Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.08.01 00:00 - 2023.07.31 20:00 (2022.08.01 - 2023.08.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=45; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 80122 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1126.81 | Gross profit | 1277.23 | Gross loss | -150.41 |
Profit factor | 8.49 | Expected payoff | 38.86 | ||
Absolute drawdown | 100.00 | Maximal drawdown | 152.37 (1.48%) | Relative drawdown | 1.48% (152.37) |
Total trades | 29 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 17 (82.35%) |
Profit trades (% of total) | 24 (82.76%) | Loss trades (% of total) | 5 (17.24%) | ||
Largest | profit trade | 91.06 | loss trade | -92.05 | |
Average | profit trade | 53.22 | loss trade | -30.08 | |
Maximum | consecutive wins (profit in money) | 18 (952.48) | consecutive losses (loss in money) | 2 (-28.40) | |
Maximal | consecutive profit (count of wins) | 952.48 (18) | consecutive loss (count of losses) | -92.05 (1) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.10 20:00 | buy | 1 | 0.10 | 1.90816 | 0.00000 | 0.00000 | ||
2 | 2022.08.10 20:00 | modify | 1 | 0.10 | 1.90816 | 1.89316 | 1.92316 | ||
3 | 2022.08.11 21:15 | s/l | 1 | 0.10 | 1.89316 | 1.89316 | 1.92316 | -92.05 | 9907.95 |
4 | 2022.08.15 00:00 | buy | 2 | 0.10 | 1.88093 | 0.00000 | 0.00000 | ||
5 | 2022.08.15 00:00 | modify | 2 | 0.10 | 1.88093 | 1.86593 | 1.89593 | ||
6 | 2022.08.15 04:40 | buy | 3 | 0.10 | 1.88793 | 0.00000 | 0.00000 | ||
7 | 2022.08.15 04:40 | modify | 3 | 0.10 | 1.88793 | 1.88468 | 1.89593 | ||
8 | 2022.08.15 04:40 | buy | 4 | 0.10 | 1.88793 | 0.00000 | 0.00000 | ||
9 | 2022.08.15 04:40 | modify | 4 | 0.10 | 1.88793 | 1.88543 | 1.89593 | ||
10 | 2022.08.15 04:40 | modify | 2 | 0.10 | 1.88093 | 1.88543 | 1.89593 | ||
11 | 2022.08.15 04:45 | modify | 3 | 0.10 | 1.88793 | 1.88543 | 1.89593 | ||
12 | 2022.08.15 08:10 | buy | 5 | 0.10 | 1.89308 | 0.00000 | 0.00000 | ||
13 | 2022.08.15 08:10 | modify | 5 | 0.10 | 1.89308 | 1.88918 | 1.89593 | ||
14 | 2022.08.15 08:10 | modify | 4 | 0.10 | 1.88793 | 1.88918 | 1.89593 | ||
15 | 2022.08.15 08:10 | modify | 3 | 0.10 | 1.88793 | 1.88918 | 1.89593 | ||
16 | 2022.08.15 08:10 | modify | 2 | 0.10 | 1.88093 | 1.88918 | 1.89593 | ||
17 | 2022.08.15 09:15 | t/p | 2 | 0.10 | 1.89593 | 1.88918 | 1.89593 | 90.99 | 9998.94 |
18 | 2022.08.15 09:15 | t/p | 3 | 0.10 | 1.89593 | 1.88918 | 1.89593 | 48.53 | 10047.47 |
19 | 2022.08.15 09:15 | t/p | 4 | 0.10 | 1.89593 | 1.88918 | 1.89593 | 48.53 | 10096.00 |
