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=1; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; 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 | 1381.97 | Gross profit | 1768.46 | Gross loss | -386.49 |
Profit factor | 4.58 | Expected payoff | 33.71 | ||
Absolute drawdown | 81.13 | Maximal drawdown | 149.88 (1.41%) | Relative drawdown | 1.41% (149.88) |
Total trades | 41 | Short positions (won %) | 22 (68.18%) | Long positions (won %) | 19 (73.68%) |
Profit trades (% of total) | 29 (70.73%) | Loss trades (% of total) | 12 (29.27%) | ||
Largest | profit trade | 88.53 | loss trade | -88.23 | |
Average | profit trade | 60.98 | loss trade | -32.21 | |
Maximum | consecutive wins (profit in money) | 8 (654.65) | consecutive losses (loss in money) | 2 (-30.24) | |
Maximal | consecutive profit (count of wins) | 654.65 (8) | consecutive loss (count of losses) | -88.23 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.06 07:00 | sell | 1 | 0.10 | 1.90300 | 0.00000 | 0.00000 | ||
2 | 2022.09.06 07:00 | modify | 1 | 0.10 | 1.90300 | 1.91800 | 1.88800 | ||
3 | 2022.09.08 07:00 | sell | 2 | 0.10 | 1.89696 | 0.00000 | 0.00000 | ||
4 | 2022.09.08 07:00 | modify | 2 | 0.10 | 1.89696 | 1.90225 | 1.88800 | ||
5 | 2022.09.08 07:00 | modify | 1 | 0.10 | 1.90300 | 1.90225 | 1.88800 | ||
6 | 2022.09.08 09:00 | s/l | 1 | 0.10 | 1.90225 | 1.90225 | 1.88800 | 4.56 | 10004.56 |
7 | 2022.09.08 09:00 | s/l | 2 | 0.10 | 1.90225 | 1.90225 | 1.88800 | -31.13 | 9973.43 |
8 | 2022.09.20 09:00 | sell | 3 | 0.10 | 1.93206 | 0.00000 | 0.00000 | ||
9 | 2022.09.20 09:00 | modify | 3 | 0.10 | 1.93206 | 1.94706 | 1.91706 | ||
10 | 2022.09.22 18:00 | sell | 4 | 0.10 | 1.92584 | 0.00000 | 0.00000 | ||
11 | 2022.09.22 18:00 | modify | 4 | 0.10 | 1.92584 | 1.93131 | 1.91706 | ||
12 | 2022.09.22 18:00 | modify | 3 | 0.10 | 1.93206 | 1.93131 | 1.91706 | ||
13 | 2022.09.23 10:00 | s/l | 3 | 0.10 | 1.93131 | 1.93131 | 1.91706 | 4.60 | 9978.03 |
14 | 2022.09.23 10:00 | s/l | 4 | 0.10 | 1.93131 | 1.93131 | 1.91706 | -32.15 | 9945.87 |
15 | 2022.10.18 11:00 | buy | 5 | 0.10 | 1.98808 | 0.00000 | 0.00000 | ||
16 | 2022.10.18 11:00 | modify | 5 | 0.10 | 1.98808 | 1.97308 | 2.00308 | ||
17 | 2022.10.18 19:00 | buy | 6 | 0.10 | 1.99417 | 0.00000 | 0.00000 | ||
18 | 2022.10.18 19:00 | modify | 6 | 0.10 | 1.99417 | 1.98883 | 2.00308 | ||
19 | 2022.10.18 19:00 | modify | 5 | 0.10 | 1.98808 | 1.98883 | 2.00308 | ||
