Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:59 (2023.07.01 - 2024.07.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=120; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; 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=13; 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 | 7191 | Ticks modelled | 13381 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1017.83 | Gross profit | 1178.33 | Gross loss | -160.50 |
Profit factor | 7.34 | Expected payoff | 30.84 | ||
Absolute drawdown | 49.11 | Maximal drawdown | 124.82 (1.14%) | Relative drawdown | 1.14% (124.82) |
Total trades | 33 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 20 (80.00%) |
Profit trades (% of total) | 25 (75.76%) | Loss trades (% of total) | 8 (24.24%) | ||
Largest | profit trade | 73.04 | loss trade | -23.25 | |
Average | profit trade | 47.13 | loss trade | -20.06 | |
Maximum | consecutive wins (profit in money) | 8 (409.17) | consecutive losses (loss in money) | 2 (-34.75) | |
Maximal | consecutive profit (count of wins) | 409.17 (8) | consecutive loss (count of losses) | -34.75 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.23 21:00 | sell | 1 | 0.10 | 2.07917 | 0.00000 | 0.00000 | ||
2 | 2023.07.23 21:00 | modify | 1 | 0.10 | 2.07917 | 2.09317 | 2.06717 | ||
3 | 2023.07.24 15:00 | t/p | 1 | 0.10 | 2.06717 | 2.09317 | 2.06717 | 72.84 | 10072.84 |
4 | 2023.07.31 16:00 | buy | 2 | 0.10 | 2.06784 | 0.00000 | 0.00000 | ||
5 | 2023.07.31 16:00 | modify | 2 | 0.10 | 2.06784 | 2.05384 | 2.07984 | ||
6 | 2023.08.01 08:00 | t/p | 2 | 0.10 | 2.07984 | 2.05384 | 2.07984 | 72.74 | 10145.58 |
7 | 2023.08.29 16:00 | buy | 3 | 0.10 | 2.12143 | 0.00000 | 0.00000 | ||
8 | 2023.08.29 16:00 | modify | 3 | 0.10 | 2.12143 | 2.10743 | 2.13343 | ||
9 | 2023.08.30 21:00 | t/p | 3 | 0.10 | 2.13343 | 2.10743 | 2.13343 | 72.74 | 10218.32 |
10 | 2023.10.09 18:00 | buy | 4 | 0.10 | 2.03335 | 0.00000 | 0.00000 | ||
11 | 2023.10.09 18:00 | modify | 4 | 0.10 | 2.03335 | 2.01935 | 2.04535 | ||
12 | 2023.10.11 09:00 | buy | 5 | 0.10 | 2.03945 | 0.00000 | 0.00000 | ||
13 | 2023.10.11 09:00 | modify | 5 | 0.10 | 2.03945 | 2.03575 | 2.04535 | ||
14 | 2023.10.11 09:00 | modify | 4 | 0.10 | 2.03335 | 2.03575 | 2.04535 | ||
15 | 2023.10.11 10:00 | buy | 6 | 0.10 | 2.04000 | 0.00000 | 0.00000 | ||
16 | 2023.10.11 10:00 | modify | 6 | 0.10 | 2.04000 | 2.03815 | 2.04535 | ||
17 | 2023.10.11 10:00 | modify | 5 | 0.10 | 2.03945 | 2.03815 | 2.04535 | ||
18 | 2023.10.11 10:00 | modify | 4 | 0.10 | 2.03335 | 2.03815 | 2.04535 | ||
19 | 2023.10.11 11:00 | buy | 7 | 0.10 | 2.04117 | 0.00000 | 0.00000 | ||
20 | 2023.10.11 11:00 | modify | 7 | 0.10 | 2.04117 | 2.03755 | 2.04535 | ||
