Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 | 80075 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1002.72 | Gross profit | 1087.12 | Gross loss | -84.40 |
Profit factor | 12.88 | Expected payoff | 38.57 | ||
Absolute drawdown | 71.03 | Maximal drawdown | 180.48 (1.64%) | Relative drawdown | 1.64% (180.48) |
Total trades | 26 | Short positions (won %) | 22 (86.36%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 22 (84.62%) | Loss trades (% of total) | 4 (15.38%) | ||
Largest | profit trade | 94.25 | loss trade | -24.41 | |
Average | profit trade | 49.41 | loss trade | -21.10 | |
Maximum | consecutive wins (profit in money) | 14 (822.67) | consecutive losses (loss in money) | 1 (-24.41) | |
Maximal | consecutive profit (count of wins) | 822.67 (14) | consecutive loss (count of losses) | -24.41 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.14 00:00 | sell | 1 | 0.10 | 1.92901 | 0.00000 | 0.00000 | ||
2 | 2022.04.14 00:00 | modify | 1 | 0.10 | 1.92901 | 1.94401 | 1.91401 | ||
3 | 2022.04.14 02:40 | sell | 2 | 0.10 | 1.92502 | 0.00000 | 0.00000 | ||
4 | 2022.04.14 02:40 | modify | 2 | 0.10 | 1.92502 | 1.92826 | 1.91401 | ||
5 | 2022.04.14 02:40 | modify | 1 | 0.10 | 1.92901 | 1.92826 | 1.91401 | ||
6 | 2022.04.14 08:40 | s/l | 1 | 0.10 | 1.92826 | 1.92826 | 1.91401 | 4.71 | 10004.71 |
7 | 2022.04.14 08:40 | s/l | 2 | 0.10 | 1.92826 | 1.92826 | 1.91401 | -20.33 | 9984.38 |
8 | 2022.05.02 00:00 | sell | 3 | 0.10 | 1.94720 | 0.00000 | 0.00000 | ||
9 | 2022.05.02 00:00 | modify | 3 | 0.10 | 1.94720 | 1.96220 | 1.93220 | ||
10 | 2022.05.02 19:40 | sell | 4 | 0.10 | 1.93956 | 0.00000 | 0.00000 | ||
11 | 2022.05.02 19:40 | modify | 4 | 0.10 | 1.93956 | 1.94345 | 1.93220 | ||
12 | 2022.05.02 19:40 | modify | 3 | 0.10 | 1.94720 | 1.94345 | 1.93220 | ||
13 | 2022.05.02 22:33 | s/l | 3 | 0.10 | 1.94345 | 1.94345 | 1.93220 | 23.54 | 10007.92 |
14 | 2022.05.02 22:33 | s/l | 4 | 0.10 | 1.94345 | 1.94345 | 1.93220 | -24.41 | 9983.51 |
15 | 2022.05.10 04:00 | sell | 5 | 0.10 | 1.95142 | 0.00000 | 0.00000 | ||
16 | 2022.05.10 04:00 | modify | 5 | 0.10 | 1.95142 | 1.96642 | 1.93642 | ||
17 | 2022.05.10 07:15 | sell | 6 | 0.10 | 1.94749 | 0.00000 | 0.00000 | ||
18 | 2022.05.10 07:15 | modify | 6 | 0.10 | 1.94749 | 1.95067 | 1.93642 | ||
19 | 2022.05.10 07:15 | modify | 5 | 0.10 | 1.95142 | 1.95067 | 1.93642 | ||
