Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:00 (2022.07.01 - 2023.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=11; 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=35; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 7233 | Ticks modelled | 158479 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 953.04 | Gross profit | 979.62 | Gross loss | -26.58 |
Profit factor | 36.86 | Expected payoff | 45.38 | ||
Absolute drawdown | 62.85 | Maximal drawdown | 112.72 (1.05%) | Relative drawdown | 1.05% (111.00) |
Total trades | 21 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 15 (100.00%) |
Profit trades (% of total) | 20 (95.24%) | Loss trades (% of total) | 1 (4.76%) | ||
Largest | profit trade | 86.57 | loss trade | -26.58 | |
Average | profit trade | 48.98 | loss trade | -26.58 | |
Maximum | consecutive wins (profit in money) | 20 (979.62) | consecutive losses (loss in money) | 1 (-26.58) | |
Maximal | consecutive profit (count of wins) | 979.62 (20) | consecutive loss (count of losses) | -26.58 (1) | |
Average | consecutive wins | 20 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.12 06:00 | buy | 1 | 0.10 | 1.88728 | 0.00000 | 0.00000 | ||
2 | 2022.08.12 06:00 | modify | 1 | 0.10 | 1.88728 | 1.87328 | 1.90128 | ||
3 | 2022.08.15 07:16 | buy | 2 | 0.10 | 1.89227 | 0.00000 | 0.00000 | ||
4 | 2022.08.15 07:16 | modify | 2 | 0.10 | 1.89227 | 1.88798 | 1.90128 | ||
5 | 2022.08.15 07:16 | modify | 1 | 0.10 | 1.88728 | 1.88798 | 1.90128 | ||
6 | 2022.08.15 09:20 | buy | 3 | 0.10 | 1.89580 | 0.00000 | 0.00000 | ||
7 | 2022.08.15 09:20 | modify | 3 | 0.10 | 1.89580 | 1.89078 | 1.90128 | ||
8 | 2022.08.15 09:20 | modify | 2 | 0.10 | 1.89227 | 1.89078 | 1.90128 | ||
9 | 2022.08.15 09:20 | modify | 1 | 0.10 | 1.88728 | 1.89078 | 1.90128 | ||
10 | 2022.08.15 10:15 | buy | 4 | 0.10 | 1.89709 | 0.00000 | 0.00000 | ||
11 | 2022.08.15 10:15 | modify | 4 | 0.10 | 1.89709 | 1.89218 | 1.90128 | ||
12 | 2022.08.15 10:15 | modify | 3 | 0.10 | 1.89580 | 1.89218 | 1.90128 | ||
13 | 2022.08.15 10:15 | modify | 2 | 0.10 | 1.89227 | 1.89218 | 1.90128 | ||
14 | 2022.08.15 10:15 | modify | 1 | 0.10 | 1.88728 | 1.89218 | 1.90128 | ||
15 | 2022.08.15 13:02 | t/p | 1 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 86.15 | 10086.15 |
16 | 2022.08.15 13:02 | t/p | 2 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 55.68 | 10141.83 |
17 | 2022.08.15 13:02 | t/p | 3 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 33.87 | 10175.70 |
18 | 2022.08.15 13:02 | t/p | 4 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 25.89 | 10201.59 |
19 | 2022.11.04 14:00 | buy | 5 | 0.10 | 1.91638 | 0.00000 | 0.00000 | ||
20 | 2022.11.04 14:00 | modify | 5 | 0.10 | 1.91638 | 1.90238 | 1.93038 | ||
21 | 2022.11.07 02:10 | buy | 6 | 0.10 | 1.92482 | 0.00000 | 0.00000 | ||
