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=0; 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=150; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 873.41 | Gross profit | 1789.05 | Gross loss | -915.64 |
Profit factor | 1.95 | Expected payoff | 22.40 | ||
Absolute drawdown | 151.81 | Maximal drawdown | 383.36 (3.62%) | Relative drawdown | 3.72% (380.30) |
Total trades | 39 | Short positions (won %) | 23 (65.22%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 25 (64.10%) | Loss trades (% of total) | 14 (35.90%) | ||
Largest | profit trade | 88.63 | loss trade | -89.30 | |
Average | profit trade | 71.56 | loss trade | -65.40 | |
Maximum | consecutive wins (profit in money) | 7 (553.86) | consecutive losses (loss in money) | 4 (-352.72) | |
Maximal | consecutive profit (count of wins) | 553.86 (7) | consecutive loss (count of losses) | -352.72 (4) | |
Average | consecutive wins | 4 | 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 | 1.87165 | 1.90165 | ||
3 | 2022.09.05 23:00 | buy | 2 | 0.10 | 1.89196 | 0.00000 | 0.00000 | ||
4 | 2022.09.05 23:00 | modify | 2 | 0.10 | 1.89196 | 1.88740 | 1.90165 | ||
5 | 2022.09.05 23:00 | modify | 1 | 0.10 | 1.88665 | 1.88740 | 1.90165 | ||
6 | 2022.09.06 07:00 | t/p | 1 | 0.10 | 1.90165 | 1.88740 | 1.90165 | 87.55 | 10087.55 |
7 | 2022.09.06 07:00 | t/p | 2 | 0.10 | 1.90165 | 1.88740 | 1.90165 | 56.66 | 10144.21 |
8 | 2022.09.13 18:00 | sell | 3 | 0.10 | 1.91779 | 0.00000 | 0.00000 | ||
9 | 2022.09.13 18:00 | modify | 3 | 0.10 | 1.91779 | 1.93279 | 1.90279 | ||
10 | 2022.09.20 09:00 | s/l | 3 | 0.10 | 1.93279 | 1.93279 | 1.90279 | -88.02 | 10056.19 |
11 | 2022.09.23 14:00 | buy | 4 | 0.10 | 1.90192 | 0.00000 | 0.00000 | ||
12 | 2022.09.23 14:00 | modify | 4 | 0.10 | 1.90192 | 1.88692 | 1.91692 | ||
13 | 2022.09.25 21:00 | s/l | 4 | 0.10 | 1.88692 | 1.88692 | 1.91692 | -88.24 | 9967.95 |
14 | 2022.09.29 14:00 | sell | 5 | 0.10 | 1.93219 | 0.00000 | 0.00000 | ||
15 | 2022.09.29 14:00 | modify | 5 | 0.10 | 1.93219 | 1.94719 | 1.91719 | ||
16 | 2022.09.29 23:00 | s/l | 5 | 0.10 | 1.94719 | 1.94719 | 1.91719 | -88.28 | 9879.67 |
17 | 2022.09.30 19:00 | sell | 6 | 0.10 | 1.99046 | 0.00000 | 0.00000 | ||
18 | 2022.09.30 19:00 | modify | 6 | 0.10 | 1.99046 | 2.00546 | 1.97546 | ||
19 | 2022.10.03 02:00 | t/p | 6 | 0.10 | 1.97546 | 2.00546 | 1.97546 | 88.32 | 9967.99 |
20 | 2022.10.11 20:00 | buy | 7 | 0.10 | 1.96560 | 0.00000 | 0.00000 | ||
21 | 2022.10.11 20:00 | modify | 7 | 0.10 | 1.96560 | 1.95060 | 1.98060 | ||
22 | 2022.10.12 11:00 | t/p | 7 | 0.10 | 1.98060 | 1.95060 | 1.98060 | 87.89 | 10055.88 |
23 | 2022.10.13 15:00 | sell | 8 | 0.10 | 2.01733 | 0.00000 | 0.00000 | ||
24 | 2022.10.13 15:00 | modify | 8 | 0.10 | 2.01733 | 2.03233 | 2.00233 | ||
25 | 2022.10.14 01:00 | t/p | 8 | 0.10 | 2.00233 | 2.03233 | 2.00233 | 88.32 | 10144.19 |
