Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=35; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 7247 | Ticks modelled | 13493 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 732.07 | Gross profit | 1399.42 | Gross loss | -667.34 |
Profit factor | 2.10 | Expected payoff | 19.79 | ||
Absolute drawdown | 28.45 | Maximal drawdown | 486.56 (4.44%) | Relative drawdown | 4.44% (486.56) |
Total trades | 37 | Short positions (won %) | 20 (65.00%) | Long positions (won %) | 17 (58.82%) |
Profit trades (% of total) | 23 (62.16%) | Loss trades (% of total) | 14 (37.84%) | ||
Largest | profit trade | 110.55 | loss trade | -84.15 | |
Average | profit trade | 60.84 | loss trade | -47.67 | |
Maximum | consecutive wins (profit in money) | 6 (455.11) | consecutive losses (loss in money) | 4 (-218.59) | |
Maximal | consecutive profit (count of wins) | 455.11 (6) | consecutive loss (count of losses) | -245.50 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.22 10:00 | sell | 1 | 0.10 | 1.68255 | 0.00000 | 0.00000 | ||
2 | 2023.03.22 10:00 | modify | 1 | 0.10 | 1.68255 | 1.69355 | 1.66755 | ||
3 | 2023.03.29 06:00 | sell | 2 | 0.10 | 1.67577 | 0.00000 | 0.00000 | ||
4 | 2023.03.29 06:00 | modify | 2 | 0.10 | 1.67577 | 1.67880 | 1.66755 | ||
5 | 2023.03.29 06:00 | modify | 1 | 0.10 | 1.68255 | 1.67880 | 1.66755 | ||
6 | 2023.03.29 10:00 | s/l | 1 | 0.10 | 1.67880 | 1.67880 | 1.66755 | 25.38 | 10025.38 |
7 | 2023.03.29 10:00 | s/l | 2 | 0.10 | 1.67880 | 1.67880 | 1.66755 | -22.36 | 10003.02 |
8 | 2023.05.01 18:00 | buy | 3 | 0.10 | 1.69148 | 0.00000 | 0.00000 | ||
9 | 2023.05.01 18:00 | modify | 3 | 0.10 | 1.69148 | 1.68048 | 1.70648 | ||
10 | 2023.05.02 22:00 | buy | 4 | 0.10 | 1.69923 | 0.00000 | 0.00000 | ||
11 | 2023.05.02 22:00 | modify | 4 | 0.10 | 1.69923 | 1.69673 | 1.70648 | ||
12 | 2023.05.02 22:00 | modify | 3 | 0.10 | 1.69148 | 1.69673 | 1.70648 | ||
13 | 2023.05.03 07:00 | buy | 5 | 0.10 | 1.70213 | 0.00000 | 0.00000 | ||
14 | 2023.05.03 07:00 | modify | 5 | 0.10 | 1.70213 | 1.69748 | 1.70648 | ||
15 | 2023.05.03 07:00 | modify | 4 | 0.10 | 1.69923 | 1.69748 | 1.70648 | ||
16 | 2023.05.03 07:00 | modify | 3 | 0.10 | 1.69148 | 1.69748 | 1.70648 | ||
17 | 2023.05.03 09:00 | t/p | 3 | 0.10 | 1.70648 | 1.69748 | 1.70648 | 110.55 | 10113.57 |
18 | 2023.05.03 09:00 | t/p | 4 | 0.10 | 1.70648 | 1.69748 | 1.70648 | 53.43 | 10167.00 |
