Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | RBSL2Help="===================================="; MA_Period=19; MA_Shift=13; MA_Method=0; PositionAction=1; TrendFollowMethod=1; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=10; MaxTrades=11; MaxTradesAction=0; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; ISTMHelp="------------------------------------"; InitialStopLoss=250; TakeProfit=270; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; 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="===================================="; CFDTickScaling=0; MagicNumber=200828; | ||||
Bars in test | 1911 | Ticks modelled | 28867108 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | -494.21 | Gross profit | 865.12 | Gross loss | -1359.33 |
Profit factor | 0.64 | Expected payoff | -13.36 | ||
Absolute drawdown | 494.21 | Maximal drawdown | 1925.67 (79.20%) | Relative drawdown | 79.20% (1925.67) |
Total trades | 37 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 21 (33.33%) |
Profit trades (% of total) | 17 (45.95%) | Loss trades (% of total) | 20 (54.05%) | ||
Largest | profit trade | 157.57 | loss trade | -146.84 | |
Average | profit trade | 50.89 | loss trade | -67.97 | |
Maximum | consecutive wins (profit in money) | 6 (213.41) | consecutive losses (loss in money) | 12 (-1282.35) | |
Maximal | consecutive profit (count of wins) | 473.42 (4) | consecutive loss (count of losses) | -1282.35 (12) | |
Average | consecutive wins | 3 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.01 00:00 | sell | 1 | 0.10 | 2.09215 | 0.00000 | 0.00000 | ||
2 | 2023.11.01 00:00 | modify | 1 | 0.10 | 2.09215 | 2.11715 | 2.06515 | ||
3 | 2023.11.01 04:00 | sell | 2 | 0.10 | 2.09195 | 0.00000 | 0.00000 | ||
4 | 2023.11.01 04:00 | modify | 2 | 0.10 | 2.09195 | 2.11695 | 2.06495 | ||
5 | 2023.11.01 08:00 | sell | 3 | 0.10 | 2.09001 | 0.00000 | 0.00000 | ||
6 | 2023.11.01 08:00 | modify | 3 | 0.10 | 2.09001 | 2.11501 | 2.06301 | ||
7 | 2023.11.01 12:00 | sell | 4 | 0.10 | 2.08232 | 0.00000 | 0.00000 | ||
8 | 2023.11.01 12:00 | modify | 4 | 0.10 | 2.08232 | 2.10732 | 2.05532 | ||
9 | 2023.11.01 16:00 | sell | 5 | 0.10 | 2.08003 | 0.00000 | 0.00000 | ||
10 | 2023.11.01 16:00 | modify | 5 | 0.10 | 2.08003 | 2.10503 | 2.05303 | ||
11 | 2023.11.01 20:00 | sell | 6 | 0.10 | 2.07639 | 0.00000 | 0.00000 | ||
12 | 2023.11.01 20:00 | modify | 6 | 0.10 | 2.07639 | 2.10139 | 2.04939 | ||
13 | 2023.11.02 00:00 | sell | 7 | 0.10 | 2.07174 | 0.00000 | 0.00000 | ||
14 | 2023.11.02 00:00 | modify | 7 | 0.10 | 2.07174 | 2.09674 | 2.04474 | ||
15 | 2023.11.02 04:00 | sell | 8 | 0.10 | 2.07000 | 0.00000 | 0.00000 | ||
