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=2; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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; 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 | 1049.77 | Gross profit | 1357.99 | Gross loss | -308.22 |
Profit factor | 4.41 | Expected payoff | 29.16 | ||
Absolute drawdown | 153.72 | Maximal drawdown | 235.96 (2.34%) | Relative drawdown | 2.34% (235.96) |
Total trades | 36 | Short positions (won %) | 21 (76.19%) | Long positions (won %) | 15 (86.67%) |
Profit trades (% of total) | 29 (80.56%) | Loss trades (% of total) | 7 (19.44%) | ||
Largest | profit trade | 87.90 | loss trade | -69.00 | |
Average | profit trade | 46.83 | loss trade | -44.03 | |
Maximum | consecutive wins (profit in money) | 17 (908.39) | consecutive losses (loss in money) | 3 (-106.32) | |
Maximal | consecutive profit (count of wins) | 908.39 (17) | consecutive loss (count of losses) | -106.32 (3) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.13 20:00 | sell | 1 | 0.10 | 1.92964 | 0.00000 | 0.00000 | ||
2 | 2022.04.13 20:00 | modify | 1 | 0.10 | 1.92964 | 1.94064 | 1.91564 | ||
3 | 2022.04.14 04:50 | sell | 2 | 0.10 | 1.92389 | 0.00000 | 0.00000 | ||
4 | 2022.04.14 04:50 | modify | 2 | 0.10 | 1.92389 | 1.92894 | 1.91564 | ||
5 | 2022.04.14 04:50 | modify | 1 | 0.10 | 1.92964 | 1.92894 | 1.91564 | ||
6 | 2022.04.14 08:37 | s/l | 1 | 0.10 | 1.92894 | 1.92894 | 1.91564 | 4.50 | 10004.50 |
7 | 2022.04.14 08:37 | s/l | 2 | 0.10 | 1.92894 | 1.92894 | 1.91564 | -31.70 | 9972.80 |
8 | 2022.04.29 18:00 | sell | 3 | 0.10 | 1.94638 | 0.00000 | 0.00000 | ||
9 | 2022.04.29 18:00 | modify | 3 | 0.10 | 1.94638 | 1.95738 | 1.93238 | ||
10 | 2022.05.02 19:20 | sell | 4 | 0.10 | 1.94065 | 0.00000 | 0.00000 | ||
11 | 2022.05.02 19:20 | modify | 4 | 0.10 | 1.94065 | 1.94568 | 1.93238 | ||
12 | 2022.05.02 19:20 | modify | 3 | 0.10 | 1.94638 | 1.94568 | 1.93238 | ||
13 | 2022.05.03 00:10 | sell | 5 | 0.10 | 1.93779 | 0.00000 | 0.00000 | ||
14 | 2022.05.03 00:10 | modify | 5 | 0.10 | 1.93779 | 1.94288 | 1.93238 | ||
15 | 2022.05.03 00:10 | modify | 4 | 0.10 | 1.94065 | 1.94288 | 1.93238 | ||
16 | 2022.05.03 00:10 | modify | 3 | 0.10 | 1.94638 | 1.94288 | 1.93238 | ||
17 | 2022.05.03 02:15 | sell | 6 | 0.10 | 1.93642 | 0.00000 | 0.00000 | ||
18 | 2022.05.03 02:15 | modify | 6 | 0.10 | 1.93642 | 1.94008 | 1.93238 | ||
19 | 2022.05.03 02:15 | modify | 5 | 0.10 | 1.93779 | 1.94008 | 1.93238 | ||
20 | 2022.05.03 02:15 | modify | 4 | 0.10 | 1.94065 | 1.94008 | 1.93238 | ||
21 | 2022.05.03 02:15 | modify | 3 | 0.10 | 1.94638 | 1.94008 | 1.93238 | ||
