Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=3; RSI_OBSLevels=8; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=8; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=20; TSMHelp="------------------------------------"; TrailingStart=220; TrailingStop=40; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=20; DTHelp="------------------------------------"; DynamicTarget_Start=140; DynamicTarget_Step=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=6; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; VSHelp="===================================="; Colour_Bearish=Crimson; Colour_Bullish=LimeGreen; TrendLine_Style=0; TrendLine_Width=1; OSHelp="===================================="; CFDTickScaling=0; MagicNumber=160630; | ||||
Bars in test | 2606 | Ticks modelled | 79506 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1502.97 | Gross profit | 2140.63 | Gross loss | -637.66 |
Profit factor | 3.36 | Expected payoff | 44.20 | ||
Absolute drawdown | 133.68 | Maximal drawdown | 413.43 (3.83%) | Relative drawdown | 3.83% (413.43) |
Total trades | 34 | Short positions (won %) | 19 (63.16%) | Long positions (won %) | 15 (73.33%) |
Profit trades (% of total) | 23 (67.65%) | Loss trades (% of total) | 11 (32.35%) | ||
Largest | profit trade | 135.62 | loss trade | -142.82 | |
Average | profit trade | 93.07 | loss trade | -57.97 | |
Maximum | consecutive wins (profit in money) | 7 (618.85) | consecutive losses (loss in money) | 3 (-344.65) | |
Maximal | consecutive profit (count of wins) | 618.85 (7) | consecutive loss (count of losses) | -344.65 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.04 07:20 | sell | 1 | 0.10 | 2.12038 | 0.00000 | 0.00000 | ||
2 | 2023.09.04 07:20 | modify | 1 | 0.10 | 2.12038 | 0.00000 | 2.09838 | ||
3 | 2023.09.05 04:40 | modify | 1 | 0.10 | 2.12038 | 0.00000 | 2.11238 | ||
4 | 2023.09.05 06:30 | modify | 1 | 0.10 | 2.12038 | 0.00000 | 2.11738 | ||
5 | 2023.09.07 08:05 | t/p | 1 | 0.10 | 2.11738 | 0.00000 | 2.11738 | 17.39 | 10017.39 |
6 | 2023.09.07 22:33 | sell | 2 | 0.10 | 2.12279 | 0.00000 | 0.00000 | ||
7 | 2023.09.07 22:33 | modify | 2 | 0.10 | 2.12279 | 0.00000 | 2.10079 | ||
8 | 2023.09.14 13:20 | t/p | 2 | 0.10 | 2.10079 | 0.00000 | 2.10079 | 134.41 | 10151.81 |
9 | 2023.09.15 07:40 | sell | 3 | 0.10 | 2.09990 | 0.00000 | 0.00000 | ||
10 | 2023.09.15 07:40 | modify | 3 | 0.10 | 2.09990 | 0.00000 | 2.07790 | ||
11 | 2023.09.20 07:15 | t/p | 3 | 0.10 | 2.07790 | 0.00000 | 2.07790 | 135.36 | 10287.16 |
