Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.07.01 00:00 - 2023.06.30 20:59 (2022.07.01 - 2023.07.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 7233 | Ticks modelled | 13464 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 194.98 | Gross profit | 1072.99 | Gross loss | -878.01 |
Profit factor | 1.22 | Expected payoff | 6.96 | ||
Absolute drawdown | 136.66 | Maximal drawdown | 419.27 (4.01%) | Relative drawdown | 4.01% (419.27) |
Total trades | 28 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 13 (53.85%) |
Profit trades (% of total) | 16 (57.14%) | Loss trades (% of total) | 12 (42.86%) | ||
Largest | profit trade | 86.72 | loss trade | -88.05 | |
Average | profit trade | 67.06 | loss trade | -73.17 | |
Maximum | consecutive wins (profit in money) | 7 (566.49) | consecutive losses (loss in money) | 3 (-206.39) | |
Maximal | consecutive profit (count of wins) | 566.49 (7) | consecutive loss (count of losses) | -206.39 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.10 18:00 | buy | 1 | 0.10 | 1.90693 | 0.00000 | 0.00000 | ||
2 | 2022.08.10 18:00 | modify | 1 | 0.10 | 1.90693 | 1.89293 | 1.92093 | ||
3 | 2022.08.12 03:00 | s/l | 1 | 0.10 | 1.89293 | 1.89293 | 1.92093 | -88.05 | 9911.95 |
4 | 2022.08.12 06:00 | buy | 2 | 0.10 | 1.88728 | 0.00000 | 0.00000 | ||
5 | 2022.08.12 06:00 | modify | 2 | 0.10 | 1.88728 | 1.87328 | 1.90128 | ||
6 | 2022.08.15 14:00 | t/p | 2 | 0.10 | 1.90128 | 1.87328 | 1.90128 | 86.23 | 9998.18 |
7 | 2022.09.13 20:00 | sell | 3 | 0.10 | 1.91870 | 0.00000 | 0.00000 | ||
8 | 2022.09.13 20:00 | modify | 3 | 0.10 | 1.91870 | 1.93270 | 1.90470 | ||
9 | 2022.09.16 09:00 | sell | 4 | 0.10 | 1.91014 | 0.00000 | 0.00000 | ||
10 | 2022.09.16 09:00 | modify | 4 | 0.10 | 1.91014 | 1.91520 | 1.90470 | ||
11 | 2022.09.16 09:00 | modify | 3 | 0.10 | 1.91870 | 1.91520 | 1.90470 | ||
12 | 2022.09.16 14:00 | s/l | 3 | 0.10 | 1.91520 | 1.91520 | 1.90470 | 21.84 | 10020.02 |
13 | 2022.09.16 14:00 | s/l | 4 | 0.10 | 1.91520 | 1.91520 | 1.90470 | -31.30 | 9988.72 |
14 | 2022.09.23 19:00 | buy | 5 | 0.10 | 1.89215 | 0.00000 | 0.00000 | ||
15 | 2022.09.23 19:00 | modify | 5 | 0.10 | 1.89215 | 1.87815 | 1.90615 | ||
16 | 2022.09.25 21:00 | s/l | 5 | 0.10 | 1.87815 | 1.87815 | 1.90615 | -86.60 | 9902.12 |
17 | 2022.10.02 21:00 | sell | 6 | 0.10 | 1.99059 | 0.00000 | 0.00000 | ||
18 | 2022.10.02 21:00 | modify | 6 | 0.10 | 1.99059 | 2.00459 | 1.97659 | ||
19 | 2022.10.03 02:00 | t/p | 6 | 0.10 | 1.97659 | 2.00459 | 1.97659 | 86.65 | 9988.77 |
20 | 2022.11.03 20:00 | buy | 7 | 0.10 | 1.93231 | 0.00000 | 0.00000 | ||
21 | 2022.11.03 20:00 | modify | 7 | 0.10 | 1.93231 | 1.91831 | 1.94631 | ||
22 | 2022.11.04 13:00 | s/l | 7 | 0.10 | 1.91831 | 1.91831 | 1.94631 | -86.96 | 9901.81 |
