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=2; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=80; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 35.62 | Gross profit | 730.31 | Gross loss | -694.68 |
Profit factor | 1.05 | Expected payoff | 0.91 | ||
Absolute drawdown | 57.83 | Maximal drawdown | 294.44 (2.88%) | Relative drawdown | 2.88% (294.44) |
Total trades | 39 | Short positions (won %) | 17 (47.06%) | Long positions (won %) | 22 (40.91%) |
Profit trades (% of total) | 17 (43.59%) | Loss trades (% of total) | 22 (56.41%) | ||
Largest | profit trade | 80.20 | loss trade | -51.89 | |
Average | profit trade | 42.96 | loss trade | -31.58 | |
Maximum | consecutive wins (profit in money) | 4 (211.82) | consecutive losses (loss in money) | 5 (-216.39) | |
Maximal | consecutive profit (count of wins) | 211.82 (4) | consecutive loss (count of losses) | -216.39 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.10.09 18:00 | buy | 1 | 0.10 | 2.03335 | 0.00000 | 0.00000 | ||
2 | 2023.10.09 18:00 | modify | 1 | 0.10 | 2.03335 | 2.02535 | 2.04635 | ||
3 | 2023.10.11 05:00 | buy | 2 | 0.10 | 2.04060 | 0.00000 | 0.00000 | ||
4 | 2023.10.11 05:00 | modify | 2 | 0.10 | 2.04060 | 2.03855 | 2.04635 | ||
5 | 2023.10.11 05:00 | modify | 1 | 0.10 | 2.03335 | 2.03855 | 2.04635 | ||
6 | 2023.10.11 08:00 | s/l | 1 | 0.10 | 2.03855 | 2.03855 | 2.04635 | 31.36 | 10031.36 |
7 | 2023.10.11 08:00 | s/l | 2 | 0.10 | 2.03855 | 2.03855 | 2.04635 | -12.68 | 10018.68 |
8 | 2023.10.25 19:00 | sell | 3 | 0.10 | 2.08627 | 0.00000 | 0.00000 | ||
9 | 2023.10.25 19:00 | modify | 3 | 0.10 | 2.08627 | 2.09427 | 2.07327 | ||
10 | 2023.10.30 03:00 | sell | 4 | 0.10 | 2.07898 | 0.00000 | 0.00000 | ||
11 | 2023.10.30 03:00 | modify | 4 | 0.10 | 2.07898 | 2.08107 | 2.07327 | ||
12 | 2023.10.30 03:00 | modify | 3 | 0.10 | 2.08627 | 2.08107 | 2.07327 | ||
13 | 2023.10.30 04:00 | s/l | 3 | 0.10 | 2.08107 | 2.08107 | 2.07327 | 31.00 | 10049.68 |
14 | 2023.10.30 04:00 | s/l | 4 | 0.10 | 2.08107 | 2.08107 | 2.07327 | -12.93 | 10036.75 |
15 | 2023.11.01 15:00 | buy | 5 | 0.10 | 2.07837 | 0.00000 | 0.00000 | ||
16 | 2023.11.01 15:00 | modify | 5 | 0.10 | 2.07837 | 2.07037 | 2.09137 | ||
17 | 2023.11.02 01:00 | s/l | 5 | 0.10 | 2.07037 | 2.07037 | 2.09137 | -50.68 | 9986.07 |
