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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1915 | Ticks modelled | 46119451 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 529.31 | Gross profit | 813.65 | Gross loss | -284.33 |
Profit factor | 2.86 | Expected payoff | 15.57 | ||
Absolute drawdown | 100.01 | Maximal drawdown | 119.08 (1.13%) | Relative drawdown | 1.13% (119.08) |
Total trades | 34 | Short positions (won %) | 12 (33.33%) | Long positions (won %) | 22 (68.18%) |
Profit trades (% of total) | 19 (55.88%) | Loss trades (% of total) | 15 (44.12%) | ||
Largest | profit trade | 91.01 | loss trade | -92.07 | |
Average | profit trade | 42.82 | loss trade | -18.96 | |
Maximum | consecutive wins (profit in money) | 5 (236.37) | consecutive losses (loss in money) | 2 (-27.56) | |
Maximal | consecutive profit (count of wins) | 236.37 (5) | consecutive loss (count of losses) | -92.07 (1) | |
Average | consecutive wins | 3 | 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 | -92.07 | 9907.93 |
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 04:43 | buy | 3 | 0.10 | 1.88770 | 0.00000 | 0.00000 | ||
7 | 2022.08.15 04:43 | modify | 3 | 0.10 | 1.88770 | 1.88468 | 1.89593 | ||
8 | 2022.08.15 04:43 | buy | 4 | 0.10 | 1.88770 | 0.00000 | 0.00000 | ||
9 | 2022.08.15 04:43 | modify | 4 | 0.10 | 1.88770 | 1.88543 | 1.89593 | ||
10 | 2022.08.15 04:43 | modify | 2 | 0.10 | 1.88093 | 1.88543 | 1.89593 | ||
11 | 2022.08.15 04:43 | modify | 3 | 0.10 | 1.88770 | 1.88543 | 1.89593 | ||
12 | 2022.08.15 07:48 | buy | 5 | 0.10 | 1.89293 | 0.00000 | 0.00000 | ||
13 | 2022.08.15 07:48 | modify | 5 | 0.10 | 1.89293 | 1.88918 | 1.89593 | ||
14 | 2022.08.15 07:48 | modify | 4 | 0.10 | 1.88770 | 1.88918 | 1.89593 | ||
15 | 2022.08.15 07:48 | modify | 3 | 0.10 | 1.88770 | 1.88918 | 1.89593 | ||
16 | 2022.08.15 07:48 | modify | 2 | 0.10 | 1.88093 | 1.88918 | 1.89593 | ||
17 | 2022.08.15 09:38 | t/p | 2 | 0.10 | 1.89593 | 1.88918 | 1.89593 | 91.01 | 9998.94 |
18 | 2022.08.15 09:38 | t/p | 3 | 0.10 | 1.89593 | 1.88918 | 1.89593 | 49.93 | 10048.87 |
19 | 2022.08.15 09:38 | t/p | 4 | 0.10 | 1.89593 | 1.88918 | 1.89593 | 49.93 | 10098.80 |
20 | 2022.08.15 09:38 | t/p | 5 | 0.10 | 1.89593 | 1.88918 | 1.89593 | 18.20 | 10117.00 |
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 09:28 | sell | 7 | 0.10 | 1.90265 | 0.00000 | 0.00000 | ||
24 | 2022.09.07 09:28 | modify | 7 | 0.10 | 1.90265 | 1.90567 | 1.89442 | ||
25 | 2022.09.07 09:28 | sell | 8 | 0.10 | 1.90265 | 0.00000 | 0.00000 | ||
26 | 2022.09.07 09:28 | modify | 8 | 0.10 | 1.90265 | 1.90492 | 1.89442 | ||
27 | 2022.09.07 09:28 | modify | 6 | 0.10 | 1.90942 | 1.90492 | 1.89442 | ||
28 | 2022.09.07 09:28 | modify | 7 | 0.10 | 1.90265 | 1.90492 | 1.89442 | ||
