Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
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 | 157686 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 451.86 | Gross profit | 556.97 | Gross loss | -105.11 |
Profit factor | 5.30 | Expected payoff | 15.06 | ||
Absolute drawdown | 44.62 | Maximal drawdown | 117.47 (1.14%) | Relative drawdown | 1.14% (117.47) |
Total trades | 30 | Short positions (won %) | 8 (75.00%) | Long positions (won %) | 22 (77.27%) |
Profit trades (% of total) | 23 (76.67%) | Loss trades (% of total) | 7 (23.33%) | ||
Largest | profit trade | 49.44 | loss trade | -18.72 | |
Average | profit trade | 24.22 | loss trade | -15.02 | |
Maximum | consecutive wins (profit in money) | 10 (284.15) | consecutive losses (loss in money) | 1 (-18.72) | |
Maximal | consecutive profit (count of wins) | 284.15 (10) | consecutive loss (count of losses) | -18.72 (1) | |
Average | consecutive wins | 3 | 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 | 2023.09.07 14:50 | buy | 2 | 0.10 | 2.12301 | 0.00000 | 0.00000 | ||
4 | 2023.09.07 14:50 | modify | 2 | 0.10 | 2.12301 | 2.12018 | 2.12778 | ||
5 | 2023.09.07 14:50 | modify | 1 | 0.10 | 2.11978 | 2.12018 | 2.12778 | ||
6 | 2023.09.07 19:20 | s/l | 1 | 0.10 | 2.12018 | 2.12018 | 2.12778 | 2.47 | 10002.47 |
7 | 2023.09.07 19:20 | s/l | 2 | 0.10 | 2.12018 | 2.12018 | 2.12778 | -17.49 | 9984.98 |
8 | 2023.09.22 14:00 | buy | 3 | 0.10 | 2.05155 | 0.00000 | 0.00000 | ||
9 | 2023.09.22 14:00 | modify | 3 | 0.10 | 2.05155 | 2.03655 | 2.05955 | ||
10 | 2023.09.24 21:37 | buy | 4 | 0.10 | 2.05475 | 0.00000 | 0.00000 | ||
11 | 2023.09.24 21:37 | modify | 4 | 0.10 | 2.05475 | 2.05195 | 2.05955 | ||
12 | 2023.09.24 21:37 | modify | 3 | 0.10 | 2.05155 | 2.05195 | 2.05955 | ||
13 | 2023.09.24 21:50 | s/l | 3 | 0.10 | 2.05195 | 2.05195 | 2.05955 | 2.47 | 9987.45 |
14 | 2023.09.24 21:50 | s/l | 4 | 0.10 | 2.05195 | 2.05195 | 2.05955 | -17.30 | 9970.15 |
15 | 2023.11.06 12:00 | sell | 5 | 0.10 | 2.07711 | 0.00000 | 0.00000 | ||
16 | 2023.11.06 12:00 | modify | 5 | 0.10 | 2.07711 | 2.09211 | 2.06911 | ||
17 | 2023.11.06 13:50 | sell | 6 | 0.10 | 2.07370 | 0.00000 | 0.00000 | ||
18 | 2023.11.06 13:50 | modify | 6 | 0.10 | 2.07370 | 2.07671 | 2.06911 | ||
19 | 2023.11.06 13:50 | modify | 5 | 0.10 | 2.07711 | 2.07671 | 2.06911 | ||
20 | 2023.11.06 15:20 | sell | 7 | 0.10 | 2.07243 | 0.00000 | 0.00000 | ||
