Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.10.02 20:00 - 2023.09.29 23:59 (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=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; 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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 | 2610 | Ticks modelled | 4219 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1261.65 | Gross profit | 1841.51 | Gross loss | -579.86 |
Profit factor | 3.18 | Expected payoff | 40.70 | ||
Absolute drawdown | 98.48 | Maximal drawdown | 245.83 (2.42%) | Relative drawdown | 2.42% (245.83) |
Total trades | 31 | Short positions (won %) | 19 (78.95%) | Long positions (won %) | 12 (66.67%) |
Profit trades (% of total) | 23 (74.19%) | Loss trades (% of total) | 8 (25.81%) | ||
Largest | profit trade | 90.27 | loss trade | -79.24 | |
Average | profit trade | 80.07 | loss trade | -72.48 | |
Maximum | consecutive wins (profit in money) | 13 (1092.49) | consecutive losses (loss in money) | 3 (-236.17) | |
Maximal | consecutive profit (count of wins) | 1092.49 (13) | consecutive loss (count of losses) | -236.17 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.04 20:00 | sell | 1 | 0.10 | 2.00121 | 0.00000 | 0.00000 | ||
2 | 2022.10.04 20:00 | modify | 1 | 0.10 | 2.00121 | 2.01421 | 1.98621 | ||
3 | 2022.10.05 00:00 | sell | 2 | 0.10 | 1.99568 | 0.00000 | 0.00000 | ||
4 | 2022.10.05 00:00 | modify | 2 | 0.10 | 1.99568 | 2.00046 | 1.98621 | ||
5 | 2022.10.05 00:00 | modify | 1 | 0.10 | 2.00121 | 2.00046 | 1.98621 | ||
6 | 2022.10.05 04:00 | t/p | 1 | 0.10 | 1.98621 | 2.00046 | 1.98621 | 90.26 | 10090.26 |
7 | 2022.10.05 04:00 | t/p | 2 | 0.10 | 1.98621 | 2.00046 | 1.98621 | 57.10 | 10147.36 |
8 | 2022.10.13 12:00 | sell | 3 | 0.10 | 2.00047 | 0.00000 | 0.00000 | ||
9 | 2022.10.13 12:00 | modify | 3 | 0.10 | 2.00047 | 2.01347 | 1.98547 | ||
10 | 2022.10.13 16:00 | s/l | 3 | 0.10 | 2.01347 | 2.01347 | 1.98547 | -78.38 | 10068.98 |
11 | 2022.10.14 16:00 | sell | 4 | 0.10 | 2.01244 | 0.00000 | 0.00000 | ||
12 | 2022.10.14 16:00 | modify | 4 | 0.10 | 2.01244 | 2.02544 | 1.99744 | ||
13 | 2022.10.17 16:00 | s/l | 4 | 0.10 | 2.02544 | 2.02544 | 1.99744 | -78.54 | 9990.43 |
14 | 2022.10.19 16:00 | buy | 5 | 0.10 | 1.98155 | 0.00000 | 0.00000 | ||
15 | 2022.10.19 16:00 | modify | 5 | 0.10 | 1.98155 | 1.96855 | 1.99655 | ||
16 | 2022.10.20 12:00 | s/l | 5 | 0.10 | 1.96855 | 1.96855 | 1.99655 | -79.24 | 9911.19 |
17 | 2022.10.24 12:00 | sell | 6 | 0.10 | 1.98950 | 0.00000 | 0.00000 | ||
18 | 2022.10.24 12:00 | modify | 6 | 0.10 | 1.98950 | 2.00250 | 1.97450 | ||
19 | 2022.10.24 16:00 | sell | 7 | 0.10 | 1.98405 | 0.00000 | 0.00000 | ||
20 | 2022.10.24 16:00 | modify | 7 | 0.10 | 1.98405 | 1.98875 | 1.97450 | ||
21 | 2022.10.24 16:00 | modify | 6 | 0.10 | 1.98950 | 1.98875 | 1.97450 | ||
22 | 2022.10.25 08:00 | t/p | 6 | 0.10 | 1.97450 | 1.98875 | 1.97450 | 90.26 | 10001.44 |
23 | 2022.10.25 08:00 | t/p | 7 | 0.10 | 1.97450 | 1.98875 | 1.97450 | 57.40 | 10058.84 |
24 | 2022.10.31 20:00 | buy | 8 | 0.10 | 1.97254 | 0.00000 | 0.00000 | ||