29 | 2022.09.07 09:34 | s/l | 6 | 0.10 | 1.90492 | 1.90492 | 1.89442 | 27.30 | 10144.30 |
30 | 2022.09.07 09:34 | s/l | 7 | 0.10 | 1.90492 | 1.90492 | 1.89442 | -13.78 | 10130.52 |
31 | 2022.09.07 09:34 | s/l | 8 | 0.10 | 1.90492 | 1.90492 | 1.89442 | -13.78 | 10116.74 |
32 | 2023.02.02 20:00 | buy | 9 | 0.10 | 1.88975 | 0.00000 | 0.00000 | ||
33 | 2023.02.02 20:00 | modify | 9 | 0.10 | 1.88975 | 1.87475 | 1.90475 | ||
34 | 2023.02.03 13:50 | buy | 10 | 0.10 | 1.89653 | 0.00000 | 0.00000 | ||
35 | 2023.02.03 13:50 | modify | 10 | 0.10 | 1.89653 | 1.89350 | 1.90475 | ||
36 | 2023.02.03 13:50 | buy | 11 | 0.10 | 1.89653 | 0.00000 | 0.00000 | ||
37 | 2023.02.03 13:50 | modify | 11 | 0.10 | 1.89653 | 1.89425 | 1.90475 | ||
38 | 2023.02.03 13:50 | modify | 9 | 0.10 | 1.88975 | 1.89425 | 1.90475 | ||
39 | 2023.02.03 13:50 | modify | 10 | 0.10 | 1.89653 | 1.89425 | 1.90475 | ||
40 | 2023.02.03 16:44 | buy | 12 | 0.10 | 1.90179 | 0.00000 | 0.00000 | ||
41 | 2023.02.03 16:44 | modify | 12 | 0.10 | 1.90179 | 1.89800 | 1.90475 | ||
42 | 2023.02.03 16:44 | modify | 11 | 0.10 | 1.89653 | 1.89800 | 1.90475 | ||
43 | 2023.02.03 16:44 | modify | 10 | 0.10 | 1.89653 | 1.89800 | 1.90475 | ||
44 | 2023.02.03 16:44 | modify | 9 | 0.10 | 1.88975 | 1.89800 | 1.90475 | ||
45 | 2023.02.03 19:52 | t/p | 9 | 0.10 | 1.90475 | 1.89800 | 1.90475 | 90.66 | 10207.39 |
46 | 2023.02.03 19:52 | t/p | 10 | 0.10 | 1.90475 | 1.89800 | 1.90475 | 49.87 | 10257.26 |
47 | 2023.02.03 19:52 | t/p | 11 | 0.10 | 1.90475 | 1.89800 | 1.90475 | 49.87 | 10307.13 |
48 | 2023.02.03 19:52 | t/p | 12 | 0.10 | 1.90475 | 1.89800 | 1.90475 | 17.96 | 10325.09 |
49 | 2023.03.10 16:00 | sell | 13 | 0.10 | 1.96012 | 0.00000 | 0.00000 | ||
50 | 2023.03.10 16:00 | modify | 13 | 0.10 | 1.96012 | 1.97512 | 1.94512 | ||
51 | 2023.03.13 08:37 | sell | 14 | 0.10 | 1.95337 | 0.00000 | 0.00000 | ||
52 | 2023.03.13 08:37 | modify | 14 | 0.10 | 1.95337 | 1.95637 | 1.94512 | ||
53 | 2023.03.13 08:37 | sell | 15 | 0.10 | 1.95337 | 0.00000 | 0.00000 | ||
54 | 2023.03.13 08:37 | modify | 15 | 0.10 | 1.95337 | 1.95562 | 1.94512 | ||
55 | 2023.03.13 08:37 | modify | 13 | 0.10 | 1.96012 | 1.95562 | 1.94512 | ||
56 | 2023.03.13 08:37 | modify | 14 | 0.10 | 1.95337 | 1.95562 | 1.94512 | ||
57 | 2023.03.13 09:22 | s/l | 13 | 0.10 | 1.95562 | 1.95562 | 1.94512 | 27.35 | 10352.44 |
58 | 2023.03.13 09:22 | s/l | 14 | 0.10 | 1.95562 | 1.95562 | 1.94512 | -13.65 | 10338.79 |
59 | 2023.03.13 09:22 | s/l | 15 | 0.10 | 1.95562 | 1.95562 | 1.94512 | -13.65 | 10325.14 |
60 | 2023.04.13 20:00 | buy | 16 | 0.10 | 1.98844 | 0.00000 | 0.00000 | ||
61 | 2023.04.13 20:00 | modify | 16 | 0.10 | 1.98844 | 1.97344 | 2.00344 | ||
62 | 2023.04.14 14:21 | buy | 17 | 0.10 | 1.99520 | 0.00000 | 0.00000 | ||
63 | 2023.04.14 14:21 | modify | 17 | 0.10 | 1.99520 | 1.99219 | 2.00344 | ||
