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=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; 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=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 858.06 | Gross profit | 1348.95 | Gross loss | -490.89 |
Profit factor | 2.75 | Expected payoff | 25.24 | ||
Absolute drawdown | 149.11 | Maximal drawdown | 280.04 (2.62%) | Relative drawdown | 2.62% (280.04) |
Total trades | 34 | Short positions (won %) | 18 (77.78%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 24 (70.59%) | Loss trades (% of total) | 10 (29.41%) | ||
Largest | profit trade | 91.25 | loss trade | -80.32 | |
Average | profit trade | 56.21 | loss trade | -49.09 | |
Maximum | consecutive wins (profit in money) | 7 (483.30) | consecutive losses (loss in money) | 2 (-98.77) | |
Maximal | consecutive profit (count of wins) | 483.30 (7) | consecutive loss (count of losses) | -98.77 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.11 13:00 | buy | 1 | 0.10 | 1.89737 | 0.00000 | 0.00000 | ||
2 | 2022.08.11 13:00 | modify | 1 | 0.10 | 1.89737 | 1.88437 | 1.91237 | ||
3 | 2022.08.12 10:00 | s/l | 1 | 0.10 | 1.88437 | 1.88437 | 1.91237 | -79.26 | 9920.74 |
4 | 2022.09.13 20:00 | sell | 2 | 0.10 | 1.91870 | 0.00000 | 0.00000 | ||
5 | 2022.09.13 20:00 | modify | 2 | 0.10 | 1.91870 | 1.93170 | 1.90370 | ||
6 | 2022.09.18 21:00 | t/p | 2 | 0.10 | 1.90370 | 1.93170 | 1.90370 | 91.25 | 10011.98 |
7 | 2022.10.02 21:00 | sell | 3 | 0.10 | 1.99059 | 0.00000 | 0.00000 | ||
8 | 2022.10.02 21:00 | modify | 3 | 0.10 | 1.99059 | 2.00359 | 1.97559 | ||
9 | 2022.10.03 02:00 | t/p | 3 | 0.10 | 1.97559 | 2.00359 | 1.97559 | 91.11 | 10103.09 |
10 | 2022.11.03 20:00 | buy | 4 | 0.10 | 1.93231 | 0.00000 | 0.00000 | ||
11 | 2022.11.03 20:00 | modify | 4 | 0.10 | 1.93231 | 1.91931 | 1.94731 | ||
12 | 2022.11.04 12:00 | s/l | 4 | 0.10 | 1.91931 | 1.91931 | 1.94731 | -79.25 | 10023.84 |
13 | 2022.11.04 14:00 | buy | 5 | 0.10 | 1.91638 | 0.00000 | 0.00000 | ||
14 | 2022.11.04 14:00 | modify | 5 | 0.10 | 1.91638 | 1.90338 | 1.93138 | ||
15 | 2022.11.07 03:00 | buy | 6 | 0.10 | 1.92464 | 0.00000 | 0.00000 | ||
16 | 2022.11.07 03:00 | modify | 6 | 0.10 | 1.92464 | 1.92163 | 1.93138 | ||
17 | 2022.11.07 03:00 | modify | 5 | 0.10 | 1.91638 | 1.92163 | 1.93138 | ||
18 | 2022.11.07 04:00 | s/l | 5 | 0.10 | 1.92163 | 1.92163 | 1.93138 | 31.52 | 10055.35 |
19 | 2022.11.07 04:00 | s/l | 6 | 0.10 | 1.92163 | 1.92163 | 1.93138 | -18.27 | 10037.08 |
20 | 2023.02.21 19:00 | sell | 7 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
