Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2615 | Ticks modelled | 4230 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 615.36 | Gross profit | 974.25 | Gross loss | -358.89 |
Profit factor | 2.71 | Expected payoff | 32.39 | ||
Absolute drawdown | 23.80 | Maximal drawdown | 195.93 (1.84%) | Relative drawdown | 1.84% (195.93) |
Total trades | 19 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
Largest | profit trade | 88.45 | loss trade | -90.33 | |
Average | profit trade | 74.94 | loss trade | -59.81 | |
Maximum | consecutive wins (profit in money) | 5 (395.65) | consecutive losses (loss in money) | 2 (-142.06) | |
Maximal | consecutive profit (count of wins) | 395.65 (5) | consecutive loss (count of losses) | -142.06 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.06 20:00 | sell | 1 | 0.10 | 1.90692 | 0.00000 | 0.00000 | ||
2 | 2022.09.06 20:00 | modify | 1 | 0.10 | 1.90692 | 1.92192 | 1.89192 | ||
3 | 2022.09.08 16:00 | sell | 2 | 0.10 | 1.89930 | 0.00000 | 0.00000 | ||
4 | 2022.09.08 16:00 | modify | 2 | 0.10 | 1.89930 | 1.90242 | 1.89192 | ||
5 | 2022.09.08 16:00 | modify | 1 | 0.10 | 1.90692 | 1.90242 | 1.89192 | ||
6 | 2022.09.09 12:00 | t/p | 1 | 0.10 | 1.89192 | 1.90242 | 1.89192 | 88.45 | 10088.45 |
7 | 2022.09.09 12:00 | t/p | 2 | 0.10 | 1.89192 | 1.90242 | 1.89192 | 43.47 | 10131.91 |
8 | 2022.10.23 20:00 | buy | 3 | 0.10 | 1.96849 | 0.00000 | 0.00000 | ||
9 | 2022.10.23 20:00 | modify | 3 | 0.10 | 1.96849 | 1.95349 | 1.98349 | ||
10 | 2022.10.24 08:00 | t/p | 3 | 0.10 | 1.98349 | 1.95349 | 1.98349 | 87.89 | 10219.80 |
11 | 2023.01.03 16:00 | sell | 4 | 0.10 | 1.92061 | 0.00000 | 0.00000 | ||
12 | 2023.01.03 16:00 | modify | 4 | 0.10 | 1.92061 | 1.93561 | 1.90561 | ||
13 | 2023.01.04 08:00 | t/p | 4 | 0.10 | 1.90561 | 1.93561 | 1.90561 | 88.31 | 10308.11 |
14 | 2023.02.02 08:00 | buy | 5 | 0.10 | 1.89735 | 0.00000 | 0.00000 | ||
15 | 2023.02.02 08:00 | modify | 5 | 0.10 | 1.89735 | 1.88235 | 1.91235 | ||
16 | 2023.02.06 16:00 | t/p | 5 | 0.10 | 1.91235 | 1.88235 | 1.91235 | 87.54 | 10395.65 |
17 | 2023.02.19 20:00 | sell | 6 | 0.10 | 1.92640 | 0.00000 | 0.00000 | ||
18 | 2023.02.19 20:00 | modify | 6 | 0.10 | 1.92640 | 1.94140 | 1.91140 | ||
19 | 2023.02.21 16:00 | s/l | 6 | 0.10 | 1.94140 | 1.94140 | 1.91140 | -88.20 | 10307.45 |
20 | 2023.02.28 04:00 | sell | 7 | 0.10 | 1.95649 | 0.00000 | 0.00000 | ||
21 | 2023.02.28 04:00 | modify | 7 | 0.10 | 1.95649 | 1.97149 | 1.94149 | ||
22 | 2023.03.01 04:00 | t/p | 7 | 0.10 | 1.94149 | 1.97149 | 1.94149 | 88.32 | 10395.77 |
23 | 2023.03.10 16:00 | sell | 8 | 0.10 | 1.96012 | 0.00000 | 0.00000 | ||
24 | 2023.03.10 16:00 | modify | 8 | 0.10 | 1.96012 | 1.97512 | 1.94512 | ||
25 | 2023.03.13 16:00 | t/p | 8 | 0.10 | 1.94512 | 1.97512 | 1.94512 | 88.31 | 10484.07 |
