Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=11; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 2602 | Ticks modelled | 4203 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 549.43 | Gross profit | 1180.65 | Gross loss | -631.22 |
Profit factor | 1.87 | Expected payoff | 22.89 | ||
Absolute drawdown | 73.75 | Maximal drawdown | 264.63 (2.52%) | Relative drawdown | 2.52% (264.63) |
Total trades | 24 | Short positions (won %) | 14 (71.43%) | Long positions (won %) | 10 (50.00%) |
Profit trades (% of total) | 15 (62.50%) | Loss trades (% of total) | 9 (37.50%) | ||
Largest | profit trade | 91.14 | loss trade | -76.05 | |
Average | profit trade | 78.71 | loss trade | -70.14 | |
Maximum | consecutive wins (profit in money) | 6 (477.50) | consecutive losses (loss in money) | 3 (-222.28) | |
Maximal | consecutive profit (count of wins) | 477.50 (6) | consecutive loss (count of losses) | -222.28 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.06 16:00 | sell | 1 | 0.10 | 2.06778 | 0.00000 | 0.00000 | ||
2 | 2023.07.06 16:00 | modify | 1 | 0.10 | 2.06778 | 2.07978 | 2.05278 | ||
3 | 2023.07.11 08:00 | s/l | 1 | 0.10 | 2.07978 | 2.07978 | 2.05278 | -73.75 | 9926.25 |
4 | 2023.07.11 12:00 | sell | 2 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
5 | 2023.07.11 12:00 | modify | 2 | 0.10 | 2.08839 | 2.10039 | 2.07339 | ||
6 | 2023.07.12 16:00 | t/p | 2 | 0.10 | 2.07339 | 2.10039 | 2.07339 | 91.14 | 10017.38 |
7 | 2023.07.12 16:00 | buy | 3 | 0.10 | 2.06523 | 0.00000 | 0.00000 | ||
8 | 2023.07.12 16:00 | modify | 3 | 0.10 | 2.06523 | 2.05323 | 2.08023 | ||
9 | 2023.07.13 08:00 | s/l | 3 | 0.10 | 2.05323 | 2.05323 | 2.08023 | -73.96 | 9943.42 |
10 | 2023.07.18 12:00 | sell | 4 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
11 | 2023.07.18 12:00 | modify | 4 | 0.10 | 2.08629 | 2.09829 | 2.07129 | ||
12 | 2023.07.18 16:00 | sell | 5 | 0.10 | 2.07499 | 0.00000 | 0.00000 | ||
13 | 2023.07.18 16:00 | modify | 5 | 0.10 | 2.07499 | 2.08104 | 2.07129 | ||
14 | 2023.07.18 16:00 | modify | 4 | 0.10 | 2.08629 | 2.08104 | 2.07129 | ||
15 | 2023.07.19 00:00 | t/p | 4 | 0.10 | 2.07129 | 2.08104 | 2.07129 | 91.14 | 10034.56 |
16 | 2023.07.19 00:00 | t/p | 5 | 0.10 | 2.07129 | 2.08104 | 2.07129 | 22.31 | 10056.87 |
17 | 2023.07.21 16:00 | sell | 6 | 0.10 | 2.08071 | 0.00000 | 0.00000 | ||
18 | 2023.07.21 16:00 | modify | 6 | 0.10 | 2.08071 | 2.09271 | 2.06571 | ||
19 | 2023.07.24 16:00 | t/p | 6 | 0.10 | 2.06571 | 2.09271 | 2.06571 | 91.14 | 10148.01 |
20 | 2023.07.24 16:00 | buy | 7 | 0.10 | 2.06639 | 0.00000 | 0.00000 | ||
21 | 2023.07.24 16:00 | modify | 7 | 0.10 | 2.06639 | 2.05439 | 2.08139 | ||
22 | 2023.07.26 04:00 | t/p | 7 | 0.10 | 2.08139 | 2.05439 | 2.08139 | 90.73 | 10238.74 |
23 | 2023.07.28 12:00 | sell | 8 | 0.10 | 2.08760 | 0.00000 | 0.00000 | ||
24 | 2023.07.28 12:00 | modify | 8 | 0.10 | 2.08760 | 2.09960 | 2.07260 | ||
25 | 2023.07.31 16:00 | t/p | 8 | 0.10 | 2.07260 | 2.09960 | 2.07260 | 91.14 | 10329.88 |
26 | 2023.07.31 16:00 | buy | 9 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
27 | 2023.07.31 16:00 | modify | 9 | 0.10 | 2.06784 | 2.05584 | 2.08284 | ||
28 | 2023.08.01 12:00 | t/p | 9 | 0.10 | 2.08284 | 2.05584 | 2.08284 | 91.04 | 10420.92 |
29 | 2023.08.11 12:00 | sell | 10 | 0.10 | 2.11780 | 0.00000 | 0.00000 | ||
30 | 2023.08.11 12:00 | modify | 10 | 0.10 | 2.11780 | 2.12980 | 2.10280 | ||
31 | 2023.08.15 08:00 | s/l | 10 | 0.10 | 2.12980 | 2.12980 | 2.10280 | -73.53 | 10347.39 |
32 | 2023.08.23 12:00 | buy | 11 | 0.10 | 2.12927 | 0.00000 | 0.00000 | ||
