Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.01.02 07:00 - 2023.12.29 21:59 (2023.01.01 - 2024.01.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 7198 | Ticks modelled | 13394 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 786.63 | Gross profit | 929.88 | Gross loss | -143.25 |
Profit factor | 6.49 | Expected payoff | 41.40 | ||
Absolute drawdown | 2.75 | Maximal drawdown | 140.71 (1.32%) | Relative drawdown | 1.32% (140.71) |
Total trades | 19 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 8 (87.50%) |
Profit trades (% of total) | 15 (78.95%) | Loss trades (% of total) | 4 (21.05%) | ||
Largest | profit trade | 85.92 | loss trade | -75.75 | |
Average | profit trade | 61.99 | loss trade | -35.81 | |
Maximum | consecutive wins (profit in money) | 8 (562.57) | consecutive losses (loss in money) | 2 (-98.33) | |
Maximal | consecutive profit (count of wins) | 562.57 (8) | consecutive loss (count of losses) | -98.33 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.02.21 19:00 | sell | 1 | 0.10 | 1.94972 | 0.00000 | 0.00000 | ||
2 | 2023.02.21 19:00 | modify | 1 | 0.10 | 1.94972 | 1.96172 | 1.93572 | ||
3 | 2023.02.22 16:00 | t/p | 1 | 0.10 | 1.93572 | 1.96172 | 1.93572 | 85.74 | 10085.74 |
4 | 2023.02.28 10:00 | sell | 2 | 0.10 | 1.96482 | 0.00000 | 0.00000 | ||
5 | 2023.02.28 10:00 | modify | 2 | 0.10 | 1.96482 | 1.97682 | 1.95082 | ||
6 | 2023.02.28 18:00 | t/p | 2 | 0.10 | 1.95082 | 1.97682 | 1.95082 | 85.92 | 10171.66 |
7 | 2023.03.01 13:00 | buy | 3 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
8 | 2023.03.01 13:00 | modify | 3 | 0.10 | 1.92478 | 1.91278 | 1.93878 | ||
9 | 2023.03.03 21:00 | buy | 4 | 0.10 | 1.93540 | 0.00000 | 0.00000 | ||
10 | 2023.03.03 21:00 | modify | 4 | 0.10 | 1.93540 | 1.93108 | 1.93878 | ||
11 | 2023.03.03 21:00 | modify | 3 | 0.10 | 1.92478 | 1.93108 | 1.93878 | ||
12 | 2023.03.06 09:00 | t/p | 3 | 0.10 | 1.93878 | 1.93108 | 1.93878 | 84.39 | 10256.05 |
13 | 2023.03.06 09:00 | t/p | 4 | 0.10 | 1.93878 | 1.93108 | 1.93878 | 20.44 | 10276.49 |
14 | 2023.03.10 11:00 | sell | 5 | 0.10 | 1.96139 | 0.00000 | 0.00000 | ||
15 | 2023.03.10 11:00 | modify | 5 | 0.10 | 1.96139 | 1.97339 | 1.94739 | ||
16 | 2023.03.13 14:00 | t/p | 5 | 0.10 | 1.94739 | 1.97339 | 1.94739 | 85.74 | 10362.23 |
17 | 2023.04.11 12:00 | sell | 6 | 0.10 | 2.00182 | 0.00000 | 0.00000 | ||
18 | 2023.04.11 12:00 | modify | 6 | 0.10 | 2.00182 | 2.01382 | 1.98782 | ||
19 | 2023.04.13 16:00 | t/p | 6 | 0.10 | 1.98782 | 2.01382 | 1.98782 | 85.21 | 10447.44 |
20 | 2023.04.13 18:00 | buy | 7 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
21 | 2023.04.13 18:00 | modify | 7 | 0.10 | 1.98644 | 1.97444 | 2.00044 | ||
22 | 2023.04.14 16:00 | t/p | 7 | 0.10 | 2.00044 | 1.97444 | 2.00044 | 85.60 | 10533.03 |
23 | 2023.04.26 10:00 | sell | 8 | 0.10 | 2.03518 | 0.00000 | 0.00000 | ||
24 | 2023.04.26 10:00 | modify | 8 | 0.10 | 2.03518 | 2.04718 | 2.02118 | ||
25 | 2023.04.27 10:00 | sell | 9 | 0.10 | 2.02649 | 0.00000 | 0.00000 | ||
26 | 2023.04.27 10:00 | modify | 9 | 0.10 | 2.02649 | 2.03028 | 2.02118 | ||
