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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 1256.87 | Gross profit | 1810.02 | Gross loss | -553.16 |
Profit factor | 3.27 | Expected payoff | 34.91 | ||
Absolute drawdown | 68.18 | Maximal drawdown | 268.40 (2.63%) | Relative drawdown | 2.63% (268.40) |
Total trades | 36 | Short positions (won %) | 20 (80.00%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 26 (72.22%) | Loss trades (% of total) | 10 (27.78%) | ||
Largest | profit trade | 82.71 | loss trade | -77.53 | |
Average | profit trade | 69.62 | loss trade | -55.32 | |
Maximum | consecutive wins (profit in money) | 7 (500.85) | consecutive losses (loss in money) | 3 (-231.18) | |
Maximal | consecutive profit (count of wins) | 500.85 (7) | consecutive loss (count of losses) | -231.18 (3) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.09.06 16:00 | sell | 1 | 0.10 | 1.90790 | 0.00000 | 0.00000 | ||
2 | 2022.09.06 16:00 | modify | 1 | 0.10 | 1.90790 | 1.92090 | 1.89390 | ||
3 | 2022.09.07 16:00 | sell | 2 | 0.10 | 1.90090 | 0.00000 | 0.00000 | ||
4 | 2022.09.07 16:00 | modify | 2 | 0.10 | 1.90090 | 1.90370 | 1.89390 | ||
5 | 2022.09.07 16:00 | modify | 1 | 0.10 | 1.90790 | 1.90370 | 1.89390 | ||
6 | 2022.09.07 20:00 | s/l | 1 | 0.10 | 1.90370 | 1.90370 | 1.89390 | 24.76 | 10024.76 |
7 | 2022.09.07 20:00 | s/l | 2 | 0.10 | 1.90370 | 1.90370 | 1.89390 | -16.47 | 10008.29 |
8 | 2022.09.13 08:00 | sell | 3 | 0.10 | 1.90977 | 0.00000 | 0.00000 | ||
9 | 2022.09.13 08:00 | modify | 3 | 0.10 | 1.90977 | 1.92277 | 1.89577 | ||
10 | 2022.09.14 08:00 | s/l | 3 | 0.10 | 1.92277 | 1.92277 | 1.89577 | -76.46 | 9931.82 |
11 | 2022.09.14 12:00 | sell | 4 | 0.10 | 1.92961 | 0.00000 | 0.00000 | ||
12 | 2022.09.14 12:00 | modify | 4 | 0.10 | 1.92961 | 1.94261 | 1.91561 | ||
13 | 2022.09.15 16:00 | t/p | 4 | 0.10 | 1.91561 | 1.94261 | 1.91561 | 82.50 | 10014.32 |
14 | 2022.09.20 12:00 | sell | 5 | 0.10 | 1.93591 | 0.00000 | 0.00000 | ||
15 | 2022.09.20 12:00 | modify | 5 | 0.10 | 1.93591 | 1.94891 | 1.92191 | ||
16 | 2022.09.21 20:00 | t/p | 5 | 0.10 | 1.92191 | 1.94891 | 1.92191 | 82.43 | 10096.74 |
17 | 2022.09.23 12:00 | buy | 6 | 0.10 | 1.91017 | 0.00000 | 0.00000 | ||
18 | 2022.09.23 12:00 | modify | 6 | 0.10 | 1.91017 | 1.89717 | 1.92417 | ||
19 | 2022.09.23 16:00 | s/l | 6 | 0.10 | 1.89717 | 1.89717 | 1.92417 | -76.48 | 10020.26 |
20 | 2022.09.30 20:00 | sell | 7 | 0.10 | 1.99521 | 0.00000 | 0.00000 | ||
21 | 2022.09.30 20:00 | modify | 7 | 0.10 | 1.99521 | 2.00821 | 1.98121 | ||
