Symbol | GBPNZD (Great Britan Pound vs New Zealand) | ||||
Period | 4 Hours (H4) 2024.03.01 00:00 - 2025.02.28 20:00 (2024.03.01 - 2025.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; 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=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=13; 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 | 2606 | Ticks modelled | 79439 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | 1020.36 | Gross profit | 1151.15 | Gross loss | -130.79 |
Profit factor | 8.80 | Expected payoff | 35.18 | ||
Absolute drawdown | 13.46 | Maximal drawdown | 169.88 (12.26%) | Relative drawdown | 13.24% (154.25) |
Total trades | 29 | Short positions (won %) | 16 (81.25%) | Long positions (won %) | 13 (92.31%) |
Profit trades (% of total) | 25 (86.21%) | Loss trades (% of total) | 4 (13.79%) | ||
Largest | profit trade | 85.72 | loss trade | -79.88 | |
Average | profit trade | 46.05 | loss trade | -32.70 | |
Maximum | consecutive wins (profit in money) | 12 (567.71) | consecutive losses (loss in money) | 2 (-45.60) | |
Maximal | consecutive profit (count of wins) | 567.71 (12) | consecutive loss (count of losses) | -79.88 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.04.22 12:00 | buy | 1 | 0.10 | 2.08514 | 0.00000 | 0.00000 | ||
2 | 2024.04.22 12:00 | modify | 1 | 0.10 | 2.08514 | 2.07114 | 2.10014 | ||
3 | 2024.04.23 09:45 | buy | 2 | 0.10 | 2.09274 | 0.00000 | 0.00000 | ||
4 | 2024.04.23 09:45 | modify | 2 | 0.10 | 2.09274 | 2.08814 | 2.10014 | ||
5 | 2024.04.23 09:45 | buy | 3 | 0.10 | 2.09274 | 0.00000 | 0.00000 | ||
6 | 2024.04.23 09:45 | modify | 3 | 0.10 | 2.09274 | 2.08889 | 2.10014 | ||
7 | 2024.04.23 09:45 | modify | 1 | 0.10 | 2.08514 | 2.08889 | 2.10014 | ||
8 | 2024.04.23 09:50 | modify | 2 | 0.10 | 2.09274 | 2.08889 | 2.10014 | ||
9 | 2024.04.23 14:50 | buy | 4 | 0.10 | 2.09654 | 0.00000 | 0.00000 | ||
10 | 2024.04.23 14:50 | modify | 4 | 0.10 | 2.09654 | 2.09039 | 2.10014 | ||
11 | 2024.04.23 14:50 | modify | 3 | 0.10 | 2.09274 | 2.09039 | 2.10014 | ||
12 | 2024.04.23 14:50 | modify | 2 | 0.10 | 2.09274 | 2.09039 | 2.10014 | ||
13 | 2024.04.23 14:50 | modify | 1 | 0.10 | 2.08514 | 2.09039 | 2.10014 | ||
14 | 2024.04.24 19:05 | t/p | 1 | 0.10 | 2.10014 | 2.09039 | 2.10014 | 85.64 | 1085.64 |
15 | 2024.04.24 19:05 | t/p | 2 | 0.10 | 2.10014 | 2.09039 | 2.10014 | 42.25 | 1127.88 |
16 | 2024.04.24 19:05 | t/p | 3 | 0.10 | 2.10014 | 2.09039 | 2.10014 | 42.25 | 1170.13 |
17 | 2024.04.24 19:05 | t/p | 4 | 0.10 | 2.10014 | 2.09039 | 2.10014 | 20.57 | 1190.70 |
18 | 2024.05.01 00:00 | sell | 5 | 0.10 | 2.12462 | 0.00000 | 0.00000 | ||
19 | 2024.05.01 00:00 | modify | 5 | 0.10 | 2.12462 | 2.13862 | 2.10962 | ||
