Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (2022.06.01 - 2023.06.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=11; 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 | 80197 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1120.02 | Gross profit | 1149.85 | Gross loss | -29.83 |
Profit factor | 38.55 | Expected payoff | 48.70 | ||
Absolute drawdown | 8.00 | Maximal drawdown | 176.53 (1.61%) | Relative drawdown | 1.61% (176.53) |
Total trades | 23 | Short positions (won %) | 14 (92.86%) | Long positions (won %) | 9 (100.00%) |
Profit trades (% of total) | 22 (95.65%) | Loss trades (% of total) | 1 (4.35%) | ||
Largest | profit trade | 92.18 | loss trade | -29.83 | |
Average | profit trade | 52.27 | loss trade | -29.83 | |
Maximum | consecutive wins (profit in money) | 22 (1149.85) | consecutive losses (loss in money) | 1 (-29.83) | |
Maximal | consecutive profit (count of wins) | 1149.85 (22) | consecutive loss (count of losses) | -29.83 (1) | |
Average | consecutive wins | 22 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.15 00:00 | buy | 1 | 0.10 | 1.88093 | 0.00000 | 0.00000 | ||
2 | 2022.08.15 00:00 | modify | 1 | 0.10 | 1.88093 | 1.86793 | 1.89593 | ||
3 | 2022.08.15 04:40 | buy | 2 | 0.10 | 1.88793 | 0.00000 | 0.00000 | ||
4 | 2022.08.15 04:40 | modify | 2 | 0.10 | 1.88793 | 1.88243 | 1.89593 | ||
5 | 2022.08.15 04:40 | modify | 1 | 0.10 | 1.88093 | 1.88243 | 1.89593 | ||
6 | 2022.08.15 05:40 | buy | 3 | 0.10 | 1.88932 | 0.00000 | 0.00000 | ||
7 | 2022.08.15 05:40 | modify | 3 | 0.10 | 1.88932 | 1.88543 | 1.89593 | ||
8 | 2022.08.15 05:40 | modify | 2 | 0.10 | 1.88793 | 1.88543 | 1.89593 | ||
9 | 2022.08.15 05:40 | modify | 1 | 0.10 | 1.88093 | 1.88543 | 1.89593 | ||
10 | 2022.08.15 08:10 | buy | 4 | 0.10 | 1.89308 | 0.00000 | 0.00000 | ||
11 | 2022.08.15 08:10 | modify | 4 | 0.10 | 1.89308 | 1.88618 | 1.89593 | ||
12 | 2022.08.15 08:10 | modify | 3 | 0.10 | 1.88932 | 1.88618 | 1.89593 | ||
13 | 2022.08.15 08:10 | modify | 2 | 0.10 | 1.88793 | 1.88618 | 1.89593 | ||
14 | 2022.08.15 08:10 | modify | 1 | 0.10 | 1.88093 | 1.88618 | 1.89593 | ||
15 | 2022.08.15 09:15 | t/p | 1 | 0.10 | 1.89593 | 1.88618 | 1.89593 | 91.65 | 10091.65 |
16 | 2022.08.15 09:15 | t/p | 2 | 0.10 | 1.89593 | 1.88618 | 1.89593 | 48.88 | 10140.53 |
17 | 2022.08.15 09:15 | t/p | 3 | 0.10 | 1.89593 | 1.88618 | 1.89593 | 40.38 | 10180.91 |
18 | 2022.08.15 09:15 | t/p | 4 | 0.10 | 1.89593 | 1.88618 | 1.89593 | 17.41 | 10198.32 |
19 | 2022.09.07 08:00 | sell | 5 | 0.10 | 1.90942 | 0.00000 | 0.00000 | ||
20 | 2022.09.07 08:00 | modify | 5 | 0.10 | 1.90942 | 1.92242 | 1.89442 | ||
21 | 2022.09.07 09:50 | sell | 6 | 0.10 | 1.90264 | 0.00000 | 0.00000 | ||
22 | 2022.09.07 09:50 | modify | 6 | 0.10 | 1.90264 | 1.90792 | 1.89442 | ||
23 | 2022.09.07 09:50 | modify | 5 | 0.10 | 1.90942 | 1.90792 | 1.89442 | ||
24 | 2022.09.07 10:30 | sell | 7 | 0.10 | 1.90111 | 0.00000 | 0.00000 | ||
