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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=35; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 2609 | Ticks modelled | 4217 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 86.81 | Gross profit | 834.44 | Gross loss | -747.64 |
Profit factor | 1.12 | Expected payoff | 3.62 | ||
Absolute drawdown | 36.41 | Maximal drawdown | 463.41 (4.44%) | Relative drawdown | 4.44% (463.41) |
Total trades | 24 | Short positions (won %) | 17 (47.06%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 12 (50.00%) | Loss trades (% of total) | 12 (50.00%) | ||
Largest | profit trade | 110.88 | loss trade | -106.99 | |
Average | profit trade | 69.54 | loss trade | -62.30 | |
Maximum | consecutive wins (profit in money) | 5 (426.99) | consecutive losses (loss in money) | 4 (-259.60) | |
Maximal | consecutive profit (count of wins) | 426.99 (5) | consecutive loss (count of losses) | -259.60 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.19 08:00 | sell | 1 | 0.10 | 1.66472 | 0.00000 | 0.00000 | ||
2 | 2023.01.19 08:00 | modify | 1 | 0.10 | 1.66472 | 1.67872 | 1.64972 | ||
3 | 2023.01.24 12:00 | t/p | 1 | 0.10 | 1.64972 | 1.67872 | 1.64972 | 110.11 | 10110.11 |
4 | 2023.02.15 20:00 | buy | 2 | 0.10 | 1.61119 | 0.00000 | 0.00000 | ||
5 | 2023.02.15 20:00 | modify | 2 | 0.10 | 1.61119 | 1.59719 | 1.62619 | ||
6 | 2023.02.21 12:00 | t/p | 2 | 0.10 | 1.62619 | 1.59719 | 1.62619 | 110.41 | 10220.52 |
7 | 2023.02.22 08:00 | sell | 3 | 0.10 | 1.64013 | 0.00000 | 0.00000 | ||
8 | 2023.02.22 08:00 | modify | 3 | 0.10 | 1.64013 | 1.65413 | 1.62513 | ||
9 | 2023.02.23 00:00 | sell | 4 | 0.10 | 1.63170 | 0.00000 | 0.00000 | ||
10 | 2023.02.23 00:00 | modify | 4 | 0.10 | 1.63170 | 1.63638 | 1.62513 | ||
11 | 2023.02.23 00:00 | sell | 5 | 0.10 | 1.63170 | 0.00000 | 0.00000 | ||
12 | 2023.02.23 00:00 | modify | 5 | 0.10 | 1.63170 | 1.63488 | 1.62513 | ||
13 | 2023.02.23 00:00 | modify | 3 | 0.10 | 1.64013 | 1.63488 | 1.62513 | ||
14 | 2023.02.23 04:00 | modify | 4 | 0.10 | 1.63170 | 1.63488 | 1.62513 | ||
15 | 2023.02.26 20:00 | t/p | 3 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 109.79 | 10330.31 |
16 | 2023.02.26 20:00 | t/p | 4 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 48.34 | 10378.65 |
17 | 2023.02.26 20:00 | t/p | 5 | 0.10 | 1.62513 | 1.63488 | 1.62513 | 48.34 | 10426.99 |
18 | 2023.03.09 16:00 | sell | 6 | 0.10 | 1.63912 | 0.00000 | 0.00000 | ||
19 | 2023.03.09 16:00 | modify | 6 | 0.10 | 1.63912 | 1.65312 | 1.62412 | ||
