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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; 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=35; 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 | 4219 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1090.88 | Gross profit | 1366.63 | Gross loss | -275.75 |
Profit factor | 4.96 | Expected payoff | 54.54 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 235.56 (2.16%) | Relative drawdown | 2.16% (235.56) |
Total trades | 20 | Short positions (won %) | 13 (92.31%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 17 (85.00%) | Loss trades (% of total) | 3 (15.00%) | ||
Largest | profit trade | 90.22 | loss trade | -92.71 | |
Average | profit trade | 80.39 | loss trade | -91.92 | |
Maximum | consecutive wins (profit in money) | 10 (802.02) | consecutive losses (loss in money) | 1 (-92.71) | |
Maximal | consecutive profit (count of wins) | 802.02 (10) | consecutive loss (count of losses) | -92.71 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | 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 | 2023.01.04 08:00 | t/p | 1 | 0.10 | 1.90561 | 1.93561 | 1.90561 | 90.22 | 10090.22 |
4 | 2023.02.02 08:00 | buy | 2 | 0.10 | 1.89735 | 0.00000 | 0.00000 | ||
5 | 2023.02.02 08:00 | modify | 2 | 0.10 | 1.89735 | 1.88235 | 1.91235 | ||
6 | 2023.02.06 16:00 | t/p | 2 | 0.10 | 1.91235 | 1.88235 | 1.91235 | 89.79 | 10180.01 |
7 | 2023.02.22 00:00 | sell | 3 | 0.10 | 1.94759 | 0.00000 | 0.00000 | ||
8 | 2023.02.22 00:00 | modify | 3 | 0.10 | 1.94759 | 1.96259 | 1.93259 | ||
9 | 2023.02.22 12:00 | sell | 4 | 0.10 | 1.94054 | 0.00000 | 0.00000 | ||
10 | 2023.02.22 12:00 | modify | 4 | 0.10 | 1.94054 | 1.94684 | 1.93259 | ||
11 | 2023.02.22 12:00 | modify | 3 | 0.10 | 1.94759 | 1.94684 | 1.93259 | ||
12 | 2023.02.23 04:00 | t/p | 3 | 0.10 | 1.93259 | 1.94684 | 1.93259 | 89.87 | 10269.89 |
13 | 2023.02.23 04:00 | t/p | 4 | 0.10 | 1.93259 | 1.94684 | 1.93259 | 47.38 | 10317.27 |
14 | 2023.02.28 04:00 | sell | 5 | 0.10 | 1.95649 | 0.00000 | 0.00000 | ||
15 | 2023.02.28 04:00 | modify | 5 | 0.10 | 1.95649 | 1.97149 | 1.94149 | ||
16 | 2023.02.28 20:00 | sell | 6 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
17 | 2023.02.28 20:00 | modify | 6 | 0.10 | 1.94727 | 1.95274 | 1.94149 | ||
18 | 2023.02.28 20:00 | modify | 5 | 0.10 | 1.95649 | 1.95274 | 1.94149 | ||
19 | 2023.03.01 04:00 | t/p | 5 | 0.10 | 1.94149 | 1.95274 | 1.94149 | 90.22 | 10407.49 |
20 | 2023.03.01 04:00 | t/p | 6 | 0.10 | 1.94149 | 1.95274 | 1.94149 | 34.66 | 10442.15 |
21 | 2023.03.10 16:00 | sell | 7 | 0.10 | 1.96012 | 0.00000 | 0.00000 | ||
22 | 2023.03.10 16:00 | modify | 7 | 0.10 | 1.96012 | 1.97512 | 1.94512 | ||
23 | 2023.03.13 16:00 | t/p | 7 | 0.10 | 1.94512 | 1.97512 | 1.94512 | 90.22 | 10532.36 |
24 | 2023.03.21 16:00 | sell | 8 | 0.10 | 1.97605 | 0.00000 | 0.00000 | ||
25 | 2023.03.21 16:00 | modify | 8 | 0.10 | 1.97605 | 1.99105 | 1.96105 | ||
26 | 2023.03.23 08:00 | t/p | 8 | 0.10 | 1.96105 | 1.99105 | 1.96105 | 89.70 | 10622.07 |
