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 | TMHelp="===================================="; TargetProfitAmount=0; MaxLossAmount=0; TradingAfterCloseout=0; RBSL2Help="===================================="; TradeEntryMode=2; MAHelp="------------------------------------"; TrendMA_Period=18; FilterMA_Period=36; FilterMA_Shift=0; TrendMA_Method=0; FilterMA_Method=0; TrendMA_Applied=0; FilterMA_Applied=0; BBHelp="------------------------------------"; BB_Period=6; BB_Deviation=3.1; BB_Applied=0; BB_GapSize=61; PMHelp="===================================="; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=8; BLSHelp="------------------------------------"; BUY_MaxTrades=8; BUY_PruningMethod=2; SLSHelp="------------------------------------"; SELL_Source=0; SELL_MaxTrades=10; SELL_PruningMethod=1; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=0.5; ManualLots=0.1; TISTMHelp="------------------------------------"; T_InitialStopLoss=100; T_TakeProfit=110; TSMHelp="------------------------------------"; T_TrailingStart=0; T_TrailingStop=40; T_TrailingStep=10; BISTMHelp="------------------------------------"; B_InitialStopLoss=50; B_TakeProfit=120; BTSMHelp="------------------------------------"; B_TrailingStart=0; B_TrailingStop=30; B_TrailingStep=10; DOWT2Help="===================================="; ReferenceTime=2; BrokerGMTOffset=0; EntryWindow_StartHour=0; 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="===================================="; CloseoutTextColour=Gray; CFDTickScaling=0; MagicNumber=200426; | ||||
Bars in test | 2606 | Ticks modelled | 79502 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 664.58 | Gross profit | 1254.66 | Gross loss | -590.09 |
Profit factor | 2.13 | Expected payoff | 18.46 | ||
Absolute drawdown | 39.58 | Maximal drawdown | 272.70 (2.51%) | Relative drawdown | 2.51% (272.70) |
Total trades | 36 | Short positions (won %) | 19 (47.37%) | Long positions (won %) | 17 (47.06%) |
Profit trades (% of total) | 17 (47.22%) | Loss trades (% of total) | 19 (52.78%) | ||
Largest | profit trade | 74.23 | loss trade | -32.12 | |
Average | profit trade | 73.80 | loss trade | -31.06 | |
Maximum | consecutive wins (profit in money) | 4 (295.51) | consecutive losses (loss in money) | 8 (-247.90) | |
Maximal | consecutive profit (count of wins) | 295.51 (4) | consecutive loss (count of losses) | -247.90 (8) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.12 04:00 | buy | 1 | 0.10 | 2.11532 | 0.00000 | 0.00000 | ||
2 | 2023.09.12 04:00 | modify | 1 | 0.10 | 2.11532 | 2.11032 | 2.12732 | ||
3 | 2023.09.12 08:30 | s/l | 1 | 0.10 | 2.11032 | 2.11032 | 2.12732 | -30.93 | 9969.07 |
4 | 2023.10.03 00:00 | buy | 2 | 0.10 | 2.03560 | 0.00000 | 0.00000 | ||
5 | 2023.10.03 00:00 | modify | 2 | 0.10 | 2.03560 | 2.03060 | 2.04760 | ||
