Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=6; 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 | 7191 | Ticks modelled | 157318 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 896.86 | Gross profit | 1126.38 | Gross loss | -229.52 |
Profit factor | 4.91 | Expected payoff | 25.62 | ||
Absolute drawdown | 37.62 | Maximal drawdown | 200.65 (1.90%) | Relative drawdown | 1.90% (200.65) |
Total trades | 35 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 30 (70.00%) |
Profit trades (% of total) | 22 (62.86%) | Loss trades (% of total) | 13 (37.14%) | ||
Largest | profit trade | 91.30 | loss trade | -92.65 | |
Average | profit trade | 51.20 | loss trade | -17.66 | |
Maximum | consecutive wins (profit in money) | 9 (454.58) | consecutive losses (loss in money) | 3 (-35.25) | |
Maximal | consecutive profit (count of wins) | 454.58 (9) | consecutive loss (count of losses) | -92.65 (1) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.20 03:00 | buy | 1 | 0.10 | 2.05541 | 0.00000 | 0.00000 | ||
2 | 2023.07.20 03:00 | modify | 1 | 0.10 | 2.05541 | 2.04041 | 2.07041 | ||
3 | 2023.07.20 15:05 | buy | 2 | 0.10 | 2.06298 | 0.00000 | 0.00000 | ||
4 | 2023.07.20 15:05 | modify | 2 | 0.10 | 2.06298 | 2.05616 | 2.07041 | ||
5 | 2023.07.20 15:05 | modify | 1 | 0.10 | 2.05541 | 2.05616 | 2.07041 | ||
6 | 2023.07.20 22:35 | buy | 3 | 0.10 | 2.06445 | 0.00000 | 0.00000 | ||
7 | 2023.07.20 22:35 | modify | 3 | 0.10 | 2.06445 | 2.05991 | 2.07041 | ||
8 | 2023.07.20 22:35 | buy | 4 | 0.10 | 2.06445 | 0.00000 | 0.00000 | ||
9 | 2023.07.20 22:35 | modify | 4 | 0.10 | 2.06445 | 2.06216 | 2.07041 | ||
10 | 2023.07.20 22:35 | modify | 2 | 0.10 | 2.06298 | 2.06216 | 2.07041 | ||
11 | 2023.07.20 22:35 | modify | 1 | 0.10 | 2.05541 | 2.06216 | 2.07041 | ||
12 | 2023.07.20 22:37 | modify | 3 | 0.10 | 2.06445 | 2.06216 | 2.07041 | ||
13 | 2023.07.21 02:37 | t/p | 1 | 0.10 | 2.07041 | 2.06216 | 2.07041 | 91.00 | 10091.00 |
14 | 2023.07.21 02:37 | t/p | 2 | 0.10 | 2.07041 | 2.06216 | 2.07041 | 44.93 | 10135.93 |
15 | 2023.07.21 02:37 | t/p | 3 | 0.10 | 2.07041 | 2.06216 | 2.07041 | 35.98 | 10171.92 |
16 | 2023.07.21 02:37 | t/p | 4 | 0.10 | 2.07041 | 2.06216 | 2.07041 | 35.98 | 10207.90 |
17 | 2023.07.31 04:00 | buy | 5 | 0.10 | 2.07781 | 0.00000 | 0.00000 | ||
18 | 2023.07.31 04:00 | modify | 5 | 0.10 | 2.07781 | 2.06281 | 2.09281 | ||
19 | 2023.08.02 01:20 | buy | 6 | 0.10 | 2.08549 | 0.00000 | 0.00000 | ||