22 | 2022.05.03 03:20 | s/l | 3 | 0.10 | 1.94008 | 1.94008 | 1.93238 | 39.61 | 10012.42 |
23 | 2022.05.03 03:20 | s/l | 4 | 0.10 | 1.94008 | 1.94008 | 1.93238 | 3.62 | 10016.03 |
24 | 2022.05.03 03:20 | s/l | 5 | 0.10 | 1.94008 | 1.94008 | 1.93238 | -14.37 | 10001.66 |
25 | 2022.05.03 03:20 | s/l | 6 | 0.10 | 1.94008 | 1.94008 | 1.93238 | -22.97 | 9978.69 |
26 | 2022.08.11 13:00 | buy | 7 | 0.10 | 1.89737 | 0.00000 | 0.00000 | ||
27 | 2022.08.11 13:00 | modify | 7 | 0.10 | 1.89737 | 1.88637 | 1.91137 | ||
28 | 2022.08.12 04:46 | s/l | 7 | 0.10 | 1.88637 | 1.88637 | 1.91137 | -68.98 | 9909.71 |
29 | 2022.08.12 06:00 | buy | 8 | 0.10 | 1.88728 | 0.00000 | 0.00000 | ||
30 | 2022.08.12 06:00 | modify | 8 | 0.10 | 1.88728 | 1.87628 | 1.90128 | ||
31 | 2022.08.15 08:35 | buy | 9 | 0.10 | 1.89302 | 0.00000 | 0.00000 | ||
32 | 2022.08.15 08:35 | modify | 9 | 0.10 | 1.89302 | 1.88798 | 1.90128 | ||
33 | 2022.08.15 08:35 | modify | 8 | 0.10 | 1.88728 | 1.88798 | 1.90128 | ||
34 | 2022.08.15 09:20 | buy | 10 | 0.10 | 1.89580 | 0.00000 | 0.00000 | ||
35 | 2022.08.15 09:20 | modify | 10 | 0.10 | 1.89580 | 1.89078 | 1.90128 | ||
36 | 2022.08.15 09:20 | modify | 9 | 0.10 | 1.89302 | 1.89078 | 1.90128 | ||
37 | 2022.08.15 09:20 | modify | 8 | 0.10 | 1.88728 | 1.89078 | 1.90128 | ||
38 | 2022.08.15 10:15 | buy | 11 | 0.10 | 1.89709 | 0.00000 | 0.00000 | ||
39 | 2022.08.15 10:15 | modify | 11 | 0.10 | 1.89709 | 1.89358 | 1.90128 | ||
40 | 2022.08.15 10:15 | modify | 10 | 0.10 | 1.89580 | 1.89358 | 1.90128 | ||
41 | 2022.08.15 10:15 | modify | 9 | 0.10 | 1.89302 | 1.89358 | 1.90128 | ||
42 | 2022.08.15 10:15 | modify | 8 | 0.10 | 1.88728 | 1.89358 | 1.90128 | ||
43 | 2022.08.15 13:02 | t/p | 8 | 0.10 | 1.90128 | 1.89358 | 1.90128 | 86.94 | 9996.65 |
44 | 2022.08.15 13:02 | t/p | 9 | 0.10 | 1.90128 | 1.89358 | 1.90128 | 51.51 | 10048.16 |
45 | 2022.08.15 13:02 | t/p | 10 | 0.10 | 1.90128 | 1.89358 | 1.90128 | 34.18 | 10082.34 |
46 | 2022.08.15 13:02 | t/p | 11 | 0.10 | 1.90128 | 1.89358 | 1.90128 | 26.13 | 10108.47 |
47 | 2022.09.13 20:00 | sell | 12 | 0.10 | 1.91870 | 0.00000 | 0.00000 | ||
48 | 2022.09.13 20:00 | modify | 12 | 0.10 | 1.91870 | 1.92970 | 1.90470 | ||
49 | 2022.09.14 11:45 | s/l | 12 | 0.10 | 1.92970 | 1.92970 | 1.90470 | -69.00 | 10039.47 |
50 | 2022.10.02 21:00 | sell | 13 | 0.10 | 1.99059 | 0.00000 | 0.00000 | ||
51 | 2022.10.02 21:00 | modify | 13 | 0.10 | 1.99059 | 2.00159 | 1.97659 | ||
52 | 2022.10.02 22:55 | sell | 14 | 0.10 | 1.98487 | 0.00000 | 0.00000 | ||
53 | 2022.10.02 22:55 | modify | 14 | 0.10 | 1.98487 | 1.98989 | 1.97659 | ||
