Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
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=9; 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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 711.20 | Gross profit | 1291.11 | Gross loss | -579.92 |
Profit factor | 2.23 | Expected payoff | 18.24 | ||
Absolute drawdown | 65.81 | Maximal drawdown | 341.81 (3.21%) | Relative drawdown | 3.21% (341.81) |
Total trades | 39 | Short positions (won %) | 19 (57.89%) | Long positions (won %) | 20 (65.00%) |
Profit trades (% of total) | 24 (61.54%) | Loss trades (% of total) | 15 (38.46%) | ||
Largest | profit trade | 95.12 | loss trade | -81.56 | |
Average | profit trade | 53.80 | loss trade | -38.66 | |
Maximum | consecutive wins (profit in money) | 7 (345.07) | consecutive losses (loss in money) | 3 (-117.19) | |
Maximal | consecutive profit (count of wins) | 345.07 (7) | consecutive loss (count of losses) | -162.12 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.03 10:00 | sell | 1 | 0.10 | 1.70499 | 0.00000 | 0.00000 | ||
2 | 2023.05.03 10:00 | modify | 1 | 0.10 | 1.70499 | 1.71599 | 1.69199 | ||
3 | 2023.05.05 19:00 | t/p | 1 | 0.10 | 1.69199 | 1.71599 | 1.69199 | 93.90 | 10093.90 |
4 | 2023.06.12 15:00 | buy | 2 | 0.10 | 1.67285 | 0.00000 | 0.00000 | ||
5 | 2023.06.12 15:00 | modify | 2 | 0.10 | 1.67285 | 1.66185 | 1.68585 | ||
6 | 2023.06.14 09:00 | buy | 3 | 0.10 | 1.67941 | 0.00000 | 0.00000 | ||
7 | 2023.06.14 09:00 | modify | 3 | 0.10 | 1.67941 | 1.67350 | 1.68585 | ||
8 | 2023.06.14 09:00 | modify | 2 | 0.10 | 1.67285 | 1.67350 | 1.68585 | ||
9 | 2023.06.14 12:00 | buy | 4 | 0.10 | 1.68268 | 0.00000 | 0.00000 | ||
10 | 2023.06.14 12:00 | modify | 4 | 0.10 | 1.68268 | 1.67805 | 1.68585 | ||
11 | 2023.06.14 12:00 | modify | 3 | 0.10 | 1.67941 | 1.67805 | 1.68585 | ||
12 | 2023.06.14 12:00 | modify | 2 | 0.10 | 1.67285 | 1.67805 | 1.68585 | ||
13 | 2023.06.14 13:00 | t/p | 2 | 0.10 | 1.68585 | 1.67805 | 1.68585 | 95.00 | 10188.91 |
14 | 2023.06.14 13:00 | t/p | 3 | 0.10 | 1.68585 | 1.67805 | 1.68585 | 47.18 | 10236.09 |
15 | 2023.06.14 13:00 | t/p | 4 | 0.10 | 1.68585 | 1.67805 | 1.68585 | 23.22 | 10259.31 |
16 | 2023.07.17 16:00 | buy | 5 | 0.10 | 1.72288 | 0.00000 | 0.00000 | ||
17 | 2023.07.17 16:00 | modify | 5 | 0.10 | 1.72288 | 1.71188 | 1.73588 | ||
18 | 2023.07.19 07:00 | s/l | 5 | 0.10 | 1.71188 | 1.71188 | 1.73588 | -80.83 | 10178.48 |
19 | 2023.07.20 12:00 | buy | 6 | 0.10 | 1.69349 | 0.00000 | 0.00000 | ||
20 | 2023.07.20 12:00 | modify | 6 | 0.10 | 1.69349 | 1.68249 | 1.70649 | ||
