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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 694.20 | Gross profit | 991.34 | Gross loss | -297.14 |
Profit factor | 3.34 | Expected payoff | 23.14 | ||
Absolute drawdown | 52.11 | Maximal drawdown | 190.04 (1.87%) | Relative drawdown | 1.87% (190.04) |
Total trades | 30 | Short positions (won %) | 8 (50.00%) | Long positions (won %) | 22 (72.73%) |
Profit trades (% of total) | 20 (66.67%) | Loss trades (% of total) | 10 (33.33%) | ||
Largest | profit trade | 85.10 | loss trade | -79.70 | |
Average | profit trade | 49.57 | loss trade | -29.71 | |
Maximum | consecutive wins (profit in money) | 7 (446.13) | consecutive losses (loss in money) | 1 (-79.70) | |
Maximal | consecutive profit (count of wins) | 446.13 (7) | consecutive loss (count of losses) | -79.70 (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 | 1.93878 | ||
3 | 2023.03.06 09:00 | t/p | 1 | 0.10 | 1.93878 | 1.91178 | 1.93878 | 83.60 | 10083.60 |
4 | 2023.04.06 17:00 | sell | 2 | 0.10 | 1.99211 | 0.00000 | 0.00000 | ||
5 | 2023.04.06 17:00 | modify | 2 | 0.10 | 1.99211 | 2.00511 | 1.97811 | ||
6 | 2023.04.11 14:00 | s/l | 2 | 0.10 | 2.00511 | 2.00511 | 1.97811 | -79.70 | 10003.90 |
7 | 2023.04.13 18:00 | buy | 3 | 0.10 | 1.98644 | 0.00000 | 0.00000 | ||
8 | 2023.04.13 18:00 | modify | 3 | 0.10 | 1.98644 | 1.97344 | 2.00044 | ||
9 | 2023.04.14 16:00 | t/p | 3 | 0.10 | 2.00044 | 1.97344 | 2.00044 | 84.79 | 10088.69 |
10 | 2023.05.04 19:00 | buy | 4 | 0.10 | 2.00109 | 0.00000 | 0.00000 | ||
11 | 2023.05.04 19:00 | modify | 4 | 0.10 | 2.00109 | 1.98809 | 2.01509 | ||
12 | 2023.05.08 15:00 | s/l | 4 | 0.10 | 1.98809 | 1.98809 | 2.01509 | -79.62 | 10009.07 |
13 | 2023.05.08 16:00 | buy | 5 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
14 | 2023.05.08 16:00 | modify | 5 | 0.10 | 1.98977 | 1.97677 | 2.00377 | ||
15 | 2023.05.12 04:00 | buy | 6 | 0.10 | 1.99964 | 0.00000 | 0.00000 | ||
16 | 2023.05.12 04:00 | modify | 6 | 0.10 | 1.99964 | 1.99467 | 2.00377 | ||
17 | 2023.05.12 04:00 | modify | 5 | 0.10 | 1.98977 | 1.99467 | 2.00377 | ||
18 | 2023.05.12 08:00 | t/p | 5 | 0.10 | 2.00377 | 1.99467 | 2.00377 | 83.30 | 10092.37 |
19 | 2023.05.12 08:00 | t/p | 6 | 0.10 | 2.00377 | 1.99467 | 2.00377 | 25.10 | 10117.47 |
20 | 2023.05.12 12:00 | sell | 7 | 0.10 | 2.01067 | 0.00000 | 0.00000 | ||
21 | 2023.05.12 12:00 | modify | 7 | 0.10 | 2.01067 | 2.02367 | 1.99667 | ||
22 | 2023.05.15 07:00 | sell | 8 | 0.10 | 2.00340 | 0.00000 | 0.00000 | ||
23 | 2023.05.15 07:00 | modify | 8 | 0.10 | 2.00340 | 2.00577 | 1.99667 | ||
24 | 2023.05.15 07:00 | modify | 7 | 0.10 | 2.01067 | 2.00577 | 1.99667 | ||
25 | 2023.05.15 08:00 | s/l | 7 | 0.10 | 2.00577 | 2.00577 | 1.99667 | 29.68 | 10147.15 |
26 | 2023.05.15 08:00 | s/l | 8 | 0.10 | 2.00577 | 2.00577 | 1.99667 | -14.43 | 10132.72 |
27 | 2023.05.17 12:00 | buy | 9 | 0.10 | 1.99219 | 0.00000 | 0.00000 | ||
28 | 2023.05.17 12:00 | modify | 9 | 0.10 | 1.99219 | 1.97919 | 2.00619 | ||
