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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=110; 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=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 551.81 | Gross profit | 1112.87 | Gross loss | -561.06 |
Profit factor | 1.98 | Expected payoff | 19.71 | ||
Absolute drawdown | 49.37 | Maximal drawdown | 285.86 (19.05%) | Relative drawdown | 19.05% (285.86) |
Total trades | 28 | Short positions (won %) | 18 (55.56%) | Long positions (won %) | 10 (80.00%) |
Profit trades (% of total) | 18 (64.29%) | Loss trades (% of total) | 10 (35.71%) | ||
Largest | profit trade | 81.90 | loss trade | -67.12 | |
Average | profit trade | 61.83 | loss trade | -56.11 | |
Maximum | consecutive wins (profit in money) | 5 (340.68) | consecutive losses (loss in money) | 4 (-261.36) | |
Maximal | consecutive profit (count of wins) | 340.68 (5) | consecutive loss (count of losses) | -261.36 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.13 20:00 | sell | 1 | 0.10 | 2.08634 | 0.00000 | 0.00000 | ||
2 | 2023.11.13 20:00 | modify | 1 | 0.10 | 2.08634 | 2.09734 | 2.07234 | ||
3 | 2023.11.15 08:00 | t/p | 1 | 0.10 | 2.07234 | 2.09734 | 2.07234 | 81.67 | 1081.67 |
4 | 2023.12.20 12:00 | buy | 2 | 0.10 | 2.01183 | 0.00000 | 0.00000 | ||
5 | 2023.12.20 12:00 | modify | 2 | 0.10 | 2.01183 | 2.00083 | 2.02583 | ||
6 | 2023.12.21 08:00 | t/p | 2 | 0.10 | 2.02583 | 2.00083 | 2.02583 | 80.97 | 1162.64 |
7 | 2024.02.13 16:00 | sell | 3 | 0.10 | 2.07876 | 0.00000 | 0.00000 | ||
8 | 2024.02.13 16:00 | modify | 3 | 0.10 | 2.07876 | 2.08976 | 2.06476 | ||
9 | 2024.02.14 12:00 | t/p | 3 | 0.10 | 2.06476 | 2.08976 | 2.06476 | 81.89 | 1244.53 |
10 | 2024.02.20 12:00 | buy | 4 | 0.10 | 2.04153 | 0.00000 | 0.00000 | ||
11 | 2024.02.20 12:00 | modify | 4 | 0.10 | 2.04153 | 2.03053 | 2.05553 | ||
12 | 2024.02.26 04:00 | buy | 5 | 0.10 | 2.05275 | 0.00000 | 0.00000 | ||
13 | 2024.02.26 04:00 | modify | 5 | 0.10 | 2.05275 | 2.04643 | 2.05553 | ||
14 | 2024.02.26 04:00 | modify | 4 | 0.10 | 2.04153 | 2.04643 | 2.05553 | ||
15 | 2024.02.26 12:00 | t/p | 4 | 0.10 | 2.05553 | 2.04643 | 2.05553 | 79.85 | 1324.38 |
16 | 2024.02.26 12:00 | t/p | 5 | 0.10 | 2.05553 | 2.04643 | 2.05553 | 16.30 | 1340.68 |
17 | 2024.02.28 12:00 | sell | 6 | 0.10 | 2.07421 | 0.00000 | 0.00000 | ||
18 | 2024.02.28 12:00 | modify | 6 | 0.10 | 2.07421 | 2.08521 | 2.06021 | ||
19 | 2024.03.05 04:00 | s/l | 6 | 0.10 | 2.08521 | 2.08521 | 2.06021 | -65.83 | 1274.85 |
20 | 2024.03.15 16:00 | sell | 7 | 0.10 | 2.09203 | 0.00000 | 0.00000 | ||
21 | 2024.03.15 16:00 | modify | 7 | 0.10 | 2.09203 | 2.10303 | 2.07803 | ||
22 | 2024.03.19 20:00 | s/l | 7 | 0.10 | 2.10303 | 2.10303 | 2.07803 | -64.96 | 1209.89 |
