Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.05.01 22:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=140; IT_TakeProfit=140; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 13429 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 151.58 | Gross profit | 902.68 | Gross loss | -751.09 |
Profit factor | 1.20 | Expected payoff | 5.83 | ||
Absolute drawdown | 246.92 | Maximal drawdown | 267.37 (2.67%) | Relative drawdown | 2.67% (267.37) |
Total trades | 26 | Short positions (won %) | 17 (47.06%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 14 (53.85%) | Loss trades (% of total) | 12 (46.15%) | ||
Largest | profit trade | 87.37 | loss trade | -88.80 | |
Average | profit trade | 64.48 | loss trade | -62.59 | |
Maximum | consecutive wins (profit in money) | 7 (571.11) | consecutive losses (loss in money) | 3 (-132.59) | |
Maximal | consecutive profit (count of wins) | 571.11 (7) | consecutive loss (count of losses) | -174.49 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.09 06:00 | sell | 1 | 0.10 | 1.93508 | 0.00000 | 0.00000 | ||
2 | 2022.05.09 06:00 | modify | 1 | 0.10 | 1.93508 | 1.94908 | 1.92108 | ||
3 | 2022.05.09 18:00 | s/l | 1 | 0.10 | 1.94908 | 1.94908 | 1.92108 | -87.33 | 9912.67 |
4 | 2022.06.22 05:00 | sell | 2 | 0.10 | 1.95133 | 0.00000 | 0.00000 | ||
5 | 2022.06.22 05:00 | modify | 2 | 0.10 | 1.95133 | 1.96533 | 1.93733 | ||
6 | 2022.06.27 03:00 | sell | 3 | 0.10 | 1.94573 | 0.00000 | 0.00000 | ||
7 | 2022.06.27 03:00 | modify | 3 | 0.10 | 1.94573 | 1.95063 | 1.93733 | ||
8 | 2022.06.27 03:00 | modify | 2 | 0.10 | 1.95133 | 1.95063 | 1.93733 | ||
9 | 2022.06.27 06:00 | sell | 4 | 0.10 | 1.94291 | 0.00000 | 0.00000 | ||
10 | 2022.06.27 06:00 | modify | 4 | 0.10 | 1.94291 | 1.94783 | 1.93733 | ||
11 | 2022.06.27 06:00 | modify | 3 | 0.10 | 1.94573 | 1.94783 | 1.93733 | ||
12 | 2022.06.27 06:00 | modify | 2 | 0.10 | 1.95133 | 1.94783 | 1.93733 | ||
13 | 2022.06.27 07:00 | s/l | 2 | 0.10 | 1.94783 | 1.94783 | 1.93733 | 22.02 | 9934.69 |
14 | 2022.06.27 07:00 | s/l | 3 | 0.10 | 1.94783 | 1.94783 | 1.93733 | -13.10 | 9921.59 |
15 | 2022.06.27 07:00 | s/l | 4 | 0.10 | 1.94783 | 1.94783 | 1.93733 | -30.69 | 9890.90 |
16 | 2022.08.10 18:00 | buy | 5 | 0.10 | 1.90693 | 0.00000 | 0.00000 | ||
17 | 2022.08.10 18:00 | modify | 5 | 0.10 | 1.90693 | 1.89293 | 1.92093 | ||
18 | 2022.08.12 03:00 | s/l | 5 | 0.10 | 1.89293 | 1.89293 | 1.92093 | -88.80 | 9802.10 |
19 | 2022.08.12 06:00 | buy | 6 | 0.10 | 1.88728 | 0.00000 | 0.00000 | ||
20 | 2022.08.12 06:00 | modify | 6 | 0.10 | 1.88728 | 1.87328 | 1.90128 | ||
21 | 2022.08.15 14:00 | t/p | 6 | 0.10 | 1.90128 | 1.87328 | 1.90128 | 86.93 | 9889.03 |
