Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:59 (2022.10.01 - 2023.10.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=120; 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=1; 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 | 7211 | Ticks modelled | 13419 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 983.03 | Gross profit | 1917.88 | Gross loss | -934.85 |
Profit factor | 2.05 | Expected payoff | 20.92 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 234.92 (2.27%) | Relative drawdown | 2.27% (234.92) |
Total trades | 47 | Short positions (won %) | 27 (70.37%) | Long positions (won %) | 20 (60.00%) |
Profit trades (% of total) | 31 (65.96%) | Loss trades (% of total) | 16 (34.04%) | ||
Largest | profit trade | 72.33 | loss trade | -67.18 | |
Average | profit trade | 61.87 | loss trade | -58.43 | |
Maximum | consecutive wins (profit in money) | 6 (347.47) | consecutive losses (loss in money) | 3 (-199.60) | |
Maximal | consecutive profit (count of wins) | 347.47 (6) | consecutive loss (count of losses) | -199.60 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.03 05:00 | buy | 1 | 0.10 | 1.97071 | 0.00000 | 0.00000 | ||
2 | 2022.10.03 05:00 | modify | 1 | 0.10 | 1.97071 | 1.95971 | 1.98271 | ||
3 | 2022.10.03 06:00 | t/p | 1 | 0.10 | 1.98271 | 1.95971 | 1.98271 | 72.31 | 10072.31 |
4 | 2022.10.04 17:00 | sell | 2 | 0.10 | 2.00210 | 0.00000 | 0.00000 | ||
5 | 2022.10.04 17:00 | modify | 2 | 0.10 | 2.00210 | 2.01310 | 1.99010 | ||
6 | 2022.10.05 02:00 | t/p | 2 | 0.10 | 1.99010 | 2.01310 | 1.99010 | 72.16 | 10144.47 |
7 | 2022.10.05 02:00 | buy | 3 | 0.10 | 1.98270 | 0.00000 | 0.00000 | ||
8 | 2022.10.05 02:00 | modify | 3 | 0.10 | 1.98270 | 1.97170 | 1.99470 | ||
9 | 2022.10.05 03:00 | t/p | 3 | 0.10 | 1.99470 | 1.97170 | 1.99470 | 72.31 | 10216.78 |
10 | 2022.10.05 15:00 | buy | 4 | 0.10 | 1.97651 | 0.00000 | 0.00000 | ||
11 | 2022.10.05 15:00 | modify | 4 | 0.10 | 1.97651 | 1.96551 | 1.98851 | ||
12 | 2022.10.06 00:00 | s/l | 4 | 0.10 | 1.96551 | 1.96551 | 1.98851 | -67.18 | 10149.59 |
13 | 2022.10.06 03:00 | buy | 5 | 0.10 | 1.95980 | 0.00000 | 0.00000 | ||
14 | 2022.10.06 03:00 | modify | 5 | 0.10 | 1.95980 | 1.94880 | 1.97180 | ||
15 | 2022.10.06 09:00 | t/p | 5 | 0.10 | 1.97180 | 1.94880 | 1.97180 | 72.32 | 10221.91 |
16 | 2022.10.11 20:00 | buy | 6 | 0.10 | 1.96560 | 0.00000 | 0.00000 | ||
17 | 2022.10.11 20:00 | modify | 6 | 0.10 | 1.96560 | 1.95460 | 1.97760 | ||
18 | 2022.10.12 10:00 | t/p | 6 | 0.10 | 1.97760 | 1.95460 | 1.97760 | 72.01 | 10293.92 |
19 | 2022.10.12 11:00 | sell | 7 | 0.10 | 1.98044 | 0.00000 | 0.00000 | ||
