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=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 | 79976 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 692.09 | Gross profit | 890.50 | Gross loss | -198.41 |
Profit factor | 4.49 | Expected payoff | 20.97 | ||
Absolute drawdown | 73.18 | Maximal drawdown | 112.54 (1.10%) | Relative drawdown | 1.10% (112.54) |
Total trades | 33 | Short positions (won %) | 21 (76.19%) | Long positions (won %) | 12 (58.33%) |
Profit trades (% of total) | 23 (69.70%) | Loss trades (% of total) | 10 (30.30%) | ||
Largest | profit trade | 84.58 | loss trade | -79.06 | |
Average | profit trade | 38.72 | loss trade | -19.84 | |
Maximum | consecutive wins (profit in money) | 10 (483.84) | consecutive losses (loss in money) | 1 (-79.06) | |
Maximal | consecutive profit (count of wins) | 483.84 (10) | consecutive loss (count of losses) | -79.06 (1) | |
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 | 2023.05.03 19:20 | buy | 2 | 0.10 | 2.01531 | 0.00000 | 0.00000 | ||
4 | 2023.05.03 19:20 | modify | 2 | 0.10 | 2.01531 | 2.01305 | 2.02425 | ||
5 | 2023.05.03 19:20 | modify | 1 | 0.10 | 2.01025 | 2.01305 | 2.02425 | ||
6 | 2023.05.03 22:40 | t/p | 1 | 0.10 | 2.02425 | 2.01305 | 2.02425 | 84.23 | 10084.23 |
7 | 2023.05.03 22:40 | t/p | 2 | 0.10 | 2.02425 | 2.01305 | 2.02425 | 53.98 | 10138.21 |
8 | 2023.05.24 12:00 | sell | 3 | 0.10 | 2.02011 | 0.00000 | 0.00000 | ||
9 | 2023.05.24 12:00 | modify | 3 | 0.10 | 2.02011 | 2.03311 | 2.00611 | ||
10 | 2023.05.25 08:40 | s/l | 3 | 0.10 | 2.03311 | 2.03311 | 2.00611 | -79.06 | 10059.15 |
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 | 2.05732 | ||
13 | 2023.06.13 02:20 | buy | 5 | 0.10 | 2.04835 | 0.00000 | 0.00000 | ||
14 | 2023.06.13 02:20 | modify | 5 | 0.10 | 2.04835 | 2.04612 | 2.05732 | ||
15 | 2023.06.13 02:20 | modify | 4 | 0.10 | 2.04332 | 2.04612 | 2.05732 | ||
16 | 2023.06.13 03:40 | s/l | 4 | 0.10 | 2.04612 | 2.04612 | 2.05732 | 16.61 | 10075.76 |
17 | 2023.06.13 03:40 | s/l | 5 | 0.10 | 2.04612 | 2.04612 | 2.05732 | -13.46 | 10062.30 |
18 | 2023.07.11 16:00 | sell | 6 | 0.10 | 2.08729 | 0.00000 | 0.00000 | ||
19 | 2023.07.11 16:00 | modify | 6 | 0.10 | 2.08729 | 2.10029 | 2.07329 | ||
20 | 2023.07.12 00:55 | sell | 7 | 0.10 | 2.08236 | 0.00000 | 0.00000 | ||
21 | 2023.07.12 00:55 | modify | 7 | 0.10 | 2.08236 | 2.08449 | 2.07329 | ||
22 | 2023.07.12 00:55 | modify | 6 | 0.10 | 2.08729 | 2.08449 | 2.07329 | ||
23 | 2023.07.12 01:40 | s/l | 6 | 0.10 | 2.08449 | 2.08449 | 2.07329 | 16.74 | 10079.04 |
