Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2022.12.01 00:00 - 2023.11.30 23:59 (2022.12.01 - 2023.12.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=6; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 7239 | Ticks modelled | 13474 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 816.67 | Gross profit | 989.27 | Gross loss | -172.60 |
Profit factor | 5.73 | Expected payoff | 40.83 | ||
Absolute drawdown | 2.74 | Maximal drawdown | 145.37 (1.34%) | Relative drawdown | 1.34% (145.37) |
Total trades | 20 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 15 (75.00%) | Loss trades (% of total) | 5 (25.00%) | ||
Largest | profit trade | 85.70 | loss trade | -81.66 | |
Average | profit trade | 65.95 | loss trade | -34.52 | |
Maximum | consecutive wins (profit in money) | 8 (561.24) | consecutive losses (loss in money) | 1 (-81.66) | |
Maximal | consecutive profit (count of wins) | 561.24 (8) | consecutive loss (count of losses) | -81.66 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.02.21 19:00 | sell | 1 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
2 | 2023.02.21 19:00 | modify | 1 | 0.10 | 1.94972 | 1.96272 | 1.93572 | ||
3 | 2023.02.22 16:00 | t/p | 1 | 0.10 | 1.93572 | 1.96272 | 1.93572 | 85.54 | 10085.54 |
4 | 2023.02.28 10:00 | sell | 2 | 0.10 | 1.96482 | 0.00000 | 0.00000 | ||
5 | 2023.02.28 10:00 | modify | 2 | 0.10 | 1.96482 | 1.97782 | 1.95082 | ||
6 | 2023.02.28 18:00 | t/p | 2 | 0.10 | 1.95082 | 1.97782 | 1.95082 | 85.70 | 10171.24 |
7 | 2023.03.01 13:00 | buy | 3 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
8 | 2023.03.01 13:00 | modify | 3 | 0.10 | 1.92478 | 1.91178 | 1.93878 | ||
9 | 2023.03.03 21:00 | buy | 4 | 0.10 | 1.93540 | 0.00000 | 0.00000 | ||
10 | 2023.03.03 21:00 | modify | 4 | 0.10 | 1.93540 | 1.93038 | 1.93878 | ||
11 | 2023.03.03 21:00 | modify | 3 | 0.10 | 1.92478 | 1.93038 | 1.93878 | ||
12 | 2023.03.06 09:00 | t/p | 3 | 0.10 | 1.93878 | 1.93038 | 1.93878 | 84.20 | 10255.44 |
13 | 2023.03.06 09:00 | t/p | 4 | 0.10 | 1.93878 | 1.93038 | 1.93878 | 20.39 | 10275.83 |
14 | 2023.03.10 11:00 | sell | 5 | 0.10 | 1.96139 | 0.00000 | 0.00000 | ||
15 | 2023.03.10 11:00 | modify | 5 | 0.10 | 1.96139 | 1.97439 | 1.94739 | ||
16 | 2023.03.13 14:00 | t/p | 5 | 0.10 | 1.94739 | 1.97439 | 1.94739 | 85.54 | 10361.36 |
17 | 2023.04.11 12:00 | sell | 6 | 0.10 | 2.00182 | 0.00000 | 0.00000 | ||
18 | 2023.04.11 12:00 | modify | 6 | 0.10 | 2.00182 | 2.01482 | 1.98782 | ||
19 | 2023.04.13 16:00 | t/p | 6 | 0.10 | 1.98782 | 2.01482 | 1.98782 | 85.01 | 10446.37 |
20 | 2023.04.13 18:00 | buy | 7 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
21 | 2023.04.13 18:00 | modify | 7 | 0.10 | 1.98644 | 1.97344 | 2.00044 | ||
22 | 2023.04.14 16:00 | t/p | 7 | 0.10 | 2.00044 | 1.97344 | 2.00044 | 85.39 | 10531.77 |
23 | 2023.04.26 10:00 | sell | 8 | 0.10 | 2.03518 | 0.00000 | 0.00000 | ||
24 | 2023.04.26 10:00 | modify | 8 | 0.10 | 2.03518 | 2.04818 | 2.02118 | ||
25 | 2023.04.27 10:00 | sell | 9 | 0.10 | 2.02649 | 0.00000 | 0.00000 | ||
26 | 2023.04.27 10:00 | modify | 9 | 0.10 | 2.02649 | 2.03028 | 2.02118 | ||
27 | 2023.04.27 10:00 | modify | 8 | 0.10 | 2.03518 | 2.03028 | 2.02118 | ||
