Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 23:59 (2022.04.01 - 2023.04.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=100; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; EntryWindow_StartMin=0; EntryWindow_UntilHour=7; 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="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 941.41 | Gross profit | 1905.12 | Gross loss | -963.71 |
Profit factor | 1.98 | Expected payoff | 21.89 | ||
Absolute drawdown | 98.03 | Maximal drawdown | 187.46 (1.77%) | Relative drawdown | 1.77% (187.46) |
Total trades | 43 | Short positions (won %) | 20 (70.00%) | Long positions (won %) | 23 (56.52%) |
Profit trades (% of total) | 27 (62.79%) | Loss trades (% of total) | 16 (37.21%) | ||
Largest | profit trade | 81.74 | loss trade | -64.23 | |
Average | profit trade | 70.56 | loss trade | -60.23 | |
Maximum | consecutive wins (profit in money) | 6 (442.36) | consecutive losses (loss in money) | 3 (-187.46) | |
Maximal | consecutive profit (count of wins) | 442.36 (6) | consecutive loss (count of losses) | -187.46 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.04 04:00 | buy | 1 | 0.10 | 1.89099 | 0.00000 | 0.00000 | ||
2 | 2022.04.04 04:00 | modify | 1 | 0.10 | 1.89099 | 1.88099 | 1.90399 | ||
3 | 2022.04.05 08:00 | s/l | 1 | 0.10 | 1.88099 | 1.88099 | 1.90399 | -62.74 | 9937.26 |
4 | 2022.04.25 04:00 | sell | 2 | 0.10 | 1.93920 | 0.00000 | 0.00000 | ||
5 | 2022.04.25 04:00 | modify | 2 | 0.10 | 1.93920 | 1.94920 | 1.92620 | ||
6 | 2022.04.25 12:00 | t/p | 2 | 0.10 | 1.92620 | 1.94920 | 1.92620 | 81.59 | 10018.85 |
7 | 2022.04.28 04:00 | sell | 3 | 0.10 | 1.92474 | 0.00000 | 0.00000 | ||
8 | 2022.04.28 04:00 | modify | 3 | 0.10 | 1.92474 | 1.93474 | 1.91174 | ||
9 | 2022.04.29 00:00 | sell | 4 | 0.10 | 1.91926 | 0.00000 | 0.00000 | ||
10 | 2022.04.29 00:00 | modify | 4 | 0.10 | 1.91926 | 1.92279 | 1.91174 | ||
11 | 2022.04.29 00:00 | modify | 3 | 0.10 | 1.92474 | 1.92279 | 1.91174 | ||
12 | 2022.04.29 08:00 | s/l | 3 | 0.10 | 1.92279 | 1.92279 | 1.91174 | 12.28 | 10031.13 |
13 | 2022.04.29 08:00 | s/l | 4 | 0.10 | 1.92279 | 1.92279 | 1.91174 | -22.15 | 10008.98 |
14 | 2022.05.04 04:00 | buy | 5 | 0.10 | 1.93770 | 0.00000 | 0.00000 | ||
15 | 2022.05.04 04:00 | modify | 5 | 0.10 | 1.93770 | 1.92770 | 1.95070 | ||
16 | 2022.05.04 20:00 | s/l | 5 | 0.10 | 1.92770 | 1.92770 | 1.95070 | -62.37 | 9946.61 |
