Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.01.01 23:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01) | ||||
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=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=110; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; 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 | 7222 | Ticks modelled | 13442 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 791.12 | Gross profit | 1157.72 | Gross loss | -366.60 |
Profit factor | 3.16 | Expected payoff | 32.96 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 316.79 (2.91%) | Relative drawdown | 2.91% (316.79) |
Total trades | 24 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 10 (90.00%) |
Profit trades (% of total) | 17 (70.83%) | Loss trades (% of total) | 7 (29.17%) | ||
Largest | profit trade | 111.12 | loss trade | -84.45 | |
Average | profit trade | 68.10 | loss trade | -52.37 | |
Maximum | consecutive wins (profit in money) | 7 (562.37) | consecutive losses (loss in money) | 3 (-129.85) | |
Maximal | consecutive profit (count of wins) | 562.37 (7) | consecutive loss (count of losses) | -130.34 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 09:00 | buy | 1 | 0.10 | 1.62203 | 0.00000 | 0.00000 | ||
2 | 2023.01.03 09:00 | modify | 1 | 0.10 | 1.62203 | 1.61103 | 1.63703 | ||
3 | 2023.01.03 14:00 | t/p | 1 | 0.10 | 1.63703 | 1.61103 | 1.63703 | 111.12 | 10111.12 |
4 | 2023.01.03 14:00 | sell | 2 | 0.10 | 1.63912 | 0.00000 | 0.00000 | ||
5 | 2023.01.03 14:00 | modify | 2 | 0.10 | 1.63912 | 1.65012 | 1.62412 | ||
6 | 2023.01.04 23:00 | t/p | 2 | 0.10 | 1.62412 | 1.65012 | 1.62412 | 110.79 | 10221.91 |
7 | 2023.01.05 14:00 | buy | 3 | 0.10 | 1.61363 | 0.00000 | 0.00000 | ||
8 | 2023.01.05 14:00 | modify | 3 | 0.10 | 1.61363 | 1.60263 | 1.62863 | ||
9 | 2023.01.06 18:00 | buy | 4 | 0.10 | 1.62497 | 0.00000 | 0.00000 | ||
10 | 2023.01.06 18:00 | modify | 4 | 0.10 | 1.62497 | 1.62188 | 1.62863 | ||
11 | 2023.01.06 18:00 | modify | 3 | 0.10 | 1.61363 | 1.62188 | 1.62863 | ||
12 | 2023.01.09 01:00 | t/p | 3 | 0.10 | 1.62863 | 1.62188 | 1.62863 | 110.89 | 10332.80 |
13 | 2023.01.09 01:00 | t/p | 4 | 0.10 | 1.62863 | 1.62188 | 1.62863 | 26.99 | 10359.79 |
14 | 2023.01.24 13:00 | buy | 5 | 0.10 | 1.64166 | 0.00000 | 0.00000 | ||
15 | 2023.01.24 13:00 | modify | 5 | 0.10 | 1.64166 | 1.63066 | 1.65666 | ||
16 | 2023.01.25 00:00 | buy | 6 | 0.10 | 1.64933 | 0.00000 | 0.00000 | ||
17 | 2023.01.25 00:00 | modify | 6 | 0.10 | 1.64933 | 1.64316 | 1.65666 | ||
18 | 2023.01.25 00:00 | modify | 5 | 0.10 | 1.64166 | 1.64316 | 1.65666 | ||
19 | 2023.01.25 16:00 | t/p | 5 | 0.10 | 1.65666 | 1.64316 | 1.65666 | 111.01 | 10470.80 |