21 | 2023.07.24 00:00 | buy | 7 | 0.10 | 1.70013 | 0.00000 | 0.00000 | ||
22 | 2023.07.24 00:00 | modify | 7 | 0.10 | 1.70013 | 1.69414 | 1.70649 | ||
23 | 2023.07.24 00:00 | modify | 6 | 0.10 | 1.69349 | 1.69414 | 1.70649 | ||
24 | 2023.07.24 01:00 | buy | 8 | 0.10 | 1.70071 | 0.00000 | 0.00000 | ||
25 | 2023.07.24 01:00 | modify | 8 | 0.10 | 1.70071 | 1.69804 | 1.70649 | ||
26 | 2023.07.24 01:00 | modify | 7 | 0.10 | 1.70013 | 1.69804 | 1.70649 | ||
27 | 2023.07.24 01:00 | modify | 6 | 0.10 | 1.69349 | 1.69804 | 1.70649 | ||
28 | 2023.07.24 08:00 | s/l | 6 | 0.10 | 1.69804 | 1.69804 | 1.70649 | 33.09 | 10211.57 |
29 | 2023.07.24 08:00 | s/l | 7 | 0.10 | 1.69804 | 1.69804 | 1.70649 | -15.31 | 10196.26 |
30 | 2023.07.24 08:00 | s/l | 8 | 0.10 | 1.69804 | 1.69804 | 1.70649 | -19.56 | 10176.70 |
31 | 2023.07.24 10:00 | buy | 9 | 0.10 | 1.69292 | 0.00000 | 0.00000 | ||
32 | 2023.07.24 10:00 | modify | 9 | 0.10 | 1.69292 | 1.68192 | 1.70592 | ||
33 | 2023.07.25 20:00 | buy | 10 | 0.10 | 1.69949 | 0.00000 | 0.00000 | ||
34 | 2023.07.25 20:00 | modify | 10 | 0.10 | 1.69949 | 1.69357 | 1.70592 | ||
35 | 2023.07.25 20:00 | modify | 9 | 0.10 | 1.69292 | 1.69357 | 1.70592 | ||
36 | 2023.07.25 23:00 | buy | 11 | 0.10 | 1.70035 | 0.00000 | 0.00000 | ||
37 | 2023.07.25 23:00 | modify | 11 | 0.10 | 1.70035 | 1.69747 | 1.70592 | ||
38 | 2023.07.25 23:00 | modify | 10 | 0.10 | 1.69949 | 1.69747 | 1.70592 | ||
39 | 2023.07.25 23:00 | modify | 9 | 0.10 | 1.69292 | 1.69747 | 1.70592 | ||
40 | 2023.07.26 11:00 | t/p | 9 | 0.10 | 1.70592 | 1.69747 | 1.70592 | 95.00 | 10271.70 |
41 | 2023.07.26 11:00 | t/p | 10 | 0.10 | 1.70592 | 1.69747 | 1.70592 | 46.99 | 10318.69 |
42 | 2023.07.26 11:00 | t/p | 11 | 0.10 | 1.70592 | 1.69747 | 1.70592 | 40.69 | 10359.38 |
43 | 2023.07.26 12:00 | sell | 12 | 0.10 | 1.70609 | 0.00000 | 0.00000 | ||
44 | 2023.07.26 12:00 | modify | 12 | 0.10 | 1.70609 | 1.71709 | 1.69309 | ||
45 | 2023.07.27 13:00 | sell | 13 | 0.10 | 1.69871 | 0.00000 | 0.00000 | ||
46 | 2023.07.27 13:00 | modify | 13 | 0.10 | 1.69871 | 1.70154 | 1.69309 | ||
47 | 2023.07.27 13:00 | modify | 12 | 0.10 | 1.70609 | 1.70154 | 1.69309 | ||
48 | 2023.07.27 14:00 | sell | 14 | 0.10 | 1.69617 | 0.00000 | 0.00000 | ||
49 | 2023.07.27 14:00 | modify | 14 | 0.10 | 1.69617 | 1.70089 | 1.69309 | ||
50 | 2023.07.27 14:00 | modify | 13 | 0.10 | 1.69871 | 1.70089 | 1.69309 | ||
51 | 2023.07.27 14:00 | modify | 12 | 0.10 | 1.70609 | 1.70089 | 1.69309 | ||
52 | 2023.07.27 15:00 | t/p | 12 | 0.10 | 1.69309 | 1.70089 | 1.69309 | 94.23 | 10453.62 |
