Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.10.02 21:00 - 2023.09.29 20:00 (2022.10.01 - 2023.10.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=140; 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=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 157936 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1124.89 | Gross profit | 1251.92 | Gross loss | -127.03 |
Profit factor | 9.86 | Expected payoff | 34.09 | ||
Absolute drawdown | 23.29 | Maximal drawdown | 153.67 (1.36%) | Relative drawdown | 1.36% (153.67) |
Total trades | 33 | Short positions (won %) | 20 (80.00%) | Long positions (won %) | 13 (92.31%) |
Profit trades (% of total) | 28 (84.85%) | Loss trades (% of total) | 5 (15.15%) | ||
Largest | profit trade | 84.46 | loss trade | -31.19 | |
Average | profit trade | 44.71 | loss trade | -25.41 | |
Maximum | consecutive wins (profit in money) | 25 (1239.90) | consecutive losses (loss in money) | 2 (-35.40) | |
Maximal | consecutive profit (count of wins) | 1239.90 (25) | consecutive loss (count of losses) | -35.40 (2) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.11.04 14:00 | buy | 1 | 0.10 | 1.91638 | 0.00000 | 0.00000 | ||
2 | 2022.11.04 14:00 | modify | 1 | 0.10 | 1.91638 | 1.90438 | 1.93038 | ||
3 | 2022.11.06 22:30 | buy | 2 | 0.10 | 1.92228 | 0.00000 | 0.00000 | ||
4 | 2022.11.06 22:30 | modify | 2 | 0.10 | 1.92228 | 1.91708 | 1.93038 | ||
5 | 2022.11.06 22:30 | modify | 1 | 0.10 | 1.91638 | 1.91708 | 1.93038 | ||
6 | 2022.11.07 02:10 | buy | 3 | 0.10 | 1.92482 | 0.00000 | 0.00000 | ||
7 | 2022.11.07 02:10 | modify | 3 | 0.10 | 1.92482 | 1.91988 | 1.93038 | ||
8 | 2022.11.07 02:10 | modify | 2 | 0.10 | 1.92228 | 1.91988 | 1.93038 | ||
9 | 2022.11.07 02:10 | modify | 1 | 0.10 | 1.91638 | 1.91988 | 1.93038 | ||
10 | 2022.11.07 08:25 | buy | 4 | 0.10 | 1.92637 | 0.00000 | 0.00000 | ||
11 | 2022.11.07 08:25 | modify | 4 | 0.10 | 1.92637 | 1.92268 | 1.93038 | ||
12 | 2022.11.07 08:25 | modify | 3 | 0.10 | 1.92482 | 1.92268 | 1.93038 | ||
13 | 2022.11.07 08:25 | modify | 2 | 0.10 | 1.92228 | 1.92268 | 1.93038 | ||
14 | 2022.11.07 08:25 | modify | 1 | 0.10 | 1.91638 | 1.92268 | 1.93038 | ||
15 | 2022.11.07 09:10 | t/p | 1 | 0.10 | 1.93038 | 1.92268 | 1.93038 | 84.14 | 10084.14 |
16 | 2022.11.07 09:10 | t/p | 2 | 0.10 | 1.93038 | 1.92268 | 1.93038 | 48.56 | 10132.70 |
17 | 2022.11.07 09:10 | t/p | 3 | 0.10 | 1.93038 | 1.92268 | 1.93038 | 33.54 | 10166.24 |
