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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=50; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=8; 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 | 194.95 | Gross profit | 1145.36 | Gross loss | -950.41 |
Profit factor | 1.21 | Expected payoff | 4.33 | ||
Absolute drawdown | 37.66 | Maximal drawdown | 347.94 (3.36%) | Relative drawdown | 3.36% (347.94) |
Total trades | 45 | Short positions (won %) | 14 (28.57%) | Long positions (won %) | 31 (45.16%) |
Profit trades (% of total) | 18 (40.00%) | Loss trades (% of total) | 27 (60.00%) | ||
Largest | profit trade | 102.58 | loss trade | -40.62 | |
Average | profit trade | 63.63 | loss trade | -35.20 | |
Maximum | consecutive wins (profit in money) | 3 (166.10) | consecutive losses (loss in money) | 7 (-248.58) | |
Maximal | consecutive profit (count of wins) | 166.10 (3) | consecutive loss (count of losses) | -248.58 (7) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.05 12:00 | sell | 1 | 0.10 | 1.68546 | 0.00000 | 0.00000 | ||
2 | 2023.07.05 12:00 | modify | 1 | 0.10 | 1.68546 | 1.69046 | 1.67146 | ||
3 | 2023.07.06 08:00 | s/l | 1 | 0.10 | 1.69046 | 1.69046 | 1.67146 | -37.66 | 9962.34 |
4 | 2023.07.10 12:00 | buy | 2 | 0.10 | 1.69811 | 0.00000 | 0.00000 | ||
5 | 2023.07.10 12:00 | modify | 2 | 0.10 | 1.69811 | 1.69311 | 1.71211 | ||
6 | 2023.07.11 08:00 | buy | 3 | 0.10 | 1.70879 | 0.00000 | 0.00000 | ||
7 | 2023.07.11 08:00 | modify | 3 | 0.10 | 1.70879 | 1.70371 | 1.71211 | ||
8 | 2023.07.11 08:00 | modify | 2 | 0.10 | 1.69811 | 1.70371 | 1.71211 | ||
9 | 2023.07.11 12:00 | t/p | 2 | 0.10 | 1.71211 | 1.70371 | 1.71211 | 102.58 | 10064.92 |
10 | 2023.07.11 12:00 | t/p | 3 | 0.10 | 1.71211 | 1.70371 | 1.71211 | 24.36 | 10089.28 |
11 | 2023.07.13 12:00 | sell | 4 | 0.10 | 1.71812 | 0.00000 | 0.00000 | ||
12 | 2023.07.13 12:00 | modify | 4 | 0.10 | 1.71812 | 1.72312 | 1.70412 | ||
13 | 2023.07.13 16:00 | s/l | 4 | 0.10 | 1.72312 | 1.72312 | 1.70412 | -36.67 | 10052.61 |
14 | 2023.07.21 12:00 | buy | 5 | 0.10 | 1.69202 | 0.00000 | 0.00000 | ||
15 | 2023.07.21 12:00 | modify | 5 | 0.10 | 1.69202 | 1.68702 | 1.70602 | ||
16 | 2023.07.21 16:00 | buy | 6 | 0.10 | 1.69917 | 0.00000 | 0.00000 | ||
17 | 2023.07.21 16:00 | modify | 6 | 0.10 | 1.69917 | 1.69552 | 1.70602 | ||
18 | 2023.07.21 16:00 | modify | 5 | 0.10 | 1.69202 | 1.69552 | 1.70602 | ||
19 | 2023.07.24 04:00 | buy | 7 | 0.10 | 1.70051 | 0.00000 | 0.00000 | ||
20 | 2023.07.24 04:00 | modify | 7 | 0.10 | 1.70051 | 1.69622 | 1.70602 | ||
21 | 2023.07.24 04:00 | modify | 6 | 0.10 | 1.69917 | 1.69622 | 1.70602 | ||
