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=2; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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; 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 | 684.84 | Gross profit | 1255.56 | Gross loss | -570.71 |
Profit factor | 2.20 | Expected payoff | 19.57 | ||
Absolute drawdown | 2.75 | Maximal drawdown | 207.76 (1.93%) | Relative drawdown | 1.93% (207.76) |
Total trades | 35 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 20 (60.00%) |
Profit trades (% of total) | 21 (60.00%) | Loss trades (% of total) | 14 (40.00%) | ||
Largest | profit trade | 92.04 | loss trade | -81.87 | |
Average | profit trade | 59.79 | loss trade | -40.77 | |
Maximum | consecutive wins (profit in money) | 7 (472.12) | consecutive losses (loss in money) | 2 (-160.25) | |
Maximal | consecutive profit (count of wins) | 472.12 (7) | consecutive loss (count of losses) | -160.25 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | 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 | 1.96272 | 1.93472 | ||
3 | 2023.02.22 23:00 | t/p | 1 | 0.10 | 1.93472 | 1.96272 | 1.93472 | 91.86 | 10091.86 |
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 | 1.97782 | 1.94982 | ||
6 | 2023.02.28 18:00 | t/p | 2 | 0.10 | 1.94982 | 1.97782 | 1.94982 | 92.04 | 10183.90 |
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 | 1.91178 | 1.93978 | ||
9 | 2023.03.03 16:00 | buy | 4 | 0.10 | 1.93258 | 0.00000 | 0.00000 | ||
10 | 2023.03.03 16:00 | modify | 4 | 0.10 | 1.93258 | 1.92628 | 1.93978 | ||
11 | 2023.03.03 16:00 | buy | 5 | 0.10 | 1.93258 | 0.00000 | 0.00000 | ||
12 | 2023.03.03 16:00 | modify | 5 | 0.10 | 1.93258 | 1.92853 | 1.93978 | ||
13 | 2023.03.03 16:00 | modify | 3 | 0.10 | 1.92478 | 1.92853 | 1.93978 | ||
14 | 2023.03.03 17:00 | modify | 4 | 0.10 | 1.93258 | 1.92853 | 1.93978 | ||
15 | 2023.03.06 02:00 | buy | 6 | 0.10 | 1.93683 | 0.00000 | 0.00000 | ||
16 | 2023.03.06 02:00 | modify | 6 | 0.10 | 1.93683 | 1.93078 | 1.93978 | ||
17 | 2023.03.06 02:00 | modify | 5 | 0.10 | 1.93258 | 1.93078 | 1.93978 | ||
18 | 2023.03.06 02:00 | modify | 4 | 0.10 | 1.93258 | 1.93078 | 1.93978 | ||
19 | 2023.03.06 02:00 | modify | 3 | 0.10 | 1.92478 | 1.93078 | 1.93978 | ||
20 | 2023.03.06 09:00 | t/p | 3 | 0.10 | 1.93978 | 1.93078 | 1.93978 | 90.51 | 10274.41 |
21 | 2023.03.06 09:00 | t/p | 4 | 0.10 | 1.93978 | 1.93078 | 1.93978 | 43.87 | 10318.28 |
22 | 2023.03.06 09:00 | t/p | 5 | 0.10 | 1.93978 | 1.93078 | 1.93978 | 43.87 | 10362.14 |
23 | 2023.03.06 09:00 | t/p | 6 | 0.10 | 1.93978 | 1.93078 | 1.93978 | 18.10 | 10380.24 |
24 | 2023.03.10 11:00 | sell | 7 | 0.10 | 1.96139 | 0.00000 | 0.00000 | ||