21 | 2023.02.21 19:00 | modify | 7 | 0.10 | 1.94972 | 1.96272 | 1.93472 | ||
22 | 2023.02.22 09:00 | sell | 8 | 0.10 | 1.94138 | 0.00000 | 0.00000 | ||
23 | 2023.02.22 09:00 | modify | 8 | 0.10 | 1.94138 | 1.94447 | 1.93472 | ||
24 | 2023.02.22 09:00 | modify | 7 | 0.10 | 1.94972 | 1.94447 | 1.93472 | ||
25 | 2023.02.22 23:00 | t/p | 7 | 0.10 | 1.93472 | 1.94447 | 1.93472 | 91.11 | 10128.19 |
26 | 2023.02.22 23:00 | t/p | 8 | 0.10 | 1.93472 | 1.94447 | 1.93472 | 40.44 | 10168.63 |
27 | 2023.02.28 10:00 | sell | 9 | 0.10 | 1.96482 | 0.00000 | 0.00000 | ||
28 | 2023.02.28 10:00 | modify | 9 | 0.10 | 1.96482 | 1.97782 | 1.94982 | ||
29 | 2023.02.28 18:00 | t/p | 9 | 0.10 | 1.94982 | 1.97782 | 1.94982 | 91.07 | 10259.70 |
30 | 2023.03.01 13:00 | buy | 10 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
31 | 2023.03.01 13:00 | modify | 10 | 0.10 | 1.92478 | 1.91178 | 1.93978 | ||
32 | 2023.03.03 14:00 | buy | 11 | 0.10 | 1.92944 | 0.00000 | 0.00000 | ||
33 | 2023.03.03 14:00 | modify | 11 | 0.10 | 1.92944 | 1.92628 | 1.93978 | ||
34 | 2023.03.03 14:00 | modify | 10 | 0.10 | 1.92478 | 1.92628 | 1.93978 | ||
35 | 2023.03.06 02:00 | buy | 12 | 0.10 | 1.93683 | 0.00000 | 0.00000 | ||
36 | 2023.03.06 02:00 | modify | 12 | 0.10 | 1.93683 | 1.93078 | 1.93978 | ||
37 | 2023.03.06 02:00 | modify | 11 | 0.10 | 1.92944 | 1.93078 | 1.93978 | ||
38 | 2023.03.06 02:00 | modify | 10 | 0.10 | 1.92478 | 1.93078 | 1.93978 | ||
39 | 2023.03.06 09:00 | t/p | 10 | 0.10 | 1.93978 | 1.93078 | 1.93978 | 89.27 | 10348.96 |
40 | 2023.03.06 09:00 | t/p | 11 | 0.10 | 1.93978 | 1.93078 | 1.93978 | 62.41 | 10411.37 |
41 | 2023.03.06 09:00 | t/p | 12 | 0.10 | 1.93978 | 1.93078 | 1.93978 | 17.90 | 10429.27 |
42 | 2023.03.10 11:00 | sell | 13 | 0.10 | 1.96139 | 0.00000 | 0.00000 | ||
43 | 2023.03.10 11:00 | modify | 13 | 0.10 | 1.96139 | 1.97439 | 1.94639 | ||
44 | 2023.03.13 14:00 | t/p | 13 | 0.10 | 1.94639 | 1.97439 | 1.94639 | 91.11 | 10520.38 |
45 | 2023.03.20 20:00 | sell | 14 | 0.10 | 1.96454 | 0.00000 | 0.00000 | ||
46 | 2023.03.20 20:00 | modify | 14 | 0.10 | 1.96454 | 1.97754 | 1.94954 | ||
47 | 2023.03.21 09:00 | s/l | 14 | 0.10 | 1.97754 | 1.97754 | 1.94954 | -78.88 | 10441.49 |
48 | 2023.04.06 17:00 | sell | 15 | 0.10 | 1.99211 | 0.00000 | 0.00000 | ||
49 | 2023.04.06 17:00 | modify | 15 | 0.10 | 1.99211 | 2.00511 | 1.97711 | ||
50 | 2023.04.07 04:00 | sell | 16 | 0.10 | 1.98746 | 0.00000 | 0.00000 | ||
51 | 2023.04.07 04:00 | modify | 16 | 0.10 | 1.98746 | 1.99061 | 1.97711 | ||
52 | 2023.04.07 04:00 | modify | 15 | 0.10 | 1.99211 | 1.99061 | 1.97711 | ||
53 | 2023.04.07 06:00 | s/l | 15 | 0.10 | 1.99061 | 1.99061 | 1.97711 | 9.15 | 10450.64 |