20 | 2023.01.25 16:00 | t/p | 6 | 0.10 | 1.65666 | 1.64316 | 1.65666 | 54.31 | 10525.11 |
21 | 2023.01.25 17:00 | sell | 7 | 0.10 | 1.65931 | 0.00000 | 0.00000 | ||
22 | 2023.01.25 17:00 | modify | 7 | 0.10 | 1.65931 | 1.67031 | 1.64431 | ||
23 | 2023.01.27 07:00 | sell | 8 | 0.10 | 1.65016 | 0.00000 | 0.00000 | ||
24 | 2023.01.27 07:00 | modify | 8 | 0.10 | 1.65016 | 1.65406 | 1.64431 | ||
25 | 2023.01.27 07:00 | modify | 7 | 0.10 | 1.65931 | 1.65406 | 1.64431 | ||
26 | 2023.01.30 08:00 | sell | 9 | 0.10 | 1.65154 | 0.00000 | 0.00000 | ||
27 | 2023.01.30 08:00 | modify | 9 | 0.10 | 1.65154 | 1.65781 | 1.64431 | ||
28 | 2023.01.30 09:00 | modify | 9 | 0.10 | 1.65154 | 1.65406 | 1.64431 | ||
29 | 2023.01.30 11:00 | s/l | 7 | 0.10 | 1.65406 | 1.65406 | 1.64431 | 37.25 | 10562.37 |
30 | 2023.01.30 11:00 | s/l | 8 | 0.10 | 1.65406 | 1.65406 | 1.64431 | -29.22 | 10533.15 |
31 | 2023.01.30 11:00 | s/l | 9 | 0.10 | 1.65406 | 1.65406 | 1.64431 | -18.66 | 10514.49 |
32 | 2023.01.31 16:00 | buy | 10 | 0.10 | 1.64253 | 0.00000 | 0.00000 | ||
33 | 2023.01.31 16:00 | modify | 10 | 0.10 | 1.64253 | 1.63153 | 1.65753 | ||
34 | 2023.02.02 17:00 | s/l | 10 | 0.10 | 1.63153 | 1.63153 | 1.65753 | -81.97 | 10432.52 |
35 | 2023.02.03 16:00 | buy | 11 | 0.10 | 1.61850 | 0.00000 | 0.00000 | ||
36 | 2023.02.03 16:00 | modify | 11 | 0.10 | 1.61850 | 1.60750 | 1.63350 | ||
37 | 2023.02.09 10:00 | buy | 12 | 0.10 | 1.62776 | 0.00000 | 0.00000 | ||
38 | 2023.02.09 10:00 | modify | 12 | 0.10 | 1.62776 | 1.62375 | 1.63350 | ||
39 | 2023.02.09 10:00 | modify | 11 | 0.10 | 1.61850 | 1.62375 | 1.63350 | ||
40 | 2023.02.09 16:00 | t/p | 11 | 0.10 | 1.63350 | 1.62375 | 1.63350 | 110.42 | 10542.94 |
41 | 2023.02.09 16:00 | t/p | 12 | 0.10 | 1.63350 | 1.62375 | 1.63350 | 42.52 | 10585.46 |
42 | 2023.02.10 16:00 | buy | 13 | 0.10 | 1.61284 | 0.00000 | 0.00000 | ||
43 | 2023.02.10 16:00 | modify | 13 | 0.10 | 1.61284 | 1.60184 | 1.62784 | ||
44 | 2023.02.14 00:00 | buy | 14 | 0.10 | 1.62059 | 0.00000 | 0.00000 | ||
45 | 2023.02.14 00:00 | modify | 14 | 0.10 | 1.62059 | 1.61434 | 1.62784 | ||
46 | 2023.02.14 00:00 | modify | 13 | 0.10 | 1.61284 | 1.61434 | 1.62784 | ||
47 | 2023.02.14 12:00 | t/p | 13 | 0.10 | 1.62784 | 1.61434 | 1.62784 | 110.89 | 10696.35 |
48 | 2023.02.14 12:00 | t/p | 14 | 0.10 | 1.62784 | 1.61434 | 1.62784 | 53.71 | 10750.06 |
49 | 2023.02.21 16:00 | sell | 15 | 0.10 | 1.63865 | 0.00000 | 0.00000 | ||
50 | 2023.02.21 16:00 | modify | 15 | 0.10 | 1.63865 | 1.64965 | 1.62365 | ||
51 | 2023.02.23 08:00 | sell | 16 | 0.10 | 1.63105 | 0.00000 | 0.00000 | ||
52 | 2023.02.23 08:00 | modify | 16 | 0.10 | 1.63105 | 1.63715 | 1.62365 | ||