21 | 2023.11.06 15:20 | modify | 7 | 0.10 | 2.07243 | 2.07431 | 2.06911 | ||
22 | 2023.11.06 15:20 | modify | 6 | 0.10 | 2.07370 | 2.07431 | 2.06911 | ||
23 | 2023.11.06 15:20 | modify | 5 | 0.10 | 2.07711 | 2.07431 | 2.06911 | ||
24 | 2023.11.06 15:40 | sell | 8 | 0.10 | 2.07206 | 0.00000 | 0.00000 | ||
25 | 2023.11.06 15:40 | modify | 8 | 0.10 | 2.07206 | 2.07431 | 2.06911 | ||
26 | 2023.11.06 18:50 | t/p | 5 | 0.10 | 2.06911 | 2.07431 | 2.06911 | 49.44 | 10019.59 |
27 | 2023.11.06 18:50 | t/p | 6 | 0.10 | 2.06911 | 2.07431 | 2.06911 | 28.37 | 10047.96 |
28 | 2023.11.06 18:50 | t/p | 7 | 0.10 | 2.06911 | 2.07431 | 2.06911 | 20.52 | 10068.48 |
29 | 2023.11.06 18:50 | t/p | 8 | 0.10 | 2.06911 | 2.07431 | 2.06911 | 18.23 | 10086.71 |
30 | 2023.11.15 10:00 | buy | 9 | 0.10 | 2.06490 | 0.00000 | 0.00000 | ||
31 | 2023.11.15 10:00 | modify | 9 | 0.10 | 2.06490 | 2.04990 | 2.07290 | ||
32 | 2023.11.16 00:55 | buy | 10 | 0.10 | 2.06835 | 0.00000 | 0.00000 | ||
33 | 2023.11.16 00:55 | modify | 10 | 0.10 | 2.06835 | 2.06530 | 2.07290 | ||
34 | 2023.11.16 00:55 | modify | 9 | 0.10 | 2.06490 | 2.06530 | 2.07290 | ||
35 | 2023.11.16 01:20 | buy | 11 | 0.10 | 2.06952 | 0.00000 | 0.00000 | ||
36 | 2023.11.16 01:20 | modify | 11 | 0.10 | 2.06952 | 2.06770 | 2.07290 | ||
37 | 2023.11.16 01:20 | modify | 10 | 0.10 | 2.06835 | 2.06770 | 2.07290 | ||
38 | 2023.11.16 01:20 | modify | 9 | 0.10 | 2.06490 | 2.06770 | 2.07290 | ||
39 | 2023.11.16 01:35 | buy | 12 | 0.10 | 2.06991 | 0.00000 | 0.00000 | ||
40 | 2023.11.16 01:35 | modify | 12 | 0.10 | 2.06991 | 2.06770 | 2.07290 | ||
41 | 2023.11.16 01:50 | t/p | 9 | 0.10 | 2.07290 | 2.06770 | 2.07290 | 48.23 | 10134.94 |
42 | 2023.11.16 01:50 | t/p | 10 | 0.10 | 2.07290 | 2.06770 | 2.07290 | 28.11 | 10163.05 |
43 | 2023.11.16 01:50 | t/p | 11 | 0.10 | 2.07290 | 2.06770 | 2.07290 | 20.88 | 10183.93 |
44 | 2023.11.16 01:50 | t/p | 12 | 0.10 | 2.07290 | 2.06770 | 2.07290 | 18.47 | 10202.40 |
45 | 2023.11.23 04:00 | buy | 13 | 0.10 | 2.06697 | 0.00000 | 0.00000 | ||
46 | 2023.11.23 04:00 | modify | 13 | 0.10 | 2.06697 | 2.05197 | 2.07497 | ||
47 | 2023.11.23 09:46 | t/p | 13 | 0.10 | 2.07497 | 2.05197 | 2.07497 | 49.43 | 10251.83 |
48 | 2023.12.20 13:00 | buy | 14 | 0.10 | 2.01187 | 0.00000 | 0.00000 | ||
49 | 2023.12.20 13:00 | modify | 14 | 0.10 | 2.01187 | 1.99687 | 2.01987 | ||
50 | 2023.12.20 15:02 | buy | 15 | 0.10 | 2.01530 | 0.00000 | 0.00000 | ||