53 | 2023.07.27 15:00 | t/p | 13 | 0.10 | 1.69309 | 1.70089 | 1.69309 | 41.16 | 10494.78 |
54 | 2023.07.27 15:00 | t/p | 14 | 0.10 | 1.69309 | 1.70089 | 1.69309 | 22.56 | 10517.34 |
55 | 2023.08.01 10:00 | sell | 15 | 0.10 | 1.69932 | 0.00000 | 0.00000 | ||
56 | 2023.08.01 10:00 | modify | 15 | 0.10 | 1.69932 | 1.71032 | 1.68632 | ||
57 | 2023.08.02 14:00 | sell | 16 | 0.10 | 1.69254 | 0.00000 | 0.00000 | ||
58 | 2023.08.02 14:00 | modify | 16 | 0.10 | 1.69254 | 1.69867 | 1.68632 | ||
59 | 2023.08.02 14:00 | modify | 15 | 0.10 | 1.69932 | 1.69867 | 1.68632 | ||
60 | 2023.08.02 18:00 | s/l | 15 | 0.10 | 1.69867 | 1.69867 | 1.68632 | 4.43 | 10521.77 |
61 | 2023.08.02 18:00 | s/l | 16 | 0.10 | 1.69867 | 1.69867 | 1.68632 | -44.90 | 10476.87 |
62 | 2023.08.25 14:00 | sell | 17 | 0.10 | 1.71455 | 0.00000 | 0.00000 | ||
63 | 2023.08.25 14:00 | modify | 17 | 0.10 | 1.71455 | 1.72555 | 1.70155 | ||
64 | 2023.09.06 19:00 | sell | 18 | 0.10 | 1.70728 | 0.00000 | 0.00000 | ||
65 | 2023.09.06 19:00 | modify | 18 | 0.10 | 1.70728 | 1.71000 | 1.70155 | ||
66 | 2023.09.06 19:00 | modify | 17 | 0.10 | 1.71455 | 1.71000 | 1.70155 | ||
67 | 2023.09.06 22:00 | sell | 19 | 0.10 | 1.70453 | 0.00000 | 0.00000 | ||
68 | 2023.09.06 22:00 | modify | 19 | 0.10 | 1.70453 | 1.70935 | 1.70155 | ||
69 | 2023.09.06 22:00 | modify | 18 | 0.10 | 1.70728 | 1.70935 | 1.70155 | ||
70 | 2023.09.06 22:00 | modify | 17 | 0.10 | 1.71455 | 1.70935 | 1.70155 | ||
71 | 2023.09.07 08:00 | t/p | 17 | 0.10 | 1.70155 | 1.70935 | 1.70155 | 90.94 | 10567.81 |
72 | 2023.09.07 08:00 | t/p | 18 | 0.10 | 1.70155 | 1.70935 | 1.70155 | 40.98 | 10608.79 |
73 | 2023.09.07 08:00 | t/p | 19 | 0.10 | 1.70155 | 1.70935 | 1.70155 | 20.84 | 10629.63 |
74 | 2023.09.12 15:00 | buy | 20 | 0.10 | 1.69075 | 0.00000 | 0.00000 | ||
75 | 2023.09.12 15:00 | modify | 20 | 0.10 | 1.69075 | 1.67975 | 1.70375 | ||
76 | 2023.09.14 14:00 | s/l | 20 | 0.10 | 1.67975 | 1.67975 | 1.70375 | -81.07 | 10548.57 |
77 | 2023.09.20 08:00 | buy | 21 | 0.10 | 1.66278 | 0.00000 | 0.00000 | ||
78 | 2023.09.20 08:00 | modify | 21 | 0.10 | 1.66278 | 1.65178 | 1.67578 | ||
79 | 2023.09.22 08:00 | s/l | 21 | 0.10 | 1.65178 | 1.65178 | 1.67578 | -81.06 | 10467.51 |
80 | 2023.10.04 14:00 | sell | 22 | 0.10 | 1.66875 | 0.00000 | 0.00000 | ||
81 | 2023.10.04 14:00 | modify | 22 | 0.10 | 1.66875 | 1.67975 | 1.65575 | ||
82 | 2023.10.09 12:00 | sell | 23 | 0.10 | 1.66203 | 0.00000 | 0.00000 | ||
83 | 2023.10.09 12:00 | modify | 23 | 0.10 | 1.66203 | 1.66810 | 1.65575 | ||
