Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (2022.05.01 - 2023.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=10; 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 | 79853 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1159.73 | Gross profit | 1338.51 | Gross loss | -178.78 |
Profit factor | 7.49 | Expected payoff | 39.99 | ||
Absolute drawdown | 62.58 | Maximal drawdown | 179.34 (1.66%) | Relative drawdown | 1.66% (179.34) |
Total trades | 29 | Short positions (won %) | 20 (90.00%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 25 (86.21%) | Loss trades (% of total) | 4 (13.79%) | ||
Largest | profit trade | 93.67 | loss trade | -93.53 | |
Average | profit trade | 53.54 | loss trade | -44.70 | |
Maximum | consecutive wins (profit in money) | 19 (1093.51) | consecutive losses (loss in money) | 1 (-93.53) | |
Maximal | consecutive profit (count of wins) | 1093.51 (19) | consecutive loss (count of losses) | -93.53 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.02 00:00 | sell | 1 | 0.10 | 1.94720 | 0.00000 | 0.00000 | ||
2 | 2022.05.02 00:00 | modify | 1 | 0.10 | 1.94720 | 1.96220 | 1.93220 | ||
3 | 2022.05.03 01:15 | sell | 2 | 0.10 | 1.93520 | 0.00000 | 0.00000 | ||
4 | 2022.05.03 01:15 | modify | 2 | 0.10 | 1.93520 | 1.94120 | 1.93220 | ||
5 | 2022.05.03 01:15 | modify | 1 | 0.10 | 1.94720 | 1.94120 | 1.93220 | ||
6 | 2022.05.03 03:40 | s/l | 1 | 0.10 | 1.94120 | 1.94120 | 1.93220 | 37.46 | 10037.46 |
7 | 2022.05.03 03:40 | s/l | 2 | 0.10 | 1.94120 | 1.94120 | 1.93220 | -37.42 | 10000.04 |
8 | 2022.05.10 04:00 | sell | 3 | 0.10 | 1.95142 | 0.00000 | 0.00000 | ||
9 | 2022.05.10 04:00 | modify | 3 | 0.10 | 1.95142 | 1.96642 | 1.93642 | ||
10 | 2022.05.11 11:15 | sell | 4 | 0.10 | 1.94302 | 0.00000 | 0.00000 | ||
11 | 2022.05.11 11:15 | modify | 4 | 0.10 | 1.94302 | 1.94692 | 1.93642 | ||
12 | 2022.05.11 11:15 | modify | 3 | 0.10 | 1.95142 | 1.94692 | 1.93642 | ||
13 | 2022.05.11 11:30 | s/l | 3 | 0.10 | 1.94692 | 1.94692 | 1.93642 | 28.10 | 10028.13 |
14 | 2022.05.11 11:30 | s/l | 4 | 0.10 | 1.94692 | 1.94692 | 1.93642 | -24.33 | 10003.80 |
15 | 2022.06.10 00:00 | sell | 5 | 0.10 | 1.95642 | 0.00000 | 0.00000 | ||
16 | 2022.06.10 00:00 | modify | 5 | 0.10 | 1.95642 | 1.97142 | 1.94142 | ||
17 | 2022.06.10 04:15 | sell | 6 | 0.10 | 1.95098 | 0.00000 | 0.00000 | ||
18 | 2022.06.10 04:15 | modify | 6 | 0.10 | 1.95098 | 1.95492 | 1.94142 | ||
19 | 2022.06.10 04:15 | modify | 5 | 0.10 | 1.95642 | 1.95492 | 1.94142 | ||
20 | 2022.06.10 06:50 | sell | 7 | 0.10 | 1.94413 | 0.00000 | 0.00000 | ||
