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=2; RSIHelp="------------------------------------"; RSI_Period=7; 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=40; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 169.78 | Gross profit | 534.99 | Gross loss | -365.21 |
Profit factor | 1.46 | Expected payoff | 7.38 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 254.61 (2.44%) | Relative drawdown | 2.44% (254.61) |
Total trades | 23 | Short positions (won %) | 15 (46.67%) | Long positions (won %) | 8 (12.50%) |
Profit trades (% of total) | 8 (34.78%) | Loss trades (% of total) | 15 (65.22%) | ||
Largest | profit trade | 86.37 | loss trade | -25.93 | |
Average | profit trade | 66.87 | loss trade | -24.35 | |
Maximum | consecutive wins (profit in money) | 5 (348.06) | consecutive losses (loss in money) | 8 (-199.82) | |
Maximal | consecutive profit (count of wins) | 348.06 (5) | consecutive loss (count of losses) | -199.82 (8) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | 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 | 2.12465 | ||
3 | 2023.09.07 08:00 | t/p | 1 | 0.10 | 2.12465 | 2.14265 | 2.12465 | 85.66 | 10085.66 |
4 | 2023.09.22 20:00 | buy | 2 | 0.10 | 2.05378 | 0.00000 | 0.00000 | ||
5 | 2023.09.22 20:00 | modify | 2 | 0.10 | 2.05378 | 2.04978 | 2.06778 | ||
6 | 2023.09.25 12:00 | s/l | 2 | 0.10 | 2.04978 | 2.04978 | 2.06778 | -25.14 | 10060.52 |
7 | 2023.10.23 20:00 | sell | 3 | 0.10 | 2.09355 | 0.00000 | 0.00000 | ||
8 | 2023.10.23 20:00 | modify | 3 | 0.10 | 2.09355 | 2.09755 | 2.07955 | ||
9 | 2023.10.24 12:00 | sell | 4 | 0.10 | 2.08861 | 0.00000 | 0.00000 | ||
10 | 2023.10.24 12:00 | modify | 4 | 0.10 | 2.08861 | 2.09075 | 2.07955 | ||
11 | 2023.10.24 12:00 | modify | 3 | 0.10 | 2.09355 | 2.09075 | 2.07955 | ||
12 | 2023.10.25 00:00 | t/p | 3 | 0.10 | 2.07955 | 2.09075 | 2.07955 | 86.13 | 10146.65 |
13 | 2023.10.25 00:00 | t/p | 4 | 0.10 | 2.07955 | 2.09075 | 2.07955 | 55.81 | 10202.45 |
14 | 2023.11.14 12:00 | sell | 5 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
15 | 2023.11.14 12:00 | modify | 5 | 0.10 | 2.09351 | 2.09751 | 2.07951 | ||
16 | 2023.11.14 16:00 | sell | 6 | 0.10 | 2.08495 | 0.00000 | 0.00000 | ||
17 | 2023.11.14 16:00 | modify | 6 | 0.10 | 2.08495 | 2.09001 | 2.07951 | ||
18 | 2023.11.14 16:00 | modify | 5 | 0.10 | 2.09351 | 2.09001 | 2.07951 | ||
19 | 2023.11.15 00:00 | t/p | 5 | 0.10 | 2.07951 | 2.09001 | 2.07951 | 86.36 | 10288.81 |
20 | 2023.11.15 00:00 | t/p | 6 | 0.10 | 2.07951 | 2.09001 | 2.07951 | 33.41 | 10322.22 |
21 | 2024.02.13 20:00 | sell | 7 | 0.10 | 2.07819 | 0.00000 | 0.00000 | ||
22 | 2024.02.13 20:00 | modify | 7 | 0.10 | 2.07819 | 2.08219 | 2.06419 | ||
23 | 2024.02.14 12:00 | t/p | 7 | 0.10 | 2.06419 | 2.08219 | 2.06419 | 86.36 | 10408.57 |
24 | 2024.02.28 20:00 | sell | 8 | 0.10 | 2.07668 | 0.00000 | 0.00000 | ||
25 | 2024.02.28 20:00 | modify | 8 | 0.10 | 2.07668 | 2.08068 | 2.06268 | ||
26 | 2024.02.29 12:00 | s/l | 8 | 0.10 | 2.08068 | 2.08068 | 2.06268 | -25.44 | 10383.13 |
27 | 2024.03.07 12:00 | buy | 9 | 0.10 | 2.07149 | 0.00000 | 0.00000 | ||
28 | 2024.03.07 12:00 | modify | 9 | 0.10 | 2.07149 | 2.06749 | 2.08549 | ||
29 | 2024.03.07 16:00 | s/l | 9 | 0.10 | 2.06749 | 2.06749 | 2.08549 | -24.74 | 10358.39 |
30 | 2024.03.19 20:00 | sell | 10 | 0.10 | 2.10109 | 0.00000 | 0.00000 | ||
31 | 2024.03.19 20:00 | modify | 10 | 0.10 | 2.10109 | 2.10509 | 2.08709 | ||