12 | 2023.09.20 18:20 | sell | 4 | 0.10 | 2.07851 | 0.00000 | 0.00000 | ||
13 | 2023.09.20 18:20 | modify | 4 | 0.10 | 2.07851 | 0.00000 | 2.05651 | ||
14 | 2023.09.22 08:40 | t/p | 4 | 0.10 | 2.05651 | 0.00000 | 2.05651 | 135.13 | 10422.29 |
15 | 2023.09.29 18:05 | sell | 5 | 0.10 | 2.03595 | 0.00000 | 0.00000 | ||
16 | 2023.09.29 18:05 | modify | 5 | 0.10 | 2.03595 | 0.00000 | 2.01395 | ||
17 | 2023.10.04 01:30 | modify | 5 | 0.10 | 2.03595 | 0.00000 | 2.02795 | ||
18 | 2023.10.04 01:40 | modify | 5 | 0.10 | 2.03595 | 0.00000 | 2.03295 | ||
19 | 2023.10.09 14:15 | t/p | 5 | 0.10 | 2.03295 | 0.00000 | 2.03295 | 16.68 | 10438.97 |
20 | 2023.10.13 11:20 | buy | 6 | 0.10 | 2.05846 | 0.00000 | 0.00000 | ||
21 | 2023.10.13 11:20 | modify | 6 | 0.10 | 2.05846 | 0.00000 | 2.08046 | ||
22 | 2023.10.19 03:30 | t/p | 6 | 0.10 | 2.08046 | 0.00000 | 2.08046 | 133.62 | 10572.59 |
23 | 2023.10.23 12:40 | buy | 7 | 0.10 | 2.08910 | 0.00000 | 0.00000 | ||
24 | 2023.10.23 12:40 | modify | 7 | 0.10 | 2.08910 | 0.00000 | 2.11110 | ||
25 | 2023.10.25 01:05 | modify | 7 | 0.10 | 2.08910 | 0.00000 | 2.09710 | ||
26 | 2023.10.31 22:15 | t/p | 7 | 0.10 | 2.09710 | 0.00000 | 2.09710 | 46.26 | 10618.85 |
27 | 2023.11.03 14:40 | sell | 8 | 0.10 | 2.06675 | 0.00000 | 0.00000 | ||
28 | 2023.11.03 14:40 | modify | 8 | 0.10 | 2.06675 | 0.00000 | 2.04475 | ||
29 | 2023.11.07 07:30 | modify | 8 | 0.10 | 2.06675 | 0.00000 | 2.05875 | ||
30 | 2023.11.13 19:30 | modify | 8 | 0.10 | 2.06675 | 0.00000 | 2.06375 | ||
31 | 2023.11.14 03:40 | modify | 8 | 0.10 | 2.06675 | 0.00000 | 2.06875 | ||
32 | 2023.11.14 12:30 | modify | 8 | 0.10 | 2.06675 | 0.00000 | 2.07375 | ||
33 | 2023.11.15 04:40 | t/p | 8 | 0.10 | 2.07375 | 0.00000 | 2.07375 | -45.63 | 10573.22 |
34 | 2023.11.28 08:10 | sell | 9 | 0.10 | 2.07064 | 0.00000 | 0.00000 | ||
35 | 2023.11.28 08:10 | modify | 9 | 0.10 | 2.07064 | 0.00000 | 2.04864 | ||
36 | 2023.11.30 15:40 | t/p | 9 | 0.10 | 2.04864 | 0.00000 | 2.04864 | 135.13 | 10708.35 |
37 | 2023.12.01 06:30 | sell | 10 | 0.10 | 2.05250 | 0.00000 | 0.00000 | ||
38 | 2023.12.01 06:30 | modify | 10 | 0.10 | 2.05250 | 0.00000 | 2.03050 | ||
39 | 2023.12.05 15:40 | close | 10 | 0.10 | 2.05178 | 0.00000 | 2.03050 | 3.98 | 10712.33 |
40 | 2023.12.05 15:40 | buy | 11 | 0.10 | 2.05178 | 0.00000 | 0.00000 | ||
41 | 2023.12.05 15:40 | modify | 11 | 0.10 | 2.05178 | 0.00000 | 2.07378 | ||
