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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=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=30; 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=0; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1048.69 | Gross profit | 1633.43 | Gross loss | -584.74 |
Profit factor | 2.79 | Expected payoff | 38.84 | ||
Absolute drawdown | 92.03 | Maximal drawdown | 268.01 (2.62%) | Relative drawdown | 2.62% (268.01) |
Total trades | 27 | Short positions (won %) | 17 (76.47%) | Long positions (won %) | 10 (70.00%) |
Profit trades (% of total) | 20 (74.07%) | Loss trades (% of total) | 7 (25.93%) | ||
Largest | profit trade | 92.24 | loss trade | -93.81 | |
Average | profit trade | 81.67 | loss trade | -83.53 | |
Maximum | consecutive wins (profit in money) | 8 (638.34) | consecutive losses (loss in money) | 2 (-185.10) | |
Maximal | consecutive profit (count of wins) | 638.34 (8) | consecutive loss (count of losses) | -185.10 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.06 20:00 | sell | 1 | 0.10 | 1.93001 | 0.00000 | 0.00000 | ||
2 | 2022.06.06 20:00 | modify | 1 | 0.10 | 1.93001 | 1.94501 | 1.91501 | ||
3 | 2022.06.07 16:00 | s/l | 1 | 0.10 | 1.94501 | 1.94501 | 1.91501 | -92.03 | 9907.97 |
4 | 2022.06.10 00:00 | sell | 2 | 0.10 | 1.95642 | 0.00000 | 0.00000 | ||
5 | 2022.06.10 00:00 | modify | 2 | 0.10 | 1.95642 | 1.97142 | 1.94142 | ||
6 | 2022.06.10 08:00 | t/p | 2 | 0.10 | 1.94142 | 1.97142 | 1.94142 | 92.07 | 10000.04 |
7 | 2022.07.18 20:00 | sell | 3 | 0.10 | 1.94198 | 0.00000 | 0.00000 | ||
8 | 2022.07.18 20:00 | modify | 3 | 0.10 | 1.94198 | 1.95698 | 1.92698 | ||
9 | 2022.07.19 08:00 | sell | 4 | 0.10 | 1.93146 | 0.00000 | 0.00000 | ||
10 | 2022.07.19 08:00 | modify | 4 | 0.10 | 1.93146 | 1.93598 | 1.92698 | ||
11 | 2022.07.19 08:00 | modify | 3 | 0.10 | 1.94198 | 1.93598 | 1.92698 | ||
12 | 2022.07.19 20:00 | t/p | 3 | 0.10 | 1.92698 | 1.93598 | 1.92698 | 92.11 | 10092.14 |
13 | 2022.07.19 20:00 | t/p | 4 | 0.10 | 1.92698 | 1.93598 | 1.92698 | 27.50 | 10119.64 |
14 | 2022.08.02 20:00 | sell | 5 | 0.10 | 1.94424 | 0.00000 | 0.00000 | ||
15 | 2022.08.02 20:00 | modify | 5 | 0.10 | 1.94424 | 1.95924 | 1.92924 | ||
16 | 2022.08.04 12:00 | t/p | 5 | 0.10 | 1.92924 | 1.95924 | 1.92924 | 92.21 | 10211.86 |
17 | 2022.08.09 04:00 | buy | 6 | 0.10 | 1.92256 | 0.00000 | 0.00000 | ||
18 | 2022.08.09 04:00 | modify | 6 | 0.10 | 1.92256 | 1.90756 | 1.93756 | ||
19 | 2022.08.10 16:00 | s/l | 6 | 0.10 | 1.90756 | 1.90756 | 1.93756 | -92.01 | 10119.85 |
20 | 2022.08.10 20:00 | buy | 7 | 0.10 | 1.90816 | 0.00000 | 0.00000 | ||
