Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 80127 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1149.40 | Gross profit | 1188.61 | Gross loss | -39.21 |
Profit factor | 30.31 | Expected payoff | 45.98 | ||
Absolute drawdown | 8.10 | Maximal drawdown | 177.84 (1.63%) | Relative drawdown | 1.63% (177.84) |
Total trades | 25 | Short positions (won %) | 16 (87.50%) | Long positions (won %) | 9 (100.00%) |
Profit trades (% of total) | 23 (92.00%) | Loss trades (% of total) | 2 (8.00%) | ||
Largest | profit trade | 92.88 | loss trade | -24.74 | |
Average | profit trade | 51.68 | loss trade | -19.61 | |
Maximum | consecutive wins (profit in money) | 23 (1188.61) | consecutive losses (loss in money) | 2 (-39.21) | |
Maximal | consecutive profit (count of wins) | 1188.61 (23) | consecutive loss (count of losses) | -39.21 (2) | |
Average | consecutive wins | 23 | 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 | 1.86693 | 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 | 1.88168 | 1.89593 | ||
5 | 2022.08.15 04:40 | modify | 1 | 0.10 | 1.88093 | 1.88168 | 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 | 1.88693 | 1.89593 | ||
12 | 2022.08.15 08:10 | modify | 3 | 0.10 | 1.88932 | 1.88693 | 1.89593 | ||
13 | 2022.08.15 08:10 | modify | 2 | 0.10 | 1.88793 | 1.88693 | 1.89593 | ||
14 | 2022.08.15 08:10 | modify | 1 | 0.10 | 1.88093 | 1.88693 | 1.89593 | ||
15 | 2022.08.15 09:15 | t/p | 1 | 0.10 | 1.89593 | 1.88693 | 1.89593 | 92.75 | 10092.75 |
16 | 2022.08.15 09:15 | t/p | 2 | 0.10 | 1.89593 | 1.88693 | 1.89593 | 49.46 | 10142.21 |
17 | 2022.08.15 09:15 | t/p | 3 | 0.10 | 1.89593 | 1.88693 | 1.89593 | 40.87 | 10183.08 |
18 | 2022.08.15 09:15 | t/p | 4 | 0.10 | 1.89593 | 1.88693 | 1.89593 | 17.62 | 10200.70 |
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 | 1.92342 | 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 | 1.90867 | 1.89442 | ||
23 | 2022.09.07 09:50 | modify | 5 | 0.10 | 1.90942 | 1.90867 | 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 | 1.90342 | 1.89442 | ||
30 | 2022.09.07 20:05 | modify | 7 | 0.10 | 1.90111 | 1.90342 | 1.89442 | ||
31 | 2022.09.07 20:05 | modify | 6 | 0.10 | 1.90264 | 1.90342 | 1.89442 | ||
32 | 2022.09.07 20:05 | modify | 5 | 0.10 | 1.90942 | 1.90342 | 1.89442 | ||
33 | 2022.09.07 21:15 | t/p | 5 | 0.10 | 1.89442 | 1.90342 | 1.89442 | 92.77 | 10293.47 |
34 | 2022.09.07 21:15 | t/p | 6 | 0.10 | 1.89442 | 1.90342 | 1.89442 | 50.84 | 10344.31 |
35 | 2022.09.07 21:15 | t/p | 7 | 0.10 | 1.89442 | 1.90342 | 1.89442 | 41.38 | 10385.69 |
36 | 2022.09.07 21:15 | t/p | 8 | 0.10 | 1.89442 | 1.90342 | 1.89442 | 18.43 | 10404.12 |
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 | 1.87398 | 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 | 1.89398 | 1.90298 | ||
41 | 2023.02.03 14:50 | modify | 9 | 0.10 | 1.88798 | 1.89398 | 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 | 1.89398 | 1.90298 | ||
45 | 2023.02.03 17:15 | t/p | 9 | 0.10 | 1.90298 | 1.89398 | 1.90298 | 92.75 | 10496.87 |
46 | 2023.02.03 17:15 | t/p | 10 | 0.10 | 1.90298 | 1.89398 | 1.90298 | 17.81 | 10514.68 |
47 | 2023.02.03 17:15 | t/p | 11 | 0.10 | 1.90298 | 1.89398 | 1.90298 | 40.57 | 10555.25 |
