Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2022.10.02 20:00 - 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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=150; IT_TakeProfit=150; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 79868 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1379.17 | Gross profit | 1479.92 | Gross loss | -100.75 |
Profit factor | 14.69 | Expected payoff | 41.79 | ||
Absolute drawdown | 21.37 | Maximal drawdown | 233.32 (2.09%) | Relative drawdown | 2.09% (233.32) |
Total trades | 33 | Short positions (won %) | 23 (86.96%) | Long positions (won %) | 10 (80.00%) |
Profit trades (% of total) | 28 (84.85%) | Loss trades (% of total) | 5 (15.15%) | ||
Largest | profit trade | 90.39 | loss trade | -31.70 | |
Average | profit trade | 52.85 | loss trade | -20.15 | |
Maximum | consecutive wins (profit in money) | 18 (915.44) | consecutive losses (loss in money) | 2 (-35.06) | |
Maximal | consecutive profit (count of wins) | 915.44 (18) | consecutive loss (count of losses) | -35.06 (2) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 16:00 | sell | 1 | 0.10 | 1.92061 | 0.00000 | 0.00000 | ||
2 | 2023.01.03 16:00 | modify | 1 | 0.10 | 1.92061 | 1.93561 | 1.90561 | ||
3 | 2023.01.03 21:40 | sell | 2 | 0.10 | 1.91369 | 0.00000 | 0.00000 | ||
4 | 2023.01.03 21:40 | modify | 2 | 0.10 | 1.91369 | 1.91911 | 1.90561 | ||
5 | 2023.01.03 21:40 | modify | 1 | 0.10 | 1.92061 | 1.91911 | 1.90561 | ||
6 | 2023.01.04 05:50 | sell | 3 | 0.10 | 1.90990 | 0.00000 | 0.00000 | ||
7 | 2023.01.04 05:50 | modify | 3 | 0.10 | 1.90990 | 1.91461 | 1.90561 | ||
8 | 2023.01.04 05:50 | modify | 2 | 0.10 | 1.91369 | 1.91461 | 1.90561 | ||
9 | 2023.01.04 05:50 | modify | 1 | 0.10 | 1.92061 | 1.91461 | 1.90561 | ||
10 | 2023.01.04 07:40 | t/p | 1 | 0.10 | 1.90561 | 1.91461 | 1.90561 | 90.39 | 10090.39 |
11 | 2023.01.04 07:40 | t/p | 2 | 0.10 | 1.90561 | 1.91461 | 1.90561 | 48.61 | 10138.99 |
12 | 2023.01.04 07:40 | t/p | 3 | 0.10 | 1.90561 | 1.91461 | 1.90561 | 25.90 | 10164.89 |
13 | 2023.02.02 08:00 | buy | 4 | 0.10 | 1.89735 | 0.00000 | 0.00000 | ||
14 | 2023.02.02 08:00 | modify | 4 | 0.10 | 1.89735 | 1.88235 | 1.91235 | ||
15 | 2023.02.03 18:50 | buy | 5 | 0.10 | 1.90502 | 0.00000 | 0.00000 | ||
16 | 2023.02.03 18:50 | modify | 5 | 0.10 | 1.90502 | 1.90185 | 1.91235 | ||
