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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 1265.06 | Gross profit | 1590.07 | Gross loss | -325.01 |
Profit factor | 4.89 | Expected payoff | 46.85 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 195.30 (1.89%) | Relative drawdown | 1.89% (195.30) |
Total trades | 27 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 11 (63.64%) |
Profit trades (% of total) | 20 (74.07%) | Loss trades (% of total) | 7 (25.93%) | ||
Largest | profit trade | 90.56 | loss trade | -67.29 | |
Average | profit trade | 79.50 | loss trade | -46.43 | |
Maximum | consecutive wins (profit in money) | 13 (1140.41) | consecutive losses (loss in money) | 4 (-162.34) | |
Maximal | consecutive profit (count of wins) | 1140.41 (13) | consecutive loss (count of losses) | -162.34 (4) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.04 20:00 | sell | 1 | 0.10 | 2.00121 | 0.00000 | 0.00000 | ||
2 | 2022.10.04 20:00 | modify | 1 | 0.10 | 2.00121 | 2.01221 | 1.98621 | ||
3 | 2022.10.05 00:00 | sell | 2 | 0.10 | 1.99568 | 0.00000 | 0.00000 | ||
4 | 2022.10.05 00:00 | modify | 2 | 0.10 | 1.99568 | 2.00046 | 1.98621 | ||
5 | 2022.10.05 00:00 | modify | 1 | 0.10 | 2.00121 | 2.00046 | 1.98621 | ||
6 | 2022.10.05 04:00 | t/p | 1 | 0.10 | 1.98621 | 2.00046 | 1.98621 | 90.39 | 10090.39 |
7 | 2022.10.05 04:00 | t/p | 2 | 0.10 | 1.98621 | 2.00046 | 1.98621 | 57.17 | 10147.56 |
8 | 2022.10.11 20:00 | buy | 3 | 0.10 | 1.96560 | 0.00000 | 0.00000 | ||
9 | 2022.10.11 20:00 | modify | 3 | 0.10 | 1.96560 | 1.95460 | 1.98060 | ||
10 | 2022.10.12 12:00 | t/p | 3 | 0.10 | 1.98060 | 1.95460 | 1.98060 | 90.24 | 10237.80 |
11 | 2022.10.13 12:00 | sell | 4 | 0.10 | 2.00047 | 0.00000 | 0.00000 | ||
12 | 2022.10.13 12:00 | modify | 4 | 0.10 | 2.00047 | 2.01147 | 1.98547 | ||
13 | 2022.10.13 16:00 | s/l | 4 | 0.10 | 2.01147 | 2.01147 | 1.98547 | -66.41 | 10171.39 |
14 | 2022.10.21 16:00 | buy | 5 | 0.10 | 1.96261 | 0.00000 | 0.00000 | ||
15 | 2022.10.21 16:00 | modify | 5 | 0.10 | 1.96261 | 1.95161 | 1.97761 | ||
16 | 2022.10.24 08:00 | t/p | 5 | 0.10 | 1.97761 | 1.95161 | 1.97761 | 90.24 | 10261.63 |
17 | 2022.10.24 12:00 | sell | 6 | 0.10 | 1.98950 | 0.00000 | 0.00000 | ||
18 | 2022.10.24 12:00 | modify | 6 | 0.10 | 1.98950 | 2.00050 | 1.97450 | ||
19 | 2022.10.24 16:00 | sell | 7 | 0.10 | 1.98405 | 0.00000 | 0.00000 | ||
20 | 2022.10.24 16:00 | modify | 7 | 0.10 | 1.98405 | 1.98875 | 1.97450 | ||
21 | 2022.10.24 16:00 | modify | 6 | 0.10 | 1.98950 | 1.98875 | 1.97450 | ||
22 | 2022.10.24 20:00 | sell | 8 | 0.10 | 1.98121 | 0.00000 | 0.00000 | ||
23 | 2022.10.24 20:00 | modify | 8 | 0.10 | 1.98121 | 1.98500 | 1.97450 | ||