17 | 2022.05.16 04:00 | sell | 6 | 0.10 | 1.96093 | 0.00000 | 0.00000 | ||
18 | 2022.05.16 04:00 | modify | 6 | 0.10 | 1.96093 | 1.97093 | 1.94793 | ||
19 | 2022.05.16 16:00 | t/p | 6 | 0.10 | 1.94793 | 1.97093 | 1.94793 | 81.59 | 10028.20 |
20 | 2022.05.19 04:00 | buy | 7 | 0.10 | 1.95409 | 0.00000 | 0.00000 | ||
21 | 2022.05.19 04:00 | modify | 7 | 0.10 | 1.95409 | 1.94409 | 1.96709 | ||
22 | 2022.05.23 04:00 | s/l | 7 | 0.10 | 1.94409 | 1.94409 | 1.96709 | -63.11 | 9965.08 |
23 | 2022.05.23 04:00 | buy | 8 | 0.10 | 1.94385 | 0.00000 | 0.00000 | ||
24 | 2022.05.23 04:00 | modify | 8 | 0.10 | 1.94385 | 1.93385 | 1.95685 | ||
25 | 2022.05.25 04:00 | s/l | 8 | 0.10 | 1.93385 | 1.93385 | 1.95685 | -63.11 | 9901.97 |
26 | 2022.05.25 04:00 | buy | 9 | 0.10 | 1.92693 | 0.00000 | 0.00000 | ||
27 | 2022.05.25 04:00 | modify | 9 | 0.10 | 1.92693 | 1.91693 | 1.93993 | ||
28 | 2022.05.25 16:00 | t/p | 9 | 0.10 | 1.93993 | 1.91693 | 1.93993 | 81.08 | 9983.05 |
29 | 2022.05.26 04:00 | sell | 10 | 0.10 | 1.94327 | 0.00000 | 0.00000 | ||
30 | 2022.05.26 04:00 | modify | 10 | 0.10 | 1.94327 | 1.95327 | 1.93027 | ||
31 | 2022.05.27 16:00 | t/p | 10 | 0.10 | 1.93027 | 1.95327 | 1.93027 | 81.63 | 10064.67 |
32 | 2022.06.01 04:00 | sell | 11 | 0.10 | 1.93638 | 0.00000 | 0.00000 | ||
33 | 2022.06.01 04:00 | modify | 11 | 0.10 | 1.93638 | 1.94638 | 1.92338 | ||
34 | 2022.06.01 16:00 | t/p | 11 | 0.10 | 1.92338 | 1.94638 | 1.92338 | 81.59 | 10146.26 |
35 | 2022.06.14 04:00 | sell | 12 | 0.10 | 1.94175 | 0.00000 | 0.00000 | ||
36 | 2022.06.14 04:00 | modify | 12 | 0.10 | 1.94175 | 1.95175 | 1.92875 | ||
37 | 2022.06.14 12:00 | sell | 13 | 0.10 | 1.93431 | 0.00000 | 0.00000 | ||
38 | 2022.06.14 12:00 | modify | 13 | 0.10 | 1.93431 | 1.93785 | 1.92875 | ||
39 | 2022.06.14 12:00 | modify | 12 | 0.10 | 1.94175 | 1.93785 | 1.92875 | ||
40 | 2022.06.14 16:00 | t/p | 12 | 0.10 | 1.92875 | 1.93785 | 1.92875 | 81.58 | 10227.84 |
41 | 2022.06.14 16:00 | t/p | 13 | 0.10 | 1.92875 | 1.93785 | 1.92875 | 34.89 | 10262.73 |
42 | 2022.07.01 04:00 | sell | 14 | 0.10 | 1.96039 | 0.00000 | 0.00000 | ||
43 | 2022.07.01 04:00 | modify | 14 | 0.10 | 1.96039 | 1.97039 | 1.94739 | ||
44 | 2022.07.01 16:00 | t/p | 14 | 0.10 | 1.94739 | 1.97039 | 1.94739 | 81.59 | 10344.32 |
45 | 2022.07.27 04:00 | sell | 15 | 0.10 | 1.93413 | 0.00000 | 0.00000 | ||
46 | 2022.07.27 04:00 | modify | 15 | 0.10 | 1.93413 | 1.94413 | 1.92113 | ||