17 | 2023.02.03 18:50 | modify | 4 | 0.10 | 1.89735 | 1.90185 | 1.91235 | ||
18 | 2023.02.03 19:20 | buy | 6 | 0.10 | 1.90415 | 0.00000 | 0.00000 | ||
19 | 2023.02.03 19:20 | modify | 6 | 0.10 | 1.90415 | 1.89885 | 1.91235 | ||
20 | 2023.02.03 19:25 | modify | 6 | 0.10 | 1.90415 | 1.90185 | 1.91235 | ||
21 | 2023.02.06 06:55 | buy | 7 | 0.10 | 1.90815 | 0.00000 | 0.00000 | ||
22 | 2023.02.06 06:55 | modify | 7 | 0.10 | 1.90815 | 1.90335 | 1.91235 | ||
23 | 2023.02.06 06:55 | modify | 5 | 0.10 | 1.90502 | 1.90335 | 1.91235 | ||
24 | 2023.02.06 06:55 | modify | 6 | 0.10 | 1.90415 | 1.90335 | 1.91235 | ||
25 | 2023.02.06 06:55 | modify | 4 | 0.10 | 1.89735 | 1.90335 | 1.91235 | ||
26 | 2023.02.06 13:30 | t/p | 4 | 0.10 | 1.91235 | 1.90335 | 1.91235 | 89.95 | 10254.84 |
27 | 2023.02.06 13:30 | t/p | 5 | 0.10 | 1.91235 | 1.90335 | 1.91235 | 43.95 | 10298.80 |
28 | 2023.02.06 13:30 | t/p | 6 | 0.10 | 1.91235 | 1.90335 | 1.91235 | 49.20 | 10348.00 |
29 | 2023.02.06 13:30 | t/p | 7 | 0.10 | 1.91235 | 1.90335 | 1.91235 | 25.36 | 10373.36 |
30 | 2023.02.22 00:00 | sell | 8 | 0.10 | 1.94759 | 0.00000 | 0.00000 | ||
31 | 2023.02.22 00:00 | modify | 8 | 0.10 | 1.94759 | 1.96259 | 1.93259 | ||
32 | 2023.02.22 06:40 | sell | 9 | 0.10 | 1.94058 | 0.00000 | 0.00000 | ||
33 | 2023.02.22 06:40 | modify | 9 | 0.10 | 1.94058 | 1.94609 | 1.93259 | ||
34 | 2023.02.22 06:40 | modify | 8 | 0.10 | 1.94759 | 1.94609 | 1.93259 | ||
35 | 2023.02.22 12:20 | sell | 10 | 0.10 | 1.93985 | 0.00000 | 0.00000 | ||
36 | 2023.02.22 12:20 | modify | 10 | 0.10 | 1.93985 | 1.94309 | 1.93259 | ||
37 | 2023.02.22 12:20 | modify | 9 | 0.10 | 1.94058 | 1.94309 | 1.93259 | ||
38 | 2023.02.22 12:20 | modify | 8 | 0.10 | 1.94759 | 1.94309 | 1.93259 | ||
39 | 2023.02.22 20:10 | sell | 11 | 0.10 | 1.93701 | 0.00000 | 0.00000 | ||
40 | 2023.02.22 20:10 | modify | 11 | 0.10 | 1.93701 | 1.94159 | 1.93259 | ||
41 | 2023.02.22 20:10 | modify | 10 | 0.10 | 1.93985 | 1.94159 | 1.93259 | ||
42 | 2023.02.22 20:10 | modify | 9 | 0.10 | 1.94058 | 1.94159 | 1.93259 | ||
43 | 2023.02.22 20:10 | modify | 8 | 0.10 | 1.94759 | 1.94159 | 1.93259 | ||
44 | 2023.02.23 01:40 | t/p | 8 | 0.10 | 1.93259 | 1.94159 | 1.93259 | 90.04 | 10463.39 |
45 | 2023.02.23 01:40 | t/p | 9 | 0.10 | 1.93259 | 1.94159 | 1.93259 | 47.72 | 10511.11 |
