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=1; RSIHelp="------------------------------------"; RSI_Period=12; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 1289.76 | Gross profit | 1442.17 | Gross loss | -152.40 |
Profit factor | 9.46 | Expected payoff | 39.08 | ||
Absolute drawdown | 7.30 | Maximal drawdown | 204.36 (1.89%) | Relative drawdown | 1.89% (204.36) |
Total trades | 33 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 19 (89.47%) |
Profit trades (% of total) | 26 (78.79%) | Loss trades (% of total) | 7 (21.21%) | ||
Largest | profit trade | 94.29 | loss trade | -24.85 | |
Average | profit trade | 55.47 | loss trade | -21.77 | |
Maximum | consecutive wins (profit in money) | 15 (906.05) | consecutive losses (loss in money) | 3 (-55.68) | |
Maximal | consecutive profit (count of wins) | 906.05 (15) | consecutive loss (count of losses) | -55.68 (3) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.06 13:00 | buy | 1 | 0.10 | 1.92564 | 0.00000 | 0.00000 | ||
2 | 2022.07.06 13:00 | modify | 1 | 0.10 | 1.92564 | 1.91064 | 1.94064 | ||
3 | 2022.07.06 13:50 | buy | 2 | 0.10 | 1.93193 | 0.00000 | 0.00000 | ||
4 | 2022.07.06 13:50 | modify | 2 | 0.10 | 1.93193 | 1.92639 | 1.94064 | ||
5 | 2022.07.06 13:50 | modify | 1 | 0.10 | 1.92564 | 1.92639 | 1.94064 | ||
6 | 2022.07.06 14:10 | buy | 3 | 0.10 | 1.93485 | 0.00000 | 0.00000 | ||
7 | 2022.07.06 14:10 | modify | 3 | 0.10 | 1.93485 | 1.93014 | 1.94064 | ||
8 | 2022.07.06 14:10 | buy | 4 | 0.10 | 1.93485 | 0.00000 | 0.00000 | ||
9 | 2022.07.06 14:10 | modify | 4 | 0.10 | 1.93485 | 1.93089 | 1.94064 | ||
10 | 2022.07.06 14:10 | modify | 2 | 0.10 | 1.93193 | 1.93089 | 1.94064 | ||
11 | 2022.07.06 14:10 | modify | 1 | 0.10 | 1.92564 | 1.93089 | 1.94064 | ||
12 | 2022.07.06 14:12 | modify | 3 | 0.10 | 1.93485 | 1.93089 | 1.94064 | ||
13 | 2022.07.06 14:50 | t/p | 1 | 0.10 | 1.94064 | 1.93089 | 1.94064 | 93.55 | 10093.55 |
14 | 2022.07.06 14:50 | t/p | 2 | 0.10 | 1.94064 | 1.93089 | 1.94064 | 54.32 | 10147.87 |
15 | 2022.07.06 14:50 | t/p | 3 | 0.10 | 1.94064 | 1.93089 | 1.94064 | 36.11 | 10183.98 |
16 | 2022.07.06 14:50 | t/p | 4 | 0.10 | 1.94064 | 1.93089 | 1.94064 | 36.11 | 10220.09 |
17 | 2022.08.04 12:00 | buy | 5 | 0.10 | 1.92112 | 0.00000 | 0.00000 | ||
18 | 2022.08.04 12:00 | modify | 5 | 0.10 | 1.92112 | 1.90612 | 1.93612 | ||
19 | 2022.08.04 14:15 | buy | 6 | 0.10 | 1.92736 | 0.00000 | 0.00000 | ||
20 | 2022.08.04 14:15 | modify | 6 | 0.10 | 1.92736 | 1.92187 | 1.93612 | ||
21 | 2022.08.04 14:15 | modify | 5 | 0.10 | 1.92112 | 1.92187 | 1.93612 | ||
22 | 2022.08.04 15:32 | buy | 7 | 0.10 | 1.93034 | 0.00000 | 0.00000 | ||
23 | 2022.08.04 15:32 | modify | 7 | 0.10 | 1.93034 | 1.92562 | 1.93612 | ||
24 | 2022.08.04 15:32 | buy | 8 | 0.10 | 1.93034 | 0.00000 | 0.00000 | ||
