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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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 | 7261 | Ticks modelled | 13520 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 656.99 | Gross profit | 1391.82 | Gross loss | -734.83 |
Profit factor | 1.89 | Expected payoff | 19.32 | ||
Absolute drawdown | 191.79 | Maximal drawdown | 258.08 (2.42%) | Relative drawdown | 2.42% (258.08) |
Total trades | 34 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 14 (85.71%) |
Profit trades (% of total) | 23 (67.65%) | Loss trades (% of total) | 11 (32.35%) | ||
Largest | profit trade | 110.54 | loss trade | -98.56 | |
Average | profit trade | 60.51 | loss trade | -66.80 | |
Maximum | consecutive wins (profit in money) | 6 (363.64) | consecutive losses (loss in money) | 2 (-191.79) | |
Maximal | consecutive profit (count of wins) | 377.10 (5) | consecutive loss (count of losses) | -191.79 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.01 13:00 | sell | 1 | 0.10 | 1.63778 | 0.00000 | 0.00000 | ||
2 | 2022.12.01 13:00 | modify | 1 | 0.10 | 1.63778 | 1.65078 | 1.62278 | ||
3 | 2022.12.01 15:00 | s/l | 1 | 0.10 | 1.65078 | 1.65078 | 1.62278 | -95.64 | 9904.36 |
4 | 2022.12.15 16:00 | buy | 2 | 0.10 | 1.66378 | 0.00000 | 0.00000 | ||
5 | 2022.12.15 16:00 | modify | 2 | 0.10 | 1.66378 | 1.65078 | 1.67878 | ||
6 | 2022.12.20 14:00 | s/l | 2 | 0.10 | 1.65078 | 1.65078 | 1.67878 | -96.15 | 9808.21 |
7 | 2023.01.03 09:00 | buy | 3 | 0.10 | 1.62203 | 0.00000 | 0.00000 | ||
8 | 2023.01.03 09:00 | modify | 3 | 0.10 | 1.62203 | 1.60903 | 1.63703 | ||
9 | 2023.01.03 14:00 | t/p | 3 | 0.10 | 1.63703 | 1.60903 | 1.63703 | 110.54 | 9918.75 |
10 | 2023.01.03 14:00 | sell | 4 | 0.10 | 1.63912 | 0.00000 | 0.00000 | ||
11 | 2023.01.03 14:00 | modify | 4 | 0.10 | 1.63912 | 1.65212 | 1.62412 | ||
12 | 2023.01.04 14:00 | sell | 5 | 0.10 | 1.62917 | 0.00000 | 0.00000 | ||
13 | 2023.01.04 14:00 | modify | 5 | 0.10 | 1.62917 | 1.63387 | 1.62412 | ||
14 | 2023.01.04 14:00 | modify | 4 | 0.10 | 1.63912 | 1.63387 | 1.62412 | ||
15 | 2023.01.04 23:00 | t/p | 4 | 0.10 | 1.62412 | 1.63387 | 1.62412 | 110.03 | 10028.77 |
16 | 2023.01.04 23:00 | t/p | 5 | 0.10 | 1.62412 | 1.63387 | 1.62412 | 37.15 | 10065.92 |
17 | 2023.01.05 14:00 | buy | 6 | 0.10 | 1.61363 | 0.00000 | 0.00000 | ||
18 | 2023.01.05 14:00 | modify | 6 | 0.10 | 1.61363 | 1.60063 | 1.62863 | ||
19 | 2023.01.09 01:00 | t/p | 6 | 0.10 | 1.62863 | 1.60063 | 1.62863 | 110.31 | 10176.23 |
20 | 2023.01.18 14:00 | sell | 7 | 0.10 | 1.65960 | 0.00000 | 0.00000 | ||
21 | 2023.01.18 14:00 | modify | 7 | 0.10 | 1.65960 | 1.67260 | 1.64460 | ||
