Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
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 | 157912 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | 765.24 | Gross profit | 896.71 | Gross loss | -131.47 |
Profit factor | 6.82 | Expected payoff | 28.34 | ||
Absolute drawdown | 13.45 | Maximal drawdown | 136.06 (7.89%) | Relative drawdown | 11.06% (122.64) |
Total trades | 27 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 16 (81.25%) |
Profit trades (% of total) | 21 (77.78%) | Loss trades (% of total) | 6 (22.22%) | ||
Largest | profit trade | 81.87 | loss trade | -29.76 | |
Average | profit trade | 42.70 | loss trade | -21.91 | |
Maximum | consecutive wins (profit in money) | 14 (609.63) | consecutive losses (loss in money) | 3 (-76.24) | |
Maximal | consecutive profit (count of wins) | 609.63 (14) | consecutive loss (count of losses) | -76.24 (3) | |
Average | consecutive wins | 4 | 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 | 2023.11.09 19:45 | buy | 2 | 0.10 | 2.07054 | 0.00000 | 0.00000 | ||
4 | 2023.11.09 19:45 | modify | 2 | 0.10 | 2.07054 | 2.06761 | 2.07951 | ||
5 | 2023.11.09 19:45 | modify | 1 | 0.10 | 2.06551 | 2.06761 | 2.07951 | ||
6 | 2023.11.09 22:20 | buy | 3 | 0.10 | 2.07351 | 0.00000 | 0.00000 | ||
7 | 2023.11.09 22:20 | modify | 3 | 0.10 | 2.07351 | 2.07111 | 2.07951 | ||
8 | 2023.11.09 22:20 | modify | 2 | 0.10 | 2.07054 | 2.07111 | 2.07951 | ||
9 | 2023.11.09 22:20 | modify | 1 | 0.10 | 2.06551 | 2.07111 | 2.07951 | ||
10 | 2023.11.09 23:26 | buy | 4 | 0.10 | 2.07552 | 0.00000 | 0.00000 | ||
11 | 2023.11.09 23:26 | modify | 4 | 0.10 | 2.07552 | 2.07041 | 2.07951 | ||
12 | 2023.11.09 23:26 | modify | 3 | 0.10 | 2.07351 | 2.07041 | 2.07951 | ||
13 | 2023.11.09 23:26 | modify | 2 | 0.10 | 2.07054 | 2.07041 | 2.07951 | ||
14 | 2023.11.09 23:26 | modify | 1 | 0.10 | 2.06551 | 2.07041 | 2.07951 | ||
15 | 2023.11.13 08:20 | t/p | 1 | 0.10 | 2.07951 | 2.07041 | 2.07951 | 81.32 | 1081.32 |
16 | 2023.11.13 08:20 | t/p | 2 | 0.10 | 2.07951 | 2.07041 | 2.07951 | 51.83 | 1133.15 |
17 | 2023.11.13 08:20 | t/p | 3 | 0.10 | 2.07951 | 2.07041 | 2.07951 | 34.42 | 1167.58 |
18 | 2023.11.13 08:20 | t/p | 4 | 0.10 | 2.07951 | 2.07041 | 2.07951 | 22.64 | 1190.22 |
19 | 2023.12.20 14:00 | buy | 5 | 0.10 | 2.01219 | 0.00000 | 0.00000 | ||
20 | 2023.12.20 14:00 | modify | 5 | 0.10 | 2.01219 | 2.00719 | 2.02619 | ||
