Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01) | ||||
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=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=20; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2603 | Ticks modelled | 4205 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 50 | ||
Total net profit | 406.04 | Gross profit | 698.60 | Gross loss | -292.56 |
Profit factor | 2.39 | Expected payoff | 16.92 | ||
Absolute drawdown | 96.44 | Maximal drawdown | 188.30 (1.83%) | Relative drawdown | 1.83% (188.30) |
Total trades | 24 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 11 (54.55%) |
Profit trades (% of total) | 15 (62.50%) | Loss trades (% of total) | 9 (37.50%) | ||
Largest | profit trade | 80.72 | loss trade | -67.02 | |
Average | profit trade | 46.57 | loss trade | -32.51 | |
Maximum | consecutive wins (profit in money) | 7 (395.35) | consecutive losses (loss in money) | 2 (-80.96) | |
Maximal | consecutive profit (count of wins) | 395.35 (7) | consecutive loss (count of losses) | -80.96 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.07 00:00 | sell | 1 | 0.10 | 1.70284 | 0.00000 | 0.00000 | ||
2 | 2023.07.07 00:00 | modify | 1 | 0.10 | 1.70284 | 1.71184 | 1.69184 | ||
3 | 2023.07.11 12:00 | s/l | 1 | 0.10 | 1.71184 | 1.71184 | 1.69184 | -66.69 | 9933.31 |
4 | 2023.07.16 20:00 | sell | 2 | 0.10 | 1.72854 | 0.00000 | 0.00000 | ||
5 | 2023.07.16 20:00 | modify | 2 | 0.10 | 1.72854 | 1.73754 | 1.71754 | ||
6 | 2023.07.19 00:00 | t/p | 2 | 0.10 | 1.71754 | 1.73754 | 1.71754 | 79.72 | 10013.03 |
7 | 2023.07.24 20:00 | buy | 3 | 0.10 | 1.68835 | 0.00000 | 0.00000 | ||
8 | 2023.07.24 20:00 | modify | 3 | 0.10 | 1.68835 | 1.67935 | 1.69935 | ||
9 | 2023.07.25 20:00 | t/p | 3 | 0.10 | 1.69935 | 1.67935 | 1.69935 | 80.60 | 10093.63 |
10 | 2023.07.28 00:00 | buy | 4 | 0.10 | 1.69263 | 0.00000 | 0.00000 | ||
11 | 2023.07.28 00:00 | modify | 4 | 0.10 | 1.69263 | 1.68363 | 1.70363 | ||
12 | 2023.07.28 16:00 | t/p | 4 | 0.10 | 1.70363 | 1.68363 | 1.70363 | 80.72 | 10174.35 |
13 | 2023.07.31 20:00 | buy | 5 | 0.10 | 1.69262 | 0.00000 | 0.00000 | ||
14 | 2023.07.31 20:00 | modify | 5 | 0.10 | 1.69262 | 1.68362 | 1.70362 | ||
15 | 2023.08.02 00:00 | buy | 6 | 0.10 | 1.69820 | 0.00000 | 0.00000 | ||
16 | 2023.08.02 00:00 | modify | 6 | 0.10 | 1.69820 | 1.69537 | 1.70362 | ||
17 | 2023.08.02 00:00 | modify | 5 | 0.10 | 1.69262 | 1.69537 | 1.70362 | ||
18 | 2023.08.02 16:00 | s/l | 5 | 0.10 | 1.69537 | 1.69537 | 1.70362 | 19.94 | 10194.30 |
