Symbol | GBPNZD (Great Britan Pound vs New Zealand) | ||||
Period | 1 Hour (H1) 2024.01.01 22:00 - 2024.12.31 21:00 (2024.01.01 - 2025.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=12; 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=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=40; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=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 | 7219 | Ticks modelled | 157998 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | 378.60 | Gross profit | 465.07 | Gross loss | -86.47 |
Profit factor | 5.38 | Expected payoff | 22.27 | ||
Absolute drawdown | 10.61 | Maximal drawdown | 88.92 (7.19%) | Relative drawdown | 7.19% (88.92) |
Total trades | 17 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 6 (33.33%) |
Profit trades (% of total) | 10 (58.82%) | Loss trades (% of total) | 7 (41.18%) | ||
Largest | profit trade | 84.06 | loss trade | -28.43 | |
Average | profit trade | 46.51 | loss trade | -12.35 | |
Maximum | consecutive wins (profit in money) | 4 (208.34) | consecutive losses (loss in money) | 3 (-47.13) | |
Maximal | consecutive profit (count of wins) | 208.34 (4) | consecutive loss (count of losses) | -47.13 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.02.13 19:00 | sell | 1 | 0.10 | 2.07974 | 0.00000 | 0.00000 | ||
2 | 2024.02.13 19:00 | modify | 1 | 0.10 | 2.07974 | 2.08474 | 2.06474 | ||
3 | 2024.02.14 05:16 | sell | 2 | 0.10 | 2.07348 | 0.00000 | 0.00000 | ||
4 | 2024.02.14 05:16 | modify | 2 | 0.10 | 2.07348 | 2.07674 | 2.06474 | ||
5 | 2024.02.14 05:16 | sell | 3 | 0.10 | 2.07348 | 0.00000 | 0.00000 | ||
6 | 2024.02.14 05:16 | modify | 3 | 0.10 | 2.07348 | 2.07524 | 2.06474 | ||
7 | 2024.02.14 05:16 | modify | 1 | 0.10 | 2.07974 | 2.07524 | 2.06474 | ||
8 | 2024.02.14 05:20 | modify | 2 | 0.10 | 2.07348 | 2.07524 | 2.06474 | ||
9 | 2024.02.14 08:02 | t/p | 1 | 0.10 | 2.06474 | 2.07524 | 2.06474 | 83.64 | 1083.64 |
10 | 2024.02.14 08:02 | t/p | 2 | 0.10 | 2.06474 | 2.07524 | 2.06474 | 48.97 | 1132.61 |
11 | 2024.02.14 08:02 | t/p | 3 | 0.10 | 2.06474 | 2.07524 | 2.06474 | 48.97 | 1181.58 |
12 | 2024.05.03 15:00 | buy | 4 | 0.10 | 2.08648 | 0.00000 | 0.00000 | ||
13 | 2024.05.03 15:00 | modify | 4 | 0.10 | 2.08648 | 2.08148 | 2.10148 | ||
14 | 2024.05.06 04:20 | buy | 5 | 0.10 | 2.09274 | 0.00000 | 0.00000 | ||
15 | 2024.05.06 04:20 | modify | 5 | 0.10 | 2.09274 | 2.08948 | 2.10148 | ||
16 | 2024.05.06 04:20 | buy | 6 | 0.10 | 2.09274 | 0.00000 | 0.00000 | ||
17 | 2024.05.06 04:20 | modify | 6 | 0.10 | 2.09274 | 2.09098 | 2.10148 | ||
18 | 2024.05.06 04:20 | modify | 4 | 0.10 | 2.08648 | 2.09098 | 2.10148 | ||
19 | 2024.05.06 04:22 | modify | 5 | 0.10 | 2.09274 | 2.09098 | 2.10148 | ||
20 | 2024.05.06 04:45 | s/l | 4 | 0.10 | 2.09098 | 2.09098 | 2.10148 | 25.18 | 1206.76 |
21 | 2024.05.06 04:45 | s/l | 5 | 0.10 | 2.09098 | 2.09098 | 2.10148 | -9.86 | 1196.90 |
22 | 2024.05.06 04:45 | s/l | 6 | 0.10 | 2.09098 | 2.09098 | 2.10148 | -9.86 | 1187.04 |
23 | 2024.06.07 17:00 | sell | 7 | 0.10 | 2.08156 | 0.00000 | 0.00000 | ||
24 | 2024.06.07 17:00 | modify | 7 | 0.10 | 2.08156 | 2.08656 | 2.06656 | ||
