Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.01.02 04:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=80; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; 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 | 79660 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1602.46 | Gross profit | 1713.69 | Gross loss | -111.23 |
Profit factor | 15.41 | Expected payoff | 43.31 | ||
Absolute drawdown | 34.32 | Maximal drawdown | 122.10 (1.16%) | Relative drawdown | 1.16% (122.10) |
Total trades | 37 | Short positions (won %) | 22 (95.45%) | Long positions (won %) | 15 (80.00%) |
Profit trades (% of total) | 33 (89.19%) | Loss trades (% of total) | 4 (10.81%) | ||
Largest | profit trade | 92.10 | loss trade | -29.35 | |
Average | profit trade | 51.93 | loss trade | -27.81 | |
Maximum | consecutive wins (profit in money) | 21 (1125.20) | consecutive losses (loss in money) | 1 (-29.35) | |
Maximal | consecutive profit (count of wins) | 1125.20 (21) | consecutive loss (count of losses) | -29.35 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.19 12:00 | sell | 1 | 0.10 | 1.93536 | 0.00000 | 0.00000 | ||
2 | 2023.01.19 12:00 | modify | 1 | 0.10 | 1.93536 | 1.94736 | 1.92036 | ||
3 | 2023.01.20 04:50 | sell | 2 | 0.10 | 1.92998 | 0.00000 | 0.00000 | ||
4 | 2023.01.20 04:50 | modify | 2 | 0.10 | 1.92998 | 1.93461 | 1.92036 | ||
5 | 2023.01.20 04:50 | modify | 1 | 0.10 | 1.93536 | 1.93461 | 1.92036 | ||
6 | 2023.01.20 07:50 | sell | 3 | 0.10 | 1.92334 | 0.00000 | 0.00000 | ||
7 | 2023.01.20 07:50 | modify | 3 | 0.10 | 1.92334 | 1.93011 | 1.92036 | ||
8 | 2023.01.20 07:50 | modify | 2 | 0.10 | 1.92998 | 1.93011 | 1.92036 | ||
9 | 2023.01.20 07:50 | modify | 1 | 0.10 | 1.93536 | 1.93011 | 1.92036 | ||
10 | 2023.01.20 09:15 | t/p | 1 | 0.10 | 1.92036 | 1.93011 | 1.92036 | 91.91 | 10091.91 |
11 | 2023.01.20 09:15 | t/p | 2 | 0.10 | 1.92036 | 1.93011 | 1.92036 | 59.06 | 10150.97 |
12 | 2023.01.20 09:15 | t/p | 3 | 0.10 | 1.92036 | 1.93011 | 1.92036 | 18.29 | 10169.26 |
13 | 2023.01.24 16:00 | buy | 4 | 0.10 | 1.89404 | 0.00000 | 0.00000 | ||
14 | 2023.01.24 16:00 | modify | 4 | 0.10 | 1.89404 | 1.88204 | 1.90904 | ||
15 | 2023.01.25 03:35 | buy | 5 | 0.10 | 1.89942 | 0.00000 | 0.00000 | ||
16 | 2023.01.25 03:35 | modify | 5 | 0.10 | 1.89942 | 1.89479 | 1.90904 | ||
17 | 2023.01.25 03:35 | modify | 4 | 0.10 | 1.89404 | 1.89479 | 1.90904 | ||
18 | 2023.01.25 12:30 | buy | 6 | 0.10 | 1.90235 | 0.00000 | 0.00000 | ||
19 | 2023.01.25 12:30 | modify | 6 | 0.10 | 1.90235 | 1.89854 | 1.90904 | ||
20 | 2023.01.25 12:30 | modify | 5 | 0.10 | 1.89942 | 1.89854 | 1.90904 | ||