20 | 2022.10.18 21:00 | s/l | 5 | 0.10 | 1.98883 | 1.98883 | 2.00308 | 4.41 | 9950.28 |
21 | 2022.10.18 21:00 | s/l | 6 | 0.10 | 1.98883 | 1.98883 | 2.00308 | -31.41 | 9918.87 |
22 | 2023.01.19 17:00 | sell | 7 | 0.10 | 1.93962 | 0.00000 | 0.00000 | ||
23 | 2023.01.19 17:00 | modify | 7 | 0.10 | 1.93962 | 1.95462 | 1.92462 | ||
24 | 2023.01.20 08:00 | t/p | 7 | 0.10 | 1.92462 | 1.95462 | 1.92462 | 88.32 | 10007.19 |
25 | 2023.01.31 11:00 | sell | 8 | 0.10 | 1.91973 | 0.00000 | 0.00000 | ||
26 | 2023.01.31 11:00 | modify | 8 | 0.10 | 1.91973 | 1.93473 | 1.90473 | ||
27 | 2023.01.31 16:00 | t/p | 8 | 0.10 | 1.90473 | 1.93473 | 1.90473 | 88.27 | 10095.46 |
28 | 2023.02.02 10:00 | buy | 9 | 0.10 | 1.89350 | 0.00000 | 0.00000 | ||
29 | 2023.02.02 10:00 | modify | 9 | 0.10 | 1.89350 | 1.87850 | 1.90850 | ||
30 | 2023.02.06 09:00 | t/p | 9 | 0.10 | 1.90850 | 1.87850 | 1.90850 | 87.54 | 10183.00 |
31 | 2023.02.06 15:00 | sell | 10 | 0.10 | 1.91642 | 0.00000 | 0.00000 | ||
32 | 2023.02.06 15:00 | modify | 10 | 0.10 | 1.91642 | 1.93142 | 1.90142 | ||
33 | 2023.02.07 04:00 | t/p | 10 | 0.10 | 1.90142 | 1.93142 | 1.90142 | 88.31 | 10271.30 |
34 | 2023.02.13 09:00 | buy | 11 | 0.10 | 1.90091 | 0.00000 | 0.00000 | ||
35 | 2023.02.13 09:00 | modify | 11 | 0.10 | 1.90091 | 1.88591 | 1.91591 | ||
36 | 2023.02.14 03:00 | t/p | 11 | 0.10 | 1.91591 | 1.88591 | 1.91591 | 87.90 | 10359.21 |
37 | 2023.02.21 16:00 | sell | 12 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
38 | 2023.02.21 16:00 | modify | 12 | 0.10 | 1.94727 | 1.96227 | 1.93227 | ||
39 | 2023.02.23 02:00 | t/p | 12 | 0.10 | 1.93227 | 1.96227 | 1.93227 | 88.42 | 10447.63 |
40 | 2023.02.28 09:00 | sell | 13 | 0.10 | 1.96583 | 0.00000 | 0.00000 | ||
41 | 2023.02.28 09:00 | modify | 13 | 0.10 | 1.96583 | 1.98083 | 1.95083 | ||
42 | 2023.02.28 18:00 | t/p | 13 | 0.10 | 1.95083 | 1.98083 | 1.95083 | 88.28 | 10535.91 |
43 | 2023.03.01 09:00 | buy | 14 | 0.10 | 1.93155 | 0.00000 | 0.00000 | ||
44 | 2023.03.01 09:00 | modify | 14 | 0.10 | 1.93155 | 1.91655 | 1.94655 | ||
45 | 2023.03.06 23:00 | buy | 15 | 0.10 | 1.94081 | 0.00000 | 0.00000 | ||
46 | 2023.03.06 23:00 | modify | 15 | 0.10 | 1.94081 | 1.93605 | 1.94655 | ||
47 | 2023.03.06 23:00 | buy | 16 | 0.10 | 1.94081 | 0.00000 | 0.00000 | ||
48 | 2023.03.06 23:00 | modify | 16 | 0.10 | 1.94081 | 1.93830 | 1.94655 | ||
49 | 2023.03.06 23:00 | modify | 14 | 0.10 | 1.93155 | 1.93830 | 1.94655 | ||
