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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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 | 2609 | Ticks modelled | 4217 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 8.87 | Gross profit | 974.48 | Gross loss | -965.61 |
Profit factor | 1.01 | Expected payoff | 0.27 | ||
Absolute drawdown | 56.72 | Maximal drawdown | 410.85 (3.97%) | Relative drawdown | 3.97% (410.85) |
Total trades | 33 | Short positions (won %) | 20 (45.00%) | Long positions (won %) | 13 (53.85%) |
Profit trades (% of total) | 16 (48.48%) | Loss trades (% of total) | 17 (51.52%) | ||
Largest | profit trade | 110.87 | loss trade | -84.10 | |
Average | profit trade | 60.91 | loss trade | -56.80 | |
Maximum | consecutive wins (profit in money) | 3 (242.49) | consecutive losses (loss in money) | 4 (-331.28) | |
Maximal | consecutive profit (count of wins) | 242.49 (3) | consecutive loss (count of losses) | -331.28 (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 | 1.67572 | 1.64972 | ||
3 | 2023.01.24 04:00 | sell | 2 | 0.10 | 1.65418 | 0.00000 | 0.00000 | ||
4 | 2023.01.24 04:00 | modify | 2 | 0.10 | 1.65418 | 1.65947 | 1.64972 | ||
5 | 2023.01.24 04:00 | modify | 1 | 0.10 | 1.66472 | 1.65947 | 1.64972 | ||
6 | 2023.01.24 12:00 | t/p | 1 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 110.11 | 10110.11 |
7 | 2023.01.24 12:00 | t/p | 2 | 0.10 | 1.64972 | 1.65947 | 1.64972 | 33.03 | 10143.14 |
8 | 2023.01.27 16:00 | buy | 3 | 0.10 | 1.64778 | 0.00000 | 0.00000 | ||
9 | 2023.01.27 16:00 | modify | 3 | 0.10 | 1.64778 | 1.63678 | 1.66278 | ||
10 | 2023.02.01 04:00 | s/l | 3 | 0.10 | 1.63678 | 1.63678 | 1.66278 | -81.84 | 10061.31 |
11 | 2023.02.12 20:00 | buy | 4 | 0.10 | 1.60933 | 0.00000 | 0.00000 | ||
12 | 2023.02.12 20:00 | modify | 4 | 0.10 | 1.60933 | 1.59833 | 1.62433 | ||
13 | 2023.02.13 16:00 | buy | 5 | 0.10 | 1.61985 | 0.00000 | 0.00000 | ||
14 | 2023.02.13 16:00 | modify | 5 | 0.10 | 1.61985 | 1.61458 | 1.62433 | ||
15 | 2023.02.13 16:00 | modify | 4 | 0.10 | 1.60933 | 1.61458 | 1.62433 | ||
16 | 2023.02.14 12:00 | t/p | 4 | 0.10 | 1.62433 | 1.61458 | 1.62433 | 110.87 | 10172.18 |
17 | 2023.02.14 12:00 | t/p | 5 | 0.10 | 1.62433 | 1.61458 | 1.62433 | 33.07 | 10205.25 |
18 | 2023.02.15 20:00 | buy | 6 | 0.10 | 1.61119 | 0.00000 | 0.00000 | ||
19 | 2023.02.15 20:00 | modify | 6 | 0.10 | 1.61119 | 1.60019 | 1.62619 | ||