54 | 2022.10.02 22:55 | modify | 13 | 0.10 | 1.99059 | 1.98989 | 1.97659 | ||
55 | 2022.10.02 23:43 | sell | 15 | 0.10 | 1.98197 | 0.00000 | 0.00000 | ||
56 | 2022.10.02 23:43 | modify | 15 | 0.10 | 1.98197 | 1.98709 | 1.97659 | ||
57 | 2022.10.02 23:43 | modify | 14 | 0.10 | 1.98487 | 1.98709 | 1.97659 | ||
58 | 2022.10.02 23:43 | modify | 13 | 0.10 | 1.99059 | 1.98709 | 1.97659 | ||
59 | 2022.10.03 00:05 | sell | 16 | 0.10 | 1.98064 | 0.00000 | 0.00000 | ||
60 | 2022.10.03 00:05 | modify | 16 | 0.10 | 1.98064 | 1.98429 | 1.97659 | ||
61 | 2022.10.03 00:05 | modify | 15 | 0.10 | 1.98197 | 1.98429 | 1.97659 | ||
62 | 2022.10.03 00:05 | modify | 14 | 0.10 | 1.98487 | 1.98429 | 1.97659 | ||
63 | 2022.10.03 00:05 | modify | 13 | 0.10 | 1.99059 | 1.98429 | 1.97659 | ||
64 | 2022.10.03 01:45 | t/p | 13 | 0.10 | 1.97659 | 1.98429 | 1.97659 | 87.90 | 10127.37 |
65 | 2022.10.03 01:45 | t/p | 14 | 0.10 | 1.97659 | 1.98429 | 1.97659 | 52.00 | 10179.36 |
66 | 2022.10.03 01:45 | t/p | 15 | 0.10 | 1.97659 | 1.98429 | 1.97659 | 33.80 | 10213.16 |
67 | 2022.10.03 01:45 | t/p | 16 | 0.10 | 1.97659 | 1.98429 | 1.97659 | 25.42 | 10238.58 |
68 | 2022.11.03 20:00 | buy | 17 | 0.10 | 1.93231 | 0.00000 | 0.00000 | ||
69 | 2022.11.03 20:00 | modify | 17 | 0.10 | 1.93231 | 1.92131 | 1.94631 | ||
70 | 2022.11.04 00:57 | buy | 18 | 0.10 | 1.93817 | 0.00000 | 0.00000 | ||
71 | 2022.11.04 00:57 | modify | 18 | 0.10 | 1.93817 | 1.93301 | 1.94631 | ||
72 | 2022.11.04 00:57 | modify | 17 | 0.10 | 1.93231 | 1.93301 | 1.94631 | ||
73 | 2022.11.04 03:10 | s/l | 17 | 0.10 | 1.93301 | 1.93301 | 1.94631 | 3.99 | 10242.57 |
74 | 2022.11.04 03:10 | s/l | 18 | 0.10 | 1.93301 | 1.93301 | 1.94631 | -32.19 | 10210.38 |
75 | 2022.11.04 14:00 | buy | 19 | 0.10 | 1.91638 | 0.00000 | 0.00000 | ||
76 | 2022.11.04 14:00 | modify | 19 | 0.10 | 1.91638 | 1.90538 | 1.93038 | ||
77 | 2022.11.06 22:30 | buy | 20 | 0.10 | 1.92228 | 0.00000 | 0.00000 | ||
78 | 2022.11.06 22:30 | modify | 20 | 0.10 | 1.92228 | 1.91708 | 1.93038 | ||
79 | 2022.11.06 22:30 | modify | 19 | 0.10 | 1.91638 | 1.91708 | 1.93038 | ||
80 | 2022.11.07 02:10 | buy | 21 | 0.10 | 1.92482 | 0.00000 | 0.00000 | ||
81 | 2022.11.07 02:10 | modify | 21 | 0.10 | 1.92482 | 1.91988 | 1.93038 | ||
82 | 2022.11.07 02:10 | modify | 20 | 0.10 | 1.92228 | 1.91988 | 1.93038 | ||
83 | 2022.11.07 02:10 | modify | 19 | 0.10 | 1.91638 | 1.91988 | 1.93038 | ||
84 | 2022.11.07 08:25 | buy | 22 | 0.10 | 1.92637 | 0.00000 | 0.00000 | ||
85 | 2022.11.07 08:25 | modify | 22 | 0.10 | 1.92637 | 1.92268 | 1.93038 | ||
86 | 2022.11.07 08:25 | modify | 21 | 0.10 | 1.92482 | 1.92268 | 1.93038 | ||
