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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=80; 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=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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 744.60 | Gross profit | 1265.62 | Gross loss | -521.02 |
Profit factor | 2.43 | Expected payoff | 27.58 | ||
Absolute drawdown | 30.97 | Maximal drawdown | 245.17 (2.28%) | Relative drawdown | 2.28% (245.17) |
Total trades | 27 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 14 (78.57%) |
Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
Largest | profit trade | 79.01 | loss trade | -81.11 | |
Average | profit trade | 66.61 | loss trade | -65.13 | |
Maximum | consecutive wins (profit in money) | 11 (696.69) | consecutive losses (loss in money) | 3 (-240.55) | |
Maximal | consecutive profit (count of wins) | 696.69 (11) | consecutive loss (count of losses) | -240.55 (3) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.03.01 12:00 | buy | 1 | 0.10 | 1.92285 | 0.00000 | 0.00000 | ||
2 | 2023.03.01 12:00 | modify | 1 | 0.10 | 1.92285 | 1.90985 | 1.93585 | ||
3 | 2023.03.06 00:00 | t/p | 1 | 0.10 | 1.93585 | 1.90985 | 1.93585 | 77.53 | 10077.53 |
4 | 2023.03.06 12:00 | sell | 2 | 0.10 | 1.94302 | 0.00000 | 0.00000 | ||
5 | 2023.03.06 12:00 | modify | 2 | 0.10 | 1.94302 | 1.95602 | 1.93002 | ||
6 | 2023.03.10 00:00 | s/l | 2 | 0.10 | 1.95602 | 1.95602 | 1.93002 | -80.23 | 9997.30 |
7 | 2023.03.27 12:00 | sell | 3 | 0.10 | 1.97981 | 0.00000 | 0.00000 | ||
8 | 2023.03.27 12:00 | modify | 3 | 0.10 | 1.97981 | 1.99281 | 1.96681 | ||
9 | 2023.03.29 04:00 | t/p | 3 | 0.10 | 1.96681 | 1.99281 | 1.96681 | 78.83 | 10076.13 |
10 | 2023.04.11 16:00 | sell | 4 | 0.10 | 2.00313 | 0.00000 | 0.00000 | ||
11 | 2023.04.11 16:00 | modify | 4 | 0.10 | 2.00313 | 2.01613 | 1.99013 | ||
12 | 2023.04.13 16:00 | t/p | 4 | 0.10 | 1.99013 | 2.01613 | 1.99013 | 78.48 | 10154.61 |
13 | 2023.05.02 12:00 | buy | 5 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
14 | 2023.05.02 12:00 | modify | 5 | 0.10 | 2.00865 | 1.99565 | 2.02165 | ||
15 | 2023.05.03 20:00 | buy | 6 | 0.10 | 2.01599 | 0.00000 | 0.00000 | ||
16 | 2023.05.03 20:00 | modify | 6 | 0.10 | 2.01599 | 2.01190 | 2.02165 | ||
17 | 2023.05.03 20:00 | modify | 5 | 0.10 | 2.00865 | 2.01190 | 2.02165 | ||
18 | 2023.05.04 00:00 | t/p | 5 | 0.10 | 2.02165 | 2.01190 | 2.02165 | 77.82 | 10232.43 |
19 | 2023.05.04 00:00 | t/p | 6 | 0.10 | 2.02165 | 2.01190 | 2.02165 | 33.51 | 10265.94 |
20 | 2023.05.08 16:00 | buy | 7 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
