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=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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 7234 | Ticks modelled | 13466 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 803.43 | Gross profit | 1231.25 | Gross loss | -427.82 |
Profit factor | 2.88 | Expected payoff | 28.69 | ||
Absolute drawdown | 67.70 | Maximal drawdown | 217.02 (2.08%) | Relative drawdown | 2.08% (217.02) |
Total trades | 28 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 13 (76.92%) |
Profit trades (% of total) | 20 (71.43%) | Loss trades (% of total) | 8 (28.57%) | ||
Largest | profit trade | 82.50 | loss trade | -76.82 | |
Average | profit trade | 61.56 | loss trade | -53.48 | |
Maximum | consecutive wins (profit in money) | 6 (457.17) | consecutive losses (loss in money) | 2 (-152.87) | |
Maximal | consecutive profit (count of wins) | 457.17 (6) | consecutive loss (count of losses) | -152.87 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.13 20:00 | sell | 1 | 0.10 | 1.91870 | 0.00000 | 0.00000 | ||
2 | 2022.09.13 20:00 | modify | 1 | 0.10 | 1.91870 | 1.93170 | 1.90470 | ||
3 | 2022.09.16 09:00 | sell | 2 | 0.10 | 1.91014 | 0.00000 | 0.00000 | ||
4 | 2022.09.16 09:00 | modify | 2 | 0.10 | 1.91014 | 1.91520 | 1.90470 | ||
5 | 2022.09.16 09:00 | modify | 1 | 0.10 | 1.91870 | 1.91520 | 1.90470 | ||
6 | 2022.09.16 14:00 | s/l | 1 | 0.10 | 1.91520 | 1.91520 | 1.90470 | 20.78 | 10020.78 |
7 | 2022.09.16 14:00 | s/l | 2 | 0.10 | 1.91520 | 1.91520 | 1.90470 | -29.78 | 9991.00 |
8 | 2022.10.02 21:00 | sell | 3 | 0.10 | 1.99059 | 0.00000 | 0.00000 | ||
9 | 2022.10.02 21:00 | modify | 3 | 0.10 | 1.99059 | 2.00359 | 1.97659 | ||
10 | 2022.10.03 02:00 | t/p | 3 | 0.10 | 1.97659 | 2.00359 | 1.97659 | 82.43 | 10073.42 |
11 | 2022.11.03 20:00 | buy | 4 | 0.10 | 1.93231 | 0.00000 | 0.00000 | ||
12 | 2022.11.03 20:00 | modify | 4 | 0.10 | 1.93231 | 1.91931 | 1.94631 | ||
13 | 2022.11.04 12:00 | s/l | 4 | 0.10 | 1.91931 | 1.91931 | 1.94631 | -76.82 | 9996.60 |
14 | 2022.11.04 14:00 | buy | 5 | 0.10 | 1.91638 | 0.00000 | 0.00000 | ||
15 | 2022.11.04 14:00 | modify | 5 | 0.10 | 1.91638 | 1.90338 | 1.93038 | ||
16 | 2022.11.06 22:00 | buy | 6 | 0.10 | 1.92228 | 0.00000 | 0.00000 | ||
17 | 2022.11.06 22:00 | modify | 6 | 0.10 | 1.92228 | 1.91708 | 1.93038 | ||
18 | 2022.11.06 22:00 | modify | 5 | 0.10 | 1.91638 | 1.91708 | 1.93038 | ||
19 | 2022.11.07 10:00 | t/p | 5 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 82.01 | 10078.61 |
20 | 2022.11.07 10:00 | t/p | 6 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 47.30 | 10125.92 |
21 | 2023.02.21 19:00 | sell | 7 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
22 | 2023.02.21 19:00 | modify | 7 | 0.10 | 1.94972 | 1.96272 | 1.93572 | ||
23 | 2023.02.22 16:00 | t/p | 7 | 0.10 | 1.93572 | 1.96272 | 1.93572 | 82.43 | 10208.34 |
