Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:59 (2023.09.01 - 2024.09.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=8; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; 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=150; IT_TakeProfit=80; 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=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 7207 | Ticks modelled | 13414 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | -13.81 | Gross profit | 333.15 | Gross loss | -346.95 |
Profit factor | 0.96 | Expected payoff | -0.77 | ||
Absolute drawdown | 191.00 | Maximal drawdown | 206.76 (2.06%) | Relative drawdown | 2.06% (206.76) |
Total trades | 18 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 12 (58.33%) |
Profit trades (% of total) | 11 (61.11%) | Loss trades (% of total) | 7 (38.89%) | ||
Largest | profit trade | 49.45 | loss trade | -95.50 | |
Average | profit trade | 30.29 | loss trade | -49.56 | |
Maximum | consecutive wins (profit in money) | 6 (212.65) | consecutive losses (loss in money) | 2 (-191.00) | |
Maximal | consecutive profit (count of wins) | 212.65 (6) | consecutive loss (count of losses) | -191.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.07 09:00 | buy | 1 | 0.10 | 2.11978 | 0.00000 | 0.00000 | ||
2 | 2023.09.07 09:00 | modify | 1 | 0.10 | 2.11978 | 2.10478 | 2.12778 | ||
3 | 2023.09.14 02:00 | s/l | 1 | 0.10 | 2.10478 | 2.10478 | 2.12778 | -95.50 | 9904.50 |
4 | 2023.09.22 14:00 | buy | 2 | 0.10 | 2.05155 | 0.00000 | 0.00000 | ||
5 | 2023.09.22 14:00 | modify | 2 | 0.10 | 2.05155 | 2.03655 | 2.05955 | ||
6 | 2023.09.29 03:00 | s/l | 2 | 0.10 | 2.03655 | 2.03655 | 2.05955 | -95.50 | 9809.00 |
7 | 2023.11.06 12:00 | sell | 3 | 0.10 | 2.07711 | 0.00000 | 0.00000 | ||
8 | 2023.11.06 12:00 | modify | 3 | 0.10 | 2.07711 | 2.09211 | 2.06911 | ||
9 | 2023.11.06 14:00 | sell | 4 | 0.10 | 2.07388 | 0.00000 | 0.00000 | ||
10 | 2023.11.06 14:00 | modify | 4 | 0.10 | 2.07388 | 2.07671 | 2.06911 | ||
11 | 2023.11.06 14:00 | modify | 3 | 0.10 | 2.07711 | 2.07671 | 2.06911 | ||
12 | 2023.11.06 16:00 | sell | 5 | 0.10 | 2.07214 | 0.00000 | 0.00000 | ||
13 | 2023.11.06 16:00 | modify | 5 | 0.10 | 2.07214 | 2.07431 | 2.06911 | ||
14 | 2023.11.06 16:00 | modify | 4 | 0.10 | 2.07388 | 2.07431 | 2.06911 | ||
15 | 2023.11.06 16:00 | modify | 3 | 0.10 | 2.07711 | 2.07431 | 2.06911 | ||
16 | 2023.11.06 19:00 | t/p | 3 | 0.10 | 2.06911 | 2.07431 | 2.06911 | 49.45 | 9858.45 |
17 | 2023.11.06 19:00 | t/p | 4 | 0.10 | 2.06911 | 2.07431 | 2.06911 | 29.49 | 9887.94 |
18 | 2023.11.06 19:00 | t/p | 5 | 0.10 | 2.06911 | 2.07431 | 2.06911 | 18.73 | 9906.67 |
19 | 2023.11.15 10:00 | buy | 6 | 0.10 | 2.06490 | 0.00000 | 0.00000 | ||
20 | 2023.11.15 10:00 | modify | 6 | 0.10 | 2.06490 | 2.04990 | 2.07290 | ||
21 | 2023.11.16 02:00 | t/p | 6 | 0.10 | 2.07290 | 2.04990 | 2.07290 | 48.24 | 9954.91 |
22 | 2023.11.23 04:00 | buy | 7 | 0.10 | 2.06697 | 0.00000 | 0.00000 | ||
23 | 2023.11.23 04:00 | modify | 7 | 0.10 | 2.06697 | 2.05197 | 2.07497 | ||