22 | 2023.01.23 12:00 | sell | 8 | 0.10 | 1.65205 | 0.00000 | 0.00000 | ||
23 | 2023.01.23 12:00 | modify | 8 | 0.10 | 1.65205 | 1.65810 | 1.64460 | ||
24 | 2023.01.23 12:00 | modify | 7 | 0.10 | 1.65960 | 1.65810 | 1.64460 | ||
25 | 2023.01.24 09:00 | s/l | 7 | 0.10 | 1.65810 | 1.65810 | 1.64460 | 9.08 | 10185.31 |
26 | 2023.01.24 09:00 | s/l | 8 | 0.10 | 1.65810 | 1.65810 | 1.64460 | -44.83 | 10140.47 |
27 | 2023.01.24 13:00 | buy | 9 | 0.10 | 1.64166 | 0.00000 | 0.00000 | ||
28 | 2023.01.24 13:00 | modify | 9 | 0.10 | 1.64166 | 1.62866 | 1.65666 | ||
29 | 2023.01.25 00:00 | buy | 10 | 0.10 | 1.64933 | 0.00000 | 0.00000 | ||
30 | 2023.01.25 00:00 | modify | 10 | 0.10 | 1.64933 | 1.64316 | 1.65666 | ||
31 | 2023.01.25 00:00 | modify | 9 | 0.10 | 1.64166 | 1.64316 | 1.65666 | ||
32 | 2023.01.25 15:00 | buy | 11 | 0.10 | 1.65143 | 0.00000 | 0.00000 | ||
33 | 2023.01.25 15:00 | modify | 11 | 0.10 | 1.65143 | 1.64691 | 1.65666 | ||
34 | 2023.01.25 15:00 | modify | 10 | 0.10 | 1.64933 | 1.64691 | 1.65666 | ||
35 | 2023.01.25 15:00 | modify | 9 | 0.10 | 1.64166 | 1.64691 | 1.65666 | ||
36 | 2023.01.25 16:00 | t/p | 9 | 0.10 | 1.65666 | 1.64691 | 1.65666 | 110.41 | 10250.89 |
37 | 2023.01.25 16:00 | t/p | 10 | 0.10 | 1.65666 | 1.64691 | 1.65666 | 54.01 | 10304.90 |
38 | 2023.01.25 16:00 | t/p | 11 | 0.10 | 1.65666 | 1.64691 | 1.65666 | 38.54 | 10343.44 |
39 | 2023.01.25 16:00 | sell | 12 | 0.10 | 1.65720 | 0.00000 | 0.00000 | ||
40 | 2023.01.25 16:00 | modify | 12 | 0.10 | 1.65720 | 1.67020 | 1.64220 | ||
41 | 2023.01.27 10:00 | sell | 13 | 0.10 | 1.64736 | 0.00000 | 0.00000 | ||
42 | 2023.01.27 10:00 | modify | 13 | 0.10 | 1.64736 | 1.65195 | 1.64220 | ||
43 | 2023.01.27 10:00 | modify | 12 | 0.10 | 1.65720 | 1.65195 | 1.64220 | ||
44 | 2023.01.30 05:00 | s/l | 12 | 0.10 | 1.65195 | 1.65195 | 1.64220 | 37.01 | 10380.44 |
45 | 2023.01.30 05:00 | s/l | 13 | 0.10 | 1.65195 | 1.65195 | 1.64220 | -34.08 | 10346.36 |
46 | 2023.01.31 16:00 | buy | 14 | 0.10 | 1.64253 | 0.00000 | 0.00000 | ||
47 | 2023.01.31 16:00 | modify | 14 | 0.10 | 1.64253 | 1.62953 | 1.65753 | ||
48 | 2023.02.02 19:00 | s/l | 14 | 0.10 | 1.62953 | 1.62953 | 1.65753 | -96.27 | 10250.09 |
49 | 2023.02.03 16:00 | buy | 15 | 0.10 | 1.61850 | 0.00000 | 0.00000 | ||
50 | 2023.02.03 16:00 | modify | 15 | 0.10 | 1.61850 | 1.60550 | 1.63350 | ||
51 | 2023.02.09 10:00 | buy | 16 | 0.10 | 1.62776 | 0.00000 | 0.00000 | ||
52 | 2023.02.09 10:00 | modify | 16 | 0.10 | 1.62776 | 1.62450 | 1.63350 | ||
53 | 2023.02.09 10:00 | modify | 15 | 0.10 | 1.61850 | 1.62450 | 1.63350 | ||
54 | 2023.02.09 11:00 | buy | 17 | 0.10 | 1.62825 | 0.00000 | 0.00000 | ||
55 | 2023.02.09 11:00 | modify | 17 | 0.10 | 1.62825 | 1.62375 | 1.63350 | ||
