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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; 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=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; 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 | 2613 | Ticks modelled | 4226 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 498.50 | Gross profit | 867.91 | Gross loss | -369.41 |
Profit factor | 2.35 | Expected payoff | 23.74 | ||
Absolute drawdown | 33.87 | Maximal drawdown | 142.01 (1.36%) | Relative drawdown | 1.36% (142.01) |
Total trades | 21 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 10 (70.00%) |
Profit trades (% of total) | 14 (66.67%) | Loss trades (% of total) | 7 (33.33%) | ||
Largest | profit trade | 78.52 | loss trade | -80.59 | |
Average | profit trade | 61.99 | loss trade | -52.77 | |
Maximum | consecutive wins (profit in money) | 3 (183.48) | consecutive losses (loss in money) | 2 (-104.35) | |
Maximal | consecutive profit (count of wins) | 183.48 (3) | consecutive loss (count of losses) | -104.35 (2) | |
Average | consecutive wins | 2 | 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 | 1.99565 | 2.02165 | ||
3 | 2023.05.04 00:00 | t/p | 1 | 0.10 | 2.02165 | 1.99565 | 2.02165 | 77.32 | 10077.32 |
4 | 2023.05.12 08:00 | sell | 2 | 0.10 | 2.00409 | 0.00000 | 0.00000 | ||
5 | 2023.05.12 08:00 | modify | 2 | 0.10 | 2.00409 | 2.01709 | 1.99109 | ||
6 | 2023.05.17 12:00 | t/p | 2 | 0.10 | 1.99109 | 2.01709 | 1.99109 | 78.00 | 10155.31 |
7 | 2023.05.24 04:00 | sell | 3 | 0.10 | 2.01312 | 0.00000 | 0.00000 | ||
8 | 2023.05.24 04:00 | modify | 3 | 0.10 | 2.01312 | 2.02612 | 2.00012 | ||
9 | 2023.05.24 08:00 | s/l | 3 | 0.10 | 2.02612 | 2.02612 | 2.00012 | -78.52 | 10076.79 |
10 | 2023.05.31 04:00 | sell | 4 | 0.10 | 2.06334 | 0.00000 | 0.00000 | ||
11 | 2023.05.31 04:00 | modify | 4 | 0.10 | 2.06334 | 2.07634 | 2.05034 | ||
12 | 2023.06.05 08:00 | t/p | 4 | 0.10 | 2.05034 | 2.07634 | 2.05034 | 77.66 | 10154.45 |
13 | 2023.06.28 08:00 | sell | 5 | 0.10 | 2.08662 | 0.00000 | 0.00000 | ||
14 | 2023.06.28 08:00 | modify | 5 | 0.10 | 2.08662 | 2.09962 | 2.07362 | ||
15 | 2023.06.28 16:00 | t/p | 5 | 0.10 | 2.07362 | 2.09962 | 2.07362 | 78.52 | 10232.97 |
16 | 2023.07.11 12:00 | sell | 6 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
17 | 2023.07.11 12:00 | modify | 6 | 0.10 | 2.08839 | 2.10139 | 2.07539 | ||
18 | 2023.07.12 04:00 | sell | 7 | 0.10 | 2.08169 | 0.00000 | 0.00000 | ||
19 | 2023.07.12 04:00 | modify | 7 | 0.10 | 2.08169 | 2.08384 | 2.07539 | ||
20 | 2023.07.12 04:00 | modify | 6 | 0.10 | 2.08839 | 2.08384 | 2.07539 | ||
21 | 2023.07.12 08:00 | s/l | 6 | 0.10 | 2.08384 | 2.08384 | 2.07539 | 27.31 | 10260.28 |
22 | 2023.07.12 08:00 | s/l | 7 | 0.10 | 2.08384 | 2.08384 | 2.07539 | -12.99 | 10247.29 |
23 | 2023.07.18 12:00 | sell | 8 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
24 | 2023.07.18 12:00 | modify | 8 | 0.10 | 2.08629 | 2.09929 | 2.07329 | ||
25 | 2023.07.19 00:00 | t/p | 8 | 0.10 | 2.07329 | 2.09929 | 2.07329 | 78.35 | 10325.63 |
26 | 2023.08.02 08:00 | sell | 9 | 0.10 | 2.09440 | 0.00000 | 0.00000 | ||
27 | 2023.08.02 08:00 | modify | 9 | 0.10 | 2.09440 | 2.10740 | 2.08140 | ||