46 | 2023.02.23 01:40 | t/p | 10 | 0.10 | 1.93259 | 1.94159 | 1.93259 | 43.31 | 10554.42 |
47 | 2023.02.23 01:40 | t/p | 11 | 0.10 | 1.93259 | 1.94159 | 1.93259 | 26.16 | 10580.57 |
48 | 2023.02.28 04:00 | sell | 12 | 0.10 | 1.95649 | 0.00000 | 0.00000 | ||
49 | 2023.02.28 04:00 | modify | 12 | 0.10 | 1.95649 | 1.97149 | 1.94149 | ||
50 | 2023.02.28 17:30 | sell | 13 | 0.10 | 1.94974 | 0.00000 | 0.00000 | ||
51 | 2023.02.28 17:30 | modify | 13 | 0.10 | 1.94974 | 1.95499 | 1.94149 | ||
52 | 2023.02.28 17:30 | modify | 12 | 0.10 | 1.95649 | 1.95499 | 1.94149 | ||
53 | 2023.02.28 18:30 | sell | 14 | 0.10 | 1.94880 | 0.00000 | 0.00000 | ||
54 | 2023.02.28 18:30 | modify | 14 | 0.10 | 1.94880 | 1.95199 | 1.94149 | ||
55 | 2023.02.28 18:30 | modify | 13 | 0.10 | 1.94974 | 1.95199 | 1.94149 | ||
56 | 2023.02.28 18:30 | modify | 12 | 0.10 | 1.95649 | 1.95199 | 1.94149 | ||
57 | 2023.02.28 20:50 | sell | 15 | 0.10 | 1.94574 | 0.00000 | 0.00000 | ||
58 | 2023.02.28 20:50 | modify | 15 | 0.10 | 1.94574 | 1.95049 | 1.94149 | ||
59 | 2023.02.28 20:50 | modify | 14 | 0.10 | 1.94880 | 1.95049 | 1.94149 | ||
60 | 2023.02.28 20:50 | modify | 13 | 0.10 | 1.94974 | 1.95049 | 1.94149 | ||
61 | 2023.02.28 20:50 | modify | 12 | 0.10 | 1.95649 | 1.95049 | 1.94149 | ||
62 | 2023.03.01 02:40 | t/p | 12 | 0.10 | 1.94149 | 1.95049 | 1.94149 | 90.39 | 10670.96 |
63 | 2023.03.01 02:40 | t/p | 13 | 0.10 | 1.94149 | 1.95049 | 1.94149 | 49.64 | 10720.59 |
64 | 2023.03.01 02:40 | t/p | 14 | 0.10 | 1.94149 | 1.95049 | 1.94149 | 43.97 | 10764.56 |
65 | 2023.03.01 02:40 | t/p | 15 | 0.10 | 1.94149 | 1.95049 | 1.94149 | 25.49 | 10790.04 |
66 | 2023.03.10 16:00 | sell | 16 | 0.10 | 1.96012 | 0.00000 | 0.00000 | ||
67 | 2023.03.10 16:00 | modify | 16 | 0.10 | 1.96012 | 1.97512 | 1.94512 | ||
68 | 2023.03.13 12:30 | sell | 17 | 0.10 | 1.94942 | 0.00000 | 0.00000 | ||
69 | 2023.03.13 12:30 | modify | 17 | 0.10 | 1.94942 | 1.95412 | 1.94512 | ||
70 | 2023.03.13 12:30 | modify | 16 | 0.10 | 1.96012 | 1.95412 | 1.94512 | ||
71 | 2023.03.13 13:40 | t/p | 16 | 0.10 | 1.94512 | 1.95412 | 1.94512 | 90.39 | 10880.43 |
72 | 2023.03.13 13:40 | t/p | 17 | 0.10 | 1.94512 | 1.95412 | 1.94512 | 25.96 | 10906.39 |
73 | 2023.03.21 16:00 | sell | 18 | 0.10 | 1.97605 | 0.00000 | 0.00000 | ||
74 | 2023.03.21 16:00 | modify | 18 | 0.10 | 1.97605 | 1.99105 | 1.96105 | ||
