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=0; RSIHelp="------------------------------------"; RSI_Period=7; 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=130; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; 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 | 844.28 | Gross profit | 1645.62 | Gross loss | -801.34 |
Profit factor | 2.05 | Expected payoff | 21.65 | ||
Absolute drawdown | 33.87 | Maximal drawdown | 322.46 (3.01%) | Relative drawdown | 3.01% (322.46) |
Total trades | 39 | Short positions (won %) | 21 (61.90%) | Long positions (won %) | 18 (72.22%) |
Profit trades (% of total) | 26 (66.67%) | Loss trades (% of total) | 13 (33.33%) | ||
Largest | profit trade | 78.52 | loss trade | -80.59 | |
Average | profit trade | 63.29 | loss trade | -61.64 | |
Maximum | consecutive wins (profit in money) | 9 (588.61) | consecutive losses (loss in money) | 2 (-159.45) | |
Maximal | consecutive profit (count of wins) | 588.61 (9) | consecutive loss (count of losses) | -159.45 (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 | 1.99565 | 2.02165 | ||
3 | 2023.05.04 00:00 | t/p | 1 | 0.10 | 2.02165 | 1.99565 | 2.02165 | 77.31 | 10077.31 |
4 | 2023.05.08 16:00 | buy | 2 | 0.10 | 1.98977 | 0.00000 | 0.00000 | ||
5 | 2023.05.08 16:00 | modify | 2 | 0.10 | 1.98977 | 1.97677 | 2.00277 | ||
6 | 2023.05.12 08:00 | t/p | 2 | 0.10 | 2.00277 | 1.97677 | 2.00277 | 76.71 | 10154.02 |
7 | 2023.05.12 08:00 | sell | 3 | 0.10 | 2.00409 | 0.00000 | 0.00000 | ||
8 | 2023.05.12 08:00 | modify | 3 | 0.10 | 2.00409 | 2.01709 | 1.99109 | ||
9 | 2023.05.17 12:00 | t/p | 3 | 0.10 | 1.99109 | 2.01709 | 1.99109 | 78.00 | 10232.02 |
10 | 2023.06.05 16:00 | buy | 4 | 0.10 | 2.04568 | 0.00000 | 0.00000 | ||
11 | 2023.06.05 16:00 | modify | 4 | 0.10 | 2.04568 | 2.03268 | 2.05868 | ||
12 | 2023.06.07 16:00 | t/p | 4 | 0.10 | 2.05868 | 2.03268 | 2.05868 | 77.90 | 10309.92 |
13 | 2023.06.12 16:00 | buy | 5 | 0.10 | 2.04282 | 0.00000 | 0.00000 | ||
14 | 2023.06.12 16:00 | modify | 5 | 0.10 | 2.04282 | 2.02982 | 2.05582 | ||
15 | 2023.06.16 04:00 | buy | 6 | 0.10 | 2.05137 | 0.00000 | 0.00000 | ||
16 | 2023.06.16 04:00 | modify | 6 | 0.10 | 2.05137 | 2.04737 | 2.05582 | ||
17 | 2023.06.16 04:00 | modify | 5 | 0.10 | 2.04282 | 2.04737 | 2.05582 | ||
18 | 2023.06.16 12:00 | t/p | 5 | 0.10 | 2.05582 | 2.04737 | 2.05582 | 76.71 | 10386.63 |
19 | 2023.06.16 12:00 | t/p | 6 | 0.10 | 2.05582 | 2.04737 | 2.05582 | 26.87 | 10413.50 |
20 | 2023.06.23 12:00 | sell | 7 | 0.10 | 2.07648 | 0.00000 | 0.00000 | ||
21 | 2023.06.23 12:00 | modify | 7 | 0.10 | 2.07648 | 2.08948 | 2.06348 | ||
22 | 2023.06.26 04:00 | t/p | 7 | 0.10 | 2.06348 | 2.08948 | 2.06348 | 78.35 | 10491.85 |
23 | 2023.07.04 12:00 | buy | 8 | 0.10 | 2.05531 | 0.00000 | 0.00000 | ||
