Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=15; RSI_OBSLevels=8; TrendLine_MinGapBars=8; TrendLine_MaxGapBars=18; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=220; TakeProfit=180; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=110; BreakEvenLockin=5; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=80; TrailingStep=35; DSHelp="------------------------------------"; DynamicStop_Start=200; DynamicStop_Step=30; DTHelp="------------------------------------"; DynamicTarget_Start=140; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 7191 | Ticks modelled | 157318 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1433.31 | Gross profit | 1642.52 | Gross loss | -209.21 |
Profit factor | 7.85 | Expected payoff | 65.15 | ||
Absolute drawdown | 113.46 | Maximal drawdown | 260.86 (2.36%) | Relative drawdown | 2.36% (260.86) |
Total trades | 22 | Short positions (won %) | 10 (90.00%) | Long positions (won %) | 12 (83.33%) |
Profit trades (% of total) | 19 (86.36%) | Loss trades (% of total) | 3 (13.64%) | ||
Largest | profit trade | 109.76 | loss trade | -134.42 | |
Average | profit trade | 86.45 | loss trade | -69.74 | |
Maximum | consecutive wins (profit in money) | 11 (1026.83) | consecutive losses (loss in money) | 2 (-199.83) | |
Maximal | consecutive profit (count of wins) | 1026.83 (11) | consecutive loss (count of losses) | -199.83 (2) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.24 07:20 | buy | 1 | 0.10 | 2.07868 | 0.00000 | 0.00000 | ||
2 | 2023.07.24 07:20 | modify | 1 | 0.10 | 2.07868 | 2.05668 | 2.09668 | ||
3 | 2023.07.24 14:50 | modify | 1 | 0.10 | 2.07868 | 2.05668 | 2.08268 | ||
4 | 2023.07.26 15:45 | t/p | 1 | 0.10 | 2.08268 | 2.05668 | 2.08268 | 23.79 | 10023.79 |
5 | 2023.08.09 02:50 | buy | 2 | 0.10 | 2.10092 | 0.00000 | 0.00000 | ||
6 | 2023.08.09 02:50 | modify | 2 | 0.10 | 2.10092 | 2.07892 | 2.11892 | ||
7 | 2023.08.11 05:02 | modify | 2 | 0.10 | 2.10092 | 2.10142 | 2.11892 | ||
8 | 2023.08.11 10:45 | modify | 2 | 0.10 | 2.10092 | 2.10934 | 2.11892 | ||
9 | 2023.08.11 12:50 | t/p | 2 | 0.10 | 2.11892 | 2.10934 | 2.11892 | 108.55 | 10132.34 |
10 | 2023.08.14 14:40 | buy | 3 | 0.10 | 2.12031 | 0.00000 | 0.00000 | ||
11 | 2023.08.14 14:40 | modify | 3 | 0.10 | 2.12031 | 2.09831 | 2.13831 | ||
12 | 2023.08.15 08:16 | modify | 3 | 0.10 | 2.12031 | 2.12081 | 2.13831 | ||
13 | 2023.08.16 00:40 | modify | 3 | 0.10 | 2.12031 | 2.12844 | 2.13831 | ||
