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=2; RSIHelp="------------------------------------"; RSI_Period=6; 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=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 435.30 | Gross profit | 877.30 | Gross loss | -442.00 |
Profit factor | 1.98 | Expected payoff | 21.77 | ||
Absolute drawdown | 43.53 | Maximal drawdown | 187.38 (1.79%) | Relative drawdown | 1.79% (187.38) |
Total trades | 20 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 13 (65.00%) | Loss trades (% of total) | 7 (35.00%) | ||
Largest | profit trade | 84.41 | loss trade | -80.45 | |
Average | profit trade | 67.48 | loss trade | -63.14 | |
Maximum | consecutive wins (profit in money) | 5 (340.30) | consecutive losses (loss in money) | 2 (-93.56) | |
Maximal | consecutive profit (count of wins) | 340.30 (5) | consecutive loss (count of losses) | -93.56 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.02 16:00 | buy | 1 | 0.10 | 2.01025 | 0.00000 | 0.00000 | ||
2 | 2023.05.02 16:00 | modify | 1 | 0.10 | 2.01025 | 1.99725 | 2.02425 | ||
3 | 2023.05.04 00:00 | t/p | 1 | 0.10 | 2.02425 | 1.99725 | 2.02425 | 83.34 | 10083.34 |
4 | 2023.05.24 12:00 | sell | 2 | 0.10 | 2.02011 | 0.00000 | 0.00000 | ||
5 | 2023.05.24 12:00 | modify | 2 | 0.10 | 2.02011 | 2.03311 | 2.00611 | ||
6 | 2023.05.25 12:00 | s/l | 2 | 0.10 | 2.03311 | 2.03311 | 2.00611 | -79.06 | 10004.27 |
7 | 2023.06.12 20:00 | buy | 3 | 0.10 | 2.04332 | 0.00000 | 0.00000 | ||
8 | 2023.06.12 20:00 | modify | 3 | 0.10 | 2.04332 | 2.03032 | 2.05732 | ||
9 | 2023.06.13 16:00 | buy | 4 | 0.10 | 2.05175 | 0.00000 | 0.00000 | ||
10 | 2023.06.13 16:00 | modify | 4 | 0.10 | 2.05175 | 2.04682 | 2.05732 | ||
11 | 2023.06.13 16:00 | modify | 3 | 0.10 | 2.04332 | 2.04682 | 2.05732 | ||
12 | 2023.06.14 00:00 | s/l | 3 | 0.10 | 2.04682 | 2.04682 | 2.05732 | 20.53 | 10024.81 |
13 | 2023.06.14 00:00 | s/l | 4 | 0.10 | 2.04682 | 2.04682 | 2.05732 | -30.07 | 9994.74 |
14 | 2023.07.11 16:00 | sell | 5 | 0.10 | 2.08729 | 0.00000 | 0.00000 | ||
15 | 2023.07.11 16:00 | modify | 5 | 0.10 | 2.08729 | 2.10029 | 2.07329 | ||
16 | 2023.07.12 16:00 | t/p | 5 | 0.10 | 2.07329 | 2.10029 | 2.07329 | 84.41 | 10079.15 |
17 | 2023.07.23 20:00 | sell | 6 | 0.10 | 2.07917 | 0.00000 | 0.00000 | ||
18 | 2023.07.23 20:00 | modify | 6 | 0.10 | 2.07917 | 2.09217 | 2.06517 | ||
19 | 2023.07.24 16:00 | t/p | 6 | 0.10 | 2.06517 | 2.09217 | 2.06517 | 84.41 | 10163.55 |
20 | 2023.08.11 20:00 | sell | 7 | 0.10 | 2.12210 | 0.00000 | 0.00000 | ||
21 | 2023.08.11 20:00 | modify | 7 | 0.10 | 2.12210 | 2.13510 | 2.10810 | ||
22 | 2023.08.13 20:00 | sell | 8 | 0.10 | 2.11713 | 0.00000 | 0.00000 | ||
23 | 2023.08.13 20:00 | modify | 8 | 0.10 | 2.11713 | 2.11930 | 2.10810 | ||
24 | 2023.08.13 20:00 | modify | 7 | 0.10 | 2.12210 | 2.11930 | 2.10810 | ||
25 | 2023.08.14 00:00 | s/l | 7 | 0.10 | 2.11930 | 2.11930 | 2.10810 | 16.74 | 10180.29 |
26 | 2023.08.14 00:00 | s/l | 8 | 0.10 | 2.11930 | 2.11930 | 2.10810 | -13.28 | 10167.00 |
27 | 2023.08.23 20:00 | buy | 9 | 0.10 | 2.12951 | 0.00000 | 0.00000 | ||
