Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 23:59 (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=5; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 2609 | Ticks modelled | 4217 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 1308.92 | Gross profit | 2613.82 | Gross loss | -1304.90 |
Profit factor | 2.00 | Expected payoff | 28.45 | ||
Absolute drawdown | 117.90 | Maximal drawdown | 600.25 (5.04%) | Relative drawdown | 5.04% (600.25) |
Total trades | 46 | Short positions (won %) | 20 (55.00%) | Long positions (won %) | 26 (76.92%) |
Profit trades (% of total) | 31 (67.39%) | Loss trades (% of total) | 15 (32.61%) | ||
Largest | profit trade | 111.11 | loss trade | -111.94 | |
Average | profit trade | 84.32 | loss trade | -86.99 | |
Maximum | consecutive wins (profit in money) | 8 (808.82) | consecutive losses (loss in money) | 3 (-249.16) | |
Maximal | consecutive profit (count of wins) | 808.82 (8) | consecutive loss (count of losses) | -249.16 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.05 16:00 | buy | 1 | 0.10 | 1.61490 | 0.00000 | 0.00000 | ||
2 | 2023.01.05 16:00 | modify | 1 | 0.10 | 1.61490 | 1.60090 | 1.62990 | ||
3 | 2023.01.09 08:00 | t/p | 1 | 0.10 | 1.62990 | 1.60090 | 1.62990 | 110.88 | 10110.88 |
4 | 2023.01.17 12:00 | sell | 2 | 0.10 | 1.64319 | 0.00000 | 0.00000 | ||
5 | 2023.01.17 12:00 | modify | 2 | 0.10 | 1.64319 | 1.65719 | 1.62819 | ||
6 | 2023.01.18 16:00 | s/l | 2 | 0.10 | 1.65719 | 1.65719 | 1.62819 | -104.03 | 10006.85 |
7 | 2023.01.23 12:00 | buy | 3 | 0.10 | 1.65255 | 0.00000 | 0.00000 | ||
8 | 2023.01.23 12:00 | modify | 3 | 0.10 | 1.65255 | 1.63855 | 1.66755 | ||
9 | 2023.01.26 04:00 | buy | 4 | 0.10 | 1.66178 | 0.00000 | 0.00000 | ||
10 | 2023.01.26 04:00 | modify | 4 | 0.10 | 1.66178 | 1.65705 | 1.66755 | ||
11 | 2023.01.26 04:00 | modify | 3 | 0.10 | 1.65255 | 1.65705 | 1.66755 | ||
12 | 2023.01.26 16:00 | s/l | 3 | 0.10 | 1.65705 | 1.65705 | 1.66755 | 32.74 | 10039.59 |
13 | 2023.01.26 16:00 | s/l | 4 | 0.10 | 1.65705 | 1.65705 | 1.66755 | -35.04 | 10004.55 |
14 | 2023.01.26 16:00 | buy | 5 | 0.10 | 1.65193 | 0.00000 | 0.00000 | ||
15 | 2023.01.26 16:00 | modify | 5 | 0.10 | 1.65193 | 1.63793 | 1.66693 | ||
16 | 2023.01.31 12:00 | buy | 6 | 0.10 | 1.65883 | 0.00000 | 0.00000 | ||
17 | 2023.01.31 12:00 | modify | 6 | 0.10 | 1.65883 | 1.65418 | 1.66693 | ||
18 | 2023.01.31 12:00 | modify | 5 | 0.10 | 1.65193 | 1.65418 | 1.66693 | ||
19 | 2023.01.31 16:00 | s/l | 5 | 0.10 | 1.65418 | 1.65418 | 1.66693 | 16.30 | 10020.85 |
20 | 2023.01.31 16:00 | s/l | 6 | 0.10 | 1.65418 | 1.65418 | 1.66693 | -34.45 | 9986.40 |