26 | 2022.11.03 15:00 | buy | 9 | 0.10 | 1.93716 | 0.00000 | 0.00000 | ||
27 | 2022.11.03 15:00 | modify | 9 | 0.10 | 1.93716 | 1.92216 | 1.95216 | ||
28 | 2022.11.04 12:00 | s/l | 9 | 0.10 | 1.92216 | 1.92216 | 1.95216 | -88.59 | 10055.60 |
29 | 2022.11.07 18:00 | sell | 10 | 0.10 | 1.94109 | 0.00000 | 0.00000 | ||
30 | 2022.11.07 18:00 | modify | 10 | 0.10 | 1.94109 | 1.95609 | 1.92609 | ||
31 | 2022.11.08 11:00 | sell | 11 | 0.10 | 1.93194 | 0.00000 | 0.00000 | ||
32 | 2022.11.08 11:00 | modify | 11 | 0.10 | 1.93194 | 1.93734 | 1.92609 | ||
33 | 2022.11.08 11:00 | sell | 12 | 0.10 | 1.93194 | 0.00000 | 0.00000 | ||
34 | 2022.11.08 11:00 | modify | 12 | 0.10 | 1.93194 | 1.93584 | 1.92609 | ||
35 | 2022.11.08 11:00 | modify | 10 | 0.10 | 1.94109 | 1.93584 | 1.92609 | ||
36 | 2022.11.08 12:00 | modify | 11 | 0.10 | 1.93194 | 1.93584 | 1.92609 | ||
37 | 2022.11.08 15:00 | s/l | 10 | 0.10 | 1.93584 | 1.93584 | 1.92609 | 30.94 | 10086.54 |
38 | 2022.11.08 15:00 | s/l | 11 | 0.10 | 1.93584 | 1.93584 | 1.92609 | -22.95 | 10063.59 |
39 | 2022.11.08 15:00 | s/l | 12 | 0.10 | 1.93584 | 1.93584 | 1.92609 | -22.95 | 10040.64 |
40 | 2023.01.19 17:00 | sell | 13 | 0.10 | 1.93962 | 0.00000 | 0.00000 | ||
41 | 2023.01.19 17:00 | modify | 13 | 0.10 | 1.93962 | 1.95462 | 1.92462 | ||
42 | 2023.01.20 08:00 | t/p | 13 | 0.10 | 1.92462 | 1.95462 | 1.92462 | 88.32 | 10128.95 |
43 | 2023.01.25 15:00 | sell | 14 | 0.10 | 1.91213 | 0.00000 | 0.00000 | ||
44 | 2023.01.25 15:00 | modify | 14 | 0.10 | 1.91213 | 1.92713 | 1.89713 | ||
45 | 2023.02.01 20:00 | sell | 15 | 0.10 | 1.90665 | 0.00000 | 0.00000 | ||
46 | 2023.02.01 20:00 | modify | 15 | 0.10 | 1.90665 | 1.91138 | 1.89713 | ||
47 | 2023.02.01 20:00 | modify | 14 | 0.10 | 1.91213 | 1.91138 | 1.89713 | ||
48 | 2023.02.02 03:00 | t/p | 14 | 0.10 | 1.89713 | 1.91138 | 1.89713 | 88.63 | 10217.58 |
49 | 2023.02.02 03:00 | t/p | 15 | 0.10 | 1.89713 | 1.91138 | 1.89713 | 56.14 | 10273.72 |
50 | 2023.02.06 15:00 | sell | 16 | 0.10 | 1.91642 | 0.00000 | 0.00000 | ||
51 | 2023.02.06 15:00 | modify | 16 | 0.10 | 1.91642 | 1.93142 | 1.90142 | ||
52 | 2023.02.06 17:00 | sell | 17 | 0.10 | 1.91088 | 0.00000 | 0.00000 | ||
53 | 2023.02.06 17:00 | modify | 17 | 0.10 | 1.91088 | 1.91567 | 1.90142 | ||
54 | 2023.02.06 17:00 | modify | 16 | 0.10 | 1.91642 | 1.91567 | 1.90142 | ||
55 | 2023.02.07 04:00 | t/p | 16 | 0.10 | 1.90142 | 1.91567 | 1.90142 | 88.31 | 10362.02 |
56 | 2023.02.07 04:00 | t/p | 17 | 0.10 | 1.90142 | 1.91567 | 1.90142 | 55.71 | 10417.73 |
57 | 2023.02.21 16:00 | sell | 18 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
58 | 2023.02.21 16:00 | modify | 18 | 0.10 | 1.94727 | 1.96227 | 1.93227 | ||
59 | 2023.02.23 02:00 | t/p | 18 | 0.10 | 1.93227 | 1.96227 | 1.93227 | 88.42 | 10506.15 |
