Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=0; 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 | 2611 | Ticks modelled | 4221 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 914.33 | Gross profit | 1196.13 | Gross loss | -281.80 |
Profit factor | 4.24 | Expected payoff | 50.80 | ||
Absolute drawdown | 212.34 | Maximal drawdown | 212.34 (2.12%) | Relative drawdown | 2.12% (212.34) |
Total trades | 18 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 6 (83.33%) |
Profit trades (% of total) | 15 (83.33%) | Loss trades (% of total) | 3 (16.67%) | ||
Largest | profit trade | 93.74 | loss trade | -95.02 | |
Average | profit trade | 79.74 | loss trade | -93.93 | |
Maximum | consecutive wins (profit in money) | 13 (1074.61) | consecutive losses (loss in money) | 2 (-186.78) | |
Maximal | consecutive profit (count of wins) | 1074.61 (13) | consecutive loss (count of losses) | -186.78 (2) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.09 16:00 | sell | 1 | 0.10 | 1.94313 | 0.00000 | 0.00000 | ||
2 | 2022.05.09 16:00 | modify | 1 | 0.10 | 1.94313 | 1.95813 | 1.92813 | ||
3 | 2022.05.10 04:00 | s/l | 1 | 0.10 | 1.95813 | 1.95813 | 1.92813 | -93.50 | 9906.50 |
4 | 2022.05.10 04:00 | sell | 2 | 0.10 | 1.95142 | 0.00000 | 0.00000 | ||
5 | 2022.05.10 04:00 | modify | 2 | 0.10 | 1.95142 | 1.96642 | 1.93642 | ||
6 | 2022.05.17 16:00 | s/l | 2 | 0.10 | 1.96642 | 1.96642 | 1.93642 | -93.28 | 9813.22 |
7 | 2022.07.18 20:00 | sell | 3 | 0.10 | 1.94198 | 0.00000 | 0.00000 | ||
8 | 2022.07.18 20:00 | modify | 3 | 0.10 | 1.94198 | 1.95698 | 1.92698 | ||
9 | 2022.07.19 08:00 | sell | 4 | 0.10 | 1.93146 | 0.00000 | 0.00000 | ||
10 | 2022.07.19 08:00 | modify | 4 | 0.10 | 1.93146 | 1.93523 | 1.92698 | ||
11 | 2022.07.19 08:00 | modify | 3 | 0.10 | 1.94198 | 1.93523 | 1.92698 | ||
12 | 2022.07.19 20:00 | t/p | 3 | 0.10 | 1.92698 | 1.93523 | 1.92698 | 93.58 | 9906.80 |
13 | 2022.07.19 20:00 | t/p | 4 | 0.10 | 1.92698 | 1.93523 | 1.92698 | 27.94 | 9934.74 |
14 | 2022.08.10 20:00 | buy | 5 | 0.10 | 1.90816 | 0.00000 | 0.00000 | ||
15 | 2022.08.10 20:00 | modify | 5 | 0.10 | 1.90816 | 1.89316 | 1.92316 | ||
16 | 2022.08.12 00:00 | s/l | 5 | 0.10 | 1.89316 | 1.89316 | 1.92316 | -95.02 | 9839.72 |
17 | 2022.08.12 12:00 | buy | 6 | 0.10 | 1.88777 | 0.00000 | 0.00000 | ||
18 | 2022.08.12 12:00 | modify | 6 | 0.10 | 1.88777 | 1.87277 | 1.90277 | ||
19 | 2022.08.16 00:00 | buy | 7 | 0.10 | 1.89553 | 0.00000 | 0.00000 | ||
20 | 2022.08.16 00:00 | modify | 7 | 0.10 | 1.89553 | 1.89227 | 1.90277 | ||
21 | 2022.08.16 00:00 | modify | 6 | 0.10 | 1.88777 | 1.89227 | 1.90277 | ||
22 | 2022.08.16 12:00 | t/p | 6 | 0.10 | 1.90277 | 1.89227 | 1.90277 | 92.79 | 9932.50 |
23 | 2022.08.16 12:00 | t/p | 7 | 0.10 | 1.90277 | 1.89227 | 1.90277 | 45.14 | 9977.64 |
