Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=5; 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=130; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=30; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2614 | Ticks modelled | 4228 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 430.34 | Gross profit | 963.15 | Gross loss | -532.81 |
Profit factor | 1.81 | Expected payoff | 17.21 | ||
Absolute drawdown | 254.92 | Maximal drawdown | 289.65 (2.84%) | Relative drawdown | 2.84% (289.65) |
Total trades | 25 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 11 (63.64%) |
Profit trades (% of total) | 17 (68.00%) | Loss trades (% of total) | 8 (32.00%) | ||
Largest | profit trade | 73.26 | loss trade | -98.18 | |
Average | profit trade | 56.66 | loss trade | -66.60 | |
Maximum | consecutive wins (profit in money) | 6 (331.14) | consecutive losses (loss in money) | 3 (-208.54) | |
Maximal | consecutive profit (count of wins) | 331.14 (6) | consecutive loss (count of losses) | -208.54 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.08 00:00 | buy | 1 | 0.10 | 1.69023 | 0.00000 | 0.00000 | ||
2 | 2023.05.08 00:00 | modify | 1 | 0.10 | 1.69023 | 1.67723 | 1.70023 | ||
3 | 2023.05.18 08:00 | s/l | 1 | 0.10 | 1.67723 | 1.67723 | 1.70023 | -96.66 | 9903.34 |
4 | 2023.06.28 04:00 | sell | 2 | 0.10 | 1.68133 | 0.00000 | 0.00000 | ||
5 | 2023.06.28 04:00 | modify | 2 | 0.10 | 1.68133 | 1.69433 | 1.67133 | ||
6 | 2023.06.28 16:00 | sell | 3 | 0.10 | 1.67404 | 0.00000 | 0.00000 | ||
7 | 2023.06.28 16:00 | modify | 3 | 0.10 | 1.67404 | 1.67633 | 1.67133 | ||
8 | 2023.06.28 16:00 | modify | 2 | 0.10 | 1.68133 | 1.67633 | 1.67133 | ||
9 | 2023.06.28 20:00 | s/l | 2 | 0.10 | 1.67633 | 1.67633 | 1.67133 | 36.62 | 9939.96 |
10 | 2023.06.28 20:00 | s/l | 3 | 0.10 | 1.67633 | 1.67633 | 1.67133 | -16.78 | 9923.18 |
11 | 2023.07.07 00:00 | sell | 4 | 0.10 | 1.70284 | 0.00000 | 0.00000 | ||
12 | 2023.07.07 00:00 | modify | 4 | 0.10 | 1.70284 | 1.71584 | 1.69284 | ||
13 | 2023.07.11 12:00 | s/l | 4 | 0.10 | 1.71584 | 1.71584 | 1.69284 | -95.88 | 9827.30 |
14 | 2023.07.14 00:00 | sell | 5 | 0.10 | 1.72137 | 0.00000 | 0.00000 | ||
15 | 2023.07.14 00:00 | modify | 5 | 0.10 | 1.72137 | 1.73437 | 1.71137 | ||
16 | 2023.07.19 08:00 | t/p | 5 | 0.10 | 1.71137 | 1.73437 | 1.71137 | 72.25 | 9899.56 |
17 | 2023.07.24 20:00 | buy | 6 | 0.10 | 1.68835 | 0.00000 | 0.00000 | ||
18 | 2023.07.24 20:00 | modify | 6 | 0.10 | 1.68835 | 1.67535 | 1.69835 | ||
19 | 2023.07.25 20:00 | t/p | 6 | 0.10 | 1.69835 | 1.67535 | 1.69835 | 73.14 | 9972.70 |
