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 | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=2; MAHelp="------------------------------------"; TrendMA_Period=3; FilterMA_Period=4; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=4; BB_Deviation=1.8; BB_Applied=0; BB_GapSize=21; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=5; BUY_PruningMethod=2; SLSHelp="------------------------------------"; SELL_Source=0; SELL_MaxTrades=10; SELL_PruningMethod=1; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; TISTMHelp="------------------------------------"; T_InitialStopLoss=40; T_TakeProfit=90; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=90; B_TakeProfit=120; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; CloseoutTextColour=Gray; CFDTickScaling=0; MagicNumber=200426; | ||||
Bars in test | 2611 | Ticks modelled | 79645 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | 1040.26 | Gross profit | 1951.63 | Gross loss | -911.37 |
Profit factor | 2.14 | Expected payoff | 23.12 | ||
Absolute drawdown | 120.84 | Maximal drawdown | 213.02 (11.58%) | Relative drawdown | 13.10% (206.11) |
Total trades | 45 | Short positions (won %) | 24 (70.83%) | Long positions (won %) | 21 (52.38%) |
Profit trades (% of total) | 28 (62.22%) | Loss trades (% of total) | 17 (37.78%) | ||
Largest | profit trade | 70.53 | loss trade | -54.46 | |
Average | profit trade | 69.70 | loss trade | -53.61 | |
Maximum | consecutive wins (profit in money) | 5 (346.70) | consecutive losses (loss in money) | 3 (-160.90) | |
Maximal | consecutive profit (count of wins) | 346.70 (5) | consecutive loss (count of losses) | -160.90 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.13 04:00 | sell | 1 | 0.10 | 2.07478 | 0.00000 | 0.00000 | ||
2 | 2023.11.13 04:00 | modify | 1 | 0.10 | 2.07478 | 2.08378 | 2.06278 | ||
3 | 2023.11.13 13:30 | s/l | 1 | 0.10 | 2.08378 | 2.08378 | 2.06278 | -52.90 | 947.10 |
4 | 2023.11.28 04:00 | sell | 2 | 0.10 | 2.07036 | 0.00000 | 0.00000 | ||
5 | 2023.11.28 04:00 | modify | 2 | 0.10 | 2.07036 | 2.07936 | 2.05836 | ||
6 | 2023.11.28 08:00 | sell | 3 | 0.10 | 2.07024 | 0.00000 | 0.00000 | ||
7 | 2023.11.28 08:00 | modify | 3 | 0.10 | 2.07024 | 2.07924 | 2.05824 | ||
8 | 2023.11.29 01:30 | t/p | 2 | 0.10 | 2.05836 | 2.07936 | 2.05836 | 70.31 | 1017.41 |
9 | 2023.11.29 01:30 | t/p | 3 | 0.10 | 2.05824 | 2.07924 | 2.05824 | 70.31 | 1087.72 |
10 | 2024.01.05 08:00 | sell | 4 | 0.10 | 2.03662 | 0.00000 | 0.00000 | ||
11 | 2024.01.05 08:00 | modify | 4 | 0.10 | 2.03662 | 2.04562 | 2.02462 | ||
