Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 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=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 7238 | Ticks modelled | 13474 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 502.41 | Gross profit | 865.92 | Gross loss | -363.51 |
Profit factor | 2.38 | Expected payoff | 25.12 | ||
Absolute drawdown | 210.55 | Maximal drawdown | 272.36 (2.71%) | Relative drawdown | 2.71% (272.36) |
Total trades | 20 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 8 (62.50%) |
Profit trades (% of total) | 13 (65.00%) | Loss trades (% of total) | 7 (35.00%) | ||
Largest | profit trade | 86.07 | loss trade | -86.98 | |
Average | profit trade | 66.61 | loss trade | -51.93 | |
Maximum | consecutive wins (profit in money) | 9 (651.46) | consecutive losses (loss in money) | 3 (-130.07) | |
Maximal | consecutive profit (count of wins) | 651.46 (9) | consecutive loss (count of losses) | -171.44 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.22 05:00 | sell | 1 | 0.10 | 1.95133 | 0.00000 | 0.00000 | ||
2 | 2022.06.22 05:00 | modify | 1 | 0.10 | 1.95133 | 1.96533 | 1.93733 | ||
3 | 2022.06.27 03:00 | sell | 2 | 0.10 | 1.94573 | 0.00000 | 0.00000 | ||
4 | 2022.06.27 03:00 | modify | 2 | 0.10 | 1.94573 | 1.95063 | 1.93733 | ||
5 | 2022.06.27 03:00 | modify | 1 | 0.10 | 1.95133 | 1.95063 | 1.93733 | ||
6 | 2022.06.27 06:00 | sell | 3 | 0.10 | 1.94291 | 0.00000 | 0.00000 | ||
7 | 2022.06.27 06:00 | modify | 3 | 0.10 | 1.94291 | 1.94783 | 1.93733 | ||
8 | 2022.06.27 06:00 | modify | 2 | 0.10 | 1.94573 | 1.94783 | 1.93733 | ||
9 | 2022.06.27 06:00 | modify | 1 | 0.10 | 1.95133 | 1.94783 | 1.93733 | ||
10 | 2022.06.27 07:00 | s/l | 1 | 0.10 | 1.94783 | 1.94783 | 1.93733 | 21.66 | 10021.66 |
11 | 2022.06.27 07:00 | s/l | 2 | 0.10 | 1.94783 | 1.94783 | 1.93733 | -12.89 | 10008.77 |
12 | 2022.06.27 07:00 | s/l | 3 | 0.10 | 1.94783 | 1.94783 | 1.93733 | -30.20 | 9978.57 |
13 | 2022.08.10 18:00 | buy | 4 | 0.10 | 1.90693 | 0.00000 | 0.00000 | ||
14 | 2022.08.10 18:00 | modify | 4 | 0.10 | 1.90693 | 1.89293 | 1.92093 | ||
15 | 2022.08.12 03:00 | s/l | 4 | 0.10 | 1.89293 | 1.89293 | 1.92093 | -86.98 | 9891.59 |
16 | 2022.08.12 06:00 | buy | 5 | 0.10 | 1.88728 | 0.00000 | 0.00000 | ||
17 | 2022.08.12 06:00 | modify | 5 | 0.10 | 1.88728 | 1.87328 | 1.90128 | ||
18 | 2022.08.15 14:00 | t/p | 5 | 0.10 | 1.90128 | 1.87328 | 1.90128 | 85.18 | 9976.77 |
19 | 2022.09.23 19:00 | buy | 6 | 0.10 | 1.89215 | 0.00000 | 0.00000 | ||
20 | 2022.09.23 19:00 | modify | 6 | 0.10 | 1.89215 | 1.87815 | 1.90615 | ||
21 | 2022.09.25 21:00 | s/l | 6 | 0.10 | 1.87815 | 1.87815 | 1.90615 | -85.54 | 9891.23 |
22 | 2022.11.03 20:00 | buy | 7 | 0.10 | 1.93231 | 0.00000 | 0.00000 | ||
23 | 2022.11.03 20:00 | modify | 7 | 0.10 | 1.93231 | 1.91831 | 1.94631 | ||
24 | 2022.11.04 13:00 | s/l | 7 | 0.10 | 1.91831 | 1.91831 | 1.94631 | -85.90 | 9805.33 |
25 | 2022.11.04 14:00 | buy | 8 | 0.10 | 1.91638 | 0.00000 | 0.00000 | ||
26 | 2022.11.04 14:00 | modify | 8 | 0.10 | 1.91638 | 1.90238 | 1.93038 | ||
27 | 2022.11.06 22:00 | buy | 9 | 0.10 | 1.92228 | 0.00000 | 0.00000 | ||
28 | 2022.11.06 22:00 | modify | 9 | 0.10 | 1.92228 | 1.91708 | 1.93038 | ||
