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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1915 | Ticks modelled | 46878030 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 925.91 | Gross profit | 1064.83 | Gross loss | -138.92 |
Profit factor | 7.67 | Expected payoff | 33.07 | ||
Absolute drawdown | 8.00 | Maximal drawdown | 220.78 (2.13%) | Relative drawdown | 2.13% (220.78) |
Total trades | 28 | Short positions (won %) | 16 (62.50%) | Long positions (won %) | 12 (100.00%) |
Profit trades (% of total) | 22 (78.57%) | Loss trades (% of total) | 6 (21.43%) | ||
Largest | profit trade | 92.18 | loss trade | -42.97 | |
Average | profit trade | 48.40 | loss trade | -23.15 | |
Maximum | consecutive wins (profit in money) | 13 (631.59) | consecutive losses (loss in money) | 3 (-71.15) | |
Maximal | consecutive profit (count of wins) | 631.59 (13) | consecutive loss (count of losses) | -71.15 (3) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | 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 04:43 | buy | 2 | 0.10 | 1.88770 | 0.00000 | 0.00000 | ||
4 | 2022.08.15 04:43 | modify | 2 | 0.10 | 1.88770 | 1.88243 | 1.89593 | ||
5 | 2022.08.15 04:43 | modify | 1 | 0.10 | 1.88093 | 1.88243 | 1.89593 | ||
6 | 2022.08.15 05:23 | buy | 3 | 0.10 | 1.88922 | 0.00000 | 0.00000 | ||
7 | 2022.08.15 05:23 | modify | 3 | 0.10 | 1.88922 | 1.88543 | 1.89593 | ||
8 | 2022.08.15 05:23 | modify | 2 | 0.10 | 1.88770 | 1.88543 | 1.89593 | ||
9 | 2022.08.15 05:23 | modify | 1 | 0.10 | 1.88093 | 1.88543 | 1.89593 | ||
10 | 2022.08.15 07:48 | buy | 4 | 0.10 | 1.89293 | 0.00000 | 0.00000 | ||
11 | 2022.08.15 07:48 | modify | 4 | 0.10 | 1.89293 | 1.88618 | 1.89593 | ||
12 | 2022.08.15 07:48 | modify | 3 | 0.10 | 1.88922 | 1.88618 | 1.89593 | ||
13 | 2022.08.15 07:48 | modify | 2 | 0.10 | 1.88770 | 1.88618 | 1.89593 | ||
14 | 2022.08.15 07:48 | modify | 1 | 0.10 | 1.88093 | 1.88618 | 1.89593 | ||
15 | 2022.08.15 09:38 | t/p | 1 | 0.10 | 1.89593 | 1.88618 | 1.89593 | 91.65 | 10091.65 |
16 | 2022.08.15 09:38 | t/p | 2 | 0.10 | 1.89593 | 1.88618 | 1.89593 | 50.28 | 10141.93 |
17 | 2022.08.15 09:38 | t/p | 3 | 0.10 | 1.89593 | 1.88618 | 1.89593 | 41.00 | 10182.93 |
18 | 2022.08.15 09:38 | t/p | 4 | 0.10 | 1.89593 | 1.88618 | 1.89593 | 18.33 | 10201.26 |
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 09:28 | sell | 6 | 0.10 | 1.90265 | 0.00000 | 0.00000 | ||
22 | 2022.09.07 09:28 | modify | 6 | 0.10 | 1.90265 | 1.90792 | 1.89442 | ||
23 | 2022.09.07 09:28 | modify | 5 | 0.10 | 1.90942 | 1.90792 | 1.89442 | ||
24 | 2022.09.07 10:44 | sell | 7 | 0.10 | 1.90110 | 0.00000 | 0.00000 | ||