19 | 2023.08.02 16:00 | s/l | 6 | 0.10 | 1.69537 | 1.69537 | 1.70362 | -20.77 | 10173.53 |
20 | 2023.09.14 20:00 | buy | 7 | 0.10 | 1.67724 | 0.00000 | 0.00000 | ||
21 | 2023.09.14 20:00 | modify | 7 | 0.10 | 1.67724 | 1.66824 | 1.68824 | ||
22 | 2023.09.15 08:00 | buy | 8 | 0.10 | 1.67956 | 0.00000 | 0.00000 | ||
23 | 2023.09.15 08:00 | modify | 8 | 0.10 | 1.67956 | 1.67779 | 1.68824 | ||
24 | 2023.09.15 08:00 | modify | 7 | 0.10 | 1.67724 | 1.67779 | 1.68824 | ||
25 | 2023.09.15 12:00 | s/l | 7 | 0.10 | 1.67779 | 1.67779 | 1.68824 | 3.92 | 10177.45 |
26 | 2023.09.15 12:00 | s/l | 8 | 0.10 | 1.67779 | 1.67779 | 1.68824 | -12.98 | 10164.47 |
27 | 2023.10.01 20:00 | sell | 9 | 0.10 | 1.65513 | 0.00000 | 0.00000 | ||
28 | 2023.10.01 20:00 | modify | 9 | 0.10 | 1.65513 | 1.66413 | 1.64413 | ||
29 | 2023.10.04 16:00 | s/l | 9 | 0.10 | 1.66413 | 1.66413 | 1.64413 | -67.02 | 10097.45 |
30 | 2023.10.04 20:00 | sell | 10 | 0.10 | 1.66959 | 0.00000 | 0.00000 | ||
31 | 2023.10.04 20:00 | modify | 10 | 0.10 | 1.66959 | 1.67859 | 1.65859 | ||
32 | 2023.10.05 04:00 | sell | 11 | 0.10 | 1.66727 | 0.00000 | 0.00000 | ||
33 | 2023.10.05 04:00 | modify | 11 | 0.10 | 1.66727 | 1.66904 | 1.65859 | ||
34 | 2023.10.05 04:00 | modify | 10 | 0.10 | 1.66959 | 1.66904 | 1.65859 | ||
35 | 2023.10.05 08:00 | s/l | 10 | 0.10 | 1.66904 | 1.66904 | 1.65859 | 3.05 | 10100.50 |
36 | 2023.10.05 08:00 | s/l | 11 | 0.10 | 1.66904 | 1.66904 | 1.65859 | -12.99 | 10087.51 |
37 | 2023.10.13 20:00 | buy | 12 | 0.10 | 1.65841 | 0.00000 | 0.00000 | ||
38 | 2023.10.13 20:00 | modify | 12 | 0.10 | 1.65841 | 1.64941 | 1.66941 | ||
39 | 2023.10.19 00:00 | buy | 13 | 0.10 | 1.66528 | 0.00000 | 0.00000 | ||
40 | 2023.10.19 00:00 | modify | 13 | 0.10 | 1.66528 | 1.66281 | 1.66941 | ||
41 | 2023.10.19 00:00 | modify | 12 | 0.10 | 1.65841 | 1.66281 | 1.66941 | ||
42 | 2023.10.19 12:00 | s/l | 12 | 0.10 | 1.66281 | 1.66281 | 1.66941 | 31.58 | 10119.09 |
43 | 2023.10.19 12:00 | s/l | 13 | 0.10 | 1.66281 | 1.66281 | 1.66941 | -18.13 | 10100.96 |
44 | 2023.11.03 20:00 | sell | 14 | 0.10 | 1.69122 | 0.00000 | 0.00000 | ||
45 | 2023.11.03 20:00 | modify | 14 | 0.10 | 1.69122 | 1.70022 | 1.68022 | ||
46 | 2023.11.05 20:00 | sell | 15 | 0.10 | 1.68894 | 0.00000 | 0.00000 | ||
47 | 2023.11.05 20:00 | modify | 15 | 0.10 | 1.68894 | 1.69067 | 1.68022 | ||
48 | 2023.11.05 20:00 | modify | 14 | 0.10 | 1.69122 | 1.69067 | 1.68022 | ||
49 | 2023.11.06 00:00 | s/l | 14 | 0.10 | 1.69067 | 1.69067 | 1.68022 | 3.71 | 10104.67 |
