Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=3; RSIHelp="------------------------------------"; RSI_Period=4; 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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; 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 | 7223 | Ticks modelled | 13445 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1705.20 | Gross profit | 2391.32 | Gross loss | -686.12 |
Profit factor | 3.49 | Expected payoff | 41.59 | ||
Absolute drawdown | 177.13 | Maximal drawdown | 328.59 (2.79%) | Relative drawdown | 2.81% (283.85) |
Total trades | 41 | Short positions (won %) | 18 (77.78%) | Long positions (won %) | 23 (60.87%) |
Profit trades (% of total) | 28 (68.29%) | Loss trades (% of total) | 13 (31.71%) | ||
Largest | profit trade | 139.91 | loss trade | -141.97 | |
Average | profit trade | 85.40 | loss trade | -52.78 | |
Maximum | consecutive wins (profit in money) | 11 (1142.26) | consecutive losses (loss in money) | 2 (-177.50) | |
Maximal | consecutive profit (count of wins) | 1142.26 (11) | consecutive loss (count of losses) | -177.50 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 10:00 | buy | 1 | 0.10 | 1.19262 | 0.00000 | 0.00000 | ||
2 | 2023.01.03 10:00 | modify | 1 | 0.10 | 1.19262 | 1.17862 | 1.20662 | ||
3 | 2023.01.03 15:00 | buy | 2 | 0.10 | 1.20326 | 0.00000 | 0.00000 | ||
4 | 2023.01.03 15:00 | modify | 2 | 0.10 | 1.20326 | 1.19822 | 1.20662 | ||
5 | 2023.01.03 15:00 | modify | 1 | 0.10 | 1.19262 | 1.19822 | 1.20662 | ||
6 | 2023.01.03 17:00 | s/l | 1 | 0.10 | 1.19822 | 1.19822 | 1.20662 | 56.00 | 10056.00 |
7 | 2023.01.03 17:00 | s/l | 2 | 0.10 | 1.19822 | 1.19822 | 1.20662 | -50.40 | 10005.60 |
8 | 2023.01.18 13:00 | sell | 3 | 0.10 | 1.23690 | 0.00000 | 0.00000 | ||
9 | 2023.01.18 13:00 | modify | 3 | 0.10 | 1.23690 | 1.25090 | 1.22290 | ||
10 | 2023.01.24 22:00 | sell | 4 | 0.10 | 1.23249 | 0.00000 | 0.00000 | ||
11 | 2023.01.24 22:00 | modify | 4 | 0.10 | 1.23249 | 1.23620 | 1.22290 | ||
12 | 2023.01.24 22:00 | modify | 3 | 0.10 | 1.23690 | 1.23620 | 1.22290 | ||
13 | 2023.01.25 15:00 | s/l | 3 | 0.10 | 1.23620 | 1.23620 | 1.22290 | 6.67 | 10012.27 |
14 | 2023.01.25 15:00 | s/l | 4 | 0.10 | 1.23620 | 1.23620 | 1.22290 | -37.15 | 9975.12 |
15 | 2023.02.03 15:00 | buy | 5 | 0.10 | 1.21354 | 0.00000 | 0.00000 | ||
16 | 2023.02.03 15:00 | modify | 5 | 0.10 | 1.21354 | 1.19954 | 1.22754 | ||
17 | 2023.02.07 09:00 | s/l | 5 | 0.10 | 1.19954 | 1.19954 | 1.22754 | -140.36 | 9834.77 |
18 | 2023.02.07 13:00 | buy | 6 | 0.10 | 1.19886 | 0.00000 | 0.00000 | ||
