Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.03.01 00:00 - 2024.02.29 23:59 (2023.03.01 - 2024.03.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; 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=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 949.55 | Gross profit | 1981.32 | Gross loss | -1031.78 |
Profit factor | 1.92 | Expected payoff | 21.58 | ||
Absolute drawdown | 114.76 | Maximal drawdown | 346.31 (3.14%) | Relative drawdown | 3.14% (346.31) |
Total trades | 44 | Short positions (won %) | 25 (56.00%) | Long positions (won %) | 19 (68.42%) |
Profit trades (% of total) | 27 (61.36%) | Loss trades (% of total) | 17 (38.64%) | ||
Largest | profit trade | 91.25 | loss trade | -68.71 | |
Average | profit trade | 73.38 | loss trade | -60.69 | |
Maximum | consecutive wins (profit in money) | 8 (625.70) | consecutive losses (loss in money) | 3 (-164.40) | |
Maximal | consecutive profit (count of wins) | 625.70 (8) | consecutive loss (count of losses) | -164.40 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.01 04:00 | buy | 1 | 0.10 | 1.94065 | 0.00000 | 0.00000 | ||
2 | 2023.03.01 04:00 | modify | 1 | 0.10 | 1.94065 | 1.92965 | 1.95565 | ||
3 | 2023.03.01 12:00 | s/l | 1 | 0.10 | 1.92965 | 1.92965 | 1.95565 | -66.92 | 9933.08 |
4 | 2023.03.10 12:00 | sell | 2 | 0.10 | 1.96142 | 0.00000 | 0.00000 | ||
5 | 2023.03.10 12:00 | modify | 2 | 0.10 | 1.96142 | 1.97242 | 1.94642 | ||
6 | 2023.03.13 16:00 | t/p | 2 | 0.10 | 1.94642 | 1.97242 | 1.94642 | 91.11 | 10024.19 |
7 | 2023.03.20 16:00 | sell | 3 | 0.10 | 1.96235 | 0.00000 | 0.00000 | ||
8 | 2023.03.20 16:00 | modify | 3 | 0.10 | 1.96235 | 1.97335 | 1.94735 | ||
9 | 2023.03.21 04:00 | s/l | 3 | 0.10 | 1.97335 | 1.97335 | 1.94735 | -67.11 | 9957.07 |
10 | 2023.04.06 16:00 | sell | 4 | 0.10 | 1.99227 | 0.00000 | 0.00000 | ||
11 | 2023.04.06 16:00 | modify | 4 | 0.10 | 1.99227 | 2.00327 | 1.97727 | ||
12 | 2023.04.11 12:00 | s/l | 4 | 0.10 | 2.00327 | 2.00327 | 1.97727 | -67.46 | 9889.61 |
13 | 2023.04.13 16:00 | buy | 5 | 0.10 | 1.98744 | 0.00000 | 0.00000 | ||
14 | 2023.04.13 16:00 | modify | 5 | 0.10 | 1.98744 | 1.97644 | 2.00244 | ||
15 | 2023.04.17 08:00 | t/p | 5 | 0.10 | 2.00244 | 1.97644 | 2.00244 | 90.65 | 9980.26 |
16 | 2023.04.26 12:00 | sell | 6 | 0.10 | 2.03648 | 0.00000 | 0.00000 | ||
17 | 2023.04.26 12:00 | modify | 6 | 0.10 | 2.03648 | 2.04748 | 2.02148 | ||
18 | 2023.04.27 08:00 | sell | 7 | 0.10 | 2.02798 | 0.00000 | 0.00000 | ||