18 | 2023.11.08 17:00 | sell | 6 | 0.10 | 2.07478 | 0.00000 | 0.00000 | ||
19 | 2023.11.08 17:00 | modify | 6 | 0.10 | 2.07478 | 2.08278 | 2.06178 | ||
20 | 2023.11.09 12:00 | sell | 7 | 0.10 | 2.06818 | 0.00000 | 0.00000 | ||
21 | 2023.11.09 12:00 | modify | 7 | 0.10 | 2.06818 | 2.07153 | 2.06178 | ||
22 | 2023.11.09 12:00 | modify | 6 | 0.10 | 2.07478 | 2.07153 | 2.06178 | ||
23 | 2023.11.09 14:00 | sell | 8 | 0.10 | 2.06734 | 0.00000 | 0.00000 | ||
24 | 2023.11.09 14:00 | modify | 8 | 0.10 | 2.06734 | 2.06958 | 2.06178 | ||
25 | 2023.11.09 14:00 | modify | 7 | 0.10 | 2.06818 | 2.06958 | 2.06178 | ||
26 | 2023.11.09 14:00 | modify | 6 | 0.10 | 2.07478 | 2.06958 | 2.06178 | ||
27 | 2023.11.09 20:00 | s/l | 6 | 0.10 | 2.06958 | 2.06958 | 2.06178 | 31.47 | 10017.54 |
28 | 2023.11.09 20:00 | s/l | 7 | 0.10 | 2.06958 | 2.06958 | 2.06178 | -8.66 | 10008.88 |
29 | 2023.11.09 20:00 | s/l | 8 | 0.10 | 2.06958 | 2.06958 | 2.06178 | -13.85 | 9995.03 |
30 | 2023.12.13 17:00 | buy | 9 | 0.10 | 2.04558 | 0.00000 | 0.00000 | ||
31 | 2023.12.13 17:00 | modify | 9 | 0.10 | 2.04558 | 2.03758 | 2.05858 | ||
32 | 2023.12.13 20:00 | s/l | 9 | 0.10 | 2.03758 | 2.03758 | 2.05858 | -49.48 | 9945.55 |
33 | 2023.12.20 13:00 | buy | 10 | 0.10 | 2.01187 | 0.00000 | 0.00000 | ||
34 | 2023.12.20 13:00 | modify | 10 | 0.10 | 2.01187 | 2.00387 | 2.02487 | ||
35 | 2023.12.21 08:00 | t/p | 10 | 0.10 | 2.02487 | 2.00387 | 2.02487 | 79.21 | 10024.76 |
36 | 2024.01.22 18:00 | sell | 11 | 0.10 | 2.08534 | 0.00000 | 0.00000 | ||
37 | 2024.01.22 18:00 | modify | 11 | 0.10 | 2.08534 | 2.09334 | 2.07234 | ||
38 | 2024.01.22 22:00 | s/l | 11 | 0.10 | 2.09334 | 2.09334 | 2.07234 | -49.50 | 9975.26 |
39 | 2024.01.26 14:00 | sell | 12 | 0.10 | 2.08507 | 0.00000 | 0.00000 | ||
40 | 2024.01.26 14:00 | modify | 12 | 0.10 | 2.08507 | 2.09307 | 2.07207 | ||
41 | 2024.01.29 21:00 | t/p | 12 | 0.10 | 2.07207 | 2.09307 | 2.07207 | 80.19 | 10055.45 |
42 | 2024.02.13 19:00 | sell | 13 | 0.10 | 2.07974 | 0.00000 | 0.00000 | ||
43 | 2024.02.13 19:00 | modify | 13 | 0.10 | 2.07974 | 2.08774 | 2.06674 | ||
44 | 2024.02.14 07:00 | sell | 14 | 0.10 | 2.07187 | 0.00000 | 0.00000 | ||
45 | 2024.02.14 07:00 | modify | 14 | 0.10 | 2.07187 | 2.07454 | 2.06674 | ||
46 | 2024.02.14 07:00 | modify | 13 | 0.10 | 2.07974 | 2.07454 | 2.06674 | ||