19 | 2023.02.07 13:00 | modify | 6 | 0.10 | 1.19886 | 1.18486 | 1.21286 | ||
20 | 2023.02.09 09:00 | t/p | 6 | 0.10 | 1.21286 | 1.18486 | 1.21286 | 139.28 | 9974.05 |
21 | 2023.02.09 12:00 | sell | 7 | 0.10 | 1.21475 | 0.00000 | 0.00000 | ||
22 | 2023.02.09 12:00 | modify | 7 | 0.10 | 1.21475 | 1.22875 | 1.20075 | ||
23 | 2023.02.13 04:00 | sell | 8 | 0.10 | 1.20410 | 0.00000 | 0.00000 | ||
24 | 2023.02.13 04:00 | modify | 8 | 0.10 | 1.20410 | 1.20915 | 1.20075 | ||
25 | 2023.02.13 04:00 | modify | 7 | 0.10 | 1.21475 | 1.20915 | 1.20075 | ||
26 | 2023.02.13 13:00 | s/l | 7 | 0.10 | 1.20915 | 1.20915 | 1.20075 | 55.91 | 10029.96 |
27 | 2023.02.13 13:00 | s/l | 8 | 0.10 | 1.20915 | 1.20915 | 1.20075 | -50.50 | 9979.46 |
28 | 2023.02.13 17:00 | sell | 9 | 0.10 | 1.21350 | 0.00000 | 0.00000 | ||
29 | 2023.02.13 17:00 | modify | 9 | 0.10 | 1.21350 | 1.22750 | 1.19950 | ||
30 | 2023.02.15 12:00 | sell | 10 | 0.10 | 1.20565 | 0.00000 | 0.00000 | ||
31 | 2023.02.15 12:00 | modify | 10 | 0.10 | 1.20565 | 1.21000 | 1.19950 | ||
32 | 2023.02.15 12:00 | modify | 9 | 0.10 | 1.21350 | 1.21000 | 1.19950 | ||
33 | 2023.02.15 15:00 | t/p | 9 | 0.10 | 1.19950 | 1.21000 | 1.19950 | 139.91 | 10119.36 |
34 | 2023.02.15 15:00 | t/p | 10 | 0.10 | 1.19950 | 1.21000 | 1.19950 | 61.50 | 10180.86 |
35 | 2023.02.15 16:00 | buy | 11 | 0.10 | 1.20050 | 0.00000 | 0.00000 | ||
36 | 2023.02.15 16:00 | modify | 11 | 0.10 | 1.20050 | 1.18650 | 1.21450 | ||
37 | 2023.02.16 08:00 | buy | 12 | 0.10 | 1.20496 | 0.00000 | 0.00000 | ||
38 | 2023.02.16 08:00 | modify | 12 | 0.10 | 1.20496 | 1.20120 | 1.21450 | ||
39 | 2023.02.16 08:00 | modify | 11 | 0.10 | 1.20050 | 1.20120 | 1.21450 | ||
40 | 2023.02.16 14:00 | s/l | 11 | 0.10 | 1.20120 | 1.20120 | 1.21450 | 6.46 | 10187.33 |
41 | 2023.02.16 14:00 | s/l | 12 | 0.10 | 1.20120 | 1.20120 | 1.21450 | -37.60 | 10149.73 |
42 | 2023.02.21 11:00 | sell | 13 | 0.10 | 1.20875 | 0.00000 | 0.00000 | ||
43 | 2023.02.21 11:00 | modify | 13 | 0.10 | 1.20875 | 1.22275 | 1.19475 | ||
44 | 2023.02.23 22:00 | sell | 14 | 0.10 | 1.20104 | 0.00000 | 0.00000 | ||
45 | 2023.02.23 22:00 | modify | 14 | 0.10 | 1.20104 | 1.20525 | 1.19475 | ||
46 | 2023.02.23 22:00 | modify | 13 | 0.10 | 1.20875 | 1.20525 | 1.19475 | ||
47 | 2023.02.24 15:00 | t/p | 13 | 0.10 | 1.19475 | 1.20525 | 1.19475 | 139.76 | 10289.49 |
48 | 2023.02.24 15:00 | t/p | 14 | 0.10 | 1.19475 | 1.20525 | 1.19475 | 62.85 | 10352.34 |
49 | 2023.02.24 17:00 | buy | 15 | 0.10 | 1.19480 | 0.00000 | 0.00000 | ||
50 | 2023.02.24 17:00 | modify | 15 | 0.10 | 1.19480 | 1.18080 | 1.20880 | ||