19 | 2023.05.03 09:00 | t/p | 5 | 0.10 | 1.70648 | 1.69748 | 1.70648 | 32.13 | 10199.13 |
20 | 2023.05.03 10:00 | sell | 6 | 0.10 | 1.70499 | 0.00000 | 0.00000 | ||
21 | 2023.05.03 10:00 | modify | 6 | 0.10 | 1.70499 | 1.71599 | 1.68999 | ||
22 | 2023.05.07 21:00 | t/p | 6 | 0.10 | 1.68999 | 1.71599 | 1.68999 | 109.39 | 10308.52 |
23 | 2023.05.19 17:00 | sell | 7 | 0.10 | 1.68263 | 0.00000 | 0.00000 | ||
24 | 2023.05.19 17:00 | modify | 7 | 0.10 | 1.68263 | 1.69363 | 1.66763 | ||
25 | 2023.05.23 16:00 | sell | 8 | 0.10 | 1.67493 | 0.00000 | 0.00000 | ||
26 | 2023.05.23 16:00 | modify | 8 | 0.10 | 1.67493 | 1.67738 | 1.66763 | ||
27 | 2023.05.23 16:00 | modify | 7 | 0.10 | 1.68263 | 1.67738 | 1.66763 | ||
28 | 2023.05.23 17:00 | s/l | 7 | 0.10 | 1.67738 | 1.67738 | 1.66763 | 38.09 | 10346.61 |
29 | 2023.05.23 17:00 | s/l | 8 | 0.10 | 1.67738 | 1.67738 | 1.66763 | -18.08 | 10328.53 |
30 | 2023.05.30 13:00 | sell | 9 | 0.10 | 1.68818 | 0.00000 | 0.00000 | ||
31 | 2023.05.30 13:00 | modify | 9 | 0.10 | 1.68818 | 1.69918 | 1.67318 | ||
32 | 2023.06.02 08:00 | sell | 10 | 0.10 | 1.68140 | 0.00000 | 0.00000 | ||
33 | 2023.06.02 08:00 | modify | 10 | 0.10 | 1.68140 | 1.68443 | 1.67318 | ||
34 | 2023.06.02 08:00 | modify | 9 | 0.10 | 1.68818 | 1.68443 | 1.67318 | ||
35 | 2023.06.02 11:00 | sell | 11 | 0.10 | 1.68067 | 0.00000 | 0.00000 | ||
36 | 2023.06.02 11:00 | modify | 11 | 0.10 | 1.68067 | 1.68293 | 1.67318 | ||
37 | 2023.06.02 12:00 | modify | 11 | 0.10 | 1.68067 | 1.68443 | 1.67318 | ||
38 | 2023.06.02 15:00 | sell | 12 | 0.10 | 1.67763 | 0.00000 | 0.00000 | ||
39 | 2023.06.02 15:00 | modify | 12 | 0.10 | 1.67763 | 1.68218 | 1.67318 | ||
40 | 2023.06.02 15:00 | modify | 10 | 0.10 | 1.68140 | 1.68218 | 1.67318 | ||
41 | 2023.06.02 15:00 | modify | 11 | 0.10 | 1.68067 | 1.68218 | 1.67318 | ||
42 | 2023.06.02 15:00 | modify | 9 | 0.10 | 1.68818 | 1.68218 | 1.67318 | ||
43 | 2023.06.02 19:00 | t/p | 9 | 0.10 | 1.67318 | 1.68218 | 1.67318 | 109.07 | 10437.61 |
44 | 2023.06.02 19:00 | t/p | 10 | 0.10 | 1.67318 | 1.68218 | 1.67318 | 60.67 | 10498.28 |
45 | 2023.06.02 19:00 | t/p | 11 | 0.10 | 1.67318 | 1.68218 | 1.67318 | 55.28 | 10553.56 |
46 | 2023.06.02 19:00 | t/p | 12 | 0.10 | 1.67318 | 1.68218 | 1.67318 | 32.85 | 10586.41 |
47 | 2023.07.17 16:00 | buy | 13 | 0.10 | 1.72288 | 0.00000 | 0.00000 | ||