22 | 2022.10.03 00:00 | t/p | 7 | 0.10 | 1.98121 | 2.00821 | 1.98121 | 82.43 | 10102.69 |
23 | 2022.10.13 16:00 | sell | 8 | 0.10 | 2.01786 | 0.00000 | 0.00000 | ||
24 | 2022.10.13 16:00 | modify | 8 | 0.10 | 2.01786 | 2.03086 | 2.00386 | ||
25 | 2022.10.14 04:00 | t/p | 8 | 0.10 | 2.00386 | 2.03086 | 2.00386 | 82.43 | 10185.11 |
26 | 2022.11.01 16:00 | buy | 9 | 0.10 | 1.96211 | 0.00000 | 0.00000 | ||
27 | 2022.11.01 16:00 | modify | 9 | 0.10 | 1.96211 | 1.94911 | 1.97611 | ||
28 | 2022.11.02 20:00 | s/l | 9 | 0.10 | 1.94911 | 1.94911 | 1.97611 | -76.83 | 10108.28 |
29 | 2022.11.02 20:00 | buy | 10 | 0.10 | 1.95533 | 0.00000 | 0.00000 | ||
30 | 2022.11.02 20:00 | modify | 10 | 0.10 | 1.95533 | 1.94233 | 1.96933 | ||
31 | 2022.11.03 16:00 | s/l | 10 | 0.10 | 1.94233 | 1.94233 | 1.96933 | -77.53 | 10030.76 |
32 | 2022.11.03 16:00 | buy | 11 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
33 | 2022.11.03 16:00 | modify | 11 | 0.10 | 1.93562 | 1.92262 | 1.94962 | ||
34 | 2022.11.04 12:00 | s/l | 11 | 0.10 | 1.92262 | 1.92262 | 1.94962 | -76.83 | 9953.93 |
35 | 2023.01.19 12:00 | sell | 12 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
36 | 2023.01.19 12:00 | modify | 12 | 0.10 | 1.93536 | 1.94836 | 1.92136 | ||
37 | 2023.01.20 12:00 | t/p | 12 | 0.10 | 1.92136 | 1.94836 | 1.92136 | 82.43 | 10036.35 |
38 | 2023.01.31 12:00 | sell | 13 | 0.10 | 1.91706 | 0.00000 | 0.00000 | ||
39 | 2023.01.31 12:00 | modify | 13 | 0.10 | 1.91706 | 1.93006 | 1.90306 | ||
40 | 2023.01.31 16:00 | t/p | 13 | 0.10 | 1.90306 | 1.93006 | 1.90306 | 82.39 | 10118.74 |
41 | 2023.02.02 16:00 | buy | 14 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
42 | 2023.02.02 16:00 | modify | 14 | 0.10 | 1.88861 | 1.87561 | 1.90261 | ||
43 | 2023.02.03 20:00 | t/p | 14 | 0.10 | 1.90261 | 1.87561 | 1.90261 | 82.01 | 10200.75 |
44 | 2023.02.21 16:00 | sell | 15 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
45 | 2023.02.21 16:00 | modify | 15 | 0.10 | 1.94727 | 1.96027 | 1.93327 | ||
46 | 2023.02.23 04:00 | t/p | 15 | 0.10 | 1.93327 | 1.96027 | 1.93327 | 82.53 | 10283.29 |
47 | 2023.02.27 20:00 | sell | 16 | 0.10 | 1.95577 | 0.00000 | 0.00000 | ||
48 | 2023.02.27 20:00 | modify | 16 | 0.10 | 1.95577 | 1.96877 | 1.94177 | ||
49 | 2023.03.01 00:00 | t/p | 16 | 0.10 | 1.94177 | 1.96877 | 1.94177 | 82.46 | 10365.75 |
50 | 2023.03.01 12:00 | buy | 17 | 0.10 | 1.92285 | 0.00000 | 0.00000 | ||
51 | 2023.03.01 12:00 | modify | 17 | 0.10 | 1.92285 | 1.90985 | 1.93685 | ||