25 | 2023.03.10 11:00 | modify | 7 | 0.10 | 1.96139 | 1.97439 | 1.94639 | ||
26 | 2023.03.13 14:00 | t/p | 7 | 0.10 | 1.94639 | 1.97439 | 1.94639 | 91.87 | 10472.12 |
27 | 2023.03.20 20:00 | sell | 8 | 0.10 | 1.96454 | 0.00000 | 0.00000 | ||
28 | 2023.03.20 20:00 | modify | 8 | 0.10 | 1.96454 | 1.97754 | 1.94954 | ||
29 | 2023.03.21 09:00 | s/l | 8 | 0.10 | 1.97754 | 1.97754 | 1.94954 | -79.95 | 10392.17 |
30 | 2023.04.06 17:00 | sell | 9 | 0.10 | 1.99211 | 0.00000 | 0.00000 | ||
31 | 2023.04.06 17:00 | modify | 9 | 0.10 | 1.99211 | 2.00511 | 1.97711 | ||
32 | 2023.04.11 14:00 | s/l | 9 | 0.10 | 2.00511 | 2.00511 | 1.97711 | -80.30 | 10311.86 |
33 | 2023.04.13 18:00 | buy | 10 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
34 | 2023.04.13 18:00 | modify | 10 | 0.10 | 1.98644 | 1.97344 | 2.00144 | ||
35 | 2023.04.14 16:00 | t/p | 10 | 0.10 | 2.00144 | 1.97344 | 2.00144 | 91.72 | 10403.58 |
36 | 2023.04.26 10:00 | sell | 11 | 0.10 | 2.03518 | 0.00000 | 0.00000 | ||
37 | 2023.04.26 10:00 | modify | 11 | 0.10 | 2.03518 | 2.04818 | 2.02018 | ||
38 | 2023.05.02 02:00 | sell | 12 | 0.10 | 2.02302 | 0.00000 | 0.00000 | ||
39 | 2023.05.02 02:00 | modify | 12 | 0.10 | 2.02302 | 2.02918 | 2.02018 | ||
40 | 2023.05.02 02:00 | modify | 11 | 0.10 | 2.03518 | 2.02918 | 2.02018 | ||
41 | 2023.05.02 05:00 | t/p | 11 | 0.10 | 2.02018 | 2.02918 | 2.02018 | 90.97 | 10494.56 |
42 | 2023.05.02 05:00 | t/p | 12 | 0.10 | 2.02018 | 2.02918 | 2.02018 | 17.42 | 10511.98 |
43 | 2023.05.02 11:00 | buy | 13 | 0.10 | 2.01432 | 0.00000 | 0.00000 | ||
44 | 2023.05.02 11:00 | modify | 13 | 0.10 | 2.01432 | 2.00132 | 2.02932 | ||
45 | 2023.05.03 02:00 | s/l | 13 | 0.10 | 2.00132 | 2.00132 | 2.02932 | -80.05 | 10431.92 |
46 | 2023.05.08 16:00 | buy | 14 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
47 | 2023.05.08 16:00 | modify | 14 | 0.10 | 1.98977 | 1.97677 | 2.00477 | ||
48 | 2023.05.12 06:00 | buy | 15 | 0.10 | 2.00179 | 0.00000 | 0.00000 | ||
49 | 2023.05.12 06:00 | modify | 15 | 0.10 | 2.00179 | 1.99577 | 2.00477 | ||
50 | 2023.05.12 06:00 | modify | 14 | 0.10 | 1.98977 | 1.99577 | 2.00477 | ||
51 | 2023.05.12 08:00 | t/p | 14 | 0.10 | 2.00477 | 1.99577 | 2.00477 | 90.20 | 10522.13 |
52 | 2023.05.12 08:00 | t/p | 15 | 0.10 | 2.00477 | 1.99577 | 2.00477 | 18.28 | 10540.41 |
53 | 2023.05.12 12:00 | sell | 16 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
54 | 2023.05.12 12:00 | modify | 16 | 0.10 | 2.01067 | 2.02367 | 1.99567 | ||
55 | 2023.05.16 02:00 | sell | 17 | 0.10 | 2.00305 | 0.00000 | 0.00000 | ||
56 | 2023.05.16 02:00 | modify | 17 | 0.10 | 2.00305 | 2.00917 | 1.99567 | ||
