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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 1181.78 | Gross profit | 1689.15 | Gross loss | -507.37 |
Profit factor | 3.33 | Expected payoff | 36.93 | ||
Absolute drawdown | 17.92 | Maximal drawdown | 406.97 (3.59%) | Relative drawdown | 3.59% (406.97) |
Total trades | 32 | Short positions (won %) | 18 (77.78%) | Long positions (won %) | 14 (64.29%) |
Profit trades (% of total) | 23 (71.88%) | Loss trades (% of total) | 9 (28.12%) | ||
Largest | profit trade | 92.06 | loss trade | -81.89 | |
Average | profit trade | 73.44 | loss trade | -56.37 | |
Maximum | consecutive wins (profit in money) | 8 (611.63) | consecutive losses (loss in money) | 5 (-403.65) | |
Maximal | consecutive profit (count of wins) | 611.63 (8) | consecutive loss (count of losses) | -403.65 (5) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | 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 | 1.94836 | 1.92036 | ||
3 | 2023.01.20 12:00 | t/p | 1 | 0.10 | 1.92036 | 1.94836 | 1.92036 | 91.88 | 10091.88 |
4 | 2023.01.31 12:00 | sell | 2 | 0.10 | 1.91706 | 0.00000 | 0.00000 | ||
5 | 2023.01.31 12:00 | modify | 2 | 0.10 | 1.91706 | 1.93006 | 1.90206 | ||
6 | 2023.01.31 16:00 | t/p | 2 | 0.10 | 1.90206 | 1.93006 | 1.90206 | 92.06 | 10183.94 |
7 | 2023.02.02 16:00 | buy | 3 | 0.10 | 1.88861 | 0.00000 | 0.00000 | ||
8 | 2023.02.02 16:00 | modify | 3 | 0.10 | 1.88861 | 1.87561 | 1.90361 | ||
9 | 2023.02.03 20:00 | t/p | 3 | 0.10 | 1.90361 | 1.87561 | 1.90361 | 91.74 | 10275.68 |
10 | 2023.02.21 16:00 | sell | 4 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
11 | 2023.02.21 16:00 | modify | 4 | 0.10 | 1.94727 | 1.96027 | 1.93227 | ||
12 | 2023.02.23 04:00 | t/p | 4 | 0.10 | 1.93227 | 1.96027 | 1.93227 | 91.35 | 10367.03 |
13 | 2023.02.27 20:00 | sell | 5 | 0.10 | 1.95577 | 0.00000 | 0.00000 | ||
14 | 2023.02.27 20:00 | modify | 5 | 0.10 | 1.95577 | 1.96877 | 1.94077 | ||
15 | 2023.02.28 20:00 | sell | 6 | 0.10 | 1.94727 | 0.00000 | 0.00000 | ||
16 | 2023.02.28 20:00 | modify | 6 | 0.10 | 1.94727 | 1.95202 | 1.94077 | ||
17 | 2023.02.28 20:00 | modify | 5 | 0.10 | 1.95577 | 1.95202 | 1.94077 | ||
18 | 2023.03.01 04:00 | t/p | 5 | 0.10 | 1.94077 | 1.95202 | 1.94077 | 91.70 | 10458.73 |
19 | 2023.03.01 04:00 | t/p | 6 | 0.10 | 1.94077 | 1.95202 | 1.94077 | 39.72 | 10498.46 |
20 | 2023.03.01 12:00 | buy | 7 | 0.10 | 1.92285 | 0.00000 | 0.00000 | ||
21 | 2023.03.01 12:00 | modify | 7 | 0.10 | 1.92285 | 1.90985 | 1.93785 | ||
22 | 2023.03.06 00:00 | t/p | 7 | 0.10 | 1.93785 | 1.90985 | 1.93785 | 90.52 | 10588.97 |
23 | 2023.03.06 12:00 | sell | 8 | 0.10 | 1.94302 | 0.00000 | 0.00000 | ||
24 | 2023.03.06 12:00 | modify | 8 | 0.10 | 1.94302 | 1.95602 | 1.92802 | ||
25 | 2023.03.08 08:00 | sell | 9 | 0.10 | 1.93455 | 0.00000 | 0.00000 | ||
26 | 2023.03.08 08:00 | modify | 9 | 0.10 | 1.93455 | 1.93927 | 1.92802 | ||
27 | 2023.03.08 08:00 | modify | 8 | 0.10 | 1.94302 | 1.93927 | 1.92802 | ||
28 | 2023.03.08 20:00 | s/l | 8 | 0.10 | 1.93927 | 1.93927 | 1.92802 | 22.65 | 10611.63 |