20 | 2023.02.21 04:00 | buy | 7 | 0.10 | 1.62042 | 0.00000 | 0.00000 | ||
21 | 2023.02.21 04:00 | modify | 7 | 0.10 | 1.62042 | 1.61794 | 1.62619 | ||
22 | 2023.02.21 04:00 | modify | 6 | 0.10 | 1.61119 | 1.61794 | 1.62619 | ||
23 | 2023.02.21 12:00 | s/l | 6 | 0.10 | 1.61794 | 1.61794 | 1.62619 | 49.29 | 10254.53 |
24 | 2023.02.21 12:00 | s/l | 7 | 0.10 | 1.61794 | 1.61794 | 1.62619 | -18.37 | 10236.16 |
25 | 2023.02.22 08:00 | sell | 8 | 0.10 | 1.64013 | 0.00000 | 0.00000 | ||
26 | 2023.02.22 08:00 | modify | 8 | 0.10 | 1.64013 | 1.65113 | 1.62513 | ||
27 | 2023.02.23 08:00 | sell | 9 | 0.10 | 1.63105 | 0.00000 | 0.00000 | ||
28 | 2023.02.23 08:00 | modify | 9 | 0.10 | 1.63105 | 1.63338 | 1.62513 | ||
29 | 2023.02.23 08:00 | modify | 8 | 0.10 | 1.64013 | 1.63338 | 1.62513 | ||
30 | 2023.02.24 12:00 | s/l | 8 | 0.10 | 1.63338 | 1.63338 | 1.62513 | 48.67 | 10284.84 |
31 | 2023.02.24 12:00 | s/l | 9 | 0.10 | 1.63338 | 1.63338 | 1.62513 | -17.59 | 10267.25 |
32 | 2023.03.09 16:00 | sell | 10 | 0.10 | 1.63912 | 0.00000 | 0.00000 | ||
33 | 2023.03.09 16:00 | modify | 10 | 0.10 | 1.63912 | 1.65012 | 1.62412 | ||
34 | 2023.03.10 04:00 | s/l | 10 | 0.10 | 1.65012 | 1.65012 | 1.62412 | -81.80 | 10185.45 |
35 | 2023.03.10 20:00 | sell | 11 | 0.10 | 1.66394 | 0.00000 | 0.00000 | ||
36 | 2023.03.10 20:00 | modify | 11 | 0.10 | 1.66394 | 1.67494 | 1.64894 | ||
37 | 2023.03.20 12:00 | s/l | 11 | 0.10 | 1.67494 | 1.67494 | 1.64894 | -84.10 | 10101.35 |
38 | 2023.03.20 20:00 | sell | 12 | 0.10 | 1.67710 | 0.00000 | 0.00000 | ||
39 | 2023.03.20 20:00 | modify | 12 | 0.10 | 1.67710 | 1.68810 | 1.66210 | ||
40 | 2023.04.03 00:00 | t/p | 12 | 0.10 | 1.66210 | 1.68810 | 1.66210 | 106.49 | 10207.84 |
41 | 2023.04.04 20:00 | sell | 13 | 0.10 | 1.68085 | 0.00000 | 0.00000 | ||
42 | 2023.04.04 20:00 | modify | 13 | 0.10 | 1.68085 | 1.69185 | 1.66585 | ||
43 | 2023.04.12 00:00 | sell | 14 | 0.10 | 1.67330 | 0.00000 | 0.00000 | ||
44 | 2023.04.12 00:00 | modify | 14 | 0.10 | 1.67330 | 1.67785 | 1.66585 | ||
45 | 2023.04.12 00:00 | modify | 13 | 0.10 | 1.68085 | 1.67785 | 1.66585 | ||
46 | 2023.04.12 16:00 | s/l | 13 | 0.10 | 1.67785 | 1.67785 | 1.66585 | 19.59 | 10227.42 |
47 | 2023.04.12 16:00 | s/l | 14 | 0.10 | 1.67785 | 1.67785 | 1.66585 | -33.70 | 10193.72 |
48 | 2023.04.17 08:00 | buy | 15 | 0.10 | 1.65826 | 0.00000 | 0.00000 | ||
49 | 2023.04.17 08:00 | modify | 15 | 0.10 | 1.65826 | 1.64726 | 1.67326 | ||
