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=1; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 1536.21 | Gross profit | 2061.68 | Gross loss | -525.47 |
Profit factor | 3.92 | Expected payoff | 38.41 | ||
Absolute drawdown | 45.97 | Maximal drawdown | 235.45 (2.25%) | Relative drawdown | 2.25% (235.45) |
Total trades | 40 | Short positions (won %) | 20 (75.00%) | Long positions (won %) | 20 (80.00%) |
Profit trades (% of total) | 31 (77.50%) | Loss trades (% of total) | 9 (22.50%) | ||
Largest | profit trade | 92.98 | loss trade | -94.27 | |
Average | profit trade | 66.51 | loss trade | -58.39 | |
Maximum | consecutive wins (profit in money) | 10 (729.21) | consecutive losses (loss in money) | 2 (-123.05) | |
Maximal | consecutive profit (count of wins) | 729.21 (10) | consecutive loss (count of losses) | -123.05 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.06 11:00 | buy | 1 | 0.10 | 1.93247 | 0.00000 | 0.00000 | ||
2 | 2022.07.06 11:00 | modify | 1 | 0.10 | 1.93247 | 1.91747 | 1.94747 | ||
3 | 2022.07.07 21:00 | t/p | 1 | 0.10 | 1.94747 | 1.91747 | 1.94747 | 91.71 | 10091.71 |
4 | 2022.07.18 15:00 | sell | 2 | 0.10 | 1.94516 | 0.00000 | 0.00000 | ||
5 | 2022.07.18 15:00 | modify | 2 | 0.10 | 1.94516 | 1.96016 | 1.93016 | ||
6 | 2022.07.19 04:00 | sell | 3 | 0.10 | 1.93588 | 0.00000 | 0.00000 | ||
7 | 2022.07.19 04:00 | modify | 3 | 0.10 | 1.93588 | 1.94066 | 1.93016 | ||
8 | 2022.07.19 04:00 | modify | 2 | 0.10 | 1.94516 | 1.94066 | 1.93016 | ||
9 | 2022.07.19 09:00 | t/p | 2 | 0.10 | 1.93016 | 1.94066 | 1.93016 | 92.86 | 10184.57 |
10 | 2022.07.19 09:00 | t/p | 3 | 0.10 | 1.93016 | 1.94066 | 1.93016 | 35.39 | 10219.96 |
11 | 2022.08.04 12:00 | buy | 4 | 0.10 | 1.92112 | 0.00000 | 0.00000 | ||
12 | 2022.08.04 12:00 | modify | 4 | 0.10 | 1.92112 | 1.90612 | 1.93612 | ||
13 | 2022.08.07 22:00 | buy | 5 | 0.10 | 1.93322 | 0.00000 | 0.00000 | ||
14 | 2022.08.07 22:00 | modify | 5 | 0.10 | 1.93322 | 1.92862 | 1.93612 | ||
15 | 2022.08.07 22:00 | modify | 4 | 0.10 | 1.92112 | 1.92862 | 1.93612 | ||
16 | 2022.08.08 07:00 | t/p | 4 | 0.10 | 1.93612 | 1.92862 | 1.93612 | 92.08 | 10312.04 |
17 | 2022.08.08 07:00 | t/p | 5 | 0.10 | 1.93612 | 1.92862 | 1.93612 | 17.58 | 10329.62 |
18 | 2022.08.11 12:00 | buy | 6 | 0.10 | 1.89711 | 0.00000 | 0.00000 | ||