29 | 2023.03.08 20:00 | s/l | 9 | 0.10 | 1.93927 | 1.93927 | 1.92802 | -28.97 | 10582.66 |
30 | 2023.03.27 12:00 | sell | 10 | 0.10 | 1.97981 | 0.00000 | 0.00000 | ||
31 | 2023.03.27 12:00 | modify | 10 | 0.10 | 1.97981 | 1.99281 | 1.96481 | ||
32 | 2023.03.29 00:00 | sell | 11 | 0.10 | 1.97153 | 0.00000 | 0.00000 | ||
33 | 2023.03.29 00:00 | modify | 11 | 0.10 | 1.97153 | 1.97606 | 1.96481 | ||
34 | 2023.03.29 00:00 | modify | 10 | 0.10 | 1.97981 | 1.97606 | 1.96481 | ||
35 | 2023.03.29 08:00 | s/l | 10 | 0.10 | 1.97606 | 1.97606 | 1.96481 | 22.65 | 10605.31 |
36 | 2023.03.29 08:00 | s/l | 11 | 0.10 | 1.97606 | 1.97606 | 1.96481 | -27.81 | 10577.50 |
37 | 2023.04.11 16:00 | sell | 12 | 0.10 | 2.00313 | 0.00000 | 0.00000 | ||
38 | 2023.04.11 16:00 | modify | 12 | 0.10 | 2.00313 | 2.01613 | 1.98813 | ||
39 | 2023.04.13 16:00 | t/p | 12 | 0.10 | 1.98813 | 2.01613 | 1.98813 | 91.35 | 10668.85 |
40 | 2023.05.02 12:00 | buy | 13 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
41 | 2023.05.02 12:00 | modify | 13 | 0.10 | 2.00865 | 1.99565 | 2.02365 | ||
42 | 2023.05.04 00:00 | t/p | 13 | 0.10 | 2.02365 | 1.99565 | 2.02365 | 90.82 | 10759.67 |
43 | 2023.05.08 16:00 | buy | 14 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
44 | 2023.05.08 16:00 | modify | 14 | 0.10 | 1.98977 | 1.97677 | 2.00477 | ||
45 | 2023.05.09 16:00 | buy | 15 | 0.10 | 1.99660 | 0.00000 | 0.00000 | ||
46 | 2023.05.09 16:00 | modify | 15 | 0.10 | 1.99660 | 1.99352 | 2.00477 | ||
47 | 2023.05.09 16:00 | modify | 14 | 0.10 | 1.98977 | 1.99352 | 2.00477 | ||
48 | 2023.05.09 20:00 | s/l | 14 | 0.10 | 1.99352 | 1.99352 | 2.00477 | 22.71 | 10782.38 |
49 | 2023.05.09 20:00 | s/l | 15 | 0.10 | 1.99352 | 1.99352 | 2.00477 | -18.90 | 10763.48 |
50 | 2023.06.05 16:00 | buy | 16 | 0.10 | 2.04568 | 0.00000 | 0.00000 | ||
51 | 2023.06.05 16:00 | modify | 16 | 0.10 | 2.04568 | 2.03268 | 2.06068 | ||
52 | 2023.06.08 00:00 | t/p | 16 | 0.10 | 2.06068 | 2.03268 | 2.06068 | 90.53 | 10854.00 |
53 | 2023.06.12 16:00 | buy | 17 | 0.10 | 2.04282 | 0.00000 | 0.00000 | ||
54 | 2023.06.12 16:00 | modify | 17 | 0.10 | 2.04282 | 2.02982 | 2.05782 | ||
55 | 2023.06.16 04:00 | buy | 18 | 0.10 | 2.05137 | 0.00000 | 0.00000 | ||
56 | 2023.06.16 04:00 | modify | 18 | 0.10 | 2.05137 | 2.04657 | 2.05782 | ||
57 | 2023.06.16 04:00 | modify | 17 | 0.10 | 2.04282 | 2.04657 | 2.05782 | ||
58 | 2023.06.16 12:00 | t/p | 17 | 0.10 | 2.05782 | 2.04657 | 2.05782 | 90.22 | 10944.23 |
59 | 2023.06.16 12:00 | t/p | 18 | 0.10 | 2.05782 | 2.04657 | 2.05782 | 39.58 | 10983.81 |
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 | 2.08948 | 2.06148 | ||
62 | 2023.06.26 12:00 | t/p | 19 | 0.10 | 2.06148 | 2.08948 | 2.06148 | 91.87 | 11075.68 |
63 | 2023.07.04 12:00 | buy | 20 | 0.10 | 2.05531 | 0.00000 | 0.00000 | ||
64 | 2023.07.04 12:00 | modify | 20 | 0.10 | 2.05531 | 2.04231 | 2.07031 | ||
65 | 2023.07.07 16:00 | t/p | 20 | 0.10 | 2.07031 | 2.04231 | 2.07031 | 90.53 | 11166.20 |
66 | 2023.07.11 12:00 | sell | 21 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