84 | 2023.10.09 12:00 | modify | 22 | 0.10 | 1.66875 | 1.66810 | 1.65575 | ||
85 | 2023.10.10 04:00 | sell | 24 | 0.10 | 1.66155 | 0.00000 | 0.00000 | ||
86 | 2023.10.10 04:00 | modify | 24 | 0.10 | 1.66155 | 1.66420 | 1.65575 | ||
87 | 2023.10.10 04:00 | modify | 23 | 0.10 | 1.66203 | 1.66420 | 1.65575 | ||
88 | 2023.10.10 04:00 | modify | 22 | 0.10 | 1.66875 | 1.66420 | 1.65575 | ||
89 | 2023.10.10 07:00 | s/l | 22 | 0.10 | 1.66420 | 1.66420 | 1.65575 | 31.35 | 10498.86 |
90 | 2023.10.10 07:00 | s/l | 23 | 0.10 | 1.66420 | 1.66420 | 1.65575 | -16.22 | 10482.64 |
91 | 2023.10.10 07:00 | s/l | 24 | 0.10 | 1.66420 | 1.66420 | 1.65575 | -19.41 | 10463.23 |
92 | 2023.10.26 15:00 | sell | 25 | 0.10 | 1.67505 | 0.00000 | 0.00000 | ||
93 | 2023.10.26 15:00 | modify | 25 | 0.10 | 1.67505 | 1.68605 | 1.66205 | ||
94 | 2023.10.31 11:00 | s/l | 25 | 0.10 | 1.68605 | 1.68605 | 1.66205 | -81.56 | 10381.68 |
95 | 2023.11.15 16:00 | buy | 26 | 0.10 | 1.69995 | 0.00000 | 0.00000 | ||
96 | 2023.11.15 16:00 | modify | 26 | 0.10 | 1.69995 | 1.68895 | 1.71295 | ||
97 | 2023.11.16 16:00 | buy | 27 | 0.10 | 1.70983 | 0.00000 | 0.00000 | ||
98 | 2023.11.16 16:00 | modify | 27 | 0.10 | 1.70983 | 1.70515 | 1.71295 | ||
99 | 2023.11.16 16:00 | modify | 26 | 0.10 | 1.69995 | 1.70515 | 1.71295 | ||
100 | 2023.11.17 08:00 | s/l | 26 | 0.10 | 1.70515 | 1.70515 | 1.71295 | 37.62 | 10419.30 |
101 | 2023.11.17 08:00 | s/l | 27 | 0.10 | 1.70515 | 1.70515 | 1.71295 | -34.40 | 10384.90 |
102 | 2023.11.23 11:00 | sell | 28 | 0.10 | 1.71717 | 0.00000 | 0.00000 | ||
103 | 2023.11.23 11:00 | modify | 28 | 0.10 | 1.71717 | 1.72817 | 1.70417 | ||
104 | 2023.12.01 08:00 | sell | 29 | 0.10 | 1.71049 | 0.00000 | 0.00000 | ||
105 | 2023.12.01 08:00 | modify | 29 | 0.10 | 1.71049 | 1.71652 | 1.70417 | ||
106 | 2023.12.01 08:00 | modify | 28 | 0.10 | 1.71717 | 1.71652 | 1.70417 | ||
107 | 2023.12.01 12:00 | sell | 30 | 0.10 | 1.70995 | 0.00000 | 0.00000 | ||
108 | 2023.12.01 12:00 | modify | 30 | 0.10 | 1.70995 | 1.71262 | 1.70417 | ||
109 | 2023.12.01 12:00 | modify | 29 | 0.10 | 1.71049 | 1.71262 | 1.70417 | ||
110 | 2023.12.01 12:00 | modify | 28 | 0.10 | 1.71717 | 1.71262 | 1.70417 | ||
111 | 2023.12.01 13:00 | s/l | 28 | 0.10 | 1.71262 | 1.71262 | 1.70417 | 30.69 | 10415.59 |
112 | 2023.12.01 13:00 | s/l | 29 | 0.10 | 1.71262 | 1.71262 | 1.70417 | -15.61 | 10399.98 |
113 | 2023.12.01 13:00 | s/l | 30 | 0.10 | 1.71262 | 1.71262 | 1.70417 | -19.56 | 10380.42 |
114 | 2023.12.18 13:00 | buy | 31 | 0.10 | 1.69150 | 0.00000 | 0.00000 | ||
