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=1; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; 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=12; 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 | 1076.24 | Gross profit | 1433.80 | Gross loss | -357.56 |
Profit factor | 4.01 | Expected payoff | 44.84 | ||
Absolute drawdown | 10.78 | Maximal drawdown | 260.65 (2.53%) | Relative drawdown | 2.53% (260.65) |
Total trades | 24 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 18 (75.00%) | Loss trades (% of total) | 6 (25.00%) | ||
Largest | profit trade | 91.19 | loss trade | -67.11 | |
Average | profit trade | 79.66 | loss trade | -59.59 | |
Maximum | consecutive wins (profit in money) | 12 (1021.50) | consecutive losses (loss in money) | 4 (-223.71) | |
Maximal | consecutive profit (count of wins) | 1021.50 (12) | consecutive loss (count of losses) | -223.71 (4) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.08.04 12:00 | buy | 1 | 0.10 | 1.92112 | 0.00000 | 0.00000 | ||
2 | 2022.08.04 12:00 | modify | 1 | 0.10 | 1.92112 | 1.91012 | 1.93612 | ||
3 | 2022.08.08 08:00 | t/p | 1 | 0.10 | 1.93612 | 1.91012 | 1.93612 | 90.32 | 10090.32 |
4 | 2022.08.11 12:00 | buy | 2 | 0.10 | 1.89711 | 0.00000 | 0.00000 | ||
5 | 2022.08.11 12:00 | modify | 2 | 0.10 | 1.89711 | 1.88611 | 1.91211 | ||
6 | 2022.08.12 08:00 | s/l | 2 | 0.10 | 1.88611 | 1.88611 | 1.91211 | -67.11 | 10023.21 |
7 | 2022.08.12 16:00 | buy | 3 | 0.10 | 1.88502 | 0.00000 | 0.00000 | ||
8 | 2022.08.12 16:00 | modify | 3 | 0.10 | 1.88502 | 1.87402 | 1.90002 | ||
9 | 2022.08.15 16:00 | t/p | 3 | 0.10 | 1.90002 | 1.87402 | 1.90002 | 90.68 | 10113.88 |
10 | 2022.08.16 16:00 | sell | 4 | 0.10 | 1.90794 | 0.00000 | 0.00000 | ||
11 | 2022.08.16 16:00 | modify | 4 | 0.10 | 1.90794 | 1.91894 | 1.89294 | ||
12 | 2022.08.17 12:00 | s/l | 4 | 0.10 | 1.91894 | 1.91894 | 1.89294 | -66.73 | 10047.15 |
13 | 2022.08.17 12:00 | sell | 5 | 0.10 | 1.92039 | 0.00000 | 0.00000 | ||
14 | 2022.08.17 12:00 | modify | 5 | 0.10 | 1.92039 | 1.93139 | 1.90539 | ||
15 | 2022.08.18 20:00 | t/p | 5 | 0.10 | 1.90539 | 1.93139 | 1.90539 | 91.16 | 10138.31 |
16 | 2022.09.14 12:00 | sell | 6 | 0.10 | 1.92961 | 0.00000 | 0.00000 | ||
17 | 2022.09.14 12:00 | modify | 6 | 0.10 | 1.92961 | 1.94061 | 1.91461 | ||
18 | 2022.09.16 04:00 | sell | 7 | 0.10 | 1.91817 | 0.00000 | 0.00000 | ||
19 | 2022.09.16 04:00 | modify | 7 | 0.10 | 1.91817 | 1.92436 | 1.91461 | ||
20 | 2022.09.16 04:00 | modify | 6 | 0.10 | 1.92961 | 1.92436 | 1.91461 | ||
21 | 2022.09.16 08:00 | t/p | 6 | 0.10 | 1.91461 | 1.92436 | 1.91461 | 91.19 | 10229.50 |
22 | 2022.09.16 08:00 | t/p | 7 | 0.10 | 1.91461 | 1.92436 | 1.91461 | 21.61 | 10251.11 |
23 | 2022.09.20 12:00 | sell | 8 | 0.10 | 1.93591 | 0.00000 | 0.00000 | ||
24 | 2022.09.20 12:00 | modify | 8 | 0.10 | 1.93591 | 1.94691 | 1.92091 | ||
25 | 2022.09.21 00:00 | sell | 9 | 0.10 | 1.92761 | 0.00000 | 0.00000 | ||
26 | 2022.09.21 00:00 | modify | 9 | 0.10 | 1.92761 | 1.93141 | 1.92091 | ||
27 | 2022.09.21 00:00 | modify | 8 | 0.10 | 1.93591 | 1.93141 | 1.92091 | ||
28 | 2022.09.21 04:00 | s/l | 8 | 0.10 | 1.93141 | 1.93141 | 1.92091 | 27.35 | 10278.45 |
29 | 2022.09.21 04:00 | s/l | 9 | 0.10 | 1.93141 | 1.93141 | 1.92091 | -23.07 | 10255.38 |
30 | 2022.09.23 12:00 | buy | 10 | 0.10 | 1.91017 | 0.00000 | 0.00000 | ||
31 | 2022.09.23 12:00 | modify | 10 | 0.10 | 1.91017 | 1.89917 | 1.92517 | ||
32 | 2022.09.23 16:00 | s/l | 10 | 0.10 | 1.89917 | 1.89917 | 1.92517 | -66.76 | 10188.62 |