25 | 2022.08.04 15:32 | modify | 8 | 0.10 | 1.93034 | 1.92637 | 1.93612 | ||
26 | 2022.08.04 15:32 | modify | 6 | 0.10 | 1.92736 | 1.92637 | 1.93612 | ||
27 | 2022.08.04 15:32 | modify | 5 | 0.10 | 1.92112 | 1.92637 | 1.93612 | ||
28 | 2022.08.04 15:35 | modify | 7 | 0.10 | 1.93034 | 1.92637 | 1.93612 | ||
29 | 2022.08.08 06:32 | t/p | 5 | 0.10 | 1.93612 | 1.92637 | 1.93612 | 92.81 | 10312.90 |
30 | 2022.08.08 06:32 | t/p | 6 | 0.10 | 1.93612 | 1.92637 | 1.93612 | 53.90 | 10366.79 |
31 | 2022.08.08 06:32 | t/p | 7 | 0.10 | 1.93612 | 1.92637 | 1.93612 | 35.31 | 10402.10 |
32 | 2022.08.08 06:32 | t/p | 8 | 0.10 | 1.93612 | 1.92637 | 1.93612 | 35.31 | 10437.40 |
33 | 2022.09.20 10:00 | sell | 9 | 0.10 | 1.93360 | 0.00000 | 0.00000 | ||
34 | 2022.09.20 10:00 | modify | 9 | 0.10 | 1.93360 | 1.94860 | 1.91860 | ||
35 | 2022.09.20 18:50 | sell | 10 | 0.10 | 1.92739 | 0.00000 | 0.00000 | ||
36 | 2022.09.20 18:50 | modify | 10 | 0.10 | 1.92739 | 1.93285 | 1.91860 | ||
37 | 2022.09.20 18:50 | modify | 9 | 0.10 | 1.93360 | 1.93285 | 1.91860 | ||
38 | 2022.09.21 07:50 | sell | 11 | 0.10 | 1.92439 | 0.00000 | 0.00000 | ||
39 | 2022.09.21 07:50 | modify | 11 | 0.10 | 1.92439 | 1.92910 | 1.91860 | ||
40 | 2022.09.21 07:50 | sell | 12 | 0.10 | 1.92439 | 0.00000 | 0.00000 | ||
41 | 2022.09.21 07:50 | modify | 12 | 0.10 | 1.92439 | 1.92835 | 1.91860 | ||
42 | 2022.09.21 07:50 | modify | 10 | 0.10 | 1.92739 | 1.92835 | 1.91860 | ||
43 | 2022.09.21 07:50 | modify | 9 | 0.10 | 1.93360 | 1.92835 | 1.91860 | ||
44 | 2022.09.21 07:52 | modify | 11 | 0.10 | 1.92439 | 1.92835 | 1.91860 | ||
45 | 2022.09.21 11:15 | s/l | 9 | 0.10 | 1.92835 | 1.92835 | 1.91860 | 32.99 | 10470.39 |
46 | 2022.09.21 11:15 | s/l | 10 | 0.10 | 1.92835 | 1.92835 | 1.91860 | -5.98 | 10464.41 |
47 | 2022.09.21 11:15 | s/l | 11 | 0.10 | 1.92835 | 1.92835 | 1.91860 | -24.85 | 10439.56 |
48 | 2022.09.21 11:15 | s/l | 12 | 0.10 | 1.92835 | 1.92835 | 1.91860 | -24.85 | 10414.71 |
49 | 2023.01.19 09:00 | sell | 13 | 0.10 | 1.93026 | 0.00000 | 0.00000 | ||
50 | 2023.01.19 09:00 | modify | 13 | 0.10 | 1.93026 | 1.94526 | 1.91526 | ||
51 | 2023.01.20 09:22 | sell | 14 | 0.10 | 1.92118 | 0.00000 | 0.00000 | ||
52 | 2023.01.20 09:22 | modify | 14 | 0.10 | 1.92118 | 1.92576 | 1.91526 | ||
53 | 2023.01.20 09:22 | sell | 15 | 0.10 | 1.92118 | 0.00000 | 0.00000 | ||
54 | 2023.01.20 09:22 | modify | 15 | 0.10 | 1.92118 | 1.92501 | 1.91526 | ||
55 | 2023.01.20 09:22 | modify | 13 | 0.10 | 1.93026 | 1.92501 | 1.91526 | ||
56 | 2023.01.20 09:25 | modify | 14 | 0.10 | 1.92118 | 1.92501 | 1.91526 | ||
57 | 2023.01.20 10:15 | s/l | 13 | 0.10 | 1.92501 | 1.92501 | 1.91526 | 32.99 | 10447.70 |
58 | 2023.01.20 10:15 | s/l | 14 | 0.10 | 1.92501 | 1.92501 | 1.91526 | -24.03 | 10423.67 |
59 | 2023.01.20 10:15 | s/l | 15 | 0.10 | 1.92501 | 1.92501 | 1.91526 | -24.03 | 10399.64 |
