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=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=9; 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 | 958.61 | Gross profit | 1050.75 | Gross loss | -92.14 |
Profit factor | 11.40 | Expected payoff | 36.87 | ||
Absolute drawdown | 80.63 | Maximal drawdown | 180.48 (1.65%) | Relative drawdown | 1.65% (180.48) |
Total trades | 26 | Short positions (won %) | 19 (78.95%) | Long positions (won %) | 7 (100.00%) |
Profit trades (% of total) | 22 (84.62%) | Loss trades (% of total) | 4 (15.38%) | ||
Largest | profit trade | 94.25 | loss trade | -34.64 | |
Average | profit trade | 47.76 | loss trade | -23.04 | |
Maximum | consecutive wins (profit in money) | 19 (970.65) | consecutive losses (loss in money) | 2 (-33.02) | |
Maximal | consecutive profit (count of wins) | 970.65 (19) | consecutive loss (count of losses) | -34.64 (1) | |
Average | consecutive wins | 6 | 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 | 1.94101 | 1.91401 | ||
3 | 2022.04.14 13:20 | sell | 2 | 0.10 | 1.92199 | 0.00000 | 0.00000 | ||
4 | 2022.04.14 13:20 | modify | 2 | 0.10 | 1.92199 | 1.92751 | 1.91401 | ||
5 | 2022.04.14 13:20 | modify | 1 | 0.10 | 1.92901 | 1.92751 | 1.91401 | ||
6 | 2022.04.14 15:40 | s/l | 1 | 0.10 | 1.92751 | 1.92751 | 1.91401 | 9.42 | 10009.42 |
7 | 2022.04.14 15:40 | s/l | 2 | 0.10 | 1.92751 | 1.92751 | 1.91401 | -34.64 | 9974.78 |
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 | 1.95920 | 1.93220 | ||
10 | 2022.05.02 21:35 | sell | 4 | 0.10 | 1.94043 | 0.00000 | 0.00000 | ||
11 | 2022.05.02 21:35 | modify | 4 | 0.10 | 1.94043 | 1.94570 | 1.93220 | ||
12 | 2022.05.02 21:35 | modify | 3 | 0.10 | 1.94720 | 1.94570 | 1.93220 | ||
13 | 2022.05.03 01:15 | sell | 5 | 0.10 | 1.93520 | 0.00000 | 0.00000 | ||
14 | 2022.05.03 01:15 | modify | 5 | 0.10 | 1.93520 | 1.94045 | 1.93220 | ||
15 | 2022.05.03 01:15 | modify | 4 | 0.10 | 1.94043 | 1.94045 | 1.93220 | ||
16 | 2022.05.03 01:15 | modify | 3 | 0.10 | 1.94720 | 1.94045 | 1.93220 | ||
17 | 2022.05.03 03:40 | s/l | 3 | 0.10 | 1.94045 | 1.94045 | 1.93220 | 42.41 | 10017.19 |
18 | 2022.05.03 03:40 | s/l | 4 | 0.10 | 1.94045 | 1.94045 | 1.93220 | -0.08 | 10017.10 |
19 | 2022.05.03 03:40 | s/l | 5 | 0.10 | 1.94045 | 1.94045 | 1.93220 | -32.94 | 9984.16 |
20 | 2022.05.10 04:00 | sell | 6 | 0.10 | 1.95142 | 0.00000 | 0.00000 | ||