20 | 2024.05.01 11:40 | sell | 6 | 0.10 | 2.11706 | 0.00000 | 0.00000 | ||
21 | 2024.05.01 11:40 | modify | 6 | 0.10 | 2.11706 | 2.12162 | 2.10962 | ||
22 | 2024.05.01 11:40 | sell | 7 | 0.10 | 2.11706 | 0.00000 | 0.00000 | ||
23 | 2024.05.01 11:40 | modify | 7 | 0.10 | 2.11706 | 2.12087 | 2.10962 | ||
24 | 2024.05.01 11:40 | modify | 5 | 0.10 | 2.12462 | 2.12087 | 2.10962 | ||
25 | 2024.05.01 11:45 | modify | 6 | 0.10 | 2.11706 | 2.12087 | 2.10962 | ||
26 | 2024.05.01 20:20 | sell | 8 | 0.10 | 2.11313 | 0.00000 | 0.00000 | ||
27 | 2024.05.01 20:20 | modify | 8 | 0.10 | 2.11313 | 2.11937 | 2.10962 | ||
28 | 2024.05.01 20:20 | modify | 7 | 0.10 | 2.11706 | 2.11937 | 2.10962 | ||
29 | 2024.05.01 20:20 | modify | 6 | 0.10 | 2.11706 | 2.11937 | 2.10962 | ||
30 | 2024.05.01 20:20 | modify | 5 | 0.10 | 2.12462 | 2.11937 | 2.10962 | ||
31 | 2024.05.02 07:40 | t/p | 5 | 0.10 | 2.10962 | 2.11937 | 2.10962 | 83.98 | 1274.68 |
32 | 2024.05.02 07:40 | t/p | 6 | 0.10 | 2.10962 | 2.11937 | 2.10962 | 40.79 | 1315.47 |
33 | 2024.05.02 07:40 | t/p | 7 | 0.10 | 2.10962 | 2.11937 | 2.10962 | 40.79 | 1356.26 |
34 | 2024.05.02 07:40 | t/p | 8 | 0.10 | 2.10962 | 2.11937 | 2.10962 | 18.34 | 1374.60 |
35 | 2024.08.01 08:00 | buy | 9 | 0.10 | 2.15100 | 0.00000 | 0.00000 | ||
36 | 2024.08.01 08:00 | modify | 9 | 0.10 | 2.15100 | 2.13700 | 2.16600 | ||
37 | 2024.08.02 04:40 | s/l | 9 | 0.10 | 2.13700 | 2.13700 | 2.16600 | -79.88 | 1294.72 |
38 | 2024.08.07 00:00 | buy | 10 | 0.10 | 2.12378 | 0.00000 | 0.00000 | ||
39 | 2024.08.07 00:00 | modify | 10 | 0.10 | 2.12378 | 2.10978 | 2.13878 | ||
40 | 2024.08.14 02:53 | buy | 11 | 0.10 | 2.13145 | 0.00000 | 0.00000 | ||
41 | 2024.08.14 02:53 | modify | 11 | 0.10 | 2.13145 | 2.12678 | 2.13878 | ||
42 | 2024.08.14 02:53 | buy | 12 | 0.10 | 2.13145 | 0.00000 | 0.00000 | ||
43 | 2024.08.14 02:53 | modify | 12 | 0.10 | 2.13145 | 2.12753 | 2.13878 | ||
44 | 2024.08.14 02:53 | modify | 10 | 0.10 | 2.12378 | 2.12753 | 2.13878 | ||
45 | 2024.08.14 03:00 | modify | 11 | 0.10 | 2.13145 | 2.12753 | 2.13878 | ||
46 | 2024.08.14 03:06 | buy | 13 | 0.10 | 2.13512 | 0.00000 | 0.00000 | ||
47 | 2024.08.14 03:06 | modify | 13 | 0.10 | 2.13512 | 2.12903 | 2.13878 | ||
48 | 2024.08.14 03:06 | modify | 12 | 0.10 | 2.13145 | 2.12903 | 2.13878 | ||
49 | 2024.08.14 03:06 | modify | 11 | 0.10 | 2.13145 | 2.12903 | 2.13878 | ||
50 | 2024.08.14 03:06 | modify | 10 | 0.10 | 2.12378 | 2.12903 | 2.13878 | ||
51 | 2024.08.14 03:33 | t/p | 10 | 0.10 | 2.13878 | 2.12903 | 2.13878 | 85.72 | 1380.44 |
52 | 2024.08.14 03:33 | t/p | 11 | 0.10 | 2.13878 | 2.12903 | 2.13878 | 41.83 | 1422.27 |
53 | 2024.08.14 03:33 | t/p | 12 | 0.10 | 2.13878 | 2.12903 | 2.13878 | 41.83 | 1464.10 |