20 | 2022.10.12 11:00 | modify | 7 | 0.10 | 1.98044 | 1.99144 | 1.96844 | ||
21 | 2022.10.13 12:00 | s/l | 7 | 0.10 | 1.99144 | 1.99144 | 1.96844 | -66.82 | 10227.10 |
22 | 2022.10.13 12:00 | sell | 8 | 0.10 | 2.00047 | 0.00000 | 0.00000 | ||
23 | 2022.10.13 12:00 | modify | 8 | 0.10 | 2.00047 | 2.01147 | 1.98847 | ||
24 | 2022.10.13 13:00 | s/l | 8 | 0.10 | 2.01147 | 2.01147 | 1.98847 | -66.30 | 10160.80 |
25 | 2022.10.14 15:00 | sell | 9 | 0.10 | 2.01510 | 0.00000 | 0.00000 | ||
26 | 2022.10.14 15:00 | modify | 9 | 0.10 | 2.01510 | 2.02610 | 2.00310 | ||
27 | 2022.10.17 15:00 | s/l | 9 | 0.10 | 2.02610 | 2.02610 | 2.00310 | -66.47 | 10094.32 |
28 | 2022.10.17 15:00 | sell | 10 | 0.10 | 2.02972 | 0.00000 | 0.00000 | ||
29 | 2022.10.17 15:00 | modify | 10 | 0.10 | 2.02972 | 2.04072 | 2.01772 | ||
30 | 2022.10.17 19:00 | t/p | 10 | 0.10 | 2.01772 | 2.04072 | 2.01772 | 72.33 | 10166.65 |
31 | 2022.10.18 01:00 | buy | 11 | 0.10 | 2.00416 | 0.00000 | 0.00000 | ||
32 | 2022.10.18 01:00 | modify | 11 | 0.10 | 2.00416 | 1.99316 | 2.01616 | ||
33 | 2022.10.18 07:00 | s/l | 11 | 0.10 | 1.99316 | 1.99316 | 2.01616 | -66.29 | 10100.36 |
34 | 2022.10.20 11:00 | buy | 12 | 0.10 | 1.96663 | 0.00000 | 0.00000 | ||
35 | 2022.10.20 11:00 | modify | 12 | 0.10 | 1.96663 | 1.95563 | 1.97863 | ||
36 | 2022.10.20 13:00 | t/p | 12 | 0.10 | 1.97863 | 1.95563 | 1.97863 | 72.31 | 10172.67 |
37 | 2022.10.21 14:00 | buy | 13 | 0.10 | 1.96211 | 0.00000 | 0.00000 | ||
38 | 2022.10.21 14:00 | modify | 13 | 0.10 | 1.96211 | 1.95111 | 1.97411 | ||
39 | 2022.10.24 05:00 | t/p | 13 | 0.10 | 1.97411 | 1.95111 | 1.97411 | 72.02 | 10244.70 |
40 | 2022.10.24 06:00 | sell | 14 | 0.10 | 1.97975 | 0.00000 | 0.00000 | ||
41 | 2022.10.24 06:00 | modify | 14 | 0.10 | 1.97975 | 1.99075 | 1.96775 | ||
42 | 2022.10.24 10:00 | s/l | 14 | 0.10 | 1.99075 | 1.99075 | 1.96775 | -66.30 | 10178.40 |
43 | 2022.10.24 13:00 | sell | 15 | 0.10 | 1.99678 | 0.00000 | 0.00000 | ||
44 | 2022.10.24 13:00 | modify | 15 | 0.10 | 1.99678 | 2.00778 | 1.98478 | ||
45 | 2022.10.24 16:00 | t/p | 15 | 0.10 | 1.98478 | 2.00778 | 1.98478 | 72.32 | 10250.72 |
46 | 2022.10.25 10:00 | sell | 16 | 0.10 | 1.99364 | 0.00000 | 0.00000 | ||
47 | 2022.10.25 10:00 | modify | 16 | 0.10 | 1.99364 | 2.00464 | 1.98164 | ||
48 | 2022.10.27 07:00 | t/p | 16 | 0.10 | 1.98164 | 2.00464 | 1.98164 | 71.63 | 10322.35 |
49 | 2022.10.28 16:00 | sell | 17 | 0.10 | 1.99760 | 0.00000 | 0.00000 | ||
50 | 2022.10.28 16:00 | modify | 17 | 0.10 | 1.99760 | 2.00860 | 1.98560 | ||
51 | 2022.10.31 14:00 | t/p | 17 | 0.10 | 1.98560 | 2.00860 | 1.98560 | 72.15 | 10394.49 |
52 | 2022.10.31 18:00 | buy | 18 | 0.10 | 1.97097 | 0.00000 | 0.00000 | ||