21 | 2023.10.11 11:00 | modify | 6 | 0.10 | 2.04000 | 2.03755 | 2.04535 | ||
22 | 2023.10.11 11:00 | modify | 5 | 0.10 | 2.03945 | 2.03755 | 2.04535 | ||
23 | 2023.10.11 11:00 | modify | 4 | 0.10 | 2.03335 | 2.03755 | 2.04535 | ||
24 | 2023.10.11 14:00 | t/p | 4 | 0.10 | 2.04535 | 2.03755 | 2.04535 | 72.45 | 10290.78 |
25 | 2023.10.11 14:00 | t/p | 5 | 0.10 | 2.04535 | 2.03755 | 2.04535 | 35.91 | 10326.69 |
26 | 2023.10.11 14:00 | t/p | 6 | 0.10 | 2.04535 | 2.03755 | 2.04535 | 32.57 | 10359.26 |
27 | 2023.10.11 14:00 | t/p | 7 | 0.10 | 2.04535 | 2.03755 | 2.04535 | 25.44 | 10384.70 |
28 | 2023.10.25 19:00 | sell | 8 | 0.10 | 2.08627 | 0.00000 | 0.00000 | ||
29 | 2023.10.25 19:00 | modify | 8 | 0.10 | 2.08627 | 2.10027 | 2.07427 | ||
30 | 2023.10.30 02:00 | sell | 9 | 0.10 | 2.08015 | 0.00000 | 0.00000 | ||
31 | 2023.10.30 02:00 | modify | 9 | 0.10 | 2.08015 | 2.08387 | 2.07427 | ||
32 | 2023.10.30 02:00 | modify | 8 | 0.10 | 2.08627 | 2.08387 | 2.07427 | ||
33 | 2023.10.30 10:00 | sell | 10 | 0.10 | 2.07828 | 0.00000 | 0.00000 | ||
34 | 2023.10.30 10:00 | modify | 10 | 0.10 | 2.07828 | 2.08207 | 2.07427 | ||
35 | 2023.10.30 10:00 | modify | 9 | 0.10 | 2.08015 | 2.08207 | 2.07427 | ||
36 | 2023.10.30 10:00 | modify | 8 | 0.10 | 2.08627 | 2.08207 | 2.07427 | ||
37 | 2023.10.30 13:00 | s/l | 8 | 0.10 | 2.08207 | 2.08207 | 2.07427 | 24.47 | 10409.17 |
38 | 2023.10.30 13:00 | s/l | 9 | 0.10 | 2.08207 | 2.08207 | 2.07427 | -11.68 | 10397.49 |
39 | 2023.10.30 13:00 | s/l | 10 | 0.10 | 2.08207 | 2.08207 | 2.07427 | -23.07 | 10374.42 |
40 | 2023.10.31 23:00 | sell | 11 | 0.10 | 2.09189 | 0.00000 | 0.00000 | ||
41 | 2023.10.31 23:00 | modify | 11 | 0.10 | 2.09189 | 2.10589 | 2.07989 | ||
42 | 2023.11.01 13:00 | t/p | 11 | 0.10 | 2.07989 | 2.10589 | 2.07989 | 72.84 | 10447.26 |
43 | 2023.11.07 20:00 | buy | 12 | 0.10 | 2.07161 | 0.00000 | 0.00000 | ||
44 | 2023.11.07 20:00 | modify | 12 | 0.10 | 2.07161 | 2.05761 | 2.08361 | ||
45 | 2023.11.08 21:00 | buy | 13 | 0.10 | 2.07960 | 0.00000 | 0.00000 | ||
46 | 2023.11.08 21:00 | modify | 13 | 0.10 | 2.07960 | 2.07581 | 2.08361 | ||
47 | 2023.11.08 21:00 | modify | 12 | 0.10 | 2.07161 | 2.07581 | 2.08361 | ||
48 | 2023.11.08 22:00 | s/l | 12 | 0.10 | 2.07581 | 2.07581 | 2.08361 | 25.26 | 10472.52 |
49 | 2023.11.08 22:00 | s/l | 13 | 0.10 | 2.07581 | 2.07581 | 2.08361 | -23.07 | 10449.45 |
50 | 2023.11.09 16:00 | buy | 14 | 0.10 | 2.06551 | 0.00000 | 0.00000 | ||
51 | 2023.11.09 16:00 | modify | 14 | 0.10 | 2.06551 | 2.05151 | 2.07751 | ||
52 | 2023.11.09 21:00 | buy | 15 | 0.10 | 2.07161 | 0.00000 | 0.00000 | ||
53 | 2023.11.09 21:00 | modify | 15 | 0.10 | 2.07161 | 2.06791 | 2.07751 | ||