33 | 2023.08.23 12:00 | modify | 11 | 0.10 | 2.12927 | 2.11727 | 2.14427 | ||
34 | 2023.08.29 20:00 | s/l | 11 | 0.10 | 2.11727 | 2.11727 | 2.14427 | -74.86 | 10272.53 |
35 | 2023.09.20 12:00 | buy | 12 | 0.10 | 2.07380 | 0.00000 | 0.00000 | ||
36 | 2023.09.20 12:00 | modify | 12 | 0.10 | 2.07380 | 2.06180 | 2.08880 | ||
37 | 2023.09.21 04:00 | buy | 13 | 0.10 | 2.08509 | 0.00000 | 0.00000 | ||
38 | 2023.09.21 04:00 | modify | 13 | 0.10 | 2.08509 | 2.07905 | 2.08880 | ||
39 | 2023.09.21 04:00 | modify | 12 | 0.10 | 2.07380 | 2.07905 | 2.08880 | ||
40 | 2023.09.21 08:00 | s/l | 12 | 0.10 | 2.07905 | 2.07905 | 2.08880 | 31.07 | 10303.60 |
41 | 2023.09.21 08:00 | s/l | 13 | 0.10 | 2.07905 | 2.07905 | 2.08880 | -36.78 | 10266.82 |
42 | 2023.12.13 20:00 | buy | 14 | 0.10 | 2.03558 | 0.00000 | 0.00000 | ||
43 | 2023.12.13 20:00 | modify | 14 | 0.10 | 2.03558 | 2.02358 | 2.05058 | ||
44 | 2023.12.14 16:00 | t/p | 14 | 0.10 | 2.05058 | 2.02358 | 2.05058 | 90.45 | 10357.26 |
45 | 2023.12.14 16:00 | sell | 15 | 0.10 | 2.05606 | 0.00000 | 0.00000 | ||
46 | 2023.12.14 16:00 | modify | 15 | 0.10 | 2.05606 | 2.06806 | 2.04106 | ||
47 | 2023.12.15 20:00 | t/p | 15 | 0.10 | 2.04106 | 2.06806 | 2.04106 | 91.14 | 10448.40 |
48 | 2023.12.18 12:00 | buy | 16 | 0.10 | 2.03093 | 0.00000 | 0.00000 | ||
49 | 2023.12.18 12:00 | modify | 16 | 0.10 | 2.03093 | 2.01893 | 2.04593 | ||
50 | 2023.12.20 08:00 | s/l | 16 | 0.10 | 2.01893 | 2.01893 | 2.04593 | -73.67 | 10374.74 |
51 | 2024.01.04 16:00 | sell | 17 | 0.10 | 2.03786 | 0.00000 | 0.00000 | ||
52 | 2024.01.04 16:00 | modify | 17 | 0.10 | 2.03786 | 2.04986 | 2.02286 | ||
53 | 2024.01.11 20:00 | s/l | 17 | 0.10 | 2.04986 | 2.04986 | 2.02286 | -74.64 | 10300.10 |
54 | 2024.01.17 12:00 | sell | 18 | 0.10 | 2.07341 | 0.00000 | 0.00000 | ||
55 | 2024.01.17 12:00 | modify | 18 | 0.10 | 2.07341 | 2.08541 | 2.05841 | ||
56 | 2024.01.19 08:00 | s/l | 18 | 0.10 | 2.08541 | 2.08541 | 2.05841 | -73.98 | 10226.12 |
57 | 2024.02.13 16:00 | sell | 19 | 0.10 | 2.07876 | 0.00000 | 0.00000 | ||
58 | 2024.02.13 16:00 | modify | 19 | 0.10 | 2.07876 | 2.09076 | 2.06376 | ||
59 | 2024.02.14 12:00 | t/p | 19 | 0.10 | 2.06376 | 2.09076 | 2.06376 | 91.14 | 10317.26 |
60 | 2024.04.22 12:00 | buy | 20 | 0.10 | 2.08514 | 0.00000 | 0.00000 | ||
61 | 2024.04.22 12:00 | modify | 20 | 0.10 | 2.08514 | 2.07314 | 2.10014 | ||
62 | 2024.04.24 20:00 | t/p | 20 | 0.10 | 2.10014 | 2.07314 | 2.10014 | 90.73 | 10407.99 |
63 | 2024.04.30 16:00 | sell | 21 | 0.10 | 2.11684 | 0.00000 | 0.00000 | ||
64 | 2024.04.30 16:00 | modify | 21 | 0.10 | 2.11684 | 2.12884 | 2.10184 | ||
65 | 2024.05.02 20:00 | t/p | 21 | 0.10 | 2.10184 | 2.12884 | 2.10184 | 90.47 | 10498.47 |
66 | 2024.05.03 16:00 | buy | 22 | 0.10 | 2.08510 | 0.00000 | 0.00000 | ||
67 | 2024.05.03 16:00 | modify | 22 | 0.10 | 2.08510 | 2.07310 | 2.10010 | ||
68 | 2024.05.15 16:00 | s/l | 22 | 0.10 | 2.07310 | 2.07310 | 2.10010 | -76.05 | 10422.42 |
69 | 2024.06.07 16:00 | sell | 23 | 0.10 | 2.08212 | 0.00000 | 0.00000 | ||
70 | 2024.06.07 16:00 | modify | 23 | 0.10 | 2.08212 | 2.09412 | 2.06712 | ||
71 | 2024.06.11 20:00 | sell | 24 | 0.10 | 2.07312 | 0.00000 | 0.00000 | ||
72 | 2024.06.11 20:00 | modify | 24 | 0.10 | 2.07312 | 2.07837 | 2.06712 | ||
73 | 2024.06.11 20:00 | modify | 23 | 0.10 | 2.08212 | 2.07837 | 2.06712 | ||
74 | 2024.06.12 16:00 | t/p | 23 | 0.10 | 2.06712 | 2.07837 | 2.06712 | 90.70 | 10513.11 |
75 | 2024.06.12 16:00 | t/p | 24 | 0.10 | 2.06712 | 2.07837 | 2.06712 | 36.32 | 10549.43 |