22 | 2023.07.24 04:00 | modify | 5 | 0.10 | 1.69202 | 1.69622 | 1.70602 | ||
23 | 2023.07.24 12:00 | s/l | 5 | 0.10 | 1.69622 | 1.69622 | 1.70602 | 30.69 | 10083.30 |
24 | 2023.07.24 12:00 | s/l | 6 | 0.10 | 1.69622 | 1.69622 | 1.70602 | -21.76 | 10061.55 |
25 | 2023.07.24 12:00 | s/l | 7 | 0.10 | 1.69622 | 1.69622 | 1.70602 | -31.47 | 10030.08 |
26 | 2023.07.31 16:00 | buy | 8 | 0.10 | 1.69207 | 0.00000 | 0.00000 | ||
27 | 2023.07.31 16:00 | modify | 8 | 0.10 | 1.69207 | 1.68707 | 1.70607 | ||
28 | 2023.08.04 16:00 | t/p | 8 | 0.10 | 1.70607 | 1.68707 | 1.70607 | 101.99 | 10132.06 |
29 | 2023.08.15 08:00 | sell | 9 | 0.10 | 1.71224 | 0.00000 | 0.00000 | ||
30 | 2023.08.15 08:00 | modify | 9 | 0.10 | 1.71224 | 1.71724 | 1.69824 | ||
31 | 2023.08.15 16:00 | s/l | 9 | 0.10 | 1.71724 | 1.71724 | 1.69824 | -36.68 | 10095.38 |
32 | 2023.09.06 16:00 | buy | 10 | 0.10 | 1.70712 | 0.00000 | 0.00000 | ||
33 | 2023.09.06 16:00 | modify | 10 | 0.10 | 1.70712 | 1.70212 | 1.72112 | ||
34 | 2023.09.07 00:00 | s/l | 10 | 0.10 | 1.70212 | 1.70212 | 1.72112 | -37.04 | 10058.34 |
35 | 2023.09.08 16:00 | buy | 11 | 0.10 | 1.69964 | 0.00000 | 0.00000 | ||
36 | 2023.09.08 16:00 | modify | 11 | 0.10 | 1.69964 | 1.69464 | 1.71364 | ||
37 | 2023.09.12 12:00 | s/l | 11 | 0.10 | 1.69464 | 1.69464 | 1.71364 | -36.92 | 10021.43 |
38 | 2023.09.14 12:00 | buy | 12 | 0.10 | 1.68709 | 0.00000 | 0.00000 | ||
39 | 2023.09.14 12:00 | modify | 12 | 0.10 | 1.68709 | 1.68209 | 1.70109 | ||
40 | 2023.09.14 16:00 | s/l | 12 | 0.10 | 1.68209 | 1.68209 | 1.70109 | -36.68 | 9984.75 |
41 | 2023.09.27 16:00 | buy | 13 | 0.10 | 1.63962 | 0.00000 | 0.00000 | ||
42 | 2023.09.27 16:00 | modify | 13 | 0.10 | 1.63962 | 1.63462 | 1.65362 | ||
43 | 2023.09.29 00:00 | buy | 14 | 0.10 | 1.64685 | 0.00000 | 0.00000 | ||
44 | 2023.09.29 00:00 | modify | 14 | 0.10 | 1.64685 | 1.64312 | 1.65362 | ||
45 | 2023.09.29 00:00 | modify | 13 | 0.10 | 1.63962 | 1.64312 | 1.65362 | ||
46 | 2023.09.29 16:00 | t/p | 13 | 0.10 | 1.65362 | 1.64312 | 1.65362 | 102.22 | 10086.97 |
47 | 2023.09.29 16:00 | t/p | 14 | 0.10 | 1.65362 | 1.64312 | 1.65362 | 49.67 | 10136.64 |
48 | 2023.10.04 12:00 | sell | 15 | 0.10 | 1.66104 | 0.00000 | 0.00000 | ||
49 | 2023.10.04 12:00 | modify | 15 | 0.10 | 1.66104 | 1.66604 | 1.64704 | ||
50 | 2023.10.04 16:00 | s/l | 15 | 0.10 | 1.66604 | 1.66604 | 1.64704 | -36.67 | 10099.97 |
51 | 2023.10.27 16:00 | sell | 16 | 0.10 | 1.68474 | 0.00000 | 0.00000 | ||
52 | 2023.10.27 16:00 | modify | 16 | 0.10 | 1.68474 | 1.68974 | 1.67074 | ||
53 | 2023.10.30 08:00 | sell | 17 | 0.10 | 1.67613 | 0.00000 | 0.00000 | ||
