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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1913 | Ticks modelled | 32655996 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 452.09 | Gross profit | 724.62 | Gross loss | -272.53 |
Profit factor | 2.66 | Expected payoff | 12.92 | ||
Absolute drawdown | 54.27 | Maximal drawdown | 134.79 (1.32%) | Relative drawdown | 1.32% (134.79) |
Total trades | 35 | Short positions (won %) | 22 (59.09%) | Long positions (won %) | 13 (46.15%) |
Profit trades (% of total) | 19 (54.29%) | Loss trades (% of total) | 16 (45.71%) | ||
Largest | profit trade | 90.44 | loss trade | -79.57 | |
Average | profit trade | 38.14 | loss trade | -17.03 | |
Maximum | consecutive wins (profit in money) | 7 (356.29) | consecutive losses (loss in money) | 3 (-50.81) | |
Maximal | consecutive profit (count of wins) | 356.29 (7) | consecutive loss (count of losses) | -79.57 (1) | |
Average | consecutive wins | 1 | 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 01:10 | buy | 2 | 0.10 | 1.98878 | 0.00000 | 0.00000 | ||
4 | 2023.05.24 01:10 | modify | 2 | 0.10 | 1.98878 | 1.98728 | 1.99703 | ||
5 | 2023.05.24 01:10 | modify | 1 | 0.10 | 1.98203 | 1.98728 | 1.99703 | ||
6 | 2023.05.24 01:40 | s/l | 1 | 0.10 | 1.98728 | 1.98728 | 1.99703 | 30.81 | 10030.81 |
7 | 2023.05.24 01:40 | s/l | 2 | 0.10 | 1.98728 | 1.98728 | 1.99703 | -9.06 | 10021.75 |
8 | 2023.05.31 08:00 | sell | 3 | 0.10 | 2.06174 | 0.00000 | 0.00000 | ||
9 | 2023.05.31 08:00 | modify | 3 | 0.10 | 2.06174 | 2.07474 | 2.04674 | ||
10 | 2023.06.02 03:39 | sell | 4 | 0.10 | 2.05496 | 0.00000 | 0.00000 | ||
11 | 2023.06.02 03:39 | modify | 4 | 0.10 | 2.05496 | 2.05649 | 2.04674 | ||
12 | 2023.06.02 03:39 | modify | 3 | 0.10 | 2.06174 | 2.05649 | 2.04674 | ||
13 | 2023.06.02 04:22 | s/l | 3 | 0.10 | 2.05649 | 2.05649 | 2.04674 | 31.01 | 10052.76 |
14 | 2023.06.02 04:22 | s/l | 4 | 0.10 | 2.05649 | 2.05649 | 2.04674 | -9.24 | 10043.52 |
15 | 2023.06.12 20:00 | buy | 5 | 0.10 | 2.04332 | 0.00000 | 0.00000 | ||
16 | 2023.06.12 20:00 | modify | 5 | 0.10 | 2.04332 | 2.03032 | 2.05832 | ||
17 | 2023.06.13 02:31 | buy | 6 | 0.10 | 2.05009 | 0.00000 | 0.00000 | ||
18 | 2023.06.13 02:31 | modify | 6 | 0.10 | 2.05009 | 2.04857 | 2.05832 | ||
19 | 2023.06.13 02:31 | modify | 5 | 0.10 | 2.04332 | 2.04857 | 2.05832 | ||
20 | 2023.06.13 02:55 | s/l | 5 | 0.10 | 2.04857 | 2.04857 | 2.05832 | 31.40 | 10074.92 |
21 | 2023.06.13 02:55 | s/l | 6 | 0.10 | 2.04857 | 2.04857 | 2.05832 | -9.18 | 10065.74 |
22 | 2023.07.05 08:00 | buy | 7 | 0.10 | 2.05195 | 0.00000 | 0.00000 | ||
23 | 2023.07.05 08:00 | modify | 7 | 0.10 | 2.05195 | 2.03895 | 2.06695 | ||
24 | 2023.07.06 04:06 | buy | 8 | 0.10 | 2.05872 | 0.00000 | 0.00000 | ||
25 | 2023.07.06 04:06 | modify | 8 | 0.10 | 2.05872 | 2.05720 | 2.06695 | ||