21 | 2022.08.10 20:00 | modify | 7 | 0.10 | 1.90816 | 1.89316 | 1.92316 | ||
22 | 2022.08.12 00:00 | s/l | 7 | 0.10 | 1.89316 | 1.89316 | 1.92316 | -93.09 | 10026.76 |
23 | 2022.08.12 12:00 | buy | 8 | 0.10 | 1.88777 | 0.00000 | 0.00000 | ||
24 | 2022.08.12 12:00 | modify | 8 | 0.10 | 1.88777 | 1.87277 | 1.90277 | ||
25 | 2022.08.16 00:00 | buy | 9 | 0.10 | 1.89553 | 0.00000 | 0.00000 | ||
26 | 2022.08.16 00:00 | modify | 9 | 0.10 | 1.89553 | 1.89227 | 1.90277 | ||
27 | 2022.08.16 00:00 | modify | 8 | 0.10 | 1.88777 | 1.89227 | 1.90277 | ||
28 | 2022.08.16 12:00 | t/p | 8 | 0.10 | 1.90277 | 1.89227 | 1.90277 | 90.93 | 10117.69 |
29 | 2022.08.16 12:00 | t/p | 9 | 0.10 | 1.90277 | 1.89227 | 1.90277 | 44.23 | 10161.92 |
30 | 2022.09.06 20:00 | sell | 10 | 0.10 | 1.90692 | 0.00000 | 0.00000 | ||
31 | 2022.09.06 20:00 | modify | 10 | 0.10 | 1.90692 | 1.92192 | 1.89192 | ||
32 | 2022.09.08 16:00 | sell | 11 | 0.10 | 1.89930 | 0.00000 | 0.00000 | ||
33 | 2022.09.08 16:00 | modify | 11 | 0.10 | 1.89930 | 1.90242 | 1.89192 | ||
34 | 2022.09.08 16:00 | modify | 10 | 0.10 | 1.90692 | 1.90242 | 1.89192 | ||
35 | 2022.09.09 12:00 | t/p | 10 | 0.10 | 1.89192 | 1.90242 | 1.89192 | 92.24 | 10254.16 |
36 | 2022.09.09 12:00 | t/p | 11 | 0.10 | 1.89192 | 1.90242 | 1.89192 | 45.33 | 10299.48 |
37 | 2022.10.23 20:00 | buy | 12 | 0.10 | 1.96849 | 0.00000 | 0.00000 | ||
38 | 2022.10.23 20:00 | modify | 12 | 0.10 | 1.96849 | 1.95349 | 1.98349 | ||
39 | 2022.10.24 08:00 | t/p | 12 | 0.10 | 1.98349 | 1.95349 | 1.98349 | 91.29 | 10390.77 |
40 | 2022.11.04 20:00 | buy | 13 | 0.10 | 1.91756 | 0.00000 | 0.00000 | ||
41 | 2022.11.04 20:00 | modify | 13 | 0.10 | 1.91756 | 1.90256 | 1.93256 | ||
42 | 2022.11.07 12:00 | t/p | 13 | 0.10 | 1.93256 | 1.90256 | 1.93256 | 91.29 | 10482.06 |
43 | 2023.01.03 16:00 | sell | 14 | 0.10 | 1.92061 | 0.00000 | 0.00000 | ||
44 | 2023.01.03 16:00 | modify | 14 | 0.10 | 1.92061 | 1.93561 | 1.90561 | ||
45 | 2023.01.04 08:00 | t/p | 14 | 0.10 | 1.90561 | 1.93561 | 1.90561 | 92.11 | 10574.17 |
46 | 2023.02.02 08:00 | buy | 15 | 0.10 | 1.89735 | 0.00000 | 0.00000 | ||
47 | 2023.02.02 08:00 | modify | 15 | 0.10 | 1.89735 | 1.88235 | 1.91235 | ||
48 | 2023.02.06 16:00 | t/p | 15 | 0.10 | 1.91235 | 1.88235 | 1.91235 | 90.93 | 10665.10 |
49 | 2023.02.19 20:00 | sell | 16 | 0.10 | 1.92640 | 0.00000 | 0.00000 | ||
50 | 2023.02.19 20:00 | modify | 16 | 0.10 | 1.92640 | 1.94140 | 1.91140 | ||
51 | 2023.02.21 16:00 | s/l | 16 | 0.10 | 1.94140 | 1.94140 | 1.91140 | -92.00 | 10573.10 |
52 | 2023.02.22 00:00 | sell | 17 | 0.10 | 1.94759 | 0.00000 | 0.00000 | ||
53 | 2023.02.22 00:00 | modify | 17 | 0.10 | 1.94759 | 1.96259 | 1.93259 | ||