51 | 2023.02.28 10:00 | t/p | 15 | 0.10 | 1.20880 | 1.18080 | 1.20880 | 139.64 | 10491.98 |
52 | 2023.03.13 17:00 | sell | 16 | 0.10 | 1.21579 | 0.00000 | 0.00000 | ||
53 | 2023.03.13 17:00 | modify | 16 | 0.10 | 1.21579 | 1.22979 | 1.20179 | ||
54 | 2023.03.15 10:00 | sell | 17 | 0.10 | 1.21138 | 0.00000 | 0.00000 | ||
55 | 2023.03.15 10:00 | modify | 17 | 0.10 | 1.21138 | 1.21509 | 1.20179 | ||
56 | 2023.03.15 10:00 | modify | 16 | 0.10 | 1.21579 | 1.21509 | 1.20179 | ||
57 | 2023.03.15 17:00 | t/p | 16 | 0.10 | 1.20179 | 1.21509 | 1.20179 | 139.91 | 10631.89 |
58 | 2023.03.15 17:00 | t/p | 17 | 0.10 | 1.20179 | 1.21509 | 1.20179 | 95.90 | 10727.79 |
59 | 2023.04.04 11:00 | sell | 18 | 0.10 | 1.25038 | 0.00000 | 0.00000 | ||
60 | 2023.04.04 11:00 | modify | 18 | 0.10 | 1.25038 | 1.26438 | 1.23638 | ||
61 | 2023.04.05 20:00 | sell | 19 | 0.10 | 1.24589 | 0.00000 | 0.00000 | ||
62 | 2023.04.05 20:00 | modify | 19 | 0.10 | 1.24589 | 1.24968 | 1.23638 | ||
63 | 2023.04.05 20:00 | modify | 18 | 0.10 | 1.25038 | 1.24968 | 1.23638 | ||
64 | 2023.04.10 13:00 | t/p | 18 | 0.10 | 1.23638 | 1.24968 | 1.23638 | 139.72 | 10867.51 |
65 | 2023.04.10 13:00 | t/p | 19 | 0.10 | 1.23638 | 1.24968 | 1.23638 | 94.86 | 10962.37 |
66 | 2023.04.10 14:00 | buy | 20 | 0.10 | 1.23579 | 0.00000 | 0.00000 | ||
67 | 2023.04.10 14:00 | modify | 20 | 0.10 | 1.23579 | 1.22179 | 1.24979 | ||
68 | 2023.04.11 01:00 | buy | 21 | 0.10 | 1.24008 | 0.00000 | 0.00000 | ||
69 | 2023.04.11 01:00 | modify | 21 | 0.10 | 1.24008 | 1.23649 | 1.24979 | ||
70 | 2023.04.11 01:00 | modify | 20 | 0.10 | 1.23579 | 1.23649 | 1.24979 | ||
71 | 2023.04.11 09:00 | buy | 22 | 0.10 | 1.24377 | 0.00000 | 0.00000 | ||
72 | 2023.04.11 09:00 | modify | 22 | 0.10 | 1.24377 | 1.23929 | 1.24979 | ||
73 | 2023.04.11 09:00 | modify | 21 | 0.10 | 1.24008 | 1.23929 | 1.24979 | ||
74 | 2023.04.11 09:00 | modify | 20 | 0.10 | 1.23579 | 1.23929 | 1.24979 | ||
75 | 2023.04.13 08:00 | t/p | 20 | 0.10 | 1.24979 | 1.23929 | 1.24979 | 139.10 | 11101.48 |
76 | 2023.04.13 08:00 | t/p | 21 | 0.10 | 1.24979 | 1.23929 | 1.24979 | 96.38 | 11197.86 |
77 | 2023.04.13 08:00 | t/p | 22 | 0.10 | 1.24979 | 1.23929 | 1.24979 | 59.48 | 11257.35 |
78 | 2023.04.21 09:00 | buy | 23 | 0.10 | 1.24027 | 0.00000 | 0.00000 | ||
79 | 2023.04.21 09:00 | modify | 23 | 0.10 | 1.24027 | 1.22627 | 1.25427 | ||
80 | 2023.04.21 20:00 | buy | 24 | 0.10 | 1.24468 | 0.00000 | 0.00000 | ||
81 | 2023.04.21 20:00 | modify | 24 | 0.10 | 1.24468 | 1.24097 | 1.25427 | ||
82 | 2023.04.21 20:00 | modify | 23 | 0.10 | 1.24027 | 1.24097 | 1.25427 | ||
