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=0; RSIHelp="------------------------------------"; RSI_Period=11; 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=150; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; 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=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; 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 | 776.63 | Gross profit | 1145.39 | Gross loss | -368.76 |
Profit factor | 3.11 | Expected payoff | 23.53 | ||
Absolute drawdown | 46.43 | Maximal drawdown | 208.82 (2.05%) | Relative drawdown | 2.05% (208.82) |
Total trades | 33 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 16 (75.00%) |
Profit trades (% of total) | 22 (66.67%) | Loss trades (% of total) | 11 (33.33%) | ||
Largest | profit trade | 84.39 | loss trade | -92.06 | |
Average | profit trade | 52.06 | loss trade | -33.52 | |
Maximum | consecutive wins (profit in money) | 8 (547.61) | consecutive losses (loss in money) | 2 (-52.72) | |
Maximal | consecutive profit (count of wins) | 547.61 (8) | consecutive loss (count of losses) | -92.06 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.05.02 14:00 | buy | 1 | 0.10 | 2.00786 | 0.00000 | 0.00000 | ||
2 | 2023.05.02 14:00 | modify | 1 | 0.10 | 2.00786 | 1.99286 | 2.02186 | ||
3 | 2023.05.03 23:00 | t/p | 1 | 0.10 | 2.02186 | 1.99286 | 2.02186 | 84.24 | 10084.24 |
4 | 2023.05.03 23:00 | sell | 2 | 0.10 | 2.02202 | 0.00000 | 0.00000 | ||
5 | 2023.05.03 23:00 | modify | 2 | 0.10 | 2.02202 | 2.03702 | 2.00802 | ||
6 | 2023.05.04 12:00 | t/p | 2 | 0.10 | 2.00802 | 2.03702 | 2.00802 | 84.04 | 10168.28 |
7 | 2023.05.08 12:00 | buy | 3 | 0.10 | 1.99465 | 0.00000 | 0.00000 | ||
8 | 2023.05.08 12:00 | modify | 3 | 0.10 | 1.99465 | 1.97965 | 2.00865 | ||
9 | 2023.05.11 02:00 | s/l | 3 | 0.10 | 1.97965 | 1.97965 | 2.00865 | -92.06 | 10076.22 |
10 | 2023.05.12 15:00 | sell | 4 | 0.10 | 2.01190 | 0.00000 | 0.00000 | ||
11 | 2023.05.12 15:00 | modify | 4 | 0.10 | 2.01190 | 2.02690 | 1.99790 | ||
12 | 2023.05.14 21:00 | sell | 5 | 0.10 | 2.00690 | 0.00000 | 0.00000 | ||
13 | 2023.05.14 21:00 | modify | 5 | 0.10 | 2.00690 | 2.00980 | 1.99790 | ||
14 | 2023.05.14 21:00 | modify | 4 | 0.10 | 2.01190 | 2.00980 | 1.99790 | ||
15 | 2023.05.14 22:00 | s/l | 4 | 0.10 | 2.00980 | 2.00980 | 1.99790 | 12.69 | 10088.91 |
16 | 2023.05.14 22:00 | s/l | 5 | 0.10 | 2.00980 | 2.00980 | 1.99790 | -17.51 | 10071.40 |
17 | 2023.06.05 13:00 | buy | 6 | 0.10 | 2.04386 | 0.00000 | 0.00000 | ||
18 | 2023.06.05 13:00 | modify | 6 | 0.10 | 2.04386 | 2.02886 | 2.05786 | ||
