Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.05.01 00:00 - 2024.04.30 20:00 (2023.05.01 - 2024.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
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 | 79975 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 943.29 | Gross profit | 1133.06 | Gross loss | -189.77 |
Profit factor | 5.97 | Expected payoff | 29.48 | ||
Absolute drawdown | 45.76 | Maximal drawdown | 134.54 (1.25%) | Relative drawdown | 1.25% (134.54) |
Total trades | 32 | Short positions (won %) | 19 (73.68%) | Long positions (won %) | 13 (69.23%) |
Profit trades (% of total) | 23 (71.88%) | Loss trades (% of total) | 9 (28.12%) | ||
Largest | profit trade | 90.43 | loss trade | -79.57 | |
Average | profit trade | 49.26 | loss trade | -21.09 | |
Maximum | consecutive wins (profit in money) | 5 (271.67) | consecutive losses (loss in money) | 2 (-50.54) | |
Maximal | consecutive profit (count of wins) | 271.67 (5) | consecutive loss (count of losses) | -79.57 (1) | |
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 02:20 | 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 | 2023.06.02 04:25 | sell | 3 | 0.10 | 2.05490 | 0.00000 | 0.00000 | ||
7 | 2023.06.02 04:25 | modify | 3 | 0.10 | 2.05490 | 2.05649 | 2.04674 | ||
8 | 2023.06.02 04:25 | modify | 2 | 0.10 | 2.06174 | 2.05649 | 2.04674 | ||
9 | 2023.06.02 04:30 | s/l | 2 | 0.10 | 2.05649 | 2.05649 | 2.04674 | 31.01 | 10120.69 |
10 | 2023.06.02 04:30 | s/l | 3 | 0.10 | 2.05649 | 2.05649 | 2.04674 | -9.60 | 10111.09 |
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 | 2023.06.13 16:55 | buy | 5 | 0.10 | 2.05029 | 0.00000 | 0.00000 | ||
14 | 2023.06.13 16:55 | modify | 5 | 0.10 | 2.05029 | 2.04857 | 2.05832 | ||
15 | 2023.06.13 16:55 | modify | 4 | 0.10 | 2.04332 | 2.04857 | 2.05832 | ||
16 | 2023.06.13 17:05 | s/l | 4 | 0.10 | 2.04857 | 2.04857 | 2.05832 | 31.40 | 10142.49 |
17 | 2023.06.13 17:05 | s/l | 5 | 0.10 | 2.04857 | 2.04857 | 2.05832 | -10.38 | 10132.11 |
18 | 2023.07.05 08:00 | buy | 6 | 0.10 | 2.05195 | 0.00000 | 0.00000 | ||
19 | 2023.07.05 08:00 | modify | 6 | 0.10 | 2.05195 | 2.03895 | 2.06695 | ||
20 | 2023.07.06 14:40 | t/p | 6 | 0.10 | 2.06695 | 2.03895 | 2.06695 | 89.68 | 10221.79 |
21 | 2023.09.05 16:00 | sell | 7 | 0.10 | 2.13865 | 0.00000 | 0.00000 | ||
22 | 2023.09.05 16:00 | modify | 7 | 0.10 | 2.13865 | 2.15165 | 2.12365 | ||
23 | 2023.09.06 10:30 | sell | 8 | 0.10 | 2.12955 | 0.00000 | 0.00000 | ||
24 | 2023.09.06 10:30 | modify | 8 | 0.10 | 2.12955 | 2.13490 | 2.12365 | ||
