Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; 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 | 7221 | Ticks modelled | 13442 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | 334.85 | Gross profit | 529.74 | Gross loss | -194.89 |
Profit factor | 2.72 | Expected payoff | 20.93 | ||
Absolute drawdown | 2.70 | Maximal drawdown | 165.42 (11.76%) | Relative drawdown | 11.76% (165.42) |
Total trades | 16 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 9 (56.25%) | Loss trades (% of total) | 7 (43.75%) | ||
Largest | profit trade | 81.86 | loss trade | -30.05 | |
Average | profit trade | 58.86 | loss trade | -27.84 | |
Maximum | consecutive wins (profit in money) | 6 (354.26) | consecutive losses (loss in money) | 4 (-118.49) | |
Maximal | consecutive profit (count of wins) | 354.26 (6) | consecutive loss (count of losses) | -118.49 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.09 16:00 | buy | 1 | 0.10 | 2.06551 | 0.00000 | 0.00000 | ||
2 | 2023.11.09 16:00 | modify | 1 | 0.10 | 2.06551 | 2.06051 | 2.07951 | ||
3 | 2023.11.10 19:00 | buy | 2 | 0.10 | 2.07539 | 0.00000 | 0.00000 | ||
4 | 2023.11.10 19:00 | modify | 2 | 0.10 | 2.07539 | 2.07041 | 2.07951 | ||
5 | 2023.11.10 19:00 | modify | 1 | 0.10 | 2.06551 | 2.07041 | 2.07951 | ||
6 | 2023.11.13 09:00 | t/p | 1 | 0.10 | 2.07951 | 2.07041 | 2.07951 | 81.31 | 1081.31 |
7 | 2023.11.13 09:00 | t/p | 2 | 0.10 | 2.07951 | 2.07041 | 2.07951 | 23.78 | 1105.09 |
8 | 2023.12.20 14:00 | buy | 3 | 0.10 | 2.01219 | 0.00000 | 0.00000 | ||
9 | 2023.12.20 14:00 | modify | 3 | 0.10 | 2.01219 | 2.00719 | 2.02619 | ||
10 | 2023.12.20 20:00 | buy | 4 | 0.10 | 2.01739 | 0.00000 | 0.00000 | ||
11 | 2023.12.20 20:00 | modify | 4 | 0.10 | 2.01739 | 2.01429 | 2.02619 | ||
12 | 2023.12.20 20:00 | modify | 3 | 0.10 | 2.01219 | 2.01429 | 2.02619 | ||
13 | 2023.12.21 08:00 | t/p | 3 | 0.10 | 2.02619 | 2.01429 | 2.02619 | 80.93 | 1186.02 |
14 | 2023.12.21 08:00 | t/p | 4 | 0.10 | 2.02619 | 2.01429 | 2.02619 | 50.46 | 1236.47 |
15 | 2024.02.13 19:00 | sell | 5 | 0.10 | 2.07974 | 0.00000 | 0.00000 | ||
16 | 2024.02.13 19:00 | modify | 5 | 0.10 | 2.07974 | 2.08474 | 2.06574 | ||
17 | 2024.02.14 07:00 | sell | 6 | 0.10 | 2.07187 | 0.00000 | 0.00000 | ||
18 | 2024.02.14 07:00 | modify | 6 | 0.10 | 2.07187 | 2.07414 | 2.06574 | ||
19 | 2024.02.14 07:00 | modify | 5 | 0.10 | 2.07974 | 2.07414 | 2.06574 | ||
20 | 2024.02.14 08:00 | t/p | 5 | 0.10 | 2.06574 | 2.07414 | 2.06574 | 81.85 | 1318.32 |
21 | 2024.02.14 08:00 | t/p | 6 | 0.10 | 2.06574 | 2.07414 | 2.06574 | 35.94 | 1354.26 |
