Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.09.01 00:00 - 2023.08.31 23:59 (2022.09.01 - 2023.09.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 7234 | Ticks modelled | 13466 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 764.62 | Gross profit | 1507.05 | Gross loss | -742.43 |
Profit factor | 2.03 | Expected payoff | 19.12 | ||
Absolute drawdown | 62.66 | Maximal drawdown | 228.18 (2.24%) | Relative drawdown | 2.24% (228.18) |
Total trades | 40 | Short positions (won %) | 22 (63.64%) | Long positions (won %) | 18 (44.44%) |
Profit trades (% of total) | 22 (55.00%) | Loss trades (% of total) | 18 (45.00%) | ||
Largest | profit trade | 88.42 | loss trade | -47.41 | |
Average | profit trade | 68.50 | loss trade | -41.25 | |
Maximum | consecutive wins (profit in money) | 5 (390.23) | consecutive losses (loss in money) | 4 (-188.28) | |
Maximal | consecutive profit (count of wins) | 390.23 (5) | consecutive loss (count of losses) | -188.28 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.02 14:00 | buy | 1 | 0.10 | 1.88665 | 0.00000 | 0.00000 | ||
2 | 2022.09.02 14:00 | modify | 1 | 0.10 | 1.88665 | 1.87865 | 1.90165 | ||
3 | 2022.09.06 04:00 | buy | 2 | 0.10 | 1.89518 | 0.00000 | 0.00000 | ||
4 | 2022.09.06 04:00 | modify | 2 | 0.10 | 1.89518 | 1.89190 | 1.90165 | ||
5 | 2022.09.06 04:00 | modify | 1 | 0.10 | 1.88665 | 1.89190 | 1.90165 | ||
6 | 2022.09.06 07:00 | t/p | 1 | 0.10 | 1.90165 | 1.89190 | 1.90165 | 87.55 | 10087.55 |
7 | 2022.09.06 07:00 | t/p | 2 | 0.10 | 1.90165 | 1.89190 | 1.90165 | 38.07 | 10125.62 |
8 | 2022.09.23 11:00 | buy | 3 | 0.10 | 1.91116 | 0.00000 | 0.00000 | ||
9 | 2022.09.23 11:00 | modify | 3 | 0.10 | 1.91116 | 1.90316 | 1.92616 | ||
10 | 2022.09.23 14:00 | s/l | 3 | 0.10 | 1.90316 | 1.90316 | 1.92616 | -47.06 | 10078.56 |
11 | 2022.09.26 09:00 | sell | 4 | 0.10 | 1.87421 | 0.00000 | 0.00000 | ||
12 | 2022.09.26 09:00 | modify | 4 | 0.10 | 1.87421 | 1.88221 | 1.85921 | ||
13 | 2022.09.26 10:00 | s/l | 4 | 0.10 | 1.88221 | 1.88221 | 1.85921 | -47.08 | 10031.48 |
14 | 2022.09.28 11:00 | buy | 5 | 0.10 | 1.89651 | 0.00000 | 0.00000 | ||
15 | 2022.09.28 11:00 | modify | 5 | 0.10 | 1.89651 | 1.88851 | 1.91151 | ||
16 | 2022.09.28 12:00 | s/l | 5 | 0.10 | 1.88851 | 1.88851 | 1.91151 | -47.06 | 9984.42 |
17 | 2022.09.29 13:00 | sell | 6 | 0.10 | 1.91979 | 0.00000 | 0.00000 | ||
18 | 2022.09.29 13:00 | modify | 6 | 0.10 | 1.91979 | 1.92779 | 1.90479 | ||
19 | 2022.09.29 14:00 | s/l | 6 | 0.10 | 1.92779 | 1.92779 | 1.90479 | -47.08 | 9937.34 |
20 | 2022.09.30 09:00 | sell | 7 | 0.10 | 1.95835 | 0.00000 | 0.00000 | ||
21 | 2022.09.30 09:00 | modify | 7 | 0.10 | 1.95835 | 1.96635 | 1.94335 | ||
22 | 2022.09.30 12:00 | t/p | 7 | 0.10 | 1.94335 | 1.96635 | 1.94335 | 88.28 | 10025.62 |
23 | 2022.09.30 15:00 | sell | 8 | 0.10 | 1.97415 | 0.00000 | 0.00000 | ||