57 | 2023.05.16 02:00 | sell | 18 | 0.10 | 2.00305 | 0.00000 | 0.00000 | ||
58 | 2023.05.16 02:00 | modify | 18 | 0.10 | 2.00305 | 2.00692 | 1.99567 | ||
59 | 2023.05.16 02:00 | modify | 16 | 0.10 | 2.01067 | 2.00692 | 1.99567 | ||
60 | 2023.05.16 03:00 | modify | 17 | 0.10 | 2.00305 | 2.00692 | 1.99567 | ||
61 | 2023.05.16 06:00 | s/l | 16 | 0.10 | 2.00692 | 2.00692 | 1.99567 | 22.65 | 10563.06 |
62 | 2023.05.16 06:00 | s/l | 17 | 0.10 | 2.00692 | 2.00692 | 1.99567 | -23.74 | 10539.32 |
63 | 2023.05.16 06:00 | s/l | 18 | 0.10 | 2.00692 | 2.00692 | 1.99567 | -23.74 | 10515.58 |
64 | 2023.05.17 11:00 | buy | 19 | 0.10 | 1.99213 | 0.00000 | 0.00000 | ||
65 | 2023.05.17 11:00 | modify | 19 | 0.10 | 1.99213 | 1.97913 | 2.00713 | ||
66 | 2023.05.18 02:00 | buy | 20 | 0.10 | 1.99976 | 0.00000 | 0.00000 | ||
67 | 2023.05.18 02:00 | modify | 20 | 0.10 | 1.99976 | 1.99363 | 2.00713 | ||
68 | 2023.05.18 02:00 | buy | 21 | 0.10 | 1.99976 | 0.00000 | 0.00000 | ||
69 | 2023.05.18 02:00 | modify | 21 | 0.10 | 1.99976 | 1.99588 | 2.00713 | ||
70 | 2023.05.18 02:00 | modify | 19 | 0.10 | 1.99213 | 1.99588 | 2.00713 | ||
71 | 2023.05.18 03:00 | s/l | 19 | 0.10 | 1.99588 | 1.99588 | 2.00713 | 22.09 | 10537.67 |
72 | 2023.05.18 03:00 | s/l | 21 | 0.10 | 1.99588 | 1.99588 | 2.00713 | -23.81 | 10513.86 |
73 | 2023.05.18 03:00 | close | 20 | 0.10 | 1.99395 | 1.99363 | 2.00713 | -35.65 | 10478.21 |
74 | 2023.07.11 13:00 | sell | 22 | 0.10 | 2.08755 | 0.00000 | 0.00000 | ||
75 | 2023.07.11 13:00 | modify | 22 | 0.10 | 2.08755 | 2.10055 | 2.07255 | ||
76 | 2023.07.12 14:00 | t/p | 22 | 0.10 | 2.07255 | 2.10055 | 2.07255 | 91.87 | 10570.09 |
77 | 2023.07.12 19:00 | buy | 23 | 0.10 | 2.06077 | 0.00000 | 0.00000 | ||
78 | 2023.07.12 19:00 | modify | 23 | 0.10 | 2.06077 | 2.04777 | 2.07577 | ||
79 | 2023.07.18 00:00 | buy | 24 | 0.10 | 2.06838 | 0.00000 | 0.00000 | ||
80 | 2023.07.18 00:00 | modify | 24 | 0.10 | 2.06838 | 2.06227 | 2.07577 | ||
81 | 2023.07.18 00:00 | buy | 25 | 0.10 | 2.06838 | 0.00000 | 0.00000 | ||
82 | 2023.07.18 00:00 | modify | 25 | 0.10 | 2.06838 | 2.06452 | 2.07577 | ||
83 | 2023.07.18 00:00 | modify | 23 | 0.10 | 2.06077 | 2.06452 | 2.07577 | ||
84 | 2023.07.18 01:00 | modify | 24 | 0.10 | 2.06838 | 2.06452 | 2.07577 | ||
85 | 2023.07.18 02:00 | s/l | 23 | 0.10 | 2.06452 | 2.06452 | 2.07577 | 21.19 | 10591.28 |
86 | 2023.07.18 02:00 | s/l | 24 | 0.10 | 2.06452 | 2.06452 | 2.07577 | -23.68 | 10567.60 |
87 | 2023.07.18 02:00 | s/l | 25 | 0.10 | 2.06452 | 2.06452 | 2.07577 | -23.68 | 10543.92 |
88 | 2023.07.23 21:00 | sell | 26 | 0.10 | 2.07917 | 0.00000 | 0.00000 | ||
89 | 2023.07.23 21:00 | modify | 26 | 0.10 | 2.07917 | 2.09217 | 2.06417 | ||
