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=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=120; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 866.37 | Gross profit | 1128.44 | Gross loss | -262.07 |
Profit factor | 4.31 | Expected payoff | 41.26 | ||
Absolute drawdown | 115.62 | Maximal drawdown | 270.33 (2.66%) | Relative drawdown | 2.66% (270.33) |
Total trades | 21 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 8 (62.50%) |
Profit trades (% of total) | 16 (76.19%) | Loss trades (% of total) | 5 (23.81%) | ||
Largest | profit trade | 88.42 | loss trade | -70.95 | |
Average | profit trade | 70.53 | loss trade | -52.41 | |
Maximum | consecutive wins (profit in money) | 13 (992.55) | consecutive losses (loss in money) | 4 (-234.53) | |
Maximal | consecutive profit (count of wins) | 992.55 (13) | consecutive loss (count of losses) | -234.53 (4) | |
Average | consecutive wins | 8 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.14 12:00 | sell | 1 | 0.10 | 1.92961 | 0.00000 | 0.00000 | ||
2 | 2022.09.14 12:00 | modify | 1 | 0.10 | 1.92961 | 1.94161 | 1.91461 | ||
3 | 2022.09.16 04:00 | sell | 2 | 0.10 | 1.91817 | 0.00000 | 0.00000 | ||
4 | 2022.09.16 04:00 | modify | 2 | 0.10 | 1.91817 | 1.92286 | 1.91461 | ||
5 | 2022.09.16 04:00 | modify | 1 | 0.10 | 1.92961 | 1.92286 | 1.91461 | ||
6 | 2022.09.16 08:00 | t/p | 1 | 0.10 | 1.91461 | 1.92286 | 1.91461 | 88.42 | 10088.42 |
7 | 2022.09.16 08:00 | t/p | 2 | 0.10 | 1.91461 | 1.92286 | 1.91461 | 20.95 | 10109.37 |
8 | 2022.09.20 12:00 | sell | 3 | 0.10 | 1.93591 | 0.00000 | 0.00000 | ||
9 | 2022.09.20 12:00 | modify | 3 | 0.10 | 1.93591 | 1.94791 | 1.92091 | ||
10 | 2022.09.21 00:00 | sell | 4 | 0.10 | 1.92761 | 0.00000 | 0.00000 | ||
11 | 2022.09.21 00:00 | modify | 4 | 0.10 | 1.92761 | 1.93141 | 1.92091 | ||
12 | 2022.09.21 00:00 | modify | 3 | 0.10 | 1.93591 | 1.93141 | 1.92091 | ||
13 | 2022.09.21 04:00 | s/l | 3 | 0.10 | 1.93141 | 1.93141 | 1.92091 | 26.52 | 10135.89 |
14 | 2022.09.21 04:00 | s/l | 4 | 0.10 | 1.93141 | 1.93141 | 1.92091 | -22.36 | 10113.53 |
15 | 2022.09.23 12:00 | buy | 5 | 0.10 | 1.91017 | 0.00000 | 0.00000 | ||
16 | 2022.09.23 12:00 | modify | 5 | 0.10 | 1.91017 | 1.89817 | 1.92517 | ||
17 | 2022.09.23 16:00 | s/l | 5 | 0.10 | 1.89817 | 1.89817 | 1.92517 | -70.60 | 10042.93 |
18 | 2022.10.13 12:00 | sell | 6 | 0.10 | 2.00047 | 0.00000 | 0.00000 | ||
19 | 2022.10.13 12:00 | modify | 6 | 0.10 | 2.00047 | 2.01247 | 1.98547 | ||
20 | 2022.10.13 16:00 | s/l | 6 | 0.10 | 2.01247 | 2.01247 | 1.98547 | -70.62 | 9972.31 |
21 | 2022.11.03 16:00 | buy | 7 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
22 | 2022.11.03 16:00 | modify | 7 | 0.10 | 1.93562 | 1.92362 | 1.95062 | ||
23 | 2022.11.04 12:00 | s/l | 7 | 0.10 | 1.92362 | 1.92362 | 1.95062 | -70.95 | 9901.36 |
24 | 2023.01.19 12:00 | sell | 8 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
25 | 2023.01.19 12:00 | modify | 8 | 0.10 | 1.93536 | 1.94736 | 1.92036 | ||
26 | 2023.01.20 12:00 | t/p | 8 | 0.10 | 1.92036 | 1.94736 | 1.92036 | 88.32 | 9989.67 |
27 | 2023.01.24 16:00 | buy | 9 | 0.10 | 1.89404 | 0.00000 | 0.00000 | ||
28 | 2023.01.24 16:00 | modify | 9 | 0.10 | 1.89404 | 1.88204 | 1.90904 | ||