20 | 2023.03.10 08:00 | s/l | 6 | 0.10 | 1.65312 | 1.65312 | 1.62412 | -104.03 | 10322.96 |
21 | 2023.03.10 20:00 | sell | 7 | 0.10 | 1.66394 | 0.00000 | 0.00000 | ||
22 | 2023.03.10 20:00 | modify | 7 | 0.10 | 1.66394 | 1.67794 | 1.64894 | ||
23 | 2023.03.20 16:00 | s/l | 7 | 0.10 | 1.67794 | 1.67794 | 1.64894 | -106.33 | 10216.63 |
24 | 2023.04.04 20:00 | sell | 8 | 0.10 | 1.68085 | 0.00000 | 0.00000 | ||
25 | 2023.04.04 20:00 | modify | 8 | 0.10 | 1.68085 | 1.69485 | 1.66585 | ||
26 | 2023.04.10 16:00 | sell | 9 | 0.10 | 1.67241 | 0.00000 | 0.00000 | ||
27 | 2023.04.10 16:00 | modify | 9 | 0.10 | 1.67241 | 1.67710 | 1.66585 | ||
28 | 2023.04.10 16:00 | sell | 10 | 0.10 | 1.67241 | 0.00000 | 0.00000 | ||
29 | 2023.04.10 16:00 | modify | 10 | 0.10 | 1.67241 | 1.67560 | 1.66585 | ||
30 | 2023.04.10 16:00 | modify | 8 | 0.10 | 1.68085 | 1.67560 | 1.66585 | ||
31 | 2023.04.10 20:00 | modify | 9 | 0.10 | 1.67241 | 1.67560 | 1.66585 | ||
32 | 2023.04.11 08:00 | s/l | 8 | 0.10 | 1.67560 | 1.67560 | 1.66585 | 36.59 | 10253.22 |
33 | 2023.04.11 08:00 | s/l | 9 | 0.10 | 1.67560 | 1.67560 | 1.66585 | -23.96 | 10229.26 |
34 | 2023.04.11 08:00 | s/l | 10 | 0.10 | 1.67560 | 1.67560 | 1.66585 | -23.96 | 10205.30 |
35 | 2023.04.23 20:00 | sell | 11 | 0.10 | 1.68222 | 0.00000 | 0.00000 | ||
36 | 2023.04.23 20:00 | modify | 11 | 0.10 | 1.68222 | 1.69622 | 1.66722 | ||
37 | 2023.04.26 08:00 | s/l | 11 | 0.10 | 1.69622 | 1.69622 | 1.66722 | -104.69 | 10100.61 |
38 | 2023.04.26 16:00 | sell | 12 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
39 | 2023.04.26 16:00 | modify | 12 | 0.10 | 1.69805 | 1.71205 | 1.68305 | ||
40 | 2023.05.04 00:00 | s/l | 12 | 0.10 | 1.71205 | 1.71205 | 1.68305 | -106.99 | 9993.62 |
41 | 2023.07.16 20:00 | sell | 13 | 0.10 | 1.72854 | 0.00000 | 0.00000 | ||
42 | 2023.07.16 20:00 | modify | 13 | 0.10 | 1.72854 | 1.74254 | 1.71354 | ||
43 | 2023.07.19 08:00 | t/p | 13 | 0.10 | 1.71354 | 1.74254 | 1.71354 | 110.12 | 10103.74 |
44 | 2023.07.24 20:00 | buy | 14 | 0.10 | 1.68835 | 0.00000 | 0.00000 | ||
45 | 2023.07.24 20:00 | modify | 14 | 0.10 | 1.68835 | 1.67435 | 1.70335 | ||
46 | 2023.07.26 12:00 | t/p | 14 | 0.10 | 1.70335 | 1.67435 | 1.70335 | 110.88 | 10214.62 |
47 | 2023.07.31 20:00 | buy | 15 | 0.10 | 1.69262 | 0.00000 | 0.00000 | ||
48 | 2023.07.31 20:00 | modify | 15 | 0.10 | 1.69262 | 1.67862 | 1.70762 | ||
49 | 2023.08.04 04:00 | buy | 16 | 0.10 | 1.70016 | 0.00000 | 0.00000 | ||