23 | 2024.03.28 12:00 | sell | 8 | 0.10 | 2.11544 | 0.00000 | 0.00000 | ||
24 | 2024.03.28 12:00 | modify | 8 | 0.10 | 2.11544 | 2.12644 | 2.10144 | ||
25 | 2024.03.29 12:00 | sell | 9 | 0.10 | 2.11029 | 0.00000 | 0.00000 | ||
26 | 2024.03.29 12:00 | modify | 9 | 0.10 | 2.11029 | 2.11334 | 2.10144 | ||
27 | 2024.03.29 12:00 | modify | 8 | 0.10 | 2.11544 | 2.11334 | 2.10144 | ||
28 | 2024.03.29 16:00 | s/l | 8 | 0.10 | 2.11334 | 2.11334 | 2.10144 | 12.10 | 1221.99 |
29 | 2024.03.29 16:00 | s/l | 9 | 0.10 | 2.11334 | 2.11334 | 2.10144 | -17.89 | 1204.10 |
30 | 2024.04.16 12:00 | sell | 10 | 0.10 | 2.11348 | 0.00000 | 0.00000 | ||
31 | 2024.04.16 12:00 | modify | 10 | 0.10 | 2.11348 | 2.12448 | 2.09948 | ||
32 | 2024.04.17 12:00 | sell | 11 | 0.10 | 2.10830 | 0.00000 | 0.00000 | ||
33 | 2024.04.17 12:00 | modify | 11 | 0.10 | 2.10830 | 2.11138 | 2.09948 | ||
34 | 2024.04.17 12:00 | modify | 10 | 0.10 | 2.11348 | 2.11138 | 2.09948 | ||
35 | 2024.04.19 04:00 | s/l | 10 | 0.10 | 2.11138 | 2.11138 | 2.09948 | 11.22 | 1215.32 |
36 | 2024.04.19 04:00 | s/l | 11 | 0.10 | 2.11138 | 2.11138 | 2.09948 | -18.94 | 1196.37 |
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 | 2.07414 | 2.09914 | ||
39 | 2024.04.24 16:00 | t/p | 12 | 0.10 | 2.09914 | 2.07414 | 2.09914 | 81.34 | 1277.71 |
40 | 2024.05.03 16:00 | buy | 13 | 0.10 | 2.08510 | 0.00000 | 0.00000 | ||
41 | 2024.05.03 16:00 | modify | 13 | 0.10 | 2.08510 | 2.07410 | 2.09910 | ||
42 | 2024.05.10 00:00 | s/l | 13 | 0.10 | 2.07410 | 2.07410 | 2.09910 | -67.12 | 1210.59 |
43 | 2024.05.21 16:00 | sell | 14 | 0.10 | 2.08501 | 0.00000 | 0.00000 | ||
44 | 2024.05.21 16:00 | modify | 14 | 0.10 | 2.08501 | 2.09601 | 2.07101 | ||
45 | 2024.05.22 04:00 | t/p | 14 | 0.10 | 2.07101 | 2.09601 | 2.07101 | 81.90 | 1292.50 |
46 | 2024.06.07 16:00 | sell | 15 | 0.10 | 2.08212 | 0.00000 | 0.00000 | ||
47 | 2024.06.07 16:00 | modify | 15 | 0.10 | 2.08212 | 2.09312 | 2.06812 | ||
48 | 2024.06.12 16:00 | t/p | 15 | 0.10 | 2.06812 | 2.09312 | 2.06812 | 81.46 | 1373.96 |
49 | 2024.06.21 12:00 | buy | 16 | 0.10 | 2.06240 | 0.00000 | 0.00000 | ||
50 | 2024.06.21 12:00 | modify | 16 | 0.10 | 2.06240 | 2.05140 | 2.07640 | ||
51 | 2024.06.24 16:00 | buy | 17 | 0.10 | 2.07104 | 0.00000 | 0.00000 | ||
52 | 2024.06.24 16:00 | modify | 17 | 0.10 | 2.07104 | 2.06660 | 2.07640 | ||
53 | 2024.06.24 16:00 | modify | 16 | 0.10 | 2.06240 | 2.06660 | 2.07640 | ||
54 | 2024.06.25 16:00 | buy | 18 | 0.10 | 2.07374 | 0.00000 | 0.00000 | ||
55 | 2024.06.25 16:00 | modify | 18 | 0.10 | 2.07374 | 2.06730 | 2.07640 | ||
56 | 2024.06.25 16:00 | modify | 17 | 0.10 | 2.07104 | 2.06730 | 2.07640 | ||
57 | 2024.06.25 16:00 | modify | 16 | 0.10 | 2.06240 | 2.06730 | 2.07640 | ||
