Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=2; RSI_OBSLevels=2; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=10; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=200; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=180; TrailingStop=80; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=35; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2611 | Ticks modelled | 79645 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | 1908.58 | Gross profit | 2428.32 | Gross loss | -519.75 |
Profit factor | 4.67 | Expected payoff | 65.81 | ||
Absolute drawdown | 4.70 | Maximal drawdown | 313.42 (10.60%) | Relative drawdown | 16.89% (208.52) |
Total trades | 29 | Short positions (won %) | 13 (92.31%) | Long positions (won %) | 16 (68.75%) |
Profit trades (% of total) | 23 (79.31%) | Loss trades (% of total) | 6 (20.69%) | ||
Largest | profit trade | 117.43 | loss trade | -137.54 | |
Average | profit trade | 105.58 | loss trade | -86.62 | |
Maximum | consecutive wins (profit in money) | 10 (993.60) | consecutive losses (loss in money) | 2 (-178.48) | |
Maximal | consecutive profit (count of wins) | 993.60 (10) | consecutive loss (count of losses) | -178.48 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.13 04:15 | buy | 1 | 0.10 | 2.07517 | 0.00000 | 0.00000 | ||
2 | 2023.11.13 04:15 | modify | 1 | 0.10 | 2.07517 | 0.00000 | 2.09517 | ||
3 | 2023.11.14 07:20 | modify | 1 | 0.10 | 2.07517 | 2.08566 | 2.09517 | ||
4 | 2023.11.14 12:30 | t/p | 1 | 0.10 | 2.09517 | 2.08566 | 2.09517 | 117.03 | 1117.03 |
5 | 2023.12.04 03:40 | sell | 2 | 0.10 | 2.04632 | 0.00000 | 0.00000 | ||
6 | 2023.12.04 03:40 | modify | 2 | 0.10 | 2.04632 | 0.00000 | 2.02632 | ||
7 | 2023.12.14 02:40 | t/p | 2 | 0.10 | 2.02632 | 0.00000 | 2.02632 | 114.81 | 1231.83 |
8 | 2023.12.14 08:20 | sell | 3 | 0.10 | 2.03464 | 0.00000 | 0.00000 | ||
9 | 2023.12.14 08:20 | modify | 3 | 0.10 | 2.03464 | 0.00000 | 2.01464 | ||
10 | 2023.12.15 08:06 | close | 3 | 0.10 | 2.05423 | 0.00000 | 2.01464 | -115.25 | 1116.58 |
11 | 2023.12.15 08:06 | buy | 4 | 0.10 | 2.05423 | 0.00000 | 0.00000 | ||
12 | 2023.12.15 08:06 | modify | 4 | 0.10 | 2.05423 | 0.00000 | 2.07423 | ||
13 | 2023.12.17 22:15 | close | 4 | 0.10 | 2.04346 | 0.00000 | 2.07423 | -63.23 | 1053.35 |
14 | 2023.12.17 22:15 | sell | 5 | 0.10 | 2.04346 | 0.00000 | 0.00000 | ||
15 | 2023.12.17 22:15 | modify | 5 | 0.10 | 2.04346 | 0.00000 | 2.02346 | ||