90 | 2023.07.24 22:00 | t/p | 26 | 0.10 | 2.06417 | 2.09217 | 2.06417 | 91.87 | 10635.79 |
91 | 2023.07.31 16:00 | buy | 27 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
92 | 2023.07.31 16:00 | modify | 27 | 0.10 | 2.06784 | 2.05484 | 2.08284 | ||
93 | 2023.08.01 09:00 | t/p | 27 | 0.10 | 2.08284 | 2.05484 | 2.08284 | 91.73 | 10727.52 |
94 | 2023.09.22 14:00 | buy | 28 | 0.10 | 2.05155 | 0.00000 | 0.00000 | ||
95 | 2023.09.22 14:00 | modify | 28 | 0.10 | 2.05155 | 2.03855 | 2.06655 | ||
96 | 2023.09.29 02:00 | s/l | 28 | 0.10 | 2.03855 | 2.03855 | 2.06655 | -81.87 | 10645.65 |
97 | 2023.11.06 12:00 | sell | 29 | 0.10 | 2.07711 | 0.00000 | 0.00000 | ||
98 | 2023.11.06 12:00 | modify | 29 | 0.10 | 2.07711 | 2.09011 | 2.06211 | ||
99 | 2023.11.08 03:00 | sell | 30 | 0.10 | 2.06953 | 0.00000 | 0.00000 | ||
100 | 2023.11.08 03:00 | modify | 30 | 0.10 | 2.06953 | 2.07561 | 2.06211 | ||
101 | 2023.11.08 03:00 | sell | 31 | 0.10 | 2.06953 | 0.00000 | 0.00000 | ||
102 | 2023.11.08 03:00 | modify | 31 | 0.10 | 2.06953 | 2.07336 | 2.06211 | ||
103 | 2023.11.08 03:00 | modify | 29 | 0.10 | 2.07711 | 2.07336 | 2.06211 | ||
104 | 2023.11.08 04:00 | modify | 30 | 0.10 | 2.06953 | 2.07336 | 2.06211 | ||
105 | 2023.11.08 16:00 | s/l | 29 | 0.10 | 2.07336 | 2.07336 | 2.06211 | 22.65 | 10668.30 |
106 | 2023.11.08 16:00 | s/l | 30 | 0.10 | 2.07336 | 2.07336 | 2.06211 | -23.50 | 10644.80 |
107 | 2023.11.08 16:00 | s/l | 31 | 0.10 | 2.07336 | 2.07336 | 2.06211 | -23.50 | 10621.30 |
108 | 2023.11.15 10:00 | buy | 32 | 0.10 | 2.06490 | 0.00000 | 0.00000 | ||
109 | 2023.11.15 10:00 | modify | 32 | 0.10 | 2.06490 | 2.05190 | 2.07990 | ||
110 | 2023.11.16 03:00 | buy | 33 | 0.10 | 2.07250 | 0.00000 | 0.00000 | ||
111 | 2023.11.16 03:00 | modify | 33 | 0.10 | 2.07250 | 2.06640 | 2.07990 | ||
112 | 2023.11.16 03:00 | buy | 34 | 0.10 | 2.07250 | 0.00000 | 0.00000 | ||
113 | 2023.11.16 03:00 | modify | 34 | 0.10 | 2.07250 | 2.06865 | 2.07990 | ||
114 | 2023.11.16 03:00 | modify | 32 | 0.10 | 2.06490 | 2.06865 | 2.07990 | ||
115 | 2023.11.16 04:00 | modify | 33 | 0.10 | 2.07250 | 2.06865 | 2.07990 | ||
116 | 2023.11.16 08:00 | s/l | 32 | 0.10 | 2.06865 | 2.06865 | 2.07990 | 22.09 | 10643.39 |
117 | 2023.11.16 08:00 | s/l | 33 | 0.10 | 2.06865 | 2.06865 | 2.07990 | -23.62 | 10619.77 |
118 | 2023.11.16 08:00 | s/l | 34 | 0.10 | 2.06865 | 2.06865 | 2.07990 | -23.62 | 10596.15 |
119 | 2023.12.20 13:00 | buy | 35 | 0.10 | 2.01187 | 0.00000 | 0.00000 | ||
120 | 2023.12.20 13:00 | modify | 35 | 0.10 | 2.01187 | 1.99887 | 2.02687 | ||
121 | 2023.12.29 21:59 | t/p | 35 | 0.10 | 2.02687 | 1.99887 | 2.02687 | 88.69 | 10684.84 |