28 | 2023.04.27 14:00 | s/l | 8 | 0.10 | 2.03028 | 2.03028 | 2.02118 | 29.48 | 10561.24 |
29 | 2023.04.27 14:00 | s/l | 9 | 0.10 | 2.03028 | 2.03028 | 2.02118 | -23.21 | 10538.03 |
30 | 2023.05.08 16:00 | buy | 10 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
31 | 2023.05.08 16:00 | modify | 10 | 0.10 | 1.98977 | 1.97677 | 2.00377 | ||
32 | 2023.05.12 08:00 | t/p | 10 | 0.10 | 2.00377 | 1.97677 | 2.00377 | 83.91 | 10621.94 |
33 | 2023.05.12 12:00 | sell | 11 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
34 | 2023.05.12 12:00 | modify | 11 | 0.10 | 2.01067 | 2.02367 | 1.99667 | ||
35 | 2023.05.17 08:00 | t/p | 11 | 0.10 | 1.99667 | 2.02367 | 1.99667 | 85.19 | 10707.13 |
36 | 2023.05.17 11:00 | buy | 12 | 0.10 | 1.99213 | 0.00000 | 0.00000 | ||
37 | 2023.05.17 11:00 | modify | 12 | 0.10 | 1.99213 | 1.97913 | 2.00613 | ||
38 | 2023.05.17 23:00 | buy | 13 | 0.10 | 2.00074 | 0.00000 | 0.00000 | ||
39 | 2023.05.17 23:00 | modify | 13 | 0.10 | 2.00074 | 1.99703 | 2.00613 | ||
40 | 2023.05.17 23:00 | modify | 12 | 0.10 | 1.99213 | 1.99703 | 2.00613 | ||
41 | 2023.05.18 01:00 | s/l | 12 | 0.10 | 1.99703 | 1.99703 | 2.00613 | 29.10 | 10736.23 |
42 | 2023.05.18 01:00 | s/l | 13 | 0.10 | 1.99703 | 1.99703 | 2.00613 | -23.60 | 10712.62 |
43 | 2023.07.11 13:00 | sell | 14 | 0.10 | 2.08755 | 0.00000 | 0.00000 | ||
44 | 2023.07.11 13:00 | modify | 14 | 0.10 | 2.08755 | 2.10055 | 2.07355 | ||
45 | 2023.07.12 03:00 | sell | 15 | 0.10 | 2.07897 | 0.00000 | 0.00000 | ||
46 | 2023.07.12 03:00 | modify | 15 | 0.10 | 2.07897 | 2.08265 | 2.07355 | ||
47 | 2023.07.12 03:00 | modify | 14 | 0.10 | 2.08755 | 2.08265 | 2.07355 | ||
48 | 2023.07.12 04:00 | s/l | 14 | 0.10 | 2.08265 | 2.08265 | 2.07355 | 29.83 | 10742.45 |
49 | 2023.07.12 04:00 | s/l | 15 | 0.10 | 2.08265 | 2.08265 | 2.07355 | -22.53 | 10719.92 |
50 | 2023.07.31 16:00 | buy | 16 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
51 | 2023.07.31 16:00 | modify | 16 | 0.10 | 2.06784 | 2.05484 | 2.08184 | ||
52 | 2023.08.01 09:00 | t/p | 16 | 0.10 | 2.08184 | 2.05484 | 2.08184 | 85.39 | 10805.31 |
53 | 2023.09.22 14:00 | buy | 17 | 0.10 | 2.05155 | 0.00000 | 0.00000 | ||
54 | 2023.09.22 14:00 | modify | 17 | 0.10 | 2.05155 | 2.03855 | 2.06555 | ||
55 | 2023.09.29 02:00 | s/l | 17 | 0.10 | 2.03855 | 2.03855 | 2.06555 | -81.66 | 10723.65 |
56 | 2023.11.06 12:00 | sell | 18 | 0.10 | 2.07711 | 0.00000 | 0.00000 | ||
57 | 2023.11.06 12:00 | modify | 18 | 0.10 | 2.07711 | 2.09011 | 2.06311 | ||
58 | 2023.11.06 19:00 | sell | 19 | 0.10 | 2.06871 | 0.00000 | 0.00000 | ||
59 | 2023.11.06 19:00 | modify | 19 | 0.10 | 2.06871 | 2.07221 | 2.06311 | ||
60 | 2023.11.06 19:00 | modify | 18 | 0.10 | 2.07711 | 2.07221 | 2.06311 | ||
61 | 2023.11.07 01:00 | s/l | 18 | 0.10 | 2.07221 | 2.07221 | 2.06311 | 29.83 | 10753.48 |
62 | 2023.11.07 01:00 | s/l | 19 | 0.10 | 2.07221 | 2.07221 | 2.06311 | -21.60 | 10731.87 |
63 | 2023.11.15 10:00 | buy | 20 | 0.10 | 2.06490 | 0.00000 | 0.00000 | ||
64 | 2023.11.15 10:00 | modify | 20 | 0.10 | 2.06490 | 2.05190 | 2.07890 | ||
65 | 2023.11.16 21:00 | t/p | 20 | 0.10 | 2.07890 | 2.05190 | 2.07890 | 84.80 | 10816.67 |