50 | 2023.11.06 00:00 | s/l | 15 | 0.10 | 1.69067 | 1.69067 | 1.68022 | -13.02 | 10091.65 |
51 | 2023.11.15 00:00 | sell | 16 | 0.10 | 1.71137 | 0.00000 | 0.00000 | ||
52 | 2023.11.15 00:00 | modify | 16 | 0.10 | 1.71137 | 1.72037 | 1.70037 | ||
53 | 2023.11.15 12:00 | sell | 17 | 0.10 | 1.70582 | 0.00000 | 0.00000 | ||
54 | 2023.11.15 12:00 | modify | 17 | 0.10 | 1.70582 | 1.70862 | 1.70037 | ||
55 | 2023.11.15 12:00 | modify | 16 | 0.10 | 1.71137 | 1.70862 | 1.70037 | ||
56 | 2023.11.15 16:00 | t/p | 16 | 0.10 | 1.70037 | 1.70862 | 1.70037 | 80.71 | 10172.36 |
57 | 2023.11.15 16:00 | t/p | 17 | 0.10 | 1.70037 | 1.70862 | 1.70037 | 39.99 | 10212.35 |
58 | 2023.12.28 00:00 | sell | 18 | 0.10 | 1.68998 | 0.00000 | 0.00000 | ||
59 | 2023.12.28 00:00 | modify | 18 | 0.10 | 1.68998 | 1.69898 | 1.67898 | ||
60 | 2023.12.29 16:00 | t/p | 18 | 0.10 | 1.67898 | 1.69898 | 1.67898 | 80.38 | 10292.73 |
61 | 2024.01.24 20:00 | sell | 19 | 0.10 | 1.71960 | 0.00000 | 0.00000 | ||
62 | 2024.01.24 20:00 | modify | 19 | 0.10 | 1.71960 | 1.72860 | 1.70860 | ||
63 | 2024.01.26 08:00 | t/p | 19 | 0.10 | 1.70860 | 1.72860 | 1.70860 | 79.39 | 10372.12 |
64 | 2024.02.14 00:00 | sell | 20 | 0.10 | 1.70786 | 0.00000 | 0.00000 | ||
65 | 2024.02.14 00:00 | modify | 20 | 0.10 | 1.70786 | 1.71686 | 1.69686 | ||
66 | 2024.02.15 00:00 | sell | 21 | 0.10 | 1.70124 | 0.00000 | 0.00000 | ||
67 | 2024.02.15 00:00 | modify | 21 | 0.10 | 1.70124 | 1.70346 | 1.69686 | ||
68 | 2024.02.15 00:00 | modify | 20 | 0.10 | 1.70786 | 1.70346 | 1.69686 | ||
69 | 2024.02.16 00:00 | t/p | 20 | 0.10 | 1.69686 | 1.70346 | 1.69686 | 79.39 | 10451.52 |
70 | 2024.02.16 00:00 | t/p | 21 | 0.10 | 1.69686 | 1.70346 | 1.69686 | 31.81 | 10483.33 |
71 | 2024.03.22 00:00 | buy | 22 | 0.10 | 1.71302 | 0.00000 | 0.00000 | ||
72 | 2024.03.22 00:00 | modify | 22 | 0.10 | 1.71302 | 1.70402 | 1.72402 | ||
73 | 2024.03.26 20:00 | buy | 23 | 0.10 | 1.71549 | 0.00000 | 0.00000 | ||
74 | 2024.03.26 20:00 | modify | 23 | 0.10 | 1.71549 | 1.71357 | 1.72402 | ||
75 | 2024.03.26 20:00 | modify | 22 | 0.10 | 1.71302 | 1.71357 | 1.72402 | ||
76 | 2024.03.27 00:00 | s/l | 22 | 0.10 | 1.71357 | 1.71357 | 1.72402 | 3.67 | 10487.00 |
77 | 2024.03.27 00:00 | s/l | 23 | 0.10 | 1.71357 | 1.71357 | 1.72402 | -14.21 | 10472.79 |
78 | 2024.06.14 20:00 | buy | 24 | 0.10 | 1.74299 | 0.00000 | 0.00000 | ||
79 | 2024.06.14 20:00 | modify | 24 | 0.10 | 1.74299 | 1.73399 | 1.75399 | ||
80 | 2024.06.20 20:00 | s/l | 24 | 0.10 | 1.73399 | 1.73399 | 1.75399 | -66.75 | 10406.04 |