24 | 2023.07.04 12:00 | modify | 8 | 0.10 | 2.05531 | 2.04231 | 2.06831 | ||
25 | 2023.07.06 20:00 | t/p | 8 | 0.10 | 2.06831 | 2.04231 | 2.06831 | 77.31 | 10569.16 |
26 | 2023.07.11 12:00 | sell | 9 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
27 | 2023.07.11 12:00 | modify | 9 | 0.10 | 2.08839 | 2.10139 | 2.07539 | ||
28 | 2023.07.12 04:00 | sell | 10 | 0.10 | 2.08169 | 0.00000 | 0.00000 | ||
29 | 2023.07.12 04:00 | modify | 10 | 0.10 | 2.08169 | 2.08514 | 2.07539 | ||
30 | 2023.07.12 04:00 | modify | 9 | 0.10 | 2.08839 | 2.08514 | 2.07539 | ||
31 | 2023.07.12 08:00 | s/l | 9 | 0.10 | 2.08514 | 2.08514 | 2.07539 | 19.46 | 10588.61 |
32 | 2023.07.12 08:00 | s/l | 10 | 0.10 | 2.08514 | 2.08514 | 2.07539 | -20.84 | 10567.77 |
33 | 2023.07.13 08:00 | buy | 11 | 0.10 | 2.05137 | 0.00000 | 0.00000 | ||
34 | 2023.07.13 08:00 | modify | 11 | 0.10 | 2.05137 | 2.03837 | 2.06437 | ||
35 | 2023.07.17 08:00 | t/p | 11 | 0.10 | 2.06437 | 2.03837 | 2.06437 | 77.90 | 10645.68 |
36 | 2023.07.18 12:00 | sell | 12 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
37 | 2023.07.18 12:00 | modify | 12 | 0.10 | 2.08629 | 2.09929 | 2.07329 | ||
38 | 2023.07.19 00:00 | t/p | 12 | 0.10 | 2.07329 | 2.09929 | 2.07329 | 78.35 | 10724.02 |
39 | 2023.08.11 12:00 | sell | 13 | 0.10 | 2.11780 | 0.00000 | 0.00000 | ||
40 | 2023.08.11 12:00 | modify | 13 | 0.10 | 2.11780 | 2.13080 | 2.10480 | ||
41 | 2023.08.15 12:00 | s/l | 13 | 0.10 | 2.13080 | 2.13080 | 2.10480 | -78.87 | 10645.15 |
42 | 2023.08.23 12:00 | buy | 14 | 0.10 | 2.12927 | 0.00000 | 0.00000 | ||
43 | 2023.08.23 12:00 | modify | 14 | 0.10 | 2.12927 | 2.11627 | 2.14227 | ||
44 | 2023.08.30 00:00 | s/l | 14 | 0.10 | 2.11627 | 2.11627 | 2.14227 | -80.59 | 10564.57 |
45 | 2023.09.05 08:00 | sell | 15 | 0.10 | 2.13559 | 0.00000 | 0.00000 | ||
46 | 2023.09.05 08:00 | modify | 15 | 0.10 | 2.13559 | 2.14859 | 2.12259 | ||
47 | 2023.09.06 16:00 | sell | 16 | 0.10 | 2.12774 | 0.00000 | 0.00000 | ||
48 | 2023.09.06 16:00 | modify | 16 | 0.10 | 2.12774 | 2.13169 | 2.12259 | ||
49 | 2023.09.06 16:00 | modify | 15 | 0.10 | 2.13559 | 2.13169 | 2.12259 | ||
50 | 2023.09.06 20:00 | s/l | 15 | 0.10 | 2.13169 | 2.13169 | 2.12259 | 23.39 | 10587.95 |
51 | 2023.09.06 20:00 | s/l | 16 | 0.10 | 2.13169 | 2.13169 | 2.12259 | -23.85 | 10564.10 |
52 | 2023.09.14 16:00 | buy | 17 | 0.10 | 2.09808 | 0.00000 | 0.00000 | ||
53 | 2023.09.14 16:00 | modify | 17 | 0.10 | 2.09808 | 2.08508 | 2.11108 | ||
54 | 2023.09.19 12:00 | s/l | 17 | 0.10 | 2.08508 | 2.08508 | 2.11108 | -79.39 | 10484.71 |
55 | 2023.09.20 12:00 | buy | 18 | 0.10 | 2.07380 | 0.00000 | 0.00000 | ||
56 | 2023.09.20 12:00 | modify | 18 | 0.10 | 2.07380 | 2.06080 | 2.08680 | ||
