Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 222.36 | Gross profit | 586.83 | Gross loss | -364.47 |
Profit factor | 1.61 | Expected payoff | 11.12 | ||
Absolute drawdown | 38.82 | Maximal drawdown | 152.45 (1.51%) | Relative drawdown | 1.51% (152.45) |
Total trades | 20 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 8 (50.00%) |
Profit trades (% of total) | 10 (50.00%) | Loss trades (% of total) | 10 (50.00%) | ||
Largest | profit trade | 88.39 | loss trade | -77.43 | |
Average | profit trade | 58.68 | loss trade | -36.45 | |
Maximum | consecutive wins (profit in money) | 4 (302.58) | consecutive losses (loss in money) | 2 (-88.30) | |
Maximal | consecutive profit (count of wins) | 302.58 (4) | consecutive loss (count of losses) | -88.30 (2) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.04.14 16:00 | buy | 1 | 0.10 | 1.66145 | 0.00000 | 0.00000 | ||
2 | 2023.04.14 16:00 | modify | 1 | 0.10 | 1.66145 | 1.65145 | 1.67345 | ||
3 | 2023.04.19 16:00 | t/p | 1 | 0.10 | 1.67345 | 1.65145 | 1.67345 | 88.26 | 10088.26 |
4 | 2023.04.26 16:00 | sell | 2 | 0.10 | 1.69805 | 0.00000 | 0.00000 | ||
5 | 2023.04.26 16:00 | modify | 2 | 0.10 | 1.69805 | 1.70805 | 1.68605 | ||
6 | 2023.05.03 16:00 | s/l | 2 | 0.10 | 1.70805 | 1.70805 | 1.68605 | -76.11 | 10012.15 |
7 | 2023.07.11 12:00 | sell | 3 | 0.10 | 1.71461 | 0.00000 | 0.00000 | ||
8 | 2023.07.11 12:00 | modify | 3 | 0.10 | 1.71461 | 1.72461 | 1.70261 | ||
9 | 2023.07.11 16:00 | sell | 4 | 0.10 | 1.70891 | 0.00000 | 0.00000 | ||
10 | 2023.07.11 16:00 | modify | 4 | 0.10 | 1.70891 | 1.71341 | 1.70261 | ||
11 | 2023.07.11 16:00 | modify | 3 | 0.10 | 1.71461 | 1.71341 | 1.70261 | ||
12 | 2023.07.12 16:00 | s/l | 3 | 0.10 | 1.71341 | 1.71341 | 1.70261 | 8.53 | 10020.68 |
13 | 2023.07.12 16:00 | s/l | 4 | 0.10 | 1.71341 | 1.71341 | 1.70261 | -33.55 | 9987.13 |
14 | 2023.07.14 16:00 | sell | 5 | 0.10 | 1.73109 | 0.00000 | 0.00000 | ||
15 | 2023.07.14 16:00 | modify | 5 | 0.10 | 1.73109 | 1.74109 | 1.71909 | ||
16 | 2023.07.18 20:00 | t/p | 5 | 0.10 | 1.71909 | 1.74109 | 1.71909 | 87.91 | 10075.04 |
17 | 2023.07.24 16:00 | buy | 6 | 0.10 | 1.68768 | 0.00000 | 0.00000 | ||
18 | 2023.07.24 16:00 | modify | 6 | 0.10 | 1.68768 | 1.67768 | 1.69968 | ||
19 | 2023.07.26 00:00 | t/p | 6 | 0.10 | 1.69968 | 1.67768 | 1.69968 | 88.39 | 10163.43 |
20 | 2023.07.26 16:00 | sell | 7 | 0.10 | 1.70909 | 0.00000 | 0.00000 | ||
21 | 2023.07.26 16:00 | modify | 7 | 0.10 | 1.70909 | 1.71909 | 1.69709 | ||
22 | 2023.07.27 16:00 | t/p | 7 | 0.10 | 1.69709 | 1.71909 | 1.69709 | 87.58 | 10251.02 |
23 | 2023.08.23 12:00 | buy | 8 | 0.10 | 1.71412 | 0.00000 | 0.00000 | ||
24 | 2023.08.23 12:00 | modify | 8 | 0.10 | 1.71412 | 1.70412 | 1.72612 | ||
25 | 2023.08.30 20:00 | buy | 9 | 0.10 | 1.72138 | 0.00000 | 0.00000 | ||
26 | 2023.08.30 20:00 | modify | 9 | 0.10 | 1.72138 | 1.71952 | 1.72612 | ||
27 | 2023.08.30 20:00 | modify | 8 | 0.10 | 1.71412 | 1.71952 | 1.72612 | ||
28 | 2023.08.31 00:00 | s/l | 8 | 0.10 | 1.71952 | 1.71952 | 1.72612 | 38.69 | 10289.71 |
29 | 2023.08.31 00:00 | s/l | 9 | 0.10 | 1.71952 | 1.71952 | 1.72612 | -14.10 | 10275.61 |
30 | 2023.09.14 16:00 | buy | 10 | 0.10 | 1.67690 | 0.00000 | 0.00000 | ||
