Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 13494 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1503.20 | Gross profit | 2240.07 | Gross loss | -736.87 |
Profit factor | 3.04 | Expected payoff | 36.66 | ||
Absolute drawdown | 26.29 | Maximal drawdown | 352.46 (3.26%) | Relative drawdown | 3.26% (352.46) |
Total trades | 41 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 22 (68.18%) |
Profit trades (% of total) | 28 (68.29%) | Loss trades (% of total) | 13 (31.71%) | ||
Largest | profit trade | 109.95 | loss trade | -110.56 | |
Average | profit trade | 80.00 | loss trade | -56.68 | |
Maximum | consecutive wins (profit in money) | 8 (661.15) | consecutive losses (loss in money) | 3 (-55.08) | |
Maximal | consecutive profit (count of wins) | 661.15 (8) | consecutive loss (count of losses) | -220.52 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.05 22:00 | sell | 1 | 0.10 | 1.20253 | 0.00000 | 0.00000 | ||
2 | 2023.03.05 22:00 | modify | 1 | 0.10 | 1.20253 | 1.21353 | 1.19153 | ||
3 | 2023.03.07 14:00 | sell | 2 | 0.10 | 1.19807 | 0.00000 | 0.00000 | ||
4 | 2023.03.07 14:00 | modify | 2 | 0.10 | 1.19807 | 1.20143 | 1.19153 | ||
5 | 2023.03.07 14:00 | modify | 1 | 0.10 | 1.20253 | 1.20143 | 1.19153 | ||
6 | 2023.03.07 16:00 | t/p | 1 | 0.10 | 1.19153 | 1.20143 | 1.19153 | 109.91 | 10109.91 |
7 | 2023.03.07 16:00 | t/p | 2 | 0.10 | 1.19153 | 1.20143 | 1.19153 | 65.40 | 10175.31 |
8 | 2023.03.13 17:00 | sell | 3 | 0.10 | 1.21579 | 0.00000 | 0.00000 | ||
9 | 2023.03.13 17:00 | modify | 3 | 0.10 | 1.21579 | 1.22679 | 1.20479 | ||
10 | 2023.03.15 10:00 | sell | 4 | 0.10 | 1.21138 | 0.00000 | 0.00000 | ||
11 | 2023.03.15 10:00 | modify | 4 | 0.10 | 1.21138 | 1.21469 | 1.20479 | ||
12 | 2023.03.15 10:00 | modify | 3 | 0.10 | 1.21579 | 1.21469 | 1.20479 | ||
13 | 2023.03.15 13:00 | t/p | 3 | 0.10 | 1.20479 | 1.21469 | 1.20479 | 109.91 | 10285.21 |
14 | 2023.03.15 13:00 | t/p | 4 | 0.10 | 1.20479 | 1.21469 | 1.20479 | 65.90 | 10351.11 |
15 | 2023.03.16 17:00 | sell | 5 | 0.10 | 1.21090 | 0.00000 | 0.00000 | ||
16 | 2023.03.16 17:00 | modify | 5 | 0.10 | 1.21090 | 1.22190 | 1.19990 | ||
17 | 2023.03.20 11:00 | s/l | 5 | 0.10 | 1.22190 | 1.22190 | 1.19990 | -110.09 | 10241.02 |
18 | 2023.04.10 14:00 | buy | 6 | 0.10 | 1.23579 | 0.00000 | 0.00000 | ||
19 | 2023.04.10 14:00 | modify | 6 | 0.10 | 1.23579 | 1.22479 | 1.24679 | ||
20 | 2023.04.11 06:00 | buy | 7 | 0.10 | 1.24196 | 0.00000 | 0.00000 | ||
21 | 2023.04.11 06:00 | modify | 7 | 0.10 | 1.24196 | 1.23909 | 1.24679 | ||