19 | 2023.06.05 20:00 | buy | 7 | 0.10 | 2.04882 | 0.00000 | 0.00000 | ||
20 | 2023.06.05 20:00 | modify | 7 | 0.10 | 2.04882 | 2.04596 | 2.05786 | ||
21 | 2023.06.05 20:00 | modify | 6 | 0.10 | 2.04386 | 2.04596 | 2.05786 | ||
22 | 2023.06.05 22:00 | s/l | 6 | 0.10 | 2.04596 | 2.04596 | 2.05786 | 12.68 | 10084.08 |
23 | 2023.06.05 22:00 | s/l | 7 | 0.10 | 2.04596 | 2.04596 | 2.05786 | -17.27 | 10066.81 |
24 | 2023.06.23 12:00 | sell | 8 | 0.10 | 2.07648 | 0.00000 | 0.00000 | ||
25 | 2023.06.23 12:00 | modify | 8 | 0.10 | 2.07648 | 2.09148 | 2.06248 | ||
26 | 2023.06.23 16:00 | sell | 9 | 0.10 | 2.06574 | 0.00000 | 0.00000 | ||
27 | 2023.06.23 16:00 | modify | 9 | 0.10 | 2.06574 | 2.07158 | 2.06248 | ||
28 | 2023.06.23 16:00 | modify | 8 | 0.10 | 2.07648 | 2.07158 | 2.06248 | ||
29 | 2023.06.25 21:00 | sell | 10 | 0.10 | 2.06872 | 0.00000 | 0.00000 | ||
30 | 2023.06.25 21:00 | modify | 10 | 0.10 | 2.06872 | 2.07298 | 2.06248 | ||
31 | 2023.06.25 22:00 | s/l | 8 | 0.10 | 2.07158 | 2.07158 | 2.06248 | 29.60 | 10096.41 |
32 | 2023.06.25 22:00 | s/l | 9 | 0.10 | 2.07158 | 2.07158 | 2.06248 | -35.27 | 10061.14 |
33 | 2023.06.25 22:00 | close | 10 | 0.10 | 2.07161 | 2.07298 | 2.06248 | -17.45 | 10043.69 |
34 | 2023.07.11 14:00 | sell | 11 | 0.10 | 2.09036 | 0.00000 | 0.00000 | ||
35 | 2023.07.11 14:00 | modify | 11 | 0.10 | 2.09036 | 2.10536 | 2.07636 | ||
36 | 2023.07.12 01:00 | sell | 12 | 0.10 | 2.08238 | 0.00000 | 0.00000 | ||
37 | 2023.07.12 01:00 | modify | 12 | 0.10 | 2.08238 | 2.08686 | 2.07636 | ||
38 | 2023.07.12 01:00 | modify | 11 | 0.10 | 2.09036 | 2.08686 | 2.07636 | ||
39 | 2023.07.12 03:00 | s/l | 11 | 0.10 | 2.08686 | 2.08686 | 2.07636 | 20.97 | 10064.65 |
40 | 2023.07.12 03:00 | s/l | 12 | 0.10 | 2.08686 | 2.08686 | 2.07636 | -27.06 | 10037.59 |
41 | 2023.07.12 18:00 | buy | 13 | 0.10 | 2.06052 | 0.00000 | 0.00000 | ||
42 | 2023.07.12 18:00 | modify | 13 | 0.10 | 2.06052 | 2.04552 | 2.07452 | ||
43 | 2023.07.17 20:00 | buy | 14 | 0.10 | 2.06548 | 0.00000 | 0.00000 | ||
44 | 2023.07.17 20:00 | modify | 14 | 0.10 | 2.06548 | 2.06262 | 2.07452 | ||
45 | 2023.07.17 20:00 | modify | 13 | 0.10 | 2.06052 | 2.06262 | 2.07452 | ||
46 | 2023.07.18 00:00 | buy | 15 | 0.10 | 2.06838 | 0.00000 | 0.00000 | ||
47 | 2023.07.18 00:00 | modify | 15 | 0.10 | 2.06838 | 2.06402 | 2.07452 | ||
48 | 2023.07.18 00:00 | modify | 14 | 0.10 | 2.06548 | 2.06402 | 2.07452 | ||
49 | 2023.07.18 00:00 | modify | 13 | 0.10 | 2.06052 | 2.06402 | 2.07452 | ||
50 | 2023.07.18 02:00 | s/l | 13 | 0.10 | 2.06402 | 2.06402 | 2.07452 | 19.35 | 10056.95 |
51 | 2023.07.18 02:00 | s/l | 14 | 0.10 | 2.06402 | 2.06402 | 2.07452 | -9.11 | 10047.84 |