42 | 2023.12.07 17:30 | modify | 11 | 0.10 | 2.05178 | 0.00000 | 2.05978 | ||
43 | 2023.12.13 06:40 | t/p | 11 | 0.10 | 2.05978 | 0.00000 | 2.05978 | 46.26 | 10758.59 |
44 | 2023.12.14 08:30 | sell | 12 | 0.10 | 2.03770 | 0.00000 | 0.00000 | ||
45 | 2023.12.14 08:30 | modify | 12 | 0.10 | 2.03770 | 0.00000 | 2.01570 | ||
46 | 2023.12.14 13:40 | modify | 12 | 0.10 | 2.03770 | 0.00000 | 2.02970 | ||
47 | 2023.12.14 15:40 | modify | 12 | 0.10 | 2.03770 | 0.00000 | 2.03470 | ||
48 | 2023.12.15 08:20 | close | 12 | 0.10 | 2.05215 | 0.00000 | 2.03470 | -89.60 | 10668.99 |
49 | 2023.12.15 08:20 | buy | 13 | 0.10 | 2.05215 | 0.00000 | 0.00000 | ||
50 | 2023.12.15 08:20 | modify | 13 | 0.10 | 2.05215 | 0.00000 | 2.07415 | ||
51 | 2023.12.17 22:40 | modify | 13 | 0.10 | 2.05215 | 0.00000 | 2.06015 | ||
52 | 2023.12.18 06:30 | modify | 13 | 0.10 | 2.05215 | 0.00000 | 2.05515 | ||
53 | 2023.12.18 09:40 | modify | 13 | 0.10 | 2.05215 | 0.00000 | 2.05015 | ||
54 | 2023.12.20 07:10 | modify | 13 | 0.10 | 2.05215 | 0.00000 | 2.04515 | ||
55 | 2023.12.20 07:30 | modify | 13 | 0.10 | 2.05215 | 0.00000 | 2.04015 | ||
56 | 2023.12.20 07:40 | modify | 13 | 0.10 | 2.05215 | 0.00000 | 2.03515 | ||
57 | 2023.12.26 22:40 | modify | 13 | 0.10 | 2.05215 | 0.00000 | 2.03015 | ||
58 | 2024.01.03 19:40 | t/p | 13 | 0.10 | 2.03015 | 0.00000 | 2.03015 | -142.82 | 10526.17 |
59 | 2024.01.10 07:15 | sell | 14 | 0.10 | 2.03663 | 0.00000 | 0.00000 | ||
60 | 2024.01.10 07:15 | modify | 14 | 0.10 | 2.03663 | 0.00000 | 2.01463 | ||
61 | 2024.01.15 07:20 | modify | 14 | 0.10 | 2.03663 | 0.00000 | 2.02863 | ||
62 | 2024.01.15 08:30 | modify | 14 | 0.10 | 2.03663 | 0.00000 | 2.03363 | ||
63 | 2024.01.16 07:30 | close | 14 | 0.10 | 2.05455 | 0.00000 | 2.03363 | -112.23 | 10413.94 |
64 | 2024.01.16 07:30 | buy | 15 | 0.10 | 2.05455 | 0.00000 | 0.00000 | ||
65 | 2024.01.16 07:30 | modify | 15 | 0.10 | 2.05455 | 0.00000 | 2.07655 | ||
66 | 2024.01.17 15:30 | t/p | 15 | 0.10 | 2.07655 | 0.00000 | 2.07655 | 135.62 | 10549.56 |
67 | 2024.01.24 15:40 | sell | 16 | 0.10 | 2.08150 | 0.00000 | 0.00000 | ||
68 | 2024.01.24 15:40 | modify | 16 | 0.10 | 2.08150 | 0.00000 | 2.05950 | ||
69 | 2024.02.09 03:40 | t/p | 16 | 0.10 | 2.05950 | 0.00000 | 2.05950 | 131.85 | 10681.41 |
70 | 2024.02.15 16:40 | sell | 17 | 0.10 | 2.06117 | 0.00000 | 0.00000 | ||
71 | 2024.02.15 16:40 | modify | 17 | 0.10 | 2.06117 | 0.00000 | 2.03917 | ||
72 | 2024.02.21 05:40 | t/p | 17 | 0.10 | 2.03917 | 0.00000 | 2.03917 | 135.13 | 10816.53 |