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 | 1.96159 | 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 | 1.94684 | 1.93259 | ||
52 | 2023.02.22 06:40 | modify | 12 | 0.10 | 1.94759 | 1.94684 | 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 | 1.94159 | 1.93259 | ||
59 | 2023.02.22 15:59 | modify | 14 | 0.10 | 1.93918 | 1.94159 | 1.93259 | ||
60 | 2023.02.22 15:59 | modify | 13 | 0.10 | 1.94058 | 1.94159 | 1.93259 | ||
61 | 2023.02.22 15:59 | modify | 12 | 0.10 | 1.94759 | 1.94159 | 1.93259 | ||
62 | 2023.02.23 01:40 | t/p | 12 | 0.10 | 1.93259 | 1.94159 | 1.93259 | 92.88 | 10648.13 |
63 | 2023.02.23 01:40 | t/p | 13 | 0.10 | 1.93259 | 1.94159 | 1.93259 | 49.53 | 10697.66 |
64 | 2023.02.23 01:40 | t/p | 14 | 0.10 | 1.93259 | 1.94159 | 1.93259 | 40.87 | 10738.53 |
65 | 2023.02.23 01:40 | t/p | 15 | 0.10 | 1.93259 | 1.94159 | 1.93259 | 18.35 | 10756.88 |
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 | 1.97049 | 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 | 1.95574 | 1.94149 | ||
70 | 2023.02.28 17:30 | modify | 16 | 0.10 | 1.95649 | 1.95574 | 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 | 1.95049 | 1.94149 | ||
77 | 2023.02.28 22:35 | modify | 18 | 0.10 | 1.94810 | 1.95049 | 1.94149 | ||
78 | 2023.02.28 22:35 | modify | 17 | 0.10 | 1.94974 | 1.95049 | 1.94149 | ||
79 | 2023.02.28 22:35 | modify | 16 | 0.10 | 1.95649 | 1.95049 | 1.94149 | ||
80 | 2023.03.01 02:40 | t/p | 16 | 0.10 | 1.94149 | 1.95049 | 1.94149 | 92.81 | 10849.69 |
81 | 2023.03.01 02:40 | t/p | 17 | 0.10 | 1.94149 | 1.95049 | 1.94149 | 51.07 | 10900.76 |
82 | 2023.03.01 02:40 | t/p | 18 | 0.10 | 1.94149 | 1.95049 | 1.94149 | 40.92 | 10941.67 |
83 | 2023.03.01 02:40 | t/p | 19 | 0.10 | 1.94149 | 1.95049 | 1.94149 | 16.93 | 10958.60 |
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 | 2.02045 | 1.99145 | ||
86 | 2023.04.13 13:40 | t/p | 20 | 0.10 | 1.99145 | 2.02045 | 1.99145 | 92.88 | 11051.48 |
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 | 1.97393 | 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 | 1.99393 | 2.00293 | ||
91 | 2023.04.14 14:50 | modify | 21 | 0.10 | 1.98793 | 1.99393 | 2.00293 | ||
92 | 2023.04.17 04:40 | t/p | 21 | 0.10 | 2.00293 | 1.99393 | 2.00293 | 92.38 | 11143.86 |
93 | 2023.04.17 04:40 | t/p | 22 | 0.10 | 2.00293 | 1.99393 | 2.00293 | 16.76 | 11160.63 |
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 | 2.07574 | 2.04674 | ||
96 | 2023.06.02 04:15 | sell | 24 | 0.10 | 2.05324 | 0.00000 | 0.00000 | ||
97 | 2023.06.02 04:15 | modify | 24 | 0.10 | 2.05324 | 2.05724 | 2.04674 | ||
98 | 2023.06.02 04:15 | modify | 23 | 0.10 | 2.06174 | 2.05724 | 2.04674 | ||
99 | 2023.06.02 04:25 | sell | 25 | 0.10 | 2.05490 | 0.00000 | 0.00000 | ||
100 | 2023.06.02 04:25 | modify | 25 | 0.10 | 2.05490 | 2.06099 | 2.04674 | ||
101 | 2023.06.02 04:30 | modify | 25 | 0.10 | 2.05490 | 2.05724 | 2.04674 | ||
102 | 2023.06.02 04:40 | s/l | 23 | 0.10 | 2.05724 | 2.05724 | 2.04674 | 27.98 | 11188.61 |
103 | 2023.06.02 04:40 | s/l | 24 | 0.10 | 2.05724 | 2.05724 | 2.04674 | -24.74 | 11163.87 |
104 | 2023.06.02 04:40 | s/l | 25 | 0.10 | 2.05724 | 2.05724 | 2.04674 | -14.47 | 11149.40 |