Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.03.01 00:00 - 2024.02.29 23:00 (2023.03.01 - 2024.03.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
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 | 158706 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 831.26 | Gross profit | 997.60 | Gross loss | -166.34 |
Profit factor | 6.00 | Expected payoff | 24.45 | ||
Absolute drawdown | 43.95 | Maximal drawdown | 106.34 (1.03%) | Relative drawdown | 1.03% (106.34) |
Total trades | 34 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 22 (68.18%) |
Profit trades (% of total) | 22 (64.71%) | Loss trades (% of total) | 12 (35.29%) | ||
Largest | profit trade | 90.87 | loss trade | -20.28 | |
Average | profit trade | 45.35 | loss trade | -13.86 | |
Maximum | consecutive wins (profit in money) | 9 (450.61) | consecutive losses (loss in money) | 2 (-27.20) | |
Maximal | consecutive profit (count of wins) | 450.61 (9) | consecutive loss (count of losses) | -27.20 (2) | |
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 14:50 | buy | 2 | 0.10 | 1.93256 | 0.00000 | 0.00000 | ||
4 | 2023.03.03 14:50 | modify | 2 | 0.10 | 1.93256 | 1.93003 | 1.93978 | ||
5 | 2023.03.03 14:50 | modify | 1 | 0.10 | 1.92478 | 1.93003 | 1.93978 | ||
6 | 2023.03.03 15:15 | s/l | 1 | 0.10 | 1.93003 | 1.93003 | 1.93978 | 30.72 | 10030.72 |
7 | 2023.03.03 15:15 | s/l | 2 | 0.10 | 1.93003 | 1.93003 | 1.93978 | -15.37 | 10015.35 |
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 | 2023.04.07 09:42 | sell | 4 | 0.10 | 1.98454 | 0.00000 | 0.00000 | ||
11 | 2023.04.07 09:42 | modify | 4 | 0.10 | 1.98454 | 1.98686 | 1.97711 | ||
12 | 2023.04.07 09:42 | modify | 3 | 0.10 | 1.99211 | 1.98686 | 1.97711 | ||
13 | 2023.04.07 11:40 | s/l | 3 | 0.10 | 1.98686 | 1.98686 | 1.97711 | 31.80 | 10047.14 |
14 | 2023.04.07 11:40 | s/l | 4 | 0.10 | 1.98686 | 1.98686 | 1.97711 | -14.14 | 10033.00 |
15 | 2023.04.11 12:00 | sell | 5 | 0.10 | 2.00182 | 0.00000 | 0.00000 | ||
16 | 2023.04.11 12:00 | modify | 5 | 0.10 | 2.00182 | 2.01482 | 1.98682 | ||
17 | 2023.04.13 13:25 | sell | 6 | 0.10 | 1.99276 | 0.00000 | 0.00000 | ||
18 | 2023.04.13 13:25 | modify | 6 | 0.10 | 1.99276 | 1.99507 | 1.98682 | ||
19 | 2023.04.13 13:25 | modify | 5 | 0.10 | 2.00182 | 1.99507 | 1.98682 | ||
20 | 2023.04.13 13:45 | sell | 7 | 0.10 | 1.99048 | 0.00000 | 0.00000 | ||
21 | 2023.04.13 13:45 | modify | 7 | 0.10 | 1.99048 | 1.99357 | 1.98682 | ||
22 | 2023.04.13 13:45 | modify | 6 | 0.10 | 1.99276 | 1.99357 | 1.98682 | ||
23 | 2023.04.13 13:45 | modify | 5 | 0.10 | 2.00182 | 1.99357 | 1.98682 | ||
24 | 2023.04.13 15:20 | t/p | 5 | 0.10 | 1.98682 | 1.99357 | 1.98682 | 90.67 | 10123.67 |
25 | 2023.04.13 15:20 | t/p | 6 | 0.10 | 1.98682 | 1.99357 | 1.98682 | 36.18 | 10159.85 |