50 | 2023.04.19 16:00 | t/p | 15 | 0.10 | 1.67326 | 1.64726 | 1.67326 | 110.86 | 10304.58 |
51 | 2023.04.23 20:00 | sell | 16 | 0.10 | 1.68222 | 0.00000 | 0.00000 | ||
52 | 2023.04.23 20:00 | modify | 16 | 0.10 | 1.68222 | 1.69322 | 1.66722 | ||
53 | 2023.04.25 08:00 | s/l | 16 | 0.10 | 1.69322 | 1.69322 | 1.66722 | -82.14 | 10222.45 |
54 | 2023.04.26 16:00 | sell | 17 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
55 | 2023.04.26 16:00 | modify | 17 | 0.10 | 1.69805 | 1.70905 | 1.68305 | ||
56 | 2023.05.03 16:00 | s/l | 17 | 0.10 | 1.70905 | 1.70905 | 1.68305 | -83.77 | 10138.67 |
57 | 2023.05.08 16:00 | buy | 18 | 0.10 | 1.68754 | 0.00000 | 0.00000 | ||
58 | 2023.05.08 16:00 | modify | 18 | 0.10 | 1.68754 | 1.67654 | 1.70254 | ||
59 | 2023.05.18 08:00 | s/l | 18 | 0.10 | 1.67654 | 1.67654 | 1.70254 | -82.91 | 10055.76 |
60 | 2023.07.07 16:00 | sell | 19 | 0.10 | 1.70549 | 0.00000 | 0.00000 | ||
61 | 2023.07.07 16:00 | modify | 19 | 0.10 | 1.70549 | 1.71649 | 1.69049 | ||
62 | 2023.07.12 16:00 | s/l | 19 | 0.10 | 1.71649 | 1.71649 | 1.69049 | -82.46 | 9973.31 |
63 | 2023.07.16 20:00 | sell | 20 | 0.10 | 1.72854 | 0.00000 | 0.00000 | ||
64 | 2023.07.16 20:00 | modify | 20 | 0.10 | 1.72854 | 1.73954 | 1.71354 | ||
65 | 2023.07.19 08:00 | t/p | 20 | 0.10 | 1.71354 | 1.73954 | 1.71354 | 110.11 | 10083.42 |
66 | 2023.07.24 20:00 | buy | 21 | 0.10 | 1.68835 | 0.00000 | 0.00000 | ||
67 | 2023.07.24 20:00 | modify | 21 | 0.10 | 1.68835 | 1.67735 | 1.70335 | ||
68 | 2023.07.26 12:00 | t/p | 21 | 0.10 | 1.70335 | 1.67735 | 1.70335 | 110.87 | 10194.29 |
69 | 2023.07.31 20:00 | buy | 22 | 0.10 | 1.69262 | 0.00000 | 0.00000 | ||
70 | 2023.07.31 20:00 | modify | 22 | 0.10 | 1.69262 | 1.68162 | 1.70762 | ||
71 | 2023.08.04 04:00 | buy | 23 | 0.10 | 1.70016 | 0.00000 | 0.00000 | ||
72 | 2023.08.04 04:00 | modify | 23 | 0.10 | 1.70016 | 1.69562 | 1.70762 | ||
73 | 2023.08.04 04:00 | modify | 22 | 0.10 | 1.69262 | 1.69562 | 1.70762 | ||
74 | 2023.08.04 16:00 | s/l | 22 | 0.10 | 1.69562 | 1.69562 | 1.70762 | 21.51 | 10215.80 |
75 | 2023.08.04 16:00 | s/l | 23 | 0.10 | 1.69562 | 1.69562 | 1.70762 | -33.63 | 10182.17 |
76 | 2023.09.14 20:00 | buy | 24 | 0.10 | 1.67724 | 0.00000 | 0.00000 | ||
77 | 2023.09.14 20:00 | modify | 24 | 0.10 | 1.67724 | 1.66624 | 1.69224 | ||
78 | 2023.09.19 12:00 | s/l | 24 | 0.10 | 1.66624 | 1.66624 | 1.69224 | -81.84 | 10100.33 |
79 | 2023.10.01 20:00 | sell | 25 | 0.10 | 1.65513 | 0.00000 | 0.00000 | ||