12 | 2024.01.08 12:40 | s/l | 4 | 0.10 | 2.04562 | 2.04562 | 2.02462 | -53.12 | 1034.59 |
13 | 2024.01.16 00:00 | buy | 5 | 0.10 | 2.05466 | 0.00000 | 0.00000 | ||
14 | 2024.01.16 00:00 | modify | 5 | 0.10 | 2.05466 | 2.04566 | 2.06666 | ||
15 | 2024.01.17 04:00 | sell | 6 | 0.10 | 2.05803 | 0.00000 | 0.00000 | ||
16 | 2024.01.17 04:00 | modify | 6 | 0.10 | 2.05803 | 2.06703 | 2.04603 | ||
17 | 2024.01.17 07:33 | t/p | 5 | 0.10 | 2.06666 | 2.04566 | 2.06666 | 70.13 | 1104.72 |
18 | 2024.01.17 07:33 | s/l | 6 | 0.10 | 2.06703 | 2.06703 | 2.04603 | -52.90 | 1051.82 |
19 | 2024.01.22 04:00 | buy | 7 | 0.10 | 2.07646 | 0.00000 | 0.00000 | ||
20 | 2024.01.22 04:00 | modify | 7 | 0.10 | 2.07646 | 2.06746 | 2.08846 | ||
21 | 2024.01.22 18:40 | t/p | 7 | 0.10 | 2.08846 | 2.06746 | 2.08846 | 70.52 | 1122.34 |
22 | 2024.01.29 00:00 | sell | 8 | 0.10 | 2.08440 | 0.00000 | 0.00000 | ||
23 | 2024.01.29 00:00 | modify | 8 | 0.10 | 2.08440 | 2.09340 | 2.07240 | ||
24 | 2024.01.29 04:00 | buy | 9 | 0.10 | 2.08394 | 0.00000 | 0.00000 | ||
25 | 2024.01.29 04:00 | modify | 9 | 0.10 | 2.08394 | 2.07494 | 2.09594 | ||
26 | 2024.01.29 11:40 | s/l | 9 | 0.10 | 2.07494 | 2.07494 | 2.09594 | -52.89 | 1069.45 |
27 | 2024.01.29 20:20 | t/p | 8 | 0.10 | 2.07240 | 2.09340 | 2.07240 | 70.53 | 1139.98 |
28 | 2024.02.08 00:00 | buy | 10 | 0.10 | 2.06725 | 0.00000 | 0.00000 | ||
29 | 2024.02.08 00:00 | modify | 10 | 0.10 | 2.06725 | 2.05825 | 2.07925 | ||
30 | 2024.02.09 07:05 | s/l | 10 | 0.10 | 2.05825 | 2.05825 | 2.07925 | -53.27 | 1086.71 |
31 | 2024.02.20 04:00 | sell | 11 | 0.10 | 2.05022 | 0.00000 | 0.00000 | ||
32 | 2024.02.20 04:00 | modify | 11 | 0.10 | 2.05022 | 2.05922 | 2.03822 | ||
33 | 2024.02.21 09:05 | t/p | 11 | 0.10 | 2.03822 | 2.05922 | 2.03822 | 70.31 | 1157.02 |
34 | 2024.03.05 04:00 | sell | 12 | 0.10 | 2.08312 | 0.00000 | 0.00000 | ||
35 | 2024.03.05 04:00 | modify | 12 | 0.10 | 2.08312 | 2.09212 | 2.07112 | ||
36 | 2024.03.07 07:40 | t/p | 12 | 0.10 | 2.07112 | 2.09212 | 2.07112 | 69.64 | 1226.66 |
37 | 2024.03.08 04:00 | sell | 13 | 0.10 | 2.07490 | 0.00000 | 0.00000 | ||
38 | 2024.03.08 04:00 | modify | 13 | 0.10 | 2.07490 | 2.08390 | 2.06290 | ||
39 | 2024.03.11 04:00 | sell | 14 | 0.10 | 2.08181 | 0.00000 | 0.00000 | ||
40 | 2024.03.11 04:00 | modify | 14 | 0.10 | 2.08181 | 2.09081 | 2.06981 | ||
41 | 2024.03.12 04:00 | buy | 15 | 0.10 | 2.07661 | 0.00000 | 0.00000 | ||
42 | 2024.03.12 04:00 | modify | 15 | 0.10 | 2.07661 | 2.06761 | 2.08861 | ||