26 | 2023.04.13 20:00 | buy | 9 | 0.10 | 1.98844 | 0.00000 | 0.00000 | ||
27 | 2023.04.13 20:00 | modify | 9 | 0.10 | 1.98844 | 1.97344 | 2.00344 | ||
28 | 2023.04.17 08:00 | t/p | 9 | 0.10 | 2.00344 | 1.97344 | 2.00344 | 87.55 | 10571.62 |
29 | 2023.05.02 16:00 | buy | 10 | 0.10 | 2.01025 | 0.00000 | 0.00000 | ||
30 | 2023.05.02 16:00 | modify | 10 | 0.10 | 2.01025 | 1.99525 | 2.02525 | ||
31 | 2023.05.08 12:00 | s/l | 10 | 0.10 | 1.99525 | 1.99525 | 2.02525 | -90.33 | 10481.29 |
32 | 2023.05.19 12:00 | buy | 11 | 0.10 | 1.98203 | 0.00000 | 0.00000 | ||
33 | 2023.05.19 12:00 | modify | 11 | 0.10 | 1.98203 | 1.96703 | 1.99703 | ||
34 | 2023.05.24 04:00 | t/p | 11 | 0.10 | 1.99703 | 1.96703 | 1.99703 | 87.19 | 10568.49 |
35 | 2023.05.31 08:00 | sell | 12 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
36 | 2023.05.31 08:00 | modify | 12 | 0.10 | 2.06174 | 2.07674 | 2.04674 | ||
37 | 2023.06.02 04:00 | sell | 13 | 0.10 | 2.05395 | 0.00000 | 0.00000 | ||
38 | 2023.06.02 04:00 | modify | 13 | 0.10 | 2.05395 | 2.05724 | 2.04674 | ||
39 | 2023.06.02 04:00 | modify | 12 | 0.10 | 2.06174 | 2.05724 | 2.04674 | ||
40 | 2023.06.02 08:00 | s/l | 12 | 0.10 | 2.05724 | 2.05724 | 2.04674 | 26.63 | 10595.12 |
41 | 2023.06.02 08:00 | s/l | 13 | 0.10 | 2.05724 | 2.05724 | 2.04674 | -19.36 | 10575.76 |
42 | 2023.06.12 20:00 | buy | 14 | 0.10 | 2.04332 | 0.00000 | 0.00000 | ||
43 | 2023.06.12 20:00 | modify | 14 | 0.10 | 2.04332 | 2.02832 | 2.05832 | ||
44 | 2023.06.16 00:00 | buy | 15 | 0.10 | 2.05104 | 0.00000 | 0.00000 | ||
45 | 2023.06.16 00:00 | modify | 15 | 0.10 | 2.05104 | 2.04782 | 2.05832 | ||
46 | 2023.06.16 00:00 | modify | 14 | 0.10 | 2.04332 | 2.04782 | 2.05832 | ||
47 | 2023.06.16 04:00 | s/l | 14 | 0.10 | 2.04782 | 2.04782 | 2.05832 | 24.39 | 10600.15 |
48 | 2023.06.16 04:00 | s/l | 15 | 0.10 | 2.04782 | 2.04782 | 2.05832 | -18.94 | 10581.21 |
49 | 2023.06.22 12:00 | buy | 16 | 0.10 | 2.05721 | 0.00000 | 0.00000 | ||
50 | 2023.06.22 12:00 | modify | 16 | 0.10 | 2.05721 | 2.04221 | 2.07221 | ||
51 | 2023.06.23 12:00 | t/p | 16 | 0.10 | 2.07221 | 2.04221 | 2.07221 | 87.90 | 10669.11 |
52 | 2023.07.11 16:00 | sell | 17 | 0.10 | 2.08729 | 0.00000 | 0.00000 | ||
53 | 2023.07.11 16:00 | modify | 17 | 0.10 | 2.08729 | 2.10229 | 2.07229 | ||
54 | 2023.07.12 16:00 | t/p | 17 | 0.10 | 2.07229 | 2.10229 | 2.07229 | 88.32 | 10757.42 |
55 | 2023.08.16 20:00 | sell | 18 | 0.10 | 2.14287 | 0.00000 | 0.00000 | ||
56 | 2023.08.16 20:00 | modify | 18 | 0.10 | 2.14287 | 2.15787 | 2.12787 | ||
57 | 2023.08.21 16:00 | s/l | 18 | 0.10 | 2.15787 | 2.15787 | 2.12787 | -88.10 | 10669.32 |
58 | 2023.08.23 20:00 | buy | 19 | 0.10 | 2.12951 | 0.00000 | 0.00000 | ||
59 | 2023.08.23 20:00 | modify | 19 | 0.10 | 2.12951 | 2.11451 | 2.14451 | ||
60 | 2023.08.31 23:59 | close at stop | 19 | 0.10 | 2.12093 | 2.11451 | 2.14451 | -53.95 | 10615.36 |