52 | 2023.07.18 02:00 | s/l | 15 | 0.10 | 2.06402 | 2.06402 | 2.07452 | -26.33 | 10021.51 |
53 | 2023.07.21 20:00 | sell | 16 | 0.10 | 2.08339 | 0.00000 | 0.00000 | ||
54 | 2023.07.21 20:00 | modify | 16 | 0.10 | 2.08339 | 2.09839 | 2.06939 | ||
55 | 2023.07.24 09:00 | t/p | 16 | 0.10 | 2.06939 | 2.09839 | 2.06939 | 84.39 | 10105.89 |
56 | 2023.07.31 19:00 | buy | 17 | 0.10 | 2.06582 | 0.00000 | 0.00000 | ||
57 | 2023.07.31 19:00 | modify | 17 | 0.10 | 2.06582 | 2.05082 | 2.07982 | ||
58 | 2023.08.01 03:00 | buy | 18 | 0.10 | 2.07080 | 0.00000 | 0.00000 | ||
59 | 2023.08.01 03:00 | modify | 18 | 0.10 | 2.07080 | 2.06792 | 2.07982 | ||
60 | 2023.08.01 03:00 | modify | 17 | 0.10 | 2.06582 | 2.06792 | 2.07982 | ||
61 | 2023.08.01 08:00 | t/p | 17 | 0.10 | 2.07982 | 2.06792 | 2.07982 | 84.24 | 10190.14 |
62 | 2023.08.01 08:00 | t/p | 18 | 0.10 | 2.07982 | 2.06792 | 2.07982 | 54.47 | 10244.61 |
63 | 2023.11.13 15:00 | sell | 19 | 0.10 | 2.08394 | 0.00000 | 0.00000 | ||
64 | 2023.11.13 15:00 | modify | 19 | 0.10 | 2.08394 | 2.09894 | 2.06994 | ||
65 | 2023.11.15 08:00 | t/p | 19 | 0.10 | 2.06994 | 2.09894 | 2.06994 | 84.22 | 10328.83 |
66 | 2023.11.15 18:00 | buy | 20 | 0.10 | 2.06086 | 0.00000 | 0.00000 | ||
67 | 2023.11.15 18:00 | modify | 20 | 0.10 | 2.06086 | 2.04586 | 2.07486 | ||
68 | 2023.11.16 03:00 | t/p | 20 | 0.10 | 2.07486 | 2.04586 | 2.07486 | 83.64 | 10412.46 |
69 | 2023.12.20 12:00 | buy | 21 | 0.10 | 2.01183 | 0.00000 | 0.00000 | ||
70 | 2023.12.20 12:00 | modify | 21 | 0.10 | 2.01183 | 1.99683 | 2.02583 | ||
71 | 2023.12.20 18:00 | buy | 22 | 0.10 | 2.01685 | 0.00000 | 0.00000 | ||
72 | 2023.12.20 18:00 | modify | 22 | 0.10 | 2.01685 | 2.01393 | 2.02583 | ||
73 | 2023.12.20 18:00 | modify | 21 | 0.10 | 2.01183 | 2.01393 | 2.02583 | ||
74 | 2023.12.21 03:00 | buy | 23 | 0.10 | 2.02257 | 0.00000 | 0.00000 | ||
75 | 2023.12.21 03:00 | modify | 23 | 0.10 | 2.02257 | 2.01673 | 2.02583 | ||
76 | 2023.12.21 03:00 | modify | 22 | 0.10 | 2.01685 | 2.01673 | 2.02583 | ||
77 | 2023.12.21 03:00 | modify | 21 | 0.10 | 2.01183 | 2.01673 | 2.02583 | ||
78 | 2023.12.21 08:00 | t/p | 21 | 0.10 | 2.02583 | 2.01673 | 2.02583 | 83.65 | 10496.11 |
79 | 2023.12.21 08:00 | t/p | 22 | 0.10 | 2.02583 | 2.01673 | 2.02583 | 53.33 | 10549.43 |
80 | 2023.12.21 08:00 | t/p | 23 | 0.10 | 2.02583 | 2.01673 | 2.02583 | 19.68 | 10569.11 |
81 | 2024.01.17 16:00 | sell | 24 | 0.10 | 2.07666 | 0.00000 | 0.00000 | ||
82 | 2024.01.17 16:00 | modify | 24 | 0.10 | 2.07666 | 2.09166 | 2.06266 | ||
83 | 2024.01.22 21:00 | s/l | 24 | 0.10 | 2.09166 | 2.09166 | 2.06266 | -91.48 | 10477.63 |
