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=0; RSIHelp="------------------------------------"; RSI_Period=10; 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=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 837.69 | Gross profit | 1417.35 | Gross loss | -579.66 |
Profit factor | 2.45 | Expected payoff | 29.92 | ||
Absolute drawdown | 0.45 | Maximal drawdown | 407.11 (3.90%) | Relative drawdown | 3.90% (407.11) |
Total trades | 28 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 21 (75.00%) | Loss trades (% of total) | 7 (25.00%) | ||
Largest | profit trade | 90.33 | loss trade | -92.27 | |
Average | profit trade | 67.49 | loss trade | -82.81 | |
Maximum | consecutive wins (profit in money) | 11 (869.12) | consecutive losses (loss in money) | 4 (-363.91) | |
Maximal | consecutive profit (count of wins) | 869.12 (11) | consecutive loss (count of losses) | -363.91 (4) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.02 22:00 | sell | 1 | 0.10 | 1.99385 | 0.00000 | 0.00000 | ||
2 | 2022.10.02 22:00 | modify | 1 | 0.10 | 1.99385 | 2.00885 | 1.97885 | ||
3 | 2022.10.03 01:00 | t/p | 1 | 0.10 | 1.97885 | 2.00885 | 1.97885 | 90.33 | 10090.33 |
4 | 2022.11.03 16:00 | buy | 2 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
5 | 2022.11.03 16:00 | modify | 2 | 0.10 | 1.93562 | 1.92062 | 1.95062 | ||
6 | 2022.11.04 12:00 | s/l | 2 | 0.10 | 1.92062 | 1.92062 | 1.95062 | -90.78 | 9999.55 |
7 | 2023.01.19 17:00 | sell | 3 | 0.10 | 1.93962 | 0.00000 | 0.00000 | ||
8 | 2023.01.19 17:00 | modify | 3 | 0.10 | 1.93962 | 1.95462 | 1.92462 | ||
9 | 2023.01.20 07:00 | sell | 4 | 0.10 | 1.92889 | 0.00000 | 0.00000 | ||
10 | 2023.01.20 07:00 | modify | 4 | 0.10 | 1.92889 | 1.93362 | 1.92462 | ||
11 | 2023.01.20 07:00 | modify | 3 | 0.10 | 1.93962 | 1.93362 | 1.92462 | ||
12 | 2023.01.20 08:00 | t/p | 3 | 0.10 | 1.92462 | 1.93362 | 1.92462 | 90.33 | 10089.87 |
13 | 2023.01.20 08:00 | t/p | 4 | 0.10 | 1.92462 | 1.93362 | 1.92462 | 25.76 | 10115.63 |
14 | 2023.01.25 17:00 | sell | 5 | 0.10 | 1.91449 | 0.00000 | 0.00000 | ||
15 | 2023.01.25 17:00 | modify | 5 | 0.10 | 1.91449 | 1.92949 | 1.89949 | ||
16 | 2023.01.27 03:00 | sell | 6 | 0.10 | 1.90532 | 0.00000 | 0.00000 | ||
17 | 2023.01.27 03:00 | modify | 6 | 0.10 | 1.90532 | 1.91074 | 1.89949 | ||
18 | 2023.01.27 03:00 | modify | 5 | 0.10 | 1.91449 | 1.91074 | 1.89949 | ||
19 | 2023.01.27 15:00 | s/l | 5 | 0.10 | 1.91074 | 1.91074 | 1.89949 | 21.92 | 10137.55 |
20 | 2023.01.27 15:00 | s/l | 6 | 0.10 | 1.91074 | 1.91074 | 1.89949 | -32.70 | 10104.85 |
21 | 2023.02.06 15:00 | sell | 7 | 0.10 | 1.91642 | 0.00000 | 0.00000 | ||
22 | 2023.02.06 15:00 | modify | 7 | 0.10 | 1.91642 | 1.93142 | 1.90142 | ||
23 | 2023.02.06 20:00 | sell | 8 | 0.10 | 1.90881 | 0.00000 | 0.00000 | ||
24 | 2023.02.06 20:00 | modify | 8 | 0.10 | 1.90881 | 1.91267 | 1.90142 | ||