21 | 2023.01.31 16:00 | buy | 7 | 0.10 | 1.64253 | 0.00000 | 0.00000 | ||
22 | 2023.01.31 16:00 | modify | 7 | 0.10 | 1.64253 | 1.62853 | 1.65753 | ||
23 | 2023.02.03 00:00 | s/l | 7 | 0.10 | 1.62853 | 1.62853 | 1.65753 | -104.30 | 9882.10 |
24 | 2023.02.03 12:00 | sell | 8 | 0.10 | 1.63651 | 0.00000 | 0.00000 | ||
25 | 2023.02.03 12:00 | modify | 8 | 0.10 | 1.63651 | 1.65051 | 1.62151 | ||
26 | 2023.02.03 16:00 | t/p | 8 | 0.10 | 1.62151 | 1.65051 | 1.62151 | 111.11 | 9993.21 |
27 | 2023.02.03 16:00 | buy | 9 | 0.10 | 1.61850 | 0.00000 | 0.00000 | ||
28 | 2023.02.03 16:00 | modify | 9 | 0.10 | 1.61850 | 1.60450 | 1.63350 | ||
29 | 2023.02.09 16:00 | t/p | 9 | 0.10 | 1.63350 | 1.60450 | 1.63350 | 110.41 | 10103.61 |
30 | 2023.02.09 16:00 | sell | 10 | 0.10 | 1.63245 | 0.00000 | 0.00000 | ||
31 | 2023.02.09 16:00 | modify | 10 | 0.10 | 1.63245 | 1.64645 | 1.61745 | ||
32 | 2023.02.10 16:00 | t/p | 10 | 0.10 | 1.61745 | 1.64645 | 1.61745 | 110.78 | 10214.39 |
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 | 1.59884 | 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 | 1.61509 | 1.62784 | ||
37 | 2023.02.13 16:00 | modify | 11 | 0.10 | 1.61284 | 1.61509 | 1.62784 | ||
38 | 2023.02.14 12:00 | t/p | 11 | 0.10 | 1.62784 | 1.61509 | 1.62784 | 110.88 | 10325.27 |
39 | 2023.02.14 12:00 | t/p | 12 | 0.10 | 1.62784 | 1.61509 | 1.62784 | 59.07 | 10384.35 |
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 | 1.64217 | 1.61317 | ||
42 | 2023.02.15 16:00 | t/p | 13 | 0.10 | 1.61317 | 1.64217 | 1.61317 | 110.78 | 10495.13 |
43 | 2023.02.15 16:00 | buy | 14 | 0.10 | 1.61086 | 0.00000 | 0.00000 | ||
44 | 2023.02.15 16:00 | modify | 14 | 0.10 | 1.61086 | 1.59686 | 1.62586 | ||
45 | 2023.02.20 20:00 | buy | 15 | 0.10 | 1.62010 | 0.00000 | 0.00000 | ||
46 | 2023.02.20 20:00 | modify | 15 | 0.10 | 1.62010 | 1.61536 | 1.62586 | ||
47 | 2023.02.20 20:00 | modify | 14 | 0.10 | 1.61086 | 1.61536 | 1.62586 | ||
48 | 2023.02.21 12:00 | t/p | 14 | 0.10 | 1.62586 | 1.61536 | 1.62586 | 110.41 | 10605.53 |
49 | 2023.02.21 12:00 | t/p | 15 | 0.10 | 1.62586 | 1.61536 | 1.62586 | 42.55 | 10648.08 |
50 | 2023.02.21 12:00 | sell | 16 | 0.10 | 1.62920 | 0.00000 | 0.00000 | ||
51 | 2023.02.21 12:00 | modify | 16 | 0.10 | 1.62920 | 1.64320 | 1.61420 | ||
52 | 2023.02.28 12:00 | s/l | 16 | 0.10 | 1.64320 | 1.64320 | 1.61420 | -106.00 | 10542.08 |
53 | 2023.02.28 16:00 | sell | 17 | 0.10 | 1.64791 | 0.00000 | 0.00000 | ||
54 | 2023.02.28 16:00 | modify | 17 | 0.10 | 1.64791 | 1.66191 | 1.63291 | ||
55 | 2023.03.01 16:00 | t/p | 17 | 0.10 | 1.63291 | 1.66191 | 1.63291 | 110.78 | 10652.86 |