47 | 2022.07.27 20:00 | s/l | 15 | 0.10 | 1.94413 | 1.94413 | 1.92113 | -62.76 | 10281.56 |
48 | 2022.07.29 04:00 | buy | 16 | 0.10 | 1.93187 | 0.00000 | 0.00000 | ||
49 | 2022.07.29 04:00 | modify | 16 | 0.10 | 1.93187 | 1.92187 | 1.94487 | ||
50 | 2022.08.02 04:00 | buy | 17 | 0.10 | 1.93719 | 0.00000 | 0.00000 | ||
51 | 2022.08.02 04:00 | modify | 17 | 0.10 | 1.93719 | 1.93382 | 1.94487 | ||
52 | 2022.08.02 04:00 | modify | 16 | 0.10 | 1.93187 | 1.93382 | 1.94487 | ||
53 | 2022.08.02 16:00 | t/p | 16 | 0.10 | 1.94487 | 1.93382 | 1.94487 | 80.34 | 10361.90 |
54 | 2022.08.02 16:00 | t/p | 17 | 0.10 | 1.94487 | 1.93382 | 1.94487 | 47.90 | 10409.80 |
55 | 2022.08.22 04:00 | buy | 18 | 0.10 | 1.90747 | 0.00000 | 0.00000 | ||
56 | 2022.08.22 04:00 | modify | 18 | 0.10 | 1.90747 | 1.89747 | 1.92047 | ||
57 | 2022.08.25 12:00 | s/l | 18 | 0.10 | 1.89747 | 1.89747 | 1.92047 | -64.23 | 10345.57 |
58 | 2022.09.02 04:00 | sell | 19 | 0.10 | 1.90362 | 0.00000 | 0.00000 | ||
59 | 2022.09.02 04:00 | modify | 19 | 0.10 | 1.90362 | 1.91362 | 1.89062 | ||
60 | 2022.09.02 16:00 | t/p | 19 | 0.10 | 1.89062 | 1.91362 | 1.89062 | 81.59 | 10427.16 |
61 | 2022.09.13 04:00 | sell | 20 | 0.10 | 1.90637 | 0.00000 | 0.00000 | ||
62 | 2022.09.13 04:00 | modify | 20 | 0.10 | 1.90637 | 1.91637 | 1.89337 | ||
63 | 2022.09.13 16:00 | s/l | 20 | 0.10 | 1.91637 | 1.91637 | 1.89337 | -62.76 | 10364.40 |
64 | 2022.10.20 04:00 | sell | 21 | 0.10 | 1.99024 | 0.00000 | 0.00000 | ||
65 | 2022.10.20 04:00 | modify | 21 | 0.10 | 1.99024 | 2.00024 | 1.97724 | ||
66 | 2022.10.20 12:00 | t/p | 21 | 0.10 | 1.97724 | 2.00024 | 1.97724 | 81.59 | 10445.99 |
67 | 2022.10.27 04:00 | buy | 22 | 0.10 | 1.98801 | 0.00000 | 0.00000 | ||
68 | 2022.10.27 04:00 | modify | 22 | 0.10 | 1.98801 | 1.97801 | 2.00101 | ||
69 | 2022.10.27 16:00 | s/l | 22 | 0.10 | 1.97801 | 1.97801 | 2.00101 | -62.37 | 10383.62 |
70 | 2022.10.28 04:00 | buy | 23 | 0.10 | 1.97424 | 0.00000 | 0.00000 | ||
71 | 2022.10.28 04:00 | modify | 23 | 0.10 | 1.97424 | 1.96424 | 1.98724 | ||
72 | 2022.10.28 12:00 | t/p | 23 | 0.10 | 1.98724 | 1.96424 | 1.98724 | 81.09 | 10464.71 |
73 | 2022.11.09 04:00 | sell | 24 | 0.10 | 1.94190 | 0.00000 | 0.00000 | ||
74 | 2022.11.09 04:00 | modify | 24 | 0.10 | 1.94190 | 1.95190 | 1.92890 | ||
75 | 2022.11.09 16:00 | t/p | 24 | 0.10 | 1.92890 | 1.95190 | 1.92890 | 81.58 | 10546.29 |
76 | 2022.11.10 04:00 | sell | 25 | 0.10 | 1.94109 | 0.00000 | 0.00000 | ||
