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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=140; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=18; 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 | 1132.69 | Gross profit | 1545.48 | Gross loss | -412.79 |
Profit factor | 3.74 | Expected payoff | 40.45 | ||
Absolute drawdown | 20.71 | Maximal drawdown | 258.87 (2.28%) | Relative drawdown | 2.28% (258.87) |
Total trades | 28 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 11 (90.91%) |
Profit trades (% of total) | 21 (75.00%) | Loss trades (% of total) | 7 (25.00%) | ||
Largest | profit trade | 85.27 | loss trade | -86.28 | |
Average | profit trade | 73.59 | loss trade | -58.97 | |
Maximum | consecutive wins (profit in money) | 6 (507.61) | consecutive losses (loss in money) | 3 (-186.99) | |
Maximal | consecutive profit (count of wins) | 507.61 (6) | consecutive loss (count of losses) | -186.99 (3) | |
Average | consecutive wins | 4 | 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 | 1.97412 | 1.94612 | ||
3 | 2023.03.13 16:00 | t/p | 1 | 0.10 | 1.94612 | 1.97412 | 1.94612 | 85.10 | 10085.10 |
4 | 2023.03.21 16:00 | sell | 2 | 0.10 | 1.97605 | 0.00000 | 0.00000 | ||
5 | 2023.03.21 16:00 | modify | 2 | 0.10 | 1.97605 | 1.99005 | 1.96205 | ||
6 | 2023.03.23 08:00 | t/p | 2 | 0.10 | 1.96205 | 1.99005 | 1.96205 | 84.57 | 10169.67 |
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 | 2.02045 | 1.99245 | ||
9 | 2023.04.13 16:00 | t/p | 3 | 0.10 | 1.99245 | 2.02045 | 1.99245 | 84.76 | 10254.42 |
10 | 2023.04.14 04:00 | buy | 4 | 0.10 | 1.98793 | 0.00000 | 0.00000 | ||
11 | 2023.04.14 04:00 | modify | 4 | 0.10 | 1.98793 | 1.97393 | 2.00193 | ||
12 | 2023.04.14 16:00 | t/p | 4 | 0.10 | 2.00193 | 1.97393 | 2.00193 | 85.09 | 10339.51 |
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 | 1.99625 | 2.02425 | ||
15 | 2023.05.04 00:00 | t/p | 5 | 0.10 | 2.02425 | 1.99625 | 2.02425 | 83.90 | 10423.41 |
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 | 1.96803 | 1.99603 | ||
18 | 2023.05.24 04:00 | t/p | 6 | 0.10 | 1.99603 | 1.96803 | 1.99603 | 84.20 | 10507.61 |
19 | 2023.05.24 12:00 | sell | 7 | 0.10 | 2.02011 | 0.00000 | 0.00000 | ||
20 | 2023.05.24 12:00 | modify | 7 | 0.10 | 2.02011 | 2.03411 | 2.00611 | ||
21 | 2023.05.25 12:00 | s/l | 7 | 0.10 | 2.03411 | 2.03411 | 2.00611 | -85.79 | 10421.81 |
22 | 2023.05.31 08:00 | sell | 8 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
23 | 2023.05.31 08:00 | modify | 8 | 0.10 | 2.06174 | 2.07574 | 2.04774 | ||
24 | 2023.06.02 04:00 | sell | 9 | 0.10 | 2.05395 | 0.00000 | 0.00000 | ||
25 | 2023.06.02 04:00 | modify | 9 | 0.10 | 2.05395 | 2.05684 | 2.04774 | ||