21 | 2023.12.20 17:40 | buy | 6 | 0.10 | 2.01721 | 0.00000 | 0.00000 | ||
22 | 2023.12.20 17:40 | modify | 6 | 0.10 | 2.01721 | 2.01429 | 2.02619 | ||
23 | 2023.12.20 17:40 | modify | 5 | 0.10 | 2.01219 | 2.01429 | 2.02619 | ||
24 | 2023.12.20 20:20 | buy | 7 | 0.10 | 2.02008 | 0.00000 | 0.00000 | ||
25 | 2023.12.20 20:20 | modify | 7 | 0.10 | 2.02008 | 2.01779 | 2.02619 | ||
26 | 2023.12.20 20:20 | modify | 6 | 0.10 | 2.01721 | 2.01779 | 2.02619 | ||
27 | 2023.12.20 20:20 | modify | 5 | 0.10 | 2.01219 | 2.01779 | 2.02619 | ||
28 | 2023.12.20 21:40 | buy | 8 | 0.10 | 2.02214 | 0.00000 | 0.00000 | ||
29 | 2023.12.20 21:40 | modify | 8 | 0.10 | 2.02214 | 2.01709 | 2.02619 | ||
30 | 2023.12.20 21:40 | modify | 7 | 0.10 | 2.02008 | 2.01709 | 2.02619 | ||
31 | 2023.12.20 21:40 | modify | 6 | 0.10 | 2.01721 | 2.01709 | 2.02619 | ||
32 | 2023.12.20 21:40 | modify | 5 | 0.10 | 2.01219 | 2.01709 | 2.02619 | ||
33 | 2023.12.21 07:20 | t/p | 5 | 0.10 | 2.02619 | 2.01709 | 2.02619 | 80.95 | 1271.16 |
34 | 2023.12.21 07:20 | t/p | 6 | 0.10 | 2.02619 | 2.01709 | 2.02619 | 51.52 | 1322.68 |
35 | 2023.12.21 07:20 | t/p | 7 | 0.10 | 2.02619 | 2.01709 | 2.02619 | 34.70 | 1357.38 |
36 | 2023.12.21 07:20 | t/p | 8 | 0.10 | 2.02619 | 2.01709 | 2.02619 | 22.62 | 1380.00 |
37 | 2024.02.13 19:00 | sell | 9 | 0.10 | 2.07974 | 0.00000 | 0.00000 | ||
38 | 2024.02.13 19:00 | modify | 9 | 0.10 | 2.07974 | 2.08474 | 2.06574 | ||
39 | 2024.02.14 03:50 | sell | 10 | 0.10 | 2.07466 | 0.00000 | 0.00000 | ||
40 | 2024.02.14 03:50 | modify | 10 | 0.10 | 2.07466 | 2.07764 | 2.06574 | ||
41 | 2024.02.14 03:50 | modify | 9 | 0.10 | 2.07974 | 2.07764 | 2.06574 | ||
42 | 2024.02.14 06:59 | sell | 11 | 0.10 | 2.07175 | 0.00000 | 0.00000 | ||
43 | 2024.02.14 06:59 | modify | 11 | 0.10 | 2.07175 | 2.07414 | 2.06574 | ||
44 | 2024.02.14 06:59 | modify | 10 | 0.10 | 2.07466 | 2.07414 | 2.06574 | ||
45 | 2024.02.14 06:59 | modify | 9 | 0.10 | 2.07974 | 2.07414 | 2.06574 | ||
46 | 2024.02.14 07:10 | sell | 12 | 0.10 | 2.06979 | 0.00000 | 0.00000 | ||
47 | 2024.02.14 07:10 | modify | 12 | 0.10 | 2.06979 | 2.07484 | 2.06574 | ||
48 | 2024.02.14 07:10 | modify | 11 | 0.10 | 2.07175 | 2.07484 | 2.06574 | ||
49 | 2024.02.14 07:10 | modify | 10 | 0.10 | 2.07466 | 2.07484 | 2.06574 | ||
50 | 2024.02.14 07:10 | modify | 9 | 0.10 | 2.07974 | 2.07484 | 2.06574 | ||
