| Symbol | GBPCAD (Great Britain Pound vs Canadian $ - 1 lot = 100,000) | ||||
| Period | 5 Minutes (M5) 2024.12.01 22:05 - 2024.12.31 21:59 (2024.12.01 - 2025.01.01) | ||||
| Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
| Parameters | PSMHelp="************************************"; Lots_WithTrend=0.1; Lots_CounterTrend=0; TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; MAISHelp="************************************"; MA_TimeFrame=9; MA_Period=18; MA_Method=0; MA_AppliedPrice=0; MA_Shift=1; MA_DirOption=1; GapSize=3; CUTCHelp="------------------------------------"; MaxOpenTicketCount=0; MaxOpenTradeDuration=0; MaxSpreadPips=6; LevelSensitivity=5; ATMMHelp="************************************"; StopLoss=0; TakeProfit=90; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TrendChangeAction=0; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=0; CDPHelp="------------------------------------"; Run_TargetProfitAmount=300; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=50; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; DPTHelp="------------------------------------"; Run_ProfitTrailingStart=40; Run_ProfitTrailingStop=20; Run_ProfitTrailingStep=10; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWT2Help="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=30; EntryWindow_UntilHour=9; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OHelp="************************************"; ShowExpandedPriceLevels=3; PriceLevelsColourScheme=7; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; CloseoutTextColour=Gray; CloseoutTextDisplay=1; CFDTickScaling=0; MagicNumber=210603; | ||||
| Bars in test | 7088 | Ticks modelled | 13160 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 1000.00 | Spread | 50 | ||
| Total net profit | -932.91 | Gross profit | 2027.55 | Gross loss | -2960.45 |
| Profit factor | 0.68 | Expected payoff | -23.32 | ||
| Absolute drawdown | 932.91 | Maximal drawdown | 2024.82 (96.79%) | Relative drawdown | 96.79% (2024.82) |
| Total trades | 40 | Short positions (won %) | 10 (100.00%) | Long positions (won %) | 30 (76.67%) |
| Profit trades (% of total) | 33 (82.50%) | Loss trades (% of total) | 7 (17.50%) | ||
| Largest | profit trade | 65.06 | loss trade | -472.25 | |
| Average | profit trade | 61.44 | loss trade | -422.92 | |
| Maximum | consecutive wins (profit in money) | 33 (2027.55) | consecutive losses (loss in money) | 7 (-2960.45) | |
| Maximal | consecutive profit (count of wins) | 2027.55 (33) | consecutive loss (count of losses) | -2960.45 (7) | |