20 | 2023.08.02 01:20 | modify | 6 | 0.10 | 2.08549 | 2.07856 | 2.09281 | ||
21 | 2023.08.02 01:20 | modify | 5 | 0.10 | 2.07781 | 2.07856 | 2.09281 | ||
22 | 2023.08.02 02:25 | buy | 7 | 0.10 | 2.08698 | 0.00000 | 0.00000 | ||
23 | 2023.08.02 02:25 | modify | 7 | 0.10 | 2.08698 | 2.08231 | 2.09281 | ||
24 | 2023.08.02 02:25 | buy | 8 | 0.10 | 2.08698 | 0.00000 | 0.00000 | ||
25 | 2023.08.02 02:25 | modify | 8 | 0.10 | 2.08698 | 2.08456 | 2.09281 | ||
26 | 2023.08.02 02:25 | modify | 6 | 0.10 | 2.08549 | 2.08456 | 2.09281 | ||
27 | 2023.08.02 02:25 | modify | 5 | 0.10 | 2.07781 | 2.08456 | 2.09281 | ||
28 | 2023.08.02 02:27 | modify | 7 | 0.10 | 2.08698 | 2.08456 | 2.09281 | ||
29 | 2023.08.02 04:45 | t/p | 5 | 0.10 | 2.09281 | 2.08456 | 2.09281 | 90.71 | 10298.61 |
30 | 2023.08.02 04:45 | t/p | 6 | 0.10 | 2.09281 | 2.08456 | 2.09281 | 44.56 | 10343.17 |
31 | 2023.08.02 04:45 | t/p | 7 | 0.10 | 2.09281 | 2.08456 | 2.09281 | 35.49 | 10378.66 |
32 | 2023.08.02 04:45 | t/p | 8 | 0.10 | 2.09281 | 2.08456 | 2.09281 | 35.49 | 10414.15 |
33 | 2023.11.16 03:00 | sell | 9 | 0.10 | 2.07190 | 0.00000 | 0.00000 | ||
34 | 2023.11.16 03:00 | modify | 9 | 0.10 | 2.07190 | 2.08690 | 2.05690 | ||
35 | 2023.11.21 03:45 | sell | 10 | 0.10 | 2.06423 | 0.00000 | 0.00000 | ||
36 | 2023.11.21 03:45 | modify | 10 | 0.10 | 2.06423 | 2.07115 | 2.05690 | ||
37 | 2023.11.21 03:45 | modify | 9 | 0.10 | 2.07190 | 2.07115 | 2.05690 | ||
38 | 2023.11.21 08:10 | sell | 11 | 0.10 | 2.06277 | 0.00000 | 0.00000 | ||
39 | 2023.11.21 08:10 | modify | 11 | 0.10 | 2.06277 | 2.06740 | 2.05690 | ||
40 | 2023.11.21 08:10 | sell | 12 | 0.10 | 2.06277 | 0.00000 | 0.00000 | ||
41 | 2023.11.21 08:10 | modify | 12 | 0.10 | 2.06277 | 2.06515 | 2.05690 | ||
42 | 2023.11.21 08:10 | modify | 10 | 0.10 | 2.06423 | 2.06515 | 2.05690 | ||
43 | 2023.11.21 08:10 | modify | 9 | 0.10 | 2.07190 | 2.06515 | 2.05690 | ||
44 | 2023.11.21 08:13 | modify | 11 | 0.10 | 2.06277 | 2.06515 | 2.05690 | ||
45 | 2023.11.21 09:20 | s/l | 9 | 0.10 | 2.06515 | 2.06515 | 2.05690 | 40.43 | 10454.58 |
46 | 2023.11.21 09:20 | s/l | 10 | 0.10 | 2.06515 | 2.06515 | 2.05690 | -5.60 | 10448.98 |
47 | 2023.11.21 09:20 | s/l | 11 | 0.10 | 2.06515 | 2.06515 | 2.05690 | -14.49 | 10434.49 |
48 | 2023.11.21 09:20 | s/l | 12 | 0.10 | 2.06515 | 2.06515 | 2.05690 | -14.49 | 10420.00 |
49 | 2023.11.29 02:00 | buy | 13 | 0.10 | 2.05419 | 0.00000 | 0.00000 | ||