20 | 2023.07.28 04:00 | buy | 7 | 0.10 | 1.69286 | 0.00000 | 0.00000 | ||
21 | 2023.07.28 04:00 | modify | 7 | 0.10 | 1.69286 | 1.67986 | 1.70286 | ||
22 | 2023.07.28 16:00 | t/p | 7 | 0.10 | 1.70286 | 1.67986 | 1.70286 | 73.26 | 10045.96 |
23 | 2023.07.31 20:00 | buy | 8 | 0.10 | 1.69262 | 0.00000 | 0.00000 | ||
24 | 2023.07.31 20:00 | modify | 8 | 0.10 | 1.69262 | 1.67962 | 1.70262 | ||
25 | 2023.08.02 00:00 | buy | 9 | 0.10 | 1.69820 | 0.00000 | 0.00000 | ||
26 | 2023.08.02 00:00 | modify | 9 | 0.10 | 1.69820 | 1.69512 | 1.70262 | ||
27 | 2023.08.02 00:00 | modify | 8 | 0.10 | 1.69262 | 1.69512 | 1.70262 | ||
28 | 2023.08.02 12:00 | t/p | 8 | 0.10 | 1.70262 | 1.69512 | 1.70262 | 73.02 | 10118.98 |
29 | 2023.08.02 12:00 | t/p | 9 | 0.10 | 1.70262 | 1.69512 | 1.70262 | 32.38 | 10151.36 |
30 | 2023.09.01 00:00 | buy | 10 | 0.10 | 1.71229 | 0.00000 | 0.00000 | ||
31 | 2023.09.01 00:00 | modify | 10 | 0.10 | 1.71229 | 1.69929 | 1.72229 | ||
32 | 2023.09.04 08:00 | buy | 11 | 0.10 | 1.71556 | 0.00000 | 0.00000 | ||
33 | 2023.09.04 08:00 | modify | 11 | 0.10 | 1.71556 | 1.71329 | 1.72229 | ||
34 | 2023.09.04 08:00 | modify | 10 | 0.10 | 1.71229 | 1.71329 | 1.72229 | ||
35 | 2023.09.05 00:00 | s/l | 10 | 0.10 | 1.71329 | 1.71329 | 1.72229 | 7.08 | 10158.44 |
36 | 2023.09.05 00:00 | s/l | 11 | 0.10 | 1.71329 | 1.71329 | 1.72229 | -16.75 | 10141.69 |
37 | 2023.09.14 20:00 | buy | 12 | 0.10 | 1.67724 | 0.00000 | 0.00000 | ||
38 | 2023.09.14 20:00 | modify | 12 | 0.10 | 1.67724 | 1.66424 | 1.68724 | ||
39 | 2023.09.19 12:00 | s/l | 12 | 0.10 | 1.66424 | 1.66424 | 1.68724 | -95.59 | 10046.11 |
40 | 2023.10.01 20:00 | sell | 13 | 0.10 | 1.65513 | 0.00000 | 0.00000 | ||
41 | 2023.10.01 20:00 | modify | 13 | 0.10 | 1.65513 | 1.66813 | 1.64513 | ||
42 | 2023.10.04 16:00 | s/l | 13 | 0.10 | 1.66813 | 1.66813 | 1.64513 | -96.21 | 9949.90 |
43 | 2023.10.04 20:00 | sell | 14 | 0.10 | 1.66959 | 0.00000 | 0.00000 | ||
44 | 2023.10.04 20:00 | modify | 14 | 0.10 | 1.66959 | 1.68259 | 1.65959 | ||
45 | 2023.10.13 12:00 | sell | 15 | 0.10 | 1.66652 | 0.00000 | 0.00000 | ||
46 | 2023.10.13 12:00 | modify | 15 | 0.10 | 1.66652 | 1.66859 | 1.65959 | ||
47 | 2023.10.13 12:00 | modify | 14 | 0.10 | 1.66959 | 1.66859 | 1.65959 | ||
48 | 2023.10.13 16:00 | t/p | 14 | 0.10 | 1.65959 | 1.66859 | 1.65959 | 69.62 | 10019.52 |
49 | 2023.10.13 16:00 | t/p | 15 | 0.10 | 1.65959 | 1.66859 | 1.65959 | 50.75 | 10070.27 |
50 | 2023.10.13 20:00 | buy | 16 | 0.10 | 1.65841 | 0.00000 | 0.00000 | ||