24 | 2023.02.28 10:00 | sell | 8 | 0.10 | 1.96482 | 0.00000 | 0.00000 | ||
25 | 2023.02.28 10:00 | modify | 8 | 0.10 | 1.96482 | 1.97782 | 1.95082 | ||
26 | 2023.02.28 18:00 | t/p | 8 | 0.10 | 1.95082 | 1.97782 | 1.95082 | 82.39 | 10290.73 |
27 | 2023.03.01 13:00 | buy | 9 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
28 | 2023.03.01 13:00 | modify | 9 | 0.10 | 1.92478 | 1.91178 | 1.93878 | ||
29 | 2023.03.06 09:00 | t/p | 9 | 0.10 | 1.93878 | 1.91178 | 1.93878 | 80.61 | 10371.34 |
30 | 2023.03.10 11:00 | sell | 10 | 0.10 | 1.96139 | 0.00000 | 0.00000 | ||
31 | 2023.03.10 11:00 | modify | 10 | 0.10 | 1.96139 | 1.97439 | 1.94739 | ||
32 | 2023.03.13 14:00 | t/p | 10 | 0.10 | 1.94739 | 1.97439 | 1.94739 | 82.44 | 10453.77 |
33 | 2023.03.20 20:00 | sell | 11 | 0.10 | 1.96454 | 0.00000 | 0.00000 | ||
34 | 2023.03.20 20:00 | modify | 11 | 0.10 | 1.96454 | 1.97754 | 1.95054 | ||
35 | 2023.03.21 09:00 | s/l | 11 | 0.10 | 1.97754 | 1.97754 | 1.95054 | -76.47 | 10377.30 |
36 | 2023.04.06 17:00 | sell | 12 | 0.10 | 1.99211 | 0.00000 | 0.00000 | ||
37 | 2023.04.06 17:00 | modify | 12 | 0.10 | 1.99211 | 2.00511 | 1.97811 | ||
38 | 2023.04.11 14:00 | s/l | 12 | 0.10 | 2.00511 | 2.00511 | 1.97811 | -76.39 | 10300.90 |
39 | 2023.04.13 18:00 | buy | 13 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
40 | 2023.04.13 18:00 | modify | 13 | 0.10 | 1.98644 | 1.97344 | 2.00044 | ||
41 | 2023.04.14 16:00 | t/p | 13 | 0.10 | 2.00044 | 1.97344 | 2.00044 | 82.01 | 10382.91 |
42 | 2023.04.26 10:00 | sell | 14 | 0.10 | 2.03518 | 0.00000 | 0.00000 | ||
43 | 2023.04.26 10:00 | modify | 14 | 0.10 | 2.03518 | 2.04818 | 2.02118 | ||
44 | 2023.04.27 10:00 | sell | 15 | 0.10 | 2.02649 | 0.00000 | 0.00000 | ||
45 | 2023.04.27 10:00 | modify | 15 | 0.10 | 2.02649 | 2.03168 | 2.02118 | ||
46 | 2023.04.27 10:00 | modify | 14 | 0.10 | 2.03518 | 2.03168 | 2.02118 | ||
47 | 2023.04.27 14:00 | s/l | 14 | 0.10 | 2.03168 | 2.03168 | 2.02118 | 20.71 | 10403.62 |
48 | 2023.04.27 14:00 | s/l | 15 | 0.10 | 2.03168 | 2.03168 | 2.02118 | -30.54 | 10373.08 |
49 | 2023.05.02 11:00 | buy | 16 | 0.10 | 2.01432 | 0.00000 | 0.00000 | ||
50 | 2023.05.02 11:00 | modify | 16 | 0.10 | 2.01432 | 2.00132 | 2.02832 | ||
51 | 2023.05.03 02:00 | s/l | 16 | 0.10 | 2.00132 | 2.00132 | 2.02832 | -76.82 | 10296.26 |
52 | 2023.05.08 16:00 | buy | 17 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
53 | 2023.05.08 16:00 | modify | 17 | 0.10 | 1.98977 | 1.97677 | 2.00377 | ||
54 | 2023.05.12 04:00 | buy | 18 | 0.10 | 1.99964 | 0.00000 | 0.00000 | ||
55 | 2023.05.12 04:00 | modify | 18 | 0.10 | 1.99964 | 1.99607 | 2.00377 | ||
56 | 2023.05.12 04:00 | modify | 17 | 0.10 | 1.98977 | 1.99607 | 2.00377 | ||
57 | 2023.05.12 08:00 | t/p | 17 | 0.10 | 2.00377 | 1.99607 | 2.00377 | 80.27 | 10376.53 |