16 | 2023.11.02 04:00 | modify | 8 | 0.10 | 2.07000 | 2.09500 | 2.04300 | ||
17 | 2023.11.02 08:00 | sell | 9 | 0.10 | 2.06820 | 0.00000 | 0.00000 | ||
18 | 2023.11.02 08:00 | modify | 9 | 0.10 | 2.06820 | 2.09320 | 2.04120 | ||
19 | 2023.11.02 09:11 | t/p | 1 | 0.10 | 2.06515 | 2.11715 | 2.06515 | 157.57 | 1157.57 |
20 | 2023.11.02 09:11 | t/p | 2 | 0.10 | 2.06495 | 2.11695 | 2.06495 | 157.57 | 1315.15 |
21 | 2023.11.02 09:41 | t/p | 3 | 0.10 | 2.06301 | 2.11501 | 2.06301 | 157.57 | 1472.72 |
22 | 2023.11.02 12:00 | sell | 10 | 0.10 | 2.06785 | 0.00000 | 0.00000 | ||
23 | 2023.11.02 12:00 | modify | 10 | 0.10 | 2.06785 | 2.09285 | 2.04085 | ||
24 | 2023.11.02 16:00 | sell | 11 | 0.10 | 2.06848 | 0.00000 | 0.00000 | ||
25 | 2023.11.02 16:00 | modify | 11 | 0.10 | 2.06848 | 2.09348 | 2.04148 | ||
26 | 2023.11.02 20:00 | sell | 12 | 0.10 | 2.07003 | 0.00000 | 0.00000 | ||
27 | 2023.11.02 20:00 | modify | 12 | 0.10 | 2.07003 | 2.09503 | 2.04303 | ||
28 | 2023.11.03 00:00 | sell | 13 | 0.10 | 2.06737 | 0.00000 | 0.00000 | ||
29 | 2023.11.03 00:00 | modify | 13 | 0.10 | 2.06737 | 2.09237 | 2.04037 | ||
30 | 2023.11.03 04:00 | sell | 14 | 0.10 | 2.06885 | 0.00000 | 0.00000 | ||
31 | 2023.11.03 04:00 | modify | 14 | 0.10 | 2.06885 | 2.09385 | 2.04185 | ||
32 | 2023.11.08 12:00 | close | 14 | 0.10 | 2.06862 | 2.09385 | 2.04185 | 0.69 | 1473.42 |
33 | 2023.11.08 12:00 | close | 13 | 0.10 | 2.06862 | 2.09237 | 2.04037 | -7.98 | 1465.44 |
34 | 2023.11.08 12:00 | close | 12 | 0.10 | 2.06862 | 2.09503 | 2.04303 | 7.39 | 1472.83 |
35 | 2023.11.08 12:00 | close | 11 | 0.10 | 2.06862 | 2.09348 | 2.04148 | -1.69 | 1471.13 |
36 | 2023.11.08 12:00 | close | 10 | 0.10 | 2.06862 | 2.09285 | 2.04085 | -5.38 | 1465.75 |
37 | 2023.11.08 12:00 | close | 9 | 0.10 | 2.06862 | 2.09320 | 2.04120 | -3.33 | 1462.41 |
38 | 2023.11.08 12:00 | close | 8 | 0.10 | 2.06862 | 2.09500 | 2.04300 | 7.22 | 1469.63 |
39 | 2023.11.08 12:00 | close | 7 | 0.10 | 2.06862 | 2.09674 | 2.04474 | 17.42 | 1487.04 |
40 | 2023.11.08 12:00 | close | 6 | 0.10 | 2.06862 | 2.10139 | 2.04939 | 44.01 | 1531.05 |
41 | 2023.11.08 12:00 | close | 5 | 0.10 | 2.06862 | 2.10503 | 2.05303 | 65.34 | 1596.39 |
42 | 2023.11.08 12:00 | close | 4 | 0.10 | 2.06862 | 2.10732 | 2.05532 | 78.76 | 1675.15 |
43 | 2023.11.08 12:00 | buy | 15 | 0.10 | 2.06862 | 0.00000 | 0.00000 | ||
44 | 2023.11.08 12:00 | modify | 15 | 0.10 | 2.06862 | 2.04362 | 2.09562 | ||
45 | 2023.11.08 16:00 | buy | 16 | 0.10 | 2.07597 | 0.00000 | 0.00000 | ||
46 | 2023.11.08 16:00 | modify | 16 | 0.10 | 2.07597 | 2.05097 | 2.10297 | ||
47 | 2023.11.08 20:00 | buy | 17 | 0.10 | 2.07914 | 0.00000 | 0.00000 | ||
