Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 15 Minutes (M15) 2023.09.01 00:00 - 2024.08.30 20:45 (2023.09.01 - 2024.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | TDSMHelp="************************************"; AllowedDirection=3; TradeDirection=0; NTESHelp="************************************"; TrendLookbackBars=2; VolumeRequiredPct=100; Lots=1; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=4; ATMMHelp="************************************"; TakeProfit=120; StopLoss=120; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; CSHelp="------------------------------------"; TZ_Management=0; MHelp="************************************"; BTBHelp="------------------------------------"; TZ_UpperLevel=0; TZ_LowerLevel=0; CPLHelp="------------------------------------"; AccEq_HighAmount=0; AccEq_LowAmount=0; DTMHelp="************************************"; DailyTradingMode=1; CDPHelp="------------------------------------"; Run_TargetProfitAmount=600; Run_TargetProfitPercent=0; Run_TargetProfitPips=0; Run_ReentryAfterProfit=1; CDLHelp="------------------------------------"; Run_MaxLossAmount=100; Run_MaxLossPercent=0; Run_MaxLossPips=0; Run_ReentryAfterLoss=1; CAEWHelp="------------------------------------"; EntryWindow_CloseoutDelay=0; EntryWindow_EndAction=0; DOWTHelp="************************************"; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=22; 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; MSHelp="************************************"; MaxSpread=6; MaxNewBarEntryDelay=60; CloseoutTextColour=Gray; CloseoutTextDisplay=1; EW_StartHourColour=DarkViolet; EW_UntilHourColour=Magenta; EW_CloseoutColour=DarkOrange; TZ_LowerLevelColour=DarkViolet; TZ_UpperLevelColour=DarkViolet; CFDTickScaling=0; MagicNumber=120826; | ||||
Bars in test | 25781 | Ticks modelled | 911040 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | -619.14 | Gross profit | 835.37 | Gross loss | -1454.51 |
Profit factor | 0.57 | Expected payoff | -22.11 | ||
Absolute drawdown | 682.79 | Maximal drawdown | 785.98 (7.78%) | Relative drawdown | 7.78% (785.98) |
Total trades | 28 | Short positions (won %) | 12 (25.00%) | Long positions (won %) | 16 (50.00%) |
Profit trades (% of total) | 11 (39.29%) | Loss trades (% of total) | 17 (60.71%) | ||
Largest | profit trade | 436.89 | loss trade | -299.70 | |
Average | profit trade | 75.94 | loss trade | -85.56 | |
Maximum | consecutive wins (profit in money) | 3 (245.88) | consecutive losses (loss in money) | 6 (-352.83) | |
Maximal | consecutive profit (count of wins) | 436.89 (1) | consecutive loss (count of losses) | -352.83 (6) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.06 22:30 | buy | 1 | 1.00 | 2.12906 | 0.00000 | 0.00000 | ||
2 | 2023.09.06 22:30 | modify | 1 | 1.00 | 2.12906 | 2.11706 | 2.14106 | ||
3 | 2023.09.06 23:00 | close | 1 | 1.00 | 2.12841 | 2.11706 | 2.14106 | -40.16 | 9959.84 |
4 | 2023.09.24 22:00 | buy | 2 | 1.00 | 2.05412 | 0.00000 | 0.00000 | ||
5 | 2023.09.24 22:00 | modify | 2 | 1.00 | 2.05412 | 2.04212 | 2.06612 | ||
6 | 2023.09.24 23:00 | close | 2 | 1.00 | 2.05492 | 2.04212 | 2.06612 | 49.42 | 10009.26 |