54 | 2023.11.09 21:00 | modify | 14 | 0.10 | 2.06551 | 2.06791 | 2.07751 | ||
55 | 2023.11.13 09:00 | t/p | 14 | 0.10 | 2.07751 | 2.06791 | 2.07751 | 72.44 | 10521.89 |
56 | 2023.11.13 09:00 | t/p | 15 | 0.10 | 2.07751 | 2.06791 | 2.07751 | 35.31 | 10557.21 |
57 | 2024.01.22 18:00 | sell | 16 | 0.10 | 2.08534 | 0.00000 | 0.00000 | ||
58 | 2024.01.22 18:00 | modify | 16 | 0.10 | 2.08534 | 2.09934 | 2.07334 | ||
59 | 2024.01.24 14:00 | sell | 17 | 0.10 | 2.07744 | 0.00000 | 0.00000 | ||
60 | 2024.01.24 14:00 | modify | 17 | 0.10 | 2.07744 | 2.08114 | 2.07334 | ||
61 | 2024.01.24 14:00 | modify | 16 | 0.10 | 2.08534 | 2.08114 | 2.07334 | ||
62 | 2024.01.24 16:00 | s/l | 16 | 0.10 | 2.08114 | 2.08114 | 2.07334 | 25.13 | 10582.34 |
63 | 2024.01.24 16:00 | s/l | 17 | 0.10 | 2.08114 | 2.08114 | 2.07334 | -22.52 | 10559.82 |
64 | 2024.01.26 14:00 | sell | 18 | 0.10 | 2.08507 | 0.00000 | 0.00000 | ||
65 | 2024.01.26 14:00 | modify | 18 | 0.10 | 2.08507 | 2.09907 | 2.07307 | ||
66 | 2024.01.29 21:00 | t/p | 18 | 0.10 | 2.07307 | 2.09907 | 2.07307 | 72.84 | 10632.65 |
67 | 2024.01.29 23:00 | buy | 19 | 0.10 | 2.07202 | 0.00000 | 0.00000 | ||
68 | 2024.01.29 23:00 | modify | 19 | 0.10 | 2.07202 | 2.05802 | 2.08402 | ||
69 | 2024.02.02 16:00 | t/p | 19 | 0.10 | 2.08402 | 2.05802 | 2.08402 | 71.26 | 10703.92 |
70 | 2024.02.13 19:00 | sell | 20 | 0.10 | 2.07974 | 0.00000 | 0.00000 | ||
71 | 2024.02.13 19:00 | modify | 20 | 0.10 | 2.07974 | 2.09374 | 2.06774 | ||
72 | 2024.02.14 06:00 | sell | 21 | 0.10 | 2.07364 | 0.00000 | 0.00000 | ||
73 | 2024.02.14 06:00 | modify | 21 | 0.10 | 2.07364 | 2.07734 | 2.06774 | ||
74 | 2024.02.14 06:00 | modify | 20 | 0.10 | 2.07974 | 2.07734 | 2.06774 | ||
75 | 2024.02.14 07:00 | sell | 22 | 0.10 | 2.07187 | 0.00000 | 0.00000 | ||
76 | 2024.02.14 07:00 | modify | 22 | 0.10 | 2.07187 | 2.07554 | 2.06774 | ||
77 | 2024.02.14 07:00 | modify | 21 | 0.10 | 2.07364 | 2.07554 | 2.06774 | ||
78 | 2024.02.14 07:00 | modify | 20 | 0.10 | 2.07974 | 2.07554 | 2.06774 | ||
79 | 2024.02.14 08:00 | t/p | 20 | 0.10 | 2.06774 | 2.07554 | 2.06774 | 72.84 | 10776.76 |
80 | 2024.02.14 08:00 | t/p | 21 | 0.10 | 2.06774 | 2.07554 | 2.06774 | 35.92 | 10812.68 |
81 | 2024.02.14 08:00 | t/p | 22 | 0.10 | 2.06774 | 2.07554 | 2.06774 | 25.14 | 10837.82 |
82 | 2024.02.15 15:00 | buy | 23 | 0.10 | 2.05578 | 0.00000 | 0.00000 | ||
83 | 2024.02.15 15:00 | modify | 23 | 0.10 | 2.05578 | 2.04178 | 2.06778 | ||
84 | 2024.02.15 18:00 | buy | 24 | 0.10 | 2.06248 | 0.00000 | 0.00000 | ||
85 | 2024.02.15 18:00 | modify | 24 | 0.10 | 2.06248 | 2.06058 | 2.06778 | ||
86 | 2024.02.15 18:00 | modify | 23 | 0.10 | 2.05578 | 2.06058 | 2.06778 | ||