48 | 2023.11.08 20:00 | modify | 17 | 0.10 | 2.07914 | 2.05414 | 2.10614 | ||
49 | 2023.11.09 00:00 | buy | 18 | 0.10 | 2.07827 | 0.00000 | 0.00000 | ||
50 | 2023.11.09 00:00 | modify | 18 | 0.10 | 2.07827 | 2.05327 | 2.10527 | ||
51 | 2023.11.09 04:00 | buy | 19 | 0.10 | 2.07413 | 0.00000 | 0.00000 | ||
52 | 2023.11.09 04:00 | modify | 19 | 0.10 | 2.07413 | 2.04913 | 2.10113 | ||
53 | 2023.11.09 08:00 | buy | 20 | 0.10 | 2.07124 | 0.00000 | 0.00000 | ||
54 | 2023.11.09 08:00 | modify | 20 | 0.10 | 2.07124 | 2.04624 | 2.09824 | ||
55 | 2023.11.09 12:00 | buy | 21 | 0.10 | 2.06878 | 0.00000 | 0.00000 | ||
56 | 2023.11.09 12:00 | modify | 21 | 0.10 | 2.06878 | 2.04378 | 2.09578 | ||
57 | 2023.11.09 16:00 | buy | 22 | 0.10 | 2.06551 | 0.00000 | 0.00000 | ||
58 | 2023.11.09 16:00 | modify | 22 | 0.10 | 2.06551 | 2.04051 | 2.09251 | ||
59 | 2023.11.09 20:00 | buy | 23 | 0.10 | 2.07027 | 0.00000 | 0.00000 | ||
60 | 2023.11.09 20:00 | modify | 23 | 0.10 | 2.07027 | 2.04527 | 2.09727 | ||
61 | 2023.11.10 00:00 | buy | 24 | 0.10 | 2.07491 | 0.00000 | 0.00000 | ||
62 | 2023.11.10 00:00 | modify | 24 | 0.10 | 2.07491 | 2.04991 | 2.10191 | ||
63 | 2023.11.10 04:00 | buy | 25 | 0.10 | 2.07460 | 0.00000 | 0.00000 | ||
64 | 2023.11.10 04:00 | modify | 25 | 0.10 | 2.07460 | 2.04960 | 2.10160 | ||
65 | 2023.11.13 04:00 | close | 25 | 0.10 | 2.07478 | 2.04960 | 2.10160 | 0.68 | 1675.83 |
66 | 2023.11.13 04:00 | close | 24 | 0.10 | 2.07478 | 2.04991 | 2.10191 | -1.13 | 1674.69 |
67 | 2023.11.13 04:00 | close | 23 | 0.10 | 2.07478 | 2.04527 | 2.09727 | 25.67 | 1700.36 |
68 | 2023.11.13 04:00 | close | 22 | 0.10 | 2.07478 | 2.04051 | 2.09251 | 53.56 | 1753.93 |
69 | 2023.11.13 04:00 | close | 21 | 0.10 | 2.07478 | 2.04378 | 2.09578 | 34.40 | 1788.33 |
70 | 2023.11.13 04:00 | close | 20 | 0.10 | 2.07478 | 2.04624 | 2.09824 | 19.99 | 1808.32 |
71 | 2023.11.13 04:00 | close | 19 | 0.10 | 2.07478 | 2.04913 | 2.10113 | 3.06 | 1811.38 |
72 | 2023.11.13 04:00 | close | 18 | 0.10 | 2.07478 | 2.05327 | 2.10527 | -21.20 | 1790.18 |
73 | 2023.11.13 04:00 | close | 17 | 0.10 | 2.07478 | 2.05414 | 2.10614 | -27.42 | 1762.76 |
74 | 2023.11.13 04:00 | close | 16 | 0.10 | 2.07478 | 2.05097 | 2.10297 | -8.84 | 1753.92 |
75 | 2023.11.13 04:00 | close | 15 | 0.10 | 2.07478 | 2.04362 | 2.09562 | 34.22 | 1788.14 |
76 | 2023.11.13 04:00 | sell | 26 | 0.10 | 2.07478 | 0.00000 | 0.00000 | ||
77 | 2023.11.13 04:00 | modify | 26 | 0.10 | 2.07478 | 2.09978 | 2.04778 | ||
78 | 2023.11.13 08:00 | sell | 27 | 0.10 | 2.07644 | 0.00000 | 0.00000 | ||
79 | 2023.11.13 08:00 | modify | 27 | 0.10 | 2.07644 | 2.10144 | 2.04944 | ||
80 | 2023.11.13 12:00 | close | 27 | 0.10 | 2.08245 | 2.10144 | 2.04944 | -35.22 | 1752.92 |