75 | 2023.03.21 21:05 | sell | 19 | 0.10 | 1.96930 | 0.00000 | 0.00000 | ||
76 | 2023.03.21 21:05 | modify | 19 | 0.10 | 1.96930 | 1.97455 | 1.96105 | ||
77 | 2023.03.21 21:05 | modify | 18 | 0.10 | 1.97605 | 1.97455 | 1.96105 | ||
78 | 2023.03.21 23:40 | s/l | 18 | 0.10 | 1.97455 | 1.97455 | 1.96105 | 9.05 | 10915.44 |
79 | 2023.03.21 23:40 | s/l | 19 | 0.10 | 1.97455 | 1.97455 | 1.96105 | -31.70 | 10883.74 |
80 | 2023.04.14 04:00 | buy | 20 | 0.10 | 1.98793 | 0.00000 | 0.00000 | ||
81 | 2023.04.14 04:00 | modify | 20 | 0.10 | 1.98793 | 1.97293 | 2.00293 | ||
82 | 2023.04.14 14:30 | buy | 21 | 0.10 | 1.99853 | 0.00000 | 0.00000 | ||
83 | 2023.04.14 14:30 | modify | 21 | 0.10 | 1.99853 | 1.99393 | 2.00293 | ||
84 | 2023.04.14 14:30 | modify | 20 | 0.10 | 1.98793 | 1.99393 | 2.00293 | ||
85 | 2023.04.17 04:40 | t/p | 20 | 0.10 | 2.00293 | 1.99393 | 2.00293 | 90.25 | 10973.99 |
86 | 2023.04.17 04:40 | t/p | 21 | 0.10 | 2.00293 | 1.99393 | 2.00293 | 26.26 | 11000.25 |
87 | 2023.05.02 16:00 | buy | 22 | 0.10 | 2.01025 | 0.00000 | 0.00000 | ||
88 | 2023.05.02 16:00 | modify | 22 | 0.10 | 2.01025 | 1.99525 | 2.02525 | ||
89 | 2023.05.03 20:30 | buy | 23 | 0.10 | 2.01708 | 0.00000 | 0.00000 | ||
90 | 2023.05.03 20:30 | modify | 23 | 0.10 | 2.01708 | 2.01175 | 2.02525 | ||
91 | 2023.05.03 20:30 | modify | 22 | 0.10 | 2.01025 | 2.01175 | 2.02525 | ||
92 | 2023.05.03 22:00 | buy | 24 | 0.10 | 2.01793 | 0.00000 | 0.00000 | ||
93 | 2023.05.03 22:00 | modify | 24 | 0.10 | 2.01793 | 2.01475 | 2.02525 | ||
94 | 2023.05.03 22:00 | modify | 23 | 0.10 | 2.01708 | 2.01475 | 2.02525 | ||
95 | 2023.05.03 22:00 | modify | 22 | 0.10 | 2.01025 | 2.01475 | 2.02525 | ||
96 | 2023.05.04 03:40 | s/l | 22 | 0.10 | 2.01475 | 2.01475 | 2.02525 | 25.97 | 11026.22 |
97 | 2023.05.04 03:40 | s/l | 23 | 0.10 | 2.01475 | 2.01475 | 2.02525 | -14.96 | 11011.26 |
98 | 2023.05.04 03:40 | s/l | 24 | 0.10 | 2.01475 | 2.01475 | 2.02525 | -20.09 | 10991.16 |
99 | 2023.05.19 12:00 | buy | 25 | 0.10 | 1.98203 | 0.00000 | 0.00000 | ||
100 | 2023.05.19 12:00 | modify | 25 | 0.10 | 1.98203 | 1.96703 | 1.99703 | ||
101 | 2023.05.24 02:20 | t/p | 25 | 0.10 | 1.99703 | 1.96703 | 1.99703 | 89.65 | 11080.81 |
102 | 2023.05.31 08:00 | sell | 26 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
103 | 2023.05.31 08:00 | modify | 26 | 0.10 | 2.06174 | 2.07674 | 2.04674 | ||
