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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 6533 | Ticks modelled | 46612340 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 761.95 | Gross profit | 841.81 | Gross loss | -79.86 |
Profit factor | 10.54 | Expected payoff | 36.28 | ||
Absolute drawdown | 62.85 | Maximal drawdown | 121.65 (1.18%) | Relative drawdown | 1.18% (121.65) |
Total trades | 21 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 15 (86.67%) |
Profit trades (% of total) | 18 (85.71%) | Loss trades (% of total) | 3 (14.29%) | ||
Largest | profit trade | 86.59 | loss trade | -30.47 | |
Average | profit trade | 46.77 | loss trade | -26.62 | |
Maximum | consecutive wins (profit in money) | 13 (608.82) | consecutive losses (loss in money) | 2 (-53.77) | |
Maximal | consecutive profit (count of wins) | 608.82 (13) | consecutive loss (count of losses) | -53.77 (2) | |
Average | consecutive wins | 9 | consecutive losses | 2 |
# | 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 07:04 | buy | 2 | 0.10 | 1.89218 | 0.00000 | 0.00000 | ||
4 | 2022.08.15 07:04 | modify | 2 | 0.10 | 1.89218 | 1.88798 | 1.90128 | ||
5 | 2022.08.15 07:04 | modify | 1 | 0.10 | 1.88728 | 1.88798 | 1.90128 | ||
6 | 2022.08.15 09:05 | buy | 3 | 0.10 | 1.89568 | 0.00000 | 0.00000 | ||
7 | 2022.08.15 09:05 | modify | 3 | 0.10 | 1.89568 | 1.89078 | 1.90128 | ||
8 | 2022.08.15 09:05 | modify | 2 | 0.10 | 1.89218 | 1.89078 | 1.90128 | ||
9 | 2022.08.15 09:05 | modify | 1 | 0.10 | 1.88728 | 1.89078 | 1.90128 | ||
10 | 2022.08.15 10:22 | buy | 4 | 0.10 | 1.89712 | 0.00000 | 0.00000 | ||
11 | 2022.08.15 10:22 | modify | 4 | 0.10 | 1.89712 | 1.89218 | 1.90128 | ||
12 | 2022.08.15 10:22 | modify | 3 | 0.10 | 1.89568 | 1.89218 | 1.90128 | ||
13 | 2022.08.15 10:22 | modify | 2 | 0.10 | 1.89218 | 1.89218 | 1.90128 | ||
14 | 2022.08.15 10:22 | modify | 1 | 0.10 | 1.88728 | 1.89218 | 1.90128 | ||
15 | 2022.08.15 13:11 | t/p | 1 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 86.15 | 10086.15 |
16 | 2022.08.15 13:11 | t/p | 2 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 56.24 | 10142.39 |
17 | 2022.08.15 13:11 | t/p | 3 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 34.61 | 10177.00 |
18 | 2022.08.15 13:11 | t/p | 4 | 0.10 | 1.90128 | 1.89218 | 1.90128 | 25.71 | 10202.71 |
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 | 2022.11.06 22:43 | buy | 6 | 0.10 | 1.92505 | 0.00000 | 0.00000 | ||
22 | 2022.11.06 22:43 | modify | 6 | 0.10 | 1.92505 | 1.91988 | 1.93038 | ||
23 | 2022.11.06 22:43 | modify | 5 | 0.10 | 1.91638 | 1.91988 | 1.93038 | ||
24 | 2022.11.06 23:00 | buy | 7 | 0.10 | 1.92621 | 0.00000 | 0.00000 | ||
25 | 2022.11.06 23:00 | modify | 7 | 0.10 | 1.92621 | 1.92128 | 1.93038 | ||