83 | 2023.04.24 18:00 | buy | 25 | 0.10 | 1.24821 | 0.00000 | 0.00000 | ||
84 | 2023.04.24 18:00 | modify | 25 | 0.10 | 1.24821 | 1.24377 | 1.25427 | ||
85 | 2023.04.24 18:00 | modify | 24 | 0.10 | 1.24468 | 1.24377 | 1.25427 | ||
86 | 2023.04.24 18:00 | modify | 23 | 0.10 | 1.24027 | 1.24377 | 1.25427 | ||
87 | 2023.04.25 12:00 | s/l | 23 | 0.10 | 1.24377 | 1.24377 | 1.25427 | 34.64 | 11291.99 |
88 | 2023.04.25 12:00 | s/l | 24 | 0.10 | 1.24377 | 1.24377 | 1.25427 | -9.46 | 11282.53 |
89 | 2023.04.25 12:00 | s/l | 25 | 0.10 | 1.24377 | 1.24377 | 1.25427 | -44.58 | 11237.95 |
90 | 2023.05.17 09:00 | buy | 26 | 0.10 | 1.24299 | 0.00000 | 0.00000 | ||
91 | 2023.05.17 09:00 | modify | 26 | 0.10 | 1.24299 | 1.22899 | 1.25699 | ||
92 | 2023.05.17 13:00 | buy | 27 | 0.10 | 1.24722 | 0.00000 | 0.00000 | ||
93 | 2023.05.17 13:00 | modify | 27 | 0.10 | 1.24722 | 1.24369 | 1.25699 | ||
94 | 2023.05.17 13:00 | modify | 26 | 0.10 | 1.24299 | 1.24369 | 1.25699 | ||
95 | 2023.05.17 17:00 | buy | 28 | 0.10 | 1.25070 | 0.00000 | 0.00000 | ||
96 | 2023.05.17 17:00 | modify | 28 | 0.10 | 1.25070 | 1.24649 | 1.25699 | ||
97 | 2023.05.17 17:00 | modify | 27 | 0.10 | 1.24722 | 1.24649 | 1.25699 | ||
98 | 2023.05.17 17:00 | modify | 26 | 0.10 | 1.24299 | 1.24649 | 1.25699 | ||
99 | 2023.05.18 06:00 | s/l | 26 | 0.10 | 1.24649 | 1.24649 | 1.25699 | 34.46 | 11272.41 |
100 | 2023.05.18 06:00 | s/l | 27 | 0.10 | 1.24649 | 1.24649 | 1.25699 | -7.84 | 11264.58 |
101 | 2023.05.18 06:00 | s/l | 28 | 0.10 | 1.24649 | 1.24649 | 1.25699 | -42.64 | 11221.94 |
102 | 2023.06.01 17:00 | sell | 29 | 0.10 | 1.25324 | 0.00000 | 0.00000 | ||
103 | 2023.06.01 17:00 | modify | 29 | 0.10 | 1.25324 | 1.26724 | 1.23924 | ||
104 | 2023.06.05 08:00 | t/p | 29 | 0.10 | 1.23924 | 1.26724 | 1.23924 | 139.91 | 11361.85 |
105 | 2023.06.12 17:00 | buy | 30 | 0.10 | 1.24970 | 0.00000 | 0.00000 | ||
106 | 2023.06.12 17:00 | modify | 30 | 0.10 | 1.24970 | 1.23570 | 1.26370 | ||
107 | 2023.06.13 12:00 | buy | 31 | 0.10 | 1.25748 | 0.00000 | 0.00000 | ||
108 | 2023.06.13 12:00 | modify | 31 | 0.10 | 1.25748 | 1.25320 | 1.26370 | ||
109 | 2023.06.13 12:00 | modify | 30 | 0.10 | 1.24970 | 1.25320 | 1.26370 | ||
110 | 2023.06.14 09:00 | t/p | 30 | 0.10 | 1.26370 | 1.25320 | 1.26370 | 139.64 | 11501.49 |
111 | 2023.06.14 09:00 | t/p | 31 | 0.10 | 1.26370 | 1.25320 | 1.26370 | 62.02 | 11563.51 |
112 | 2023.06.30 16:00 | sell | 32 | 0.10 | 1.27085 | 0.00000 | 0.00000 | ||
113 | 2023.06.30 16:00 | modify | 32 | 0.10 | 1.27085 | 1.28485 | 1.25685 | ||
114 | 2023.07.03 08:00 | sell | 33 | 0.10 | 1.26648 | 0.00000 | 0.00000 | ||
