Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=6; RSI_OBSLevels=9; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=16; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=140; TakeProfit=240; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=50; TSMHelp="------------------------------------"; TrailingStart=180; TrailingStop=120; TrailingStep=35; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=10; DTHelp="------------------------------------"; DynamicTarget_Start=120; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2613 | Ticks modelled | 79975 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1972.61 | Gross profit | 2397.67 | Gross loss | -425.05 |
Profit factor | 5.64 | Expected payoff | 75.87 | ||
Absolute drawdown | 107.19 | Maximal drawdown | 202.55 (1.71%) | Relative drawdown | 1.89% (190.80) |
Total trades | 26 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 17 (82.35%) |
Profit trades (% of total) | 21 (80.77%) | Loss trades (% of total) | 5 (19.23%) | ||
Largest | profit trade | 144.65 | loss trade | -85.53 | |
Average | profit trade | 114.17 | loss trade | -85.01 | |
Maximum | consecutive wins (profit in money) | 9 (975.84) | consecutive losses (loss in money) | 1 (-85.53) | |
Maximal | consecutive profit (count of wins) | 975.84 (9) | consecutive loss (count of losses) | -85.53 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.23 08:15 | sell | 1 | 0.10 | 1.98176 | 0.00000 | 0.00000 | ||
2 | 2023.05.23 08:15 | modify | 1 | 0.10 | 1.98176 | 1.99576 | 1.95776 | ||
3 | 2023.05.24 02:20 | s/l | 1 | 0.10 | 1.99576 | 1.99576 | 1.95776 | -84.65 | 9915.35 |
4 | 2023.05.29 05:40 | buy | 2 | 0.10 | 2.03583 | 0.00000 | 0.00000 | ||
5 | 2023.05.29 05:40 | modify | 2 | 0.10 | 2.03583 | 2.02183 | 2.05983 | ||
6 | 2023.05.30 10:40 | modify | 2 | 0.10 | 2.03583 | 2.04208 | 2.05983 | ||
7 | 2023.05.31 01:30 | modify | 2 | 0.10 | 2.03583 | 2.05783 | 2.05983 | ||
8 | 2023.05.31 01:40 | t/p | 2 | 0.10 | 2.05983 | 2.05783 | 2.05983 | 144.19 | 10059.54 |
9 | 2023.06.01 15:40 | buy | 3 | 0.10 | 2.06299 | 0.00000 | 0.00000 | ||
10 | 2023.06.01 15:40 | modify | 3 | 0.10 | 2.06299 | 2.04899 | 2.08699 | ||
11 | 2023.06.05 03:40 | modify | 3 | 0.10 | 2.06299 | 2.04899 | 2.07499 | ||
12 | 2023.06.05 06:30 | s/l | 3 | 0.10 | 2.04899 | 2.04899 | 2.07499 | -85.06 | 9974.48 |
13 | 2023.06.06 13:30 | sell | 4 | 0.10 | 2.04890 | 0.00000 | 0.00000 | ||
14 | 2023.06.06 13:30 | modify | 4 | 0.10 | 2.04890 | 2.06290 | 2.02490 | ||
15 | 2023.06.07 17:40 | modify | 4 | 0.10 | 2.04890 | 2.06290 | 2.03690 | ||
16 | 2023.06.14 15:40 | t/p | 4 | 0.10 | 2.03690 | 2.06290 | 2.03690 | 71.01 | 10045.50 |
17 | 2023.06.19 21:15 | buy | 5 | 0.10 | 2.05934 | 0.00000 | 0.00000 | ||
18 | 2023.06.19 21:15 | modify | 5 | 0.10 | 2.05934 | 2.04534 | 2.08334 | ||
19 | 2023.06.23 12:05 | modify | 5 | 0.10 | 2.05934 | 2.06736 | 2.08334 | ||
20 | 2023.06.23 15:40 | s/l | 5 | 0.10 | 2.06736 | 2.06736 | 2.08334 | 46.59 | 10092.09 |
