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=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=140; 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=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 | 724.87 | Gross profit | 1227.42 | Gross loss | -502.55 |
Profit factor | 2.44 | Expected payoff | 23.38 | ||
Absolute drawdown | 253.31 | Maximal drawdown | 348.42 (3.45%) | Relative drawdown | 3.45% (348.42) |
Total trades | 31 | Short positions (won %) | 22 (59.09%) | Long positions (won %) | 9 (88.89%) |
Profit trades (% of total) | 21 (67.74%) | Loss trades (% of total) | 10 (32.26%) | ||
Largest | profit trade | 79.60 | loss trade | -87.40 | |
Average | profit trade | 58.45 | loss trade | -50.26 | |
Maximum | consecutive wins (profit in money) | 10 (590.02) | consecutive losses (loss in money) | 3 (-259.16) | |
Maximal | consecutive profit (count of wins) | 590.02 (10) | consecutive loss (count of losses) | -259.16 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.02.21 14:00 | sell | 1 | 0.10 | 1.94281 | 0.00000 | 0.00000 | ||
2 | 2023.02.21 14:00 | modify | 1 | 0.10 | 1.94281 | 1.95681 | 1.92981 | ||
3 | 2023.02.23 05:00 | t/p | 1 | 0.10 | 1.92981 | 1.95681 | 1.92981 | 79.07 | 10079.07 |
4 | 2023.03.03 20:00 | sell | 2 | 0.10 | 1.93454 | 0.00000 | 0.00000 | ||
5 | 2023.03.03 20:00 | modify | 2 | 0.10 | 1.93454 | 1.94854 | 1.92154 | ||
6 | 2023.03.09 20:00 | s/l | 2 | 0.10 | 1.94854 | 1.94854 | 1.92154 | -86.99 | 9992.08 |
7 | 2023.03.09 20:00 | sell | 3 | 0.10 | 1.94994 | 0.00000 | 0.00000 | ||
8 | 2023.03.09 20:00 | modify | 3 | 0.10 | 1.94994 | 1.96394 | 1.93694 | ||
9 | 2023.03.10 10:00 | s/l | 3 | 0.10 | 1.96394 | 1.96394 | 1.93694 | -86.09 | 9906.00 |
10 | 2023.03.20 16:00 | sell | 4 | 0.10 | 1.96235 | 0.00000 | 0.00000 | ||
11 | 2023.03.20 16:00 | modify | 4 | 0.10 | 1.96235 | 1.97635 | 1.94935 | ||
12 | 2023.03.21 09:00 | s/l | 4 | 0.10 | 1.97635 | 1.97635 | 1.94935 | -86.09 | 9819.91 |
13 | 2023.04.06 16:00 | sell | 5 | 0.10 | 1.99227 | 0.00000 | 0.00000 | ||
14 | 2023.04.06 16:00 | modify | 5 | 0.10 | 1.99227 | 2.00627 | 1.97927 | ||
15 | 2023.04.07 16:00 | sell | 6 | 0.10 | 1.98677 | 0.00000 | 0.00000 | ||
16 | 2023.04.07 16:00 | modify | 6 | 0.10 | 1.98677 | 1.99097 | 1.97927 | ||
17 | 2023.04.07 16:00 | modify | 5 | 0.10 | 1.99227 | 1.99097 | 1.97927 | ||