87 | 2022.11.07 08:25 | modify | 20 | 0.10 | 1.92228 | 1.92268 | 1.93038 | ||
88 | 2022.11.07 08:25 | modify | 19 | 0.10 | 1.91638 | 1.92268 | 1.93038 | ||
89 | 2022.11.07 09:10 | t/p | 19 | 0.10 | 1.93038 | 1.92268 | 1.93038 | 86.95 | 10297.33 |
90 | 2022.11.07 09:10 | t/p | 20 | 0.10 | 1.93038 | 1.92268 | 1.93038 | 50.15 | 10347.47 |
91 | 2022.11.07 09:10 | t/p | 21 | 0.10 | 1.93038 | 1.92268 | 1.93038 | 34.68 | 10382.15 |
92 | 2022.11.07 09:10 | t/p | 22 | 0.10 | 1.93038 | 1.92268 | 1.93038 | 25.01 | 10407.16 |
93 | 2023.02.21 19:00 | sell | 23 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
94 | 2023.02.21 19:00 | modify | 23 | 0.10 | 1.94972 | 1.96072 | 1.93572 | ||
95 | 2023.02.22 05:02 | sell | 24 | 0.10 | 1.94411 | 0.00000 | 0.00000 | ||
96 | 2023.02.22 05:02 | modify | 24 | 0.10 | 1.94411 | 1.94902 | 1.93572 | ||
97 | 2023.02.22 05:02 | modify | 23 | 0.10 | 1.94972 | 1.94902 | 1.93572 | ||
98 | 2023.02.22 08:55 | sell | 25 | 0.10 | 1.94110 | 0.00000 | 0.00000 | ||
99 | 2023.02.22 08:55 | modify | 25 | 0.10 | 1.94110 | 1.94622 | 1.93572 | ||
100 | 2023.02.22 08:55 | modify | 24 | 0.10 | 1.94411 | 1.94622 | 1.93572 | ||
101 | 2023.02.22 08:55 | modify | 23 | 0.10 | 1.94972 | 1.94622 | 1.93572 | ||
102 | 2023.02.22 12:15 | sell | 26 | 0.10 | 1.93975 | 0.00000 | 0.00000 | ||
103 | 2023.02.22 12:15 | modify | 26 | 0.10 | 1.93975 | 1.94342 | 1.93572 | ||
104 | 2023.02.22 12:15 | modify | 25 | 0.10 | 1.94110 | 1.94342 | 1.93572 | ||
105 | 2023.02.22 12:15 | modify | 24 | 0.10 | 1.94411 | 1.94342 | 1.93572 | ||
106 | 2023.02.22 12:15 | modify | 23 | 0.10 | 1.94972 | 1.94342 | 1.93572 | ||
107 | 2023.02.22 15:50 | t/p | 23 | 0.10 | 1.93572 | 1.94342 | 1.93572 | 87.90 | 10495.06 |
108 | 2023.02.22 15:50 | t/p | 24 | 0.10 | 1.93572 | 1.94342 | 1.93572 | 52.65 | 10547.71 |
109 | 2023.02.22 15:50 | t/p | 25 | 0.10 | 1.93572 | 1.94342 | 1.93572 | 33.76 | 10581.47 |
110 | 2023.02.22 15:50 | t/p | 26 | 0.10 | 1.93572 | 1.94342 | 1.93572 | 25.29 | 10606.76 |
111 | 2023.02.28 10:00 | sell | 27 | 0.10 | 1.96482 | 0.00000 | 0.00000 | ||
112 | 2023.02.28 10:00 | modify | 27 | 0.10 | 1.96482 | 1.97582 | 1.95082 | ||
113 | 2023.02.28 15:40 | sell | 28 | 0.10 | 1.95919 | 0.00000 | 0.00000 | ||
114 | 2023.02.28 15:40 | modify | 28 | 0.10 | 1.95919 | 1.96412 | 1.95082 | ||
115 | 2023.02.28 15:40 | modify | 27 | 0.10 | 1.96482 | 1.96412 | 1.95082 | ||
116 | 2023.02.28 17:30 | t/p | 27 | 0.10 | 1.95082 | 1.96412 | 1.95082 | 87.86 | 10694.62 |
117 | 2023.02.28 17:30 | t/p | 28 | 0.10 | 1.95082 | 1.96412 | 1.95082 | 52.53 | 10747.15 |
118 | 2023.03.01 13:00 | buy | 29 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
