Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.12.01 00:00 - 2023.12.01 00:00 (2022.12.01 - 2023.12.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=7; RSI_OBSLevels=7; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=10; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=240; TakeProfit=200; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=90; BreakEvenLockin=50; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=140; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=200; DynamicStop_Step=50; DTHelp="------------------------------------"; DynamicTarget_Start=100; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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; VSHelp="===================================="; Colour_Bearish=Crimson; Colour_Bullish=LimeGreen; TrendLine_Style=0; TrendLine_Width=1; OSHelp="===================================="; CFDTickScaling=0; MagicNumber=160630; | ||||
Bars in test | 2617 | Ticks modelled | 80208 | Modelling quality | n/a |
Mismatched charts errors | 52 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1859.33 | Gross profit | 2089.86 | Gross loss | -230.53 |
Profit factor | 9.07 | Expected payoff | 53.12 | ||
Absolute drawdown | 44.87 | Maximal drawdown | 245.97 (2.38%) | Relative drawdown | 2.38% (245.97) |
Total trades | 35 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 21 (85.71%) |
Profit trades (% of total) | 30 (85.71%) | Loss trades (% of total) | 5 (14.29%) | ||
Largest | profit trade | 122.45 | loss trade | -147.11 | |
Average | profit trade | 69.66 | loss trade | -46.11 | |
Maximum | consecutive wins (profit in money) | 15 (1302.14) | consecutive losses (loss in money) | 1 (-147.11) | |
Maximal | consecutive profit (count of wins) | 1302.14 (15) | consecutive loss (count of losses) | -147.11 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.12.06 03:05 | buy | 1 | 0.10 | 1.92198 | 0.00000 | 0.00000 | ||
2 | 2022.12.06 03:05 | modify | 1 | 0.10 | 1.92198 | 1.89798 | 1.94198 | ||
3 | 2022.12.06 07:30 | modify | 1 | 0.10 | 1.92198 | 1.92698 | 1.94198 | ||
4 | 2022.12.06 09:30 | s/l | 1 | 0.10 | 1.92698 | 1.92698 | 1.94198 | 30.60 | 10030.60 |
5 | 2022.12.13 13:10 | buy | 2 | 0.10 | 1.91914 | 0.00000 | 0.00000 | ||
6 | 2022.12.13 13:10 | modify | 2 | 0.10 | 1.91914 | 1.89514 | 1.93914 | ||
7 | 2022.12.13 13:40 | modify | 2 | 0.10 | 1.91914 | 1.89514 | 1.92914 | ||
