Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=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 | 79506 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 449.87 | Gross profit | 680.14 | Gross loss | -230.27 |
Profit factor | 2.95 | Expected payoff | 17.30 | ||
Absolute drawdown | 7.79 | Maximal drawdown | 174.42 (1.65%) | Relative drawdown | 1.65% (174.42) |
Total trades | 26 | Short positions (won %) | 16 (68.75%) | Long positions (won %) | 10 (30.00%) |
Profit trades (% of total) | 14 (53.85%) | Loss trades (% of total) | 12 (46.15%) | ||
Largest | profit trade | 92.76 | loss trade | -25.93 | |
Average | profit trade | 48.58 | loss trade | -19.19 | |
Maximum | consecutive wins (profit in money) | 5 (258.48) | consecutive losses (loss in money) | 4 (-85.71) | |
Maximal | consecutive profit (count of wins) | 258.48 (5) | consecutive loss (count of losses) | -85.71 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | 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 | 2023.09.05 21:05 | sell | 2 | 0.10 | 2.13326 | 0.00000 | 0.00000 | ||
4 | 2023.09.05 21:05 | modify | 2 | 0.10 | 2.13326 | 2.13490 | 2.12365 | ||
5 | 2023.09.05 21:05 | modify | 1 | 0.10 | 2.13865 | 2.13490 | 2.12365 | ||
6 | 2023.09.05 21:20 | s/l | 1 | 0.10 | 2.13490 | 2.13490 | 2.12365 | 23.19 | 10023.19 |
7 | 2023.09.05 21:20 | s/l | 2 | 0.10 | 2.13490 | 2.13490 | 2.12365 | -10.14 | 10013.05 |
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 05:40 | buy | 4 | 0.10 | 2.05917 | 0.00000 | 0.00000 | ||
11 | 2023.09.25 05:40 | modify | 4 | 0.10 | 2.05917 | 2.05753 | 2.06878 | ||
12 | 2023.09.25 05:40 | modify | 3 | 0.10 | 2.05378 | 2.05753 | 2.06878 | ||
13 | 2023.09.25 06:30 | s/l | 3 | 0.10 | 2.05753 | 2.05753 | 2.06878 | 22.79 | 10035.84 |
14 | 2023.09.25 06:30 | s/l | 4 | 0.10 | 2.05753 | 2.05753 | 2.06878 | -10.14 | 10025.70 |
15 | 2023.11.01 04:00 | sell | 5 | 0.10 | 2.09195 | 0.00000 | 0.00000 | ||
16 | 2023.11.01 04:00 | modify | 5 | 0.10 | 2.09195 | 2.09595 | 2.07695 | ||
17 | 2023.11.01 09:20 | sell | 6 | 0.10 | 2.08648 | 0.00000 | 0.00000 | ||
18 | 2023.11.01 09:20 | modify | 6 | 0.10 | 2.08648 | 2.08820 | 2.07695 | ||
19 | 2023.11.01 09:20 | modify | 5 | 0.10 | 2.09195 | 2.08820 | 2.07695 | ||
20 | 2023.11.01 09:30 | sell | 7 | 0.10 | 2.08586 | 0.00000 | 0.00000 | ||
21 | 2023.11.01 09:30 | modify | 7 | 0.10 | 2.08586 | 2.08820 | 2.07695 | ||
22 | 2023.11.01 12:10 | sell | 8 | 0.10 | 2.08206 | 0.00000 | 0.00000 | ||
23 | 2023.11.01 12:10 | modify | 8 | 0.10 | 2.08206 | 2.08595 | 2.07695 | ||
24 | 2023.11.01 12:10 | modify | 7 | 0.10 | 2.08586 | 2.08595 | 2.07695 | ||
25 | 2023.11.01 12:10 | modify | 6 | 0.10 | 2.08648 | 2.08595 | 2.07695 | ||
