Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 592.88 | Gross profit | 907.12 | Gross loss | -314.23 |
Profit factor | 2.89 | Expected payoff | 31.20 | ||
Absolute drawdown | 25.54 | Maximal drawdown | 252.58 (2.36%) | Relative drawdown | 2.36% (252.58) |
Total trades | 19 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 8 (75.00%) |
Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
Largest | profit trade | 90.43 | loss trade | -80.44 | |
Average | profit trade | 69.78 | loss trade | -52.37 | |
Maximum | consecutive wins (profit in money) | 6 (473.92) | consecutive losses (loss in money) | 2 (-112.68) | |
Maximal | consecutive profit (count of wins) | 473.92 (6) | consecutive loss (count of losses) | -112.68 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.19 12:00 | buy | 1 | 0.10 | 1.98203 | 0.00000 | 0.00000 | ||
2 | 2023.05.19 12:00 | modify | 1 | 0.10 | 1.98203 | 1.96903 | 1.99703 | ||
3 | 2023.05.24 04:00 | t/p | 1 | 0.10 | 1.99703 | 1.96903 | 1.99703 | 89.68 | 10089.68 |
4 | 2023.05.31 08:00 | sell | 2 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
5 | 2023.05.31 08:00 | modify | 2 | 0.10 | 2.06174 | 2.07474 | 2.04674 | ||
6 | 2023.06.05 04:00 | sell | 3 | 0.10 | 2.05107 | 0.00000 | 0.00000 | ||
7 | 2023.06.05 04:00 | modify | 3 | 0.10 | 2.05107 | 2.05574 | 2.04674 | ||
8 | 2023.06.05 04:00 | modify | 2 | 0.10 | 2.06174 | 2.05574 | 2.04674 | ||
9 | 2023.06.05 16:00 | t/p | 2 | 0.10 | 2.04674 | 2.05574 | 2.04674 | 89.73 | 10179.40 |
10 | 2023.06.05 16:00 | t/p | 3 | 0.10 | 2.04674 | 2.05574 | 2.04674 | 26.16 | 10205.56 |
11 | 2023.06.12 20:00 | buy | 4 | 0.10 | 2.04332 | 0.00000 | 0.00000 | ||
12 | 2023.06.12 20:00 | modify | 4 | 0.10 | 2.04332 | 2.03032 | 2.05832 | ||
13 | 2023.06.16 12:00 | t/p | 4 | 0.10 | 2.05832 | 2.03032 | 2.05832 | 88.78 | 10294.34 |
14 | 2023.07.05 08:00 | buy | 5 | 0.10 | 2.05195 | 0.00000 | 0.00000 | ||
15 | 2023.07.05 08:00 | modify | 5 | 0.10 | 2.05195 | 2.03895 | 2.06695 | ||
16 | 2023.07.06 16:00 | t/p | 5 | 0.10 | 2.06695 | 2.03895 | 2.06695 | 89.68 | 10384.02 |
17 | 2023.09.05 16:00 | sell | 6 | 0.10 | 2.13865 | 0.00000 | 0.00000 | ||
18 | 2023.09.05 16:00 | modify | 6 | 0.10 | 2.13865 | 2.15165 | 2.12365 | ||
19 | 2023.09.07 08:00 | t/p | 6 | 0.10 | 2.12365 | 2.15165 | 2.12365 | 89.90 | 10473.92 |
20 | 2023.10.13 08:00 | sell | 7 | 0.10 | 2.06168 | 0.00000 | 0.00000 | ||
21 | 2023.10.13 08:00 | modify | 7 | 0.10 | 2.06168 | 2.07468 | 2.04668 | ||
22 | 2023.10.18 16:00 | s/l | 7 | 0.10 | 2.07468 | 2.07468 | 2.04668 | -79.04 | 10394.88 |
23 | 2023.10.23 20:00 | sell | 8 | 0.10 | 2.09355 | 0.00000 | 0.00000 | ||
24 | 2023.10.23 20:00 | modify | 8 | 0.10 | 2.09355 | 2.10655 | 2.07855 | ||
25 | 2023.10.25 00:00 | t/p | 8 | 0.10 | 2.07855 | 2.10655 | 2.07855 | 90.25 | 10485.13 |
26 | 2023.11.02 16:00 | buy | 9 | 0.10 | 2.06908 | 0.00000 | 0.00000 | ||
