Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=12; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 7236 | Ticks modelled | 158228 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 791.56 | Gross profit | 791.56 | Gross loss | -0.00 |
Profit factor | Expected payoff | 49.47 | |||
Absolute drawdown | 63.43 | Maximal drawdown | 113.76 (1.06%) | Relative drawdown | 1.07% (112.72) |
Total trades | 16 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 12 (100.00%) |
Profit trades (% of total) | 16 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 87.90 | loss trade | -0.00 | |
Average | profit trade | 49.47 | loss trade | -0.00 | |
Maximum | consecutive wins (profit in money) | 16 (791.56) | consecutive losses (loss in money) | 0 (-0.00) | |
Maximal | consecutive profit (count of wins) | 791.56 (16) | consecutive loss (count of losses) | -0.00 (0) | |
Average | consecutive wins | 16 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.12 06:00 | buy | 1 | 0.10 | 1.88728 | 0.00000 | 0.00000 | ||
2 | 2022.08.12 06:00 | modify | 1 | 0.10 | 1.88728 | 1.87428 | 1.90128 | ||
3 | 2022.08.15 08:35 | buy | 2 | 0.10 | 1.89302 | 0.00000 | 0.00000 | ||
4 | 2022.08.15 08:35 | modify | 2 | 0.10 | 1.89302 | 1.88868 | 1.90128 | ||
5 | 2022.08.15 08:35 | modify | 1 | 0.10 | 1.88728 | 1.88868 | 1.90128 | ||
6 | 2022.08.15 09:20 | buy | 3 | 0.10 | 1.89580 | 0.00000 | 0.00000 | ||
7 | 2022.08.15 09:20 | modify | 3 | 0.10 | 1.89580 | 1.89078 | 1.90128 | ||
8 | 2022.08.15 09:20 | modify | 2 | 0.10 | 1.89302 | 1.89078 | 1.90128 | ||
9 | 2022.08.15 09:20 | modify | 1 | 0.10 | 1.88728 | 1.89078 | 1.90128 | ||
10 | 2022.08.15 10:15 | buy | 4 | 0.10 | 1.89709 | 0.00000 | 0.00000 | ||
11 | 2022.08.15 10:15 | modify | 4 | 0.10 | 1.89709 | 1.89218 | 1.90128 | ||
12 | 2022.08.15 10:15 | modify | 3 | 0.10 | 1.89580 | 1.89218 | 1.90128 | ||
13 | 2022.08.15 10:15 | modify | 2 | 0.10 | 1.89302 | 1.89218 | 1.90128 | ||
14 | 2022.08.15 10:15 | modify | 1 | 0.10 | 1.88728 | 1.89218 | 1.90128 | ||
15 | 2022.08.15 13:02 | t/p | 1 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 86.94 | 10086.94 |
16 | 2022.08.15 13:02 | t/p | 2 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 51.51 | 10138.45 |
17 | 2022.08.15 13:02 | t/p | 3 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 34.18 | 10172.63 |
18 | 2022.08.15 13:02 | t/p | 4 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 26.13 | 10198.76 |
19 | 2022.11.04 14:00 | buy | 5 | 0.10 | 1.91638 | 0.00000 | 0.00000 | ||
20 | 2022.11.04 14:00 | modify | 5 | 0.10 | 1.91638 | 1.90338 | 1.93038 | ||
21 | 2022.11.06 22:30 | buy | 6 | 0.10 | 1.92228 | 0.00000 | 0.00000 | ||
22 | 2022.11.06 22:30 | modify | 6 | 0.10 | 1.92228 | 1.91778 | 1.93038 | ||
23 | 2022.11.06 22:30 | modify | 5 | 0.10 | 1.91638 | 1.91778 | 1.93038 | ||
24 | 2022.11.07 02:10 | buy | 7 | 0.10 | 1.92482 | 0.00000 | 0.00000 | ||
25 | 2022.11.07 02:10 | modify | 7 | 0.10 | 1.92482 | 1.91988 | 1.93038 | ||
26 | 2022.11.07 02:10 | modify | 6 | 0.10 | 1.92228 | 1.91988 | 1.93038 | ||
27 | 2022.11.07 02:10 | modify | 5 | 0.10 | 1.91638 | 1.91988 | 1.93038 | ||
28 | 2022.11.07 08:25 | buy | 8 | 0.10 | 1.92637 | 0.00000 | 0.00000 | ||
29 | 2022.11.07 08:25 | modify | 8 | 0.10 | 1.92637 | 1.92128 | 1.93038 | ||
30 | 2022.11.07 08:25 | modify | 7 | 0.10 | 1.92482 | 1.92128 | 1.93038 | ||
31 | 2022.11.07 08:25 | modify | 6 | 0.10 | 1.92228 | 1.92128 | 1.93038 | ||