56 | 2023.02.09 11:00 | modify | 16 | 0.10 | 1.62776 | 1.62375 | 1.63350 | ||
57 | 2023.02.09 11:00 | modify | 15 | 0.10 | 1.61850 | 1.62375 | 1.63350 | ||
58 | 2023.02.09 16:00 | t/p | 15 | 0.10 | 1.63350 | 1.62375 | 1.63350 | 109.84 | 10359.92 |
59 | 2023.02.09 16:00 | t/p | 16 | 0.10 | 1.63350 | 1.62375 | 1.63350 | 42.30 | 10402.22 |
60 | 2023.02.09 16:00 | t/p | 17 | 0.10 | 1.63350 | 1.62375 | 1.63350 | 38.69 | 10440.91 |
61 | 2023.02.10 16:00 | buy | 18 | 0.10 | 1.61284 | 0.00000 | 0.00000 | ||
62 | 2023.02.10 16:00 | modify | 18 | 0.10 | 1.61284 | 1.59984 | 1.62784 | ||
63 | 2023.02.14 00:00 | buy | 19 | 0.10 | 1.62059 | 0.00000 | 0.00000 | ||
64 | 2023.02.14 00:00 | modify | 19 | 0.10 | 1.62059 | 1.61434 | 1.62784 | ||
65 | 2023.02.14 00:00 | modify | 18 | 0.10 | 1.61284 | 1.61434 | 1.62784 | ||
66 | 2023.02.14 12:00 | t/p | 18 | 0.10 | 1.62784 | 1.61434 | 1.62784 | 110.31 | 10551.22 |
67 | 2023.02.14 12:00 | t/p | 19 | 0.10 | 1.62784 | 1.61434 | 1.62784 | 53.43 | 10604.65 |
68 | 2023.02.21 14:00 | sell | 20 | 0.10 | 1.63281 | 0.00000 | 0.00000 | ||
69 | 2023.02.21 14:00 | modify | 20 | 0.10 | 1.63281 | 1.64581 | 1.61781 | ||
70 | 2023.02.24 20:00 | sell | 21 | 0.10 | 1.62512 | 0.00000 | 0.00000 | ||
71 | 2023.02.24 20:00 | modify | 21 | 0.10 | 1.62512 | 1.63131 | 1.61781 | ||
72 | 2023.02.24 20:00 | modify | 20 | 0.10 | 1.63281 | 1.63131 | 1.61781 | ||
73 | 2023.02.27 14:00 | s/l | 20 | 0.10 | 1.63131 | 1.63131 | 1.61781 | 9.08 | 10613.73 |
74 | 2023.02.27 14:00 | s/l | 21 | 0.10 | 1.63131 | 1.63131 | 1.61781 | -45.86 | 10567.87 |
75 | 2023.03.10 16:00 | sell | 22 | 0.10 | 1.66657 | 0.00000 | 0.00000 | ||
76 | 2023.03.10 16:00 | modify | 22 | 0.10 | 1.66657 | 1.67957 | 1.65157 | ||
77 | 2023.03.16 11:00 | sell | 23 | 0.10 | 1.65663 | 0.00000 | 0.00000 | ||
78 | 2023.03.16 11:00 | modify | 23 | 0.10 | 1.65663 | 1.66132 | 1.65157 | ||
79 | 2023.03.16 11:00 | modify | 22 | 0.10 | 1.66657 | 1.66132 | 1.65157 | ||
80 | 2023.03.16 14:00 | s/l | 22 | 0.10 | 1.66132 | 1.66132 | 1.65157 | 36.67 | 10604.54 |
81 | 2023.03.16 14:00 | s/l | 23 | 0.10 | 1.66132 | 1.66132 | 1.65157 | -34.51 | 10570.03 |
82 | 2023.06.08 16:00 | sell | 24 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
83 | 2023.06.08 16:00 | modify | 24 | 0.10 | 1.67858 | 1.69158 | 1.66358 | ||
84 | 2023.06.16 01:00 | s/l | 24 | 0.10 | 1.69158 | 1.69158 | 1.66358 | -98.24 | 10471.79 |
85 | 2023.07.27 13:00 | buy | 25 | 0.10 | 1.69921 | 0.00000 | 0.00000 | ||
86 | 2023.07.27 13:00 | modify | 25 | 0.10 | 1.69921 | 1.68621 | 1.71421 | ||
87 | 2023.08.07 14:00 | buy | 26 | 0.10 | 1.70850 | 0.00000 | 0.00000 | ||