22 | 2023.04.11 06:00 | buy | 8 | 0.10 | 1.24196 | 0.00000 | 0.00000 | ||
23 | 2023.04.11 06:00 | modify | 8 | 0.10 | 1.24196 | 1.23964 | 1.24679 | ||
24 | 2023.04.11 06:00 | modify | 6 | 0.10 | 1.23579 | 1.23964 | 1.24679 | ||
25 | 2023.04.11 07:00 | modify | 7 | 0.10 | 1.24196 | 1.23964 | 1.24679 | ||
26 | 2023.04.12 13:00 | t/p | 6 | 0.10 | 1.24679 | 1.23964 | 1.24679 | 109.64 | 10350.66 |
27 | 2023.04.12 13:00 | t/p | 7 | 0.10 | 1.24679 | 1.23964 | 1.24679 | 48.12 | 10398.78 |
28 | 2023.04.12 13:00 | t/p | 8 | 0.10 | 1.24679 | 1.23964 | 1.24679 | 48.12 | 10446.90 |
29 | 2023.04.28 17:00 | sell | 9 | 0.10 | 1.25741 | 0.00000 | 0.00000 | ||
30 | 2023.04.28 17:00 | modify | 9 | 0.10 | 1.25741 | 1.26841 | 1.24641 | ||
31 | 2023.05.02 10:00 | t/p | 9 | 0.10 | 1.24641 | 1.26841 | 1.24641 | 109.91 | 10556.81 |
32 | 2023.05.12 18:00 | buy | 10 | 0.10 | 1.24576 | 0.00000 | 0.00000 | ||
33 | 2023.05.12 18:00 | modify | 10 | 0.10 | 1.24576 | 1.23476 | 1.25676 | ||
34 | 2023.05.15 14:00 | buy | 11 | 0.10 | 1.25206 | 0.00000 | 0.00000 | ||
35 | 2023.05.15 14:00 | modify | 11 | 0.10 | 1.25206 | 1.24906 | 1.25676 | ||
36 | 2023.05.15 14:00 | buy | 12 | 0.10 | 1.25206 | 0.00000 | 0.00000 | ||
37 | 2023.05.15 14:00 | modify | 12 | 0.10 | 1.25206 | 1.24961 | 1.25676 | ||
38 | 2023.05.15 14:00 | modify | 10 | 0.10 | 1.24576 | 1.24961 | 1.25676 | ||
39 | 2023.05.15 15:00 | modify | 11 | 0.10 | 1.25206 | 1.24961 | 1.25676 | ||
40 | 2023.05.16 07:00 | s/l | 10 | 0.10 | 1.24961 | 1.24961 | 1.25676 | 38.14 | 10594.95 |
41 | 2023.05.16 07:00 | s/l | 11 | 0.10 | 1.24961 | 1.24961 | 1.25676 | -24.68 | 10570.27 |
42 | 2023.05.16 07:00 | s/l | 12 | 0.10 | 1.24961 | 1.24961 | 1.25676 | -24.68 | 10545.59 |
43 | 2023.06.01 17:00 | sell | 13 | 0.10 | 1.25324 | 0.00000 | 0.00000 | ||
44 | 2023.06.01 17:00 | modify | 13 | 0.10 | 1.25324 | 1.26424 | 1.24224 | ||
45 | 2023.06.05 07:00 | t/p | 13 | 0.10 | 1.24224 | 1.26424 | 1.24224 | 109.91 | 10655.50 |
46 | 2023.06.12 17:00 | buy | 14 | 0.10 | 1.24970 | 0.00000 | 0.00000 | ||
47 | 2023.06.12 17:00 | modify | 14 | 0.10 | 1.24970 | 1.23870 | 1.26070 | ||
48 | 2023.06.13 16:00 | t/p | 14 | 0.10 | 1.26070 | 1.23870 | 1.26070 | 109.82 | 10765.32 |
49 | 2023.06.14 16:00 | sell | 15 | 0.10 | 1.26939 | 0.00000 | 0.00000 | ||
50 | 2023.06.14 16:00 | modify | 15 | 0.10 | 1.26939 | 1.28039 | 1.25839 | ||
51 | 2023.06.16 07:00 | s/l | 15 | 0.10 | 1.28039 | 1.28039 | 1.25839 | -110.19 | 10655.13 |