26 | 2023.04.13 15:20 | t/p | 7 | 0.10 | 1.98682 | 1.99357 | 1.98682 | 22.29 | 10182.14 |
27 | 2023.04.13 18:00 | buy | 8 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
28 | 2023.04.13 18:00 | modify | 8 | 0.10 | 1.98644 | 1.97344 | 2.00144 | ||
29 | 2023.04.14 14:35 | buy | 9 | 0.10 | 1.99778 | 0.00000 | 0.00000 | ||
30 | 2023.04.14 14:35 | modify | 9 | 0.10 | 1.99778 | 1.99469 | 2.00144 | ||
31 | 2023.04.14 14:35 | modify | 8 | 0.10 | 1.98644 | 1.99469 | 2.00144 | ||
32 | 2023.04.14 15:15 | t/p | 8 | 0.10 | 2.00144 | 1.99469 | 2.00144 | 90.87 | 10273.02 |
33 | 2023.04.14 15:15 | t/p | 9 | 0.10 | 2.00144 | 1.99469 | 2.00144 | 22.24 | 10295.26 |
34 | 2023.05.08 16:00 | buy | 10 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
35 | 2023.05.08 16:00 | modify | 10 | 0.10 | 1.98977 | 1.97677 | 2.00477 | ||
36 | 2023.05.12 03:15 | buy | 11 | 0.10 | 1.99740 | 0.00000 | 0.00000 | ||
37 | 2023.05.12 03:15 | modify | 11 | 0.10 | 1.99740 | 1.99502 | 2.00477 | ||
38 | 2023.05.12 03:15 | modify | 10 | 0.10 | 1.98977 | 1.99502 | 2.00477 | ||
39 | 2023.05.12 03:45 | buy | 12 | 0.10 | 2.00106 | 0.00000 | 0.00000 | ||
40 | 2023.05.12 03:45 | modify | 12 | 0.10 | 2.00106 | 1.99802 | 2.00477 | ||
41 | 2023.05.12 03:45 | modify | 11 | 0.10 | 1.99740 | 1.99802 | 2.00477 | ||
42 | 2023.05.12 03:45 | modify | 10 | 0.10 | 1.98977 | 1.99802 | 2.00477 | ||
43 | 2023.05.12 07:02 | t/p | 10 | 0.10 | 2.00477 | 1.99802 | 2.00477 | 89.38 | 10384.64 |
44 | 2023.05.12 07:02 | t/p | 11 | 0.10 | 2.00477 | 1.99802 | 2.00477 | 44.79 | 10429.43 |
45 | 2023.05.12 07:02 | t/p | 12 | 0.10 | 2.00477 | 1.99802 | 2.00477 | 22.55 | 10451.98 |
46 | 2023.05.12 12:00 | sell | 13 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
47 | 2023.05.12 12:00 | modify | 13 | 0.10 | 2.01067 | 2.02367 | 1.99567 | ||
48 | 2023.05.16 00:59 | sell | 14 | 0.10 | 2.00315 | 0.00000 | 0.00000 | ||
49 | 2023.05.16 00:59 | modify | 14 | 0.10 | 2.00315 | 2.00542 | 1.99567 | ||
50 | 2023.05.16 00:59 | modify | 13 | 0.10 | 2.01067 | 2.00542 | 1.99567 | ||
51 | 2023.05.16 02:10 | s/l | 13 | 0.10 | 2.00542 | 2.00542 | 1.99567 | 31.63 | 10483.61 |
52 | 2023.05.16 02:10 | s/l | 14 | 0.10 | 2.00542 | 2.00542 | 1.99567 | -13.82 | 10469.79 |
53 | 2023.07.11 13:00 | sell | 15 | 0.10 | 2.08755 | 0.00000 | 0.00000 | ||
54 | 2023.07.11 13:00 | modify | 15 | 0.10 | 2.08755 | 2.10055 | 2.07255 | ||
55 | 2023.07.12 02:53 | sell | 16 | 0.10 | 2.07836 | 0.00000 | 0.00000 | ||
56 | 2023.07.12 02:53 | modify | 16 | 0.10 | 2.07836 | 2.08080 | 2.07255 | ||
57 | 2023.07.12 02:53 | modify | 15 | 0.10 | 2.08755 | 2.08080 | 2.07255 | ||
58 | 2023.07.12 03:15 | s/l | 15 | 0.10 | 2.08080 | 2.08080 | 2.07255 | 40.95 | 10510.73 |
59 | 2023.07.12 03:15 | s/l | 16 | 0.10 | 2.08080 | 2.08080 | 2.07255 | -14.86 | 10495.87 |
60 | 2023.07.12 19:00 | buy | 17 | 0.10 | 2.06077 | 0.00000 | 0.00000 | ||
