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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; 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=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 624.58 | Gross profit | 1470.60 | Gross loss | -846.02 |
Profit factor | 1.74 | Expected payoff | 16.44 | ||
Absolute drawdown | 151.25 | Maximal drawdown | 261.17 (2.48%) | Relative drawdown | 2.48% (261.17) |
Total trades | 38 | Short positions (won %) | 21 (61.90%) | Long positions (won %) | 17 (52.94%) |
Profit trades (% of total) | 22 (57.89%) | Loss trades (% of total) | 16 (42.11%) | ||
Largest | profit trade | 91.20 | loss trade | -81.11 | |
Average | profit trade | 66.85 | loss trade | -52.88 | |
Maximum | consecutive wins (profit in money) | 3 (273.25) | consecutive losses (loss in money) | 2 (-159.93) | |
Maximal | consecutive profit (count of wins) | 273.25 (3) | consecutive loss (count of losses) | -159.93 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.01 08:00 | buy | 1 | 0.10 | 1.93627 | 0.00000 | 0.00000 | ||
2 | 2023.03.01 08:00 | modify | 1 | 0.10 | 1.93627 | 1.92327 | 1.95127 | ||
3 | 2023.03.01 12:00 | s/l | 1 | 0.10 | 1.92327 | 1.92327 | 1.95127 | -79.01 | 9920.99 |
4 | 2023.03.10 12:00 | sell | 2 | 0.10 | 1.96142 | 0.00000 | 0.00000 | ||
5 | 2023.03.10 12:00 | modify | 2 | 0.10 | 1.96142 | 1.97442 | 1.94642 | ||
6 | 2023.03.13 16:00 | t/p | 2 | 0.10 | 1.94642 | 1.97442 | 1.94642 | 91.19 | 10012.18 |
7 | 2023.03.20 16:00 | sell | 3 | 0.10 | 1.96235 | 0.00000 | 0.00000 | ||
8 | 2023.03.20 16:00 | modify | 3 | 0.10 | 1.96235 | 1.97535 | 1.94735 | ||
9 | 2023.03.21 08:00 | s/l | 3 | 0.10 | 1.97535 | 1.97535 | 1.94735 | -79.35 | 9932.82 |
10 | 2023.04.06 16:00 | sell | 4 | 0.10 | 1.99227 | 0.00000 | 0.00000 | ||
11 | 2023.04.06 16:00 | modify | 4 | 0.10 | 1.99227 | 2.00527 | 1.97727 | ||
12 | 2023.04.11 16:00 | s/l | 4 | 0.10 | 2.00527 | 2.00527 | 1.97727 | -79.70 | 9853.12 |
13 | 2023.04.13 16:00 | buy | 5 | 0.10 | 1.98744 | 0.00000 | 0.00000 | ||
14 | 2023.04.13 16:00 | modify | 5 | 0.10 | 1.98744 | 1.97444 | 2.00244 | ||
15 | 2023.04.17 08:00 | t/p | 5 | 0.10 | 2.00244 | 1.97444 | 2.00244 | 90.57 | 9943.69 |
16 | 2023.05.02 12:00 | buy | 6 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
17 | 2023.05.02 12:00 | modify | 6 | 0.10 | 2.00865 | 1.99565 | 2.02365 | ||
18 | 2023.05.04 00:00 | t/p | 6 | 0.10 | 2.02365 | 1.99565 | 2.02365 | 89.98 | 10033.67 |
19 | 2023.05.12 08:00 | sell | 7 | 0.10 | 2.00409 | 0.00000 | 0.00000 | ||
20 | 2023.05.12 08:00 | modify | 7 | 0.10 | 2.00409 | 2.01709 | 1.98909 | ||
21 | 2023.05.19 00:00 | t/p | 7 | 0.10 | 1.98909 | 2.01709 | 1.98909 | 90.14 | 10123.81 |
22 | 2023.05.24 04:00 | sell | 8 | 0.10 | 2.01312 | 0.00000 | 0.00000 | ||