73 | 2024.02.29 13:40 | buy | 18 | 0.10 | 2.07571 | 0.00000 | 0.00000 | ||
74 | 2024.02.29 13:40 | modify | 18 | 0.10 | 2.07571 | 0.00000 | 2.09771 | ||
75 | 2024.03.19 04:40 | t/p | 18 | 0.10 | 2.09771 | 0.00000 | 2.09771 | 129.22 | 10945.76 |
76 | 2024.04.16 18:40 | buy | 19 | 0.10 | 2.11169 | 0.00000 | 0.00000 | ||
77 | 2024.04.16 18:40 | modify | 19 | 0.10 | 2.11169 | 0.00000 | 2.13369 | ||
78 | 2024.04.18 06:05 | close | 19 | 0.10 | 2.10600 | 0.00000 | 2.13369 | -36.78 | 10908.98 |
79 | 2024.04.18 06:05 | sell | 20 | 0.10 | 2.10600 | 0.00000 | 0.00000 | ||
80 | 2024.04.18 06:05 | modify | 20 | 0.10 | 2.10600 | 0.00000 | 2.08400 | ||
81 | 2024.04.23 21:00 | close | 20 | 0.10 | 2.09468 | 0.00000 | 2.08400 | 69.31 | 10978.29 |
82 | 2024.04.23 21:00 | buy | 21 | 0.10 | 2.09468 | 0.00000 | 0.00000 | ||
83 | 2024.04.23 21:00 | modify | 21 | 0.10 | 2.09468 | 0.00000 | 2.11668 | ||
84 | 2024.04.30 13:20 | t/p | 21 | 0.10 | 2.11668 | 0.00000 | 2.11668 | 133.22 | 11111.51 |
85 | 2024.05.08 08:30 | sell | 22 | 0.10 | 2.08440 | 0.00000 | 0.00000 | ||
86 | 2024.05.08 08:30 | modify | 22 | 0.10 | 2.08440 | 0.00000 | 2.06240 | ||
87 | 2024.05.21 21:00 | close | 22 | 0.10 | 2.08394 | 0.00000 | 2.06240 | -0.20 | 11111.31 |
88 | 2024.05.21 21:00 | buy | 23 | 0.10 | 2.08394 | 0.00000 | 0.00000 | ||
89 | 2024.05.21 21:00 | modify | 23 | 0.10 | 2.08394 | 0.00000 | 2.10594 | ||
90 | 2024.05.22 02:33 | modify | 23 | 0.10 | 2.08394 | 0.00000 | 2.09194 | ||
91 | 2024.05.23 13:40 | close | 23 | 0.10 | 2.08302 | 0.00000 | 2.09194 | -7.29 | 11104.02 |
92 | 2024.05.23 13:40 | sell | 24 | 0.10 | 2.08302 | 0.00000 | 0.00000 | ||
93 | 2024.05.23 13:40 | modify | 24 | 0.10 | 2.08302 | 0.00000 | 2.06102 | ||
94 | 2024.06.10 06:30 | close | 24 | 0.10 | 2.08151 | 0.00000 | 2.06102 | 5.60 | 11109.62 |
95 | 2024.06.10 06:30 | buy | 25 | 0.10 | 2.08151 | 0.00000 | 0.00000 | ||
96 | 2024.06.10 06:30 | modify | 25 | 0.10 | 2.08151 | 0.00000 | 2.10351 | ||
97 | 2024.06.12 12:40 | modify | 25 | 0.10 | 2.08151 | 0.00000 | 2.08951 | ||
98 | 2024.06.21 08:40 | modify | 25 | 0.10 | 2.08151 | 0.00000 | 2.08451 | ||
99 | 2024.06.28 07:05 | t/p | 25 | 0.10 | 2.08451 | 0.00000 | 2.08451 | 10.55 | 11120.17 |
100 | 2024.07.02 14:15 | buy | 26 | 0.10 | 2.08578 | 0.00000 | 0.00000 | ||
101 | 2024.07.02 14:15 | modify | 26 | 0.10 | 2.08578 | 0.00000 | 2.10778 | ||
102 | 2024.07.08 06:00 | close | 26 | 0.10 | 2.08550 | 0.00000 | 2.10778 | -4.13 | 11116.04 |
