Symbol | GBPNZD (Great Britan Pound vs New Zealand) | ||||
Period | 15 Minutes (M15) 2024.05.01 00:00 - 2025.04.30 23:45 (2024.05.01 - 2025.05.01) | ||||
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=0.2; CUTCHelp="------------------------------------"; MaxDailyTrades=1; MaxTrades_Total=4; MaxTrades_Dir=2; ATMMHelp="************************************"; TakeProfit=15; StopLoss=50; 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=200; 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 | 25711 | Ticks modelled | 912022 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | 61.42 | Gross profit | 207.80 | Gross loss | -146.38 |
Profit factor | 1.42 | Expected payoff | 2.36 | ||
Absolute drawdown | 131.08 | Maximal drawdown | 131.08 (13.11%) | Relative drawdown | 13.11% (131.08) |
Total trades | 26 | Short positions (won %) | 16 (43.75%) | Long positions (won %) | 10 (100.00%) |
Profit trades (% of total) | 17 (65.38%) | Loss trades (% of total) | 9 (34.62%) | ||
Largest | profit trade | 17.74 | loss trade | -59.12 | |
Average | profit trade | 12.22 | loss trade | -16.26 | |
Maximum | consecutive wins (profit in money) | 6 (94.56) | consecutive losses (loss in money) | 2 (-15.13) | |
Maximal | consecutive profit (count of wins) | 94.56 (6) | consecutive loss (count of losses) | -59.12 (1) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.05.01 22:45 | sell | 1 | 0.20 | 2.11316 | 0.00000 | 0.00000 | ||
2 | 2024.05.01 22:45 | modify | 1 | 0.20 | 2.11316 | 2.11816 | 2.11166 | ||
3 | 2024.05.01 23:00 | close | 1 | 0.20 | 2.11448 | 2.11816 | 2.11166 | -15.60 | 984.40 |
4 | 2024.05.13 22:00 | sell | 2 | 0.20 | 2.08672 | 0.00000 | 0.00000 | ||
5 | 2024.05.13 22:00 | modify | 2 | 0.20 | 2.08672 | 2.09172 | 2.08522 | ||
6 | 2024.05.13 23:00 | close | 2 | 0.20 | 2.08658 | 2.09172 | 2.08522 | 1.66 | 986.06 |
7 | 2024.05.23 22:00 | sell | 3 | 0.20 | 2.08111 | 0.00000 | 0.00000 | ||
8 | 2024.05.23 22:00 | modify | 3 | 0.20 | 2.08111 | 2.08611 | 2.07961 | ||
9 | 2024.05.23 23:00 | close | 3 | 0.20 | 2.08214 | 2.08611 | 2.07961 | -12.17 | 973.89 |
10 | 2024.05.30 22:00 | sell | 4 | 0.20 | 2.08152 | 0.00000 | 0.00000 | ||
11 | 2024.05.30 22:00 | modify | 4 | 0.20 | 2.08152 | 2.08652 | 2.08002 | ||
12 | 2024.05.30 23:00 | close | 4 | 0.20 | 2.08177 | 2.08652 | 2.08002 | -2.96 | 970.93 |
13 | 2024.06.04 22:00 | buy | 5 | 0.20 | 2.06732 | 0.00000 | 0.00000 | ||
14 | 2024.06.04 22:00 | modify | 5 | 0.20 | 2.06732 | 2.06232 | 2.06882 | ||
15 | 2024.06.04 23:00 | close | 5 | 0.20 | 2.06735 | 2.06232 | 2.06882 | 0.36 | 971.29 |
