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=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=35; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=13; 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 | 541.35 | Gross profit | 1376.84 | Gross loss | -835.49 |
Profit factor | 1.65 | Expected payoff | 12.03 | ||
Absolute drawdown | 218.69 | Maximal drawdown | 224.67 (2.25%) | Relative drawdown | 2.25% (224.67) |
Total trades | 45 | Short positions (won %) | 15 (60.00%) | Long positions (won %) | 30 (53.33%) |
Profit trades (% of total) | 25 (55.56%) | Loss trades (% of total) | 20 (44.44%) | ||
Largest | profit trade | 78.37 | loss trade | -79.76 | |
Average | profit trade | 55.07 | loss trade | -41.77 | |
Maximum | consecutive wins (profit in money) | 7 (362.18) | consecutive losses (loss in money) | 3 (-112.60) | |
Maximal | consecutive profit (count of wins) | 362.18 (7) | consecutive loss (count of losses) | -157.90 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | 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 | 2.03890 | ||
3 | 2023.05.02 09:00 | s/l | 1 | 0.10 | 2.01290 | 2.01290 | 2.03890 | -78.81 | 9921.19 |
4 | 2023.05.04 19:00 | buy | 2 | 0.10 | 2.00109 | 0.00000 | 0.00000 | ||
5 | 2023.05.04 19:00 | modify | 2 | 0.10 | 2.00109 | 1.98809 | 2.01409 | ||
6 | 2023.05.08 15:00 | s/l | 2 | 0.10 | 1.98809 | 1.98809 | 2.01409 | -79.10 | 9842.10 |
7 | 2023.05.08 16:00 | buy | 3 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
8 | 2023.05.08 16:00 | modify | 3 | 0.10 | 1.98977 | 1.97677 | 2.00277 | ||
9 | 2023.05.12 08:00 | t/p | 3 | 0.10 | 2.00277 | 1.97677 | 2.00277 | 76.72 | 9918.82 |
10 | 2023.07.06 18:00 | sell | 4 | 0.10 | 2.06819 | 0.00000 | 0.00000 | ||
11 | 2023.07.06 18:00 | modify | 4 | 0.10 | 2.06819 | 2.08119 | 2.05519 | ||
12 | 2023.07.11 08:00 | s/l | 4 | 0.10 | 2.08119 | 2.08119 | 2.05519 | -79.06 | 9839.75 |
13 | 2023.07.11 13:00 | sell | 5 | 0.10 | 2.08755 | 0.00000 | 0.00000 | ||
14 | 2023.07.11 13:00 | modify | 5 | 0.10 | 2.08755 | 2.10055 | 2.07455 | ||
15 | 2023.07.12 14:00 | t/p | 5 | 0.10 | 2.07455 | 2.10055 | 2.07455 | 78.36 | 9918.11 |
16 | 2023.07.12 19:00 | buy | 6 | 0.10 | 2.06077 | 0.00000 | 0.00000 | ||
17 | 2023.07.12 19:00 | modify | 6 | 0.10 | 2.06077 | 2.04777 | 2.07377 | ||
18 | 2023.07.17 10:00 | buy | 7 | 0.10 | 2.06756 | 0.00000 | 0.00000 | ||
19 | 2023.07.17 10:00 | modify | 7 | 0.10 | 2.06756 | 2.06532 | 2.07377 | ||
20 | 2023.07.17 10:00 | modify | 6 | 0.10 | 2.06077 | 2.06532 | 2.07377 | ||
21 | 2023.07.17 11:00 | s/l | 6 | 0.10 | 2.06532 | 2.06532 | 2.07377 | 25.99 | 9944.10 |