29 | 2023.01.25 16:00 | t/p | 9 | 0.10 | 1.90904 | 1.88204 | 1.90904 | 87.89 | 10077.56 |
30 | 2023.02.02 16:00 | buy | 10 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
31 | 2023.02.02 16:00 | modify | 10 | 0.10 | 1.88861 | 1.87661 | 1.90361 | ||
32 | 2023.02.03 20:00 | t/p | 10 | 0.10 | 1.90361 | 1.87661 | 1.90361 | 87.90 | 10165.47 |
33 | 2023.02.06 16:00 | sell | 11 | 0.10 | 1.91338 | 0.00000 | 0.00000 | ||
34 | 2023.02.06 16:00 | modify | 11 | 0.10 | 1.91338 | 1.92538 | 1.89838 | ||
35 | 2023.02.07 12:00 | t/p | 11 | 0.10 | 1.89838 | 1.92538 | 1.89838 | 88.31 | 10253.77 |
36 | 2023.02.21 16:00 | sell | 12 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
37 | 2023.02.21 16:00 | modify | 12 | 0.10 | 1.94727 | 1.95927 | 1.93227 | ||
38 | 2023.02.23 04:00 | t/p | 12 | 0.10 | 1.93227 | 1.95927 | 1.93227 | 88.42 | 10342.19 |
39 | 2023.02.28 12:00 | sell | 13 | 0.10 | 1.96338 | 0.00000 | 0.00000 | ||
40 | 2023.02.28 12:00 | modify | 13 | 0.10 | 1.96338 | 1.97538 | 1.94838 | ||
41 | 2023.02.28 20:00 | t/p | 13 | 0.10 | 1.94838 | 1.97538 | 1.94838 | 88.28 | 10430.47 |
42 | 2023.03.10 12:00 | sell | 14 | 0.10 | 1.96142 | 0.00000 | 0.00000 | ||
43 | 2023.03.10 12:00 | modify | 14 | 0.10 | 1.96142 | 1.97342 | 1.94642 | ||
44 | 2023.03.13 16:00 | t/p | 14 | 0.10 | 1.94642 | 1.97342 | 1.94642 | 88.31 | 10518.78 |
45 | 2023.04.13 16:00 | buy | 15 | 0.10 | 1.98744 | 0.00000 | 0.00000 | ||
46 | 2023.04.13 16:00 | modify | 15 | 0.10 | 1.98744 | 1.97544 | 2.00244 | ||
47 | 2023.04.17 08:00 | t/p | 15 | 0.10 | 2.00244 | 1.97544 | 2.00244 | 87.54 | 10606.32 |
48 | 2023.05.02 12:00 | buy | 16 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
49 | 2023.05.02 12:00 | modify | 16 | 0.10 | 2.00865 | 1.99665 | 2.02365 | ||
50 | 2023.05.04 00:00 | t/p | 16 | 0.10 | 2.02365 | 1.99665 | 2.02365 | 86.85 | 10693.16 |
51 | 2023.07.11 12:00 | sell | 17 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
52 | 2023.07.11 12:00 | modify | 17 | 0.10 | 2.08839 | 2.10039 | 2.07339 | ||
53 | 2023.07.12 16:00 | t/p | 17 | 0.10 | 2.07339 | 2.10039 | 2.07339 | 88.31 | 10781.47 |
54 | 2023.07.18 12:00 | sell | 18 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
55 | 2023.07.18 12:00 | modify | 18 | 0.10 | 2.08629 | 2.09829 | 2.07129 | ||
56 | 2023.07.18 16:00 | sell | 19 | 0.10 | 2.07499 | 0.00000 | 0.00000 | ||
57 | 2023.07.18 16:00 | modify | 19 | 0.10 | 2.07499 | 2.07954 | 2.07129 | ||
58 | 2023.07.18 16:00 | modify | 18 | 0.10 | 2.08629 | 2.07954 | 2.07129 | ||
59 | 2023.07.19 00:00 | t/p | 18 | 0.10 | 2.07129 | 2.07954 | 2.07129 | 88.32 | 10869.78 |
60 | 2023.07.19 00:00 | t/p | 19 | 0.10 | 2.07129 | 2.07954 | 2.07129 | 21.81 | 10891.59 |
61 | 2023.08.23 16:00 | buy | 20 | 0.10 | 2.12848 | 0.00000 | 0.00000 | ||
62 | 2023.08.23 16:00 | modify | 20 | 0.10 | 2.12848 | 2.11648 | 2.14348 | ||
63 | 2023.08.29 12:00 | buy | 21 | 0.10 | 2.13391 | 0.00000 | 0.00000 | ||
64 | 2023.08.29 12:00 | modify | 21 | 0.10 | 2.13391 | 2.12923 | 2.14348 | ||
65 | 2023.08.29 12:00 | modify | 20 | 0.10 | 2.12848 | 2.12923 | 2.14348 | ||
66 | 2023.08.29 16:00 | s/l | 20 | 0.10 | 2.12923 | 2.12923 | 2.14348 | 2.32 | 10893.91 |
67 | 2023.08.29 16:00 | s/l | 21 | 0.10 | 2.12923 | 2.12923 | 2.14348 | -27.54 | 10866.37 |