31 | 2023.09.14 16:00 | modify | 10 | 0.10 | 1.67690 | 1.66690 | 1.68890 | ||
32 | 2023.09.19 08:00 | s/l | 10 | 0.10 | 1.66690 | 1.66690 | 1.68890 | -74.21 | 10201.40 |
33 | 2023.10.04 16:00 | sell | 11 | 0.10 | 1.67008 | 0.00000 | 0.00000 | ||
34 | 2023.10.04 16:00 | modify | 11 | 0.10 | 1.67008 | 1.68008 | 1.65808 | ||
35 | 2023.10.10 04:00 | sell | 12 | 0.10 | 1.66155 | 0.00000 | 0.00000 | ||
36 | 2023.10.10 04:00 | modify | 12 | 0.10 | 1.66155 | 1.66588 | 1.65808 | ||
37 | 2023.10.10 04:00 | modify | 11 | 0.10 | 1.67008 | 1.66588 | 1.65808 | ||
38 | 2023.10.10 12:00 | s/l | 11 | 0.10 | 1.66588 | 1.66588 | 1.65808 | 29.02 | 10230.43 |
39 | 2023.10.10 12:00 | s/l | 12 | 0.10 | 1.66588 | 1.66588 | 1.65808 | -31.96 | 10198.47 |
40 | 2023.10.13 16:00 | buy | 13 | 0.10 | 1.65719 | 0.00000 | 0.00000 | ||
41 | 2023.10.13 16:00 | modify | 13 | 0.10 | 1.65719 | 1.64719 | 1.66919 | ||
42 | 2023.10.17 16:00 | buy | 14 | 0.10 | 1.66272 | 0.00000 | 0.00000 | ||
43 | 2023.10.17 16:00 | modify | 14 | 0.10 | 1.66272 | 1.65839 | 1.66919 | ||
44 | 2023.10.17 16:00 | modify | 13 | 0.10 | 1.65719 | 1.65839 | 1.66919 | ||
45 | 2023.10.18 16:00 | buy | 15 | 0.10 | 1.66439 | 0.00000 | 0.00000 | ||
46 | 2023.10.18 16:00 | modify | 15 | 0.10 | 1.66439 | 1.66259 | 1.66919 | ||
47 | 2023.10.18 16:00 | modify | 14 | 0.10 | 1.66272 | 1.66259 | 1.66919 | ||
48 | 2023.10.18 16:00 | modify | 13 | 0.10 | 1.65719 | 1.66259 | 1.66919 | ||
49 | 2023.10.18 20:00 | s/l | 13 | 0.10 | 1.66259 | 1.66259 | 1.66919 | 39.52 | 10237.99 |
50 | 2023.10.18 20:00 | s/l | 14 | 0.10 | 1.66259 | 1.66259 | 1.66919 | -1.08 | 10236.91 |
51 | 2023.10.18 20:00 | s/l | 15 | 0.10 | 1.66259 | 1.66259 | 1.66919 | -13.29 | 10223.62 |
52 | 2023.10.27 16:00 | sell | 16 | 0.10 | 1.68474 | 0.00000 | 0.00000 | ||
53 | 2023.10.27 16:00 | modify | 16 | 0.10 | 1.68474 | 1.69474 | 1.67274 | ||
54 | 2023.10.30 00:00 | sell | 17 | 0.10 | 1.67916 | 0.00000 | 0.00000 | ||
55 | 2023.10.30 00:00 | modify | 17 | 0.10 | 1.67916 | 1.68354 | 1.67274 | ||
56 | 2023.10.30 00:00 | modify | 16 | 0.10 | 1.68474 | 1.68354 | 1.67274 | ||
57 | 2023.10.30 08:00 | sell | 18 | 0.10 | 1.67613 | 0.00000 | 0.00000 | ||
58 | 2023.10.30 08:00 | modify | 18 | 0.10 | 1.67613 | 1.68054 | 1.67274 | ||
59 | 2023.10.30 08:00 | modify | 17 | 0.10 | 1.67916 | 1.68054 | 1.67274 | ||
60 | 2023.10.30 08:00 | modify | 16 | 0.10 | 1.68474 | 1.68054 | 1.67274 | ||
61 | 2023.10.30 12:00 | s/l | 16 | 0.10 | 1.68054 | 1.68054 | 1.67274 | 30.67 | 10254.29 |
62 | 2023.10.30 12:00 | s/l | 17 | 0.10 | 1.68054 | 1.68054 | 1.67274 | -10.19 | 10244.10 |
63 | 2023.10.30 12:00 | s/l | 18 | 0.10 | 1.68054 | 1.68054 | 1.67274 | -32.55 | 10211.55 |
64 | 2023.11.14 16:00 | sell | 19 | 0.10 | 1.70959 | 0.00000 | 0.00000 | ||
65 | 2023.11.14 16:00 | modify | 19 | 0.10 | 1.70959 | 1.71959 | 1.69759 | ||
66 | 2023.11.15 16:00 | t/p | 19 | 0.10 | 1.69759 | 1.71959 | 1.69759 | 88.24 | 10299.79 |
67 | 2024.02.20 16:00 | sell | 20 | 0.10 | 1.71051 | 0.00000 | 0.00000 | ||
68 | 2024.02.20 16:00 | modify | 20 | 0.10 | 1.71051 | 1.72051 | 1.69851 | ||
69 | 2024.02.29 12:00 | s/l | 20 | 0.10 | 1.72051 | 1.72051 | 1.69851 | -77.43 | 10222.36 |