16 | 2023.12.20 06:40 | modify | 5 | 0.10 | 2.04346 | 2.03342 | 2.02346 | ||
17 | 2023.12.20 07:20 | t/p | 5 | 0.10 | 2.02346 | 2.03342 | 2.02346 | 116.77 | 1170.13 |
18 | 2023.12.22 03:00 | sell | 6 | 0.10 | 2.01788 | 0.00000 | 0.00000 | ||
19 | 2023.12.22 03:00 | modify | 6 | 0.10 | 2.01788 | 0.00000 | 1.99788 | ||
20 | 2023.12.29 21:40 | close | 6 | 0.10 | 2.01460 | 0.00000 | 1.99788 | 17.72 | 1187.85 |
21 | 2023.12.29 21:40 | buy | 7 | 0.10 | 2.01460 | 0.00000 | 0.00000 | ||
22 | 2023.12.29 21:40 | modify | 7 | 0.10 | 2.01460 | 0.00000 | 2.03460 | ||
23 | 2024.01.04 10:30 | modify | 7 | 0.10 | 2.01460 | 2.02468 | 2.03460 | ||
24 | 2024.01.04 14:30 | t/p | 7 | 0.10 | 2.03460 | 2.02468 | 2.03460 | 115.17 | 1303.01 |
25 | 2024.01.16 06:30 | buy | 8 | 0.10 | 2.05569 | 0.00000 | 0.00000 | ||
26 | 2024.01.16 06:30 | modify | 8 | 0.10 | 2.05569 | 0.00000 | 2.07569 | ||
27 | 2024.01.17 14:20 | modify | 8 | 0.10 | 2.05569 | 2.06572 | 2.07569 | ||
28 | 2024.01.17 14:40 | t/p | 8 | 0.10 | 2.07569 | 2.06572 | 2.07569 | 117.03 | 1420.04 |
29 | 2024.01.24 12:40 | sell | 9 | 0.10 | 2.07944 | 0.00000 | 0.00000 | ||
30 | 2024.01.24 12:40 | modify | 9 | 0.10 | 2.07944 | 0.00000 | 2.05944 | ||
31 | 2024.02.09 00:40 | modify | 9 | 0.10 | 2.07944 | 2.06924 | 2.05944 | ||
32 | 2024.02.09 03:40 | t/p | 9 | 0.10 | 2.05944 | 2.06924 | 2.05944 | 113.49 | 1533.53 |
33 | 2024.02.09 14:40 | sell | 10 | 0.10 | 2.05798 | 0.00000 | 0.00000 | ||
34 | 2024.02.09 14:40 | modify | 10 | 0.10 | 2.05798 | 0.00000 | 2.03798 | ||
35 | 2024.02.21 05:40 | modify | 10 | 0.10 | 2.05798 | 2.04713 | 2.03798 | ||
36 | 2024.02.21 09:15 | t/p | 10 | 0.10 | 2.03798 | 2.04713 | 2.03798 | 115.25 | 1648.79 |
37 | 2024.02.27 04:05 | buy | 11 | 0.10 | 2.05724 | 0.00000 | 0.00000 | ||
38 | 2024.02.27 04:05 | modify | 11 | 0.10 | 2.05724 | 0.00000 | 2.07724 | ||
39 | 2024.02.28 03:40 | modify | 11 | 0.10 | 2.05724 | 2.06736 | 2.07724 | ||
40 | 2024.02.28 14:40 | t/p | 11 | 0.10 | 2.07724 | 2.06736 | 2.07724 | 117.04 | 1765.82 |
41 | 2024.02.28 20:40 | buy | 12 | 0.10 | 2.07612 | 0.00000 | 0.00000 | ||
42 | 2024.02.28 20:40 | modify | 12 | 0.10 | 2.07612 | 0.00000 | 2.09612 | ||
43 | 2024.03.19 00:30 | modify | 12 | 0.10 | 2.07612 | 2.08625 | 2.09612 | ||
44 | 2024.03.19 03:40 | t/p | 12 | 0.10 | 2.09612 | 2.08625 | 2.09612 | 109.92 | 1875.74 |
45 | 2024.03.19 21:40 | buy | 13 | 0.10 | 2.09983 | 0.00000 | 0.00000 | ||