60 | 2023.02.27 18:00 | sell | 19 | 0.10 | 1.95501 | 0.00000 | 0.00000 | ||
61 | 2023.02.27 18:00 | modify | 19 | 0.10 | 1.95501 | 1.97001 | 1.94001 | ||
62 | 2023.03.01 05:00 | t/p | 19 | 0.10 | 1.94001 | 1.97001 | 1.94001 | 88.35 | 10594.50 |
63 | 2023.03.03 16:00 | sell | 20 | 0.10 | 1.93198 | 0.00000 | 0.00000 | ||
64 | 2023.03.03 16:00 | modify | 20 | 0.10 | 1.93198 | 1.94698 | 1.91698 | ||
65 | 2023.03.09 19:00 | s/l | 20 | 0.10 | 1.94698 | 1.94698 | 1.91698 | -88.06 | 10506.44 |
66 | 2023.03.09 19:00 | sell | 21 | 0.10 | 1.94690 | 0.00000 | 0.00000 | ||
67 | 2023.03.09 19:00 | modify | 21 | 0.10 | 1.94690 | 1.96190 | 1.93190 | ||
68 | 2023.03.10 10:00 | s/l | 21 | 0.10 | 1.96190 | 1.96190 | 1.93190 | -88.24 | 10418.20 |
69 | 2023.03.20 15:00 | sell | 22 | 0.10 | 1.95968 | 0.00000 | 0.00000 | ||
70 | 2023.03.20 15:00 | modify | 22 | 0.10 | 1.95968 | 1.97468 | 1.94468 | ||
71 | 2023.03.21 07:00 | s/l | 22 | 0.10 | 1.97468 | 1.97468 | 1.94468 | -88.24 | 10329.95 |
72 | 2023.04.06 14:00 | sell | 23 | 0.10 | 1.98989 | 0.00000 | 0.00000 | ||
73 | 2023.04.06 14:00 | modify | 23 | 0.10 | 1.98989 | 2.00489 | 1.97489 | ||
74 | 2023.04.11 14:00 | s/l | 23 | 0.10 | 2.00489 | 2.00489 | 1.97489 | -88.17 | 10241.78 |
75 | 2023.04.11 20:00 | sell | 24 | 0.10 | 2.00684 | 0.00000 | 0.00000 | ||
76 | 2023.04.11 20:00 | modify | 24 | 0.10 | 2.00684 | 2.02184 | 1.99184 | ||
77 | 2023.04.13 14:00 | t/p | 24 | 0.10 | 1.99184 | 2.02184 | 1.99184 | 88.41 | 10330.19 |
78 | 2023.04.13 14:00 | buy | 25 | 0.10 | 1.99035 | 0.00000 | 0.00000 | ||
79 | 2023.04.13 14:00 | modify | 25 | 0.10 | 1.99035 | 1.97535 | 2.00535 | ||
80 | 2023.04.17 13:00 | t/p | 25 | 0.10 | 2.00535 | 1.97535 | 2.00535 | 87.54 | 10417.73 |
81 | 2023.04.25 13:00 | buy | 26 | 0.10 | 2.01622 | 0.00000 | 0.00000 | ||
82 | 2023.04.25 13:00 | modify | 26 | 0.10 | 2.01622 | 2.00122 | 2.03122 | ||
83 | 2023.04.26 09:00 | t/p | 26 | 0.10 | 2.03122 | 2.00122 | 2.03122 | 87.89 | 10505.62 |
84 | 2023.05.02 14:00 | buy | 27 | 0.10 | 2.00786 | 0.00000 | 0.00000 | ||
85 | 2023.05.02 14:00 | modify | 27 | 0.10 | 2.00786 | 1.99286 | 2.02286 | ||
86 | 2023.05.03 23:00 | t/p | 27 | 0.10 | 2.02286 | 1.99286 | 2.02286 | 87.89 | 10593.51 |
87 | 2023.05.04 17:00 | buy | 28 | 0.10 | 2.00112 | 0.00000 | 0.00000 | ||
88 | 2023.05.04 17:00 | modify | 28 | 0.10 | 2.00112 | 1.98612 | 2.01612 | ||
89 | 2023.05.07 22:00 | buy | 29 | 0.10 | 2.00645 | 0.00000 | 0.00000 | ||
90 | 2023.05.07 22:00 | modify | 29 | 0.10 | 2.00645 | 2.00187 | 2.01612 | ||
91 | 2023.05.07 22:00 | modify | 28 | 0.10 | 2.00112 | 2.00187 | 2.01612 | ||
92 | 2023.05.08 07:00 | s/l | 28 | 0.10 | 2.00187 | 2.00187 | 2.01612 | 3.71 | 10597.22 |
93 | 2023.05.08 07:00 | s/l | 29 | 0.10 | 2.00187 | 2.00187 | 2.01612 | -27.29 | 10569.94 |
94 | 2023.05.12 15:00 | sell | 30 | 0.10 | 2.01190 | 0.00000 | 0.00000 | ||