56 | 2023.03.01 16:00 | buy | 18 | 0.10 | 1.63341 | 0.00000 | 0.00000 | ||
57 | 2023.03.01 16:00 | modify | 18 | 0.10 | 1.63341 | 1.61941 | 1.64841 | ||
58 | 2023.03.10 00:00 | t/p | 18 | 0.10 | 1.64841 | 1.61941 | 1.64841 | 109.81 | 10762.67 |
59 | 2023.03.14 16:00 | buy | 19 | 0.10 | 1.66135 | 0.00000 | 0.00000 | ||
60 | 2023.03.14 16:00 | modify | 19 | 0.10 | 1.66135 | 1.64735 | 1.67635 | ||
61 | 2023.03.20 12:00 | t/p | 19 | 0.10 | 1.67635 | 1.64735 | 1.67635 | 110.41 | 10873.08 |
62 | 2023.04.04 12:00 | sell | 20 | 0.10 | 1.67661 | 0.00000 | 0.00000 | ||
63 | 2023.04.04 12:00 | modify | 20 | 0.10 | 1.67661 | 1.69061 | 1.66161 | ||
64 | 2023.04.14 16:00 | t/p | 20 | 0.10 | 1.66161 | 1.69061 | 1.66161 | 107.16 | 10980.24 |
65 | 2023.04.14 16:00 | buy | 21 | 0.10 | 1.66145 | 0.00000 | 0.00000 | ||
66 | 2023.04.14 16:00 | modify | 21 | 0.10 | 1.66145 | 1.64745 | 1.67645 | ||
67 | 2023.04.19 08:00 | buy | 22 | 0.10 | 1.67057 | 0.00000 | 0.00000 | ||
68 | 2023.04.19 08:00 | modify | 22 | 0.10 | 1.67057 | 1.66595 | 1.67645 | ||
69 | 2023.04.19 08:00 | modify | 21 | 0.10 | 1.66145 | 1.66595 | 1.67645 | ||
70 | 2023.04.20 12:00 | t/p | 21 | 0.10 | 1.67645 | 1.66595 | 1.67645 | 110.41 | 11090.64 |
71 | 2023.04.20 12:00 | t/p | 22 | 0.10 | 1.67645 | 1.66595 | 1.67645 | 43.20 | 11133.85 |
72 | 2023.05.01 16:00 | buy | 23 | 0.10 | 1.69238 | 0.00000 | 0.00000 | ||
73 | 2023.05.01 16:00 | modify | 23 | 0.10 | 1.69238 | 1.67838 | 1.70738 | ||
74 | 2023.05.03 16:00 | t/p | 23 | 0.10 | 1.70738 | 1.67838 | 1.70738 | 110.88 | 11244.73 |
75 | 2023.05.19 16:00 | sell | 24 | 0.10 | 1.68318 | 0.00000 | 0.00000 | ||
76 | 2023.05.19 16:00 | modify | 24 | 0.10 | 1.68318 | 1.69718 | 1.66818 | ||
77 | 2023.06.05 08:00 | t/p | 24 | 0.10 | 1.66818 | 1.69718 | 1.66818 | 106.17 | 11350.90 |
78 | 2023.06.08 16:00 | sell | 25 | 0.10 | 1.67858 | 0.00000 | 0.00000 | ||
79 | 2023.06.08 16:00 | modify | 25 | 0.10 | 1.67858 | 1.69258 | 1.66358 | ||
80 | 2023.06.16 08:00 | s/l | 25 | 0.10 | 1.69258 | 1.69258 | 1.66358 | -106.33 | 11244.57 |
81 | 2023.06.21 16:00 | buy | 26 | 0.10 | 1.67897 | 0.00000 | 0.00000 | ||
82 | 2023.06.21 16:00 | modify | 26 | 0.10 | 1.67897 | 1.66497 | 1.69397 | ||
83 | 2023.07.05 12:00 | buy | 27 | 0.10 | 1.68596 | 0.00000 | 0.00000 | ||
84 | 2023.07.05 12:00 | modify | 27 | 0.10 | 1.68596 | 1.68122 | 1.69397 | ||
85 | 2023.07.05 12:00 | modify | 26 | 0.10 | 1.67897 | 1.68122 | 1.69397 | ||
86 | 2023.07.06 00:00 | buy | 28 | 0.10 | 1.68814 | 0.00000 | 0.00000 | ||
87 | 2023.07.06 00:00 | modify | 28 | 0.10 | 1.68814 | 1.68347 | 1.69397 | ||