28 | 2023.08.23 20:00 | modify | 9 | 0.10 | 2.12951 | 2.11651 | 2.14351 | ||
29 | 2023.08.29 20:00 | s/l | 9 | 0.10 | 2.11651 | 2.11651 | 2.14351 | -80.28 | 10086.72 |
30 | 2023.09.05 16:00 | sell | 10 | 0.10 | 2.13865 | 0.00000 | 0.00000 | ||
31 | 2023.09.05 16:00 | modify | 10 | 0.10 | 2.13865 | 2.15165 | 2.12465 | ||
32 | 2023.09.07 08:00 | t/p | 10 | 0.10 | 2.12465 | 2.15165 | 2.12465 | 83.88 | 10170.60 |
33 | 2023.09.22 20:00 | buy | 11 | 0.10 | 2.05378 | 0.00000 | 0.00000 | ||
34 | 2023.09.22 20:00 | modify | 11 | 0.10 | 2.05378 | 2.04078 | 2.06778 | ||
35 | 2023.09.26 16:00 | s/l | 11 | 0.10 | 2.04078 | 2.04078 | 2.06778 | -79.09 | 10091.52 |
36 | 2023.10.23 20:00 | sell | 12 | 0.10 | 2.09355 | 0.00000 | 0.00000 | ||
37 | 2023.10.23 20:00 | modify | 12 | 0.10 | 2.09355 | 2.10655 | 2.07955 | ||
38 | 2023.10.24 12:00 | sell | 13 | 0.10 | 2.08861 | 0.00000 | 0.00000 | ||
39 | 2023.10.24 12:00 | modify | 13 | 0.10 | 2.08861 | 2.09075 | 2.07955 | ||
40 | 2023.10.24 12:00 | modify | 12 | 0.10 | 2.09355 | 2.09075 | 2.07955 | ||
41 | 2023.10.25 00:00 | t/p | 12 | 0.10 | 2.07955 | 2.09075 | 2.07955 | 84.23 | 10175.75 |
42 | 2023.10.25 00:00 | t/p | 13 | 0.10 | 2.07955 | 2.09075 | 2.07955 | 54.57 | 10230.31 |
43 | 2023.11.14 12:00 | sell | 14 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
44 | 2023.11.14 12:00 | modify | 14 | 0.10 | 2.09351 | 2.10651 | 2.07951 | ||
45 | 2023.11.14 16:00 | sell | 15 | 0.10 | 2.08495 | 0.00000 | 0.00000 | ||
46 | 2023.11.14 16:00 | modify | 15 | 0.10 | 2.08495 | 2.09001 | 2.07951 | ||
47 | 2023.11.14 16:00 | modify | 14 | 0.10 | 2.09351 | 2.09001 | 2.07951 | ||
48 | 2023.11.15 00:00 | t/p | 14 | 0.10 | 2.07951 | 2.09001 | 2.07951 | 84.41 | 10314.72 |
49 | 2023.11.15 00:00 | t/p | 15 | 0.10 | 2.07951 | 2.09001 | 2.07951 | 32.70 | 10347.41 |
50 | 2024.02.13 20:00 | sell | 16 | 0.10 | 2.07819 | 0.00000 | 0.00000 | ||
51 | 2024.02.13 20:00 | modify | 16 | 0.10 | 2.07819 | 2.09119 | 2.06419 | ||
52 | 2024.02.14 12:00 | t/p | 16 | 0.10 | 2.06419 | 2.09119 | 2.06419 | 84.41 | 10431.82 |
53 | 2024.02.28 20:00 | sell | 17 | 0.10 | 2.07668 | 0.00000 | 0.00000 | ||
54 | 2024.02.28 20:00 | modify | 17 | 0.10 | 2.07668 | 2.08968 | 2.06268 | ||
55 | 2024.03.06 04:00 | s/l | 17 | 0.10 | 2.08968 | 2.08968 | 2.06268 | -79.76 | 10352.06 |
56 | 2024.03.07 12:00 | buy | 18 | 0.10 | 2.07149 | 0.00000 | 0.00000 | ||
57 | 2024.03.07 12:00 | modify | 18 | 0.10 | 2.07149 | 2.05849 | 2.08549 | ||
58 | 2024.03.15 04:00 | t/p | 18 | 0.10 | 2.08549 | 2.05849 | 2.08549 | 82.15 | 10434.20 |
59 | 2024.03.19 20:00 | sell | 19 | 0.10 | 2.10109 | 0.00000 | 0.00000 | ||
60 | 2024.03.19 20:00 | modify | 19 | 0.10 | 2.10109 | 2.11409 | 2.08709 | ||
61 | 2024.03.28 12:00 | s/l | 19 | 0.10 | 2.11409 | 2.11409 | 2.08709 | -80.45 | 10353.75 |
62 | 2024.04.04 16:00 | buy | 20 | 0.10 | 2.09756 | 0.00000 | 0.00000 | ||
63 | 2024.04.04 16:00 | modify | 20 | 0.10 | 2.09756 | 2.08456 | 2.11156 | ||
64 | 2024.04.16 04:00 | t/p | 20 | 0.10 | 2.11156 | 2.08456 | 2.11156 | 81.55 | 10435.30 |