Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.08.01 00:00 - 2023.07.31 23:59 (2022.08.01 - 2023.08.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 7235 | Ticks modelled | 13468 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 633.42 | Gross profit | 1069.84 | Gross loss | -436.42 |
Profit factor | 2.45 | Expected payoff | 26.39 | ||
Absolute drawdown | 134.09 | Maximal drawdown | 206.06 (1.94%) | Relative drawdown | 1.94% (206.06) |
Total trades | 24 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 14 (64.29%) |
Profit trades (% of total) | 17 (70.83%) | Loss trades (% of total) | 7 (29.17%) | ||
Largest | profit trade | 85.13 | loss trade | -86.39 | |
Average | profit trade | 62.93 | loss trade | -62.35 | |
Maximum | consecutive wins (profit in money) | 9 (662.73) | consecutive losses (loss in money) | 2 (-116.82) | |
Maximal | consecutive profit (count of wins) | 662.73 (9) | consecutive loss (count of losses) | -116.82 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | 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 | -86.39 | 9913.61 |
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 | 84.62 | 9998.23 |
7 | 2022.09.23 19:00 | buy | 3 | 0.10 | 1.89215 | 0.00000 | 0.00000 | ||
8 | 2022.09.23 19:00 | modify | 3 | 0.10 | 1.89215 | 1.87815 | 1.90615 | ||
9 | 2022.09.25 21:00 | s/l | 3 | 0.10 | 1.87815 | 1.87815 | 1.90615 | -84.97 | 9913.26 |
10 | 2022.10.02 21:00 | sell | 4 | 0.10 | 1.99059 | 0.00000 | 0.00000 | ||
11 | 2022.10.02 21:00 | modify | 4 | 0.10 | 1.99059 | 2.00459 | 1.97659 | ||
12 | 2022.10.03 02:00 | t/p | 4 | 0.10 | 1.97659 | 2.00459 | 1.97659 | 85.03 | 9998.28 |
13 | 2022.11.03 20:00 | buy | 5 | 0.10 | 1.93231 | 0.00000 | 0.00000 | ||
14 | 2022.11.03 20:00 | modify | 5 | 0.10 | 1.93231 | 1.91831 | 1.94631 | ||
15 | 2022.11.04 13:00 | s/l | 5 | 0.10 | 1.91831 | 1.91831 | 1.94631 | -85.32 | 9912.96 |
16 | 2022.11.04 14:00 | buy | 6 | 0.10 | 1.91638 | 0.00000 | 0.00000 | ||
17 | 2022.11.04 14:00 | modify | 6 | 0.10 | 1.91638 | 1.90238 | 1.93038 | ||
18 | 2022.11.06 22:00 | buy | 7 | 0.10 | 1.92228 | 0.00000 | 0.00000 | ||
19 | 2022.11.06 22:00 | modify | 7 | 0.10 | 1.92228 | 1.91708 | 1.93038 | ||
20 | 2022.11.06 22:00 | modify | 6 | 0.10 | 1.91638 | 1.91708 | 1.93038 | ||
21 | 2022.11.07 10:00 | t/p | 6 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 84.61 | 9997.57 |
22 | 2022.11.07 10:00 | t/p | 7 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 48.80 | 10046.36 |
23 | 2023.02.21 19:00 | sell | 8 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
24 | 2023.02.21 19:00 | modify | 8 | 0.10 | 1.94972 | 1.96372 | 1.93572 | ||
25 | 2023.02.22 16:00 | t/p | 8 | 0.10 | 1.93572 | 1.96372 | 1.93572 | 85.03 | 10131.39 |
26 | 2023.02.28 10:00 | sell | 9 | 0.10 | 1.96482 | 0.00000 | 0.00000 | ||
27 | 2023.02.28 10:00 | modify | 9 | 0.10 | 1.96482 | 1.97882 | 1.95082 | ||
28 | 2023.02.28 18:00 | t/p | 9 | 0.10 | 1.95082 | 1.97882 | 1.95082 | 84.99 | 10216.38 |
29 | 2023.03.01 13:00 | buy | 10 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
30 | 2023.03.01 13:00 | modify | 10 | 0.10 | 1.92478 | 1.91078 | 1.93878 | ||
31 | 2023.03.06 09:00 | t/p | 10 | 0.10 | 1.93878 | 1.91078 | 1.93878 | 83.19 | 10299.56 |
32 | 2023.03.10 11:00 | sell | 11 | 0.10 | 1.96139 | 0.00000 | 0.00000 | ||
33 | 2023.03.10 11:00 | modify | 11 | 0.10 | 1.96139 | 1.97539 | 1.94739 | ||
34 | 2023.03.13 14:00 | t/p | 11 | 0.10 | 1.94739 | 1.97539 | 1.94739 | 85.03 | 10384.59 |
35 | 2023.04.11 12:00 | sell | 12 | 0.10 | 2.00182 | 0.00000 | 0.00000 | ||