53 | 2022.10.31 18:00 | modify | 18 | 0.10 | 1.97097 | 1.95997 | 1.98297 | ||
54 | 2022.11.01 11:00 | s/l | 18 | 0.10 | 1.95997 | 1.95997 | 1.98297 | -66.59 | 10327.90 |
55 | 2022.11.03 13:00 | buy | 19 | 0.10 | 1.94361 | 0.00000 | 0.00000 | ||
56 | 2022.11.03 13:00 | modify | 19 | 0.10 | 1.94361 | 1.93261 | 1.95561 | ||
57 | 2022.11.03 19:00 | s/l | 19 | 0.10 | 1.93261 | 1.93261 | 1.95561 | -66.28 | 10261.62 |
58 | 2022.11.04 13:00 | buy | 20 | 0.10 | 1.91611 | 0.00000 | 0.00000 | ||
59 | 2022.11.04 13:00 | modify | 20 | 0.10 | 1.91611 | 1.90511 | 1.92811 | ||
60 | 2022.11.07 03:00 | buy | 21 | 0.10 | 1.92464 | 0.00000 | 0.00000 | ||
61 | 2022.11.07 03:00 | modify | 21 | 0.10 | 1.92464 | 1.92151 | 1.92811 | ||
62 | 2022.11.07 03:00 | modify | 20 | 0.10 | 1.91611 | 1.92151 | 1.92811 | ||
63 | 2022.11.07 04:00 | s/l | 20 | 0.10 | 1.92151 | 1.92151 | 1.92811 | 32.24 | 10293.87 |
64 | 2022.11.07 04:00 | s/l | 21 | 0.10 | 1.92151 | 1.92151 | 1.92811 | -18.86 | 10275.01 |
65 | 2022.11.11 15:00 | buy | 22 | 0.10 | 1.92957 | 0.00000 | 0.00000 | ||
66 | 2022.11.11 15:00 | modify | 22 | 0.10 | 1.92957 | 1.91857 | 1.94157 | ||
67 | 2022.11.15 14:00 | t/p | 22 | 0.10 | 1.94157 | 1.91857 | 1.94157 | 71.71 | 10346.72 |
68 | 2022.11.15 14:00 | sell | 23 | 0.10 | 1.94179 | 0.00000 | 0.00000 | ||
69 | 2022.11.15 14:00 | modify | 23 | 0.10 | 1.94179 | 1.95279 | 1.92979 | ||
70 | 2022.11.15 16:00 | t/p | 23 | 0.10 | 1.92979 | 1.95279 | 1.92979 | 72.33 | 10419.05 |
71 | 2023.01.03 12:00 | sell | 24 | 0.10 | 1.92074 | 0.00000 | 0.00000 | ||
72 | 2023.01.03 12:00 | modify | 24 | 0.10 | 1.92074 | 1.93174 | 1.90874 | ||
73 | 2023.01.04 04:00 | sell | 25 | 0.10 | 1.91347 | 0.00000 | 0.00000 | ||
74 | 2023.01.04 04:00 | modify | 25 | 0.10 | 1.91347 | 1.91774 | 1.90874 | ||
75 | 2023.01.04 04:00 | modify | 24 | 0.10 | 1.92074 | 1.91774 | 1.90874 | ||
76 | 2023.01.04 08:00 | t/p | 24 | 0.10 | 1.90874 | 1.91774 | 1.90874 | 72.15 | 10491.20 |
77 | 2023.01.04 08:00 | t/p | 25 | 0.10 | 1.90874 | 1.91774 | 1.90874 | 28.51 | 10519.71 |
78 | 2023.01.25 17:00 | sell | 26 | 0.10 | 1.91449 | 0.00000 | 0.00000 | ||
79 | 2023.01.25 17:00 | modify | 26 | 0.10 | 1.91449 | 1.92549 | 1.90249 | ||
80 | 2023.01.27 02:00 | sell | 27 | 0.10 | 1.90729 | 0.00000 | 0.00000 | ||
81 | 2023.01.27 02:00 | modify | 27 | 0.10 | 1.90729 | 1.91149 | 1.90249 | ||
82 | 2023.01.27 02:00 | modify | 26 | 0.10 | 1.91449 | 1.91149 | 1.90249 | ||
83 | 2023.01.27 15:00 | s/l | 26 | 0.10 | 1.91149 | 1.91149 | 1.90249 | 17.38 | 10537.09 |
84 | 2023.01.27 15:00 | s/l | 27 | 0.10 | 1.91149 | 1.91149 | 1.90249 | -25.31 | 10511.78 |