60 | 2023.02.02 13:00 | buy | 16 | 0.10 | 1.88633 | 0.00000 | 0.00000 | ||
61 | 2023.02.02 13:00 | modify | 16 | 0.10 | 1.88633 | 1.87133 | 1.90133 | ||
62 | 2023.02.02 15:25 | buy | 17 | 0.10 | 1.89548 | 0.00000 | 0.00000 | ||
63 | 2023.02.02 15:25 | modify | 17 | 0.10 | 1.89548 | 1.89083 | 1.90133 | ||
64 | 2023.02.02 15:25 | buy | 18 | 0.10 | 1.89548 | 0.00000 | 0.00000 | ||
65 | 2023.02.02 15:25 | modify | 18 | 0.10 | 1.89548 | 1.89158 | 1.90133 | ||
66 | 2023.02.02 15:25 | modify | 16 | 0.10 | 1.88633 | 1.89158 | 1.90133 | ||
67 | 2023.02.02 15:27 | modify | 17 | 0.10 | 1.89548 | 1.89158 | 1.90133 | ||
68 | 2023.02.02 15:45 | s/l | 16 | 0.10 | 1.89158 | 1.89158 | 1.90133 | 32.74 | 10432.38 |
69 | 2023.02.02 15:45 | s/l | 17 | 0.10 | 1.89158 | 1.89158 | 1.90133 | -24.33 | 10408.05 |
70 | 2023.02.02 15:45 | s/l | 18 | 0.10 | 1.89158 | 1.89158 | 1.90133 | -24.33 | 10383.72 |
71 | 2023.02.13 09:00 | buy | 19 | 0.10 | 1.90091 | 0.00000 | 0.00000 | ||
72 | 2023.02.13 09:00 | modify | 19 | 0.10 | 1.90091 | 1.88591 | 1.91591 | ||
73 | 2023.02.13 12:20 | buy | 20 | 0.10 | 1.90721 | 0.00000 | 0.00000 | ||
74 | 2023.02.13 12:20 | modify | 20 | 0.10 | 1.90721 | 1.90166 | 1.91591 | ||
75 | 2023.02.13 12:20 | modify | 19 | 0.10 | 1.90091 | 1.90166 | 1.91591 | ||
76 | 2023.02.14 00:27 | buy | 21 | 0.10 | 1.91000 | 0.00000 | 0.00000 | ||
77 | 2023.02.14 00:27 | modify | 21 | 0.10 | 1.91000 | 1.90541 | 1.91591 | ||
78 | 2023.02.14 00:27 | buy | 22 | 0.10 | 1.91000 | 0.00000 | 0.00000 | ||
79 | 2023.02.14 00:27 | modify | 22 | 0.10 | 1.91000 | 1.90616 | 1.91591 | ||
80 | 2023.02.14 00:27 | modify | 20 | 0.10 | 1.90721 | 1.90616 | 1.91591 | ||
81 | 2023.02.14 00:27 | modify | 19 | 0.10 | 1.90091 | 1.90616 | 1.91591 | ||
82 | 2023.02.14 00:27 | modify | 21 | 0.10 | 1.91000 | 1.90616 | 1.91591 | ||
83 | 2023.02.14 02:16 | t/p | 19 | 0.10 | 1.91591 | 1.90616 | 1.91591 | 93.18 | 10476.89 |
84 | 2023.02.14 02:16 | t/p | 20 | 0.10 | 1.91591 | 1.90616 | 1.91591 | 53.89 | 10530.78 |
85 | 2023.02.14 02:16 | t/p | 21 | 0.10 | 1.91591 | 1.90616 | 1.91591 | 36.86 | 10567.64 |
86 | 2023.02.14 02:16 | t/p | 22 | 0.10 | 1.91591 | 1.90616 | 1.91591 | 36.86 | 10604.50 |
87 | 2023.02.21 14:00 | sell | 23 | 0.10 | 1.94281 | 0.00000 | 0.00000 | ||
88 | 2023.02.21 14:00 | modify | 23 | 0.10 | 1.94281 | 1.95781 | 1.92781 | ||
89 | 2023.02.22 15:20 | sell | 24 | 0.10 | 1.93652 | 0.00000 | 0.00000 | ||
90 | 2023.02.22 15:20 | modify | 24 | 0.10 | 1.93652 | 1.94206 | 1.92781 | ||
91 | 2023.02.22 15:20 | modify | 23 | 0.10 | 1.94281 | 1.94206 | 1.92781 | ||
92 | 2023.02.22 22:07 | sell | 25 | 0.10 | 1.93367 | 0.00000 | 0.00000 | ||
93 | 2023.02.22 22:07 | modify | 25 | 0.10 | 1.93367 | 1.93831 | 1.92781 | ||
94 | 2023.02.22 22:07 | sell | 26 | 0.10 | 1.93367 | 0.00000 | 0.00000 | ||
