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=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=4; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 687.65 | Gross profit | 934.44 | Gross loss | -246.79 |
Profit factor | 3.79 | Expected payoff | 31.26 | ||
Absolute drawdown | 51.21 | Maximal drawdown | 291.73 (2.71%) | Relative drawdown | 2.71% (291.73) |
Total trades | 22 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 14 (64.29%) |
Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
Largest | profit trade | 78.54 | loss trade | -85.74 | |
Average | profit trade | 54.97 | loss trade | -49.36 | |
Maximum | consecutive wins (profit in money) | 7 (404.24) | consecutive losses (loss in money) | 2 (-170.58) | |
Maximal | consecutive profit (count of wins) | 404.24 (7) | consecutive loss (count of losses) | -170.58 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.02 12:00 | buy | 1 | 0.10 | 2.00865 | 0.00000 | 0.00000 | ||
2 | 2023.05.02 12:00 | modify | 1 | 0.10 | 2.00865 | 1.99465 | 2.02165 | ||
3 | 2023.05.03 20:00 | buy | 2 | 0.10 | 2.01599 | 0.00000 | 0.00000 | ||
4 | 2023.05.03 20:00 | modify | 2 | 0.10 | 2.01599 | 2.01255 | 2.02165 | ||
5 | 2023.05.03 20:00 | modify | 1 | 0.10 | 2.00865 | 2.01255 | 2.02165 | ||
6 | 2023.05.03 23:00 | t/p | 1 | 0.10 | 2.02165 | 2.01255 | 2.02165 | 78.20 | 10078.20 |
7 | 2023.05.03 23:00 | t/p | 2 | 0.10 | 2.02165 | 2.01255 | 2.02165 | 34.18 | 10112.38 |
8 | 2023.05.03 23:00 | sell | 3 | 0.10 | 2.02202 | 0.00000 | 0.00000 | ||
9 | 2023.05.03 23:00 | modify | 3 | 0.10 | 2.02202 | 2.03602 | 2.00902 | ||
10 | 2023.05.04 12:00 | t/p | 3 | 0.10 | 2.00902 | 2.03602 | 2.00902 | 78.01 | 10190.39 |
11 | 2023.05.08 14:00 | buy | 4 | 0.10 | 1.99021 | 0.00000 | 0.00000 | ||
12 | 2023.05.08 14:00 | modify | 4 | 0.10 | 1.99021 | 1.97621 | 2.00321 | ||
13 | 2023.05.09 07:00 | buy | 5 | 0.10 | 1.99607 | 0.00000 | 0.00000 | ||
14 | 2023.05.09 07:00 | modify | 5 | 0.10 | 1.99607 | 1.99151 | 2.00321 | ||
15 | 2023.05.09 07:00 | modify | 4 | 0.10 | 1.99021 | 1.99151 | 2.00321 | ||
16 | 2023.05.09 08:00 | s/l | 4 | 0.10 | 1.99151 | 1.99151 | 2.00321 | 7.55 | 10197.94 |
17 | 2023.05.09 08:00 | s/l | 5 | 0.10 | 1.99151 | 1.99151 | 2.00321 | -27.54 | 10170.40 |
18 | 2023.05.12 08:00 | sell | 6 | 0.10 | 2.00409 | 0.00000 | 0.00000 | ||
19 | 2023.05.12 08:00 | modify | 6 | 0.10 | 2.00409 | 2.01809 | 1.99109 | ||
20 | 2023.05.17 03:00 | sell | 7 | 0.10 | 1.99810 | 0.00000 | 0.00000 | ||
21 | 2023.05.17 03:00 | modify | 7 | 0.10 | 1.99810 | 2.00279 | 1.99109 | ||
22 | 2023.05.17 03:00 | modify | 6 | 0.10 | 2.00409 | 2.00279 | 1.99109 | ||
23 | 2023.05.17 10:00 | t/p | 6 | 0.10 | 1.99109 | 2.00279 | 1.99109 | 78.01 | 10248.41 |
24 | 2023.05.17 10:00 | t/p | 7 | 0.10 | 1.99109 | 2.00279 | 1.99109 | 42.34 | 10290.75 |
25 | 2023.05.19 08:00 | buy | 8 | 0.10 | 1.98187 | 0.00000 | 0.00000 | ||
26 | 2023.05.19 08:00 | modify | 8 | 0.10 | 1.98187 | 1.96787 | 1.99487 | ||
27 | 2023.05.23 19:00 | buy | 9 | 0.10 | 1.98787 | 0.00000 | 0.00000 | ||
28 | 2023.05.23 19:00 | modify | 9 | 0.10 | 1.98787 | 1.98317 | 1.99487 | ||
29 | 2023.05.23 19:00 | modify | 8 | 0.10 | 1.98187 | 1.98317 | 1.99487 | ||
30 | 2023.05.24 03:00 | t/p | 8 | 0.10 | 1.99487 | 1.98317 | 1.99487 | 77.62 | 10368.36 |
31 | 2023.05.24 03:00 | t/p | 9 | 0.10 | 1.99487 | 1.98317 | 1.99487 | 41.97 | 10410.33 |
32 | 2023.06.05 13:00 | buy | 10 | 0.10 | 2.04386 | 0.00000 | 0.00000 | ||