14 | 2023.08.16 01:15 | t/p | 3 | 0.10 | 2.13831 | 2.12844 | 2.13831 | 109.14 | 10241.49 |
15 | 2023.08.23 04:37 | sell | 4 | 0.10 | 2.14391 | 0.00000 | 0.00000 | ||
16 | 2023.08.23 04:37 | modify | 4 | 0.10 | 2.14391 | 2.16591 | 2.12591 | ||
17 | 2023.08.23 08:46 | modify | 4 | 0.10 | 2.14391 | 2.14341 | 2.12591 | ||
18 | 2023.08.23 11:07 | modify | 4 | 0.10 | 2.14391 | 2.13586 | 2.12591 | ||
19 | 2023.08.23 13:50 | t/p | 4 | 0.10 | 2.12591 | 2.13586 | 2.12591 | 109.76 | 10351.25 |
20 | 2023.09.13 18:50 | sell | 5 | 0.10 | 2.11331 | 0.00000 | 0.00000 | ||
21 | 2023.09.13 18:50 | modify | 5 | 0.10 | 2.11331 | 2.13531 | 2.09531 | ||
22 | 2023.09.14 12:20 | modify | 5 | 0.10 | 2.11331 | 2.11281 | 2.09531 | ||
23 | 2023.09.14 13:50 | modify | 5 | 0.10 | 2.11331 | 2.10467 | 2.09531 | ||
24 | 2023.09.15 03:20 | t/p | 5 | 0.10 | 2.09531 | 2.10467 | 2.09531 | 108.87 | 10460.12 |
25 | 2023.09.15 08:10 | sell | 6 | 0.10 | 2.10078 | 0.00000 | 0.00000 | ||
26 | 2023.09.15 08:10 | modify | 6 | 0.10 | 2.10078 | 2.12278 | 2.08278 | ||
27 | 2023.09.19 07:20 | modify | 6 | 0.10 | 2.10078 | 2.10028 | 2.08278 | ||
28 | 2023.09.19 08:20 | modify | 6 | 0.10 | 2.10078 | 2.09276 | 2.08278 | ||
29 | 2023.09.19 23:45 | t/p | 6 | 0.10 | 2.08278 | 2.09276 | 2.08278 | 109.33 | 10569.45 |
30 | 2023.09.26 07:20 | sell | 7 | 0.10 | 2.05000 | 0.00000 | 0.00000 | ||
31 | 2023.09.26 07:20 | modify | 7 | 0.10 | 2.05000 | 2.07200 | 2.03200 | ||
32 | 2023.09.29 01:50 | modify | 7 | 0.10 | 2.05000 | 2.04950 | 2.03200 | ||
33 | 2023.09.29 06:20 | modify | 7 | 0.10 | 2.05000 | 2.04071 | 2.03200 | ||
34 | 2023.09.29 06:45 | t/p | 7 | 0.10 | 2.03200 | 2.04071 | 2.03200 | 108.65 | 10678.10 |
35 | 2023.10.05 15:20 | sell | 8 | 0.10 | 2.04660 | 0.00000 | 0.00000 | ||
36 | 2023.10.05 15:20 | modify | 8 | 0.10 | 2.04660 | 2.06860 | 2.02860 | ||
37 | 2023.10.09 11:20 | modify | 8 | 0.10 | 2.04660 | 2.04610 | 2.02860 | ||
38 | 2023.10.09 19:07 | modify | 8 | 0.10 | 2.04660 | 2.03845 | 2.02860 | ||
39 | 2023.10.10 01:37 | t/p | 8 | 0.10 | 2.02860 | 2.03845 | 2.02860 | 109.11 | 10787.21 |
40 | 2023.10.24 06:50 | buy | 9 | 0.10 | 2.09171 | 0.00000 | 0.00000 | ||
41 | 2023.10.24 06:50 | modify | 9 | 0.10 | 2.09171 | 2.06971 | 2.10971 | ||
42 | 2023.10.25 00:45 | modify | 9 | 0.10 | 2.09171 | 2.06971 | 2.09571 | ||
43 | 2023.10.31 22:02 | t/p | 9 | 0.10 | 2.09571 | 2.06971 | 2.09571 | 22.30 | 10809.51 |
44 | 2023.11.21 15:45 | sell | 10 | 0.10 | 2.06865 | 0.00000 | 0.00000 | ||
45 | 2023.11.21 15:45 | modify | 10 | 0.10 | 2.06865 | 2.09065 | 2.05065 | ||