22 | 2023.07.17 11:00 | s/l | 7 | 0.10 | 2.06532 | 2.06532 | 2.07377 | -13.53 | 9930.57 |
23 | 2023.07.23 21:00 | sell | 8 | 0.10 | 2.07917 | 0.00000 | 0.00000 | ||
24 | 2023.07.23 21:00 | modify | 8 | 0.10 | 2.07917 | 2.09217 | 2.06617 | ||
25 | 2023.07.24 15:00 | t/p | 8 | 0.10 | 2.06617 | 2.09217 | 2.06617 | 78.37 | 10008.94 |
26 | 2023.07.24 16:00 | buy | 9 | 0.10 | 2.06639 | 0.00000 | 0.00000 | ||
27 | 2023.07.24 16:00 | modify | 9 | 0.10 | 2.06639 | 2.05339 | 2.07939 | ||
28 | 2023.07.25 20:00 | buy | 10 | 0.10 | 2.07425 | 0.00000 | 0.00000 | ||
29 | 2023.07.25 20:00 | modify | 10 | 0.10 | 2.07425 | 2.06964 | 2.07939 | ||
30 | 2023.07.25 20:00 | buy | 11 | 0.10 | 2.07425 | 0.00000 | 0.00000 | ||
31 | 2023.07.25 20:00 | modify | 11 | 0.10 | 2.07425 | 2.07159 | 2.07939 | ||
32 | 2023.07.25 20:00 | modify | 9 | 0.10 | 2.06639 | 2.07159 | 2.07939 | ||
33 | 2023.07.25 21:00 | s/l | 9 | 0.10 | 2.07159 | 2.07159 | 2.07939 | 31.10 | 10040.04 |
34 | 2023.07.25 21:00 | s/l | 11 | 0.10 | 2.07159 | 2.07159 | 2.07939 | -16.07 | 10023.97 |
35 | 2023.07.25 21:00 | close | 10 | 0.10 | 2.07078 | 2.06964 | 2.07939 | -20.96 | 10003.01 |
36 | 2023.07.31 16:00 | buy | 12 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
37 | 2023.07.31 16:00 | modify | 12 | 0.10 | 2.06784 | 2.05484 | 2.08084 | ||
38 | 2023.08.01 09:00 | t/p | 12 | 0.10 | 2.08084 | 2.05484 | 2.08084 | 78.20 | 10081.21 |
39 | 2023.08.29 16:00 | buy | 13 | 0.10 | 2.12143 | 0.00000 | 0.00000 | ||
40 | 2023.08.29 16:00 | modify | 13 | 0.10 | 2.12143 | 2.10843 | 2.13443 | ||
41 | 2023.08.30 21:00 | t/p | 13 | 0.10 | 2.13443 | 2.10843 | 2.13443 | 78.21 | 10159.42 |
42 | 2023.10.09 18:00 | buy | 14 | 0.10 | 2.03335 | 0.00000 | 0.00000 | ||
43 | 2023.10.09 18:00 | modify | 14 | 0.10 | 2.03335 | 2.02035 | 2.04635 | ||
44 | 2023.10.11 10:00 | buy | 15 | 0.10 | 2.04000 | 0.00000 | 0.00000 | ||
45 | 2023.10.11 10:00 | modify | 15 | 0.10 | 2.04000 | 2.03790 | 2.04635 | ||
46 | 2023.10.11 10:00 | modify | 14 | 0.10 | 2.03335 | 2.03790 | 2.04635 | ||
47 | 2023.10.11 11:00 | buy | 16 | 0.10 | 2.04117 | 0.00000 | 0.00000 | ||
48 | 2023.10.11 11:00 | modify | 16 | 0.10 | 2.04117 | 2.03660 | 2.04635 | ||
49 | 2023.10.11 11:00 | buy | 17 | 0.10 | 2.04117 | 0.00000 | 0.00000 | ||
50 | 2023.10.11 11:00 | modify | 17 | 0.10 | 2.04117 | 2.03855 | 2.04635 | ||
51 | 2023.10.11 11:00 | modify | 15 | 0.10 | 2.04000 | 2.03855 | 2.04635 | ||
52 | 2023.10.11 11:00 | modify | 14 | 0.10 | 2.03335 | 2.03855 | 2.04635 | ||
53 | 2023.10.11 12:00 | modify | 16 | 0.10 | 2.04117 | 2.03855 | 2.04635 | ||
54 | 2023.10.12 00:00 | t/p | 14 | 0.10 | 2.04635 | 2.03855 | 2.04635 | 77.01 | 10236.43 |