| Average | consecutive wins | 33 | consecutive losses | 7 | |

| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.12.02 08:30 | buy | 1 | 0.10 | 1.78216 | 0.00000 | 0.00000 | ||
| 2 | 2024.12.02 08:30 | modify | 1 | 0.10 | 1.78216 | 0.00000 | 1.79116 | ||
| 3 | 2024.12.02 08:45 | buy | 2 | 0.10 | 1.78257 | 0.00000 | 0.00000 | ||
| 4 | 2024.12.02 08:45 | modify | 2 | 0.10 | 1.78257 | 0.00000 | 1.79157 | ||
| 5 | 2024.12.03 08:35 | buy | 3 | 0.10 | 1.77847 | 0.00000 | 0.00000 | ||
| 6 | 2024.12.03 08:35 | modify | 3 | 0.10 | 1.77847 | 0.00000 | 1.78747 | ||
| 7 | 2024.12.03 08:45 | buy | 4 | 0.10 | 1.77835 | 0.00000 | 0.00000 | ||
| 8 | 2024.12.03 08:45 | modify | 4 | 0.10 | 1.77835 | 0.00000 | 1.78735 | ||
| 9 | 2024.12.04 08:30 | buy | 5 | 0.10 | 1.78381 | 0.00000 | 0.00000 | ||
| 10 | 2024.12.04 08:30 | modify | 5 | 0.10 | 1.78381 | 0.00000 | 1.79281 | ||
| 11 | 2024.12.04 08:35 | buy | 6 | 0.10 | 1.78365 | 0.00000 | 0.00000 | ||
| 12 | 2024.12.04 08:35 | modify | 6 | 0.10 | 1.78365 | 0.00000 | 1.79265 | ||
| 13 | 2024.12.04 08:45 | buy | 7 | 0.10 | 1.78434 | 0.00000 | 0.00000 | ||
| 14 | 2024.12.04 08:45 | modify | 7 | 0.10 | 1.78434 | 0.00000 | 1.79334 | ||
| 15 | 2024.12.04 08:50 | buy | 8 | 0.10 | 1.78333 | 0.00000 | 0.00000 | ||
| 16 | 2024.12.04 08:50 | modify | 8 | 0.10 | 1.78333 | 0.00000 | 1.79233 | ||
| 17 | 2024.12.04 15:55 | t/p | 4 | 0.10 | 1.78735 | 0.00000 | 1.78735 | 62.97 | 1062.97 |
| 18 | 2024.12.04 16:05 | t/p | 3 | 0.10 | 1.78747 | 0.00000 | 1.78747 | 62.97 | 1125.94 |
| 19 | 2024.12.05 08:45 | buy | 9 | 0.10 | 1.79017 | 0.00000 | 0.00000 | ||
| 20 | 2024.12.05 08:45 | modify | 9 | 0.10 | 1.79017 | 0.00000 | 1.79917 | ||
| 21 | 2024.12.05 17:40 | t/p | 1 | 0.10 | 1.79116 | 0.00000 | 1.79116 | 64.17 | 1190.10 |
| 22 | 2024.12.05 17:40 | t/p | 2 | 0.10 | 1.79157 | 0.00000 | 1.79157 | 64.17 | 1254.27 |
| 23 | 2024.12.06 08:40 | buy | 10 | 0.10 | 1.79162 | 0.00000 | 0.00000 | ||
| 24 | 2024.12.06 08:40 | modify | 10 | 0.10 | 1.79162 | 0.00000 | 1.80062 | ||
| 25 | 2024.12.06 11:50 | t/p | 5 | 0.10 | 1.79281 | 0.00000 | 1.79281 | 63.87 | 1318.14 |
| 26 | 2024.12.06 11:50 | t/p | 6 | 0.10 | 1.79265 | 0.00000 | 1.79265 | 63.87 | 1382.00 |
| 27 | 2024.12.06 11:50 | t/p | 8 | 0.10 | 1.79233 | 0.00000 | 1.79233 | 63.87 | 1445.87 |
| 28 | 2024.12.06 12:00 | t/p | 7 | 0.10 | 1.79334 | 0.00000 | 1.79334 | 63.87 | 1509.74 |
| 29 | 2024.12.06 13:40 | t/p | 9 | 0.10 | 1.79917 | 0.00000 | 1.79917 | 62.97 | 1572.70 |
| 30 | 2024.12.06 13:45 | t/p | 10 | 0.10 | 1.80062 | 0.00000 | 1.80062 | 62.67 | 1635.37 |