33 | 2022.10.13 12:00 | sell | 11 | 0.10 | 2.00047 | 0.00000 | 0.00000 | ||
34 | 2022.10.13 12:00 | modify | 11 | 0.10 | 2.00047 | 2.01147 | 1.98547 | ||
35 | 2022.10.13 16:00 | s/l | 11 | 0.10 | 2.01147 | 2.01147 | 1.98547 | -66.78 | 10121.84 |
36 | 2022.11.03 16:00 | buy | 12 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
37 | 2022.11.03 16:00 | modify | 12 | 0.10 | 1.93562 | 1.92462 | 1.95062 | ||
38 | 2022.11.04 12:00 | s/l | 12 | 0.10 | 1.92462 | 1.92462 | 1.95062 | -67.10 | 10054.74 |
39 | 2023.01.19 12:00 | sell | 13 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
40 | 2023.01.19 12:00 | modify | 13 | 0.10 | 1.93536 | 1.94636 | 1.92036 | ||
41 | 2023.01.20 12:00 | t/p | 13 | 0.10 | 1.92036 | 1.94636 | 1.92036 | 91.10 | 10145.83 |
42 | 2023.01.24 16:00 | buy | 14 | 0.10 | 1.89404 | 0.00000 | 0.00000 | ||
43 | 2023.01.24 16:00 | modify | 14 | 0.10 | 1.89404 | 1.88304 | 1.90904 | ||
44 | 2023.01.25 16:00 | t/p | 14 | 0.10 | 1.90904 | 1.88304 | 1.90904 | 90.68 | 10236.51 |
45 | 2023.02.02 16:00 | buy | 15 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
46 | 2023.02.02 16:00 | modify | 15 | 0.10 | 1.88861 | 1.87761 | 1.90361 | ||
47 | 2023.02.03 20:00 | t/p | 15 | 0.10 | 1.90361 | 1.87761 | 1.90361 | 90.68 | 10327.19 |
48 | 2023.02.06 16:00 | sell | 16 | 0.10 | 1.91338 | 0.00000 | 0.00000 | ||
49 | 2023.02.06 16:00 | modify | 16 | 0.10 | 1.91338 | 1.92438 | 1.89838 | ||
50 | 2023.02.07 12:00 | t/p | 16 | 0.10 | 1.89838 | 1.92438 | 1.89838 | 91.09 | 10418.27 |
51 | 2023.02.21 16:00 | sell | 17 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
52 | 2023.02.21 16:00 | modify | 17 | 0.10 | 1.94727 | 1.95827 | 1.93227 | ||
53 | 2023.02.23 04:00 | t/p | 17 | 0.10 | 1.93227 | 1.95827 | 1.93227 | 91.19 | 10509.46 |
54 | 2023.02.28 12:00 | sell | 18 | 0.10 | 1.96338 | 0.00000 | 0.00000 | ||
55 | 2023.02.28 12:00 | modify | 18 | 0.10 | 1.96338 | 1.97438 | 1.94838 | ||
56 | 2023.02.28 20:00 | t/p | 18 | 0.10 | 1.94838 | 1.97438 | 1.94838 | 91.06 | 10600.52 |
57 | 2023.03.10 12:00 | sell | 19 | 0.10 | 1.96142 | 0.00000 | 0.00000 | ||
58 | 2023.03.10 12:00 | modify | 19 | 0.10 | 1.96142 | 1.97242 | 1.94642 | ||
59 | 2023.03.13 16:00 | t/p | 19 | 0.10 | 1.94642 | 1.97242 | 1.94642 | 91.10 | 10691.62 |
60 | 2023.04.13 16:00 | buy | 20 | 0.10 | 1.98744 | 0.00000 | 0.00000 | ||
61 | 2023.04.13 16:00 | modify | 20 | 0.10 | 1.98744 | 1.97644 | 2.00244 | ||
62 | 2023.04.17 08:00 | t/p | 20 | 0.10 | 2.00244 | 1.97644 | 2.00244 | 90.33 | 10781.95 |
63 | 2023.05.02 12:00 | buy | 21 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
64 | 2023.05.02 12:00 | modify | 21 | 0.10 | 2.00865 | 1.99765 | 2.02365 | ||
65 | 2023.05.04 00:00 | t/p | 21 | 0.10 | 2.02365 | 1.99765 | 2.02365 | 89.61 | 10871.56 |
66 | 2023.07.11 12:00 | sell | 22 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
67 | 2023.07.11 12:00 | modify | 22 | 0.10 | 2.08839 | 2.09939 | 2.07339 | ||
68 | 2023.07.12 16:00 | t/p | 22 | 0.10 | 2.07339 | 2.09939 | 2.07339 | 91.09 | 10962.65 |
69 | 2023.07.18 12:00 | sell | 23 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
70 | 2023.07.18 12:00 | modify | 23 | 0.10 | 2.08629 | 2.09729 | 2.07129 | ||
71 | 2023.07.18 16:00 | sell | 24 | 0.10 | 2.07499 | 0.00000 | 0.00000 | ||
72 | 2023.07.18 16:00 | modify | 24 | 0.10 | 2.07499 | 2.08104 | 2.07129 | ||
73 | 2023.07.18 16:00 | modify | 23 | 0.10 | 2.08629 | 2.08104 | 2.07129 | ||
74 | 2023.07.19 00:00 | t/p | 23 | 0.10 | 2.07129 | 2.08104 | 2.07129 | 91.10 | 11053.75 |
75 | 2023.07.19 00:00 | t/p | 24 | 0.10 | 2.07129 | 2.08104 | 2.07129 | 22.50 | 11076.24 |