21 | 2023.01.25 12:30 | modify | 4 | 0.10 | 1.89404 | 1.89854 | 1.90904 | ||
22 | 2023.01.25 14:40 | t/p | 4 | 0.10 | 1.90904 | 1.89854 | 1.90904 | 91.77 | 10261.03 |
23 | 2023.01.25 14:40 | t/p | 5 | 0.10 | 1.90904 | 1.89854 | 1.90904 | 59.05 | 10320.08 |
24 | 2023.01.25 14:40 | t/p | 6 | 0.10 | 1.90904 | 1.89854 | 1.90904 | 41.07 | 10361.15 |
25 | 2023.02.02 16:00 | buy | 7 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
26 | 2023.02.02 16:00 | modify | 7 | 0.10 | 1.88861 | 1.87661 | 1.90361 | ||
27 | 2023.02.03 12:05 | buy | 8 | 0.10 | 1.89407 | 0.00000 | 0.00000 | ||
28 | 2023.02.03 12:05 | modify | 8 | 0.10 | 1.89407 | 1.88936 | 1.90361 | ||
29 | 2023.02.03 12:05 | modify | 7 | 0.10 | 1.88861 | 1.88936 | 1.90361 | ||
30 | 2023.02.03 13:05 | s/l | 7 | 0.10 | 1.88936 | 1.88936 | 1.90361 | 4.30 | 10365.45 |
31 | 2023.02.03 13:05 | s/l | 8 | 0.10 | 1.88936 | 1.88936 | 1.90361 | -28.91 | 10336.54 |
32 | 2023.02.06 16:00 | sell | 9 | 0.10 | 1.91338 | 0.00000 | 0.00000 | ||
33 | 2023.02.06 16:00 | modify | 9 | 0.10 | 1.91338 | 1.92538 | 1.89838 | ||
34 | 2023.02.06 19:40 | sell | 10 | 0.10 | 1.90809 | 0.00000 | 0.00000 | ||
35 | 2023.02.06 19:40 | modify | 10 | 0.10 | 1.90809 | 1.91263 | 1.89838 | ||
36 | 2023.02.06 19:40 | modify | 9 | 0.10 | 1.91338 | 1.91263 | 1.89838 | ||
37 | 2023.02.06 22:25 | sell | 11 | 0.10 | 1.90504 | 0.00000 | 0.00000 | ||
38 | 2023.02.06 22:25 | modify | 11 | 0.10 | 1.90504 | 1.90888 | 1.89838 | ||
39 | 2023.02.06 22:25 | modify | 10 | 0.10 | 1.90809 | 1.90888 | 1.89838 | ||
40 | 2023.02.06 22:25 | modify | 9 | 0.10 | 1.91338 | 1.90888 | 1.89838 | ||
41 | 2023.02.07 07:40 | sell | 12 | 0.10 | 1.90138 | 0.00000 | 0.00000 | ||
42 | 2023.02.07 07:40 | modify | 12 | 0.10 | 1.90138 | 1.90813 | 1.89838 | ||
43 | 2023.02.07 07:40 | modify | 11 | 0.10 | 1.90504 | 1.90813 | 1.89838 | ||
44 | 2023.02.07 07:40 | modify | 10 | 0.10 | 1.90809 | 1.90813 | 1.89838 | ||
45 | 2023.02.07 07:40 | modify | 9 | 0.10 | 1.91338 | 1.90813 | 1.89838 | ||
46 | 2023.02.07 09:53 | t/p | 9 | 0.10 | 1.89838 | 1.90813 | 1.89838 | 91.92 | 10428.46 |
47 | 2023.02.07 09:53 | t/p | 10 | 0.10 | 1.89838 | 1.90813 | 1.89838 | 59.44 | 10487.90 |
48 | 2023.02.07 09:53 | t/p | 11 | 0.10 | 1.89838 | 1.90813 | 1.89838 | 40.71 | 10528.61 |
49 | 2023.02.07 09:53 | t/p | 12 | 0.10 | 1.89838 | 1.90813 | 1.89838 | 18.42 | 10547.03 |
50 | 2023.02.21 16:00 | sell | 13 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
51 | 2023.02.21 16:00 | modify | 13 | 0.10 | 1.94727 | 1.95927 | 1.93227 | ||
52 | 2023.02.22 09:25 | sell | 14 | 0.10 | 1.94182 | 0.00000 | 0.00000 | ||