54 | 2024.08.14 03:33 | t/p | 13 | 0.10 | 2.13878 | 2.12903 | 2.13878 | 20.89 | 1484.99 |
55 | 2024.08.14 04:00 | sell | 14 | 0.10 | 2.13787 | 0.00000 | 0.00000 | ||
56 | 2024.08.14 04:00 | modify | 14 | 0.10 | 2.13787 | 2.15187 | 2.12287 | ||
57 | 2024.08.19 04:20 | sell | 15 | 0.10 | 2.13013 | 0.00000 | 0.00000 | ||
58 | 2024.08.19 04:20 | modify | 15 | 0.10 | 2.13013 | 2.13487 | 2.12287 | ||
59 | 2024.08.19 04:20 | sell | 16 | 0.10 | 2.13013 | 0.00000 | 0.00000 | ||
60 | 2024.08.19 04:20 | modify | 16 | 0.10 | 2.13013 | 2.13412 | 2.12287 | ||
61 | 2024.08.19 04:20 | modify | 14 | 0.10 | 2.13787 | 2.13412 | 2.12287 | ||
62 | 2024.08.19 04:25 | modify | 15 | 0.10 | 2.13013 | 2.13412 | 2.12287 | ||
63 | 2024.08.19 06:40 | s/l | 14 | 0.10 | 2.13412 | 2.13412 | 2.12287 | 18.57 | 1503.56 |
64 | 2024.08.19 06:40 | s/l | 15 | 0.10 | 2.13412 | 2.13412 | 2.12287 | -22.80 | 1480.76 |
65 | 2024.08.19 06:40 | s/l | 16 | 0.10 | 2.13412 | 2.13412 | 2.12287 | -22.80 | 1457.96 |
66 | 2024.08.29 04:00 | buy | 17 | 0.10 | 2.10080 | 0.00000 | 0.00000 | ||
67 | 2024.08.29 04:00 | modify | 17 | 0.10 | 2.10080 | 2.08680 | 2.11580 | ||
68 | 2024.09.02 06:40 | buy | 18 | 0.10 | 2.10855 | 0.00000 | 0.00000 | ||
69 | 2024.09.02 06:40 | modify | 18 | 0.10 | 2.10855 | 2.10380 | 2.11580 | ||
70 | 2024.09.02 06:40 | buy | 19 | 0.10 | 2.10855 | 0.00000 | 0.00000 | ||
71 | 2024.09.02 06:40 | modify | 19 | 0.10 | 2.10855 | 2.10455 | 2.11580 | ||
72 | 2024.09.02 06:40 | modify | 17 | 0.10 | 2.10080 | 2.10455 | 2.11580 | ||
73 | 2024.09.02 06:45 | modify | 18 | 0.10 | 2.10855 | 2.10455 | 2.11580 | ||
74 | 2024.09.03 00:50 | buy | 20 | 0.10 | 2.11210 | 0.00000 | 0.00000 | ||
75 | 2024.09.03 00:50 | modify | 20 | 0.10 | 2.11210 | 2.10605 | 2.11580 | ||
76 | 2024.09.03 00:50 | modify | 19 | 0.10 | 2.10855 | 2.10605 | 2.11580 | ||
77 | 2024.09.03 00:50 | modify | 18 | 0.10 | 2.10855 | 2.10605 | 2.11580 | ||
78 | 2024.09.03 00:50 | modify | 17 | 0.10 | 2.10080 | 2.10605 | 2.11580 | ||
79 | 2024.09.03 03:30 | t/p | 17 | 0.10 | 2.11580 | 2.10605 | 2.11580 | 85.65 | 1543.61 |
80 | 2024.09.03 03:30 | t/p | 18 | 0.10 | 2.11580 | 2.10605 | 2.11580 | 41.40 | 1585.01 |
81 | 2024.09.03 03:30 | t/p | 19 | 0.10 | 2.11580 | 2.10605 | 2.11580 | 41.40 | 1626.41 |
82 | 2024.09.03 03:30 | t/p | 20 | 0.10 | 2.11580 | 2.10605 | 2.11580 | 21.12 | 1647.53 |
83 | 2024.12.11 08:00 | sell | 21 | 0.10 | 2.20741 | 0.00000 | 0.00000 | ||
84 | 2024.12.11 08:00 | modify | 21 | 0.10 | 2.20741 | 2.22141 | 2.19241 | ||
85 | 2024.12.12 00:40 | sell | 22 | 0.10 | 2.19990 | 0.00000 | 0.00000 | ||
86 | 2024.12.12 00:40 | modify | 22 | 0.10 | 2.19990 | 2.20441 | 2.19241 | ||
