Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.01.02 04:00 - 2023.12.29 23:59 (2023.01.01 - 2024.01.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
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=130; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 4211 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1209.58 | Gross profit | 1743.83 | Gross loss | -534.24 |
Profit factor | 3.26 | Expected payoff | 36.65 | ||
Absolute drawdown | 2.89 | Maximal drawdown | 348.42 (3.10%) | Relative drawdown | 3.10% (348.42) |
Total trades | 33 | Short positions (won %) | 20 (75.00%) | Long positions (won %) | 13 (76.92%) |
Profit trades (% of total) | 25 (75.76%) | Loss trades (% of total) | 8 (24.24%) | ||
Largest | profit trade | 79.77 | loss trade | -81.87 | |
Average | profit trade | 69.75 | loss trade | -66.78 | |
Maximum | consecutive wins (profit in money) | 9 (630.34) | consecutive losses (loss in money) | 2 (-161.14) | |
Maximal | consecutive profit (count of wins) | 630.34 (9) | consecutive loss (count of losses) | -161.14 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.03 12:00 | sell | 1 | 0.10 | 1.92074 | 0.00000 | 0.00000 | ||
2 | 2023.01.03 12:00 | modify | 1 | 0.10 | 1.92074 | 1.93374 | 1.90774 | ||
3 | 2023.01.04 00:00 | sell | 2 | 0.10 | 1.91536 | 0.00000 | 0.00000 | ||
4 | 2023.01.04 00:00 | modify | 2 | 0.10 | 1.91536 | 1.91944 | 1.90774 | ||
5 | 2023.01.04 00:00 | modify | 1 | 0.10 | 1.92074 | 1.91944 | 1.90774 | ||
6 | 2023.01.04 08:00 | t/p | 1 | 0.10 | 1.90774 | 1.91944 | 1.90774 | 79.59 | 10079.59 |
7 | 2023.01.04 08:00 | t/p | 2 | 0.10 | 1.90774 | 1.91944 | 1.90774 | 46.76 | 10126.35 |
8 | 2023.01.19 12:00 | sell | 3 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
9 | 2023.01.19 12:00 | modify | 3 | 0.10 | 1.93536 | 1.94836 | 1.92236 | ||
10 | 2023.01.20 12:00 | t/p | 3 | 0.10 | 1.92236 | 1.94836 | 1.92236 | 79.59 | 10205.94 |
11 | 2023.01.24 16:00 | buy | 4 | 0.10 | 1.89404 | 0.00000 | 0.00000 | ||
12 | 2023.01.24 16:00 | modify | 4 | 0.10 | 1.89404 | 1.88104 | 1.90704 | ||
13 | 2023.01.25 16:00 | t/p | 4 | 0.10 | 1.90704 | 1.88104 | 1.90704 | 79.45 | 10285.39 |
14 | 2023.02.02 12:00 | buy | 5 | 0.10 | 1.89181 | 0.00000 | 0.00000 | ||
15 | 2023.02.02 12:00 | modify | 5 | 0.10 | 1.89181 | 1.87881 | 1.90481 | ||
16 | 2023.02.03 20:00 | t/p | 5 | 0.10 | 1.90481 | 1.87881 | 1.90481 | 79.45 | 10364.84 |
17 | 2023.02.06 12:00 | sell | 6 | 0.10 | 1.91217 | 0.00000 | 0.00000 | ||
18 | 2023.02.06 12:00 | modify | 6 | 0.10 | 1.91217 | 1.92517 | 1.89917 | ||
19 | 2023.02.07 12:00 | t/p | 6 | 0.10 | 1.89917 | 1.92517 | 1.89917 | 79.59 | 10444.43 |
20 | 2023.02.21 16:00 | sell | 7 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
21 | 2023.02.21 16:00 | modify | 7 | 0.10 | 1.94727 | 1.96027 | 1.93427 | ||
22 | 2023.02.23 00:00 | t/p | 7 | 0.10 | 1.93427 | 1.96027 | 1.93427 | 79.06 | 10523.49 |
23 | 2023.02.27 20:00 | sell | 8 | 0.10 | 1.95577 | 0.00000 | 0.00000 | ||
24 | 2023.02.27 20:00 | modify | 8 | 0.10 | 1.95577 | 1.96877 | 1.94277 | ||
25 | 2023.02.28 20:00 | sell | 9 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
26 | 2023.02.28 20:00 | modify | 9 | 0.10 | 1.94727 | 1.95122 | 1.94277 | ||