53 | 2023.02.22 09:25 | modify | 14 | 0.10 | 1.94182 | 1.94652 | 1.93227 | ||
54 | 2023.02.22 09:25 | modify | 13 | 0.10 | 1.94727 | 1.94652 | 1.93227 | ||
55 | 2023.02.22 12:30 | sell | 15 | 0.10 | 1.93891 | 0.00000 | 0.00000 | ||
56 | 2023.02.22 12:30 | modify | 15 | 0.10 | 1.93891 | 1.94277 | 1.93227 | ||
57 | 2023.02.22 12:30 | modify | 14 | 0.10 | 1.94182 | 1.94277 | 1.93227 | ||
58 | 2023.02.22 12:30 | modify | 13 | 0.10 | 1.94727 | 1.94277 | 1.93227 | ||
59 | 2023.02.22 15:50 | sell | 16 | 0.10 | 1.93526 | 0.00000 | 0.00000 | ||
60 | 2023.02.22 15:50 | modify | 16 | 0.10 | 1.93526 | 1.94202 | 1.93227 | ||
61 | 2023.02.22 15:50 | modify | 15 | 0.10 | 1.93891 | 1.94202 | 1.93227 | ||
62 | 2023.02.22 15:50 | modify | 14 | 0.10 | 1.94182 | 1.94202 | 1.93227 | ||
63 | 2023.02.22 15:50 | modify | 13 | 0.10 | 1.94727 | 1.94202 | 1.93227 | ||
64 | 2023.02.23 01:40 | t/p | 13 | 0.10 | 1.93227 | 1.94202 | 1.93227 | 91.38 | 10638.41 |
65 | 2023.02.23 01:40 | t/p | 14 | 0.10 | 1.93227 | 1.94202 | 1.93227 | 58.10 | 10696.51 |
66 | 2023.02.23 01:40 | t/p | 15 | 0.10 | 1.93227 | 1.94202 | 1.93227 | 40.23 | 10736.74 |
67 | 2023.02.23 01:40 | t/p | 16 | 0.10 | 1.93227 | 1.94202 | 1.93227 | 17.83 | 10754.56 |
68 | 2023.02.28 12:00 | sell | 17 | 0.10 | 1.96338 | 0.00000 | 0.00000 | ||
69 | 2023.02.28 12:00 | modify | 17 | 0.10 | 1.96338 | 1.97538 | 1.94838 | ||
70 | 2023.02.28 15:50 | sell | 18 | 0.10 | 1.95496 | 0.00000 | 0.00000 | ||
71 | 2023.02.28 15:50 | modify | 18 | 0.10 | 1.95496 | 1.95888 | 1.94838 | ||
72 | 2023.02.28 15:50 | modify | 17 | 0.10 | 1.96338 | 1.95888 | 1.94838 | ||
73 | 2023.02.28 18:40 | t/p | 17 | 0.10 | 1.94838 | 1.95888 | 1.94838 | 92.10 | 10846.66 |
74 | 2023.02.28 18:40 | t/p | 18 | 0.10 | 1.94838 | 1.95888 | 1.94838 | 40.40 | 10887.06 |
75 | 2023.03.10 12:00 | sell | 19 | 0.10 | 1.96142 | 0.00000 | 0.00000 | ||
76 | 2023.03.10 12:00 | modify | 19 | 0.10 | 1.96142 | 1.97342 | 1.94642 | ||
77 | 2023.03.13 03:40 | sell | 20 | 0.10 | 1.95612 | 0.00000 | 0.00000 | ||
78 | 2023.03.13 03:40 | modify | 20 | 0.10 | 1.95612 | 1.96067 | 1.94642 | ||
79 | 2023.03.13 03:40 | modify | 19 | 0.10 | 1.96142 | 1.96067 | 1.94642 | ||
80 | 2023.03.13 10:40 | sell | 21 | 0.10 | 1.95298 | 0.00000 | 0.00000 | ||
81 | 2023.03.13 10:40 | modify | 21 | 0.10 | 1.95298 | 1.95692 | 1.94642 | ||
82 | 2023.03.13 10:40 | modify | 20 | 0.10 | 1.95612 | 1.95692 | 1.94642 | ||
83 | 2023.03.13 10:40 | modify | 19 | 0.10 | 1.96142 | 1.95692 | 1.94642 | ||
84 | 2023.03.13 12:30 | sell | 22 | 0.10 | 1.94942 | 0.00000 | 0.00000 | ||
85 | 2023.03.13 12:30 | modify | 22 | 0.10 | 1.94942 | 1.95617 | 1.94642 | ||
