Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 23:59 (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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=40; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 2606 | Ticks modelled | 4212 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 240.40 | Gross profit | 491.72 | Gross loss | -251.31 |
Profit factor | 1.96 | Expected payoff | 15.03 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 182.79 (1.77%) | Relative drawdown | 1.77% (182.79) |
Total trades | 16 | Short positions (won %) | 9 (55.56%) | Long positions (won %) | 7 (14.29%) |
Profit trades (% of total) | 6 (37.50%) | Loss trades (% of total) | 10 (62.50%) | ||
Largest | profit trade | 92.70 | loss trade | -25.92 | |
Average | profit trade | 81.95 | loss trade | -25.13 | |
Maximum | consecutive wins (profit in money) | 2 (124.22) | consecutive losses (loss in money) | 7 (-176.12) | |
Maximal | consecutive profit (count of wins) | 124.22 (2) | consecutive loss (count of losses) | -176.12 (7) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.05 16:00 | sell | 1 | 0.10 | 2.13865 | 0.00000 | 0.00000 | ||
2 | 2023.09.05 16:00 | modify | 1 | 0.10 | 2.13865 | 2.14265 | 2.12365 | ||
3 | 2023.09.07 00:00 | sell | 2 | 0.10 | 2.12890 | 0.00000 | 0.00000 | ||
4 | 2023.09.07 00:00 | modify | 2 | 0.10 | 2.12890 | 2.13265 | 2.12365 | ||
5 | 2023.09.07 00:00 | modify | 1 | 0.10 | 2.13865 | 2.13265 | 2.12365 | ||
6 | 2023.09.07 08:00 | t/p | 1 | 0.10 | 2.12365 | 2.13265 | 2.12365 | 91.77 | 10091.77 |
7 | 2023.09.07 08:00 | t/p | 2 | 0.10 | 2.12365 | 2.13265 | 2.12365 | 32.45 | 10124.22 |
8 | 2023.09.22 20:00 | buy | 3 | 0.10 | 2.05378 | 0.00000 | 0.00000 | ||
9 | 2023.09.22 20:00 | modify | 3 | 0.10 | 2.05378 | 2.04978 | 2.06878 | ||
10 | 2023.09.25 12:00 | s/l | 3 | 0.10 | 2.04978 | 2.04978 | 2.06878 | -25.12 | 10099.10 |
11 | 2023.11.01 04:00 | sell | 4 | 0.10 | 2.09195 | 0.00000 | 0.00000 | ||
12 | 2023.11.01 04:00 | modify | 4 | 0.10 | 2.09195 | 2.09595 | 2.07695 | ||
13 | 2023.11.01 16:00 | t/p | 4 | 0.10 | 2.07695 | 2.09595 | 2.07695 | 92.70 | 10191.80 |
14 | 2023.11.02 16:00 | buy | 5 | 0.10 | 2.06908 | 0.00000 | 0.00000 | ||
15 | 2023.11.02 16:00 | modify | 5 | 0.10 | 2.06908 | 2.06508 | 2.08408 | ||
16 | 2023.11.03 08:00 | s/l | 5 | 0.10 | 2.06508 | 2.06508 | 2.08408 | -25.12 | 10166.68 |
17 | 2023.11.14 12:00 | sell | 6 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
18 | 2023.11.14 12:00 | modify | 6 | 0.10 | 2.09351 | 2.09751 | 2.07851 | ||