54 | 2023.10.30 08:00 | modify | 17 | 0.10 | 1.67613 | 1.68054 | 1.67074 | ||
55 | 2023.10.30 08:00 | modify | 16 | 0.10 | 1.68474 | 1.68054 | 1.67074 | ||
56 | 2023.10.30 12:00 | s/l | 16 | 0.10 | 1.68054 | 1.68054 | 1.67074 | 30.47 | 10130.44 |
57 | 2023.10.30 12:00 | s/l | 17 | 0.10 | 1.68054 | 1.68054 | 1.67074 | -32.35 | 10098.09 |
58 | 2023.11.02 16:00 | buy | 18 | 0.10 | 1.67889 | 0.00000 | 0.00000 | ||
59 | 2023.11.02 16:00 | modify | 18 | 0.10 | 1.67889 | 1.67389 | 1.69289 | ||
60 | 2023.11.03 20:00 | t/p | 18 | 0.10 | 1.69289 | 1.67389 | 1.69289 | 102.58 | 10200.67 |
61 | 2023.11.13 12:00 | sell | 19 | 0.10 | 1.69137 | 0.00000 | 0.00000 | ||
62 | 2023.11.13 12:00 | modify | 19 | 0.10 | 1.69137 | 1.69637 | 1.67737 | ||
63 | 2023.11.14 08:00 | s/l | 19 | 0.10 | 1.69637 | 1.69637 | 1.67737 | -37.01 | 10163.66 |
64 | 2023.11.22 16:00 | buy | 20 | 0.10 | 1.71272 | 0.00000 | 0.00000 | ||
65 | 2023.11.22 16:00 | modify | 20 | 0.10 | 1.71272 | 1.70772 | 1.72672 | ||
66 | 2023.11.27 20:00 | buy | 21 | 0.10 | 1.72132 | 0.00000 | 0.00000 | ||
67 | 2023.11.27 20:00 | modify | 21 | 0.10 | 1.72132 | 1.71692 | 1.72672 | ||
68 | 2023.11.27 20:00 | modify | 20 | 0.10 | 1.71272 | 1.71692 | 1.72672 | ||
69 | 2023.11.28 08:00 | s/l | 20 | 0.10 | 1.71692 | 1.71692 | 1.72672 | 30.10 | 10193.76 |
70 | 2023.11.28 08:00 | s/l | 21 | 0.10 | 1.71692 | 1.71692 | 1.72672 | -32.40 | 10161.36 |
71 | 2023.12.15 16:00 | buy | 22 | 0.10 | 1.69834 | 0.00000 | 0.00000 | ||
72 | 2023.12.15 16:00 | modify | 22 | 0.10 | 1.69834 | 1.69334 | 1.71234 | ||
73 | 2023.12.18 00:00 | s/l | 22 | 0.10 | 1.69334 | 1.69334 | 1.71234 | -36.80 | 10124.56 |
74 | 2023.12.20 08:00 | buy | 23 | 0.10 | 1.69027 | 0.00000 | 0.00000 | ||
75 | 2023.12.20 08:00 | modify | 23 | 0.10 | 1.69027 | 1.68527 | 1.70427 | ||
76 | 2023.12.21 12:00 | s/l | 23 | 0.10 | 1.68527 | 1.68527 | 1.70427 | -37.04 | 10087.52 |
77 | 2023.12.26 16:00 | buy | 24 | 0.10 | 1.67831 | 0.00000 | 0.00000 | ||
78 | 2023.12.26 16:00 | modify | 24 | 0.10 | 1.67831 | 1.67331 | 1.69231 | ||
79 | 2023.12.27 16:00 | buy | 25 | 0.10 | 1.68904 | 0.00000 | 0.00000 | ||
80 | 2023.12.27 16:00 | modify | 25 | 0.10 | 1.68904 | 1.68391 | 1.69231 | ||
81 | 2023.12.27 16:00 | modify | 24 | 0.10 | 1.67831 | 1.68391 | 1.69231 | ||
82 | 2023.12.28 12:00 | t/p | 24 | 0.10 | 1.69231 | 1.68391 | 1.69231 | 102.22 | 10189.75 |
83 | 2023.12.28 12:00 | t/p | 25 | 0.10 | 1.69231 | 1.68391 | 1.69231 | 23.63 | 10213.38 |
84 | 2024.01.12 12:00 | buy | 26 | 0.10 | 1.70263 | 0.00000 | 0.00000 | ||
85 | 2024.01.12 12:00 | modify | 26 | 0.10 | 1.70263 | 1.69763 | 1.71663 | ||