119 | 2023.03.01 13:00 | modify | 29 | 0.10 | 1.92478 | 1.91378 | 1.93878 | ||
120 | 2023.03.03 13:25 | buy | 30 | 0.10 | 1.93054 | 0.00000 | 0.00000 | ||
121 | 2023.03.03 13:25 | modify | 30 | 0.10 | 1.93054 | 1.92548 | 1.93878 | ||
122 | 2023.03.03 13:25 | modify | 29 | 0.10 | 1.92478 | 1.92548 | 1.93878 | ||
123 | 2023.03.03 16:12 | buy | 31 | 0.10 | 1.93321 | 0.00000 | 0.00000 | ||
124 | 2023.03.03 16:12 | modify | 31 | 0.10 | 1.93321 | 1.92828 | 1.93878 | ||
125 | 2023.03.03 16:12 | modify | 30 | 0.10 | 1.93054 | 1.92828 | 1.93878 | ||
126 | 2023.03.03 16:12 | modify | 29 | 0.10 | 1.92478 | 1.92828 | 1.93878 | ||
127 | 2023.03.03 18:40 | buy | 32 | 0.10 | 1.93462 | 0.00000 | 0.00000 | ||
128 | 2023.03.03 18:40 | modify | 32 | 0.10 | 1.93462 | 1.93108 | 1.93878 | ||
129 | 2023.03.03 18:40 | modify | 31 | 0.10 | 1.93321 | 1.93108 | 1.93878 | ||
130 | 2023.03.03 18:40 | modify | 30 | 0.10 | 1.93054 | 1.93108 | 1.93878 | ||
131 | 2023.03.03 18:40 | modify | 29 | 0.10 | 1.92478 | 1.93108 | 1.93878 | ||
132 | 2023.03.06 08:15 | t/p | 29 | 0.10 | 1.93878 | 1.93108 | 1.93878 | 85.46 | 10832.61 |
133 | 2023.03.06 08:15 | t/p | 30 | 0.10 | 1.93878 | 1.93108 | 1.93878 | 51.02 | 10883.63 |
134 | 2023.03.06 08:15 | t/p | 31 | 0.10 | 1.93878 | 1.93108 | 1.93878 | 34.37 | 10918.00 |
135 | 2023.03.06 08:15 | t/p | 32 | 0.10 | 1.93878 | 1.93108 | 1.93878 | 25.58 | 10943.57 |
136 | 2023.03.10 11:00 | sell | 33 | 0.10 | 1.96139 | 0.00000 | 0.00000 | ||
137 | 2023.03.10 11:00 | modify | 33 | 0.10 | 1.96139 | 1.97239 | 1.94739 | ||
138 | 2023.03.13 04:30 | sell | 34 | 0.10 | 1.95571 | 0.00000 | 0.00000 | ||
139 | 2023.03.13 04:30 | modify | 34 | 0.10 | 1.95571 | 1.96069 | 1.94739 | ||
140 | 2023.03.13 04:30 | modify | 33 | 0.10 | 1.96139 | 1.96069 | 1.94739 | ||
141 | 2023.03.13 10:37 | sell | 35 | 0.10 | 1.95298 | 0.00000 | 0.00000 | ||
142 | 2023.03.13 10:37 | modify | 35 | 0.10 | 1.95298 | 1.95789 | 1.94739 | ||
143 | 2023.03.13 10:37 | modify | 34 | 0.10 | 1.95571 | 1.95789 | 1.94739 | ||
144 | 2023.03.13 10:37 | modify | 33 | 0.10 | 1.96139 | 1.95789 | 1.94739 | ||
145 | 2023.03.13 13:20 | t/p | 33 | 0.10 | 1.94739 | 1.95789 | 1.94739 | 87.90 | 11031.47 |
146 | 2023.03.13 13:20 | t/p | 34 | 0.10 | 1.94739 | 1.95789 | 1.94739 | 52.22 | 11083.69 |
147 | 2023.03.13 13:20 | t/p | 35 | 0.10 | 1.94739 | 1.95789 | 1.94739 | 35.08 | 11118.77 |
148 | 2023.03.20 20:00 | sell | 36 | 0.10 | 1.96454 | 0.00000 | 0.00000 | ||
149 | 2023.03.20 20:00 | modify | 36 | 0.10 | 1.96454 | 1.97554 | 1.95054 | ||
150 | 2023.03.21 06:45 | s/l | 36 | 0.10 | 1.97554 | 1.97554 | 1.95054 | -69.00 | 11049.77 |