67 | 2023.07.11 12:00 | modify | 21 | 0.10 | 2.08839 | 2.10139 | 2.07339 | ||
68 | 2023.07.12 16:00 | t/p | 21 | 0.10 | 2.07339 | 2.10139 | 2.07339 | 91.88 | 11258.09 |
69 | 2023.07.18 12:00 | sell | 22 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
70 | 2023.07.18 12:00 | modify | 22 | 0.10 | 2.08629 | 2.09929 | 2.07129 | ||
71 | 2023.07.19 00:00 | t/p | 22 | 0.10 | 2.07129 | 2.09929 | 2.07129 | 91.88 | 11349.97 |
72 | 2023.08.11 12:00 | sell | 23 | 0.10 | 2.11780 | 0.00000 | 0.00000 | ||
73 | 2023.08.11 12:00 | modify | 23 | 0.10 | 2.11780 | 2.13080 | 2.10280 | ||
74 | 2023.08.15 12:00 | s/l | 23 | 0.10 | 2.13080 | 2.13080 | 2.10280 | -80.15 | 11269.82 |
75 | 2023.08.23 12:00 | buy | 24 | 0.10 | 2.12927 | 0.00000 | 0.00000 | ||
76 | 2023.08.23 12:00 | modify | 24 | 0.10 | 2.12927 | 2.11627 | 2.14427 | ||
77 | 2023.08.30 00:00 | s/l | 24 | 0.10 | 2.11627 | 2.11627 | 2.14427 | -81.89 | 11187.93 |
78 | 2023.09.14 16:00 | buy | 25 | 0.10 | 2.09808 | 0.00000 | 0.00000 | ||
79 | 2023.09.14 16:00 | modify | 25 | 0.10 | 2.09808 | 2.08508 | 2.11308 | ||
80 | 2023.09.19 12:00 | s/l | 25 | 0.10 | 2.08508 | 2.08508 | 2.11308 | -80.68 | 11107.26 |
81 | 2023.09.20 12:00 | buy | 26 | 0.10 | 2.07380 | 0.00000 | 0.00000 | ||
82 | 2023.09.20 12:00 | modify | 26 | 0.10 | 2.07380 | 2.06080 | 2.08880 | ||
83 | 2023.09.22 08:00 | s/l | 26 | 0.10 | 2.06080 | 2.06080 | 2.08880 | -80.98 | 11026.27 |
84 | 2023.10.12 12:00 | sell | 27 | 0.10 | 2.05196 | 0.00000 | 0.00000 | ||
85 | 2023.10.12 12:00 | modify | 27 | 0.10 | 2.05196 | 2.06496 | 2.03696 | ||
86 | 2023.10.13 12:00 | s/l | 27 | 0.10 | 2.06496 | 2.06496 | 2.03696 | -79.96 | 10946.32 |
87 | 2023.10.23 16:00 | sell | 28 | 0.10 | 2.09368 | 0.00000 | 0.00000 | ||
88 | 2023.10.23 16:00 | modify | 28 | 0.10 | 2.09368 | 2.10668 | 2.07868 | ||
89 | 2023.10.25 00:00 | t/p | 28 | 0.10 | 2.07868 | 2.10668 | 2.07868 | 91.70 | 11038.02 |
90 | 2023.11.13 20:00 | sell | 29 | 0.10 | 2.08634 | 0.00000 | 0.00000 | ||
91 | 2023.11.13 20:00 | modify | 29 | 0.10 | 2.08634 | 2.09934 | 2.07134 | ||
92 | 2023.11.14 20:00 | sell | 30 | 0.10 | 2.07932 | 0.00000 | 0.00000 | ||
93 | 2023.11.14 20:00 | modify | 30 | 0.10 | 2.07932 | 2.08259 | 2.07134 | ||
94 | 2023.11.14 20:00 | modify | 29 | 0.10 | 2.08634 | 2.08259 | 2.07134 | ||
95 | 2023.11.15 08:00 | t/p | 29 | 0.10 | 2.07134 | 2.08259 | 2.07134 | 91.70 | 11129.73 |
96 | 2023.11.15 08:00 | t/p | 30 | 0.10 | 2.07134 | 2.08259 | 2.07134 | 48.79 | 11178.52 |
97 | 2023.11.15 20:00 | buy | 31 | 0.10 | 2.06210 | 0.00000 | 0.00000 | ||
98 | 2023.11.15 20:00 | modify | 31 | 0.10 | 2.06210 | 2.04910 | 2.07710 | ||
99 | 2023.11.16 04:00 | buy | 32 | 0.10 | 2.07192 | 0.00000 | 0.00000 | ||
100 | 2023.11.16 04:00 | modify | 32 | 0.10 | 2.07192 | 2.06735 | 2.07710 | ||
101 | 2023.11.16 04:00 | modify | 31 | 0.10 | 2.06210 | 2.06735 | 2.07710 | ||
102 | 2023.11.16 12:00 | s/l | 31 | 0.10 | 2.06735 | 2.06735 | 2.07710 | 31.30 | 11209.82 |
103 | 2023.11.16 12:00 | s/l | 32 | 0.10 | 2.06735 | 2.06735 | 2.07710 | -28.04 | 11181.78 |