26 | 2022.11.06 23:00 | modify | 6 | 0.10 | 1.92505 | 1.92128 | 1.93038 | ||
27 | 2022.11.06 23:00 | modify | 5 | 0.10 | 1.91638 | 1.92128 | 1.93038 | ||
28 | 2022.11.06 23:31 | s/l | 5 | 0.10 | 1.92128 | 1.92128 | 1.93038 | 30.28 | 10232.99 |
29 | 2022.11.06 23:31 | s/l | 6 | 0.10 | 1.92128 | 1.92128 | 1.93038 | -23.30 | 10209.69 |
30 | 2022.11.06 23:31 | s/l | 7 | 0.10 | 1.92128 | 1.92128 | 1.93038 | -30.47 | 10179.22 |
31 | 2023.02.21 19:00 | sell | 8 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
32 | 2023.02.21 19:00 | modify | 8 | 0.10 | 1.94972 | 1.96372 | 1.93572 | ||
33 | 2023.02.22 01:00 | sell | 9 | 0.10 | 1.94466 | 0.00000 | 0.00000 | ||
34 | 2023.02.22 01:00 | modify | 9 | 0.10 | 1.94466 | 1.94902 | 1.93572 | ||
35 | 2023.02.22 01:00 | modify | 8 | 0.10 | 1.94972 | 1.94902 | 1.93572 | ||
36 | 2023.02.22 06:55 | sell | 10 | 0.10 | 1.94130 | 0.00000 | 0.00000 | ||
37 | 2023.02.22 06:55 | modify | 10 | 0.10 | 1.94130 | 1.94622 | 1.93572 | ||
38 | 2023.02.22 06:55 | modify | 9 | 0.10 | 1.94466 | 1.94622 | 1.93572 | ||
39 | 2023.02.22 06:55 | modify | 8 | 0.10 | 1.94972 | 1.94622 | 1.93572 | ||
40 | 2023.02.22 11:48 | sell | 11 | 0.10 | 1.93992 | 0.00000 | 0.00000 | ||
41 | 2023.02.22 11:48 | modify | 11 | 0.10 | 1.93992 | 1.94482 | 1.93572 | ||
42 | 2023.02.22 11:48 | modify | 10 | 0.10 | 1.94130 | 1.94482 | 1.93572 | ||
43 | 2023.02.22 11:48 | modify | 9 | 0.10 | 1.94466 | 1.94482 | 1.93572 | ||
44 | 2023.02.22 11:48 | modify | 8 | 0.10 | 1.94972 | 1.94482 | 1.93572 | ||
45 | 2023.02.22 15:51 | t/p | 8 | 0.10 | 1.93572 | 1.94482 | 1.93572 | 86.59 | 10265.81 |
46 | 2023.02.22 15:51 | t/p | 9 | 0.10 | 1.93572 | 1.94482 | 1.93572 | 55.27 | 10321.08 |
47 | 2023.02.22 15:51 | t/p | 10 | 0.10 | 1.93572 | 1.94482 | 1.93572 | 34.49 | 10355.57 |
48 | 2023.02.22 15:51 | t/p | 11 | 0.10 | 1.93572 | 1.94482 | 1.93572 | 25.96 | 10381.53 |
49 | 2023.03.01 13:00 | buy | 12 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
50 | 2023.03.01 13:00 | modify | 12 | 0.10 | 1.92478 | 1.91078 | 1.93878 | ||
51 | 2023.03.03 12:13 | buy | 13 | 0.10 | 1.92975 | 0.00000 | 0.00000 | ||
52 | 2023.03.03 12:13 | modify | 13 | 0.10 | 1.92975 | 1.92548 | 1.93878 | ||
53 | 2023.03.03 12:13 | modify | 12 | 0.10 | 1.92478 | 1.92548 | 1.93878 | ||
54 | 2023.03.03 15:40 | buy | 14 | 0.10 | 1.93318 | 0.00000 | 0.00000 | ||
55 | 2023.03.03 15:40 | modify | 14 | 0.10 | 1.93318 | 1.92828 | 1.93878 | ||
56 | 2023.03.03 15:40 | modify | 13 | 0.10 | 1.92975 | 1.92828 | 1.93878 | ||
57 | 2023.03.03 15:40 | modify | 12 | 0.10 | 1.92478 | 1.92828 | 1.93878 | ||
58 | 2023.03.03 18:33 | buy | 15 | 0.10 | 1.93458 | 0.00000 | 0.00000 | ||
