Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.05.01 00:00 - 2024.04.30 23:59 (2023.05.01 - 2024.05.01) | ||||
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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=30; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=10; 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 | 7235 | Ticks modelled | 13470 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1115.67 | Gross profit | 1437.51 | Gross loss | -321.84 |
Profit factor | 4.47 | Expected payoff | 30.15 | ||
Absolute drawdown | 180.54 | Maximal drawdown | 186.52 (1.86%) | Relative drawdown | 1.86% (186.52) |
Total trades | 37 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 23 (69.57%) |
Profit trades (% of total) | 26 (70.27%) | Loss trades (% of total) | 11 (29.73%) | ||
Largest | profit trade | 90.44 | loss trade | -79.68 | |
Average | profit trade | 55.29 | loss trade | -29.26 | |
Maximum | consecutive wins (profit in money) | 5 (255.95) | consecutive losses (loss in money) | 2 (-158.48) | |
Maximal | consecutive profit (count of wins) | 263.78 (4) | consecutive loss (count of losses) | -158.48 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.01 14:00 | buy | 1 | 0.10 | 2.02590 | 0.00000 | 0.00000 | ||
2 | 2023.05.01 14:00 | modify | 1 | 0.10 | 2.02590 | 2.01290 | 2.04090 | ||
3 | 2023.05.02 09:00 | s/l | 1 | 0.10 | 2.01290 | 2.01290 | 2.04090 | -78.80 | 9921.20 |
4 | 2023.05.17 12:00 | buy | 2 | 0.10 | 1.99219 | 0.00000 | 0.00000 | ||
5 | 2023.05.17 12:00 | modify | 2 | 0.10 | 1.99219 | 1.97919 | 2.00719 | ||
6 | 2023.05.19 09:00 | s/l | 2 | 0.10 | 1.97919 | 1.97919 | 2.00719 | -79.68 | 9841.52 |
7 | 2023.06.06 10:00 | buy | 3 | 0.10 | 2.04292 | 0.00000 | 0.00000 | ||
8 | 2023.06.06 10:00 | modify | 3 | 0.10 | 2.04292 | 2.02992 | 2.05792 | ||
9 | 2023.06.07 13:00 | buy | 4 | 0.10 | 2.05496 | 0.00000 | 0.00000 | ||
10 | 2023.06.07 13:00 | modify | 4 | 0.10 | 2.05496 | 2.05117 | 2.05792 | ||
11 | 2023.06.07 13:00 | modify | 3 | 0.10 | 2.04292 | 2.05117 | 2.05792 | ||
12 | 2023.06.07 14:00 | s/l | 3 | 0.10 | 2.05117 | 2.05117 | 2.05792 | 49.51 | 9891.03 |
13 | 2023.06.07 14:00 | s/l | 4 | 0.10 | 2.05117 | 2.05117 | 2.05792 | -22.89 | 9868.14 |
14 | 2023.07.23 21:00 | sell | 5 | 0.10 | 2.07917 | 0.00000 | 0.00000 | ||
15 | 2023.07.23 21:00 | modify | 5 | 0.10 | 2.07917 | 2.09217 | 2.06417 | ||
16 | 2023.07.24 13:00 | sell | 6 | 0.10 | 2.06990 | 0.00000 | 0.00000 | ||
17 | 2023.07.24 13:00 | modify | 6 | 0.10 | 2.06990 | 2.07542 | 2.06417 | ||
18 | 2023.07.24 13:00 | modify | 5 | 0.10 | 2.07917 | 2.07542 | 2.06417 | ||
19 | 2023.07.24 22:00 | t/p | 5 | 0.10 | 2.06417 | 2.07542 | 2.06417 | 90.43 | 9958.57 |
20 | 2023.07.24 22:00 | t/p | 6 | 0.10 | 2.06417 | 2.07542 | 2.06417 | 34.61 | 9993.18 |
21 | 2023.07.31 16:00 | buy | 7 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