22 | 2022.09.13 20:00 | sell | 7 | 0.10 | 1.91870 | 0.00000 | 0.00000 | ||
23 | 2022.09.13 20:00 | modify | 7 | 0.10 | 1.91870 | 1.93270 | 1.90470 | ||
24 | 2022.09.16 09:00 | sell | 8 | 0.10 | 1.91014 | 0.00000 | 0.00000 | ||
25 | 2022.09.16 09:00 | modify | 8 | 0.10 | 1.91014 | 1.91520 | 1.90470 | ||
26 | 2022.09.16 09:00 | modify | 7 | 0.10 | 1.91870 | 1.91520 | 1.90470 | ||
27 | 2022.09.16 14:00 | s/l | 7 | 0.10 | 1.91520 | 1.91520 | 1.90470 | 22.02 | 9911.04 |
28 | 2022.09.16 14:00 | s/l | 8 | 0.10 | 1.91520 | 1.91520 | 1.90470 | -31.56 | 9879.48 |
29 | 2022.09.23 19:00 | buy | 9 | 0.10 | 1.89215 | 0.00000 | 0.00000 | ||
30 | 2022.09.23 19:00 | modify | 9 | 0.10 | 1.89215 | 1.87815 | 1.90615 | ||
31 | 2022.09.25 21:00 | s/l | 9 | 0.10 | 1.87815 | 1.87815 | 1.90615 | -87.31 | 9792.17 |
32 | 2022.10.02 21:00 | sell | 10 | 0.10 | 1.99059 | 0.00000 | 0.00000 | ||
33 | 2022.10.02 21:00 | modify | 10 | 0.10 | 1.99059 | 2.00459 | 1.97659 | ||
34 | 2022.10.03 02:00 | t/p | 10 | 0.10 | 1.97659 | 2.00459 | 1.97659 | 87.37 | 9879.54 |
35 | 2022.11.03 20:00 | buy | 11 | 0.10 | 1.93231 | 0.00000 | 0.00000 | ||
36 | 2022.11.03 20:00 | modify | 11 | 0.10 | 1.93231 | 1.91831 | 1.94631 | ||
37 | 2022.11.04 13:00 | s/l | 11 | 0.10 | 1.91831 | 1.91831 | 1.94631 | -87.68 | 9791.86 |
38 | 2022.11.04 14:00 | buy | 12 | 0.10 | 1.91638 | 0.00000 | 0.00000 | ||
39 | 2022.11.04 14:00 | modify | 12 | 0.10 | 1.91638 | 1.90238 | 1.93038 | ||
40 | 2022.11.06 22:00 | buy | 13 | 0.10 | 1.92228 | 0.00000 | 0.00000 | ||
41 | 2022.11.06 22:00 | modify | 13 | 0.10 | 1.92228 | 1.91708 | 1.93038 | ||
42 | 2022.11.06 22:00 | modify | 12 | 0.10 | 1.91638 | 1.91708 | 1.93038 | ||
43 | 2022.11.07 10:00 | t/p | 12 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 86.93 | 9878.79 |
44 | 2022.11.07 10:00 | t/p | 13 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 50.14 | 9928.93 |
45 | 2023.02.02 04:00 | buy | 14 | 0.10 | 1.89679 | 0.00000 | 0.00000 | ||
46 | 2023.02.02 04:00 | modify | 14 | 0.10 | 1.89679 | 1.88279 | 1.91079 | ||
47 | 2023.02.06 12:00 | t/p | 14 | 0.10 | 1.91079 | 1.88279 | 1.91079 | 86.57 | 10015.49 |
48 | 2023.02.21 19:00 | sell | 15 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
49 | 2023.02.21 19:00 | modify | 15 | 0.10 | 1.94972 | 1.96372 | 1.93572 | ||
50 | 2023.02.22 16:00 | t/p | 15 | 0.10 | 1.93572 | 1.96372 | 1.93572 | 87.36 | 10102.85 |
51 | 2023.02.28 10:00 | sell | 16 | 0.10 | 1.96482 | 0.00000 | 0.00000 | ||
52 | 2023.02.28 10:00 | modify | 16 | 0.10 | 1.96482 | 1.97882 | 1.95082 | ||
53 | 2023.02.28 18:00 | t/p | 16 | 0.10 | 1.95082 | 1.97882 | 1.95082 | 87.32 | 10190.17 |