51 | 2023.12.20 15:02 | modify | 15 | 0.10 | 2.01530 | 2.01227 | 2.01987 | ||
52 | 2023.12.20 15:02 | modify | 14 | 0.10 | 2.01187 | 2.01227 | 2.01987 | ||
53 | 2023.12.20 15:50 | s/l | 14 | 0.10 | 2.01227 | 2.01227 | 2.01987 | 2.47 | 10254.30 |
54 | 2023.12.20 15:50 | s/l | 15 | 0.10 | 2.01227 | 2.01227 | 2.01987 | -18.72 | 10235.58 |
55 | 2024.02.09 11:00 | buy | 16 | 0.10 | 2.05342 | 0.00000 | 0.00000 | ||
56 | 2024.02.09 11:00 | modify | 16 | 0.10 | 2.05342 | 2.03842 | 2.06142 | ||
57 | 2024.02.09 14:20 | buy | 17 | 0.10 | 2.05788 | 0.00000 | 0.00000 | ||
58 | 2024.02.09 14:20 | modify | 17 | 0.10 | 2.05788 | 2.05622 | 2.06142 | ||
59 | 2024.02.09 14:20 | modify | 16 | 0.10 | 2.05342 | 2.05622 | 2.06142 | ||
60 | 2024.02.09 14:27 | s/l | 16 | 0.10 | 2.05622 | 2.05622 | 2.06142 | 17.30 | 10252.88 |
61 | 2024.02.09 14:27 | s/l | 17 | 0.10 | 2.05622 | 2.05622 | 2.06142 | -10.26 | 10242.62 |
62 | 2024.02.13 05:00 | sell | 18 | 0.10 | 2.06785 | 0.00000 | 0.00000 | ||
63 | 2024.02.13 05:00 | modify | 18 | 0.10 | 2.06785 | 2.08285 | 2.05985 | ||
64 | 2024.02.14 08:07 | sell | 19 | 0.10 | 2.06338 | 0.00000 | 0.00000 | ||
65 | 2024.02.14 08:07 | modify | 19 | 0.10 | 2.06338 | 2.06505 | 2.05985 | ||
66 | 2024.02.14 08:07 | modify | 18 | 0.10 | 2.06785 | 2.06505 | 2.05985 | ||
67 | 2024.02.14 08:10 | s/l | 18 | 0.10 | 2.06505 | 2.06505 | 2.05985 | 17.08 | 10259.70 |
68 | 2024.02.14 08:10 | s/l | 19 | 0.10 | 2.06505 | 2.06505 | 2.05985 | -10.32 | 10249.38 |
69 | 2024.02.15 15:00 | buy | 20 | 0.10 | 2.05578 | 0.00000 | 0.00000 | ||
70 | 2024.02.15 15:00 | modify | 20 | 0.10 | 2.05578 | 2.04078 | 2.06378 | ||
71 | 2024.02.15 15:50 | buy | 21 | 0.10 | 2.05915 | 0.00000 | 0.00000 | ||
72 | 2024.02.15 15:50 | modify | 21 | 0.10 | 2.05915 | 2.05618 | 2.06378 | ||
73 | 2024.02.15 15:50 | modify | 20 | 0.10 | 2.05578 | 2.05618 | 2.06378 | ||
74 | 2024.02.15 16:15 | buy | 22 | 0.10 | 2.06063 | 0.00000 | 0.00000 | ||
75 | 2024.02.15 16:15 | modify | 22 | 0.10 | 2.06063 | 2.05858 | 2.06378 | ||
76 | 2024.02.15 16:15 | modify | 21 | 0.10 | 2.05915 | 2.05858 | 2.06378 | ||
77 | 2024.02.15 16:15 | modify | 20 | 0.10 | 2.05578 | 2.05858 | 2.06378 | ||
78 | 2024.02.15 19:22 | buy | 23 | 0.10 | 2.06029 | 0.00000 | 0.00000 | ||
79 | 2024.02.15 19:22 | modify | 23 | 0.10 | 2.06029 | 2.05858 | 2.06378 | ||
80 | 2024.02.16 00:45 | t/p | 20 | 0.10 | 2.06378 | 2.05858 | 2.06378 | 49.03 | 10298.41 |
