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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; IT_TakeProfit=140; 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=25; 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=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 710.82 | Gross profit | 1389.66 | Gross loss | -678.84 |
Profit factor | 2.05 | Expected payoff | 23.69 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 284.45 (2.76%) | Relative drawdown | 2.76% (284.45) |
Total trades | 30 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 12 (50.00%) |
Profit trades (% of total) | 19 (63.33%) | Loss trades (% of total) | 11 (36.67%) | ||
Largest | profit trade | 87.65 | loss trade | -82.54 | |
Average | profit trade | 73.14 | loss trade | -61.71 | |
Maximum | consecutive wins (profit in money) | 7 (530.74) | consecutive losses (loss in money) | 3 (-245.01) | |
Maximal | consecutive profit (count of wins) | 530.74 (7) | consecutive loss (count of losses) | -245.01 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.05 12:00 | buy | 1 | 0.10 | 1.91185 | 0.00000 | 0.00000 | ||
2 | 2022.05.05 12:00 | modify | 1 | 0.10 | 1.91185 | 1.89885 | 1.92585 | ||
3 | 2022.05.05 20:00 | t/p | 1 | 0.10 | 1.92585 | 1.89885 | 1.92585 | 87.28 | 10087.28 |
4 | 2022.05.09 12:00 | sell | 2 | 0.10 | 1.94506 | 0.00000 | 0.00000 | ||
5 | 2022.05.09 12:00 | modify | 2 | 0.10 | 1.94506 | 1.95806 | 1.93106 | ||
6 | 2022.05.10 04:00 | s/l | 2 | 0.10 | 1.95806 | 1.95806 | 1.93106 | -81.03 | 10006.25 |
7 | 2022.07.06 12:00 | buy | 3 | 0.10 | 1.92942 | 0.00000 | 0.00000 | ||
8 | 2022.07.06 12:00 | modify | 3 | 0.10 | 1.92942 | 1.91642 | 1.94342 | ||
9 | 2022.07.06 16:00 | buy | 4 | 0.10 | 1.93930 | 0.00000 | 0.00000 | ||
10 | 2022.07.06 16:00 | modify | 4 | 0.10 | 1.93930 | 1.93432 | 1.94342 | ||
11 | 2022.07.06 16:00 | modify | 3 | 0.10 | 1.92942 | 1.93432 | 1.94342 | ||
12 | 2022.07.07 04:00 | s/l | 3 | 0.10 | 1.93432 | 1.93432 | 1.94342 | 29.43 | 10035.68 |
13 | 2022.07.07 04:00 | s/l | 4 | 0.10 | 1.93432 | 1.93432 | 1.94342 | -32.17 | 10003.52 |
14 | 2022.07.22 12:00 | buy | 5 | 0.10 | 1.90858 | 0.00000 | 0.00000 | ||
15 | 2022.07.22 12:00 | modify | 5 | 0.10 | 1.90858 | 1.89558 | 1.92258 | ||
16 | 2022.07.25 00:00 | t/p | 5 | 0.10 | 1.92258 | 1.89558 | 1.92258 | 86.92 | 10090.43 |
17 | 2022.07.27 16:00 | sell | 6 | 0.10 | 1.94013 | 0.00000 | 0.00000 | ||
18 | 2022.07.27 16:00 | modify | 6 | 0.10 | 1.94013 | 1.95313 | 1.92613 | ||
19 | 2022.07.28 12:00 | sell | 7 | 0.10 | 1.93296 | 0.00000 | 0.00000 | ||
20 | 2022.07.28 12:00 | modify | 7 | 0.10 | 1.93296 | 1.93663 | 1.92613 | ||
21 | 2022.07.28 12:00 | modify | 6 | 0.10 | 1.94013 | 1.93663 | 1.92613 | ||
22 | 2022.07.29 08:00 | s/l | 6 | 0.10 | 1.93663 | 1.93663 | 1.92613 | 21.98 | 10112.41 |
23 | 2022.07.29 08:00 | s/l | 7 | 0.10 | 1.93663 | 1.93663 | 1.92613 | -22.84 | 10089.57 |