48 | 2023.07.17 16:00 | modify | 13 | 0.10 | 1.72288 | 1.71188 | 1.73788 | ||
49 | 2023.07.19 07:00 | s/l | 13 | 0.10 | 1.71188 | 1.71188 | 1.73788 | -81.48 | 10504.93 |
50 | 2023.07.20 12:00 | buy | 14 | 0.10 | 1.69349 | 0.00000 | 0.00000 | ||
51 | 2023.07.20 12:00 | modify | 14 | 0.10 | 1.69349 | 1.68249 | 1.70849 | ||
52 | 2023.07.25 23:00 | buy | 15 | 0.10 | 1.70035 | 0.00000 | 0.00000 | ||
53 | 2023.07.25 23:00 | modify | 15 | 0.10 | 1.70035 | 1.69724 | 1.70849 | ||
54 | 2023.07.25 23:00 | modify | 14 | 0.10 | 1.69349 | 1.69724 | 1.70849 | ||
55 | 2023.07.26 06:00 | buy | 16 | 0.10 | 1.70108 | 0.00000 | 0.00000 | ||
56 | 2023.07.26 06:00 | modify | 16 | 0.10 | 1.70108 | 1.69874 | 1.70849 | ||
57 | 2023.07.26 07:00 | s/l | 16 | 0.10 | 1.69874 | 1.69874 | 1.70849 | -17.29 | 10487.64 |
58 | 2023.07.26 09:00 | buy | 17 | 0.10 | 1.70413 | 0.00000 | 0.00000 | ||
59 | 2023.07.26 09:00 | modify | 17 | 0.10 | 1.70413 | 1.69949 | 1.70849 | ||
60 | 2023.07.26 09:00 | modify | 15 | 0.10 | 1.70035 | 1.69949 | 1.70849 | ||
61 | 2023.07.26 09:00 | modify | 14 | 0.10 | 1.69349 | 1.69949 | 1.70849 | ||
62 | 2023.07.26 13:00 | t/p | 14 | 0.10 | 1.70849 | 1.69949 | 1.70849 | 110.30 | 10597.94 |
63 | 2023.07.26 13:00 | t/p | 15 | 0.10 | 1.70849 | 1.69949 | 1.70849 | 60.00 | 10657.94 |
64 | 2023.07.26 13:00 | t/p | 17 | 0.10 | 1.70849 | 1.69949 | 1.70849 | 32.20 | 10690.14 |
65 | 2023.07.31 17:00 | buy | 18 | 0.10 | 1.69309 | 0.00000 | 0.00000 | ||
66 | 2023.07.31 17:00 | modify | 18 | 0.10 | 1.69309 | 1.68209 | 1.70809 | ||
67 | 2023.08.04 13:00 | buy | 19 | 0.10 | 1.70366 | 0.00000 | 0.00000 | ||
68 | 2023.08.04 13:00 | modify | 19 | 0.10 | 1.70366 | 1.69909 | 1.70809 | ||
69 | 2023.08.04 13:00 | modify | 18 | 0.10 | 1.69309 | 1.69909 | 1.70809 | ||
70 | 2023.08.07 14:00 | t/p | 18 | 0.10 | 1.70809 | 1.69909 | 1.70809 | 109.95 | 10800.09 |
71 | 2023.08.07 14:00 | t/p | 19 | 0.10 | 1.70809 | 1.69909 | 1.70809 | 32.60 | 10832.69 |
72 | 2023.08.21 18:00 | sell | 20 | 0.10 | 1.72881 | 0.00000 | 0.00000 | ||
73 | 2023.08.21 18:00 | modify | 20 | 0.10 | 1.72881 | 1.73981 | 1.71381 | ||
74 | 2023.08.23 12:00 | t/p | 20 | 0.10 | 1.71381 | 1.73981 | 1.71381 | 110.06 | 10942.75 |
75 | 2023.09.12 15:00 | buy | 21 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
76 | 2023.09.12 15:00 | modify | 21 | 0.10 | 1.69075 | 1.67975 | 1.70575 | ||