22 | 2023.07.31 16:00 | modify | 7 | 0.10 | 2.06784 | 2.05484 | 2.08284 | ||
23 | 2023.08.01 09:00 | t/p | 7 | 0.10 | 2.08284 | 2.05484 | 2.08284 | 90.27 | 10083.45 |
24 | 2023.08.03 11:00 | buy | 8 | 0.10 | 2.08450 | 0.00000 | 0.00000 | ||
25 | 2023.08.03 11:00 | modify | 8 | 0.10 | 2.08450 | 2.07150 | 2.09950 | ||
26 | 2023.08.03 23:00 | buy | 9 | 0.10 | 2.09140 | 0.00000 | 0.00000 | ||
27 | 2023.08.03 23:00 | modify | 9 | 0.10 | 2.09140 | 2.08900 | 2.09950 | ||
28 | 2023.08.03 23:00 | modify | 8 | 0.10 | 2.08450 | 2.08900 | 2.09950 | ||
29 | 2023.08.04 01:00 | s/l | 8 | 0.10 | 2.08900 | 2.08900 | 2.09950 | 26.87 | 10110.32 |
30 | 2023.08.04 01:00 | s/l | 9 | 0.10 | 2.08900 | 2.08900 | 2.09950 | -14.79 | 10095.53 |
31 | 2023.08.29 16:00 | buy | 10 | 0.10 | 2.12143 | 0.00000 | 0.00000 | ||
32 | 2023.08.29 16:00 | modify | 10 | 0.10 | 2.12143 | 2.10843 | 2.13643 | ||
33 | 2023.08.30 22:00 | t/p | 10 | 0.10 | 2.13643 | 2.10843 | 2.13643 | 90.27 | 10185.81 |
34 | 2023.10.09 18:00 | buy | 11 | 0.10 | 2.03335 | 0.00000 | 0.00000 | ||
35 | 2023.10.09 18:00 | modify | 11 | 0.10 | 2.03335 | 2.02035 | 2.04835 | ||
36 | 2023.10.11 12:00 | buy | 12 | 0.10 | 2.04250 | 0.00000 | 0.00000 | ||
37 | 2023.10.11 12:00 | modify | 12 | 0.10 | 2.04250 | 2.03710 | 2.04835 | ||
38 | 2023.10.11 12:00 | modify | 11 | 0.10 | 2.03335 | 2.03710 | 2.04835 | ||
39 | 2023.10.11 21:00 | buy | 13 | 0.10 | 2.04555 | 0.00000 | 0.00000 | ||
40 | 2023.10.11 21:00 | modify | 13 | 0.10 | 2.04555 | 2.04160 | 2.04835 | ||
41 | 2023.10.11 21:00 | modify | 12 | 0.10 | 2.04250 | 2.04160 | 2.04835 | ||
42 | 2023.10.11 21:00 | modify | 11 | 0.10 | 2.03335 | 2.04160 | 2.04835 | ||
43 | 2023.10.12 03:00 | t/p | 11 | 0.10 | 2.04835 | 2.04160 | 2.04835 | 89.09 | 10274.90 |
44 | 2023.10.12 03:00 | t/p | 12 | 0.10 | 2.04835 | 2.04160 | 2.04835 | 34.44 | 10309.33 |
45 | 2023.10.12 03:00 | t/p | 13 | 0.10 | 2.04835 | 2.04160 | 2.04835 | 16.02 | 10325.35 |
46 | 2023.10.25 19:00 | sell | 14 | 0.10 | 2.08627 | 0.00000 | 0.00000 | ||
47 | 2023.10.25 19:00 | modify | 14 | 0.10 | 2.08627 | 2.09927 | 2.07127 | ||
48 | 2023.10.31 09:00 | sell | 15 | 0.10 | 2.07949 | 0.00000 | 0.00000 | ||
49 | 2023.10.31 09:00 | modify | 15 | 0.10 | 2.07949 | 2.08177 | 2.07127 | ||
50 | 2023.10.31 09:00 | modify | 14 | 0.10 | 2.08627 | 2.08177 | 2.07127 | ||
51 | 2023.10.31 10:00 | s/l | 14 | 0.10 | 2.08177 | 2.08177 | 2.07127 | 26.13 | 10351.48 |
52 | 2023.10.31 10:00 | s/l | 15 | 0.10 | 2.08177 | 2.08177 | 2.07127 | -13.77 | 10337.71 |
53 | 2023.10.31 23:00 | sell | 16 | 0.10 | 2.09189 | 0.00000 | 0.00000 | ||
54 | 2023.10.31 23:00 | modify | 16 | 0.10 | 2.09189 | 2.10489 | 2.07689 | ||
55 | 2023.11.01 15:00 | t/p | 16 | 0.10 | 2.07689 | 2.10489 | 2.07689 | 90.44 | 10428.15 |
56 | 2023.11.03 10:00 | buy | 17 | 0.10 | 2.06411 | 0.00000 | 0.00000 | ||
57 | 2023.11.03 10:00 | modify | 17 | 0.10 | 2.06411 | 2.05111 | 2.07911 | ||
