Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 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=3; RSIHelp="------------------------------------"; RSI_Period=9; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=5; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; 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 | 7233 | Ticks modelled | 13465 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 598.97 | Gross profit | 817.83 | Gross loss | -218.86 |
Profit factor | 3.74 | Expected payoff | 33.28 | ||
Absolute drawdown | 35.44 | Maximal drawdown | 141.21 (1.39%) | Relative drawdown | 1.39% (141.21) |
Total trades | 18 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 12 (75.00%) |
Profit trades (% of total) | 12 (66.67%) | Loss trades (% of total) | 6 (33.33%) | ||
Largest | profit trade | 91.20 | loss trade | -81.11 | |
Average | profit trade | 68.15 | loss trade | -36.48 | |
Maximum | consecutive wins (profit in money) | 3 (211.89) | consecutive losses (loss in money) | 1 (-81.11) | |
Maximal | consecutive profit (count of wins) | 211.89 (3) | consecutive loss (count of losses) | -81.11 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.01 13:00 | buy | 1 | 0.10 | 1.92478 | 0.00000 | 0.00000 | ||
2 | 2023.03.01 13:00 | modify | 1 | 0.10 | 1.92478 | 1.91178 | 1.93978 | ||
3 | 2023.03.03 16:00 | buy | 2 | 0.10 | 1.93258 | 0.00000 | 0.00000 | ||
4 | 2023.03.03 16:00 | modify | 2 | 0.10 | 1.93258 | 1.93003 | 1.93978 | ||
5 | 2023.03.03 16:00 | modify | 1 | 0.10 | 1.92478 | 1.93003 | 1.93978 | ||
6 | 2023.03.06 09:00 | t/p | 1 | 0.10 | 1.93978 | 1.93003 | 1.93978 | 89.68 | 10089.68 |
7 | 2023.03.06 09:00 | t/p | 2 | 0.10 | 1.93978 | 1.93003 | 1.93978 | 43.47 | 10133.15 |
8 | 2023.04.06 17:00 | sell | 3 | 0.10 | 1.99211 | 0.00000 | 0.00000 | ||
9 | 2023.04.06 17:00 | modify | 3 | 0.10 | 1.99211 | 2.00511 | 1.97711 | ||
10 | 2023.04.11 14:00 | s/l | 3 | 0.10 | 2.00511 | 2.00511 | 1.97711 | -79.70 | 10053.45 |
11 | 2023.04.13 18:00 | buy | 4 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
12 | 2023.04.13 18:00 | modify | 4 | 0.10 | 1.98644 | 1.97344 | 2.00144 | ||
13 | 2023.04.14 16:00 | t/p | 4 | 0.10 | 2.00144 | 1.97344 | 2.00144 | 90.87 | 10144.32 |
14 | 2023.05.08 16:00 | buy | 5 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
15 | 2023.05.08 16:00 | modify | 5 | 0.10 | 1.98977 | 1.97677 | 2.00477 | ||
16 | 2023.05.12 08:00 | t/p | 5 | 0.10 | 2.00477 | 1.97677 | 2.00477 | 89.38 | 10233.70 |
17 | 2023.05.12 12:00 | sell | 6 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
18 | 2023.05.12 12:00 | modify | 6 | 0.10 | 2.01067 | 2.02367 | 1.99567 | ||
19 | 2023.05.16 02:00 | sell | 7 | 0.10 | 2.00305 | 0.00000 | 0.00000 | ||
20 | 2023.05.16 02:00 | modify | 7 | 0.10 | 2.00305 | 2.00542 | 1.99567 | ||
21 | 2023.05.16 02:00 | modify | 6 | 0.10 | 2.01067 | 2.00542 | 1.99567 | ||
22 | 2023.05.16 03:00 | s/l | 6 | 0.10 | 2.00542 | 2.00542 | 1.99567 | 31.63 | 10265.33 |