58 | 2024.06.26 12:00 | t/p | 16 | 0.10 | 2.07640 | 2.06730 | 2.07640 | 80.98 | 1454.94 |
59 | 2024.06.26 12:00 | t/p | 17 | 0.10 | 2.07640 | 2.06730 | 2.07640 | 30.68 | 1485.62 |
60 | 2024.06.26 12:00 | t/p | 18 | 0.10 | 2.07640 | 2.06730 | 2.07640 | 15.23 | 1500.85 |
61 | 2024.07.10 12:00 | sell | 19 | 0.10 | 2.10690 | 0.00000 | 0.00000 | ||
62 | 2024.07.10 12:00 | modify | 19 | 0.10 | 2.10690 | 2.11790 | 2.09290 | ||
63 | 2024.07.11 20:00 | s/l | 19 | 0.10 | 2.11790 | 2.11790 | 2.09290 | -65.18 | 1435.67 |
64 | 2024.07.16 16:00 | sell | 20 | 0.10 | 2.14368 | 0.00000 | 0.00000 | ||
65 | 2024.07.16 16:00 | modify | 20 | 0.10 | 2.14368 | 2.15468 | 2.12968 | ||
66 | 2024.07.22 08:00 | s/l | 20 | 0.10 | 2.15468 | 2.15468 | 2.12968 | -65.82 | 1369.85 |
67 | 2024.07.22 12:00 | sell | 21 | 0.10 | 2.15595 | 0.00000 | 0.00000 | ||
68 | 2024.07.22 12:00 | modify | 21 | 0.10 | 2.15595 | 2.16695 | 2.14195 | ||
69 | 2024.07.23 04:00 | s/l | 21 | 0.10 | 2.16695 | 2.16695 | 2.14195 | -64.74 | 1305.11 |
70 | 2024.07.31 16:00 | buy | 22 | 0.10 | 2.15947 | 0.00000 | 0.00000 | ||
71 | 2024.07.31 16:00 | modify | 22 | 0.10 | 2.15947 | 2.14847 | 2.17347 | ||
72 | 2024.08.01 12:00 | s/l | 22 | 0.10 | 2.14847 | 2.14847 | 2.17347 | -65.62 | 1239.49 |
73 | 2024.08.15 20:00 | sell | 23 | 0.10 | 2.14649 | 0.00000 | 0.00000 | ||
74 | 2024.08.15 20:00 | modify | 23 | 0.10 | 2.14649 | 2.15749 | 2.13249 | ||
75 | 2024.08.16 04:00 | sell | 24 | 0.10 | 2.14137 | 0.00000 | 0.00000 | ||
76 | 2024.08.16 04:00 | modify | 24 | 0.10 | 2.14137 | 2.14439 | 2.13249 | ||
77 | 2024.08.16 04:00 | modify | 23 | 0.10 | 2.14649 | 2.14439 | 2.13249 | ||
78 | 2024.08.19 04:00 | t/p | 23 | 0.10 | 2.13249 | 2.14439 | 2.13249 | 81.68 | 1321.17 |
79 | 2024.08.19 04:00 | t/p | 24 | 0.10 | 2.13249 | 2.14439 | 2.13249 | 51.87 | 1373.04 |
80 | 2024.08.20 12:00 | buy | 25 | 0.10 | 2.11820 | 0.00000 | 0.00000 | ||
81 | 2024.08.20 12:00 | modify | 25 | 0.10 | 2.11820 | 2.10720 | 2.13220 | ||
82 | 2024.08.22 12:00 | t/p | 25 | 0.10 | 2.13220 | 2.10720 | 2.13220 | 80.59 | 1453.63 |
83 | 2024.10.09 12:00 | sell | 26 | 0.10 | 2.15525 | 0.00000 | 0.00000 | ||
84 | 2024.10.09 12:00 | modify | 26 | 0.10 | 2.15525 | 2.16625 | 2.14125 | ||
85 | 2024.10.11 00:00 | t/p | 26 | 0.10 | 2.14125 | 2.16625 | 2.14125 | 81.25 | 1534.88 |
86 | 2024.10.25 20:00 | sell | 27 | 0.10 | 2.16889 | 0.00000 | 0.00000 | ||
87 | 2024.10.25 20:00 | modify | 27 | 0.10 | 2.16889 | 2.17989 | 2.15489 | ||
88 | 2024.10.29 16:00 | s/l | 27 | 0.10 | 2.17989 | 2.17989 | 2.15489 | -64.96 | 1469.92 |
89 | 2024.10.29 16:00 | sell | 28 | 0.10 | 2.18152 | 0.00000 | 0.00000 | ||
90 | 2024.10.29 16:00 | modify | 28 | 0.10 | 2.18152 | 2.19252 | 2.16752 | ||
91 | 2024.10.30 12:00 | t/p | 28 | 0.10 | 2.16752 | 2.19252 | 2.16752 | 81.89 | 1551.81 |