52 | 2023.03.06 00:00 | t/p | 17 | 0.10 | 1.93685 | 1.90985 | 1.93685 | 80.62 | 10446.36 |
53 | 2023.03.06 12:00 | sell | 18 | 0.10 | 1.94302 | 0.00000 | 0.00000 | ||
54 | 2023.03.06 12:00 | modify | 18 | 0.10 | 1.94302 | 1.95602 | 1.92902 | ||
55 | 2023.03.07 12:00 | sell | 19 | 0.10 | 1.93657 | 0.00000 | 0.00000 | ||
56 | 2023.03.07 12:00 | modify | 19 | 0.10 | 1.93657 | 1.94162 | 1.92902 | ||
57 | 2023.03.07 12:00 | modify | 18 | 0.10 | 1.94302 | 1.94162 | 1.92902 | ||
58 | 2023.03.09 16:00 | s/l | 18 | 0.10 | 1.94162 | 1.94162 | 1.92902 | 8.42 | 10454.78 |
59 | 2023.03.09 16:00 | s/l | 19 | 0.10 | 1.94162 | 1.94162 | 1.92902 | -29.58 | 10425.20 |
60 | 2023.03.27 12:00 | sell | 20 | 0.10 | 1.97981 | 0.00000 | 0.00000 | ||
61 | 2023.03.27 12:00 | modify | 20 | 0.10 | 1.97981 | 1.99281 | 1.96581 | ||
62 | 2023.04.05 04:00 | t/p | 20 | 0.10 | 1.96581 | 1.99281 | 1.96581 | 82.71 | 10507.90 |
63 | 2023.04.11 16:00 | sell | 21 | 0.10 | 2.00313 | 0.00000 | 0.00000 | ||
64 | 2023.04.11 16:00 | modify | 21 | 0.10 | 2.00313 | 2.01613 | 1.98913 | ||
65 | 2023.04.13 16:00 | t/p | 21 | 0.10 | 1.98913 | 2.01613 | 1.98913 | 82.53 | 10590.43 |
66 | 2023.05.02 12:00 | buy | 22 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
67 | 2023.05.02 12:00 | modify | 22 | 0.10 | 2.00865 | 1.99565 | 2.02265 | ||
68 | 2023.05.04 00:00 | t/p | 22 | 0.10 | 2.02265 | 1.99565 | 2.02265 | 80.97 | 10671.40 |
69 | 2023.05.08 16:00 | buy | 23 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
70 | 2023.05.08 16:00 | modify | 23 | 0.10 | 1.98977 | 1.97677 | 2.00377 | ||
71 | 2023.05.12 04:00 | buy | 24 | 0.10 | 1.99964 | 0.00000 | 0.00000 | ||
72 | 2023.05.12 04:00 | modify | 24 | 0.10 | 1.99964 | 1.99537 | 2.00377 | ||
73 | 2023.05.12 04:00 | modify | 23 | 0.10 | 1.98977 | 1.99537 | 2.00377 | ||
74 | 2023.05.12 08:00 | t/p | 23 | 0.10 | 2.00377 | 1.99537 | 2.00377 | 80.27 | 10751.67 |
75 | 2023.05.12 08:00 | t/p | 24 | 0.10 | 2.00377 | 1.99537 | 2.00377 | 24.30 | 10775.97 |
76 | 2023.05.12 08:00 | sell | 25 | 0.10 | 2.00409 | 0.00000 | 0.00000 | ||
77 | 2023.05.12 08:00 | modify | 25 | 0.10 | 2.00409 | 2.01709 | 1.99009 | ||
78 | 2023.05.17 12:00 | t/p | 25 | 0.10 | 1.99009 | 2.01709 | 1.99009 | 82.50 | 10858.47 |
79 | 2023.06.05 16:00 | buy | 26 | 0.10 | 2.04568 | 0.00000 | 0.00000 | ||
80 | 2023.06.05 16:00 | modify | 26 | 0.10 | 2.04568 | 2.03268 | 2.05968 | ||
81 | 2023.06.07 12:00 | buy | 27 | 0.10 | 2.05276 | 0.00000 | 0.00000 | ||
82 | 2023.06.07 12:00 | modify | 27 | 0.10 | 2.05276 | 2.04988 | 2.05968 | ||
83 | 2023.06.07 12:00 | modify | 26 | 0.10 | 2.04568 | 2.04988 | 2.05968 | ||