25 | 2023.02.06 20:00 | modify | 7 | 0.10 | 1.91642 | 1.91267 | 1.90142 | ||
26 | 2023.02.07 01:00 | sell | 9 | 0.10 | 1.90564 | 0.00000 | 0.00000 | ||
27 | 2023.02.07 01:00 | modify | 9 | 0.10 | 1.90564 | 1.91042 | 1.90142 | ||
28 | 2023.02.07 01:00 | modify | 8 | 0.10 | 1.90881 | 1.91042 | 1.90142 | ||
29 | 2023.02.07 01:00 | modify | 7 | 0.10 | 1.91642 | 1.91042 | 1.90142 | ||
30 | 2023.02.07 04:00 | t/p | 7 | 0.10 | 1.90142 | 1.91042 | 1.90142 | 90.33 | 10195.18 |
31 | 2023.02.07 04:00 | t/p | 8 | 0.10 | 1.90142 | 1.91042 | 1.90142 | 44.41 | 10239.58 |
32 | 2023.02.07 04:00 | t/p | 9 | 0.10 | 1.90142 | 1.91042 | 1.90142 | 25.46 | 10265.04 |
33 | 2023.02.21 16:00 | sell | 10 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
34 | 2023.02.21 16:00 | modify | 10 | 0.10 | 1.94727 | 1.96227 | 1.93227 | ||
35 | 2023.02.22 13:00 | sell | 11 | 0.10 | 1.93959 | 0.00000 | 0.00000 | ||
36 | 2023.02.22 13:00 | modify | 11 | 0.10 | 1.93959 | 1.94352 | 1.93227 | ||
37 | 2023.02.22 13:00 | modify | 10 | 0.10 | 1.94727 | 1.94352 | 1.93227 | ||
38 | 2023.02.22 21:00 | sell | 12 | 0.10 | 1.93671 | 0.00000 | 0.00000 | ||
39 | 2023.02.22 21:00 | modify | 12 | 0.10 | 1.93671 | 1.94127 | 1.93227 | ||
40 | 2023.02.22 21:00 | modify | 11 | 0.10 | 1.93959 | 1.94127 | 1.93227 | ||
41 | 2023.02.22 21:00 | modify | 10 | 0.10 | 1.94727 | 1.94127 | 1.93227 | ||
42 | 2023.02.23 02:00 | t/p | 10 | 0.10 | 1.93227 | 1.94127 | 1.93227 | 89.80 | 10354.84 |
43 | 2023.02.23 02:00 | t/p | 11 | 0.10 | 1.93227 | 1.94127 | 1.93227 | 43.64 | 10398.48 |
44 | 2023.02.23 02:00 | t/p | 12 | 0.10 | 1.93227 | 1.94127 | 1.93227 | 26.27 | 10424.75 |
45 | 2023.03.03 19:00 | sell | 13 | 0.10 | 1.93390 | 0.00000 | 0.00000 | ||
46 | 2023.03.03 19:00 | modify | 13 | 0.10 | 1.93390 | 1.94890 | 1.91890 | ||
47 | 2023.03.09 20:00 | s/l | 13 | 0.10 | 1.94890 | 1.94890 | 1.91890 | -91.54 | 10333.21 |
48 | 2023.03.09 20:00 | sell | 14 | 0.10 | 1.94994 | 0.00000 | 0.00000 | ||
49 | 2023.03.09 20:00 | modify | 14 | 0.10 | 1.94994 | 1.96494 | 1.93494 | ||
50 | 2023.03.10 15:00 | s/l | 14 | 0.10 | 1.96494 | 1.96494 | 1.93494 | -90.67 | 10242.53 |
51 | 2023.03.20 16:00 | sell | 15 | 0.10 | 1.96235 | 0.00000 | 0.00000 | ||
52 | 2023.03.20 16:00 | modify | 15 | 0.10 | 1.96235 | 1.97735 | 1.94735 | ||
53 | 2023.03.21 09:00 | s/l | 15 | 0.10 | 1.97735 | 1.97735 | 1.94735 | -90.67 | 10151.86 |
54 | 2023.04.06 14:00 | sell | 16 | 0.10 | 1.98989 | 0.00000 | 0.00000 | ||
55 | 2023.04.06 14:00 | modify | 16 | 0.10 | 1.98989 | 2.00489 | 1.97489 | ||
56 | 2023.04.11 14:00 | s/l | 16 | 0.10 | 2.00489 | 2.00489 | 1.97489 | -91.02 | 10060.83 |
57 | 2023.04.11 20:00 | sell | 17 | 0.10 | 2.00684 | 0.00000 | 0.00000 | ||
58 | 2023.04.11 20:00 | modify | 17 | 0.10 | 2.00684 | 2.02184 | 1.99184 | ||
59 | 2023.04.13 14:00 | t/p | 17 | 0.10 | 1.99184 | 2.02184 | 1.99184 | 89.80 | 10150.63 |