18 | 2022.11.07 09:10 | t/p | 4 | 0.10 | 1.93038 | 1.92268 | 1.93038 | 24.19 | 10190.43 |
19 | 2023.02.21 19:00 | sell | 5 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
20 | 2023.02.21 19:00 | modify | 5 | 0.10 | 1.94972 | 1.96172 | 1.93572 | ||
21 | 2023.02.22 05:02 | sell | 6 | 0.10 | 1.94411 | 0.00000 | 0.00000 | ||
22 | 2023.02.22 05:02 | modify | 6 | 0.10 | 1.94411 | 1.94902 | 1.93572 | ||
23 | 2023.02.22 05:02 | modify | 5 | 0.10 | 1.94972 | 1.94902 | 1.93572 | ||
24 | 2023.02.22 08:55 | sell | 7 | 0.10 | 1.94110 | 0.00000 | 0.00000 | ||
25 | 2023.02.22 08:55 | modify | 7 | 0.10 | 1.94110 | 1.94622 | 1.93572 | ||
26 | 2023.02.22 08:55 | modify | 6 | 0.10 | 1.94411 | 1.94622 | 1.93572 | ||
27 | 2023.02.22 08:55 | modify | 5 | 0.10 | 1.94972 | 1.94622 | 1.93572 | ||
28 | 2023.02.22 12:15 | sell | 8 | 0.10 | 1.93975 | 0.00000 | 0.00000 | ||
29 | 2023.02.22 12:15 | modify | 8 | 0.10 | 1.93975 | 1.94342 | 1.93572 | ||
30 | 2023.02.22 12:15 | modify | 7 | 0.10 | 1.94110 | 1.94342 | 1.93572 | ||
31 | 2023.02.22 12:15 | modify | 6 | 0.10 | 1.94411 | 1.94342 | 1.93572 | ||
32 | 2023.02.22 12:15 | modify | 5 | 0.10 | 1.94972 | 1.94342 | 1.93572 | ||
33 | 2023.02.22 15:50 | t/p | 5 | 0.10 | 1.93572 | 1.94342 | 1.93572 | 84.29 | 10274.72 |
34 | 2023.02.22 15:50 | t/p | 6 | 0.10 | 1.93572 | 1.94342 | 1.93572 | 50.61 | 10325.33 |
35 | 2023.02.22 15:50 | t/p | 7 | 0.10 | 1.93572 | 1.94342 | 1.93572 | 32.45 | 10357.78 |
36 | 2023.02.22 15:50 | t/p | 8 | 0.10 | 1.93572 | 1.94342 | 1.93572 | 24.31 | 10382.09 |
37 | 2023.02.28 10:00 | sell | 9 | 0.10 | 1.96482 | 0.00000 | 0.00000 | ||
38 | 2023.02.28 10:00 | modify | 9 | 0.10 | 1.96482 | 1.97682 | 1.95082 | ||
39 | 2023.02.28 15:40 | sell | 10 | 0.10 | 1.95919 | 0.00000 | 0.00000 | ||
40 | 2023.02.28 15:40 | modify | 10 | 0.10 | 1.95919 | 1.96412 | 1.95082 | ||
41 | 2023.02.28 15:40 | modify | 9 | 0.10 | 1.96482 | 1.96412 | 1.95082 | ||
42 | 2023.02.28 17:30 | t/p | 9 | 0.10 | 1.95082 | 1.96412 | 1.95082 | 84.46 | 10466.55 |
43 | 2023.02.28 17:30 | t/p | 10 | 0.10 | 1.95082 | 1.96412 | 1.95082 | 50.50 | 10517.05 |
44 | 2023.03.01 13:00 | buy | 11 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
45 | 2023.03.01 13:00 | modify | 11 | 0.10 | 1.92478 | 1.91278 | 1.93878 | ||
46 | 2023.03.03 13:25 | buy | 12 | 0.10 | 1.93054 | 0.00000 | 0.00000 | ||
47 | 2023.03.03 13:25 | modify | 12 | 0.10 | 1.93054 | 1.92548 | 1.93878 | ||
