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=1; RSIHelp="------------------------------------"; RSI_Period=10; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=50; 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=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 929.37 | Gross profit | 1307.06 | Gross loss | -377.69 |
Profit factor | 3.46 | Expected payoff | 28.16 | ||
Absolute drawdown | 44.77 | Maximal drawdown | 164.38 (1.51%) | Relative drawdown | 1.51% (164.38) |
Total trades | 33 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 16 (56.25%) |
Profit trades (% of total) | 21 (63.64%) | Loss trades (% of total) | 12 (36.36%) | ||
Largest | profit trade | 84.50 | loss trade | -72.96 | |
Average | profit trade | 62.24 | loss trade | -31.47 | |
Maximum | consecutive wins (profit in money) | 7 (504.44) | consecutive losses (loss in money) | 3 (-104.95) | |
Maximal | consecutive profit (count of wins) | 504.44 (7) | consecutive loss (count of losses) | -104.95 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.11.04 12:00 | buy | 1 | 0.10 | 1.92120 | 0.00000 | 0.00000 | ||
2 | 2022.11.04 12:00 | modify | 1 | 0.10 | 1.92120 | 1.90920 | 1.93520 | ||
3 | 2022.11.07 11:00 | t/p | 1 | 0.10 | 1.93520 | 1.90920 | 1.93520 | 84.19 | 10084.19 |
4 | 2023.01.19 17:00 | sell | 2 | 0.10 | 1.93962 | 0.00000 | 0.00000 | ||
5 | 2023.01.19 17:00 | modify | 2 | 0.10 | 1.93962 | 1.95162 | 1.92562 | ||
6 | 2023.01.20 02:00 | sell | 3 | 0.10 | 1.93244 | 0.00000 | 0.00000 | ||
7 | 2023.01.20 02:00 | modify | 3 | 0.10 | 1.93244 | 1.93892 | 1.92562 | ||
8 | 2023.01.20 02:00 | sell | 4 | 0.10 | 1.93244 | 0.00000 | 0.00000 | ||
9 | 2023.01.20 02:00 | modify | 4 | 0.10 | 1.93244 | 1.93542 | 1.92562 | ||
10 | 2023.01.20 02:00 | modify | 2 | 0.10 | 1.93962 | 1.93542 | 1.92562 | ||
11 | 2023.01.20 03:00 | modify | 3 | 0.10 | 1.93244 | 1.93542 | 1.92562 | ||
12 | 2023.01.20 08:00 | t/p | 2 | 0.10 | 1.92562 | 1.93542 | 1.92562 | 84.34 | 10168.53 |
13 | 2023.01.20 08:00 | t/p | 3 | 0.10 | 1.92562 | 1.93542 | 1.92562 | 41.17 | 10209.70 |
14 | 2023.01.20 08:00 | t/p | 4 | 0.10 | 1.92562 | 1.93542 | 1.92562 | 41.17 | 10250.87 |
15 | 2023.02.02 13:00 | buy | 5 | 0.10 | 1.88633 | 0.00000 | 0.00000 | ||
16 | 2023.02.02 13:00 | modify | 5 | 0.10 | 1.88633 | 1.87433 | 1.90033 | ||
17 | 2023.02.03 12:00 | buy | 6 | 0.10 | 1.89334 | 0.00000 | 0.00000 | ||
18 | 2023.02.03 12:00 | modify | 6 | 0.10 | 1.89334 | 1.88703 | 1.90033 | ||
19 | 2023.02.03 12:00 | buy | 7 | 0.10 | 1.89334 | 0.00000 | 0.00000 | ||