84 | 2023.06.07 16:00 | s/l | 26 | 0.10 | 2.04988 | 2.04988 | 2.05968 | 24.00 | 10882.47 |
85 | 2023.06.07 16:00 | s/l | 27 | 0.10 | 2.04988 | 2.04988 | 2.05968 | -16.95 | 10865.52 |
86 | 2023.06.12 16:00 | buy | 28 | 0.10 | 2.04282 | 0.00000 | 0.00000 | ||
87 | 2023.06.12 16:00 | modify | 28 | 0.10 | 2.04282 | 2.02982 | 2.05682 | ||
88 | 2023.06.16 12:00 | t/p | 28 | 0.10 | 2.05682 | 2.02982 | 2.05682 | 80.27 | 10945.79 |
89 | 2023.06.23 12:00 | sell | 29 | 0.10 | 2.07648 | 0.00000 | 0.00000 | ||
90 | 2023.06.23 12:00 | modify | 29 | 0.10 | 2.07648 | 2.08948 | 2.06248 | ||
91 | 2023.06.26 12:00 | t/p | 29 | 0.10 | 2.06248 | 2.08948 | 2.06248 | 82.43 | 11028.21 |
92 | 2023.07.04 12:00 | buy | 30 | 0.10 | 2.05531 | 0.00000 | 0.00000 | ||
93 | 2023.07.04 12:00 | modify | 30 | 0.10 | 2.05531 | 2.04231 | 2.06931 | ||
94 | 2023.07.06 20:00 | t/p | 30 | 0.10 | 2.06931 | 2.04231 | 2.06931 | 80.97 | 11109.18 |
95 | 2023.07.11 12:00 | sell | 31 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
96 | 2023.07.11 12:00 | modify | 31 | 0.10 | 2.08839 | 2.10139 | 2.07439 | ||
97 | 2023.07.12 16:00 | t/p | 31 | 0.10 | 2.07439 | 2.10139 | 2.07439 | 82.43 | 11191.60 |
98 | 2023.07.13 08:00 | buy | 32 | 0.10 | 2.05137 | 0.00000 | 0.00000 | ||
99 | 2023.07.13 08:00 | modify | 32 | 0.10 | 2.05137 | 2.03837 | 2.06537 | ||
100 | 2023.07.17 08:00 | t/p | 32 | 0.10 | 2.06537 | 2.03837 | 2.06537 | 81.66 | 11273.27 |
101 | 2023.07.18 12:00 | sell | 33 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
102 | 2023.07.18 12:00 | modify | 33 | 0.10 | 2.08629 | 2.09929 | 2.07229 | ||
103 | 2023.07.19 00:00 | t/p | 33 | 0.10 | 2.07229 | 2.09929 | 2.07229 | 82.44 | 11355.70 |
104 | 2023.08.11 12:00 | sell | 34 | 0.10 | 2.11780 | 0.00000 | 0.00000 | ||
105 | 2023.08.11 12:00 | modify | 34 | 0.10 | 2.11780 | 2.13080 | 2.10380 | ||
106 | 2023.08.15 12:00 | s/l | 34 | 0.10 | 2.13080 | 2.13080 | 2.10380 | -76.44 | 11279.26 |
107 | 2023.08.23 12:00 | buy | 35 | 0.10 | 2.12927 | 0.00000 | 0.00000 | ||
108 | 2023.08.23 12:00 | modify | 35 | 0.10 | 2.12927 | 2.11627 | 2.14327 | ||
109 | 2023.08.24 08:00 | buy | 36 | 0.10 | 2.13570 | 0.00000 | 0.00000 | ||
110 | 2023.08.24 08:00 | modify | 36 | 0.10 | 2.13570 | 2.13067 | 2.14327 | ||
111 | 2023.08.24 08:00 | modify | 35 | 0.10 | 2.12927 | 2.13067 | 2.14327 | ||
112 | 2023.08.24 16:00 | s/l | 35 | 0.10 | 2.13067 | 2.13067 | 2.14327 | 7.19 | 11286.46 |
113 | 2023.08.24 16:00 | s/l | 36 | 0.10 | 2.13067 | 2.13067 | 2.14327 | -29.59 | 11256.87 |