23 | 2023.05.16 03:00 | s/l | 7 | 0.10 | 2.00542 | 2.00542 | 1.99567 | -14.43 | 10250.90 |
24 | 2023.07.11 13:00 | sell | 8 | 0.10 | 2.08755 | 0.00000 | 0.00000 | ||
25 | 2023.07.11 13:00 | modify | 8 | 0.10 | 2.08755 | 2.10055 | 2.07255 | ||
26 | 2023.07.12 14:00 | t/p | 8 | 0.10 | 2.07255 | 2.10055 | 2.07255 | 91.20 | 10342.10 |
27 | 2023.07.12 19:00 | buy | 9 | 0.10 | 2.06077 | 0.00000 | 0.00000 | ||
28 | 2023.07.12 19:00 | modify | 9 | 0.10 | 2.06077 | 2.04777 | 2.07577 | ||
29 | 2023.07.18 00:00 | buy | 10 | 0.10 | 2.06838 | 0.00000 | 0.00000 | ||
30 | 2023.07.18 00:00 | modify | 10 | 0.10 | 2.06838 | 2.06602 | 2.07577 | ||
31 | 2023.07.18 00:00 | modify | 9 | 0.10 | 2.06077 | 2.06602 | 2.07577 | ||
32 | 2023.07.18 01:00 | s/l | 9 | 0.10 | 2.06602 | 2.06602 | 2.07577 | 30.12 | 10372.22 |
33 | 2023.07.18 01:00 | s/l | 10 | 0.10 | 2.06602 | 2.06602 | 2.07577 | -14.34 | 10357.88 |
34 | 2023.07.31 16:00 | buy | 11 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
35 | 2023.07.31 16:00 | modify | 11 | 0.10 | 2.06784 | 2.05484 | 2.08284 | ||
36 | 2023.08.01 09:00 | t/p | 11 | 0.10 | 2.08284 | 2.05484 | 2.08284 | 90.87 | 10448.75 |
37 | 2023.09.22 14:00 | buy | 12 | 0.10 | 2.05155 | 0.00000 | 0.00000 | ||
38 | 2023.09.22 14:00 | modify | 12 | 0.10 | 2.05155 | 2.03855 | 2.06655 | ||
39 | 2023.09.29 02:00 | s/l | 12 | 0.10 | 2.03855 | 2.03855 | 2.06655 | -81.11 | 10367.65 |
40 | 2023.11.06 12:00 | sell | 13 | 0.10 | 2.07711 | 0.00000 | 0.00000 | ||
41 | 2023.11.06 12:00 | modify | 13 | 0.10 | 2.07711 | 2.09011 | 2.06211 | ||
42 | 2023.11.06 22:00 | sell | 14 | 0.10 | 2.06802 | 0.00000 | 0.00000 | ||
43 | 2023.11.06 22:00 | modify | 14 | 0.10 | 2.06802 | 2.07036 | 2.06211 | ||
44 | 2023.11.06 22:00 | modify | 13 | 0.10 | 2.07711 | 2.07036 | 2.06211 | ||
45 | 2023.11.06 23:00 | s/l | 13 | 0.10 | 2.07036 | 2.07036 | 2.06211 | 41.11 | 10408.76 |
46 | 2023.11.06 23:00 | s/l | 14 | 0.10 | 2.07036 | 2.07036 | 2.06211 | -14.26 | 10394.50 |
47 | 2023.11.15 12:00 | buy | 15 | 0.10 | 2.06448 | 0.00000 | 0.00000 | ||
48 | 2023.11.15 12:00 | modify | 15 | 0.10 | 2.06448 | 2.05148 | 2.07948 | ||
49 | 2023.11.16 21:00 | t/p | 15 | 0.10 | 2.07948 | 2.05148 | 2.07948 | 90.28 | 10484.77 |
50 | 2023.12.20 13:00 | buy | 16 | 0.10 | 2.01187 | 0.00000 | 0.00000 | ||
51 | 2023.12.20 13:00 | modify | 16 | 0.10 | 2.01187 | 1.99887 | 2.02687 | ||
52 | 2023.12.22 08:00 | buy | 17 | 0.10 | 2.02109 | 0.00000 | 0.00000 | ||
53 | 2023.12.22 08:00 | modify | 17 | 0.10 | 2.02109 | 2.01862 | 2.02687 | ||
54 | 2023.12.22 08:00 | modify | 16 | 0.10 | 2.01187 | 2.01862 | 2.02687 | ||
55 | 2023.12.22 10:00 | s/l | 16 | 0.10 | 2.01862 | 2.01862 | 2.02687 | 39.83 | 10524.60 |
56 | 2023.12.22 10:00 | s/l | 17 | 0.10 | 2.01862 | 2.01862 | 2.02687 | -15.02 | 10509.58 |
57 | 2024.02.20 13:00 | buy | 18 | 0.10 | 2.04154 | 0.00000 | 0.00000 | ||
58 | 2024.02.20 13:00 | modify | 18 | 0.10 | 2.04154 | 2.02854 | 2.05654 | ||
59 | 2024.02.26 15:00 | t/p | 18 | 0.10 | 2.05654 | 2.02854 | 2.05654 | 89.39 | 10598.97 |