86 | 2023.03.13 12:30 | modify | 21 | 0.10 | 1.95298 | 1.95617 | 1.94642 | ||
87 | 2023.03.13 12:30 | modify | 20 | 0.10 | 1.95612 | 1.95617 | 1.94642 | ||
88 | 2023.03.13 12:30 | modify | 19 | 0.10 | 1.96142 | 1.95617 | 1.94642 | ||
89 | 2023.03.13 13:30 | t/p | 19 | 0.10 | 1.94642 | 1.95617 | 1.94642 | 91.91 | 10978.98 |
90 | 2023.03.13 13:30 | t/p | 20 | 0.10 | 1.94642 | 1.95617 | 1.94642 | 59.55 | 11038.53 |
91 | 2023.03.13 13:30 | t/p | 21 | 0.10 | 1.94642 | 1.95617 | 1.94642 | 40.28 | 11078.81 |
92 | 2023.03.13 13:30 | t/p | 22 | 0.10 | 1.94642 | 1.95617 | 1.94642 | 18.42 | 11097.23 |
93 | 2023.04.13 16:00 | buy | 23 | 0.10 | 1.98744 | 0.00000 | 0.00000 | ||
94 | 2023.04.13 16:00 | modify | 23 | 0.10 | 1.98744 | 1.97544 | 2.00244 | ||
95 | 2023.04.14 13:30 | buy | 24 | 0.10 | 1.99273 | 0.00000 | 0.00000 | ||
96 | 2023.04.14 13:30 | modify | 24 | 0.10 | 1.99273 | 1.98819 | 2.00244 | ||
97 | 2023.04.14 13:30 | modify | 23 | 0.10 | 1.98744 | 1.98819 | 2.00244 | ||
98 | 2023.04.14 20:45 | buy | 25 | 0.10 | 1.99947 | 0.00000 | 0.00000 | ||
99 | 2023.04.14 20:45 | modify | 25 | 0.10 | 1.99947 | 1.99269 | 2.00244 | ||
100 | 2023.04.14 20:45 | modify | 24 | 0.10 | 1.99273 | 1.99269 | 2.00244 | ||
101 | 2023.04.14 20:45 | modify | 23 | 0.10 | 1.98744 | 1.99269 | 2.00244 | ||
102 | 2023.04.17 04:30 | t/p | 23 | 0.10 | 2.00244 | 1.99269 | 2.00244 | 91.47 | 11188.70 |
103 | 2023.04.17 04:30 | t/p | 24 | 0.10 | 2.00244 | 1.99269 | 2.00244 | 59.30 | 11248.00 |
104 | 2023.04.17 04:30 | t/p | 25 | 0.10 | 2.00244 | 1.99269 | 2.00244 | 17.93 | 11265.93 |
105 | 2023.05.02 12:00 | buy | 26 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
106 | 2023.05.02 12:00 | modify | 26 | 0.10 | 2.00865 | 1.99665 | 2.02365 | ||
107 | 2023.05.03 19:00 | buy | 27 | 0.10 | 2.01408 | 0.00000 | 0.00000 | ||
108 | 2023.05.03 19:00 | modify | 27 | 0.10 | 2.01408 | 2.00940 | 2.02365 | ||
109 | 2023.05.03 19:00 | modify | 26 | 0.10 | 2.00865 | 2.00940 | 2.02365 | ||
110 | 2023.05.03 19:50 | buy | 28 | 0.10 | 2.01699 | 0.00000 | 0.00000 | ||
111 | 2023.05.03 19:50 | modify | 28 | 0.10 | 2.01699 | 2.01315 | 2.02365 | ||
112 | 2023.05.03 19:50 | modify | 27 | 0.10 | 2.01408 | 2.01315 | 2.02365 | ||
113 | 2023.05.03 19:50 | modify | 26 | 0.10 | 2.00865 | 2.01315 | 2.02365 | ||
114 | 2023.05.03 22:40 | t/p | 26 | 0.10 | 2.02365 | 2.01315 | 2.02365 | 91.77 | 11357.69 |
115 | 2023.05.03 22:40 | t/p | 27 | 0.10 | 2.02365 | 2.01315 | 2.02365 | 58.74 | 11416.43 |
116 | 2023.05.03 22:40 | t/p | 28 | 0.10 | 2.02365 | 2.01315 | 2.02365 | 40.88 | 11457.31 |
117 | 2023.07.11 12:00 | sell | 29 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