24 | 2022.10.24 20:00 | modify | 7 | 0.10 | 1.98405 | 1.98500 | 1.97450 | ||
25 | 2022.10.24 20:00 | modify | 6 | 0.10 | 1.98950 | 1.98500 | 1.97450 | ||
26 | 2022.10.25 04:00 | s/l | 6 | 0.10 | 1.98500 | 1.98500 | 1.97450 | 27.00 | 10288.62 |
27 | 2022.10.25 04:00 | s/l | 7 | 0.10 | 1.98500 | 1.98500 | 1.97450 | -5.90 | 10282.72 |
28 | 2022.10.25 04:00 | s/l | 8 | 0.10 | 1.98500 | 1.98500 | 1.97450 | -23.05 | 10259.67 |
29 | 2022.10.31 20:00 | buy | 9 | 0.10 | 1.97254 | 0.00000 | 0.00000 | ||
30 | 2022.10.31 20:00 | modify | 9 | 0.10 | 1.97254 | 1.96154 | 1.98754 | ||
31 | 2022.11.01 08:00 | s/l | 9 | 0.10 | 1.96154 | 1.96154 | 1.98754 | -66.69 | 10192.98 |
32 | 2022.11.03 16:00 | buy | 10 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
33 | 2022.11.03 16:00 | modify | 10 | 0.10 | 1.93562 | 1.92462 | 1.95062 | ||
34 | 2022.11.04 12:00 | s/l | 10 | 0.10 | 1.92462 | 1.92462 | 1.95062 | -66.69 | 10126.29 |
35 | 2022.11.07 20:00 | sell | 11 | 0.10 | 1.94257 | 0.00000 | 0.00000 | ||
36 | 2022.11.07 20:00 | modify | 11 | 0.10 | 1.94257 | 1.95357 | 1.92757 | ||
37 | 2022.11.09 16:00 | t/p | 11 | 0.10 | 1.92757 | 1.95357 | 1.92757 | 90.21 | 10216.50 |
38 | 2023.01.03 12:00 | sell | 12 | 0.10 | 1.92074 | 0.00000 | 0.00000 | ||
39 | 2023.01.03 12:00 | modify | 12 | 0.10 | 1.92074 | 1.93174 | 1.90574 | ||
40 | 2023.01.04 00:00 | sell | 13 | 0.10 | 1.91536 | 0.00000 | 0.00000 | ||
41 | 2023.01.04 00:00 | modify | 13 | 0.10 | 1.91536 | 1.91999 | 1.90574 | ||
42 | 2023.01.04 00:00 | modify | 12 | 0.10 | 1.92074 | 1.91999 | 1.90574 | ||
43 | 2023.01.04 08:00 | t/p | 12 | 0.10 | 1.90574 | 1.91999 | 1.90574 | 90.39 | 10306.88 |
44 | 2023.01.04 08:00 | t/p | 13 | 0.10 | 1.90574 | 1.91999 | 1.90574 | 58.08 | 10364.96 |
45 | 2023.01.19 12:00 | sell | 14 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
46 | 2023.01.19 12:00 | modify | 14 | 0.10 | 1.93536 | 1.94636 | 1.92036 | ||
47 | 2023.01.20 12:00 | t/p | 14 | 0.10 | 1.92036 | 1.94636 | 1.92036 | 90.39 | 10455.35 |
48 | 2023.01.24 16:00 | buy | 15 | 0.10 | 1.89404 | 0.00000 | 0.00000 | ||
49 | 2023.01.24 16:00 | modify | 15 | 0.10 | 1.89404 | 1.88304 | 1.90904 | ||
50 | 2023.01.25 16:00 | t/p | 15 | 0.10 | 1.90904 | 1.88304 | 1.90904 | 90.24 | 10545.59 |
51 | 2023.02.02 16:00 | buy | 16 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
52 | 2023.02.02 16:00 | modify | 16 | 0.10 | 1.88861 | 1.87761 | 1.90361 | ||
53 | 2023.02.03 20:00 | t/p | 16 | 0.10 | 1.90361 | 1.87761 | 1.90361 | 90.24 | 10635.83 |
54 | 2023.02.06 16:00 | sell | 17 | 0.10 | 1.91338 | 0.00000 | 0.00000 | ||
55 | 2023.02.06 16:00 | modify | 17 | 0.10 | 1.91338 | 1.92438 | 1.89838 | ||
