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=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.5; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 351.54 | Gross profit | 982.34 | Gross loss | -630.80 |
Profit factor | 1.56 | Expected payoff | 15.28 | ||
Absolute drawdown | 26.95 | Maximal drawdown | 202.20 (1.97%) | Relative drawdown | 1.97% (202.20) |
Total trades | 23 | Short positions (won %) | 14 (57.14%) | Long positions (won %) | 9 (55.56%) |
Profit trades (% of total) | 13 (56.52%) | Loss trades (% of total) | 10 (43.48%) | ||
Largest | profit trade | 91.37 | loss trade | -94.45 | |
Average | profit trade | 75.56 | loss trade | -63.08 | |
Maximum | consecutive wins (profit in money) | 2 (182.06) | consecutive losses (loss in money) | 2 (-186.68) | |
Maximal | consecutive profit (count of wins) | 182.06 (2) | consecutive loss (count of losses) | -186.68 (2) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.10 16:00 | sell | 1 | 0.10 | 1.96012 | 0.00000 | 0.00000 | ||
2 | 2023.03.10 16:00 | modify | 1 | 0.10 | 1.96012 | 1.97512 | 1.94512 | ||
3 | 2023.03.13 16:00 | t/p | 1 | 0.10 | 1.94512 | 1.97512 | 1.94512 | 91.19 | 10091.19 |
4 | 2023.04.06 20:00 | sell | 2 | 0.10 | 1.99143 | 0.00000 | 0.00000 | ||
5 | 2023.04.06 20:00 | modify | 2 | 0.10 | 1.99143 | 2.00643 | 1.97643 | ||
6 | 2023.04.11 20:00 | s/l | 2 | 0.10 | 2.00643 | 2.00643 | 1.97643 | -91.88 | 9999.30 |
7 | 2023.04.12 00:00 | sell | 3 | 0.10 | 2.00645 | 0.00000 | 0.00000 | ||
8 | 2023.04.12 00:00 | modify | 3 | 0.10 | 2.00645 | 2.02145 | 1.99145 | ||
9 | 2023.04.13 16:00 | t/p | 3 | 0.10 | 1.99145 | 2.02145 | 1.99145 | 90.85 | 10090.15 |
10 | 2023.04.13 20:00 | buy | 4 | 0.10 | 1.98844 | 0.00000 | 0.00000 | ||
11 | 2023.04.13 20:00 | modify | 4 | 0.10 | 1.98844 | 1.97344 | 2.00344 | ||
12 | 2023.04.17 08:00 | t/p | 4 | 0.10 | 2.00344 | 1.97344 | 2.00344 | 90.57 | 10180.72 |
13 | 2023.05.02 16:00 | buy | 5 | 0.10 | 2.01025 | 0.00000 | 0.00000 | ||
14 | 2023.05.02 16:00 | modify | 5 | 0.10 | 2.01025 | 1.99525 | 2.02525 | ||
15 | 2023.05.08 12:00 | s/l | 5 | 0.10 | 1.99525 | 1.99525 | 2.02525 | -92.96 | 10087.76 |
16 | 2023.05.19 12:00 | buy | 6 | 0.10 | 1.98203 | 0.00000 | 0.00000 | ||
17 | 2023.05.19 12:00 | modify | 6 | 0.10 | 1.98203 | 1.96703 | 1.99703 | ||
18 | 2023.05.24 04:00 | t/p | 6 | 0.10 | 1.99703 | 1.96703 | 1.99703 | 90.28 | 10178.04 |
19 | 2023.05.31 08:00 | sell | 7 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
20 | 2023.05.31 08:00 | modify | 7 | 0.10 | 2.06174 | 2.07674 | 2.04674 | ||
21 | 2023.06.02 04:00 | sell | 8 | 0.10 | 2.05395 | 0.00000 | 0.00000 | ||
22 | 2023.06.02 04:00 | modify | 8 | 0.10 | 2.05395 | 2.05574 | 2.04674 | ||
23 | 2023.06.02 04:00 | modify | 7 | 0.10 | 2.06174 | 2.05574 | 2.04674 | ||
24 | 2023.06.02 08:00 | s/l | 7 | 0.10 | 2.05574 | 2.05574 | 2.04674 | 35.84 | 10213.88 |
25 | 2023.06.02 08:00 | s/l | 8 | 0.10 | 2.05574 | 2.05574 | 2.04674 | -10.91 | 10202.97 |
26 | 2023.06.12 20:00 | buy | 9 | 0.10 | 2.04332 | 0.00000 | 0.00000 | ||
27 | 2023.06.12 20:00 | modify | 9 | 0.10 | 2.04332 | 2.02832 | 2.05832 | ||
28 | 2023.06.16 00:00 | buy | 10 | 0.10 | 2.05104 | 0.00000 | 0.00000 | ||
29 | 2023.06.16 00:00 | modify | 10 | 0.10 | 2.05104 | 2.04932 | 2.05832 | ||
30 | 2023.06.16 00:00 | modify | 9 | 0.10 | 2.04332 | 2.04932 | 2.05832 | ||
31 | 2023.06.16 04:00 | s/l | 9 | 0.10 | 2.04932 | 2.04932 | 2.05832 | 34.68 | 10237.65 |