51 | 2024.02.14 07:50 | t/p | 9 | 0.10 | 2.06574 | 2.07484 | 2.06574 | 81.87 | 1461.87 |
52 | 2024.02.14 07:50 | t/p | 10 | 0.10 | 2.06574 | 2.07484 | 2.06574 | 52.31 | 1514.18 |
53 | 2024.02.14 07:50 | t/p | 11 | 0.10 | 2.06574 | 2.07484 | 2.06574 | 35.24 | 1549.42 |
54 | 2024.02.14 07:50 | t/p | 12 | 0.10 | 2.06574 | 2.07484 | 2.06574 | 23.75 | 1573.17 |
55 | 2024.02.15 15:00 | buy | 13 | 0.10 | 2.05578 | 0.00000 | 0.00000 | ||
56 | 2024.02.15 15:00 | modify | 13 | 0.10 | 2.05578 | 2.05078 | 2.06978 | ||
57 | 2024.02.15 16:35 | buy | 14 | 0.10 | 2.06076 | 0.00000 | 0.00000 | ||
58 | 2024.02.15 16:35 | modify | 14 | 0.10 | 2.06076 | 2.05788 | 2.06978 | ||
59 | 2024.02.15 16:35 | modify | 13 | 0.10 | 2.05578 | 2.05788 | 2.06978 | ||
60 | 2024.02.15 20:23 | buy | 15 | 0.10 | 2.06363 | 0.00000 | 0.00000 | ||
61 | 2024.02.15 20:23 | modify | 15 | 0.10 | 2.06363 | 2.06138 | 2.06978 | ||
62 | 2024.02.15 20:23 | modify | 14 | 0.10 | 2.06076 | 2.06138 | 2.06978 | ||
63 | 2024.02.15 20:23 | modify | 13 | 0.10 | 2.05578 | 2.06138 | 2.06978 | ||
64 | 2024.02.15 22:10 | s/l | 13 | 0.10 | 2.06138 | 2.06138 | 2.06978 | 32.83 | 1606.00 |
65 | 2024.02.15 22:10 | s/l | 14 | 0.10 | 2.06138 | 2.06138 | 2.06978 | 3.63 | 1609.63 |
66 | 2024.02.15 22:10 | s/l | 15 | 0.10 | 2.06138 | 2.06138 | 2.06978 | -13.19 | 1596.44 |
67 | 2024.06.14 17:00 | buy | 16 | 0.10 | 2.06613 | 0.00000 | 0.00000 | ||
68 | 2024.06.14 17:00 | modify | 16 | 0.10 | 2.06613 | 2.06113 | 2.08013 | ||
69 | 2024.06.17 04:45 | buy | 17 | 0.10 | 2.07108 | 0.00000 | 0.00000 | ||
70 | 2024.06.17 04:45 | modify | 17 | 0.10 | 2.07108 | 2.06823 | 2.08013 | ||
71 | 2024.06.17 04:45 | modify | 16 | 0.10 | 2.06613 | 2.06823 | 2.08013 | ||
72 | 2024.06.17 06:37 | buy | 18 | 0.10 | 2.07384 | 0.00000 | 0.00000 | ||
73 | 2024.06.17 06:37 | modify | 18 | 0.10 | 2.07384 | 2.07173 | 2.08013 | ||
74 | 2024.06.17 06:37 | modify | 17 | 0.10 | 2.07108 | 2.07173 | 2.08013 | ||
75 | 2024.06.17 06:37 | modify | 16 | 0.10 | 2.06613 | 2.07173 | 2.08013 | ||
76 | 2024.06.17 07:10 | s/l | 16 | 0.10 | 2.07173 | 2.07173 | 2.08013 | 32.46 | 1628.90 |
77 | 2024.06.17 07:10 | s/l | 17 | 0.10 | 2.07173 | 2.07173 | 2.08013 | 3.81 | 1632.71 |
78 | 2024.06.17 07:10 | s/l | 18 | 0.10 | 2.07173 | 2.07173 | 2.08013 | -12.36 | 1620.35 |
79 | 2024.07.09 19:00 | buy | 19 | 0.10 | 2.08794 | 0.00000 | 0.00000 | ||
80 | 2024.07.09 19:00 | modify | 19 | 0.10 | 2.08794 | 2.08294 | 2.10194 | ||