19 | 2022.08.11 12:00 | modify | 6 | 0.10 | 1.89711 | 1.88211 | 1.91211 | ||
20 | 2022.08.12 13:00 | s/l | 6 | 0.10 | 1.88211 | 1.88211 | 1.91211 | -93.18 | 10236.44 |
21 | 2022.08.25 09:00 | buy | 7 | 0.10 | 1.89603 | 0.00000 | 0.00000 | ||
22 | 2022.08.25 09:00 | modify | 7 | 0.10 | 1.89603 | 1.88103 | 1.91103 | ||
23 | 2022.08.26 10:00 | buy | 8 | 0.10 | 1.90523 | 0.00000 | 0.00000 | ||
24 | 2022.08.26 10:00 | modify | 8 | 0.10 | 1.90523 | 1.90053 | 1.91103 | ||
25 | 2022.08.26 10:00 | modify | 7 | 0.10 | 1.89603 | 1.90053 | 1.91103 | ||
26 | 2022.08.26 15:00 | t/p | 7 | 0.10 | 1.91103 | 1.90053 | 1.91103 | 92.44 | 10328.89 |
27 | 2022.08.26 15:00 | t/p | 8 | 0.10 | 1.91103 | 1.90053 | 1.91103 | 35.89 | 10364.78 |
28 | 2022.09.20 09:00 | sell | 9 | 0.10 | 1.93206 | 0.00000 | 0.00000 | ||
29 | 2022.09.20 09:00 | modify | 9 | 0.10 | 1.93206 | 1.94706 | 1.91706 | ||
30 | 2022.09.22 18:00 | sell | 10 | 0.10 | 1.92584 | 0.00000 | 0.00000 | ||
31 | 2022.09.22 18:00 | modify | 10 | 0.10 | 1.92584 | 1.93131 | 1.91706 | ||
32 | 2022.09.22 18:00 | modify | 9 | 0.10 | 1.93206 | 1.93131 | 1.91706 | ||
33 | 2022.09.23 10:00 | s/l | 9 | 0.10 | 1.93131 | 1.93131 | 1.91706 | 4.82 | 10369.60 |
34 | 2022.09.23 10:00 | s/l | 10 | 0.10 | 1.93131 | 1.93131 | 1.91706 | -33.81 | 10335.79 |
35 | 2022.10.18 11:00 | buy | 11 | 0.10 | 1.98808 | 0.00000 | 0.00000 | ||
36 | 2022.10.18 11:00 | modify | 11 | 0.10 | 1.98808 | 1.97308 | 2.00308 | ||
37 | 2022.10.18 19:00 | buy | 12 | 0.10 | 1.99417 | 0.00000 | 0.00000 | ||
38 | 2022.10.18 19:00 | modify | 12 | 0.10 | 1.99417 | 1.98883 | 2.00308 | ||
39 | 2022.10.18 19:00 | modify | 11 | 0.10 | 1.98808 | 1.98883 | 2.00308 | ||
40 | 2022.10.18 21:00 | s/l | 11 | 0.10 | 1.98883 | 1.98883 | 2.00308 | 4.64 | 10340.43 |
41 | 2022.10.18 21:00 | s/l | 12 | 0.10 | 1.98883 | 1.98883 | 2.00308 | -33.04 | 10307.39 |
42 | 2022.11.07 18:00 | sell | 13 | 0.10 | 1.94109 | 0.00000 | 0.00000 | ||
43 | 2022.11.07 18:00 | modify | 13 | 0.10 | 1.94109 | 1.95609 | 1.92609 | ||
44 | 2022.11.08 11:00 | sell | 14 | 0.10 | 1.93194 | 0.00000 | 0.00000 | ||
45 | 2022.11.08 11:00 | modify | 14 | 0.10 | 1.93194 | 1.93659 | 1.92609 | ||
46 | 2022.11.08 11:00 | modify | 13 | 0.10 | 1.94109 | 1.93659 | 1.92609 | ||
47 | 2022.11.08 18:00 | s/l | 13 | 0.10 | 1.93659 | 1.93659 | 1.92609 | 27.89 | 10335.28 |