21 | 2023.05.08 16:00 | modify | 7 | 0.10 | 1.98977 | 1.97677 | 2.00277 | ||
22 | 2023.05.12 08:00 | t/p | 7 | 0.10 | 2.00277 | 1.97677 | 2.00277 | 77.23 | 10343.17 |
23 | 2023.06.05 16:00 | buy | 8 | 0.10 | 2.04568 | 0.00000 | 0.00000 | ||
24 | 2023.06.05 16:00 | modify | 8 | 0.10 | 2.04568 | 2.03268 | 2.05868 | ||
25 | 2023.06.07 16:00 | t/p | 8 | 0.10 | 2.05868 | 2.03268 | 2.05868 | 78.41 | 10421.58 |
26 | 2023.06.12 16:00 | buy | 9 | 0.10 | 2.04282 | 0.00000 | 0.00000 | ||
27 | 2023.06.12 16:00 | modify | 9 | 0.10 | 2.04282 | 2.02982 | 2.05582 | ||
28 | 2023.06.16 08:00 | buy | 10 | 0.10 | 2.05339 | 0.00000 | 0.00000 | ||
29 | 2023.06.16 08:00 | modify | 10 | 0.10 | 2.05339 | 2.04737 | 2.05582 | ||
30 | 2023.06.16 08:00 | modify | 9 | 0.10 | 2.04282 | 2.04737 | 2.05582 | ||
31 | 2023.06.16 12:00 | t/p | 9 | 0.10 | 2.05582 | 2.04737 | 2.05582 | 77.23 | 10498.82 |
32 | 2023.06.16 12:00 | t/p | 10 | 0.10 | 2.05582 | 2.04737 | 2.05582 | 14.77 | 10513.59 |
33 | 2023.06.23 12:00 | sell | 11 | 0.10 | 2.07648 | 0.00000 | 0.00000 | ||
34 | 2023.06.23 12:00 | modify | 11 | 0.10 | 2.07648 | 2.08948 | 2.06348 | ||
35 | 2023.06.26 04:00 | t/p | 11 | 0.10 | 2.06348 | 2.08948 | 2.06348 | 79.01 | 10592.59 |
36 | 2023.07.04 12:00 | buy | 12 | 0.10 | 2.05531 | 0.00000 | 0.00000 | ||
37 | 2023.07.04 12:00 | modify | 12 | 0.10 | 2.05531 | 2.04231 | 2.06831 | ||
38 | 2023.07.06 20:00 | t/p | 12 | 0.10 | 2.06831 | 2.04231 | 2.06831 | 77.83 | 10670.42 |
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 | 2.07539 | ||
41 | 2023.07.12 04:00 | sell | 14 | 0.10 | 2.08169 | 0.00000 | 0.00000 | ||
42 | 2023.07.12 04:00 | modify | 14 | 0.10 | 2.08169 | 2.08449 | 2.07539 | ||
43 | 2023.07.12 04:00 | modify | 13 | 0.10 | 2.08839 | 2.08449 | 2.07539 | ||
44 | 2023.07.12 08:00 | s/l | 13 | 0.10 | 2.08449 | 2.08449 | 2.07539 | 23.58 | 10694.00 |
45 | 2023.07.12 08:00 | s/l | 14 | 0.10 | 2.08449 | 2.08449 | 2.07539 | -17.05 | 10676.95 |
46 | 2023.07.18 12:00 | sell | 15 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
47 | 2023.07.18 12:00 | modify | 15 | 0.10 | 2.08629 | 2.09929 | 2.07329 | ||
48 | 2023.07.19 00:00 | t/p | 15 | 0.10 | 2.07329 | 2.09929 | 2.07329 | 79.01 | 10755.95 |
49 | 2023.08.11 12:00 | sell | 16 | 0.10 | 2.11780 | 0.00000 | 0.00000 | ||
50 | 2023.08.11 12:00 | modify | 16 | 0.10 | 2.11780 | 2.13080 | 2.10480 | ||
51 | 2023.08.15 12:00 | s/l | 16 | 0.10 | 2.13080 | 2.13080 | 2.10480 | -79.53 | 10676.42 |
52 | 2023.08.23 12:00 | buy | 17 | 0.10 | 2.12927 | 0.00000 | 0.00000 | ||
53 | 2023.08.23 12:00 | modify | 17 | 0.10 | 2.12927 | 2.11627 | 2.14227 | ||