24 | 2022.09.30 15:00 | modify | 8 | 0.10 | 1.97415 | 1.98215 | 1.95915 | ||
25 | 2022.09.30 19:00 | s/l | 8 | 0.10 | 1.98215 | 1.98215 | 1.95915 | -47.08 | 9978.54 |
26 | 2022.10.03 05:00 | buy | 9 | 0.10 | 1.97071 | 0.00000 | 0.00000 | ||
27 | 2022.10.03 05:00 | modify | 9 | 0.10 | 1.97071 | 1.96271 | 1.98571 | ||
28 | 2022.10.03 06:00 | t/p | 9 | 0.10 | 1.98571 | 1.96271 | 1.98571 | 88.24 | 10066.78 |
29 | 2022.10.04 17:00 | sell | 10 | 0.10 | 2.00210 | 0.00000 | 0.00000 | ||
30 | 2022.10.04 17:00 | modify | 10 | 0.10 | 2.00210 | 2.01010 | 1.98710 | ||
31 | 2022.10.05 02:00 | t/p | 10 | 0.10 | 1.98710 | 2.01010 | 1.98710 | 88.32 | 10155.10 |
32 | 2022.10.05 15:00 | buy | 11 | 0.10 | 1.97651 | 0.00000 | 0.00000 | ||
33 | 2022.10.05 15:00 | modify | 11 | 0.10 | 1.97651 | 1.96851 | 1.99151 | ||
34 | 2022.10.05 22:00 | s/l | 11 | 0.10 | 1.96851 | 1.96851 | 1.99151 | -47.06 | 10108.04 |
35 | 2022.10.12 11:00 | sell | 12 | 0.10 | 1.98044 | 0.00000 | 0.00000 | ||
36 | 2022.10.12 11:00 | modify | 12 | 0.10 | 1.98044 | 1.98844 | 1.96544 | ||
37 | 2022.10.13 02:00 | sell | 13 | 0.10 | 1.97568 | 0.00000 | 0.00000 | ||
38 | 2022.10.13 02:00 | modify | 13 | 0.10 | 1.97568 | 1.97969 | 1.96544 | ||
39 | 2022.10.13 02:00 | modify | 12 | 0.10 | 1.98044 | 1.97969 | 1.96544 | ||
40 | 2022.10.13 10:00 | s/l | 12 | 0.10 | 1.97969 | 1.97969 | 1.96544 | 4.53 | 10112.56 |
41 | 2022.10.13 10:00 | s/l | 13 | 0.10 | 1.97969 | 1.97969 | 1.96544 | -23.60 | 10088.96 |
42 | 2022.10.13 12:00 | sell | 14 | 0.10 | 2.00047 | 0.00000 | 0.00000 | ||
43 | 2022.10.13 12:00 | modify | 14 | 0.10 | 2.00047 | 2.00847 | 1.98547 | ||
44 | 2022.10.13 13:00 | s/l | 14 | 0.10 | 2.00847 | 2.00847 | 1.98547 | -47.08 | 10041.88 |
45 | 2022.10.14 15:00 | sell | 15 | 0.10 | 2.01510 | 0.00000 | 0.00000 | ||
46 | 2022.10.14 15:00 | modify | 15 | 0.10 | 2.01510 | 2.02310 | 2.00010 | ||
47 | 2022.10.17 15:00 | s/l | 15 | 0.10 | 2.02310 | 2.02310 | 2.00010 | -47.04 | 9994.84 |
48 | 2022.10.17 15:00 | sell | 16 | 0.10 | 2.02972 | 0.00000 | 0.00000 | ||
49 | 2022.10.17 15:00 | modify | 16 | 0.10 | 2.02972 | 2.03772 | 2.01472 | ||
50 | 2022.10.17 21:00 | t/p | 16 | 0.10 | 2.01472 | 2.03772 | 2.01472 | 88.28 | 10083.12 |
51 | 2022.10.18 06:00 | buy | 17 | 0.10 | 1.99521 | 0.00000 | 0.00000 | ||
52 | 2022.10.18 06:00 | modify | 17 | 0.10 | 1.99521 | 1.98721 | 2.01021 | ||
53 | 2022.10.18 11:00 | s/l | 17 | 0.10 | 1.98721 | 1.98721 | 2.01021 | -47.06 | 10036.06 |
54 | 2022.10.20 11:00 | buy | 18 | 0.10 | 1.96663 | 0.00000 | 0.00000 | ||
55 | 2022.10.20 11:00 | modify | 18 | 0.10 | 1.96663 | 1.95863 | 1.98163 | ||
56 | 2022.10.21 15:00 | s/l | 18 | 0.10 | 1.95863 | 1.95863 | 1.98163 | -47.41 | 9988.65 |
57 | 2022.10.24 09:00 | sell | 19 | 0.10 | 1.98616 | 0.00000 | 0.00000 | ||
58 | 2022.10.24 09:00 | modify | 19 | 0.10 | 1.98616 | 1.99416 | 1.97116 | ||