25 | 2022.10.31 20:00 | modify | 8 | 0.10 | 1.97254 | 1.95954 | 1.98754 | ||
26 | 2022.11.01 12:00 | s/l | 8 | 0.10 | 1.95954 | 1.95954 | 1.98754 | -78.66 | 9980.18 |
27 | 2022.11.03 16:00 | buy | 9 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
28 | 2022.11.03 16:00 | modify | 9 | 0.10 | 1.93562 | 1.92262 | 1.95062 | ||
29 | 2022.11.04 12:00 | s/l | 9 | 0.10 | 1.92262 | 1.92262 | 1.95062 | -78.66 | 9901.52 |
30 | 2022.11.07 20:00 | sell | 10 | 0.10 | 1.94257 | 0.00000 | 0.00000 | ||
31 | 2022.11.07 20:00 | modify | 10 | 0.10 | 1.94257 | 1.95557 | 1.92757 | ||
32 | 2022.11.09 16:00 | t/p | 10 | 0.10 | 1.92757 | 1.95557 | 1.92757 | 90.08 | 9991.60 |
33 | 2022.11.14 16:00 | buy | 11 | 0.10 | 1.92133 | 0.00000 | 0.00000 | ||
34 | 2022.11.14 16:00 | modify | 11 | 0.10 | 1.92133 | 1.90833 | 1.93633 | ||
35 | 2022.11.15 16:00 | t/p | 11 | 0.10 | 1.93633 | 1.90833 | 1.93633 | 90.12 | 10081.72 |
36 | 2022.12.18 20:00 | buy | 12 | 0.10 | 1.90327 | 0.00000 | 0.00000 | ||
37 | 2022.12.18 20:00 | modify | 12 | 0.10 | 1.90327 | 1.89027 | 1.91827 | ||
38 | 2022.12.20 00:00 | buy | 13 | 0.10 | 1.91102 | 0.00000 | 0.00000 | ||
39 | 2022.12.20 00:00 | modify | 13 | 0.10 | 1.91102 | 1.90702 | 1.91827 | ||
40 | 2022.12.20 00:00 | modify | 12 | 0.10 | 1.90327 | 1.90702 | 1.91827 | ||
41 | 2022.12.20 04:00 | t/p | 12 | 0.10 | 1.91827 | 1.90702 | 1.91827 | 89.81 | 10171.54 |
42 | 2022.12.20 04:00 | t/p | 13 | 0.10 | 1.91827 | 1.90702 | 1.91827 | 43.70 | 10215.24 |
43 | 2023.01.03 12:00 | sell | 14 | 0.10 | 1.92074 | 0.00000 | 0.00000 | ||
44 | 2023.01.03 12:00 | modify | 14 | 0.10 | 1.92074 | 1.93374 | 1.90574 | ||
45 | 2023.01.04 00:00 | sell | 15 | 0.10 | 1.91536 | 0.00000 | 0.00000 | ||
46 | 2023.01.04 00:00 | modify | 15 | 0.10 | 1.91536 | 1.91999 | 1.90574 | ||
47 | 2023.01.04 00:00 | modify | 14 | 0.10 | 1.92074 | 1.91999 | 1.90574 | ||
48 | 2023.01.04 08:00 | t/p | 14 | 0.10 | 1.90574 | 1.91999 | 1.90574 | 90.27 | 10305.50 |
49 | 2023.01.04 08:00 | t/p | 15 | 0.10 | 1.90574 | 1.91999 | 1.90574 | 58.00 | 10363.50 |
50 | 2023.01.19 12:00 | sell | 16 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
51 | 2023.01.19 12:00 | modify | 16 | 0.10 | 1.93536 | 1.94836 | 1.92036 | ||
52 | 2023.01.20 12:00 | t/p | 16 | 0.10 | 1.92036 | 1.94836 | 1.92036 | 90.26 | 10453.76 |
53 | 2023.01.24 16:00 | buy | 17 | 0.10 | 1.89404 | 0.00000 | 0.00000 | ||
54 | 2023.01.24 16:00 | modify | 17 | 0.10 | 1.89404 | 1.88104 | 1.90904 | ||
55 | 2023.01.25 16:00 | t/p | 17 | 0.10 | 1.90904 | 1.88104 | 1.90904 | 90.11 | 10543.87 |
56 | 2023.02.02 12:00 | buy | 18 | 0.10 | 1.89181 | 0.00000 | 0.00000 | ||
57 | 2023.02.02 12:00 | modify | 18 | 0.10 | 1.89181 | 1.87881 | 1.90681 | ||
58 | 2023.02.06 00:00 | t/p | 18 | 0.10 | 1.90681 | 1.87881 | 1.90681 | 89.81 | 10633.68 |
59 | 2023.02.06 12:00 | sell | 19 | 0.10 | 1.91217 | 0.00000 | 0.00000 | ||
60 | 2023.02.06 12:00 | modify | 19 | 0.10 | 1.91217 | 1.92517 | 1.89717 | ||
61 | 2023.02.07 12:00 | t/p | 19 | 0.10 | 1.89717 | 1.92517 | 1.89717 | 90.26 | 10723.94 |