21 | 2022.05.10 04:00 | modify | 6 | 0.10 | 1.95142 | 1.96342 | 1.93642 | ||
22 | 2022.05.11 11:15 | sell | 7 | 0.10 | 1.94302 | 0.00000 | 0.00000 | ||
23 | 2022.05.11 11:15 | modify | 7 | 0.10 | 1.94302 | 1.94692 | 1.93642 | ||
24 | 2022.05.11 11:15 | modify | 6 | 0.10 | 1.95142 | 1.94692 | 1.93642 | ||
25 | 2022.05.11 11:30 | s/l | 6 | 0.10 | 1.94692 | 1.94692 | 1.93642 | 28.28 | 10012.44 |
26 | 2022.05.11 11:30 | s/l | 7 | 0.10 | 1.94692 | 1.94692 | 1.93642 | -24.48 | 9987.96 |
27 | 2022.08.15 00:00 | buy | 8 | 0.10 | 1.88093 | 0.00000 | 0.00000 | ||
28 | 2022.08.15 00:00 | modify | 8 | 0.10 | 1.88093 | 1.86893 | 1.89593 | ||
29 | 2022.08.15 04:40 | buy | 9 | 0.10 | 1.88793 | 0.00000 | 0.00000 | ||
30 | 2022.08.15 04:40 | modify | 9 | 0.10 | 1.88793 | 1.88243 | 1.89593 | ||
31 | 2022.08.15 04:40 | modify | 8 | 0.10 | 1.88093 | 1.88243 | 1.89593 | ||
32 | 2022.08.15 05:40 | buy | 10 | 0.10 | 1.88932 | 0.00000 | 0.00000 | ||
33 | 2022.08.15 05:40 | modify | 10 | 0.10 | 1.88932 | 1.88543 | 1.89593 | ||
34 | 2022.08.15 05:40 | modify | 9 | 0.10 | 1.88793 | 1.88543 | 1.89593 | ||
35 | 2022.08.15 05:40 | modify | 8 | 0.10 | 1.88093 | 1.88543 | 1.89593 | ||
36 | 2022.08.15 08:10 | buy | 11 | 0.10 | 1.89308 | 0.00000 | 0.00000 | ||
37 | 2022.08.15 08:10 | modify | 11 | 0.10 | 1.89308 | 1.88768 | 1.89593 | ||
38 | 2022.08.15 08:10 | modify | 10 | 0.10 | 1.88932 | 1.88768 | 1.89593 | ||
39 | 2022.08.15 08:10 | modify | 9 | 0.10 | 1.88793 | 1.88768 | 1.89593 | ||
40 | 2022.08.15 08:10 | modify | 8 | 0.10 | 1.88093 | 1.88768 | 1.89593 | ||
41 | 2022.08.15 09:15 | t/p | 8 | 0.10 | 1.89593 | 1.88768 | 1.89593 | 93.56 | 10081.52 |
42 | 2022.08.15 09:15 | t/p | 9 | 0.10 | 1.89593 | 1.88768 | 1.89593 | 49.90 | 10131.42 |
43 | 2022.08.15 09:15 | t/p | 10 | 0.10 | 1.89593 | 1.88768 | 1.89593 | 41.23 | 10172.65 |
44 | 2022.08.15 09:15 | t/p | 11 | 0.10 | 1.89593 | 1.88768 | 1.89593 | 17.78 | 10190.43 |
45 | 2022.09.07 08:00 | sell | 12 | 0.10 | 1.90942 | 0.00000 | 0.00000 | ||
46 | 2022.09.07 08:00 | modify | 12 | 0.10 | 1.90942 | 1.92142 | 1.89442 | ||
47 | 2022.09.07 09:50 | sell | 13 | 0.10 | 1.90264 | 0.00000 | 0.00000 | ||
48 | 2022.09.07 09:50 | modify | 13 | 0.10 | 1.90264 | 1.90792 | 1.89442 | ||
49 | 2022.09.07 09:50 | modify | 12 | 0.10 | 1.90942 | 1.90792 | 1.89442 | ||
50 | 2022.09.07 10:30 | sell | 14 | 0.10 | 1.90111 | 0.00000 | 0.00000 | ||