33 | 2023.06.05 13:00 | modify | 10 | 0.10 | 2.04386 | 2.02986 | 2.05686 | ||
34 | 2023.06.07 15:00 | t/p | 10 | 0.10 | 2.05686 | 2.02986 | 2.05686 | 77.91 | 10488.25 |
35 | 2023.06.28 07:00 | sell | 11 | 0.10 | 2.08567 | 0.00000 | 0.00000 | ||
36 | 2023.06.28 07:00 | modify | 11 | 0.10 | 2.08567 | 2.09967 | 2.07267 | ||
37 | 2023.06.28 15:00 | t/p | 11 | 0.10 | 2.07267 | 2.09967 | 2.07267 | 78.54 | 10566.79 |
38 | 2023.07.13 07:00 | buy | 12 | 0.10 | 2.04963 | 0.00000 | 0.00000 | ||
39 | 2023.07.13 07:00 | modify | 12 | 0.10 | 2.04963 | 2.03563 | 2.06263 | ||
40 | 2023.07.13 13:00 | buy | 13 | 0.10 | 2.05557 | 0.00000 | 0.00000 | ||
41 | 2023.07.13 13:00 | modify | 13 | 0.10 | 2.05557 | 2.05093 | 2.06263 | ||
42 | 2023.07.13 13:00 | modify | 12 | 0.10 | 2.04963 | 2.05093 | 2.06263 | ||
43 | 2023.07.13 14:00 | s/l | 12 | 0.10 | 2.05093 | 2.05093 | 2.06263 | 7.85 | 10574.64 |
44 | 2023.07.13 14:00 | s/l | 13 | 0.10 | 2.05093 | 2.05093 | 2.06263 | -28.02 | 10546.62 |
45 | 2023.09.05 07:00 | sell | 14 | 0.10 | 2.13755 | 0.00000 | 0.00000 | ||
46 | 2023.09.05 07:00 | modify | 14 | 0.10 | 2.13755 | 2.15155 | 2.12455 | ||
47 | 2023.09.06 10:00 | sell | 15 | 0.10 | 2.13152 | 0.00000 | 0.00000 | ||
48 | 2023.09.06 10:00 | modify | 15 | 0.10 | 2.13152 | 2.13625 | 2.12455 | ||
49 | 2023.09.06 10:00 | modify | 14 | 0.10 | 2.13755 | 2.13625 | 2.12455 | ||
50 | 2023.09.06 20:00 | sell | 16 | 0.10 | 2.13030 | 0.00000 | 0.00000 | ||
51 | 2023.09.06 20:00 | modify | 16 | 0.10 | 2.13030 | 2.13365 | 2.12455 | ||
52 | 2023.09.06 20:00 | modify | 15 | 0.10 | 2.13152 | 2.13365 | 2.12455 | ||
53 | 2023.09.06 20:00 | modify | 14 | 0.10 | 2.13755 | 2.13365 | 2.12455 | ||
54 | 2023.09.07 07:00 | t/p | 14 | 0.10 | 2.12455 | 2.13365 | 2.12455 | 77.83 | 10624.45 |
55 | 2023.09.07 07:00 | t/p | 15 | 0.10 | 2.12455 | 2.13365 | 2.12455 | 41.59 | 10666.03 |
56 | 2023.09.07 07:00 | t/p | 16 | 0.10 | 2.12455 | 2.13365 | 2.12455 | 34.22 | 10700.25 |
57 | 2023.09.20 11:00 | buy | 17 | 0.10 | 2.07426 | 0.00000 | 0.00000 | ||
58 | 2023.09.20 11:00 | modify | 17 | 0.10 | 2.07426 | 2.06026 | 2.08726 | ||
59 | 2023.09.22 08:00 | s/l | 17 | 0.10 | 2.06026 | 2.06026 | 2.08726 | -85.74 | 10614.51 |
60 | 2023.09.22 08:00 | buy | 18 | 0.10 | 2.06109 | 0.00000 | 0.00000 | ||
61 | 2023.09.22 08:00 | modify | 18 | 0.10 | 2.06109 | 2.04709 | 2.07409 | ||
62 | 2023.09.25 14:00 | s/l | 18 | 0.10 | 2.04709 | 2.04709 | 2.07409 | -84.84 | 10529.67 |
63 | 2023.11.15 08:00 | buy | 19 | 0.10 | 2.06716 | 0.00000 | 0.00000 | ||
64 | 2023.11.15 08:00 | modify | 19 | 0.10 | 2.06716 | 2.05316 | 2.08016 | ||
65 | 2023.11.16 21:00 | t/p | 19 | 0.10 | 2.08016 | 2.05316 | 2.08016 | 77.62 | 10607.29 |
66 | 2023.12.20 08:00 | buy | 20 | 0.10 | 2.01612 | 0.00000 | 0.00000 | ||
67 | 2023.12.20 08:00 | modify | 20 | 0.10 | 2.01612 | 2.00212 | 2.02912 | ||
68 | 2023.12.21 05:00 | buy | 21 | 0.10 | 2.02344 | 0.00000 | 0.00000 | ||
69 | 2023.12.21 05:00 | modify | 21 | 0.10 | 2.02344 | 2.02002 | 2.02912 | ||
70 | 2023.12.21 05:00 | modify | 20 | 0.10 | 2.01612 | 2.02002 | 2.02912 | ||
71 | 2023.12.21 09:00 | s/l | 20 | 0.10 | 2.02002 | 2.02002 | 2.02912 | 22.66 | 10629.94 |
72 | 2023.12.21 09:00 | s/l | 21 | 0.10 | 2.02002 | 2.02002 | 2.02912 | -20.65 | 10609.29 |
73 | 2024.02.13 14:00 | sell | 22 | 0.10 | 2.07739 | 0.00000 | 0.00000 | ||
74 | 2024.02.13 14:00 | modify | 22 | 0.10 | 2.07739 | 2.09139 | 2.06439 | ||
75 | 2024.02.14 09:00 | t/p | 22 | 0.10 | 2.06439 | 2.09139 | 2.06439 | 78.36 | 10687.65 |