25 | 2023.09.06 10:30 | modify | 7 | 0.10 | 2.13865 | 2.13490 | 2.12365 | ||
26 | 2023.09.06 15:55 | sell | 9 | 0.10 | 2.12792 | 0.00000 | 0.00000 | ||
27 | 2023.09.06 15:55 | modify | 9 | 0.10 | 2.12792 | 2.13265 | 2.12365 | ||
28 | 2023.09.06 15:55 | modify | 8 | 0.10 | 2.12955 | 2.13265 | 2.12365 | ||
29 | 2023.09.06 15:55 | modify | 7 | 0.10 | 2.13865 | 2.13265 | 2.12365 | ||
30 | 2023.09.07 06:20 | t/p | 7 | 0.10 | 2.12365 | 2.13265 | 2.12365 | 89.90 | 10311.69 |
31 | 2023.09.07 06:20 | t/p | 8 | 0.10 | 2.12365 | 2.13265 | 2.12365 | 35.12 | 10346.80 |
32 | 2023.09.07 06:20 | t/p | 9 | 0.10 | 2.12365 | 2.13265 | 2.12365 | 25.27 | 10372.07 |
33 | 2023.10.13 08:00 | sell | 10 | 0.10 | 2.06168 | 0.00000 | 0.00000 | ||
34 | 2023.10.13 08:00 | modify | 10 | 0.10 | 2.06168 | 2.07468 | 2.04668 | ||
35 | 2023.10.15 21:26 | sell | 11 | 0.10 | 2.05465 | 0.00000 | 0.00000 | ||
36 | 2023.10.15 21:26 | modify | 11 | 0.10 | 2.05465 | 2.05643 | 2.04668 | ||
37 | 2023.10.15 21:26 | modify | 10 | 0.10 | 2.06168 | 2.05643 | 2.04668 | ||
38 | 2023.10.15 21:33 | s/l | 10 | 0.10 | 2.05643 | 2.05643 | 2.04668 | 31.71 | 10403.78 |
39 | 2023.10.15 21:33 | s/l | 11 | 0.10 | 2.05643 | 2.05643 | 2.04668 | -10.75 | 10393.03 |
40 | 2023.10.23 20:00 | sell | 12 | 0.10 | 2.09355 | 0.00000 | 0.00000 | ||
41 | 2023.10.23 20:00 | modify | 12 | 0.10 | 2.09355 | 2.10655 | 2.07855 | ||
42 | 2023.10.24 14:46 | sell | 13 | 0.10 | 2.08295 | 0.00000 | 0.00000 | ||
43 | 2023.10.24 14:46 | modify | 13 | 0.10 | 2.08295 | 2.08755 | 2.07855 | ||
44 | 2023.10.24 14:46 | modify | 12 | 0.10 | 2.09355 | 2.08755 | 2.07855 | ||
45 | 2023.10.24 15:15 | sell | 14 | 0.10 | 2.08444 | 0.00000 | 0.00000 | ||
46 | 2023.10.24 15:15 | modify | 14 | 0.10 | 2.08444 | 2.08980 | 2.07855 | ||
47 | 2023.10.24 15:20 | modify | 14 | 0.10 | 2.08444 | 2.08755 | 2.07855 | ||
48 | 2023.10.24 21:40 | t/p | 12 | 0.10 | 2.07855 | 2.08755 | 2.07855 | 90.43 | 10483.45 |
49 | 2023.10.24 21:40 | t/p | 13 | 0.10 | 2.07855 | 2.08755 | 2.07855 | 26.58 | 10510.03 |
50 | 2023.10.24 21:40 | t/p | 14 | 0.10 | 2.07855 | 2.08755 | 2.07855 | 35.58 | 10545.61 |
51 | 2023.11.02 16:00 | buy | 15 | 0.10 | 2.06908 | 0.00000 | 0.00000 | ||
52 | 2023.11.02 16:00 | modify | 15 | 0.10 | 2.06908 | 2.05608 | 2.08408 | ||
53 | 2023.11.06 11:25 | buy | 16 | 0.10 | 2.07810 | 0.00000 | 0.00000 | ||
54 | 2023.11.06 11:25 | modify | 16 | 0.10 | 2.07810 | 2.07283 | 2.08408 | ||
55 | 2023.11.06 11:25 | modify | 15 | 0.10 | 2.06908 | 2.07283 | 2.08408 | ||