8 | 2022.12.14 19:40 | t/p | 2 | 0.10 | 1.92914 | 1.89514 | 1.92914 | 60.91 | 10091.51 |
9 | 2022.12.15 15:30 | buy | 3 | 0.10 | 1.92345 | 0.00000 | 0.00000 | ||
10 | 2022.12.15 15:30 | modify | 3 | 0.10 | 1.92345 | 1.89945 | 1.94345 | ||
11 | 2022.12.16 09:20 | modify | 3 | 0.10 | 1.92345 | 1.89945 | 1.93345 | ||
12 | 2022.12.16 16:05 | modify | 3 | 0.10 | 1.92345 | 1.89945 | 1.92845 | ||
13 | 2022.12.16 21:30 | modify | 3 | 0.10 | 1.92345 | 1.89945 | 1.92345 | ||
14 | 2022.12.20 14:15 | t/p | 3 | 0.10 | 1.92345 | 1.89945 | 1.92345 | -0.89 | 10090.62 |
15 | 2022.12.29 08:40 | sell | 4 | 0.10 | 1.90848 | 0.00000 | 0.00000 | ||
16 | 2022.12.29 08:40 | modify | 4 | 0.10 | 1.90848 | 1.93248 | 1.88848 | ||
17 | 2022.12.29 14:40 | modify | 4 | 0.10 | 1.90848 | 1.90348 | 1.88848 | ||
18 | 2022.12.29 16:05 | s/l | 4 | 0.10 | 1.90348 | 1.90348 | 1.88848 | 30.62 | 10121.24 |
19 | 2022.12.30 02:00 | sell | 5 | 0.10 | 1.90506 | 0.00000 | 0.00000 | ||
20 | 2022.12.30 02:00 | modify | 5 | 0.10 | 1.90506 | 1.92906 | 1.88506 | ||
21 | 2022.12.30 12:40 | modify | 5 | 0.10 | 1.90506 | 1.90006 | 1.88506 | ||
22 | 2022.12.30 14:20 | s/l | 5 | 0.10 | 1.90006 | 1.90006 | 1.88506 | 30.61 | 10151.85 |
23 | 2023.01.09 14:20 | sell | 6 | 0.10 | 1.90640 | 0.00000 | 0.00000 | ||
24 | 2023.01.09 14:20 | modify | 6 | 0.10 | 1.90640 | 1.93040 | 1.88640 | ||
25 | 2023.01.12 10:30 | modify | 6 | 0.10 | 1.90640 | 1.93040 | 1.89640 | ||
26 | 2023.01.13 15:33 | modify | 6 | 0.10 | 1.90640 | 1.93040 | 1.90140 | ||
27 | 2023.01.18 07:15 | t/p | 6 | 0.10 | 1.90140 | 1.93040 | 1.90140 | 29.04 | 10180.89 |
28 | 2023.02.20 12:40 | buy | 7 | 0.10 | 1.92512 | 0.00000 | 0.00000 | ||
29 | 2023.02.20 12:40 | modify | 7 | 0.10 | 1.92512 | 1.90112 | 1.94512 | ||
30 | 2023.02.21 09:40 | modify | 7 | 0.10 | 1.92512 | 1.93012 | 1.94512 | ||
31 | 2023.02.21 15:30 | t/p | 7 | 0.10 | 1.94512 | 1.93012 | 1.94512 | 122.12 | 10303.01 |
32 | 2023.02.24 07:40 | sell | 8 | 0.10 | 1.93329 | 0.00000 | 0.00000 | ||
33 | 2023.02.24 07:40 | modify | 8 | 0.10 | 1.93329 | 1.95729 | 1.91329 | ||
34 | 2023.02.27 03:30 | modify | 8 | 0.10 | 1.93329 | 1.95729 | 1.92329 | ||
35 | 2023.02.27 11:30 | modify | 8 | 0.10 | 1.93329 | 1.95729 | 1.92829 | ||
36 | 2023.02.27 14:30 | modify | 8 | 0.10 | 1.93329 | 1.95729 | 1.93329 | ||
37 | 2023.02.27 23:40 | s/l | 8 | 0.10 | 1.95729 | 1.95729 | 1.93329 | -147.11 | 10155.89 |