52 | 2023.06.30 16:00 | sell | 16 | 0.10 | 1.27085 | 0.00000 | 0.00000 | ||
53 | 2023.06.30 16:00 | modify | 16 | 0.10 | 1.27085 | 1.28185 | 1.25985 | ||
54 | 2023.07.07 15:00 | s/l | 16 | 0.10 | 1.28185 | 1.28185 | 1.25985 | -110.33 | 10544.80 |
55 | 2023.07.07 18:00 | sell | 17 | 0.10 | 1.28399 | 0.00000 | 0.00000 | ||
56 | 2023.07.07 18:00 | modify | 17 | 0.10 | 1.28399 | 1.29499 | 1.27299 | ||
57 | 2023.07.10 12:00 | sell | 18 | 0.10 | 1.27776 | 0.00000 | 0.00000 | ||
58 | 2023.07.10 12:00 | modify | 18 | 0.10 | 1.27776 | 1.28069 | 1.27299 | ||
59 | 2023.07.10 12:00 | sell | 19 | 0.10 | 1.27776 | 0.00000 | 0.00000 | ||
60 | 2023.07.10 12:00 | modify | 19 | 0.10 | 1.27776 | 1.28014 | 1.27299 | ||
61 | 2023.07.10 12:00 | modify | 17 | 0.10 | 1.28399 | 1.28014 | 1.27299 | ||
62 | 2023.07.10 13:00 | modify | 18 | 0.10 | 1.27776 | 1.28014 | 1.27299 | ||
63 | 2023.07.10 15:00 | s/l | 17 | 0.10 | 1.28014 | 1.28014 | 1.27299 | 38.45 | 10583.26 |
64 | 2023.07.10 15:00 | s/l | 18 | 0.10 | 1.28014 | 1.28014 | 1.27299 | -23.80 | 10559.46 |
65 | 2023.07.10 15:00 | s/l | 19 | 0.10 | 1.28014 | 1.28014 | 1.27299 | -23.80 | 10535.66 |
66 | 2023.07.20 14:00 | buy | 20 | 0.10 | 1.28770 | 0.00000 | 0.00000 | ||
67 | 2023.07.20 14:00 | modify | 20 | 0.10 | 1.28770 | 1.27670 | 1.29870 | ||
68 | 2023.07.26 11:00 | buy | 21 | 0.10 | 1.29221 | 0.00000 | 0.00000 | ||
69 | 2023.07.26 11:00 | modify | 21 | 0.10 | 1.29221 | 1.28880 | 1.29870 | ||
70 | 2023.07.26 11:00 | modify | 20 | 0.10 | 1.28770 | 1.28880 | 1.29870 | ||
71 | 2023.07.27 09:00 | t/p | 20 | 0.10 | 1.29870 | 1.28880 | 1.29870 | 108.75 | 10644.40 |
72 | 2023.07.27 09:00 | t/p | 21 | 0.10 | 1.29870 | 1.28880 | 1.29870 | 64.36 | 10708.77 |
73 | 2023.07.28 13:00 | sell | 22 | 0.10 | 1.28689 | 0.00000 | 0.00000 | ||
74 | 2023.07.28 13:00 | modify | 22 | 0.10 | 1.28689 | 1.29789 | 1.27589 | ||
75 | 2023.08.01 13:00 | t/p | 22 | 0.10 | 1.27589 | 1.29789 | 1.27589 | 109.91 | 10818.67 |
76 | 2023.08.08 13:00 | buy | 23 | 0.10 | 1.27002 | 0.00000 | 0.00000 | ||
77 | 2023.08.08 13:00 | modify | 23 | 0.10 | 1.27002 | 1.25902 | 1.28102 | ||
78 | 2023.08.08 18:00 | buy | 24 | 0.10 | 1.27468 | 0.00000 | 0.00000 | ||
79 | 2023.08.08 18:00 | modify | 24 | 0.10 | 1.27468 | 1.27112 | 1.28102 | ||
80 | 2023.08.08 18:00 | modify | 23 | 0.10 | 1.27002 | 1.27112 | 1.28102 | ||
81 | 2023.08.09 06:00 | buy | 25 | 0.10 | 1.27621 | 0.00000 | 0.00000 | ||
82 | 2023.08.09 06:00 | modify | 25 | 0.10 | 1.27621 | 1.27332 | 1.28102 | ||
