Symbol | GBPNZD (Great Britan Pound vs New Zealand) | ||||
Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
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=1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 79620 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | 757.16 | Gross profit | 770.85 | Gross loss | -13.69 |
Profit factor | 56.31 | Expected payoff | 54.08 | ||
Absolute drawdown | 29.29 | Maximal drawdown | 88.69 (7.34%) | Relative drawdown | 7.34% (88.69) |
Total trades | 14 | Short positions (won %) | 10 (100.00%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
Largest | profit trade | 91.16 | loss trade | -13.69 | |
Average | profit trade | 59.30 | loss trade | -13.69 | |
Maximum | consecutive wins (profit in money) | 13 (770.85) | consecutive losses (loss in money) | 1 (-13.69) | |
Maximal | consecutive profit (count of wins) | 770.85 (13) | consecutive loss (count of losses) | -13.69 (1) | |
Average | consecutive wins | 13 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.08.05 08:00 | sell | 1 | 0.10 | 2.15875 | 0.00000 | 0.00000 | ||
2 | 2024.08.05 08:00 | modify | 1 | 0.10 | 2.15875 | 2.17375 | 2.14375 | ||
3 | 2024.08.05 08:40 | sell | 2 | 0.10 | 2.15253 | 0.00000 | 0.00000 | ||
4 | 2024.08.05 08:40 | modify | 2 | 0.10 | 2.15253 | 2.15725 | 2.14375 | ||
5 | 2024.08.05 08:40 | modify | 1 | 0.10 | 2.15875 | 2.15725 | 2.14375 | ||
6 | 2024.08.05 11:35 | sell | 3 | 0.10 | 2.14947 | 0.00000 | 0.00000 | ||
7 | 2024.08.05 11:35 | modify | 3 | 0.10 | 2.14947 | 2.15200 | 2.14375 | ||
8 | 2024.08.05 11:35 | modify | 2 | 0.10 | 2.15253 | 2.15200 | 2.14375 | ||
9 | 2024.08.05 11:35 | modify | 1 | 0.10 | 2.15875 | 2.15200 | 2.14375 | ||
10 | 2024.08.05 13:40 | t/p | 1 | 0.10 | 2.14375 | 2.15200 | 2.14375 | 90.97 | 1090.97 |
11 | 2024.08.05 13:40 | t/p | 2 | 0.10 | 2.14375 | 2.15200 | 2.14375 | 53.25 | 1144.22 |
12 | 2024.08.05 13:40 | t/p | 3 | 0.10 | 2.14375 | 2.15200 | 2.14375 | 34.69 | 1178.91 |
13 | 2024.08.07 00:00 | buy | 4 | 0.10 | 2.12378 | 0.00000 | 0.00000 | ||
14 | 2024.08.07 00:00 | modify | 4 | 0.10 | 2.12378 | 2.10878 | 2.13878 | ||
15 | 2024.08.14 02:53 | buy | 5 | 0.10 | 2.13145 | 0.00000 | 0.00000 | ||
16 | 2024.08.14 02:53 | modify | 5 | 0.10 | 2.13145 | 2.12753 | 2.13878 | ||
17 | 2024.08.14 02:53 | modify | 4 | 0.10 | 2.12378 | 2.12753 | 2.13878 | ||
18 | 2024.08.14 03:33 | t/p | 4 | 0.10 | 2.13878 | 2.12753 | 2.13878 | 91.16 | 1270.07 |
19 | 2024.08.14 03:33 | t/p | 5 | 0.10 | 2.13878 | 2.12753 | 2.13878 | 44.39 | 1314.46 |
20 | 2024.12.19 00:00 | sell | 6 | 0.10 | 2.23716 | 0.00000 | 0.00000 | ||
21 | 2024.12.19 00:00 | modify | 6 | 0.10 | 2.23716 | 2.25216 | 2.22216 | ||
22 | 2024.12.19 12:05 | sell | 7 | 0.10 | 2.23115 | 0.00000 | 0.00000 | ||