24 | 2022.08.04 12:00 | buy | 8 | 0.10 | 1.92112 | 0.00000 | 0.00000 | ||
25 | 2022.08.04 12:00 | modify | 8 | 0.10 | 1.92112 | 1.90812 | 1.93512 | ||
26 | 2022.08.05 20:00 | t/p | 8 | 0.10 | 1.93512 | 1.90812 | 1.93512 | 86.92 | 10176.49 |
27 | 2022.08.10 16:00 | buy | 9 | 0.10 | 1.90611 | 0.00000 | 0.00000 | ||
28 | 2022.08.10 16:00 | modify | 9 | 0.10 | 1.90611 | 1.89311 | 1.92011 | ||
29 | 2022.08.12 00:00 | s/l | 9 | 0.10 | 1.89311 | 1.89311 | 1.92011 | -82.54 | 10093.95 |
30 | 2022.09.06 16:00 | sell | 10 | 0.10 | 1.90790 | 0.00000 | 0.00000 | ||
31 | 2022.09.06 16:00 | modify | 10 | 0.10 | 1.90790 | 1.92090 | 1.89390 | ||
32 | 2022.09.07 16:00 | sell | 11 | 0.10 | 1.90090 | 0.00000 | 0.00000 | ||
33 | 2022.09.07 16:00 | modify | 11 | 0.10 | 1.90090 | 1.90440 | 1.89390 | ||
34 | 2022.09.07 16:00 | modify | 10 | 0.10 | 1.90790 | 1.90440 | 1.89390 | ||
35 | 2022.09.07 20:00 | s/l | 10 | 0.10 | 1.90440 | 1.90440 | 1.89390 | 21.86 | 10115.81 |
36 | 2022.09.07 20:00 | s/l | 11 | 0.10 | 1.90440 | 1.90440 | 1.89390 | -21.83 | 10093.98 |
37 | 2022.09.13 16:00 | sell | 12 | 0.10 | 1.91684 | 0.00000 | 0.00000 | ||
38 | 2022.09.13 16:00 | modify | 12 | 0.10 | 1.91684 | 1.92984 | 1.90284 | ||
39 | 2022.09.14 12:00 | s/l | 12 | 0.10 | 1.92984 | 1.92984 | 1.90284 | -81.03 | 10012.94 |
40 | 2022.09.14 12:00 | sell | 13 | 0.10 | 1.92961 | 0.00000 | 0.00000 | ||
41 | 2022.09.14 12:00 | modify | 13 | 0.10 | 1.92961 | 1.94261 | 1.91561 | ||
42 | 2022.09.15 16:00 | t/p | 13 | 0.10 | 1.91561 | 1.94261 | 1.91561 | 87.42 | 10100.37 |
43 | 2022.09.20 12:00 | sell | 14 | 0.10 | 1.93591 | 0.00000 | 0.00000 | ||
44 | 2022.09.20 12:00 | modify | 14 | 0.10 | 1.93591 | 1.94891 | 1.92191 | ||
45 | 2022.09.21 20:00 | t/p | 14 | 0.10 | 1.92191 | 1.94891 | 1.92191 | 87.34 | 10187.70 |
46 | 2022.09.23 12:00 | buy | 15 | 0.10 | 1.91017 | 0.00000 | 0.00000 | ||
47 | 2022.09.23 12:00 | modify | 15 | 0.10 | 1.91017 | 1.89717 | 1.92417 | ||
48 | 2022.09.23 16:00 | s/l | 15 | 0.10 | 1.89717 | 1.89717 | 1.92417 | -81.05 | 10106.65 |
49 | 2022.09.30 20:00 | sell | 16 | 0.10 | 1.99521 | 0.00000 | 0.00000 | ||
50 | 2022.09.30 20:00 | modify | 16 | 0.10 | 1.99521 | 2.00821 | 1.98121 | ||
51 | 2022.10.03 00:00 | t/p | 16 | 0.10 | 1.98121 | 2.00821 | 1.98121 | 87.34 | 10193.99 |
52 | 2022.10.13 16:00 | sell | 17 | 0.10 | 2.01786 | 0.00000 | 0.00000 | ||
53 | 2022.10.13 16:00 | modify | 17 | 0.10 | 2.01786 | 2.03086 | 2.00386 | ||
54 | 2022.10.14 04:00 | t/p | 17 | 0.10 | 2.00386 | 2.03086 | 2.00386 | 87.34 | 10281.33 |
55 | 2022.11.01 16:00 | buy | 18 | 0.10 | 1.96211 | 0.00000 | 0.00000 | ||
56 | 2022.11.01 16:00 | modify | 18 | 0.10 | 1.96211 | 1.94911 | 1.97611 | ||
57 | 2022.11.02 20:00 | s/l | 18 | 0.10 | 1.94911 | 1.94911 | 1.97611 | -81.42 | 10199.91 |
58 | 2022.11.02 20:00 | buy | 19 | 0.10 | 1.95533 | 0.00000 | 0.00000 | ||
59 | 2022.11.02 20:00 | modify | 19 | 0.10 | 1.95533 | 1.94233 | 1.96933 | ||