64 | 2023.04.14 14:21 | buy | 18 | 0.10 | 1.99520 | 0.00000 | 0.00000 | ||
65 | 2023.04.14 14:21 | modify | 18 | 0.10 | 1.99520 | 1.99294 | 2.00344 | ||
66 | 2023.04.14 14:21 | modify | 16 | 0.10 | 1.98844 | 1.99294 | 2.00344 | ||
67 | 2023.04.14 14:21 | modify | 17 | 0.10 | 1.99520 | 1.99294 | 2.00344 | ||
68 | 2023.04.14 14:54 | buy | 19 | 0.10 | 2.00046 | 0.00000 | 0.00000 | ||
69 | 2023.04.14 14:54 | modify | 19 | 0.10 | 2.00046 | 1.99669 | 2.00344 | ||
70 | 2023.04.14 14:54 | modify | 18 | 0.10 | 1.99520 | 1.99669 | 2.00344 | ||
71 | 2023.04.14 14:54 | modify | 17 | 0.10 | 1.99520 | 1.99669 | 2.00344 | ||
72 | 2023.04.14 14:54 | modify | 16 | 0.10 | 1.98844 | 1.99669 | 2.00344 | ||
73 | 2023.04.17 06:10 | t/p | 16 | 0.10 | 2.00344 | 1.99669 | 2.00344 | 90.31 | 10415.45 |
74 | 2023.04.17 06:10 | t/p | 17 | 0.10 | 2.00344 | 1.99669 | 2.00344 | 49.65 | 10465.10 |
75 | 2023.04.17 06:10 | t/p | 18 | 0.10 | 2.00344 | 1.99669 | 2.00344 | 49.65 | 10514.74 |
76 | 2023.04.17 06:10 | t/p | 19 | 0.10 | 2.00344 | 1.99669 | 2.00344 | 17.73 | 10532.47 |
77 | 2023.05.19 12:00 | buy | 20 | 0.10 | 1.98203 | 0.00000 | 0.00000 | ||
78 | 2023.05.19 12:00 | modify | 20 | 0.10 | 1.98203 | 1.96703 | 1.99703 | ||
79 | 2023.05.24 01:10 | buy | 21 | 0.10 | 1.98878 | 0.00000 | 0.00000 | ||
80 | 2023.05.24 01:10 | modify | 21 | 0.10 | 1.98878 | 1.98578 | 1.99703 | ||
81 | 2023.05.24 01:10 | buy | 22 | 0.10 | 1.98878 | 0.00000 | 0.00000 | ||
82 | 2023.05.24 01:10 | modify | 22 | 0.10 | 1.98878 | 1.98653 | 1.99703 | ||
83 | 2023.05.24 01:10 | modify | 20 | 0.10 | 1.98203 | 1.98653 | 1.99703 | ||
84 | 2023.05.24 01:10 | modify | 21 | 0.10 | 1.98878 | 1.98653 | 1.99703 | ||
85 | 2023.05.24 01:50 | s/l | 20 | 0.10 | 1.98653 | 1.98653 | 1.99703 | 26.24 | 10558.70 |
86 | 2023.05.24 01:50 | s/l | 21 | 0.10 | 1.98653 | 1.98653 | 1.99703 | -13.66 | 10545.04 |
87 | 2023.05.24 01:50 | s/l | 22 | 0.10 | 1.98653 | 1.98653 | 1.99703 | -13.66 | 10531.38 |
88 | 2023.05.31 08:00 | sell | 23 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
89 | 2023.05.31 08:00 | modify | 23 | 0.10 | 2.06174 | 2.07674 | 2.04674 | ||
90 | 2023.06.02 03:39 | sell | 24 | 0.10 | 2.05496 | 0.00000 | 0.00000 | ||
91 | 2023.06.02 03:39 | modify | 24 | 0.10 | 2.05496 | 2.05799 | 2.04674 | ||
92 | 2023.06.02 03:39 | sell | 25 | 0.10 | 2.05496 | 0.00000 | 0.00000 | ||
93 | 2023.06.02 03:39 | modify | 25 | 0.10 | 2.05496 | 2.05724 | 2.04674 | ||
94 | 2023.06.02 03:39 | modify | 23 | 0.10 | 2.06174 | 2.05724 | 2.04674 | ||
95 | 2023.06.02 03:39 | modify | 24 | 0.10 | 2.05496 | 2.05724 | 2.04674 | ||
96 | 2023.06.02 04:26 | s/l | 23 | 0.10 | 2.05724 | 2.05724 | 2.04674 | 27.46 | 10558.85 |
97 | 2023.06.02 04:26 | s/l | 24 | 0.10 | 2.05724 | 2.05724 | 2.04674 | -13.83 | 10545.02 |