95 | 2023.02.22 22:07 | modify | 26 | 0.10 | 1.93367 | 1.93756 | 1.92781 | ||
96 | 2023.02.22 22:07 | modify | 24 | 0.10 | 1.93652 | 1.93756 | 1.92781 | ||
97 | 2023.02.22 22:07 | modify | 23 | 0.10 | 1.94281 | 1.93756 | 1.92781 | ||
98 | 2023.02.22 22:10 | modify | 25 | 0.10 | 1.93367 | 1.93756 | 1.92781 | ||
99 | 2023.02.23 22:00 | t/p | 23 | 0.10 | 1.92781 | 1.93756 | 1.92781 | 94.29 | 10698.79 |
100 | 2023.02.23 22:00 | t/p | 24 | 0.10 | 1.92781 | 1.93756 | 1.92781 | 54.77 | 10753.56 |
101 | 2023.02.23 22:00 | t/p | 25 | 0.10 | 1.92781 | 1.93756 | 1.92781 | 36.88 | 10790.45 |
102 | 2023.02.23 22:00 | t/p | 26 | 0.10 | 1.92781 | 1.93756 | 1.92781 | 36.88 | 10827.33 |
103 | 2023.02.28 09:00 | sell | 27 | 0.10 | 1.96583 | 0.00000 | 0.00000 | ||
104 | 2023.02.28 09:00 | modify | 27 | 0.10 | 1.96583 | 1.98083 | 1.95083 | ||
105 | 2023.02.28 17:30 | t/p | 27 | 0.10 | 1.95083 | 1.98083 | 1.95083 | 94.14 | 10921.47 |
106 | 2023.03.01 10:00 | buy | 28 | 0.10 | 1.92967 | 0.00000 | 0.00000 | ||
107 | 2023.03.01 10:00 | modify | 28 | 0.10 | 1.92967 | 1.91467 | 1.94467 | ||
108 | 2023.03.03 20:20 | buy | 29 | 0.10 | 1.93577 | 0.00000 | 0.00000 | ||
109 | 2023.03.03 20:20 | modify | 29 | 0.10 | 1.93577 | 1.93042 | 1.94467 | ||
110 | 2023.03.03 20:20 | modify | 28 | 0.10 | 1.92967 | 1.93042 | 1.94467 | ||
111 | 2023.03.06 08:10 | buy | 30 | 0.10 | 1.93895 | 0.00000 | 0.00000 | ||
112 | 2023.03.06 08:10 | modify | 30 | 0.10 | 1.93895 | 1.93417 | 1.94467 | ||
113 | 2023.03.06 08:10 | buy | 31 | 0.10 | 1.93895 | 0.00000 | 0.00000 | ||
114 | 2023.03.06 08:10 | modify | 31 | 0.10 | 1.93895 | 1.93492 | 1.94467 | ||
115 | 2023.03.06 08:10 | modify | 29 | 0.10 | 1.93577 | 1.93492 | 1.94467 | ||
116 | 2023.03.06 08:10 | modify | 28 | 0.10 | 1.92967 | 1.93492 | 1.94467 | ||
117 | 2023.03.06 08:12 | modify | 30 | 0.10 | 1.93895 | 1.93492 | 1.94467 | ||
118 | 2023.03.06 09:20 | t/p | 28 | 0.10 | 1.94467 | 1.93492 | 1.94467 | 91.70 | 11013.17 |
119 | 2023.03.06 09:20 | t/p | 29 | 0.10 | 1.94467 | 1.93492 | 1.94467 | 55.14 | 11068.31 |
120 | 2023.03.06 09:20 | t/p | 30 | 0.10 | 1.94467 | 1.93492 | 1.94467 | 35.68 | 11103.99 |
121 | 2023.03.06 09:20 | t/p | 31 | 0.10 | 1.94467 | 1.93492 | 1.94467 | 35.68 | 11139.67 |
122 | 2023.03.10 10:00 | sell | 32 | 0.10 | 1.96190 | 0.00000 | 0.00000 | ||
123 | 2023.03.10 10:00 | modify | 32 | 0.10 | 1.96190 | 1.97690 | 1.94690 | ||
124 | 2023.03.13 02:50 | sell | 33 | 0.10 | 1.95581 | 0.00000 | 0.00000 | ||
125 | 2023.03.13 02:50 | modify | 33 | 0.10 | 1.95581 | 1.96115 | 1.94690 | ||
126 | 2023.03.13 02:50 | modify | 32 | 0.10 | 1.96190 | 1.96115 | 1.94690 | ||
127 | 2023.03.13 13:20 | t/p | 32 | 0.10 | 1.94690 | 1.96115 | 1.94690 | 94.18 | 11233.84 |
128 | 2023.03.13 13:20 | t/p | 33 | 0.10 | 1.94690 | 1.96115 | 1.94690 | 55.92 | 11289.76 |