27 | 2023.02.28 20:00 | modify | 8 | 0.10 | 1.95577 | 1.95122 | 1.94277 | ||
28 | 2023.03.01 00:00 | t/p | 8 | 0.10 | 1.94277 | 1.95122 | 1.94277 | 79.41 | 10602.91 |
29 | 2023.03.01 00:00 | t/p | 9 | 0.10 | 1.94277 | 1.95122 | 1.94277 | 27.43 | 10630.34 |
30 | 2023.03.01 08:00 | buy | 10 | 0.10 | 1.93627 | 0.00000 | 0.00000 | ||
31 | 2023.03.01 08:00 | modify | 10 | 0.10 | 1.93627 | 1.92327 | 1.94927 | ||
32 | 2023.03.01 12:00 | s/l | 10 | 0.10 | 1.92327 | 1.92327 | 1.94927 | -79.75 | 10550.59 |
33 | 2023.03.10 12:00 | sell | 11 | 0.10 | 1.96142 | 0.00000 | 0.00000 | ||
34 | 2023.03.10 12:00 | modify | 11 | 0.10 | 1.96142 | 1.97442 | 1.94842 | ||
35 | 2023.03.13 16:00 | t/p | 11 | 0.10 | 1.94842 | 1.97442 | 1.94842 | 79.60 | 10630.19 |
36 | 2023.03.20 20:00 | sell | 12 | 0.10 | 1.96454 | 0.00000 | 0.00000 | ||
37 | 2023.03.20 20:00 | modify | 12 | 0.10 | 1.96454 | 1.97754 | 1.95154 | ||
38 | 2023.03.21 12:00 | s/l | 12 | 0.10 | 1.97754 | 1.97754 | 1.95154 | -79.95 | 10550.24 |
39 | 2023.04.13 16:00 | buy | 13 | 0.10 | 1.98744 | 0.00000 | 0.00000 | ||
40 | 2023.04.13 16:00 | modify | 13 | 0.10 | 1.98744 | 1.97444 | 2.00044 | ||
41 | 2023.04.14 16:00 | t/p | 13 | 0.10 | 2.00044 | 1.97444 | 2.00044 | 79.45 | 10629.69 |
42 | 2023.05.02 12:00 | buy | 14 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
43 | 2023.05.02 12:00 | modify | 14 | 0.10 | 2.00865 | 1.99565 | 2.02165 | ||
44 | 2023.05.04 00:00 | t/p | 14 | 0.10 | 2.02165 | 1.99565 | 2.02165 | 78.54 | 10708.23 |
45 | 2023.05.12 08:00 | sell | 15 | 0.10 | 2.00409 | 0.00000 | 0.00000 | ||
46 | 2023.05.12 08:00 | modify | 15 | 0.10 | 2.00409 | 2.01709 | 1.99109 | ||
47 | 2023.05.17 12:00 | t/p | 15 | 0.10 | 1.99109 | 2.01709 | 1.99109 | 79.24 | 10787.47 |
48 | 2023.05.24 04:00 | sell | 16 | 0.10 | 2.01312 | 0.00000 | 0.00000 | ||
49 | 2023.05.24 04:00 | modify | 16 | 0.10 | 2.01312 | 2.02612 | 2.00012 | ||
50 | 2023.05.24 08:00 | s/l | 16 | 0.10 | 2.02612 | 2.02612 | 2.00012 | -79.77 | 10707.70 |
51 | 2023.05.31 04:00 | sell | 17 | 0.10 | 2.06334 | 0.00000 | 0.00000 | ||
52 | 2023.05.31 04:00 | modify | 17 | 0.10 | 2.06334 | 2.07634 | 2.05034 | ||
53 | 2023.06.05 08:00 | t/p | 17 | 0.10 | 2.05034 | 2.07634 | 2.05034 | 78.88 | 10786.58 |
54 | 2023.06.28 08:00 | sell | 18 | 0.10 | 2.08662 | 0.00000 | 0.00000 | ||
55 | 2023.06.28 08:00 | modify | 18 | 0.10 | 2.08662 | 2.09962 | 2.07362 | ||
56 | 2023.06.28 16:00 | t/p | 18 | 0.10 | 2.07362 | 2.09962 | 2.07362 | 79.77 | 10866.35 |
57 | 2023.07.11 12:00 | sell | 19 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
58 | 2023.07.11 12:00 | modify | 19 | 0.10 | 2.08839 | 2.10139 | 2.07539 | ||
59 | 2023.07.12 16:00 | t/p | 19 | 0.10 | 2.07539 | 2.10139 | 2.07539 | 79.59 | 10945.94 |
60 | 2023.07.18 12:00 | sell | 20 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
61 | 2023.07.18 12:00 | modify | 20 | 0.10 | 2.08629 | 2.09929 | 2.07329 | ||
62 | 2023.07.19 00:00 | t/p | 20 | 0.10 | 2.07329 | 2.09929 | 2.07329 | 79.59 | 11025.53 |
63 | 2023.07.20 04:00 | buy | 21 | 0.10 | 2.05474 | 0.00000 | 0.00000 | ||
64 | 2023.07.20 04:00 | modify | 21 | 0.10 | 2.05474 | 2.04174 | 2.06774 | ||
65 | 2023.07.20 20:00 | t/p | 21 | 0.10 | 2.06774 | 2.04174 | 2.06774 | 79.76 | 11105.29 |