29 | 2023.05.18 13:00 | buy | 10 | 0.10 | 1.99719 | 0.00000 | 0.00000 | ||
30 | 2023.05.18 13:00 | modify | 10 | 0.10 | 1.99719 | 1.99359 | 2.00619 | ||
31 | 2023.05.18 13:00 | modify | 9 | 0.10 | 1.99219 | 1.99359 | 2.00619 | ||
32 | 2023.05.18 20:00 | s/l | 9 | 0.10 | 1.99359 | 1.99359 | 2.00619 | 7.62 | 10140.34 |
33 | 2023.05.18 20:00 | s/l | 10 | 0.10 | 1.99359 | 1.99359 | 2.00619 | -21.88 | 10118.46 |
34 | 2023.07.11 13:00 | sell | 11 | 0.10 | 2.08755 | 0.00000 | 0.00000 | ||
35 | 2023.07.11 13:00 | modify | 11 | 0.10 | 2.08755 | 2.10055 | 2.07355 | ||
36 | 2023.07.12 01:00 | sell | 12 | 0.10 | 2.08238 | 0.00000 | 0.00000 | ||
37 | 2023.07.12 01:00 | modify | 12 | 0.10 | 2.08238 | 2.08615 | 2.07355 | ||
38 | 2023.07.12 01:00 | modify | 11 | 0.10 | 2.08755 | 2.08615 | 2.07355 | ||
39 | 2023.07.12 03:00 | s/l | 11 | 0.10 | 2.08615 | 2.08615 | 2.07355 | 8.36 | 10126.81 |
40 | 2023.07.12 03:00 | s/l | 12 | 0.10 | 2.08615 | 2.08615 | 2.07355 | -22.96 | 10103.85 |
41 | 2023.07.12 19:00 | buy | 13 | 0.10 | 2.06077 | 0.00000 | 0.00000 | ||
42 | 2023.07.12 19:00 | modify | 13 | 0.10 | 2.06077 | 2.04777 | 2.07477 | ||
43 | 2023.07.17 14:00 | buy | 14 | 0.10 | 2.06804 | 0.00000 | 0.00000 | ||
44 | 2023.07.17 14:00 | modify | 14 | 0.10 | 2.06804 | 2.06567 | 2.07477 | ||
45 | 2023.07.17 14:00 | modify | 13 | 0.10 | 2.06077 | 2.06567 | 2.07477 | ||
46 | 2023.07.17 16:00 | s/l | 13 | 0.10 | 2.06567 | 2.06567 | 2.07477 | 28.29 | 10132.14 |
47 | 2023.07.17 16:00 | s/l | 14 | 0.10 | 2.06567 | 2.06567 | 2.07477 | -14.40 | 10117.74 |
48 | 2023.07.31 16:00 | buy | 15 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
49 | 2023.07.31 16:00 | modify | 15 | 0.10 | 2.06784 | 2.05484 | 2.08184 | ||
50 | 2023.08.01 07:00 | buy | 16 | 0.10 | 2.07492 | 0.00000 | 0.00000 | ||
51 | 2023.08.01 07:00 | modify | 16 | 0.10 | 2.07492 | 2.07274 | 2.08184 | ||
52 | 2023.08.01 07:00 | modify | 15 | 0.10 | 2.06784 | 2.07274 | 2.08184 | ||
53 | 2023.08.01 09:00 | t/p | 15 | 0.10 | 2.08184 | 2.07274 | 2.08184 | 84.79 | 10202.53 |
54 | 2023.08.01 09:00 | t/p | 16 | 0.10 | 2.08184 | 2.07274 | 2.08184 | 42.06 | 10244.59 |
55 | 2023.09.22 14:00 | buy | 17 | 0.10 | 2.05155 | 0.00000 | 0.00000 | ||
56 | 2023.09.22 14:00 | modify | 17 | 0.10 | 2.05155 | 2.03855 | 2.06555 | ||
57 | 2023.09.25 06:00 | buy | 18 | 0.10 | 2.05878 | 0.00000 | 0.00000 | ||
58 | 2023.09.25 06:00 | modify | 18 | 0.10 | 2.05878 | 2.05645 | 2.06555 | ||
59 | 2023.09.25 06:00 | modify | 17 | 0.10 | 2.05155 | 2.05645 | 2.06555 | ||
60 | 2023.09.25 08:00 | s/l | 17 | 0.10 | 2.05645 | 2.05645 | 2.06555 | 29.48 | 10274.08 |
61 | 2023.09.25 08:00 | s/l | 18 | 0.10 | 2.05645 | 2.05645 | 2.06555 | -14.16 | 10259.92 |
62 | 2023.11.06 12:00 | sell | 19 | 0.10 | 2.07711 | 0.00000 | 0.00000 | ||
63 | 2023.11.06 12:00 | modify | 19 | 0.10 | 2.07711 | 2.09011 | 2.06311 | ||
64 | 2023.11.06 16:00 | sell | 20 | 0.10 | 2.07214 | 0.00000 | 0.00000 | ||
65 | 2023.11.06 16:00 | modify | 20 | 0.10 | 2.07214 | 2.07571 | 2.06311 | ||
