Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 23:59 (2022.06.01 - 2023.06.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=60; 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=22; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1070.29 | Gross profit | 1401.52 | Gross loss | -331.24 |
Profit factor | 4.23 | Expected payoff | 44.60 | ||
Absolute drawdown | 1.61 | Maximal drawdown | 230.39 (2.18%) | Relative drawdown | 2.18% (230.39) |
Total trades | 24 | Short positions (won %) | 16 (75.00%) | Long positions (won %) | 8 (75.00%) |
Profit trades (% of total) | 18 (75.00%) | Loss trades (% of total) | 6 (25.00%) | ||
Largest | profit trade | 86.07 | loss trade | -55.35 | |
Average | profit trade | 77.86 | loss trade | -55.21 | |
Maximum | consecutive wins (profit in money) | 9 (769.29) | consecutive losses (loss in money) | 3 (-165.43) | |
Maximal | consecutive profit (count of wins) | 769.29 (9) | consecutive loss (count of losses) | -165.43 (3) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.22 12:00 | sell | 1 | 0.10 | 1.95832 | 0.00000 | 0.00000 | ||
2 | 2022.06.22 12:00 | modify | 1 | 0.10 | 1.95832 | 1.96732 | 1.94432 | ||
3 | 2022.06.24 16:00 | t/p | 1 | 0.10 | 1.94432 | 1.96732 | 1.94432 | 86.07 | 10086.07 |
4 | 2022.08.04 12:00 | buy | 2 | 0.10 | 1.92112 | 0.00000 | 0.00000 | ||
5 | 2022.08.04 12:00 | modify | 2 | 0.10 | 1.92112 | 1.91212 | 1.93512 | ||
6 | 2022.08.04 20:00 | buy | 3 | 0.10 | 1.92972 | 0.00000 | 0.00000 | ||
7 | 2022.08.04 20:00 | modify | 3 | 0.10 | 1.92972 | 1.92602 | 1.93512 | ||
8 | 2022.08.04 20:00 | modify | 2 | 0.10 | 1.92112 | 1.92602 | 1.93512 | ||
9 | 2022.08.05 20:00 | t/p | 2 | 0.10 | 1.93512 | 1.92602 | 1.93512 | 85.18 | 10171.25 |
10 | 2022.08.05 20:00 | t/p | 3 | 0.10 | 1.93512 | 1.92602 | 1.93512 | 32.63 | 10203.88 |
11 | 2022.08.17 12:00 | sell | 4 | 0.10 | 1.92039 | 0.00000 | 0.00000 | ||
12 | 2022.08.17 12:00 | modify | 4 | 0.10 | 1.92039 | 1.92939 | 1.90639 | ||
13 | 2022.08.18 12:00 | sell | 5 | 0.10 | 1.91326 | 0.00000 | 0.00000 | ||
14 | 2022.08.18 12:00 | modify | 5 | 0.10 | 1.91326 | 1.91899 | 1.90639 | ||
15 | 2022.08.18 12:00 | sell | 6 | 0.10 | 1.91326 | 0.00000 | 0.00000 | ||
16 | 2022.08.18 12:00 | modify | 6 | 0.10 | 1.91326 | 1.91619 | 1.90639 | ||
17 | 2022.08.18 12:00 | modify | 4 | 0.10 | 1.92039 | 1.91619 | 1.90639 | ||
18 | 2022.08.18 16:00 | modify | 5 | 0.10 | 1.91326 | 1.91619 | 1.90639 | ||
19 | 2022.08.18 20:00 | t/p | 4 | 0.10 | 1.90639 | 1.91619 | 1.90639 | 86.04 | 10289.92 |
20 | 2022.08.18 20:00 | t/p | 5 | 0.10 | 1.90639 | 1.91619 | 1.90639 | 42.17 | 10332.09 |
21 | 2022.08.18 20:00 | t/p | 6 | 0.10 | 1.90639 | 1.91619 | 1.90639 | 42.17 | 10374.26 |
22 | 2022.09.14 12:00 | sell | 7 | 0.10 | 1.92961 | 0.00000 | 0.00000 | ||
23 | 2022.09.14 12:00 | modify | 7 | 0.10 | 1.92961 | 1.93861 | 1.91561 | ||
24 | 2022.09.15 16:00 | t/p | 7 | 0.10 | 1.91561 | 1.93861 | 1.91561 | 86.04 | 10460.30 |
25 | 2022.09.20 12:00 | sell | 8 | 0.10 | 1.93591 | 0.00000 | 0.00000 | ||
26 | 2022.09.20 12:00 | modify | 8 | 0.10 | 1.93591 | 1.94491 | 1.92191 | ||
27 | 2022.09.21 20:00 | t/p | 8 | 0.10 | 1.92191 | 1.94491 | 1.92191 | 85.97 | 10546.27 |
28 | 2022.09.23 16:00 | buy | 9 | 0.10 | 1.89544 | 0.00000 | 0.00000 | ||
29 | 2022.09.23 16:00 | modify | 9 | 0.10 | 1.89544 | 1.88644 | 1.90944 | ||
30 | 2022.09.25 20:00 | s/l | 9 | 0.10 | 1.88644 | 1.88644 | 1.90944 | -54.99 | 10491.28 |
31 | 2022.09.27 16:00 | sell | 10 | 0.10 | 1.90305 | 0.00000 | 0.00000 | ||
32 | 2022.09.27 16:00 | modify | 10 | 0.10 | 1.90305 | 1.91205 | 1.88905 | ||