25 | 2022.09.07 10:44 | modify | 7 | 0.10 | 1.90110 | 1.90492 | 1.89442 | ||
26 | 2022.09.07 10:44 | modify | 6 | 0.10 | 1.90265 | 1.90492 | 1.89442 | ||
27 | 2022.09.07 10:44 | modify | 5 | 0.10 | 1.90942 | 1.90492 | 1.89442 | ||
28 | 2022.09.07 11:04 | sell | 8 | 0.10 | 1.89717 | 0.00000 | 0.00000 | ||
29 | 2022.09.07 11:04 | modify | 8 | 0.10 | 1.89717 | 1.90417 | 1.89442 | ||
30 | 2022.09.07 11:04 | modify | 7 | 0.10 | 1.90110 | 1.90417 | 1.89442 | ||
31 | 2022.09.07 11:04 | modify | 6 | 0.10 | 1.90265 | 1.90417 | 1.89442 | ||
32 | 2022.09.07 11:04 | modify | 5 | 0.10 | 1.90942 | 1.90417 | 1.89442 | ||
33 | 2022.09.07 16:26 | s/l | 5 | 0.10 | 1.90417 | 1.90417 | 1.89442 | 32.22 | 10233.48 |
34 | 2022.09.07 16:26 | s/l | 6 | 0.10 | 1.90417 | 1.90417 | 1.89442 | -9.33 | 10224.15 |
35 | 2022.09.07 16:26 | s/l | 7 | 0.10 | 1.90417 | 1.90417 | 1.89442 | -18.85 | 10205.30 |
36 | 2022.09.07 16:26 | s/l | 8 | 0.10 | 1.90417 | 1.90417 | 1.89442 | -42.97 | 10162.33 |
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 13:30 | buy | 10 | 0.10 | 1.89484 | 0.00000 | 0.00000 | ||
40 | 2023.02.03 13:30 | modify | 10 | 0.10 | 1.89484 | 1.88948 | 1.90298 | ||
41 | 2023.02.03 13:30 | modify | 9 | 0.10 | 1.88798 | 1.88948 | 1.90298 | ||
42 | 2023.02.03 13:50 | buy | 11 | 0.10 | 1.89653 | 0.00000 | 0.00000 | ||
43 | 2023.02.03 13:50 | modify | 11 | 0.10 | 1.89653 | 1.89248 | 1.90298 | ||
44 | 2023.02.03 13:50 | modify | 10 | 0.10 | 1.89484 | 1.89248 | 1.90298 | ||
45 | 2023.02.03 13:50 | modify | 9 | 0.10 | 1.88798 | 1.89248 | 1.90298 | ||
46 | 2023.02.03 14:20 | buy | 12 | 0.10 | 1.90003 | 0.00000 | 0.00000 | ||
47 | 2023.02.03 14:20 | modify | 12 | 0.10 | 1.90003 | 1.89323 | 1.90298 | ||
48 | 2023.02.03 14:20 | modify | 11 | 0.10 | 1.89653 | 1.89323 | 1.90298 | ||
49 | 2023.02.03 14:20 | modify | 10 | 0.10 | 1.89484 | 1.89323 | 1.90298 | ||
50 | 2023.02.03 14:20 | modify | 9 | 0.10 | 1.88798 | 1.89323 | 1.90298 | ||
51 | 2023.02.03 17:01 | t/p | 9 | 0.10 | 1.90298 | 1.89323 | 1.90298 | 91.65 | 10253.98 |
52 | 2023.02.03 17:01 | t/p | 10 | 0.10 | 1.90298 | 1.89323 | 1.90298 | 49.74 | 10303.72 |
53 | 2023.02.03 17:01 | t/p | 11 | 0.10 | 1.90298 | 1.89323 | 1.90298 | 39.41 | 10343.13 |
54 | 2023.02.03 17:01 | t/p | 12 | 0.10 | 1.90298 | 1.89323 | 1.90298 | 18.03 | 10361.16 |
55 | 2023.02.22 00:00 | sell | 13 | 0.10 | 1.94759 | 0.00000 | 0.00000 | ||
56 | 2023.02.22 00:00 | modify | 13 | 0.10 | 1.94759 | 1.96059 | 1.93259 | ||
57 | 2023.02.22 06:57 | sell | 14 | 0.10 | 1.94084 | 0.00000 | 0.00000 | ||
58 | 2023.02.22 06:57 | modify | 14 | 0.10 | 1.94084 | 1.94609 | 1.93259 | ||
59 | 2023.02.22 06:57 | modify | 13 | 0.10 | 1.94759 | 1.94609 | 1.93259 | ||