26 | 2023.07.06 04:06 | modify | 7 | 0.10 | 2.05195 | 2.05720 | 2.06695 | ||
27 | 2023.07.06 04:13 | s/l | 7 | 0.10 | 2.05720 | 2.05720 | 2.06695 | 30.81 | 10096.55 |
28 | 2023.07.06 04:13 | s/l | 8 | 0.10 | 2.05720 | 2.05720 | 2.06695 | -9.18 | 10087.37 |
29 | 2023.09.05 16:00 | sell | 9 | 0.10 | 2.13865 | 0.00000 | 0.00000 | ||
30 | 2023.09.05 16:00 | modify | 9 | 0.10 | 2.13865 | 2.15165 | 2.12365 | ||
31 | 2023.09.06 06:00 | sell | 10 | 0.10 | 2.13182 | 0.00000 | 0.00000 | ||
32 | 2023.09.06 06:00 | modify | 10 | 0.10 | 2.13182 | 2.13340 | 2.12365 | ||
33 | 2023.09.06 06:00 | modify | 9 | 0.10 | 2.13865 | 2.13340 | 2.12365 | ||
34 | 2023.09.06 06:03 | s/l | 9 | 0.10 | 2.13340 | 2.13340 | 2.12365 | 31.54 | 10118.90 |
35 | 2023.09.06 06:03 | s/l | 10 | 0.10 | 2.13340 | 2.13340 | 2.12365 | -9.54 | 10109.36 |
36 | 2023.10.13 08:00 | sell | 11 | 0.10 | 2.06168 | 0.00000 | 0.00000 | ||
37 | 2023.10.13 08:00 | modify | 11 | 0.10 | 2.06168 | 2.07468 | 2.04668 | ||
38 | 2023.10.15 21:08 | sell | 12 | 0.10 | 2.05106 | 0.00000 | 0.00000 | ||
39 | 2023.10.15 21:08 | modify | 12 | 0.10 | 2.05106 | 2.05568 | 2.04668 | ||
40 | 2023.10.15 21:08 | modify | 11 | 0.10 | 2.06168 | 2.05568 | 2.04668 | ||
41 | 2023.10.15 21:14 | sell | 13 | 0.10 | 2.05268 | 0.00000 | 0.00000 | ||
42 | 2023.10.15 21:14 | modify | 13 | 0.10 | 2.05268 | 2.05793 | 2.04668 | ||
43 | 2023.10.15 21:14 | modify | 13 | 0.10 | 2.05268 | 2.05568 | 2.04668 | ||
44 | 2023.10.15 21:34 | sell | 14 | 0.10 | 2.05489 | 0.00000 | 0.00000 | ||
45 | 2023.10.15 21:34 | modify | 14 | 0.10 | 2.05489 | 2.05643 | 2.04668 | ||
46 | 2023.10.15 21:34 | modify | 14 | 0.10 | 2.05489 | 2.05568 | 2.04668 | ||
47 | 2023.10.15 21:34 | s/l | 11 | 0.10 | 2.05568 | 2.05568 | 2.04668 | 36.23 | 10145.59 |
48 | 2023.10.15 21:34 | s/l | 12 | 0.10 | 2.05568 | 2.05568 | 2.04668 | -27.91 | 10117.68 |
49 | 2023.10.15 21:34 | s/l | 13 | 0.10 | 2.05568 | 2.05568 | 2.04668 | -18.12 | 10099.56 |
50 | 2023.10.15 21:34 | s/l | 14 | 0.10 | 2.05568 | 2.05568 | 2.04668 | -4.78 | 10094.78 |
51 | 2023.10.23 20:00 | sell | 15 | 0.10 | 2.09355 | 0.00000 | 0.00000 | ||
52 | 2023.10.23 20:00 | modify | 15 | 0.10 | 2.09355 | 2.10655 | 2.07855 | ||
53 | 2023.10.24 12:42 | sell | 16 | 0.10 | 2.08680 | 0.00000 | 0.00000 | ||
54 | 2023.10.24 12:42 | modify | 16 | 0.10 | 2.08680 | 2.08830 | 2.07855 | ||
55 | 2023.10.24 12:42 | modify | 15 | 0.10 | 2.09355 | 2.08830 | 2.07855 | ||
56 | 2023.10.24 13:14 | s/l | 15 | 0.10 | 2.08830 | 2.08830 | 2.07855 | 31.54 | 10126.32 |
57 | 2023.10.24 13:14 | s/l | 16 | 0.10 | 2.08830 | 2.08830 | 2.07855 | -9.06 | 10117.26 |
58 | 2023.11.02 16:00 | buy | 17 | 0.10 | 2.06908 | 0.00000 | 0.00000 | ||
59 | 2023.11.02 16:00 | modify | 17 | 0.10 | 2.06908 | 2.05608 | 2.08408 | ||
60 | 2023.11.06 10:27 | buy | 18 | 0.10 | 2.07594 | 0.00000 | 0.00000 | ||