61 | 2023.07.12 19:00 | modify | 17 | 0.10 | 2.06077 | 2.04777 | 2.07577 | ||
62 | 2023.07.17 13:53 | buy | 18 | 0.10 | 2.06979 | 0.00000 | 0.00000 | ||
63 | 2023.07.17 13:53 | modify | 18 | 0.10 | 2.06979 | 2.06752 | 2.07577 | ||
64 | 2023.07.17 13:53 | modify | 17 | 0.10 | 2.06077 | 2.06752 | 2.07577 | ||
65 | 2023.07.17 13:59 | s/l | 17 | 0.10 | 2.06752 | 2.06752 | 2.07577 | 39.53 | 10535.41 |
66 | 2023.07.17 13:59 | s/l | 18 | 0.10 | 2.06752 | 2.06752 | 2.07577 | -13.80 | 10521.61 |
67 | 2023.07.31 16:00 | buy | 19 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
68 | 2023.07.31 16:00 | modify | 19 | 0.10 | 2.06784 | 2.05484 | 2.08284 | ||
69 | 2023.08.01 07:10 | buy | 20 | 0.10 | 2.07564 | 0.00000 | 0.00000 | ||
70 | 2023.08.01 07:10 | modify | 20 | 0.10 | 2.07564 | 2.07309 | 2.08284 | ||
71 | 2023.08.01 07:10 | modify | 19 | 0.10 | 2.06784 | 2.07309 | 2.08284 | ||
72 | 2023.08.01 07:25 | buy | 21 | 0.10 | 2.07705 | 0.00000 | 0.00000 | ||
73 | 2023.08.01 07:25 | modify | 21 | 0.10 | 2.07705 | 2.07459 | 2.08284 | ||
74 | 2023.08.01 07:25 | modify | 20 | 0.10 | 2.07564 | 2.07459 | 2.08284 | ||
75 | 2023.08.01 07:25 | modify | 19 | 0.10 | 2.06784 | 2.07459 | 2.08284 | ||
76 | 2023.08.01 08:06 | buy | 22 | 0.10 | 2.07923 | 0.00000 | 0.00000 | ||
77 | 2023.08.01 08:06 | modify | 22 | 0.10 | 2.07923 | 2.07609 | 2.08284 | ||
78 | 2023.08.01 08:06 | modify | 21 | 0.10 | 2.07705 | 2.07609 | 2.08284 | ||
79 | 2023.08.01 08:06 | modify | 20 | 0.10 | 2.07564 | 2.07609 | 2.08284 | ||
80 | 2023.08.01 08:06 | modify | 19 | 0.10 | 2.06784 | 2.07609 | 2.08284 | ||
81 | 2023.08.01 08:50 | t/p | 19 | 0.10 | 2.08284 | 2.07609 | 2.08284 | 90.87 | 10612.48 |
82 | 2023.08.01 08:50 | t/p | 20 | 0.10 | 2.08284 | 2.07609 | 2.08284 | 43.76 | 10656.24 |
83 | 2023.08.01 08:50 | t/p | 21 | 0.10 | 2.08284 | 2.07609 | 2.08284 | 35.19 | 10691.43 |
84 | 2023.08.01 08:50 | t/p | 22 | 0.10 | 2.08284 | 2.07609 | 2.08284 | 21.94 | 10713.37 |
85 | 2023.09.22 14:00 | buy | 23 | 0.10 | 2.05155 | 0.00000 | 0.00000 | ||
86 | 2023.09.22 14:00 | modify | 23 | 0.10 | 2.05155 | 2.03855 | 2.06655 | ||
87 | 2023.09.25 05:07 | buy | 24 | 0.10 | 2.05917 | 0.00000 | 0.00000 | ||
88 | 2023.09.25 05:07 | modify | 24 | 0.10 | 2.05917 | 2.05680 | 2.06655 | ||
89 | 2023.09.25 05:07 | modify | 23 | 0.10 | 2.05155 | 2.05680 | 2.06655 | ||
90 | 2023.09.25 06:50 | s/l | 23 | 0.10 | 2.05680 | 2.05680 | 2.06655 | 31.61 | 10744.98 |
91 | 2023.09.25 06:50 | s/l | 24 | 0.10 | 2.05680 | 2.05680 | 2.06655 | -14.40 | 10730.58 |
92 | 2023.11.06 12:00 | sell | 25 | 0.10 | 2.07711 | 0.00000 | 0.00000 | ||
93 | 2023.11.06 12:00 | modify | 25 | 0.10 | 2.07711 | 2.09011 | 2.06211 | ||
94 | 2023.11.06 18:15 | sell | 26 | 0.10 | 2.06948 | 0.00000 | 0.00000 | ||
95 | 2023.11.06 18:15 | modify | 26 | 0.10 | 2.06948 | 2.07186 | 2.06211 | ||