6 | 2023.10.03 09:30 | t/p | 2 | 0.10 | 2.04760 | 2.03060 | 2.04760 | 74.22 | 10043.29 |
7 | 2023.10.18 00:00 | sell | 3 | 0.10 | 2.06583 | 0.00000 | 0.00000 | ||
8 | 2023.10.18 00:00 | modify | 3 | 0.10 | 2.06583 | 2.07083 | 2.05383 | ||
9 | 2023.10.18 12:30 | s/l | 3 | 0.10 | 2.07083 | 2.07083 | 2.05383 | -30.93 | 10012.36 |
10 | 2023.10.24 08:00 | sell | 4 | 0.10 | 2.09277 | 0.00000 | 0.00000 | ||
11 | 2023.10.24 08:00 | modify | 4 | 0.10 | 2.09277 | 2.09777 | 2.08077 | ||
12 | 2023.10.24 20:40 | t/p | 4 | 0.10 | 2.08077 | 2.09777 | 2.08077 | 74.23 | 10086.59 |
13 | 2023.11.03 04:00 | buy | 5 | 0.10 | 2.06945 | 0.00000 | 0.00000 | ||
14 | 2023.11.03 04:00 | modify | 5 | 0.10 | 2.06945 | 2.06445 | 2.08145 | ||
15 | 2023.11.03 07:30 | s/l | 5 | 0.10 | 2.06445 | 2.06445 | 2.08145 | -30.93 | 10055.66 |
16 | 2023.11.06 00:00 | buy | 6 | 0.10 | 2.06397 | 0.00000 | 0.00000 | ||
17 | 2023.11.06 00:00 | modify | 6 | 0.10 | 2.06397 | 2.05897 | 2.07597 | ||
18 | 2023.11.06 10:40 | t/p | 6 | 0.10 | 2.07597 | 2.05897 | 2.07597 | 74.21 | 10129.87 |
19 | 2023.12.27 00:00 | buy | 7 | 0.10 | 2.01090 | 0.00000 | 0.00000 | ||
20 | 2023.12.27 00:00 | modify | 7 | 0.10 | 2.01090 | 2.00590 | 2.02290 | ||
21 | 2023.12.27 04:00 | buy | 8 | 0.10 | 2.01034 | 0.00000 | 0.00000 | ||
22 | 2023.12.27 04:00 | modify | 8 | 0.10 | 2.01034 | 2.00534 | 2.02234 | ||
23 | 2023.12.27 08:00 | buy | 9 | 0.10 | 2.01182 | 0.00000 | 0.00000 | ||
24 | 2023.12.27 08:00 | modify | 9 | 0.10 | 2.01182 | 2.00682 | 2.02382 | ||
25 | 2023.12.28 09:30 | t/p | 8 | 0.10 | 2.02234 | 2.00534 | 2.02234 | 73.01 | 10202.88 |
26 | 2023.12.28 09:40 | t/p | 7 | 0.10 | 2.02290 | 2.00590 | 2.02290 | 73.01 | 10275.89 |
27 | 2023.12.28 15:40 | s/l | 9 | 0.10 | 2.00682 | 2.00682 | 2.02382 | -32.12 | 10243.77 |
28 | 2024.01.08 00:00 | sell | 10 | 0.10 | 2.03522 | 0.00000 | 0.00000 | ||
29 | 2024.01.08 00:00 | modify | 10 | 0.10 | 2.03522 | 2.04022 | 2.02322 | ||
30 | 2024.01.08 08:05 | s/l | 10 | 0.10 | 2.04022 | 2.04022 | 2.02322 | -30.93 | 10212.84 |
31 | 2024.01.29 04:00 | sell | 11 | 0.10 | 2.08334 | 0.00000 | 0.00000 | ||
32 | 2024.01.29 04:00 | modify | 11 | 0.10 | 2.08334 | 2.08834 | 2.07134 | ||
33 | 2024.01.29 20:33 | t/p | 11 | 0.10 | 2.07134 | 2.08834 | 2.07134 | 74.23 | 10287.07 |
34 | 2024.02.08 04:00 | buy | 12 | 0.10 | 2.06608 | 0.00000 | 0.00000 | ||
35 | 2024.02.08 04:00 | modify | 12 | 0.10 | 2.06608 | 2.06108 | 2.07808 | ||
36 | 2024.02.08 08:00 | buy | 13 | 0.10 | 2.06704 | 0.00000 | 0.00000 | ||
37 | 2024.02.08 08:00 | modify | 13 | 0.10 | 2.06704 | 2.06204 | 2.07904 | ||
38 | 2024.02.09 00:40 | s/l | 12 | 0.10 | 2.06108 | 2.06108 | 2.07808 | -31.33 | 10255.74 |
39 | 2024.02.09 00:40 | s/l | 13 | 0.10 | 2.06204 | 2.06204 | 2.07904 | -31.32 | 10224.42 |
