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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; 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=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 850.57 | Gross profit | 1480.31 | Gross loss | -629.74 |
Profit factor | 2.35 | Expected payoff | 29.33 | ||
Absolute drawdown | 164.06 | Maximal drawdown | 318.68 (2.85%) | Relative drawdown | 2.85% (318.68) |
Total trades | 29 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 15 (46.67%) |
Profit trades (% of total) | 18 (62.07%) | Loss trades (% of total) | 11 (37.93%) | ||
Largest | profit trade | 90.52 | loss trade | -80.52 | |
Average | profit trade | 82.24 | loss trade | -57.25 | |
Maximum | consecutive wins (profit in money) | 7 (561.83) | consecutive losses (loss in money) | 4 (-318.26) | |
Maximal | consecutive profit (count of wins) | 561.83 (7) | consecutive loss (count of losses) | -318.26 (4) | |
Average | consecutive wins | 5 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.10.13 16:00 | sell | 1 | 0.10 | 2.01786 | 0.00000 | 0.00000 | ||
2 | 2022.10.13 16:00 | modify | 1 | 0.10 | 2.01786 | 2.03086 | 2.00286 | ||
3 | 2022.10.14 04:00 | t/p | 1 | 0.10 | 2.00286 | 2.03086 | 2.00286 | 90.34 | 10090.34 |
4 | 2022.11.01 16:00 | buy | 2 | 0.10 | 1.96211 | 0.00000 | 0.00000 | ||
5 | 2022.11.01 16:00 | modify | 2 | 0.10 | 1.96211 | 1.94911 | 1.97711 | ||
6 | 2022.11.02 20:00 | s/l | 2 | 0.10 | 1.94911 | 1.94911 | 1.97711 | -78.73 | 10011.61 |
7 | 2022.11.02 20:00 | buy | 3 | 0.10 | 1.95533 | 0.00000 | 0.00000 | ||
8 | 2022.11.02 20:00 | modify | 3 | 0.10 | 1.95533 | 1.94233 | 1.97033 | ||
9 | 2022.11.03 16:00 | s/l | 3 | 0.10 | 1.94233 | 1.94233 | 1.97033 | -79.32 | 9932.28 |
10 | 2022.11.03 16:00 | buy | 4 | 0.10 | 1.93562 | 0.00000 | 0.00000 | ||
11 | 2022.11.03 16:00 | modify | 4 | 0.10 | 1.93562 | 1.92262 | 1.95062 | ||
12 | 2022.11.04 12:00 | s/l | 4 | 0.10 | 1.92262 | 1.92262 | 1.95062 | -78.73 | 9853.56 |
13 | 2023.01.19 12:00 | sell | 5 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
14 | 2023.01.19 12:00 | modify | 5 | 0.10 | 1.93536 | 1.94836 | 1.92036 | ||
15 | 2023.01.20 12:00 | t/p | 5 | 0.10 | 1.92036 | 1.94836 | 1.92036 | 90.35 | 9943.90 |
16 | 2023.01.31 12:00 | sell | 6 | 0.10 | 1.91706 | 0.00000 | 0.00000 | ||
17 | 2023.01.31 12:00 | modify | 6 | 0.10 | 1.91706 | 1.93006 | 1.90206 | ||
18 | 2023.01.31 16:00 | t/p | 6 | 0.10 | 1.90206 | 1.93006 | 1.90206 | 90.52 | 10034.42 |
19 | 2023.02.02 16:00 | buy | 7 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
20 | 2023.02.02 16:00 | modify | 7 | 0.10 | 1.88861 | 1.87561 | 1.90361 | ||
21 | 2023.02.03 20:00 | t/p | 7 | 0.10 | 1.90361 | 1.87561 | 1.90361 | 90.20 | 10124.62 |
22 | 2023.02.21 16:00 | sell | 8 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