21 | 2022.06.10 06:50 | modify | 7 | 0.10 | 1.94413 | 1.95042 | 1.94142 | ||
22 | 2022.06.10 06:50 | modify | 6 | 0.10 | 1.95098 | 1.95042 | 1.94142 | ||
23 | 2022.06.10 06:50 | modify | 5 | 0.10 | 1.95642 | 1.95042 | 1.94142 | ||
24 | 2022.06.10 07:40 | t/p | 5 | 0.10 | 1.94142 | 1.95042 | 1.94142 | 93.56 | 10097.36 |
25 | 2022.06.10 07:40 | t/p | 6 | 0.10 | 1.94142 | 1.95042 | 1.94142 | 59.63 | 10156.99 |
26 | 2022.06.10 07:40 | t/p | 7 | 0.10 | 1.94142 | 1.95042 | 1.94142 | 16.90 | 10173.89 |
27 | 2022.07.06 00:00 | buy | 8 | 0.10 | 1.93861 | 0.00000 | 0.00000 | ||
28 | 2022.07.06 00:00 | modify | 8 | 0.10 | 1.93861 | 1.92361 | 1.95361 | ||
29 | 2022.07.06 12:40 | s/l | 8 | 0.10 | 1.92361 | 1.92361 | 1.95361 | -93.53 | 10080.36 |
30 | 2022.08.09 04:00 | buy | 9 | 0.10 | 1.92256 | 0.00000 | 0.00000 | ||
31 | 2022.08.09 04:00 | modify | 9 | 0.10 | 1.92256 | 1.90756 | 1.93756 | ||
32 | 2022.08.09 13:30 | buy | 10 | 0.10 | 1.92783 | 0.00000 | 0.00000 | ||
33 | 2022.08.09 13:30 | modify | 10 | 0.10 | 1.92783 | 1.92406 | 1.93756 | ||
34 | 2022.08.09 13:30 | modify | 9 | 0.10 | 1.92256 | 1.92406 | 1.93756 | ||
35 | 2022.08.09 14:40 | s/l | 9 | 0.10 | 1.92406 | 1.92406 | 1.93756 | 9.36 | 10089.72 |
36 | 2022.08.09 14:40 | s/l | 10 | 0.10 | 1.92406 | 1.92406 | 1.93756 | -23.50 | 10066.22 |
37 | 2022.09.07 08:00 | sell | 11 | 0.10 | 1.90942 | 0.00000 | 0.00000 | ||
38 | 2022.09.07 08:00 | modify | 11 | 0.10 | 1.90942 | 1.92442 | 1.89442 | ||
39 | 2022.09.07 10:30 | sell | 12 | 0.10 | 1.90111 | 0.00000 | 0.00000 | ||
40 | 2022.09.07 10:30 | modify | 12 | 0.10 | 1.90111 | 1.90492 | 1.89442 | ||
41 | 2022.09.07 10:30 | modify | 11 | 0.10 | 1.90942 | 1.90492 | 1.89442 | ||
42 | 2022.09.07 20:05 | sell | 13 | 0.10 | 1.89740 | 0.00000 | 0.00000 | ||
43 | 2022.09.07 20:05 | modify | 13 | 0.10 | 1.89740 | 1.90342 | 1.89442 | ||
44 | 2022.09.07 20:05 | modify | 12 | 0.10 | 1.90111 | 1.90342 | 1.89442 | ||
45 | 2022.09.07 20:05 | modify | 11 | 0.10 | 1.90942 | 1.90342 | 1.89442 | ||
46 | 2022.09.07 21:15 | t/p | 11 | 0.10 | 1.89442 | 1.90342 | 1.89442 | 93.55 | 10159.77 |
47 | 2022.09.07 21:15 | t/p | 12 | 0.10 | 1.89442 | 1.90342 | 1.89442 | 41.72 | 10201.49 |
48 | 2022.09.07 21:15 | t/p | 13 | 0.10 | 1.89442 | 1.90342 | 1.89442 | 18.58 | 10220.07 |
49 | 2023.02.02 08:00 | buy | 14 | 0.10 | 1.89735 | 0.00000 | 0.00000 | ||
50 | 2023.02.02 08:00 | modify | 14 | 0.10 | 1.89735 | 1.88235 | 1.91235 | ||
51 | 2023.02.03 17:55 | buy | 15 | 0.10 | 1.90269 | 0.00000 | 0.00000 | ||
52 | 2023.02.03 17:55 | modify | 15 | 0.10 | 1.90269 | 1.89885 | 1.91235 | ||