23 | 2023.05.24 04:00 | modify | 8 | 0.10 | 2.01312 | 2.02612 | 1.99812 | ||
24 | 2023.05.24 08:00 | s/l | 8 | 0.10 | 2.02612 | 2.02612 | 1.99812 | -79.18 | 10044.63 |
25 | 2023.05.31 04:00 | sell | 9 | 0.10 | 2.06334 | 0.00000 | 0.00000 | ||
26 | 2023.05.31 04:00 | modify | 9 | 0.10 | 2.06334 | 2.07634 | 2.04834 | ||
27 | 2023.06.04 20:00 | sell | 10 | 0.10 | 2.05432 | 0.00000 | 0.00000 | ||
28 | 2023.06.04 20:00 | modify | 10 | 0.10 | 2.05432 | 2.05659 | 2.04834 | ||
29 | 2023.06.04 20:00 | modify | 9 | 0.10 | 2.06334 | 2.05659 | 2.04834 | ||
30 | 2023.06.05 12:00 | t/p | 9 | 0.10 | 2.04834 | 2.05659 | 2.04834 | 90.50 | 10135.12 |
31 | 2023.06.05 12:00 | t/p | 10 | 0.10 | 2.04834 | 2.05659 | 2.04834 | 36.26 | 10171.38 |
32 | 2023.06.28 04:00 | sell | 11 | 0.10 | 2.07964 | 0.00000 | 0.00000 | ||
33 | 2023.06.28 04:00 | modify | 11 | 0.10 | 2.07964 | 2.09264 | 2.06464 | ||
34 | 2023.06.30 04:00 | sell | 12 | 0.10 | 2.07272 | 0.00000 | 0.00000 | ||
35 | 2023.06.30 04:00 | modify | 12 | 0.10 | 2.07272 | 2.07439 | 2.06464 | ||
36 | 2023.06.30 04:00 | modify | 11 | 0.10 | 2.07964 | 2.07439 | 2.06464 | ||
37 | 2023.06.30 08:00 | s/l | 11 | 0.10 | 2.07439 | 2.07439 | 2.06464 | 31.28 | 10202.66 |
38 | 2023.06.30 08:00 | s/l | 12 | 0.10 | 2.07439 | 2.07439 | 2.06464 | -10.17 | 10192.49 |
39 | 2023.07.11 12:00 | sell | 13 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
40 | 2023.07.11 12:00 | modify | 13 | 0.10 | 2.08839 | 2.10139 | 2.07339 | ||
41 | 2023.07.12 16:00 | t/p | 13 | 0.10 | 2.07339 | 2.10139 | 2.07339 | 91.19 | 10283.67 |
42 | 2023.07.12 16:00 | buy | 14 | 0.10 | 2.06523 | 0.00000 | 0.00000 | ||
43 | 2023.07.12 16:00 | modify | 14 | 0.10 | 2.06523 | 2.05223 | 2.08023 | ||
44 | 2023.07.13 08:00 | s/l | 14 | 0.10 | 2.05223 | 2.05223 | 2.08023 | -79.90 | 10203.77 |
45 | 2023.07.18 12:00 | sell | 15 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
46 | 2023.07.18 12:00 | modify | 15 | 0.10 | 2.08629 | 2.09929 | 2.07129 | ||
47 | 2023.07.19 00:00 | t/p | 15 | 0.10 | 2.07129 | 2.09929 | 2.07129 | 91.19 | 10294.95 |
48 | 2023.07.20 04:00 | buy | 16 | 0.10 | 2.05474 | 0.00000 | 0.00000 | ||
49 | 2023.07.20 04:00 | modify | 16 | 0.10 | 2.05474 | 2.04174 | 2.06974 | ||
50 | 2023.07.21 04:00 | t/p | 16 | 0.10 | 2.06974 | 2.04174 | 2.06974 | 90.87 | 10385.83 |
51 | 2023.07.21 16:00 | sell | 17 | 0.10 | 2.08071 | 0.00000 | 0.00000 | ||
52 | 2023.07.21 16:00 | modify | 17 | 0.10 | 2.08071 | 2.09371 | 2.06571 | ||
53 | 2023.07.24 16:00 | t/p | 17 | 0.10 | 2.06571 | 2.09371 | 2.06571 | 91.20 | 10477.02 |
54 | 2023.08.02 04:00 | sell | 18 | 0.10 | 2.09101 | 0.00000 | 0.00000 | ||
55 | 2023.08.02 04:00 | modify | 18 | 0.10 | 2.09101 | 2.10401 | 2.07601 | ||