50 | 2023.11.29 02:00 | modify | 13 | 0.10 | 2.05419 | 2.03919 | 2.06919 | ||
51 | 2023.11.29 07:50 | buy | 14 | 0.10 | 2.06178 | 0.00000 | 0.00000 | ||
52 | 2023.11.29 07:50 | modify | 14 | 0.10 | 2.06178 | 2.05494 | 2.06919 | ||
53 | 2023.11.29 07:50 | modify | 13 | 0.10 | 2.05419 | 2.05494 | 2.06919 | ||
54 | 2023.11.29 10:47 | buy | 15 | 0.10 | 2.06330 | 0.00000 | 0.00000 | ||
55 | 2023.11.29 10:47 | modify | 15 | 0.10 | 2.06330 | 2.05869 | 2.06919 | ||
56 | 2023.11.29 10:47 | buy | 16 | 0.10 | 2.06330 | 0.00000 | 0.00000 | ||
57 | 2023.11.29 10:47 | modify | 16 | 0.10 | 2.06330 | 2.06094 | 2.06919 | ||
58 | 2023.11.29 10:47 | modify | 14 | 0.10 | 2.06178 | 2.06094 | 2.06919 | ||
59 | 2023.11.29 10:47 | modify | 13 | 0.10 | 2.05419 | 2.06094 | 2.06919 | ||
60 | 2023.11.29 10:50 | modify | 15 | 0.10 | 2.06330 | 2.06094 | 2.06919 | ||
61 | 2023.11.29 11:20 | s/l | 13 | 0.10 | 2.06094 | 2.06094 | 2.06919 | 41.09 | 10461.09 |
62 | 2023.11.29 11:20 | s/l | 14 | 0.10 | 2.06094 | 2.06094 | 2.06919 | -5.11 | 10455.98 |
63 | 2023.11.29 11:20 | s/l | 15 | 0.10 | 2.06094 | 2.06094 | 2.06919 | -14.36 | 10441.62 |
64 | 2023.11.29 11:20 | s/l | 16 | 0.10 | 2.06094 | 2.06094 | 2.06919 | -14.36 | 10427.26 |
65 | 2023.12.06 02:00 | buy | 17 | 0.10 | 2.04505 | 0.00000 | 0.00000 | ||
66 | 2023.12.06 02:00 | modify | 17 | 0.10 | 2.04505 | 2.03005 | 2.06005 | ||
67 | 2023.12.11 01:40 | buy | 18 | 0.10 | 2.05279 | 0.00000 | 0.00000 | ||
68 | 2023.12.11 01:40 | modify | 18 | 0.10 | 2.05279 | 2.04580 | 2.06005 | ||
69 | 2023.12.11 01:40 | modify | 17 | 0.10 | 2.04505 | 2.04580 | 2.06005 | ||
70 | 2023.12.11 07:45 | buy | 19 | 0.10 | 2.05420 | 0.00000 | 0.00000 | ||
71 | 2023.12.11 07:45 | modify | 19 | 0.10 | 2.05420 | 2.04955 | 2.06005 | ||
72 | 2023.12.11 07:45 | buy | 20 | 0.10 | 2.05420 | 0.00000 | 0.00000 | ||
73 | 2023.12.11 07:45 | modify | 20 | 0.10 | 2.05420 | 2.05180 | 2.06005 | ||
74 | 2023.12.11 07:45 | modify | 18 | 0.10 | 2.05279 | 2.05180 | 2.06005 | ||
75 | 2023.12.11 07:45 | modify | 17 | 0.10 | 2.04505 | 2.05180 | 2.06005 | ||
76 | 2023.12.11 07:47 | modify | 19 | 0.10 | 2.05420 | 2.05180 | 2.06005 | ||
77 | 2023.12.11 14:16 | s/l | 17 | 0.10 | 2.05180 | 2.05180 | 2.06005 | 39.60 | 10466.86 |
78 | 2023.12.11 14:16 | s/l | 18 | 0.10 | 2.05180 | 2.05180 | 2.06005 | -6.03 | 10460.83 |
79 | 2023.12.11 14:16 | s/l | 19 | 0.10 | 2.05180 | 2.05180 | 2.06005 | -14.61 | 10446.22 |