96 | 2023.11.06 18:15 | modify | 25 | 0.10 | 2.07711 | 2.07186 | 2.06211 | ||
97 | 2023.11.06 22:00 | sell | 27 | 0.10 | 2.06802 | 0.00000 | 0.00000 | ||
98 | 2023.11.06 22:00 | modify | 27 | 0.10 | 2.06802 | 2.07036 | 2.06211 | ||
99 | 2023.11.06 22:00 | modify | 26 | 0.10 | 2.06948 | 2.07036 | 2.06211 | ||
100 | 2023.11.06 22:00 | modify | 25 | 0.10 | 2.07711 | 2.07036 | 2.06211 | ||
101 | 2023.11.06 22:45 | s/l | 25 | 0.10 | 2.07036 | 2.07036 | 2.06211 | 41.11 | 10771.69 |
102 | 2023.11.06 22:45 | s/l | 26 | 0.10 | 2.07036 | 2.07036 | 2.06211 | -5.36 | 10766.33 |
103 | 2023.11.06 22:45 | s/l | 27 | 0.10 | 2.07036 | 2.07036 | 2.06211 | -14.26 | 10752.07 |
104 | 2023.11.15 12:00 | buy | 28 | 0.10 | 2.06448 | 0.00000 | 0.00000 | ||
105 | 2023.11.15 12:00 | modify | 28 | 0.10 | 2.06448 | 2.05148 | 2.07948 | ||
106 | 2023.11.16 02:25 | buy | 29 | 0.10 | 2.07578 | 0.00000 | 0.00000 | ||
107 | 2023.11.16 02:25 | modify | 29 | 0.10 | 2.07578 | 2.07273 | 2.07948 | ||
108 | 2023.11.16 02:25 | modify | 28 | 0.10 | 2.06448 | 2.07273 | 2.07948 | ||
109 | 2023.11.16 02:45 | s/l | 28 | 0.10 | 2.07273 | 2.07273 | 2.07948 | 49.25 | 10801.32 |
110 | 2023.11.16 02:45 | s/l | 29 | 0.10 | 2.07273 | 2.07273 | 2.07948 | -18.54 | 10782.78 |
111 | 2023.12.20 13:00 | buy | 30 | 0.10 | 2.01187 | 0.00000 | 0.00000 | ||
112 | 2023.12.20 13:00 | modify | 30 | 0.10 | 2.01187 | 1.99887 | 2.02687 | ||
113 | 2023.12.20 21:20 | buy | 31 | 0.10 | 2.02111 | 0.00000 | 0.00000 | ||
114 | 2023.12.20 21:20 | modify | 31 | 0.10 | 2.02111 | 2.01862 | 2.02687 | ||
115 | 2023.12.20 21:20 | modify | 30 | 0.10 | 2.01187 | 2.01862 | 2.02687 | ||
116 | 2023.12.20 22:20 | buy | 32 | 0.10 | 2.02331 | 0.00000 | 0.00000 | ||
117 | 2023.12.20 22:20 | modify | 32 | 0.10 | 2.02331 | 2.02012 | 2.02687 | ||
118 | 2023.12.20 22:20 | modify | 31 | 0.10 | 2.02111 | 2.02012 | 2.02687 | ||
119 | 2023.12.20 22:20 | modify | 30 | 0.10 | 2.01187 | 2.02012 | 2.02687 | ||
120 | 2023.12.21 00:20 | s/l | 30 | 0.10 | 2.02012 | 2.02012 | 2.02687 | 49.25 | 10832.02 |
121 | 2023.12.21 00:20 | s/l | 31 | 0.10 | 2.02012 | 2.02012 | 2.02687 | -6.91 | 10825.11 |
122 | 2023.12.21 00:20 | s/l | 32 | 0.10 | 2.02012 | 2.02012 | 2.02687 | -20.28 | 10804.82 |
123 | 2024.02.20 13:00 | buy | 33 | 0.10 | 2.04154 | 0.00000 | 0.00000 | ||
124 | 2024.02.20 13:00 | modify | 33 | 0.10 | 2.04154 | 2.02854 | 2.05654 | ||
125 | 2024.02.20 15:37 | buy | 34 | 0.10 | 2.05069 | 0.00000 | 0.00000 | ||
126 | 2024.02.20 15:37 | modify | 34 | 0.10 | 2.05069 | 2.04829 | 2.05654 | ||
127 | 2024.02.20 15:37 | modify | 33 | 0.10 | 2.04154 | 2.04829 | 2.05654 | ||
128 | 2024.02.20 15:50 | s/l | 33 | 0.10 | 2.04829 | 2.04829 | 2.05654 | 41.03 | 10845.85 |
129 | 2024.02.20 15:50 | s/l | 34 | 0.10 | 2.04829 | 2.04829 | 2.05654 | -14.59 | 10831.26 |