20 | 2023.02.03 12:00 | modify | 7 | 0.10 | 1.89334 | 1.89053 | 1.90033 | ||
21 | 2023.02.03 12:00 | modify | 5 | 0.10 | 1.88633 | 1.89053 | 1.90033 | ||
22 | 2023.02.03 13:00 | modify | 6 | 0.10 | 1.89334 | 1.89053 | 1.90033 | ||
23 | 2023.02.03 14:00 | s/l | 5 | 0.10 | 1.89053 | 1.89053 | 1.90033 | 25.04 | 10275.91 |
24 | 2023.02.03 14:00 | s/l | 6 | 0.10 | 1.89053 | 1.89053 | 1.90033 | -16.96 | 10258.95 |
25 | 2023.02.03 14:00 | s/l | 7 | 0.10 | 1.89053 | 1.89053 | 1.90033 | -16.96 | 10241.99 |
26 | 2023.02.06 15:00 | sell | 8 | 0.10 | 1.91642 | 0.00000 | 0.00000 | ||
27 | 2023.02.06 15:00 | modify | 8 | 0.10 | 1.91642 | 1.92842 | 1.90242 | ||
28 | 2023.02.07 04:00 | t/p | 8 | 0.10 | 1.90242 | 1.92842 | 1.90242 | 84.33 | 10326.31 |
29 | 2023.02.13 09:00 | buy | 9 | 0.10 | 1.90091 | 0.00000 | 0.00000 | ||
30 | 2023.02.13 09:00 | modify | 9 | 0.10 | 1.90091 | 1.88891 | 1.91491 | ||
31 | 2023.02.13 23:00 | buy | 10 | 0.10 | 1.90796 | 0.00000 | 0.00000 | ||
32 | 2023.02.13 23:00 | modify | 10 | 0.10 | 1.90796 | 1.90161 | 1.91491 | ||
33 | 2023.02.13 23:00 | buy | 11 | 0.10 | 1.90796 | 0.00000 | 0.00000 | ||
34 | 2023.02.13 23:00 | modify | 11 | 0.10 | 1.90796 | 1.90511 | 1.91491 | ||
35 | 2023.02.13 23:00 | modify | 9 | 0.10 | 1.90091 | 1.90511 | 1.91491 | ||
36 | 2023.02.14 00:00 | modify | 10 | 0.10 | 1.90796 | 1.90511 | 1.91491 | ||
37 | 2023.02.14 03:00 | t/p | 9 | 0.10 | 1.91491 | 1.90511 | 1.91491 | 84.19 | 10410.51 |
38 | 2023.02.14 03:00 | t/p | 10 | 0.10 | 1.91491 | 1.90511 | 1.91491 | 41.64 | 10452.15 |
39 | 2023.02.14 03:00 | t/p | 11 | 0.10 | 1.91491 | 1.90511 | 1.91491 | 41.64 | 10493.79 |
40 | 2023.02.21 16:00 | sell | 12 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
41 | 2023.02.21 16:00 | modify | 12 | 0.10 | 1.94727 | 1.95927 | 1.93327 | ||
42 | 2023.02.23 02:00 | t/p | 12 | 0.10 | 1.93327 | 1.95927 | 1.93327 | 83.80 | 10577.59 |
43 | 2023.02.28 09:00 | sell | 13 | 0.10 | 1.96583 | 0.00000 | 0.00000 | ||
44 | 2023.02.28 09:00 | modify | 13 | 0.10 | 1.96583 | 1.97783 | 1.95183 | ||
45 | 2023.02.28 18:00 | t/p | 13 | 0.10 | 1.95183 | 1.97783 | 1.95183 | 84.50 | 10662.09 |
46 | 2023.03.10 10:00 | sell | 14 | 0.10 | 1.96190 | 0.00000 | 0.00000 | ||
47 | 2023.03.10 10:00 | modify | 14 | 0.10 | 1.96190 | 1.97390 | 1.94790 | ||
48 | 2023.03.13 14:00 | t/p | 14 | 0.10 | 1.94790 | 1.97390 | 1.94790 | 84.34 | 10746.43 |
49 | 2023.03.20 16:00 | sell | 15 | 0.10 | 1.96235 | 0.00000 | 0.00000 | ||