53 | 2023.02.23 08:00 | modify | 15 | 0.10 | 1.63865 | 1.63715 | 1.62365 | ||
54 | 2023.02.23 18:00 | sell | 17 | 0.10 | 1.62739 | 0.00000 | 0.00000 | ||
55 | 2023.02.23 18:00 | modify | 17 | 0.10 | 1.62739 | 1.63040 | 1.62365 | ||
56 | 2023.02.23 18:00 | modify | 16 | 0.10 | 1.63105 | 1.63040 | 1.62365 | ||
57 | 2023.02.23 18:00 | modify | 15 | 0.10 | 1.63865 | 1.63040 | 1.62365 | ||
58 | 2023.02.24 08:00 | s/l | 15 | 0.10 | 1.63040 | 1.63040 | 1.62365 | 59.47 | 10809.54 |
59 | 2023.02.24 08:00 | s/l | 16 | 0.10 | 1.63040 | 1.63040 | 1.62365 | 4.49 | 10814.03 |
60 | 2023.02.24 08:00 | s/l | 17 | 0.10 | 1.63040 | 1.63040 | 1.62365 | -22.63 | 10791.40 |
61 | 2023.06.08 16:00 | sell | 18 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
62 | 2023.06.08 16:00 | modify | 18 | 0.10 | 1.67858 | 1.68958 | 1.66358 | ||
63 | 2023.06.15 14:00 | s/l | 18 | 0.10 | 1.68958 | 1.68958 | 1.66358 | -83.78 | 10707.61 |
64 | 2023.10.04 13:00 | sell | 19 | 0.10 | 1.66940 | 0.00000 | 0.00000 | ||
65 | 2023.10.04 13:00 | modify | 19 | 0.10 | 1.66940 | 1.68040 | 1.65440 | ||
66 | 2023.10.09 16:00 | sell | 20 | 0.10 | 1.66175 | 0.00000 | 0.00000 | ||
67 | 2023.10.09 16:00 | modify | 20 | 0.10 | 1.66175 | 1.66790 | 1.65440 | ||
68 | 2023.10.09 16:00 | modify | 19 | 0.10 | 1.66940 | 1.66790 | 1.65440 | ||
69 | 2023.10.10 09:00 | s/l | 19 | 0.10 | 1.66790 | 1.66790 | 1.65440 | 9.13 | 10716.75 |
70 | 2023.10.10 09:00 | s/l | 20 | 0.10 | 1.66790 | 1.66790 | 1.65440 | -45.89 | 10670.86 |
71 | 2023.11.03 15:00 | sell | 21 | 0.10 | 1.69074 | 0.00000 | 0.00000 | ||
72 | 2023.11.03 15:00 | modify | 21 | 0.10 | 1.69074 | 1.70174 | 1.67574 | ||
73 | 2023.11.14 14:00 | s/l | 21 | 0.10 | 1.70174 | 1.70174 | 1.67574 | -84.45 | 10586.40 |
74 | 2023.11.14 15:00 | sell | 22 | 0.10 | 1.71145 | 0.00000 | 0.00000 | ||
75 | 2023.11.14 15:00 | modify | 22 | 0.10 | 1.71145 | 1.72245 | 1.69645 | ||
76 | 2023.11.15 13:00 | sell | 23 | 0.10 | 1.70378 | 0.00000 | 0.00000 | ||
77 | 2023.11.15 13:00 | modify | 23 | 0.10 | 1.70378 | 1.70995 | 1.69645 | ||
78 | 2023.11.15 13:00 | modify | 22 | 0.10 | 1.71145 | 1.70995 | 1.69645 | ||
79 | 2023.11.15 14:00 | sell | 24 | 0.10 | 1.70220 | 0.00000 | 0.00000 | ||
80 | 2023.11.15 14:00 | modify | 24 | 0.10 | 1.70220 | 1.70620 | 1.69645 | ||
81 | 2023.11.15 14:00 | modify | 23 | 0.10 | 1.70378 | 1.70620 | 1.69645 | ||
82 | 2023.11.15 14:00 | modify | 22 | 0.10 | 1.71145 | 1.70620 | 1.69645 | ||
83 | 2023.11.16 08:00 | t/p | 22 | 0.10 | 1.69645 | 1.70620 | 1.69645 | 109.80 | 10696.21 |
84 | 2023.11.16 08:00 | t/p | 23 | 0.10 | 1.69645 | 1.70620 | 1.69645 | 53.31 | 10749.52 |
85 | 2023.11.16 08:00 | t/p | 24 | 0.10 | 1.69645 | 1.70620 | 1.69645 | 41.60 | 10791.12 |