57 | 2023.09.21 08:00 | t/p | 18 | 0.10 | 2.08680 | 2.06080 | 2.08680 | 77.61 | 10562.31 |
58 | 2023.09.22 08:00 | buy | 19 | 0.10 | 2.06109 | 0.00000 | 0.00000 | ||
59 | 2023.09.22 08:00 | modify | 19 | 0.10 | 2.06109 | 2.04809 | 2.07409 | ||
60 | 2023.09.25 16:00 | s/l | 19 | 0.10 | 2.04809 | 2.04809 | 2.07409 | -78.80 | 10483.52 |
61 | 2023.10.12 12:00 | sell | 20 | 0.10 | 2.05196 | 0.00000 | 0.00000 | ||
62 | 2023.10.12 12:00 | modify | 20 | 0.10 | 2.05196 | 2.06496 | 2.03896 | ||
63 | 2023.10.13 12:00 | s/l | 20 | 0.10 | 2.06496 | 2.06496 | 2.03896 | -78.69 | 10404.82 |
64 | 2023.10.23 16:00 | sell | 21 | 0.10 | 2.09368 | 0.00000 | 0.00000 | ||
65 | 2023.10.23 16:00 | modify | 21 | 0.10 | 2.09368 | 2.10668 | 2.08068 | ||
66 | 2023.10.25 00:00 | t/p | 21 | 0.10 | 2.08068 | 2.10668 | 2.08068 | 78.18 | 10483.00 |
67 | 2023.11.02 08:00 | buy | 22 | 0.10 | 2.06880 | 0.00000 | 0.00000 | ||
68 | 2023.11.02 08:00 | modify | 22 | 0.10 | 2.06880 | 2.05580 | 2.08180 | ||
69 | 2023.11.10 20:00 | buy | 23 | 0.10 | 2.07538 | 0.00000 | 0.00000 | ||
70 | 2023.11.10 20:00 | modify | 23 | 0.10 | 2.07538 | 2.07205 | 2.08180 | ||
71 | 2023.11.10 20:00 | modify | 22 | 0.10 | 2.06880 | 2.07205 | 2.08180 | ||
72 | 2023.11.13 00:00 | s/l | 22 | 0.10 | 2.07205 | 2.07205 | 2.08180 | 16.94 | 10499.94 |
73 | 2023.11.13 00:00 | s/l | 23 | 0.10 | 2.07205 | 2.07205 | 2.08180 | -20.41 | 10479.53 |
74 | 2023.11.13 20:00 | sell | 24 | 0.10 | 2.08634 | 0.00000 | 0.00000 | ||
75 | 2023.11.13 20:00 | modify | 24 | 0.10 | 2.08634 | 2.09934 | 2.07334 | ||
76 | 2023.11.15 08:00 | t/p | 24 | 0.10 | 2.07334 | 2.09934 | 2.07334 | 78.17 | 10557.70 |
77 | 2023.11.15 20:00 | buy | 25 | 0.10 | 2.06210 | 0.00000 | 0.00000 | ||
78 | 2023.11.15 20:00 | modify | 25 | 0.10 | 2.06210 | 2.04910 | 2.07510 | ||
79 | 2023.11.16 04:00 | t/p | 25 | 0.10 | 2.07510 | 2.04910 | 2.07510 | 77.61 | 10635.31 |
80 | 2023.12.20 08:00 | buy | 26 | 0.10 | 2.01612 | 0.00000 | 0.00000 | ||
81 | 2023.12.20 08:00 | modify | 26 | 0.10 | 2.01612 | 2.00312 | 2.02912 | ||
82 | 2024.01.03 16:00 | t/p | 26 | 0.10 | 2.02912 | 2.00312 | 2.02912 | 74.33 | 10709.64 |
83 | 2024.01.15 12:00 | sell | 27 | 0.10 | 2.05480 | 0.00000 | 0.00000 | ||
84 | 2024.01.15 12:00 | modify | 27 | 0.10 | 2.05480 | 2.06780 | 2.04180 | ||
85 | 2024.01.17 08:00 | s/l | 27 | 0.10 | 2.06780 | 2.06780 | 2.04180 | -78.88 | 10630.76 |
86 | 2024.01.17 08:00 | sell | 28 | 0.10 | 2.06805 | 0.00000 | 0.00000 | ||
87 | 2024.01.17 08:00 | modify | 28 | 0.10 | 2.06805 | 2.08105 | 2.05505 | ||
88 | 2024.01.19 04:00 | s/l | 28 | 0.10 | 2.08105 | 2.08105 | 2.05505 | -79.22 | 10551.54 |
89 | 2024.02.13 16:00 | sell | 29 | 0.10 | 2.07876 | 0.00000 | 0.00000 | ||
90 | 2024.02.13 16:00 | modify | 29 | 0.10 | 2.07876 | 2.09176 | 2.06576 | ||