81 | 2024.07.10 02:20 | t/p | 19 | 0.10 | 2.10194 | 2.08294 | 2.10194 | 81.70 | 1702.04 |
82 | 2024.07.30 16:00 | buy | 20 | 0.10 | 2.17576 | 0.00000 | 0.00000 | ||
83 | 2024.07.30 16:00 | modify | 20 | 0.10 | 2.17576 | 2.17076 | 2.18976 | ||
84 | 2024.07.31 01:50 | s/l | 20 | 0.10 | 2.17076 | 2.17076 | 2.18976 | -29.68 | 1672.36 |
85 | 2024.10.04 18:00 | sell | 21 | 0.10 | 2.13022 | 0.00000 | 0.00000 | ||
86 | 2024.10.04 18:00 | modify | 21 | 0.10 | 2.13022 | 2.13522 | 2.11622 | ||
87 | 2024.10.06 22:25 | sell | 22 | 0.10 | 2.12523 | 0.00000 | 0.00000 | ||
88 | 2024.10.06 22:25 | modify | 22 | 0.10 | 2.12523 | 2.12812 | 2.11622 | ||
89 | 2024.10.06 22:25 | modify | 21 | 0.10 | 2.13022 | 2.12812 | 2.11622 | ||
90 | 2024.10.06 22:40 | s/l | 21 | 0.10 | 2.12812 | 2.12812 | 2.11622 | 12.32 | 1684.68 |
91 | 2024.10.06 22:40 | s/l | 22 | 0.10 | 2.12812 | 2.12812 | 2.11622 | -16.94 | 1667.74 |
92 | 2024.10.24 15:00 | sell | 23 | 0.10 | 2.15687 | 0.00000 | 0.00000 | ||
93 | 2024.10.24 15:00 | modify | 23 | 0.10 | 2.15687 | 2.16187 | 2.14287 | ||
94 | 2024.10.25 03:20 | s/l | 23 | 0.10 | 2.16187 | 2.16187 | 2.14287 | -29.54 | 1638.20 |
95 | 2024.10.25 19:00 | sell | 24 | 0.10 | 2.16881 | 0.00000 | 0.00000 | ||
96 | 2024.10.25 19:00 | modify | 24 | 0.10 | 2.16881 | 2.17381 | 2.15481 | ||
97 | 2024.10.29 08:20 | s/l | 24 | 0.10 | 2.17381 | 2.17381 | 2.15481 | -29.76 | 1608.44 |
98 | 2024.10.29 17:00 | sell | 25 | 0.10 | 2.18124 | 0.00000 | 0.00000 | ||
99 | 2024.10.29 17:00 | modify | 25 | 0.10 | 2.18124 | 2.18624 | 2.16724 | ||
100 | 2024.10.30 07:45 | sell | 26 | 0.10 | 2.17607 | 0.00000 | 0.00000 | ||
101 | 2024.10.30 07:45 | modify | 26 | 0.10 | 2.17607 | 2.17914 | 2.16724 | ||
102 | 2024.10.30 07:45 | modify | 25 | 0.10 | 2.18124 | 2.17914 | 2.16724 | ||
103 | 2024.10.30 08:25 | sell | 27 | 0.10 | 2.17119 | 0.00000 | 0.00000 | ||
104 | 2024.10.30 08:25 | modify | 27 | 0.10 | 2.17119 | 2.17634 | 2.16724 | ||
105 | 2024.10.30 08:25 | modify | 26 | 0.10 | 2.17607 | 2.17634 | 2.16724 | ||
106 | 2024.10.30 08:25 | modify | 25 | 0.10 | 2.18124 | 2.17634 | 2.16724 | ||
107 | 2024.10.30 10:20 | t/p | 25 | 0.10 | 2.16724 | 2.17634 | 2.16724 | 81.87 | 1690.31 |
108 | 2024.10.30 10:20 | t/p | 26 | 0.10 | 2.16724 | 2.17634 | 2.16724 | 51.77 | 1742.08 |
109 | 2024.10.30 10:20 | t/p | 27 | 0.10 | 2.16724 | 2.17634 | 2.16724 | 23.16 | 1765.24 |