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=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=150; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 13419 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 660.25 | Gross profit | 1027.66 | Gross loss | -367.41 |
Profit factor | 2.80 | Expected payoff | 28.71 | ||
Absolute drawdown | 15.66 | Maximal drawdown | 222.52 (2.11%) | Relative drawdown | 2.11% (222.52) |
Total trades | 23 | Short positions (won %) | 10 (70.00%) | Long positions (won %) | 13 (76.92%) |
Profit trades (% of total) | 17 (73.91%) | Loss trades (% of total) | 6 (26.09%) | ||
Largest | profit trade | 84.33 | loss trade | -92.38 | |
Average | profit trade | 60.45 | loss trade | -61.23 | |
Maximum | consecutive wins (profit in money) | 7 (484.31) | consecutive losses (loss in money) | 2 (-121.89) | |
Maximal | consecutive profit (count of wins) | 484.31 (7) | consecutive loss (count of losses) | -121.89 (2) | |
Average | consecutive wins | 3 | 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 | 1.90138 | 1.93038 | ||
3 | 2022.11.06 22:00 | buy | 2 | 0.10 | 1.92228 | 0.00000 | 0.00000 | ||
4 | 2022.11.06 22:00 | modify | 2 | 0.10 | 1.92228 | 1.91708 | 1.93038 | ||
5 | 2022.11.06 22:00 | modify | 1 | 0.10 | 1.91638 | 1.91708 | 1.93038 | ||
6 | 2022.11.07 10:00 | t/p | 1 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 84.02 | 10084.02 |
7 | 2022.11.07 10:00 | t/p | 2 | 0.10 | 1.93038 | 1.91708 | 1.93038 | 48.49 | 10132.50 |
8 | 2023.02.21 19:00 | sell | 3 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
9 | 2023.02.21 19:00 | modify | 3 | 0.10 | 1.94972 | 1.96472 | 1.93572 | ||
10 | 2023.02.22 15:00 | sell | 4 | 0.10 | 1.93843 | 0.00000 | 0.00000 | ||
11 | 2023.02.22 15:00 | modify | 4 | 0.10 | 1.93843 | 1.94412 | 1.93572 | ||
12 | 2023.02.22 15:00 | modify | 3 | 0.10 | 1.94972 | 1.94412 | 1.93572 | ||
13 | 2023.02.22 16:00 | t/p | 3 | 0.10 | 1.93572 | 1.94412 | 1.93572 | 84.16 | 10216.66 |
14 | 2023.02.22 16:00 | t/p | 4 | 0.10 | 1.93572 | 1.94412 | 1.93572 | 16.32 | 10232.98 |
15 | 2023.02.28 10:00 | sell | 5 | 0.10 | 1.96482 | 0.00000 | 0.00000 | ||
16 | 2023.02.28 10:00 | modify | 5 | 0.10 | 1.96482 | 1.97982 | 1.95082 | ||
17 | 2023.02.28 18:00 | t/p | 5 | 0.10 | 1.95082 | 1.97982 | 1.95082 | 84.33 | 10317.31 |
18 | 2023.03.01 13:00 | buy | 6 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
19 | 2023.03.01 13:00 | modify | 6 | 0.10 | 1.92478 | 1.90978 | 1.93878 | ||
20 | 2023.03.06 09:00 | t/p | 6 | 0.10 | 1.93878 | 1.90978 | 1.93878 | 82.84 | 10400.16 |
21 | 2023.03.10 11:00 | sell | 7 | 0.10 | 1.96139 | 0.00000 | 0.00000 | ||
22 | 2023.03.10 11:00 | modify | 7 | 0.10 | 1.96139 | 1.97639 | 1.94739 | ||
23 | 2023.03.13 14:00 | t/p | 7 | 0.10 | 1.94739 | 1.97639 | 1.94739 | 84.16 | 10484.31 |
24 | 2023.04.06 17:00 | sell | 8 | 0.10 | 1.99211 | 0.00000 | 0.00000 | ||
25 | 2023.04.06 17:00 | modify | 8 | 0.10 | 1.99211 | 2.00711 | 1.97811 | ||
26 | 2023.04.11 19:00 | s/l | 8 | 0.10 | 2.00711 | 2.00711 | 1.97811 | -90.88 | 10393.44 |
27 | 2023.04.13 18:00 | buy | 9 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
28 | 2023.04.13 18:00 | modify | 9 | 0.10 | 1.98644 | 1.97144 | 2.00044 | ||
29 | 2023.04.14 16:00 | t/p | 9 | 0.10 | 2.00044 | 1.97144 | 2.00044 | 84.02 | 10477.46 |
30 | 2023.04.26 10:00 | sell | 10 | 0.10 | 2.03518 | 0.00000 | 0.00000 | ||
31 | 2023.04.26 10:00 | modify | 10 | 0.10 | 2.03518 | 2.05018 | 2.02118 | ||
32 | 2023.04.27 10:00 | sell | 11 | 0.10 | 2.02649 | 0.00000 | 0.00000 | ||
33 | 2023.04.27 10:00 | modify | 11 | 0.10 | 2.02649 | 2.03168 | 2.02118 | ||