48 | 2022.11.08 18:00 | s/l | 14 | 0.10 | 1.93659 | 1.93659 | 1.92609 | -28.78 | 10306.50 |
49 | 2022.11.29 10:00 | buy | 15 | 0.10 | 1.92483 | 0.00000 | 0.00000 | ||
50 | 2022.11.29 10:00 | modify | 15 | 0.10 | 1.92483 | 1.90983 | 1.93983 | ||
51 | 2022.12.01 06:00 | s/l | 15 | 0.10 | 1.90983 | 1.90983 | 1.93983 | -94.27 | 10212.22 |
52 | 2023.01.19 17:00 | sell | 16 | 0.10 | 1.93962 | 0.00000 | 0.00000 | ||
53 | 2023.01.19 17:00 | modify | 16 | 0.10 | 1.93962 | 1.95462 | 1.92462 | ||
54 | 2023.01.20 08:00 | t/p | 16 | 0.10 | 1.92462 | 1.95462 | 1.92462 | 92.87 | 10305.09 |
55 | 2023.01.31 11:00 | sell | 17 | 0.10 | 1.91973 | 0.00000 | 0.00000 | ||
56 | 2023.01.31 11:00 | modify | 17 | 0.10 | 1.91973 | 1.93473 | 1.90473 | ||
57 | 2023.01.31 16:00 | t/p | 17 | 0.10 | 1.90473 | 1.93473 | 1.90473 | 92.83 | 10397.92 |
58 | 2023.02.02 10:00 | buy | 18 | 0.10 | 1.89350 | 0.00000 | 0.00000 | ||
59 | 2023.02.02 10:00 | modify | 18 | 0.10 | 1.89350 | 1.87850 | 1.90850 | ||
60 | 2023.02.06 01:00 | buy | 19 | 0.10 | 1.90559 | 0.00000 | 0.00000 | ||
61 | 2023.02.06 01:00 | modify | 19 | 0.10 | 1.90559 | 1.90100 | 1.90850 | ||
62 | 2023.02.06 01:00 | modify | 18 | 0.10 | 1.89350 | 1.90100 | 1.90850 | ||
63 | 2023.02.06 09:00 | t/p | 18 | 0.10 | 1.90850 | 1.90100 | 1.90850 | 92.08 | 10490.00 |
64 | 2023.02.06 09:00 | t/p | 19 | 0.10 | 1.90850 | 1.90100 | 1.90850 | 18.00 | 10508.00 |
65 | 2023.02.06 15:00 | sell | 20 | 0.10 | 1.91642 | 0.00000 | 0.00000 | ||
66 | 2023.02.06 15:00 | modify | 20 | 0.10 | 1.91642 | 1.93142 | 1.90142 | ||
67 | 2023.02.07 04:00 | t/p | 20 | 0.10 | 1.90142 | 1.93142 | 1.90142 | 92.87 | 10600.86 |
68 | 2023.02.13 09:00 | buy | 21 | 0.10 | 1.90091 | 0.00000 | 0.00000 | ||
69 | 2023.02.13 09:00 | modify | 21 | 0.10 | 1.90091 | 1.88591 | 1.91591 | ||
70 | 2023.02.14 03:00 | t/p | 21 | 0.10 | 1.91591 | 1.88591 | 1.91591 | 92.44 | 10693.31 |
71 | 2023.02.21 16:00 | sell | 22 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
72 | 2023.02.21 16:00 | modify | 22 | 0.10 | 1.94727 | 1.96227 | 1.93227 | ||
73 | 2023.02.22 17:00 | sell | 23 | 0.10 | 1.93512 | 0.00000 | 0.00000 | ||
74 | 2023.02.22 17:00 | modify | 23 | 0.10 | 1.93512 | 1.93977 | 1.93227 | ||
75 | 2023.02.22 17:00 | modify | 22 | 0.10 | 1.94727 | 1.93977 | 1.93227 | ||
76 | 2023.02.23 02:00 | t/p | 22 | 0.10 | 1.93227 | 1.93977 | 1.93227 | 92.98 | 10786.28 |