80 | 2023.10.01 20:00 | modify | 25 | 0.10 | 1.65513 | 1.66613 | 1.64013 | ||
81 | 2023.10.04 16:00 | s/l | 25 | 0.10 | 1.66613 | 1.66613 | 1.64013 | -82.46 | 10017.87 |
82 | 2023.10.04 20:00 | sell | 26 | 0.10 | 1.66959 | 0.00000 | 0.00000 | ||
83 | 2023.10.04 20:00 | modify | 26 | 0.10 | 1.66959 | 1.68059 | 1.65459 | ||
84 | 2023.10.09 12:00 | sell | 27 | 0.10 | 1.66203 | 0.00000 | 0.00000 | ||
85 | 2023.10.09 12:00 | modify | 27 | 0.10 | 1.66203 | 1.66659 | 1.65459 | ||
86 | 2023.10.09 12:00 | modify | 26 | 0.10 | 1.66959 | 1.66659 | 1.65459 | ||
87 | 2023.10.10 12:00 | s/l | 26 | 0.10 | 1.66659 | 1.66659 | 1.65459 | 20.24 | 10038.12 |
88 | 2023.10.10 12:00 | s/l | 27 | 0.10 | 1.66659 | 1.66659 | 1.65459 | -34.10 | 10004.02 |
89 | 2023.10.13 20:00 | buy | 28 | 0.10 | 1.65841 | 0.00000 | 0.00000 | ||
90 | 2023.10.13 20:00 | modify | 28 | 0.10 | 1.65841 | 1.64741 | 1.67341 | ||
91 | 2023.10.19 04:00 | buy | 29 | 0.10 | 1.66591 | 0.00000 | 0.00000 | ||
92 | 2023.10.19 04:00 | modify | 29 | 0.10 | 1.66591 | 1.66141 | 1.67341 | ||
93 | 2023.10.19 04:00 | modify | 28 | 0.10 | 1.65841 | 1.66141 | 1.67341 | ||
94 | 2023.10.19 12:00 | s/l | 28 | 0.10 | 1.66141 | 1.66141 | 1.67341 | 21.51 | 10025.52 |
95 | 2023.10.19 12:00 | s/l | 29 | 0.10 | 1.66141 | 1.66141 | 1.67341 | -33.33 | 9992.19 |
96 | 2023.11.03 20:00 | sell | 30 | 0.10 | 1.69122 | 0.00000 | 0.00000 | ||
97 | 2023.11.03 20:00 | modify | 30 | 0.10 | 1.69122 | 1.70222 | 1.67622 | ||
98 | 2023.11.12 20:00 | sell | 31 | 0.10 | 1.68356 | 0.00000 | 0.00000 | ||
99 | 2023.11.12 20:00 | modify | 31 | 0.10 | 1.68356 | 1.68822 | 1.67622 | ||
100 | 2023.11.12 20:00 | modify | 30 | 0.10 | 1.69122 | 1.68822 | 1.67622 | ||
101 | 2023.11.13 04:00 | s/l | 30 | 0.10 | 1.68822 | 1.68822 | 1.67622 | 19.59 | 10011.78 |
102 | 2023.11.13 04:00 | s/l | 31 | 0.10 | 1.68822 | 1.68822 | 1.67622 | -34.84 | 9976.94 |
103 | 2023.11.21 08:00 | sell | 32 | 0.10 | 1.71857 | 0.00000 | 0.00000 | ||
104 | 2023.11.21 08:00 | modify | 32 | 0.10 | 1.71857 | 1.72957 | 1.70357 | ||
105 | 2023.11.23 08:00 | sell | 33 | 0.10 | 1.70956 | 0.00000 | 0.00000 | ||
106 | 2023.11.23 08:00 | modify | 33 | 0.10 | 1.70956 | 1.71182 | 1.70357 | ||
107 | 2023.11.23 08:00 | modify | 32 | 0.10 | 1.71857 | 1.71182 | 1.70357 | ||
108 | 2023.11.23 12:00 | s/l | 32 | 0.10 | 1.71182 | 1.71182 | 1.70357 | 48.67 | 10025.61 |
109 | 2023.11.23 12:00 | s/l | 33 | 0.10 | 1.71182 | 1.71182 | 1.70357 | -16.74 | 10008.87 |