27 | 2023.04.27 10:00 | modify | 8 | 0.10 | 2.03518 | 2.03028 | 2.02118 | ||
28 | 2023.04.27 14:00 | s/l | 8 | 0.10 | 2.03028 | 2.03028 | 2.02118 | 29.54 | 10562.57 |
29 | 2023.04.27 14:00 | s/l | 9 | 0.10 | 2.03028 | 2.03028 | 2.02118 | -23.26 | 10539.31 |
30 | 2023.05.12 12:00 | sell | 10 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
31 | 2023.05.12 12:00 | modify | 10 | 0.10 | 2.01067 | 2.02267 | 1.99667 | ||
32 | 2023.05.17 08:00 | t/p | 10 | 0.10 | 1.99667 | 2.02267 | 1.99667 | 85.39 | 10624.70 |
33 | 2023.07.11 13:00 | sell | 11 | 0.10 | 2.08755 | 0.00000 | 0.00000 | ||
34 | 2023.07.11 13:00 | modify | 11 | 0.10 | 2.08755 | 2.09955 | 2.07355 | ||
35 | 2023.07.12 03:00 | sell | 12 | 0.10 | 2.07897 | 0.00000 | 0.00000 | ||
36 | 2023.07.12 03:00 | modify | 12 | 0.10 | 2.07897 | 2.08265 | 2.07355 | ||
37 | 2023.07.12 03:00 | modify | 11 | 0.10 | 2.08755 | 2.08265 | 2.07355 | ||
38 | 2023.07.12 04:00 | s/l | 11 | 0.10 | 2.08265 | 2.08265 | 2.07355 | 29.89 | 10654.59 |
39 | 2023.07.12 04:00 | s/l | 12 | 0.10 | 2.08265 | 2.08265 | 2.07355 | -22.58 | 10632.01 |
40 | 2023.09.22 14:00 | buy | 13 | 0.10 | 2.05155 | 0.00000 | 0.00000 | ||
41 | 2023.09.22 14:00 | modify | 13 | 0.10 | 2.05155 | 2.03955 | 2.06555 | ||
42 | 2023.09.29 02:00 | s/l | 13 | 0.10 | 2.03955 | 2.03955 | 2.06555 | -75.75 | 10556.26 |
43 | 2023.11.06 12:00 | sell | 14 | 0.10 | 2.07711 | 0.00000 | 0.00000 | ||
44 | 2023.11.06 12:00 | modify | 14 | 0.10 | 2.07711 | 2.08911 | 2.06311 | ||
45 | 2023.11.06 19:00 | sell | 15 | 0.10 | 2.06871 | 0.00000 | 0.00000 | ||
46 | 2023.11.06 19:00 | modify | 15 | 0.10 | 2.06871 | 2.07221 | 2.06311 | ||
47 | 2023.11.06 19:00 | modify | 14 | 0.10 | 2.07711 | 2.07221 | 2.06311 | ||
48 | 2023.11.07 01:00 | s/l | 14 | 0.10 | 2.07221 | 2.07221 | 2.06311 | 29.89 | 10586.15 |
49 | 2023.11.07 01:00 | s/l | 15 | 0.10 | 2.07221 | 2.07221 | 2.06311 | -21.66 | 10564.50 |
50 | 2023.11.15 10:00 | buy | 16 | 0.10 | 2.06490 | 0.00000 | 0.00000 | ||
51 | 2023.11.15 10:00 | modify | 16 | 0.10 | 2.06490 | 2.05290 | 2.07890 | ||
52 | 2023.11.16 21:00 | t/p | 16 | 0.10 | 2.07890 | 2.05290 | 2.07890 | 84.99 | 10649.49 |
53 | 2023.12.20 13:00 | buy | 17 | 0.10 | 2.01187 | 0.00000 | 0.00000 | ||
54 | 2023.12.20 13:00 | modify | 17 | 0.10 | 2.01187 | 1.99987 | 2.02587 | ||
55 | 2023.12.20 22:00 | buy | 18 | 0.10 | 2.02052 | 0.00000 | 0.00000 | ||
56 | 2023.12.20 22:00 | modify | 18 | 0.10 | 2.02052 | 2.01677 | 2.02587 | ||
57 | 2023.12.20 22:00 | modify | 17 | 0.10 | 2.01187 | 2.01677 | 2.02587 | ||
58 | 2023.12.21 03:00 | buy | 19 | 0.10 | 2.02257 | 0.00000 | 0.00000 | ||
59 | 2023.12.21 03:00 | modify | 19 | 0.10 | 2.02257 | 2.01817 | 2.02587 | ||
60 | 2023.12.21 03:00 | modify | 18 | 0.10 | 2.02052 | 2.01817 | 2.02587 | ||
61 | 2023.12.21 03:00 | modify | 17 | 0.10 | 2.01187 | 2.01817 | 2.02587 | ||
62 | 2023.12.21 08:00 | t/p | 17 | 0.10 | 2.02587 | 2.01817 | 2.02587 | 84.99 | 10734.48 |
63 | 2023.12.21 08:00 | t/p | 18 | 0.10 | 2.02587 | 2.01817 | 2.02587 | 31.91 | 10766.39 |
64 | 2023.12.21 08:00 | t/p | 19 | 0.10 | 2.02587 | 2.01817 | 2.02587 | 20.24 | 10786.63 |