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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; 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=140; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=12; 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 | 157994 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | 512.58 | Gross profit | 603.45 | Gross loss | -90.87 |
Profit factor | 6.64 | Expected payoff | 36.61 | ||
Absolute drawdown | 88.80 | Maximal drawdown | 127.80 (12.15%) | Relative drawdown | 12.15% (127.80) |
Total trades | 14 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 4 (100.00%) |
Profit trades (% of total) | 12 (85.71%) | Loss trades (% of total) | 2 (14.29%) | ||
Largest | profit trade | 84.00 | loss trade | -80.85 | |
Average | profit trade | 50.29 | loss trade | -45.44 | |
Maximum | consecutive wins (profit in money) | 9 (435.89) | consecutive losses (loss in money) | 1 (-80.85) | |
Maximal | consecutive profit (count of wins) | 435.89 (9) | consecutive loss (count of losses) | -80.85 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.02.28 03:00 | sell | 1 | 0.10 | 2.07248 | 0.00000 | 0.00000 | ||
2 | 2024.02.28 03:00 | modify | 1 | 0.10 | 2.07248 | 2.08648 | 2.05748 | ||
3 | 2024.03.05 06:15 | s/l | 1 | 0.10 | 2.08648 | 2.08648 | 2.05748 | -80.85 | 919.15 |
4 | 2024.05.22 03:00 | buy | 2 | 0.10 | 2.07250 | 0.00000 | 0.00000 | ||
5 | 2024.05.22 03:00 | modify | 2 | 0.10 | 2.07250 | 2.05850 | 2.08750 | ||
6 | 2024.05.22 06:10 | buy | 3 | 0.10 | 2.08030 | 0.00000 | 0.00000 | ||
7 | 2024.05.22 06:10 | modify | 3 | 0.10 | 2.08030 | 2.07475 | 2.08750 | ||
8 | 2024.05.22 06:10 | buy | 4 | 0.10 | 2.08030 | 0.00000 | 0.00000 | ||
9 | 2024.05.22 06:10 | modify | 4 | 0.10 | 2.08030 | 2.07625 | 2.08750 | ||
10 | 2024.05.22 06:10 | modify | 2 | 0.10 | 2.07250 | 2.07625 | 2.08750 | ||
11 | 2024.05.22 06:13 | modify | 3 | 0.10 | 2.08030 | 2.07625 | 2.08750 | ||
12 | 2024.05.22 12:40 | buy | 5 | 0.10 | 2.08159 | 0.00000 | 0.00000 | ||
13 | 2024.05.22 12:40 | modify | 5 | 0.10 | 2.08159 | 2.08000 | 2.08750 | ||
14 | 2024.05.22 12:40 | modify | 4 | 0.10 | 2.08030 | 2.08000 | 2.08750 | ||
15 | 2024.05.22 12:40 | modify | 3 | 0.10 | 2.08030 | 2.08000 | 2.08750 | ||
16 | 2024.05.22 12:40 | modify | 2 | 0.10 | 2.07250 | 2.08000 | 2.08750 | ||
17 | 2024.05.22 17:50 | t/p | 2 | 0.10 | 2.08750 | 2.08000 | 2.08750 | 83.97 | 1003.12 |
18 | 2024.05.22 17:50 | t/p | 3 | 0.10 | 2.08750 | 2.08000 | 2.08750 | 40.30 | 1043.42 |
19 | 2024.05.22 17:50 | t/p | 4 | 0.10 | 2.08750 | 2.08000 | 2.08750 | 40.30 | 1083.72 |
20 | 2024.05.22 17:50 | t/p | 5 | 0.10 | 2.08750 | 2.08000 | 2.08750 | 33.08 | 1116.80 |
21 | 2024.08.05 07:00 | sell | 6 | 0.10 | 2.16145 | 0.00000 | 0.00000 | ||