60 | 2023.02.22 12:27 | sell | 15 | 0.10 | 1.93933 | 0.00000 | 0.00000 | ||
61 | 2023.02.22 12:27 | modify | 15 | 0.10 | 1.93933 | 1.94309 | 1.93259 | ||
62 | 2023.02.22 12:27 | modify | 14 | 0.10 | 1.94084 | 1.94309 | 1.93259 | ||
63 | 2023.02.22 12:27 | modify | 13 | 0.10 | 1.94759 | 1.94309 | 1.93259 | ||
64 | 2023.02.22 15:51 | sell | 16 | 0.10 | 1.93553 | 0.00000 | 0.00000 | ||
65 | 2023.02.22 15:51 | modify | 16 | 0.10 | 1.93553 | 1.94234 | 1.93259 | ||
66 | 2023.02.22 15:51 | modify | 15 | 0.10 | 1.93933 | 1.94234 | 1.93259 | ||
67 | 2023.02.22 15:51 | modify | 14 | 0.10 | 1.94084 | 1.94234 | 1.93259 | ||
68 | 2023.02.22 15:51 | modify | 13 | 0.10 | 1.94759 | 1.94234 | 1.93259 | ||
69 | 2023.02.23 01:45 | t/p | 13 | 0.10 | 1.93259 | 1.94234 | 1.93259 | 92.18 | 10453.34 |
70 | 2023.02.23 01:45 | t/p | 14 | 0.10 | 1.93259 | 1.94234 | 1.93259 | 50.75 | 10504.09 |
71 | 2023.02.23 01:45 | t/p | 15 | 0.10 | 1.93259 | 1.94234 | 1.93259 | 41.48 | 10545.57 |
72 | 2023.02.23 01:45 | t/p | 16 | 0.10 | 1.93259 | 1.94234 | 1.93259 | 18.16 | 10563.72 |
73 | 2023.02.28 04:00 | sell | 17 | 0.10 | 1.95649 | 0.00000 | 0.00000 | ||
74 | 2023.02.28 04:00 | modify | 17 | 0.10 | 1.95649 | 1.96949 | 1.94149 | ||
75 | 2023.02.28 17:39 | sell | 18 | 0.10 | 1.94974 | 0.00000 | 0.00000 | ||
76 | 2023.02.28 17:39 | modify | 18 | 0.10 | 1.94974 | 1.95499 | 1.94149 | ||
77 | 2023.02.28 17:39 | modify | 17 | 0.10 | 1.95649 | 1.95499 | 1.94149 | ||
78 | 2023.02.28 17:51 | sell | 19 | 0.10 | 1.94824 | 0.00000 | 0.00000 | ||
79 | 2023.02.28 17:51 | modify | 19 | 0.10 | 1.94824 | 1.95199 | 1.94149 | ||
80 | 2023.02.28 17:51 | modify | 18 | 0.10 | 1.94974 | 1.95199 | 1.94149 | ||
81 | 2023.02.28 17:51 | modify | 17 | 0.10 | 1.95649 | 1.95199 | 1.94149 | ||
82 | 2023.02.28 21:01 | sell | 20 | 0.10 | 1.94447 | 0.00000 | 0.00000 | ||
83 | 2023.02.28 21:01 | modify | 20 | 0.10 | 1.94447 | 1.95124 | 1.94149 | ||
84 | 2023.02.28 21:01 | modify | 19 | 0.10 | 1.94824 | 1.95124 | 1.94149 | ||
85 | 2023.02.28 21:01 | modify | 18 | 0.10 | 1.94974 | 1.95124 | 1.94149 | ||
86 | 2023.02.28 21:01 | modify | 17 | 0.10 | 1.95649 | 1.95124 | 1.94149 | ||
87 | 2023.03.01 02:23 | t/p | 17 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 92.11 | 10655.83 |
88 | 2023.03.01 02:23 | t/p | 18 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 50.68 | 10706.51 |
89 | 2023.03.01 02:23 | t/p | 19 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 41.47 | 10747.97 |
90 | 2023.03.01 02:23 | t/p | 20 | 0.10 | 1.94149 | 1.95124 | 1.94149 | 18.33 | 10766.30 |
91 | 2023.04.12 00:00 | sell | 21 | 0.10 | 2.00645 | 0.00000 | 0.00000 | ||