| 31 | 2024.12.09 08:30 | buy | 11 | 0.10 | 1.80688 | 0.00000 | 0.00000 | ||
| 32 | 2024.12.09 08:30 | modify | 11 | 0.10 | 1.80688 | 0.00000 | 1.81588 | ||
| 33 | 2024.12.10 08:30 | buy | 12 | 0.10 | 1.80870 | 0.00000 | 0.00000 | ||
| 34 | 2024.12.10 08:30 | modify | 12 | 0.10 | 1.80870 | 0.00000 | 1.81770 | ||
| 35 | 2024.12.10 08:40 | buy | 13 | 0.10 | 1.80837 | 0.00000 | 0.00000 | ||
| 36 | 2024.12.10 08:40 | modify | 13 | 0.10 | 1.80837 | 0.00000 | 1.81737 | ||
| 37 | 2024.12.10 08:45 | buy | 14 | 0.10 | 1.80801 | 0.00000 | 0.00000 | ||
| 38 | 2024.12.10 08:45 | modify | 14 | 0.10 | 1.80801 | 0.00000 | 1.81701 | ||
| 39 | 2024.12.10 08:55 | buy | 15 | 0.10 | 1.80776 | 0.00000 | 0.00000 | ||
| 40 | 2024.12.10 08:55 | modify | 15 | 0.10 | 1.80776 | 0.00000 | 1.81676 | ||
| 41 | 2024.12.12 08:35 | sell | 16 | 0.10 | 1.80453 | 0.00000 | 0.00000 | ||
| 42 | 2024.12.12 08:35 | modify | 16 | 0.10 | 1.80453 | 0.00000 | 1.79553 | ||
| 43 | 2024.12.12 08:50 | sell | 17 | 0.10 | 1.80304 | 0.00000 | 0.00000 | ||
| 44 | 2024.12.12 08:50 | modify | 17 | 0.10 | 1.80304 | 0.00000 | 1.79404 | ||
| 45 | 2024.12.13 08:30 | sell | 18 | 0.10 | 1.79650 | 0.00000 | 0.00000 | ||
| 46 | 2024.12.13 08:30 | modify | 18 | 0.10 | 1.79650 | 0.00000 | 1.78750 | ||
| 47 | 2024.12.13 08:40 | sell | 19 | 0.10 | 1.79715 | 0.00000 | 0.00000 | ||
| 48 | 2024.12.13 08:40 | modify | 19 | 0.10 | 1.79715 | 0.00000 | 1.78815 | ||
| 49 | 2024.12.13 08:50 | sell | 20 | 0.10 | 1.79616 | 0.00000 | 0.00000 | ||
| 50 | 2024.12.13 08:50 | modify | 20 | 0.10 | 1.79616 | 0.00000 | 1.78716 | ||
| 51 | 2024.12.13 15:55 | t/p | 16 | 0.10 | 1.79553 | 0.00000 | 1.79553 | 61.80 | 1697.17 |
| 52 | 2024.12.15 22:04 | t/p | 17 | 0.10 | 1.79404 | 0.00000 | 1.79404 | 61.79 | 1758.96 |
| 53 | 2024.12.16 08:40 | sell | 21 | 0.10 | 1.79782 | 0.00000 | 0.00000 | ||
| 54 | 2024.12.16 08:40 | modify | 21 | 0.10 | 1.79782 | 0.00000 | 1.78882 | ||
| 55 | 2024.12.16 08:45 | buy | 22 | 0.10 | 1.79817 | 0.00000 | 0.00000 | ||
| 56 | 2024.12.16 08:45 | modify | 22 | 0.10 | 1.79817 | 0.00000 | 1.80717 | ||
| 57 | 2024.12.16 21:00 | t/p | 22 | 0.10 | 1.80717 | 0.00000 | 1.80717 | 62.67 | 1821.63 |
| 58 | 2024.12.17 08:45 | buy | 23 | 0.10 | 1.81325 | 0.00000 | 0.00000 | ||
| 59 | 2024.12.17 08:45 | modify | 23 | 0.10 | 1.81325 | 0.00000 | 1.82225 | ||
| 60 | 2024.12.17 12:50 | t/p | 11 | 0.10 | 1.81588 | 0.00000 | 1.81588 | 65.06 | 1886.69 |
| 61 | 2024.12.17 15:20 | t/p | 12 | 0.10 | 1.81770 | 0.00000 | 1.81770 | 64.76 | 1951.45 |