87 | 2024.02.15 19:00 | s/l | 23 | 0.10 | 2.06058 | 2.06058 | 2.06778 | 29.22 | 10867.04 |
88 | 2024.02.15 19:00 | s/l | 24 | 0.10 | 2.06058 | 2.06058 | 2.06778 | -11.56 | 10855.48 |
89 | 2024.02.19 15:00 | buy | 25 | 0.10 | 2.05021 | 0.00000 | 0.00000 | ||
90 | 2024.02.19 15:00 | modify | 25 | 0.10 | 2.05021 | 2.03621 | 2.06221 | ||
91 | 2024.02.27 10:00 | buy | 26 | 0.10 | 2.05813 | 0.00000 | 0.00000 | ||
92 | 2024.02.27 10:00 | modify | 26 | 0.10 | 2.05813 | 2.05441 | 2.06221 | ||
93 | 2024.02.27 10:00 | modify | 25 | 0.10 | 2.05021 | 2.05441 | 2.06221 | ||
94 | 2024.02.27 13:00 | s/l | 25 | 0.10 | 2.05441 | 2.05441 | 2.06221 | 23.19 | 10878.66 |
95 | 2024.02.27 13:00 | s/l | 26 | 0.10 | 2.05441 | 2.05441 | 2.06221 | -22.64 | 10856.02 |
96 | 2024.03.08 17:00 | sell | 27 | 0.10 | 2.07976 | 0.00000 | 0.00000 | ||
97 | 2024.03.08 17:00 | modify | 27 | 0.10 | 2.07976 | 2.09376 | 2.06776 | ||
98 | 2024.03.13 08:00 | sell | 28 | 0.10 | 2.07363 | 0.00000 | 0.00000 | ||
99 | 2024.03.13 08:00 | modify | 28 | 0.10 | 2.07363 | 2.07736 | 2.06776 | ||
100 | 2024.03.13 08:00 | modify | 27 | 0.10 | 2.07976 | 2.07736 | 2.06776 | ||
101 | 2024.03.13 09:00 | s/l | 27 | 0.10 | 2.07736 | 2.07736 | 2.06776 | 13.95 | 10869.97 |
102 | 2024.03.13 09:00 | s/l | 28 | 0.10 | 2.07736 | 2.07736 | 2.06776 | -22.71 | 10847.26 |
103 | 2024.04.08 13:00 | buy | 29 | 0.10 | 2.09692 | 0.00000 | 0.00000 | ||
104 | 2024.04.08 13:00 | modify | 29 | 0.10 | 2.09692 | 2.08292 | 2.10892 | ||
105 | 2024.04.15 13:00 | buy | 30 | 0.10 | 2.10299 | 0.00000 | 0.00000 | ||
106 | 2024.04.15 13:00 | modify | 30 | 0.10 | 2.10299 | 2.09932 | 2.10892 | ||
107 | 2024.04.15 13:00 | modify | 29 | 0.10 | 2.09692 | 2.09932 | 2.10892 | ||
108 | 2024.04.15 21:00 | t/p | 29 | 0.10 | 2.10892 | 2.09932 | 2.10892 | 70.96 | 10918.22 |
109 | 2024.04.15 21:00 | t/p | 30 | 0.10 | 2.10892 | 2.09932 | 2.10892 | 36.10 | 10954.32 |
110 | 2024.06.12 15:00 | buy | 31 | 0.10 | 2.06644 | 0.00000 | 0.00000 | ||
111 | 2024.06.12 15:00 | modify | 31 | 0.10 | 2.06644 | 2.05244 | 2.07844 | ||
112 | 2024.06.13 06:00 | buy | 32 | 0.10 | 2.07266 | 0.00000 | 0.00000 | ||
113 | 2024.06.13 06:00 | modify | 32 | 0.10 | 2.07266 | 2.06884 | 2.07844 | ||
114 | 2024.06.13 06:00 | modify | 31 | 0.10 | 2.06644 | 2.06884 | 2.07844 | ||
115 | 2024.06.13 11:00 | s/l | 31 | 0.10 | 2.06884 | 2.06884 | 2.07844 | 13.72 | 10968.04 |
116 | 2024.06.13 11:00 | s/l | 32 | 0.10 | 2.06884 | 2.06884 | 2.07844 | -23.25 | 10944.79 |
117 | 2024.06.28 17:00 | buy | 33 | 0.10 | 2.07439 | 0.00000 | 0.00000 | ||
118 | 2024.06.28 17:00 | modify | 33 | 0.10 | 2.07439 | 2.06039 | 2.08639 | ||
119 | 2024.06.28 20:59 | t/p | 33 | 0.10 | 2.08639 | 2.06039 | 2.08639 | 73.04 | 11017.83 |