60 | 2022.11.03 16:00 | s/l | 19 | 0.10 | 1.94233 | 1.94233 | 1.96933 | -82.17 | 10117.74 |
61 | 2022.11.03 16:00 | buy | 20 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
62 | 2022.11.03 16:00 | modify | 20 | 0.10 | 1.93562 | 1.92262 | 1.94962 | ||
63 | 2022.11.04 12:00 | s/l | 20 | 0.10 | 1.92262 | 1.92262 | 1.94962 | -81.42 | 10036.32 |
64 | 2023.01.19 12:00 | sell | 21 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
65 | 2023.01.19 12:00 | modify | 21 | 0.10 | 1.93536 | 1.94836 | 1.92136 | ||
66 | 2023.01.20 12:00 | t/p | 21 | 0.10 | 1.92136 | 1.94836 | 1.92136 | 87.34 | 10123.66 |
67 | 2023.01.31 12:00 | sell | 22 | 0.10 | 1.91706 | 0.00000 | 0.00000 | ||
68 | 2023.01.31 12:00 | modify | 22 | 0.10 | 1.91706 | 1.93006 | 1.90306 | ||
69 | 2023.01.31 16:00 | t/p | 22 | 0.10 | 1.90306 | 1.93006 | 1.90306 | 87.31 | 10210.97 |
70 | 2023.02.02 16:00 | buy | 23 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
71 | 2023.02.02 16:00 | modify | 23 | 0.10 | 1.88861 | 1.87561 | 1.90261 | ||
72 | 2023.02.03 20:00 | t/p | 23 | 0.10 | 1.90261 | 1.87561 | 1.90261 | 86.91 | 10297.87 |
73 | 2023.02.21 16:00 | sell | 24 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
74 | 2023.02.21 16:00 | modify | 24 | 0.10 | 1.94727 | 1.96027 | 1.93327 | ||
75 | 2023.02.23 04:00 | t/p | 24 | 0.10 | 1.93327 | 1.96027 | 1.93327 | 87.46 | 10385.33 |
76 | 2023.02.27 20:00 | sell | 25 | 0.10 | 1.95577 | 0.00000 | 0.00000 | ||
77 | 2023.02.27 20:00 | modify | 25 | 0.10 | 1.95577 | 1.96877 | 1.94177 | ||
78 | 2023.03.01 00:00 | t/p | 25 | 0.10 | 1.94177 | 1.96877 | 1.94177 | 87.37 | 10472.71 |
79 | 2023.03.01 12:00 | buy | 26 | 0.10 | 1.92285 | 0.00000 | 0.00000 | ||
80 | 2023.03.01 12:00 | modify | 26 | 0.10 | 1.92285 | 1.90985 | 1.93685 | ||
81 | 2023.03.06 00:00 | t/p | 26 | 0.10 | 1.93685 | 1.90985 | 1.93685 | 85.43 | 10558.14 |
82 | 2023.03.06 12:00 | sell | 27 | 0.10 | 1.94302 | 0.00000 | 0.00000 | ||
83 | 2023.03.06 12:00 | modify | 27 | 0.10 | 1.94302 | 1.95602 | 1.92902 | ||
84 | 2023.03.07 12:00 | sell | 28 | 0.10 | 1.93657 | 0.00000 | 0.00000 | ||
85 | 2023.03.07 12:00 | modify | 28 | 0.10 | 1.93657 | 1.94162 | 1.92902 | ||
86 | 2023.03.07 12:00 | modify | 27 | 0.10 | 1.94302 | 1.94162 | 1.92902 | ||
87 | 2023.03.09 16:00 | s/l | 27 | 0.10 | 1.94162 | 1.94162 | 1.92902 | 8.92 | 10567.06 |
88 | 2023.03.09 16:00 | s/l | 28 | 0.10 | 1.94162 | 1.94162 | 1.92902 | -31.34 | 10535.72 |
89 | 2023.03.27 12:00 | sell | 29 | 0.10 | 1.97981 | 0.00000 | 0.00000 | ||
90 | 2023.03.27 12:00 | modify | 29 | 0.10 | 1.97981 | 1.99281 | 1.96581 | ||
91 | 2023.04.05 04:00 | t/p | 29 | 0.10 | 1.96581 | 1.99281 | 1.96581 | 87.65 | 10623.36 |
92 | 2023.04.11 16:00 | sell | 30 | 0.10 | 2.00313 | 0.00000 | 0.00000 | ||
93 | 2023.04.11 16:00 | modify | 30 | 0.10 | 2.00313 | 2.01613 | 1.98913 | ||
94 | 2023.04.13 16:00 | t/p | 30 | 0.10 | 1.98913 | 2.01613 | 1.98913 | 87.46 | 10710.82 |