40 | 2024.02.13 00:00 | buy | 14 | 0.10 | 2.06114 | 0.00000 | 0.00000 | ||
41 | 2024.02.13 00:00 | modify | 14 | 0.10 | 2.06114 | 2.05614 | 2.07314 | ||
42 | 2024.02.13 09:40 | t/p | 14 | 0.10 | 2.07314 | 2.05614 | 2.07314 | 74.22 | 10298.64 |
43 | 2024.02.15 04:00 | sell | 15 | 0.10 | 2.06531 | 0.00000 | 0.00000 | ||
44 | 2024.02.15 04:00 | modify | 15 | 0.10 | 2.06531 | 2.07031 | 2.05331 | ||
45 | 2024.02.15 13:40 | t/p | 15 | 0.10 | 2.05331 | 2.07031 | 2.05331 | 74.23 | 10372.87 |
46 | 2024.03.06 04:00 | sell | 16 | 0.10 | 2.08561 | 0.00000 | 0.00000 | ||
47 | 2024.03.06 04:00 | modify | 16 | 0.10 | 2.08561 | 2.09061 | 2.07361 | ||
48 | 2024.03.06 08:00 | sell | 17 | 0.10 | 2.08517 | 0.00000 | 0.00000 | ||
49 | 2024.03.06 08:00 | modify | 17 | 0.10 | 2.08517 | 2.09017 | 2.07317 | ||
50 | 2024.03.07 03:40 | t/p | 16 | 0.10 | 2.07361 | 2.09061 | 2.07361 | 73.53 | 10446.40 |
51 | 2024.03.07 04:30 | t/p | 17 | 0.10 | 2.07317 | 2.09017 | 2.07317 | 73.53 | 10519.93 |
52 | 2024.04.09 08:00 | buy | 18 | 0.10 | 2.09635 | 0.00000 | 0.00000 | ||
53 | 2024.04.09 08:00 | modify | 18 | 0.10 | 2.09635 | 2.09135 | 2.10835 | ||
54 | 2024.04.09 13:40 | s/l | 18 | 0.10 | 2.09135 | 2.09135 | 2.10835 | -30.93 | 10489.00 |
55 | 2024.05.07 00:00 | buy | 19 | 0.10 | 2.09048 | 0.00000 | 0.00000 | ||
56 | 2024.05.07 00:00 | modify | 19 | 0.10 | 2.09048 | 2.08548 | 2.10248 | ||
57 | 2024.05.07 14:40 | s/l | 19 | 0.10 | 2.08548 | 2.08548 | 2.10248 | -30.92 | 10458.08 |
58 | 2024.05.20 00:00 | buy | 20 | 0.10 | 2.07146 | 0.00000 | 0.00000 | ||
59 | 2024.05.20 00:00 | modify | 20 | 0.10 | 2.07146 | 2.06646 | 2.08346 | ||
60 | 2024.05.21 02:20 | t/p | 20 | 0.10 | 2.08346 | 2.06646 | 2.08346 | 73.81 | 10531.89 |
61 | 2024.05.22 00:00 | sell | 21 | 0.10 | 2.08591 | 0.00000 | 0.00000 | ||
62 | 2024.05.22 00:00 | modify | 21 | 0.10 | 2.08591 | 2.09091 | 2.07391 | ||
63 | 2024.05.22 02:20 | t/p | 21 | 0.10 | 2.07391 | 2.09091 | 2.07391 | 74.23 | 10606.12 |
64 | 2024.05.27 00:00 | sell | 22 | 0.10 | 2.08027 | 0.00000 | 0.00000 | ||
65 | 2024.05.27 00:00 | modify | 22 | 0.10 | 2.08027 | 2.08527 | 2.06827 | ||
66 | 2024.06.03 04:00 | buy | 23 | 0.10 | 2.07387 | 0.00000 | 0.00000 | ||
67 | 2024.06.03 04:00 | modify | 23 | 0.10 | 2.07387 | 2.06887 | 2.08587 | ||
68 | 2024.06.03 08:40 | s/l | 23 | 0.10 | 2.06887 | 2.06887 | 2.08587 | -30.92 | 10575.20 |
69 | 2024.06.03 10:40 | t/p | 22 | 0.10 | 2.06827 | 2.08527 | 2.06827 | 72.59 | 10647.79 |
70 | 2024.06.06 00:00 | buy | 24 | 0.10 | 2.06512 | 0.00000 | 0.00000 | ||
71 | 2024.06.06 00:00 | modify | 24 | 0.10 | 2.06512 | 2.06012 | 2.07712 | ||
72 | 2024.06.06 04:00 | buy | 25 | 0.10 | 2.06449 | 0.00000 | 0.00000 | ||
73 | 2024.06.06 04:00 | modify | 25 | 0.10 | 2.06449 | 2.05949 | 2.07649 | ||
74 | 2024.06.07 13:30 | t/p | 24 | 0.10 | 2.07712 | 2.06012 | 2.07712 | 73.81 | 10721.60 |