77 | 2023.02.23 02:00 | t/p | 23 | 0.10 | 1.93227 | 1.93977 | 1.93227 | 17.75 | 10804.03 |
78 | 2023.02.28 09:00 | sell | 24 | 0.10 | 1.96583 | 0.00000 | 0.00000 | ||
79 | 2023.02.28 09:00 | modify | 24 | 0.10 | 1.96583 | 1.98083 | 1.95083 | ||
80 | 2023.02.28 18:00 | t/p | 24 | 0.10 | 1.95083 | 1.98083 | 1.95083 | 92.83 | 10896.86 |
81 | 2023.03.01 09:00 | buy | 25 | 0.10 | 1.93155 | 0.00000 | 0.00000 | ||
82 | 2023.03.01 09:00 | modify | 25 | 0.10 | 1.93155 | 1.91655 | 1.94655 | ||
83 | 2023.03.06 12:00 | buy | 26 | 0.10 | 1.94362 | 0.00000 | 0.00000 | ||
84 | 2023.03.06 12:00 | modify | 26 | 0.10 | 1.94362 | 1.93905 | 1.94655 | ||
85 | 2023.03.06 12:00 | modify | 25 | 0.10 | 1.93155 | 1.93905 | 1.94655 | ||
86 | 2023.03.06 14:00 | s/l | 25 | 0.10 | 1.93905 | 1.93905 | 1.94655 | 44.57 | 10941.43 |
87 | 2023.03.06 14:00 | s/l | 26 | 0.10 | 1.93905 | 1.93905 | 1.94655 | -28.28 | 10913.15 |
88 | 2023.03.10 10:00 | sell | 27 | 0.10 | 1.96190 | 0.00000 | 0.00000 | ||
89 | 2023.03.10 10:00 | modify | 27 | 0.10 | 1.96190 | 1.97690 | 1.94690 | ||
90 | 2023.03.13 14:00 | t/p | 27 | 0.10 | 1.94690 | 1.97690 | 1.94690 | 92.87 | 11006.02 |
91 | 2023.03.20 16:00 | sell | 28 | 0.10 | 1.96235 | 0.00000 | 0.00000 | ||
92 | 2023.03.20 16:00 | modify | 28 | 0.10 | 1.96235 | 1.97735 | 1.94735 | ||
93 | 2023.03.21 09:00 | s/l | 28 | 0.10 | 1.97735 | 1.97735 | 1.94735 | -92.79 | 10913.23 |
94 | 2023.04.11 10:00 | sell | 29 | 0.10 | 2.00141 | 0.00000 | 0.00000 | ||
95 | 2023.04.11 10:00 | modify | 29 | 0.10 | 2.00141 | 2.01641 | 1.98641 | ||
96 | 2023.04.13 17:00 | t/p | 29 | 0.10 | 1.98641 | 2.01641 | 1.98641 | 92.98 | 11006.20 |
97 | 2023.05.02 12:00 | buy | 30 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
98 | 2023.05.02 12:00 | modify | 30 | 0.10 | 2.00865 | 1.99365 | 2.02365 | ||
99 | 2023.05.03 22:00 | buy | 31 | 0.10 | 2.01793 | 0.00000 | 0.00000 | ||
100 | 2023.05.03 22:00 | modify | 31 | 0.10 | 2.01793 | 2.01315 | 2.02365 | ||
101 | 2023.05.03 22:00 | modify | 30 | 0.10 | 2.00865 | 2.01315 | 2.02365 | ||
102 | 2023.05.03 23:00 | t/p | 30 | 0.10 | 2.02365 | 2.01315 | 2.02365 | 92.44 | 11098.65 |
103 | 2023.05.03 23:00 | t/p | 31 | 0.10 | 2.02365 | 2.01315 | 2.02365 | 35.39 | 11134.04 |
104 | 2023.05.08 14:00 | buy | 32 | 0.10 | 1.99021 | 0.00000 | 0.00000 | ||
105 | 2023.05.08 14:00 | modify | 32 | 0.10 | 1.99021 | 1.97521 | 2.00521 | ||