56 | 2023.02.07 12:00 | t/p | 17 | 0.10 | 1.89838 | 1.92438 | 1.89838 | 90.39 | 10726.22 |
57 | 2023.02.21 16:00 | sell | 18 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
58 | 2023.02.21 16:00 | modify | 18 | 0.10 | 1.94727 | 1.95827 | 1.93227 | ||
59 | 2023.02.23 04:00 | t/p | 18 | 0.10 | 1.93227 | 1.95827 | 1.93227 | 89.86 | 10816.08 |
60 | 2023.02.28 12:00 | sell | 19 | 0.10 | 1.96338 | 0.00000 | 0.00000 | ||
61 | 2023.02.28 12:00 | modify | 19 | 0.10 | 1.96338 | 1.97438 | 1.94838 | ||
62 | 2023.02.28 20:00 | t/p | 19 | 0.10 | 1.94838 | 1.97438 | 1.94838 | 90.56 | 10906.64 |
63 | 2023.03.10 12:00 | sell | 20 | 0.10 | 1.96142 | 0.00000 | 0.00000 | ||
64 | 2023.03.10 12:00 | modify | 20 | 0.10 | 1.96142 | 1.97242 | 1.94642 | ||
65 | 2023.03.13 16:00 | t/p | 20 | 0.10 | 1.94642 | 1.97242 | 1.94642 | 90.39 | 10997.03 |
66 | 2023.04.13 16:00 | buy | 21 | 0.10 | 1.98744 | 0.00000 | 0.00000 | ||
67 | 2023.04.13 16:00 | modify | 21 | 0.10 | 1.98744 | 1.97644 | 2.00244 | ||
68 | 2023.04.17 08:00 | t/p | 21 | 0.10 | 2.00244 | 1.97644 | 2.00244 | 89.94 | 11086.97 |
69 | 2023.05.02 12:00 | buy | 22 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
70 | 2023.05.02 12:00 | modify | 22 | 0.10 | 2.00865 | 1.99765 | 2.02365 | ||
71 | 2023.05.04 00:00 | t/p | 22 | 0.10 | 2.02365 | 1.99765 | 2.02365 | 89.35 | 11176.32 |
72 | 2023.07.11 12:00 | sell | 23 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
73 | 2023.07.11 12:00 | modify | 23 | 0.10 | 2.08839 | 2.09939 | 2.07339 | ||
74 | 2023.07.12 16:00 | t/p | 23 | 0.10 | 2.07339 | 2.09939 | 2.07339 | 90.39 | 11266.70 |
75 | 2023.07.12 20:00 | buy | 24 | 0.10 | 2.06496 | 0.00000 | 0.00000 | ||
76 | 2023.07.12 20:00 | modify | 24 | 0.10 | 2.06496 | 2.05396 | 2.07996 | ||
77 | 2023.07.13 08:00 | s/l | 24 | 0.10 | 2.05396 | 2.05396 | 2.07996 | -67.29 | 11199.41 |
78 | 2023.07.18 12:00 | sell | 25 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
79 | 2023.07.18 12:00 | modify | 25 | 0.10 | 2.08629 | 2.09729 | 2.07129 | ||
80 | 2023.07.19 00:00 | t/p | 25 | 0.10 | 2.07129 | 2.09729 | 2.07129 | 90.39 | 11289.79 |
81 | 2023.09.22 12:00 | buy | 26 | 0.10 | 2.05274 | 0.00000 | 0.00000 | ||
82 | 2023.09.22 12:00 | modify | 26 | 0.10 | 2.05274 | 2.04174 | 2.06774 | ||
83 | 2023.09.25 04:00 | buy | 27 | 0.10 | 2.05829 | 0.00000 | 0.00000 | ||
84 | 2023.09.25 04:00 | modify | 27 | 0.10 | 2.05829 | 2.05349 | 2.06774 | ||
85 | 2023.09.25 04:00 | modify | 26 | 0.10 | 2.05274 | 2.05349 | 2.06774 | ||
86 | 2023.09.25 12:00 | s/l | 26 | 0.10 | 2.05349 | 2.05349 | 2.06774 | 4.23 | 11294.03 |
87 | 2023.09.25 12:00 | s/l | 27 | 0.10 | 2.05349 | 2.05349 | 2.06774 | -28.97 | 11265.06 |