32 | 2022.11.07 08:25 | modify | 5 | 0.10 | 1.91638 | 1.92128 | 1.93038 | ||
33 | 2022.11.07 09:10 | t/p | 5 | 0.10 | 1.93038 | 1.92128 | 1.93038 | 86.95 | 10285.71 |
34 | 2022.11.07 09:10 | t/p | 6 | 0.10 | 1.93038 | 1.92128 | 1.93038 | 50.15 | 10335.85 |
35 | 2022.11.07 09:10 | t/p | 7 | 0.10 | 1.93038 | 1.92128 | 1.93038 | 34.68 | 10370.53 |
36 | 2022.11.07 09:10 | t/p | 8 | 0.10 | 1.93038 | 1.92128 | 1.93038 | 25.01 | 10395.54 |
37 | 2023.02.21 19:00 | sell | 9 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
38 | 2023.02.21 19:00 | modify | 9 | 0.10 | 1.94972 | 1.96272 | 1.93572 | ||
39 | 2023.02.22 05:02 | sell | 10 | 0.10 | 1.94411 | 0.00000 | 0.00000 | ||
40 | 2023.02.22 05:02 | modify | 10 | 0.10 | 1.94411 | 1.94832 | 1.93572 | ||
41 | 2023.02.22 05:02 | modify | 9 | 0.10 | 1.94972 | 1.94832 | 1.93572 | ||
42 | 2023.02.22 08:55 | sell | 11 | 0.10 | 1.94110 | 0.00000 | 0.00000 | ||
43 | 2023.02.22 08:55 | modify | 11 | 0.10 | 1.94110 | 1.94622 | 1.93572 | ||
44 | 2023.02.22 08:55 | modify | 10 | 0.10 | 1.94411 | 1.94622 | 1.93572 | ||
45 | 2023.02.22 08:55 | modify | 9 | 0.10 | 1.94972 | 1.94622 | 1.93572 | ||
46 | 2023.02.22 12:15 | sell | 12 | 0.10 | 1.93975 | 0.00000 | 0.00000 | ||
47 | 2023.02.22 12:15 | modify | 12 | 0.10 | 1.93975 | 1.94482 | 1.93572 | ||
48 | 2023.02.22 12:15 | modify | 11 | 0.10 | 1.94110 | 1.94482 | 1.93572 | ||
49 | 2023.02.22 12:15 | modify | 10 | 0.10 | 1.94411 | 1.94482 | 1.93572 | ||
50 | 2023.02.22 12:15 | modify | 9 | 0.10 | 1.94972 | 1.94482 | 1.93572 | ||
51 | 2023.02.22 15:50 | t/p | 9 | 0.10 | 1.93572 | 1.94482 | 1.93572 | 87.90 | 10483.44 |
52 | 2023.02.22 15:50 | t/p | 10 | 0.10 | 1.93572 | 1.94482 | 1.93572 | 52.65 | 10536.09 |
53 | 2023.02.22 15:50 | t/p | 11 | 0.10 | 1.93572 | 1.94482 | 1.93572 | 33.76 | 10569.85 |
54 | 2023.02.22 15:50 | t/p | 12 | 0.10 | 1.93572 | 1.94482 | 1.93572 | 25.29 | 10595.14 |
55 | 2023.03.01 13:00 | buy | 13 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
56 | 2023.03.01 13:00 | modify | 13 | 0.10 | 1.92478 | 1.91178 | 1.93878 | ||
57 | 2023.03.03 13:25 | buy | 14 | 0.10 | 1.93054 | 0.00000 | 0.00000 | ||
58 | 2023.03.03 13:25 | modify | 14 | 0.10 | 1.93054 | 1.92618 | 1.93878 | ||
59 | 2023.03.03 13:25 | modify | 13 | 0.10 | 1.92478 | 1.92618 | 1.93878 | ||
60 | 2023.03.03 16:12 | buy | 15 | 0.10 | 1.93321 | 0.00000 | 0.00000 | ||
61 | 2023.03.03 16:12 | modify | 15 | 0.10 | 1.93321 | 1.92828 | 1.93878 | ||
62 | 2023.03.03 16:12 | modify | 14 | 0.10 | 1.93054 | 1.92828 | 1.93878 | ||
63 | 2023.03.03 16:12 | modify | 13 | 0.10 | 1.92478 | 1.92828 | 1.93878 | ||
64 | 2023.03.03 18:40 | buy | 16 | 0.10 | 1.93462 | 0.00000 | 0.00000 | ||
65 | 2023.03.03 18:40 | modify | 16 | 0.10 | 1.93462 | 1.92968 | 1.93878 | ||
66 | 2023.03.03 18:40 | modify | 15 | 0.10 | 1.93321 | 1.92968 | 1.93878 | ||
67 | 2023.03.03 18:40 | modify | 14 | 0.10 | 1.93054 | 1.92968 | 1.93878 | ||
68 | 2023.03.03 18:40 | modify | 13 | 0.10 | 1.92478 | 1.92968 | 1.93878 | ||
69 | 2023.03.06 08:15 | t/p | 13 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 85.46 | 10680.60 |
70 | 2023.03.06 08:15 | t/p | 14 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 51.02 | 10731.62 |
71 | 2023.03.06 08:15 | t/p | 15 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 34.37 | 10765.99 |
72 | 2023.03.06 08:15 | t/p | 16 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 25.58 | 10791.56 |