55 | 2023.10.12 00:00 | t/p | 15 | 0.10 | 2.04635 | 2.03855 | 2.04635 | 37.45 | 10273.88 |
56 | 2023.10.12 00:00 | t/p | 16 | 0.10 | 2.04635 | 2.03855 | 2.04635 | 30.39 | 10304.26 |
57 | 2023.10.12 00:00 | t/p | 17 | 0.10 | 2.04635 | 2.03855 | 2.04635 | 30.39 | 10334.65 |
58 | 2023.10.25 19:00 | sell | 18 | 0.10 | 2.08627 | 0.00000 | 0.00000 | ||
59 | 2023.10.25 19:00 | modify | 18 | 0.10 | 2.08627 | 2.09927 | 2.07327 | ||
60 | 2023.10.30 10:00 | sell | 19 | 0.10 | 2.07828 | 0.00000 | 0.00000 | ||
61 | 2023.10.30 10:00 | modify | 19 | 0.10 | 2.07828 | 2.08302 | 2.07327 | ||
62 | 2023.10.30 10:00 | sell | 20 | 0.10 | 2.07828 | 0.00000 | 0.00000 | ||
63 | 2023.10.30 10:00 | modify | 20 | 0.10 | 2.07828 | 2.08107 | 2.07327 | ||
64 | 2023.10.30 10:00 | modify | 18 | 0.10 | 2.08627 | 2.08107 | 2.07327 | ||
65 | 2023.10.30 11:00 | modify | 19 | 0.10 | 2.07828 | 2.08107 | 2.07327 | ||
66 | 2023.10.30 13:00 | s/l | 18 | 0.10 | 2.08107 | 2.08107 | 2.07327 | 30.54 | 10365.19 |
67 | 2023.10.30 13:00 | s/l | 19 | 0.10 | 2.08107 | 2.08107 | 2.07327 | -16.86 | 10348.33 |
68 | 2023.10.30 13:00 | s/l | 20 | 0.10 | 2.08107 | 2.08107 | 2.07327 | -16.86 | 10331.47 |
69 | 2023.10.31 23:00 | sell | 21 | 0.10 | 2.09189 | 0.00000 | 0.00000 | ||
70 | 2023.10.31 23:00 | modify | 21 | 0.10 | 2.09189 | 2.10489 | 2.07889 | ||
71 | 2023.11.01 14:00 | t/p | 21 | 0.10 | 2.07889 | 2.10489 | 2.07889 | 78.36 | 10409.82 |
72 | 2023.11.01 15:00 | buy | 22 | 0.10 | 2.07837 | 0.00000 | 0.00000 | ||
73 | 2023.11.01 15:00 | modify | 22 | 0.10 | 2.07837 | 2.06537 | 2.09137 | ||
74 | 2023.11.02 10:00 | s/l | 22 | 0.10 | 2.06537 | 2.06537 | 2.09137 | -79.40 | 10330.42 |
75 | 2023.11.07 20:00 | buy | 23 | 0.10 | 2.07161 | 0.00000 | 0.00000 | ||
76 | 2023.11.07 20:00 | modify | 23 | 0.10 | 2.07161 | 2.05861 | 2.08461 | ||
77 | 2023.11.08 21:00 | buy | 24 | 0.10 | 2.07960 | 0.00000 | 0.00000 | ||
78 | 2023.11.08 21:00 | modify | 24 | 0.10 | 2.07960 | 2.07486 | 2.08461 | ||
79 | 2023.11.08 21:00 | buy | 25 | 0.10 | 2.07960 | 0.00000 | 0.00000 | ||
80 | 2023.11.08 21:00 | modify | 25 | 0.10 | 2.07960 | 2.07681 | 2.08461 | ||
81 | 2023.11.08 21:00 | modify | 23 | 0.10 | 2.07161 | 2.07681 | 2.08461 | ||
82 | 2023.11.08 22:00 | s/l | 23 | 0.10 | 2.07681 | 2.07681 | 2.08461 | 31.10 | 10361.52 |
83 | 2023.11.08 22:00 | s/l | 25 | 0.10 | 2.07681 | 2.07681 | 2.08461 | -16.85 | 10344.67 |
84 | 2023.11.08 22:00 | close | 24 | 0.10 | 2.07568 | 2.07486 | 2.08461 | -23.68 | 10320.99 |
85 | 2023.11.09 16:00 | buy | 26 | 0.10 | 2.06551 | 0.00000 | 0.00000 | ||
86 | 2023.11.09 16:00 | modify | 26 | 0.10 | 2.06551 | 2.05251 | 2.07851 | ||