85 | 2023.02.03 17:00 | sell | 28 | 0.10 | 1.90287 | 0.00000 | 0.00000 | ||
86 | 2023.02.03 17:00 | modify | 28 | 0.10 | 1.90287 | 1.91387 | 1.89087 | ||
87 | 2023.02.06 14:00 | s/l | 28 | 0.10 | 1.91387 | 1.91387 | 1.89087 | -66.47 | 10445.30 |
88 | 2023.02.21 16:00 | sell | 29 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
89 | 2023.02.21 16:00 | modify | 29 | 0.10 | 1.94727 | 1.95827 | 1.93527 | ||
90 | 2023.02.22 17:00 | t/p | 29 | 0.10 | 1.93527 | 1.95827 | 1.93527 | 72.16 | 10517.46 |
91 | 2023.02.28 19:00 | buy | 30 | 0.10 | 1.94882 | 0.00000 | 0.00000 | ||
92 | 2023.02.28 19:00 | modify | 30 | 0.10 | 1.94882 | 1.93782 | 1.96082 | ||
93 | 2023.03.01 06:00 | s/l | 30 | 0.10 | 1.93782 | 1.93782 | 1.96082 | -66.59 | 10450.87 |
94 | 2023.03.01 11:00 | buy | 31 | 0.10 | 1.92506 | 0.00000 | 0.00000 | ||
95 | 2023.03.01 11:00 | modify | 31 | 0.10 | 1.92506 | 1.91406 | 1.93706 | ||
96 | 2023.03.06 00:00 | t/p | 31 | 0.10 | 1.93706 | 1.91406 | 1.93706 | 70.82 | 10521.69 |
97 | 2023.04.04 10:00 | sell | 32 | 0.10 | 1.98540 | 0.00000 | 0.00000 | ||
98 | 2023.04.04 10:00 | modify | 32 | 0.10 | 1.98540 | 1.99640 | 1.97340 | ||
99 | 2023.04.04 20:00 | sell | 33 | 0.10 | 1.98055 | 0.00000 | 0.00000 | ||
100 | 2023.04.04 20:00 | modify | 33 | 0.10 | 1.98055 | 1.98480 | 1.97340 | ||
101 | 2023.04.04 20:00 | modify | 32 | 0.10 | 1.98540 | 1.98480 | 1.97340 | ||
102 | 2023.04.05 03:00 | t/p | 32 | 0.10 | 1.97340 | 1.98480 | 1.97340 | 72.15 | 10593.84 |
103 | 2023.04.05 03:00 | t/p | 33 | 0.10 | 1.97340 | 1.98480 | 1.97340 | 42.92 | 10636.75 |
104 | 2023.04.05 03:00 | buy | 34 | 0.10 | 1.96813 | 0.00000 | 0.00000 | ||
105 | 2023.04.05 03:00 | modify | 34 | 0.10 | 1.96813 | 1.95713 | 1.98013 | ||
106 | 2023.04.05 11:00 | t/p | 34 | 0.10 | 1.98013 | 1.95713 | 1.98013 | 72.31 | 10709.06 |
107 | 2023.04.13 14:00 | buy | 35 | 0.10 | 1.99035 | 0.00000 | 0.00000 | ||
108 | 2023.04.13 14:00 | modify | 35 | 0.10 | 1.99035 | 1.97935 | 2.00235 | ||
109 | 2023.04.17 02:00 | t/p | 35 | 0.10 | 2.00235 | 1.97935 | 2.00235 | 71.71 | 10780.77 |
110 | 2023.04.26 09:00 | sell | 36 | 0.10 | 2.03586 | 0.00000 | 0.00000 | ||
111 | 2023.04.26 09:00 | modify | 36 | 0.10 | 2.03586 | 2.04686 | 2.02386 | ||
112 | 2023.04.27 13:00 | sell | 37 | 0.10 | 2.02851 | 0.00000 | 0.00000 | ||
113 | 2023.04.27 13:00 | modify | 37 | 0.10 | 2.02851 | 2.03286 | 2.02386 | ||
114 | 2023.04.27 13:00 | modify | 36 | 0.10 | 2.03586 | 2.03286 | 2.02386 | ||
115 | 2023.04.27 14:00 | s/l | 36 | 0.10 | 2.03286 | 2.03286 | 2.02386 | 17.57 | 10798.34 |
116 | 2023.04.27 14:00 | s/l | 37 | 0.10 | 2.03286 | 2.03286 | 2.02386 | -26.21 | 10772.13 |
