Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:00 (2023.05.01 - 2024.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=8; RSI_OBSLevels=8; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=16; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=0; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=5; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 7235 | Ticks modelled | 158641 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 2434.63 | Gross profit | 2787.96 | Gross loss | -353.33 |
Profit factor | 7.89 | Expected payoff | 62.43 | ||
Absolute drawdown | 198.97 | Maximal drawdown | 310.10 (3.07%) | Relative drawdown | 3.07% (310.10) |
Total trades | 39 | Short positions (won %) | 18 (88.89%) | Long positions (won %) | 21 (80.95%) |
Profit trades (% of total) | 33 (84.62%) | Loss trades (% of total) | 6 (15.38%) | ||
Largest | profit trade | 144.66 | loss trade | -127.44 | |
Average | profit trade | 84.48 | loss trade | -58.89 | |
Maximum | consecutive wins (profit in money) | 12 (1030.30) | consecutive losses (loss in money) | 1 (-127.44) | |
Maximal | consecutive profit (count of wins) | 1030.30 (12) | consecutive loss (count of losses) | -127.44 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.03 06:40 | buy | 1 | 0.10 | 2.00654 | 0.00000 | 0.00000 | ||
2 | 2023.05.03 06:40 | modify | 1 | 0.10 | 2.00654 | 0.00000 | 2.03054 | ||
3 | 2023.05.25 06:02 | t/p | 1 | 0.10 | 2.03054 | 0.00000 | 2.03054 | 137.65 | 10137.65 |
4 | 2023.06.01 08:20 | sell | 2 | 0.10 | 2.06737 | 0.00000 | 0.00000 | ||
5 | 2023.06.01 08:20 | modify | 2 | 0.10 | 2.06737 | 0.00000 | 2.04337 | ||
6 | 2023.06.02 13:45 | close | 2 | 0.10 | 2.05879 | 0.00000 | 2.04337 | 51.60 | 10189.25 |
7 | 2023.06.02 13:45 | buy | 3 | 0.10 | 2.05879 | 0.00000 | 0.00000 | ||
8 | 2023.06.02 13:45 | modify | 3 | 0.10 | 2.05879 | 0.00000 | 2.08279 | ||
9 | 2023.06.28 05:50 | t/p | 3 | 0.10 | 2.08279 | 0.00000 | 2.08279 | 137.65 | 10326.89 |
10 | 2023.07.03 16:15 | buy | 4 | 0.10 | 2.06499 | 0.00000 | 0.00000 | ||
11 | 2023.07.03 16:15 | modify | 4 | 0.10 | 2.06499 | 0.00000 | 2.08899 | ||
12 | 2023.07.11 10:50 | t/p | 4 | 0.10 | 2.08899 | 0.00000 | 2.08899 | 142.42 | 10469.31 |
13 | 2023.07.20 12:20 | buy | 5 | 0.10 | 2.05811 | 0.00000 | 0.00000 | ||
14 | 2023.07.20 12:20 | modify | 5 | 0.10 | 2.05811 | 0.00000 | 2.08211 | ||
15 | 2023.07.21 18:15 | t/p | 5 | 0.10 | 2.08211 | 0.00000 | 2.08211 | 144.49 | 10613.80 |
16 | 2023.07.24 06:45 | sell | 6 | 0.10 | 2.08198 | 0.00000 | 0.00000 | ||
17 | 2023.07.24 06:45 | modify | 6 | 0.10 | 2.08198 | 0.00000 | 2.05798 | ||
18 | 2023.08.07 08:15 | close | 6 | 0.10 | 2.08849 | 0.00000 | 2.05798 | -41.73 | 10572.08 |