20 | 2022.08.15 09:15 | t/p | 5 | 0.10 | 1.89593 | 1.88918 | 1.89593 | 17.29 | 10113.29 |
21 | 2022.09.07 08:00 | sell | 6 | 0.10 | 1.90942 | 0.00000 | 0.00000 | ||
22 | 2022.09.07 08:00 | modify | 6 | 0.10 | 1.90942 | 1.92442 | 1.89442 | ||
23 | 2022.09.07 09:50 | sell | 7 | 0.10 | 1.90264 | 0.00000 | 0.00000 | ||
24 | 2022.09.07 09:50 | modify | 7 | 0.10 | 1.90264 | 1.90567 | 1.89442 | ||
25 | 2022.09.07 09:50 | sell | 8 | 0.10 | 1.90264 | 0.00000 | 0.00000 | ||
26 | 2022.09.07 09:50 | modify | 8 | 0.10 | 1.90264 | 1.90492 | 1.89442 | ||
27 | 2022.09.07 09:50 | modify | 6 | 0.10 | 1.90942 | 1.90492 | 1.89442 | ||
28 | 2022.09.07 09:55 | modify | 7 | 0.10 | 1.90264 | 1.90492 | 1.89442 | ||
29 | 2022.09.07 20:05 | sell | 9 | 0.10 | 1.89740 | 0.00000 | 0.00000 | ||
30 | 2022.09.07 20:05 | modify | 9 | 0.10 | 1.89740 | 1.90117 | 1.89442 | ||
31 | 2022.09.07 20:05 | modify | 8 | 0.10 | 1.90264 | 1.90117 | 1.89442 | ||
32 | 2022.09.07 20:05 | modify | 7 | 0.10 | 1.90264 | 1.90117 | 1.89442 | ||
33 | 2022.09.07 20:05 | modify | 6 | 0.10 | 1.90942 | 1.90117 | 1.89442 | ||
34 | 2022.09.07 21:15 | t/p | 6 | 0.10 | 1.89442 | 1.90117 | 1.89442 | 91.02 | 10204.31 |
35 | 2022.09.07 21:15 | t/p | 7 | 0.10 | 1.89442 | 1.90117 | 1.89442 | 49.88 | 10254.19 |
36 | 2022.09.07 21:15 | t/p | 8 | 0.10 | 1.89442 | 1.90117 | 1.89442 | 49.88 | 10304.07 |
37 | 2022.09.07 21:15 | t/p | 9 | 0.10 | 1.89442 | 1.90117 | 1.89442 | 18.08 | 10322.15 |
38 | 2023.02.02 20:00 | buy | 10 | 0.10 | 1.88975 | 0.00000 | 0.00000 | ||
39 | 2023.02.02 20:00 | modify | 10 | 0.10 | 1.88975 | 1.87475 | 1.90475 | ||
40 | 2023.02.03 13:55 | buy | 11 | 0.10 | 1.89671 | 0.00000 | 0.00000 | ||
41 | 2023.02.03 13:55 | modify | 11 | 0.10 | 1.89671 | 1.89350 | 1.90475 | ||
42 | 2023.02.03 13:55 | buy | 12 | 0.10 | 1.89671 | 0.00000 | 0.00000 | ||
43 | 2023.02.03 13:55 | modify | 12 | 0.10 | 1.89671 | 1.89425 | 1.90475 | ||
44 | 2023.02.03 13:55 | modify | 10 | 0.10 | 1.88975 | 1.89425 | 1.90475 | ||
45 | 2023.02.03 14:00 | modify | 11 | 0.10 | 1.89671 | 1.89425 | 1.90475 | ||
46 | 2023.02.03 16:30 | buy | 13 | 0.10 | 1.90197 | 0.00000 | 0.00000 | ||
47 | 2023.02.03 16:30 | modify | 13 | 0.10 | 1.90197 | 1.89800 | 1.90475 | ||
48 | 2023.02.03 16:30 | modify | 12 | 0.10 | 1.89671 | 1.89800 | 1.90475 | ||
49 | 2023.02.03 16:30 | modify | 11 | 0.10 | 1.89671 | 1.89800 | 1.90475 | ||
50 | 2023.02.03 16:30 | modify | 10 | 0.10 | 1.88975 | 1.89800 | 1.90475 | ||