26 | 2023.06.02 04:00 | modify | 8 | 0.10 | 2.06174 | 2.05684 | 2.04774 | ||
27 | 2023.06.02 08:00 | s/l | 8 | 0.10 | 2.05684 | 2.05684 | 2.04774 | 29.14 | 10450.95 |
28 | 2023.06.02 08:00 | s/l | 9 | 0.10 | 2.05684 | 2.05684 | 2.04774 | -17.61 | 10433.34 |
29 | 2023.06.22 12:00 | buy | 10 | 0.10 | 2.05721 | 0.00000 | 0.00000 | ||
30 | 2023.06.22 12:00 | modify | 10 | 0.10 | 2.05721 | 2.04321 | 2.07121 | ||
31 | 2023.06.22 20:00 | buy | 11 | 0.10 | 2.06363 | 0.00000 | 0.00000 | ||
32 | 2023.06.22 20:00 | modify | 11 | 0.10 | 2.06363 | 2.05791 | 2.07121 | ||
33 | 2023.06.22 20:00 | modify | 10 | 0.10 | 2.05721 | 2.05791 | 2.07121 | ||
34 | 2023.06.23 08:00 | t/p | 10 | 0.10 | 2.07121 | 2.05791 | 2.07121 | 84.79 | 10518.14 |
35 | 2023.06.23 08:00 | t/p | 11 | 0.10 | 2.07121 | 2.05791 | 2.07121 | 45.77 | 10563.91 |
36 | 2023.07.05 08:00 | buy | 12 | 0.10 | 2.05195 | 0.00000 | 0.00000 | ||
37 | 2023.07.05 08:00 | modify | 12 | 0.10 | 2.05195 | 2.03795 | 2.06595 | ||
38 | 2023.07.06 16:00 | t/p | 12 | 0.10 | 2.06595 | 2.03795 | 2.06595 | 84.20 | 10648.10 |
39 | 2023.07.11 16:00 | sell | 13 | 0.10 | 2.08729 | 0.00000 | 0.00000 | ||
40 | 2023.07.11 16:00 | modify | 13 | 0.10 | 2.08729 | 2.10129 | 2.07329 | ||
41 | 2023.07.12 16:00 | t/p | 13 | 0.10 | 2.07329 | 2.10129 | 2.07329 | 85.10 | 10733.20 |
42 | 2023.08.24 00:00 | buy | 14 | 0.10 | 2.12963 | 0.00000 | 0.00000 | ||
43 | 2023.08.24 00:00 | modify | 14 | 0.10 | 2.12963 | 2.11563 | 2.14363 | ||
44 | 2023.08.30 00:00 | s/l | 14 | 0.10 | 2.11563 | 2.11563 | 2.14363 | -86.28 | 10646.92 |
45 | 2023.08.30 00:00 | buy | 15 | 0.10 | 2.11806 | 0.00000 | 0.00000 | ||
46 | 2023.08.30 00:00 | modify | 15 | 0.10 | 2.11806 | 2.10406 | 2.13206 | ||
47 | 2023.08.31 00:00 | t/p | 15 | 0.10 | 2.13206 | 2.10406 | 2.13206 | 84.20 | 10731.11 |
48 | 2023.08.31 04:00 | sell | 16 | 0.10 | 2.13455 | 0.00000 | 0.00000 | ||
49 | 2023.08.31 04:00 | modify | 16 | 0.10 | 2.13455 | 2.14855 | 2.12055 | ||
50 | 2023.09.01 00:00 | t/p | 16 | 0.10 | 2.12055 | 2.14855 | 2.12055 | 85.10 | 10816.21 |
51 | 2023.09.05 16:00 | sell | 17 | 0.10 | 2.13865 | 0.00000 | 0.00000 | ||
52 | 2023.09.05 16:00 | modify | 17 | 0.10 | 2.13865 | 2.15265 | 2.12465 | ||
53 | 2023.09.07 08:00 | t/p | 17 | 0.10 | 2.12465 | 2.15265 | 2.12465 | 84.57 | 10900.78 |
54 | 2023.10.13 08:00 | sell | 18 | 0.10 | 2.06168 | 0.00000 | 0.00000 | ||
55 | 2023.10.13 08:00 | modify | 18 | 0.10 | 2.06168 | 2.07568 | 2.04768 | ||
56 | 2023.10.15 20:00 | sell | 19 | 0.10 | 2.05018 | 0.00000 | 0.00000 | ||
57 | 2023.10.15 20:00 | modify | 19 | 0.10 | 2.05018 | 2.05608 | 2.04768 | ||
58 | 2023.10.15 20:00 | modify | 18 | 0.10 | 2.06168 | 2.05608 | 2.04768 | ||