16 | 2024.07.16 22:00 | sell | 6 | 0.20 | 2.14392 | 0.00000 | 0.00000 | ||
17 | 2024.07.16 22:00 | modify | 6 | 0.20 | 2.14392 | 2.14892 | 2.14242 | ||
18 | 2024.07.16 22:46 | s/l | 6 | 0.20 | 2.14892 | 2.14892 | 2.14242 | -59.12 | 912.17 |
19 | 2024.08.05 22:45 | sell | 7 | 0.20 | 2.15057 | 0.00000 | 0.00000 | ||
20 | 2024.08.05 22:45 | modify | 7 | 0.20 | 2.15057 | 2.15557 | 2.14907 | ||
21 | 2024.08.05 23:00 | close | 7 | 0.20 | 2.15038 | 2.15557 | 2.14907 | 2.25 | 914.42 |
22 | 2024.09.08 22:00 | buy | 8 | 0.20 | 2.12731 | 0.00000 | 0.00000 | ||
23 | 2024.09.08 22:00 | modify | 8 | 0.20 | 2.12731 | 2.12231 | 2.12881 | ||
24 | 2024.09.08 23:00 | close | 8 | 0.20 | 2.12746 | 2.12231 | 2.12881 | 1.78 | 916.20 |
25 | 2024.10.15 22:00 | sell | 9 | 0.20 | 2.15492 | 0.00000 | 0.00000 | ||
26 | 2024.10.15 22:00 | modify | 9 | 0.20 | 2.15492 | 2.15992 | 2.15342 | ||
27 | 2024.10.15 22:17 | t/p | 9 | 0.20 | 2.15342 | 2.15992 | 2.15342 | 17.73 | 933.93 |
28 | 2024.11.26 22:45 | sell | 10 | 0.20 | 2.15359 | 0.00000 | 0.00000 | ||
29 | 2024.11.26 22:45 | modify | 10 | 0.20 | 2.15359 | 2.15859 | 2.15209 | ||
30 | 2024.11.26 23:00 | close | 10 | 0.20 | 2.15352 | 2.15859 | 2.15209 | 0.83 | 934.76 |
31 | 2024.12.12 22:45 | sell | 11 | 0.20 | 2.19668 | 0.00000 | 0.00000 | ||
32 | 2024.12.12 22:45 | modify | 11 | 0.20 | 2.19668 | 2.20168 | 2.19518 | ||
33 | 2024.12.12 23:00 | close | 11 | 0.20 | 2.19844 | 2.20168 | 2.19518 | -20.81 | 913.95 |
34 | 2024.12.18 22:00 | sell | 12 | 0.20 | 2.23446 | 0.00000 | 0.00000 | ||
35 | 2024.12.18 22:00 | modify | 12 | 0.20 | 2.23446 | 2.23946 | 2.23296 | ||
36 | 2024.12.18 23:00 | close | 12 | 0.20 | 2.23505 | 2.23946 | 2.23296 | -6.98 | 906.97 |
37 | 2025.01.05 22:00 | buy | 13 | 0.20 | 2.21023 | 0.00000 | 0.00000 | ||
38 | 2025.01.05 22:00 | modify | 13 | 0.20 | 2.21023 | 2.20523 | 2.21173 | ||
39 | 2025.01.05 22:12 | t/p | 13 | 0.20 | 2.21173 | 2.20523 | 2.21173 | 17.72 | 924.69 |
40 | 2025.01.13 22:00 | buy | 14 | 0.20 | 2.18396 | 0.00000 | 0.00000 | ||
41 | 2025.01.13 22:00 | modify | 14 | 0.20 | 2.18396 | 2.17896 | 2.18546 | ||
42 | 2025.01.13 22:57 | t/p | 14 | 0.20 | 2.18546 | 2.17896 | 2.18546 | 17.73 | 942.42 |
43 | 2025.01.29 22:30 | sell | 15 | 0.20 | 2.19868 | 0.00000 | 0.00000 | ||
44 | 2025.01.29 22:30 | modify | 15 | 0.20 | 2.19868 | 2.20368 | 2.19718 | ||
45 | 2025.01.29 22:58 | t/p | 15 | 0.20 | 2.19718 | 2.20368 | 2.19718 | 17.73 | 960.15 |
46 | 2025.02.03 22:00 | buy | 16 | 0.20 | 2.20843 | 0.00000 | 0.00000 | ||
47 | 2025.02.03 22:00 | modify | 16 | 0.20 | 2.20843 | 2.20343 | 2.20993 | ||