81 | 2023.11.13 12:00 | close | 26 | 0.10 | 2.08245 | 2.09978 | 2.04778 | -44.95 | 1707.97 |
82 | 2023.11.13 12:00 | buy | 28 | 0.10 | 2.08245 | 0.00000 | 0.00000 | ||
83 | 2023.11.13 12:00 | modify | 28 | 0.10 | 2.08245 | 2.05745 | 2.10945 | ||
84 | 2023.11.13 16:00 | buy | 29 | 0.10 | 2.08274 | 0.00000 | 0.00000 | ||
85 | 2023.11.13 16:00 | modify | 29 | 0.10 | 2.08274 | 2.05774 | 2.10974 | ||
86 | 2023.11.13 20:00 | buy | 30 | 0.10 | 2.08694 | 0.00000 | 0.00000 | ||
87 | 2023.11.13 20:00 | modify | 30 | 0.10 | 2.08694 | 2.06194 | 2.11394 | ||
88 | 2023.11.14 00:00 | buy | 31 | 0.10 | 2.08799 | 0.00000 | 0.00000 | ||
89 | 2023.11.14 00:00 | modify | 31 | 0.10 | 2.08799 | 2.06299 | 2.11499 | ||
90 | 2023.11.14 04:00 | buy | 32 | 0.10 | 2.08976 | 0.00000 | 0.00000 | ||
91 | 2023.11.14 04:00 | modify | 32 | 0.10 | 2.08976 | 2.06476 | 2.11676 | ||
92 | 2023.11.14 08:00 | buy | 33 | 0.10 | 2.09472 | 0.00000 | 0.00000 | ||
93 | 2023.11.14 08:00 | modify | 33 | 0.10 | 2.09472 | 2.06972 | 2.12172 | ||
94 | 2023.11.14 12:00 | buy | 34 | 0.10 | 2.09411 | 0.00000 | 0.00000 | ||
95 | 2023.11.14 12:00 | modify | 34 | 0.10 | 2.09411 | 2.06911 | 2.12111 | ||
96 | 2023.11.14 16:00 | buy | 35 | 0.10 | 2.08555 | 0.00000 | 0.00000 | ||
97 | 2023.11.14 16:00 | modify | 35 | 0.10 | 2.08555 | 2.06055 | 2.11255 | ||
98 | 2023.11.14 20:00 | buy | 36 | 0.10 | 2.07992 | 0.00000 | 0.00000 | ||
99 | 2023.11.14 20:00 | modify | 36 | 0.10 | 2.07992 | 2.05492 | 2.10692 | ||
100 | 2023.11.15 00:00 | buy | 37 | 0.10 | 2.08124 | 0.00000 | 0.00000 | ||
101 | 2023.11.15 00:00 | modify | 37 | 0.10 | 2.08124 | 2.05624 | 2.10824 | ||
102 | 2023.11.15 07:00 | s/l | 33 | 0.10 | 2.06972 | 2.06972 | 2.12172 | -146.84 | 1561.13 |
103 | 2023.11.15 07:02 | s/l | 34 | 0.10 | 2.06911 | 2.06911 | 2.12111 | -146.84 | 1414.28 |
104 | 2023.11.15 08:27 | close at stop | 37 | 0.10 | 2.06527 | 2.05624 | 2.10824 | -93.56 | 1320.72 |
105 | 2023.11.15 08:27 | close at stop | 36 | 0.10 | 2.06527 | 2.05492 | 2.10692 | -86.20 | 1234.52 |
106 | 2023.11.15 08:27 | close at stop | 35 | 0.10 | 2.06527 | 2.06055 | 2.11255 | -119.18 | 1115.34 |
107 | 2023.11.15 08:27 | close at stop | 32 | 0.10 | 2.06527 | 2.06476 | 2.11676 | -143.85 | 971.48 |
108 | 2023.11.15 08:27 | close at stop | 31 | 0.10 | 2.06527 | 2.06299 | 2.11499 | -133.48 | 838.00 |
109 | 2023.11.15 08:27 | close at stop | 30 | 0.10 | 2.06527 | 2.06194 | 2.11394 | -127.71 | 710.29 |
110 | 2023.11.15 08:27 | close at stop | 29 | 0.10 | 2.06527 | 2.05774 | 2.10974 | -103.10 | 607.19 |
111 | 2023.11.15 08:27 | close at stop | 28 | 0.10 | 2.06527 | 2.05745 | 2.10945 | -101.40 | 505.79 |