50 | 2023.03.07 00:00 | modify | 15 | 0.10 | 1.94081 | 1.93830 | 1.94655 | ||
51 | 2023.03.07 03:00 | s/l | 14 | 0.10 | 1.93830 | 1.93830 | 1.94655 | 37.62 | 10573.52 |
52 | 2023.03.07 03:00 | s/l | 15 | 0.10 | 1.93830 | 1.93830 | 1.94655 | -15.12 | 10558.41 |
53 | 2023.03.07 03:00 | s/l | 16 | 0.10 | 1.93830 | 1.93830 | 1.94655 | -15.12 | 10543.29 |
54 | 2023.03.10 10:00 | sell | 17 | 0.10 | 1.96190 | 0.00000 | 0.00000 | ||
55 | 2023.03.10 10:00 | modify | 17 | 0.10 | 1.96190 | 1.97690 | 1.94690 | ||
56 | 2023.03.13 14:00 | t/p | 17 | 0.10 | 1.94690 | 1.97690 | 1.94690 | 88.32 | 10631.60 |
57 | 2023.03.20 16:00 | sell | 18 | 0.10 | 1.96235 | 0.00000 | 0.00000 | ||
58 | 2023.03.20 16:00 | modify | 18 | 0.10 | 1.96235 | 1.97735 | 1.94735 | ||
59 | 2023.03.21 09:00 | s/l | 18 | 0.10 | 1.97735 | 1.97735 | 1.94735 | -88.23 | 10543.37 |
60 | 2023.04.11 10:00 | sell | 19 | 0.10 | 2.00141 | 0.00000 | 0.00000 | ||
61 | 2023.04.11 10:00 | modify | 19 | 0.10 | 2.00141 | 2.01641 | 1.98641 | ||
62 | 2023.04.13 17:00 | t/p | 19 | 0.10 | 1.98641 | 2.01641 | 1.98641 | 88.42 | 10631.79 |
63 | 2023.04.19 07:00 | sell | 20 | 0.10 | 2.01083 | 0.00000 | 0.00000 | ||
64 | 2023.04.19 07:00 | modify | 20 | 0.10 | 2.01083 | 2.02583 | 1.99583 | ||
65 | 2023.04.19 21:00 | sell | 21 | 0.10 | 2.00470 | 0.00000 | 0.00000 | ||
66 | 2023.04.19 21:00 | modify | 21 | 0.10 | 2.00470 | 2.01008 | 1.99583 | ||
67 | 2023.04.19 21:00 | modify | 20 | 0.10 | 2.01083 | 2.01008 | 1.99583 | ||
68 | 2023.04.19 23:00 | s/l | 20 | 0.10 | 2.01008 | 2.01008 | 1.99583 | 4.42 | 10636.21 |
69 | 2023.04.19 23:00 | s/l | 21 | 0.10 | 2.01008 | 2.01008 | 1.99583 | -31.66 | 10604.55 |
70 | 2023.05.02 12:00 | buy | 22 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
71 | 2023.05.02 12:00 | modify | 22 | 0.10 | 2.00865 | 1.99365 | 2.02365 | ||
72 | 2023.05.03 22:00 | buy | 23 | 0.10 | 2.01793 | 0.00000 | 0.00000 | ||
73 | 2023.05.03 22:00 | modify | 23 | 0.10 | 2.01793 | 2.01315 | 2.02365 | ||
74 | 2023.05.03 22:00 | buy | 24 | 0.10 | 2.01793 | 0.00000 | 0.00000 | ||
75 | 2023.05.03 22:00 | modify | 24 | 0.10 | 2.01793 | 2.01540 | 2.02365 | ||
76 | 2023.05.03 22:00 | modify | 22 | 0.10 | 2.00865 | 2.01540 | 2.02365 | ||
77 | 2023.05.03 23:00 | t/p | 22 | 0.10 | 2.02365 | 2.01540 | 2.02365 | 87.89 | 10692.44 |
78 | 2023.05.03 23:00 | t/p | 23 | 0.10 | 2.02365 | 2.01315 | 2.02365 | 33.65 | 10726.09 |
79 | 2023.05.03 23:00 | t/p | 24 | 0.10 | 2.02365 | 2.01540 | 2.02365 | 33.65 | 10759.74 |