60 | 2023.04.13 14:00 | buy | 18 | 0.10 | 1.99035 | 0.00000 | 0.00000 | ||
61 | 2023.04.13 14:00 | modify | 18 | 0.10 | 1.99035 | 1.97535 | 2.00535 | ||
62 | 2023.04.14 16:00 | buy | 19 | 0.10 | 2.00095 | 0.00000 | 0.00000 | ||
63 | 2023.04.14 16:00 | modify | 19 | 0.10 | 2.00095 | 1.99635 | 2.00535 | ||
64 | 2023.04.14 16:00 | modify | 18 | 0.10 | 1.99035 | 1.99635 | 2.00535 | ||
65 | 2023.04.17 13:00 | t/p | 18 | 0.10 | 2.00535 | 1.99635 | 2.00535 | 89.88 | 10240.52 |
66 | 2023.04.17 13:00 | t/p | 19 | 0.10 | 2.00535 | 1.99635 | 2.00535 | 26.24 | 10266.76 |
67 | 2023.05.02 14:00 | buy | 20 | 0.10 | 2.00786 | 0.00000 | 0.00000 | ||
68 | 2023.05.02 14:00 | modify | 20 | 0.10 | 2.00786 | 1.99286 | 2.02286 | ||
69 | 2023.05.03 23:00 | t/p | 20 | 0.10 | 2.02286 | 1.99286 | 2.02286 | 90.18 | 10356.94 |
70 | 2023.05.03 23:00 | sell | 21 | 0.10 | 2.02202 | 0.00000 | 0.00000 | ||
71 | 2023.05.03 23:00 | modify | 21 | 0.10 | 2.02202 | 2.03702 | 2.00702 | ||
72 | 2023.05.04 12:00 | t/p | 21 | 0.10 | 2.00702 | 2.03702 | 2.00702 | 89.98 | 10446.92 |
73 | 2023.05.08 18:00 | buy | 22 | 0.10 | 1.98998 | 0.00000 | 0.00000 | ||
74 | 2023.05.08 18:00 | modify | 22 | 0.10 | 1.98998 | 1.97498 | 2.00498 | ||
75 | 2023.05.12 08:00 | t/p | 22 | 0.10 | 2.00498 | 1.97498 | 2.00498 | 88.69 | 10535.61 |
76 | 2023.05.12 15:00 | sell | 23 | 0.10 | 2.01190 | 0.00000 | 0.00000 | ||
77 | 2023.05.12 15:00 | modify | 23 | 0.10 | 2.01190 | 2.02690 | 1.99690 | ||
78 | 2023.05.17 08:00 | t/p | 23 | 0.10 | 1.99690 | 2.02690 | 1.99690 | 89.98 | 10625.59 |
79 | 2023.07.12 17:00 | buy | 24 | 0.10 | 2.06303 | 0.00000 | 0.00000 | ||
80 | 2023.07.12 17:00 | modify | 24 | 0.10 | 2.06303 | 2.04803 | 2.07803 | ||
81 | 2023.07.18 07:00 | buy | 25 | 0.10 | 2.07220 | 0.00000 | 0.00000 | ||
82 | 2023.07.18 07:00 | modify | 25 | 0.10 | 2.07220 | 2.06678 | 2.07803 | ||
83 | 2023.07.18 07:00 | modify | 24 | 0.10 | 2.06303 | 2.06678 | 2.07803 | ||
84 | 2023.07.18 10:00 | t/p | 24 | 0.10 | 2.07803 | 2.06678 | 2.07803 | 88.69 | 10714.28 |
85 | 2023.07.18 10:00 | t/p | 25 | 0.10 | 2.07803 | 2.06678 | 2.07803 | 35.17 | 10749.45 |
86 | 2023.07.21 19:00 | sell | 26 | 0.10 | 2.08292 | 0.00000 | 0.00000 | ||
87 | 2023.07.21 19:00 | modify | 26 | 0.10 | 2.08292 | 2.09792 | 2.06792 | ||
88 | 2023.07.24 15:00 | t/p | 26 | 0.10 | 2.06792 | 2.09792 | 2.06792 | 90.33 | 10839.77 |
89 | 2023.07.31 15:00 | buy | 27 | 0.10 | 2.06750 | 0.00000 | 0.00000 | ||
90 | 2023.07.31 15:00 | modify | 27 | 0.10 | 2.06750 | 2.05250 | 2.08250 | ||
91 | 2023.08.01 09:00 | t/p | 27 | 0.10 | 2.08250 | 2.05250 | 2.08250 | 90.18 | 10929.96 |
92 | 2023.09.25 14:00 | buy | 28 | 0.10 | 2.04667 | 0.00000 | 0.00000 | ||
93 | 2023.09.25 14:00 | modify | 28 | 0.10 | 2.04667 | 2.03167 | 2.06167 | ||
94 | 2023.09.29 07:00 | s/l | 28 | 0.10 | 2.03167 | 2.03167 | 2.06167 | -92.27 | 10837.69 |