87 | 2023.11.13 09:00 | t/p | 26 | 0.10 | 2.07851 | 2.05251 | 2.07851 | 77.90 | 10398.89 |
88 | 2023.11.14 21:00 | buy | 27 | 0.10 | 2.08054 | 0.00000 | 0.00000 | ||
89 | 2023.11.14 21:00 | modify | 27 | 0.10 | 2.08054 | 2.06754 | 2.09354 | ||
90 | 2023.11.15 08:00 | s/l | 27 | 0.10 | 2.06754 | 2.06754 | 2.09354 | -78.80 | 10320.10 |
91 | 2023.12.13 17:00 | buy | 28 | 0.10 | 2.04558 | 0.00000 | 0.00000 | ||
92 | 2023.12.13 17:00 | modify | 28 | 0.10 | 2.04558 | 2.03258 | 2.05858 | ||
93 | 2023.12.13 22:00 | s/l | 28 | 0.10 | 2.03258 | 2.03258 | 2.05858 | -78.50 | 10241.60 |
94 | 2023.12.20 13:00 | buy | 29 | 0.10 | 2.01187 | 0.00000 | 0.00000 | ||
95 | 2023.12.20 13:00 | modify | 29 | 0.10 | 2.01187 | 1.99887 | 2.02487 | ||
96 | 2023.12.21 08:00 | t/p | 29 | 0.10 | 2.02487 | 1.99887 | 2.02487 | 77.62 | 10319.21 |
97 | 2024.01.22 18:00 | sell | 30 | 0.10 | 2.08534 | 0.00000 | 0.00000 | ||
98 | 2024.01.22 18:00 | modify | 30 | 0.10 | 2.08534 | 2.09834 | 2.07234 | ||
99 | 2024.01.24 14:00 | sell | 31 | 0.10 | 2.07744 | 0.00000 | 0.00000 | ||
100 | 2024.01.24 14:00 | modify | 31 | 0.10 | 2.07744 | 2.08209 | 2.07234 | ||
101 | 2024.01.24 14:00 | sell | 32 | 0.10 | 2.07744 | 0.00000 | 0.00000 | ||
102 | 2024.01.24 14:00 | modify | 32 | 0.10 | 2.07744 | 2.08014 | 2.07234 | ||
103 | 2024.01.24 14:00 | modify | 30 | 0.10 | 2.08534 | 2.08014 | 2.07234 | ||
104 | 2024.01.24 15:00 | modify | 31 | 0.10 | 2.07744 | 2.08014 | 2.07234 | ||
105 | 2024.01.24 16:00 | s/l | 30 | 0.10 | 2.08014 | 2.08014 | 2.07234 | 31.06 | 10350.27 |
106 | 2024.01.24 16:00 | s/l | 31 | 0.10 | 2.08014 | 2.08014 | 2.07234 | -16.31 | 10333.96 |
107 | 2024.01.24 16:00 | s/l | 32 | 0.10 | 2.08014 | 2.08014 | 2.07234 | -16.31 | 10317.65 |
108 | 2024.01.26 14:00 | sell | 33 | 0.10 | 2.08507 | 0.00000 | 0.00000 | ||
109 | 2024.01.26 14:00 | modify | 33 | 0.10 | 2.08507 | 2.09807 | 2.07207 | ||
110 | 2024.01.29 21:00 | t/p | 33 | 0.10 | 2.07207 | 2.09807 | 2.07207 | 78.37 | 10396.02 |
111 | 2024.01.29 23:00 | buy | 34 | 0.10 | 2.07202 | 0.00000 | 0.00000 | ||
112 | 2024.01.29 23:00 | modify | 34 | 0.10 | 2.07202 | 2.05902 | 2.08502 | ||
113 | 2024.02.02 16:00 | t/p | 34 | 0.10 | 2.08502 | 2.05902 | 2.08502 | 76.72 | 10472.74 |
114 | 2024.02.13 19:00 | sell | 35 | 0.10 | 2.07974 | 0.00000 | 0.00000 | ||
115 | 2024.02.13 19:00 | modify | 35 | 0.10 | 2.07974 | 2.09274 | 2.06674 | ||
116 | 2024.02.14 07:00 | sell | 36 | 0.10 | 2.07187 | 0.00000 | 0.00000 | ||
117 | 2024.02.14 07:00 | modify | 36 | 0.10 | 2.07187 | 2.07649 | 2.06674 | ||
118 | 2024.02.14 07:00 | sell | 37 | 0.10 | 2.07187 | 0.00000 | 0.00000 | ||