32 | 2023.06.16 04:00 | s/l | 10 | 0.10 | 2.04932 | 2.04932 | 2.05832 | -10.46 | 10227.19 |
33 | 2023.06.22 12:00 | buy | 11 | 0.10 | 2.05721 | 0.00000 | 0.00000 | ||
34 | 2023.06.22 12:00 | modify | 11 | 0.10 | 2.05721 | 2.04221 | 2.07221 | ||
35 | 2023.06.23 12:00 | t/p | 11 | 0.10 | 2.07221 | 2.04221 | 2.07221 | 90.87 | 10318.06 |
36 | 2023.07.11 16:00 | sell | 12 | 0.10 | 2.08729 | 0.00000 | 0.00000 | ||
37 | 2023.07.11 16:00 | modify | 12 | 0.10 | 2.08729 | 2.10229 | 2.07229 | ||
38 | 2023.07.12 16:00 | t/p | 12 | 0.10 | 2.07229 | 2.10229 | 2.07229 | 91.19 | 10409.25 |
39 | 2023.08.16 20:00 | sell | 13 | 0.10 | 2.14287 | 0.00000 | 0.00000 | ||
40 | 2023.08.16 20:00 | modify | 13 | 0.10 | 2.14287 | 2.15787 | 2.12787 | ||
41 | 2023.08.21 16:00 | s/l | 13 | 0.10 | 2.15787 | 2.15787 | 2.12787 | -92.23 | 10317.02 |
42 | 2023.08.23 20:00 | buy | 14 | 0.10 | 2.12951 | 0.00000 | 0.00000 | ||
43 | 2023.08.23 20:00 | modify | 14 | 0.10 | 2.12951 | 2.11451 | 2.14451 | ||
44 | 2023.09.01 16:00 | s/l | 14 | 0.10 | 2.11451 | 2.11451 | 2.14451 | -94.45 | 10222.57 |
45 | 2023.09.05 16:00 | sell | 15 | 0.10 | 2.13865 | 0.00000 | 0.00000 | ||
46 | 2023.09.05 16:00 | modify | 15 | 0.10 | 2.13865 | 2.15365 | 2.12365 | ||
47 | 2023.09.07 08:00 | t/p | 15 | 0.10 | 2.12365 | 2.15365 | 2.12365 | 90.66 | 10313.23 |
48 | 2023.10.13 08:00 | sell | 16 | 0.10 | 2.06168 | 0.00000 | 0.00000 | ||
49 | 2023.10.13 08:00 | modify | 16 | 0.10 | 2.06168 | 2.07668 | 2.04668 | ||
50 | 2023.10.19 04:00 | s/l | 16 | 0.10 | 2.07668 | 2.07668 | 2.04668 | -92.41 | 10220.82 |
51 | 2023.11.01 04:00 | sell | 17 | 0.10 | 2.09195 | 0.00000 | 0.00000 | ||
52 | 2023.11.01 04:00 | modify | 17 | 0.10 | 2.09195 | 2.10695 | 2.07695 | ||
53 | 2023.11.01 16:00 | t/p | 17 | 0.10 | 2.07695 | 2.10695 | 2.07695 | 91.37 | 10312.19 |
54 | 2023.11.02 16:00 | buy | 18 | 0.10 | 2.06908 | 0.00000 | 0.00000 | ||
55 | 2023.11.02 16:00 | modify | 18 | 0.10 | 2.06908 | 2.05408 | 2.08408 | ||
56 | 2023.11.08 16:00 | buy | 19 | 0.10 | 2.07597 | 0.00000 | 0.00000 | ||
57 | 2023.11.08 16:00 | modify | 19 | 0.10 | 2.07597 | 2.06983 | 2.08408 | ||
58 | 2023.11.08 16:00 | modify | 18 | 0.10 | 2.06908 | 2.06983 | 2.08408 | ||
59 | 2023.11.09 08:00 | s/l | 18 | 0.10 | 2.06983 | 2.06983 | 2.08408 | 2.46 | 10314.66 |
60 | 2023.11.09 08:00 | s/l | 19 | 0.10 | 2.06983 | 2.06983 | 2.08408 | -38.21 | 10276.44 |
61 | 2023.11.14 12:00 | sell | 20 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
62 | 2023.11.14 12:00 | modify | 20 | 0.10 | 2.09351 | 2.10851 | 2.07851 | ||
63 | 2023.11.15 04:00 | t/p | 20 | 0.10 | 2.07851 | 2.10851 | 2.07851 | 91.19 | 10367.63 |
64 | 2024.01.15 16:00 | sell | 21 | 0.10 | 2.05401 | 0.00000 | 0.00000 | ||
65 | 2024.01.15 16:00 | modify | 21 | 0.10 | 2.05401 | 2.06901 | 2.03901 | ||
66 | 2024.01.17 08:00 | s/l | 21 | 0.10 | 2.06901 | 2.06901 | 2.03901 | -91.71 | 10275.92 |
67 | 2024.02.13 20:00 | sell | 22 | 0.10 | 2.07819 | 0.00000 | 0.00000 | ||
68 | 2024.02.13 20:00 | modify | 22 | 0.10 | 2.07819 | 2.09319 | 2.06319 | ||
69 | 2024.02.14 12:00 | t/p | 22 | 0.10 | 2.06319 | 2.09319 | 2.06319 | 91.20 | 10367.11 |
70 | 2024.02.28 08:00 | sell | 23 | 0.10 | 2.07222 | 0.00000 | 0.00000 | ||
71 | 2024.02.28 08:00 | modify | 23 | 0.10 | 2.07222 | 2.08722 | 2.05722 | ||
72 | 2024.02.29 23:59 | close at stop | 23 | 0.10 | 2.07469 | 2.08722 | 2.05722 | -15.57 | 10351.54 |