7 | 2023.10.08 22:15 | sell | 3 | 1.00 | 2.04574 | 0.00000 | 0.00000 | ||
8 | 2023.10.08 22:15 | modify | 3 | 1.00 | 2.04574 | 2.05774 | 2.03374 | ||
9 | 2023.10.08 22:53 | close | 3 | 1.00 | 2.04747 | 2.05774 | 2.03374 | -106.91 | 9902.35 |
10 | 2023.11.16 22:45 | sell | 4 | 1.00 | 2.07843 | 0.00000 | 0.00000 | ||
11 | 2023.11.16 22:45 | modify | 4 | 1.00 | 2.07843 | 2.09043 | 2.06643 | ||
12 | 2023.11.16 23:00 | close | 4 | 1.00 | 2.07946 | 2.09043 | 2.06643 | -63.65 | 9838.70 |
13 | 2023.12.13 22:00 | sell | 5 | 1.00 | 2.04257 | 0.00000 | 0.00000 | ||
14 | 2023.12.13 22:00 | modify | 5 | 1.00 | 2.04257 | 2.05457 | 2.03057 | ||
15 | 2023.12.13 23:00 | close | 5 | 1.00 | 2.04352 | 2.05457 | 2.03057 | -58.71 | 9779.99 |
16 | 2024.01.23 22:00 | buy | 6 | 1.00 | 2.07731 | 0.00000 | 0.00000 | ||
17 | 2024.01.23 22:00 | modify | 6 | 1.00 | 2.07731 | 2.06531 | 2.08931 | ||
18 | 2024.01.23 22:02 | close | 6 | 1.00 | 2.07566 | 2.06531 | 2.08931 | -101.93 | 9678.06 |
19 | 2024.02.06 22:00 | buy | 7 | 1.00 | 2.06495 | 0.00000 | 0.00000 | ||
20 | 2024.02.06 22:00 | modify | 7 | 1.00 | 2.06495 | 2.05295 | 2.07695 | ||
21 | 2024.02.06 23:00 | close | 7 | 1.00 | 2.06479 | 2.05295 | 2.07695 | -9.89 | 9668.17 |
22 | 2024.02.22 22:00 | buy | 8 | 1.00 | 2.04308 | 0.00000 | 0.00000 | ||
23 | 2024.02.22 22:00 | modify | 8 | 1.00 | 2.04308 | 2.03108 | 2.05508 | ||
24 | 2024.02.22 23:00 | close | 8 | 1.00 | 2.04289 | 2.03108 | 2.05508 | -11.74 | 9656.43 |
25 | 2024.02.28 22:45 | buy | 9 | 1.00 | 2.07493 | 0.00000 | 0.00000 | ||
26 | 2024.02.28 22:45 | modify | 9 | 1.00 | 2.07493 | 2.06293 | 2.08693 | ||
27 | 2024.02.28 23:00 | close | 9 | 1.00 | 2.07503 | 2.06293 | 2.08693 | 6.17 | 9662.60 |
28 | 2024.02.29 22:30 | sell | 10 | 1.00 | 2.07303 | 0.00000 | 0.00000 | ||
29 | 2024.02.29 22:30 | modify | 10 | 1.00 | 2.07303 | 2.08503 | 2.06103 | ||
30 | 2024.02.29 22:58 | close | 10 | 1.00 | 2.07492 | 2.08503 | 2.06103 | -116.79 | 9545.81 |
31 | 2024.03.05 22:00 | buy | 11 | 1.00 | 2.08566 | 0.00000 | 0.00000 | ||
32 | 2024.03.05 22:00 | modify | 11 | 1.00 | 2.08566 | 2.07366 | 2.09766 | ||
33 | 2024.03.05 22:02 | close | 11 | 1.00 | 2.08390 | 2.07366 | 2.09766 | -108.73 | 9437.08 |
34 | 2024.03.12 22:00 | buy | 12 | 1.00 | 2.07972 | 0.00000 | 0.00000 | ||
35 | 2024.03.12 22:00 | modify | 12 | 1.00 | 2.07972 | 2.06772 | 2.09172 | ||
36 | 2024.03.12 23:00 | close | 12 | 1.00 | 2.08039 | 2.06772 | 2.09172 | 41.39 | 9478.47 |
37 | 2024.03.13 22:00 | buy | 13 | 1.00 | 2.07842 | 0.00000 | 0.00000 | ||
38 | 2024.03.13 22:00 | modify | 13 | 1.00 | 2.07842 | 2.06642 | 2.09042 | ||
39 | 2024.03.13 23:00 | close | 13 | 1.00 | 2.07896 | 2.06642 | 2.09042 | 33.36 | 9511.83 |
40 | 2024.03.14 22:00 | sell | 14 | 1.00 | 2.07982 | 0.00000 | 0.00000 | ||
41 | 2024.03.14 22:00 | modify | 14 | 1.00 | 2.07982 | 2.09182 | 2.06782 | ||
42 | 2024.03.14 22:03 | close | 14 | 1.00 | 2.08183 | 2.09182 | 2.06782 | -124.20 | 9387.63 |
43 | 2024.03.20 22:00 | sell | 15 | 1.00 | 2.10717 | 0.00000 | 0.00000 | ||
44 | 2024.03.20 22:00 | modify | 15 | 1.00 | 2.10717 | 2.11917 | 2.09517 | ||
45 | 2024.03.20 23:00 | close | 15 | 1.00 | 2.10010 | 2.11917 | 2.09517 | 436.89 | 9824.52 |