119 | 2024.02.14 07:00 | modify | 37 | 0.10 | 2.07187 | 2.07454 | 2.06674 | ||
120 | 2024.02.14 07:00 | modify | 35 | 0.10 | 2.07974 | 2.07454 | 2.06674 | ||
121 | 2024.02.14 08:00 | t/p | 35 | 0.10 | 2.06674 | 2.07454 | 2.06674 | 78.37 | 10551.11 |
122 | 2024.02.14 08:00 | t/p | 36 | 0.10 | 2.06674 | 2.07649 | 2.06674 | 31.00 | 10582.11 |
123 | 2024.02.14 08:00 | t/p | 37 | 0.10 | 2.06674 | 2.07454 | 2.06674 | 31.00 | 10613.11 |
124 | 2024.02.15 15:00 | buy | 38 | 0.10 | 2.05578 | 0.00000 | 0.00000 | ||
125 | 2024.02.15 15:00 | modify | 38 | 0.10 | 2.05578 | 2.04278 | 2.06878 | ||
126 | 2024.02.15 18:00 | buy | 39 | 0.10 | 2.06248 | 0.00000 | 0.00000 | ||
127 | 2024.02.15 18:00 | modify | 39 | 0.10 | 2.06248 | 2.06033 | 2.06878 | ||
128 | 2024.02.15 18:00 | modify | 38 | 0.10 | 2.05578 | 2.06033 | 2.06878 | ||
129 | 2024.02.15 19:00 | s/l | 38 | 0.10 | 2.06033 | 2.06033 | 2.06878 | 27.48 | 10640.59 |
130 | 2024.02.15 19:00 | s/l | 39 | 0.10 | 2.06033 | 2.06033 | 2.06878 | -12.98 | 10627.61 |
131 | 2024.02.19 15:00 | buy | 40 | 0.10 | 2.05021 | 0.00000 | 0.00000 | ||
132 | 2024.02.19 15:00 | modify | 40 | 0.10 | 2.05021 | 2.03721 | 2.06321 | ||
133 | 2024.02.27 10:00 | buy | 41 | 0.10 | 2.05813 | 0.00000 | 0.00000 | ||
134 | 2024.02.27 10:00 | modify | 41 | 0.10 | 2.05813 | 2.05346 | 2.06321 | ||
135 | 2024.02.27 10:00 | buy | 42 | 0.10 | 2.05813 | 0.00000 | 0.00000 | ||
136 | 2024.02.27 10:00 | modify | 42 | 0.10 | 2.05813 | 2.05541 | 2.06321 | ||
137 | 2024.02.27 10:00 | modify | 40 | 0.10 | 2.05021 | 2.05541 | 2.06321 | ||
138 | 2024.02.27 11:00 | modify | 41 | 0.10 | 2.05813 | 2.05541 | 2.06321 | ||
139 | 2024.02.27 13:00 | s/l | 40 | 0.10 | 2.05541 | 2.05541 | 2.06321 | 29.03 | 10656.63 |
140 | 2024.02.27 13:00 | s/l | 41 | 0.10 | 2.05541 | 2.05541 | 2.06321 | -16.42 | 10640.21 |
141 | 2024.02.27 13:00 | s/l | 42 | 0.10 | 2.05541 | 2.05541 | 2.06321 | -16.42 | 10623.79 |
142 | 2024.03.08 17:00 | sell | 43 | 0.10 | 2.07976 | 0.00000 | 0.00000 | ||
143 | 2024.03.08 17:00 | modify | 43 | 0.10 | 2.07976 | 2.09276 | 2.06676 | ||
144 | 2024.03.15 10:00 | s/l | 43 | 0.10 | 2.09276 | 2.09276 | 2.06676 | -79.76 | 10544.03 |
145 | 2024.04.08 13:00 | buy | 44 | 0.10 | 2.09692 | 0.00000 | 0.00000 | ||
146 | 2024.04.08 13:00 | modify | 44 | 0.10 | 2.09692 | 2.08392 | 2.10992 | ||
147 | 2024.04.16 01:00 | t/p | 44 | 0.10 | 2.10992 | 2.08392 | 2.10992 | 76.13 | 10620.16 |
148 | 2024.04.19 19:00 | buy | 45 | 0.10 | 2.10174 | 0.00000 | 0.00000 | ||
149 | 2024.04.19 19:00 | modify | 45 | 0.10 | 2.10174 | 2.08874 | 2.11474 | ||
150 | 2024.04.22 11:00 | s/l | 45 | 0.10 | 2.08874 | 2.08874 | 2.11474 | -78.81 | 10541.35 |