38 | 2023.04.04 07:20 | sell | 9 | 0.10 | 1.97466 | 0.00000 | 0.00000 | ||
39 | 2023.04.04 07:20 | modify | 9 | 0.10 | 1.97466 | 1.99866 | 1.95466 | ||
40 | 2023.04.04 09:20 | modify | 9 | 0.10 | 1.97466 | 1.99866 | 1.96466 | ||
41 | 2023.04.05 02:33 | t/p | 9 | 0.10 | 1.96466 | 1.99866 | 1.96466 | 61.06 | 10216.95 |
42 | 2023.04.12 12:30 | buy | 10 | 0.10 | 2.00044 | 0.00000 | 0.00000 | ||
43 | 2023.04.12 12:30 | modify | 10 | 0.10 | 2.00044 | 1.97644 | 2.02044 | ||
44 | 2023.04.12 17:40 | modify | 10 | 0.10 | 2.00044 | 2.00544 | 2.02044 | ||
45 | 2023.04.13 07:40 | s/l | 10 | 0.10 | 2.00544 | 2.00544 | 2.02044 | 29.72 | 10246.66 |
46 | 2023.04.13 09:40 | buy | 11 | 0.10 | 2.00465 | 0.00000 | 0.00000 | ||
47 | 2023.04.13 09:40 | modify | 11 | 0.10 | 2.00465 | 1.98065 | 2.02465 | ||
48 | 2023.04.13 13:20 | modify | 11 | 0.10 | 2.00465 | 1.98065 | 2.01465 | ||
49 | 2023.04.13 13:40 | modify | 11 | 0.10 | 2.00465 | 1.98065 | 2.00965 | ||
50 | 2023.04.13 17:05 | modify | 11 | 0.10 | 2.00465 | 1.98065 | 2.00465 | ||
51 | 2023.04.17 11:40 | t/p | 11 | 0.10 | 2.00465 | 1.98065 | 2.00465 | -0.60 | 10246.07 |
52 | 2023.04.24 21:00 | buy | 12 | 0.10 | 2.02254 | 0.00000 | 0.00000 | ||
53 | 2023.04.24 21:00 | modify | 12 | 0.10 | 2.02254 | 1.99854 | 2.04254 | ||
54 | 2023.04.26 08:20 | modify | 12 | 0.10 | 2.02254 | 2.02754 | 2.04254 | ||
55 | 2023.04.27 06:40 | s/l | 12 | 0.10 | 2.02754 | 2.02754 | 2.04254 | 29.11 | 10275.18 |
56 | 2023.04.27 06:40 | buy | 13 | 0.10 | 2.02710 | 0.00000 | 0.00000 | ||
57 | 2023.04.27 06:40 | modify | 13 | 0.10 | 2.02710 | 2.00310 | 2.04710 | ||
58 | 2023.04.28 07:40 | modify | 13 | 0.10 | 2.02710 | 2.03210 | 2.04710 | ||
59 | 2023.04.28 08:40 | s/l | 13 | 0.10 | 2.03210 | 2.03210 | 2.04710 | 30.30 | 10305.48 |
60 | 2023.05.29 11:40 | buy | 14 | 0.10 | 2.03559 | 0.00000 | 0.00000 | ||
61 | 2023.05.29 11:40 | modify | 14 | 0.10 | 2.03559 | 2.01159 | 2.05559 | ||
62 | 2023.05.30 03:20 | modify | 14 | 0.10 | 2.03559 | 2.04059 | 2.05559 | ||
63 | 2023.05.30 13:40 | t/p | 14 | 0.10 | 2.05559 | 2.04059 | 2.05559 | 122.12 | 10427.60 |
64 | 2023.06.01 21:00 | buy | 15 | 0.10 | 2.06208 | 0.00000 | 0.00000 | ||
65 | 2023.06.01 21:00 | modify | 15 | 0.10 | 2.06208 | 2.03808 | 2.08208 | ||
66 | 2023.06.02 08:40 | modify | 15 | 0.10 | 2.06208 | 2.03808 | 2.07208 | ||
67 | 2023.06.05 11:40 | modify | 15 | 0.10 | 2.06208 | 2.03808 | 2.06708 | ||