23 | 2022.11.04 14:00 | buy | 8 | 0.10 | 1.91638 | 0.00000 | 0.00000 | ||
24 | 2022.11.04 14:00 | modify | 8 | 0.10 | 1.91638 | 1.90238 | 1.93038 | ||
25 | 2022.11.06 22:00 | buy | 9 | 0.10 | 1.92228 | 0.00000 | 0.00000 | ||
26 | 2022.11.06 22:00 | modify | 9 | 0.10 | 1.92228 | 1.91708 | 1.93038 | ||
27 | 2022.11.06 22:00 | modify | 8 | 0.10 | 1.91638 | 1.91708 | 1.93038 | ||
28 | 2022.11.07 10:00 | t/p | 8 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 86.23 | 9988.05 |
29 | 2022.11.07 10:00 | t/p | 9 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 49.73 | 10037.78 |
30 | 2023.02.02 04:00 | buy | 10 | 0.10 | 1.89679 | 0.00000 | 0.00000 | ||
31 | 2023.02.02 04:00 | modify | 10 | 0.10 | 1.89679 | 1.88279 | 1.91079 | ||
32 | 2023.02.06 12:00 | t/p | 10 | 0.10 | 1.91079 | 1.88279 | 1.91079 | 85.86 | 10123.64 |
33 | 2023.02.21 19:00 | sell | 11 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
34 | 2023.02.21 19:00 | modify | 11 | 0.10 | 1.94972 | 1.96372 | 1.93572 | ||
35 | 2023.02.22 16:00 | t/p | 11 | 0.10 | 1.93572 | 1.96372 | 1.93572 | 86.65 | 10210.29 |
36 | 2023.02.28 10:00 | sell | 12 | 0.10 | 1.96482 | 0.00000 | 0.00000 | ||
37 | 2023.02.28 10:00 | modify | 12 | 0.10 | 1.96482 | 1.97882 | 1.95082 | ||
38 | 2023.02.28 18:00 | t/p | 12 | 0.10 | 1.95082 | 1.97882 | 1.95082 | 86.61 | 10296.90 |
39 | 2023.03.01 13:00 | buy | 13 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
40 | 2023.03.01 13:00 | modify | 13 | 0.10 | 1.92478 | 1.91078 | 1.93878 | ||
41 | 2023.03.06 09:00 | t/p | 13 | 0.10 | 1.93878 | 1.91078 | 1.93878 | 84.76 | 10381.66 |
42 | 2023.03.10 11:00 | sell | 14 | 0.10 | 1.96139 | 0.00000 | 0.00000 | ||
43 | 2023.03.10 11:00 | modify | 14 | 0.10 | 1.96139 | 1.97539 | 1.94739 | ||
44 | 2023.03.13 14:00 | t/p | 14 | 0.10 | 1.94739 | 1.97539 | 1.94739 | 86.65 | 10468.30 |
45 | 2023.03.20 20:00 | sell | 15 | 0.10 | 1.96454 | 0.00000 | 0.00000 | ||
46 | 2023.03.20 20:00 | modify | 15 | 0.10 | 1.96454 | 1.97854 | 1.95054 | ||
47 | 2023.03.21 10:00 | s/l | 15 | 0.10 | 1.97854 | 1.97854 | 1.95054 | -86.57 | 10381.73 |
48 | 2023.04.06 17:00 | sell | 16 | 0.10 | 1.99211 | 0.00000 | 0.00000 | ||
49 | 2023.04.06 17:00 | modify | 16 | 0.10 | 1.99211 | 2.00611 | 1.97811 | ||
50 | 2023.04.11 17:00 | s/l | 16 | 0.10 | 2.00611 | 2.00611 | 1.97811 | -86.50 | 10295.23 |
51 | 2023.04.13 18:00 | buy | 17 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
52 | 2023.04.13 18:00 | modify | 17 | 0.10 | 1.98644 | 1.97244 | 2.00044 | ||
53 | 2023.04.14 16:00 | t/p | 17 | 0.10 | 2.00044 | 1.97244 | 2.00044 | 86.22 | 10381.45 |
54 | 2023.04.17 06:00 | sell | 18 | 0.10 | 2.00296 | 0.00000 | 0.00000 | ||
55 | 2023.04.17 06:00 | modify | 18 | 0.10 | 2.00296 | 2.01696 | 1.98896 | ||