77 | 2022.11.10 04:00 | modify | 25 | 0.10 | 1.94109 | 1.95109 | 1.92809 | ||
78 | 2022.11.10 16:00 | s/l | 25 | 0.10 | 1.95109 | 1.95109 | 1.92809 | -62.76 | 10483.53 |
79 | 2022.11.15 04:00 | buy | 26 | 0.10 | 1.92567 | 0.00000 | 0.00000 | ||
80 | 2022.11.15 04:00 | modify | 26 | 0.10 | 1.92567 | 1.91567 | 1.93867 | ||
81 | 2022.11.15 16:00 | t/p | 26 | 0.10 | 1.93867 | 1.91567 | 1.93867 | 81.08 | 10564.61 |
82 | 2022.11.18 04:00 | buy | 27 | 0.10 | 1.93360 | 0.00000 | 0.00000 | ||
83 | 2022.11.18 04:00 | modify | 27 | 0.10 | 1.93360 | 1.92360 | 1.94660 | ||
84 | 2022.11.18 16:00 | s/l | 27 | 0.10 | 1.92360 | 1.92360 | 1.94660 | -62.37 | 10502.24 |
85 | 2022.11.23 04:00 | buy | 28 | 0.10 | 1.92758 | 0.00000 | 0.00000 | ||
86 | 2022.11.23 04:00 | modify | 28 | 0.10 | 1.92758 | 1.91758 | 1.94058 | ||
87 | 2022.11.25 12:00 | t/p | 28 | 0.10 | 1.94058 | 1.91758 | 1.94058 | 79.59 | 10581.83 |
88 | 2022.11.29 04:00 | buy | 29 | 0.10 | 1.93407 | 0.00000 | 0.00000 | ||
89 | 2022.11.29 04:00 | modify | 29 | 0.10 | 1.93407 | 1.92407 | 1.94707 | ||
90 | 2022.11.29 12:00 | s/l | 29 | 0.10 | 1.92407 | 1.92407 | 1.94707 | -62.37 | 10519.46 |
91 | 2022.12.16 04:00 | buy | 30 | 0.10 | 1.91901 | 0.00000 | 0.00000 | ||
92 | 2022.12.16 04:00 | modify | 30 | 0.10 | 1.91901 | 1.90901 | 1.93201 | ||
93 | 2022.12.16 16:00 | s/l | 30 | 0.10 | 1.90901 | 1.90901 | 1.93201 | -62.37 | 10457.09 |
94 | 2022.12.20 04:00 | sell | 31 | 0.10 | 1.91823 | 0.00000 | 0.00000 | ||
95 | 2022.12.20 04:00 | modify | 31 | 0.10 | 1.91823 | 1.92823 | 1.90523 | ||
96 | 2022.12.21 04:00 | s/l | 31 | 0.10 | 1.92823 | 1.92823 | 1.90523 | -62.72 | 10394.37 |
97 | 2022.12.27 04:00 | sell | 32 | 0.10 | 1.92333 | 0.00000 | 0.00000 | ||
98 | 2022.12.27 04:00 | modify | 32 | 0.10 | 1.92333 | 1.93333 | 1.91033 | ||
99 | 2022.12.27 12:00 | t/p | 32 | 0.10 | 1.91033 | 1.93333 | 1.91033 | 81.59 | 10475.96 |
100 | 2023.01.03 04:00 | buy | 33 | 0.10 | 1.90028 | 0.00000 | 0.00000 | ||
101 | 2023.01.03 04:00 | modify | 33 | 0.10 | 1.90028 | 1.89028 | 1.91328 | ||
102 | 2023.01.03 12:00 | t/p | 33 | 0.10 | 1.91328 | 1.89028 | 1.91328 | 81.08 | 10557.04 |
103 | 2023.01.06 04:00 | buy | 34 | 0.10 | 1.90910 | 0.00000 | 0.00000 | ||
104 | 2023.01.06 04:00 | modify | 34 | 0.10 | 1.90910 | 1.89910 | 1.92210 | ||
105 | 2023.01.09 04:00 | s/l | 34 | 0.10 | 1.89910 | 1.89910 | 1.92210 | -62.74 | 10494.30 |
106 | 2023.01.09 04:00 | buy | 35 | 0.10 | 1.90059 | 0.00000 | 0.00000 | ||