54 | 2023.08.30 00:00 | s/l | 17 | 0.10 | 2.11627 | 2.11627 | 2.14227 | -81.11 | 10595.32 |
55 | 2023.09.14 16:00 | buy | 18 | 0.10 | 2.09808 | 0.00000 | 0.00000 | ||
56 | 2023.09.14 16:00 | modify | 18 | 0.10 | 2.09808 | 2.08508 | 2.11108 | ||
57 | 2023.09.19 12:00 | s/l | 18 | 0.10 | 2.08508 | 2.08508 | 2.11108 | -79.91 | 10515.40 |
58 | 2023.09.20 12:00 | buy | 19 | 0.10 | 2.07380 | 0.00000 | 0.00000 | ||
59 | 2023.09.20 12:00 | modify | 19 | 0.10 | 2.07380 | 2.06080 | 2.08680 | ||
60 | 2023.09.21 08:00 | t/p | 19 | 0.10 | 2.08680 | 2.06080 | 2.08680 | 78.13 | 10593.53 |
61 | 2023.10.12 12:00 | sell | 20 | 0.10 | 2.05196 | 0.00000 | 0.00000 | ||
62 | 2023.10.12 12:00 | modify | 20 | 0.10 | 2.05196 | 2.06496 | 2.03896 | ||
63 | 2023.10.13 12:00 | s/l | 20 | 0.10 | 2.06496 | 2.06496 | 2.03896 | -79.35 | 10514.17 |
64 | 2023.10.23 16:00 | sell | 21 | 0.10 | 2.09368 | 0.00000 | 0.00000 | ||
65 | 2023.10.23 16:00 | modify | 21 | 0.10 | 2.09368 | 2.10668 | 2.08068 | ||
66 | 2023.10.25 00:00 | t/p | 21 | 0.10 | 2.08068 | 2.10668 | 2.08068 | 78.84 | 10593.01 |
67 | 2023.11.13 20:00 | sell | 22 | 0.10 | 2.08634 | 0.00000 | 0.00000 | ||
68 | 2023.11.13 20:00 | modify | 22 | 0.10 | 2.08634 | 2.09934 | 2.07334 | ||
69 | 2023.11.15 08:00 | t/p | 22 | 0.10 | 2.07334 | 2.09934 | 2.07334 | 78.83 | 10671.84 |
70 | 2023.11.15 20:00 | buy | 23 | 0.10 | 2.06210 | 0.00000 | 0.00000 | ||
71 | 2023.11.15 20:00 | modify | 23 | 0.10 | 2.06210 | 2.04910 | 2.07510 | ||
72 | 2023.11.16 04:00 | t/p | 23 | 0.10 | 2.07510 | 2.04910 | 2.07510 | 78.13 | 10749.97 |
73 | 2024.01.15 12:00 | sell | 24 | 0.10 | 2.05480 | 0.00000 | 0.00000 | ||
74 | 2024.01.15 12:00 | modify | 24 | 0.10 | 2.05480 | 2.06780 | 2.04180 | ||
75 | 2024.01.17 08:00 | s/l | 24 | 0.10 | 2.06780 | 2.06780 | 2.04180 | -79.53 | 10670.44 |
76 | 2024.02.13 16:00 | sell | 25 | 0.10 | 2.07876 | 0.00000 | 0.00000 | ||
77 | 2024.02.13 16:00 | modify | 25 | 0.10 | 2.07876 | 2.09176 | 2.06576 | ||
78 | 2024.02.14 08:00 | t/p | 25 | 0.10 | 2.06576 | 2.09176 | 2.06576 | 79.01 | 10749.45 |
79 | 2024.02.20 12:00 | buy | 26 | 0.10 | 2.04153 | 0.00000 | 0.00000 | ||
80 | 2024.02.20 12:00 | modify | 26 | 0.10 | 2.04153 | 2.02853 | 2.05453 | ||
81 | 2024.02.20 16:00 | buy | 27 | 0.10 | 2.04873 | 0.00000 | 0.00000 | ||
82 | 2024.02.20 16:00 | modify | 27 | 0.10 | 2.04873 | 2.04478 | 2.05453 | ||
83 | 2024.02.20 16:00 | modify | 26 | 0.10 | 2.04153 | 2.04478 | 2.05453 | ||
84 | 2024.02.21 04:00 | s/l | 26 | 0.10 | 2.04478 | 2.04478 | 2.05453 | 19.46 | 10768.91 |
85 | 2024.02.21 04:00 | s/l | 27 | 0.10 | 2.04478 | 2.04478 | 2.05453 | -24.31 | 10744.60 |