43 | 2024.03.15 00:30 | s/l | 13 | 0.10 | 2.08390 | 2.08390 | 2.06290 | -54.46 | 1172.20 |
44 | 2024.03.15 02:40 | t/p | 15 | 0.10 | 2.08861 | 2.06761 | 2.08861 | 68.62 | 1240.82 |
45 | 2024.03.15 08:30 | s/l | 14 | 0.10 | 2.09081 | 2.09081 | 2.06981 | -54.23 | 1186.59 |
46 | 2024.03.25 08:00 | buy | 16 | 0.10 | 2.10237 | 0.00000 | 0.00000 | ||
47 | 2024.03.25 08:00 | modify | 16 | 0.10 | 2.10237 | 2.09337 | 2.11437 | ||
48 | 2024.03.28 10:30 | t/p | 16 | 0.10 | 2.11437 | 2.09337 | 2.11437 | 68.61 | 1255.19 |
49 | 2024.03.29 04:00 | sell | 17 | 0.10 | 2.11279 | 0.00000 | 0.00000 | ||
50 | 2024.03.29 04:00 | modify | 17 | 0.10 | 2.11279 | 2.12179 | 2.10079 | ||
51 | 2024.03.29 08:00 | sell | 18 | 0.10 | 2.11342 | 0.00000 | 0.00000 | ||
52 | 2024.03.29 08:00 | modify | 18 | 0.10 | 2.11342 | 2.12242 | 2.10142 | ||
53 | 2024.04.02 08:00 | sell | 19 | 0.10 | 2.10931 | 0.00000 | 0.00000 | ||
54 | 2024.04.02 08:00 | modify | 19 | 0.10 | 2.10931 | 2.11831 | 2.09731 | ||
55 | 2024.04.03 04:00 | buy | 20 | 0.10 | 2.10735 | 0.00000 | 0.00000 | ||
56 | 2024.04.03 04:00 | modify | 20 | 0.10 | 2.10735 | 2.09835 | 2.11935 | ||
57 | 2024.04.03 08:00 | buy | 21 | 0.10 | 2.10641 | 0.00000 | 0.00000 | ||
58 | 2024.04.03 08:00 | modify | 21 | 0.10 | 2.10641 | 2.09741 | 2.11841 | ||
59 | 2024.04.04 00:40 | t/p | 18 | 0.10 | 2.10142 | 2.12242 | 2.10142 | 69.20 | 1324.39 |
60 | 2024.04.04 01:30 | t/p | 17 | 0.10 | 2.10079 | 2.12179 | 2.10079 | 69.20 | 1393.58 |
61 | 2024.04.04 05:20 | s/l | 20 | 0.10 | 2.09835 | 2.09835 | 2.11935 | -54.03 | 1339.55 |
62 | 2024.04.04 05:40 | s/l | 21 | 0.10 | 2.09741 | 2.09741 | 2.11841 | -54.03 | 1285.52 |
63 | 2024.04.04 06:30 | t/p | 19 | 0.10 | 2.09731 | 2.11831 | 2.09731 | 69.64 | 1355.16 |
64 | 2024.04.11 04:00 | buy | 22 | 0.10 | 2.09754 | 0.00000 | 0.00000 | ||
65 | 2024.04.11 04:00 | modify | 22 | 0.10 | 2.09754 | 2.08854 | 2.10954 | ||
66 | 2024.04.11 08:00 | buy | 23 | 0.10 | 2.09761 | 0.00000 | 0.00000 | ||
67 | 2024.04.11 08:00 | modify | 23 | 0.10 | 2.09761 | 2.08861 | 2.10961 | ||
68 | 2024.04.15 20:15 | t/p | 22 | 0.10 | 2.10954 | 2.08854 | 2.10954 | 69.76 | 1424.92 |
69 | 2024.04.16 00:30 | t/p | 23 | 0.10 | 2.10961 | 2.08861 | 2.10961 | 69.37 | 1494.29 |
70 | 2024.04.25 04:00 | buy | 24 | 0.10 | 2.09900 | 0.00000 | 0.00000 | ||
71 | 2024.04.25 04:00 | modify | 24 | 0.10 | 2.09900 | 2.09000 | 2.11100 | ||
72 | 2024.04.30 05:30 | t/p | 24 | 0.10 | 2.11100 | 2.09000 | 2.11100 | 69.38 | 1563.67 |
73 | 2024.05.08 04:00 | buy | 25 | 0.10 | 2.08504 | 0.00000 | 0.00000 | ||