84 | 2024.01.22 21:00 | sell | 25 | 0.10 | 2.09171 | 0.00000 | 0.00000 | ||
85 | 2024.01.22 21:00 | modify | 25 | 0.10 | 2.09171 | 2.10671 | 2.07771 | ||
86 | 2024.01.23 22:00 | t/p | 25 | 0.10 | 2.07771 | 2.10671 | 2.07771 | 84.39 | 10562.02 |
87 | 2024.02.13 14:00 | sell | 26 | 0.10 | 2.07739 | 0.00000 | 0.00000 | ||
88 | 2024.02.13 14:00 | modify | 26 | 0.10 | 2.07739 | 2.09239 | 2.06339 | ||
89 | 2024.02.14 10:00 | t/p | 26 | 0.10 | 2.06339 | 2.09239 | 2.06339 | 84.39 | 10646.40 |
90 | 2024.03.15 20:00 | sell | 27 | 0.10 | 2.09336 | 0.00000 | 0.00000 | ||
91 | 2024.03.15 20:00 | modify | 27 | 0.10 | 2.09336 | 2.10836 | 2.07936 | ||
92 | 2024.03.18 04:00 | sell | 28 | 0.10 | 2.08838 | 0.00000 | 0.00000 | ||
93 | 2024.03.18 04:00 | modify | 28 | 0.10 | 2.08838 | 2.09126 | 2.07936 | ||
94 | 2024.03.18 04:00 | modify | 27 | 0.10 | 2.09336 | 2.09126 | 2.07936 | ||
95 | 2024.03.18 07:00 | s/l | 27 | 0.10 | 2.09126 | 2.09126 | 2.07936 | 12.51 | 10658.91 |
96 | 2024.03.18 07:00 | s/l | 28 | 0.10 | 2.09126 | 2.09126 | 2.07936 | -17.40 | 10641.51 |
97 | 2024.03.28 13:00 | sell | 29 | 0.10 | 2.11610 | 0.00000 | 0.00000 | ||
98 | 2024.03.28 13:00 | modify | 29 | 0.10 | 2.11610 | 2.13110 | 2.10210 | ||
99 | 2024.03.29 17:00 | sell | 30 | 0.10 | 2.11108 | 0.00000 | 0.00000 | ||
100 | 2024.03.29 17:00 | modify | 30 | 0.10 | 2.11108 | 2.11400 | 2.10210 | ||
101 | 2024.03.29 17:00 | modify | 29 | 0.10 | 2.11610 | 2.11400 | 2.10210 | ||
102 | 2024.04.01 15:00 | s/l | 29 | 0.10 | 2.11400 | 2.11400 | 2.10210 | 12.34 | 10653.85 |
103 | 2024.04.01 15:00 | s/l | 30 | 0.10 | 2.11400 | 2.11400 | 2.10210 | -17.81 | 10636.03 |
104 | 2024.04.22 12:00 | buy | 31 | 0.10 | 2.08514 | 0.00000 | 0.00000 | ||
105 | 2024.04.22 12:00 | modify | 31 | 0.10 | 2.08514 | 2.07014 | 2.09914 | ||
106 | 2024.04.23 08:00 | buy | 32 | 0.10 | 2.09299 | 0.00000 | 0.00000 | ||
107 | 2024.04.23 08:00 | modify | 32 | 0.10 | 2.09299 | 2.08864 | 2.09914 | ||
108 | 2024.04.23 08:00 | modify | 31 | 0.10 | 2.08514 | 2.08864 | 2.09914 | ||
109 | 2024.04.23 15:00 | buy | 33 | 0.10 | 2.09581 | 0.00000 | 0.00000 | ||
110 | 2024.04.23 15:00 | modify | 33 | 0.10 | 2.09581 | 2.09004 | 2.09914 | ||
111 | 2024.04.23 15:00 | modify | 32 | 0.10 | 2.09299 | 2.09004 | 2.09914 | ||
112 | 2024.04.23 15:00 | modify | 31 | 0.10 | 2.08514 | 2.09004 | 2.09914 | ||
113 | 2024.04.24 14:00 | t/p | 31 | 0.10 | 2.09914 | 2.09004 | 2.09914 | 83.94 | 10719.98 |
114 | 2024.04.24 14:00 | t/p | 32 | 0.10 | 2.09914 | 2.09004 | 2.09914 | 36.84 | 10756.82 |
115 | 2024.04.24 14:00 | t/p | 33 | 0.10 | 2.09914 | 2.09004 | 2.09914 | 19.81 | 10776.63 |