Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=4; 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=150; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 4230 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 948.83 | Gross profit | 1255.06 | Gross loss | -306.23 |
Profit factor | 4.10 | Expected payoff | 43.13 | ||
Absolute drawdown | 233.43 | Maximal drawdown | 265.11 (2.64%) | Relative drawdown | 2.64% (265.11) |
Total trades | 22 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 10 (80.00%) |
Profit trades (% of total) | 18 (81.82%) | Loss trades (% of total) | 4 (18.18%) | ||
Largest | profit trade | 79.09 | loss trade | -91.38 | |
Average | profit trade | 69.73 | loss trade | -76.56 | |
Maximum | consecutive wins (profit in money) | 10 (627.46) | consecutive losses (loss in money) | 2 (-182.76) | |
Maximal | consecutive profit (count of wins) | 627.46 (10) | consecutive loss (count of losses) | -182.76 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.09 04:00 | buy | 1 | 0.10 | 1.92256 | 0.00000 | 0.00000 | ||
2 | 2022.08.09 04:00 | modify | 1 | 0.10 | 1.92256 | 1.90756 | 1.93556 | ||
3 | 2022.08.10 16:00 | s/l | 1 | 0.10 | 1.90756 | 1.90756 | 1.93556 | -91.37 | 9908.63 |
4 | 2022.08.11 16:00 | buy | 2 | 0.10 | 1.89853 | 0.00000 | 0.00000 | ||
5 | 2022.08.11 16:00 | modify | 2 | 0.10 | 1.89853 | 1.88353 | 1.91153 | ||
6 | 2022.08.12 12:00 | s/l | 2 | 0.10 | 1.88353 | 1.88353 | 1.91153 | -91.38 | 9817.24 |
7 | 2022.08.12 12:00 | buy | 3 | 0.10 | 1.88777 | 0.00000 | 0.00000 | ||
8 | 2022.08.12 12:00 | modify | 3 | 0.10 | 1.88777 | 1.87277 | 1.90077 | ||
9 | 2022.08.15 12:00 | buy | 4 | 0.10 | 1.89780 | 0.00000 | 0.00000 | ||
10 | 2022.08.15 12:00 | modify | 4 | 0.10 | 1.89780 | 1.89232 | 1.90077 | ||
11 | 2022.08.15 12:00 | modify | 3 | 0.10 | 1.88777 | 1.89232 | 1.90077 | ||
12 | 2022.08.15 16:00 | t/p | 3 | 0.10 | 1.90077 | 1.89232 | 1.90077 | 78.54 | 9895.78 |
13 | 2022.08.15 16:00 | t/p | 4 | 0.10 | 1.90077 | 1.89232 | 1.90077 | 18.02 | 9913.80 |
14 | 2022.09.07 08:00 | sell | 5 | 0.10 | 1.90942 | 0.00000 | 0.00000 | ||
15 | 2022.09.07 08:00 | modify | 5 | 0.10 | 1.90942 | 1.92442 | 1.89642 | ||
16 | 2022.09.07 16:00 | t/p | 5 | 0.10 | 1.89642 | 1.92442 | 1.89642 | 78.91 | 9992.71 |
17 | 2023.01.03 16:00 | sell | 6 | 0.10 | 1.92061 | 0.00000 | 0.00000 | ||
18 | 2023.01.03 16:00 | modify | 6 | 0.10 | 1.92061 | 1.93561 | 1.90761 | ||
19 | 2023.01.04 08:00 | t/p | 6 | 0.10 | 1.90761 | 1.93561 | 1.90761 | 78.95 | 10071.65 |
20 | 2023.02.02 08:00 | buy | 7 | 0.10 | 1.89735 | 0.00000 | 0.00000 | ||
21 | 2023.02.02 08:00 | modify | 7 | 0.10 | 1.89735 | 1.88235 | 1.91035 | ||
22 | 2023.02.06 12:00 | t/p | 7 | 0.10 | 1.91035 | 1.88235 | 1.91035 | 78.18 | 10149.83 |
23 | 2023.02.22 00:00 | sell | 8 | 0.10 | 1.94759 | 0.00000 | 0.00000 | ||
24 | 2023.02.22 00:00 | modify | 8 | 0.10 | 1.94759 | 1.96259 | 1.93459 | ||
25 | 2023.02.23 00:00 | t/p | 8 | 0.10 | 1.93459 | 1.96259 | 1.93459 | 79.03 | 10228.86 |
26 | 2023.02.28 04:00 | sell | 9 | 0.10 | 1.95649 | 0.00000 | 0.00000 | ||
27 | 2023.02.28 04:00 | modify | 9 | 0.10 | 1.95649 | 1.97149 | 1.94349 | ||
28 | 2023.03.01 00:00 | t/p | 9 | 0.10 | 1.94349 | 1.97149 | 1.94349 | 78.95 | 10307.81 |
29 | 2023.03.10 16:00 | sell | 10 | 0.10 | 1.96012 | 0.00000 | 0.00000 | ||