53 | 2023.02.03 17:55 | modify | 14 | 0.10 | 1.89735 | 1.89885 | 1.91235 | ||
54 | 2023.02.03 20:30 | buy | 16 | 0.10 | 1.90568 | 0.00000 | 0.00000 | ||
55 | 2023.02.03 20:30 | modify | 16 | 0.10 | 1.90568 | 1.90185 | 1.91235 | ||
56 | 2023.02.03 20:30 | modify | 15 | 0.10 | 1.90269 | 1.90185 | 1.91235 | ||
57 | 2023.02.03 20:30 | modify | 14 | 0.10 | 1.89735 | 1.90185 | 1.91235 | ||
58 | 2023.02.06 13:30 | t/p | 14 | 0.10 | 1.91235 | 1.90185 | 1.91235 | 92.79 | 10312.86 |
59 | 2023.02.06 13:30 | t/p | 15 | 0.10 | 1.91235 | 1.90185 | 1.91235 | 59.87 | 10372.73 |
60 | 2023.02.06 13:30 | t/p | 16 | 0.10 | 1.91235 | 1.90185 | 1.91235 | 41.22 | 10413.95 |
61 | 2023.02.22 00:00 | sell | 17 | 0.10 | 1.94759 | 0.00000 | 0.00000 | ||
62 | 2023.02.22 00:00 | modify | 17 | 0.10 | 1.94759 | 1.96259 | 1.93259 | ||
63 | 2023.02.22 06:30 | sell | 18 | 0.10 | 1.94204 | 0.00000 | 0.00000 | ||
64 | 2023.02.22 06:30 | modify | 18 | 0.10 | 1.94204 | 1.94609 | 1.93259 | ||
65 | 2023.02.22 06:30 | modify | 17 | 0.10 | 1.94759 | 1.94609 | 1.93259 | ||
66 | 2023.02.22 13:05 | sell | 19 | 0.10 | 1.93918 | 0.00000 | 0.00000 | ||
67 | 2023.02.22 13:05 | modify | 19 | 0.10 | 1.93918 | 1.94309 | 1.93259 | ||
68 | 2023.02.22 13:05 | modify | 18 | 0.10 | 1.94204 | 1.94309 | 1.93259 | ||
69 | 2023.02.22 13:05 | modify | 17 | 0.10 | 1.94759 | 1.94309 | 1.93259 | ||
70 | 2023.02.22 15:59 | sell | 20 | 0.10 | 1.93554 | 0.00000 | 0.00000 | ||
71 | 2023.02.22 15:59 | modify | 20 | 0.10 | 1.93554 | 1.94159 | 1.93259 | ||
72 | 2023.02.22 15:59 | modify | 19 | 0.10 | 1.93918 | 1.94159 | 1.93259 | ||
73 | 2023.02.22 15:59 | modify | 18 | 0.10 | 1.94204 | 1.94159 | 1.93259 | ||
74 | 2023.02.22 15:59 | modify | 17 | 0.10 | 1.94759 | 1.94159 | 1.93259 | ||
75 | 2023.02.23 01:40 | t/p | 17 | 0.10 | 1.93259 | 1.94159 | 1.93259 | 93.67 | 10507.62 |
76 | 2023.02.23 01:40 | t/p | 18 | 0.10 | 1.93259 | 1.94159 | 1.93259 | 59.05 | 10566.67 |
77 | 2023.02.23 01:40 | t/p | 19 | 0.10 | 1.93259 | 1.94159 | 1.93259 | 41.21 | 10607.88 |
78 | 2023.02.23 01:40 | t/p | 20 | 0.10 | 1.93259 | 1.94159 | 1.93259 | 18.51 | 10626.40 |
79 | 2023.02.28 04:00 | sell | 21 | 0.10 | 1.95649 | 0.00000 | 0.00000 | ||
80 | 2023.02.28 04:00 | modify | 21 | 0.10 | 1.95649 | 1.97149 | 1.94149 | ||
81 | 2023.02.28 17:20 | sell | 22 | 0.10 | 1.95098 | 0.00000 | 0.00000 | ||
82 | 2023.02.28 17:20 | modify | 22 | 0.10 | 1.95098 | 1.95499 | 1.94149 | ||
83 | 2023.02.28 17:20 | modify | 21 | 0.10 | 1.95649 | 1.95499 | 1.94149 | ||
84 | 2023.02.28 17:40 | sell | 23 | 0.10 | 1.94810 | 0.00000 | 0.00000 | ||