107 | 2023.01.09 04:00 | modify | 35 | 0.10 | 1.90059 | 1.89059 | 1.91359 | ||
108 | 2023.01.09 16:00 | buy | 36 | 0.10 | 1.90785 | 0.00000 | 0.00000 | ||
109 | 2023.01.09 16:00 | modify | 36 | 0.10 | 1.90785 | 1.90449 | 1.91359 | ||
110 | 2023.01.09 16:00 | modify | 35 | 0.10 | 1.90059 | 1.90449 | 1.91359 | ||
111 | 2023.01.09 20:00 | buy | 37 | 0.10 | 1.91129 | 0.00000 | 0.00000 | ||
112 | 2023.01.09 20:00 | modify | 37 | 0.10 | 1.91129 | 1.90839 | 1.91359 | ||
113 | 2023.01.09 20:00 | modify | 36 | 0.10 | 1.90785 | 1.90839 | 1.91359 | ||
114 | 2023.01.09 20:00 | modify | 35 | 0.10 | 1.90059 | 1.90839 | 1.91359 | ||
115 | 2023.01.10 00:00 | t/p | 35 | 0.10 | 1.91359 | 1.90839 | 1.91359 | 80.71 | 10575.01 |
116 | 2023.01.10 00:00 | t/p | 36 | 0.10 | 1.91359 | 1.90839 | 1.91359 | 35.43 | 10610.43 |
117 | 2023.01.10 00:00 | t/p | 37 | 0.10 | 1.91359 | 1.90839 | 1.91359 | 13.97 | 10624.40 |
118 | 2023.01.17 04:00 | buy | 38 | 0.10 | 1.90538 | 0.00000 | 0.00000 | ||
119 | 2023.01.17 04:00 | modify | 38 | 0.10 | 1.90538 | 1.89538 | 1.91838 | ||
120 | 2023.01.18 20:00 | t/p | 38 | 0.10 | 1.91838 | 1.89538 | 1.91838 | 80.71 | 10705.11 |
121 | 2023.01.31 04:00 | sell | 39 | 0.10 | 1.91289 | 0.00000 | 0.00000 | ||
122 | 2023.01.31 04:00 | modify | 39 | 0.10 | 1.91289 | 1.92289 | 1.89989 | ||
123 | 2023.02.02 04:00 | t/p | 39 | 0.10 | 1.89989 | 1.92289 | 1.89989 | 81.74 | 10786.85 |
124 | 2023.02.14 04:00 | sell | 40 | 0.10 | 1.91553 | 0.00000 | 0.00000 | ||
125 | 2023.02.14 04:00 | modify | 40 | 0.10 | 1.91553 | 1.92553 | 1.90253 | ||
126 | 2023.02.14 12:00 | s/l | 40 | 0.10 | 1.92553 | 1.92553 | 1.90253 | -62.76 | 10724.09 |
127 | 2023.02.16 04:00 | buy | 41 | 0.10 | 1.91428 | 0.00000 | 0.00000 | ||
128 | 2023.02.16 04:00 | modify | 41 | 0.10 | 1.91428 | 1.90428 | 1.92728 | ||
129 | 2023.02.17 16:00 | t/p | 41 | 0.10 | 1.92728 | 1.90428 | 1.92728 | 80.72 | 10804.81 |
130 | 2023.03.23 04:00 | buy | 42 | 0.10 | 1.96375 | 0.00000 | 0.00000 | ||
131 | 2023.03.23 04:00 | modify | 42 | 0.10 | 1.96375 | 1.95375 | 1.97675 | ||
132 | 2023.03.27 12:00 | t/p | 42 | 0.10 | 1.97675 | 1.95375 | 1.97675 | 80.34 | 10885.14 |
133 | 2023.03.30 04:00 | sell | 43 | 0.10 | 1.98018 | 0.00000 | 0.00000 | ||
134 | 2023.03.30 04:00 | modify | 43 | 0.10 | 1.98018 | 1.99018 | 1.96718 | ||
135 | 2023.03.31 23:59 | close at stop | 43 | 0.10 | 1.97122 | 1.99018 | 1.96718 | 56.27 | 10941.41 |