19 | 2023.04.27 08:00 | modify | 7 | 0.10 | 2.02798 | 2.03273 | 2.02148 | ||
20 | 2023.04.27 08:00 | modify | 6 | 0.10 | 2.03648 | 2.03273 | 2.02148 | ||
21 | 2023.04.27 16:00 | s/l | 6 | 0.10 | 2.03273 | 2.03273 | 2.02148 | 22.30 | 10002.56 |
22 | 2023.04.27 16:00 | s/l | 7 | 0.10 | 2.03273 | 2.03273 | 2.02148 | -28.91 | 9973.65 |
23 | 2023.05.02 12:00 | buy | 8 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
24 | 2023.05.02 12:00 | modify | 8 | 0.10 | 2.00865 | 1.99765 | 2.02365 | ||
25 | 2023.05.04 00:00 | t/p | 8 | 0.10 | 2.02365 | 1.99765 | 2.02365 | 90.06 | 10063.70 |
26 | 2023.05.08 16:00 | buy | 9 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
27 | 2023.05.08 16:00 | modify | 9 | 0.10 | 1.98977 | 1.97877 | 2.00477 | ||
28 | 2023.05.12 04:00 | buy | 10 | 0.10 | 1.99964 | 0.00000 | 0.00000 | ||
29 | 2023.05.12 04:00 | modify | 10 | 0.10 | 1.99964 | 1.99652 | 2.00477 | ||
30 | 2023.05.12 04:00 | modify | 9 | 0.10 | 1.98977 | 1.99652 | 2.00477 | ||
31 | 2023.05.12 08:00 | t/p | 9 | 0.10 | 2.00477 | 1.99652 | 2.00477 | 89.46 | 10153.17 |
32 | 2023.05.12 08:00 | t/p | 10 | 0.10 | 2.00477 | 1.99652 | 2.00477 | 31.21 | 10184.38 |
33 | 2023.05.24 04:00 | sell | 11 | 0.10 | 2.01312 | 0.00000 | 0.00000 | ||
34 | 2023.05.24 04:00 | modify | 11 | 0.10 | 2.01312 | 2.02412 | 1.99812 | ||
35 | 2023.05.24 08:00 | s/l | 11 | 0.10 | 2.02412 | 2.02412 | 1.99812 | -66.94 | 10117.44 |
36 | 2023.05.31 04:00 | sell | 12 | 0.10 | 2.06334 | 0.00000 | 0.00000 | ||
37 | 2023.05.31 04:00 | modify | 12 | 0.10 | 2.06334 | 2.07434 | 2.04834 | ||
38 | 2023.06.05 12:00 | t/p | 12 | 0.10 | 2.04834 | 2.07434 | 2.04834 | 90.42 | 10207.85 |
39 | 2023.06.07 16:00 | sell | 13 | 0.10 | 2.05813 | 0.00000 | 0.00000 | ||
40 | 2023.06.07 16:00 | modify | 13 | 0.10 | 2.05813 | 2.06913 | 2.04313 | ||
41 | 2023.06.12 16:00 | t/p | 13 | 0.10 | 2.04313 | 2.06913 | 2.04313 | 90.41 | 10298.26 |
42 | 2023.06.23 12:00 | sell | 14 | 0.10 | 2.07648 | 0.00000 | 0.00000 | ||
43 | 2023.06.23 12:00 | modify | 14 | 0.10 | 2.07648 | 2.08748 | 2.06148 | ||
44 | 2023.06.25 20:00 | sell | 15 | 0.10 | 2.06872 | 0.00000 | 0.00000 | ||
45 | 2023.06.25 20:00 | modify | 15 | 0.10 | 2.06872 | 2.07348 | 2.06148 | ||
46 | 2023.06.25 20:00 | modify | 14 | 0.10 | 2.07648 | 2.07348 | 2.06148 | ||
47 | 2023.06.26 12:00 | t/p | 14 | 0.10 | 2.06148 | 2.07348 | 2.06148 | 91.11 | 10389.36 |
48 | 2023.06.26 12:00 | t/p | 15 | 0.10 | 2.06148 | 2.07348 | 2.06148 | 43.89 | 10433.25 |
49 | 2023.06.28 04:00 | sell | 16 | 0.10 | 2.07964 | 0.00000 | 0.00000 | ||