88 | 2023.08.07 14:00 | modify | 26 | 0.10 | 1.70850 | 1.70521 | 1.71421 | ||
89 | 2023.08.07 14:00 | modify | 25 | 0.10 | 1.69921 | 1.70521 | 1.71421 | ||
90 | 2023.08.08 15:00 | t/p | 25 | 0.10 | 1.71421 | 1.70521 | 1.71421 | 109.36 | 10581.15 |
91 | 2023.08.08 15:00 | t/p | 26 | 0.10 | 1.71421 | 1.70521 | 1.71421 | 41.96 | 10623.11 |
92 | 2023.10.04 13:00 | sell | 27 | 0.10 | 1.66940 | 0.00000 | 0.00000 | ||
93 | 2023.10.04 13:00 | modify | 27 | 0.10 | 1.66940 | 1.68240 | 1.65440 | ||
94 | 2023.10.09 16:00 | sell | 28 | 0.10 | 1.66175 | 0.00000 | 0.00000 | ||
95 | 2023.10.09 16:00 | modify | 28 | 0.10 | 1.66175 | 1.66790 | 1.65440 | ||
96 | 2023.10.09 16:00 | modify | 27 | 0.10 | 1.66940 | 1.66790 | 1.65440 | ||
97 | 2023.10.10 09:00 | s/l | 27 | 0.10 | 1.66790 | 1.66790 | 1.65440 | 9.08 | 10632.19 |
98 | 2023.10.10 09:00 | s/l | 28 | 0.10 | 1.66790 | 1.66790 | 1.65440 | -45.57 | 10586.62 |
99 | 2023.11.03 15:00 | sell | 29 | 0.10 | 1.69074 | 0.00000 | 0.00000 | ||
100 | 2023.11.03 15:00 | modify | 29 | 0.10 | 1.69074 | 1.70374 | 1.67574 | ||
101 | 2023.11.14 14:00 | s/l | 29 | 0.10 | 1.70374 | 1.70374 | 1.67574 | -98.56 | 10488.05 |
102 | 2023.11.14 15:00 | sell | 30 | 0.10 | 1.71145 | 0.00000 | 0.00000 | ||
103 | 2023.11.14 15:00 | modify | 30 | 0.10 | 1.71145 | 1.72445 | 1.69645 | ||
104 | 2023.11.15 13:00 | sell | 31 | 0.10 | 1.70378 | 0.00000 | 0.00000 | ||
105 | 2023.11.15 13:00 | modify | 31 | 0.10 | 1.70378 | 1.70995 | 1.69645 | ||
106 | 2023.11.15 13:00 | modify | 30 | 0.10 | 1.71145 | 1.70995 | 1.69645 | ||
107 | 2023.11.15 14:00 | sell | 32 | 0.10 | 1.70220 | 0.00000 | 0.00000 | ||
108 | 2023.11.15 14:00 | modify | 32 | 0.10 | 1.70220 | 1.70545 | 1.69645 | ||
109 | 2023.11.15 14:00 | modify | 31 | 0.10 | 1.70378 | 1.70545 | 1.69645 | ||
110 | 2023.11.15 14:00 | modify | 30 | 0.10 | 1.71145 | 1.70545 | 1.69645 | ||
111 | 2023.11.16 08:00 | t/p | 30 | 0.10 | 1.69645 | 1.70545 | 1.69645 | 109.05 | 10597.10 |
112 | 2023.11.16 08:00 | t/p | 31 | 0.10 | 1.69645 | 1.70545 | 1.69645 | 52.95 | 10650.05 |
113 | 2023.11.16 08:00 | t/p | 32 | 0.10 | 1.69645 | 1.70545 | 1.69645 | 41.33 | 10691.37 |
114 | 2023.11.16 16:00 | sell | 33 | 0.10 | 1.70933 | 0.00000 | 0.00000 | ||
115 | 2023.11.16 16:00 | modify | 33 | 0.10 | 1.70933 | 1.72233 | 1.69433 | ||
116 | 2023.11.17 09:00 | sell | 34 | 0.10 | 1.70170 | 0.00000 | 0.00000 | ||
117 | 2023.11.17 09:00 | modify | 34 | 0.10 | 1.70170 | 1.70783 | 1.69433 | ||
118 | 2023.11.17 09:00 | modify | 33 | 0.10 | 1.70933 | 1.70783 | 1.69433 | ||
119 | 2023.11.17 17:00 | s/l | 33 | 0.10 | 1.70783 | 1.70783 | 1.69433 | 10.72 | 10702.09 |
120 | 2023.11.17 17:00 | s/l | 34 | 0.10 | 1.70783 | 1.70783 | 1.69433 | -45.10 | 10656.99 |