103 | 2024.07.08 06:00 | sell | 27 | 0.10 | 2.08550 | 0.00000 | 0.00000 | ||
104 | 2024.07.08 06:00 | modify | 27 | 0.10 | 2.08550 | 0.00000 | 2.06350 | ||
105 | 2024.07.09 07:40 | close | 27 | 0.10 | 2.09098 | 0.00000 | 2.06350 | -34.12 | 11081.92 |
106 | 2024.07.09 07:40 | buy | 28 | 0.10 | 2.09098 | 0.00000 | 0.00000 | ||
107 | 2024.07.09 07:40 | modify | 28 | 0.10 | 2.09098 | 0.00000 | 2.11298 | ||
108 | 2024.07.10 18:30 | t/p | 28 | 0.10 | 2.11298 | 0.00000 | 2.11298 | 135.62 | 11217.54 |
109 | 2024.07.11 12:30 | buy | 29 | 0.10 | 2.11147 | 0.00000 | 0.00000 | ||
110 | 2024.07.11 12:30 | modify | 29 | 0.10 | 2.11147 | 0.00000 | 2.13347 | ||
111 | 2024.07.15 17:40 | t/p | 29 | 0.10 | 2.13347 | 0.00000 | 2.13347 | 135.21 | 11352.75 |
112 | 2024.07.16 22:40 | buy | 30 | 0.10 | 2.13797 | 0.00000 | 0.00000 | ||
113 | 2024.07.16 22:40 | modify | 30 | 0.10 | 2.13797 | 0.00000 | 2.15997 | ||
114 | 2024.07.22 13:40 | t/p | 30 | 0.10 | 2.15997 | 0.00000 | 2.15997 | 133.62 | 11486.37 |
115 | 2024.07.23 21:00 | buy | 31 | 0.10 | 2.16610 | 0.00000 | 0.00000 | ||
116 | 2024.07.23 21:00 | modify | 31 | 0.10 | 2.16610 | 0.00000 | 2.18810 | ||
117 | 2024.07.29 13:20 | t/p | 31 | 0.10 | 2.18810 | 0.00000 | 2.18810 | 133.62 | 11619.99 |
118 | 2024.08.02 08:40 | sell | 32 | 0.10 | 2.14221 | 0.00000 | 0.00000 | ||
119 | 2024.08.02 08:40 | modify | 32 | 0.10 | 2.14221 | 0.00000 | 2.12021 | ||
120 | 2024.08.05 04:40 | modify | 32 | 0.10 | 2.14221 | 0.00000 | 2.13421 | ||
121 | 2024.08.05 06:20 | modify | 32 | 0.10 | 2.14221 | 0.00000 | 2.13921 | ||
122 | 2024.08.05 06:30 | modify | 32 | 0.10 | 2.14221 | 0.00000 | 2.14421 | ||
123 | 2024.08.05 06:40 | modify | 32 | 0.10 | 2.14221 | 0.00000 | 2.14921 | ||
124 | 2024.08.05 09:40 | t/p | 32 | 0.10 | 2.14921 | 0.00000 | 2.14921 | -43.52 | 11576.46 |
125 | 2024.08.21 06:10 | sell | 33 | 0.10 | 2.11904 | 0.00000 | 0.00000 | ||
126 | 2024.08.21 06:10 | modify | 33 | 0.10 | 2.11904 | 0.00000 | 2.09704 | ||
127 | 2024.08.22 11:40 | modify | 33 | 0.10 | 2.11904 | 0.00000 | 2.11104 | ||
128 | 2024.08.28 21:15 | t/p | 33 | 0.10 | 2.11104 | 0.00000 | 2.11104 | 47.83 | 11624.30 |
129 | 2024.08.30 06:00 | sell | 34 | 0.10 | 2.10339 | 0.00000 | 0.00000 | ||
130 | 2024.08.30 06:00 | modify | 34 | 0.10 | 2.10339 | 0.00000 | 2.08139 | ||
131 | 2024.08.30 20:40 | modify | 34 | 0.10 | 2.10339 | 0.00000 | 2.10039 | ||
132 | 2024.08.30 23:59 | close at stop | 34 | 0.10 | 2.12301 | 0.00000 | 2.10039 | -121.33 | 11502.97 |