19 | 2023.08.07 08:15 | buy | 7 | 0.10 | 2.08849 | 0.00000 | 0.00000 | ||
20 | 2023.08.07 08:15 | modify | 7 | 0.10 | 2.08849 | 0.00000 | 2.11249 | ||
21 | 2023.08.11 06:10 | t/p | 7 | 0.10 | 2.11249 | 0.00000 | 2.11249 | 143.01 | 10715.09 |
22 | 2023.09.05 15:07 | sell | 8 | 0.10 | 2.13442 | 0.00000 | 0.00000 | ||
23 | 2023.09.05 15:07 | modify | 8 | 0.10 | 2.13442 | 0.00000 | 2.11042 | ||
24 | 2023.09.08 15:02 | close | 8 | 0.10 | 2.11732 | 0.00000 | 2.11042 | 102.32 | 10817.41 |
25 | 2023.09.08 15:02 | buy | 9 | 0.10 | 2.11732 | 0.00000 | 0.00000 | ||
26 | 2023.09.08 15:02 | modify | 9 | 0.10 | 2.11732 | 0.00000 | 2.14132 | ||
27 | 2023.09.11 16:45 | close | 9 | 0.10 | 2.11471 | 0.00000 | 2.14132 | -16.05 | 10801.36 |
28 | 2023.09.11 16:45 | sell | 10 | 0.10 | 2.11471 | 0.00000 | 0.00000 | ||
29 | 2023.09.11 16:45 | modify | 10 | 0.10 | 2.11471 | 0.00000 | 2.09071 | ||
30 | 2023.09.19 00:20 | t/p | 10 | 0.10 | 2.09071 | 0.00000 | 2.09071 | 143.43 | 10944.79 |
31 | 2023.09.26 05:40 | buy | 11 | 0.10 | 2.04758 | 0.00000 | 0.00000 | ||
32 | 2023.09.26 05:40 | modify | 11 | 0.10 | 2.04758 | 0.00000 | 2.07158 | ||
33 | 2023.10.04 16:02 | close | 11 | 0.10 | 2.05183 | 0.00000 | 2.07158 | 23.27 | 10968.06 |
34 | 2023.10.04 16:02 | sell | 12 | 0.10 | 2.05183 | 0.00000 | 0.00000 | ||
35 | 2023.10.04 16:02 | modify | 12 | 0.10 | 2.05183 | 0.00000 | 2.02783 | ||
36 | 2023.10.05 12:37 | close | 12 | 0.10 | 2.04675 | 0.00000 | 2.02783 | 30.14 | 10998.19 |
37 | 2023.10.05 12:37 | buy | 13 | 0.10 | 2.04675 | 0.00000 | 0.00000 | ||
38 | 2023.10.05 12:37 | modify | 13 | 0.10 | 2.04675 | 0.00000 | 2.07075 | ||
39 | 2023.10.13 11:02 | close | 13 | 0.10 | 2.05816 | 0.00000 | 2.07075 | 66.46 | 11064.65 |
40 | 2023.10.13 11:02 | sell | 14 | 0.10 | 2.05816 | 0.00000 | 0.00000 | ||
41 | 2023.10.13 11:02 | modify | 14 | 0.10 | 2.05816 | 0.00000 | 2.03416 | ||
42 | 2023.10.16 09:07 | close | 14 | 0.10 | 2.05625 | 0.00000 | 2.03416 | 11.36 | 11076.00 |
43 | 2023.10.16 09:07 | buy | 15 | 0.10 | 2.05625 | 0.00000 | 0.00000 | ||
44 | 2023.10.16 09:07 | modify | 15 | 0.10 | 2.05625 | 0.00000 | 2.08025 | ||
45 | 2023.10.17 13:50 | close | 15 | 0.10 | 2.06413 | 0.00000 | 2.08025 | 47.25 | 11123.26 |
46 | 2023.10.17 13:50 | sell | 16 | 0.10 | 2.06413 | 0.00000 | 0.00000 | ||
47 | 2023.10.17 13:50 | modify | 16 | 0.10 | 2.06413 | 0.00000 | 2.04013 | ||
48 | 2023.10.25 07:02 | close | 16 | 0.10 | 2.08207 | 0.00000 | 2.04013 | -109.66 | 11013.60 |
49 | 2023.10.25 07:02 | buy | 17 | 0.10 | 2.08207 | 0.00000 | 0.00000 | ||
50 | 2023.10.25 07:02 | modify | 17 | 0.10 | 2.08207 | 0.00000 | 2.10607 | ||
51 | 2023.10.26 05:15 | close | 17 | 0.10 | 2.08752 | 0.00000 | 2.10607 | 31.99 | 11045.58 |
