Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 2611 | Ticks modelled | 4222 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | 255.19 | Gross profit | 746.37 | Gross loss | -491.18 |
Profit factor | 1.52 | Expected payoff | 11.60 | ||
Absolute drawdown | 52.36 | Maximal drawdown | 204.92 (15.43%) | Relative drawdown | 15.43% (204.92) |
Total trades | 22 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 12 (58.33%) |
Profit trades (% of total) | 13 (59.09%) | Loss trades (% of total) | 9 (40.91%) | ||
Largest | profit trade | 87.96 | loss trade | -79.95 | |
Average | profit trade | 57.41 | loss trade | -54.58 | |
Maximum | consecutive wins (profit in money) | 3 (230.09) | consecutive losses (loss in money) | 2 (-99.69) | |
Maximal | consecutive profit (count of wins) | 230.09 (3) | consecutive loss (count of losses) | -99.69 (2) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.02 12:00 | buy | 1 | 0.10 | 2.06845 | 0.00000 | 0.00000 | ||
2 | 2023.11.02 12:00 | modify | 1 | 0.10 | 2.06845 | 2.05545 | 2.08345 | ||
3 | 2023.11.06 12:00 | buy | 2 | 0.10 | 2.07771 | 0.00000 | 0.00000 | ||
4 | 2023.11.06 12:00 | modify | 2 | 0.10 | 2.07771 | 2.07220 | 2.08345 | ||
5 | 2023.11.06 12:00 | modify | 1 | 0.10 | 2.06845 | 2.07220 | 2.08345 | ||
6 | 2023.11.06 16:00 | s/l | 1 | 0.10 | 2.07220 | 2.07220 | 2.08345 | 21.23 | 1021.23 |
7 | 2023.11.06 16:00 | s/l | 2 | 0.10 | 2.07220 | 2.07220 | 2.08345 | -32.31 | 988.92 |
8 | 2023.11.15 08:00 | buy | 3 | 0.10 | 2.06716 | 0.00000 | 0.00000 | ||
9 | 2023.11.15 08:00 | modify | 3 | 0.10 | 2.06716 | 2.05416 | 2.08216 | ||
10 | 2023.11.17 04:00 | t/p | 3 | 0.10 | 2.08216 | 2.05416 | 2.08216 | 86.44 | 1075.37 |
11 | 2023.11.29 04:00 | buy | 4 | 0.10 | 2.05355 | 0.00000 | 0.00000 | ||
12 | 2023.11.29 04:00 | modify | 4 | 0.10 | 2.05355 | 2.04055 | 2.06855 | ||
13 | 2023.12.04 04:00 | s/l | 4 | 0.10 | 2.04055 | 2.04055 | 2.06855 | -78.08 | 997.28 |
14 | 2023.12.14 04:00 | buy | 5 | 0.10 | 2.02729 | 0.00000 | 0.00000 | ||
15 | 2023.12.14 04:00 | modify | 5 | 0.10 | 2.02729 | 2.01429 | 2.04229 | ||
16 | 2023.12.14 16:00 | t/p | 5 | 0.10 | 2.04229 | 2.01429 | 2.04229 | 87.94 | 1085.22 |
17 | 2023.12.20 08:00 | buy | 6 | 0.10 | 2.01612 | 0.00000 | 0.00000 | ||
18 | 2023.12.20 08:00 | modify | 6 | 0.10 | 2.01612 | 2.00312 | 2.03112 | ||
19 | 2023.12.21 00:00 | buy | 7 | 0.10 | 2.02165 | 0.00000 | 0.00000 | ||
20 | 2023.12.21 00:00 | modify | 7 | 0.10 | 2.02165 | 2.01762 | 2.03112 | ||
21 | 2023.12.21 00:00 | modify | 6 | 0.10 | 2.01612 | 2.01762 | 2.03112 | ||
22 | 2023.12.21 16:00 | s/l | 6 | 0.10 | 2.01762 | 2.01762 | 2.03112 | 7.67 | 1092.89 |
23 | 2023.12.21 16:00 | s/l | 7 | 0.10 | 2.01762 | 2.01762 | 2.03112 | -23.63 | 1069.26 |
24 | 2024.01.17 16:00 | sell | 8 | 0.10 | 2.07666 | 0.00000 | 0.00000 | ||
25 | 2024.01.17 16:00 | modify | 8 | 0.10 | 2.07666 | 2.08966 | 2.06166 | ||
26 | 2024.01.18 04:00 | sell | 9 | 0.10 | 2.07126 | 0.00000 | 0.00000 | ||
27 | 2024.01.18 04:00 | modify | 9 | 0.10 | 2.07126 | 2.07516 | 2.06166 | ||
28 | 2024.01.18 04:00 | modify | 8 | 0.10 | 2.07666 | 2.07516 | 2.06166 | ||
29 | 2024.01.18 08:00 | s/l | 8 | 0.10 | 2.07516 | 2.07516 | 2.06166 | 8.14 | 1077.41 |
30 | 2024.01.18 08:00 | s/l | 9 | 0.10 | 2.07516 | 2.07516 | 2.06166 | -22.87 | 1054.54 |
31 | 2024.02.13 16:00 | sell | 10 | 0.10 | 2.07876 | 0.00000 | 0.00000 | ||