51 | 2022.09.07 10:30 | modify | 14 | 0.10 | 1.90111 | 1.90492 | 1.89442 | ||
52 | 2022.09.07 10:30 | modify | 13 | 0.10 | 1.90264 | 1.90492 | 1.89442 | ||
53 | 2022.09.07 10:30 | modify | 12 | 0.10 | 1.90942 | 1.90492 | 1.89442 | ||
54 | 2022.09.07 20:05 | sell | 15 | 0.10 | 1.89740 | 0.00000 | 0.00000 | ||
55 | 2022.09.07 20:05 | modify | 15 | 0.10 | 1.89740 | 1.90267 | 1.89442 | ||
56 | 2022.09.07 20:05 | modify | 14 | 0.10 | 1.90111 | 1.90267 | 1.89442 | ||
57 | 2022.09.07 20:05 | modify | 13 | 0.10 | 1.90264 | 1.90267 | 1.89442 | ||
58 | 2022.09.07 20:05 | modify | 12 | 0.10 | 1.90942 | 1.90267 | 1.89442 | ||
59 | 2022.09.07 21:15 | t/p | 12 | 0.10 | 1.89442 | 1.90267 | 1.89442 | 94.14 | 10284.57 |
60 | 2022.09.07 21:15 | t/p | 13 | 0.10 | 1.89442 | 1.90267 | 1.89442 | 51.59 | 10336.16 |
61 | 2022.09.07 21:15 | t/p | 14 | 0.10 | 1.89442 | 1.90267 | 1.89442 | 41.99 | 10378.15 |
62 | 2022.09.07 21:15 | t/p | 15 | 0.10 | 1.89442 | 1.90267 | 1.89442 | 18.70 | 10396.85 |
63 | 2023.02.03 04:00 | buy | 16 | 0.10 | 1.88798 | 0.00000 | 0.00000 | ||
64 | 2023.02.03 04:00 | modify | 16 | 0.10 | 1.88798 | 1.87598 | 1.90298 | ||
65 | 2023.02.03 14:50 | buy | 17 | 0.10 | 1.90010 | 0.00000 | 0.00000 | ||
66 | 2023.02.03 14:50 | modify | 17 | 0.10 | 1.90010 | 1.89473 | 1.90298 | ||
67 | 2023.02.03 14:50 | modify | 16 | 0.10 | 1.88798 | 1.89473 | 1.90298 | ||
68 | 2023.02.03 15:10 | buy | 18 | 0.10 | 1.89642 | 0.00000 | 0.00000 | ||
69 | 2023.02.03 15:10 | modify | 18 | 0.10 | 1.89642 | 1.89248 | 1.90298 | ||
70 | 2023.02.03 15:15 | modify | 18 | 0.10 | 1.89642 | 1.89473 | 1.90298 | ||
71 | 2023.02.03 17:15 | t/p | 16 | 0.10 | 1.90298 | 1.89473 | 1.90298 | 93.56 | 10490.41 |
72 | 2023.02.03 17:15 | t/p | 17 | 0.10 | 1.90298 | 1.89473 | 1.90298 | 17.97 | 10508.38 |
73 | 2023.02.03 17:15 | t/p | 18 | 0.10 | 1.90298 | 1.89473 | 1.90298 | 40.92 | 10549.30 |
74 | 2023.02.22 00:00 | sell | 19 | 0.10 | 1.94759 | 0.00000 | 0.00000 | ||
75 | 2023.02.22 00:00 | modify | 19 | 0.10 | 1.94759 | 1.95959 | 1.93259 | ||
76 | 2023.02.22 06:40 | sell | 20 | 0.10 | 1.94058 | 0.00000 | 0.00000 | ||
77 | 2023.02.22 06:40 | modify | 20 | 0.10 | 1.94058 | 1.94609 | 1.93259 | ||
78 | 2023.02.22 06:40 | modify | 19 | 0.10 | 1.94759 | 1.94609 | 1.93259 | ||
79 | 2023.02.22 13:05 | sell | 21 | 0.10 | 1.93918 | 0.00000 | 0.00000 | ||
80 | 2023.02.22 13:05 | modify | 21 | 0.10 | 1.93918 | 1.94309 | 1.93259 | ||