80 | 2023.12.11 14:16 | s/l | 20 | 0.10 | 2.05180 | 2.05180 | 2.06005 | -14.61 | 10431.61 |
81 | 2023.12.14 01:00 | buy | 21 | 0.10 | 2.03344 | 0.00000 | 0.00000 | ||
82 | 2023.12.14 01:00 | modify | 21 | 0.10 | 2.03344 | 2.01844 | 2.04844 | ||
83 | 2023.12.14 08:59 | buy | 22 | 0.10 | 2.04124 | 0.00000 | 0.00000 | ||
84 | 2023.12.14 08:59 | modify | 22 | 0.10 | 2.04124 | 2.03419 | 2.04844 | ||
85 | 2023.12.14 08:59 | modify | 21 | 0.10 | 2.03344 | 2.03419 | 2.04844 | ||
86 | 2023.12.14 13:02 | t/p | 21 | 0.10 | 2.04844 | 2.03419 | 2.04844 | 91.30 | 10522.91 |
87 | 2023.12.14 13:02 | t/p | 22 | 0.10 | 2.04844 | 2.03419 | 2.04844 | 43.83 | 10566.74 |
88 | 2024.02.09 02:00 | buy | 23 | 0.10 | 2.06083 | 0.00000 | 0.00000 | ||
89 | 2024.02.09 02:00 | modify | 23 | 0.10 | 2.06083 | 2.04583 | 2.07583 | ||
90 | 2024.02.13 03:57 | buy | 24 | 0.10 | 2.06849 | 0.00000 | 0.00000 | ||
91 | 2024.02.13 03:57 | modify | 24 | 0.10 | 2.06849 | 2.06158 | 2.07583 | ||
92 | 2024.02.13 03:57 | modify | 23 | 0.10 | 2.06083 | 2.06158 | 2.07583 | ||
93 | 2024.02.13 07:15 | buy | 25 | 0.10 | 2.06983 | 0.00000 | 0.00000 | ||
94 | 2024.02.13 07:15 | modify | 25 | 0.10 | 2.06983 | 2.06533 | 2.07583 | ||
95 | 2024.02.13 07:15 | buy | 26 | 0.10 | 2.06983 | 0.00000 | 0.00000 | ||
96 | 2024.02.13 07:15 | modify | 26 | 0.10 | 2.06983 | 2.06758 | 2.07583 | ||
97 | 2024.02.13 07:15 | modify | 24 | 0.10 | 2.06849 | 2.06758 | 2.07583 | ||
98 | 2024.02.13 07:15 | modify | 23 | 0.10 | 2.06083 | 2.06758 | 2.07583 | ||
99 | 2024.02.13 07:17 | modify | 25 | 0.10 | 2.06983 | 2.06758 | 2.07583 | ||
100 | 2024.02.13 13:50 | t/p | 23 | 0.10 | 2.07583 | 2.06758 | 2.07583 | 90.70 | 10657.44 |
101 | 2024.02.13 13:50 | t/p | 24 | 0.10 | 2.07583 | 2.06758 | 2.07583 | 44.68 | 10702.12 |
102 | 2024.02.13 13:50 | t/p | 25 | 0.10 | 2.07583 | 2.06758 | 2.07583 | 36.52 | 10738.64 |
103 | 2024.02.13 13:50 | t/p | 26 | 0.10 | 2.07583 | 2.06758 | 2.07583 | 36.52 | 10775.16 |
104 | 2024.02.28 02:00 | sell | 27 | 0.10 | 2.07006 | 0.00000 | 0.00000 | ||
105 | 2024.02.28 02:00 | modify | 27 | 0.10 | 2.07006 | 2.08506 | 2.05506 | ||
106 | 2024.03.05 02:50 | s/l | 27 | 0.10 | 2.08506 | 2.08506 | 2.05506 | -92.65 | 10682.51 |
107 | 2024.04.22 02:00 | buy | 28 | 0.10 | 2.09115 | 0.00000 | 0.00000 | ||
108 | 2024.04.22 02:00 | modify | 28 | 0.10 | 2.09115 | 2.07615 | 2.10615 | ||
109 | 2024.04.23 19:20 | buy | 29 | 0.10 | 2.09877 | 0.00000 | 0.00000 | ||
