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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=20; 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 | 1211.40 | Gross profit | 1516.11 | Gross loss | -304.71 |
Profit factor | 4.98 | Expected payoff | 29.55 | ||
Absolute drawdown | 32.59 | Maximal drawdown | 194.60 (1.78%) | Relative drawdown | 1.78% (194.60) |
Total trades | 41 | Short positions (won %) | 21 (61.90%) | Long positions (won %) | 20 (85.00%) |
Profit trades (% of total) | 30 (73.17%) | Loss trades (% of total) | 11 (26.83%) | ||
Largest | profit trade | 94.21 | loss trade | -37.66 | |
Average | profit trade | 50.54 | loss trade | -27.70 | |
Maximum | consecutive wins (profit in money) | 16 (837.60) | consecutive losses (loss in money) | 3 (-104.25) | |
Maximal | consecutive profit (count of wins) | 837.60 (16) | consecutive loss (count of losses) | -104.25 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.11 00:00 | sell | 1 | 0.10 | 1.90673 | 0.00000 | 0.00000 | ||
2 | 2022.04.11 00:00 | modify | 1 | 0.10 | 1.90673 | 1.91273 | 1.89173 | ||
3 | 2022.04.12 13:35 | sell | 2 | 0.10 | 1.89906 | 0.00000 | 0.00000 | ||
4 | 2022.04.12 13:35 | modify | 2 | 0.10 | 1.89906 | 1.90373 | 1.89173 | ||
5 | 2022.04.12 13:35 | modify | 1 | 0.10 | 1.90673 | 1.90373 | 1.89173 | ||
6 | 2022.04.12 20:35 | sell | 3 | 0.10 | 1.89696 | 0.00000 | 0.00000 | ||
7 | 2022.04.12 20:35 | modify | 3 | 0.10 | 1.89696 | 1.90148 | 1.89173 | ||
8 | 2022.04.12 20:35 | modify | 2 | 0.10 | 1.89906 | 1.90148 | 1.89173 | ||
9 | 2022.04.12 20:35 | modify | 1 | 0.10 | 1.90673 | 1.90148 | 1.89173 | ||
10 | 2022.04.13 00:55 | sell | 4 | 0.10 | 1.89748 | 0.00000 | 0.00000 | ||
11 | 2022.04.13 00:55 | modify | 4 | 0.10 | 1.89748 | 1.89998 | 1.89173 | ||
12 | 2022.04.13 00:55 | modify | 4 | 0.10 | 1.89748 | 1.90148 | 1.89173 | ||
13 | 2022.04.13 02:05 | t/p | 1 | 0.10 | 1.89173 | 1.90148 | 1.89173 | 94.21 | 10094.21 |
14 | 2022.04.13 02:05 | t/p | 2 | 0.10 | 1.89173 | 1.90148 | 1.89173 | 46.04 | 10140.25 |
15 | 2022.04.13 02:05 | t/p | 3 | 0.10 | 1.89173 | 1.90148 | 1.89173 | 32.86 | 10173.11 |
16 | 2022.04.13 02:05 | t/p | 4 | 0.10 | 1.89173 | 1.90148 | 1.89173 | 36.08 | 10209.19 |
17 | 2022.04.18 04:00 | sell | 5 | 0.10 | 1.93563 | 0.00000 | 0.00000 | ||
18 | 2022.04.18 04:00 | modify | 5 | 0.10 | 1.93563 | 1.94163 | 1.92063 | ||
19 | 2022.04.19 04:40 | sell | 6 | 0.10 | 1.92809 | 0.00000 | 0.00000 | ||
20 | 2022.04.19 04:40 | modify | 6 | 0.10 | 1.92809 | 1.93263 | 1.92063 | ||
21 | 2022.04.19 04:40 | modify | 5 | 0.10 | 1.93563 | 1.93263 | 1.92063 | ||
22 | 2022.04.19 10:30 | s/l | 5 | 0.10 | 1.93263 | 1.93263 | 1.92063 | 18.86 | 10228.05 |