61 | 2023.11.06 10:27 | modify | 18 | 0.10 | 2.07594 | 2.07433 | 2.08408 | ||
62 | 2023.11.06 10:27 | modify | 17 | 0.10 | 2.06908 | 2.07433 | 2.08408 | ||
63 | 2023.11.06 11:00 | buy | 19 | 0.10 | 2.07808 | 0.00000 | 0.00000 | ||
64 | 2023.11.06 11:00 | modify | 19 | 0.10 | 2.07808 | 2.07283 | 2.08408 | ||
65 | 2023.11.06 11:00 | modify | 18 | 0.10 | 2.07594 | 2.07283 | 2.08408 | ||
66 | 2023.11.06 11:00 | modify | 17 | 0.10 | 2.06908 | 2.07283 | 2.08408 | ||
67 | 2023.11.06 15:14 | s/l | 17 | 0.10 | 2.07283 | 2.07283 | 2.08408 | 22.04 | 10139.30 |
68 | 2023.11.06 15:14 | s/l | 18 | 0.10 | 2.07283 | 2.07283 | 2.08408 | -18.78 | 10120.52 |
69 | 2023.11.06 15:14 | s/l | 19 | 0.10 | 2.07283 | 2.07283 | 2.08408 | -31.70 | 10088.82 |
70 | 2023.11.14 12:00 | sell | 20 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
71 | 2023.11.14 12:00 | modify | 20 | 0.10 | 2.09351 | 2.10651 | 2.07851 | ||
72 | 2023.11.14 13:36 | sell | 21 | 0.10 | 2.08448 | 0.00000 | 0.00000 | ||
73 | 2023.11.14 13:36 | modify | 21 | 0.10 | 2.08448 | 2.08976 | 2.07851 | ||
74 | 2023.11.14 13:36 | modify | 20 | 0.10 | 2.09351 | 2.08976 | 2.07851 | ||
75 | 2023.11.14 13:40 | sell | 22 | 0.10 | 2.08671 | 0.00000 | 0.00000 | ||
76 | 2023.11.14 13:40 | modify | 22 | 0.10 | 2.08671 | 2.08826 | 2.07851 | ||
77 | 2023.11.14 13:40 | modify | 22 | 0.10 | 2.08671 | 2.08976 | 2.07851 | ||
78 | 2023.11.14 18:34 | sell | 23 | 0.10 | 2.08301 | 0.00000 | 0.00000 | ||
79 | 2023.11.14 18:34 | modify | 23 | 0.10 | 2.08301 | 2.08751 | 2.07851 | ||
80 | 2023.11.14 18:34 | modify | 21 | 0.10 | 2.08448 | 2.08751 | 2.07851 | ||
81 | 2023.11.14 18:34 | modify | 22 | 0.10 | 2.08671 | 2.08751 | 2.07851 | ||
82 | 2023.11.14 18:34 | modify | 20 | 0.10 | 2.09351 | 2.08751 | 2.07851 | ||
83 | 2023.11.15 01:47 | t/p | 20 | 0.10 | 2.07851 | 2.08751 | 2.07851 | 90.43 | 10179.25 |
84 | 2023.11.15 01:47 | t/p | 21 | 0.10 | 2.07851 | 2.08751 | 2.07851 | 35.89 | 10215.13 |
85 | 2023.11.15 01:47 | t/p | 22 | 0.10 | 2.07851 | 2.08751 | 2.07851 | 49.36 | 10264.49 |
86 | 2023.11.15 01:47 | t/p | 23 | 0.10 | 2.07851 | 2.08751 | 2.07851 | 27.01 | 10291.49 |
87 | 2024.02.13 20:00 | sell | 24 | 0.10 | 2.07819 | 0.00000 | 0.00000 | ||
88 | 2024.02.13 20:00 | modify | 24 | 0.10 | 2.07819 | 2.09119 | 2.06319 | ||
89 | 2024.02.14 07:00 | sell | 25 | 0.10 | 2.06919 | 0.00000 | 0.00000 | ||
90 | 2024.02.14 07:00 | modify | 25 | 0.10 | 2.06919 | 2.07444 | 2.06319 | ||
91 | 2024.02.14 07:00 | modify | 24 | 0.10 | 2.07819 | 2.07444 | 2.06319 | ||
92 | 2024.02.14 07:00 | sell | 26 | 0.10 | 2.06765 | 0.00000 | 0.00000 | ||
93 | 2024.02.14 07:00 | modify | 26 | 0.10 | 2.06765 | 2.07219 | 2.06319 | ||
94 | 2024.02.14 07:00 | modify | 25 | 0.10 | 2.06919 | 2.07219 | 2.06319 | ||
95 | 2024.02.14 07:00 | modify | 24 | 0.10 | 2.07819 | 2.07219 | 2.06319 | ||