75 | 2024.06.07 13:30 | t/p | 25 | 0.10 | 2.07649 | 2.05949 | 2.07649 | 73.81 | 10795.41 |
76 | 2024.06.10 08:00 | sell | 26 | 0.10 | 2.08181 | 0.00000 | 0.00000 | ||
77 | 2024.06.10 08:00 | modify | 26 | 0.10 | 2.08181 | 2.08681 | 2.06981 | ||
78 | 2024.06.12 12:40 | t/p | 26 | 0.10 | 2.06981 | 2.08681 | 2.06981 | 73.76 | 10869.18 |
79 | 2024.06.26 00:00 | sell | 27 | 0.10 | 2.07318 | 0.00000 | 0.00000 | ||
80 | 2024.06.26 00:00 | modify | 27 | 0.10 | 2.07318 | 2.07818 | 2.06118 | ||
81 | 2024.06.26 08:00 | sell | 28 | 0.10 | 2.07258 | 0.00000 | 0.00000 | ||
82 | 2024.06.26 08:00 | modify | 28 | 0.10 | 2.07258 | 2.07758 | 2.06058 | ||
83 | 2024.06.26 10:40 | s/l | 28 | 0.10 | 2.07758 | 2.07758 | 2.06058 | -30.93 | 10838.25 |
84 | 2024.06.26 12:40 | s/l | 27 | 0.10 | 2.07818 | 2.07818 | 2.06118 | -30.93 | 10807.32 |
85 | 2024.07.03 08:00 | sell | 29 | 0.10 | 2.08707 | 0.00000 | 0.00000 | ||
86 | 2024.07.03 08:00 | modify | 29 | 0.10 | 2.08707 | 2.09207 | 2.07507 | ||
87 | 2024.07.03 10:30 | s/l | 29 | 0.10 | 2.09207 | 2.09207 | 2.07507 | -30.93 | 10776.39 |
88 | 2024.07.05 00:00 | sell | 30 | 0.10 | 2.08636 | 0.00000 | 0.00000 | ||
89 | 2024.07.05 00:00 | modify | 30 | 0.10 | 2.08636 | 2.09136 | 2.07436 | ||
90 | 2024.07.05 13:40 | s/l | 30 | 0.10 | 2.09136 | 2.09136 | 2.07436 | -30.93 | 10745.46 |
91 | 2024.07.09 08:00 | sell | 31 | 0.10 | 2.09093 | 0.00000 | 0.00000 | ||
92 | 2024.07.09 08:00 | modify | 31 | 0.10 | 2.09093 | 2.09593 | 2.07893 | ||
93 | 2024.07.09 10:05 | s/l | 31 | 0.10 | 2.09593 | 2.09593 | 2.07893 | -30.93 | 10714.53 |
94 | 2024.07.18 04:00 | sell | 32 | 0.10 | 2.14142 | 0.00000 | 0.00000 | ||
95 | 2024.07.18 04:00 | modify | 32 | 0.10 | 2.14142 | 2.14642 | 2.12942 | ||
96 | 2024.07.18 08:00 | sell | 33 | 0.10 | 2.14048 | 0.00000 | 0.00000 | ||
97 | 2024.07.18 08:00 | modify | 33 | 0.10 | 2.14048 | 2.14548 | 2.12848 | ||
98 | 2024.07.19 00:40 | s/l | 33 | 0.10 | 2.14548 | 2.14548 | 2.12848 | -31.15 | 10683.37 |
99 | 2024.07.19 01:20 | s/l | 32 | 0.10 | 2.14642 | 2.14642 | 2.12942 | -31.16 | 10652.21 |
100 | 2024.07.24 00:00 | sell | 34 | 0.10 | 2.16726 | 0.00000 | 0.00000 | ||
101 | 2024.07.24 00:00 | modify | 34 | 0.10 | 2.16726 | 2.17226 | 2.15526 | ||
102 | 2024.07.24 01:40 | s/l | 34 | 0.10 | 2.17226 | 2.17226 | 2.15526 | -30.93 | 10621.28 |
103 | 2024.08.23 08:00 | sell | 35 | 0.10 | 2.13207 | 0.00000 | 0.00000 | ||
104 | 2024.08.23 08:00 | modify | 35 | 0.10 | 2.13207 | 2.13707 | 2.12007 | ||
105 | 2024.08.23 19:40 | t/p | 35 | 0.10 | 2.12007 | 2.13707 | 2.12007 | 74.23 | 10695.51 |
106 | 2024.08.28 00:00 | buy | 36 | 0.10 | 2.12379 | 0.00000 | 0.00000 | ||
107 | 2024.08.28 00:00 | modify | 36 | 0.10 | 2.12379 | 2.11879 | 2.13579 | ||
108 | 2024.08.28 04:05 | s/l | 36 | 0.10 | 2.11879 | 2.11879 | 2.13579 | -30.93 | 10664.58 |