59 | 2023.10.16 00:00 | s/l | 18 | 0.10 | 2.05608 | 2.05608 | 2.04768 | 33.94 | 10934.71 |
60 | 2023.10.16 00:00 | s/l | 19 | 0.10 | 2.05608 | 2.05608 | 2.04768 | -36.11 | 10898.60 |
61 | 2023.10.24 00:00 | sell | 20 | 0.10 | 2.09339 | 0.00000 | 0.00000 | ||
62 | 2023.10.24 00:00 | modify | 20 | 0.10 | 2.09339 | 2.10739 | 2.07939 | ||
63 | 2023.10.25 00:00 | t/p | 20 | 0.10 | 2.07939 | 2.10739 | 2.07939 | 85.10 | 10983.70 |
64 | 2023.11.01 04:00 | sell | 21 | 0.10 | 2.09195 | 0.00000 | 0.00000 | ||
65 | 2023.11.01 04:00 | modify | 21 | 0.10 | 2.09195 | 2.10595 | 2.07795 | ||
66 | 2023.11.01 16:00 | t/p | 21 | 0.10 | 2.07795 | 2.10595 | 2.07795 | 85.27 | 11068.97 |
67 | 2023.11.02 16:00 | buy | 22 | 0.10 | 2.06908 | 0.00000 | 0.00000 | ||
68 | 2023.11.02 16:00 | modify | 22 | 0.10 | 2.06908 | 2.05508 | 2.08308 | ||
69 | 2023.11.10 20:00 | buy | 23 | 0.10 | 2.07538 | 0.00000 | 0.00000 | ||
70 | 2023.11.10 20:00 | modify | 23 | 0.10 | 2.07538 | 2.06978 | 2.08308 | ||
71 | 2023.11.10 20:00 | modify | 22 | 0.10 | 2.06908 | 2.06978 | 2.08308 | ||
72 | 2023.11.13 08:00 | buy | 24 | 0.10 | 2.07704 | 0.00000 | 0.00000 | ||
73 | 2023.11.13 08:00 | modify | 24 | 0.10 | 2.07704 | 2.07398 | 2.08308 | ||
74 | 2023.11.13 08:00 | modify | 23 | 0.10 | 2.07538 | 2.07398 | 2.08308 | ||
75 | 2023.11.13 08:00 | modify | 22 | 0.10 | 2.06908 | 2.07398 | 2.08308 | ||
76 | 2023.11.13 16:00 | t/p | 22 | 0.10 | 2.08308 | 2.07398 | 2.08308 | 82.41 | 11151.37 |
77 | 2023.11.13 16:00 | t/p | 23 | 0.10 | 2.08308 | 2.07398 | 2.08308 | 46.50 | 11197.88 |
78 | 2023.11.13 16:00 | t/p | 24 | 0.10 | 2.08308 | 2.07398 | 2.08308 | 36.71 | 11234.59 |
79 | 2023.11.14 12:00 | sell | 25 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
80 | 2023.11.14 12:00 | modify | 25 | 0.10 | 2.09351 | 2.10751 | 2.07951 | ||
81 | 2023.11.15 00:00 | t/p | 25 | 0.10 | 2.07951 | 2.10751 | 2.07951 | 85.10 | 11319.68 |
82 | 2024.01.11 00:00 | sell | 26 | 0.10 | 2.04593 | 0.00000 | 0.00000 | ||
83 | 2024.01.11 00:00 | modify | 26 | 0.10 | 2.04593 | 2.05993 | 2.03193 | ||
84 | 2024.01.16 20:00 | s/l | 26 | 0.10 | 2.05993 | 2.05993 | 2.03193 | -85.79 | 11233.89 |
85 | 2024.02.26 12:00 | sell | 27 | 0.10 | 2.05475 | 0.00000 | 0.00000 | ||
86 | 2024.02.26 12:00 | modify | 27 | 0.10 | 2.05475 | 2.06875 | 2.04075 | ||
87 | 2024.02.28 04:00 | s/l | 27 | 0.10 | 2.06875 | 2.06875 | 2.04075 | -85.62 | 11148.27 |
88 | 2024.02.28 08:00 | sell | 28 | 0.10 | 2.07222 | 0.00000 | 0.00000 | ||
89 | 2024.02.28 08:00 | modify | 28 | 0.10 | 2.07222 | 2.08622 | 2.05822 | ||
90 | 2024.02.29 23:59 | close at stop | 28 | 0.10 | 2.07469 | 2.08622 | 2.05822 | -15.57 | 11132.69 |