Symbol | GBPUSD (Great Britan Pound vs US Dollar - 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=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; 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=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=55; 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=18; 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 | 30 | ||
Total net profit | 668.19 | Gross profit | 2304.11 | Gross loss | -1635.92 |
Profit factor | 1.41 | Expected payoff | 14.85 | ||
Absolute drawdown | 736.68 | Maximal drawdown | 789.08 (7.85%) | Relative drawdown | 7.85% (789.08) |
Total trades | 45 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 26 (46.15%) |
Profit trades (% of total) | 24 (53.33%) | Loss trades (% of total) | 21 (46.67%) | ||
Largest | profit trade | 119.87 | loss trade | -102.33 | |
Average | profit trade | 96.00 | loss trade | -77.90 | |
Maximum | consecutive wins (profit in money) | 6 (577.08) | consecutive losses (loss in money) | 6 (-438.61) | |
Maximal | consecutive profit (count of wins) | 577.08 (6) | consecutive loss (count of losses) | -438.61 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.06 12:00 | sell | 1 | 0.10 | 1.27734 | 0.00000 | 0.00000 | ||
2 | 2023.07.06 12:00 | modify | 1 | 0.10 | 1.27734 | 1.28734 | 1.26534 | ||
3 | 2023.07.11 04:00 | s/l | 1 | 0.10 | 1.28734 | 1.28734 | 1.26534 | -100.40 | 9899.60 |
4 | 2023.07.12 04:00 | sell | 2 | 0.10 | 1.29589 | 0.00000 | 0.00000 | ||
5 | 2023.07.12 04:00 | modify | 2 | 0.10 | 1.29589 | 1.30589 | 1.28389 | ||
6 | 2023.07.13 12:00 | s/l | 2 | 0.10 | 1.30589 | 1.30589 | 1.28389 | -100.40 | 9799.20 |
7 | 2023.07.13 12:00 | sell | 3 | 0.10 | 1.30620 | 0.00000 | 0.00000 | ||
8 | 2023.07.13 12:00 | modify | 3 | 0.10 | 1.30620 | 1.31620 | 1.29420 | ||
9 | 2023.07.19 08:00 | t/p | 3 | 0.10 | 1.29420 | 1.31620 | 1.29420 | 119.47 | 9918.67 |
10 | 2023.07.19 08:00 | buy | 4 | 0.10 | 1.29507 | 0.00000 | 0.00000 | ||
11 | 2023.07.19 08:00 | modify | 4 | 0.10 | 1.29507 | 1.28507 | 1.30707 | ||
12 | 2023.07.20 16:00 | s/l | 4 | 0.10 | 1.28507 | 1.28507 | 1.30707 | -100.54 | 9818.13 |
13 | 2023.07.20 16:00 | buy | 5 | 0.10 | 1.28503 | 0.00000 | 0.00000 | ||
14 | 2023.07.20 16:00 | modify | 5 | 0.10 | 1.28503 | 1.27503 | 1.29703 | ||
15 | 2023.07.21 00:00 | buy | 6 | 0.10 | 1.28754 | 0.00000 | 0.00000 | ||
16 | 2023.07.21 00:00 | modify | 6 | 0.10 | 1.28754 | 1.28563 | 1.29703 | ||
17 | 2023.07.21 00:00 | modify | 5 | 0.10 | 1.28503 | 1.28563 | 1.29703 | ||
18 | 2023.07.21 12:00 | s/l | 5 | 0.10 | 1.28563 | 1.28563 | 1.29703 | 5.82 | 9823.95 |