58 | 2023.11.07 00:00 | buy | 18 | 0.10 | 2.07105 | 0.00000 | 0.00000 | ||
59 | 2023.11.07 00:00 | modify | 18 | 0.10 | 2.07105 | 2.06861 | 2.07911 | ||
60 | 2023.11.07 00:00 | modify | 17 | 0.10 | 2.06411 | 2.06861 | 2.07911 | ||
61 | 2023.11.07 04:00 | s/l | 17 | 0.10 | 2.06861 | 2.06861 | 2.07911 | 26.57 | 10454.72 |
62 | 2023.11.07 04:00 | s/l | 18 | 0.10 | 2.06861 | 2.06861 | 2.07911 | -14.73 | 10439.99 |
63 | 2023.11.07 20:00 | buy | 19 | 0.10 | 2.07161 | 0.00000 | 0.00000 | ||
64 | 2023.11.07 20:00 | modify | 19 | 0.10 | 2.07161 | 2.05861 | 2.08661 | ||
65 | 2023.11.13 10:00 | buy | 20 | 0.10 | 2.08070 | 0.00000 | 0.00000 | ||
66 | 2023.11.13 10:00 | modify | 20 | 0.10 | 2.08070 | 2.07536 | 2.08661 | ||
67 | 2023.11.13 10:00 | modify | 19 | 0.10 | 2.07161 | 2.07536 | 2.08661 | ||
68 | 2023.11.13 20:00 | t/p | 19 | 0.10 | 2.08661 | 2.07536 | 2.08661 | 88.78 | 10528.77 |
69 | 2023.11.13 20:00 | t/p | 20 | 0.10 | 2.08661 | 2.07536 | 2.08661 | 35.69 | 10564.46 |
70 | 2023.11.23 11:00 | sell | 21 | 0.10 | 2.07550 | 0.00000 | 0.00000 | ||
71 | 2023.11.23 11:00 | modify | 21 | 0.10 | 2.07550 | 2.08850 | 2.06050 | ||
72 | 2023.11.28 02:00 | sell | 22 | 0.10 | 2.06869 | 0.00000 | 0.00000 | ||
73 | 2023.11.28 02:00 | modify | 22 | 0.10 | 2.06869 | 2.07100 | 2.06050 | ||
74 | 2023.11.28 02:00 | modify | 21 | 0.10 | 2.07550 | 2.07100 | 2.06050 | ||
75 | 2023.11.28 04:00 | s/l | 21 | 0.10 | 2.07100 | 2.07100 | 2.06050 | 26.67 | 10591.13 |
76 | 2023.11.28 04:00 | s/l | 22 | 0.10 | 2.07100 | 2.07100 | 2.06050 | -13.95 | 10577.18 |
77 | 2024.01.19 11:00 | buy | 23 | 0.10 | 2.07343 | 0.00000 | 0.00000 | ||
78 | 2024.01.19 11:00 | modify | 23 | 0.10 | 2.07343 | 2.06043 | 2.08843 | ||
79 | 2024.01.22 19:00 | t/p | 23 | 0.10 | 2.08843 | 2.06043 | 2.08843 | 90.27 | 10667.45 |
80 | 2024.01.26 14:00 | sell | 24 | 0.10 | 2.08507 | 0.00000 | 0.00000 | ||
81 | 2024.01.26 14:00 | modify | 24 | 0.10 | 2.08507 | 2.09807 | 2.07007 | ||
82 | 2024.01.29 15:00 | sell | 25 | 0.10 | 2.07587 | 0.00000 | 0.00000 | ||
83 | 2024.01.29 15:00 | modify | 25 | 0.10 | 2.07587 | 2.08132 | 2.07007 | ||
84 | 2024.01.29 15:00 | modify | 24 | 0.10 | 2.08507 | 2.08132 | 2.07007 | ||
85 | 2024.01.29 21:00 | t/p | 24 | 0.10 | 2.07007 | 2.08132 | 2.07007 | 90.44 | 10757.89 |
86 | 2024.01.29 21:00 | t/p | 25 | 0.10 | 2.07007 | 2.08132 | 2.07007 | 35.04 | 10792.93 |
87 | 2024.01.29 23:00 | buy | 26 | 0.10 | 2.07202 | 0.00000 | 0.00000 | ||
88 | 2024.01.29 23:00 | modify | 26 | 0.10 | 2.07202 | 2.05902 | 2.08702 | ||
89 | 2024.02.02 16:00 | buy | 27 | 0.10 | 2.08410 | 0.00000 | 0.00000 | ||
90 | 2024.02.02 16:00 | modify | 27 | 0.10 | 2.08410 | 2.08027 | 2.08702 | ||
91 | 2024.02.02 16:00 | modify | 26 | 0.10 | 2.07202 | 2.08027 | 2.08702 | ||
92 | 2024.02.02 19:00 | s/l | 26 | 0.10 | 2.08027 | 2.08027 | 2.08702 | 48.03 | 10840.96 |
