Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.05.01 22:00 - 2023.04.30 23:00 (2022.05.01 - 2023.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 7216 | Ticks modelled | 157749 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1028.18 | Gross profit | 1075.20 | Gross loss | -47.02 |
Profit factor | 22.87 | Expected payoff | 48.96 | ||
Absolute drawdown | 32.99 | Maximal drawdown | 113.76 (1.12%) | Relative drawdown | 1.12% (113.76) |
Total trades | 21 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 18 (85.71%) | Loss trades (% of total) | 3 (14.29%) | ||
Largest | profit trade | 93.58 | loss trade | -19.58 | |
Average | profit trade | 59.73 | loss trade | -15.67 | |
Maximum | consecutive wins (profit in money) | 10 (611.02) | consecutive losses (loss in money) | 2 (-27.44) | |
Maximal | consecutive profit (count of wins) | 611.02 (10) | consecutive loss (count of losses) | -27.44 (2) | |
Average | consecutive wins | 9 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.02 21:00 | sell | 1 | 0.10 | 1.99059 | 0.00000 | 0.00000 | ||
2 | 2022.10.02 21:00 | modify | 1 | 0.10 | 1.99059 | 2.00459 | 1.97559 | ||
3 | 2022.10.02 22:50 | sell | 2 | 0.10 | 1.98454 | 0.00000 | 0.00000 | ||
4 | 2022.10.02 22:50 | modify | 2 | 0.10 | 1.98454 | 1.98834 | 1.97559 | ||
5 | 2022.10.02 22:50 | modify | 1 | 0.10 | 1.99059 | 1.98834 | 1.97559 | ||
6 | 2022.10.02 23:15 | sell | 3 | 0.10 | 1.98220 | 0.00000 | 0.00000 | ||
7 | 2022.10.02 23:15 | modify | 3 | 0.10 | 1.98220 | 1.98534 | 1.97559 | ||
8 | 2022.10.02 23:15 | modify | 2 | 0.10 | 1.98454 | 1.98534 | 1.97559 | ||
9 | 2022.10.02 23:15 | modify | 1 | 0.10 | 1.99059 | 1.98534 | 1.97559 | ||
10 | 2022.10.02 23:20 | sell | 4 | 0.10 | 1.97980 | 0.00000 | 0.00000 | ||
11 | 2022.10.02 23:20 | modify | 4 | 0.10 | 1.97980 | 1.98534 | 1.97559 | ||
12 | 2022.10.03 01:50 | t/p | 1 | 0.10 | 1.97559 | 1.98534 | 1.97559 | 93.58 | 10093.58 |
13 | 2022.10.03 01:50 | t/p | 2 | 0.10 | 1.97559 | 1.98534 | 1.97559 | 55.85 | 10149.42 |
14 | 2022.10.03 01:50 | t/p | 3 | 0.10 | 1.97559 | 1.98534 | 1.97559 | 41.26 | 10190.68 |
15 | 2022.10.03 01:50 | t/p | 4 | 0.10 | 1.97559 | 1.98534 | 1.97559 | 26.30 | 10216.98 |
16 | 2022.10.11 23:00 | buy | 5 | 0.10 | 1.96518 | 0.00000 | 0.00000 | ||
17 | 2022.10.11 23:00 | modify | 5 | 0.10 | 1.96518 | 1.95118 | 1.98018 | ||
18 | 2022.10.12 09:27 | buy | 6 | 0.10 | 1.97573 | 0.00000 | 0.00000 | ||
19 | 2022.10.12 09:27 | modify | 6 | 0.10 | 1.97573 | 1.97043 | 1.98018 | ||
20 | 2022.10.12 09:27 | modify | 5 | 0.10 | 1.96518 | 1.97043 | 1.98018 | ||
21 | 2022.10.12 10:20 | t/p | 5 | 0.10 | 1.98018 | 1.97043 | 1.98018 | 93.15 | 10310.13 |
22 | 2022.10.12 10:20 | t/p | 6 | 0.10 | 1.98018 | 1.97043 | 1.98018 | 27.74 | 10337.87 |
23 | 2022.10.28 12:00 | sell | 7 | 0.10 | 1.99019 | 0.00000 | 0.00000 | ||
24 | 2022.10.28 12:00 | modify | 7 | 0.10 | 1.99019 | 2.00419 | 1.97519 | ||
25 | 2022.10.31 16:32 | t/p | 7 | 0.10 | 1.97519 | 2.00419 | 1.97519 | 93.58 | 10431.45 |
26 | 2022.11.04 14:00 | buy | 8 | 0.10 | 1.91638 | 0.00000 | 0.00000 | ||
27 | 2022.11.04 14:00 | modify | 8 | 0.10 | 1.91638 | 1.90238 | 1.93138 | ||
28 | 2022.11.06 22:45 | buy | 9 | 0.10 | 1.92477 | 0.00000 | 0.00000 | ||
29 | 2022.11.06 22:45 | modify | 9 | 0.10 | 1.92477 | 1.92163 | 1.93138 | ||
30 | 2022.11.06 22:45 | modify | 8 | 0.10 | 1.91638 | 1.92163 | 1.93138 | ||
31 | 2022.11.06 23:50 | s/l | 8 | 0.10 | 1.92163 | 1.92163 | 1.93138 | 32.73 | 10464.18 |