47 | 2024.02.14 08:00 | t/p | 13 | 0.10 | 2.06674 | 2.07454 | 2.06674 | 80.20 | 10135.64 |
48 | 2024.02.14 08:00 | t/p | 14 | 0.10 | 2.06674 | 2.07454 | 2.06674 | 31.74 | 10167.38 |
49 | 2024.02.15 15:00 | buy | 15 | 0.10 | 2.05578 | 0.00000 | 0.00000 | ||
50 | 2024.02.15 15:00 | modify | 15 | 0.10 | 2.05578 | 2.04778 | 2.06878 | ||
51 | 2024.02.15 18:00 | buy | 16 | 0.10 | 2.06248 | 0.00000 | 0.00000 | ||
52 | 2024.02.15 18:00 | modify | 16 | 0.10 | 2.06248 | 2.05903 | 2.06878 | ||
53 | 2024.02.15 18:00 | modify | 15 | 0.10 | 2.05578 | 2.05903 | 2.06878 | ||
54 | 2024.02.16 09:00 | s/l | 15 | 0.10 | 2.05903 | 2.05903 | 2.06878 | 19.70 | 10187.08 |
55 | 2024.02.16 09:00 | s/l | 16 | 0.10 | 2.05903 | 2.05903 | 2.06878 | -21.74 | 10165.34 |
56 | 2024.02.19 15:00 | buy | 17 | 0.10 | 2.05021 | 0.00000 | 0.00000 | ||
57 | 2024.02.19 15:00 | modify | 17 | 0.10 | 2.05021 | 2.04221 | 2.06321 | ||
58 | 2024.02.20 12:00 | s/l | 17 | 0.10 | 2.04221 | 2.04221 | 2.06321 | -49.88 | 10115.46 |
59 | 2024.02.20 13:00 | buy | 18 | 0.10 | 2.04154 | 0.00000 | 0.00000 | ||
60 | 2024.02.20 13:00 | modify | 18 | 0.10 | 2.04154 | 2.03354 | 2.05454 | ||
61 | 2024.02.20 16:00 | buy | 19 | 0.10 | 2.04873 | 0.00000 | 0.00000 | ||
62 | 2024.02.20 16:00 | modify | 19 | 0.10 | 2.04873 | 2.04674 | 2.05454 | ||
63 | 2024.02.20 16:00 | modify | 18 | 0.10 | 2.04154 | 2.04674 | 2.05454 | ||
64 | 2024.02.20 17:00 | s/l | 18 | 0.10 | 2.04674 | 2.04674 | 2.05454 | 32.17 | 10147.63 |
65 | 2024.02.20 17:00 | s/l | 19 | 0.10 | 2.04674 | 2.04674 | 2.05454 | -12.30 | 10135.33 |
66 | 2024.03.08 17:00 | sell | 20 | 0.10 | 2.07976 | 0.00000 | 0.00000 | ||
67 | 2024.03.08 17:00 | modify | 20 | 0.10 | 2.07976 | 2.08776 | 2.06676 | ||
68 | 2024.03.12 13:00 | sell | 21 | 0.10 | 2.07235 | 0.00000 | 0.00000 | ||
69 | 2024.03.12 13:00 | modify | 21 | 0.10 | 2.07235 | 2.07456 | 2.06676 | ||
70 | 2024.03.12 13:00 | modify | 20 | 0.10 | 2.07976 | 2.07456 | 2.06676 | ||
71 | 2024.03.12 14:00 | s/l | 20 | 0.10 | 2.07456 | 2.07456 | 2.06676 | 31.70 | 10167.04 |
72 | 2024.03.12 14:00 | s/l | 21 | 0.10 | 2.07456 | 2.07456 | 2.06676 | -13.67 | 10153.37 |
73 | 2024.04.08 13:00 | buy | 22 | 0.10 | 2.09692 | 0.00000 | 0.00000 | ||
74 | 2024.04.08 13:00 | modify | 22 | 0.10 | 2.09692 | 2.08892 | 2.10992 | ||
75 | 2024.04.10 01:00 | s/l | 22 | 0.10 | 2.08892 | 2.08892 | 2.10992 | -50.28 | 10103.09 |