33 | 2022.09.28 04:00 | s/l | 10 | 0.10 | 1.91205 | 1.91205 | 1.88905 | -55.20 | 10436.07 |
34 | 2022.09.29 16:00 | sell | 11 | 0.10 | 1.93550 | 0.00000 | 0.00000 | ||
35 | 2022.09.29 16:00 | modify | 11 | 0.10 | 1.93550 | 1.94450 | 1.92150 | ||
36 | 2022.09.29 20:00 | s/l | 11 | 0.10 | 1.94450 | 1.94450 | 1.92150 | -55.24 | 10380.83 |
37 | 2022.10.04 20:00 | sell | 12 | 0.10 | 2.00121 | 0.00000 | 0.00000 | ||
38 | 2022.10.04 20:00 | modify | 12 | 0.10 | 2.00121 | 2.01021 | 1.98721 | ||
39 | 2022.10.05 04:00 | t/p | 12 | 0.10 | 1.98721 | 2.01021 | 1.98721 | 85.97 | 10466.80 |
40 | 2022.10.13 12:00 | sell | 13 | 0.10 | 2.00047 | 0.00000 | 0.00000 | ||
41 | 2022.10.13 12:00 | modify | 13 | 0.10 | 2.00047 | 2.00947 | 1.98647 | ||
42 | 2022.10.13 16:00 | s/l | 13 | 0.10 | 2.00947 | 2.00947 | 1.98647 | -55.25 | 10411.55 |
43 | 2022.11.03 16:00 | buy | 14 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
44 | 2022.11.03 16:00 | modify | 14 | 0.10 | 1.93562 | 1.92662 | 1.94962 | ||
45 | 2022.11.04 08:00 | s/l | 14 | 0.10 | 1.92662 | 1.92662 | 1.94962 | -55.35 | 10356.20 |
46 | 2022.11.04 12:00 | buy | 15 | 0.10 | 1.92120 | 0.00000 | 0.00000 | ||
47 | 2022.11.04 12:00 | modify | 15 | 0.10 | 1.92120 | 1.91220 | 1.93520 | ||
48 | 2022.11.07 12:00 | t/p | 15 | 0.10 | 1.93520 | 1.91220 | 1.93520 | 85.18 | 10441.38 |
49 | 2022.11.07 20:00 | sell | 16 | 0.10 | 1.94257 | 0.00000 | 0.00000 | ||
50 | 2022.11.07 20:00 | modify | 16 | 0.10 | 1.94257 | 1.95157 | 1.92857 | ||
51 | 2022.11.08 16:00 | t/p | 16 | 0.10 | 1.92857 | 1.95157 | 1.92857 | 85.97 | 10527.35 |
52 | 2023.01.19 12:00 | sell | 17 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
53 | 2023.01.19 12:00 | modify | 17 | 0.10 | 1.93536 | 1.94436 | 1.92136 | ||
54 | 2023.01.20 12:00 | t/p | 17 | 0.10 | 1.92136 | 1.94436 | 1.92136 | 85.97 | 10613.31 |
55 | 2023.02.02 16:00 | buy | 18 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
56 | 2023.02.02 16:00 | modify | 18 | 0.10 | 1.88861 | 1.87961 | 1.90261 | ||
57 | 2023.02.03 20:00 | t/p | 18 | 0.10 | 1.90261 | 1.87961 | 1.90261 | 85.18 | 10698.49 |
58 | 2023.02.21 16:00 | sell | 19 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
59 | 2023.02.21 16:00 | modify | 19 | 0.10 | 1.94727 | 1.95627 | 1.93327 | ||
60 | 2023.02.23 04:00 | t/p | 19 | 0.10 | 1.93327 | 1.95627 | 1.93327 | 86.07 | 10784.57 |
61 | 2023.03.01 12:00 | buy | 20 | 0.10 | 1.92285 | 0.00000 | 0.00000 | ||
62 | 2023.03.01 12:00 | modify | 20 | 0.10 | 1.92285 | 1.91385 | 1.93685 | ||
63 | 2023.03.06 00:00 | t/p | 20 | 0.10 | 1.93685 | 1.91385 | 1.93685 | 83.74 | 10868.31 |
64 | 2023.03.21 12:00 | sell | 21 | 0.10 | 1.97659 | 0.00000 | 0.00000 | ||
65 | 2023.03.21 12:00 | modify | 21 | 0.10 | 1.97659 | 1.98559 | 1.96259 | ||
66 | 2023.03.22 20:00 | t/p | 21 | 0.10 | 1.96259 | 1.98559 | 1.96259 | 85.97 | 10954.27 |
67 | 2023.04.13 16:00 | buy | 22 | 0.10 | 1.98744 | 0.00000 | 0.00000 | ||
68 | 2023.04.13 16:00 | modify | 22 | 0.10 | 1.98744 | 1.97844 | 2.00144 | ||
69 | 2023.04.14 16:00 | t/p | 22 | 0.10 | 2.00144 | 1.97844 | 2.00144 | 85.18 | 11039.45 |
70 | 2023.05.12 12:00 | sell | 23 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
71 | 2023.05.12 12:00 | modify | 23 | 0.10 | 2.01067 | 2.01967 | 1.99667 | ||
72 | 2023.05.17 08:00 | t/p | 23 | 0.10 | 1.99667 | 2.01967 | 1.99667 | 86.04 | 11125.49 |
73 | 2023.05.25 12:00 | sell | 24 | 0.10 | 2.03416 | 0.00000 | 0.00000 | ||
74 | 2023.05.25 12:00 | modify | 24 | 0.10 | 2.03416 | 2.04316 | 2.02016 | ||
75 | 2023.05.26 16:00 | s/l | 24 | 0.10 | 2.04316 | 2.04316 | 2.02016 | -55.20 | 11070.29 |