83 | 2023.08.09 06:00 | buy | 26 | 0.10 | 1.27621 | 0.00000 | 0.00000 | ||
84 | 2023.08.09 06:00 | modify | 26 | 0.10 | 1.27621 | 1.27387 | 1.28102 | ||
85 | 2023.08.09 06:00 | modify | 24 | 0.10 | 1.27468 | 1.27387 | 1.28102 | ||
86 | 2023.08.09 06:00 | modify | 23 | 0.10 | 1.27002 | 1.27387 | 1.28102 | ||
87 | 2023.08.09 07:00 | modify | 25 | 0.10 | 1.27621 | 1.27387 | 1.28102 | ||
88 | 2023.08.09 10:00 | s/l | 23 | 0.10 | 1.27387 | 1.27387 | 1.28102 | 38.32 | 10856.99 |
89 | 2023.08.09 10:00 | s/l | 24 | 0.10 | 1.27387 | 1.27387 | 1.28102 | -8.28 | 10848.71 |
90 | 2023.08.09 10:00 | s/l | 25 | 0.10 | 1.27387 | 1.27387 | 1.28102 | -23.40 | 10825.31 |
91 | 2023.08.09 10:00 | s/l | 26 | 0.10 | 1.27387 | 1.27387 | 1.28102 | -23.40 | 10801.91 |
92 | 2023.08.23 13:00 | buy | 27 | 0.10 | 1.26334 | 0.00000 | 0.00000 | ||
93 | 2023.08.23 13:00 | modify | 27 | 0.10 | 1.26334 | 1.25234 | 1.27434 | ||
94 | 2023.08.30 15:00 | t/p | 27 | 0.10 | 1.27434 | 1.25234 | 1.27434 | 108.75 | 10910.66 |
95 | 2023.10.12 20:00 | buy | 28 | 0.10 | 1.21782 | 0.00000 | 0.00000 | ||
96 | 2023.10.12 20:00 | modify | 28 | 0.10 | 1.21782 | 1.20682 | 1.22882 | ||
97 | 2023.10.24 08:00 | t/p | 28 | 0.10 | 1.22882 | 1.20682 | 1.22882 | 108.21 | 11018.87 |
98 | 2023.11.03 19:00 | sell | 29 | 0.10 | 1.23805 | 0.00000 | 0.00000 | ||
99 | 2023.11.03 19:00 | modify | 29 | 0.10 | 1.23805 | 1.24905 | 1.22705 | ||
100 | 2023.11.07 04:00 | sell | 30 | 0.10 | 1.23337 | 0.00000 | 0.00000 | ||
101 | 2023.11.07 04:00 | modify | 30 | 0.10 | 1.23337 | 1.23695 | 1.22705 | ||
102 | 2023.11.07 04:00 | modify | 29 | 0.10 | 1.23805 | 1.23695 | 1.22705 | ||
103 | 2023.11.07 07:00 | sell | 31 | 0.10 | 1.23190 | 0.00000 | 0.00000 | ||
104 | 2023.11.07 07:00 | modify | 31 | 0.10 | 1.23190 | 1.23475 | 1.22705 | ||
105 | 2023.11.07 07:00 | sell | 32 | 0.10 | 1.23190 | 0.00000 | 0.00000 | ||
106 | 2023.11.07 07:00 | modify | 32 | 0.10 | 1.23190 | 1.23420 | 1.22705 | ||
107 | 2023.11.07 07:00 | modify | 30 | 0.10 | 1.23337 | 1.23420 | 1.22705 | ||
108 | 2023.11.07 07:00 | modify | 29 | 0.10 | 1.23805 | 1.23420 | 1.22705 | ||
109 | 2023.11.07 08:00 | modify | 31 | 0.10 | 1.23190 | 1.23420 | 1.22705 | ||
110 | 2023.11.07 18:00 | t/p | 29 | 0.10 | 1.22705 | 1.23420 | 1.22705 | 109.91 | 11128.78 |
111 | 2023.11.07 18:00 | t/p | 30 | 0.10 | 1.22705 | 1.23420 | 1.22705 | 63.20 | 11191.98 |
112 | 2023.11.07 18:00 | t/p | 31 | 0.10 | 1.22705 | 1.23420 | 1.22705 | 48.50 | 11240.48 |
113 | 2023.11.07 18:00 | t/p | 32 | 0.10 | 1.22705 | 1.23420 | 1.22705 | 48.50 | 11288.98 |