23 | 2023.02.21 16:00 | modify | 8 | 0.10 | 1.94727 | 1.96027 | 1.93227 | ||
24 | 2023.02.23 04:00 | t/p | 8 | 0.10 | 1.93227 | 1.96027 | 1.93227 | 89.82 | 10214.44 |
25 | 2023.02.27 20:00 | sell | 9 | 0.10 | 1.95577 | 0.00000 | 0.00000 | ||
26 | 2023.02.27 20:00 | modify | 9 | 0.10 | 1.95577 | 1.96877 | 1.94077 | ||
27 | 2023.03.01 04:00 | t/p | 9 | 0.10 | 1.94077 | 1.96877 | 1.94077 | 90.17 | 10304.61 |
28 | 2023.03.01 12:00 | buy | 10 | 0.10 | 1.92285 | 0.00000 | 0.00000 | ||
29 | 2023.03.01 12:00 | modify | 10 | 0.10 | 1.92285 | 1.90985 | 1.93785 | ||
30 | 2023.03.06 00:00 | t/p | 10 | 0.10 | 1.93785 | 1.90985 | 1.93785 | 89.01 | 10393.62 |
31 | 2023.03.06 12:00 | sell | 11 | 0.10 | 1.94302 | 0.00000 | 0.00000 | ||
32 | 2023.03.06 12:00 | modify | 11 | 0.10 | 1.94302 | 1.95602 | 1.92802 | ||
33 | 2023.03.09 08:00 | sell | 12 | 0.10 | 1.93603 | 0.00000 | 0.00000 | ||
34 | 2023.03.09 08:00 | modify | 12 | 0.10 | 1.93603 | 1.94227 | 1.92802 | ||
35 | 2023.03.09 08:00 | sell | 13 | 0.10 | 1.93603 | 0.00000 | 0.00000 | ||
36 | 2023.03.09 08:00 | modify | 13 | 0.10 | 1.93603 | 1.93927 | 1.92802 | ||
37 | 2023.03.09 08:00 | modify | 11 | 0.10 | 1.94302 | 1.93927 | 1.92802 | ||
38 | 2023.03.09 12:00 | s/l | 11 | 0.10 | 1.93927 | 1.93927 | 1.92802 | 21.76 | 10415.38 |
39 | 2023.03.09 12:00 | s/l | 13 | 0.10 | 1.93927 | 1.93927 | 1.92802 | -19.55 | 10395.83 |
40 | 2023.03.09 12:00 | close | 12 | 0.10 | 1.93801 | 1.94227 | 1.92802 | -11.95 | 10383.88 |
41 | 2023.03.27 12:00 | sell | 14 | 0.10 | 1.97981 | 0.00000 | 0.00000 | ||
42 | 2023.03.27 12:00 | modify | 14 | 0.10 | 1.97981 | 1.99281 | 1.96481 | ||
43 | 2023.04.05 04:00 | t/p | 14 | 0.10 | 1.96481 | 1.99281 | 1.96481 | 88.95 | 10472.83 |
44 | 2023.04.11 16:00 | sell | 15 | 0.10 | 2.00313 | 0.00000 | 0.00000 | ||
45 | 2023.04.11 16:00 | modify | 15 | 0.10 | 2.00313 | 2.01613 | 1.98813 | ||
46 | 2023.04.13 16:00 | t/p | 15 | 0.10 | 1.98813 | 2.01613 | 1.98813 | 89.82 | 10562.65 |
47 | 2023.05.02 12:00 | buy | 16 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
48 | 2023.05.02 12:00 | modify | 16 | 0.10 | 2.00865 | 1.99565 | 2.02365 | ||
49 | 2023.05.04 00:00 | t/p | 16 | 0.10 | 2.02365 | 1.99565 | 2.02365 | 89.30 | 10651.95 |
50 | 2023.05.08 16:00 | buy | 17 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
51 | 2023.05.08 16:00 | modify | 17 | 0.10 | 1.98977 | 1.97677 | 2.00477 | ||
52 | 2023.05.09 16:00 | buy | 18 | 0.10 | 1.99660 | 0.00000 | 0.00000 | ||
53 | 2023.05.09 16:00 | modify | 18 | 0.10 | 1.99660 | 1.99052 | 2.00477 | ||
54 | 2023.05.09 16:00 | buy | 19 | 0.10 | 1.99660 | 0.00000 | 0.00000 | ||
55 | 2023.05.09 16:00 | modify | 19 | 0.10 | 1.99660 | 1.99352 | 2.00477 | ||
56 | 2023.05.09 16:00 | modify | 17 | 0.10 | 1.98977 | 1.99352 | 2.00477 | ||
