Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=5; RSI_OBSLevels=9; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=6; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=0; TakeProfit=120; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=120; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=140; TrailingStop=80; TrailingStep=20; DSHelp="------------------------------------"; DynamicStop_Start=160; DynamicStop_Step=20; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=5; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; VSHelp="===================================="; Colour_Bearish=Crimson; Colour_Bullish=LimeGreen; TrendLine_Style=0; TrendLine_Width=1; OSHelp="===================================="; CFDTickScaling=0; MagicNumber=160630; | ||||
Bars in test | 2615 | Ticks modelled | 80075 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1395.43 | Gross profit | 1493.20 | Gross loss | -97.77 |
Profit factor | 15.27 | Expected payoff | 60.67 | ||
Absolute drawdown | 62.28 | Maximal drawdown | 201.43 (1.84%) | Relative drawdown | 1.84% (201.43) |
Total trades | 23 | Short positions (won %) | 10 (90.00%) | Long positions (won %) | 13 (84.62%) |
Profit trades (% of total) | 20 (86.96%) | Loss trades (% of total) | 3 (13.04%) | ||
Largest | profit trade | 75.98 | loss trade | -46.26 | |
Average | profit trade | 74.66 | loss trade | -32.59 | |
Maximum | consecutive wins (profit in money) | 12 (895.26) | consecutive losses (loss in money) | 1 (-46.26) | |
Maximal | consecutive profit (count of wins) | 895.26 (12) | consecutive loss (count of losses) | -46.26 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.11 06:40 | sell | 1 | 0.10 | 1.90200 | 0.00000 | 0.00000 | ||
2 | 2022.04.11 06:40 | modify | 1 | 0.10 | 1.90200 | 0.00000 | 1.89000 | ||
3 | 2022.04.13 02:05 | t/p | 1 | 0.10 | 1.89000 | 0.00000 | 1.89000 | 75.38 | 10075.38 |
4 | 2022.04.27 13:30 | buy | 2 | 0.10 | 1.91760 | 0.00000 | 0.00000 | ||
5 | 2022.04.27 13:30 | modify | 2 | 0.10 | 1.91760 | 0.00000 | 1.92960 | ||
6 | 2022.04.28 05:20 | t/p | 2 | 0.10 | 1.92960 | 0.00000 | 1.92960 | 73.73 | 10149.12 |
7 | 2022.05.13 08:40 | sell | 3 | 0.10 | 1.95283 | 0.00000 | 0.00000 | ||
8 | 2022.05.13 08:40 | modify | 3 | 0.10 | 1.95283 | 0.00000 | 1.94083 | ||
9 | 2022.05.23 03:05 | t/p | 3 | 0.10 | 1.94083 | 0.00000 | 1.94083 | 75.61 | 10224.73 |
10 | 2022.05.30 12:40 | buy | 4 | 0.10 | 1.93360 | 0.00000 | 0.00000 | ||
11 | 2022.05.30 12:40 | modify | 4 | 0.10 | 1.93360 | 0.00000 | 1.94560 | ||
12 | 2022.06.07 16:05 | t/p | 4 | 0.10 | 1.94560 | 0.00000 | 1.94560 | 71.87 | 10296.60 |
13 | 2022.06.09 04:30 | sell | 5 | 0.10 | 1.94233 | 0.00000 | 0.00000 | ||
14 | 2022.06.09 04:30 | modify | 5 | 0.10 | 1.94233 | 0.00000 | 1.93033 | ||
15 | 2022.06.14 14:40 | t/p | 5 | 0.10 | 1.93033 | 0.00000 | 1.93033 | 75.42 | 10372.02 |
16 | 2022.06.23 07:30 | sell | 6 | 0.10 | 1.94902 | 0.00000 | 0.00000 | ||
17 | 2022.06.23 07:30 | modify | 6 | 0.10 | 1.94902 | 0.00000 | 1.93702 | ||
18 | 2022.07.05 20:40 | t/p | 6 | 0.10 | 1.93702 | 0.00000 | 1.93702 | 75.68 | 10447.71 |
19 | 2022.07.29 06:40 | buy | 7 | 0.10 | 1.93571 | 0.00000 | 0.00000 | ||
20 | 2022.07.29 06:40 | modify | 7 | 0.10 | 1.93571 | 0.00000 | 1.94771 | ||
21 | 2022.08.02 22:20 | t/p | 7 | 0.10 | 1.94771 | 0.00000 | 1.94771 | 74.11 | 10521.81 |
22 | 2022.09.01 00:40 | buy | 8 | 0.10 | 1.89976 | 0.00000 | 0.00000 | ||
23 | 2022.09.01 00:40 | modify | 8 | 0.10 | 1.89976 | 0.00000 | 1.91176 | ||
24 | 2022.09.07 03:40 | t/p | 8 | 0.10 | 1.91176 | 0.00000 | 1.91176 | 73.36 | 10595.18 |
25 | 2022.09.07 09:30 | sell | 9 | 0.10 | 1.90378 | 0.00000 | 0.00000 | ||