27 | 2023.04.12 00:00 | sell | 9 | 0.10 | 2.00645 | 0.00000 | 0.00000 | ||
28 | 2023.04.12 00:00 | modify | 9 | 0.10 | 2.00645 | 2.02145 | 1.99145 | ||
29 | 2023.04.13 16:00 | t/p | 9 | 0.10 | 1.99145 | 2.02145 | 1.99145 | 89.87 | 10711.94 |
30 | 2023.04.14 04:00 | buy | 10 | 0.10 | 1.98793 | 0.00000 | 0.00000 | ||
31 | 2023.04.14 04:00 | modify | 10 | 0.10 | 1.98793 | 1.97293 | 2.00293 | ||
32 | 2023.04.17 08:00 | t/p | 10 | 0.10 | 2.00293 | 1.97293 | 2.00293 | 90.08 | 10802.02 |
33 | 2023.05.02 16:00 | buy | 11 | 0.10 | 2.01025 | 0.00000 | 0.00000 | ||
34 | 2023.05.02 16:00 | modify | 11 | 0.10 | 2.01025 | 1.99525 | 2.02525 | ||
35 | 2023.05.08 12:00 | s/l | 11 | 0.10 | 1.99525 | 1.99525 | 2.02525 | -92.13 | 10709.89 |
36 | 2023.05.19 12:00 | buy | 12 | 0.10 | 1.98203 | 0.00000 | 0.00000 | ||
37 | 2023.05.19 12:00 | modify | 12 | 0.10 | 1.98203 | 1.96703 | 1.99703 | ||
38 | 2023.05.24 04:00 | t/p | 12 | 0.10 | 1.99703 | 1.96703 | 1.99703 | 89.50 | 10799.39 |
39 | 2023.05.24 12:00 | sell | 13 | 0.10 | 2.02011 | 0.00000 | 0.00000 | ||
40 | 2023.05.24 12:00 | modify | 13 | 0.10 | 2.02011 | 2.03511 | 2.00511 | ||
41 | 2023.05.25 12:00 | s/l | 13 | 0.10 | 2.03511 | 2.03511 | 2.00511 | -90.91 | 10708.49 |
42 | 2023.05.31 08:00 | sell | 14 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
43 | 2023.05.31 08:00 | modify | 14 | 0.10 | 2.06174 | 2.07674 | 2.04674 | ||
44 | 2023.06.05 04:00 | sell | 15 | 0.10 | 2.05107 | 0.00000 | 0.00000 | ||
45 | 2023.06.05 04:00 | modify | 15 | 0.10 | 2.05107 | 2.05649 | 2.04674 | ||
46 | 2023.06.05 04:00 | modify | 14 | 0.10 | 2.06174 | 2.05649 | 2.04674 | ||
47 | 2023.06.05 16:00 | t/p | 14 | 0.10 | 2.04674 | 2.05649 | 2.04674 | 89.53 | 10798.02 |
48 | 2023.06.05 16:00 | t/p | 15 | 0.10 | 2.04674 | 2.05649 | 2.04674 | 26.09 | 10824.11 |
49 | 2023.06.22 12:00 | buy | 16 | 0.10 | 2.05721 | 0.00000 | 0.00000 | ||
50 | 2023.06.22 12:00 | modify | 16 | 0.10 | 2.05721 | 2.04221 | 2.07221 | ||
51 | 2023.06.23 12:00 | t/p | 16 | 0.10 | 2.07221 | 2.04221 | 2.07221 | 90.08 | 10914.18 |
52 | 2023.07.05 08:00 | buy | 17 | 0.10 | 2.05195 | 0.00000 | 0.00000 | ||
53 | 2023.07.05 08:00 | modify | 17 | 0.10 | 2.05195 | 2.03695 | 2.06695 | ||
54 | 2023.07.06 16:00 | t/p | 17 | 0.10 | 2.06695 | 2.03695 | 2.06695 | 89.49 | 11003.67 |
55 | 2023.07.11 16:00 | sell | 18 | 0.10 | 2.08729 | 0.00000 | 0.00000 | ||
56 | 2023.07.11 16:00 | modify | 18 | 0.10 | 2.08729 | 2.10229 | 2.07229 | ||
57 | 2023.07.12 16:00 | t/p | 18 | 0.10 | 2.07229 | 2.10229 | 2.07229 | 90.22 | 11093.89 |
58 | 2023.08.24 00:00 | buy | 19 | 0.10 | 2.12963 | 0.00000 | 0.00000 | ||
59 | 2023.08.24 00:00 | modify | 19 | 0.10 | 2.12963 | 2.11463 | 2.14463 | ||
60 | 2023.09.01 16:00 | s/l | 19 | 0.10 | 2.11463 | 2.11463 | 2.14463 | -92.71 | 11001.18 |
61 | 2023.09.05 16:00 | sell | 20 | 0.10 | 2.13865 | 0.00000 | 0.00000 | ||
62 | 2023.09.05 16:00 | modify | 20 | 0.10 | 2.13865 | 2.15365 | 2.12365 | ||
63 | 2023.09.07 08:00 | t/p | 20 | 0.10 | 2.12365 | 2.15365 | 2.12365 | 89.70 | 11090.88 |