30 | 2023.03.10 16:00 | modify | 10 | 0.10 | 1.96012 | 1.97512 | 1.94712 | ||
31 | 2023.03.13 12:00 | sell | 11 | 0.10 | 1.95211 | 0.00000 | 0.00000 | ||
32 | 2023.03.13 12:00 | modify | 11 | 0.10 | 1.95211 | 1.95557 | 1.94712 | ||
33 | 2023.03.13 12:00 | modify | 10 | 0.10 | 1.96012 | 1.95557 | 1.94712 | ||
34 | 2023.03.13 16:00 | t/p | 10 | 0.10 | 1.94712 | 1.95557 | 1.94712 | 78.95 | 10386.75 |
35 | 2023.03.13 16:00 | t/p | 11 | 0.10 | 1.94712 | 1.95557 | 1.94712 | 30.29 | 10417.04 |
36 | 2023.03.21 16:00 | sell | 12 | 0.10 | 1.97605 | 0.00000 | 0.00000 | ||
37 | 2023.03.21 16:00 | modify | 12 | 0.10 | 1.97605 | 1.99105 | 1.96305 | ||
38 | 2023.03.22 16:00 | sell | 13 | 0.10 | 1.96614 | 0.00000 | 0.00000 | ||
39 | 2023.03.22 16:00 | modify | 13 | 0.10 | 1.96614 | 1.97150 | 1.96305 | ||
40 | 2023.03.22 16:00 | modify | 12 | 0.10 | 1.97605 | 1.97150 | 1.96305 | ||
41 | 2023.03.22 20:00 | s/l | 12 | 0.10 | 1.97150 | 1.97150 | 1.96305 | 27.66 | 10444.70 |
42 | 2023.03.22 20:00 | s/l | 13 | 0.10 | 1.97150 | 1.97150 | 1.96305 | -32.53 | 10412.17 |
43 | 2023.04.12 00:00 | sell | 14 | 0.10 | 2.00645 | 0.00000 | 0.00000 | ||
44 | 2023.04.12 00:00 | modify | 14 | 0.10 | 2.00645 | 2.02145 | 1.99345 | ||
45 | 2023.04.13 16:00 | t/p | 14 | 0.10 | 1.99345 | 2.02145 | 1.99345 | 79.02 | 10491.18 |
46 | 2023.04.14 04:00 | buy | 15 | 0.10 | 1.98793 | 0.00000 | 0.00000 | ||
47 | 2023.04.14 04:00 | modify | 15 | 0.10 | 1.98793 | 1.97293 | 2.00093 | ||
48 | 2023.04.14 16:00 | t/p | 15 | 0.10 | 2.00093 | 1.97293 | 2.00093 | 78.89 | 10570.07 |
49 | 2023.05.02 16:00 | buy | 16 | 0.10 | 2.01025 | 0.00000 | 0.00000 | ||
50 | 2023.05.02 16:00 | modify | 16 | 0.10 | 2.01025 | 1.99525 | 2.02325 | ||
51 | 2023.05.04 00:00 | t/p | 16 | 0.10 | 2.02325 | 1.99525 | 2.02325 | 77.47 | 10647.55 |
52 | 2023.05.19 12:00 | buy | 17 | 0.10 | 1.98203 | 0.00000 | 0.00000 | ||
53 | 2023.05.19 12:00 | modify | 17 | 0.10 | 1.98203 | 1.96703 | 1.99503 | ||
54 | 2023.05.24 04:00 | t/p | 17 | 0.10 | 1.99503 | 1.96703 | 1.99503 | 77.83 | 10725.37 |
55 | 2023.05.24 12:00 | sell | 18 | 0.10 | 2.02011 | 0.00000 | 0.00000 | ||
56 | 2023.05.24 12:00 | modify | 18 | 0.10 | 2.02011 | 2.03511 | 2.00711 | ||
57 | 2023.05.25 12:00 | s/l | 18 | 0.10 | 2.03511 | 2.03511 | 2.00711 | -90.94 | 10634.43 |
58 | 2023.05.31 08:00 | sell | 19 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
59 | 2023.05.31 08:00 | modify | 19 | 0.10 | 2.06174 | 2.07674 | 2.04874 | ||
60 | 2023.06.05 08:00 | t/p | 19 | 0.10 | 2.04874 | 2.07674 | 2.04874 | 79.09 | 10713.52 |
61 | 2023.06.22 12:00 | buy | 20 | 0.10 | 2.05721 | 0.00000 | 0.00000 | ||
62 | 2023.06.22 12:00 | modify | 20 | 0.10 | 2.05721 | 2.04221 | 2.07021 | ||
63 | 2023.06.23 08:00 | t/p | 20 | 0.10 | 2.07021 | 2.04221 | 2.07021 | 78.54 | 10792.06 |
64 | 2023.07.05 08:00 | buy | 21 | 0.10 | 2.05195 | 0.00000 | 0.00000 | ||
65 | 2023.07.05 08:00 | modify | 21 | 0.10 | 2.05195 | 2.03695 | 2.06495 | ||
66 | 2023.07.06 16:00 | t/p | 21 | 0.10 | 2.06495 | 2.03695 | 2.06495 | 77.83 | 10869.88 |
67 | 2023.07.11 16:00 | sell | 22 | 0.10 | 2.08729 | 0.00000 | 0.00000 | ||
68 | 2023.07.11 16:00 | modify | 22 | 0.10 | 2.08729 | 2.10229 | 2.07429 | ||
69 | 2023.07.12 16:00 | t/p | 22 | 0.10 | 2.07429 | 2.10229 | 2.07429 | 78.95 | 10948.83 |