26 | 2022.09.07 09:30 | modify | 9 | 0.10 | 1.90378 | 0.00000 | 1.89178 | ||
27 | 2022.09.09 09:05 | t/p | 9 | 0.10 | 1.89178 | 0.00000 | 1.89178 | 75.46 | 10670.64 |
28 | 2022.10.21 12:40 | buy | 10 | 0.10 | 1.97834 | 0.00000 | 0.00000 | ||
29 | 2022.10.21 12:40 | modify | 10 | 0.10 | 1.97834 | 0.00000 | 1.99034 | ||
30 | 2022.10.24 09:30 | t/p | 10 | 0.10 | 1.99034 | 0.00000 | 1.99034 | 74.47 | 10745.10 |
31 | 2022.11.09 12:40 | sell | 11 | 0.10 | 1.93793 | 0.00000 | 0.00000 | ||
32 | 2022.11.09 12:40 | modify | 11 | 0.10 | 1.93793 | 0.00000 | 1.92593 | ||
33 | 2022.11.09 15:15 | t/p | 11 | 0.10 | 1.92593 | 0.00000 | 1.92593 | 75.31 | 10820.41 |
34 | 2022.11.15 11:20 | buy | 12 | 0.10 | 1.92857 | 0.00000 | 0.00000 | ||
35 | 2022.11.15 11:20 | modify | 12 | 0.10 | 1.92857 | 0.00000 | 1.94057 | ||
36 | 2022.11.15 13:40 | t/p | 12 | 0.10 | 1.94057 | 0.00000 | 1.94057 | 74.85 | 10895.26 |
37 | 2022.11.30 13:40 | buy | 13 | 0.10 | 1.92844 | 0.00000 | 0.00000 | ||
38 | 2022.11.30 13:40 | modify | 13 | 0.10 | 1.92844 | 0.00000 | 1.94044 | ||
39 | 2022.12.06 03:05 | close | 13 | 0.10 | 1.92138 | 0.00000 | 1.94044 | -46.26 | 10849.00 |
40 | 2022.12.06 03:05 | sell | 14 | 0.10 | 1.92138 | 0.00000 | 0.00000 | ||
41 | 2022.12.06 03:05 | modify | 14 | 0.10 | 1.92138 | 0.00000 | 1.90938 | ||
42 | 2022.12.13 13:40 | t/p | 14 | 0.10 | 1.90938 | 0.00000 | 1.90938 | 75.57 | 10924.57 |
43 | 2022.12.13 13:40 | sell | 15 | 0.10 | 1.90865 | 0.00000 | 0.00000 | ||
44 | 2022.12.13 13:40 | modify | 15 | 0.10 | 1.90865 | 0.00000 | 1.89665 | ||
45 | 2022.12.29 06:40 | t/p | 15 | 0.10 | 1.89665 | 0.00000 | 1.89665 | 75.98 | 11000.56 |
46 | 2022.12.29 08:30 | buy | 16 | 0.10 | 1.90750 | 0.00000 | 0.00000 | ||
47 | 2022.12.29 08:30 | modify | 16 | 0.10 | 1.90750 | 0.00000 | 1.91950 | ||
48 | 2023.01.03 11:20 | t/p | 16 | 0.10 | 1.91950 | 0.00000 | 1.91950 | 73.72 | 11074.28 |
49 | 2023.01.30 08:40 | sell | 17 | 0.10 | 1.90828 | 0.00000 | 0.00000 | ||
50 | 2023.01.30 08:40 | modify | 17 | 0.10 | 1.90828 | 0.00000 | 1.89628 | ||
51 | 2023.02.02 02:40 | t/p | 17 | 0.10 | 1.89628 | 0.00000 | 1.89628 | 75.51 | 11149.79 |
52 | 2023.02.03 09:40 | buy | 18 | 0.10 | 1.89318 | 0.00000 | 0.00000 | ||
53 | 2023.02.03 09:40 | modify | 18 | 0.10 | 1.89318 | 0.00000 | 1.90518 | ||
54 | 2023.02.03 20:40 | t/p | 18 | 0.10 | 1.90518 | 0.00000 | 1.90518 | 74.85 | 11224.64 |
55 | 2023.02.20 11:40 | sell | 19 | 0.10 | 1.92534 | 0.00000 | 0.00000 | ||
56 | 2023.02.20 11:40 | modify | 19 | 0.10 | 1.92534 | 0.00000 | 1.91334 | ||
57 | 2023.02.21 00:30 | close | 19 | 0.10 | 1.92618 | 0.00000 | 1.91334 | -5.24 | 11219.40 |
58 | 2023.02.21 00:30 | buy | 20 | 0.10 | 1.92618 | 0.00000 | 0.00000 | ||
59 | 2023.02.21 00:30 | modify | 20 | 0.10 | 1.92618 | 0.00000 | 1.93818 | ||
60 | 2023.02.21 10:40 | t/p | 20 | 0.10 | 1.93818 | 0.00000 | 1.93818 | 74.85 | 11294.25 |
61 | 2023.02.24 07:30 | buy | 21 | 0.10 | 1.93240 | 0.00000 | 0.00000 | ||
62 | 2023.02.24 07:30 | modify | 21 | 0.10 | 1.93240 | 0.00000 | 1.94440 | ||
63 | 2023.02.27 03:40 | t/p | 21 | 0.10 | 1.94440 | 0.00000 | 1.94440 | 74.47 | 11368.71 |
64 | 2023.03.15 03:40 | buy | 22 | 0.10 | 1.95464 | 0.00000 | 0.00000 | ||
65 | 2023.03.15 03:40 | modify | 22 | 0.10 | 1.95464 | 0.00000 | 1.96664 | ||
66 | 2023.03.20 23:30 | t/p | 22 | 0.10 | 1.96664 | 0.00000 | 1.96664 | 72.98 | 11441.69 |
67 | 2023.03.28 12:15 | buy | 23 | 0.10 | 1.97774 | 0.00000 | 0.00000 | ||
68 | 2023.03.28 12:15 | modify | 23 | 0.10 | 1.97774 | 0.00000 | 1.98974 | ||
69 | 2023.03.31 23:59 | close at stop | 23 | 0.10 | 1.97062 | 0.00000 | 1.98974 | -46.26 | 11395.43 |