118 | 2023.07.11 12:00 | modify | 29 | 0.10 | 2.08839 | 2.10039 | 2.07339 | ||
119 | 2023.07.12 01:35 | sell | 30 | 0.10 | 2.08286 | 0.00000 | 0.00000 | ||
120 | 2023.07.12 01:35 | modify | 30 | 0.10 | 2.08286 | 2.08764 | 2.07339 | ||
121 | 2023.07.12 01:35 | modify | 29 | 0.10 | 2.08839 | 2.08764 | 2.07339 | ||
122 | 2023.07.12 02:05 | s/l | 29 | 0.10 | 2.08764 | 2.08764 | 2.07339 | 4.42 | 11461.74 |
123 | 2023.07.12 02:05 | s/l | 30 | 0.10 | 2.08764 | 2.08764 | 2.07339 | -29.35 | 11432.39 |
124 | 2023.07.18 12:00 | sell | 31 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
125 | 2023.07.18 12:00 | modify | 31 | 0.10 | 2.08629 | 2.09829 | 2.07129 | ||
126 | 2023.07.18 13:40 | sell | 32 | 0.10 | 2.08089 | 0.00000 | 0.00000 | ||
127 | 2023.07.18 13:40 | modify | 32 | 0.10 | 2.08089 | 2.08554 | 2.07129 | ||
128 | 2023.07.18 13:40 | modify | 31 | 0.10 | 2.08629 | 2.08554 | 2.07129 | ||
129 | 2023.07.18 14:50 | sell | 33 | 0.10 | 2.07797 | 0.00000 | 0.00000 | ||
130 | 2023.07.18 14:50 | modify | 33 | 0.10 | 2.07797 | 2.08179 | 2.07129 | ||
131 | 2023.07.18 14:50 | modify | 32 | 0.10 | 2.08089 | 2.08179 | 2.07129 | ||
132 | 2023.07.18 14:50 | modify | 31 | 0.10 | 2.08629 | 2.08179 | 2.07129 | ||
133 | 2023.07.18 22:30 | t/p | 31 | 0.10 | 2.07129 | 2.08179 | 2.07129 | 92.09 | 11524.48 |
134 | 2023.07.18 22:30 | t/p | 32 | 0.10 | 2.07129 | 2.08179 | 2.07129 | 58.94 | 11583.42 |
135 | 2023.07.18 22:30 | t/p | 33 | 0.10 | 2.07129 | 2.08179 | 2.07129 | 41.01 | 11624.43 |
136 | 2023.09.22 12:00 | buy | 34 | 0.10 | 2.05274 | 0.00000 | 0.00000 | ||
137 | 2023.09.22 12:00 | modify | 34 | 0.10 | 2.05274 | 2.04074 | 2.06774 | ||
138 | 2023.09.25 02:40 | buy | 35 | 0.10 | 2.05813 | 0.00000 | 0.00000 | ||
139 | 2023.09.25 02:40 | modify | 35 | 0.10 | 2.05813 | 2.05349 | 2.06774 | ||
140 | 2023.09.25 02:40 | modify | 34 | 0.10 | 2.05274 | 2.05349 | 2.06774 | ||
141 | 2023.09.25 08:40 | s/l | 34 | 0.10 | 2.05349 | 2.05349 | 2.06774 | 4.30 | 11628.72 |
142 | 2023.09.25 08:40 | s/l | 35 | 0.10 | 2.05349 | 2.05349 | 2.06774 | -28.48 | 11600.24 |
143 | 2023.11.15 12:00 | buy | 36 | 0.10 | 2.06448 | 0.00000 | 0.00000 | ||
144 | 2023.11.15 12:00 | modify | 36 | 0.10 | 2.06448 | 2.05248 | 2.07948 | ||
145 | 2023.11.16 03:05 | buy | 37 | 0.10 | 2.07297 | 0.00000 | 0.00000 | ||
146 | 2023.11.16 03:05 | modify | 37 | 0.10 | 2.07297 | 2.06898 | 2.07948 | ||
147 | 2023.11.16 03:05 | modify | 36 | 0.10 | 2.06448 | 2.06898 | 2.07948 | ||
148 | 2023.11.16 07:40 | s/l | 36 | 0.10 | 2.06898 | 2.06898 | 2.07948 | 26.71 | 11626.95 |
149 | 2023.11.16 07:40 | s/l | 37 | 0.10 | 2.06898 | 2.06898 | 2.07948 | -24.49 | 11602.46 |