24 | 2022.09.06 20:00 | sell | 8 | 0.10 | 1.90692 | 0.00000 | 0.00000 | ||
25 | 2022.09.06 20:00 | modify | 8 | 0.10 | 1.90692 | 1.92192 | 1.89192 | ||
26 | 2022.09.08 16:00 | sell | 9 | 0.10 | 1.89930 | 0.00000 | 0.00000 | ||
27 | 2022.09.08 16:00 | modify | 9 | 0.10 | 1.89930 | 1.90242 | 1.89192 | ||
28 | 2022.09.08 16:00 | modify | 8 | 0.10 | 1.90692 | 1.90242 | 1.89192 | ||
29 | 2022.09.09 12:00 | t/p | 8 | 0.10 | 1.89192 | 1.90242 | 1.89192 | 93.74 | 10071.38 |
30 | 2022.09.09 12:00 | t/p | 9 | 0.10 | 1.89192 | 1.90242 | 1.89192 | 46.06 | 10117.44 |
31 | 2022.10.23 20:00 | buy | 10 | 0.10 | 1.96849 | 0.00000 | 0.00000 | ||
32 | 2022.10.23 20:00 | modify | 10 | 0.10 | 1.96849 | 1.95349 | 1.98349 | ||
33 | 2022.10.24 08:00 | t/p | 10 | 0.10 | 1.98349 | 1.95349 | 1.98349 | 93.16 | 10210.60 |
34 | 2023.01.03 16:00 | sell | 11 | 0.10 | 1.92061 | 0.00000 | 0.00000 | ||
35 | 2023.01.03 16:00 | modify | 11 | 0.10 | 1.92061 | 1.93561 | 1.90561 | ||
36 | 2023.01.04 08:00 | t/p | 11 | 0.10 | 1.90561 | 1.93561 | 1.90561 | 93.58 | 10304.17 |
37 | 2023.02.02 20:00 | buy | 12 | 0.10 | 1.88975 | 0.00000 | 0.00000 | ||
38 | 2023.02.02 20:00 | modify | 12 | 0.10 | 1.88975 | 1.87475 | 1.90475 | ||
39 | 2023.02.03 20:00 | t/p | 12 | 0.10 | 1.90475 | 1.87475 | 1.90475 | 93.16 | 10397.33 |
40 | 2023.02.22 00:00 | sell | 13 | 0.10 | 1.94759 | 0.00000 | 0.00000 | ||
41 | 2023.02.22 00:00 | modify | 13 | 0.10 | 1.94759 | 1.96259 | 1.93259 | ||
42 | 2023.02.22 12:00 | sell | 14 | 0.10 | 1.94054 | 0.00000 | 0.00000 | ||
43 | 2023.02.22 12:00 | modify | 14 | 0.10 | 1.94054 | 1.94609 | 1.93259 | ||
44 | 2023.02.22 12:00 | modify | 13 | 0.10 | 1.94759 | 1.94609 | 1.93259 | ||
45 | 2023.02.23 04:00 | t/p | 13 | 0.10 | 1.93259 | 1.94609 | 1.93259 | 93.66 | 10490.99 |
46 | 2023.02.23 04:00 | t/p | 14 | 0.10 | 1.93259 | 1.94609 | 1.93259 | 49.69 | 10540.69 |
47 | 2023.02.28 04:00 | sell | 15 | 0.10 | 1.95649 | 0.00000 | 0.00000 | ||
48 | 2023.02.28 04:00 | modify | 15 | 0.10 | 1.95649 | 1.97149 | 1.94149 | ||
49 | 2023.03.01 04:00 | t/p | 15 | 0.10 | 1.94149 | 1.97149 | 1.94149 | 93.58 | 10634.26 |
50 | 2023.03.10 16:00 | sell | 16 | 0.10 | 1.96012 | 0.00000 | 0.00000 | ||
51 | 2023.03.10 16:00 | modify | 16 | 0.10 | 1.96012 | 1.97512 | 1.94512 | ||
52 | 2023.03.13 16:00 | t/p | 16 | 0.10 | 1.94512 | 1.97512 | 1.94512 | 93.58 | 10727.84 |
53 | 2023.03.21 16:00 | sell | 17 | 0.10 | 1.97605 | 0.00000 | 0.00000 | ||
54 | 2023.03.21 16:00 | modify | 17 | 0.10 | 1.97605 | 1.99105 | 1.96105 | ||
55 | 2023.03.23 08:00 | t/p | 17 | 0.10 | 1.96105 | 1.99105 | 1.96105 | 93.70 | 10821.54 |
56 | 2023.04.13 20:00 | buy | 18 | 0.10 | 1.98844 | 0.00000 | 0.00000 | ||
57 | 2023.04.13 20:00 | modify | 18 | 0.10 | 1.98844 | 1.97344 | 2.00344 | ||
58 | 2023.04.17 08:00 | t/p | 18 | 0.10 | 2.00344 | 1.97344 | 2.00344 | 92.79 | 10914.33 |