19 | 2023.07.21 12:00 | s/l | 6 | 0.10 | 1.28563 | 1.28563 | 1.29703 | -19.10 | 9804.85 |
20 | 2023.08.01 16:00 | buy | 7 | 0.10 | 1.27502 | 0.00000 | 0.00000 | ||
21 | 2023.08.01 16:00 | modify | 7 | 0.10 | 1.27502 | 1.26502 | 1.28702 | ||
22 | 2023.08.03 12:00 | s/l | 7 | 0.10 | 1.26502 | 1.26502 | 1.28702 | -100.72 | 9704.14 |
23 | 2023.08.03 12:00 | buy | 8 | 0.10 | 1.26494 | 0.00000 | 0.00000 | ||
24 | 2023.08.03 12:00 | modify | 8 | 0.10 | 1.26494 | 1.25494 | 1.27694 | ||
25 | 2023.08.03 16:00 | buy | 9 | 0.10 | 1.27101 | 0.00000 | 0.00000 | ||
26 | 2023.08.03 16:00 | modify | 9 | 0.10 | 1.27101 | 1.26794 | 1.27694 | ||
27 | 2023.08.03 16:00 | modify | 8 | 0.10 | 1.26494 | 1.26794 | 1.27694 | ||
28 | 2023.08.04 00:00 | buy | 10 | 0.10 | 1.27183 | 0.00000 | 0.00000 | ||
29 | 2023.08.04 00:00 | modify | 10 | 0.10 | 1.27183 | 1.26974 | 1.27694 | ||
30 | 2023.08.04 00:00 | modify | 9 | 0.10 | 1.27101 | 1.26974 | 1.27694 | ||
31 | 2023.08.04 00:00 | modify | 8 | 0.10 | 1.26494 | 1.26974 | 1.27694 | ||
32 | 2023.08.04 12:00 | s/l | 8 | 0.10 | 1.26974 | 1.26974 | 1.27694 | 47.82 | 9751.96 |
33 | 2023.08.04 12:00 | s/l | 9 | 0.10 | 1.26974 | 1.26974 | 1.27694 | -12.88 | 9739.08 |
34 | 2023.08.04 12:00 | s/l | 10 | 0.10 | 1.26974 | 1.26974 | 1.27694 | -20.90 | 9718.18 |
35 | 2023.08.23 12:00 | buy | 11 | 0.10 | 1.26319 | 0.00000 | 0.00000 | ||
36 | 2023.08.23 12:00 | modify | 11 | 0.10 | 1.26319 | 1.25319 | 1.27519 | ||
37 | 2023.09.05 12:00 | s/l | 11 | 0.10 | 1.25319 | 1.25319 | 1.27519 | -102.33 | 9615.85 |
38 | 2023.09.05 12:00 | buy | 12 | 0.10 | 1.25521 | 0.00000 | 0.00000 | ||
39 | 2023.09.05 12:00 | modify | 12 | 0.10 | 1.25521 | 1.24521 | 1.26721 | ||
40 | 2023.09.07 12:00 | s/l | 12 | 0.10 | 1.24521 | 1.24521 | 1.26721 | -100.72 | 9515.14 |
41 | 2023.09.14 16:00 | buy | 13 | 0.10 | 1.24106 | 0.00000 | 0.00000 | ||
42 | 2023.09.14 16:00 | modify | 13 | 0.10 | 1.24106 | 1.23106 | 1.25306 | ||
43 | 2023.09.21 04:00 | s/l | 13 | 0.10 | 1.23106 | 1.23106 | 1.25306 | -101.25 | 9413.88 |
44 | 2023.09.21 12:00 | buy | 14 | 0.10 | 1.22709 | 0.00000 | 0.00000 | ||
45 | 2023.09.21 12:00 | modify | 14 | 0.10 | 1.22709 | 1.21709 | 1.23909 | ||
46 | 2023.09.26 08:00 | s/l | 14 | 0.10 | 1.21709 | 1.21709 | 1.23909 | -100.54 | 9313.35 |
47 | 2023.09.28 12:00 | sell | 15 | 0.10 | 1.22073 | 0.00000 | 0.00000 | ||
48 | 2023.09.28 12:00 | modify | 15 | 0.10 | 1.22073 | 1.23073 | 1.20873 | ||
49 | 2023.10.03 00:00 | t/p | 15 | 0.10 | 1.20873 | 1.23073 | 1.20873 | 119.60 | 9432.95 |
50 | 2023.10.06 16:00 | sell | 16 | 0.10 | 1.22526 | 0.00000 | 0.00000 | ||