56 | 2023.04.20 00:00 | s/l | 18 | 0.10 | 2.01696 | 2.01696 | 1.98896 | -86.43 | 10295.03 |
57 | 2023.04.26 10:00 | sell | 19 | 0.10 | 2.03518 | 0.00000 | 0.00000 | ||
58 | 2023.04.26 10:00 | modify | 19 | 0.10 | 2.03518 | 2.04918 | 2.02118 | ||
59 | 2023.04.27 10:00 | sell | 20 | 0.10 | 2.02649 | 0.00000 | 0.00000 | ||
60 | 2023.04.27 10:00 | modify | 20 | 0.10 | 2.02649 | 2.03168 | 2.02118 | ||
61 | 2023.04.27 10:00 | modify | 19 | 0.10 | 2.03518 | 2.03168 | 2.02118 | ||
62 | 2023.04.27 14:00 | s/l | 19 | 0.10 | 2.03168 | 2.03168 | 2.02118 | 21.76 | 10316.79 |
63 | 2023.04.27 14:00 | s/l | 20 | 0.10 | 2.03168 | 2.03168 | 2.02118 | -32.11 | 10284.68 |
64 | 2023.05.02 08:00 | buy | 21 | 0.10 | 2.01692 | 0.00000 | 0.00000 | ||
65 | 2023.05.02 08:00 | modify | 21 | 0.10 | 2.01692 | 2.00292 | 2.03092 | ||
66 | 2023.05.03 00:00 | s/l | 21 | 0.10 | 2.00292 | 2.00292 | 2.03092 | -86.96 | 10197.72 |
67 | 2023.05.04 19:00 | buy | 22 | 0.10 | 2.00109 | 0.00000 | 0.00000 | ||
68 | 2023.05.04 19:00 | modify | 22 | 0.10 | 2.00109 | 1.98709 | 2.01509 | ||
69 | 2023.05.08 19:00 | s/l | 22 | 0.10 | 1.98709 | 1.98709 | 2.01509 | -87.32 | 10110.40 |
70 | 2023.05.12 12:00 | sell | 23 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
71 | 2023.05.12 12:00 | modify | 23 | 0.10 | 2.01067 | 2.02467 | 1.99667 | ||
72 | 2023.05.17 08:00 | t/p | 23 | 0.10 | 1.99667 | 2.02467 | 1.99667 | 86.72 | 10197.12 |
73 | 2023.05.17 11:00 | buy | 24 | 0.10 | 1.99213 | 0.00000 | 0.00000 | ||
74 | 2023.05.17 11:00 | modify | 24 | 0.10 | 1.99213 | 1.97813 | 2.00613 | ||
75 | 2023.05.17 23:00 | buy | 25 | 0.10 | 2.00074 | 0.00000 | 0.00000 | ||
76 | 2023.05.17 23:00 | modify | 25 | 0.10 | 2.00074 | 1.99563 | 2.00613 | ||
77 | 2023.05.17 23:00 | modify | 24 | 0.10 | 1.99213 | 1.99563 | 2.00613 | ||
78 | 2023.05.18 01:00 | s/l | 24 | 0.10 | 1.99563 | 1.99563 | 2.00613 | 20.55 | 10217.67 |
79 | 2023.05.18 01:00 | s/l | 25 | 0.10 | 1.99563 | 1.99563 | 2.00613 | -32.71 | 10184.96 |
80 | 2023.05.24 08:00 | sell | 26 | 0.10 | 2.02261 | 0.00000 | 0.00000 | ||
81 | 2023.05.24 08:00 | modify | 26 | 0.10 | 2.02261 | 2.03661 | 2.00861 | ||
82 | 2023.05.25 12:00 | s/l | 26 | 0.10 | 2.03661 | 2.03661 | 2.00861 | -86.50 | 10098.46 |
83 | 2023.06.28 04:00 | sell | 27 | 0.10 | 2.07964 | 0.00000 | 0.00000 | ||
84 | 2023.06.28 04:00 | modify | 27 | 0.10 | 2.07964 | 2.09364 | 2.06564 | ||
85 | 2023.06.30 17:00 | sell | 28 | 0.10 | 2.07100 | 0.00000 | 0.00000 | ||
86 | 2023.06.30 17:00 | modify | 28 | 0.10 | 2.07100 | 2.07614 | 2.06564 | ||
87 | 2023.06.30 17:00 | modify | 27 | 0.10 | 2.07964 | 2.07614 | 2.06564 | ||
88 | 2023.06.30 20:59 | close at stop | 28 | 0.10 | 2.06753 | 2.07614 | 2.06564 | 21.46 | 10119.92 |
89 | 2023.06.30 20:59 | close at stop | 27 | 0.10 | 2.06753 | 2.07614 | 2.06564 | 75.06 | 10194.98 |