23 | 2024.12.19 12:05 | modify | 7 | 0.10 | 2.23115 | 2.23566 | 2.22216 | ||
24 | 2024.12.19 12:05 | modify | 6 | 0.10 | 2.23716 | 2.23566 | 2.22216 | ||
25 | 2024.12.19 13:20 | sell | 8 | 0.10 | 2.22949 | 0.00000 | 0.00000 | ||
26 | 2024.12.19 13:20 | modify | 8 | 0.10 | 2.22949 | 2.23341 | 2.22216 | ||
27 | 2024.12.19 13:20 | modify | 7 | 0.10 | 2.23115 | 2.23341 | 2.22216 | ||
28 | 2024.12.19 13:20 | modify | 6 | 0.10 | 2.23716 | 2.23341 | 2.22216 | ||
29 | 2024.12.19 13:30 | sell | 9 | 0.10 | 2.22807 | 0.00000 | 0.00000 | ||
30 | 2024.12.19 13:30 | modify | 9 | 0.10 | 2.22807 | 2.23041 | 2.22216 | ||
31 | 2024.12.19 13:30 | modify | 8 | 0.10 | 2.22949 | 2.23041 | 2.22216 | ||
32 | 2024.12.19 13:30 | modify | 7 | 0.10 | 2.23115 | 2.23041 | 2.22216 | ||
33 | 2024.12.19 13:30 | modify | 6 | 0.10 | 2.23716 | 2.23041 | 2.22216 | ||
34 | 2024.12.19 15:30 | t/p | 6 | 0.10 | 2.22216 | 2.23041 | 2.22216 | 90.96 | 1405.42 |
35 | 2024.12.19 15:30 | t/p | 7 | 0.10 | 2.22216 | 2.23041 | 2.22216 | 54.52 | 1459.94 |
36 | 2024.12.19 15:30 | t/p | 8 | 0.10 | 2.22216 | 2.23041 | 2.22216 | 44.45 | 1504.39 |
37 | 2024.12.19 15:30 | t/p | 9 | 0.10 | 2.22216 | 2.23041 | 2.22216 | 35.84 | 1540.23 |
38 | 2025.04.07 00:00 | sell | 10 | 0.10 | 2.32924 | 0.00000 | 0.00000 | ||
39 | 2025.04.07 00:00 | modify | 10 | 0.10 | 2.32924 | 2.34424 | 2.31424 | ||
40 | 2025.04.07 01:05 | sell | 11 | 0.10 | 2.32310 | 0.00000 | 0.00000 | ||
41 | 2025.04.07 01:05 | modify | 11 | 0.10 | 2.32310 | 2.32774 | 2.31424 | ||
42 | 2025.04.07 01:05 | modify | 10 | 0.10 | 2.32924 | 2.32774 | 2.31424 | ||
43 | 2025.04.07 01:10 | sell | 12 | 0.10 | 2.32167 | 0.00000 | 0.00000 | ||
44 | 2025.04.07 01:10 | modify | 12 | 0.10 | 2.32167 | 2.32549 | 2.31424 | ||
45 | 2025.04.07 01:10 | modify | 11 | 0.10 | 2.32310 | 2.32549 | 2.31424 | ||
46 | 2025.04.07 01:10 | modify | 10 | 0.10 | 2.32924 | 2.32549 | 2.31424 | ||
47 | 2025.04.07 01:40 | t/p | 10 | 0.10 | 2.31424 | 2.32549 | 2.31424 | 90.96 | 1631.19 |
48 | 2025.04.07 01:40 | t/p | 11 | 0.10 | 2.31424 | 2.32549 | 2.31424 | 53.73 | 1684.92 |
49 | 2025.04.07 01:40 | t/p | 12 | 0.10 | 2.31424 | 2.32549 | 2.31424 | 45.06 | 1729.98 |
50 | 2025.04.11 04:00 | buy | 13 | 0.10 | 2.24975 | 0.00000 | 0.00000 | ||
51 | 2025.04.11 04:00 | modify | 13 | 0.10 | 2.24975 | 2.23475 | 2.26475 | ||
52 | 2025.04.11 06:50 | buy | 14 | 0.10 | 2.25876 | 0.00000 | 0.00000 | ||
53 | 2025.04.11 06:50 | modify | 14 | 0.10 | 2.25876 | 2.25650 | 2.26475 | ||
54 | 2025.04.11 06:50 | modify | 13 | 0.10 | 2.24975 | 2.25650 | 2.26475 | ||
55 | 2025.04.11 06:55 | s/l | 13 | 0.10 | 2.25650 | 2.25650 | 2.26475 | 40.87 | 1770.85 |
56 | 2025.04.11 06:55 | s/l | 14 | 0.10 | 2.25650 | 2.25650 | 2.26475 | -13.69 | 1757.16 |