51 | 2023.02.03 19:40 | t/p | 10 | 0.10 | 1.90475 | 1.89800 | 1.90475 | 90.64 | 10412.78 |
52 | 2023.02.03 19:40 | t/p | 11 | 0.10 | 1.90475 | 1.89800 | 1.90475 | 48.77 | 10461.55 |
53 | 2023.02.03 19:40 | t/p | 12 | 0.10 | 1.90475 | 1.89800 | 1.90475 | 48.77 | 10510.32 |
54 | 2023.02.03 19:40 | t/p | 13 | 0.10 | 1.90475 | 1.89800 | 1.90475 | 16.86 | 10527.18 |
55 | 2023.03.10 16:00 | sell | 14 | 0.10 | 1.96012 | 0.00000 | 0.00000 | ||
56 | 2023.03.10 16:00 | modify | 14 | 0.10 | 1.96012 | 1.97512 | 1.94512 | ||
57 | 2023.03.13 12:50 | sell | 15 | 0.10 | 1.94802 | 0.00000 | 0.00000 | ||
58 | 2023.03.13 12:50 | modify | 15 | 0.10 | 1.94802 | 1.95187 | 1.94512 | ||
59 | 2023.03.13 12:50 | modify | 14 | 0.10 | 1.96012 | 1.95187 | 1.94512 | ||
60 | 2023.03.13 13:40 | t/p | 14 | 0.10 | 1.94512 | 1.95187 | 1.94512 | 91.06 | 10618.24 |
61 | 2023.03.13 13:40 | t/p | 15 | 0.10 | 1.94512 | 1.95187 | 1.94512 | 17.60 | 10635.84 |
62 | 2023.04.13 20:00 | buy | 16 | 0.10 | 1.98844 | 0.00000 | 0.00000 | ||
63 | 2023.04.13 20:00 | modify | 16 | 0.10 | 1.98844 | 1.97344 | 2.00344 | ||
64 | 2023.04.14 15:00 | buy | 17 | 0.10 | 2.00059 | 0.00000 | 0.00000 | ||
65 | 2023.04.14 15:00 | modify | 17 | 0.10 | 2.00059 | 1.99669 | 2.00344 | ||
66 | 2023.04.14 15:00 | modify | 16 | 0.10 | 1.98844 | 1.99669 | 2.00344 | ||
67 | 2023.04.17 06:15 | t/p | 16 | 0.10 | 2.00344 | 1.99669 | 2.00344 | 90.28 | 10726.12 |
68 | 2023.04.17 06:15 | t/p | 17 | 0.10 | 2.00344 | 1.99669 | 2.00344 | 16.94 | 10743.06 |
69 | 2023.05.19 12:00 | buy | 18 | 0.10 | 1.98203 | 0.00000 | 0.00000 | ||
70 | 2023.05.19 12:00 | modify | 18 | 0.10 | 1.98203 | 1.96703 | 1.99703 | ||
71 | 2023.05.24 02:20 | t/p | 18 | 0.10 | 1.99703 | 1.96703 | 1.99703 | 89.93 | 10832.98 |
72 | 2023.05.31 08:00 | sell | 19 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
73 | 2023.05.31 08:00 | modify | 19 | 0.10 | 2.06174 | 2.07674 | 2.04674 | ||
74 | 2023.06.02 04:25 | sell | 20 | 0.10 | 2.05490 | 0.00000 | 0.00000 | ||
75 | 2023.06.02 04:25 | modify | 20 | 0.10 | 2.05490 | 2.05799 | 2.04674 | ||
76 | 2023.06.02 04:25 | sell | 21 | 0.10 | 2.05490 | 0.00000 | 0.00000 | ||
77 | 2023.06.02 04:25 | modify | 21 | 0.10 | 2.05490 | 2.05724 | 2.04674 | ||
78 | 2023.06.02 04:25 | modify | 19 | 0.10 | 2.06174 | 2.05724 | 2.04674 | ||
79 | 2023.06.02 04:30 | modify | 20 | 0.10 | 2.05490 | 2.05724 | 2.04674 | ||
80 | 2023.06.02 04:40 | s/l | 19 | 0.10 | 2.05724 | 2.05724 | 2.04674 | 27.44 | 10860.42 |
81 | 2023.06.02 04:40 | s/l | 20 | 0.10 | 2.05724 | 2.05724 | 2.04674 | -14.20 | 10846.22 |