104 | 2023.06.02 03:59 | sell | 27 | 0.10 | 2.05395 | 0.00000 | 0.00000 | ||
105 | 2023.06.02 03:59 | modify | 27 | 0.10 | 2.05395 | 2.05724 | 2.04674 | ||
106 | 2023.06.02 03:59 | modify | 26 | 0.10 | 2.06174 | 2.05724 | 2.04674 | ||
107 | 2023.06.02 04:25 | sell | 28 | 0.10 | 2.05490 | 0.00000 | 0.00000 | ||
108 | 2023.06.02 04:25 | modify | 28 | 0.10 | 2.05490 | 2.06024 | 2.04674 | ||
109 | 2023.06.02 04:30 | modify | 28 | 0.10 | 2.05490 | 2.05724 | 2.04674 | ||
110 | 2023.06.02 04:40 | s/l | 26 | 0.10 | 2.05724 | 2.05724 | 2.04674 | 26.47 | 11107.28 |
111 | 2023.06.02 04:40 | s/l | 27 | 0.10 | 2.05724 | 2.05724 | 2.04674 | -19.86 | 11087.42 |
112 | 2023.06.02 04:40 | s/l | 28 | 0.10 | 2.05724 | 2.05724 | 2.04674 | -14.13 | 11073.29 |
113 | 2023.07.11 16:00 | sell | 29 | 0.10 | 2.08729 | 0.00000 | 0.00000 | ||
114 | 2023.07.11 16:00 | modify | 29 | 0.10 | 2.08729 | 2.10229 | 2.07229 | ||
115 | 2023.07.12 12:30 | sell | 30 | 0.10 | 2.08054 | 0.00000 | 0.00000 | ||
116 | 2023.07.12 12:30 | modify | 30 | 0.10 | 2.08054 | 2.08579 | 2.07229 | ||
117 | 2023.07.12 12:30 | modify | 29 | 0.10 | 2.08729 | 2.08579 | 2.07229 | ||
118 | 2023.07.12 13:40 | t/p | 29 | 0.10 | 2.07229 | 2.08579 | 2.07229 | 90.39 | 11163.68 |
119 | 2023.07.12 13:40 | t/p | 30 | 0.10 | 2.07229 | 2.08579 | 2.07229 | 49.81 | 11213.49 |
120 | 2023.08.31 04:00 | sell | 31 | 0.10 | 2.13455 | 0.00000 | 0.00000 | ||
121 | 2023.08.31 04:00 | modify | 31 | 0.10 | 2.13455 | 2.14955 | 2.11955 | ||
122 | 2023.08.31 15:15 | sell | 32 | 0.10 | 2.12766 | 0.00000 | 0.00000 | ||
123 | 2023.08.31 15:15 | modify | 32 | 0.10 | 2.12766 | 2.13305 | 2.11955 | ||
124 | 2023.08.31 15:15 | modify | 31 | 0.10 | 2.13455 | 2.13305 | 2.11955 | ||
125 | 2023.08.31 18:40 | sell | 33 | 0.10 | 2.12397 | 0.00000 | 0.00000 | ||
126 | 2023.08.31 18:40 | modify | 33 | 0.10 | 2.12397 | 2.12855 | 2.11955 | ||
127 | 2023.08.31 18:40 | modify | 32 | 0.10 | 2.12766 | 2.12855 | 2.11955 | ||
128 | 2023.08.31 18:40 | modify | 31 | 0.10 | 2.13455 | 2.12855 | 2.11955 | ||
129 | 2023.09.01 01:40 | t/p | 31 | 0.10 | 2.11955 | 2.12855 | 2.11955 | 90.39 | 11303.87 |
130 | 2023.09.01 01:40 | t/p | 32 | 0.10 | 2.11955 | 2.12855 | 2.11955 | 48.79 | 11352.66 |
131 | 2023.09.01 01:40 | t/p | 33 | 0.10 | 2.11955 | 2.12855 | 2.11955 | 26.52 | 11379.17 |