77 | 2023.09.14 14:00 | s/l | 21 | 0.10 | 1.67975 | 1.67975 | 1.70575 | -81.72 | 10861.04 |
78 | 2023.09.14 19:00 | buy | 22 | 0.10 | 1.67581 | 0.00000 | 0.00000 | ||
79 | 2023.09.14 19:00 | modify | 22 | 0.10 | 1.67581 | 1.66481 | 1.69081 | ||
80 | 2023.09.19 09:00 | s/l | 22 | 0.10 | 1.66481 | 1.66481 | 1.69081 | -81.60 | 10779.44 |
81 | 2023.09.29 17:00 | sell | 23 | 0.10 | 1.65303 | 0.00000 | 0.00000 | ||
82 | 2023.09.29 17:00 | modify | 23 | 0.10 | 1.65303 | 1.66403 | 1.63803 | ||
83 | 2023.10.04 13:00 | s/l | 23 | 0.10 | 1.66403 | 1.66403 | 1.63803 | -82.19 | 10697.25 |
84 | 2023.10.04 14:00 | sell | 24 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
85 | 2023.10.04 14:00 | modify | 24 | 0.10 | 1.66875 | 1.67975 | 1.65375 | ||
86 | 2023.10.09 16:00 | sell | 25 | 0.10 | 1.66175 | 0.00000 | 0.00000 | ||
87 | 2023.10.09 16:00 | modify | 25 | 0.10 | 1.66175 | 1.66500 | 1.65375 | ||
88 | 2023.10.09 16:00 | modify | 24 | 0.10 | 1.66875 | 1.66500 | 1.65375 | ||
89 | 2023.10.10 09:00 | s/l | 24 | 0.10 | 1.66500 | 1.66500 | 1.65375 | 25.70 | 10722.96 |
90 | 2023.10.10 09:00 | s/l | 25 | 0.10 | 1.66500 | 1.66500 | 1.65375 | -24.31 | 10698.65 |
91 | 2023.10.13 17:00 | buy | 26 | 0.10 | 1.65755 | 0.00000 | 0.00000 | ||
92 | 2023.10.13 17:00 | modify | 26 | 0.10 | 1.65755 | 1.64655 | 1.67255 | ||
93 | 2023.10.18 16:00 | buy | 27 | 0.10 | 1.66439 | 0.00000 | 0.00000 | ||
94 | 2023.10.18 16:00 | modify | 27 | 0.10 | 1.66439 | 1.66130 | 1.67255 | ||
95 | 2023.10.18 16:00 | modify | 26 | 0.10 | 1.65755 | 1.66130 | 1.67255 | ||
96 | 2023.10.18 23:00 | buy | 28 | 0.10 | 1.66519 | 0.00000 | 0.00000 | ||
97 | 2023.10.18 23:00 | modify | 28 | 0.10 | 1.66519 | 1.66280 | 1.67255 | ||
98 | 2023.10.19 00:00 | modify | 28 | 0.10 | 1.66519 | 1.66130 | 1.67255 | ||
99 | 2023.10.19 10:00 | s/l | 26 | 0.10 | 1.66130 | 1.66130 | 1.67255 | 26.98 | 10725.62 |
100 | 2023.10.19 10:00 | s/l | 27 | 0.10 | 1.66130 | 1.66130 | 1.67255 | -23.18 | 10702.45 |
101 | 2023.10.19 10:00 | s/l | 28 | 0.10 | 1.66130 | 1.66130 | 1.67255 | -29.09 | 10673.36 |
102 | 2023.10.26 15:00 | sell | 29 | 0.10 | 1.67505 | 0.00000 | 0.00000 | ||
103 | 2023.10.26 15:00 | modify | 29 | 0.10 | 1.67505 | 1.68605 | 1.66005 | ||
104 | 2023.10.31 11:00 | s/l | 29 | 0.10 | 1.68605 | 1.68605 | 1.66005 | -82.18 | 10591.18 |
105 | 2023.11.03 17:00 | sell | 30 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