66 | 2023.11.06 16:00 | modify | 19 | 0.10 | 2.07711 | 2.07571 | 2.06311 | ||
67 | 2023.11.07 05:00 | s/l | 19 | 0.10 | 2.07571 | 2.07571 | 2.06311 | 8.36 | 10268.27 |
68 | 2023.11.07 05:00 | s/l | 20 | 0.10 | 2.07571 | 2.07571 | 2.06311 | -21.91 | 10246.36 |
69 | 2023.11.09 16:00 | buy | 21 | 0.10 | 2.06551 | 0.00000 | 0.00000 | ||
70 | 2023.11.09 16:00 | modify | 21 | 0.10 | 2.06551 | 2.05251 | 2.07951 | ||
71 | 2023.11.10 19:00 | buy | 22 | 0.10 | 2.07539 | 0.00000 | 0.00000 | ||
72 | 2023.11.10 19:00 | modify | 22 | 0.10 | 2.07539 | 2.07041 | 2.07951 | ||
73 | 2023.11.10 19:00 | modify | 21 | 0.10 | 2.06551 | 2.07041 | 2.07951 | ||
74 | 2023.11.13 09:00 | t/p | 21 | 0.10 | 2.07951 | 2.07041 | 2.07951 | 84.49 | 10330.85 |
75 | 2023.11.13 09:00 | t/p | 22 | 0.10 | 2.07951 | 2.07041 | 2.07951 | 24.74 | 10355.59 |
76 | 2023.11.15 12:00 | buy | 23 | 0.10 | 2.06448 | 0.00000 | 0.00000 | ||
77 | 2023.11.15 12:00 | modify | 23 | 0.10 | 2.06448 | 2.05148 | 2.07848 | ||
78 | 2023.11.16 18:00 | t/p | 23 | 0.10 | 2.07848 | 2.05148 | 2.07848 | 84.20 | 10439.79 |
79 | 2023.12.20 13:00 | buy | 24 | 0.10 | 2.01187 | 0.00000 | 0.00000 | ||
80 | 2023.12.20 13:00 | modify | 24 | 0.10 | 2.01187 | 1.99887 | 2.02587 | ||
81 | 2023.12.20 18:00 | buy | 25 | 0.10 | 2.01685 | 0.00000 | 0.00000 | ||
82 | 2023.12.20 18:00 | modify | 25 | 0.10 | 2.01685 | 2.01327 | 2.02587 | ||
83 | 2023.12.20 18:00 | modify | 24 | 0.10 | 2.01187 | 2.01327 | 2.02587 | ||
84 | 2023.12.21 08:00 | t/p | 24 | 0.10 | 2.02587 | 2.01327 | 2.02587 | 84.20 | 10523.99 |
85 | 2023.12.21 08:00 | t/p | 25 | 0.10 | 2.02587 | 2.01327 | 2.02587 | 53.93 | 10577.91 |
86 | 2024.02.13 19:00 | sell | 26 | 0.10 | 2.07974 | 0.00000 | 0.00000 | ||
87 | 2024.02.13 19:00 | modify | 26 | 0.10 | 2.07974 | 2.09274 | 2.06574 | ||
88 | 2024.02.14 08:00 | t/p | 26 | 0.10 | 2.06574 | 2.09274 | 2.06574 | 85.10 | 10663.01 |
89 | 2024.02.15 15:00 | buy | 27 | 0.10 | 2.05578 | 0.00000 | 0.00000 | ||
90 | 2024.02.15 15:00 | modify | 27 | 0.10 | 2.05578 | 2.04278 | 2.06978 | ||
91 | 2024.02.16 12:00 | buy | 28 | 0.10 | 2.06301 | 0.00000 | 0.00000 | ||
92 | 2024.02.16 12:00 | modify | 28 | 0.10 | 2.06301 | 2.06068 | 2.06978 | ||
93 | 2024.02.16 12:00 | modify | 27 | 0.10 | 2.05578 | 2.06068 | 2.06978 | ||
94 | 2024.02.16 13:00 | s/l | 27 | 0.10 | 2.06068 | 2.06068 | 2.06978 | 29.48 | 10692.49 |
95 | 2024.02.16 13:00 | s/l | 28 | 0.10 | 2.06068 | 2.06068 | 2.06978 | -14.16 | 10678.33 |
96 | 2024.02.20 13:00 | buy | 29 | 0.10 | 2.04154 | 0.00000 | 0.00000 | ||
97 | 2024.02.20 13:00 | modify | 29 | 0.10 | 2.04154 | 2.02854 | 2.05554 | ||
98 | 2024.02.20 16:00 | buy | 30 | 0.10 | 2.04873 | 0.00000 | 0.00000 | ||
99 | 2024.02.20 16:00 | modify | 30 | 0.10 | 2.04873 | 2.04644 | 2.05554 | ||
100 | 2024.02.20 16:00 | modify | 29 | 0.10 | 2.04154 | 2.04644 | 2.05554 | ||
101 | 2024.02.20 17:00 | s/l | 29 | 0.10 | 2.04644 | 2.04644 | 2.05554 | 29.79 | 10708.12 |
102 | 2024.02.20 17:00 | s/l | 30 | 0.10 | 2.04644 | 2.04644 | 2.05554 | -13.92 | 10694.20 |