28 | 2023.08.03 12:00 | t/p | 9 | 0.10 | 2.08140 | 2.10740 | 2.08140 | 78.00 | 10403.63 |
29 | 2023.08.23 16:00 | buy | 10 | 0.10 | 2.12848 | 0.00000 | 0.00000 | ||
30 | 2023.08.23 16:00 | modify | 10 | 0.10 | 2.12848 | 2.11548 | 2.14148 | ||
31 | 2023.08.29 00:00 | buy | 11 | 0.10 | 2.13518 | 0.00000 | 0.00000 | ||
32 | 2023.08.29 00:00 | modify | 11 | 0.10 | 2.13518 | 2.13303 | 2.14148 | ||
33 | 2023.08.29 00:00 | modify | 10 | 0.10 | 2.12848 | 2.13303 | 2.14148 | ||
34 | 2023.08.29 04:00 | s/l | 10 | 0.10 | 2.13303 | 2.13303 | 2.14148 | 25.69 | 10429.32 |
35 | 2023.08.29 04:00 | s/l | 11 | 0.10 | 2.13303 | 2.13303 | 2.14148 | -12.98 | 10416.34 |
36 | 2023.09.22 12:00 | buy | 12 | 0.10 | 2.05274 | 0.00000 | 0.00000 | ||
37 | 2023.09.22 12:00 | modify | 12 | 0.10 | 2.05274 | 2.03974 | 2.06574 | ||
38 | 2023.09.29 04:00 | s/l | 12 | 0.10 | 2.03974 | 2.03974 | 2.06574 | -80.59 | 10335.75 |
39 | 2023.11.15 12:00 | buy | 13 | 0.10 | 2.06448 | 0.00000 | 0.00000 | ||
40 | 2023.11.15 12:00 | modify | 13 | 0.10 | 2.06448 | 2.05148 | 2.07748 | ||
41 | 2023.11.16 20:00 | t/p | 13 | 0.10 | 2.07748 | 2.05148 | 2.07748 | 77.61 | 10413.36 |
42 | 2023.11.29 04:00 | buy | 14 | 0.10 | 2.05355 | 0.00000 | 0.00000 | ||
43 | 2023.11.29 04:00 | modify | 14 | 0.10 | 2.05355 | 2.04055 | 2.06655 | ||
44 | 2023.12.04 04:00 | s/l | 14 | 0.10 | 2.04055 | 2.04055 | 2.06655 | -79.99 | 10333.37 |
45 | 2023.12.14 04:00 | buy | 15 | 0.10 | 2.02729 | 0.00000 | 0.00000 | ||
46 | 2023.12.14 04:00 | modify | 15 | 0.10 | 2.02729 | 2.01429 | 2.04029 | ||
47 | 2023.12.14 12:00 | t/p | 15 | 0.10 | 2.04029 | 2.01429 | 2.04029 | 78.50 | 10411.87 |
48 | 2023.12.20 08:00 | buy | 16 | 0.10 | 2.01612 | 0.00000 | 0.00000 | ||
49 | 2023.12.20 08:00 | modify | 16 | 0.10 | 2.01612 | 2.00312 | 2.02912 | ||
50 | 2024.01.03 16:00 | t/p | 16 | 0.10 | 2.02912 | 2.00312 | 2.02912 | 74.34 | 10486.21 |
51 | 2024.01.17 16:00 | sell | 17 | 0.10 | 2.07666 | 0.00000 | 0.00000 | ||
52 | 2024.01.17 16:00 | modify | 17 | 0.10 | 2.07666 | 2.08966 | 2.06366 | ||
53 | 2024.01.18 04:00 | sell | 18 | 0.10 | 2.07126 | 0.00000 | 0.00000 | ||
54 | 2024.01.18 04:00 | modify | 18 | 0.10 | 2.07126 | 2.07536 | 2.06366 | ||
55 | 2024.01.18 04:00 | modify | 17 | 0.10 | 2.07666 | 2.07536 | 2.06366 | ||
56 | 2024.01.18 08:00 | s/l | 17 | 0.10 | 2.07536 | 2.07536 | 2.06366 | 7.33 | 10493.53 |
57 | 2024.01.18 08:00 | s/l | 18 | 0.10 | 2.07536 | 2.07536 | 2.06366 | -24.77 | 10468.76 |
58 | 2024.02.28 04:00 | sell | 19 | 0.10 | 2.07395 | 0.00000 | 0.00000 | ||
59 | 2024.02.28 04:00 | modify | 19 | 0.10 | 2.07395 | 2.08695 | 2.06095 | ||
60 | 2024.03.05 08:00 | s/l | 19 | 0.10 | 2.08695 | 2.08695 | 2.06095 | -79.58 | 10389.19 |
61 | 2024.04.22 12:00 | buy | 20 | 0.10 | 2.08514 | 0.00000 | 0.00000 | ||
62 | 2024.04.22 12:00 | modify | 20 | 0.10 | 2.08514 | 2.07214 | 2.09814 | ||
63 | 2024.04.23 08:00 | buy | 21 | 0.10 | 2.09299 | 0.00000 | 0.00000 | ||
64 | 2024.04.23 08:00 | modify | 21 | 0.10 | 2.09299 | 2.08839 | 2.09814 | ||
65 | 2024.04.23 08:00 | modify | 20 | 0.10 | 2.08514 | 2.08839 | 2.09814 | ||
66 | 2024.04.23 20:00 | t/p | 20 | 0.10 | 2.09814 | 2.08839 | 2.09814 | 78.21 | 10467.40 |
67 | 2024.04.23 20:00 | t/p | 21 | 0.10 | 2.09814 | 2.08839 | 2.09814 | 31.10 | 10498.50 |