18 | 2023.04.10 02:00 | s/l | 5 | 0.10 | 1.99097 | 1.99097 | 1.97927 | 7.62 | 9827.53 |
19 | 2023.04.10 02:00 | s/l | 6 | 0.10 | 1.99097 | 1.99097 | 1.97927 | -25.95 | 9801.59 |
20 | 2023.04.11 13:00 | sell | 7 | 0.10 | 2.00308 | 0.00000 | 0.00000 | ||
21 | 2023.04.11 13:00 | modify | 7 | 0.10 | 2.00308 | 2.01708 | 1.99008 | ||
22 | 2023.04.13 14:00 | t/p | 7 | 0.10 | 1.99008 | 2.01708 | 1.99008 | 79.07 | 9880.66 |
23 | 2023.04.13 15:00 | buy | 8 | 0.10 | 1.98885 | 0.00000 | 0.00000 | ||
24 | 2023.04.13 15:00 | modify | 8 | 0.10 | 1.98885 | 1.97485 | 2.00185 | ||
25 | 2023.04.14 16:00 | t/p | 8 | 0.10 | 2.00185 | 1.97485 | 2.00185 | 79.46 | 9960.11 |
26 | 2023.04.26 12:00 | sell | 9 | 0.10 | 2.03648 | 0.00000 | 0.00000 | ||
27 | 2023.04.26 12:00 | modify | 9 | 0.10 | 2.03648 | 2.05048 | 2.02348 | ||
28 | 2023.04.27 10:00 | sell | 10 | 0.10 | 2.02649 | 0.00000 | 0.00000 | ||
29 | 2023.04.27 10:00 | modify | 10 | 0.10 | 2.02649 | 2.03193 | 2.02348 | ||
30 | 2023.04.27 10:00 | modify | 9 | 0.10 | 2.03648 | 2.03193 | 2.02348 | ||
31 | 2023.04.27 13:00 | sell | 11 | 0.10 | 2.02851 | 0.00000 | 0.00000 | ||
32 | 2023.04.27 13:00 | modify | 11 | 0.10 | 2.02851 | 2.03323 | 2.02348 | ||
33 | 2023.04.27 14:00 | s/l | 9 | 0.10 | 2.03193 | 2.03193 | 2.02348 | 27.39 | 9987.50 |
34 | 2023.04.27 14:00 | s/l | 10 | 0.10 | 2.03193 | 2.03193 | 2.02348 | -33.38 | 9954.12 |
35 | 2023.04.27 14:00 | s/l | 11 | 0.10 | 2.03323 | 2.03323 | 2.02348 | -28.97 | 9925.15 |
36 | 2023.05.02 14:00 | buy | 12 | 0.10 | 2.00786 | 0.00000 | 0.00000 | ||
37 | 2023.05.02 14:00 | modify | 12 | 0.10 | 2.00786 | 1.99386 | 2.02086 | ||
38 | 2023.05.03 23:00 | t/p | 12 | 0.10 | 2.02086 | 1.99386 | 2.02086 | 79.46 | 10004.61 |
39 | 2023.05.03 23:00 | sell | 13 | 0.10 | 2.02202 | 0.00000 | 0.00000 | ||
40 | 2023.05.03 23:00 | modify | 13 | 0.10 | 2.02202 | 2.03602 | 2.00902 | ||
41 | 2023.05.04 12:00 | t/p | 13 | 0.10 | 2.00902 | 2.03602 | 2.00902 | 79.25 | 10083.85 |
42 | 2023.05.08 12:00 | buy | 14 | 0.10 | 1.99465 | 0.00000 | 0.00000 | ||
43 | 2023.05.08 12:00 | modify | 14 | 0.10 | 1.99465 | 1.98065 | 2.00765 | ||
44 | 2023.05.11 01:00 | s/l | 14 | 0.10 | 1.98065 | 1.98065 | 2.00765 | -87.40 | 9996.45 |
45 | 2023.05.12 15:00 | sell | 15 | 0.10 | 2.01190 | 0.00000 | 0.00000 | ||
46 | 2023.05.12 15:00 | modify | 15 | 0.10 | 2.01190 | 2.02590 | 1.99890 | ||