52 | 2023.10.26 05:15 | sell | 18 | 0.10 | 2.08752 | 0.00000 | 0.00000 | ||
53 | 2023.10.26 05:15 | modify | 18 | 0.10 | 2.08752 | 0.00000 | 2.06352 | ||
54 | 2023.10.30 12:20 | close | 18 | 0.10 | 2.08091 | 0.00000 | 2.06352 | 39.54 | 11085.12 |
55 | 2023.10.30 12:20 | buy | 19 | 0.10 | 2.08091 | 0.00000 | 0.00000 | ||
56 | 2023.10.30 12:20 | modify | 19 | 0.10 | 2.08091 | 0.00000 | 2.10491 | ||
57 | 2023.10.31 06:20 | close | 19 | 0.10 | 2.08210 | 0.00000 | 2.10491 | 6.88 | 11092.01 |
58 | 2023.10.31 06:20 | sell | 20 | 0.10 | 2.08210 | 0.00000 | 0.00000 | ||
59 | 2023.10.31 06:20 | modify | 20 | 0.10 | 2.08210 | 0.00000 | 2.05810 | ||
60 | 2023.11.03 12:50 | t/p | 20 | 0.10 | 2.05810 | 0.00000 | 2.05810 | 143.96 | 11235.96 |
61 | 2023.11.10 16:15 | buy | 21 | 0.10 | 2.07363 | 0.00000 | 0.00000 | ||
62 | 2023.11.10 16:15 | modify | 21 | 0.10 | 2.07363 | 0.00000 | 2.09763 | ||
63 | 2023.11.14 13:33 | close | 21 | 0.10 | 2.09020 | 0.00000 | 2.09763 | 99.37 | 11335.34 |
64 | 2023.11.14 13:33 | sell | 22 | 0.10 | 2.09020 | 0.00000 | 0.00000 | ||
65 | 2023.11.14 13:33 | modify | 22 | 0.10 | 2.09020 | 0.00000 | 2.06620 | ||
66 | 2023.11.15 08:20 | t/p | 22 | 0.10 | 2.06620 | 0.00000 | 2.06620 | 144.66 | 11479.99 |
67 | 2023.11.17 08:15 | sell | 23 | 0.10 | 2.07933 | 0.00000 | 0.00000 | ||
68 | 2023.11.17 08:15 | modify | 23 | 0.10 | 2.07933 | 0.00000 | 2.05533 | ||
69 | 2023.11.20 14:10 | close | 23 | 0.10 | 2.07331 | 0.00000 | 2.05533 | 36.16 | 11516.15 |
70 | 2023.11.20 14:10 | buy | 24 | 0.10 | 2.07331 | 0.00000 | 0.00000 | ||
71 | 2023.11.20 14:10 | modify | 24 | 0.10 | 2.07331 | 0.00000 | 2.09731 | ||
72 | 2023.11.24 15:20 | close | 24 | 0.10 | 2.07136 | 0.00000 | 2.09731 | -13.55 | 11502.60 |
73 | 2023.11.24 15:20 | sell | 25 | 0.10 | 2.07136 | 0.00000 | 0.00000 | ||
74 | 2023.11.24 15:20 | modify | 25 | 0.10 | 2.07136 | 0.00000 | 2.04736 | ||
75 | 2023.11.30 10:20 | close | 25 | 0.10 | 2.05891 | 0.00000 | 2.04736 | 74.08 | 11576.68 |
76 | 2023.11.30 10:20 | buy | 26 | 0.10 | 2.05891 | 0.00000 | 0.00000 | ||
77 | 2023.11.30 10:20 | modify | 26 | 0.10 | 2.05891 | 0.00000 | 2.08291 | ||
78 | 2023.12.11 14:10 | close | 26 | 0.10 | 2.05191 | 0.00000 | 2.08291 | -44.91 | 11531.77 |
79 | 2023.12.11 14:10 | sell | 27 | 0.10 | 2.05191 | 0.00000 | 0.00000 | ||
80 | 2023.12.11 14:10 | modify | 27 | 0.10 | 2.05191 | 0.00000 | 2.02791 | ||
81 | 2023.12.14 02:20 | t/p | 27 | 0.10 | 2.02791 | 0.00000 | 2.02791 | 143.96 | 11675.73 |
82 | 2023.12.14 08:40 | buy | 28 | 0.10 | 2.03528 | 0.00000 | 0.00000 | ||
83 | 2023.12.14 08:40 | modify | 28 | 0.10 | 2.03528 | 0.00000 | 2.05928 | ||
84 | 2023.12.15 06:50 | t/p | 28 | 0.10 | 2.05928 | 0.00000 | 2.05928 | 144.50 | 11820.23 |