19 | 2023.11.15 04:00 | t/p | 6 | 0.10 | 2.07851 | 2.09751 | 2.07851 | 92.47 | 10259.14 |
20 | 2024.01.15 16:00 | sell | 7 | 0.10 | 2.05401 | 0.00000 | 0.00000 | ||
21 | 2024.01.15 16:00 | modify | 7 | 0.10 | 2.05401 | 2.05801 | 2.03901 | ||
22 | 2024.01.16 04:00 | s/l | 7 | 0.10 | 2.05801 | 2.05801 | 2.03901 | -24.95 | 10234.19 |
23 | 2024.02.13 20:00 | sell | 8 | 0.10 | 2.07819 | 0.00000 | 0.00000 | ||
24 | 2024.02.13 20:00 | modify | 8 | 0.10 | 2.07819 | 2.08219 | 2.06319 | ||
25 | 2024.02.14 12:00 | t/p | 8 | 0.10 | 2.06319 | 2.08219 | 2.06319 | 92.47 | 10326.65 |
26 | 2024.02.28 08:00 | sell | 9 | 0.10 | 2.07222 | 0.00000 | 0.00000 | ||
27 | 2024.02.28 08:00 | modify | 9 | 0.10 | 2.07222 | 2.07622 | 2.05722 | ||
28 | 2024.02.28 16:00 | s/l | 9 | 0.10 | 2.07622 | 2.07622 | 2.05722 | -24.72 | 10301.93 |
29 | 2024.02.28 20:00 | sell | 10 | 0.10 | 2.07668 | 0.00000 | 0.00000 | ||
30 | 2024.02.28 20:00 | modify | 10 | 0.10 | 2.07668 | 2.08068 | 2.06168 | ||
31 | 2024.02.29 12:00 | s/l | 10 | 0.10 | 2.08068 | 2.08068 | 2.06168 | -25.42 | 10276.51 |
32 | 2024.04.16 08:00 | sell | 11 | 0.10 | 2.11224 | 0.00000 | 0.00000 | ||
33 | 2024.04.16 08:00 | modify | 11 | 0.10 | 2.11224 | 2.11624 | 2.09724 | ||
34 | 2024.04.16 12:00 | s/l | 11 | 0.10 | 2.11624 | 2.11624 | 2.09724 | -24.72 | 10251.79 |
35 | 2024.05.03 20:00 | buy | 12 | 0.10 | 2.08715 | 0.00000 | 0.00000 | ||
36 | 2024.05.03 20:00 | modify | 12 | 0.10 | 2.08715 | 2.08315 | 2.10215 | ||
37 | 2024.05.08 00:00 | s/l | 12 | 0.10 | 2.08315 | 2.08315 | 2.10215 | -25.91 | 10225.88 |
38 | 2024.07.31 12:00 | buy | 13 | 0.10 | 2.16847 | 0.00000 | 0.00000 | ||
39 | 2024.07.31 12:00 | modify | 13 | 0.10 | 2.16847 | 2.16447 | 2.18347 | ||
40 | 2024.07.31 16:00 | s/l | 13 | 0.10 | 2.16447 | 2.16447 | 2.18347 | -24.72 | 10201.16 |
41 | 2024.07.31 20:00 | buy | 14 | 0.10 | 2.16000 | 0.00000 | 0.00000 | ||
42 | 2024.07.31 20:00 | modify | 14 | 0.10 | 2.16000 | 2.15600 | 2.17500 | ||
43 | 2024.08.01 08:00 | s/l | 14 | 0.10 | 2.15600 | 2.15600 | 2.17500 | -25.92 | 10175.24 |
44 | 2024.08.01 12:00 | buy | 15 | 0.10 | 2.15241 | 0.00000 | 0.00000 | ||
45 | 2024.08.01 12:00 | modify | 15 | 0.10 | 2.15241 | 2.14841 | 2.16741 | ||
46 | 2024.08.01 16:00 | s/l | 15 | 0.10 | 2.14841 | 2.14841 | 2.16741 | -24.71 | 10150.53 |
47 | 2024.08.07 16:00 | buy | 16 | 0.10 | 2.11543 | 0.00000 | 0.00000 | ||
48 | 2024.08.07 16:00 | modify | 16 | 0.10 | 2.11543 | 2.11143 | 2.13043 | ||
49 | 2024.08.14 04:00 | t/p | 16 | 0.10 | 2.13043 | 2.11143 | 2.13043 | 89.87 | 10240.40 |