88 | 2023.07.06 00:00 | modify | 27 | 0.10 | 1.68596 | 1.68347 | 1.69397 | ||
89 | 2023.07.06 00:00 | modify | 26 | 0.10 | 1.67897 | 1.68347 | 1.69397 | ||
90 | 2023.07.06 12:00 | t/p | 26 | 0.10 | 1.69397 | 1.68347 | 1.69397 | 109.10 | 11353.66 |
91 | 2023.07.06 12:00 | t/p | 27 | 0.10 | 1.69397 | 1.68347 | 1.69397 | 58.98 | 11412.65 |
92 | 2023.07.06 12:00 | t/p | 28 | 0.10 | 1.69397 | 1.68347 | 1.69397 | 43.19 | 11455.84 |
93 | 2023.07.06 12:00 | sell | 29 | 0.10 | 1.69707 | 0.00000 | 0.00000 | ||
94 | 2023.07.06 12:00 | modify | 29 | 0.10 | 1.69707 | 1.71107 | 1.68207 | ||
95 | 2023.07.11 08:00 | s/l | 29 | 0.10 | 1.71107 | 1.71107 | 1.68207 | -104.69 | 11351.15 |
96 | 2023.07.14 16:00 | sell | 30 | 0.10 | 1.73109 | 0.00000 | 0.00000 | ||
97 | 2023.07.14 16:00 | modify | 30 | 0.10 | 1.73109 | 1.74509 | 1.71609 | ||
98 | 2023.07.18 16:00 | sell | 31 | 0.10 | 1.71972 | 0.00000 | 0.00000 | ||
99 | 2023.07.18 16:00 | modify | 31 | 0.10 | 1.71972 | 1.72584 | 1.71609 | ||
100 | 2023.07.18 16:00 | modify | 30 | 0.10 | 1.73109 | 1.72584 | 1.71609 | ||
101 | 2023.07.19 00:00 | t/p | 30 | 0.10 | 1.71609 | 1.72584 | 1.71609 | 110.12 | 11461.27 |
102 | 2023.07.19 00:00 | t/p | 31 | 0.10 | 1.71609 | 1.72584 | 1.71609 | 26.56 | 11487.83 |
103 | 2023.07.24 16:00 | buy | 32 | 0.10 | 1.68768 | 0.00000 | 0.00000 | ||
104 | 2023.07.24 16:00 | modify | 32 | 0.10 | 1.68768 | 1.67368 | 1.70268 | ||
105 | 2023.07.26 12:00 | t/p | 32 | 0.10 | 1.70268 | 1.67368 | 1.70268 | 110.88 | 11598.71 |
106 | 2023.07.26 16:00 | sell | 33 | 0.10 | 1.70909 | 0.00000 | 0.00000 | ||
107 | 2023.07.26 16:00 | modify | 33 | 0.10 | 1.70909 | 1.72309 | 1.69409 | ||
108 | 2023.07.27 16:00 | t/p | 33 | 0.10 | 1.69409 | 1.72309 | 1.69409 | 110.13 | 11708.84 |
109 | 2023.07.27 16:00 | buy | 34 | 0.10 | 1.69821 | 0.00000 | 0.00000 | ||
110 | 2023.07.27 16:00 | modify | 34 | 0.10 | 1.69821 | 1.68421 | 1.71321 | ||
111 | 2023.08.07 20:00 | buy | 35 | 0.10 | 1.70967 | 0.00000 | 0.00000 | ||
112 | 2023.08.07 20:00 | modify | 35 | 0.10 | 1.70967 | 1.70346 | 1.71321 | ||
113 | 2023.08.07 20:00 | modify | 34 | 0.10 | 1.69821 | 1.70346 | 1.71321 | ||
114 | 2023.08.08 16:00 | t/p | 34 | 0.10 | 1.71321 | 1.70346 | 1.71321 | 109.93 | 11818.78 |
115 | 2023.08.08 16:00 | t/p | 35 | 0.10 | 1.71321 | 1.70346 | 1.71321 | 26.11 | 11844.89 |
116 | 2023.08.23 12:00 | buy | 36 | 0.10 | 1.71412 | 0.00000 | 0.00000 | ||
117 | 2023.08.23 12:00 | modify | 36 | 0.10 | 1.71412 | 1.70012 | 1.72912 | ||
118 | 2023.09.07 12:00 | s/l | 36 | 0.10 | 1.70012 | 1.70012 | 1.72912 | -105.73 | 11739.15 |
119 | 2023.09.14 16:00 | buy | 37 | 0.10 | 1.67690 | 0.00000 | 0.00000 | ||