54 | 2023.02.22 12:00 | sell | 18 | 0.10 | 1.94054 | 0.00000 | 0.00000 | ||
55 | 2023.02.22 12:00 | modify | 18 | 0.10 | 1.94054 | 1.94609 | 1.93259 | ||
56 | 2023.02.22 12:00 | modify | 17 | 0.10 | 1.94759 | 1.94609 | 1.93259 | ||
57 | 2023.02.23 04:00 | t/p | 17 | 0.10 | 1.93259 | 1.94609 | 1.93259 | 92.18 | 10665.28 |
58 | 2023.02.23 04:00 | t/p | 18 | 0.10 | 1.93259 | 1.94609 | 1.93259 | 48.91 | 10714.19 |
59 | 2023.02.28 04:00 | sell | 19 | 0.10 | 1.95649 | 0.00000 | 0.00000 | ||
60 | 2023.02.28 04:00 | modify | 19 | 0.10 | 1.95649 | 1.97149 | 1.94149 | ||
61 | 2023.03.01 04:00 | t/p | 19 | 0.10 | 1.94149 | 1.97149 | 1.94149 | 92.11 | 10806.29 |
62 | 2023.03.10 16:00 | sell | 20 | 0.10 | 1.96012 | 0.00000 | 0.00000 | ||
63 | 2023.03.10 16:00 | modify | 20 | 0.10 | 1.96012 | 1.97512 | 1.94512 | ||
64 | 2023.03.13 16:00 | t/p | 20 | 0.10 | 1.94512 | 1.97512 | 1.94512 | 92.11 | 10898.40 |
65 | 2023.03.21 16:00 | sell | 21 | 0.10 | 1.97605 | 0.00000 | 0.00000 | ||
66 | 2023.03.21 16:00 | modify | 21 | 0.10 | 1.97605 | 1.99105 | 1.96105 | ||
67 | 2023.03.23 08:00 | t/p | 21 | 0.10 | 1.96105 | 1.99105 | 1.96105 | 92.21 | 10990.62 |
68 | 2023.04.06 20:00 | sell | 22 | 0.10 | 1.99143 | 0.00000 | 0.00000 | ||
69 | 2023.04.06 20:00 | modify | 22 | 0.10 | 1.99143 | 2.00643 | 1.97643 | ||
70 | 2023.04.11 20:00 | s/l | 22 | 0.10 | 2.00643 | 2.00643 | 1.97643 | -91.96 | 10898.65 |
71 | 2023.04.12 00:00 | sell | 23 | 0.10 | 2.00645 | 0.00000 | 0.00000 | ||
72 | 2023.04.12 00:00 | modify | 23 | 0.10 | 2.00645 | 2.02145 | 1.99145 | ||
73 | 2023.04.13 16:00 | t/p | 23 | 0.10 | 1.99145 | 2.02145 | 1.99145 | 92.18 | 10990.83 |
74 | 2023.04.13 20:00 | buy | 24 | 0.10 | 1.98844 | 0.00000 | 0.00000 | ||
75 | 2023.04.13 20:00 | modify | 24 | 0.10 | 1.98844 | 1.97344 | 2.00344 | ||
76 | 2023.04.17 08:00 | t/p | 24 | 0.10 | 2.00344 | 1.97344 | 2.00344 | 90.93 | 11081.76 |
77 | 2023.05.02 16:00 | buy | 25 | 0.10 | 2.01025 | 0.00000 | 0.00000 | ||
78 | 2023.05.02 16:00 | modify | 25 | 0.10 | 2.01025 | 1.99525 | 2.02525 | ||
79 | 2023.05.08 12:00 | s/l | 25 | 0.10 | 1.99525 | 1.99525 | 2.02525 | -93.81 | 10987.95 |
80 | 2023.05.19 12:00 | buy | 26 | 0.10 | 1.98203 | 0.00000 | 0.00000 | ||
81 | 2023.05.19 12:00 | modify | 26 | 0.10 | 1.98203 | 1.96703 | 1.99703 | ||
82 | 2023.05.24 04:00 | t/p | 26 | 0.10 | 1.99703 | 1.96703 | 1.99703 | 90.57 | 11078.52 |
83 | 2023.05.31 08:00 | sell | 27 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
84 | 2023.05.31 08:00 | modify | 27 | 0.10 | 2.06174 | 2.07674 | 2.04674 | ||
85 | 2023.05.31 23:59 | close at stop | 27 | 0.10 | 2.06660 | 2.07674 | 2.04674 | -29.83 | 11048.69 |