95 | 2023.05.12 15:00 | modify | 30 | 0.10 | 2.01190 | 2.02690 | 1.99690 | ||
96 | 2023.05.15 23:00 | sell | 31 | 0.10 | 2.00655 | 0.00000 | 0.00000 | ||
97 | 2023.05.15 23:00 | modify | 31 | 0.10 | 2.00655 | 2.01115 | 1.99690 | ||
98 | 2023.05.15 23:00 | modify | 30 | 0.10 | 2.01190 | 2.01115 | 1.99690 | ||
99 | 2023.05.17 08:00 | t/p | 30 | 0.10 | 1.99690 | 2.01115 | 1.99690 | 88.38 | 10658.31 |
100 | 2023.05.17 08:00 | t/p | 31 | 0.10 | 1.99690 | 2.01115 | 1.99690 | 56.86 | 10715.17 |
101 | 2023.06.05 13:00 | buy | 32 | 0.10 | 2.04386 | 0.00000 | 0.00000 | ||
102 | 2023.06.05 13:00 | modify | 32 | 0.10 | 2.04386 | 2.02886 | 2.05886 | ||
103 | 2023.06.07 15:00 | t/p | 32 | 0.10 | 2.05886 | 2.02886 | 2.05886 | 87.54 | 10802.71 |
104 | 2023.06.07 18:00 | sell | 33 | 0.10 | 2.06038 | 0.00000 | 0.00000 | ||
105 | 2023.06.07 18:00 | modify | 33 | 0.10 | 2.06038 | 2.07538 | 2.04538 | ||
106 | 2023.06.12 16:00 | t/p | 33 | 0.10 | 2.04538 | 2.07538 | 2.04538 | 88.45 | 10891.16 |
107 | 2023.07.12 15:00 | buy | 34 | 0.10 | 2.06531 | 0.00000 | 0.00000 | ||
108 | 2023.07.12 15:00 | modify | 34 | 0.10 | 2.06531 | 2.05031 | 2.08031 | ||
109 | 2023.07.13 07:00 | s/l | 34 | 0.10 | 2.05031 | 2.05031 | 2.08031 | -89.30 | 10801.86 |
110 | 2023.07.21 19:00 | sell | 35 | 0.10 | 2.08292 | 0.00000 | 0.00000 | ||
111 | 2023.07.21 19:00 | modify | 35 | 0.10 | 2.08292 | 2.09792 | 2.06792 | ||
112 | 2023.07.24 15:00 | t/p | 35 | 0.10 | 2.06792 | 2.09792 | 2.06792 | 88.31 | 10890.17 |
113 | 2023.07.31 14:00 | buy | 36 | 0.10 | 2.06967 | 0.00000 | 0.00000 | ||
114 | 2023.07.31 14:00 | modify | 36 | 0.10 | 2.06967 | 2.05467 | 2.08467 | ||
115 | 2023.08.01 07:00 | buy | 37 | 0.10 | 2.07492 | 0.00000 | 0.00000 | ||
116 | 2023.08.01 07:00 | modify | 37 | 0.10 | 2.07492 | 2.07042 | 2.08467 | ||
117 | 2023.08.01 07:00 | modify | 36 | 0.10 | 2.06967 | 2.07042 | 2.08467 | ||
118 | 2023.08.01 08:00 | buy | 38 | 0.10 | 2.07894 | 0.00000 | 0.00000 | ||
119 | 2023.08.01 08:00 | modify | 38 | 0.10 | 2.07894 | 2.07342 | 2.08467 | ||
120 | 2023.08.01 08:00 | buy | 39 | 0.10 | 2.07894 | 0.00000 | 0.00000 | ||
121 | 2023.08.01 08:00 | modify | 39 | 0.10 | 2.07894 | 2.07492 | 2.08467 | ||
122 | 2023.08.01 08:00 | modify | 37 | 0.10 | 2.07492 | 2.07492 | 2.08467 | ||
123 | 2023.08.01 08:00 | modify | 36 | 0.10 | 2.06967 | 2.07492 | 2.08467 | ||
124 | 2023.08.01 09:00 | modify | 38 | 0.10 | 2.07894 | 2.07492 | 2.08467 | ||
125 | 2023.08.01 15:00 | s/l | 36 | 0.10 | 2.07492 | 2.07492 | 2.08467 | 30.54 | 10920.71 |
126 | 2023.08.01 15:00 | s/l | 37 | 0.10 | 2.07492 | 2.07492 | 2.08467 | 0.00 | 10920.71 |
127 | 2023.08.01 15:00 | s/l | 38 | 0.10 | 2.07492 | 2.07492 | 2.08467 | -23.65 | 10897.06 |
128 | 2023.08.01 15:00 | s/l | 39 | 0.10 | 2.07492 | 2.07492 | 2.08467 | -23.65 | 10873.41 |