115 | 2023.07.03 08:00 | modify | 33 | 0.10 | 1.26648 | 1.27015 | 1.25685 | ||
116 | 2023.07.03 08:00 | modify | 32 | 0.10 | 1.27085 | 1.27015 | 1.25685 | ||
117 | 2023.07.03 14:00 | s/l | 32 | 0.10 | 1.27015 | 1.27015 | 1.25685 | 6.95 | 11570.46 |
118 | 2023.07.03 14:00 | s/l | 33 | 0.10 | 1.27015 | 1.27015 | 1.25685 | -36.70 | 11533.76 |
119 | 2023.07.13 11:00 | sell | 34 | 0.10 | 1.30665 | 0.00000 | 0.00000 | ||
120 | 2023.07.13 11:00 | modify | 34 | 0.10 | 1.30665 | 1.32065 | 1.29265 | ||
121 | 2023.07.19 09:00 | t/p | 34 | 0.10 | 1.29265 | 1.32065 | 1.29265 | 139.81 | 11673.57 |
122 | 2023.07.20 14:00 | buy | 35 | 0.10 | 1.28770 | 0.00000 | 0.00000 | ||
123 | 2023.07.20 14:00 | modify | 35 | 0.10 | 1.28770 | 1.27370 | 1.30170 | ||
124 | 2023.08.02 13:00 | s/l | 35 | 0.10 | 1.27370 | 1.27370 | 1.30170 | -141.97 | 11531.61 |
125 | 2023.08.08 13:00 | buy | 36 | 0.10 | 1.27002 | 0.00000 | 0.00000 | ||
126 | 2023.08.08 13:00 | modify | 36 | 0.10 | 1.27002 | 1.25602 | 1.28402 | ||
127 | 2023.08.16 08:00 | buy | 37 | 0.10 | 1.27439 | 0.00000 | 0.00000 | ||
128 | 2023.08.16 08:00 | modify | 37 | 0.10 | 1.27439 | 1.27072 | 1.28402 | ||
129 | 2023.08.16 08:00 | modify | 36 | 0.10 | 1.27002 | 1.27072 | 1.28402 | ||
130 | 2023.08.17 10:00 | s/l | 36 | 0.10 | 1.27072 | 1.27072 | 1.28402 | 5.03 | 11536.64 |
131 | 2023.08.17 10:00 | s/l | 37 | 0.10 | 1.27072 | 1.27072 | 1.28402 | -37.24 | 11499.40 |
132 | 2023.11.22 17:00 | buy | 38 | 0.10 | 1.24682 | 0.00000 | 0.00000 | ||
133 | 2023.11.22 17:00 | modify | 38 | 0.10 | 1.24682 | 1.23282 | 1.26082 | ||
134 | 2023.11.24 06:00 | buy | 39 | 0.10 | 1.25478 | 0.00000 | 0.00000 | ||
135 | 2023.11.24 06:00 | modify | 39 | 0.10 | 1.25478 | 1.25032 | 1.26082 | ||
136 | 2023.11.24 06:00 | modify | 38 | 0.10 | 1.24682 | 1.25032 | 1.26082 | ||
137 | 2023.11.24 16:00 | t/p | 38 | 0.10 | 1.26082 | 1.25032 | 1.26082 | 139.28 | 11638.68 |
138 | 2023.11.24 16:00 | t/p | 39 | 0.10 | 1.26082 | 1.25032 | 1.26082 | 60.40 | 11699.08 |
139 | 2023.12.19 16:00 | sell | 40 | 0.10 | 1.27383 | 0.00000 | 0.00000 | ||
140 | 2023.12.19 16:00 | modify | 40 | 0.10 | 1.27383 | 1.28783 | 1.25983 | ||
141 | 2023.12.21 03:00 | sell | 41 | 0.10 | 1.26326 | 0.00000 | 0.00000 | ||
142 | 2023.12.21 03:00 | modify | 41 | 0.10 | 1.26326 | 1.26823 | 1.25983 | ||
143 | 2023.12.21 03:00 | modify | 40 | 0.10 | 1.27383 | 1.26823 | 1.25983 | ||
144 | 2023.12.21 14:00 | s/l | 40 | 0.10 | 1.26823 | 1.26823 | 1.25983 | 55.81 | 11754.90 |
145 | 2023.12.21 14:00 | s/l | 41 | 0.10 | 1.26823 | 1.26823 | 1.25983 | -49.70 | 11705.20 |