51 | 2023.10.13 20:00 | modify | 16 | 0.10 | 1.65841 | 1.64541 | 1.66841 | ||
52 | 2023.10.19 16:00 | t/p | 16 | 0.10 | 1.66841 | 1.64541 | 1.66841 | 72.55 | 10142.81 |
53 | 2023.10.24 00:00 | sell | 17 | 0.10 | 1.67663 | 0.00000 | 0.00000 | ||
54 | 2023.10.24 00:00 | modify | 17 | 0.10 | 1.67663 | 1.68963 | 1.66663 | ||
55 | 2023.10.26 12:00 | t/p | 17 | 0.10 | 1.66663 | 1.68963 | 1.66663 | 71.92 | 10214.74 |
56 | 2023.11.03 20:00 | sell | 18 | 0.10 | 1.69122 | 0.00000 | 0.00000 | ||
57 | 2023.11.03 20:00 | modify | 18 | 0.10 | 1.69122 | 1.70422 | 1.68122 | ||
58 | 2023.11.14 16:00 | s/l | 18 | 0.10 | 1.70422 | 1.70422 | 1.68122 | -98.18 | 10116.55 |
59 | 2023.11.15 00:00 | sell | 19 | 0.10 | 1.71137 | 0.00000 | 0.00000 | ||
60 | 2023.11.15 00:00 | modify | 19 | 0.10 | 1.71137 | 1.72437 | 1.70137 | ||
61 | 2023.11.15 12:00 | sell | 20 | 0.10 | 1.70582 | 0.00000 | 0.00000 | ||
62 | 2023.11.15 12:00 | modify | 20 | 0.10 | 1.70582 | 1.70887 | 1.70137 | ||
63 | 2023.11.15 12:00 | modify | 19 | 0.10 | 1.71137 | 1.70887 | 1.70137 | ||
64 | 2023.11.15 16:00 | t/p | 19 | 0.10 | 1.70137 | 1.70887 | 1.70137 | 73.25 | 10189.80 |
65 | 2023.11.15 16:00 | t/p | 20 | 0.10 | 1.70137 | 1.70887 | 1.70137 | 32.60 | 10222.40 |
66 | 2023.12.28 00:00 | sell | 21 | 0.10 | 1.68998 | 0.00000 | 0.00000 | ||
67 | 2023.12.28 00:00 | modify | 21 | 0.10 | 1.68998 | 1.70298 | 1.67998 | ||
68 | 2023.12.29 16:00 | t/p | 21 | 0.10 | 1.67998 | 1.70298 | 1.67998 | 72.92 | 10295.32 |
69 | 2024.01.24 20:00 | sell | 22 | 0.10 | 1.71960 | 0.00000 | 0.00000 | ||
70 | 2024.01.24 20:00 | modify | 22 | 0.10 | 1.71960 | 1.73260 | 1.70960 | ||
71 | 2024.01.26 08:00 | t/p | 22 | 0.10 | 1.70960 | 1.73260 | 1.70960 | 71.93 | 10367.26 |
72 | 2024.02.14 00:00 | sell | 23 | 0.10 | 1.70786 | 0.00000 | 0.00000 | ||
73 | 2024.02.14 00:00 | modify | 23 | 0.10 | 1.70786 | 1.72086 | 1.69786 | ||
74 | 2024.02.14 12:00 | t/p | 23 | 0.10 | 1.69786 | 1.72086 | 1.69786 | 73.25 | 10440.51 |
75 | 2024.03.22 00:00 | buy | 24 | 0.10 | 1.71302 | 0.00000 | 0.00000 | ||
76 | 2024.03.22 00:00 | modify | 24 | 0.10 | 1.71302 | 1.70002 | 1.72302 | ||
77 | 2024.03.27 16:00 | buy | 25 | 0.10 | 1.71626 | 0.00000 | 0.00000 | ||
78 | 2024.03.27 16:00 | modify | 25 | 0.10 | 1.71626 | 1.71402 | 1.72302 | ||
79 | 2024.03.27 16:00 | modify | 24 | 0.10 | 1.71302 | 1.71402 | 1.72302 | ||
80 | 2024.03.28 00:00 | s/l | 24 | 0.10 | 1.71402 | 1.71402 | 1.72302 | 6.61 | 10447.11 |
81 | 2024.03.28 00:00 | s/l | 25 | 0.10 | 1.71402 | 1.71402 | 1.72302 | -16.77 | 10430.34 |