96 | 2024.02.14 09:46 | t/p | 24 | 0.10 | 2.06319 | 2.07219 | 2.06319 | 90.44 | 10381.93 |
97 | 2024.02.14 09:46 | t/p | 25 | 0.10 | 2.06319 | 2.07219 | 2.06319 | 36.24 | 10418.17 |
98 | 2024.02.14 09:46 | t/p | 26 | 0.10 | 2.06319 | 2.07219 | 2.06319 | 26.94 | 10445.11 |
99 | 2024.02.28 08:00 | sell | 27 | 0.10 | 2.07222 | 0.00000 | 0.00000 | ||
100 | 2024.02.28 08:00 | modify | 27 | 0.10 | 2.07222 | 2.08522 | 2.05722 | ||
101 | 2024.03.05 02:47 | s/l | 27 | 0.10 | 2.08522 | 2.08522 | 2.05722 | -79.57 | 10365.54 |
102 | 2024.03.07 12:00 | buy | 28 | 0.10 | 2.07149 | 0.00000 | 0.00000 | ||
103 | 2024.03.07 12:00 | modify | 28 | 0.10 | 2.07149 | 2.05849 | 2.08649 | ||
104 | 2024.03.08 01:17 | buy | 29 | 0.10 | 2.07825 | 0.00000 | 0.00000 | ||
105 | 2024.03.08 01:17 | modify | 29 | 0.10 | 2.07825 | 2.07674 | 2.08649 | ||
106 | 2024.03.08 01:17 | modify | 28 | 0.10 | 2.07149 | 2.07674 | 2.08649 | ||
107 | 2024.03.08 01:34 | s/l | 28 | 0.10 | 2.07674 | 2.07674 | 2.08649 | 31.40 | 10396.94 |
108 | 2024.03.08 01:34 | s/l | 29 | 0.10 | 2.07674 | 2.07674 | 2.08649 | -9.11 | 10387.83 |
109 | 2024.03.19 20:00 | sell | 30 | 0.10 | 2.10109 | 0.00000 | 0.00000 | ||
110 | 2024.03.19 20:00 | modify | 30 | 0.10 | 2.10109 | 2.11409 | 2.08609 | ||
111 | 2024.03.21 12:00 | sell | 31 | 0.10 | 2.09432 | 0.00000 | 0.00000 | ||
112 | 2024.03.21 12:00 | modify | 31 | 0.10 | 2.09432 | 2.09584 | 2.08609 | ||
113 | 2024.03.21 12:00 | modify | 30 | 0.10 | 2.10109 | 2.09584 | 2.08609 | ||
114 | 2024.03.21 12:02 | s/l | 30 | 0.10 | 2.09584 | 2.09584 | 2.08609 | 31.01 | 10418.84 |
115 | 2024.03.21 12:02 | s/l | 31 | 0.10 | 2.09584 | 2.09584 | 2.08609 | -9.18 | 10409.66 |
116 | 2024.04.04 16:00 | buy | 32 | 0.10 | 2.09756 | 0.00000 | 0.00000 | ||
117 | 2024.04.04 16:00 | modify | 32 | 0.10 | 2.09756 | 2.08456 | 2.11256 | ||
118 | 2024.04.15 13:05 | buy | 33 | 0.10 | 2.10431 | 0.00000 | 0.00000 | ||
119 | 2024.04.15 13:05 | modify | 33 | 0.10 | 2.10431 | 2.10281 | 2.11256 | ||
120 | 2024.04.15 13:05 | modify | 32 | 0.10 | 2.09756 | 2.10281 | 2.11256 | ||
121 | 2024.04.15 13:07 | s/l | 32 | 0.10 | 2.10281 | 2.10281 | 2.11256 | 29.02 | 10438.68 |
122 | 2024.04.15 13:07 | s/l | 33 | 0.10 | 2.10281 | 2.10281 | 2.11256 | -9.06 | 10429.62 |
123 | 2024.04.16 08:00 | sell | 34 | 0.10 | 2.11224 | 0.00000 | 0.00000 | ||
124 | 2024.04.16 08:00 | modify | 34 | 0.10 | 2.11224 | 2.12524 | 2.09724 | ||
125 | 2024.04.17 01:41 | sell | 35 | 0.10 | 2.10549 | 0.00000 | 0.00000 | ||
126 | 2024.04.17 01:41 | modify | 35 | 0.10 | 2.10549 | 2.10699 | 2.09724 | ||
127 | 2024.04.17 01:41 | modify | 34 | 0.10 | 2.11224 | 2.10699 | 2.09724 | ||
128 | 2024.04.17 02:02 | s/l | 34 | 0.10 | 2.10699 | 2.10699 | 2.09724 | 31.54 | 10461.15 |
129 | 2024.04.17 02:02 | s/l | 35 | 0.10 | 2.10699 | 2.10699 | 2.09724 | -9.06 | 10452.09 |