47 | 2023.05.15 23:00 | sell | 16 | 0.10 | 2.00655 | 0.00000 | 0.00000 | ||
48 | 2023.05.15 23:00 | modify | 16 | 0.10 | 2.00655 | 2.01060 | 1.99890 | ||
49 | 2023.05.15 23:00 | modify | 15 | 0.10 | 2.01190 | 2.01060 | 1.99890 | ||
50 | 2023.05.16 07:00 | sell | 17 | 0.10 | 2.00188 | 0.00000 | 0.00000 | ||
51 | 2023.05.16 07:00 | modify | 17 | 0.10 | 2.00188 | 2.00735 | 1.99890 | ||
52 | 2023.05.16 07:00 | modify | 16 | 0.10 | 2.00655 | 2.00735 | 1.99890 | ||
53 | 2023.05.16 07:00 | modify | 15 | 0.10 | 2.01190 | 2.00735 | 1.99890 | ||
54 | 2023.05.16 12:00 | s/l | 15 | 0.10 | 2.00735 | 2.00735 | 1.99890 | 27.56 | 10024.01 |
55 | 2023.05.16 12:00 | s/l | 16 | 0.10 | 2.00735 | 2.00735 | 1.99890 | -5.09 | 10018.93 |
56 | 2023.05.16 12:00 | s/l | 17 | 0.10 | 2.00735 | 2.00735 | 1.99890 | -33.57 | 9985.36 |
57 | 2023.06.05 13:00 | buy | 18 | 0.10 | 2.04386 | 0.00000 | 0.00000 | ||
58 | 2023.06.05 13:00 | modify | 18 | 0.10 | 2.04386 | 2.02986 | 2.05686 | ||
59 | 2023.06.07 15:00 | t/p | 18 | 0.10 | 2.05686 | 2.02986 | 2.05686 | 79.15 | 10064.51 |
60 | 2023.06.23 12:00 | sell | 19 | 0.10 | 2.07648 | 0.00000 | 0.00000 | ||
61 | 2023.06.23 12:00 | modify | 19 | 0.10 | 2.07648 | 2.09048 | 2.06348 | ||
62 | 2023.06.26 04:00 | t/p | 19 | 0.10 | 2.06348 | 2.09048 | 2.06348 | 79.60 | 10144.11 |
63 | 2023.07.11 14:00 | sell | 20 | 0.10 | 2.09036 | 0.00000 | 0.00000 | ||
64 | 2023.07.11 14:00 | modify | 20 | 0.10 | 2.09036 | 2.10436 | 2.07736 | ||
65 | 2023.07.12 01:00 | sell | 21 | 0.10 | 2.08238 | 0.00000 | 0.00000 | ||
66 | 2023.07.12 01:00 | modify | 21 | 0.10 | 2.08238 | 2.08711 | 2.07736 | ||
67 | 2023.07.12 01:00 | modify | 20 | 0.10 | 2.09036 | 2.08711 | 2.07736 | ||
68 | 2023.07.12 03:00 | s/l | 20 | 0.10 | 2.08711 | 2.08711 | 2.07736 | 19.76 | 10163.88 |
69 | 2023.07.12 03:00 | s/l | 21 | 0.10 | 2.08711 | 2.08711 | 2.07736 | -29.03 | 10134.85 |
70 | 2023.07.12 18:00 | buy | 22 | 0.10 | 2.06052 | 0.00000 | 0.00000 | ||
71 | 2023.07.12 18:00 | modify | 22 | 0.10 | 2.06052 | 2.04652 | 2.07352 | ||
72 | 2023.07.18 00:00 | buy | 23 | 0.10 | 2.06838 | 0.00000 | 0.00000 | ||
73 | 2023.07.18 00:00 | modify | 23 | 0.10 | 2.06838 | 2.06377 | 2.07352 | ||
74 | 2023.07.18 00:00 | modify | 22 | 0.10 | 2.06052 | 2.06377 | 2.07352 | ||
75 | 2023.07.18 08:00 | t/p | 22 | 0.10 | 2.07352 | 2.06377 | 2.07352 | 77.94 | 10212.79 |