54 | 2023.03.01 13:00 | buy | 17 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
55 | 2023.03.01 13:00 | modify | 17 | 0.10 | 1.92478 | 1.91078 | 1.93878 | ||
56 | 2023.03.06 09:00 | t/p | 17 | 0.10 | 1.93878 | 1.91078 | 1.93878 | 85.44 | 10275.61 |
57 | 2023.03.10 11:00 | sell | 18 | 0.10 | 1.96139 | 0.00000 | 0.00000 | ||
58 | 2023.03.10 11:00 | modify | 18 | 0.10 | 1.96139 | 1.97539 | 1.94739 | ||
59 | 2023.03.13 14:00 | t/p | 18 | 0.10 | 1.94739 | 1.97539 | 1.94739 | 87.36 | 10362.97 |
60 | 2023.03.20 20:00 | sell | 19 | 0.10 | 1.96454 | 0.00000 | 0.00000 | ||
61 | 2023.03.20 20:00 | modify | 19 | 0.10 | 1.96454 | 1.97854 | 1.95054 | ||
62 | 2023.03.21 10:00 | s/l | 19 | 0.10 | 1.97854 | 1.97854 | 1.95054 | -87.28 | 10275.68 |
63 | 2023.04.06 17:00 | sell | 20 | 0.10 | 1.99211 | 0.00000 | 0.00000 | ||
64 | 2023.04.06 17:00 | modify | 20 | 0.10 | 1.99211 | 2.00611 | 1.97811 | ||
65 | 2023.04.11 17:00 | s/l | 20 | 0.10 | 2.00611 | 2.00611 | 1.97811 | -87.21 | 10188.48 |
66 | 2023.04.13 18:00 | buy | 21 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
67 | 2023.04.13 18:00 | modify | 21 | 0.10 | 1.98644 | 1.97244 | 2.00044 | ||
68 | 2023.04.14 16:00 | t/p | 21 | 0.10 | 2.00044 | 1.97244 | 2.00044 | 86.93 | 10275.40 |
69 | 2023.04.17 06:00 | sell | 22 | 0.10 | 2.00296 | 0.00000 | 0.00000 | ||
70 | 2023.04.17 06:00 | modify | 22 | 0.10 | 2.00296 | 2.01696 | 1.98896 | ||
71 | 2023.04.20 00:00 | s/l | 22 | 0.10 | 2.01696 | 2.01696 | 1.98896 | -87.13 | 10188.27 |
72 | 2023.04.20 03:00 | sell | 23 | 0.10 | 2.01671 | 0.00000 | 0.00000 | ||
73 | 2023.04.20 03:00 | modify | 23 | 0.10 | 2.01671 | 2.03071 | 2.00271 | ||
74 | 2023.04.20 11:00 | sell | 24 | 0.10 | 2.01110 | 0.00000 | 0.00000 | ||
75 | 2023.04.20 11:00 | modify | 24 | 0.10 | 2.01110 | 2.01601 | 2.00271 | ||
76 | 2023.04.20 11:00 | modify | 23 | 0.10 | 2.01671 | 2.01601 | 2.00271 | ||
77 | 2023.04.20 12:00 | s/l | 23 | 0.10 | 2.01601 | 2.01601 | 2.00271 | 4.37 | 10192.64 |
78 | 2023.04.20 12:00 | s/l | 24 | 0.10 | 2.01601 | 2.01601 | 2.00271 | -30.63 | 10162.01 |
79 | 2023.04.26 10:00 | sell | 25 | 0.10 | 2.03518 | 0.00000 | 0.00000 | ||
80 | 2023.04.26 10:00 | modify | 25 | 0.10 | 2.03518 | 2.04918 | 2.02118 | ||
81 | 2023.04.27 10:00 | sell | 26 | 0.10 | 2.02649 | 0.00000 | 0.00000 | ||
82 | 2023.04.27 10:00 | modify | 26 | 0.10 | 2.02649 | 2.03168 | 2.02118 | ||
83 | 2023.04.27 10:00 | modify | 25 | 0.10 | 2.03518 | 2.03168 | 2.02118 | ||
84 | 2023.04.27 14:00 | s/l | 25 | 0.10 | 2.03168 | 2.03168 | 2.02118 | 21.94 | 10183.95 |
85 | 2023.04.27 14:00 | s/l | 26 | 0.10 | 2.03168 | 2.03168 | 2.02118 | -32.37 | 10151.58 |