93 | 2024.02.02 19:00 | s/l | 27 | 0.10 | 2.08027 | 2.08027 | 2.08702 | -23.12 | 10817.84 |
94 | 2024.02.13 19:00 | sell | 28 | 0.10 | 2.07974 | 0.00000 | 0.00000 | ||
95 | 2024.02.13 19:00 | modify | 28 | 0.10 | 2.07974 | 2.09274 | 2.06474 | ||
96 | 2024.02.14 09:00 | t/p | 28 | 0.10 | 2.06474 | 2.09274 | 2.06474 | 90.44 | 10908.27 |
97 | 2024.02.15 15:00 | buy | 29 | 0.10 | 2.05578 | 0.00000 | 0.00000 | ||
98 | 2024.02.15 15:00 | modify | 29 | 0.10 | 2.05578 | 2.04278 | 2.07078 | ||
99 | 2024.02.16 06:00 | buy | 30 | 0.10 | 2.06481 | 0.00000 | 0.00000 | ||
100 | 2024.02.16 06:00 | modify | 30 | 0.10 | 2.06481 | 2.05953 | 2.07078 | ||
101 | 2024.02.16 06:00 | modify | 29 | 0.10 | 2.05578 | 2.05953 | 2.07078 | ||
102 | 2024.02.16 09:00 | s/l | 29 | 0.10 | 2.05953 | 2.05953 | 2.07078 | 22.34 | 10930.61 |
103 | 2024.02.16 09:00 | s/l | 30 | 0.10 | 2.05953 | 2.05953 | 2.07078 | -31.89 | 10898.72 |
104 | 2024.02.19 15:00 | buy | 31 | 0.10 | 2.05021 | 0.00000 | 0.00000 | ||
105 | 2024.02.19 15:00 | modify | 31 | 0.10 | 2.05021 | 2.03721 | 2.06521 | ||
106 | 2024.02.28 02:00 | t/p | 31 | 0.10 | 2.06521 | 2.03721 | 2.06521 | 87.89 | 10986.61 |
107 | 2024.03.08 17:00 | sell | 32 | 0.10 | 2.07976 | 0.00000 | 0.00000 | ||
108 | 2024.03.08 17:00 | modify | 32 | 0.10 | 2.07976 | 2.09276 | 2.06476 | ||
109 | 2024.03.14 02:00 | sell | 33 | 0.10 | 2.07288 | 0.00000 | 0.00000 | ||
110 | 2024.03.14 02:00 | modify | 33 | 0.10 | 2.07288 | 2.07526 | 2.06476 | ||
111 | 2024.03.14 02:00 | modify | 32 | 0.10 | 2.07976 | 2.07526 | 2.06476 | ||
112 | 2024.03.14 03:00 | s/l | 32 | 0.10 | 2.07526 | 2.07526 | 2.06476 | 26.13 | 11012.74 |
113 | 2024.03.14 03:00 | s/l | 33 | 0.10 | 2.07526 | 2.07526 | 2.06476 | -14.38 | 10998.36 |
114 | 2024.03.28 10:00 | sell | 34 | 0.10 | 2.11328 | 0.00000 | 0.00000 | ||
115 | 2024.03.28 10:00 | modify | 34 | 0.10 | 2.11328 | 2.12628 | 2.09828 | ||
116 | 2024.04.02 14:00 | sell | 35 | 0.10 | 2.10649 | 0.00000 | 0.00000 | ||
117 | 2024.04.02 14:00 | modify | 35 | 0.10 | 2.10649 | 2.10878 | 2.09828 | ||
118 | 2024.04.02 14:00 | modify | 34 | 0.10 | 2.11328 | 2.10878 | 2.09828 | ||
119 | 2024.04.02 16:00 | s/l | 34 | 0.10 | 2.10878 | 2.10878 | 2.09828 | 26.66 | 11025.02 |
120 | 2024.04.02 16:00 | s/l | 35 | 0.10 | 2.10878 | 2.10878 | 2.09828 | -13.84 | 11011.18 |
121 | 2024.04.08 12:00 | buy | 36 | 0.10 | 2.09680 | 0.00000 | 0.00000 | ||
122 | 2024.04.08 12:00 | modify | 36 | 0.10 | 2.09680 | 2.08380 | 2.11180 | ||
123 | 2024.04.15 20:00 | buy | 37 | 0.10 | 2.10905 | 0.00000 | 0.00000 | ||
124 | 2024.04.15 20:00 | modify | 37 | 0.10 | 2.10905 | 2.10505 | 2.11180 | ||
125 | 2024.04.15 20:00 | modify | 36 | 0.10 | 2.09680 | 2.10505 | 2.11180 | ||
126 | 2024.04.16 02:00 | t/p | 36 | 0.10 | 2.11180 | 2.10505 | 2.11180 | 88.19 | 11099.37 |
127 | 2024.04.16 02:00 | t/p | 37 | 0.10 | 2.11180 | 2.10505 | 2.11180 | 16.30 | 11115.67 |