85 | 2023.02.28 17:40 | modify | 23 | 0.10 | 1.94810 | 1.95199 | 1.94149 | ||
86 | 2023.02.28 17:40 | modify | 22 | 0.10 | 1.95098 | 1.95199 | 1.94149 | ||
87 | 2023.02.28 17:40 | modify | 21 | 0.10 | 1.95649 | 1.95199 | 1.94149 | ||
88 | 2023.02.28 22:35 | sell | 24 | 0.10 | 1.94422 | 0.00000 | 0.00000 | ||
89 | 2023.02.28 22:35 | modify | 24 | 0.10 | 1.94422 | 1.95049 | 1.94149 | ||
90 | 2023.02.28 22:35 | modify | 23 | 0.10 | 1.94810 | 1.95049 | 1.94149 | ||
91 | 2023.02.28 22:35 | modify | 22 | 0.10 | 1.95098 | 1.95049 | 1.94149 | ||
92 | 2023.02.28 22:35 | modify | 21 | 0.10 | 1.95649 | 1.95049 | 1.94149 | ||
93 | 2023.03.01 02:40 | t/p | 21 | 0.10 | 1.94149 | 1.95049 | 1.94149 | 93.60 | 10719.99 |
94 | 2023.03.01 02:40 | t/p | 22 | 0.10 | 1.94149 | 1.95049 | 1.94149 | 59.23 | 10779.22 |
95 | 2023.03.01 02:40 | t/p | 23 | 0.10 | 1.94149 | 1.95049 | 1.94149 | 41.27 | 10820.49 |
96 | 2023.03.01 02:40 | t/p | 24 | 0.10 | 1.94149 | 1.95049 | 1.94149 | 17.07 | 10837.56 |
97 | 2023.04.12 00:00 | sell | 25 | 0.10 | 2.00645 | 0.00000 | 0.00000 | ||
98 | 2023.04.12 00:00 | modify | 25 | 0.10 | 2.00645 | 2.02145 | 1.99145 | ||
99 | 2023.04.13 12:10 | sell | 26 | 0.10 | 2.00101 | 0.00000 | 0.00000 | ||
100 | 2023.04.13 12:10 | modify | 26 | 0.10 | 2.00101 | 2.00495 | 1.99145 | ||
101 | 2023.04.13 12:10 | modify | 25 | 0.10 | 2.00645 | 2.00495 | 1.99145 | ||
102 | 2023.04.13 13:40 | t/p | 25 | 0.10 | 1.99145 | 2.00495 | 1.99145 | 93.67 | 10931.23 |
103 | 2023.04.13 13:40 | t/p | 26 | 0.10 | 1.99145 | 2.00495 | 1.99145 | 59.63 | 10990.86 |
104 | 2023.04.14 04:00 | buy | 27 | 0.10 | 1.98793 | 0.00000 | 0.00000 | ||
105 | 2023.04.14 04:00 | modify | 27 | 0.10 | 1.98793 | 1.97293 | 2.00293 | ||
106 | 2023.04.14 13:50 | buy | 28 | 0.10 | 1.99344 | 0.00000 | 0.00000 | ||
107 | 2023.04.14 13:50 | modify | 28 | 0.10 | 1.99344 | 1.98943 | 2.00293 | ||
108 | 2023.04.14 13:50 | modify | 27 | 0.10 | 1.98793 | 1.98943 | 2.00293 | ||
109 | 2023.04.14 14:50 | buy | 29 | 0.10 | 2.00016 | 0.00000 | 0.00000 | ||
110 | 2023.04.14 14:50 | modify | 29 | 0.10 | 2.00016 | 1.99393 | 2.00293 | ||
111 | 2023.04.14 14:50 | modify | 28 | 0.10 | 1.99344 | 1.99393 | 2.00293 | ||
112 | 2023.04.14 14:50 | modify | 27 | 0.10 | 1.98793 | 1.99393 | 2.00293 | ||
113 | 2023.04.17 04:40 | t/p | 27 | 0.10 | 2.00293 | 1.99393 | 2.00293 | 93.17 | 11084.03 |
114 | 2023.04.17 04:40 | t/p | 28 | 0.10 | 2.00293 | 1.99393 | 2.00293 | 58.81 | 11142.83 |
115 | 2023.04.17 04:40 | t/p | 29 | 0.10 | 2.00293 | 1.99393 | 2.00293 | 16.90 | 11159.73 |