56 | 2023.08.08 08:00 | s/l | 18 | 0.10 | 2.10401 | 2.10401 | 2.07601 | -80.23 | 10396.79 |
57 | 2023.08.11 16:00 | sell | 19 | 0.10 | 2.12220 | 0.00000 | 0.00000 | ||
58 | 2023.08.11 16:00 | modify | 19 | 0.10 | 2.12220 | 2.13520 | 2.10720 | ||
59 | 2023.08.16 00:00 | s/l | 19 | 0.10 | 2.13520 | 2.13520 | 2.10720 | -79.70 | 10317.09 |
60 | 2023.08.17 04:00 | sell | 20 | 0.10 | 2.15183 | 0.00000 | 0.00000 | ||
61 | 2023.08.17 04:00 | modify | 20 | 0.10 | 2.15183 | 2.16483 | 2.13683 | ||
62 | 2023.08.22 08:00 | sell | 21 | 0.10 | 2.14633 | 0.00000 | 0.00000 | ||
63 | 2023.08.22 08:00 | modify | 21 | 0.10 | 2.14633 | 2.15033 | 2.13683 | ||
64 | 2023.08.22 08:00 | modify | 20 | 0.10 | 2.15183 | 2.15033 | 2.13683 | ||
65 | 2023.08.23 04:00 | t/p | 20 | 0.10 | 2.13683 | 2.15033 | 2.13683 | 90.66 | 10407.75 |
66 | 2023.08.23 04:00 | t/p | 21 | 0.10 | 2.13683 | 2.15033 | 2.13683 | 57.69 | 10465.43 |
67 | 2023.08.23 12:00 | buy | 22 | 0.10 | 2.12927 | 0.00000 | 0.00000 | ||
68 | 2023.08.23 12:00 | modify | 22 | 0.10 | 2.12927 | 2.11627 | 2.14427 | ||
69 | 2023.08.30 00:00 | s/l | 22 | 0.10 | 2.11627 | 2.11627 | 2.14427 | -81.11 | 10384.33 |
70 | 2023.09.05 08:00 | sell | 23 | 0.10 | 2.13559 | 0.00000 | 0.00000 | ||
71 | 2023.09.05 08:00 | modify | 23 | 0.10 | 2.13559 | 2.14859 | 2.12059 | ||
72 | 2023.09.07 08:00 | t/p | 23 | 0.10 | 2.12059 | 2.14859 | 2.12059 | 90.67 | 10475.00 |
73 | 2023.09.22 12:00 | buy | 24 | 0.10 | 2.05274 | 0.00000 | 0.00000 | ||
74 | 2023.09.22 12:00 | modify | 24 | 0.10 | 2.05274 | 2.03974 | 2.06774 | ||
75 | 2023.09.25 04:00 | buy | 25 | 0.10 | 2.05829 | 0.00000 | 0.00000 | ||
76 | 2023.09.25 04:00 | modify | 25 | 0.10 | 2.05829 | 2.05424 | 2.06774 | ||
77 | 2023.09.25 04:00 | modify | 24 | 0.10 | 2.05274 | 2.05424 | 2.06774 | ||
78 | 2023.09.25 12:00 | s/l | 24 | 0.10 | 2.05424 | 2.05424 | 2.06774 | 8.82 | 10483.82 |
79 | 2023.09.25 12:00 | s/l | 25 | 0.10 | 2.05424 | 2.05424 | 2.06774 | -24.61 | 10459.21 |
80 | 2023.11.02 12:00 | buy | 26 | 0.10 | 2.06845 | 0.00000 | 0.00000 | ||
81 | 2023.11.02 12:00 | modify | 26 | 0.10 | 2.06845 | 2.05545 | 2.08345 | ||
82 | 2023.11.06 12:00 | buy | 27 | 0.10 | 2.07771 | 0.00000 | 0.00000 | ||
83 | 2023.11.06 12:00 | modify | 27 | 0.10 | 2.07771 | 2.07520 | 2.08345 | ||
84 | 2023.11.06 12:00 | modify | 26 | 0.10 | 2.06845 | 2.07520 | 2.08345 | ||
85 | 2023.11.06 16:00 | s/l | 26 | 0.10 | 2.07520 | 2.07520 | 2.08345 | 40.42 | 10499.64 |
86 | 2023.11.06 16:00 | s/l | 27 | 0.10 | 2.07520 | 2.07520 | 2.08345 | -15.26 | 10484.38 |
87 | 2023.11.15 08:00 | buy | 28 | 0.10 | 2.06716 | 0.00000 | 0.00000 | ||
88 | 2023.11.15 08:00 | modify | 28 | 0.10 | 2.06716 | 2.05416 | 2.08216 | ||
89 | 2023.11.17 04:00 | t/p | 28 | 0.10 | 2.08216 | 2.05416 | 2.08216 | 89.98 | 10574.35 |