51 | 2023.10.06 16:00 | modify | 16 | 0.10 | 1.22526 | 1.23526 | 1.21326 | ||
52 | 2023.10.13 12:00 | sell | 17 | 0.10 | 1.21843 | 0.00000 | 0.00000 | ||
53 | 2023.10.13 12:00 | modify | 17 | 0.10 | 1.21843 | 1.22046 | 1.21326 | ||
54 | 2023.10.13 12:00 | modify | 16 | 0.10 | 1.22526 | 1.22046 | 1.21326 | ||
55 | 2023.10.13 20:00 | t/p | 16 | 0.10 | 1.21326 | 1.22046 | 1.21326 | 119.07 | 9552.02 |
56 | 2023.10.13 20:00 | t/p | 17 | 0.10 | 1.21326 | 1.22046 | 1.21326 | 51.70 | 9603.72 |
57 | 2023.10.19 12:00 | buy | 18 | 0.10 | 1.21238 | 0.00000 | 0.00000 | ||
58 | 2023.10.19 12:00 | modify | 18 | 0.10 | 1.21238 | 1.20238 | 1.22438 | ||
59 | 2023.10.23 20:00 | t/p | 18 | 0.10 | 1.22438 | 1.20238 | 1.22438 | 119.64 | 9723.36 |
60 | 2023.11.03 16:00 | sell | 19 | 0.10 | 1.23710 | 0.00000 | 0.00000 | ||
61 | 2023.11.03 16:00 | modify | 19 | 0.10 | 1.23710 | 1.24710 | 1.22510 | ||
62 | 2023.11.08 12:00 | t/p | 19 | 0.10 | 1.22510 | 1.24710 | 1.22510 | 119.60 | 9842.96 |
63 | 2023.11.14 16:00 | sell | 20 | 0.10 | 1.24563 | 0.00000 | 0.00000 | ||
64 | 2023.11.14 16:00 | modify | 20 | 0.10 | 1.24563 | 1.25563 | 1.23363 | ||
65 | 2023.11.16 04:00 | sell | 21 | 0.10 | 1.23878 | 0.00000 | 0.00000 | ||
66 | 2023.11.16 04:00 | modify | 21 | 0.10 | 1.23878 | 1.24083 | 1.23363 | ||
67 | 2023.11.16 04:00 | modify | 20 | 0.10 | 1.24563 | 1.24083 | 1.23363 | ||
68 | 2023.11.16 12:00 | s/l | 20 | 0.10 | 1.24083 | 1.24083 | 1.23363 | 47.47 | 9890.43 |
69 | 2023.11.16 12:00 | s/l | 21 | 0.10 | 1.24083 | 1.24083 | 1.23363 | -20.50 | 9869.93 |
70 | 2023.11.22 16:00 | buy | 22 | 0.10 | 1.24613 | 0.00000 | 0.00000 | ||
71 | 2023.11.22 16:00 | modify | 22 | 0.10 | 1.24613 | 1.23613 | 1.25813 | ||
72 | 2023.11.24 16:00 | t/p | 22 | 0.10 | 1.25813 | 1.23613 | 1.25813 | 119.28 | 9989.21 |
73 | 2023.11.24 16:00 | sell | 23 | 0.10 | 1.26124 | 0.00000 | 0.00000 | ||
74 | 2023.11.24 16:00 | modify | 23 | 0.10 | 1.26124 | 1.27124 | 1.24924 | ||
75 | 2023.11.28 20:00 | s/l | 23 | 0.10 | 1.27124 | 1.27124 | 1.24924 | -100.27 | 9888.95 |
76 | 2023.12.04 00:00 | sell | 24 | 0.10 | 1.27105 | 0.00000 | 0.00000 | ||
77 | 2023.12.04 00:00 | modify | 24 | 0.10 | 1.27105 | 1.28105 | 1.25905 | ||
78 | 2023.12.05 20:00 | t/p | 24 | 0.10 | 1.25905 | 1.28105 | 1.25905 | 119.87 | 10008.82 |
79 | 2023.12.19 16:00 | sell | 25 | 0.10 | 1.27383 | 0.00000 | 0.00000 | ||
80 | 2023.12.19 16:00 | modify | 25 | 0.10 | 1.27383 | 1.28383 | 1.26183 | ||
81 | 2023.12.21 12:00 | t/p | 25 | 0.10 | 1.26183 | 1.28383 | 1.26183 | 119.47 | 10128.28 |
82 | 2023.12.22 12:00 | sell | 26 | 0.10 | 1.27336 | 0.00000 | 0.00000 | ||
83 | 2023.12.22 12:00 | modify | 26 | 0.10 | 1.27336 | 1.28336 | 1.26136 | ||