24 | 2023.07.12 01:40 | s/l | 7 | 0.10 | 2.08449 | 2.08449 | 2.07329 | -12.87 | 10066.17 |
25 | 2023.08.11 20:00 | sell | 8 | 0.10 | 2.12210 | 0.00000 | 0.00000 | ||
26 | 2023.08.11 20:00 | modify | 8 | 0.10 | 2.12210 | 2.13510 | 2.10810 | ||
27 | 2023.08.13 21:00 | sell | 9 | 0.10 | 2.11713 | 0.00000 | 0.00000 | ||
28 | 2023.08.13 21:00 | modify | 9 | 0.10 | 2.11713 | 2.11930 | 2.10810 | ||
29 | 2023.08.13 21:00 | modify | 8 | 0.10 | 2.12210 | 2.11930 | 2.10810 | ||
30 | 2023.08.13 22:00 | s/l | 8 | 0.10 | 2.11930 | 2.11930 | 2.10810 | 16.92 | 10083.09 |
31 | 2023.08.13 22:00 | s/l | 9 | 0.10 | 2.11930 | 2.11930 | 2.10810 | -13.11 | 10069.98 |
32 | 2023.08.23 20:00 | buy | 10 | 0.10 | 2.12951 | 0.00000 | 0.00000 | ||
33 | 2023.08.23 20:00 | modify | 10 | 0.10 | 2.12951 | 2.11651 | 2.14351 | ||
34 | 2023.08.24 07:40 | buy | 11 | 0.10 | 2.13461 | 0.00000 | 0.00000 | ||
35 | 2023.08.24 07:40 | modify | 11 | 0.10 | 2.13461 | 2.13231 | 2.14351 | ||
36 | 2023.08.24 07:40 | modify | 10 | 0.10 | 2.12951 | 2.13231 | 2.14351 | ||
37 | 2023.08.24 08:40 | s/l | 10 | 0.10 | 2.13231 | 2.13231 | 2.14351 | 16.02 | 10085.99 |
38 | 2023.08.24 08:40 | s/l | 11 | 0.10 | 2.13231 | 2.13231 | 2.14351 | -13.89 | 10072.10 |
39 | 2023.09.05 16:00 | sell | 12 | 0.10 | 2.13865 | 0.00000 | 0.00000 | ||
40 | 2023.09.05 16:00 | modify | 12 | 0.10 | 2.13865 | 2.15165 | 2.12465 | ||
41 | 2023.09.06 11:25 | sell | 13 | 0.10 | 2.13020 | 0.00000 | 0.00000 | ||
42 | 2023.09.06 11:25 | modify | 13 | 0.10 | 2.13020 | 2.13515 | 2.12465 | ||
43 | 2023.09.06 11:25 | modify | 12 | 0.10 | 2.13865 | 2.13515 | 2.12465 | ||
44 | 2023.09.06 15:55 | sell | 14 | 0.10 | 2.12792 | 0.00000 | 0.00000 | ||
45 | 2023.09.06 15:55 | modify | 14 | 0.10 | 2.12792 | 2.13305 | 2.12465 | ||
46 | 2023.09.06 15:55 | modify | 13 | 0.10 | 2.13020 | 2.13305 | 2.12465 | ||
47 | 2023.09.06 15:55 | modify | 12 | 0.10 | 2.13865 | 2.13305 | 2.12465 | ||
48 | 2023.09.07 06:06 | t/p | 12 | 0.10 | 2.12465 | 2.13305 | 2.12465 | 83.88 | 10155.98 |
49 | 2023.09.07 06:06 | t/p | 13 | 0.10 | 2.12465 | 2.13305 | 2.12465 | 33.01 | 10188.99 |
50 | 2023.09.07 06:06 | t/p | 14 | 0.10 | 2.12465 | 2.13305 | 2.12465 | 19.24 | 10208.22 |
51 | 2023.09.22 20:00 | buy | 15 | 0.10 | 2.05378 | 0.00000 | 0.00000 | ||
52 | 2023.09.22 20:00 | modify | 15 | 0.10 | 2.05378 | 2.04078 | 2.06778 | ||
53 | 2023.09.25 04:15 | buy | 16 | 0.10 | 2.05882 | 0.00000 | 0.00000 | ||
54 | 2023.09.25 04:15 | modify | 16 | 0.10 | 2.05882 | 2.05658 | 2.06778 | ||
55 | 2023.09.25 04:15 | modify | 15 | 0.10 | 2.05378 | 2.05658 | 2.06778 | ||