23 | 2022.04.19 10:30 | s/l | 6 | 0.10 | 1.93263 | 1.93263 | 1.92063 | -28.50 | 10199.55 |
24 | 2022.04.29 16:00 | sell | 7 | 0.10 | 1.94002 | 0.00000 | 0.00000 | ||
25 | 2022.04.29 16:00 | modify | 7 | 0.10 | 1.94002 | 1.94602 | 1.92502 | ||
26 | 2022.04.29 16:40 | s/l | 7 | 0.10 | 1.94602 | 1.94602 | 1.92502 | -37.65 | 10161.90 |
27 | 2022.06.02 16:00 | buy | 8 | 0.10 | 1.91725 | 0.00000 | 0.00000 | ||
28 | 2022.06.02 16:00 | modify | 8 | 0.10 | 1.91725 | 1.91125 | 1.93225 | ||
29 | 2022.06.06 06:50 | buy | 9 | 0.10 | 1.92502 | 0.00000 | 0.00000 | ||
30 | 2022.06.06 06:50 | modify | 9 | 0.10 | 1.92502 | 1.92025 | 1.93225 | ||
31 | 2022.06.06 06:50 | modify | 8 | 0.10 | 1.91725 | 1.92025 | 1.93225 | ||
32 | 2022.06.06 14:30 | buy | 10 | 0.10 | 1.92652 | 0.00000 | 0.00000 | ||
33 | 2022.06.06 14:30 | modify | 10 | 0.10 | 1.92652 | 1.92400 | 1.93225 | ||
34 | 2022.06.06 14:30 | modify | 9 | 0.10 | 1.92502 | 1.92400 | 1.93225 | ||
35 | 2022.06.06 14:30 | modify | 8 | 0.10 | 1.91725 | 1.92400 | 1.93225 | ||
36 | 2022.06.06 18:40 | t/p | 8 | 0.10 | 1.93225 | 1.92400 | 1.93225 | 92.81 | 10254.70 |
37 | 2022.06.06 18:40 | t/p | 9 | 0.10 | 1.93225 | 1.92400 | 1.93225 | 45.09 | 10299.79 |
38 | 2022.06.06 18:40 | t/p | 10 | 0.10 | 1.93225 | 1.92400 | 1.93225 | 35.73 | 10335.52 |
39 | 2022.07.01 04:00 | sell | 11 | 0.10 | 1.96039 | 0.00000 | 0.00000 | ||
40 | 2022.07.01 04:00 | modify | 11 | 0.10 | 1.96039 | 1.96639 | 1.94539 | ||
41 | 2022.07.01 12:20 | sell | 12 | 0.10 | 1.95284 | 0.00000 | 0.00000 | ||
42 | 2022.07.01 12:20 | modify | 12 | 0.10 | 1.95284 | 1.95739 | 1.94539 | ||
43 | 2022.07.01 12:20 | modify | 11 | 0.10 | 1.96039 | 1.95739 | 1.94539 | ||
44 | 2022.07.01 12:40 | sell | 13 | 0.10 | 1.95035 | 0.00000 | 0.00000 | ||
45 | 2022.07.01 12:40 | modify | 13 | 0.10 | 1.95035 | 1.95514 | 1.94539 | ||
46 | 2022.07.01 12:40 | modify | 12 | 0.10 | 1.95284 | 1.95514 | 1.94539 | ||
47 | 2022.07.01 12:40 | modify | 11 | 0.10 | 1.96039 | 1.95514 | 1.94539 | ||
48 | 2022.07.01 12:55 | sell | 14 | 0.10 | 1.95118 | 0.00000 | 0.00000 | ||
49 | 2022.07.01 12:55 | modify | 14 | 0.10 | 1.95118 | 1.95364 | 1.94539 | ||
50 | 2022.07.01 13:00 | modify | 14 | 0.10 | 1.95118 | 1.95514 | 1.94539 | ||
51 | 2022.07.01 13:40 | t/p | 11 | 0.10 | 1.94539 | 1.95514 | 1.94539 | 94.14 | 10429.66 |
52 | 2022.07.01 13:40 | t/p | 12 | 0.10 | 1.94539 | 1.95514 | 1.94539 | 46.75 | 10476.41 |
53 | 2022.07.01 13:40 | t/p | 13 | 0.10 | 1.94539 | 1.95514 | 1.94539 | 31.13 | 10507.54 |
54 | 2022.07.01 13:40 | t/p | 14 | 0.10 | 1.94539 | 1.95514 | 1.94539 | 36.34 | 10543.88 |
55 | 2022.07.18 00:00 | buy | 15 | 0.10 | 1.92147 | 0.00000 | 0.00000 | ||