22 | 2022.11.07 02:10 | modify | 6 | 0.10 | 1.92482 | 1.91988 | 1.93038 | ||
23 | 2022.11.07 02:10 | modify | 5 | 0.10 | 1.91638 | 1.91988 | 1.93038 | ||
24 | 2022.11.07 03:52 | buy | 7 | 0.10 | 1.92130 | 0.00000 | 0.00000 | ||
25 | 2022.11.07 03:52 | modify | 7 | 0.10 | 1.92130 | 1.91708 | 1.93038 | ||
26 | 2022.11.07 03:55 | modify | 7 | 0.10 | 1.92130 | 1.91988 | 1.93038 | ||
27 | 2022.11.07 08:25 | buy | 8 | 0.10 | 1.92637 | 0.00000 | 0.00000 | ||
28 | 2022.11.07 08:25 | modify | 8 | 0.10 | 1.92637 | 1.92128 | 1.93038 | ||
29 | 2022.11.07 08:25 | modify | 6 | 0.10 | 1.92482 | 1.92128 | 1.93038 | ||
30 | 2022.11.07 08:25 | modify | 7 | 0.10 | 1.92130 | 1.92128 | 1.93038 | ||
31 | 2022.11.07 08:25 | modify | 5 | 0.10 | 1.91638 | 1.92128 | 1.93038 | ||
32 | 2022.11.07 09:10 | t/p | 5 | 0.10 | 1.93038 | 1.92128 | 1.93038 | 86.15 | 10287.75 |
33 | 2022.11.07 09:10 | t/p | 6 | 0.10 | 1.93038 | 1.92128 | 1.93038 | 34.36 | 10322.11 |
34 | 2022.11.07 09:10 | t/p | 7 | 0.10 | 1.93038 | 1.92128 | 1.93038 | 56.12 | 10378.23 |
35 | 2022.11.07 09:10 | t/p | 8 | 0.10 | 1.93038 | 1.92128 | 1.93038 | 24.78 | 10403.01 |
36 | 2023.02.21 19:00 | sell | 9 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
37 | 2023.02.21 19:00 | modify | 9 | 0.10 | 1.94972 | 1.96372 | 1.93572 | ||
38 | 2023.02.22 01:27 | sell | 10 | 0.10 | 1.94463 | 0.00000 | 0.00000 | ||
39 | 2023.02.22 01:27 | modify | 10 | 0.10 | 1.94463 | 1.94902 | 1.93572 | ||
40 | 2023.02.22 01:27 | modify | 9 | 0.10 | 1.94972 | 1.94902 | 1.93572 | ||
41 | 2023.02.22 08:55 | sell | 11 | 0.10 | 1.94110 | 0.00000 | 0.00000 | ||
42 | 2023.02.22 08:55 | modify | 11 | 0.10 | 1.94110 | 1.94622 | 1.93572 | ||
43 | 2023.02.22 08:55 | modify | 10 | 0.10 | 1.94463 | 1.94622 | 1.93572 | ||
44 | 2023.02.22 08:55 | modify | 9 | 0.10 | 1.94972 | 1.94622 | 1.93572 | ||
45 | 2023.02.22 12:15 | sell | 12 | 0.10 | 1.93975 | 0.00000 | 0.00000 | ||
46 | 2023.02.22 12:15 | modify | 12 | 0.10 | 1.93975 | 1.94482 | 1.93572 | ||
47 | 2023.02.22 12:15 | modify | 11 | 0.10 | 1.94110 | 1.94482 | 1.93572 | ||
48 | 2023.02.22 12:15 | modify | 10 | 0.10 | 1.94463 | 1.94482 | 1.93572 | ||
49 | 2023.02.22 12:15 | modify | 9 | 0.10 | 1.94972 | 1.94482 | 1.93572 | ||
50 | 2023.02.22 15:50 | t/p | 9 | 0.10 | 1.93572 | 1.94482 | 1.93572 | 86.57 | 10489.57 |
51 | 2023.02.22 15:50 | t/p | 10 | 0.10 | 1.93572 | 1.94482 | 1.93572 | 55.07 | 10544.64 |
52 | 2023.02.22 15:50 | t/p | 11 | 0.10 | 1.93572 | 1.94482 | 1.93572 | 33.25 | 10577.89 |
53 | 2023.02.22 15:50 | t/p | 12 | 0.10 | 1.93572 | 1.94482 | 1.93572 | 24.91 | 10602.80 |
54 | 2023.03.01 13:00 | buy | 13 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
55 | 2023.03.01 13:00 | modify | 13 | 0.10 | 1.92478 | 1.91078 | 1.93878 | ||
56 | 2023.03.03 12:20 | buy | 14 | 0.10 | 1.92990 | 0.00000 | 0.00000 | ||