22 | 2024.08.05 07:00 | modify | 6 | 0.10 | 2.16145 | 2.17545 | 2.14645 | ||
23 | 2024.08.05 08:59 | sell | 7 | 0.10 | 2.15367 | 0.00000 | 0.00000 | ||
24 | 2024.08.05 08:59 | modify | 7 | 0.10 | 2.15367 | 2.15920 | 2.14645 | ||
25 | 2024.08.05 08:59 | sell | 8 | 0.10 | 2.15367 | 0.00000 | 0.00000 | ||
26 | 2024.08.05 08:59 | modify | 8 | 0.10 | 2.15367 | 2.15770 | 2.14645 | ||
27 | 2024.08.05 08:59 | modify | 6 | 0.10 | 2.16145 | 2.15770 | 2.14645 | ||
28 | 2024.08.05 09:00 | modify | 7 | 0.10 | 2.15367 | 2.15770 | 2.14645 | ||
29 | 2024.08.05 09:15 | sell | 9 | 0.10 | 2.15242 | 0.00000 | 0.00000 | ||
30 | 2024.08.05 09:15 | modify | 9 | 0.10 | 2.15242 | 2.15395 | 2.14645 | ||
31 | 2024.08.05 09:15 | modify | 8 | 0.10 | 2.15367 | 2.15395 | 2.14645 | ||
32 | 2024.08.05 09:15 | modify | 7 | 0.10 | 2.15367 | 2.15395 | 2.14645 | ||
33 | 2024.08.05 09:15 | modify | 6 | 0.10 | 2.16145 | 2.15395 | 2.14645 | ||
34 | 2024.08.05 10:07 | t/p | 6 | 0.10 | 2.14645 | 2.15395 | 2.14645 | 84.00 | 1200.80 |
35 | 2024.08.05 10:07 | t/p | 7 | 0.10 | 2.14645 | 2.15395 | 2.14645 | 40.43 | 1241.23 |
36 | 2024.08.05 10:07 | t/p | 8 | 0.10 | 2.14645 | 2.15395 | 2.14645 | 40.43 | 1281.66 |
37 | 2024.08.05 10:07 | t/p | 9 | 0.10 | 2.14645 | 2.15395 | 2.14645 | 33.43 | 1315.09 |
38 | 2024.08.14 04:00 | sell | 10 | 0.10 | 2.13787 | 0.00000 | 0.00000 | ||
39 | 2024.08.14 04:00 | modify | 10 | 0.10 | 2.13787 | 2.15187 | 2.12287 | ||
40 | 2024.08.19 04:32 | sell | 11 | 0.10 | 2.12858 | 0.00000 | 0.00000 | ||
41 | 2024.08.19 04:32 | modify | 11 | 0.10 | 2.12858 | 2.13037 | 2.12287 | ||
42 | 2024.08.19 04:32 | modify | 10 | 0.10 | 2.13787 | 2.13037 | 2.12287 | ||
43 | 2024.08.19 04:45 | s/l | 10 | 0.10 | 2.13037 | 2.13037 | 2.12287 | 39.95 | 1355.04 |
44 | 2024.08.19 04:45 | s/l | 11 | 0.10 | 2.13037 | 2.13037 | 2.12287 | -10.02 | 1345.02 |
45 | 2024.12.19 01:00 | sell | 12 | 0.10 | 2.23702 | 0.00000 | 0.00000 | ||
46 | 2024.12.19 01:00 | modify | 12 | 0.10 | 2.23702 | 2.25102 | 2.22202 | ||
47 | 2024.12.19 12:42 | sell | 13 | 0.10 | 2.22948 | 0.00000 | 0.00000 | ||
48 | 2024.12.19 12:42 | modify | 13 | 0.10 | 2.22948 | 2.23477 | 2.22202 | ||
49 | 2024.12.19 12:42 | sell | 14 | 0.10 | 2.22948 | 0.00000 | 0.00000 | ||
50 | 2024.12.19 12:42 | modify | 14 | 0.10 | 2.22948 | 2.23327 | 2.22202 | ||
51 | 2024.12.19 12:42 | modify | 12 | 0.10 | 2.23702 | 2.23327 | 2.22202 | ||
52 | 2024.12.19 12:45 | modify | 13 | 0.10 | 2.22948 | 2.23327 | 2.22202 | ||
53 | 2024.12.19 15:45 | t/p | 12 | 0.10 | 2.22202 | 2.23327 | 2.22202 | 84.00 | 1429.02 |
54 | 2024.12.19 15:45 | t/p | 13 | 0.10 | 2.22202 | 2.23327 | 2.22202 | 41.78 | 1470.80 |
55 | 2024.12.19 15:45 | t/p | 14 | 0.10 | 2.22202 | 2.23327 | 2.22202 | 41.78 | 1512.58 |