32 | 2024.02.13 16:00 | modify | 10 | 0.10 | 2.07876 | 2.09176 | 2.06376 | ||
33 | 2024.02.14 12:00 | t/p | 10 | 0.10 | 2.06376 | 2.09176 | 2.06376 | 87.74 | 1142.28 |
34 | 2024.02.28 04:00 | sell | 11 | 0.10 | 2.07395 | 0.00000 | 0.00000 | ||
35 | 2024.02.28 04:00 | modify | 11 | 0.10 | 2.07395 | 2.08695 | 2.05895 | ||
36 | 2024.03.05 08:00 | s/l | 11 | 0.10 | 2.08695 | 2.08695 | 2.05895 | -77.54 | 1064.74 |
37 | 2024.04.22 12:00 | buy | 12 | 0.10 | 2.08514 | 0.00000 | 0.00000 | ||
38 | 2024.04.22 12:00 | modify | 12 | 0.10 | 2.08514 | 2.07214 | 2.10014 | ||
39 | 2024.04.24 20:00 | t/p | 12 | 0.10 | 2.10014 | 2.07214 | 2.10014 | 87.19 | 1151.93 |
40 | 2024.05.01 00:00 | sell | 13 | 0.10 | 2.12462 | 0.00000 | 0.00000 | ||
41 | 2024.05.01 00:00 | modify | 13 | 0.10 | 2.12462 | 2.13762 | 2.10962 | ||
42 | 2024.05.01 04:00 | sell | 14 | 0.10 | 2.11921 | 0.00000 | 0.00000 | ||
43 | 2024.05.01 04:00 | modify | 14 | 0.10 | 2.11921 | 2.12312 | 2.10962 | ||
44 | 2024.05.01 04:00 | modify | 13 | 0.10 | 2.12462 | 2.12312 | 2.10962 | ||
45 | 2024.05.02 08:00 | t/p | 13 | 0.10 | 2.10962 | 2.12312 | 2.10962 | 87.31 | 1239.24 |
46 | 2024.05.02 08:00 | t/p | 14 | 0.10 | 2.10962 | 2.12312 | 2.10962 | 55.58 | 1294.83 |
47 | 2024.05.03 16:00 | buy | 15 | 0.10 | 2.08510 | 0.00000 | 0.00000 | ||
48 | 2024.05.03 16:00 | modify | 15 | 0.10 | 2.08510 | 2.07210 | 2.10010 | ||
49 | 2024.05.15 20:00 | s/l | 15 | 0.10 | 2.07210 | 2.07210 | 2.10010 | -79.95 | 1214.87 |
50 | 2024.06.07 16:00 | sell | 16 | 0.10 | 2.08212 | 0.00000 | 0.00000 | ||
51 | 2024.06.07 16:00 | modify | 16 | 0.10 | 2.08212 | 2.09512 | 2.06712 | ||
52 | 2024.06.11 08:00 | sell | 17 | 0.10 | 2.07668 | 0.00000 | 0.00000 | ||
53 | 2024.06.11 08:00 | modify | 17 | 0.10 | 2.07668 | 2.08062 | 2.06712 | ||
54 | 2024.06.11 08:00 | modify | 16 | 0.10 | 2.08212 | 2.08062 | 2.06712 | ||
55 | 2024.06.11 12:00 | s/l | 16 | 0.10 | 2.08062 | 2.08062 | 2.06712 | 8.36 | 1223.24 |
56 | 2024.06.11 12:00 | s/l | 17 | 0.10 | 2.08062 | 2.08062 | 2.06712 | -23.10 | 1200.14 |
57 | 2024.08.01 12:00 | buy | 18 | 0.10 | 2.15241 | 0.00000 | 0.00000 | ||
58 | 2024.08.01 12:00 | modify | 18 | 0.10 | 2.15241 | 2.13941 | 2.16741 | ||
59 | 2024.08.02 04:00 | s/l | 18 | 0.10 | 2.13941 | 2.13941 | 2.16741 | -76.59 | 1123.54 |
60 | 2024.08.05 08:00 | sell | 19 | 0.10 | 2.15875 | 0.00000 | 0.00000 | ||
61 | 2024.08.05 08:00 | modify | 19 | 0.10 | 2.15875 | 2.17175 | 2.14375 | ||
62 | 2024.08.05 16:00 | t/p | 19 | 0.10 | 2.14375 | 2.17175 | 2.14375 | 87.96 | 1211.50 |
63 | 2024.08.14 04:00 | sell | 20 | 0.10 | 2.13787 | 0.00000 | 0.00000 | ||
64 | 2024.08.14 04:00 | modify | 20 | 0.10 | 2.13787 | 2.15087 | 2.12287 | ||
65 | 2024.08.16 00:00 | s/l | 20 | 0.10 | 2.15087 | 2.15087 | 2.12287 | -77.10 | 1134.40 |
66 | 2024.08.29 04:00 | buy | 21 | 0.10 | 2.10080 | 0.00000 | 0.00000 | ||
67 | 2024.08.29 04:00 | modify | 21 | 0.10 | 2.10080 | 2.08780 | 2.11580 | ||
68 | 2024.09.02 12:00 | buy | 22 | 0.10 | 2.10994 | 0.00000 | 0.00000 | ||
69 | 2024.09.02 12:00 | modify | 22 | 0.10 | 2.10994 | 2.10455 | 2.11580 | ||
70 | 2024.09.02 12:00 | modify | 21 | 0.10 | 2.10080 | 2.10455 | 2.11580 | ||
71 | 2024.09.03 04:00 | t/p | 21 | 0.10 | 2.11580 | 2.10455 | 2.11580 | 86.82 | 1221.22 |
72 | 2024.09.03 04:00 | t/p | 22 | 0.10 | 2.11580 | 2.10455 | 2.11580 | 33.98 | 1255.19 |