74 | 2024.05.08 04:00 | modify | 25 | 0.10 | 2.08504 | 2.07604 | 2.09704 | ||
75 | 2024.05.09 11:33 | s/l | 25 | 0.10 | 2.07604 | 2.07604 | 2.09704 | -54.03 | 1509.63 |
76 | 2024.05.24 08:00 | buy | 26 | 0.10 | 2.08132 | 0.00000 | 0.00000 | ||
77 | 2024.05.24 08:00 | modify | 26 | 0.10 | 2.08132 | 2.07232 | 2.09332 | ||
78 | 2024.05.28 00:00 | sell | 27 | 0.10 | 2.07605 | 0.00000 | 0.00000 | ||
79 | 2024.05.28 00:00 | modify | 27 | 0.10 | 2.07605 | 2.08505 | 2.06405 | ||
80 | 2024.05.28 07:40 | s/l | 26 | 0.10 | 2.07232 | 2.07232 | 2.09332 | -53.65 | 1455.98 |
81 | 2024.05.29 04:00 | sell | 28 | 0.10 | 2.07822 | 0.00000 | 0.00000 | ||
82 | 2024.05.29 04:00 | modify | 28 | 0.10 | 2.07822 | 2.08722 | 2.06622 | ||
83 | 2024.06.03 04:00 | sell | 29 | 0.10 | 2.07327 | 0.00000 | 0.00000 | ||
84 | 2024.06.03 04:00 | modify | 29 | 0.10 | 2.07327 | 2.08227 | 2.06127 | ||
85 | 2024.06.03 08:00 | buy | 30 | 0.10 | 2.07276 | 0.00000 | 0.00000 | ||
86 | 2024.06.03 08:00 | modify | 30 | 0.10 | 2.07276 | 2.06376 | 2.08476 | ||
87 | 2024.06.03 12:40 | t/p | 28 | 0.10 | 2.06622 | 2.08722 | 2.06622 | 69.42 | 1525.40 |
88 | 2024.06.05 07:30 | s/l | 30 | 0.10 | 2.06376 | 2.06376 | 2.08476 | -53.65 | 1471.75 |
89 | 2024.06.05 07:40 | t/p | 27 | 0.10 | 2.06405 | 2.08505 | 2.06405 | 68.75 | 1540.50 |
90 | 2024.06.06 01:40 | t/p | 29 | 0.10 | 2.06127 | 2.08227 | 2.06127 | 69.42 | 1609.92 |
91 | 2024.06.06 04:00 | buy | 31 | 0.10 | 2.06449 | 0.00000 | 0.00000 | ||
92 | 2024.06.06 04:00 | modify | 31 | 0.10 | 2.06449 | 2.05549 | 2.07649 | ||
93 | 2024.06.07 13:30 | t/p | 31 | 0.10 | 2.07649 | 2.05549 | 2.07649 | 70.14 | 1680.06 |
94 | 2024.06.10 04:00 | buy | 32 | 0.10 | 2.08366 | 0.00000 | 0.00000 | ||
95 | 2024.06.10 04:00 | modify | 32 | 0.10 | 2.08366 | 2.07466 | 2.09566 | ||
96 | 2024.06.10 21:40 | s/l | 32 | 0.10 | 2.07466 | 2.07466 | 2.09566 | -52.89 | 1627.17 |
97 | 2024.06.26 00:00 | sell | 33 | 0.10 | 2.07318 | 0.00000 | 0.00000 | ||
98 | 2024.06.26 00:00 | modify | 33 | 0.10 | 2.07318 | 2.08218 | 2.06118 | ||
99 | 2024.06.28 01:30 | s/l | 33 | 0.10 | 2.08218 | 2.08218 | 2.06118 | -53.78 | 1573.39 |
100 | 2024.07.03 08:00 | sell | 34 | 0.10 | 2.08707 | 0.00000 | 0.00000 | ||
101 | 2024.07.03 08:00 | modify | 34 | 0.10 | 2.08707 | 2.09607 | 2.07507 | ||
102 | 2024.07.09 00:00 | buy | 35 | 0.10 | 2.09080 | 0.00000 | 0.00000 | ||
103 | 2024.07.09 00:00 | modify | 35 | 0.10 | 2.09080 | 2.08180 | 2.10280 | ||
104 | 2024.07.09 10:05 | s/l | 34 | 0.10 | 2.09607 | 2.09607 | 2.07507 | -54.23 | 1519.15 |