76 | 2024.04.10 14:00 | sell | 23 | 0.10 | 2.09594 | 0.00000 | 0.00000 | ||
77 | 2024.04.10 14:00 | modify | 23 | 0.10 | 2.09594 | 2.10394 | 2.08294 | ||
78 | 2024.04.15 14:00 | s/l | 23 | 0.10 | 2.10394 | 2.10394 | 2.08294 | -50.67 | 10052.42 |
79 | 2024.04.19 19:00 | buy | 24 | 0.10 | 2.10174 | 0.00000 | 0.00000 | ||
80 | 2024.04.19 19:00 | modify | 24 | 0.10 | 2.10174 | 2.09374 | 2.11474 | ||
81 | 2024.04.22 02:00 | s/l | 24 | 0.10 | 2.09374 | 2.09374 | 2.11474 | -49.88 | 10002.54 |
82 | 2024.05.03 15:00 | buy | 25 | 0.10 | 2.08648 | 0.00000 | 0.00000 | ||
83 | 2024.05.03 15:00 | modify | 25 | 0.10 | 2.08648 | 2.07848 | 2.09948 | ||
84 | 2024.05.09 12:00 | s/l | 25 | 0.10 | 2.07848 | 2.07848 | 2.09948 | -51.89 | 9950.65 |
85 | 2024.06.06 18:00 | buy | 26 | 0.10 | 2.06279 | 0.00000 | 0.00000 | ||
86 | 2024.06.06 18:00 | modify | 26 | 0.10 | 2.06279 | 2.05479 | 2.07579 | ||
87 | 2024.06.07 14:00 | t/p | 26 | 0.10 | 2.07579 | 2.05479 | 2.07579 | 80.01 | 10030.66 |
88 | 2024.06.07 17:00 | sell | 27 | 0.10 | 2.08156 | 0.00000 | 0.00000 | ||
89 | 2024.06.07 17:00 | modify | 27 | 0.10 | 2.08156 | 2.08956 | 2.06856 | ||
90 | 2024.06.11 07:00 | sell | 28 | 0.10 | 2.07499 | 0.00000 | 0.00000 | ||
91 | 2024.06.11 07:00 | modify | 28 | 0.10 | 2.07499 | 2.07831 | 2.06856 | ||
92 | 2024.06.11 07:00 | modify | 27 | 0.10 | 2.08156 | 2.07831 | 2.06856 | ||
93 | 2024.06.11 09:00 | s/l | 27 | 0.10 | 2.07831 | 2.07831 | 2.06856 | 19.64 | 10050.30 |
94 | 2024.06.11 09:00 | s/l | 28 | 0.10 | 2.07831 | 2.07831 | 2.06856 | -20.54 | 10029.76 |
95 | 2024.06.12 15:00 | buy | 29 | 0.10 | 2.06644 | 0.00000 | 0.00000 | ||
96 | 2024.06.12 15:00 | modify | 29 | 0.10 | 2.06644 | 2.05844 | 2.07944 | ||
97 | 2024.06.14 01:00 | buy | 30 | 0.10 | 2.07425 | 0.00000 | 0.00000 | ||
98 | 2024.06.14 01:00 | modify | 30 | 0.10 | 2.07425 | 2.07164 | 2.07944 | ||
99 | 2024.06.14 01:00 | modify | 29 | 0.10 | 2.06644 | 2.07164 | 2.07944 | ||
100 | 2024.06.14 03:00 | s/l | 29 | 0.10 | 2.07164 | 2.07164 | 2.07944 | 30.57 | 10060.33 |
101 | 2024.06.14 03:00 | s/l | 30 | 0.10 | 2.07164 | 2.07164 | 2.07944 | -16.14 | 10044.19 |
102 | 2024.06.14 17:00 | buy | 31 | 0.10 | 2.06613 | 0.00000 | 0.00000 | ||
103 | 2024.06.14 17:00 | modify | 31 | 0.10 | 2.06613 | 2.05813 | 2.07913 | ||