| 62 | 2024.12.17 15:20 | t/p | 13 | 0.10 | 1.81737 | 0.00000 | 1.81737 | 64.76 | 2016.22 |
| 63 | 2024.12.17 15:20 | t/p | 14 | 0.10 | 1.81701 | 0.00000 | 1.81701 | 64.76 | 2080.98 |
| 64 | 2024.12.17 15:20 | t/p | 15 | 0.10 | 1.81676 | 0.00000 | 1.81676 | 64.76 | 2145.74 |
| 65 | 2024.12.18 07:05 | t/p | 23 | 0.10 | 1.82225 | 0.00000 | 1.82225 | 62.97 | 2208.71 |
| 66 | 2024.12.18 08:30 | sell | 24 | 0.10 | 1.81643 | 0.00000 | 0.00000 | ||
| 67 | 2024.12.18 08:30 | modify | 24 | 0.10 | 1.81643 | 0.00000 | 1.80743 | ||
| 68 | 2024.12.18 08:35 | sell | 25 | 0.10 | 1.81693 | 0.00000 | 0.00000 | ||
| 69 | 2024.12.18 08:35 | modify | 25 | 0.10 | 1.81693 | 0.00000 | 1.80793 | ||
| 70 | 2024.12.19 08:30 | buy | 26 | 0.10 | 1.81845 | 0.00000 | 0.00000 | ||
| 71 | 2024.12.19 08:30 | modify | 26 | 0.10 | 1.81845 | 0.00000 | 1.82745 | ||
| 72 | 2024.12.19 08:35 | buy | 27 | 0.10 | 1.81814 | 0.00000 | 0.00000 | ||
| 73 | 2024.12.19 08:35 | modify | 27 | 0.10 | 1.81814 | 0.00000 | 1.82714 | ||
| 74 | 2024.12.19 08:40 | buy | 28 | 0.10 | 1.81785 | 0.00000 | 0.00000 | ||
| 75 | 2024.12.19 08:40 | modify | 28 | 0.10 | 1.81785 | 0.00000 | 1.82685 | ||
| 76 | 2024.12.19 08:50 | buy | 29 | 0.10 | 1.82016 | 0.00000 | 0.00000 | ||
| 77 | 2024.12.19 08:50 | modify | 29 | 0.10 | 1.82016 | 0.00000 | 1.82916 | ||
| 78 | 2024.12.19 14:35 | t/p | 24 | 0.10 | 1.80743 | 0.00000 | 1.80743 | 60.04 | 2268.75 |
| 79 | 2024.12.19 14:35 | t/p | 25 | 0.10 | 1.80793 | 0.00000 | 1.80793 | 60.04 | 2328.79 |
| 80 | 2024.12.23 08:35 | buy | 30 | 0.10 | 1.80788 | 0.00000 | 0.00000 | ||
| 81 | 2024.12.23 08:35 | modify | 30 | 0.10 | 1.80788 | 0.00000 | 1.81688 | ||
| 82 | 2024.12.24 08:30 | buy | 31 | 0.10 | 1.80358 | 0.00000 | 0.00000 | ||
| 83 | 2024.12.24 08:30 | modify | 31 | 0.10 | 1.80358 | 0.00000 | 1.81258 | ||
| 84 | 2024.12.24 08:40 | buy | 32 | 0.10 | 1.80492 | 0.00000 | 0.00000 | ||
| 85 | 2024.12.24 08:40 | modify | 32 | 0.10 | 1.80492 | 0.00000 | 1.81392 | ||
| 86 | 2024.12.26 08:30 | buy | 33 | 0.10 | 1.80305 | 0.00000 | 0.00000 | ||
| 87 | 2024.12.26 08:30 | modify | 33 | 0.10 | 1.80305 | 0.00000 | 1.81205 | ||
| 88 | 2024.12.26 08:35 | buy | 34 | 0.10 | 1.80335 | 0.00000 | 0.00000 | ||
| 89 | 2024.12.26 08:35 | modify | 34 | 0.10 | 1.80335 | 0.00000 | 1.81235 | ||
| 90 | 2024.12.27 08:30 | buy | 35 | 0.10 | 1.80403 | 0.00000 | 0.00000 | ||
| 91 | 2024.12.27 08:30 | modify | 35 | 0.10 | 1.80403 | 0.00000 | 1.81303 | ||
| 92 | 2024.12.27 08:35 | buy | 36 | 0.10 | 1.80452 | 0.00000 | 0.00000 | ||