117 | 2023.05.12 09:00 | sell | 38 | 0.10 | 2.00721 | 0.00000 | 0.00000 | ||
118 | 2023.05.12 09:00 | modify | 38 | 0.10 | 2.00721 | 2.01821 | 1.99521 | ||
119 | 2023.05.17 08:00 | t/p | 38 | 0.10 | 1.99521 | 2.01821 | 1.99521 | 71.81 | 10843.94 |
120 | 2023.05.24 03:00 | sell | 39 | 0.10 | 2.00915 | 0.00000 | 0.00000 | ||
121 | 2023.05.24 03:00 | modify | 39 | 0.10 | 2.00915 | 2.02015 | 1.99715 | ||
122 | 2023.05.24 07:00 | s/l | 39 | 0.10 | 2.02015 | 2.02015 | 1.99715 | -66.30 | 10777.64 |
123 | 2023.07.11 10:00 | sell | 40 | 0.10 | 2.08667 | 0.00000 | 0.00000 | ||
124 | 2023.07.11 10:00 | modify | 40 | 0.10 | 2.08667 | 2.09767 | 2.07467 | ||
125 | 2023.07.12 14:00 | t/p | 40 | 0.10 | 2.07467 | 2.09767 | 2.07467 | 72.16 | 10849.79 |
126 | 2023.07.12 14:00 | buy | 41 | 0.10 | 2.07122 | 0.00000 | 0.00000 | ||
127 | 2023.07.12 14:00 | modify | 41 | 0.10 | 2.07122 | 2.06022 | 2.08322 | ||
128 | 2023.07.12 18:00 | s/l | 41 | 0.10 | 2.06022 | 2.06022 | 2.08322 | -66.28 | 10783.51 |
129 | 2023.07.18 11:00 | sell | 42 | 0.10 | 2.08484 | 0.00000 | 0.00000 | ||
130 | 2023.07.18 11:00 | modify | 42 | 0.10 | 2.08484 | 2.09584 | 2.07284 | ||
131 | 2023.07.18 15:00 | sell | 43 | 0.10 | 2.07757 | 0.00000 | 0.00000 | ||
132 | 2023.07.18 15:00 | modify | 43 | 0.10 | 2.07757 | 2.08184 | 2.07284 | ||
133 | 2023.07.18 15:00 | modify | 42 | 0.10 | 2.08484 | 2.08184 | 2.07284 | ||
134 | 2023.07.18 23:00 | t/p | 42 | 0.10 | 2.07284 | 2.08184 | 2.07284 | 72.33 | 10855.84 |
135 | 2023.07.18 23:00 | t/p | 43 | 0.10 | 2.07284 | 2.08184 | 2.07284 | 28.51 | 10884.35 |
136 | 2023.07.24 09:00 | buy | 44 | 0.10 | 2.07021 | 0.00000 | 0.00000 | ||
137 | 2023.07.24 09:00 | modify | 44 | 0.10 | 2.07021 | 2.05921 | 2.08221 | ||
138 | 2023.07.26 02:00 | t/p | 44 | 0.10 | 2.08221 | 2.05921 | 2.08221 | 71.71 | 10956.07 |
139 | 2023.07.28 08:00 | sell | 45 | 0.10 | 2.08566 | 0.00000 | 0.00000 | ||
140 | 2023.07.28 08:00 | modify | 45 | 0.10 | 2.08566 | 2.09666 | 2.07366 | ||
141 | 2023.07.31 04:00 | sell | 46 | 0.10 | 2.07721 | 0.00000 | 0.00000 | ||
142 | 2023.07.31 04:00 | modify | 46 | 0.10 | 2.07721 | 2.08026 | 2.07366 | ||
143 | 2023.07.31 04:00 | modify | 45 | 0.10 | 2.08566 | 2.08026 | 2.07366 | ||
144 | 2023.07.31 07:00 | t/p | 45 | 0.10 | 2.07366 | 2.08026 | 2.07366 | 72.16 | 11028.22 |
145 | 2023.07.31 07:00 | t/p | 46 | 0.10 | 2.07366 | 2.08026 | 2.07366 | 21.40 | 11049.62 |
146 | 2023.09.22 10:00 | buy | 47 | 0.10 | 2.05563 | 0.00000 | 0.00000 | ||
147 | 2023.09.22 10:00 | modify | 47 | 0.10 | 2.05563 | 2.04463 | 2.06763 | ||
148 | 2023.09.25 15:00 | s/l | 47 | 0.10 | 2.04463 | 2.04463 | 2.06763 | -66.59 | 10983.03 |