56 | 2023.09.25 04:40 | s/l | 15 | 0.10 | 2.05658 | 2.05658 | 2.06778 | 16.61 | 10224.84 |
57 | 2023.09.25 04:40 | s/l | 16 | 0.10 | 2.05658 | 2.05658 | 2.06778 | -13.52 | 10211.32 |
58 | 2023.10.23 20:00 | sell | 17 | 0.10 | 2.09355 | 0.00000 | 0.00000 | ||
59 | 2023.10.23 20:00 | modify | 17 | 0.10 | 2.09355 | 2.10655 | 2.07955 | ||
60 | 2023.10.24 11:50 | sell | 18 | 0.10 | 2.08852 | 0.00000 | 0.00000 | ||
61 | 2023.10.24 11:50 | modify | 18 | 0.10 | 2.08852 | 2.09075 | 2.07955 | ||
62 | 2023.10.24 11:50 | modify | 17 | 0.10 | 2.09355 | 2.09075 | 2.07955 | ||
63 | 2023.10.24 14:46 | sell | 19 | 0.10 | 2.08295 | 0.00000 | 0.00000 | ||
64 | 2023.10.24 14:46 | modify | 19 | 0.10 | 2.08295 | 2.08795 | 2.07955 | ||
65 | 2023.10.24 14:46 | modify | 18 | 0.10 | 2.08852 | 2.08795 | 2.07955 | ||
66 | 2023.10.24 14:46 | modify | 17 | 0.10 | 2.09355 | 2.08795 | 2.07955 | ||
67 | 2023.10.24 21:40 | t/p | 17 | 0.10 | 2.07955 | 2.08795 | 2.07955 | 84.41 | 10295.72 |
68 | 2023.10.24 21:40 | t/p | 18 | 0.10 | 2.07955 | 2.08795 | 2.07955 | 54.19 | 10349.91 |
69 | 2023.10.24 21:40 | t/p | 19 | 0.10 | 2.07955 | 2.08795 | 2.07955 | 20.54 | 10370.45 |
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 | 2.07951 | ||
72 | 2023.11.14 14:50 | sell | 21 | 0.10 | 2.08483 | 0.00000 | 0.00000 | ||
73 | 2023.11.14 14:50 | modify | 21 | 0.10 | 2.08483 | 2.09001 | 2.07951 | ||
74 | 2023.11.14 14:50 | modify | 20 | 0.10 | 2.09351 | 2.09001 | 2.07951 | ||
75 | 2023.11.14 21:40 | t/p | 20 | 0.10 | 2.07951 | 2.09001 | 2.07951 | 84.58 | 10455.03 |
76 | 2023.11.14 21:40 | t/p | 21 | 0.10 | 2.07951 | 2.09001 | 2.07951 | 32.14 | 10487.17 |
77 | 2024.02.13 20:00 | sell | 22 | 0.10 | 2.07819 | 0.00000 | 0.00000 | ||
78 | 2024.02.13 20:00 | modify | 22 | 0.10 | 2.07819 | 2.09119 | 2.06419 | ||
79 | 2024.02.14 06:26 | sell | 23 | 0.10 | 2.07321 | 0.00000 | 0.00000 | ||
80 | 2024.02.14 06:26 | modify | 23 | 0.10 | 2.07321 | 2.07539 | 2.06419 | ||
81 | 2024.02.14 06:26 | modify | 22 | 0.10 | 2.07819 | 2.07539 | 2.06419 | ||
82 | 2024.02.14 07:20 | sell | 24 | 0.10 | 2.06954 | 0.00000 | 0.00000 | ||
83 | 2024.02.14 07:20 | modify | 24 | 0.10 | 2.06954 | 2.07469 | 2.06419 | ||
84 | 2024.02.14 07:20 | modify | 23 | 0.10 | 2.07321 | 2.07469 | 2.06419 | ||
85 | 2024.02.14 07:20 | modify | 22 | 0.10 | 2.07819 | 2.07469 | 2.06419 | ||
86 | 2024.02.14 07:30 | sell | 25 | 0.10 | 2.06756 | 0.00000 | 0.00000 | ||
87 | 2024.02.14 07:30 | modify | 25 | 0.10 | 2.06756 | 2.07259 | 2.06419 | ||
88 | 2024.02.14 07:30 | modify | 24 | 0.10 | 2.06954 | 2.07259 | 2.06419 | ||