120 | 2023.09.14 16:00 | modify | 37 | 0.10 | 1.67690 | 1.66290 | 1.69190 | ||
121 | 2023.09.19 16:00 | s/l | 37 | 0.10 | 1.66290 | 1.66290 | 1.69190 | -104.07 | 11635.09 |
122 | 2023.09.22 12:00 | buy | 38 | 0.10 | 1.64688 | 0.00000 | 0.00000 | ||
123 | 2023.09.22 12:00 | modify | 38 | 0.10 | 1.64688 | 1.63288 | 1.66188 | ||
124 | 2023.10.02 04:00 | buy | 39 | 0.10 | 1.65597 | 0.00000 | 0.00000 | ||
125 | 2023.10.02 04:00 | modify | 39 | 0.10 | 1.65597 | 1.65138 | 1.66188 | ||
126 | 2023.10.02 04:00 | modify | 38 | 0.10 | 1.64688 | 1.65138 | 1.66188 | ||
127 | 2023.10.03 00:00 | s/l | 38 | 0.10 | 1.65138 | 1.65138 | 1.66188 | 32.26 | 11667.35 |
128 | 2023.10.03 00:00 | s/l | 39 | 0.10 | 1.65138 | 1.65138 | 1.66188 | -34.12 | 11633.23 |
129 | 2023.10.04 16:00 | sell | 40 | 0.10 | 1.67008 | 0.00000 | 0.00000 | ||
130 | 2023.10.04 16:00 | modify | 40 | 0.10 | 1.67008 | 1.68408 | 1.65508 | ||
131 | 2023.10.27 16:00 | s/l | 40 | 0.10 | 1.68408 | 1.68408 | 1.65508 | -111.94 | 11521.29 |
132 | 2023.10.27 16:00 | sell | 41 | 0.10 | 1.68474 | 0.00000 | 0.00000 | ||
133 | 2023.10.27 16:00 | modify | 41 | 0.10 | 1.68474 | 1.69874 | 1.66974 | ||
134 | 2023.11.03 00:00 | sell | 42 | 0.10 | 1.67558 | 0.00000 | 0.00000 | ||
135 | 2023.11.03 00:00 | modify | 42 | 0.10 | 1.67558 | 1.68024 | 1.66974 | ||
136 | 2023.11.03 00:00 | modify | 41 | 0.10 | 1.68474 | 1.68024 | 1.66974 | ||
137 | 2023.11.03 12:00 | s/l | 41 | 0.10 | 1.68024 | 1.68024 | 1.66974 | 31.04 | 11552.32 |
138 | 2023.11.03 12:00 | s/l | 42 | 0.10 | 1.68024 | 1.68024 | 1.66974 | -34.52 | 11517.80 |
139 | 2023.11.03 16:00 | sell | 43 | 0.10 | 1.69132 | 0.00000 | 0.00000 | ||
140 | 2023.11.03 16:00 | modify | 43 | 0.10 | 1.69132 | 1.70532 | 1.67632 | ||
141 | 2023.11.14 16:00 | s/l | 43 | 0.10 | 1.70532 | 1.70532 | 1.67632 | -106.66 | 11411.14 |
142 | 2023.11.14 16:00 | sell | 44 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
143 | 2023.11.14 16:00 | modify | 44 | 0.10 | 1.70959 | 1.72359 | 1.69459 | ||
144 | 2023.11.27 16:00 | s/l | 44 | 0.10 | 1.72359 | 1.72359 | 1.69459 | -107.98 | 11303.16 |
145 | 2023.12.14 16:00 | sell | 45 | 0.10 | 1.71228 | 0.00000 | 0.00000 | ||
146 | 2023.12.14 16:00 | modify | 45 | 0.10 | 1.71228 | 1.72628 | 1.69728 | ||
147 | 2023.12.15 20:00 | t/p | 45 | 0.10 | 1.69728 | 1.72628 | 1.69728 | 110.79 | 11413.95 |
148 | 2023.12.27 16:00 | sell | 46 | 0.10 | 1.68854 | 0.00000 | 0.00000 | ||
149 | 2023.12.27 16:00 | modify | 46 | 0.10 | 1.68854 | 1.70254 | 1.67354 | ||
150 | 2023.12.29 23:59 | s/l | 46 | 0.10 | 1.70254 | 1.70254 | 1.67354 | -105.03 | 11308.92 |