32 | 2024.03.20 04:00 | s/l | 10 | 0.10 | 2.10509 | 2.10509 | 2.08709 | -24.97 | 10333.42 |
33 | 2024.04.04 16:00 | buy | 11 | 0.10 | 2.09756 | 0.00000 | 0.00000 | ||
34 | 2024.04.04 16:00 | modify | 11 | 0.10 | 2.09756 | 2.09356 | 2.11156 | ||
35 | 2024.04.09 04:00 | s/l | 11 | 0.10 | 2.09356 | 2.09356 | 2.11156 | -25.93 | 10307.49 |
36 | 2024.05.03 20:00 | buy | 12 | 0.10 | 2.08715 | 0.00000 | 0.00000 | ||
37 | 2024.05.03 20:00 | modify | 12 | 0.10 | 2.08715 | 2.08315 | 2.10115 | ||
38 | 2024.05.08 00:00 | s/l | 12 | 0.10 | 2.08315 | 2.08315 | 2.10115 | -25.93 | 10281.56 |
39 | 2024.05.21 12:00 | sell | 13 | 0.10 | 2.08356 | 0.00000 | 0.00000 | ||
40 | 2024.05.21 12:00 | modify | 13 | 0.10 | 2.08356 | 2.08756 | 2.06956 | ||
41 | 2024.05.22 04:00 | t/p | 13 | 0.10 | 2.06956 | 2.08756 | 2.06956 | 86.37 | 10367.92 |
42 | 2024.06.09 20:00 | sell | 14 | 0.10 | 2.08132 | 0.00000 | 0.00000 | ||
43 | 2024.06.09 20:00 | modify | 14 | 0.10 | 2.08132 | 2.08532 | 2.06732 | ||
44 | 2024.06.10 00:00 | s/l | 14 | 0.10 | 2.08532 | 2.08532 | 2.06732 | -24.97 | 10342.95 |
45 | 2024.07.15 12:00 | sell | 15 | 0.10 | 2.13009 | 0.00000 | 0.00000 | ||
46 | 2024.07.15 12:00 | modify | 15 | 0.10 | 2.13009 | 2.13409 | 2.11609 | ||
47 | 2024.07.15 20:00 | s/l | 15 | 0.10 | 2.13409 | 2.13409 | 2.11609 | -24.74 | 10318.21 |
48 | 2024.07.16 20:00 | sell | 16 | 0.10 | 2.14366 | 0.00000 | 0.00000 | ||
49 | 2024.07.16 20:00 | modify | 16 | 0.10 | 2.14366 | 2.14766 | 2.12966 | ||
50 | 2024.07.17 00:00 | s/l | 16 | 0.10 | 2.14766 | 2.14766 | 2.12966 | -24.97 | 10293.24 |
51 | 2024.07.23 12:00 | sell | 17 | 0.10 | 2.16536 | 0.00000 | 0.00000 | ||
52 | 2024.07.23 12:00 | modify | 17 | 0.10 | 2.16536 | 2.16936 | 2.15136 | ||
53 | 2024.07.23 16:00 | s/l | 17 | 0.10 | 2.16936 | 2.16936 | 2.15136 | -24.75 | 10268.49 |
54 | 2024.07.24 16:00 | sell | 18 | 0.10 | 2.17341 | 0.00000 | 0.00000 | ||
55 | 2024.07.24 16:00 | modify | 18 | 0.10 | 2.17341 | 2.17741 | 2.15941 | ||
56 | 2024.07.24 20:00 | s/l | 18 | 0.10 | 2.17741 | 2.17741 | 2.15941 | -24.74 | 10243.75 |
57 | 2024.07.25 16:00 | sell | 19 | 0.10 | 2.18279 | 0.00000 | 0.00000 | ||
58 | 2024.07.25 16:00 | modify | 19 | 0.10 | 2.18279 | 2.18679 | 2.16879 | ||
59 | 2024.07.26 20:00 | s/l | 19 | 0.10 | 2.18679 | 2.18679 | 2.16879 | -24.97 | 10218.77 |
60 | 2024.07.31 20:00 | buy | 20 | 0.10 | 2.16000 | 0.00000 | 0.00000 | ||
61 | 2024.07.31 20:00 | modify | 20 | 0.10 | 2.16000 | 2.15600 | 2.17400 | ||
62 | 2024.08.01 08:00 | s/l | 20 | 0.10 | 2.15600 | 2.15600 | 2.17400 | -25.93 | 10192.84 |
63 | 2024.08.01 12:00 | buy | 21 | 0.10 | 2.15241 | 0.00000 | 0.00000 | ||
64 | 2024.08.01 12:00 | modify | 21 | 0.10 | 2.15241 | 2.14841 | 2.16641 | ||
65 | 2024.08.01 16:00 | s/l | 21 | 0.10 | 2.14841 | 2.14841 | 2.16641 | -24.74 | 10168.10 |
66 | 2024.08.07 12:00 | buy | 22 | 0.10 | 2.11525 | 0.00000 | 0.00000 | ||
67 | 2024.08.07 12:00 | modify | 22 | 0.10 | 2.11525 | 2.11125 | 2.12925 | ||
68 | 2024.08.13 08:00 | buy | 23 | 0.10 | 2.12019 | 0.00000 | 0.00000 | ||
69 | 2024.08.13 08:00 | modify | 23 | 0.10 | 2.12019 | 2.11805 | 2.12925 | ||
70 | 2024.08.13 08:00 | modify | 22 | 0.10 | 2.11525 | 2.11805 | 2.12925 | ||
71 | 2024.08.13 12:00 | s/l | 22 | 0.10 | 2.11805 | 2.11805 | 2.12925 | 14.91 | 10183.01 |
72 | 2024.08.13 12:00 | s/l | 23 | 0.10 | 2.11805 | 2.11805 | 2.12925 | -13.23 | 10169.78 |