25 | 2022.09.07 10:30 | modify | 7 | 0.10 | 1.90111 | 1.90492 | 1.89442 | ||
26 | 2022.09.07 10:30 | modify | 6 | 0.10 | 1.90264 | 1.90492 | 1.89442 | ||
27 | 2022.09.07 10:30 | modify | 5 | 0.10 | 1.90942 | 1.90492 | 1.89442 | ||
28 | 2022.09.07 20:05 | sell | 8 | 0.10 | 1.89740 | 0.00000 | 0.00000 | ||
29 | 2022.09.07 20:05 | modify | 8 | 0.10 | 1.89740 | 1.90417 | 1.89442 | ||
30 | 2022.09.07 20:05 | modify | 7 | 0.10 | 1.90111 | 1.90417 | 1.89442 | ||
31 | 2022.09.07 20:05 | modify | 6 | 0.10 | 1.90264 | 1.90417 | 1.89442 | ||
32 | 2022.09.07 20:05 | modify | 5 | 0.10 | 1.90942 | 1.90417 | 1.89442 | ||
33 | 2022.09.07 21:15 | t/p | 5 | 0.10 | 1.89442 | 1.90417 | 1.89442 | 92.07 | 10290.39 |
34 | 2022.09.07 21:15 | t/p | 6 | 0.10 | 1.89442 | 1.90417 | 1.89442 | 50.45 | 10340.84 |
35 | 2022.09.07 21:15 | t/p | 7 | 0.10 | 1.89442 | 1.90417 | 1.89442 | 41.06 | 10381.90 |
36 | 2022.09.07 21:15 | t/p | 8 | 0.10 | 1.89442 | 1.90417 | 1.89442 | 18.29 | 10400.19 |
37 | 2023.02.03 04:00 | buy | 9 | 0.10 | 1.88798 | 0.00000 | 0.00000 | ||
38 | 2023.02.03 04:00 | modify | 9 | 0.10 | 1.88798 | 1.87498 | 1.90298 | ||
39 | 2023.02.03 14:50 | buy | 10 | 0.10 | 1.90010 | 0.00000 | 0.00000 | ||
40 | 2023.02.03 14:50 | modify | 10 | 0.10 | 1.90010 | 1.89323 | 1.90298 | ||
41 | 2023.02.03 14:50 | modify | 9 | 0.10 | 1.88798 | 1.89323 | 1.90298 | ||
42 | 2023.02.03 15:10 | buy | 11 | 0.10 | 1.89642 | 0.00000 | 0.00000 | ||
43 | 2023.02.03 15:10 | modify | 11 | 0.10 | 1.89642 | 1.89248 | 1.90298 | ||
44 | 2023.02.03 15:15 | modify | 11 | 0.10 | 1.89642 | 1.89323 | 1.90298 | ||
45 | 2023.02.03 17:15 | t/p | 9 | 0.10 | 1.90298 | 1.89323 | 1.90298 | 91.65 | 10491.84 |
46 | 2023.02.03 17:15 | t/p | 10 | 0.10 | 1.90298 | 1.89323 | 1.90298 | 17.60 | 10509.44 |
47 | 2023.02.03 17:15 | t/p | 11 | 0.10 | 1.90298 | 1.89323 | 1.90298 | 40.08 | 10549.52 |
48 | 2023.02.22 00:00 | sell | 12 | 0.10 | 1.94759 | 0.00000 | 0.00000 | ||
49 | 2023.02.22 00:00 | modify | 12 | 0.10 | 1.94759 | 1.96059 | 1.93259 | ||
50 | 2023.02.22 06:40 | sell | 13 | 0.10 | 1.94058 | 0.00000 | 0.00000 | ||
51 | 2023.02.22 06:40 | modify | 13 | 0.10 | 1.94058 | 1.94609 | 1.93259 | ||
52 | 2023.02.22 06:40 | modify | 12 | 0.10 | 1.94759 | 1.94609 | 1.93259 | ||
53 | 2023.02.22 13:05 | sell | 14 | 0.10 | 1.93918 | 0.00000 | 0.00000 | ||
54 | 2023.02.22 13:05 | modify | 14 | 0.10 | 1.93918 | 1.94309 | 1.93259 | ||
55 | 2023.02.22 13:05 | modify | 13 | 0.10 | 1.94058 | 1.94309 | 1.93259 | ||
56 | 2023.02.22 13:05 | modify | 12 | 0.10 | 1.94759 | 1.94309 | 1.93259 | ||
57 | 2023.02.22 15:59 | sell | 15 | 0.10 | 1.93554 | 0.00000 | 0.00000 | ||
58 | 2023.02.22 15:59 | modify | 15 | 0.10 | 1.93554 | 1.94234 | 1.93259 | ||
59 | 2023.02.22 15:59 | modify | 14 | 0.10 | 1.93918 | 1.94234 | 1.93259 | ||
60 | 2023.02.22 15:59 | modify | 13 | 0.10 | 1.94058 | 1.94234 | 1.93259 | ||
61 | 2023.02.22 15:59 | modify | 12 | 0.10 | 1.94759 | 1.94234 | 1.93259 | ||