59 | 2022.10.24 10:00 | s/l | 19 | 0.10 | 1.99416 | 1.99416 | 1.97116 | -47.08 | 9941.57 |
60 | 2022.10.24 13:00 | sell | 20 | 0.10 | 1.99678 | 0.00000 | 0.00000 | ||
61 | 2022.10.24 13:00 | modify | 20 | 0.10 | 1.99678 | 2.00478 | 1.98178 | ||
62 | 2022.10.24 17:00 | t/p | 20 | 0.10 | 1.98178 | 2.00478 | 1.98178 | 88.28 | 10029.85 |
63 | 2022.10.25 10:00 | sell | 21 | 0.10 | 1.99364 | 0.00000 | 0.00000 | ||
64 | 2022.10.25 10:00 | modify | 21 | 0.10 | 1.99364 | 2.00164 | 1.97864 | ||
65 | 2022.10.27 16:00 | t/p | 21 | 0.10 | 1.97864 | 2.00164 | 1.97864 | 88.42 | 10118.27 |
66 | 2022.11.03 13:00 | buy | 22 | 0.10 | 1.94361 | 0.00000 | 0.00000 | ||
67 | 2022.11.03 13:00 | modify | 22 | 0.10 | 1.94361 | 1.93561 | 1.95861 | ||
68 | 2022.11.03 15:00 | s/l | 22 | 0.10 | 1.93561 | 1.93561 | 1.95861 | -47.06 | 10071.21 |
69 | 2022.11.04 13:00 | buy | 23 | 0.10 | 1.91611 | 0.00000 | 0.00000 | ||
70 | 2022.11.04 13:00 | modify | 23 | 0.10 | 1.91611 | 1.90811 | 1.93111 | ||
71 | 2022.11.07 03:00 | buy | 24 | 0.10 | 1.92464 | 0.00000 | 0.00000 | ||
72 | 2022.11.07 03:00 | modify | 24 | 0.10 | 1.92464 | 1.92136 | 1.93111 | ||
73 | 2022.11.07 03:00 | modify | 23 | 0.10 | 1.91611 | 1.92136 | 1.93111 | ||
74 | 2022.11.07 04:00 | s/l | 23 | 0.10 | 1.92136 | 1.92136 | 1.93111 | 30.54 | 10101.75 |
75 | 2022.11.07 04:00 | s/l | 24 | 0.10 | 1.92136 | 1.92136 | 1.93111 | -19.29 | 10082.46 |
76 | 2022.11.11 15:00 | buy | 25 | 0.10 | 1.92957 | 0.00000 | 0.00000 | ||
77 | 2022.11.11 15:00 | modify | 25 | 0.10 | 1.92957 | 1.92157 | 1.94457 | ||
78 | 2022.11.14 08:00 | buy | 26 | 0.10 | 1.93407 | 0.00000 | 0.00000 | ||
79 | 2022.11.14 08:00 | modify | 26 | 0.10 | 1.93407 | 1.93032 | 1.94457 | ||
80 | 2022.11.14 08:00 | modify | 25 | 0.10 | 1.92957 | 1.93032 | 1.94457 | ||
81 | 2022.11.14 14:00 | s/l | 25 | 0.10 | 1.93032 | 1.93032 | 1.94457 | 4.07 | 10086.53 |
82 | 2022.11.14 14:00 | s/l | 26 | 0.10 | 1.93032 | 1.93032 | 1.94457 | -22.06 | 10064.47 |
83 | 2022.11.14 16:00 | buy | 27 | 0.10 | 1.92133 | 0.00000 | 0.00000 | ||
84 | 2022.11.14 16:00 | modify | 27 | 0.10 | 1.92133 | 1.91333 | 1.93633 | ||
85 | 2022.11.15 14:00 | t/p | 27 | 0.10 | 1.93633 | 1.91333 | 1.93633 | 87.89 | 10152.36 |
86 | 2022.11.15 14:00 | sell | 28 | 0.10 | 1.94179 | 0.00000 | 0.00000 | ||
87 | 2022.11.15 14:00 | modify | 28 | 0.10 | 1.94179 | 1.94979 | 1.92679 | ||
88 | 2022.11.15 17:00 | t/p | 28 | 0.10 | 1.92679 | 1.94979 | 1.92679 | 88.28 | 10240.64 |
89 | 2023.01.03 12:00 | sell | 29 | 0.10 | 1.92074 | 0.00000 | 0.00000 | ||
90 | 2023.01.03 12:00 | modify | 29 | 0.10 | 1.92074 | 1.92874 | 1.90574 | ||
91 | 2023.01.03 22:00 | sell | 30 | 0.10 | 1.91239 | 0.00000 | 0.00000 | ||
92 | 2023.01.03 22:00 | modify | 30 | 0.10 | 1.91239 | 1.91549 | 1.90574 | ||
93 | 2023.01.03 22:00 | modify | 29 | 0.10 | 1.92074 | 1.91549 | 1.90574 | ||