50 | 2023.03.20 16:00 | modify | 15 | 0.10 | 1.96235 | 1.97435 | 1.94835 | ||
51 | 2023.03.21 07:00 | s/l | 15 | 0.10 | 1.97435 | 1.97435 | 1.94835 | -72.61 | 10673.81 |
52 | 2023.03.21 11:00 | sell | 16 | 0.10 | 1.97923 | 0.00000 | 0.00000 | ||
53 | 2023.03.21 11:00 | modify | 16 | 0.10 | 1.97923 | 1.99123 | 1.96523 | ||
54 | 2023.03.22 14:00 | sell | 17 | 0.10 | 1.97000 | 0.00000 | 0.00000 | ||
55 | 2023.03.22 14:00 | modify | 17 | 0.10 | 1.97000 | 1.97363 | 1.96523 | ||
56 | 2023.03.22 14:00 | modify | 16 | 0.10 | 1.97923 | 1.97363 | 1.96523 | ||
57 | 2023.03.22 18:00 | s/l | 16 | 0.10 | 1.97363 | 1.97363 | 1.96523 | 33.63 | 10707.44 |
58 | 2023.03.22 18:00 | s/l | 17 | 0.10 | 1.97363 | 1.97363 | 1.96523 | -21.91 | 10685.53 |
59 | 2023.04.11 10:00 | sell | 18 | 0.10 | 2.00141 | 0.00000 | 0.00000 | ||
60 | 2023.04.11 10:00 | modify | 18 | 0.10 | 2.00141 | 2.01341 | 1.98741 | ||
61 | 2023.04.13 16:00 | t/p | 18 | 0.10 | 1.98741 | 2.01341 | 1.98741 | 83.80 | 10769.33 |
62 | 2023.05.02 10:00 | buy | 19 | 0.10 | 2.01386 | 0.00000 | 0.00000 | ||
63 | 2023.05.02 10:00 | modify | 19 | 0.10 | 2.01386 | 2.00186 | 2.02786 | ||
64 | 2023.05.03 02:00 | s/l | 19 | 0.10 | 2.00186 | 2.00186 | 2.02786 | -72.72 | 10696.61 |
65 | 2023.05.08 14:00 | buy | 20 | 0.10 | 1.99021 | 0.00000 | 0.00000 | ||
66 | 2023.05.08 14:00 | modify | 20 | 0.10 | 1.99021 | 1.97821 | 2.00421 | ||
67 | 2023.05.12 08:00 | t/p | 20 | 0.10 | 2.00421 | 1.97821 | 2.00421 | 82.70 | 10779.31 |
68 | 2023.05.12 15:00 | sell | 21 | 0.10 | 2.01190 | 0.00000 | 0.00000 | ||
69 | 2023.05.12 15:00 | modify | 21 | 0.10 | 2.01190 | 2.02390 | 1.99790 | ||
70 | 2023.05.17 07:00 | t/p | 21 | 0.10 | 1.99790 | 2.02390 | 1.99790 | 83.99 | 10863.30 |
71 | 2023.05.17 10:00 | buy | 22 | 0.10 | 1.99151 | 0.00000 | 0.00000 | ||
72 | 2023.05.17 10:00 | modify | 22 | 0.10 | 1.99151 | 1.97951 | 2.00551 | ||
73 | 2023.05.17 15:00 | buy | 23 | 0.10 | 1.99881 | 0.00000 | 0.00000 | ||
74 | 2023.05.17 15:00 | modify | 23 | 0.10 | 1.99881 | 1.99221 | 2.00551 | ||
75 | 2023.05.17 15:00 | buy | 24 | 0.10 | 1.99881 | 0.00000 | 0.00000 | ||
76 | 2023.05.17 15:00 | modify | 24 | 0.10 | 1.99881 | 1.99571 | 2.00551 | ||
77 | 2023.05.17 15:00 | modify | 22 | 0.10 | 1.99151 | 1.99571 | 2.00551 | ||
78 | 2023.05.17 16:00 | s/l | 22 | 0.10 | 1.99571 | 1.99571 | 2.00551 | 25.34 | 10888.64 |
79 | 2023.05.17 16:00 | s/l | 24 | 0.10 | 1.99571 | 1.99571 | 2.00551 | -18.71 | 10869.93 |
80 | 2023.05.17 16:00 | close | 23 | 0.10 | 1.99661 | 1.99221 | 2.00551 | -13.28 | 10856.65 |