56 | 2023.11.06 14:30 | buy | 17 | 0.10 | 2.07593 | 0.00000 | 0.00000 | ||
57 | 2023.11.06 14:30 | modify | 17 | 0.10 | 2.07593 | 2.07433 | 2.08408 | ||
58 | 2023.11.06 14:35 | modify | 17 | 0.10 | 2.07593 | 2.07283 | 2.08408 | ||
59 | 2023.11.06 15:30 | s/l | 15 | 0.10 | 2.07283 | 2.07283 | 2.08408 | 22.04 | 10567.66 |
60 | 2023.11.06 15:30 | s/l | 16 | 0.10 | 2.07283 | 2.07283 | 2.08408 | -31.82 | 10535.84 |
61 | 2023.11.06 15:30 | s/l | 17 | 0.10 | 2.07283 | 2.07283 | 2.08408 | -18.72 | 10517.12 |
62 | 2023.11.14 12:00 | sell | 18 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
63 | 2023.11.14 12:00 | modify | 18 | 0.10 | 2.09351 | 2.10651 | 2.07851 | ||
64 | 2023.11.14 14:40 | sell | 19 | 0.10 | 2.08444 | 0.00000 | 0.00000 | ||
65 | 2023.11.14 14:40 | modify | 19 | 0.10 | 2.08444 | 2.08976 | 2.07851 | ||
66 | 2023.11.14 14:40 | modify | 18 | 0.10 | 2.09351 | 2.08976 | 2.07851 | ||
67 | 2023.11.15 01:40 | t/p | 18 | 0.10 | 2.07851 | 2.08976 | 2.07851 | 90.43 | 10607.54 |
68 | 2023.11.15 01:40 | t/p | 19 | 0.10 | 2.07851 | 2.08976 | 2.07851 | 35.65 | 10643.19 |
69 | 2024.02.13 20:00 | sell | 20 | 0.10 | 2.07819 | 0.00000 | 0.00000 | ||
70 | 2024.02.13 20:00 | modify | 20 | 0.10 | 2.07819 | 2.09119 | 2.06319 | ||
71 | 2024.02.14 07:30 | sell | 21 | 0.10 | 2.06756 | 0.00000 | 0.00000 | ||
72 | 2024.02.14 07:30 | modify | 21 | 0.10 | 2.06756 | 2.07219 | 2.06319 | ||
73 | 2024.02.14 07:30 | modify | 20 | 0.10 | 2.07819 | 2.07219 | 2.06319 | ||
74 | 2024.02.14 09:40 | t/p | 20 | 0.10 | 2.06319 | 2.07219 | 2.06319 | 90.43 | 10733.61 |
75 | 2024.02.14 09:40 | t/p | 21 | 0.10 | 2.06319 | 2.07219 | 2.06319 | 26.40 | 10760.01 |
76 | 2024.02.28 08:00 | sell | 22 | 0.10 | 2.07222 | 0.00000 | 0.00000 | ||
77 | 2024.02.28 08:00 | modify | 22 | 0.10 | 2.07222 | 2.08522 | 2.05722 | ||
78 | 2024.03.05 02:40 | s/l | 22 | 0.10 | 2.08522 | 2.08522 | 2.05722 | -79.57 | 10680.44 |
79 | 2024.03.07 12:00 | buy | 23 | 0.10 | 2.07149 | 0.00000 | 0.00000 | ||
80 | 2024.03.07 12:00 | modify | 23 | 0.10 | 2.07149 | 2.05849 | 2.08649 | ||
81 | 2024.03.08 13:15 | buy | 24 | 0.10 | 2.07833 | 0.00000 | 0.00000 | ||
82 | 2024.03.08 13:15 | modify | 24 | 0.10 | 2.07833 | 2.07674 | 2.08649 | ||
83 | 2024.03.08 13:15 | modify | 23 | 0.10 | 2.07149 | 2.07674 | 2.08649 | ||
84 | 2024.03.08 13:20 | s/l | 23 | 0.10 | 2.07674 | 2.07674 | 2.08649 | 31.40 | 10711.85 |
85 | 2024.03.08 13:20 | s/l | 24 | 0.10 | 2.07674 | 2.07674 | 2.08649 | -9.60 | 10702.25 |