105 | 2024.07.10 02:40 | t/p | 35 | 0.10 | 2.10280 | 2.08180 | 2.10280 | 70.13 | 1589.28 |
106 | 2024.07.26 00:00 | buy | 36 | 0.10 | 2.18328 | 0.00000 | 0.00000 | ||
107 | 2024.07.26 00:00 | modify | 36 | 0.10 | 2.18328 | 2.17428 | 2.19528 | ||
108 | 2024.07.30 16:40 | s/l | 36 | 0.10 | 2.17428 | 2.17428 | 2.19528 | -53.65 | 1535.63 |
109 | 2024.08.01 04:00 | sell | 37 | 0.10 | 2.15951 | 0.00000 | 0.00000 | ||
110 | 2024.08.01 04:00 | modify | 37 | 0.10 | 2.15951 | 2.16851 | 2.14751 | ||
111 | 2024.08.01 09:33 | t/p | 37 | 0.10 | 2.14751 | 2.16851 | 2.14751 | 70.53 | 1606.16 |
112 | 2024.08.14 00:00 | buy | 38 | 0.10 | 2.11692 | 0.00000 | 0.00000 | ||
113 | 2024.08.14 00:00 | modify | 38 | 0.10 | 2.11692 | 2.10792 | 2.12892 | ||
114 | 2024.08.14 02:20 | t/p | 38 | 0.10 | 2.12892 | 2.10792 | 2.12892 | 70.51 | 1676.67 |
115 | 2024.08.23 00:00 | sell | 39 | 0.10 | 2.13224 | 0.00000 | 0.00000 | ||
116 | 2024.08.23 00:00 | modify | 39 | 0.10 | 2.13224 | 2.14124 | 2.12024 | ||
117 | 2024.08.23 18:53 | t/p | 39 | 0.10 | 2.12024 | 2.14124 | 2.12024 | 70.53 | 1747.20 |
118 | 2024.09.10 04:00 | sell | 40 | 0.10 | 2.12795 | 0.00000 | 0.00000 | ||
119 | 2024.09.10 04:00 | modify | 40 | 0.10 | 2.12795 | 2.13695 | 2.11595 | ||
120 | 2024.09.10 08:00 | sell | 41 | 0.10 | 2.12806 | 0.00000 | 0.00000 | ||
121 | 2024.09.10 08:00 | modify | 41 | 0.10 | 2.12806 | 2.13706 | 2.11606 | ||
122 | 2024.09.16 00:00 | sell | 42 | 0.10 | 2.13110 | 0.00000 | 0.00000 | ||
123 | 2024.09.16 00:00 | modify | 42 | 0.10 | 2.13110 | 2.14010 | 2.11910 | ||
124 | 2024.09.16 08:00 | buy | 43 | 0.10 | 2.13094 | 0.00000 | 0.00000 | ||
125 | 2024.09.16 08:00 | modify | 43 | 0.10 | 2.13094 | 2.12194 | 2.14294 | ||
126 | 2024.09.18 01:40 | s/l | 43 | 0.10 | 2.12194 | 2.12194 | 2.14294 | -53.64 | 1693.56 |
127 | 2024.09.18 18:15 | t/p | 42 | 0.10 | 2.11910 | 2.14010 | 2.11910 | 70.09 | 1763.65 |
128 | 2024.09.19 11:00 | t/p | 40 | 0.10 | 2.11595 | 2.13695 | 2.11595 | 68.08 | 1831.73 |
129 | 2024.09.19 11:00 | t/p | 41 | 0.10 | 2.11606 | 2.13706 | 2.11606 | 68.08 | 1899.81 |
130 | 2024.09.23 00:00 | sell | 44 | 0.10 | 2.13468 | 0.00000 | 0.00000 | ||
131 | 2024.09.23 00:00 | modify | 44 | 0.10 | 2.13468 | 2.14368 | 2.12268 | ||
132 | 2024.09.24 13:20 | t/p | 44 | 0.10 | 2.12268 | 2.14368 | 2.12268 | 70.31 | 1970.12 |
133 | 2024.10.07 04:00 | buy | 45 | 0.10 | 2.12974 | 0.00000 | 0.00000 | ||
134 | 2024.10.07 04:00 | modify | 45 | 0.10 | 2.12974 | 2.12074 | 2.14174 | ||
135 | 2024.10.08 02:40 | t/p | 45 | 0.10 | 2.14174 | 2.12074 | 2.14174 | 70.14 | 2040.26 |