21 | 2023.07.10 11:30 | buy | 6 | 0.10 | 2.06672 | 0.00000 | 0.00000 | ||
22 | 2023.07.10 11:30 | modify | 6 | 0.10 | 2.06672 | 2.05272 | 2.09072 | ||
23 | 2023.07.11 09:20 | modify | 6 | 0.10 | 2.06672 | 2.07299 | 2.09072 | ||
24 | 2023.07.11 10:40 | modify | 6 | 0.10 | 2.06672 | 2.08672 | 2.09072 | ||
25 | 2023.07.11 11:15 | s/l | 6 | 0.10 | 2.08672 | 2.08672 | 2.09072 | 120.36 | 10212.45 |
26 | 2023.08.03 09:20 | buy | 7 | 0.10 | 2.08719 | 0.00000 | 0.00000 | ||
27 | 2023.08.03 09:20 | modify | 7 | 0.10 | 2.08719 | 2.07319 | 2.11119 | ||
28 | 2023.08.08 08:05 | modify | 7 | 0.10 | 2.08719 | 2.09335 | 2.11119 | ||
29 | 2023.08.11 00:40 | modify | 7 | 0.10 | 2.08719 | 2.09691 | 2.11119 | ||
30 | 2023.08.11 01:53 | modify | 7 | 0.10 | 2.08719 | 2.10719 | 2.11119 | ||
31 | 2023.08.11 02:30 | modify | 7 | 0.10 | 2.08719 | 2.10919 | 2.11119 | ||
32 | 2023.08.11 03:40 | s/l | 7 | 0.10 | 2.10919 | 2.10919 | 2.11119 | 130.34 | 10342.79 |
33 | 2023.08.14 14:40 | buy | 8 | 0.10 | 2.11778 | 0.00000 | 0.00000 | ||
34 | 2023.08.14 14:40 | modify | 8 | 0.10 | 2.11778 | 2.10378 | 2.14178 | ||
35 | 2023.08.16 00:30 | modify | 8 | 0.10 | 2.11778 | 2.12396 | 2.14178 | ||
36 | 2023.08.16 14:20 | modify | 8 | 0.10 | 2.11778 | 2.13778 | 2.14178 | ||
37 | 2023.08.16 14:30 | modify | 8 | 0.10 | 2.11778 | 2.13978 | 2.14178 | ||
38 | 2023.08.16 14:40 | t/p | 8 | 0.10 | 2.14178 | 2.13978 | 2.14178 | 144.19 | 10486.98 |
39 | 2023.09.11 16:15 | sell | 9 | 0.10 | 2.11693 | 0.00000 | 0.00000 | ||
40 | 2023.09.11 16:15 | modify | 9 | 0.10 | 2.11693 | 2.13093 | 2.09293 | ||
41 | 2023.09.14 13:40 | modify | 9 | 0.10 | 2.11693 | 2.10867 | 2.09293 | ||
42 | 2023.09.15 03:40 | modify | 9 | 0.10 | 2.11693 | 2.09693 | 2.09293 | ||
43 | 2023.09.15 06:40 | modify | 9 | 0.10 | 2.11693 | 2.09493 | 2.09293 | ||
44 | 2023.09.15 07:10 | s/l | 9 | 0.10 | 2.09493 | 2.09493 | 2.09293 | 131.70 | 10618.68 |
45 | 2023.09.18 09:40 | sell | 10 | 0.10 | 2.09927 | 0.00000 | 0.00000 | ||
46 | 2023.09.18 09:40 | modify | 10 | 0.10 | 2.09927 | 2.11327 | 2.07527 | ||
47 | 2023.09.20 06:20 | modify | 10 | 0.10 | 2.09927 | 2.09289 | 2.07527 | ||
48 | 2023.09.20 10:30 | modify | 10 | 0.10 | 2.09927 | 2.07727 | 2.07527 | ||
49 | 2023.09.20 10:40 | t/p | 10 | 0.10 | 2.07527 | 2.07727 | 2.07527 | 144.47 | 10763.15 |
50 | 2023.09.21 03:00 | sell | 11 | 0.10 | 2.08451 | 0.00000 | 0.00000 | ||
51 | 2023.09.21 03:00 | modify | 11 | 0.10 | 2.08451 | 2.09851 | 2.06051 | ||
52 | 2023.09.22 07:20 | modify | 11 | 0.10 | 2.08451 | 2.07807 | 2.06051 | ||
53 | 2023.09.22 07:40 | t/p | 11 | 0.10 | 2.06051 | 2.07807 | 2.06051 | 144.65 | 10907.80 |
54 | 2023.09.27 03:20 | sell | 12 | 0.10 | 2.04715 | 0.00000 | 0.00000 | ||
55 | 2023.09.27 03:20 | modify | 12 | 0.10 | 2.04715 | 2.06115 | 2.02315 | ||
56 | 2023.09.29 08:40 | modify | 12 | 0.10 | 2.04715 | 2.03993 | 2.02315 | ||