115 | 2023.12.18 13:00 | modify | 31 | 0.10 | 1.69150 | 1.68050 | 1.70450 | ||
116 | 2023.12.19 09:00 | buy | 32 | 0.10 | 1.69803 | 0.00000 | 0.00000 | ||
117 | 2023.12.19 09:00 | modify | 32 | 0.10 | 1.69803 | 1.69215 | 1.70450 | ||
118 | 2023.12.19 09:00 | modify | 31 | 0.10 | 1.69150 | 1.69215 | 1.70450 | ||
119 | 2023.12.19 13:00 | t/p | 31 | 0.10 | 1.70450 | 1.69215 | 1.70450 | 95.12 | 10475.54 |
120 | 2023.12.19 13:00 | t/p | 32 | 0.10 | 1.70450 | 1.69215 | 1.70450 | 47.40 | 10522.94 |
121 | 2024.01.17 11:00 | sell | 33 | 0.10 | 1.71361 | 0.00000 | 0.00000 | ||
122 | 2024.01.17 11:00 | modify | 33 | 0.10 | 1.71361 | 1.72461 | 1.70061 | ||
123 | 2024.01.19 19:00 | sell | 34 | 0.10 | 1.70682 | 0.00000 | 0.00000 | ||
124 | 2024.01.19 19:00 | modify | 34 | 0.10 | 1.70682 | 1.71296 | 1.70061 | ||
125 | 2024.01.19 19:00 | modify | 33 | 0.10 | 1.71361 | 1.71296 | 1.70061 | ||
126 | 2024.01.22 08:00 | sell | 35 | 0.10 | 1.70636 | 0.00000 | 0.00000 | ||
127 | 2024.01.22 08:00 | modify | 35 | 0.10 | 1.70636 | 1.70906 | 1.70061 | ||
128 | 2024.01.22 08:00 | modify | 34 | 0.10 | 1.70682 | 1.70906 | 1.70061 | ||
129 | 2024.01.22 08:00 | modify | 33 | 0.10 | 1.71361 | 1.70906 | 1.70061 | ||
130 | 2024.01.22 14:00 | s/l | 33 | 0.10 | 1.70906 | 1.70906 | 1.70061 | 31.68 | 10554.62 |
131 | 2024.01.22 14:00 | s/l | 34 | 0.10 | 1.70906 | 1.70906 | 1.70061 | -16.74 | 10537.88 |
132 | 2024.01.22 14:00 | s/l | 35 | 0.10 | 1.70906 | 1.70906 | 1.70061 | -19.78 | 10518.10 |
133 | 2024.02.14 11:00 | buy | 36 | 0.10 | 1.69870 | 0.00000 | 0.00000 | ||
134 | 2024.02.14 11:00 | modify | 36 | 0.10 | 1.69870 | 1.68770 | 1.71170 | ||
135 | 2024.02.20 16:00 | t/p | 36 | 0.10 | 1.71170 | 1.68770 | 1.71170 | 94.52 | 10612.62 |
136 | 2024.03.06 16:00 | buy | 37 | 0.10 | 1.72239 | 0.00000 | 0.00000 | ||
137 | 2024.03.06 16:00 | modify | 37 | 0.10 | 1.72239 | 1.71139 | 1.73539 | ||
138 | 2024.03.11 12:00 | buy | 38 | 0.10 | 1.73222 | 0.00000 | 0.00000 | ||
139 | 2024.03.11 12:00 | modify | 38 | 0.10 | 1.73222 | 1.72759 | 1.73539 | ||
140 | 2024.03.11 12:00 | modify | 37 | 0.10 | 1.72239 | 1.72759 | 1.73539 | ||
141 | 2024.03.11 16:00 | s/l | 37 | 0.10 | 1.72759 | 1.72759 | 1.73539 | 37.50 | 10650.11 |
142 | 2024.03.11 16:00 | s/l | 38 | 0.10 | 1.72759 | 1.72759 | 1.73539 | -33.92 | 10616.19 |
143 | 2024.04.22 13:00 | buy | 39 | 0.10 | 1.69041 | 0.00000 | 0.00000 | ||
144 | 2024.04.22 13:00 | modify | 39 | 0.10 | 1.69041 | 1.67941 | 1.70341 | ||
145 | 2024.04.24 13:00 | t/p | 39 | 0.10 | 1.70341 | 1.67941 | 1.70341 | 95.00 | 10711.20 |