59 | 2023.03.03 18:33 | modify | 15 | 0.10 | 1.93458 | 1.92968 | 1.93878 | ||
60 | 2023.03.03 18:33 | modify | 14 | 0.10 | 1.93318 | 1.92968 | 1.93878 | ||
61 | 2023.03.03 18:33 | modify | 13 | 0.10 | 1.92975 | 1.92968 | 1.93878 | ||
62 | 2023.03.03 18:33 | modify | 12 | 0.10 | 1.92478 | 1.92968 | 1.93878 | ||
63 | 2023.03.06 08:22 | t/p | 12 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 84.70 | 10466.23 |
64 | 2023.03.06 08:22 | t/p | 13 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 55.44 | 10521.67 |
65 | 2023.03.06 08:22 | t/p | 14 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 34.24 | 10555.92 |
66 | 2023.03.06 08:22 | t/p | 15 | 0.10 | 1.93878 | 1.92968 | 1.93878 | 25.59 | 10581.51 |
67 | 2023.04.13 18:00 | buy | 16 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
68 | 2023.04.13 18:00 | modify | 16 | 0.10 | 1.98644 | 1.97244 | 2.00044 | ||
69 | 2023.04.14 13:02 | buy | 17 | 0.10 | 1.99139 | 0.00000 | 0.00000 | ||
70 | 2023.04.14 13:02 | modify | 17 | 0.10 | 1.99139 | 1.98714 | 2.00044 | ||
71 | 2023.04.14 13:02 | modify | 16 | 0.10 | 1.98644 | 1.98714 | 2.00044 | ||
72 | 2023.04.14 14:21 | buy | 18 | 0.10 | 1.99491 | 0.00000 | 0.00000 | ||
73 | 2023.04.14 14:21 | modify | 18 | 0.10 | 1.99491 | 1.98994 | 2.00044 | ||
74 | 2023.04.14 14:21 | modify | 17 | 0.10 | 1.99139 | 1.98994 | 2.00044 | ||
75 | 2023.04.14 14:21 | modify | 16 | 0.10 | 1.98644 | 1.98994 | 2.00044 | ||
76 | 2023.04.14 14:22 | buy | 19 | 0.10 | 1.99625 | 0.00000 | 0.00000 | ||
77 | 2023.04.14 14:22 | modify | 19 | 0.10 | 1.99625 | 1.99134 | 2.00044 | ||
78 | 2023.04.14 14:22 | modify | 18 | 0.10 | 1.99491 | 1.99134 | 2.00044 | ||
79 | 2023.04.14 14:22 | modify | 17 | 0.10 | 1.99139 | 1.99134 | 2.00044 | ||
80 | 2023.04.14 14:22 | modify | 16 | 0.10 | 1.98644 | 1.99134 | 2.00044 | ||
81 | 2023.04.14 15:03 | t/p | 16 | 0.10 | 2.00044 | 1.99134 | 2.00044 | 86.15 | 10667.67 |
82 | 2023.04.14 15:03 | t/p | 17 | 0.10 | 2.00044 | 1.99134 | 2.00044 | 55.93 | 10723.60 |
83 | 2023.04.14 15:03 | t/p | 18 | 0.10 | 2.00044 | 1.99134 | 2.00044 | 34.18 | 10757.78 |
84 | 2023.04.14 15:03 | t/p | 19 | 0.10 | 2.00044 | 1.99134 | 2.00044 | 25.90 | 10783.68 |
85 | 2023.05.12 12:00 | sell | 20 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
86 | 2023.05.12 12:00 | modify | 20 | 0.10 | 2.01067 | 2.02467 | 1.99667 | ||
87 | 2023.05.15 05:13 | sell | 21 | 0.10 | 2.00575 | 0.00000 | 0.00000 | ||
88 | 2023.05.15 05:13 | modify | 21 | 0.10 | 2.00575 | 2.00997 | 1.99667 | ||
89 | 2023.05.15 05:13 | modify | 20 | 0.10 | 2.01067 | 2.00997 | 1.99667 | ||
90 | 2023.05.15 09:44 | s/l | 20 | 0.10 | 2.00997 | 2.00997 | 1.99667 | 4.37 | 10788.04 |
91 | 2023.05.15 09:44 | s/l | 21 | 0.10 | 2.00997 | 2.00997 | 1.99667 | -26.09 | 10761.95 |