85 | 2023.12.15 08:10 | sell | 29 | 0.10 | 2.05286 | 0.00000 | 0.00000 | ||
86 | 2023.12.15 08:10 | modify | 29 | 0.10 | 2.05286 | 0.00000 | 2.02886 | ||
87 | 2023.12.18 09:50 | t/p | 29 | 0.10 | 2.02886 | 0.00000 | 2.02886 | 144.65 | 11964.87 |
88 | 2024.02.15 03:50 | buy | 30 | 0.10 | 2.06617 | 0.00000 | 0.00000 | ||
89 | 2024.02.15 03:50 | modify | 30 | 0.10 | 2.06617 | 0.00000 | 2.09017 | ||
90 | 2024.03.06 00:50 | t/p | 30 | 0.10 | 2.09017 | 0.00000 | 2.09017 | 139.44 | 12104.31 |
91 | 2024.03.07 15:15 | buy | 31 | 0.10 | 2.07319 | 0.00000 | 0.00000 | ||
92 | 2024.03.07 15:15 | modify | 31 | 0.10 | 2.07319 | 0.00000 | 2.09719 | ||
93 | 2024.03.11 05:50 | close | 31 | 0.10 | 2.08037 | 0.00000 | 2.09719 | 42.72 | 12147.03 |
94 | 2024.03.11 05:50 | sell | 32 | 0.10 | 2.08037 | 0.00000 | 0.00000 | ||
95 | 2024.03.11 05:50 | modify | 32 | 0.10 | 2.08037 | 0.00000 | 2.05637 | ||
96 | 2024.03.12 13:20 | close | 32 | 0.10 | 2.07712 | 0.00000 | 2.05637 | 19.44 | 12166.47 |
97 | 2024.03.12 13:20 | buy | 33 | 0.10 | 2.07712 | 0.00000 | 0.00000 | ||
98 | 2024.03.12 13:20 | modify | 33 | 0.10 | 2.07712 | 0.00000 | 2.10112 | ||
99 | 2024.03.19 06:50 | t/p | 33 | 0.10 | 2.10112 | 0.00000 | 2.10112 | 142.71 | 12309.18 |
100 | 2024.03.20 12:20 | sell | 34 | 0.10 | 2.10319 | 0.00000 | 0.00000 | ||
101 | 2024.03.20 12:20 | modify | 34 | 0.10 | 2.10319 | 0.00000 | 2.07919 | ||
102 | 2024.04.04 12:20 | close | 34 | 0.10 | 2.10009 | 0.00000 | 2.07919 | 15.74 | 12324.92 |
103 | 2024.04.04 12:20 | buy | 35 | 0.10 | 2.10009 | 0.00000 | 0.00000 | ||
104 | 2024.04.04 12:20 | modify | 35 | 0.10 | 2.10009 | 0.00000 | 2.12409 | ||
105 | 2024.04.08 04:59 | close | 35 | 0.10 | 2.10020 | 0.00000 | 2.12409 | 0.07 | 12325.00 |
106 | 2024.04.08 04:59 | sell | 36 | 0.10 | 2.10020 | 0.00000 | 0.00000 | ||
107 | 2024.04.08 04:59 | modify | 36 | 0.10 | 2.10020 | 0.00000 | 2.07620 | ||
108 | 2024.04.10 07:20 | close | 36 | 0.10 | 2.09077 | 0.00000 | 2.07620 | 56.56 | 12381.56 |
109 | 2024.04.10 07:20 | buy | 37 | 0.10 | 2.09077 | 0.00000 | 0.00000 | ||
110 | 2024.04.10 07:20 | modify | 37 | 0.10 | 2.09077 | 0.00000 | 2.11477 | ||
111 | 2024.04.16 03:02 | t/p | 37 | 0.10 | 2.11477 | 0.00000 | 2.11477 | 143.01 | 12524.57 |
112 | 2024.04.16 15:20 | sell | 38 | 0.10 | 2.11247 | 0.00000 | 0.00000 | ||
113 | 2024.04.16 15:20 | modify | 38 | 0.10 | 2.11247 | 0.00000 | 2.08847 | ||
114 | 2024.04.18 04:40 | close | 38 | 0.10 | 2.10614 | 0.00000 | 2.08847 | 37.50 | 12562.07 |
115 | 2024.04.18 04:40 | buy | 39 | 0.10 | 2.10614 | 0.00000 | 0.00000 | ||
116 | 2024.04.18 04:40 | modify | 39 | 0.10 | 2.10614 | 0.00000 | 2.13014 | ||
117 | 2024.04.30 23:59 | close at stop | 39 | 0.10 | 2.08551 | 0.00000 | 2.13014 | -127.44 | 12434.63 |