81 | 2023.05.25 10:00 | sell | 25 | 0.10 | 2.03567 | 0.00000 | 0.00000 | ||
82 | 2023.05.25 10:00 | modify | 25 | 0.10 | 2.03567 | 2.04767 | 2.02167 | ||
83 | 2023.05.30 04:00 | s/l | 25 | 0.10 | 2.04767 | 2.04767 | 2.02167 | -72.96 | 10783.68 |
84 | 2023.06.07 13:00 | sell | 26 | 0.10 | 2.05436 | 0.00000 | 0.00000 | ||
85 | 2023.06.07 13:00 | modify | 26 | 0.10 | 2.05436 | 2.06636 | 2.04036 | ||
86 | 2023.06.12 11:00 | sell | 27 | 0.10 | 2.04715 | 0.00000 | 0.00000 | ||
87 | 2023.06.12 11:00 | modify | 27 | 0.10 | 2.04715 | 2.05366 | 2.04036 | ||
88 | 2023.06.12 11:00 | sell | 28 | 0.10 | 2.04715 | 0.00000 | 0.00000 | ||
89 | 2023.06.12 11:00 | modify | 28 | 0.10 | 2.04715 | 2.05016 | 2.04036 | ||
90 | 2023.06.12 11:00 | modify | 26 | 0.10 | 2.05436 | 2.05016 | 2.04036 | ||
91 | 2023.06.12 12:00 | modify | 27 | 0.10 | 2.04715 | 2.05016 | 2.04036 | ||
92 | 2023.06.13 03:00 | s/l | 26 | 0.10 | 2.05016 | 2.05016 | 2.04036 | 24.30 | 10807.99 |
93 | 2023.06.13 03:00 | s/l | 27 | 0.10 | 2.05016 | 2.05016 | 2.04036 | -18.34 | 10789.64 |
94 | 2023.06.13 03:00 | s/l | 28 | 0.10 | 2.05016 | 2.05016 | 2.04036 | -18.34 | 10771.30 |
95 | 2023.07.11 14:00 | sell | 29 | 0.10 | 2.09036 | 0.00000 | 0.00000 | ||
96 | 2023.07.11 14:00 | modify | 29 | 0.10 | 2.09036 | 2.10236 | 2.07636 | ||
97 | 2023.07.12 14:00 | t/p | 29 | 0.10 | 2.07636 | 2.10236 | 2.07636 | 84.33 | 10855.62 |
98 | 2023.07.31 15:00 | buy | 30 | 0.10 | 2.06750 | 0.00000 | 0.00000 | ||
99 | 2023.07.31 15:00 | modify | 30 | 0.10 | 2.06750 | 2.05550 | 2.08150 | ||
100 | 2023.08.01 09:00 | t/p | 30 | 0.10 | 2.08150 | 2.05550 | 2.08150 | 84.18 | 10939.80 |
101 | 2023.09.20 11:00 | buy | 31 | 0.10 | 2.07426 | 0.00000 | 0.00000 | ||
102 | 2023.09.20 11:00 | modify | 31 | 0.10 | 2.07426 | 2.06226 | 2.08826 | ||
103 | 2023.09.21 00:00 | buy | 32 | 0.10 | 2.08135 | 0.00000 | 0.00000 | ||
104 | 2023.09.21 00:00 | modify | 32 | 0.10 | 2.08135 | 2.07496 | 2.08826 | ||
105 | 2023.09.21 00:00 | buy | 33 | 0.10 | 2.08135 | 0.00000 | 0.00000 | ||
106 | 2023.09.21 00:00 | modify | 33 | 0.10 | 2.08135 | 2.07846 | 2.08826 | ||
107 | 2023.09.21 00:00 | modify | 31 | 0.10 | 2.07426 | 2.07846 | 2.08826 | ||
108 | 2023.09.21 01:00 | modify | 32 | 0.10 | 2.08135 | 2.07846 | 2.08826 | ||
109 | 2023.09.21 08:00 | s/l | 31 | 0.10 | 2.07846 | 2.07846 | 2.08826 | 24.45 | 10964.25 |
110 | 2023.09.21 08:00 | s/l | 32 | 0.10 | 2.07846 | 2.07846 | 2.08826 | -17.44 | 10946.81 |
111 | 2023.09.21 08:00 | s/l | 33 | 0.10 | 2.07846 | 2.07846 | 2.08826 | -17.44 | 10929.37 |