110 | 2024.04.23 19:20 | modify | 29 | 0.10 | 2.09877 | 2.09190 | 2.10615 | ||
111 | 2024.04.23 19:20 | modify | 28 | 0.10 | 2.09115 | 2.09190 | 2.10615 | ||
112 | 2024.04.24 16:50 | buy | 30 | 0.10 | 2.10017 | 0.00000 | 0.00000 | ||
113 | 2024.04.24 16:50 | modify | 30 | 0.10 | 2.10017 | 2.09565 | 2.10615 | ||
114 | 2024.04.24 16:50 | buy | 31 | 0.10 | 2.10017 | 0.00000 | 0.00000 | ||
115 | 2024.04.24 16:50 | modify | 31 | 0.10 | 2.10017 | 2.09790 | 2.10615 | ||
116 | 2024.04.24 16:50 | modify | 29 | 0.10 | 2.09877 | 2.09790 | 2.10615 | ||
117 | 2024.04.24 16:50 | modify | 28 | 0.10 | 2.09115 | 2.09790 | 2.10615 | ||
118 | 2024.04.24 16:52 | modify | 30 | 0.10 | 2.10017 | 2.09790 | 2.10615 | ||
119 | 2024.04.24 21:15 | s/l | 28 | 0.10 | 2.09790 | 2.09790 | 2.10615 | 40.49 | 10723.01 |
120 | 2024.04.24 21:15 | s/l | 29 | 0.10 | 2.09790 | 2.09790 | 2.10615 | -5.59 | 10717.42 |
121 | 2024.04.24 21:15 | s/l | 30 | 0.10 | 2.09790 | 2.09790 | 2.10615 | -13.81 | 10703.61 |
122 | 2024.04.24 21:15 | s/l | 31 | 0.10 | 2.09790 | 2.09790 | 2.10615 | -13.81 | 10689.80 |
123 | 2024.05.22 03:00 | buy | 32 | 0.10 | 2.07250 | 0.00000 | 0.00000 | ||
124 | 2024.05.22 03:00 | modify | 32 | 0.10 | 2.07250 | 2.05750 | 2.08750 | ||
125 | 2024.05.22 06:10 | buy | 33 | 0.10 | 2.08030 | 0.00000 | 0.00000 | ||
126 | 2024.05.22 06:10 | modify | 33 | 0.10 | 2.08030 | 2.07325 | 2.08750 | ||
127 | 2024.05.22 06:10 | modify | 32 | 0.10 | 2.07250 | 2.07325 | 2.08750 | ||
128 | 2024.05.22 12:40 | buy | 34 | 0.10 | 2.08159 | 0.00000 | 0.00000 | ||
129 | 2024.05.22 12:40 | modify | 34 | 0.10 | 2.08159 | 2.07700 | 2.08750 | ||
130 | 2024.05.22 12:40 | buy | 35 | 0.10 | 2.08159 | 0.00000 | 0.00000 | ||
131 | 2024.05.22 12:40 | modify | 35 | 0.10 | 2.08159 | 2.07925 | 2.08750 | ||
132 | 2024.05.22 12:40 | modify | 33 | 0.10 | 2.08030 | 2.07925 | 2.08750 | ||
133 | 2024.05.22 12:40 | modify | 32 | 0.10 | 2.07250 | 2.07925 | 2.08750 | ||
134 | 2024.05.22 12:42 | modify | 34 | 0.10 | 2.08159 | 2.07925 | 2.08750 | ||
135 | 2024.05.22 17:50 | t/p | 32 | 0.10 | 2.08750 | 2.07925 | 2.08750 | 91.30 | 10781.10 |
136 | 2024.05.22 17:50 | t/p | 33 | 0.10 | 2.08750 | 2.07925 | 2.08750 | 43.82 | 10824.92 |
137 | 2024.05.22 17:50 | t/p | 34 | 0.10 | 2.08750 | 2.07925 | 2.08750 | 35.97 | 10860.89 |
138 | 2024.05.22 17:50 | t/p | 35 | 0.10 | 2.08750 | 2.07925 | 2.08750 | 35.97 | 10896.86 |