58 | 2023.05.12 08:00 | t/p | 18 | 0.10 | 2.00377 | 1.99607 | 2.00377 | 24.30 | 10400.83 |
59 | 2023.05.12 12:00 | sell | 19 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
60 | 2023.05.12 12:00 | modify | 19 | 0.10 | 2.01067 | 2.02367 | 1.99667 | ||
61 | 2023.05.17 08:00 | t/p | 19 | 0.10 | 1.99667 | 2.02367 | 1.99667 | 82.50 | 10483.33 |
62 | 2023.05.17 11:00 | buy | 20 | 0.10 | 1.99213 | 0.00000 | 0.00000 | ||
63 | 2023.05.17 11:00 | modify | 20 | 0.10 | 1.99213 | 1.97913 | 2.00613 | ||
64 | 2023.05.17 23:00 | buy | 21 | 0.10 | 2.00074 | 0.00000 | 0.00000 | ||
65 | 2023.05.17 23:00 | modify | 21 | 0.10 | 2.00074 | 1.99563 | 2.00613 | ||
66 | 2023.05.17 23:00 | modify | 20 | 0.10 | 1.99213 | 1.99563 | 2.00613 | ||
67 | 2023.05.18 01:00 | s/l | 20 | 0.10 | 1.99563 | 1.99563 | 2.00613 | 19.54 | 10502.87 |
68 | 2023.05.18 01:00 | s/l | 21 | 0.10 | 1.99563 | 1.99563 | 2.00613 | -31.11 | 10471.77 |
69 | 2023.07.11 13:00 | sell | 22 | 0.10 | 2.08755 | 0.00000 | 0.00000 | ||
70 | 2023.07.11 13:00 | modify | 22 | 0.10 | 2.08755 | 2.10055 | 2.07355 | ||
71 | 2023.07.12 03:00 | sell | 23 | 0.10 | 2.07897 | 0.00000 | 0.00000 | ||
72 | 2023.07.12 03:00 | modify | 23 | 0.10 | 2.07897 | 2.08405 | 2.07355 | ||
73 | 2023.07.12 03:00 | modify | 22 | 0.10 | 2.08755 | 2.08405 | 2.07355 | ||
74 | 2023.07.12 06:00 | s/l | 22 | 0.10 | 2.08405 | 2.08405 | 2.07355 | 20.64 | 10492.40 |
75 | 2023.07.12 06:00 | s/l | 23 | 0.10 | 2.08405 | 2.08405 | 2.07355 | -29.89 | 10462.51 |
76 | 2023.07.12 19:00 | buy | 24 | 0.10 | 2.06077 | 0.00000 | 0.00000 | ||
77 | 2023.07.12 19:00 | modify | 24 | 0.10 | 2.06077 | 2.04777 | 2.07477 | ||
78 | 2023.07.17 21:00 | buy | 25 | 0.10 | 2.06655 | 0.00000 | 0.00000 | ||
79 | 2023.07.17 21:00 | modify | 25 | 0.10 | 2.06655 | 2.06147 | 2.07477 | ||
80 | 2023.07.17 21:00 | modify | 24 | 0.10 | 2.06077 | 2.06147 | 2.07477 | ||
81 | 2023.07.18 08:00 | t/p | 24 | 0.10 | 2.07477 | 2.06147 | 2.07477 | 80.27 | 10542.78 |
82 | 2023.07.18 08:00 | t/p | 25 | 0.10 | 2.07477 | 2.06147 | 2.07477 | 48.01 | 10590.79 |
83 | 2023.07.23 21:00 | sell | 26 | 0.10 | 2.07917 | 0.00000 | 0.00000 | ||
84 | 2023.07.23 21:00 | modify | 26 | 0.10 | 2.07917 | 2.09217 | 2.06517 | ||
85 | 2023.07.24 08:00 | sell | 27 | 0.10 | 2.07336 | 0.00000 | 0.00000 | ||
86 | 2023.07.24 08:00 | modify | 27 | 0.10 | 2.07336 | 2.07847 | 2.06517 | ||
87 | 2023.07.24 08:00 | modify | 26 | 0.10 | 2.07917 | 2.07847 | 2.06517 | ||
88 | 2023.07.24 15:00 | t/p | 26 | 0.10 | 2.06517 | 2.07847 | 2.06517 | 82.43 | 10673.22 |
89 | 2023.07.24 15:00 | t/p | 27 | 0.10 | 2.06517 | 2.07847 | 2.06517 | 48.20 | 10721.42 |
90 | 2023.07.31 16:00 | buy | 28 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
91 | 2023.07.31 16:00 | modify | 28 | 0.10 | 2.06784 | 2.05484 | 2.08184 | ||
92 | 2023.08.01 09:00 | t/p | 28 | 0.10 | 2.08184 | 2.05484 | 2.08184 | 82.01 | 10803.43 |