50 | 2023.06.28 04:00 | modify | 16 | 0.10 | 2.07964 | 2.09064 | 2.06464 | ||
51 | 2023.06.28 12:00 | s/l | 16 | 0.10 | 2.09064 | 2.09064 | 2.06464 | -66.94 | 10366.31 |
52 | 2023.07.06 16:00 | sell | 17 | 0.10 | 2.06778 | 0.00000 | 0.00000 | ||
53 | 2023.07.06 16:00 | modify | 17 | 0.10 | 2.06778 | 2.07878 | 2.05278 | ||
54 | 2023.07.11 08:00 | s/l | 17 | 0.10 | 2.07878 | 2.07878 | 2.05278 | -67.46 | 10298.85 |
55 | 2023.07.11 12:00 | sell | 18 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
56 | 2023.07.11 12:00 | modify | 18 | 0.10 | 2.08839 | 2.09939 | 2.07339 | ||
57 | 2023.07.12 16:00 | t/p | 18 | 0.10 | 2.07339 | 2.09939 | 2.07339 | 91.12 | 10389.96 |
58 | 2023.07.12 16:00 | buy | 19 | 0.10 | 2.06523 | 0.00000 | 0.00000 | ||
59 | 2023.07.12 16:00 | modify | 19 | 0.10 | 2.06523 | 2.05423 | 2.08023 | ||
60 | 2023.07.13 08:00 | s/l | 19 | 0.10 | 2.05423 | 2.05423 | 2.08023 | -67.81 | 10322.15 |
61 | 2023.07.18 12:00 | sell | 20 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
62 | 2023.07.18 12:00 | modify | 20 | 0.10 | 2.08629 | 2.09729 | 2.07129 | ||
63 | 2023.07.19 00:00 | t/p | 20 | 0.10 | 2.07129 | 2.09729 | 2.07129 | 91.11 | 10413.25 |
64 | 2023.07.20 04:00 | buy | 21 | 0.10 | 2.05474 | 0.00000 | 0.00000 | ||
65 | 2023.07.20 04:00 | modify | 21 | 0.10 | 2.05474 | 2.04374 | 2.06974 | ||
66 | 2023.07.21 04:00 | t/p | 21 | 0.10 | 2.06974 | 2.04374 | 2.06974 | 90.95 | 10504.20 |
67 | 2023.07.21 16:00 | sell | 22 | 0.10 | 2.08071 | 0.00000 | 0.00000 | ||
68 | 2023.07.21 16:00 | modify | 22 | 0.10 | 2.08071 | 2.09171 | 2.06571 | ||
69 | 2023.07.24 16:00 | t/p | 22 | 0.10 | 2.06571 | 2.09171 | 2.06571 | 91.11 | 10595.31 |
70 | 2023.07.24 16:00 | buy | 23 | 0.10 | 2.06639 | 0.00000 | 0.00000 | ||
71 | 2023.07.24 16:00 | modify | 23 | 0.10 | 2.06639 | 2.05539 | 2.08139 | ||
72 | 2023.07.26 00:00 | buy | 24 | 0.10 | 2.07482 | 0.00000 | 0.00000 | ||
73 | 2023.07.26 00:00 | modify | 24 | 0.10 | 2.07482 | 2.07014 | 2.08139 | ||
74 | 2023.07.26 00:00 | modify | 23 | 0.10 | 2.06639 | 2.07014 | 2.08139 | ||
75 | 2023.07.26 04:00 | t/p | 23 | 0.10 | 2.08139 | 2.07014 | 2.08139 | 90.65 | 10685.96 |
76 | 2023.07.26 04:00 | t/p | 24 | 0.10 | 2.08139 | 2.07014 | 2.08139 | 39.97 | 10725.93 |
77 | 2023.07.28 08:00 | sell | 25 | 0.10 | 2.08566 | 0.00000 | 0.00000 | ||
78 | 2023.07.28 08:00 | modify | 25 | 0.10 | 2.08566 | 2.09666 | 2.07066 | ||
79 | 2023.07.31 04:00 | sell | 26 | 0.10 | 2.07721 | 0.00000 | 0.00000 | ||