89 | 2024.02.14 07:30 | modify | 23 | 0.10 | 2.07321 | 2.07259 | 2.06419 | ||
90 | 2024.02.14 07:30 | modify | 22 | 0.10 | 2.07819 | 2.07259 | 2.06419 | ||
91 | 2024.02.14 08:15 | t/p | 22 | 0.10 | 2.06419 | 2.07259 | 2.06419 | 84.41 | 10571.58 |
92 | 2024.02.14 08:15 | t/p | 23 | 0.10 | 2.06419 | 2.07259 | 2.06419 | 54.50 | 10626.08 |
93 | 2024.02.14 08:15 | t/p | 24 | 0.10 | 2.06419 | 2.07259 | 2.06419 | 32.33 | 10658.41 |
94 | 2024.02.14 08:15 | t/p | 25 | 0.10 | 2.06419 | 2.07259 | 2.06419 | 20.36 | 10678.77 |
95 | 2024.02.28 20:00 | sell | 26 | 0.10 | 2.07668 | 0.00000 | 0.00000 | ||
96 | 2024.02.28 20:00 | modify | 26 | 0.10 | 2.07668 | 2.08968 | 2.06268 | ||
97 | 2024.02.29 22:05 | sell | 27 | 0.10 | 2.07167 | 0.00000 | 0.00000 | ||
98 | 2024.02.29 22:05 | modify | 27 | 0.10 | 2.07167 | 2.07388 | 2.06268 | ||
99 | 2024.02.29 22:05 | modify | 26 | 0.10 | 2.07668 | 2.07388 | 2.06268 | ||
100 | 2024.02.29 22:30 | s/l | 26 | 0.10 | 2.07388 | 2.07388 | 2.06268 | 16.39 | 10695.15 |
101 | 2024.02.29 22:30 | s/l | 27 | 0.10 | 2.07388 | 2.07388 | 2.06268 | -13.36 | 10681.79 |
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 | 2.08549 | ||
104 | 2024.03.08 02:55 | buy | 29 | 0.10 | 2.07640 | 0.00000 | 0.00000 | ||
105 | 2024.03.08 02:55 | modify | 29 | 0.10 | 2.07640 | 2.07429 | 2.08549 | ||
106 | 2024.03.08 02:55 | modify | 28 | 0.10 | 2.07149 | 2.07429 | 2.08549 | ||
107 | 2024.03.08 04:20 | s/l | 28 | 0.10 | 2.07429 | 2.07429 | 2.08549 | 16.61 | 10698.40 |
108 | 2024.03.08 04:20 | s/l | 29 | 0.10 | 2.07429 | 2.07429 | 2.08549 | -12.74 | 10685.66 |
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 | 2.08709 | ||
111 | 2024.03.21 07:30 | sell | 31 | 0.10 | 2.09613 | 0.00000 | 0.00000 | ||
112 | 2024.03.21 07:30 | modify | 31 | 0.10 | 2.09613 | 2.09829 | 2.08709 | ||
113 | 2024.03.21 07:30 | modify | 30 | 0.10 | 2.10109 | 2.09829 | 2.08709 | ||
114 | 2024.03.21 08:20 | s/l | 30 | 0.10 | 2.09829 | 2.09829 | 2.08709 | 16.22 | 10701.88 |
115 | 2024.03.21 08:20 | s/l | 31 | 0.10 | 2.09829 | 2.09829 | 2.08709 | -13.05 | 10688.83 |
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 | 2.11156 | ||
118 | 2024.04.05 12:40 | buy | 33 | 0.10 | 2.10257 | 0.00000 | 0.00000 | ||
119 | 2024.04.05 12:40 | modify | 33 | 0.10 | 2.10257 | 2.10036 | 2.11156 | ||
120 | 2024.04.05 12:40 | modify | 32 | 0.10 | 2.09756 | 2.10036 | 2.11156 | ||
121 | 2024.04.05 12:55 | s/l | 32 | 0.10 | 2.10036 | 2.10036 | 2.11156 | 16.60 | 10705.44 |
122 | 2024.04.05 12:55 | s/l | 33 | 0.10 | 2.10036 | 2.10036 | 2.11156 | -13.35 | 10692.09 |