36 | 2023.04.11 12:00 | modify | 12 | 0.10 | 2.00182 | 2.01582 | 1.98782 | ||
37 | 2023.04.13 16:00 | t/p | 12 | 0.10 | 1.98782 | 2.01582 | 1.98782 | 85.13 | 10469.72 |
38 | 2023.04.13 18:00 | buy | 13 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
39 | 2023.04.13 18:00 | modify | 13 | 0.10 | 1.98644 | 1.97244 | 2.00044 | ||
40 | 2023.04.14 16:00 | t/p | 13 | 0.10 | 2.00044 | 1.97244 | 2.00044 | 84.61 | 10554.33 |
41 | 2023.04.26 10:00 | sell | 14 | 0.10 | 2.03518 | 0.00000 | 0.00000 | ||
42 | 2023.04.26 10:00 | modify | 14 | 0.10 | 2.03518 | 2.04918 | 2.02118 | ||
43 | 2023.04.27 10:00 | sell | 15 | 0.10 | 2.02649 | 0.00000 | 0.00000 | ||
44 | 2023.04.27 10:00 | modify | 15 | 0.10 | 2.02649 | 2.03168 | 2.02118 | ||
45 | 2023.04.27 10:00 | modify | 14 | 0.10 | 2.03518 | 2.03168 | 2.02118 | ||
46 | 2023.04.27 14:00 | s/l | 14 | 0.10 | 2.03168 | 2.03168 | 2.02118 | 21.36 | 10575.69 |
47 | 2023.04.27 14:00 | s/l | 15 | 0.10 | 2.03168 | 2.03168 | 2.02118 | -31.50 | 10544.19 |
48 | 2023.05.02 08:00 | buy | 16 | 0.10 | 2.01692 | 0.00000 | 0.00000 | ||
49 | 2023.05.02 08:00 | modify | 16 | 0.10 | 2.01692 | 2.00292 | 2.03092 | ||
50 | 2023.05.03 00:00 | s/l | 16 | 0.10 | 2.00292 | 2.00292 | 2.03092 | -85.32 | 10458.86 |
51 | 2023.05.08 16:00 | buy | 17 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
52 | 2023.05.08 16:00 | modify | 17 | 0.10 | 1.98977 | 1.97577 | 2.00377 | ||
53 | 2023.05.12 04:00 | buy | 18 | 0.10 | 1.99964 | 0.00000 | 0.00000 | ||
54 | 2023.05.12 04:00 | modify | 18 | 0.10 | 1.99964 | 1.99607 | 2.00377 | ||
55 | 2023.05.12 04:00 | modify | 17 | 0.10 | 1.98977 | 1.99607 | 2.00377 | ||
56 | 2023.05.12 08:00 | t/p | 17 | 0.10 | 2.00377 | 1.99607 | 2.00377 | 82.83 | 10541.70 |
57 | 2023.05.12 08:00 | t/p | 18 | 0.10 | 2.00377 | 1.99607 | 2.00377 | 25.06 | 10566.76 |
58 | 2023.05.12 12:00 | sell | 19 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
59 | 2023.05.12 12:00 | modify | 19 | 0.10 | 2.01067 | 2.02467 | 1.99667 | ||
60 | 2023.05.17 08:00 | t/p | 19 | 0.10 | 1.99667 | 2.02467 | 1.99667 | 85.09 | 10651.84 |
61 | 2023.05.17 11:00 | buy | 20 | 0.10 | 1.99213 | 0.00000 | 0.00000 | ||
62 | 2023.05.17 11:00 | modify | 20 | 0.10 | 1.99213 | 1.97813 | 2.00613 | ||
63 | 2023.05.17 23:00 | buy | 21 | 0.10 | 2.00074 | 0.00000 | 0.00000 | ||
64 | 2023.05.17 23:00 | modify | 21 | 0.10 | 2.00074 | 1.99563 | 2.00613 | ||
65 | 2023.05.17 23:00 | modify | 20 | 0.10 | 1.99213 | 1.99563 | 2.00613 | ||
66 | 2023.05.18 01:00 | s/l | 20 | 0.10 | 1.99563 | 1.99563 | 2.00613 | 20.18 | 10672.02 |
67 | 2023.05.18 01:00 | s/l | 21 | 0.10 | 1.99563 | 1.99563 | 2.00613 | -32.07 | 10639.95 |
68 | 2023.07.11 13:00 | sell | 22 | 0.10 | 2.08755 | 0.00000 | 0.00000 | ||
69 | 2023.07.11 13:00 | modify | 22 | 0.10 | 2.08755 | 2.10155 | 2.07355 | ||
70 | 2023.07.12 03:00 | sell | 23 | 0.10 | 2.07897 | 0.00000 | 0.00000 | ||
71 | 2023.07.12 03:00 | modify | 23 | 0.10 | 2.07897 | 2.08405 | 2.07355 | ||
72 | 2023.07.12 03:00 | modify | 22 | 0.10 | 2.08755 | 2.08405 | 2.07355 | ||
73 | 2023.07.12 06:00 | s/l | 22 | 0.10 | 2.08405 | 2.08405 | 2.07355 | 21.28 | 10661.22 |
74 | 2023.07.12 06:00 | s/l | 23 | 0.10 | 2.08405 | 2.08405 | 2.07355 | -30.84 | 10630.38 |
75 | 2023.07.31 16:00 | buy | 24 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
76 | 2023.07.31 16:00 | modify | 24 | 0.10 | 2.06784 | 2.05384 | 2.08184 | ||
77 | 2023.07.31 23:59 | close at stop | 24 | 0.10 | 2.06834 | 2.05384 | 2.08184 | 3.04 | 10633.42 |