20 | 2022.05.10 07:30 | s/l | 5 | 0.10 | 1.95067 | 1.95067 | 1.93642 | 4.71 | 9988.22 |
21 | 2022.05.10 07:30 | s/l | 6 | 0.10 | 1.95067 | 1.95067 | 1.93642 | -19.95 | 9968.27 |
22 | 2022.06.10 00:00 | sell | 7 | 0.10 | 1.95642 | 0.00000 | 0.00000 | ||
23 | 2022.06.10 00:00 | modify | 7 | 0.10 | 1.95642 | 1.97142 | 1.94142 | ||
24 | 2022.06.10 01:30 | sell | 8 | 0.10 | 1.95265 | 0.00000 | 0.00000 | ||
25 | 2022.06.10 01:30 | modify | 8 | 0.10 | 1.95265 | 1.95567 | 1.94142 | ||
26 | 2022.06.10 01:30 | modify | 7 | 0.10 | 1.95642 | 1.95567 | 1.94142 | ||
27 | 2022.06.10 05:40 | sell | 9 | 0.10 | 1.94862 | 0.00000 | 0.00000 | ||
28 | 2022.06.10 05:40 | modify | 9 | 0.10 | 1.94862 | 1.95267 | 1.94142 | ||
29 | 2022.06.10 05:40 | modify | 8 | 0.10 | 1.95265 | 1.95267 | 1.94142 | ||
30 | 2022.06.10 05:40 | modify | 7 | 0.10 | 1.95642 | 1.95267 | 1.94142 | ||
31 | 2022.06.10 06:50 | sell | 10 | 0.10 | 1.94413 | 0.00000 | 0.00000 | ||
32 | 2022.06.10 06:50 | modify | 10 | 0.10 | 1.94413 | 1.95117 | 1.94142 | ||
33 | 2022.06.10 06:50 | modify | 9 | 0.10 | 1.94862 | 1.95117 | 1.94142 | ||
34 | 2022.06.10 06:50 | modify | 8 | 0.10 | 1.95265 | 1.95117 | 1.94142 | ||
35 | 2022.06.10 06:50 | modify | 7 | 0.10 | 1.95642 | 1.95117 | 1.94142 | ||
36 | 2022.06.10 07:40 | t/p | 7 | 0.10 | 1.94142 | 1.95117 | 1.94142 | 94.14 | 10062.41 |
37 | 2022.06.10 07:40 | t/p | 8 | 0.10 | 1.94142 | 1.95117 | 1.94142 | 70.48 | 10132.89 |
38 | 2022.06.10 07:40 | t/p | 9 | 0.10 | 1.94142 | 1.95117 | 1.94142 | 45.19 | 10178.08 |
39 | 2022.06.10 07:40 | t/p | 10 | 0.10 | 1.94142 | 1.95117 | 1.94142 | 17.01 | 10195.09 |
40 | 2022.08.09 04:00 | buy | 11 | 0.10 | 1.92256 | 0.00000 | 0.00000 | ||
41 | 2022.08.09 04:00 | modify | 11 | 0.10 | 1.92256 | 1.90756 | 1.93756 | ||
42 | 2022.08.09 14:35 | buy | 12 | 0.10 | 1.92647 | 0.00000 | 0.00000 | ||
43 | 2022.08.09 14:35 | modify | 12 | 0.10 | 1.92647 | 1.92331 | 1.93756 | ||
44 | 2022.08.09 14:35 | modify | 11 | 0.10 | 1.92256 | 1.92331 | 1.93756 | ||
45 | 2022.08.09 14:40 | s/l | 11 | 0.10 | 1.92331 | 1.92331 | 1.93756 | 4.67 | 10199.76 |
46 | 2022.08.09 14:40 | s/l | 12 | 0.10 | 1.92331 | 1.92331 | 1.93756 | -19.71 | 10180.05 |
47 | 2022.09.07 08:00 | sell | 13 | 0.10 | 1.90942 | 0.00000 | 0.00000 | ||
48 | 2022.09.07 08:00 | modify | 13 | 0.10 | 1.90942 | 1.92442 | 1.89442 | ||
49 | 2022.09.07 08:50 | sell | 14 | 0.10 | 1.90567 | 0.00000 | 0.00000 | ||