81 | 2024.02.16 00:45 | t/p | 21 | 0.10 | 2.06378 | 2.05858 | 2.06378 | 28.21 | 10326.62 |
82 | 2024.02.16 00:45 | t/p | 22 | 0.10 | 2.06378 | 2.05858 | 2.06378 | 19.06 | 10345.68 |
83 | 2024.02.16 00:45 | t/p | 23 | 0.10 | 2.06378 | 2.05858 | 2.06378 | 21.16 | 10366.84 |
84 | 2024.02.20 13:00 | buy | 24 | 0.10 | 2.04154 | 0.00000 | 0.00000 | ||
85 | 2024.02.20 13:00 | modify | 24 | 0.10 | 2.04154 | 2.02654 | 2.04954 | ||
86 | 2024.02.20 14:15 | buy | 25 | 0.10 | 2.04504 | 0.00000 | 0.00000 | ||
87 | 2024.02.20 14:15 | modify | 25 | 0.10 | 2.04504 | 2.04194 | 2.04954 | ||
88 | 2024.02.20 14:15 | modify | 24 | 0.10 | 2.04154 | 2.04194 | 2.04954 | ||
89 | 2024.02.20 14:40 | buy | 26 | 0.10 | 2.04646 | 0.00000 | 0.00000 | ||
90 | 2024.02.20 14:40 | modify | 26 | 0.10 | 2.04646 | 2.04434 | 2.04954 | ||
91 | 2024.02.20 14:40 | modify | 25 | 0.10 | 2.04504 | 2.04434 | 2.04954 | ||
92 | 2024.02.20 14:40 | modify | 24 | 0.10 | 2.04154 | 2.04434 | 2.04954 | ||
93 | 2024.02.20 15:32 | t/p | 24 | 0.10 | 2.04954 | 2.04434 | 2.04954 | 49.43 | 10416.27 |
94 | 2024.02.20 15:32 | t/p | 25 | 0.10 | 2.04954 | 2.04434 | 2.04954 | 27.81 | 10444.08 |
95 | 2024.02.20 15:32 | t/p | 26 | 0.10 | 2.04954 | 2.04434 | 2.04954 | 19.03 | 10463.11 |
96 | 2024.07.10 11:00 | sell | 27 | 0.10 | 2.10947 | 0.00000 | 0.00000 | ||
97 | 2024.07.10 11:00 | modify | 27 | 0.10 | 2.10947 | 2.12447 | 2.10147 | ||
98 | 2024.07.10 12:15 | sell | 28 | 0.10 | 2.10619 | 0.00000 | 0.00000 | ||
99 | 2024.07.10 12:15 | modify | 28 | 0.10 | 2.10619 | 2.10907 | 2.10147 | ||
100 | 2024.07.10 12:15 | modify | 27 | 0.10 | 2.10947 | 2.10907 | 2.10147 | ||
101 | 2024.07.10 13:45 | s/l | 27 | 0.10 | 2.10907 | 2.10907 | 2.10147 | 2.47 | 10465.58 |
102 | 2024.07.10 13:45 | s/l | 28 | 0.10 | 2.10907 | 2.10907 | 2.10147 | -17.80 | 10447.78 |
103 | 2024.08.29 06:00 | buy | 29 | 0.10 | 2.10051 | 0.00000 | 0.00000 | ||
104 | 2024.08.29 06:00 | modify | 29 | 0.10 | 2.10051 | 2.08551 | 2.10851 | ||
105 | 2024.08.29 06:37 | buy | 30 | 0.10 | 2.10545 | 0.00000 | 0.00000 | ||
106 | 2024.08.29 06:37 | modify | 30 | 0.10 | 2.10545 | 2.10331 | 2.10851 | ||
107 | 2024.08.29 06:37 | modify | 29 | 0.10 | 2.10051 | 2.10331 | 2.10851 | ||
108 | 2024.08.29 06:50 | s/l | 29 | 0.10 | 2.10331 | 2.10331 | 2.10851 | 17.30 | 10465.08 |
109 | 2024.08.29 06:50 | s/l | 30 | 0.10 | 2.10331 | 2.10331 | 2.10851 | -13.22 | 10451.86 |