32 | 2022.11.06 23:50 | s/l | 9 | 0.10 | 1.92163 | 1.92163 | 1.93138 | -19.58 | 10444.60 |
33 | 2022.11.15 15:00 | sell | 10 | 0.10 | 1.94161 | 0.00000 | 0.00000 | ||
34 | 2022.11.15 15:00 | modify | 10 | 0.10 | 1.94161 | 1.95561 | 1.92661 | ||
35 | 2022.11.15 15:40 | sell | 11 | 0.10 | 1.93534 | 0.00000 | 0.00000 | ||
36 | 2022.11.15 15:40 | modify | 11 | 0.10 | 1.93534 | 1.93936 | 1.92661 | ||
37 | 2022.11.15 15:40 | modify | 10 | 0.10 | 1.94161 | 1.93936 | 1.92661 | ||
38 | 2022.11.15 16:20 | t/p | 10 | 0.10 | 1.92661 | 1.93936 | 1.92661 | 93.54 | 10538.14 |
39 | 2022.11.15 16:20 | t/p | 11 | 0.10 | 1.92661 | 1.93936 | 1.92661 | 54.44 | 10592.58 |
40 | 2023.02.28 10:00 | sell | 12 | 0.10 | 1.96482 | 0.00000 | 0.00000 | ||
41 | 2023.02.28 10:00 | modify | 12 | 0.10 | 1.96482 | 1.97882 | 1.94982 | ||
42 | 2023.02.28 16:05 | sell | 13 | 0.10 | 1.95430 | 0.00000 | 0.00000 | ||
43 | 2023.02.28 16:05 | modify | 13 | 0.10 | 1.95430 | 1.95957 | 1.94982 | ||
44 | 2023.02.28 16:05 | modify | 12 | 0.10 | 1.96482 | 1.95957 | 1.94982 | ||
45 | 2023.02.28 17:32 | t/p | 12 | 0.10 | 1.94982 | 1.95957 | 1.94982 | 93.53 | 10686.11 |
46 | 2023.02.28 17:32 | t/p | 13 | 0.10 | 1.94982 | 1.95957 | 1.94982 | 27.93 | 10714.04 |
47 | 2023.03.01 13:00 | buy | 14 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
48 | 2023.03.01 13:00 | modify | 14 | 0.10 | 1.92478 | 1.91078 | 1.93978 | ||
49 | 2023.03.03 13:20 | buy | 15 | 0.10 | 1.93082 | 0.00000 | 0.00000 | ||
50 | 2023.03.03 13:20 | modify | 15 | 0.10 | 1.93082 | 1.92703 | 1.93978 | ||
51 | 2023.03.03 13:20 | modify | 14 | 0.10 | 1.92478 | 1.92703 | 1.93978 | ||
52 | 2023.03.03 15:45 | buy | 16 | 0.10 | 1.93308 | 0.00000 | 0.00000 | ||
53 | 2023.03.03 15:45 | modify | 16 | 0.10 | 1.93308 | 1.93003 | 1.93978 | ||
54 | 2023.03.03 15:45 | modify | 15 | 0.10 | 1.93082 | 1.93003 | 1.93978 | ||
55 | 2023.03.03 15:45 | modify | 14 | 0.10 | 1.92478 | 1.93003 | 1.93978 | ||
56 | 2023.03.03 19:50 | buy | 17 | 0.10 | 1.93545 | 0.00000 | 0.00000 | ||
57 | 2023.03.03 19:50 | modify | 17 | 0.10 | 1.93545 | 1.93003 | 1.93978 | ||
58 | 2023.03.06 08:15 | t/p | 14 | 0.10 | 1.93978 | 1.93003 | 1.93978 | 91.66 | 10805.69 |
59 | 2023.03.06 08:15 | t/p | 15 | 0.10 | 1.93978 | 1.93003 | 1.93978 | 55.49 | 10861.18 |
60 | 2023.03.06 08:15 | t/p | 16 | 0.10 | 1.93978 | 1.93003 | 1.93978 | 41.40 | 10902.58 |
61 | 2023.03.06 08:15 | t/p | 17 | 0.10 | 1.93978 | 1.93003 | 1.93978 | 26.62 | 10929.20 |
62 | 2023.04.04 11:00 | sell | 18 | 0.10 | 1.98403 | 0.00000 | 0.00000 | ||
63 | 2023.04.04 11:00 | modify | 18 | 0.10 | 1.98403 | 1.99803 | 1.96903 | ||
64 | 2023.04.05 02:10 | t/p | 18 | 0.10 | 1.96903 | 1.99803 | 1.96903 | 93.57 | 11022.77 |
65 | 2023.04.26 10:00 | sell | 19 | 0.10 | 2.03518 | 0.00000 | 0.00000 | ||
66 | 2023.04.26 10:00 | modify | 19 | 0.10 | 2.03518 | 2.04918 | 2.02018 | ||
67 | 2023.04.27 06:25 | sell | 20 | 0.10 | 2.02693 | 0.00000 | 0.00000 | ||
68 | 2023.04.27 06:25 | modify | 20 | 0.10 | 2.02693 | 2.02993 | 2.02018 | ||
69 | 2023.04.27 06:25 | modify | 19 | 0.10 | 2.03518 | 2.02993 | 2.02018 | ||
70 | 2023.04.27 07:17 | sell | 21 | 0.10 | 2.02898 | 0.00000 | 0.00000 | ||
71 | 2023.04.27 07:17 | modify | 21 | 0.10 | 2.02898 | 2.03293 | 2.02018 | ||
72 | 2023.04.27 07:20 | s/l | 19 | 0.10 | 2.02993 | 2.02993 | 2.02018 | 32.85 | 11055.62 |
73 | 2023.04.27 07:20 | s/l | 20 | 0.10 | 2.02993 | 2.02993 | 2.02018 | -18.71 | 11036.91 |
74 | 2023.04.27 07:20 | close | 21 | 0.10 | 2.03038 | 2.03293 | 2.02018 | -8.73 | 11028.18 |