81 | 2023.02.22 13:05 | modify | 20 | 0.10 | 1.94058 | 1.94309 | 1.93259 | ||
82 | 2023.02.22 13:05 | modify | 19 | 0.10 | 1.94759 | 1.94309 | 1.93259 | ||
83 | 2023.02.22 15:59 | sell | 22 | 0.10 | 1.93554 | 0.00000 | 0.00000 | ||
84 | 2023.02.22 15:59 | modify | 22 | 0.10 | 1.93554 | 1.94084 | 1.93259 | ||
85 | 2023.02.22 15:59 | modify | 21 | 0.10 | 1.93918 | 1.94084 | 1.93259 | ||
86 | 2023.02.22 15:59 | modify | 20 | 0.10 | 1.94058 | 1.94084 | 1.93259 | ||
87 | 2023.02.22 15:59 | modify | 19 | 0.10 | 1.94759 | 1.94084 | 1.93259 | ||
88 | 2023.02.23 01:40 | t/p | 19 | 0.10 | 1.93259 | 1.94084 | 1.93259 | 94.25 | 10643.55 |
89 | 2023.02.23 01:40 | t/p | 20 | 0.10 | 1.93259 | 1.94084 | 1.93259 | 50.26 | 10693.82 |
90 | 2023.02.23 01:40 | t/p | 21 | 0.10 | 1.93259 | 1.94084 | 1.93259 | 41.47 | 10735.29 |
91 | 2023.02.23 01:40 | t/p | 22 | 0.10 | 1.93259 | 1.94084 | 1.93259 | 18.63 | 10753.92 |
92 | 2023.02.28 04:00 | sell | 23 | 0.10 | 1.95649 | 0.00000 | 0.00000 | ||
93 | 2023.02.28 04:00 | modify | 23 | 0.10 | 1.95649 | 1.96849 | 1.94149 | ||
94 | 2023.02.28 17:30 | sell | 24 | 0.10 | 1.94974 | 0.00000 | 0.00000 | ||
95 | 2023.02.28 17:30 | modify | 24 | 0.10 | 1.94974 | 1.95499 | 1.94149 | ||
96 | 2023.02.28 17:30 | modify | 23 | 0.10 | 1.95649 | 1.95499 | 1.94149 | ||
97 | 2023.02.28 17:40 | sell | 25 | 0.10 | 1.94810 | 0.00000 | 0.00000 | ||
98 | 2023.02.28 17:40 | modify | 25 | 0.10 | 1.94810 | 1.95199 | 1.94149 | ||
99 | 2023.02.28 17:40 | modify | 24 | 0.10 | 1.94974 | 1.95199 | 1.94149 | ||
100 | 2023.02.28 17:40 | modify | 23 | 0.10 | 1.95649 | 1.95199 | 1.94149 | ||
101 | 2023.02.28 22:35 | sell | 26 | 0.10 | 1.94422 | 0.00000 | 0.00000 | ||
102 | 2023.02.28 22:35 | modify | 26 | 0.10 | 1.94422 | 1.94974 | 1.94149 | ||
103 | 2023.02.28 22:35 | modify | 25 | 0.10 | 1.94810 | 1.94974 | 1.94149 | ||
104 | 2023.02.28 22:35 | modify | 24 | 0.10 | 1.94974 | 1.94974 | 1.94149 | ||
105 | 2023.02.28 22:35 | modify | 23 | 0.10 | 1.95649 | 1.94974 | 1.94149 | ||
106 | 2023.03.01 02:40 | t/p | 23 | 0.10 | 1.94149 | 1.94974 | 1.94149 | 94.18 | 10848.10 |
107 | 2023.03.01 02:40 | t/p | 24 | 0.10 | 1.94149 | 1.94974 | 1.94149 | 51.82 | 10899.92 |
108 | 2023.03.01 02:40 | t/p | 25 | 0.10 | 1.94149 | 1.94974 | 1.94149 | 41.53 | 10941.44 |
109 | 2023.03.01 02:40 | t/p | 26 | 0.10 | 1.94149 | 1.94974 | 1.94149 | 17.17 | 10958.61 |