66 | 2023.07.21 20:00 | sell | 22 | 0.10 | 2.08339 | 0.00000 | 0.00000 | ||
67 | 2023.07.21 20:00 | modify | 22 | 0.10 | 2.08339 | 2.09639 | 2.07039 | ||
68 | 2023.07.24 12:00 | t/p | 22 | 0.10 | 2.07039 | 2.09639 | 2.07039 | 79.59 | 11184.88 |
69 | 2023.08.02 04:00 | sell | 23 | 0.10 | 2.09101 | 0.00000 | 0.00000 | ||
70 | 2023.08.02 04:00 | modify | 23 | 0.10 | 2.09101 | 2.10401 | 2.07801 | ||
71 | 2023.08.08 08:00 | s/l | 23 | 0.10 | 2.10401 | 2.10401 | 2.07801 | -80.84 | 11104.05 |
72 | 2023.08.11 16:00 | sell | 24 | 0.10 | 2.12220 | 0.00000 | 0.00000 | ||
73 | 2023.08.11 16:00 | modify | 24 | 0.10 | 2.12220 | 2.13520 | 2.10920 | ||
74 | 2023.08.16 00:00 | s/l | 24 | 0.10 | 2.13520 | 2.13520 | 2.10920 | -80.30 | 11023.75 |
75 | 2023.08.17 04:00 | sell | 25 | 0.10 | 2.15183 | 0.00000 | 0.00000 | ||
76 | 2023.08.17 04:00 | modify | 25 | 0.10 | 2.15183 | 2.16483 | 2.13883 | ||
77 | 2023.08.17 12:00 | sell | 26 | 0.10 | 2.14318 | 0.00000 | 0.00000 | ||
78 | 2023.08.17 12:00 | modify | 26 | 0.10 | 2.14318 | 2.14728 | 2.13883 | ||
79 | 2023.08.17 12:00 | modify | 25 | 0.10 | 2.15183 | 2.14728 | 2.13883 | ||
80 | 2023.08.17 16:00 | s/l | 25 | 0.10 | 2.14728 | 2.14728 | 2.13883 | 27.92 | 11051.67 |
81 | 2023.08.17 16:00 | s/l | 26 | 0.10 | 2.14728 | 2.14728 | 2.13883 | -25.16 | 11026.51 |
82 | 2023.09.22 12:00 | buy | 27 | 0.10 | 2.05274 | 0.00000 | 0.00000 | ||
83 | 2023.09.22 12:00 | modify | 27 | 0.10 | 2.05274 | 2.03974 | 2.06574 | ||
84 | 2023.09.29 04:00 | s/l | 27 | 0.10 | 2.03974 | 2.03974 | 2.06574 | -81.87 | 10944.64 |
85 | 2023.11.15 08:00 | buy | 28 | 0.10 | 2.06716 | 0.00000 | 0.00000 | ||
86 | 2023.11.15 08:00 | modify | 28 | 0.10 | 2.06716 | 2.05416 | 2.08016 | ||
87 | 2023.11.16 16:00 | buy | 29 | 0.10 | 2.07525 | 0.00000 | 0.00000 | ||
88 | 2023.11.16 16:00 | modify | 29 | 0.10 | 2.07525 | 2.07041 | 2.08016 | ||
89 | 2023.11.16 16:00 | modify | 28 | 0.10 | 2.06716 | 2.07041 | 2.08016 | ||
90 | 2023.11.17 00:00 | t/p | 28 | 0.10 | 2.08016 | 2.07041 | 2.08016 | 78.54 | 11023.18 |
91 | 2023.11.17 00:00 | t/p | 29 | 0.10 | 2.08016 | 2.07041 | 2.08016 | 29.82 | 11052.99 |
92 | 2023.11.29 04:00 | buy | 30 | 0.10 | 2.05355 | 0.00000 | 0.00000 | ||
93 | 2023.11.29 04:00 | modify | 30 | 0.10 | 2.05355 | 2.04055 | 2.06655 | ||
94 | 2023.11.29 12:00 | buy | 31 | 0.10 | 2.06229 | 0.00000 | 0.00000 | ||
95 | 2023.11.29 12:00 | modify | 31 | 0.10 | 2.06229 | 2.05810 | 2.06655 | ||
96 | 2023.11.29 12:00 | modify | 30 | 0.10 | 2.05355 | 2.05810 | 2.06655 | ||
97 | 2023.11.30 00:00 | s/l | 30 | 0.10 | 2.05810 | 2.05810 | 2.06655 | 27.01 | 11080.00 |
98 | 2023.11.30 00:00 | s/l | 31 | 0.10 | 2.05810 | 2.05810 | 2.06655 | -26.61 | 11053.40 |
99 | 2023.12.14 04:00 | buy | 32 | 0.10 | 2.02729 | 0.00000 | 0.00000 | ||
100 | 2023.12.14 04:00 | modify | 32 | 0.10 | 2.02729 | 2.01429 | 2.04029 | ||
101 | 2023.12.14 12:00 | t/p | 32 | 0.10 | 2.04029 | 2.01429 | 2.04029 | 79.76 | 11133.16 |
102 | 2023.12.20 08:00 | buy | 33 | 0.10 | 2.01612 | 0.00000 | 0.00000 | ||
103 | 2023.12.20 08:00 | modify | 33 | 0.10 | 2.01612 | 2.00312 | 2.02912 | ||
104 | 2023.12.29 23:59 | t/p | 33 | 0.10 | 2.02912 | 2.00312 | 2.02912 | 76.43 | 11209.58 |