106 | 2023.05.12 08:00 | t/p | 32 | 0.10 | 2.00521 | 1.97521 | 2.00521 | 90.61 | 11224.65 |
107 | 2023.05.12 08:00 | sell | 33 | 0.10 | 2.00409 | 0.00000 | 0.00000 | ||
108 | 2023.05.12 08:00 | modify | 33 | 0.10 | 2.00409 | 2.01909 | 1.98909 | ||
109 | 2023.05.17 09:00 | sell | 34 | 0.10 | 1.99197 | 0.00000 | 0.00000 | ||
110 | 2023.05.17 09:00 | modify | 34 | 0.10 | 1.99197 | 1.99659 | 1.98909 | ||
111 | 2023.05.17 09:00 | modify | 33 | 0.10 | 2.00409 | 1.99659 | 1.98909 | ||
112 | 2023.05.17 15:00 | s/l | 33 | 0.10 | 1.99659 | 1.99659 | 1.98909 | 46.52 | 11271.17 |
113 | 2023.05.17 15:00 | s/l | 34 | 0.10 | 1.99659 | 1.99659 | 1.98909 | -28.59 | 11242.58 |
114 | 2023.05.19 08:00 | buy | 35 | 0.10 | 1.98187 | 0.00000 | 0.00000 | ||
115 | 2023.05.19 08:00 | modify | 35 | 0.10 | 1.98187 | 1.96687 | 1.99687 | ||
116 | 2023.05.23 19:00 | buy | 36 | 0.10 | 1.98787 | 0.00000 | 0.00000 | ||
117 | 2023.05.23 19:00 | modify | 36 | 0.10 | 1.98787 | 1.98262 | 1.99687 | ||
118 | 2023.05.23 19:00 | modify | 35 | 0.10 | 1.98187 | 1.98262 | 1.99687 | ||
119 | 2023.05.24 03:00 | t/p | 35 | 0.10 | 1.99687 | 1.98262 | 1.99687 | 91.71 | 11334.29 |
120 | 2023.05.24 03:00 | t/p | 36 | 0.10 | 1.99687 | 1.98262 | 1.99687 | 55.31 | 11389.61 |
121 | 2023.05.25 10:00 | sell | 37 | 0.10 | 2.03567 | 0.00000 | 0.00000 | ||
122 | 2023.05.25 10:00 | modify | 37 | 0.10 | 2.03567 | 2.05067 | 2.02067 | ||
123 | 2023.05.30 10:00 | s/l | 37 | 0.10 | 2.05067 | 2.05067 | 2.02067 | -92.72 | 11296.89 |
124 | 2023.06.05 13:00 | buy | 38 | 0.10 | 2.04386 | 0.00000 | 0.00000 | ||
125 | 2023.06.05 13:00 | modify | 38 | 0.10 | 2.04386 | 2.02886 | 2.05886 | ||
126 | 2023.06.07 15:00 | t/p | 38 | 0.10 | 2.05886 | 2.02886 | 2.05886 | 92.08 | 11388.97 |
127 | 2023.06.23 11:00 | sell | 39 | 0.10 | 2.07428 | 0.00000 | 0.00000 | ||
128 | 2023.06.23 11:00 | modify | 39 | 0.10 | 2.07428 | 2.08928 | 2.05928 | ||
129 | 2023.06.25 23:00 | sell | 40 | 0.10 | 2.06806 | 0.00000 | 0.00000 | ||
130 | 2023.06.25 23:00 | modify | 40 | 0.10 | 2.06806 | 2.07353 | 2.05928 | ||
131 | 2023.06.25 23:00 | modify | 39 | 0.10 | 2.07428 | 2.07353 | 2.05928 | ||
132 | 2023.06.26 12:00 | t/p | 39 | 0.10 | 2.05928 | 2.07353 | 2.05928 | 92.87 | 11481.83 |
133 | 2023.06.26 12:00 | t/p | 40 | 0.10 | 2.05928 | 2.07353 | 2.05928 | 54.38 | 11536.21 |