106 | 2023.11.03 17:00 | modify | 30 | 0.10 | 1.69075 | 1.70175 | 1.67575 | ||
107 | 2023.11.14 14:00 | s/l | 30 | 0.10 | 1.70175 | 1.70175 | 1.67575 | -84.15 | 10507.03 |
108 | 2023.11.15 16:00 | buy | 31 | 0.10 | 1.69995 | 0.00000 | 0.00000 | ||
109 | 2023.11.15 16:00 | modify | 31 | 0.10 | 1.69995 | 1.68895 | 1.71495 | ||
110 | 2023.11.16 23:00 | buy | 32 | 0.10 | 1.70748 | 0.00000 | 0.00000 | ||
111 | 2023.11.16 23:00 | modify | 32 | 0.10 | 1.70748 | 1.70520 | 1.71495 | ||
112 | 2023.11.16 23:00 | modify | 31 | 0.10 | 1.69995 | 1.70520 | 1.71495 | ||
113 | 2023.11.17 08:00 | s/l | 31 | 0.10 | 1.70520 | 1.70520 | 1.71495 | 38.29 | 10545.32 |
114 | 2023.11.17 08:00 | s/l | 32 | 0.10 | 1.70520 | 1.70520 | 1.71495 | -16.96 | 10528.36 |
115 | 2024.01.17 11:00 | sell | 33 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
116 | 2024.01.17 11:00 | modify | 33 | 0.10 | 1.71361 | 1.72461 | 1.69861 | ||
117 | 2024.01.19 19:00 | sell | 34 | 0.10 | 1.70682 | 0.00000 | 0.00000 | ||
118 | 2024.01.19 19:00 | modify | 34 | 0.10 | 1.70682 | 1.70986 | 1.69861 | ||
119 | 2024.01.19 19:00 | modify | 33 | 0.10 | 1.71361 | 1.70986 | 1.69861 | ||
120 | 2024.01.22 07:00 | s/l | 33 | 0.10 | 1.70986 | 1.70986 | 1.69861 | 26.03 | 10554.40 |
121 | 2024.01.22 07:00 | s/l | 34 | 0.10 | 1.70986 | 1.70986 | 1.69861 | -22.77 | 10531.63 |
122 | 2024.02.13 19:00 | sell | 35 | 0.10 | 1.70953 | 0.00000 | 0.00000 | ||
123 | 2024.02.13 19:00 | modify | 35 | 0.10 | 1.70953 | 1.72053 | 1.69453 | ||
124 | 2024.02.14 08:00 | sell | 36 | 0.10 | 1.70259 | 0.00000 | 0.00000 | ||
125 | 2024.02.14 08:00 | modify | 36 | 0.10 | 1.70259 | 1.70578 | 1.69453 | ||
126 | 2024.02.14 08:00 | modify | 35 | 0.10 | 1.70953 | 1.70578 | 1.69453 | ||
127 | 2024.02.15 08:00 | sell | 37 | 0.10 | 1.69894 | 0.00000 | 0.00000 | ||
128 | 2024.02.15 08:00 | modify | 37 | 0.10 | 1.69894 | 1.70353 | 1.69453 | ||
129 | 2024.02.15 08:00 | modify | 36 | 0.10 | 1.70259 | 1.70353 | 1.69453 | ||
130 | 2024.02.15 08:00 | modify | 35 | 0.10 | 1.70953 | 1.70353 | 1.69453 | ||
131 | 2024.02.15 23:00 | t/p | 35 | 0.10 | 1.69453 | 1.70353 | 1.69453 | 109.39 | 10641.02 |
132 | 2024.02.15 23:00 | t/p | 36 | 0.10 | 1.69453 | 1.70353 | 1.69453 | 58.50 | 10699.52 |
133 | 2024.02.15 23:00 | t/p | 37 | 0.10 | 1.69453 | 1.70353 | 1.69453 | 32.55 | 10732.07 |