24 | 2023.11.23 10:00 | t/p | 7 | 0.10 | 2.07497 | 2.05197 | 2.07497 | 49.44 | 10004.35 |
25 | 2023.12.20 13:00 | buy | 8 | 0.10 | 2.01187 | 0.00000 | 0.00000 | ||
26 | 2023.12.20 13:00 | modify | 8 | 0.10 | 2.01187 | 1.99687 | 2.01987 | ||
27 | 2023.12.20 18:00 | buy | 9 | 0.10 | 2.01685 | 0.00000 | 0.00000 | ||
28 | 2023.12.20 18:00 | modify | 9 | 0.10 | 2.01685 | 2.01467 | 2.01987 | ||
29 | 2023.12.20 18:00 | modify | 8 | 0.10 | 2.01187 | 2.01467 | 2.01987 | ||
30 | 2023.12.20 19:00 | s/l | 8 | 0.10 | 2.01467 | 2.01467 | 2.01987 | 17.30 | 10021.65 |
31 | 2023.12.20 19:00 | s/l | 9 | 0.10 | 2.01467 | 2.01467 | 2.01987 | -13.47 | 10008.18 |
32 | 2024.02.09 11:00 | buy | 10 | 0.10 | 2.05342 | 0.00000 | 0.00000 | ||
33 | 2024.02.09 11:00 | modify | 10 | 0.10 | 2.05342 | 2.03842 | 2.06142 | ||
34 | 2024.02.09 15:00 | buy | 11 | 0.10 | 2.05663 | 0.00000 | 0.00000 | ||
35 | 2024.02.09 15:00 | modify | 11 | 0.10 | 2.05663 | 2.05382 | 2.06142 | ||
36 | 2024.02.09 15:00 | modify | 10 | 0.10 | 2.05342 | 2.05382 | 2.06142 | ||
37 | 2024.02.09 20:00 | s/l | 10 | 0.10 | 2.05382 | 2.05382 | 2.06142 | 2.47 | 10010.65 |
38 | 2024.02.09 20:00 | s/l | 11 | 0.10 | 2.05382 | 2.05382 | 2.06142 | -17.37 | 9993.28 |
39 | 2024.02.13 05:00 | sell | 12 | 0.10 | 2.06785 | 0.00000 | 0.00000 | ||
40 | 2024.02.13 05:00 | modify | 12 | 0.10 | 2.06785 | 2.08285 | 2.05985 | ||
41 | 2024.02.14 16:00 | sell | 13 | 0.10 | 2.06289 | 0.00000 | 0.00000 | ||
42 | 2024.02.14 16:00 | modify | 13 | 0.10 | 2.06289 | 2.06505 | 2.05985 | ||
43 | 2024.02.14 16:00 | modify | 12 | 0.10 | 2.06785 | 2.06505 | 2.05985 | ||
44 | 2024.02.14 20:00 | s/l | 12 | 0.10 | 2.06505 | 2.06505 | 2.05985 | 17.08 | 10010.36 |
45 | 2024.02.14 20:00 | s/l | 13 | 0.10 | 2.06505 | 2.06505 | 2.05985 | -13.35 | 9997.01 |
46 | 2024.02.15 15:00 | buy | 14 | 0.10 | 2.05578 | 0.00000 | 0.00000 | ||
47 | 2024.02.15 15:00 | modify | 14 | 0.10 | 2.05578 | 2.04078 | 2.06378 | ||
48 | 2024.02.16 01:00 | t/p | 14 | 0.10 | 2.06378 | 2.04078 | 2.06378 | 49.04 | 10046.05 |
49 | 2024.02.20 13:00 | buy | 15 | 0.10 | 2.04154 | 0.00000 | 0.00000 | ||
50 | 2024.02.20 13:00 | modify | 15 | 0.10 | 2.04154 | 2.02654 | 2.04954 | ||
51 | 2024.02.20 16:00 | t/p | 15 | 0.10 | 2.04954 | 2.02654 | 2.04954 | 49.44 | 10095.49 |
52 | 2024.07.10 11:00 | sell | 16 | 0.10 | 2.10947 | 0.00000 | 0.00000 | ||
53 | 2024.07.10 11:00 | modify | 16 | 0.10 | 2.10947 | 2.12447 | 2.10147 | ||
54 | 2024.07.12 02:00 | s/l | 16 | 0.10 | 2.12447 | 2.12447 | 2.10147 | -93.65 | 10001.83 |
55 | 2024.08.29 06:00 | buy | 17 | 0.10 | 2.10051 | 0.00000 | 0.00000 | ||
56 | 2024.08.29 06:00 | modify | 17 | 0.10 | 2.10051 | 2.08551 | 2.10851 | ||
57 | 2024.08.29 07:00 | buy | 18 | 0.10 | 2.10384 | 0.00000 | 0.00000 | ||
58 | 2024.08.29 07:00 | modify | 18 | 0.10 | 2.10384 | 2.10091 | 2.10851 | ||
59 | 2024.08.29 07:00 | modify | 17 | 0.10 | 2.10051 | 2.10091 | 2.10851 | ||
60 | 2024.08.29 09:00 | s/l | 17 | 0.10 | 2.10091 | 2.10091 | 2.10851 | 2.47 | 10004.30 |
61 | 2024.08.29 09:00 | s/l | 18 | 0.10 | 2.10091 | 2.10091 | 2.10851 | -18.11 | 9986.19 |