48 | 2025.02.03 22:38 | t/p | 16 | 0.20 | 2.20993 | 2.20343 | 2.20993 | 17.72 | 977.87 |
49 | 2025.03.04 22:00 | buy | 17 | 0.20 | 2.25700 | 0.00000 | 0.00000 | ||
50 | 2025.03.04 22:00 | modify | 17 | 0.20 | 2.25700 | 2.25200 | 2.25850 | ||
51 | 2025.03.04 22:55 | t/p | 17 | 0.20 | 2.25850 | 2.25200 | 2.25850 | 17.73 | 995.60 |
52 | 2025.03.26 22:30 | sell | 18 | 0.20 | 2.25211 | 0.00000 | 0.00000 | ||
53 | 2025.03.26 22:30 | modify | 18 | 0.20 | 2.25211 | 2.25711 | 2.25061 | ||
54 | 2025.03.26 23:00 | close | 18 | 0.20 | 2.25330 | 2.25711 | 2.25061 | -14.07 | 981.53 |
55 | 2025.04.02 22:15 | sell | 19 | 0.20 | 2.28072 | 0.00000 | 0.00000 | ||
56 | 2025.04.02 22:15 | modify | 19 | 0.20 | 2.28072 | 2.28572 | 2.27922 | ||
57 | 2025.04.02 22:38 | t/p | 19 | 0.20 | 2.27922 | 2.28572 | 2.27922 | 17.73 | 999.26 |
58 | 2025.04.02 22:45 | buy | 20 | 0.20 | 2.27907 | 0.00000 | 0.00000 | ||
59 | 2025.04.02 22:45 | modify | 20 | 0.20 | 2.27907 | 2.27407 | 2.28057 | ||
60 | 2025.04.02 23:00 | close | 20 | 0.20 | 2.27957 | 2.27407 | 2.28057 | 5.91 | 1005.17 |
61 | 2025.04.06 22:45 | buy | 21 | 0.20 | 2.31689 | 0.00000 | 0.00000 | ||
62 | 2025.04.06 22:45 | modify | 21 | 0.20 | 2.31689 | 2.31189 | 2.31839 | ||
63 | 2025.04.06 22:47 | t/p | 21 | 0.20 | 2.31839 | 2.31189 | 2.31839 | 17.73 | 1022.90 |
64 | 2025.04.08 22:30 | sell | 22 | 0.20 | 2.31308 | 0.00000 | 0.00000 | ||
65 | 2025.04.08 22:30 | modify | 22 | 0.20 | 2.31308 | 2.31808 | 2.31158 | ||
66 | 2025.04.08 22:45 | t/p | 22 | 0.20 | 2.31158 | 2.31808 | 2.31158 | 17.74 | 1040.64 |
67 | 2025.04.09 22:30 | buy | 23 | 0.20 | 2.26628 | 0.00000 | 0.00000 | ||
68 | 2025.04.09 22:30 | modify | 23 | 0.20 | 2.26628 | 2.26128 | 2.26778 | ||
69 | 2025.04.09 22:43 | t/p | 23 | 0.20 | 2.26778 | 2.26128 | 2.26778 | 17.73 | 1058.37 |
70 | 2025.04.09 22:45 | buy | 24 | 0.20 | 2.26788 | 0.00000 | 0.00000 | ||
71 | 2025.04.09 22:45 | modify | 24 | 0.20 | 2.26788 | 2.26288 | 2.26938 | ||
72 | 2025.04.09 22:49 | t/p | 24 | 0.20 | 2.26938 | 2.26288 | 2.26938 | 17.72 | 1076.09 |
73 | 2025.04.10 22:45 | sell | 25 | 0.20 | 2.25892 | 0.00000 | 0.00000 | ||
74 | 2025.04.10 22:45 | modify | 25 | 0.20 | 2.25892 | 2.26392 | 2.25742 | ||
75 | 2025.04.10 23:00 | close | 25 | 0.20 | 2.25900 | 2.26392 | 2.25742 | -0.95 | 1075.14 |
76 | 2025.04.13 22:30 | sell | 26 | 0.20 | 2.24233 | 0.00000 | 0.00000 | ||
77 | 2025.04.13 22:30 | modify | 26 | 0.20 | 2.24233 | 2.24733 | 2.24083 | ||
78 | 2025.04.13 23:00 | close | 26 | 0.20 | 2.24349 | 2.24733 | 2.24083 | -13.72 | 1061.42 |