82 | 2023.06.02 04:40 | s/l | 21 | 0.10 | 2.05724 | 2.05724 | 2.04674 | -14.20 | 10832.02 |
83 | 2023.06.12 20:00 | buy | 22 | 0.10 | 2.04332 | 0.00000 | 0.00000 | ||
84 | 2023.06.12 20:00 | modify | 22 | 0.10 | 2.04332 | 2.02832 | 2.05832 | ||
85 | 2023.06.13 16:55 | buy | 23 | 0.10 | 2.05029 | 0.00000 | 0.00000 | ||
86 | 2023.06.13 16:55 | modify | 23 | 0.10 | 2.05029 | 2.04707 | 2.05832 | ||
87 | 2023.06.13 16:55 | buy | 24 | 0.10 | 2.05029 | 0.00000 | 0.00000 | ||
88 | 2023.06.13 16:55 | modify | 24 | 0.10 | 2.05029 | 2.04782 | 2.05832 | ||
89 | 2023.06.13 16:55 | modify | 22 | 0.10 | 2.04332 | 2.04782 | 2.05832 | ||
90 | 2023.06.13 17:00 | modify | 23 | 0.10 | 2.05029 | 2.04782 | 2.05832 | ||
91 | 2023.06.13 22:33 | s/l | 22 | 0.10 | 2.04782 | 2.04782 | 2.05832 | 26.95 | 10858.97 |
92 | 2023.06.13 22:33 | s/l | 23 | 0.10 | 2.04782 | 2.04782 | 2.05832 | -14.98 | 10843.99 |
93 | 2023.06.13 22:33 | s/l | 24 | 0.10 | 2.04782 | 2.04782 | 2.05832 | -14.98 | 10829.01 |
94 | 2023.07.05 08:00 | buy | 25 | 0.10 | 2.05195 | 0.00000 | 0.00000 | ||
95 | 2023.07.05 08:00 | modify | 25 | 0.10 | 2.05195 | 2.03695 | 2.06695 | ||
96 | 2023.07.06 13:45 | buy | 26 | 0.10 | 2.06420 | 0.00000 | 0.00000 | ||
97 | 2023.07.06 13:45 | modify | 26 | 0.10 | 2.06420 | 2.06020 | 2.06695 | ||
98 | 2023.07.06 13:45 | modify | 25 | 0.10 | 2.05195 | 2.06020 | 2.06695 | ||
99 | 2023.07.06 14:40 | t/p | 25 | 0.10 | 2.06695 | 2.06020 | 2.06695 | 89.94 | 10918.95 |
100 | 2023.07.06 14:40 | t/p | 26 | 0.10 | 2.06695 | 2.06020 | 2.06695 | 16.69 | 10935.64 |
101 | 2023.07.11 16:00 | sell | 27 | 0.10 | 2.08729 | 0.00000 | 0.00000 | ||
102 | 2023.07.11 16:00 | modify | 27 | 0.10 | 2.08729 | 2.10229 | 2.07229 | ||
103 | 2023.07.12 12:30 | sell | 28 | 0.10 | 2.08054 | 0.00000 | 0.00000 | ||
104 | 2023.07.12 12:30 | modify | 28 | 0.10 | 2.08054 | 2.08354 | 2.07229 | ||
105 | 2023.07.12 12:30 | sell | 29 | 0.10 | 2.08054 | 0.00000 | 0.00000 | ||
106 | 2023.07.12 12:30 | modify | 29 | 0.10 | 2.08054 | 2.08279 | 2.07229 | ||
107 | 2023.07.12 12:30 | modify | 27 | 0.10 | 2.08729 | 2.08279 | 2.07229 | ||
108 | 2023.07.12 12:35 | modify | 28 | 0.10 | 2.08054 | 2.08279 | 2.07229 | ||
109 | 2023.07.12 13:40 | t/p | 27 | 0.10 | 2.07229 | 2.08279 | 2.07229 | 91.06 | 11026.69 |
110 | 2023.07.12 13:40 | t/p | 28 | 0.10 | 2.07229 | 2.08279 | 2.07229 | 50.06 | 11076.75 |
111 | 2023.07.12 13:40 | t/p | 29 | 0.10 | 2.07229 | 2.08279 | 2.07229 | 50.06 | 11126.81 |