80 | 2023.05.08 14:00 | buy | 25 | 0.10 | 1.99021 | 0.00000 | 0.00000 | ||
81 | 2023.05.08 14:00 | modify | 25 | 0.10 | 1.99021 | 1.97521 | 2.00521 | ||
82 | 2023.05.12 08:00 | t/p | 25 | 0.10 | 2.00521 | 1.97521 | 2.00521 | 86.15 | 10845.89 |
83 | 2023.05.12 08:00 | sell | 26 | 0.10 | 2.00409 | 0.00000 | 0.00000 | ||
84 | 2023.05.12 08:00 | modify | 26 | 0.10 | 2.00409 | 2.01909 | 1.98909 | ||
85 | 2023.05.18 16:00 | sell | 27 | 0.10 | 1.99779 | 0.00000 | 0.00000 | ||
86 | 2023.05.18 16:00 | modify | 27 | 0.10 | 1.99779 | 2.00334 | 1.98909 | ||
87 | 2023.05.18 16:00 | modify | 26 | 0.10 | 2.00409 | 2.00334 | 1.98909 | ||
88 | 2023.05.19 00:00 | t/p | 26 | 0.10 | 1.98909 | 2.00334 | 1.98909 | 88.53 | 10934.41 |
89 | 2023.05.19 00:00 | t/p | 27 | 0.10 | 1.98909 | 2.00334 | 1.98909 | 51.24 | 10985.65 |
90 | 2023.05.19 08:00 | buy | 28 | 0.10 | 1.98187 | 0.00000 | 0.00000 | ||
91 | 2023.05.19 08:00 | modify | 28 | 0.10 | 1.98187 | 1.96687 | 1.99687 | ||
92 | 2023.05.23 19:00 | buy | 29 | 0.10 | 1.98787 | 0.00000 | 0.00000 | ||
93 | 2023.05.23 19:00 | modify | 29 | 0.10 | 1.98787 | 1.98262 | 1.99687 | ||
94 | 2023.05.23 19:00 | modify | 28 | 0.10 | 1.98187 | 1.98262 | 1.99687 | ||
95 | 2023.05.24 03:00 | t/p | 28 | 0.10 | 1.99687 | 1.98262 | 1.99687 | 87.20 | 11072.85 |
96 | 2023.05.24 03:00 | t/p | 29 | 0.10 | 1.99687 | 1.98262 | 1.99687 | 52.60 | 11125.46 |
97 | 2023.05.25 10:00 | sell | 30 | 0.10 | 2.03567 | 0.00000 | 0.00000 | ||
98 | 2023.05.25 10:00 | modify | 30 | 0.10 | 2.03567 | 2.05067 | 2.02067 | ||
99 | 2023.05.30 10:00 | s/l | 30 | 0.10 | 2.05067 | 2.05067 | 2.02067 | -88.17 | 11037.28 |
100 | 2023.06.05 13:00 | buy | 31 | 0.10 | 2.04386 | 0.00000 | 0.00000 | ||
101 | 2023.06.05 13:00 | modify | 31 | 0.10 | 2.04386 | 2.02886 | 2.05886 | ||
102 | 2023.06.07 15:00 | t/p | 31 | 0.10 | 2.05886 | 2.02886 | 2.05886 | 87.54 | 11124.82 |
103 | 2023.06.23 11:00 | sell | 32 | 0.10 | 2.07428 | 0.00000 | 0.00000 | ||
104 | 2023.06.23 11:00 | modify | 32 | 0.10 | 2.07428 | 2.08928 | 2.05928 | ||
105 | 2023.06.25 23:00 | sell | 33 | 0.10 | 2.06806 | 0.00000 | 0.00000 | ||
106 | 2023.06.25 23:00 | modify | 33 | 0.10 | 2.06806 | 2.07353 | 2.05928 | ||
107 | 2023.06.25 23:00 | modify | 32 | 0.10 | 2.07428 | 2.07353 | 2.05928 | ||
108 | 2023.06.26 12:00 | t/p | 32 | 0.10 | 2.05928 | 2.07353 | 2.05928 | 88.32 | 11213.14 |