68 | 2023.06.05 13:05 | modify | 15 | 0.10 | 2.06208 | 2.03808 | 2.06208 | ||
69 | 2023.06.06 13:30 | close | 15 | 0.10 | 2.04890 | 2.03808 | 2.06208 | -81.57 | 10346.03 |
70 | 2023.06.06 13:30 | sell | 16 | 0.10 | 2.04890 | 0.00000 | 0.00000 | ||
71 | 2023.06.06 13:30 | modify | 16 | 0.10 | 2.04890 | 2.07290 | 2.02890 | ||
72 | 2023.06.07 14:40 | modify | 16 | 0.10 | 2.04890 | 2.07290 | 2.03890 | ||
73 | 2023.06.13 13:15 | modify | 16 | 0.10 | 2.04890 | 2.04390 | 2.03890 | ||
74 | 2023.06.13 13:30 | s/l | 16 | 0.10 | 2.04390 | 2.04390 | 2.03890 | 29.39 | 10375.42 |
75 | 2023.06.21 04:20 | buy | 17 | 0.10 | 2.06555 | 0.00000 | 0.00000 | ||
76 | 2023.06.21 04:20 | modify | 17 | 0.10 | 2.06555 | 2.04155 | 2.08555 | ||
77 | 2023.06.21 07:15 | modify | 17 | 0.10 | 2.06555 | 2.07055 | 2.08555 | ||
78 | 2023.06.21 07:30 | s/l | 17 | 0.10 | 2.07055 | 2.07055 | 2.08555 | 30.61 | 10406.03 |
79 | 2023.06.21 07:40 | buy | 18 | 0.10 | 2.06558 | 0.00000 | 0.00000 | ||
80 | 2023.06.21 07:40 | modify | 18 | 0.10 | 2.06558 | 2.04158 | 2.08558 | ||
81 | 2023.06.21 16:40 | modify | 18 | 0.10 | 2.06558 | 2.04158 | 2.07558 | ||
82 | 2023.06.22 11:15 | modify | 18 | 0.10 | 2.06558 | 2.04158 | 2.07058 | ||
83 | 2023.06.23 06:30 | t/p | 18 | 0.10 | 2.07058 | 2.04158 | 2.07058 | 29.41 | 10435.43 |
84 | 2023.07.10 11:30 | buy | 19 | 0.10 | 2.06672 | 0.00000 | 0.00000 | ||
85 | 2023.07.10 11:30 | modify | 19 | 0.10 | 2.06672 | 2.04272 | 2.08672 | ||
86 | 2023.07.11 06:06 | modify | 19 | 0.10 | 2.06672 | 2.07172 | 2.08672 | ||
87 | 2023.07.11 09:40 | t/p | 19 | 0.10 | 2.08672 | 2.07172 | 2.08672 | 122.11 | 10557.55 |
88 | 2023.07.20 14:40 | sell | 20 | 0.10 | 2.06545 | 0.00000 | 0.00000 | ||
89 | 2023.07.20 14:40 | modify | 20 | 0.10 | 2.06545 | 2.08945 | 2.04545 | ||
90 | 2023.07.21 08:30 | modify | 20 | 0.10 | 2.06545 | 2.08945 | 2.05545 | ||
91 | 2023.07.21 14:30 | modify | 20 | 0.10 | 2.06545 | 2.08945 | 2.06045 | ||
92 | 2023.07.21 20:40 | modify | 20 | 0.10 | 2.06545 | 2.08945 | 2.06545 | ||
93 | 2023.07.24 14:33 | t/p | 20 | 0.10 | 2.06545 | 2.08945 | 2.06545 | -0.35 | 10557.20 |
94 | 2023.07.25 07:40 | sell | 21 | 0.10 | 2.07210 | 0.00000 | 0.00000 | ||
95 | 2023.07.25 07:40 | modify | 21 | 0.10 | 2.07210 | 2.09610 | 2.05210 | ||
96 | 2023.07.25 12:40 | modify | 21 | 0.10 | 2.07210 | 2.06710 | 2.05210 | ||
97 | 2023.07.25 14:30 | s/l | 21 | 0.10 | 2.06710 | 2.06710 | 2.05210 | 30.61 | 10587.81 |