22 | 2024.02.15 15:00 | buy | 7 | 0.10 | 2.05578 | 0.00000 | 0.00000 | ||
23 | 2024.02.15 15:00 | modify | 7 | 0.10 | 2.05578 | 2.05078 | 2.06978 | ||
24 | 2024.02.19 10:00 | s/l | 7 | 0.10 | 2.05078 | 2.05078 | 2.06978 | -30.05 | 1324.22 |
25 | 2024.06.09 21:00 | sell | 8 | 0.10 | 2.08132 | 0.00000 | 0.00000 | ||
26 | 2024.06.09 21:00 | modify | 8 | 0.10 | 2.08132 | 2.08632 | 2.06732 | ||
27 | 2024.06.10 02:00 | s/l | 8 | 0.10 | 2.08632 | 2.08632 | 2.06732 | -29.53 | 1294.69 |
28 | 2024.06.14 17:00 | buy | 9 | 0.10 | 2.06613 | 0.00000 | 0.00000 | ||
29 | 2024.06.14 17:00 | modify | 9 | 0.10 | 2.06613 | 2.06113 | 2.08013 | ||
30 | 2024.06.17 05:00 | buy | 10 | 0.10 | 2.07110 | 0.00000 | 0.00000 | ||
31 | 2024.06.17 05:00 | modify | 10 | 0.10 | 2.07110 | 2.06823 | 2.08013 | ||
32 | 2024.06.17 05:00 | modify | 9 | 0.10 | 2.06613 | 2.06823 | 2.08013 | ||
33 | 2024.06.17 11:00 | s/l | 9 | 0.10 | 2.06823 | 2.06823 | 2.08013 | 11.94 | 1306.62 |
34 | 2024.06.17 11:00 | s/l | 10 | 0.10 | 2.06823 | 2.06823 | 2.08013 | -16.82 | 1289.80 |
35 | 2024.07.09 19:00 | buy | 11 | 0.10 | 2.08794 | 0.00000 | 0.00000 | ||
36 | 2024.07.09 19:00 | modify | 11 | 0.10 | 2.08794 | 2.08294 | 2.10194 | ||
37 | 2024.07.10 03:00 | t/p | 11 | 0.10 | 2.10194 | 2.08294 | 2.10194 | 81.68 | 1371.48 |
38 | 2024.07.30 16:00 | buy | 12 | 0.10 | 2.17576 | 0.00000 | 0.00000 | ||
39 | 2024.07.30 16:00 | modify | 12 | 0.10 | 2.17576 | 2.17076 | 2.18976 | ||
40 | 2024.07.31 02:00 | s/l | 12 | 0.10 | 2.17076 | 2.17076 | 2.18976 | -29.68 | 1341.80 |
41 | 2024.10.04 18:00 | sell | 13 | 0.10 | 2.13022 | 0.00000 | 0.00000 | ||
42 | 2024.10.04 18:00 | modify | 13 | 0.10 | 2.13022 | 2.13522 | 2.11622 | ||
43 | 2024.10.07 15:00 | s/l | 13 | 0.10 | 2.13522 | 2.13522 | 2.11622 | -29.53 | 1312.27 |
44 | 2024.10.24 15:00 | sell | 14 | 0.10 | 2.15687 | 0.00000 | 0.00000 | ||
45 | 2024.10.24 15:00 | modify | 14 | 0.10 | 2.15687 | 2.16187 | 2.14287 | ||
46 | 2024.10.25 04:00 | s/l | 14 | 0.10 | 2.16187 | 2.16187 | 2.14287 | -29.53 | 1282.74 |
47 | 2024.10.25 19:00 | sell | 15 | 0.10 | 2.16881 | 0.00000 | 0.00000 | ||
48 | 2024.10.25 19:00 | modify | 15 | 0.10 | 2.16881 | 2.17381 | 2.15481 | ||
49 | 2024.10.29 09:00 | s/l | 15 | 0.10 | 2.17381 | 2.17381 | 2.15481 | -29.75 | 1252.99 |
50 | 2024.10.29 17:00 | sell | 16 | 0.10 | 2.18124 | 0.00000 | 0.00000 | ||
51 | 2024.10.29 17:00 | modify | 16 | 0.10 | 2.18124 | 2.18624 | 2.16724 | ||
52 | 2024.10.30 11:00 | t/p | 16 | 0.10 | 2.16724 | 2.18624 | 2.16724 | 81.86 | 1334.85 |