48 | 2023.03.03 13:25 | modify | 11 | 0.10 | 1.92478 | 1.92548 | 1.93878 | ||
49 | 2023.03.03 16:12 | buy | 13 | 0.10 | 1.93321 | 0.00000 | 0.00000 | ||
50 | 2023.03.03 16:12 | modify | 13 | 0.10 | 1.93321 | 1.92828 | 1.93878 | ||
51 | 2023.03.03 16:12 | modify | 12 | 0.10 | 1.93054 | 1.92828 | 1.93878 | ||
52 | 2023.03.03 16:12 | modify | 11 | 0.10 | 1.92478 | 1.92828 | 1.93878 | ||
53 | 2023.03.03 18:40 | buy | 14 | 0.10 | 1.93462 | 0.00000 | 0.00000 | ||
54 | 2023.03.03 18:40 | modify | 14 | 0.10 | 1.93462 | 1.93108 | 1.93878 | ||
55 | 2023.03.03 18:40 | modify | 13 | 0.10 | 1.93321 | 1.93108 | 1.93878 | ||
56 | 2023.03.03 18:40 | modify | 12 | 0.10 | 1.93054 | 1.93108 | 1.93878 | ||
57 | 2023.03.03 18:40 | modify | 11 | 0.10 | 1.92478 | 1.93108 | 1.93878 | ||
58 | 2023.03.06 08:15 | t/p | 11 | 0.10 | 1.93878 | 1.93108 | 1.93878 | 82.95 | 10600.00 |
59 | 2023.03.06 08:15 | t/p | 12 | 0.10 | 1.93878 | 1.93108 | 1.93878 | 49.40 | 10649.40 |
60 | 2023.03.06 08:15 | t/p | 13 | 0.10 | 1.93878 | 1.93108 | 1.93878 | 33.29 | 10682.69 |
61 | 2023.03.06 08:15 | t/p | 14 | 0.10 | 1.93878 | 1.93108 | 1.93878 | 24.79 | 10707.49 |
62 | 2023.03.10 11:00 | sell | 15 | 0.10 | 1.96139 | 0.00000 | 0.00000 | ||
63 | 2023.03.10 11:00 | modify | 15 | 0.10 | 1.96139 | 1.97339 | 1.94739 | ||
64 | 2023.03.13 04:30 | sell | 16 | 0.10 | 1.95571 | 0.00000 | 0.00000 | ||
65 | 2023.03.13 04:30 | modify | 16 | 0.10 | 1.95571 | 1.96069 | 1.94739 | ||
66 | 2023.03.13 04:30 | modify | 15 | 0.10 | 1.96139 | 1.96069 | 1.94739 | ||
67 | 2023.03.13 10:37 | sell | 17 | 0.10 | 1.95298 | 0.00000 | 0.00000 | ||
68 | 2023.03.13 10:37 | modify | 17 | 0.10 | 1.95298 | 1.95789 | 1.94739 | ||
69 | 2023.03.13 10:37 | modify | 16 | 0.10 | 1.95571 | 1.95789 | 1.94739 | ||
70 | 2023.03.13 10:37 | modify | 15 | 0.10 | 1.96139 | 1.95789 | 1.94739 | ||
71 | 2023.03.13 13:20 | t/p | 15 | 0.10 | 1.94739 | 1.95789 | 1.94739 | 84.29 | 10791.77 |
72 | 2023.03.13 13:20 | t/p | 16 | 0.10 | 1.94739 | 1.95789 | 1.94739 | 50.19 | 10841.96 |
73 | 2023.03.13 13:20 | t/p | 17 | 0.10 | 1.94739 | 1.95789 | 1.94739 | 33.72 | 10875.68 |
74 | 2023.04.11 12:00 | sell | 18 | 0.10 | 2.00182 | 0.00000 | 0.00000 | ||
75 | 2023.04.11 12:00 | modify | 18 | 0.10 | 2.00182 | 2.01382 | 1.98782 | ||
76 | 2023.04.13 13:05 | sell | 19 | 0.10 | 1.99598 | 0.00000 | 0.00000 | ||
77 | 2023.04.13 13:05 | modify | 19 | 0.10 | 1.99598 | 2.00112 | 1.98782 | ||