90 | 2023.11.29 04:00 | buy | 29 | 0.10 | 2.05355 | 0.00000 | 0.00000 | ||
91 | 2023.11.29 04:00 | modify | 29 | 0.10 | 2.05355 | 2.04055 | 2.06855 | ||
92 | 2023.12.04 04:00 | s/l | 29 | 0.10 | 2.04055 | 2.04055 | 2.06855 | -80.50 | 10493.86 |
93 | 2023.12.14 04:00 | buy | 30 | 0.10 | 2.02729 | 0.00000 | 0.00000 | ||
94 | 2023.12.14 04:00 | modify | 30 | 0.10 | 2.02729 | 2.01429 | 2.04229 | ||
95 | 2023.12.14 16:00 | t/p | 30 | 0.10 | 2.04229 | 2.01429 | 2.04229 | 91.17 | 10585.03 |
96 | 2023.12.18 12:00 | buy | 31 | 0.10 | 2.03093 | 0.00000 | 0.00000 | ||
97 | 2023.12.18 12:00 | modify | 31 | 0.10 | 2.03093 | 2.01793 | 2.04593 | ||
98 | 2023.12.19 00:00 | buy | 32 | 0.10 | 2.03638 | 0.00000 | 0.00000 | ||
99 | 2023.12.19 00:00 | modify | 32 | 0.10 | 2.03638 | 2.03243 | 2.04593 | ||
100 | 2023.12.19 00:00 | modify | 31 | 0.10 | 2.03093 | 2.03243 | 2.04593 | ||
101 | 2023.12.19 04:00 | s/l | 31 | 0.10 | 2.03243 | 2.03243 | 2.04593 | 8.81 | 10593.84 |
102 | 2023.12.19 04:00 | s/l | 32 | 0.10 | 2.03243 | 2.03243 | 2.04593 | -24.01 | 10569.83 |
103 | 2023.12.20 08:00 | buy | 33 | 0.10 | 2.01612 | 0.00000 | 0.00000 | ||
104 | 2023.12.20 08:00 | modify | 33 | 0.10 | 2.01612 | 2.00312 | 2.03112 | ||
105 | 2023.12.21 00:00 | buy | 34 | 0.10 | 2.02165 | 0.00000 | 0.00000 | ||
106 | 2023.12.21 00:00 | modify | 34 | 0.10 | 2.02165 | 2.01762 | 2.03112 | ||
107 | 2023.12.21 00:00 | modify | 33 | 0.10 | 2.01612 | 2.01762 | 2.03112 | ||
108 | 2023.12.21 16:00 | s/l | 33 | 0.10 | 2.01762 | 2.01762 | 2.03112 | 8.23 | 10578.05 |
109 | 2023.12.21 16:00 | s/l | 34 | 0.10 | 2.01762 | 2.01762 | 2.03112 | -24.49 | 10553.56 |
110 | 2024.01.17 16:00 | sell | 35 | 0.10 | 2.07666 | 0.00000 | 0.00000 | ||
111 | 2024.01.17 16:00 | modify | 35 | 0.10 | 2.07666 | 2.08966 | 2.06166 | ||
112 | 2024.01.18 04:00 | sell | 36 | 0.10 | 2.07126 | 0.00000 | 0.00000 | ||
113 | 2024.01.18 04:00 | modify | 36 | 0.10 | 2.07126 | 2.07516 | 2.06166 | ||
114 | 2024.01.18 04:00 | modify | 35 | 0.10 | 2.07666 | 2.07516 | 2.06166 | ||
115 | 2024.01.18 08:00 | s/l | 35 | 0.10 | 2.07516 | 2.07516 | 2.06166 | 8.62 | 10562.18 |
116 | 2024.01.18 08:00 | s/l | 36 | 0.10 | 2.07516 | 2.07516 | 2.06166 | -23.75 | 10538.43 |
117 | 2024.02.13 16:00 | sell | 37 | 0.10 | 2.07876 | 0.00000 | 0.00000 | ||
118 | 2024.02.13 16:00 | modify | 37 | 0.10 | 2.07876 | 2.09176 | 2.06376 | ||
119 | 2024.02.14 12:00 | t/p | 37 | 0.10 | 2.06376 | 2.09176 | 2.06376 | 91.19 | 10629.61 |
120 | 2024.02.28 04:00 | sell | 38 | 0.10 | 2.07395 | 0.00000 | 0.00000 | ||
121 | 2024.02.28 04:00 | modify | 38 | 0.10 | 2.07395 | 2.08695 | 2.05895 | ||
122 | 2024.02.29 23:59 | close at stop | 38 | 0.10 | 2.07469 | 2.08695 | 2.05895 | -5.03 | 10624.58 |