57 | 2023.05.09 20:00 | s/l | 17 | 0.10 | 1.99352 | 1.99352 | 2.00477 | 22.33 | 10674.28 |
58 | 2023.05.09 20:00 | s/l | 19 | 0.10 | 1.99352 | 1.99352 | 2.00477 | -18.58 | 10655.70 |
59 | 2023.05.09 20:00 | close | 18 | 0.10 | 1.99252 | 1.99052 | 2.00477 | -24.62 | 10631.08 |
60 | 2023.06.05 16:00 | buy | 20 | 0.10 | 2.04568 | 0.00000 | 0.00000 | ||
61 | 2023.06.05 16:00 | modify | 20 | 0.10 | 2.04568 | 2.03268 | 2.06068 | ||
62 | 2023.06.08 00:00 | t/p | 20 | 0.10 | 2.06068 | 2.03268 | 2.06068 | 89.00 | 10720.08 |
63 | 2023.06.12 16:00 | buy | 21 | 0.10 | 2.04282 | 0.00000 | 0.00000 | ||
64 | 2023.06.12 16:00 | modify | 21 | 0.10 | 2.04282 | 2.02982 | 2.05782 | ||
65 | 2023.06.16 12:00 | t/p | 21 | 0.10 | 2.05782 | 2.02982 | 2.05782 | 88.71 | 10808.79 |
66 | 2023.06.23 12:00 | sell | 22 | 0.10 | 2.07648 | 0.00000 | 0.00000 | ||
67 | 2023.06.23 12:00 | modify | 22 | 0.10 | 2.07648 | 2.08948 | 2.06148 | ||
68 | 2023.06.26 12:00 | t/p | 22 | 0.10 | 2.06148 | 2.08948 | 2.06148 | 90.35 | 10899.14 |
69 | 2023.07.04 12:00 | buy | 23 | 0.10 | 2.05531 | 0.00000 | 0.00000 | ||
70 | 2023.07.04 12:00 | modify | 23 | 0.10 | 2.05531 | 2.04231 | 2.07031 | ||
71 | 2023.07.07 16:00 | t/p | 23 | 0.10 | 2.07031 | 2.04231 | 2.07031 | 89.00 | 10988.14 |
72 | 2023.07.11 12:00 | sell | 24 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
73 | 2023.07.11 12:00 | modify | 24 | 0.10 | 2.08839 | 2.10139 | 2.07339 | ||
74 | 2023.07.12 16:00 | t/p | 24 | 0.10 | 2.07339 | 2.10139 | 2.07339 | 90.35 | 11078.48 |
75 | 2023.07.18 12:00 | sell | 25 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
76 | 2023.07.18 12:00 | modify | 25 | 0.10 | 2.08629 | 2.09929 | 2.07129 | ||
77 | 2023.07.19 00:00 | t/p | 25 | 0.10 | 2.07129 | 2.09929 | 2.07129 | 90.35 | 11168.83 |
78 | 2023.08.11 12:00 | sell | 26 | 0.10 | 2.11780 | 0.00000 | 0.00000 | ||
79 | 2023.08.11 12:00 | modify | 26 | 0.10 | 2.11780 | 2.13080 | 2.10280 | ||
80 | 2023.08.15 12:00 | s/l | 26 | 0.10 | 2.13080 | 2.13080 | 2.10280 | -78.80 | 11090.03 |
81 | 2023.08.23 12:00 | buy | 27 | 0.10 | 2.12927 | 0.00000 | 0.00000 | ||
82 | 2023.08.23 12:00 | modify | 27 | 0.10 | 2.12927 | 2.11627 | 2.14427 | ||
83 | 2023.08.30 00:00 | s/l | 27 | 0.10 | 2.11627 | 2.11627 | 2.14427 | -80.52 | 11009.51 |
84 | 2023.09.14 16:00 | buy | 28 | 0.10 | 2.09808 | 0.00000 | 0.00000 | ||
85 | 2023.09.14 16:00 | modify | 28 | 0.10 | 2.09808 | 2.08508 | 2.11308 | ||
86 | 2023.09.19 12:00 | s/l | 28 | 0.10 | 2.08508 | 2.08508 | 2.11308 | -79.32 | 10930.19 |
87 | 2023.09.20 12:00 | buy | 29 | 0.10 | 2.07380 | 0.00000 | 0.00000 | ||
88 | 2023.09.20 12:00 | modify | 29 | 0.10 | 2.07380 | 2.06080 | 2.08880 | ||
89 | 2023.09.22 08:00 | s/l | 29 | 0.10 | 2.06080 | 2.06080 | 2.08880 | -79.62 | 10850.57 |