46 | 2023.11.29 01:15 | modify | 10 | 0.10 | 2.06865 | 2.06815 | 2.05065 | ||
47 | 2023.11.29 01:20 | modify | 10 | 0.10 | 2.06865 | 2.05900 | 2.05065 | ||
48 | 2023.11.29 04:50 | t/p | 10 | 0.10 | 2.05065 | 2.05900 | 2.05065 | 108.00 | 10917.51 |
49 | 2023.11.30 14:50 | sell | 11 | 0.10 | 2.05918 | 0.00000 | 0.00000 | ||
50 | 2023.11.30 14:50 | modify | 11 | 0.10 | 2.05918 | 2.08118 | 2.04118 | ||
51 | 2023.11.30 15:50 | modify | 11 | 0.10 | 2.05918 | 2.05868 | 2.04118 | ||
52 | 2023.12.04 00:20 | modify | 11 | 0.10 | 2.05918 | 2.05107 | 2.04118 | ||
53 | 2023.12.04 00:45 | t/p | 11 | 0.10 | 2.04118 | 2.05107 | 2.04118 | 109.32 | 11026.83 |
54 | 2023.12.14 08:50 | sell | 12 | 0.10 | 2.04075 | 0.00000 | 0.00000 | ||
55 | 2023.12.14 08:50 | modify | 12 | 0.10 | 2.04075 | 2.06275 | 2.02275 | ||
56 | 2023.12.14 15:20 | modify | 12 | 0.10 | 2.04075 | 2.06275 | 2.03675 | ||
57 | 2023.12.15 06:50 | modify | 12 | 0.10 | 2.04075 | 2.06275 | 2.04175 | ||
58 | 2023.12.15 08:16 | close | 12 | 0.10 | 2.05144 | 2.06275 | 2.04175 | -65.41 | 10961.42 |
59 | 2023.12.15 08:16 | buy | 13 | 0.10 | 2.05144 | 0.00000 | 0.00000 | ||
60 | 2023.12.15 08:16 | modify | 13 | 0.10 | 2.05144 | 2.02944 | 2.06944 | ||
61 | 2023.12.17 22:20 | modify | 13 | 0.10 | 2.05144 | 2.02944 | 2.05544 | ||
62 | 2023.12.18 06:20 | modify | 13 | 0.10 | 2.05144 | 2.02944 | 2.05044 | ||
63 | 2023.12.18 09:40 | s/l | 13 | 0.10 | 2.02944 | 2.02944 | 2.05044 | -134.42 | 10827.00 |
64 | 2024.01.04 03:20 | buy | 14 | 0.10 | 2.02364 | 0.00000 | 0.00000 | ||
65 | 2024.01.04 03:20 | modify | 14 | 0.10 | 2.02364 | 2.00164 | 2.04164 | ||
66 | 2024.01.04 14:45 | modify | 14 | 0.10 | 2.02364 | 2.02414 | 2.04164 | ||
67 | 2024.01.05 13:32 | modify | 14 | 0.10 | 2.02364 | 2.03210 | 2.04164 | ||
68 | 2024.01.08 11:10 | t/p | 14 | 0.10 | 2.04164 | 2.03210 | 2.04164 | 109.14 | 10936.14 |
69 | 2024.01.16 08:15 | buy | 15 | 0.10 | 2.05319 | 0.00000 | 0.00000 | ||
70 | 2024.01.16 08:15 | modify | 15 | 0.10 | 2.05319 | 2.03119 | 2.07119 | ||
71 | 2024.01.17 07:16 | modify | 15 | 0.10 | 2.05319 | 2.05369 | 2.07119 | ||
72 | 2024.01.17 08:15 | modify | 15 | 0.10 | 2.05319 | 2.06176 | 2.07119 | ||
73 | 2024.01.17 09:45 | t/p | 15 | 0.10 | 2.07119 | 2.06176 | 2.07119 | 109.44 | 11045.58 |
74 | 2024.01.18 02:02 | buy | 16 | 0.10 | 2.06924 | 0.00000 | 0.00000 | ||
75 | 2024.01.18 02:02 | modify | 16 | 0.10 | 2.06924 | 2.04724 | 2.08724 | ||