29 | 2022.11.06 22:00 | modify | 8 | 0.10 | 1.91638 | 1.91708 | 1.93038 | ||
30 | 2022.11.07 10:00 | t/p | 8 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 85.18 | 9890.51 |
31 | 2022.11.07 10:00 | t/p | 9 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 49.13 | 9939.64 |
32 | 2023.02.21 19:00 | sell | 10 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
33 | 2023.02.21 19:00 | modify | 10 | 0.10 | 1.94972 | 1.96372 | 1.93572 | ||
34 | 2023.02.22 16:00 | t/p | 10 | 0.10 | 1.93572 | 1.96372 | 1.93572 | 85.97 | 10025.61 |
35 | 2023.02.28 10:00 | sell | 11 | 0.10 | 1.96482 | 0.00000 | 0.00000 | ||
36 | 2023.02.28 10:00 | modify | 11 | 0.10 | 1.96482 | 1.97882 | 1.95082 | ||
37 | 2023.02.28 18:00 | t/p | 11 | 0.10 | 1.95082 | 1.97882 | 1.95082 | 85.93 | 10111.54 |
38 | 2023.03.01 13:00 | buy | 12 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
39 | 2023.03.01 13:00 | modify | 12 | 0.10 | 1.92478 | 1.91078 | 1.93878 | ||
40 | 2023.03.06 09:00 | t/p | 12 | 0.10 | 1.93878 | 1.91078 | 1.93878 | 83.74 | 10195.27 |
41 | 2023.03.10 11:00 | sell | 13 | 0.10 | 1.96139 | 0.00000 | 0.00000 | ||
42 | 2023.03.10 11:00 | modify | 13 | 0.10 | 1.96139 | 1.97539 | 1.94739 | ||
43 | 2023.03.13 14:00 | t/p | 13 | 0.10 | 1.94739 | 1.97539 | 1.94739 | 85.97 | 10281.24 |
44 | 2023.04.11 12:00 | sell | 14 | 0.10 | 2.00182 | 0.00000 | 0.00000 | ||
45 | 2023.04.11 12:00 | modify | 14 | 0.10 | 2.00182 | 2.01582 | 1.98782 | ||
46 | 2023.04.13 16:00 | t/p | 14 | 0.10 | 1.98782 | 2.01582 | 1.98782 | 86.07 | 10367.32 |
47 | 2023.04.13 18:00 | buy | 15 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
48 | 2023.04.13 18:00 | modify | 15 | 0.10 | 1.98644 | 1.97244 | 2.00044 | ||
49 | 2023.04.14 16:00 | t/p | 15 | 0.10 | 2.00044 | 1.97244 | 2.00044 | 85.18 | 10452.50 |
50 | 2023.04.20 03:00 | sell | 16 | 0.10 | 2.01671 | 0.00000 | 0.00000 | ||
51 | 2023.04.20 03:00 | modify | 16 | 0.10 | 2.01671 | 2.03071 | 2.00271 | ||
52 | 2023.04.20 11:00 | sell | 17 | 0.10 | 2.01110 | 0.00000 | 0.00000 | ||
53 | 2023.04.20 11:00 | modify | 17 | 0.10 | 2.01110 | 2.01601 | 2.00271 | ||
54 | 2023.04.20 11:00 | modify | 16 | 0.10 | 2.01671 | 2.01601 | 2.00271 | ||
55 | 2023.04.20 12:00 | s/l | 16 | 0.10 | 2.01601 | 2.01601 | 2.00271 | 4.29 | 10456.79 |
56 | 2023.04.20 12:00 | s/l | 17 | 0.10 | 2.01601 | 2.01601 | 2.00271 | -30.14 | 10426.65 |
57 | 2023.04.26 10:00 | sell | 18 | 0.10 | 2.03518 | 0.00000 | 0.00000 | ||
58 | 2023.04.26 10:00 | modify | 18 | 0.10 | 2.03518 | 2.04918 | 2.02118 | ||
59 | 2023.04.27 10:00 | sell | 19 | 0.10 | 2.02649 | 0.00000 | 0.00000 | ||
60 | 2023.04.27 10:00 | modify | 19 | 0.10 | 2.02649 | 2.03168 | 2.02118 | ||
61 | 2023.04.27 10:00 | modify | 18 | 0.10 | 2.03518 | 2.03168 | 2.02118 | ||
62 | 2023.04.27 14:00 | s/l | 18 | 0.10 | 2.03168 | 2.03168 | 2.02118 | 21.59 | 10448.23 |
63 | 2023.04.27 14:00 | s/l | 19 | 0.10 | 2.03168 | 2.03168 | 2.02118 | -31.86 | 10416.37 |
64 | 2023.05.12 12:00 | sell | 20 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
65 | 2023.05.12 12:00 | modify | 20 | 0.10 | 2.01067 | 2.02467 | 1.99667 | ||
66 | 2023.05.17 08:00 | t/p | 20 | 0.10 | 1.99667 | 2.02467 | 1.99667 | 86.04 | 10502.41 |