| 93 | 2024.12.27 08:35 | modify | 36 | 0.10 | 1.80452 | 0.00000 | 1.81352 | ||
| 94 | 2024.12.27 08:45 | sell | 37 | 0.10 | 1.80352 | 0.00000 | 0.00000 | ||
| 95 | 2024.12.27 08:45 | modify | 37 | 0.10 | 1.80352 | 0.00000 | 1.79452 | ||
| 96 | 2024.12.27 15:35 | t/p | 33 | 0.10 | 1.81205 | 0.00000 | 1.81205 | 62.97 | 2391.76 |
| 97 | 2024.12.27 15:40 | t/p | 34 | 0.10 | 1.81235 | 0.00000 | 1.81235 | 62.97 | 2454.72 |
| 98 | 2024.12.27 15:45 | t/p | 31 | 0.10 | 1.81258 | 0.00000 | 1.81258 | 64.17 | 2518.89 |
| 99 | 2024.12.27 15:50 | t/p | 35 | 0.10 | 1.81303 | 0.00000 | 1.81303 | 62.67 | 2581.56 |
| 100 | 2024.12.27 15:55 | t/p | 36 | 0.10 | 1.81352 | 0.00000 | 1.81352 | 62.67 | 2644.23 |
| 101 | 2024.12.27 16:25 | t/p | 32 | 0.10 | 1.81392 | 0.00000 | 1.81392 | 64.17 | 2708.40 |
| 102 | 2024.12.30 08:40 | sell | 38 | 0.10 | 1.81031 | 0.00000 | 0.00000 | ||
| 103 | 2024.12.30 08:40 | modify | 38 | 0.10 | 1.81031 | 0.00000 | 1.80131 | ||
| 104 | 2024.12.30 15:55 | t/p | 38 | 0.10 | 1.80131 | 0.00000 | 1.80131 | 62.66 | 2771.06 |
| 105 | 2024.12.31 08:30 | buy | 39 | 0.10 | 1.80467 | 0.00000 | 0.00000 | ||
| 106 | 2024.12.31 08:30 | modify | 39 | 0.10 | 1.80467 | 0.00000 | 1.81367 | ||
| 107 | 2024.12.31 08:45 | buy | 40 | 0.10 | 1.80344 | 0.00000 | 0.00000 | ||
| 108 | 2024.12.31 08:45 | modify | 40 | 0.10 | 1.80344 | 0.00000 | 1.81244 | ||
| 109 | 2024.12.31 21:59 | t/p | 18 | 0.10 | 1.78750 | 0.00000 | 1.78750 | 48.68 | 2819.73 |
| 110 | 2024.12.31 21:59 | t/p | 19 | 0.10 | 1.78815 | 0.00000 | 1.78815 | 48.67 | 2868.40 |
| 111 | 2024.12.31 21:59 | t/p | 20 | 0.10 | 1.78716 | 0.00000 | 1.78716 | 48.68 | 2917.08 |
| 112 | 2024.12.31 21:59 | t/p | 21 | 0.10 | 1.78882 | 0.00000 | 1.78882 | 49.55 | 2966.64 |
| 113 | 2024.12.31 21:59 | t/p | 37 | 0.10 | 1.79452 | 0.00000 | 1.79452 | 60.91 | 3027.55 |
| 114 | 2024.12.31 21:59 | close at stop | 40 | 0.10 | 1.75191 | 0.00000 | 1.81244 | -358.81 | 2668.74 |
| 115 | 2024.12.31 21:59 | close at stop | 39 | 0.10 | 1.75191 | 0.00000 | 1.81367 | -367.38 | 2301.36 |
| 116 | 2024.12.31 21:59 | close at stop | 30 | 0.10 | 1.75191 | 0.00000 | 1.81688 | -387.34 | 1914.02 |
| 117 | 2024.12.31 21:59 | close at stop | 29 | 0.10 | 1.75191 | 0.00000 | 1.82916 | -472.25 | 1441.77 |
| 118 | 2024.12.31 21:59 | close at stop | 28 | 0.10 | 1.75191 | 0.00000 | 1.82685 | -456.16 | 985.61 |
| 119 | 2024.12.31 21:59 | close at stop | 27 | 0.10 | 1.75191 | 0.00000 | 1.82714 | -458.18 | 527.43 |
| 120 | 2024.12.31 21:59 | close at stop | 26 | 0.10 | 1.75191 | 0.00000 | 1.82745 | -460.34 | 67.09 |