86 | 2024.03.19 20:00 | sell | 25 | 0.10 | 2.10109 | 0.00000 | 0.00000 | ||
87 | 2024.03.19 20:00 | modify | 25 | 0.10 | 2.10109 | 2.11409 | 2.08609 | ||
88 | 2024.03.21 16:40 | sell | 26 | 0.10 | 2.09433 | 0.00000 | 0.00000 | ||
89 | 2024.03.21 16:40 | modify | 26 | 0.10 | 2.09433 | 2.09584 | 2.08609 | ||
90 | 2024.03.21 16:40 | modify | 25 | 0.10 | 2.10109 | 2.09584 | 2.08609 | ||
91 | 2024.03.21 17:05 | s/l | 25 | 0.10 | 2.09584 | 2.09584 | 2.08609 | 31.01 | 10733.26 |
92 | 2024.03.21 17:05 | s/l | 26 | 0.10 | 2.09584 | 2.09584 | 2.08609 | -9.12 | 10724.14 |
93 | 2024.04.04 16:00 | buy | 27 | 0.10 | 2.09756 | 0.00000 | 0.00000 | ||
94 | 2024.04.04 16:00 | modify | 27 | 0.10 | 2.09756 | 2.08456 | 2.11256 | ||
95 | 2024.04.15 14:05 | buy | 28 | 0.10 | 2.10671 | 0.00000 | 0.00000 | ||
96 | 2024.04.15 14:05 | modify | 28 | 0.10 | 2.10671 | 2.10131 | 2.11256 | ||
97 | 2024.04.15 14:05 | modify | 27 | 0.10 | 2.09756 | 2.10131 | 2.11256 | ||
98 | 2024.04.15 14:45 | buy | 29 | 0.10 | 2.10438 | 0.00000 | 0.00000 | ||
99 | 2024.04.15 14:45 | modify | 29 | 0.10 | 2.10438 | 2.10281 | 2.11256 | ||
100 | 2024.04.15 14:50 | modify | 29 | 0.10 | 2.10438 | 2.10131 | 2.11256 | ||
101 | 2024.04.15 21:50 | buy | 30 | 0.10 | 2.10818 | 0.00000 | 0.00000 | ||
102 | 2024.04.15 21:50 | modify | 30 | 0.10 | 2.10818 | 2.10356 | 2.11256 | ||
103 | 2024.04.15 21:50 | modify | 28 | 0.10 | 2.10671 | 2.10356 | 2.11256 | ||
104 | 2024.04.15 21:50 | modify | 29 | 0.10 | 2.10438 | 2.10356 | 2.11256 | ||
105 | 2024.04.15 21:50 | modify | 27 | 0.10 | 2.09756 | 2.10356 | 2.11256 | ||
106 | 2024.04.16 01:40 | t/p | 27 | 0.10 | 2.11256 | 2.10356 | 2.11256 | 87.58 | 10811.72 |
107 | 2024.04.16 01:40 | t/p | 28 | 0.10 | 2.11256 | 2.10356 | 2.11256 | 35.02 | 10846.74 |
108 | 2024.04.16 01:40 | t/p | 29 | 0.10 | 2.11256 | 2.10356 | 2.11256 | 49.08 | 10895.82 |
109 | 2024.04.16 01:40 | t/p | 30 | 0.10 | 2.11256 | 2.10356 | 2.11256 | 26.14 | 10921.96 |
110 | 2024.04.16 08:00 | sell | 31 | 0.10 | 2.11224 | 0.00000 | 0.00000 | ||
111 | 2024.04.16 08:00 | modify | 31 | 0.10 | 2.11224 | 2.12524 | 2.09724 | ||
112 | 2024.04.17 01:50 | sell | 32 | 0.10 | 2.10530 | 0.00000 | 0.00000 | ||
113 | 2024.04.17 01:50 | modify | 32 | 0.10 | 2.10530 | 2.10699 | 2.09724 | ||
114 | 2024.04.17 01:50 | modify | 31 | 0.10 | 2.11224 | 2.10699 | 2.09724 | ||
115 | 2024.04.17 02:40 | s/l | 31 | 0.10 | 2.10699 | 2.10699 | 2.09724 | 31.54 | 10953.50 |
116 | 2024.04.17 02:40 | s/l | 32 | 0.10 | 2.10699 | 2.10699 | 2.09724 | -10.21 | 10943.29 |