25 | 2024.06.10 21:15 | sell | 8 | 0.10 | 2.07531 | 0.00000 | 0.00000 | ||
26 | 2024.06.10 21:15 | modify | 8 | 0.10 | 2.07531 | 2.07856 | 2.06656 | ||
27 | 2024.06.10 21:15 | sell | 9 | 0.10 | 2.07531 | 0.00000 | 0.00000 | ||
28 | 2024.06.10 21:15 | modify | 9 | 0.10 | 2.07531 | 2.07706 | 2.06656 | ||
29 | 2024.06.10 21:15 | modify | 7 | 0.10 | 2.08156 | 2.07706 | 2.06656 | ||
30 | 2024.06.10 21:17 | modify | 8 | 0.10 | 2.07531 | 2.07706 | 2.06656 | ||
31 | 2024.06.10 21:27 | s/l | 7 | 0.10 | 2.07706 | 2.07706 | 2.06656 | 24.80 | 1211.84 |
32 | 2024.06.10 21:27 | s/l | 8 | 0.10 | 2.07706 | 2.07706 | 2.06656 | -9.81 | 1202.03 |
33 | 2024.06.10 21:27 | s/l | 9 | 0.10 | 2.07706 | 2.07706 | 2.06656 | -9.81 | 1192.22 |
34 | 2024.08.29 06:00 | buy | 10 | 0.10 | 2.10051 | 0.00000 | 0.00000 | ||
35 | 2024.08.29 06:00 | modify | 10 | 0.10 | 2.10051 | 2.09551 | 2.11551 | ||
36 | 2024.08.30 06:57 | buy | 11 | 0.10 | 2.10668 | 0.00000 | 0.00000 | ||
37 | 2024.08.30 06:57 | modify | 11 | 0.10 | 2.10668 | 2.10351 | 2.11551 | ||
38 | 2024.08.30 06:57 | buy | 12 | 0.10 | 2.10668 | 0.00000 | 0.00000 | ||
39 | 2024.08.30 06:57 | modify | 12 | 0.10 | 2.10668 | 2.10501 | 2.11551 | ||
40 | 2024.08.30 06:57 | modify | 10 | 0.10 | 2.10051 | 2.10501 | 2.11551 | ||
41 | 2024.08.30 06:59 | modify | 11 | 0.10 | 2.10668 | 2.10501 | 2.11551 | ||
42 | 2024.08.30 07:20 | s/l | 10 | 0.10 | 2.10501 | 2.10501 | 2.11551 | 25.18 | 1217.39 |
43 | 2024.08.30 07:20 | s/l | 11 | 0.10 | 2.10501 | 2.10501 | 2.11551 | -9.35 | 1208.04 |
44 | 2024.08.30 07:20 | s/l | 12 | 0.10 | 2.10501 | 2.10501 | 2.11551 | -9.35 | 1198.69 |
45 | 2024.10.04 18:00 | sell | 13 | 0.10 | 2.13022 | 0.00000 | 0.00000 | ||
46 | 2024.10.04 18:00 | modify | 13 | 0.10 | 2.13022 | 2.13522 | 2.11522 | ||
47 | 2024.10.07 14:40 | s/l | 13 | 0.10 | 2.13522 | 2.13522 | 2.11522 | -28.43 | 1170.26 |
48 | 2024.12.19 01:00 | sell | 14 | 0.10 | 2.23702 | 0.00000 | 0.00000 | ||
49 | 2024.12.19 01:00 | modify | 14 | 0.10 | 2.23702 | 2.24202 | 2.22202 | ||
50 | 2024.12.19 12:52 | sell | 15 | 0.10 | 2.23089 | 0.00000 | 0.00000 | ||
51 | 2024.12.19 12:52 | modify | 15 | 0.10 | 2.23089 | 2.23402 | 2.22202 | ||
52 | 2024.12.19 12:52 | sell | 16 | 0.10 | 2.23089 | 0.00000 | 0.00000 | ||
53 | 2024.12.19 12:52 | modify | 16 | 0.10 | 2.23089 | 2.23252 | 2.22202 | ||
54 | 2024.12.19 12:52 | modify | 14 | 0.10 | 2.23702 | 2.23252 | 2.22202 | ||
55 | 2024.12.19 12:55 | modify | 15 | 0.10 | 2.23089 | 2.23252 | 2.22202 | ||
56 | 2024.12.19 13:55 | sell | 17 | 0.10 | 2.22646 | 0.00000 | 0.00000 | ||
57 | 2024.12.19 13:55 | modify | 17 | 0.10 | 2.22646 | 2.23027 | 2.22202 | ||
58 | 2024.12.19 13:55 | modify | 16 | 0.10 | 2.23089 | 2.23027 | 2.22202 | ||
59 | 2024.12.19 13:55 | modify | 15 | 0.10 | 2.23089 | 2.23027 | 2.22202 | ||
60 | 2024.12.19 13:55 | modify | 14 | 0.10 | 2.23702 | 2.23027 | 2.22202 | ||
61 | 2024.12.19 15:45 | t/p | 14 | 0.10 | 2.22202 | 2.23027 | 2.22202 | 84.06 | 1254.32 |
62 | 2024.12.19 15:45 | t/p | 15 | 0.10 | 2.22202 | 2.23027 | 2.22202 | 49.70 | 1304.02 |
63 | 2024.12.19 15:45 | t/p | 16 | 0.10 | 2.22202 | 2.23027 | 2.22202 | 49.70 | 1353.72 |
64 | 2024.12.19 15:45 | t/p | 17 | 0.10 | 2.22202 | 2.23027 | 2.22202 | 24.88 | 1378.60 |