | 1.64674 | ||
17 | 2023.01.27 16:00 | t/p | 3 | 0.10 | 1.64674 | 1.65649 | 1.64674 | 94.34 | 10082.07 |
18 | 2023.01.27 16:00 | t/p | 4 | 0.10 | 1.64674 | 1.65649 | 1.64674 | 60.01 | 10142.07 |
19 | 2023.01.27 16:00 | t/p | 5 | 0.10 | 1.64674 | 1.65649 | 1.64674 | 56.77 | 10198.84 |
20 | 2023.01.31 17:00 | buy | 6 | 0.10 | 1.64336 | 0.00000 | 0.00000 | ||
21 | 2023.01.31 17:00 | modify | 6 | 0.10 | 1.64336 | 1.62836 | 1.65636 | ||
22 | 2023.02.02 22:00 | s/l | 6 | 0.10 | 1.62836 | 1.62836 | 1.65636 | -111.01 | 10087.83 |
23 | 2023.02.10 21:00 | buy | 7 | 0.10 | 1.60899 | 0.00000 | 0.00000 | ||
24 | 2023.02.10 21:00 | modify | 7 | 0.10 | 1.60899 | 1.59399 | 1.62199 | ||
25 | 2023.02.13 19:00 | buy | 8 | 0.10 | 1.61962 | 0.00000 | 0.00000 | ||
26 | 2023.02.13 19:00 | modify | 8 | 0.10 | 1.61962 | 1.61354 | 1.62199 | ||
27 | 2023.02.13 19:00 | modify | 7 | 0.10 | 1.60899 | 1.61354 | 1.62199 | ||
28 | 2023.02.14 08:00 | t/p | 7 | 0.10 | 1.62199 | 1.61354 | 1.62199 | 95.57 | 10183.39 |
29 | 2023.02.14 08:00 | t/p | 8 | 0.10 | 1.62199 | 1.61354 | 1.62199 | 17.35 | 10200.75 |
30 | 2023.05.01 18:00 | buy | 9 | 0.10 | 1.69148 | 0.00000 | 0.00000 | ||
31 | 2023.05.01 18:00 | modify | 9 | 0.10 | 1.69148 | 1.67648 | 1.70448 | ||
32 | 2023.05.03 07:00 | buy | 10 | 0.10 | 1.70213 | 0.00000 | 0.00000 | ||
33 | 2023.05.03 07:00 | modify | 10 | 0.10 | 1.70213 | 1.69603 | 1.70448 | ||
34 | 2023.05.03 07:00 | modify | 9 | 0.10 | 1.69148 | 1.69603 | 1.70448 | ||
35 | 2023.05.03 09:00 | t/p | 9 | 0.10 | 1.70448 | 1.69603 | 1.70448 | 95.57 | 10296.31 |
36 | 2023.05.03 09:00 | t/p | 10 | 0.10 | 1.70448 | 1.69603 | 1.70448 | 17.32 | 10313.63 |
37 | 2023.10.13 17:00 | buy | 11 | 0.10 | 1.65755 | 0.00000 | 0.00000 | ||
38 | 2023.10.13 17:00 | modify | 11 | 0.10 | 1.65755 | 1.64255 | 1.67055 | ||
39 | 2023.10.16 18:00 | buy | 12 | 0.10 | 1.66295 | 0.00000 | 0.00000 | ||
40 | 2023.10.16 18:00 | modify | 12 | 0.10 | 1.66295 | 1.66080 | 1.67055 | ||
41 | 2023.10.16 18:00 | modify | 11 | 0.10 | 1.65755 | 1.66080 | 1.67055 | ||
42 | 2023.10.16 22:00 | s/l | 11 | 0.10 | 1.66080 | 1.66080 | 1.67055 | 23.83 | 10337.46 |
43 | 2023.10.16 22:00 | s/l | 12 | 0.10 | 1.66080 | 1.66080 | 1.67055 | -15.84 | 10321.62 |
44 | 2023.11.03 17:00 | sell | 13 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
45 | 2023.11.03 17:00 | modify | 13 | 0.10 | 1.69075 | 1.70575 | 1.67775 | ||
46 | 2023.11.14 14:00 | s/l | 13 | 0.10 | 1.70575 | 1.70575 | 1.67775 | -113.28 | 10208.34 |
47 | 2023.11.14 16:00 | sell | 14 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
48 | 2023.11.14 16:00 | modify | 14 | 0.10 | 1.70959 | 1.72459 | 1.69659 | ||
49 | 2023.11.16 08:00 | t/p | 14 | 0.10 | 1.69659 | 1.72459 | 1.69659 | 94.34 | 10302.68 |