54 | 2023.04.07 06:00 | s/l | 16 | 0.10 | 1.99061 | 1.99061 | 1.97711 | -19.12 | 10431.52 |
55 | 2023.04.11 12:00 | sell | 17 | 0.10 | 2.00182 | 0.00000 | 0.00000 | ||
56 | 2023.04.11 12:00 | modify | 17 | 0.10 | 2.00182 | 2.01482 | 1.98682 | ||
57 | 2023.04.13 14:00 | sell | 18 | 0.10 | 1.98975 | 0.00000 | 0.00000 | ||
58 | 2023.04.13 14:00 | modify | 18 | 0.10 | 1.98975 | 1.99582 | 1.98682 | ||
59 | 2023.04.13 14:00 | modify | 17 | 0.10 | 2.00182 | 1.99582 | 1.98682 | ||
60 | 2023.04.13 16:00 | t/p | 17 | 0.10 | 1.98682 | 1.99582 | 1.98682 | 91.21 | 10522.73 |
61 | 2023.04.13 16:00 | t/p | 18 | 0.10 | 1.98682 | 1.99582 | 1.98682 | 17.79 | 10540.52 |
62 | 2023.04.13 18:00 | buy | 19 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
63 | 2023.04.13 18:00 | modify | 19 | 0.10 | 1.98644 | 1.97344 | 2.00144 | ||
64 | 2023.04.14 16:00 | t/p | 19 | 0.10 | 2.00144 | 1.97344 | 2.00144 | 90.70 | 10631.22 |
65 | 2023.04.26 10:00 | sell | 20 | 0.10 | 2.03518 | 0.00000 | 0.00000 | ||
66 | 2023.04.26 10:00 | modify | 20 | 0.10 | 2.03518 | 2.04818 | 2.02018 | ||
67 | 2023.04.27 05:00 | sell | 21 | 0.10 | 2.03051 | 0.00000 | 0.00000 | ||
68 | 2023.04.27 05:00 | modify | 21 | 0.10 | 2.03051 | 2.03368 | 2.02018 | ||
69 | 2023.04.27 05:00 | modify | 20 | 0.10 | 2.03518 | 2.03368 | 2.02018 | ||
70 | 2023.04.27 14:00 | s/l | 20 | 0.10 | 2.03368 | 2.03368 | 2.02018 | 9.21 | 10640.42 |
71 | 2023.04.27 14:00 | s/l | 21 | 0.10 | 2.03368 | 2.03368 | 2.02018 | -19.25 | 10621.17 |
72 | 2023.05.02 11:00 | buy | 22 | 0.10 | 2.01432 | 0.00000 | 0.00000 | ||
73 | 2023.05.02 11:00 | modify | 22 | 0.10 | 2.01432 | 2.00132 | 2.02932 | ||
74 | 2023.05.03 02:00 | s/l | 22 | 0.10 | 2.00132 | 2.00132 | 2.02932 | -79.26 | 10541.91 |
75 | 2023.05.08 16:00 | buy | 23 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
76 | 2023.05.08 16:00 | modify | 23 | 0.10 | 1.98977 | 1.97677 | 2.00477 | ||
77 | 2023.05.10 09:00 | buy | 24 | 0.10 | 1.99437 | 0.00000 | 0.00000 | ||
78 | 2023.05.10 09:00 | modify | 24 | 0.10 | 1.99437 | 1.99127 | 2.00477 | ||
79 | 2023.05.10 09:00 | modify | 23 | 0.10 | 1.98977 | 1.99127 | 2.00477 | ||
80 | 2023.05.10 12:00 | s/l | 23 | 0.10 | 1.99127 | 1.99127 | 2.00477 | 8.39 | 10550.30 |
81 | 2023.05.10 12:00 | s/l | 24 | 0.10 | 1.99127 | 1.99127 | 2.00477 | -18.82 | 10531.48 |
82 | 2023.05.12 12:00 | sell | 25 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
83 | 2023.05.12 12:00 | modify | 25 | 0.10 | 2.01067 | 2.02367 | 1.99567 | ||
84 | 2023.05.15 06:00 | sell | 26 | 0.10 | 2.00613 | 0.00000 | 0.00000 | ||