50 | 2022.09.07 08:50 | modify | 14 | 0.10 | 1.90567 | 1.90867 | 1.89442 | ||
51 | 2022.09.07 08:50 | modify | 13 | 0.10 | 1.90942 | 1.90867 | 1.89442 | ||
52 | 2022.09.07 16:30 | sell | 15 | 0.10 | 1.90176 | 0.00000 | 0.00000 | ||
53 | 2022.09.07 16:30 | modify | 15 | 0.10 | 1.90176 | 1.90567 | 1.89442 | ||
54 | 2022.09.07 16:30 | modify | 14 | 0.10 | 1.90567 | 1.90567 | 1.89442 | ||
55 | 2022.09.07 16:30 | modify | 13 | 0.10 | 1.90942 | 1.90567 | 1.89442 | ||
56 | 2022.09.07 20:05 | sell | 16 | 0.10 | 1.89740 | 0.00000 | 0.00000 | ||
57 | 2022.09.07 20:05 | modify | 16 | 0.10 | 1.89740 | 1.90417 | 1.89442 | ||
58 | 2022.09.07 20:05 | modify | 15 | 0.10 | 1.90176 | 1.90417 | 1.89442 | ||
59 | 2022.09.07 20:05 | modify | 14 | 0.10 | 1.90567 | 1.90417 | 1.89442 | ||
60 | 2022.09.07 20:05 | modify | 13 | 0.10 | 1.90942 | 1.90417 | 1.89442 | ||
61 | 2022.09.07 21:15 | t/p | 13 | 0.10 | 1.89442 | 1.90417 | 1.89442 | 94.14 | 10274.19 |
62 | 2022.09.07 21:15 | t/p | 14 | 0.10 | 1.89442 | 1.90417 | 1.89442 | 70.60 | 10344.79 |
63 | 2022.09.07 21:15 | t/p | 15 | 0.10 | 1.89442 | 1.90417 | 1.89442 | 46.07 | 10390.86 |
64 | 2022.09.07 21:15 | t/p | 16 | 0.10 | 1.89442 | 1.90417 | 1.89442 | 18.70 | 10409.56 |
65 | 2023.02.02 08:00 | buy | 17 | 0.10 | 1.89735 | 0.00000 | 0.00000 | ||
66 | 2023.02.02 08:00 | modify | 17 | 0.10 | 1.89735 | 1.88235 | 1.91235 | ||
67 | 2023.02.03 18:50 | buy | 18 | 0.10 | 1.90502 | 0.00000 | 0.00000 | ||
68 | 2023.02.03 18:50 | modify | 18 | 0.10 | 1.90502 | 1.90110 | 1.91235 | ||
69 | 2023.02.03 18:50 | modify | 17 | 0.10 | 1.89735 | 1.90110 | 1.91235 | ||
70 | 2023.02.06 13:30 | t/p | 17 | 0.10 | 1.91235 | 1.90110 | 1.91235 | 92.82 | 10502.38 |
71 | 2023.02.06 13:30 | t/p | 18 | 0.10 | 1.91235 | 1.90110 | 1.91235 | 45.35 | 10547.72 |
72 | 2023.02.22 00:00 | sell | 19 | 0.10 | 1.94759 | 0.00000 | 0.00000 | ||
73 | 2023.02.22 00:00 | modify | 19 | 0.10 | 1.94759 | 1.96259 | 1.93259 | ||
74 | 2023.02.22 05:40 | sell | 20 | 0.10 | 1.94371 | 0.00000 | 0.00000 | ||
75 | 2023.02.22 05:40 | modify | 20 | 0.10 | 1.94371 | 1.94684 | 1.93259 | ||
76 | 2023.02.22 05:40 | modify | 19 | 0.10 | 1.94759 | 1.94684 | 1.93259 | ||
77 | 2023.02.22 12:20 | sell | 21 | 0.10 | 1.93985 | 0.00000 | 0.00000 | ||
78 | 2023.02.22 12:20 | modify | 21 | 0.10 | 1.93985 | 1.94384 | 1.93259 | ||
79 | 2023.02.22 12:20 | modify | 20 | 0.10 | 1.94371 | 1.94384 | 1.93259 | ||