62 | 2023.02.23 01:40 | t/p | 12 | 0.10 | 1.93259 | 1.94234 | 1.93259 | 92.18 | 10641.70 |
63 | 2023.02.23 01:40 | t/p | 13 | 0.10 | 1.93259 | 1.94234 | 1.93259 | 49.16 | 10690.86 |
64 | 2023.02.23 01:40 | t/p | 14 | 0.10 | 1.93259 | 1.94234 | 1.93259 | 40.56 | 10731.42 |
65 | 2023.02.23 01:40 | t/p | 15 | 0.10 | 1.93259 | 1.94234 | 1.93259 | 18.22 | 10749.63 |
66 | 2023.02.28 04:00 | sell | 16 | 0.10 | 1.95649 | 0.00000 | 0.00000 | ||
67 | 2023.02.28 04:00 | modify | 16 | 0.10 | 1.95649 | 1.96949 | 1.94149 | ||
68 | 2023.02.28 17:30 | sell | 17 | 0.10 | 1.94974 | 0.00000 | 0.00000 | ||
69 | 2023.02.28 17:30 | modify | 17 | 0.10 | 1.94974 | 1.95499 | 1.94149 | ||
70 | 2023.02.28 17:30 | modify | 16 | 0.10 | 1.95649 | 1.95499 | 1.94149 | ||
71 | 2023.02.28 17:40 | sell | 18 | 0.10 | 1.94810 | 0.00000 | 0.00000 | ||
72 | 2023.02.28 17:40 | modify | 18 | 0.10 | 1.94810 | 1.95199 | 1.94149 | ||
73 | 2023.02.28 17:40 | modify | 17 | 0.10 | 1.94974 | 1.95199 | 1.94149 | ||
74 | 2023.02.28 17:40 | modify | 16 | 0.10 | 1.95649 | 1.95199 | 1.94149 | ||
75 | 2023.02.28 22:35 | sell | 19 | 0.10 | 1.94422 | 0.00000 | 0.00000 | ||
76 | 2023.02.28 22:35 | modify | 19 | 0.10 | 1.94422 | 1.95124 | 1.94149 | ||
77 | 2023.02.28 22:35 | modify | 18 | 0.10 | 1.94810 | 1.95124 | 1.94149 | ||
78 | 2023.02.28 22:35 | modify | 17 | 0.10 | 1.94974 | 1.95124 | 1.94149 | ||
79 | 2023.02.28 22:35 | modify | 16 | 0.10 | 1.95649 | 1.95124 | 1.94149 | ||
80 | 2023.03.01 02:40 | t/p | 16 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 92.11 | 10841.74 |
81 | 2023.03.01 02:40 | t/p | 17 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 50.68 | 10892.42 |
82 | 2023.03.01 02:40 | t/p | 18 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 40.61 | 10933.02 |
83 | 2023.03.01 02:40 | t/p | 19 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 16.80 | 10949.82 |
84 | 2023.04.12 00:00 | sell | 20 | 0.10 | 2.00645 | 0.00000 | 0.00000 | ||
85 | 2023.04.12 00:00 | modify | 20 | 0.10 | 2.00645 | 2.01945 | 1.99145 | ||
86 | 2023.04.13 13:40 | t/p | 20 | 0.10 | 1.99145 | 2.01945 | 1.99145 | 92.18 | 11042.00 |
87 | 2023.04.14 04:00 | buy | 21 | 0.10 | 1.98793 | 0.00000 | 0.00000 | ||
88 | 2023.04.14 04:00 | modify | 21 | 0.10 | 1.98793 | 1.97493 | 2.00293 | ||
89 | 2023.04.14 14:50 | buy | 22 | 0.10 | 2.00016 | 0.00000 | 0.00000 | ||
90 | 2023.04.14 14:50 | modify | 22 | 0.10 | 2.00016 | 1.99318 | 2.00293 | ||
91 | 2023.04.14 14:50 | modify | 21 | 0.10 | 1.98793 | 1.99318 | 2.00293 | ||
92 | 2023.04.17 04:40 | t/p | 21 | 0.10 | 2.00293 | 1.99318 | 2.00293 | 91.29 | 11133.29 |
93 | 2023.04.17 04:40 | t/p | 22 | 0.10 | 2.00293 | 1.99318 | 2.00293 | 16.56 | 11149.85 |
94 | 2023.05.31 08:00 | sell | 23 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
95 | 2023.05.31 08:00 | modify | 23 | 0.10 | 2.06174 | 2.07474 | 2.04674 | ||
96 | 2023.05.31 23:59 | close at stop | 23 | 0.10 | 2.06660 | 2.07474 | 2.04674 | -29.83 | 11120.02 |