80 | 2023.07.31 04:00 | modify | 26 | 0.10 | 2.07721 | 2.08191 | 2.07066 | ||
81 | 2023.07.31 04:00 | modify | 25 | 0.10 | 2.08566 | 2.08191 | 2.07066 | ||
82 | 2023.07.31 16:00 | t/p | 25 | 0.10 | 2.07066 | 2.08191 | 2.07066 | 91.11 | 10817.04 |
83 | 2023.07.31 16:00 | t/p | 26 | 0.10 | 2.07066 | 2.08191 | 2.07066 | 39.86 | 10856.90 |
84 | 2023.07.31 16:00 | buy | 27 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
85 | 2023.07.31 16:00 | modify | 27 | 0.10 | 2.06784 | 2.05684 | 2.08284 | ||
86 | 2023.08.01 12:00 | t/p | 27 | 0.10 | 2.08284 | 2.05684 | 2.08284 | 90.95 | 10947.85 |
87 | 2023.08.02 04:00 | sell | 28 | 0.10 | 2.09101 | 0.00000 | 0.00000 | ||
88 | 2023.08.02 04:00 | modify | 28 | 0.10 | 2.09101 | 2.10201 | 2.07601 | ||
89 | 2023.08.08 08:00 | s/l | 28 | 0.10 | 2.10201 | 2.10201 | 2.07601 | -67.99 | 10879.86 |
90 | 2023.08.11 12:00 | sell | 29 | 0.10 | 2.11780 | 0.00000 | 0.00000 | ||
91 | 2023.08.11 12:00 | modify | 29 | 0.10 | 2.11780 | 2.12880 | 2.10280 | ||
92 | 2023.08.15 08:00 | s/l | 29 | 0.10 | 2.12880 | 2.12880 | 2.10280 | -67.29 | 10812.57 |
93 | 2023.08.17 04:00 | sell | 30 | 0.10 | 2.15183 | 0.00000 | 0.00000 | ||
94 | 2023.08.17 04:00 | modify | 30 | 0.10 | 2.15183 | 2.16283 | 2.13683 | ||
95 | 2023.08.18 16:00 | sell | 31 | 0.10 | 2.14410 | 0.00000 | 0.00000 | ||
96 | 2023.08.18 16:00 | modify | 31 | 0.10 | 2.14410 | 2.14883 | 2.13683 | ||
97 | 2023.08.18 16:00 | modify | 30 | 0.10 | 2.15183 | 2.14883 | 2.13683 | ||
98 | 2023.08.18 20:00 | s/l | 30 | 0.10 | 2.14883 | 2.14883 | 2.13683 | 18.09 | 10830.66 |
99 | 2023.08.18 20:00 | s/l | 31 | 0.10 | 2.14883 | 2.14883 | 2.13683 | -28.78 | 10801.88 |
100 | 2023.08.23 12:00 | buy | 32 | 0.10 | 2.12927 | 0.00000 | 0.00000 | ||
101 | 2023.08.23 12:00 | modify | 32 | 0.10 | 2.12927 | 2.11827 | 2.14427 | ||
102 | 2023.08.29 20:00 | s/l | 32 | 0.10 | 2.11827 | 2.11827 | 2.14427 | -68.71 | 10733.17 |
103 | 2023.09.22 08:00 | buy | 33 | 0.10 | 2.06109 | 0.00000 | 0.00000 | ||
104 | 2023.09.22 08:00 | modify | 33 | 0.10 | 2.06109 | 2.05009 | 2.07609 | ||
105 | 2023.09.22 16:00 | s/l | 33 | 0.10 | 2.05009 | 2.05009 | 2.07609 | -66.91 | 10666.26 |
106 | 2023.09.29 08:00 | buy | 34 | 0.10 | 2.03136 | 0.00000 | 0.00000 | ||
107 | 2023.09.29 08:00 | modify | 34 | 0.10 | 2.03136 | 2.02036 | 2.04636 | ||
108 | 2023.10.03 04:00 | buy | 35 | 0.10 | 2.03908 | 0.00000 | 0.00000 | ||
109 | 2023.10.03 04:00 | modify | 35 | 0.10 | 2.03908 | 2.03436 | 2.04636 | ||
110 | 2023.10.03 04:00 | modify | 34 | 0.10 | 2.03136 | 2.03436 | 2.04636 | ||