92 | 2023.04.12 00:00 | modify | 21 | 0.10 | 2.00645 | 2.01945 | 1.99145 | ||
93 | 2023.04.12 12:30 | sell | 22 | 0.10 | 1.99952 | 0.00000 | 0.00000 | ||
94 | 2023.04.12 12:30 | modify | 22 | 0.10 | 1.99952 | 2.00495 | 1.99145 | ||
95 | 2023.04.12 12:30 | modify | 21 | 0.10 | 2.00645 | 2.00495 | 1.99145 | ||
96 | 2023.04.12 12:36 | sell | 23 | 0.10 | 1.99820 | 0.00000 | 0.00000 | ||
97 | 2023.04.12 12:36 | modify | 23 | 0.10 | 1.99820 | 2.00195 | 1.99145 | ||
98 | 2023.04.12 12:36 | modify | 22 | 0.10 | 1.99952 | 2.00195 | 1.99145 | ||
99 | 2023.04.12 12:36 | modify | 21 | 0.10 | 2.00645 | 2.00195 | 1.99145 | ||
100 | 2023.04.12 13:25 | s/l | 21 | 0.10 | 2.00195 | 2.00195 | 1.99145 | 27.62 | 10793.92 |
101 | 2023.04.12 13:25 | s/l | 22 | 0.10 | 2.00195 | 2.00195 | 1.99145 | -14.92 | 10779.00 |
102 | 2023.04.12 13:25 | s/l | 23 | 0.10 | 2.00195 | 2.00195 | 1.99145 | -23.02 | 10755.98 |
103 | 2023.04.14 04:00 | buy | 24 | 0.10 | 1.98793 | 0.00000 | 0.00000 | ||
104 | 2023.04.14 04:00 | modify | 24 | 0.10 | 1.98793 | 1.97493 | 2.00293 | ||
105 | 2023.04.14 14:11 | buy | 25 | 0.10 | 1.99471 | 0.00000 | 0.00000 | ||
106 | 2023.04.14 14:11 | modify | 25 | 0.10 | 1.99471 | 1.98943 | 2.00293 | ||
107 | 2023.04.14 14:11 | modify | 24 | 0.10 | 1.98793 | 1.98943 | 2.00293 | ||
108 | 2023.04.14 14:22 | buy | 26 | 0.10 | 1.99621 | 0.00000 | 0.00000 | ||
109 | 2023.04.14 14:22 | modify | 26 | 0.10 | 1.99621 | 1.99243 | 2.00293 | ||
110 | 2023.04.14 14:22 | modify | 25 | 0.10 | 1.99471 | 1.99243 | 2.00293 | ||
111 | 2023.04.14 14:22 | modify | 24 | 0.10 | 1.98793 | 1.99243 | 2.00293 | ||
112 | 2023.04.14 14:42 | buy | 27 | 0.10 | 1.99994 | 0.00000 | 0.00000 | ||
113 | 2023.04.14 14:42 | modify | 27 | 0.10 | 1.99994 | 1.99318 | 2.00293 | ||
114 | 2023.04.14 14:42 | modify | 26 | 0.10 | 1.99621 | 1.99318 | 2.00293 | ||
115 | 2023.04.14 14:42 | modify | 25 | 0.10 | 1.99471 | 1.99318 | 2.00293 | ||
116 | 2023.04.14 14:42 | modify | 24 | 0.10 | 1.98793 | 1.99318 | 2.00293 | ||
117 | 2023.04.17 04:54 | t/p | 24 | 0.10 | 2.00293 | 1.99318 | 2.00293 | 91.29 | 10847.27 |
118 | 2023.04.17 04:54 | t/p | 25 | 0.10 | 2.00293 | 1.99318 | 2.00293 | 49.86 | 10897.13 |
119 | 2023.04.17 04:54 | t/p | 26 | 0.10 | 2.00293 | 1.99318 | 2.00293 | 40.70 | 10937.83 |
120 | 2023.04.17 04:54 | t/p | 27 | 0.10 | 2.00293 | 1.99318 | 2.00293 | 17.91 | 10955.74 |
121 | 2023.05.31 08:00 | sell | 28 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
122 | 2023.05.31 08:00 | modify | 28 | 0.10 | 2.06174 | 2.07474 | 2.04674 | ||
123 | 2023.05.31 23:59 | close at stop | 28 | 0.10 | 2.06660 | 2.07474 | 2.04674 | -29.83 | 10925.91 |