56 | 2022.07.18 00:00 | modify | 15 | 0.10 | 1.92147 | 1.91547 | 1.93647 | ||
57 | 2022.07.18 04:40 | buy | 16 | 0.10 | 1.92920 | 0.00000 | 0.00000 | ||
58 | 2022.07.18 04:40 | modify | 16 | 0.10 | 1.92920 | 1.92447 | 1.93647 | ||
59 | 2022.07.18 04:40 | modify | 15 | 0.10 | 1.92147 | 1.92447 | 1.93647 | ||
60 | 2022.07.18 05:20 | buy | 17 | 0.10 | 1.93049 | 0.00000 | 0.00000 | ||
61 | 2022.07.18 05:20 | modify | 17 | 0.10 | 1.93049 | 1.92822 | 1.93647 | ||
62 | 2022.07.18 05:20 | modify | 16 | 0.10 | 1.92920 | 1.92822 | 1.93647 | ||
63 | 2022.07.18 05:20 | modify | 15 | 0.10 | 1.92147 | 1.92822 | 1.93647 | ||
64 | 2022.07.18 06:55 | buy | 18 | 0.10 | 1.93146 | 0.00000 | 0.00000 | ||
65 | 2022.07.18 06:55 | modify | 18 | 0.10 | 1.93146 | 1.92672 | 1.93647 | ||
66 | 2022.07.18 06:55 | modify | 17 | 0.10 | 1.93049 | 1.92672 | 1.93647 | ||
67 | 2022.07.18 06:55 | modify | 16 | 0.10 | 1.92920 | 1.92672 | 1.93647 | ||
68 | 2022.07.18 06:55 | modify | 15 | 0.10 | 1.92147 | 1.92672 | 1.93647 | ||
69 | 2022.07.18 08:40 | t/p | 15 | 0.10 | 1.93647 | 1.92672 | 1.93647 | 93.55 | 10637.43 |
70 | 2022.07.18 08:40 | t/p | 16 | 0.10 | 1.93647 | 1.92672 | 1.93647 | 45.34 | 10682.77 |
71 | 2022.07.18 08:40 | t/p | 17 | 0.10 | 1.93647 | 1.92672 | 1.93647 | 37.29 | 10720.06 |
72 | 2022.07.18 08:40 | t/p | 18 | 0.10 | 1.93647 | 1.92672 | 1.93647 | 31.24 | 10751.30 |
73 | 2022.07.22 12:00 | buy | 19 | 0.10 | 1.90858 | 0.00000 | 0.00000 | ||
74 | 2022.07.22 12:00 | modify | 19 | 0.10 | 1.90858 | 1.90258 | 1.92358 | ||
75 | 2022.07.22 14:40 | buy | 20 | 0.10 | 1.91846 | 0.00000 | 0.00000 | ||
76 | 2022.07.22 14:40 | modify | 20 | 0.10 | 1.91846 | 1.91383 | 1.92358 | ||
77 | 2022.07.22 14:40 | modify | 19 | 0.10 | 1.90858 | 1.91383 | 1.92358 | ||
78 | 2022.07.22 14:55 | buy | 21 | 0.10 | 1.91764 | 0.00000 | 0.00000 | ||
79 | 2022.07.22 14:55 | modify | 21 | 0.10 | 1.91764 | 1.91533 | 1.92358 | ||
80 | 2022.07.22 15:00 | modify | 21 | 0.10 | 1.91764 | 1.91383 | 1.92358 | ||
81 | 2022.07.22 15:45 | buy | 22 | 0.10 | 1.91630 | 0.00000 | 0.00000 | ||
82 | 2022.07.22 15:45 | modify | 22 | 0.10 | 1.91630 | 1.91158 | 1.92358 | ||
83 | 2022.07.22 15:50 | modify | 22 | 0.10 | 1.91630 | 1.91383 | 1.92358 | ||
84 | 2022.07.25 00:30 | t/p | 19 | 0.10 | 1.92358 | 1.91383 | 1.92358 | 93.19 | 10844.49 |
85 | 2022.07.25 00:30 | t/p | 20 | 0.10 | 1.92358 | 1.91383 | 1.92358 | 31.56 | 10876.05 |
86 | 2022.07.25 00:30 | t/p | 21 | 0.10 | 1.92358 | 1.91383 | 1.92358 | 36.68 | 10912.73 |
87 | 2022.07.25 00:30 | t/p | 22 | 0.10 | 1.92358 | 1.91383 | 1.92358 | 45.04 | 10957.76 |
88 | 2022.08.25 12:00 | buy | 23 | 0.10 | 1.89851 | 0.00000 | 0.00000 | ||