84 | 2024.01.02 20:00 | t/p | 26 | 0.10 | 1.26136 | 1.28336 | 1.26136 | 118.80 | 10247.09 |
85 | 2024.01.16 12:00 | buy | 27 | 0.10 | 1.26486 | 0.00000 | 0.00000 | ||
86 | 2024.01.16 12:00 | modify | 27 | 0.10 | 1.26486 | 1.25486 | 1.27686 | ||
87 | 2024.01.19 04:00 | buy | 28 | 0.10 | 1.27158 | 0.00000 | 0.00000 | ||
88 | 2024.01.19 04:00 | modify | 28 | 0.10 | 1.27158 | 1.26966 | 1.27686 | ||
89 | 2024.01.19 04:00 | modify | 27 | 0.10 | 1.26486 | 1.26966 | 1.27686 | ||
90 | 2024.01.19 08:00 | s/l | 27 | 0.10 | 1.26966 | 1.26966 | 1.27686 | 47.10 | 10294.19 |
91 | 2024.01.19 08:00 | s/l | 28 | 0.10 | 1.26966 | 1.26966 | 1.27686 | -19.20 | 10274.99 |
92 | 2024.02.05 12:00 | buy | 29 | 0.10 | 1.25768 | 0.00000 | 0.00000 | ||
93 | 2024.02.05 12:00 | modify | 29 | 0.10 | 1.25768 | 1.24768 | 1.26968 | ||
94 | 2024.02.09 16:00 | buy | 30 | 0.10 | 1.26369 | 0.00000 | 0.00000 | ||
95 | 2024.02.09 16:00 | modify | 30 | 0.10 | 1.26369 | 1.26068 | 1.26968 | ||
96 | 2024.02.09 16:00 | modify | 29 | 0.10 | 1.25768 | 1.26068 | 1.26968 | ||
97 | 2024.02.12 16:00 | s/l | 29 | 0.10 | 1.26068 | 1.26068 | 1.26968 | 28.75 | 10303.74 |
98 | 2024.02.12 16:00 | s/l | 30 | 0.10 | 1.26068 | 1.26068 | 1.26968 | -30.28 | 10273.46 |
99 | 2024.02.20 16:00 | sell | 31 | 0.10 | 1.26623 | 0.00000 | 0.00000 | ||
100 | 2024.02.20 16:00 | modify | 31 | 0.10 | 1.26623 | 1.27623 | 1.25423 | ||
101 | 2024.03.06 20:00 | s/l | 31 | 0.10 | 1.27623 | 1.27623 | 1.25423 | -101.99 | 10171.47 |
102 | 2024.03.08 16:00 | sell | 32 | 0.10 | 1.28804 | 0.00000 | 0.00000 | ||
103 | 2024.03.08 16:00 | modify | 32 | 0.10 | 1.28804 | 1.29804 | 1.27604 | ||
104 | 2024.03.08 20:00 | sell | 33 | 0.10 | 1.28563 | 0.00000 | 0.00000 | ||
105 | 2024.03.08 20:00 | modify | 33 | 0.10 | 1.28563 | 1.28744 | 1.27604 | ||
106 | 2024.03.08 20:00 | modify | 32 | 0.10 | 1.28804 | 1.28744 | 1.27604 | ||
107 | 2024.03.12 16:00 | t/p | 32 | 0.10 | 1.27604 | 1.28744 | 1.27604 | 119.73 | 10291.20 |
108 | 2024.03.12 16:00 | t/p | 33 | 0.10 | 1.27604 | 1.28744 | 1.27604 | 95.63 | 10386.84 |
109 | 2024.03.14 16:00 | buy | 34 | 0.10 | 1.27499 | 0.00000 | 0.00000 | ||
110 | 2024.03.14 16:00 | modify | 34 | 0.10 | 1.27499 | 1.26499 | 1.28699 | ||
111 | 2024.03.22 04:00 | s/l | 34 | 0.10 | 1.26499 | 1.26499 | 1.28699 | -101.43 | 10285.40 |
112 | 2024.04.01 16:00 | buy | 35 | 0.10 | 1.25449 | 0.00000 | 0.00000 | ||
113 | 2024.04.01 16:00 | modify | 35 | 0.10 | 1.25449 | 1.24449 | 1.26649 | ||
114 | 2024.04.04 08:00 | t/p | 35 | 0.10 | 1.26649 | 1.24449 | 1.26649 | 119.11 | 10404.51 |