57 | 2023.10.03 02:06 | s/l | 12 | 0.10 | 2.03993 | 2.03993 | 2.02315 | 42.52 | 10950.32 |
58 | 2023.10.05 03:00 | buy | 13 | 0.10 | 2.04582 | 0.00000 | 0.00000 | ||
59 | 2023.10.05 03:00 | modify | 13 | 0.10 | 2.04582 | 2.03182 | 2.06982 | ||
60 | 2023.10.09 14:05 | modify | 13 | 0.10 | 2.04582 | 2.03182 | 2.05782 | ||
61 | 2023.10.09 18:30 | s/l | 13 | 0.10 | 2.03182 | 2.03182 | 2.05782 | -85.06 | 10865.26 |
62 | 2023.10.15 21:00 | buy | 14 | 0.10 | 2.05078 | 0.00000 | 0.00000 | ||
63 | 2023.10.15 21:00 | modify | 14 | 0.10 | 2.05078 | 2.03678 | 2.07478 | ||
64 | 2023.10.16 22:30 | modify | 14 | 0.10 | 2.05078 | 2.05690 | 2.07478 | ||
65 | 2023.10.18 14:40 | modify | 14 | 0.10 | 2.05078 | 2.06059 | 2.07478 | ||
66 | 2023.10.18 15:30 | modify | 14 | 0.10 | 2.05078 | 2.07078 | 2.07478 | ||
67 | 2023.10.18 15:40 | modify | 14 | 0.10 | 2.05078 | 2.07278 | 2.07478 | ||
68 | 2023.10.18 16:15 | s/l | 14 | 0.10 | 2.07278 | 2.07278 | 2.07478 | 131.83 | 10997.09 |
69 | 2023.11.07 16:40 | buy | 15 | 0.10 | 2.07336 | 0.00000 | 0.00000 | ||
70 | 2023.11.07 16:40 | modify | 15 | 0.10 | 2.07336 | 2.05936 | 2.09736 | ||
71 | 2023.11.14 05:40 | modify | 15 | 0.10 | 2.07336 | 2.07962 | 2.09736 | ||
72 | 2023.11.14 12:30 | modify | 15 | 0.10 | 2.07336 | 2.09336 | 2.09736 | ||
73 | 2023.11.14 12:40 | modify | 15 | 0.10 | 2.07336 | 2.09536 | 2.09736 | ||
74 | 2023.11.14 12:55 | s/l | 15 | 0.10 | 2.09536 | 2.09536 | 2.09736 | 130.64 | 11127.73 |
75 | 2023.11.28 08:20 | sell | 16 | 0.10 | 2.07226 | 0.00000 | 0.00000 | ||
76 | 2023.11.28 08:20 | modify | 16 | 0.10 | 2.07226 | 2.08626 | 2.04826 | ||
77 | 2023.11.29 01:40 | modify | 16 | 0.10 | 2.07226 | 2.06300 | 2.04826 | ||
78 | 2023.11.29 05:15 | modify | 16 | 0.10 | 2.07226 | 2.05226 | 2.04826 | ||
79 | 2023.11.29 05:30 | s/l | 16 | 0.10 | 2.05226 | 2.05226 | 2.04826 | 120.52 | 11248.25 |
80 | 2023.12.04 06:40 | sell | 17 | 0.10 | 2.05013 | 0.00000 | 0.00000 | ||
81 | 2023.12.04 06:40 | modify | 17 | 0.10 | 2.05013 | 2.06413 | 2.02613 | ||
82 | 2023.12.14 01:05 | modify | 17 | 0.10 | 2.05013 | 2.04370 | 2.02613 | ||
83 | 2023.12.14 02:40 | t/p | 17 | 0.10 | 2.02613 | 2.04370 | 2.02613 | 142.72 | 11390.97 |
84 | 2023.12.15 08:33 | buy | 18 | 0.10 | 2.04939 | 0.00000 | 0.00000 | ||
85 | 2023.12.15 08:33 | modify | 18 | 0.10 | 2.04939 | 2.03539 | 2.07339 | ||
86 | 2023.12.17 22:40 | modify | 18 | 0.10 | 2.04939 | 2.03539 | 2.06139 | ||
87 | 2023.12.18 01:05 | s/l | 18 | 0.10 | 2.03539 | 2.03539 | 2.06139 | -84.76 | 11306.21 |
88 | 2023.12.28 12:40 | buy | 19 | 0.10 | 2.01466 | 0.00000 | 0.00000 | ||
89 | 2023.12.28 12:40 | modify | 19 | 0.10 | 2.01466 | 2.00066 | 2.03866 | ||
90 | 2024.01.04 10:30 | modify | 19 | 0.10 | 2.01466 | 2.02068 | 2.03866 | ||
91 | 2024.01.04 14:40 | modify | 19 | 0.10 | 2.01466 | 2.03466 | 2.03866 | ||
92 | 2024.01.04 15:40 | modify | 19 | 0.10 | 2.01466 | 2.03666 | 2.03866 | ||
93 | 2024.01.04 16:20 | s/l | 19 | 0.10 | 2.03666 | 2.03666 | 2.03866 | 130.64 | 11436.86 |