57 | 2023.03.03 12:20 | modify | 14 | 0.10 | 1.92990 | 1.92548 | 1.93878 | ||
58 | 2023.03.03 12:20 | modify | 13 | 0.10 | 1.92478 | 1.92548 | 1.93878 | ||
59 | 2023.03.03 16:12 | buy | 15 | 0.10 | 1.93321 | 0.00000 | 0.00000 | ||
60 | 2023.03.03 16:12 | modify | 15 | 0.10 | 1.93321 | 1.92828 | 1.93878 | ||
61 | 2023.03.03 16:12 | modify | 14 | 0.10 | 1.92990 | 1.92828 | 1.93878 | ||
62 | 2023.03.03 16:12 | modify | 13 | 0.10 | 1.92478 | 1.92828 | 1.93878 | ||
63 | 2023.03.03 18:40 | buy | 16 | 0.10 | 1.93462 | 0.00000 | 0.00000 | ||
64 | 2023.03.03 18:40 | modify | 16 | 0.10 | 1.93462 | 1.92968 | 1.93878 | ||
65 | 2023.03.03 18:40 | modify | 15 | 0.10 | 1.93321 | 1.92968 | 1.93878 | ||
66 | 2023.03.03 18:40 | modify | 14 | 0.10 | 1.92990 | 1.92968 | 1.93878 | ||
67 | 2023.03.03 18:40 | modify | 13 | 0.10 | 1.92478 | 1.92968 | 1.93878 | ||
68 | 2023.03.06 08:15 | t/p | 13 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 84.69 | 10687.49 |
69 | 2023.03.06 08:15 | t/p | 14 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 54.51 | 10742.01 |
70 | 2023.03.06 08:15 | t/p | 15 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 34.05 | 10776.06 |
71 | 2023.03.06 08:15 | t/p | 16 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 25.34 | 10801.41 |
72 | 2023.04.13 18:00 | buy | 17 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
73 | 2023.04.13 18:00 | modify | 17 | 0.10 | 1.98644 | 1.97244 | 2.00044 | ||
74 | 2023.04.14 13:15 | buy | 18 | 0.10 | 1.99156 | 0.00000 | 0.00000 | ||
75 | 2023.04.14 13:15 | modify | 18 | 0.10 | 1.99156 | 1.98714 | 2.00044 | ||
76 | 2023.04.14 13:15 | modify | 17 | 0.10 | 1.98644 | 1.98714 | 2.00044 | ||
77 | 2023.04.14 14:10 | buy | 19 | 0.10 | 1.99513 | 0.00000 | 0.00000 | ||
78 | 2023.04.14 14:10 | modify | 19 | 0.10 | 1.99513 | 1.98994 | 2.00044 | ||
79 | 2023.04.14 14:10 | modify | 18 | 0.10 | 1.99156 | 1.98994 | 2.00044 | ||
80 | 2023.04.14 14:10 | modify | 17 | 0.10 | 1.98644 | 1.98994 | 2.00044 | ||
81 | 2023.04.14 15:10 | t/p | 17 | 0.10 | 2.00044 | 1.98994 | 2.00044 | 86.15 | 10887.56 |
82 | 2023.04.14 15:10 | t/p | 18 | 0.10 | 2.00044 | 1.98994 | 2.00044 | 54.88 | 10942.44 |
83 | 2023.04.14 15:10 | t/p | 19 | 0.10 | 2.00044 | 1.98994 | 2.00044 | 32.82 | 10975.26 |
84 | 2023.05.12 12:00 | sell | 20 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
85 | 2023.05.12 12:00 | modify | 20 | 0.10 | 2.01067 | 2.02467 | 1.99667 | ||
86 | 2023.05.15 05:10 | sell | 21 | 0.10 | 2.00567 | 0.00000 | 0.00000 | ||
87 | 2023.05.15 05:10 | modify | 21 | 0.10 | 2.00567 | 2.00997 | 1.99667 | ||
88 | 2023.05.15 05:10 | modify | 20 | 0.10 | 2.01067 | 2.00997 | 1.99667 | ||
89 | 2023.05.15 09:45 | s/l | 20 | 0.10 | 2.00997 | 2.00997 | 1.99667 | 4.36 | 10979.62 |
90 | 2023.05.15 09:45 | s/l | 21 | 0.10 | 2.00997 | 2.00997 | 1.99667 | -26.58 | 10953.04 |