26 | 2023.11.01 12:10 | modify | 5 | 0.10 | 2.09195 | 2.08595 | 2.07695 | ||
27 | 2023.11.01 14:05 | t/p | 5 | 0.10 | 2.07695 | 2.08595 | 2.07695 | 92.76 | 10118.46 |
28 | 2023.11.01 14:05 | t/p | 6 | 0.10 | 2.07695 | 2.08595 | 2.07695 | 58.93 | 10177.39 |
29 | 2023.11.01 14:05 | t/p | 7 | 0.10 | 2.07695 | 2.08595 | 2.07695 | 55.10 | 10232.49 |
30 | 2023.11.01 14:05 | t/p | 8 | 0.10 | 2.07695 | 2.08595 | 2.07695 | 31.60 | 10264.09 |
31 | 2023.11.02 16:00 | buy | 9 | 0.10 | 2.06908 | 0.00000 | 0.00000 | ||
32 | 2023.11.02 16:00 | modify | 9 | 0.10 | 2.06908 | 2.06508 | 2.08408 | ||
33 | 2023.11.03 07:30 | s/l | 9 | 0.10 | 2.06508 | 2.06508 | 2.08408 | -25.13 | 10238.96 |
34 | 2023.11.14 12:00 | sell | 10 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
35 | 2023.11.14 12:00 | modify | 10 | 0.10 | 2.09351 | 2.09751 | 2.07851 | ||
36 | 2023.11.14 13:55 | sell | 11 | 0.10 | 2.08727 | 0.00000 | 0.00000 | ||
37 | 2023.11.14 13:55 | modify | 11 | 0.10 | 2.08727 | 2.08976 | 2.07851 | ||
38 | 2023.11.14 13:55 | modify | 10 | 0.10 | 2.09351 | 2.08976 | 2.07851 | ||
39 | 2023.11.14 14:10 | sell | 12 | 0.10 | 2.08798 | 0.00000 | 0.00000 | ||
40 | 2023.11.14 14:10 | modify | 12 | 0.10 | 2.08798 | 2.08976 | 2.07851 | ||
41 | 2023.11.14 15:40 | sell | 13 | 0.10 | 2.08348 | 0.00000 | 0.00000 | ||
42 | 2023.11.14 15:40 | modify | 13 | 0.10 | 2.08348 | 2.08751 | 2.07851 | ||
43 | 2023.11.14 15:40 | modify | 11 | 0.10 | 2.08727 | 2.08751 | 2.07851 | ||
44 | 2023.11.14 15:40 | modify | 12 | 0.10 | 2.08798 | 2.08751 | 2.07851 | ||
45 | 2023.11.14 15:40 | modify | 10 | 0.10 | 2.09351 | 2.08751 | 2.07851 | ||
46 | 2023.11.15 01:40 | t/p | 10 | 0.10 | 2.07851 | 2.08751 | 2.07851 | 92.53 | 10331.49 |
47 | 2023.11.15 01:40 | t/p | 11 | 0.10 | 2.07851 | 2.08751 | 2.07851 | 53.94 | 10385.42 |
48 | 2023.11.15 01:40 | t/p | 12 | 0.10 | 2.07851 | 2.08751 | 2.07851 | 58.33 | 10443.75 |
49 | 2023.11.15 01:40 | t/p | 13 | 0.10 | 2.07851 | 2.08751 | 2.07851 | 30.50 | 10474.25 |
50 | 2024.01.15 16:00 | sell | 14 | 0.10 | 2.05401 | 0.00000 | 0.00000 | ||
51 | 2024.01.15 16:00 | modify | 14 | 0.10 | 2.05401 | 2.05801 | 2.03901 | ||
52 | 2024.01.15 22:15 | sell | 15 | 0.10 | 2.04784 | 0.00000 | 0.00000 | ||
53 | 2024.01.15 22:15 | modify | 15 | 0.10 | 2.04784 | 2.05026 | 2.03901 | ||
54 | 2024.01.15 22:15 | modify | 14 | 0.10 | 2.05401 | 2.05026 | 2.03901 | ||
55 | 2024.01.15 22:20 | s/l | 14 | 0.10 | 2.05026 | 2.05026 | 2.03901 | 23.19 | 10497.44 |
56 | 2024.01.15 22:20 | s/l | 15 | 0.10 | 2.05026 | 2.05026 | 2.03901 | -14.96 | 10482.48 |
57 | 2024.02.13 20:00 | sell | 16 | 0.10 | 2.07819 | 0.00000 | 0.00000 | ||
58 | 2024.02.13 20:00 | modify | 16 | 0.10 | 2.07819 | 2.08219 | 2.06319 | ||