78 | 2023.04.13 13:05 | modify | 18 | 0.10 | 2.00182 | 2.00112 | 1.98782 | ||
79 | 2023.04.13 13:40 | sell | 20 | 0.10 | 1.99197 | 0.00000 | 0.00000 | ||
80 | 2023.04.13 13:40 | modify | 20 | 0.10 | 1.99197 | 1.99552 | 1.98782 | ||
81 | 2023.04.13 13:40 | modify | 19 | 0.10 | 1.99598 | 1.99552 | 1.98782 | ||
82 | 2023.04.13 13:40 | modify | 18 | 0.10 | 2.00182 | 1.99552 | 1.98782 | ||
83 | 2023.04.13 15:15 | t/p | 18 | 0.10 | 1.98782 | 1.99552 | 1.98782 | 83.76 | 10959.44 |
84 | 2023.04.13 15:15 | t/p | 19 | 0.10 | 1.98782 | 1.99552 | 1.98782 | 49.23 | 11008.67 |
85 | 2023.04.13 15:15 | t/p | 20 | 0.10 | 1.98782 | 1.99552 | 1.98782 | 25.04 | 11033.71 |
86 | 2023.04.13 18:00 | buy | 21 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
87 | 2023.04.13 18:00 | modify | 21 | 0.10 | 1.98644 | 1.97444 | 2.00044 | ||
88 | 2023.04.14 13:20 | buy | 22 | 0.10 | 1.99220 | 0.00000 | 0.00000 | ||
89 | 2023.04.14 13:20 | modify | 22 | 0.10 | 1.99220 | 1.98714 | 2.00044 | ||
90 | 2023.04.14 13:20 | modify | 21 | 0.10 | 1.98644 | 1.98714 | 2.00044 | ||
91 | 2023.04.14 14:10 | buy | 23 | 0.10 | 1.99513 | 0.00000 | 0.00000 | ||
92 | 2023.04.14 14:10 | modify | 23 | 0.10 | 1.99513 | 1.98994 | 2.00044 | ||
93 | 2023.04.14 14:10 | modify | 22 | 0.10 | 1.99220 | 1.98994 | 2.00044 | ||
94 | 2023.04.14 14:10 | modify | 21 | 0.10 | 1.98644 | 1.98994 | 2.00044 | ||
95 | 2023.04.14 15:10 | t/p | 21 | 0.10 | 2.00044 | 1.98994 | 2.00044 | 84.14 | 11117.85 |
96 | 2023.04.14 15:10 | t/p | 22 | 0.10 | 2.00044 | 1.98994 | 2.00044 | 49.70 | 11167.55 |
97 | 2023.04.14 15:10 | t/p | 23 | 0.10 | 2.00044 | 1.98994 | 2.00044 | 32.02 | 11199.57 |
98 | 2023.04.26 10:00 | sell | 24 | 0.10 | 2.03518 | 0.00000 | 0.00000 | ||
99 | 2023.04.26 10:00 | modify | 24 | 0.10 | 2.03518 | 2.04718 | 2.02118 | ||
100 | 2023.04.27 06:10 | sell | 25 | 0.10 | 2.02935 | 0.00000 | 0.00000 | ||
101 | 2023.04.27 06:10 | modify | 25 | 0.10 | 2.02935 | 2.03448 | 2.02118 | ||
102 | 2023.04.27 06:10 | modify | 24 | 0.10 | 2.03518 | 2.03448 | 2.02118 | ||
103 | 2023.04.27 06:20 | sell | 26 | 0.10 | 2.02653 | 0.00000 | 0.00000 | ||
104 | 2023.04.27 06:20 | modify | 26 | 0.10 | 2.02653 | 2.03168 | 2.02118 | ||
105 | 2023.04.27 06:20 | modify | 25 | 0.10 | 2.02935 | 2.03168 | 2.02118 | ||
106 | 2023.04.27 06:20 | modify | 24 | 0.10 | 2.03518 | 2.03168 | 2.02118 | ||
107 | 2023.04.27 09:50 | sell | 27 | 0.10 | 2.02536 | 0.00000 | 0.00000 | ||