94 | 2023.01.04 00:00 | s/l | 29 | 0.10 | 1.91549 | 1.91549 | 1.90574 | 30.94 | 10271.58 |
95 | 2023.01.04 00:00 | s/l | 30 | 0.10 | 1.91549 | 1.91549 | 1.90574 | -18.20 | 10253.37 |
96 | 2023.03.01 11:00 | buy | 31 | 0.10 | 1.92506 | 0.00000 | 0.00000 | ||
97 | 2023.03.01 11:00 | modify | 31 | 0.10 | 1.92506 | 1.91706 | 1.94006 | ||
98 | 2023.03.06 09:00 | t/p | 31 | 0.10 | 1.94006 | 1.91706 | 1.94006 | 86.50 | 10339.87 |
99 | 2023.04.04 10:00 | sell | 32 | 0.10 | 1.98540 | 0.00000 | 0.00000 | ||
100 | 2023.04.04 10:00 | modify | 32 | 0.10 | 1.98540 | 1.99340 | 1.97040 | ||
101 | 2023.04.05 03:00 | t/p | 32 | 0.10 | 1.97040 | 1.99340 | 1.97040 | 88.32 | 10428.19 |
102 | 2023.04.13 14:00 | buy | 33 | 0.10 | 1.99035 | 0.00000 | 0.00000 | ||
103 | 2023.04.13 14:00 | modify | 33 | 0.10 | 1.99035 | 1.98235 | 2.00535 | ||
104 | 2023.04.17 13:00 | t/p | 33 | 0.10 | 2.00535 | 1.98235 | 2.00535 | 87.54 | 10515.73 |
105 | 2023.05.12 10:00 | sell | 34 | 0.10 | 2.00996 | 0.00000 | 0.00000 | ||
106 | 2023.05.12 10:00 | modify | 34 | 0.10 | 2.00996 | 2.01796 | 1.99496 | ||
107 | 2023.05.17 00:00 | sell | 35 | 0.10 | 2.00167 | 0.00000 | 0.00000 | ||
108 | 2023.05.17 00:00 | modify | 35 | 0.10 | 2.00167 | 2.00471 | 1.99496 | ||
109 | 2023.05.17 00:00 | modify | 34 | 0.10 | 2.00996 | 2.00471 | 1.99496 | ||
110 | 2023.05.17 08:00 | t/p | 34 | 0.10 | 1.99496 | 2.00471 | 1.99496 | 88.39 | 10604.12 |
111 | 2023.05.17 08:00 | t/p | 35 | 0.10 | 1.99496 | 2.00471 | 1.99496 | 39.49 | 10643.61 |
112 | 2023.07.12 14:00 | buy | 36 | 0.10 | 2.07122 | 0.00000 | 0.00000 | ||
113 | 2023.07.12 14:00 | modify | 36 | 0.10 | 2.07122 | 2.06322 | 2.08622 | ||
114 | 2023.07.12 17:00 | s/l | 36 | 0.10 | 2.06322 | 2.06322 | 2.08622 | -47.06 | 10596.55 |
115 | 2023.07.18 11:00 | sell | 37 | 0.10 | 2.08484 | 0.00000 | 0.00000 | ||
116 | 2023.07.18 11:00 | modify | 37 | 0.10 | 2.08484 | 2.09284 | 2.06984 | ||
117 | 2023.07.18 23:00 | t/p | 37 | 0.10 | 2.06984 | 2.09284 | 2.06984 | 88.27 | 10684.82 |
118 | 2023.07.24 09:00 | buy | 38 | 0.10 | 2.07021 | 0.00000 | 0.00000 | ||
119 | 2023.07.24 09:00 | modify | 38 | 0.10 | 2.07021 | 2.06221 | 2.08521 | ||
120 | 2023.07.24 22:00 | s/l | 38 | 0.10 | 2.06221 | 2.06221 | 2.08521 | -47.06 | 10637.76 |
121 | 2023.07.28 08:00 | sell | 39 | 0.10 | 2.08566 | 0.00000 | 0.00000 | ||
122 | 2023.07.28 08:00 | modify | 39 | 0.10 | 2.08566 | 2.09366 | 2.07066 | ||
123 | 2023.07.31 04:00 | sell | 40 | 0.10 | 2.07721 | 0.00000 | 0.00000 | ||
124 | 2023.07.31 04:00 | modify | 40 | 0.10 | 2.07721 | 2.08041 | 2.07066 | ||
125 | 2023.07.31 04:00 | modify | 39 | 0.10 | 2.08566 | 2.08041 | 2.07066 | ||
126 | 2023.07.31 14:00 | t/p | 39 | 0.10 | 2.07066 | 2.08041 | 2.07066 | 88.32 | 10726.07 |
127 | 2023.07.31 14:00 | t/p | 40 | 0.10 | 2.07066 | 2.08041 | 2.07066 | 38.55 | 10764.62 |