59 | 2024.02.14 09:40 | t/p | 16 | 0.10 | 2.06319 | 2.08219 | 2.06319 | 92.53 | 10575.00 |
60 | 2024.02.28 08:00 | sell | 17 | 0.10 | 2.07222 | 0.00000 | 0.00000 | ||
61 | 2024.02.28 08:00 | modify | 17 | 0.10 | 2.07222 | 2.07622 | 2.05722 | ||
62 | 2024.02.28 14:30 | s/l | 17 | 0.10 | 2.07622 | 2.07622 | 2.05722 | -24.74 | 10550.26 |
63 | 2024.02.28 20:00 | sell | 18 | 0.10 | 2.07668 | 0.00000 | 0.00000 | ||
64 | 2024.02.28 20:00 | modify | 18 | 0.10 | 2.07668 | 2.08068 | 2.06168 | ||
65 | 2024.02.29 09:40 | s/l | 18 | 0.10 | 2.08068 | 2.08068 | 2.06168 | -25.44 | 10524.82 |
66 | 2024.04.16 08:00 | sell | 19 | 0.10 | 2.11224 | 0.00000 | 0.00000 | ||
67 | 2024.04.16 08:00 | modify | 19 | 0.10 | 2.11224 | 2.11624 | 2.09724 | ||
68 | 2024.04.16 10:30 | s/l | 19 | 0.10 | 2.11624 | 2.11624 | 2.09724 | -24.74 | 10500.08 |
69 | 2024.05.03 20:00 | buy | 20 | 0.10 | 2.08715 | 0.00000 | 0.00000 | ||
70 | 2024.05.03 20:00 | modify | 20 | 0.10 | 2.08715 | 2.08315 | 2.10215 | ||
71 | 2024.05.06 04:05 | buy | 21 | 0.10 | 2.09257 | 0.00000 | 0.00000 | ||
72 | 2024.05.06 04:05 | modify | 21 | 0.10 | 2.09257 | 2.09090 | 2.10215 | ||
73 | 2024.05.06 04:05 | modify | 20 | 0.10 | 2.08715 | 2.09090 | 2.10215 | ||
74 | 2024.05.06 04:40 | s/l | 20 | 0.10 | 2.09090 | 2.09090 | 2.10215 | 22.78 | 10522.86 |
75 | 2024.05.06 04:40 | s/l | 21 | 0.10 | 2.09090 | 2.09090 | 2.10215 | -10.33 | 10512.53 |
76 | 2024.07.31 12:00 | buy | 22 | 0.10 | 2.16847 | 0.00000 | 0.00000 | ||
77 | 2024.07.31 12:00 | modify | 22 | 0.10 | 2.16847 | 2.16447 | 2.18347 | ||
78 | 2024.07.31 12:40 | s/l | 22 | 0.10 | 2.16447 | 2.16447 | 2.18347 | -24.73 | 10487.80 |
79 | 2024.07.31 20:00 | buy | 23 | 0.10 | 2.16000 | 0.00000 | 0.00000 | ||
80 | 2024.07.31 20:00 | modify | 23 | 0.10 | 2.16000 | 2.15600 | 2.17500 | ||
81 | 2024.08.01 06:30 | s/l | 23 | 0.10 | 2.15600 | 2.15600 | 2.17500 | -25.93 | 10461.87 |
82 | 2024.08.01 12:00 | buy | 24 | 0.10 | 2.15241 | 0.00000 | 0.00000 | ||
83 | 2024.08.01 12:00 | modify | 24 | 0.10 | 2.15241 | 2.14841 | 2.16741 | ||
84 | 2024.08.01 12:40 | s/l | 24 | 0.10 | 2.14841 | 2.14841 | 2.16741 | -24.72 | 10437.15 |
85 | 2024.08.07 16:00 | buy | 25 | 0.10 | 2.11543 | 0.00000 | 0.00000 | ||
86 | 2024.08.07 16:00 | modify | 25 | 0.10 | 2.11543 | 2.11143 | 2.13043 | ||
87 | 2024.08.08 14:35 | buy | 26 | 0.10 | 2.12068 | 0.00000 | 0.00000 | ||
88 | 2024.08.08 14:35 | modify | 26 | 0.10 | 2.12068 | 2.11918 | 2.13043 | ||
89 | 2024.08.08 14:35 | modify | 25 | 0.10 | 2.11543 | 2.11918 | 2.13043 | ||
90 | 2024.08.08 14:40 | s/l | 25 | 0.10 | 2.11918 | 2.11918 | 2.13043 | 21.99 | 10459.14 |
91 | 2024.08.08 14:40 | s/l | 26 | 0.10 | 2.11918 | 2.11918 | 2.13043 | -9.27 | 10449.87 |