108 | 2023.04.27 09:50 | modify | 27 | 0.10 | 2.02536 | 2.02888 | 2.02118 | ||
109 | 2023.04.27 09:50 | modify | 26 | 0.10 | 2.02653 | 2.02888 | 2.02118 | ||
110 | 2023.04.27 09:50 | modify | 25 | 0.10 | 2.02935 | 2.02888 | 2.02118 | ||
111 | 2023.04.27 09:50 | modify | 24 | 0.10 | 2.03518 | 2.02888 | 2.02118 | ||
112 | 2023.04.27 10:50 | s/l | 24 | 0.10 | 2.02888 | 2.02888 | 2.02118 | 37.49 | 11237.06 |
113 | 2023.04.27 10:50 | s/l | 25 | 0.10 | 2.02888 | 2.02888 | 2.02118 | 2.84 | 11239.90 |
114 | 2023.04.27 10:50 | s/l | 26 | 0.10 | 2.02888 | 2.02888 | 2.02118 | -14.17 | 11225.73 |
115 | 2023.04.27 10:50 | s/l | 27 | 0.10 | 2.02888 | 2.02888 | 2.02118 | -21.23 | 11204.50 |
116 | 2023.05.12 12:00 | sell | 28 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
117 | 2023.05.12 12:00 | modify | 28 | 0.10 | 2.01067 | 2.02267 | 1.99667 | ||
118 | 2023.05.15 05:15 | sell | 29 | 0.10 | 2.00500 | 0.00000 | 0.00000 | ||
119 | 2023.05.15 05:15 | modify | 29 | 0.10 | 2.00500 | 2.00997 | 1.99667 | ||
120 | 2023.05.15 05:15 | modify | 28 | 0.10 | 2.01067 | 2.00997 | 1.99667 | ||
121 | 2023.05.15 09:45 | s/l | 28 | 0.10 | 2.00997 | 2.00997 | 1.99667 | 4.05 | 11208.55 |
122 | 2023.05.15 09:45 | s/l | 29 | 0.10 | 2.00997 | 2.00997 | 1.99667 | -29.99 | 11178.56 |
123 | 2023.07.11 13:00 | sell | 30 | 0.10 | 2.08755 | 0.00000 | 0.00000 | ||
124 | 2023.07.11 13:00 | modify | 30 | 0.10 | 2.08755 | 2.09955 | 2.07355 | ||
125 | 2023.07.12 00:55 | sell | 31 | 0.10 | 2.08168 | 0.00000 | 0.00000 | ||
126 | 2023.07.12 00:55 | modify | 31 | 0.10 | 2.08168 | 2.08685 | 2.07355 | ||
127 | 2023.07.12 00:55 | modify | 30 | 0.10 | 2.08755 | 2.08685 | 2.07355 | ||
128 | 2023.07.12 02:02 | s/l | 30 | 0.10 | 2.08685 | 2.08685 | 2.07355 | 4.05 | 11182.60 |
129 | 2023.07.12 02:02 | s/l | 31 | 0.10 | 2.08685 | 2.08685 | 2.07355 | -31.19 | 11151.41 |
130 | 2023.09.22 14:00 | buy | 32 | 0.10 | 2.05155 | 0.00000 | 0.00000 | ||
131 | 2023.09.22 14:00 | modify | 32 | 0.10 | 2.05155 | 2.03955 | 2.06555 | ||
132 | 2023.09.25 01:50 | buy | 33 | 0.10 | 2.05730 | 0.00000 | 0.00000 | ||
133 | 2023.09.25 01:50 | modify | 33 | 0.10 | 2.05730 | 2.05225 | 2.06555 | ||
134 | 2023.09.25 01:50 | modify | 32 | 0.10 | 2.05155 | 2.05225 | 2.06555 | ||
135 | 2023.09.25 09:45 | s/l | 32 | 0.10 | 2.05225 | 2.05225 | 2.06555 | 3.93 | 11155.34 |
136 | 2023.09.25 09:45 | s/l | 33 | 0.10 | 2.05225 | 2.05225 | 2.06555 | -30.45 | 11124.89 |