85 | 2023.05.15 06:00 | modify | 26 | 0.10 | 2.00613 | 2.00917 | 1.99567 | ||
86 | 2023.05.15 06:00 | modify | 25 | 0.10 | 2.01067 | 2.00917 | 1.99567 | ||
87 | 2023.05.15 10:00 | s/l | 25 | 0.10 | 2.00917 | 2.00917 | 1.99567 | 9.15 | 10540.63 |
88 | 2023.05.15 10:00 | s/l | 26 | 0.10 | 2.00917 | 2.00917 | 1.99567 | -18.45 | 10522.18 |
89 | 2023.05.17 11:00 | buy | 27 | 0.10 | 1.99213 | 0.00000 | 0.00000 | ||
90 | 2023.05.17 11:00 | modify | 27 | 0.10 | 1.99213 | 1.97913 | 2.00713 | ||
91 | 2023.05.19 09:00 | s/l | 27 | 0.10 | 1.97913 | 1.97913 | 2.00713 | -80.32 | 10441.86 |
92 | 2023.07.11 13:00 | sell | 28 | 0.10 | 2.08755 | 0.00000 | 0.00000 | ||
93 | 2023.07.11 13:00 | modify | 28 | 0.10 | 2.08755 | 2.10055 | 2.07255 | ||
94 | 2023.07.12 13:00 | sell | 29 | 0.10 | 2.07903 | 0.00000 | 0.00000 | ||
95 | 2023.07.12 13:00 | modify | 29 | 0.10 | 2.07903 | 2.08230 | 2.07255 | ||
96 | 2023.07.12 13:00 | modify | 28 | 0.10 | 2.08755 | 2.08230 | 2.07255 | ||
97 | 2023.07.12 14:00 | t/p | 28 | 0.10 | 2.07255 | 2.08230 | 2.07255 | 91.10 | 10532.95 |
98 | 2023.07.12 14:00 | t/p | 29 | 0.10 | 2.07255 | 2.08230 | 2.07255 | 39.34 | 10572.29 |
99 | 2023.07.12 19:00 | buy | 30 | 0.10 | 2.06077 | 0.00000 | 0.00000 | ||
100 | 2023.07.12 19:00 | modify | 30 | 0.10 | 2.06077 | 2.04777 | 2.07577 | ||
101 | 2023.07.17 20:00 | buy | 31 | 0.10 | 2.06548 | 0.00000 | 0.00000 | ||
102 | 2023.07.17 20:00 | modify | 31 | 0.10 | 2.06548 | 2.06227 | 2.07577 | ||
103 | 2023.07.17 20:00 | modify | 30 | 0.10 | 2.06077 | 2.06227 | 2.07577 | ||
104 | 2023.07.18 06:00 | buy | 32 | 0.10 | 2.06908 | 0.00000 | 0.00000 | ||
105 | 2023.07.18 06:00 | modify | 32 | 0.10 | 2.06908 | 2.06602 | 2.07577 | ||
106 | 2023.07.18 06:00 | modify | 31 | 0.10 | 2.06548 | 2.06602 | 2.07577 | ||
107 | 2023.07.18 06:00 | modify | 30 | 0.10 | 2.06077 | 2.06602 | 2.07577 | ||
108 | 2023.07.18 09:00 | t/p | 30 | 0.10 | 2.07577 | 2.06602 | 2.07577 | 88.91 | 10661.21 |
109 | 2023.07.18 09:00 | t/p | 31 | 0.10 | 2.07577 | 2.06602 | 2.07577 | 62.11 | 10723.31 |
110 | 2023.07.18 09:00 | t/p | 32 | 0.10 | 2.07577 | 2.06602 | 2.07577 | 40.61 | 10763.92 |
111 | 2023.07.23 21:00 | sell | 33 | 0.10 | 2.07917 | 0.00000 | 0.00000 | ||
112 | 2023.07.23 21:00 | modify | 33 | 0.10 | 2.07917 | 2.09217 | 2.06417 | ||
113 | 2023.07.24 22:00 | t/p | 33 | 0.10 | 2.06417 | 2.09217 | 2.06417 | 91.11 | 10855.03 |
114 | 2023.07.31 16:00 | buy | 34 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
115 | 2023.07.31 16:00 | modify | 34 | 0.10 | 2.06784 | 2.05484 | 2.08284 | ||
116 | 2023.07.31 23:59 | close at stop | 34 | 0.10 | 2.06834 | 2.05484 | 2.08284 | 3.03 | 10858.06 |