91 | 2024.02.14 08:00 | t/p | 29 | 0.10 | 2.06576 | 2.09176 | 2.06576 | 78.36 | 10629.89 |
92 | 2024.02.19 08:00 | buy | 30 | 0.10 | 2.05275 | 0.00000 | 0.00000 | ||
93 | 2024.02.19 08:00 | modify | 30 | 0.10 | 2.05275 | 2.03975 | 2.06575 | ||
94 | 2024.02.20 16:00 | s/l | 30 | 0.10 | 2.03975 | 2.03975 | 2.06575 | -78.80 | 10551.10 |
95 | 2024.03.05 08:00 | sell | 31 | 0.10 | 2.08595 | 0.00000 | 0.00000 | ||
96 | 2024.03.05 08:00 | modify | 31 | 0.10 | 2.08595 | 2.09895 | 2.07295 | ||
97 | 2024.03.07 00:00 | sell | 32 | 0.10 | 2.07798 | 0.00000 | 0.00000 | ||
98 | 2024.03.07 00:00 | modify | 32 | 0.10 | 2.07798 | 2.08205 | 2.07295 | ||
99 | 2024.03.07 00:00 | modify | 31 | 0.10 | 2.08595 | 2.08205 | 2.07295 | ||
100 | 2024.03.07 08:00 | t/p | 31 | 0.10 | 2.07295 | 2.08205 | 2.07295 | 77.83 | 10628.93 |
101 | 2024.03.07 08:00 | t/p | 32 | 0.10 | 2.07295 | 2.08205 | 2.07295 | 30.38 | 10659.31 |
102 | 2024.03.15 12:00 | sell | 33 | 0.10 | 2.09104 | 0.00000 | 0.00000 | ||
103 | 2024.03.15 12:00 | modify | 33 | 0.10 | 2.09104 | 2.10404 | 2.07804 | ||
104 | 2024.03.20 04:00 | s/l | 33 | 0.10 | 2.10404 | 2.10404 | 2.07804 | -79.04 | 10580.26 |
105 | 2024.03.28 12:00 | sell | 34 | 0.10 | 2.11544 | 0.00000 | 0.00000 | ||
106 | 2024.03.28 12:00 | modify | 34 | 0.10 | 2.11544 | 2.12844 | 2.10244 | ||
107 | 2024.04.02 16:00 | sell | 35 | 0.10 | 2.10760 | 0.00000 | 0.00000 | ||
108 | 2024.04.02 16:00 | modify | 35 | 0.10 | 2.10760 | 2.11154 | 2.10244 | ||
109 | 2024.04.02 16:00 | modify | 34 | 0.10 | 2.11544 | 2.11154 | 2.10244 | ||
110 | 2024.04.03 04:00 | s/l | 34 | 0.10 | 2.11154 | 2.11154 | 2.10244 | 22.86 | 10603.12 |
111 | 2024.04.03 04:00 | s/l | 35 | 0.10 | 2.11154 | 2.11154 | 2.10244 | -23.96 | 10579.16 |
112 | 2024.04.15 20:00 | sell | 36 | 0.10 | 2.10845 | 0.00000 | 0.00000 | ||
113 | 2024.04.15 20:00 | modify | 36 | 0.10 | 2.10845 | 2.12145 | 2.09545 | ||
114 | 2024.04.22 04:00 | t/p | 36 | 0.10 | 2.09545 | 2.12145 | 2.09545 | 77.30 | 10656.46 |
115 | 2024.04.22 12:00 | buy | 37 | 0.10 | 2.08514 | 0.00000 | 0.00000 | ||
116 | 2024.04.22 12:00 | modify | 37 | 0.10 | 2.08514 | 2.07214 | 2.09814 | ||
117 | 2024.04.23 08:00 | buy | 38 | 0.10 | 2.09299 | 0.00000 | 0.00000 | ||
118 | 2024.04.23 08:00 | modify | 38 | 0.10 | 2.09299 | 2.08904 | 2.09814 | ||
119 | 2024.04.23 08:00 | modify | 37 | 0.10 | 2.08514 | 2.08904 | 2.09814 | ||
120 | 2024.04.23 20:00 | t/p | 37 | 0.10 | 2.09814 | 2.08904 | 2.09814 | 78.20 | 10734.66 |
121 | 2024.04.23 20:00 | t/p | 38 | 0.10 | 2.09814 | 2.08904 | 2.09814 | 31.10 | 10765.76 |
122 | 2024.04.30 20:00 | sell | 39 | 0.10 | 2.12044 | 0.00000 | 0.00000 | ||
123 | 2024.04.30 20:00 | modify | 39 | 0.10 | 2.12044 | 2.13344 | 2.10744 | ||
124 | 2024.04.30 23:59 | t/p | 39 | 0.10 | 2.10744 | 2.13344 | 2.10744 | 78.52 | 10844.28 |