86 | 2024.01.17 08:00 | buy | 27 | 0.10 | 1.71119 | 0.00000 | 0.00000 | ||
87 | 2024.01.17 08:00 | modify | 27 | 0.10 | 1.71119 | 1.70683 | 1.71663 | ||
88 | 2024.01.17 08:00 | modify | 26 | 0.10 | 1.70263 | 1.70683 | 1.71663 | ||
89 | 2024.01.18 20:00 | buy | 28 | 0.10 | 1.71337 | 0.00000 | 0.00000 | ||
90 | 2024.01.18 20:00 | modify | 28 | 0.10 | 1.71337 | 1.70823 | 1.71663 | ||
91 | 2024.01.18 20:00 | modify | 27 | 0.10 | 1.71119 | 1.70823 | 1.71663 | ||
92 | 2024.01.18 20:00 | modify | 26 | 0.10 | 1.70263 | 1.70823 | 1.71663 | ||
93 | 2024.01.19 12:00 | s/l | 26 | 0.10 | 1.70823 | 1.70823 | 1.71663 | 40.25 | 10253.63 |
94 | 2024.01.19 12:00 | s/l | 27 | 0.10 | 1.70823 | 1.70823 | 1.71663 | -22.20 | 10231.43 |
95 | 2024.01.19 12:00 | s/l | 28 | 0.10 | 1.70823 | 1.70823 | 1.71663 | -37.83 | 10193.60 |
96 | 2024.01.29 12:00 | buy | 29 | 0.10 | 1.70565 | 0.00000 | 0.00000 | ||
97 | 2024.01.29 12:00 | modify | 29 | 0.10 | 1.70565 | 1.70065 | 1.71965 | ||
98 | 2024.01.30 12:00 | s/l | 29 | 0.10 | 1.70065 | 1.70065 | 1.71965 | -36.80 | 10156.80 |
99 | 2024.02.08 16:00 | buy | 30 | 0.10 | 1.69737 | 0.00000 | 0.00000 | ||
100 | 2024.02.08 16:00 | modify | 30 | 0.10 | 1.69737 | 1.69237 | 1.71137 | ||
101 | 2024.02.09 16:00 | s/l | 30 | 0.10 | 1.69237 | 1.69237 | 1.71137 | -36.80 | 10120.01 |
102 | 2024.02.20 16:00 | sell | 31 | 0.10 | 1.71051 | 0.00000 | 0.00000 | ||
103 | 2024.02.20 16:00 | modify | 31 | 0.10 | 1.71051 | 1.71551 | 1.69651 | ||
104 | 2024.02.26 12:00 | s/l | 31 | 0.10 | 1.71551 | 1.71551 | 1.69651 | -38.66 | 10081.35 |
105 | 2024.02.28 12:00 | sell | 32 | 0.10 | 1.71777 | 0.00000 | 0.00000 | ||
106 | 2024.02.28 12:00 | modify | 32 | 0.10 | 1.71777 | 1.72277 | 1.70377 | ||
107 | 2024.03.04 16:00 | s/l | 32 | 0.10 | 1.72277 | 1.72277 | 1.70377 | -38.33 | 10043.02 |
108 | 2024.03.12 08:00 | buy | 33 | 0.10 | 1.72360 | 0.00000 | 0.00000 | ||
109 | 2024.03.12 08:00 | modify | 33 | 0.10 | 1.72360 | 1.71860 | 1.73760 | ||
110 | 2024.03.21 16:00 | s/l | 33 | 0.10 | 1.71860 | 1.71860 | 1.73760 | -37.98 | 10005.04 |
111 | 2024.03.26 08:00 | sell | 34 | 0.10 | 1.71873 | 0.00000 | 0.00000 | ||
112 | 2024.03.26 08:00 | modify | 34 | 0.10 | 1.71873 | 1.72373 | 1.70473 | ||
113 | 2024.03.29 00:00 | sell | 35 | 0.10 | 1.70814 | 0.00000 | 0.00000 | ||
114 | 2024.03.29 00:00 | modify | 35 | 0.10 | 1.70814 | 1.71313 | 1.70473 | ||
115 | 2024.03.29 00:00 | modify | 34 | 0.10 | 1.71873 | 1.71313 | 1.70473 | ||
116 | 2024.04.01 16:00 | t/p | 34 | 0.10 | 1.70473 | 1.71313 | 1.70473 | 100.70 | 10105.75 |
117 | 2024.04.01 16:00 | t/p | 35 | 0.10 | 1.70473 | 1.71313 | 1.70473 | 24.68 | 10130.43 |