76 | 2024.01.19 02:50 | modify | 16 | 0.10 | 2.06924 | 2.06974 | 2.08724 | ||
77 | 2024.01.22 16:45 | modify | 16 | 0.10 | 2.06924 | 2.07736 | 2.08724 | ||
78 | 2024.01.22 17:20 | t/p | 16 | 0.10 | 2.08724 | 2.07736 | 2.08724 | 109.14 | 11154.73 |
79 | 2024.03.06 03:20 | buy | 17 | 0.10 | 2.08558 | 0.00000 | 0.00000 | ||
80 | 2024.03.06 03:20 | modify | 17 | 0.10 | 2.08558 | 2.06358 | 2.10358 | ||
81 | 2024.03.07 04:32 | modify | 17 | 0.10 | 2.08558 | 2.06358 | 2.08958 | ||
82 | 2024.03.07 13:37 | modify | 17 | 0.10 | 2.08558 | 2.06358 | 2.08458 | ||
83 | 2024.03.15 00:45 | t/p | 17 | 0.10 | 2.08458 | 2.06358 | 2.08458 | -9.38 | 11145.35 |
84 | 2024.03.20 18:02 | buy | 18 | 0.10 | 2.09952 | 0.00000 | 0.00000 | ||
85 | 2024.03.20 18:02 | modify | 18 | 0.10 | 2.09952 | 2.07752 | 2.11752 | ||
86 | 2024.03.28 07:45 | modify | 18 | 0.10 | 2.09952 | 2.10002 | 2.11752 | ||
87 | 2024.03.28 10:50 | modify | 18 | 0.10 | 2.09952 | 2.10769 | 2.11752 | ||
88 | 2024.03.29 19:02 | s/l | 18 | 0.10 | 2.10769 | 2.10769 | 2.11752 | 46.53 | 11191.88 |
89 | 2024.04.18 05:10 | sell | 19 | 0.10 | 2.10662 | 0.00000 | 0.00000 | ||
90 | 2024.04.18 05:10 | modify | 19 | 0.10 | 2.10662 | 2.12862 | 2.08862 | ||
91 | 2024.04.22 00:45 | modify | 19 | 0.10 | 2.10662 | 2.10612 | 2.08862 | ||
92 | 2024.04.22 02:02 | modify | 19 | 0.10 | 2.10662 | 2.09857 | 2.08862 | ||
93 | 2024.04.22 10:20 | t/p | 19 | 0.10 | 2.08862 | 2.09857 | 2.08862 | 109.33 | 11301.21 |
94 | 2024.04.25 11:37 | buy | 20 | 0.10 | 2.09842 | 0.00000 | 0.00000 | ||
95 | 2024.04.25 11:37 | modify | 20 | 0.10 | 2.09842 | 2.07642 | 2.11642 | ||
96 | 2024.04.30 05:10 | modify | 20 | 0.10 | 2.09842 | 2.09892 | 2.11642 | ||
97 | 2024.04.30 12:59 | modify | 20 | 0.10 | 2.09842 | 2.10745 | 2.11642 | ||
98 | 2024.04.30 13:15 | t/p | 20 | 0.10 | 2.11642 | 2.10745 | 2.11642 | 108.85 | 11410.06 |
99 | 2024.05.29 13:07 | buy | 21 | 0.10 | 2.07834 | 0.00000 | 0.00000 | ||
100 | 2024.05.29 13:07 | modify | 21 | 0.10 | 2.07834 | 2.05634 | 2.09634 | ||
101 | 2024.06.05 02:20 | modify | 21 | 0.10 | 2.07834 | 2.05634 | 2.08234 | ||
102 | 2024.06.07 15:20 | t/p | 21 | 0.10 | 2.08234 | 2.05634 | 2.08234 | 21.10 | 11431.16 |
103 | 2024.06.12 07:15 | sell | 22 | 0.10 | 2.07525 | 0.00000 | 0.00000 | ||
104 | 2024.06.12 07:15 | modify | 22 | 0.10 | 2.07525 | 2.09725 | 2.05725 | ||
105 | 2024.06.12 15:20 | modify | 22 | 0.10 | 2.07525 | 2.07475 | 2.05725 | ||
106 | 2024.06.14 06:15 | s/l | 22 | 0.10 | 2.07475 | 2.07475 | 2.05725 | 2.15 | 11433.31 |