50 | 2023.08.04 04:00 | modify | 16 | 0.10 | 1.70016 | 1.69787 | 1.70762 | ||
51 | 2023.08.04 04:00 | modify | 15 | 0.10 | 1.69262 | 1.69787 | 1.70762 | ||
52 | 2023.08.04 08:00 | s/l | 15 | 0.10 | 1.69787 | 1.69787 | 1.70762 | 38.18 | 10252.80 |
53 | 2023.08.04 08:00 | s/l | 16 | 0.10 | 1.69787 | 1.69787 | 1.70762 | -16.97 | 10235.83 |
54 | 2023.09.14 20:00 | buy | 17 | 0.10 | 1.67724 | 0.00000 | 0.00000 | ||
55 | 2023.09.14 20:00 | modify | 17 | 0.10 | 1.67724 | 1.66324 | 1.69224 | ||
56 | 2023.09.19 16:00 | s/l | 17 | 0.10 | 1.66324 | 1.66324 | 1.69224 | -104.07 | 10131.76 |
57 | 2023.10.01 20:00 | sell | 18 | 0.10 | 1.65513 | 0.00000 | 0.00000 | ||
58 | 2023.10.01 20:00 | modify | 18 | 0.10 | 1.65513 | 1.66913 | 1.64013 | ||
59 | 2023.10.04 16:00 | s/l | 18 | 0.10 | 1.66913 | 1.66913 | 1.64013 | -104.69 | 10027.07 |
60 | 2023.10.04 20:00 | sell | 19 | 0.10 | 1.66959 | 0.00000 | 0.00000 | ||
61 | 2023.10.04 20:00 | modify | 19 | 0.10 | 1.66959 | 1.68359 | 1.65459 | ||
62 | 2023.10.09 12:00 | sell | 20 | 0.10 | 1.66203 | 0.00000 | 0.00000 | ||
63 | 2023.10.09 12:00 | modify | 20 | 0.10 | 1.66203 | 1.66434 | 1.65459 | ||
64 | 2023.10.09 12:00 | modify | 19 | 0.10 | 1.66959 | 1.66434 | 1.65459 | ||
65 | 2023.10.09 16:00 | s/l | 19 | 0.10 | 1.66434 | 1.66434 | 1.65459 | 37.24 | 10064.32 |
66 | 2023.10.09 16:00 | s/l | 20 | 0.10 | 1.66434 | 1.66434 | 1.65459 | -17.11 | 10047.21 |
67 | 2023.10.13 20:00 | buy | 21 | 0.10 | 1.65841 | 0.00000 | 0.00000 | ||
68 | 2023.10.13 20:00 | modify | 21 | 0.10 | 1.65841 | 1.64441 | 1.67341 | ||
69 | 2023.10.19 04:00 | buy | 22 | 0.10 | 1.66591 | 0.00000 | 0.00000 | ||
70 | 2023.10.19 04:00 | modify | 22 | 0.10 | 1.66591 | 1.66366 | 1.67341 | ||
71 | 2023.10.19 04:00 | modify | 21 | 0.10 | 1.65841 | 1.66366 | 1.67341 | ||
72 | 2023.10.19 08:00 | s/l | 21 | 0.10 | 1.66366 | 1.66366 | 1.67341 | 38.19 | 10085.39 |
73 | 2023.10.19 08:00 | s/l | 22 | 0.10 | 1.66366 | 1.66366 | 1.67341 | -16.66 | 10068.73 |
74 | 2023.11.03 20:00 | sell | 23 | 0.10 | 1.69122 | 0.00000 | 0.00000 | ||
75 | 2023.11.03 20:00 | modify | 23 | 0.10 | 1.69122 | 1.70522 | 1.67622 | ||
76 | 2023.11.12 20:00 | sell | 24 | 0.10 | 1.68356 | 0.00000 | 0.00000 | ||
77 | 2023.11.12 20:00 | modify | 24 | 0.10 | 1.68356 | 1.68597 | 1.67622 | ||
78 | 2023.11.12 20:00 | modify | 23 | 0.10 | 1.69122 | 1.68597 | 1.67622 | ||
79 | 2023.11.13 00:00 | s/l | 23 | 0.10 | 1.68597 | 1.68597 | 1.67622 | 36.26 | 10104.99 |
80 | 2023.11.13 00:00 | s/l | 24 | 0.10 | 1.68597 | 1.68597 | 1.67622 | -18.18 | 10086.81 |