89 | 2022.08.25 12:00 | modify | 23 | 0.10 | 1.89851 | 1.89251 | 1.91351 | ||
90 | 2022.08.26 01:40 | buy | 24 | 0.10 | 1.90766 | 0.00000 | 0.00000 | ||
91 | 2022.08.26 01:40 | modify | 24 | 0.10 | 1.90766 | 1.90526 | 1.91351 | ||
92 | 2022.08.26 01:40 | modify | 23 | 0.10 | 1.89851 | 1.90526 | 1.91351 | ||
93 | 2022.08.26 02:06 | s/l | 23 | 0.10 | 1.90526 | 1.90526 | 1.91351 | 41.73 | 10999.49 |
94 | 2022.08.26 02:06 | s/l | 24 | 0.10 | 1.90526 | 1.90526 | 1.91351 | -14.97 | 10984.52 |
95 | 2022.08.30 12:00 | buy | 25 | 0.10 | 1.89723 | 0.00000 | 0.00000 | ||
96 | 2022.08.30 12:00 | modify | 25 | 0.10 | 1.89723 | 1.89123 | 1.91223 | ||
97 | 2022.09.01 04:40 | buy | 26 | 0.10 | 1.90487 | 0.00000 | 0.00000 | ||
98 | 2022.09.01 04:40 | modify | 26 | 0.10 | 1.90487 | 1.90023 | 1.91223 | ||
99 | 2022.09.01 04:40 | modify | 25 | 0.10 | 1.89723 | 1.90023 | 1.91223 | ||
100 | 2022.09.01 05:40 | s/l | 25 | 0.10 | 1.90023 | 1.90023 | 1.91223 | 17.22 | 11001.74 |
101 | 2022.09.01 05:40 | s/l | 26 | 0.10 | 1.90023 | 1.90023 | 1.91223 | -28.94 | 10972.80 |
102 | 2022.09.13 08:00 | sell | 27 | 0.10 | 1.90977 | 0.00000 | 0.00000 | ||
103 | 2022.09.13 08:00 | modify | 27 | 0.10 | 1.90977 | 1.91577 | 1.89477 | ||
104 | 2022.09.13 13:40 | s/l | 27 | 0.10 | 1.91577 | 1.91577 | 1.89477 | -37.65 | 10935.15 |
105 | 2022.10.13 12:00 | sell | 28 | 0.10 | 2.00047 | 0.00000 | 0.00000 | ||
106 | 2022.10.13 12:00 | modify | 28 | 0.10 | 2.00047 | 2.00647 | 1.98547 | ||
107 | 2022.10.13 12:20 | s/l | 28 | 0.10 | 2.00647 | 2.00647 | 1.98547 | -37.66 | 10897.49 |
108 | 2023.01.12 12:00 | sell | 29 | 0.10 | 1.91535 | 0.00000 | 0.00000 | ||
109 | 2023.01.12 12:00 | modify | 29 | 0.10 | 1.91535 | 1.92135 | 1.90035 | ||
110 | 2023.01.12 13:40 | sell | 30 | 0.10 | 1.90634 | 0.00000 | 0.00000 | ||
111 | 2023.01.12 13:40 | modify | 30 | 0.10 | 1.90634 | 1.90860 | 1.90035 | ||
112 | 2023.01.12 13:40 | modify | 29 | 0.10 | 1.91535 | 1.90860 | 1.90035 | ||
113 | 2023.01.12 13:55 | s/l | 29 | 0.10 | 1.90860 | 1.90860 | 1.90035 | 42.37 | 10939.86 |
114 | 2023.01.12 13:55 | s/l | 30 | 0.10 | 1.90860 | 1.90860 | 1.90035 | -14.18 | 10925.68 |
115 | 2023.01.31 12:00 | sell | 31 | 0.10 | 1.91706 | 0.00000 | 0.00000 | ||
116 | 2023.01.31 12:00 | modify | 31 | 0.10 | 1.91706 | 1.92306 | 1.90206 | ||
117 | 2023.01.31 13:40 | sell | 32 | 0.10 | 1.90727 | 0.00000 | 0.00000 | ||
118 | 2023.01.31 13:40 | modify | 32 | 0.10 | 1.90727 | 1.91181 | 1.90206 | ||
119 | 2023.01.31 13:40 | modify | 31 | 0.10 | 1.91706 | 1.91181 | 1.90206 | ||
120 | 2023.01.31 13:50 | sell | 33 | 0.10 | 1.90799 | 0.00000 | 0.00000 | ||
121 | 2023.01.31 13:50 | modify | 33 | 0.10 | 1.90799 | 1.91031 | 1.90206 | ||