34 | 2023.04.27 10:00 | modify | 10 | 0.10 | 2.03518 | 2.03168 | 2.02118 | ||
35 | 2023.04.27 14:00 | s/l | 10 | 0.10 | 2.03168 | 2.03168 | 2.02118 | 20.57 | 10498.03 |
36 | 2023.04.27 14:00 | s/l | 11 | 0.10 | 2.03168 | 2.03168 | 2.02118 | -31.26 | 10466.77 |
37 | 2023.05.02 11:00 | buy | 12 | 0.10 | 2.01432 | 0.00000 | 0.00000 | ||
38 | 2023.05.02 11:00 | modify | 12 | 0.10 | 2.01432 | 1.99932 | 2.02832 | ||
39 | 2023.05.03 03:00 | s/l | 12 | 0.10 | 1.99932 | 1.99932 | 2.02832 | -90.63 | 10376.14 |
40 | 2023.05.08 16:00 | buy | 13 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
41 | 2023.05.08 16:00 | modify | 13 | 0.10 | 1.98977 | 1.97477 | 2.00377 | ||
42 | 2023.05.12 08:00 | t/p | 13 | 0.10 | 2.00377 | 1.97477 | 2.00377 | 82.55 | 10458.69 |
43 | 2023.05.12 12:00 | sell | 14 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
44 | 2023.05.12 12:00 | modify | 14 | 0.10 | 2.01067 | 2.02567 | 1.99667 | ||
45 | 2023.05.17 08:00 | t/p | 14 | 0.10 | 1.99667 | 2.02567 | 1.99667 | 83.81 | 10542.50 |
46 | 2023.05.17 11:00 | buy | 15 | 0.10 | 1.99213 | 0.00000 | 0.00000 | ||
47 | 2023.05.17 11:00 | modify | 15 | 0.10 | 1.99213 | 1.97713 | 2.00613 | ||
48 | 2023.05.17 23:00 | buy | 16 | 0.10 | 2.00074 | 0.00000 | 0.00000 | ||
49 | 2023.05.17 23:00 | modify | 16 | 0.10 | 2.00074 | 1.99563 | 2.00613 | ||
50 | 2023.05.17 23:00 | modify | 15 | 0.10 | 1.99213 | 1.99563 | 2.00613 | ||
51 | 2023.05.18 01:00 | s/l | 15 | 0.10 | 1.99563 | 1.99563 | 2.00613 | 20.20 | 10562.70 |
52 | 2023.05.18 01:00 | s/l | 16 | 0.10 | 1.99563 | 1.99563 | 2.00613 | -31.66 | 10531.05 |
53 | 2023.07.11 13:00 | sell | 17 | 0.10 | 2.08755 | 0.00000 | 0.00000 | ||
54 | 2023.07.11 13:00 | modify | 17 | 0.10 | 2.08755 | 2.10255 | 2.07355 | ||
55 | 2023.07.12 03:00 | sell | 18 | 0.10 | 2.07897 | 0.00000 | 0.00000 | ||
56 | 2023.07.12 03:00 | modify | 18 | 0.10 | 2.07897 | 2.08405 | 2.07355 | ||
57 | 2023.07.12 03:00 | modify | 17 | 0.10 | 2.08755 | 2.08405 | 2.07355 | ||
58 | 2023.07.12 06:00 | s/l | 17 | 0.10 | 2.08405 | 2.08405 | 2.07355 | 20.91 | 10551.95 |
59 | 2023.07.12 06:00 | s/l | 18 | 0.10 | 2.08405 | 2.08405 | 2.07355 | -30.60 | 10521.35 |
60 | 2023.07.12 19:00 | buy | 19 | 0.10 | 2.06077 | 0.00000 | 0.00000 | ||
61 | 2023.07.12 19:00 | modify | 19 | 0.10 | 2.06077 | 2.04577 | 2.07477 | ||
62 | 2023.07.17 21:00 | buy | 20 | 0.10 | 2.06655 | 0.00000 | 0.00000 | ||
63 | 2023.07.17 21:00 | modify | 20 | 0.10 | 2.06655 | 2.06147 | 2.07477 | ||
64 | 2023.07.17 21:00 | modify | 19 | 0.10 | 2.06077 | 2.06147 | 2.07477 | ||
65 | 2023.07.18 07:00 | buy | 21 | 0.10 | 2.07220 | 0.00000 | 0.00000 | ||
66 | 2023.07.18 07:00 | modify | 21 | 0.10 | 2.07220 | 2.06637 | 2.07477 | ||
67 | 2023.07.18 07:00 | modify | 20 | 0.10 | 2.06655 | 2.06637 | 2.07477 | ||
68 | 2023.07.18 07:00 | modify | 19 | 0.10 | 2.06077 | 2.06637 | 2.07477 | ||
69 | 2023.07.18 08:00 | t/p | 19 | 0.10 | 2.07477 | 2.06637 | 2.07477 | 82.55 | 10603.91 |
70 | 2023.07.18 08:00 | t/p | 20 | 0.10 | 2.07477 | 2.06637 | 2.07477 | 49.22 | 10653.12 |
71 | 2023.07.18 08:00 | t/p | 21 | 0.10 | 2.07477 | 2.06637 | 2.07477 | 15.48 | 10668.60 |
72 | 2023.07.31 16:00 | buy | 22 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
73 | 2023.07.31 16:00 | modify | 22 | 0.10 | 2.06784 | 2.05284 | 2.08184 | ||
74 | 2023.08.01 09:00 | t/p | 22 | 0.10 | 2.08184 | 2.05284 | 2.08184 | 84.03 | 10752.63 |
75 | 2023.09.22 14:00 | buy | 23 | 0.10 | 2.05155 | 0.00000 | 0.00000 | ||
76 | 2023.09.22 14:00 | modify | 23 | 0.10 | 2.05155 | 2.03655 | 2.06555 | ||
77 | 2023.09.29 03:00 | s/l | 23 | 0.10 | 2.03655 | 2.03655 | 2.06555 | -92.38 | 10660.25 |