76 | 2023.07.18 08:00 | t/p | 23 | 0.10 | 2.07352 | 2.06377 | 2.07352 | 31.54 | 10244.33 |
77 | 2023.07.21 20:00 | sell | 24 | 0.10 | 2.08339 | 0.00000 | 0.00000 | ||
78 | 2023.07.21 20:00 | modify | 24 | 0.10 | 2.08339 | 2.09739 | 2.07039 | ||
79 | 2023.07.24 08:00 | sell | 25 | 0.10 | 2.07336 | 0.00000 | 0.00000 | ||
80 | 2023.07.24 08:00 | modify | 25 | 0.10 | 2.07336 | 2.07884 | 2.07039 | ||
81 | 2023.07.24 08:00 | modify | 24 | 0.10 | 2.08339 | 2.07884 | 2.07039 | ||
82 | 2023.07.24 09:00 | t/p | 24 | 0.10 | 2.07039 | 2.07884 | 2.07039 | 79.60 | 10323.93 |
83 | 2023.07.24 09:00 | t/p | 25 | 0.10 | 2.07039 | 2.07884 | 2.07039 | 18.22 | 10342.15 |
84 | 2023.07.31 19:00 | buy | 26 | 0.10 | 2.06582 | 0.00000 | 0.00000 | ||
85 | 2023.07.31 19:00 | modify | 26 | 0.10 | 2.06582 | 2.05182 | 2.07882 | ||
86 | 2023.08.01 08:00 | t/p | 26 | 0.10 | 2.07882 | 2.05182 | 2.07882 | 79.46 | 10421.61 |
87 | 2023.11.13 15:00 | sell | 27 | 0.10 | 2.08394 | 0.00000 | 0.00000 | ||
88 | 2023.11.13 15:00 | modify | 27 | 0.10 | 2.08394 | 2.09794 | 2.07094 | ||
89 | 2023.11.14 22:00 | sell | 28 | 0.10 | 2.07871 | 0.00000 | 0.00000 | ||
90 | 2023.11.14 22:00 | modify | 28 | 0.10 | 2.07871 | 2.08264 | 2.07094 | ||
91 | 2023.11.14 22:00 | modify | 27 | 0.10 | 2.08394 | 2.08264 | 2.07094 | ||
92 | 2023.11.15 03:00 | sell | 29 | 0.10 | 2.07397 | 0.00000 | 0.00000 | ||
93 | 2023.11.15 03:00 | modify | 29 | 0.10 | 2.07397 | 2.07939 | 2.07094 | ||
94 | 2023.11.15 03:00 | modify | 28 | 0.10 | 2.07871 | 2.07939 | 2.07094 | ||
95 | 2023.11.15 03:00 | modify | 27 | 0.10 | 2.08394 | 2.07939 | 2.07094 | ||
96 | 2023.11.15 08:00 | t/p | 27 | 0.10 | 2.07094 | 2.07939 | 2.07094 | 79.42 | 10501.03 |
97 | 2023.11.15 08:00 | t/p | 28 | 0.10 | 2.07094 | 2.07939 | 2.07094 | 47.51 | 10548.55 |
98 | 2023.11.15 08:00 | t/p | 29 | 0.10 | 2.07094 | 2.07939 | 2.07094 | 18.60 | 10567.15 |
99 | 2023.11.15 18:00 | buy | 30 | 0.10 | 2.06086 | 0.00000 | 0.00000 | ||
100 | 2023.11.15 18:00 | modify | 30 | 0.10 | 2.06086 | 2.04686 | 2.07386 | ||
101 | 2023.11.16 02:00 | t/p | 30 | 0.10 | 2.07386 | 2.04686 | 2.07386 | 78.86 | 10646.01 |
102 | 2023.12.20 12:00 | buy | 31 | 0.10 | 2.01183 | 0.00000 | 0.00000 | ||
103 | 2023.12.20 12:00 | modify | 31 | 0.10 | 2.01183 | 1.99783 | 2.02483 | ||
104 | 2023.12.21 08:00 | t/p | 31 | 0.10 | 2.02483 | 1.99783 | 2.02483 | 78.86 | 10724.87 |