46 | 2024.03.19 21:40 | modify | 13 | 0.10 | 2.09983 | 0.00000 | 2.11983 | ||
47 | 2024.03.31 21:00 | close | 13 | 0.10 | 2.11013 | 0.00000 | 2.11983 | 55.97 | 1931.71 |
48 | 2024.03.31 21:00 | sell | 14 | 0.10 | 2.11013 | 0.00000 | 0.00000 | ||
49 | 2024.03.31 21:00 | modify | 14 | 0.10 | 2.11013 | 0.00000 | 2.09013 | ||
50 | 2024.04.09 13:40 | modify | 14 | 0.10 | 2.11013 | 2.09961 | 2.09013 | ||
51 | 2024.04.10 00:05 | t/p | 14 | 0.10 | 2.09013 | 2.09961 | 2.09013 | 115.24 | 2046.95 |
52 | 2024.04.16 15:40 | buy | 15 | 0.10 | 2.11244 | 0.00000 | 0.00000 | ||
53 | 2024.04.16 15:40 | modify | 15 | 0.10 | 2.11244 | 0.00000 | 2.13244 | ||
54 | 2024.04.18 04:30 | close | 15 | 0.10 | 2.10565 | 0.00000 | 2.13244 | -41.35 | 2005.61 |
55 | 2024.04.18 04:30 | sell | 16 | 0.10 | 2.10565 | 0.00000 | 0.00000 | ||
56 | 2024.04.18 04:30 | modify | 16 | 0.10 | 2.10565 | 0.00000 | 2.08565 | ||
57 | 2024.04.22 10:30 | modify | 16 | 0.10 | 2.10565 | 2.09553 | 2.08565 | ||
58 | 2024.04.22 11:30 | t/p | 16 | 0.10 | 2.08565 | 2.09553 | 2.08565 | 116.99 | 2122.60 |
59 | 2024.04.23 21:00 | buy | 17 | 0.10 | 2.09468 | 0.00000 | 0.00000 | ||
60 | 2024.04.23 21:00 | modify | 17 | 0.10 | 2.09468 | 0.00000 | 2.11468 | ||
61 | 2024.04.30 12:40 | modify | 17 | 0.10 | 2.09468 | 2.10529 | 2.11468 | ||
62 | 2024.04.30 12:53 | t/p | 17 | 0.10 | 2.11468 | 2.10529 | 2.11468 | 114.78 | 2237.38 |
63 | 2024.05.01 03:00 | buy | 18 | 0.10 | 2.12067 | 0.00000 | 0.00000 | ||
64 | 2024.05.01 03:00 | modify | 18 | 0.10 | 2.12067 | 0.00000 | 2.14067 | ||
65 | 2024.05.03 04:05 | close | 18 | 0.10 | 2.10356 | 0.00000 | 2.14067 | -101.93 | 2135.45 |
66 | 2024.05.03 04:05 | sell | 19 | 0.10 | 2.10356 | 0.00000 | 0.00000 | ||
67 | 2024.05.03 04:05 | modify | 19 | 0.10 | 2.10356 | 0.00000 | 2.08356 | ||
68 | 2024.05.03 13:40 | modify | 19 | 0.10 | 2.10356 | 2.09287 | 2.08356 | ||
69 | 2024.05.03 14:40 | t/p | 19 | 0.10 | 2.08356 | 2.09287 | 2.08356 | 117.43 | 2252.88 |
70 | 2024.05.08 03:00 | sell | 20 | 0.10 | 2.08536 | 0.00000 | 0.00000 | ||
71 | 2024.05.08 03:00 | modify | 20 | 0.10 | 2.08536 | 0.00000 | 2.06536 | ||
72 | 2024.05.19 21:15 | modify | 20 | 0.10 | 2.08536 | 2.07528 | 2.06536 | ||
73 | 2024.05.20 02:40 | s/l | 20 | 0.10 | 2.07528 | 2.07528 | 2.06536 | 56.57 | 2309.45 |
74 | 2024.05.21 21:00 | buy | 21 | 0.10 | 2.08394 | 0.00000 | 0.00000 | ||
75 | 2024.05.21 21:00 | modify | 21 | 0.10 | 2.08394 | 0.00000 | 2.10394 | ||