111 | 2023.10.03 08:00 | t/p | 34 | 0.10 | 2.04636 | 2.03436 | 2.04636 | 90.65 | 10756.91 |
112 | 2023.10.03 08:00 | t/p | 35 | 0.10 | 2.04636 | 2.03436 | 2.04636 | 44.29 | 10801.20 |
113 | 2023.11.15 08:00 | buy | 36 | 0.10 | 2.06716 | 0.00000 | 0.00000 | ||
114 | 2023.11.15 08:00 | modify | 36 | 0.10 | 2.06716 | 2.05616 | 2.08216 | ||
115 | 2023.11.17 04:00 | t/p | 36 | 0.10 | 2.08216 | 2.05616 | 2.08216 | 90.06 | 10891.26 |
116 | 2023.11.29 04:00 | buy | 37 | 0.10 | 2.05355 | 0.00000 | 0.00000 | ||
117 | 2023.11.29 04:00 | modify | 37 | 0.10 | 2.05355 | 2.04255 | 2.06855 | ||
118 | 2023.12.04 04:00 | s/l | 37 | 0.10 | 2.04255 | 2.04255 | 2.06855 | -68.41 | 10822.85 |
119 | 2023.12.14 04:00 | buy | 38 | 0.10 | 2.02729 | 0.00000 | 0.00000 | ||
120 | 2023.12.14 04:00 | modify | 38 | 0.10 | 2.02729 | 2.01629 | 2.04229 | ||
121 | 2023.12.14 16:00 | t/p | 38 | 0.10 | 2.04229 | 2.01629 | 2.04229 | 91.25 | 10914.10 |
122 | 2023.12.14 16:00 | sell | 39 | 0.10 | 2.05606 | 0.00000 | 0.00000 | ||
123 | 2023.12.14 16:00 | modify | 39 | 0.10 | 2.05606 | 2.06706 | 2.04106 | ||
124 | 2023.12.15 20:00 | t/p | 39 | 0.10 | 2.04106 | 2.06706 | 2.04106 | 91.11 | 11005.21 |
125 | 2023.12.20 08:00 | buy | 40 | 0.10 | 2.01612 | 0.00000 | 0.00000 | ||
126 | 2023.12.20 08:00 | modify | 40 | 0.10 | 2.01612 | 2.00512 | 2.03112 | ||
127 | 2023.12.21 08:00 | buy | 41 | 0.10 | 2.02389 | 0.00000 | 0.00000 | ||
128 | 2023.12.21 08:00 | modify | 41 | 0.10 | 2.02389 | 2.01912 | 2.03112 | ||
129 | 2023.12.21 08:00 | modify | 40 | 0.10 | 2.01612 | 2.01912 | 2.03112 | ||
130 | 2023.12.21 12:00 | s/l | 40 | 0.10 | 2.01912 | 2.01912 | 2.03112 | 17.36 | 11022.56 |
131 | 2023.12.21 12:00 | s/l | 41 | 0.10 | 2.01912 | 2.01912 | 2.03112 | -29.02 | 10993.54 |
132 | 2024.01.17 12:00 | sell | 42 | 0.10 | 2.07341 | 0.00000 | 0.00000 | ||
133 | 2024.01.17 12:00 | modify | 42 | 0.10 | 2.07341 | 2.08441 | 2.05841 | ||
134 | 2024.01.19 08:00 | s/l | 42 | 0.10 | 2.08441 | 2.08441 | 2.05841 | -67.64 | 10925.91 |
135 | 2024.02.13 16:00 | sell | 43 | 0.10 | 2.07876 | 0.00000 | 0.00000 | ||
136 | 2024.02.13 16:00 | modify | 43 | 0.10 | 2.07876 | 2.08976 | 2.06376 | ||
137 | 2024.02.14 12:00 | t/p | 43 | 0.10 | 2.06376 | 2.08976 | 2.06376 | 91.11 | 11017.01 |
138 | 2024.02.28 04:00 | sell | 44 | 0.10 | 2.07395 | 0.00000 | 0.00000 | ||
139 | 2024.02.28 04:00 | modify | 44 | 0.10 | 2.07395 | 2.08495 | 2.05895 | ||
140 | 2024.02.29 23:59 | s/l | 44 | 0.10 | 2.08495 | 2.08495 | 2.05895 | -67.46 | 10949.55 |