109 | 2023.06.26 12:00 | t/p | 33 | 0.10 | 2.05928 | 2.07353 | 2.05928 | 51.71 | 11264.84 |
110 | 2023.06.28 07:00 | sell | 34 | 0.10 | 2.08567 | 0.00000 | 0.00000 | ||
111 | 2023.06.28 07:00 | modify | 34 | 0.10 | 2.08567 | 2.10067 | 2.07067 | ||
112 | 2023.06.29 04:00 | sell | 35 | 0.10 | 2.07659 | 0.00000 | 0.00000 | ||
113 | 2023.06.29 04:00 | modify | 35 | 0.10 | 2.07659 | 2.08117 | 2.07067 | ||
114 | 2023.06.29 04:00 | sell | 36 | 0.10 | 2.07659 | 0.00000 | 0.00000 | ||
115 | 2023.06.29 04:00 | modify | 36 | 0.10 | 2.07659 | 2.07892 | 2.07067 | ||
116 | 2023.06.29 04:00 | modify | 34 | 0.10 | 2.08567 | 2.07892 | 2.07067 | ||
117 | 2023.06.29 05:00 | modify | 35 | 0.10 | 2.07659 | 2.07892 | 2.07067 | ||
118 | 2023.06.29 07:00 | s/l | 34 | 0.10 | 2.07892 | 2.07892 | 2.07067 | 39.84 | 11304.68 |
119 | 2023.06.29 07:00 | s/l | 35 | 0.10 | 2.07892 | 2.07892 | 2.07067 | -13.71 | 11290.97 |
120 | 2023.06.29 07:00 | s/l | 36 | 0.10 | 2.07892 | 2.07892 | 2.07067 | -13.71 | 11277.26 |
121 | 2023.07.13 07:00 | buy | 37 | 0.10 | 2.04963 | 0.00000 | 0.00000 | ||
122 | 2023.07.13 07:00 | modify | 37 | 0.10 | 2.04963 | 2.03463 | 2.06463 | ||
123 | 2023.07.14 08:00 | buy | 38 | 0.10 | 2.05578 | 0.00000 | 0.00000 | ||
124 | 2023.07.14 08:00 | modify | 38 | 0.10 | 2.05578 | 2.05038 | 2.06463 | ||
125 | 2023.07.14 08:00 | modify | 37 | 0.10 | 2.04963 | 2.05038 | 2.06463 | ||
126 | 2023.07.14 09:00 | buy | 39 | 0.10 | 2.05880 | 0.00000 | 0.00000 | ||
127 | 2023.07.14 09:00 | modify | 39 | 0.10 | 2.05880 | 2.05413 | 2.06463 | ||
128 | 2023.07.14 09:00 | buy | 40 | 0.10 | 2.05880 | 0.00000 | 0.00000 | ||
129 | 2023.07.14 09:00 | modify | 40 | 0.10 | 2.05880 | 2.05638 | 2.06463 | ||
130 | 2023.07.14 09:00 | modify | 38 | 0.10 | 2.05578 | 2.05638 | 2.06463 | ||
131 | 2023.07.14 09:00 | modify | 37 | 0.10 | 2.04963 | 2.05638 | 2.06463 | ||
132 | 2023.07.14 10:00 | s/l | 37 | 0.10 | 2.05638 | 2.05638 | 2.06463 | 39.36 | 11316.62 |
133 | 2023.07.14 10:00 | s/l | 38 | 0.10 | 2.05638 | 2.05638 | 2.06463 | 3.53 | 11320.15 |
134 | 2023.07.14 10:00 | s/l | 40 | 0.10 | 2.05638 | 2.05638 | 2.06463 | -14.24 | 11305.91 |
135 | 2023.07.14 10:00 | close | 39 | 0.10 | 2.05679 | 2.05413 | 2.06463 | -11.83 | 11294.08 |
136 | 2023.07.31 15:00 | buy | 41 | 0.10 | 2.06750 | 0.00000 | 0.00000 | ||
137 | 2023.07.31 15:00 | modify | 41 | 0.10 | 2.06750 | 2.05250 | 2.08250 | ||
138 | 2023.08.01 09:00 | t/p | 41 | 0.10 | 2.08250 | 2.05250 | 2.08250 | 87.89 | 11381.97 |