98 | 2023.07.27 02:00 | buy | 22 | 0.10 | 2.07576 | 0.00000 | 0.00000 | ||
99 | 2023.07.27 02:00 | modify | 22 | 0.10 | 2.07576 | 2.05176 | 2.09576 | ||
100 | 2023.07.27 13:05 | modify | 22 | 0.10 | 2.07576 | 2.05176 | 2.08576 | ||
101 | 2023.07.28 07:40 | t/p | 22 | 0.10 | 2.08576 | 2.05176 | 2.08576 | 60.91 | 10648.72 |
102 | 2023.08.03 09:20 | buy | 23 | 0.10 | 2.08719 | 0.00000 | 0.00000 | ||
103 | 2023.08.03 09:20 | modify | 23 | 0.10 | 2.08719 | 2.06319 | 2.10719 | ||
104 | 2023.08.08 01:30 | modify | 23 | 0.10 | 2.08719 | 2.09219 | 2.10719 | ||
105 | 2023.08.10 23:59 | t/p | 23 | 0.10 | 2.10719 | 2.09219 | 2.10719 | 120.33 | 10769.05 |
106 | 2023.08.14 21:40 | buy | 24 | 0.10 | 2.11824 | 0.00000 | 0.00000 | ||
107 | 2023.08.14 21:40 | modify | 24 | 0.10 | 2.11824 | 2.09424 | 2.13824 | ||
108 | 2023.08.15 07:30 | modify | 24 | 0.10 | 2.11824 | 2.12324 | 2.13824 | ||
109 | 2023.08.16 01:05 | t/p | 24 | 0.10 | 2.13824 | 2.12324 | 2.13824 | 121.81 | 10890.87 |
110 | 2023.08.16 07:40 | buy | 25 | 0.10 | 2.12631 | 0.00000 | 0.00000 | ||
111 | 2023.08.16 07:40 | modify | 25 | 0.10 | 2.12631 | 2.10231 | 2.14631 | ||
112 | 2023.08.16 09:40 | modify | 25 | 0.10 | 2.12631 | 2.13131 | 2.14631 | ||
113 | 2023.08.17 00:20 | t/p | 25 | 0.10 | 2.14631 | 2.13131 | 2.14631 | 121.53 | 11012.39 |
114 | 2023.08.23 07:15 | sell | 26 | 0.10 | 2.14600 | 0.00000 | 0.00000 | ||
115 | 2023.08.23 07:15 | modify | 26 | 0.10 | 2.14600 | 2.17000 | 2.12600 | ||
116 | 2023.08.23 08:30 | modify | 26 | 0.10 | 2.14600 | 2.14100 | 2.12600 | ||
117 | 2023.08.23 13:40 | t/p | 26 | 0.10 | 2.12600 | 2.14100 | 2.12600 | 122.45 | 11134.84 |
118 | 2023.08.25 20:40 | sell | 27 | 0.10 | 2.13141 | 0.00000 | 0.00000 | ||
119 | 2023.08.25 20:40 | modify | 27 | 0.10 | 2.13141 | 2.15541 | 2.11141 | ||
120 | 2023.08.29 14:40 | modify | 27 | 0.10 | 2.13141 | 2.12641 | 2.11141 | ||
121 | 2023.08.30 07:40 | s/l | 27 | 0.10 | 2.12641 | 2.12641 | 2.11141 | 30.10 | 11164.94 |
122 | 2023.09.04 07:40 | sell | 28 | 0.10 | 2.12385 | 0.00000 | 0.00000 | ||
123 | 2023.09.04 07:40 | modify | 28 | 0.10 | 2.12385 | 2.14785 | 2.10385 | ||
124 | 2023.09.05 04:30 | modify | 28 | 0.10 | 2.12385 | 2.14785 | 2.11385 | ||
125 | 2023.09.05 06:30 | modify | 28 | 0.10 | 2.12385 | 2.14785 | 2.11885 | ||
126 | 2023.09.07 07:40 | t/p | 28 | 0.10 | 2.11885 | 2.14785 | 2.11885 | 29.74 | 11194.68 |
127 | 2023.09.12 13:05 | sell | 29 | 0.10 | 2.11584 | 0.00000 | 0.00000 | ||