62 | 2023.02.21 16:00 | sell | 20 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
63 | 2023.02.21 16:00 | modify | 20 | 0.10 | 1.94727 | 1.96027 | 1.93227 | ||
64 | 2023.02.23 04:00 | t/p | 20 | 0.10 | 1.93227 | 1.96027 | 1.93227 | 89.73 | 10813.67 |
65 | 2023.02.27 20:00 | sell | 21 | 0.10 | 1.95577 | 0.00000 | 0.00000 | ||
66 | 2023.02.27 20:00 | modify | 21 | 0.10 | 1.95577 | 1.96877 | 1.94077 | ||
67 | 2023.03.01 04:00 | t/p | 21 | 0.10 | 1.94077 | 1.96877 | 1.94077 | 90.08 | 10903.75 |
68 | 2023.03.10 12:00 | sell | 22 | 0.10 | 1.96142 | 0.00000 | 0.00000 | ||
69 | 2023.03.10 12:00 | modify | 22 | 0.10 | 1.96142 | 1.97442 | 1.94642 | ||
70 | 2023.03.13 16:00 | t/p | 22 | 0.10 | 1.94642 | 1.97442 | 1.94642 | 90.26 | 10994.01 |
71 | 2023.03.20 20:00 | sell | 23 | 0.10 | 1.96454 | 0.00000 | 0.00000 | ||
72 | 2023.03.20 20:00 | modify | 23 | 0.10 | 1.96454 | 1.97754 | 1.94954 | ||
73 | 2023.03.21 12:00 | s/l | 23 | 0.10 | 1.97754 | 1.97754 | 1.94954 | -78.55 | 10915.45 |
74 | 2023.04.13 16:00 | buy | 24 | 0.10 | 1.98744 | 0.00000 | 0.00000 | ||
75 | 2023.04.13 16:00 | modify | 24 | 0.10 | 1.98744 | 1.97444 | 2.00244 | ||
76 | 2023.04.17 08:00 | t/p | 24 | 0.10 | 2.00244 | 1.97444 | 2.00244 | 89.81 | 11005.27 |
77 | 2023.05.02 12:00 | buy | 25 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
78 | 2023.05.02 12:00 | modify | 25 | 0.10 | 2.00865 | 1.99565 | 2.02365 | ||
79 | 2023.05.04 00:00 | t/p | 25 | 0.10 | 2.02365 | 1.99565 | 2.02365 | 89.22 | 11094.48 |
80 | 2023.07.11 12:00 | sell | 26 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
81 | 2023.07.11 12:00 | modify | 26 | 0.10 | 2.08839 | 2.10139 | 2.07339 | ||
82 | 2023.07.12 16:00 | t/p | 26 | 0.10 | 2.07339 | 2.10139 | 2.07339 | 90.26 | 11184.74 |
83 | 2023.07.18 12:00 | sell | 27 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
84 | 2023.07.18 12:00 | modify | 27 | 0.10 | 2.08629 | 2.09929 | 2.07129 | ||
85 | 2023.07.19 00:00 | t/p | 27 | 0.10 | 2.07129 | 2.09929 | 2.07129 | 90.26 | 11274.99 |
86 | 2023.07.21 20:00 | sell | 28 | 0.10 | 2.08339 | 0.00000 | 0.00000 | ||
87 | 2023.07.21 20:00 | modify | 28 | 0.10 | 2.08339 | 2.09639 | 2.06839 | ||
88 | 2023.07.24 12:00 | t/p | 28 | 0.10 | 2.06839 | 2.09639 | 2.06839 | 90.26 | 11365.25 |
89 | 2023.08.11 16:00 | sell | 29 | 0.10 | 2.12220 | 0.00000 | 0.00000 | ||
90 | 2023.08.11 16:00 | modify | 29 | 0.10 | 2.12220 | 2.13520 | 2.10720 | ||
91 | 2023.08.16 00:00 | s/l | 29 | 0.10 | 2.13520 | 2.13520 | 2.10720 | -78.89 | 11286.36 |
92 | 2023.09.22 12:00 | buy | 30 | 0.10 | 2.05274 | 0.00000 | 0.00000 | ||
93 | 2023.09.22 12:00 | modify | 30 | 0.10 | 2.05274 | 2.03974 | 2.06774 | ||
94 | 2023.09.25 04:00 | buy | 31 | 0.10 | 2.05829 | 0.00000 | 0.00000 | ||
95 | 2023.09.25 04:00 | modify | 31 | 0.10 | 2.05829 | 2.05349 | 2.06774 | ||
96 | 2023.09.25 04:00 | modify | 30 | 0.10 | 2.05274 | 2.05349 | 2.06774 | ||
97 | 2023.09.25 12:00 | s/l | 30 | 0.10 | 2.05349 | 2.05349 | 2.06774 | 4.22 | 11290.58 |
98 | 2023.09.25 12:00 | s/l | 31 | 0.10 | 2.05349 | 2.05349 | 2.06774 | -28.93 | 11261.65 |