104 | 2024.06.17 07:00 | buy | 32 | 0.10 | 2.07278 | 0.00000 | 0.00000 | ||
105 | 2024.06.17 07:00 | modify | 32 | 0.10 | 2.07278 | 2.06938 | 2.07913 | ||
106 | 2024.06.17 07:00 | modify | 31 | 0.10 | 2.06613 | 2.06938 | 2.07913 | ||
107 | 2024.06.17 10:00 | s/l | 31 | 0.10 | 2.06938 | 2.06938 | 2.07913 | 19.70 | 10063.89 |
108 | 2024.06.17 10:00 | s/l | 32 | 0.10 | 2.06938 | 2.06938 | 2.07913 | -21.03 | 10042.86 |
109 | 2024.06.28 15:00 | buy | 33 | 0.10 | 2.07491 | 0.00000 | 0.00000 | ||
110 | 2024.06.28 15:00 | modify | 33 | 0.10 | 2.07491 | 2.06691 | 2.08791 | ||
111 | 2024.07.01 19:00 | buy | 34 | 0.10 | 2.08292 | 0.00000 | 0.00000 | ||
112 | 2024.07.01 19:00 | modify | 34 | 0.10 | 2.08292 | 2.08011 | 2.08791 | ||
113 | 2024.07.01 19:00 | modify | 33 | 0.10 | 2.07491 | 2.08011 | 2.08791 | ||
114 | 2024.07.01 21:00 | s/l | 33 | 0.10 | 2.08011 | 2.08011 | 2.08791 | 31.77 | 10074.63 |
115 | 2024.07.01 21:00 | s/l | 34 | 0.10 | 2.08011 | 2.08011 | 2.08791 | -17.38 | 10057.25 |
116 | 2024.07.09 19:00 | buy | 35 | 0.10 | 2.08794 | 0.00000 | 0.00000 | ||
117 | 2024.07.09 19:00 | modify | 35 | 0.10 | 2.08794 | 2.07994 | 2.10094 | ||
118 | 2024.07.10 03:00 | t/p | 35 | 0.10 | 2.10094 | 2.07994 | 2.10094 | 80.00 | 10137.25 |
119 | 2024.07.15 19:00 | sell | 36 | 0.10 | 2.13369 | 0.00000 | 0.00000 | ||
120 | 2024.07.15 19:00 | modify | 36 | 0.10 | 2.13369 | 2.14169 | 2.12069 | ||
121 | 2024.07.16 03:00 | s/l | 36 | 0.10 | 2.14169 | 2.14169 | 2.12069 | -49.72 | 10087.53 |
122 | 2024.07.30 16:00 | buy | 37 | 0.10 | 2.17576 | 0.00000 | 0.00000 | ||
123 | 2024.07.30 16:00 | modify | 37 | 0.10 | 2.17576 | 2.16776 | 2.18876 | ||
124 | 2024.07.31 02:00 | s/l | 37 | 0.10 | 2.16776 | 2.16776 | 2.18876 | -49.88 | 10037.65 |
125 | 2024.08.15 19:00 | sell | 38 | 0.10 | 2.14688 | 0.00000 | 0.00000 | ||
126 | 2024.08.15 19:00 | modify | 38 | 0.10 | 2.14688 | 2.15488 | 2.13388 | ||
127 | 2024.08.16 05:00 | sell | 39 | 0.10 | 2.14009 | 0.00000 | 0.00000 | ||
128 | 2024.08.16 05:00 | modify | 39 | 0.10 | 2.14009 | 2.14363 | 2.13388 | ||
129 | 2024.08.16 05:00 | modify | 38 | 0.10 | 2.14688 | 2.14363 | 2.13388 | ||
130 | 2024.08.16 12:00 | s/l | 38 | 0.10 | 2.14363 | 2.14363 | 2.13388 | 19.88 | 10057.52 |
131 | 2024.08.16 12:00 | s/l | 39 | 0.10 | 2.14363 | 2.14363 | 2.13388 | -21.90 | 10035.62 |