118 | 2024.04.12 16:00 | buy | 36 | 0.10 | 1.71402 | 0.00000 | 0.00000 | ||
119 | 2024.04.12 16:00 | modify | 36 | 0.10 | 1.71402 | 1.70902 | 1.72802 | ||
120 | 2024.04.17 08:00 | buy | 37 | 0.10 | 1.72103 | 0.00000 | 0.00000 | ||
121 | 2024.04.17 08:00 | modify | 37 | 0.10 | 1.72103 | 1.71752 | 1.72802 | ||
122 | 2024.04.17 08:00 | modify | 36 | 0.10 | 1.71402 | 1.71752 | 1.72802 | ||
123 | 2024.04.17 16:00 | s/l | 36 | 0.10 | 1.71752 | 1.71752 | 1.72802 | 25.31 | 10155.74 |
124 | 2024.04.17 16:00 | s/l | 37 | 0.10 | 1.71752 | 1.71752 | 1.72802 | -25.75 | 10129.99 |
125 | 2024.04.19 16:00 | buy | 38 | 0.10 | 1.70422 | 0.00000 | 0.00000 | ||
126 | 2024.04.19 16:00 | modify | 38 | 0.10 | 1.70422 | 1.69922 | 1.71822 | ||
127 | 2024.04.22 00:00 | s/l | 38 | 0.10 | 1.69922 | 1.69922 | 1.71822 | -36.80 | 10093.19 |
128 | 2024.05.02 16:00 | buy | 39 | 0.10 | 1.71344 | 0.00000 | 0.00000 | ||
129 | 2024.05.02 16:00 | modify | 39 | 0.10 | 1.71344 | 1.70844 | 1.72744 | ||
130 | 2024.05.09 12:00 | s/l | 39 | 0.10 | 1.70844 | 1.70844 | 1.72744 | -37.51 | 10055.68 |
131 | 2024.05.09 12:00 | buy | 40 | 0.10 | 1.71190 | 0.00000 | 0.00000 | ||
132 | 2024.05.09 12:00 | modify | 40 | 0.10 | 1.71190 | 1.70690 | 1.72590 | ||
133 | 2024.05.14 16:00 | buy | 41 | 0.10 | 1.71893 | 0.00000 | 0.00000 | ||
134 | 2024.05.14 16:00 | modify | 41 | 0.10 | 1.71893 | 1.71540 | 1.72590 | ||
135 | 2024.05.14 16:00 | modify | 40 | 0.10 | 1.71190 | 1.71540 | 1.72590 | ||
136 | 2024.05.16 04:00 | t/p | 40 | 0.10 | 1.72590 | 1.71540 | 1.72590 | 101.87 | 10157.55 |
137 | 2024.05.16 04:00 | t/p | 41 | 0.10 | 1.72590 | 1.71540 | 1.72590 | 50.65 | 10208.20 |
138 | 2024.05.17 16:00 | sell | 42 | 0.10 | 1.72947 | 0.00000 | 0.00000 | ||
139 | 2024.05.17 16:00 | modify | 42 | 0.10 | 1.72947 | 1.73447 | 1.71547 | ||
140 | 2024.05.21 12:00 | s/l | 42 | 0.10 | 1.73447 | 1.73447 | 1.71547 | -37.33 | 10170.87 |
141 | 2024.05.22 08:00 | sell | 43 | 0.10 | 1.74075 | 0.00000 | 0.00000 | ||
142 | 2024.05.22 08:00 | modify | 43 | 0.10 | 1.74075 | 1.74575 | 1.72675 | ||
143 | 2024.06.03 20:00 | s/l | 43 | 0.10 | 1.74575 | 1.74575 | 1.72675 | -40.62 | 10130.25 |
144 | 2024.06.12 16:00 | sell | 44 | 0.10 | 1.75799 | 0.00000 | 0.00000 | ||
145 | 2024.06.12 16:00 | modify | 44 | 0.10 | 1.75799 | 1.76299 | 1.74399 | ||
146 | 2024.06.14 16:00 | t/p | 44 | 0.10 | 1.74399 | 1.76299 | 1.74399 | 101.37 | 10231.63 |
147 | 2024.06.20 12:00 | buy | 45 | 0.10 | 1.73941 | 0.00000 | 0.00000 | ||
148 | 2024.06.20 12:00 | modify | 45 | 0.10 | 1.73941 | 1.73441 | 1.75341 | ||
149 | 2024.06.20 20:00 | s/l | 45 | 0.10 | 1.73441 | 1.73441 | 1.75341 | -36.68 | 10194.95 |