76 | 2024.07.10 02:40 | t/p | 21 | 0.10 | 2.10394 | 0.00000 | 2.10394 | 98.70 | 2408.15 |
77 | 2024.07.11 21:20 | buy | 22 | 0.10 | 2.11612 | 0.00000 | 0.00000 | ||
78 | 2024.07.11 21:20 | modify | 22 | 0.10 | 2.11612 | 0.00000 | 2.13612 | ||
79 | 2024.07.15 17:40 | modify | 22 | 0.10 | 2.11612 | 2.12628 | 2.13612 | ||
80 | 2024.07.16 00:30 | t/p | 22 | 0.10 | 2.13612 | 2.12628 | 2.13612 | 116.28 | 2524.42 |
81 | 2024.07.23 20:40 | buy | 23 | 0.10 | 2.16687 | 0.00000 | 0.00000 | ||
82 | 2024.07.23 20:40 | modify | 23 | 0.10 | 2.16687 | 0.00000 | 2.18687 | ||
83 | 2024.07.25 12:40 | modify | 23 | 0.10 | 2.16687 | 2.17829 | 2.18687 | ||
84 | 2024.07.29 04:40 | t/p | 23 | 0.10 | 2.18687 | 2.17829 | 2.18687 | 115.17 | 2639.59 |
85 | 2024.08.01 05:15 | sell | 24 | 0.10 | 2.16010 | 0.00000 | 0.00000 | ||
86 | 2024.08.01 05:15 | modify | 24 | 0.10 | 2.16010 | 0.00000 | 2.14010 | ||
87 | 2024.08.01 16:30 | modify | 24 | 0.10 | 2.16010 | 2.14946 | 2.14010 | ||
88 | 2024.08.02 01:40 | t/p | 24 | 0.10 | 2.14010 | 2.14946 | 2.14010 | 117.21 | 2756.80 |
89 | 2024.08.02 08:30 | sell | 25 | 0.10 | 2.14076 | 0.00000 | 0.00000 | ||
90 | 2024.08.02 08:30 | modify | 25 | 0.10 | 2.14076 | 0.00000 | 2.12076 | ||
91 | 2024.08.06 22:40 | t/p | 25 | 0.10 | 2.12076 | 0.00000 | 2.12076 | 117.00 | 2873.80 |
92 | 2024.08.14 21:40 | buy | 26 | 0.10 | 2.13633 | 0.00000 | 0.00000 | ||
93 | 2024.08.14 21:40 | modify | 26 | 0.10 | 2.13633 | 0.00000 | 2.15633 | ||
94 | 2024.09.23 20:20 | close | 26 | 0.10 | 2.12858 | 0.00000 | 2.15633 | -60.45 | 2813.35 |
95 | 2024.09.23 20:20 | sell | 27 | 0.10 | 2.12858 | 0.00000 | 0.00000 | ||
96 | 2024.09.23 20:20 | modify | 27 | 0.10 | 2.12858 | 0.00000 | 2.10858 | ||
97 | 2024.09.27 13:40 | t/p | 27 | 0.10 | 2.10858 | 0.00000 | 2.10858 | 116.12 | 2929.47 |
98 | 2024.10.25 06:40 | buy | 28 | 0.10 | 2.15983 | 0.00000 | 0.00000 | ||
99 | 2024.10.25 06:40 | modify | 28 | 0.10 | 2.15983 | 0.00000 | 2.17983 | ||
100 | 2024.10.29 12:40 | modify | 28 | 0.10 | 2.15983 | 2.17028 | 2.17983 | ||
101 | 2024.10.29 15:30 | t/p | 28 | 0.10 | 2.17983 | 2.17028 | 2.17983 | 116.65 | 3046.12 |
102 | 2024.10.30 06:30 | buy | 29 | 0.10 | 2.18052 | 0.00000 | 0.00000 | ||
103 | 2024.10.30 06:30 | modify | 29 | 0.10 | 2.18052 | 0.00000 | 2.20052 | ||
104 | 2024.10.31 23:59 | close at stop | 29 | 0.10 | 2.15728 | 0.00000 | 2.20052 | -137.54 | 2908.58 |