80 | 2023.02.22 12:20 | modify | 19 | 0.10 | 1.94759 | 1.94384 | 1.93259 | ||
81 | 2023.02.22 15:59 | sell | 22 | 0.10 | 1.93554 | 0.00000 | 0.00000 | ||
82 | 2023.02.22 15:59 | modify | 22 | 0.10 | 1.93554 | 1.94234 | 1.93259 | ||
83 | 2023.02.22 15:59 | modify | 21 | 0.10 | 1.93985 | 1.94234 | 1.93259 | ||
84 | 2023.02.22 15:59 | modify | 20 | 0.10 | 1.94371 | 1.94234 | 1.93259 | ||
85 | 2023.02.22 15:59 | modify | 19 | 0.10 | 1.94759 | 1.94234 | 1.93259 | ||
86 | 2023.02.23 01:40 | t/p | 19 | 0.10 | 1.93259 | 1.94234 | 1.93259 | 94.25 | 10641.98 |
87 | 2023.02.23 01:40 | t/p | 20 | 0.10 | 1.93259 | 1.94234 | 1.93259 | 69.90 | 10711.88 |
88 | 2023.02.23 01:40 | t/p | 21 | 0.10 | 1.93259 | 1.94234 | 1.93259 | 45.68 | 10757.56 |
89 | 2023.02.23 01:40 | t/p | 22 | 0.10 | 1.93259 | 1.94234 | 1.93259 | 18.63 | 10776.19 |
90 | 2023.02.28 04:00 | sell | 23 | 0.10 | 1.95649 | 0.00000 | 0.00000 | ||
91 | 2023.02.28 04:00 | modify | 23 | 0.10 | 1.95649 | 1.97149 | 1.94149 | ||
92 | 2023.02.28 16:55 | sell | 24 | 0.10 | 1.95252 | 0.00000 | 0.00000 | ||
93 | 2023.02.28 16:55 | modify | 24 | 0.10 | 1.95252 | 1.95574 | 1.94149 | ||
94 | 2023.02.28 16:55 | modify | 23 | 0.10 | 1.95649 | 1.95574 | 1.94149 | ||
95 | 2023.02.28 18:30 | sell | 25 | 0.10 | 1.94880 | 0.00000 | 0.00000 | ||
96 | 2023.02.28 18:30 | modify | 25 | 0.10 | 1.94880 | 1.95274 | 1.94149 | ||
97 | 2023.02.28 18:30 | modify | 24 | 0.10 | 1.95252 | 1.95274 | 1.94149 | ||
98 | 2023.02.28 18:30 | modify | 23 | 0.10 | 1.95649 | 1.95274 | 1.94149 | ||
99 | 2023.02.28 22:35 | sell | 26 | 0.10 | 1.94422 | 0.00000 | 0.00000 | ||
100 | 2023.02.28 22:35 | modify | 26 | 0.10 | 1.94422 | 1.95124 | 1.94149 | ||
101 | 2023.02.28 22:35 | modify | 25 | 0.10 | 1.94880 | 1.95124 | 1.94149 | ||
102 | 2023.02.28 22:35 | modify | 24 | 0.10 | 1.95252 | 1.95124 | 1.94149 | ||
103 | 2023.02.28 22:35 | modify | 23 | 0.10 | 1.95649 | 1.95124 | 1.94149 | ||
104 | 2023.03.01 02:40 | t/p | 23 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 94.18 | 10870.37 |
105 | 2023.03.01 02:40 | t/p | 24 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 69.27 | 10939.64 |
106 | 2023.03.01 02:40 | t/p | 25 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 45.92 | 10985.56 |
107 | 2023.03.01 02:40 | t/p | 26 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 17.17 | 11002.72 |