46 | 2024.03.21 22:00 | buy | 16 | 1.00 | 2.09422 | 0.00000 | 0.00000 | ||
47 | 2024.03.21 22:00 | modify | 16 | 1.00 | 2.09422 | 2.08222 | 2.10622 | ||
48 | 2024.03.21 23:00 | close | 16 | 1.00 | 2.09375 | 2.08222 | 2.10622 | -29.03 | 9795.49 |
49 | 2024.03.24 22:00 | buy | 17 | 1.00 | 2.10171 | 0.00000 | 0.00000 | ||
50 | 2024.03.24 22:00 | modify | 17 | 1.00 | 2.10171 | 2.08971 | 2.11371 | ||
51 | 2024.03.24 23:00 | close | 17 | 1.00 | 2.10304 | 2.08971 | 2.11371 | 82.17 | 9877.66 |
52 | 2024.03.25 22:00 | buy | 18 | 1.00 | 2.10451 | 0.00000 | 0.00000 | ||
53 | 2024.03.25 22:00 | modify | 18 | 1.00 | 2.10451 | 2.09251 | 2.11651 | ||
54 | 2024.03.25 23:00 | close | 18 | 1.00 | 2.10559 | 2.09251 | 2.11651 | 66.72 | 9944.38 |
55 | 2024.04.04 22:00 | buy | 19 | 1.00 | 2.09727 | 0.00000 | 0.00000 | ||
56 | 2024.04.04 22:00 | modify | 19 | 1.00 | 2.09727 | 2.08527 | 2.10927 | ||
57 | 2024.04.04 23:00 | close | 19 | 1.00 | 2.09884 | 2.08527 | 2.10927 | 96.99 | 10041.37 |
58 | 2024.04.09 22:00 | buy | 20 | 1.00 | 2.09212 | 0.00000 | 0.00000 | ||
59 | 2024.04.09 22:00 | modify | 20 | 1.00 | 2.09212 | 2.08012 | 2.10412 | ||
60 | 2024.04.09 22:57 | close | 20 | 1.00 | 2.09042 | 2.08012 | 2.10412 | -105.02 | 9936.35 |
61 | 2024.04.10 22:00 | buy | 21 | 1.00 | 2.09842 | 0.00000 | 0.00000 | ||
62 | 2024.04.10 22:00 | modify | 21 | 1.00 | 2.09842 | 2.08642 | 2.11042 | ||
63 | 2024.04.10 22:13 | close | 21 | 1.00 | 2.09652 | 2.08642 | 2.11042 | -117.38 | 9818.97 |
64 | 2024.05.01 22:45 | sell | 22 | 1.00 | 2.11316 | 0.00000 | 0.00000 | ||
65 | 2024.05.01 22:45 | modify | 22 | 1.00 | 2.11316 | 2.12516 | 2.10116 | ||
66 | 2024.05.01 23:00 | close | 22 | 1.00 | 2.11448 | 2.12516 | 2.10116 | -81.57 | 9737.40 |
67 | 2024.05.13 22:00 | sell | 23 | 1.00 | 2.08672 | 0.00000 | 0.00000 | ||
68 | 2024.05.13 22:00 | modify | 23 | 1.00 | 2.08672 | 2.09872 | 2.07472 | ||
69 | 2024.05.13 23:00 | close | 23 | 1.00 | 2.08658 | 2.09872 | 2.07472 | 8.66 | 9746.06 |
70 | 2024.05.23 22:00 | sell | 24 | 1.00 | 2.08111 | 0.00000 | 0.00000 | ||
71 | 2024.05.23 22:00 | modify | 24 | 1.00 | 2.08111 | 2.09311 | 2.06911 | ||
72 | 2024.05.23 23:00 | close | 24 | 1.00 | 2.08214 | 2.09311 | 2.06911 | -63.65 | 9682.41 |
73 | 2024.05.30 22:00 | sell | 25 | 1.00 | 2.08152 | 0.00000 | 0.00000 | ||
74 | 2024.05.30 22:00 | modify | 25 | 1.00 | 2.08152 | 2.09352 | 2.06952 | ||
75 | 2024.05.30 23:00 | close | 25 | 1.00 | 2.08177 | 2.09352 | 2.06952 | -15.45 | 9666.96 |
76 | 2024.06.04 22:00 | buy | 26 | 1.00 | 2.06732 | 0.00000 | 0.00000 | ||
77 | 2024.06.04 22:00 | modify | 26 | 1.00 | 2.06732 | 2.05532 | 2.07932 | ||
78 | 2024.06.04 23:00 | close | 26 | 1.00 | 2.06735 | 2.05532 | 2.07932 | 1.86 | 9668.82 |
79 | 2024.07.16 22:00 | sell | 27 | 1.00 | 2.14392 | 0.00000 | 0.00000 | ||
80 | 2024.07.16 22:00 | modify | 27 | 1.00 | 2.14392 | 2.15592 | 2.13192 | ||
81 | 2024.07.16 22:45 | close | 27 | 1.00 | 2.14877 | 2.15592 | 2.13192 | -299.70 | 9369.12 |
82 | 2024.08.05 22:45 | sell | 28 | 1.00 | 2.15057 | 0.00000 | 0.00000 | ||
83 | 2024.08.05 22:45 | modify | 28 | 1.00 | 2.15057 | 2.16257 | 2.13857 | ||
84 | 2024.08.05 23:00 | close | 28 | 1.00 | 2.15038 | 2.16257 | 2.13857 | 11.74 | 9380.86 |