114 | 2023.11.09 22:00 | buy | 33 | 0.10 | 1.22236 | 0.00000 | 0.00000 | ||
115 | 2023.11.09 22:00 | modify | 33 | 0.10 | 1.22236 | 1.21136 | 1.23336 | ||
116 | 2023.11.13 17:00 | buy | 34 | 0.10 | 1.22688 | 0.00000 | 0.00000 | ||
117 | 2023.11.13 17:00 | modify | 34 | 0.10 | 1.22688 | 1.22346 | 1.23336 | ||
118 | 2023.11.13 17:00 | modify | 33 | 0.10 | 1.22236 | 1.22346 | 1.23336 | ||
119 | 2023.11.14 14:00 | t/p | 33 | 0.10 | 1.23336 | 1.22346 | 1.23336 | 109.46 | 11398.44 |
120 | 2023.11.14 14:00 | t/p | 34 | 0.10 | 1.23336 | 1.22346 | 1.23336 | 64.62 | 11463.06 |
121 | 2023.11.14 19:00 | sell | 35 | 0.10 | 1.24863 | 0.00000 | 0.00000 | ||
122 | 2023.11.14 19:00 | modify | 35 | 0.10 | 1.24863 | 1.25963 | 1.23763 | ||
123 | 2023.11.24 15:00 | s/l | 35 | 0.10 | 1.25963 | 1.25963 | 1.23763 | -110.56 | 11352.50 |
124 | 2023.12.19 16:00 | sell | 36 | 0.10 | 1.27383 | 0.00000 | 0.00000 | ||
125 | 2023.12.19 16:00 | modify | 36 | 0.10 | 1.27383 | 1.28483 | 1.26283 | ||
126 | 2023.12.20 22:00 | t/p | 36 | 0.10 | 1.26283 | 1.28483 | 1.26283 | 109.95 | 11462.45 |
127 | 2024.01.12 13:00 | buy | 37 | 0.10 | 1.27300 | 0.00000 | 0.00000 | ||
128 | 2024.01.12 13:00 | modify | 37 | 0.10 | 1.27300 | 1.26200 | 1.28400 | ||
129 | 2024.01.16 20:00 | s/l | 37 | 0.10 | 1.26200 | 1.26200 | 1.28400 | -110.36 | 11352.09 |
130 | 2024.01.23 18:00 | buy | 38 | 0.10 | 1.26604 | 0.00000 | 0.00000 | ||
131 | 2024.01.23 18:00 | modify | 38 | 0.10 | 1.26604 | 1.25504 | 1.27704 | ||
132 | 2024.01.24 05:00 | buy | 39 | 0.10 | 1.27052 | 0.00000 | 0.00000 | ||
133 | 2024.01.24 05:00 | modify | 39 | 0.10 | 1.27052 | 1.26714 | 1.27704 | ||
134 | 2024.01.24 05:00 | modify | 38 | 0.10 | 1.26604 | 1.26714 | 1.27704 | ||
135 | 2024.01.24 10:00 | t/p | 38 | 0.10 | 1.27704 | 1.26714 | 1.27704 | 109.82 | 11461.91 |
136 | 2024.01.24 10:00 | t/p | 39 | 0.10 | 1.27704 | 1.26714 | 1.27704 | 65.20 | 11527.11 |
137 | 2024.02.02 19:00 | buy | 40 | 0.10 | 1.26268 | 0.00000 | 0.00000 | ||
138 | 2024.02.02 19:00 | modify | 40 | 0.10 | 1.26268 | 1.25168 | 1.27368 | ||
139 | 2024.02.13 11:00 | buy | 41 | 0.10 | 1.26711 | 0.00000 | 0.00000 | ||
140 | 2024.02.13 11:00 | modify | 41 | 0.10 | 1.26711 | 1.26378 | 1.27368 | ||
141 | 2024.02.13 11:00 | modify | 40 | 0.10 | 1.26268 | 1.26378 | 1.27368 | ||
142 | 2024.02.13 14:00 | s/l | 40 | 0.10 | 1.26378 | 1.26378 | 1.27368 | 9.39 | 11536.50 |
143 | 2024.02.13 14:00 | s/l | 41 | 0.10 | 1.26378 | 1.26378 | 1.27368 | -33.30 | 11503.20 |