115 | 2024.04.10 16:00 | buy | 36 | 0.10 | 1.25448 | 0.00000 | 0.00000 | ||
116 | 2024.04.10 16:00 | modify | 36 | 0.10 | 1.25448 | 1.24448 | 1.26648 | ||
117 | 2024.04.12 16:00 | s/l | 36 | 0.10 | 1.24448 | 1.24448 | 1.26648 | -100.72 | 10303.79 |
118 | 2024.04.19 04:00 | buy | 37 | 0.10 | 1.24201 | 0.00000 | 0.00000 | ||
119 | 2024.04.19 04:00 | modify | 37 | 0.10 | 1.24201 | 1.23201 | 1.25401 | ||
120 | 2024.04.22 12:00 | s/l | 37 | 0.10 | 1.23201 | 1.23201 | 1.25401 | -100.18 | 10203.61 |
121 | 2024.04.22 12:00 | buy | 38 | 0.10 | 1.23175 | 0.00000 | 0.00000 | ||
122 | 2024.04.22 12:00 | modify | 38 | 0.10 | 1.23175 | 1.22175 | 1.24375 | ||
123 | 2024.04.22 16:00 | buy | 39 | 0.10 | 1.23417 | 0.00000 | 0.00000 | ||
124 | 2024.04.22 16:00 | modify | 39 | 0.10 | 1.23417 | 1.23235 | 1.24375 | ||
125 | 2024.04.22 16:00 | modify | 38 | 0.10 | 1.23175 | 1.23235 | 1.24375 | ||
126 | 2024.04.23 16:00 | t/p | 38 | 0.10 | 1.24375 | 1.23235 | 1.24375 | 119.82 | 10323.44 |
127 | 2024.04.23 16:00 | t/p | 39 | 0.10 | 1.24375 | 1.23235 | 1.24375 | 95.62 | 10419.06 |
128 | 2024.04.23 16:00 | sell | 40 | 0.10 | 1.24309 | 0.00000 | 0.00000 | ||
129 | 2024.04.23 16:00 | modify | 40 | 0.10 | 1.24309 | 1.25309 | 1.23109 | ||
130 | 2024.04.26 12:00 | s/l | 40 | 0.10 | 1.25309 | 1.25309 | 1.23109 | -100.66 | 10318.39 |
131 | 2024.05.15 16:00 | sell | 41 | 0.10 | 1.26555 | 0.00000 | 0.00000 | ||
132 | 2024.05.15 16:00 | modify | 41 | 0.10 | 1.26555 | 1.27555 | 1.25355 | ||
133 | 2024.05.22 08:00 | s/l | 41 | 0.10 | 1.27555 | 1.27555 | 1.25355 | -100.93 | 10217.46 |
134 | 2024.06.07 16:00 | buy | 42 | 0.10 | 1.27277 | 0.00000 | 0.00000 | ||
135 | 2024.06.07 16:00 | modify | 42 | 0.10 | 1.27277 | 1.26277 | 1.28477 | ||
136 | 2024.06.12 08:00 | buy | 43 | 0.10 | 1.27534 | 0.00000 | 0.00000 | ||
137 | 2024.06.12 08:00 | modify | 43 | 0.10 | 1.27534 | 1.27337 | 1.28477 | ||
138 | 2024.06.12 08:00 | modify | 42 | 0.10 | 1.27277 | 1.27337 | 1.28477 | ||
139 | 2024.06.12 16:00 | t/p | 42 | 0.10 | 1.28477 | 1.27337 | 1.28477 | 119.46 | 10336.92 |
140 | 2024.06.12 16:00 | t/p | 43 | 0.10 | 1.28477 | 1.27337 | 1.28477 | 94.30 | 10431.22 |
141 | 2024.06.12 16:00 | sell | 44 | 0.10 | 1.28398 | 0.00000 | 0.00000 | ||
142 | 2024.06.12 16:00 | modify | 44 | 0.10 | 1.28398 | 1.29398 | 1.27198 | ||
143 | 2024.06.14 12:00 | t/p | 44 | 0.10 | 1.27198 | 1.29398 | 1.27198 | 119.47 | 10550.69 |
144 | 2024.06.14 12:00 | buy | 45 | 0.10 | 1.27070 | 0.00000 | 0.00000 | ||
145 | 2024.06.14 12:00 | modify | 45 | 0.10 | 1.27070 | 1.26070 | 1.28270 | ||
146 | 2024.06.28 23:59 | t/p | 45 | 0.10 | 1.28270 | 1.26070 | 1.28270 | 117.49 | 10668.19 |