94 | 2024.01.08 09:40 | buy | 20 | 0.10 | 2.03547 | 0.00000 | 0.00000 | ||
95 | 2024.01.08 09:40 | modify | 20 | 0.10 | 2.03547 | 2.02147 | 2.05947 | ||
96 | 2024.01.15 08:20 | modify | 20 | 0.10 | 2.03547 | 2.04234 | 2.05947 | ||
97 | 2024.01.16 00:53 | modify | 20 | 0.10 | 2.03547 | 2.05547 | 2.05947 | ||
98 | 2024.01.16 01:15 | modify | 20 | 0.10 | 2.03547 | 2.05747 | 2.05947 | ||
99 | 2024.01.16 01:20 | s/l | 20 | 0.10 | 2.05747 | 2.05747 | 2.05947 | 130.35 | 11567.21 |
100 | 2024.01.16 08:05 | buy | 21 | 0.10 | 2.05193 | 0.00000 | 0.00000 | ||
101 | 2024.01.16 08:05 | modify | 21 | 0.10 | 2.05193 | 2.03793 | 2.07593 | ||
102 | 2024.01.17 08:40 | modify | 21 | 0.10 | 2.05193 | 2.05891 | 2.07593 | ||
103 | 2024.01.17 14:30 | modify | 21 | 0.10 | 2.05193 | 2.07193 | 2.07593 | ||
104 | 2024.01.17 14:40 | modify | 21 | 0.10 | 2.05193 | 2.07393 | 2.07593 | ||
105 | 2024.01.17 15:30 | t/p | 21 | 0.10 | 2.07593 | 2.07393 | 2.07593 | 144.50 | 11711.71 |
106 | 2024.01.19 09:30 | buy | 22 | 0.10 | 2.07445 | 0.00000 | 0.00000 | ||
107 | 2024.01.19 09:30 | modify | 22 | 0.10 | 2.07445 | 2.06045 | 2.09845 | ||
108 | 2024.01.22 21:06 | modify | 22 | 0.10 | 2.07445 | 2.08082 | 2.09845 | ||
109 | 2024.01.23 21:30 | s/l | 22 | 0.10 | 2.08082 | 2.08082 | 2.09845 | 37.83 | 11749.54 |
110 | 2024.02.21 16:40 | sell | 23 | 0.10 | 2.04568 | 0.00000 | 0.00000 | ||
111 | 2024.02.21 16:40 | modify | 23 | 0.10 | 2.04568 | 2.05968 | 2.02168 | ||
112 | 2024.02.26 23:40 | modify | 23 | 0.10 | 2.04568 | 2.05968 | 2.03368 | ||
113 | 2024.02.27 00:40 | s/l | 23 | 0.10 | 2.05968 | 2.05968 | 2.03368 | -85.53 | 11664.01 |
114 | 2024.02.29 18:40 | buy | 24 | 0.10 | 2.07327 | 0.00000 | 0.00000 | ||
115 | 2024.02.29 18:40 | modify | 24 | 0.10 | 2.07327 | 2.05927 | 2.09727 | ||
116 | 2024.03.06 01:15 | modify | 24 | 0.10 | 2.07327 | 2.07936 | 2.09727 | ||
117 | 2024.03.06 14:40 | s/l | 24 | 0.10 | 2.07936 | 2.07936 | 2.09727 | 35.55 | 11699.56 |
118 | 2024.03.18 21:33 | buy | 25 | 0.10 | 2.09008 | 0.00000 | 0.00000 | ||
119 | 2024.03.18 21:33 | modify | 25 | 0.10 | 2.09008 | 2.07608 | 2.11408 | ||
120 | 2024.03.28 00:40 | modify | 25 | 0.10 | 2.09008 | 2.09684 | 2.11408 | ||
121 | 2024.03.28 08:30 | modify | 25 | 0.10 | 2.09008 | 2.11008 | 2.11408 | ||
122 | 2024.03.28 08:40 | modify | 25 | 0.10 | 2.09008 | 2.11208 | 2.11408 | ||
123 | 2024.03.28 09:15 | t/p | 25 | 0.10 | 2.11408 | 2.11208 | 2.11408 | 141.21 | 11840.78 |
124 | 2024.04.25 12:05 | buy | 26 | 0.10 | 2.09796 | 0.00000 | 0.00000 | ||
125 | 2024.04.25 12:05 | modify | 26 | 0.10 | 2.09796 | 2.08396 | 2.12196 | ||
126 | 2024.04.30 13:20 | modify | 26 | 0.10 | 2.09796 | 2.10477 | 2.12196 | ||
127 | 2024.04.30 18:30 | modify | 26 | 0.10 | 2.09796 | 2.11796 | 2.12196 | ||
128 | 2024.04.30 19:40 | modify | 26 | 0.10 | 2.09796 | 2.11996 | 2.12196 | ||
129 | 2024.04.30 21:00 | s/l | 26 | 0.10 | 2.11996 | 2.11996 | 2.12196 | 131.84 | 11972.61 |