27 | 2023.11.02 16:00 | modify | 9 | 0.10 | 2.06908 | 2.05608 | 2.08408 | ||
28 | 2023.11.08 16:00 | buy | 10 | 0.10 | 2.07597 | 0.00000 | 0.00000 | ||
29 | 2023.11.08 16:00 | modify | 10 | 0.10 | 2.07597 | 2.07433 | 2.08408 | ||
30 | 2023.11.08 16:00 | modify | 9 | 0.10 | 2.06908 | 2.07433 | 2.08408 | ||
31 | 2023.11.08 20:00 | s/l | 9 | 0.10 | 2.07433 | 2.07433 | 2.08408 | 30.51 | 10515.64 |
32 | 2023.11.08 20:00 | s/l | 10 | 0.10 | 2.07433 | 2.07433 | 2.08408 | -9.90 | 10505.74 |
33 | 2023.11.14 12:00 | sell | 11 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
34 | 2023.11.14 12:00 | modify | 11 | 0.10 | 2.09351 | 2.10651 | 2.07851 | ||
35 | 2023.11.15 04:00 | t/p | 11 | 0.10 | 2.07851 | 2.10651 | 2.07851 | 90.43 | 10596.16 |
36 | 2024.02.13 20:00 | sell | 12 | 0.10 | 2.07819 | 0.00000 | 0.00000 | ||
37 | 2024.02.13 20:00 | modify | 12 | 0.10 | 2.07819 | 2.09119 | 2.06319 | ||
38 | 2024.02.14 12:00 | t/p | 12 | 0.10 | 2.06319 | 2.09119 | 2.06319 | 90.43 | 10686.59 |
39 | 2024.02.28 08:00 | sell | 13 | 0.10 | 2.07222 | 0.00000 | 0.00000 | ||
40 | 2024.02.28 08:00 | modify | 13 | 0.10 | 2.07222 | 2.08522 | 2.05722 | ||
41 | 2024.03.05 04:00 | s/l | 13 | 0.10 | 2.08522 | 2.08522 | 2.05722 | -79.57 | 10607.02 |
42 | 2024.03.07 12:00 | buy | 14 | 0.10 | 2.07149 | 0.00000 | 0.00000 | ||
43 | 2024.03.07 12:00 | modify | 14 | 0.10 | 2.07149 | 2.05849 | 2.08649 | ||
44 | 2024.03.08 16:00 | buy | 15 | 0.10 | 2.08053 | 0.00000 | 0.00000 | ||
45 | 2024.03.08 16:00 | modify | 15 | 0.10 | 2.08053 | 2.07524 | 2.08649 | ||
46 | 2024.03.08 16:00 | modify | 14 | 0.10 | 2.07149 | 2.07524 | 2.08649 | ||
47 | 2024.03.11 20:00 | s/l | 14 | 0.10 | 2.07524 | 2.07524 | 2.08649 | 22.04 | 10629.06 |
48 | 2024.03.11 20:00 | s/l | 15 | 0.10 | 2.07524 | 2.07524 | 2.08649 | -32.24 | 10596.82 |
49 | 2024.03.19 20:00 | sell | 16 | 0.10 | 2.10109 | 0.00000 | 0.00000 | ||
50 | 2024.03.19 20:00 | modify | 16 | 0.10 | 2.10109 | 2.11409 | 2.08609 | ||
51 | 2024.03.28 12:00 | s/l | 16 | 0.10 | 2.11409 | 2.11409 | 2.08609 | -80.44 | 10516.38 |
52 | 2024.04.04 16:00 | buy | 17 | 0.10 | 2.09756 | 0.00000 | 0.00000 | ||
53 | 2024.04.04 16:00 | modify | 17 | 0.10 | 2.09756 | 2.08456 | 2.11256 | ||
54 | 2024.04.16 04:00 | t/p | 17 | 0.10 | 2.11256 | 2.08456 | 2.11256 | 87.59 | 10603.97 |
55 | 2024.04.16 08:00 | sell | 18 | 0.10 | 2.11224 | 0.00000 | 0.00000 | ||
56 | 2024.04.16 08:00 | modify | 18 | 0.10 | 2.11224 | 2.12524 | 2.09724 | ||
57 | 2024.04.18 08:00 | sell | 19 | 0.10 | 2.10302 | 0.00000 | 0.00000 | ||
58 | 2024.04.18 08:00 | modify | 19 | 0.10 | 2.10302 | 2.10849 | 2.09724 | ||
59 | 2024.04.18 08:00 | modify | 18 | 0.10 | 2.11224 | 2.10849 | 2.09724 | ||
60 | 2024.04.18 20:00 | s/l | 18 | 0.10 | 2.10849 | 2.10849 | 2.09724 | 21.95 | 10625.92 |
61 | 2024.04.18 20:00 | s/l | 19 | 0.10 | 2.10849 | 2.10849 | 2.09724 | -33.04 | 10592.88 |