87 | 2024.12.12 00:40 | sell | 23 | 0.10 | 2.19990 | 0.00000 | 0.00000 | ||
88 | 2024.12.12 00:40 | modify | 23 | 0.10 | 2.19990 | 2.20366 | 2.19241 | ||
89 | 2024.12.12 00:40 | modify | 21 | 0.10 | 2.20741 | 2.20366 | 2.19241 | ||
90 | 2024.12.12 00:45 | modify | 22 | 0.10 | 2.19990 | 2.20366 | 2.19241 | ||
91 | 2024.12.12 09:40 | sell | 24 | 0.10 | 2.19604 | 0.00000 | 0.00000 | ||
92 | 2024.12.12 09:40 | modify | 24 | 0.10 | 2.19604 | 2.20216 | 2.19241 | ||
93 | 2024.12.12 09:40 | modify | 23 | 0.10 | 2.19990 | 2.20216 | 2.19241 | ||
94 | 2024.12.12 09:40 | modify | 22 | 0.10 | 2.19990 | 2.20216 | 2.19241 | ||
95 | 2024.12.12 09:40 | modify | 21 | 0.10 | 2.20741 | 2.20216 | 2.19241 | ||
96 | 2024.12.13 07:20 | t/p | 21 | 0.10 | 2.19241 | 2.20216 | 2.19241 | 83.41 | 1730.93 |
97 | 2024.12.13 07:20 | t/p | 22 | 0.10 | 2.19241 | 2.20216 | 2.19241 | 42.22 | 1773.15 |
98 | 2024.12.13 07:20 | t/p | 23 | 0.10 | 2.19241 | 2.20216 | 2.19241 | 42.22 | 1815.37 |
99 | 2024.12.13 07:20 | t/p | 24 | 0.10 | 2.19241 | 2.20216 | 2.19241 | 20.16 | 1835.53 |
100 | 2024.12.19 00:00 | sell | 25 | 0.10 | 2.23716 | 0.00000 | 0.00000 | ||
101 | 2024.12.19 00:00 | modify | 25 | 0.10 | 2.23716 | 2.25116 | 2.22216 | ||
102 | 2024.12.19 13:20 | sell | 26 | 0.10 | 2.22949 | 0.00000 | 0.00000 | ||
103 | 2024.12.19 13:20 | modify | 26 | 0.10 | 2.22949 | 2.23416 | 2.22216 | ||
104 | 2024.12.19 13:20 | sell | 27 | 0.10 | 2.22949 | 0.00000 | 0.00000 | ||
105 | 2024.12.19 13:20 | modify | 27 | 0.10 | 2.22949 | 2.23341 | 2.22216 | ||
106 | 2024.12.19 13:20 | modify | 25 | 0.10 | 2.23716 | 2.23341 | 2.22216 | ||
107 | 2024.12.19 13:25 | modify | 26 | 0.10 | 2.22949 | 2.23341 | 2.22216 | ||
108 | 2024.12.19 14:20 | sell | 28 | 0.10 | 2.22578 | 0.00000 | 0.00000 | ||
109 | 2024.12.19 14:20 | modify | 28 | 0.10 | 2.22578 | 2.23191 | 2.22216 | ||
110 | 2024.12.19 14:20 | modify | 27 | 0.10 | 2.22949 | 2.23191 | 2.22216 | ||
111 | 2024.12.19 14:20 | modify | 26 | 0.10 | 2.22949 | 2.23191 | 2.22216 | ||
112 | 2024.12.19 14:20 | modify | 25 | 0.10 | 2.23716 | 2.23191 | 2.22216 | ||
113 | 2024.12.19 15:30 | t/p | 25 | 0.10 | 2.22216 | 2.23191 | 2.22216 | 85.70 | 1921.23 |
114 | 2024.12.19 15:30 | t/p | 26 | 0.10 | 2.22216 | 2.23191 | 2.22216 | 41.88 | 1963.11 |
115 | 2024.12.19 15:30 | t/p | 27 | 0.10 | 2.22216 | 2.23191 | 2.22216 | 41.88 | 2004.99 |
116 | 2024.12.19 15:30 | t/p | 28 | 0.10 | 2.22216 | 2.23191 | 2.22216 | 20.68 | 2025.67 |
117 | 2025.02.28 04:00 | sell | 29 | 0.10 | 2.24607 | 0.00000 | 0.00000 | ||
118 | 2025.02.28 04:00 | modify | 29 | 0.10 | 2.24607 | 2.26007 | 2.23107 | ||
119 | 2025.02.28 23:59 | close at stop | 29 | 0.10 | 2.24700 | 2.26007 | 2.23107 | -5.31 | 2020.36 |