98 | 2023.06.02 04:26 | s/l | 25 | 0.10 | 2.05724 | 2.05724 | 2.04674 | -13.83 | 10531.19 |
99 | 2023.06.12 20:00 | buy | 26 | 0.10 | 2.04332 | 0.00000 | 0.00000 | ||
100 | 2023.06.12 20:00 | modify | 26 | 0.10 | 2.04332 | 2.02832 | 2.05832 | ||
101 | 2023.06.13 02:31 | buy | 27 | 0.10 | 2.05009 | 0.00000 | 0.00000 | ||
102 | 2023.06.13 02:31 | modify | 27 | 0.10 | 2.05009 | 2.04707 | 2.05832 | ||
103 | 2023.06.13 02:31 | buy | 28 | 0.10 | 2.05009 | 0.00000 | 0.00000 | ||
104 | 2023.06.13 02:31 | modify | 28 | 0.10 | 2.05009 | 2.04782 | 2.05832 | ||
105 | 2023.06.13 02:31 | modify | 26 | 0.10 | 2.04332 | 2.04782 | 2.05832 | ||
106 | 2023.06.13 02:31 | modify | 27 | 0.10 | 2.05009 | 2.04782 | 2.05832 | ||
107 | 2023.06.13 03:09 | s/l | 26 | 0.10 | 2.04782 | 2.04782 | 2.05832 | 26.96 | 10558.14 |
108 | 2023.06.13 03:09 | s/l | 27 | 0.10 | 2.04782 | 2.04782 | 2.05832 | -13.78 | 10544.36 |
109 | 2023.06.13 03:09 | s/l | 28 | 0.10 | 2.04782 | 2.04782 | 2.05832 | -13.78 | 10530.58 |
110 | 2023.07.05 08:00 | buy | 29 | 0.10 | 2.05195 | 0.00000 | 0.00000 | ||
111 | 2023.07.05 08:00 | modify | 29 | 0.10 | 2.05195 | 2.03695 | 2.06695 | ||
112 | 2023.07.06 04:06 | buy | 30 | 0.10 | 2.05872 | 0.00000 | 0.00000 | ||
113 | 2023.07.06 04:06 | modify | 30 | 0.10 | 2.05872 | 2.05570 | 2.06695 | ||
114 | 2023.07.06 04:06 | buy | 31 | 0.10 | 2.05872 | 0.00000 | 0.00000 | ||
115 | 2023.07.06 04:06 | modify | 31 | 0.10 | 2.05872 | 2.05645 | 2.06695 | ||
116 | 2023.07.06 04:06 | modify | 29 | 0.10 | 2.05195 | 2.05645 | 2.06695 | ||
117 | 2023.07.06 04:06 | modify | 30 | 0.10 | 2.05872 | 2.05645 | 2.06695 | ||
118 | 2023.07.06 04:23 | s/l | 29 | 0.10 | 2.05645 | 2.05645 | 2.06695 | 26.24 | 10556.82 |
119 | 2023.07.06 04:23 | s/l | 30 | 0.10 | 2.05645 | 2.05645 | 2.06695 | -13.78 | 10543.04 |
120 | 2023.07.06 04:23 | s/l | 31 | 0.10 | 2.05645 | 2.05645 | 2.06695 | -13.78 | 10529.26 |
121 | 2023.07.11 16:00 | sell | 32 | 0.10 | 2.08729 | 0.00000 | 0.00000 | ||
122 | 2023.07.11 16:00 | modify | 32 | 0.10 | 2.08729 | 2.10229 | 2.07229 | ||
123 | 2023.07.12 02:23 | sell | 33 | 0.10 | 2.08054 | 0.00000 | 0.00000 | ||
124 | 2023.07.12 02:23 | modify | 33 | 0.10 | 2.08054 | 2.08354 | 2.07229 | ||
125 | 2023.07.12 02:23 | sell | 34 | 0.10 | 2.08054 | 0.00000 | 0.00000 | ||
126 | 2023.07.12 02:23 | modify | 34 | 0.10 | 2.08054 | 2.08279 | 2.07229 | ||
127 | 2023.07.12 02:23 | modify | 32 | 0.10 | 2.08729 | 2.08279 | 2.07229 | ||
128 | 2023.07.12 02:23 | modify | 33 | 0.10 | 2.08054 | 2.08279 | 2.07229 | ||
129 | 2023.07.12 03:45 | s/l | 32 | 0.10 | 2.08279 | 2.08279 | 2.07229 | 27.36 | 10556.61 |
130 | 2023.07.12 03:45 | s/l | 33 | 0.10 | 2.08279 | 2.08279 | 2.07229 | -13.65 | 10542.96 |
131 | 2023.07.12 03:45 | s/l | 34 | 0.10 | 2.08279 | 2.08279 | 2.07229 | -13.65 | 10529.31 |