122 | 2023.01.31 13:55 | s/l | 33 | 0.10 | 1.91031 | 1.91031 | 1.90206 | -14.56 | 10911.12 |
123 | 2023.01.31 14:35 | sell | 34 | 0.10 | 1.90930 | 0.00000 | 0.00000 | ||
124 | 2023.01.31 14:35 | modify | 34 | 0.10 | 1.90930 | 1.91406 | 1.90206 | ||
125 | 2023.01.31 14:40 | modify | 34 | 0.10 | 1.90930 | 1.91181 | 1.90206 | ||
126 | 2023.01.31 15:40 | t/p | 31 | 0.10 | 1.90206 | 1.91181 | 1.90206 | 94.14 | 11005.26 |
127 | 2023.01.31 15:40 | t/p | 32 | 0.10 | 1.90206 | 1.91181 | 1.90206 | 32.70 | 11037.96 |
128 | 2023.01.31 15:40 | t/p | 34 | 0.10 | 1.90206 | 1.91181 | 1.90206 | 45.44 | 11083.40 |
129 | 2023.02.13 12:00 | buy | 35 | 0.10 | 1.90265 | 0.00000 | 0.00000 | ||
130 | 2023.02.13 12:00 | modify | 35 | 0.10 | 1.90265 | 1.89665 | 1.91765 | ||
131 | 2023.02.14 00:25 | buy | 36 | 0.10 | 1.91025 | 0.00000 | 0.00000 | ||
132 | 2023.02.14 00:25 | modify | 36 | 0.10 | 1.91025 | 1.90565 | 1.91765 | ||
133 | 2023.02.14 00:25 | modify | 35 | 0.10 | 1.90265 | 1.90565 | 1.91765 | ||
134 | 2023.02.14 01:40 | buy | 37 | 0.10 | 1.91169 | 0.00000 | 0.00000 | ||
135 | 2023.02.14 01:40 | modify | 37 | 0.10 | 1.91169 | 1.90940 | 1.91765 | ||
136 | 2023.02.14 01:40 | modify | 36 | 0.10 | 1.91025 | 1.90940 | 1.91765 | ||
137 | 2023.02.14 01:40 | modify | 35 | 0.10 | 1.90265 | 1.90940 | 1.91765 | ||
138 | 2023.02.14 03:15 | t/p | 35 | 0.10 | 1.91765 | 1.90940 | 1.91765 | 93.18 | 11176.58 |
139 | 2023.02.14 03:15 | t/p | 36 | 0.10 | 1.91765 | 1.90940 | 1.91765 | 46.15 | 11222.73 |
140 | 2023.02.14 03:15 | t/p | 37 | 0.10 | 1.91765 | 1.90940 | 1.91765 | 37.17 | 11259.90 |
141 | 2023.02.21 12:00 | sell | 38 | 0.10 | 1.93914 | 0.00000 | 0.00000 | ||
142 | 2023.02.21 12:00 | modify | 38 | 0.10 | 1.93914 | 1.94514 | 1.92414 | ||
143 | 2023.02.21 15:30 | s/l | 38 | 0.10 | 1.94514 | 1.94514 | 1.92414 | -37.66 | 11222.24 |
144 | 2023.03.20 12:00 | sell | 39 | 0.10 | 1.95690 | 0.00000 | 0.00000 | ||
145 | 2023.03.20 12:00 | modify | 39 | 0.10 | 1.95690 | 1.96290 | 1.94190 | ||
146 | 2023.03.20 15:40 | s/l | 39 | 0.10 | 1.96290 | 1.96290 | 1.94190 | -37.66 | 11184.58 |
147 | 2023.03.29 04:00 | buy | 40 | 0.10 | 1.96929 | 0.00000 | 0.00000 | ||
148 | 2023.03.29 04:00 | modify | 40 | 0.10 | 1.96929 | 1.96329 | 1.98429 | ||
149 | 2023.03.29 08:40 | buy | 41 | 0.10 | 1.97849 | 0.00000 | 0.00000 | ||
150 | 2023.03.29 08:40 | modify | 41 | 0.10 | 1.97849 | 1.97604 | 1.98429 | ||
151 | 2023.03.29 08:40 | modify | 40 | 0.10 | 1.96929 | 1.97604 | 1.98429 | ||
152 | 2023.03.29 09:15 | s/l | 40 | 0.10 | 1.97604 | 1.97604 | 1.98429 | 42.10 | 11226.68 |
153 | 2023.03.29 09:15 | s/l | 41 | 0.10 | 1.97604 | 1.97604 | 1.98429 | -15.28 | 11211.40 |