128 | 2023.09.12 13:05 | modify | 29 | 0.10 | 2.11584 | 2.13984 | 2.09584 | ||
129 | 2023.09.14 00:40 | modify | 29 | 0.10 | 2.11584 | 2.11084 | 2.09584 | ||
130 | 2023.09.14 16:40 | t/p | 29 | 0.10 | 2.09584 | 2.11084 | 2.09584 | 121.74 | 11316.42 |
131 | 2023.09.21 02:40 | sell | 30 | 0.10 | 2.08469 | 0.00000 | 0.00000 | ||
132 | 2023.09.21 02:40 | modify | 30 | 0.10 | 2.08469 | 2.10869 | 2.06469 | ||
133 | 2023.09.21 09:40 | modify | 30 | 0.10 | 2.08469 | 2.07969 | 2.06469 | ||
134 | 2023.09.22 07:30 | t/p | 30 | 0.10 | 2.06469 | 2.07969 | 2.06469 | 122.27 | 11438.68 |
135 | 2023.09.27 03:40 | sell | 31 | 0.10 | 2.04870 | 0.00000 | 0.00000 | ||
136 | 2023.09.27 03:40 | modify | 31 | 0.10 | 2.04870 | 2.07270 | 2.02870 | ||
137 | 2023.09.29 01:40 | modify | 31 | 0.10 | 2.04870 | 2.04370 | 2.02870 | ||
138 | 2023.09.29 08:40 | t/p | 31 | 0.10 | 2.02870 | 2.04370 | 2.02870 | 121.75 | 11560.43 |
139 | 2023.10.05 02:00 | buy | 32 | 0.10 | 2.04586 | 0.00000 | 0.00000 | ||
140 | 2023.10.05 02:00 | modify | 32 | 0.10 | 2.04586 | 2.02186 | 2.06586 | ||
141 | 2023.10.09 10:40 | modify | 32 | 0.10 | 2.04586 | 2.02186 | 2.05586 | ||
142 | 2023.10.09 18:40 | modify | 32 | 0.10 | 2.04586 | 2.02186 | 2.05086 | ||
143 | 2023.10.12 06:40 | t/p | 32 | 0.10 | 2.05086 | 2.02186 | 2.05086 | 28.52 | 11588.96 |
144 | 2023.10.15 21:00 | buy | 33 | 0.10 | 2.05078 | 0.00000 | 0.00000 | ||
145 | 2023.10.15 21:00 | modify | 33 | 0.10 | 2.05078 | 2.02678 | 2.07078 | ||
146 | 2023.10.16 14:40 | modify | 33 | 0.10 | 2.05078 | 2.05578 | 2.07078 | ||
147 | 2023.10.18 12:30 | t/p | 33 | 0.10 | 2.07078 | 2.05578 | 2.07078 | 121.53 | 11710.48 |
148 | 2023.10.24 08:15 | buy | 34 | 0.10 | 2.08957 | 0.00000 | 0.00000 | ||
149 | 2023.10.24 08:15 | modify | 34 | 0.10 | 2.08957 | 2.06557 | 2.10957 | ||
150 | 2023.10.24 21:30 | modify | 34 | 0.10 | 2.08957 | 2.06557 | 2.09957 | ||
151 | 2023.10.25 01:05 | modify | 34 | 0.10 | 2.08957 | 2.06557 | 2.09457 | ||
152 | 2023.10.31 22:05 | t/p | 34 | 0.10 | 2.09457 | 2.06557 | 2.09457 | 28.51 | 11739.00 |
153 | 2023.11.07 17:30 | buy | 35 | 0.10 | 2.07277 | 0.00000 | 0.00000 | ||
154 | 2023.11.07 17:30 | modify | 35 | 0.10 | 2.07277 | 2.04877 | 2.09277 | ||
155 | 2023.11.13 11:30 | modify | 35 | 0.10 | 2.07277 | 2.07777 | 2.09277 | ||
156 | 2023.11.14 07:20 | t/p | 35 | 0.10 | 2.09277 | 2.07777 | 2.09277 | 120.33 | 11859.33 |