Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.07.02 20:00 - 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=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.3; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; 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 | 79332 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 744.35 | Gross profit | 953.50 | Gross loss | -209.15 |
Profit factor | 4.56 | Expected payoff | 27.57 | ||
Absolute drawdown | 18.36 | Maximal drawdown | 130.27 (1.27%) | Relative drawdown | 1.27% (130.27) |
Total trades | 27 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 14 (50.00%) |
Profit trades (% of total) | 18 (66.67%) | Loss trades (% of total) | 9 (33.33%) | ||
Largest | profit trade | 91.11 | loss trade | -94.30 | |
Average | profit trade | 52.97 | loss trade | -23.24 | |
Maximum | consecutive wins (profit in money) | 5 (260.48) | consecutive losses (loss in money) | 2 (-29.70) | |
Maximal | consecutive profit (count of wins) | 260.48 (5) | consecutive loss (count of losses) | -94.30 (1) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.11 16:00 | sell | 1 | 0.10 | 2.08729 | 0.00000 | 0.00000 | ||
2 | 2023.07.11 16:00 | modify | 1 | 0.10 | 2.08729 | 2.10229 | 2.07229 | ||
3 | 2023.07.12 12:30 | sell | 2 | 0.10 | 2.08054 | 0.00000 | 0.00000 | ||
4 | 2023.07.12 12:30 | modify | 2 | 0.10 | 2.08054 | 2.08429 | 2.07229 | ||
5 | 2023.07.12 12:30 | sell | 3 | 0.10 | 2.08054 | 0.00000 | 0.00000 | ||
6 | 2023.07.12 12:30 | modify | 3 | 0.10 | 2.08054 | 2.08279 | 2.07229 | ||
7 | 2023.07.12 12:30 | modify | 1 | 0.10 | 2.08729 | 2.08279 | 2.07229 | ||
8 | 2023.07.12 12:35 | modify | 2 | 0.10 | 2.08054 | 2.08279 | 2.07229 | ||
9 | 2023.07.12 13:40 | t/p | 1 | 0.10 | 2.07229 | 2.08279 | 2.07229 | 91.11 | 10091.11 |
10 | 2023.07.12 13:40 | t/p | 2 | 0.10 | 2.07229 | 2.08279 | 2.07229 | 50.23 | 10141.34 |
11 | 2023.07.12 13:40 | t/p | 3 | 0.10 | 2.07229 | 2.08279 | 2.07229 | 50.23 | 10191.57 |
12 | 2023.08.23 20:00 | buy | 4 | 0.10 | 2.12951 | 0.00000 | 0.00000 | ||
13 | 2023.08.23 20:00 | modify | 4 | 0.10 | 2.12951 | 2.11451 | 2.14451 | ||
14 | 2023.08.30 20:40 | buy | 5 | 0.10 | 2.13645 | 0.00000 | 0.00000 | ||
15 | 2023.08.30 20:40 | modify | 5 | 0.10 | 2.13645 | 2.13251 | 2.14451 | ||
16 | 2023.08.30 20:40 | buy | 6 | 0.10 | 2.13645 | 0.00000 | 0.00000 | ||
17 | 2023.08.30 20:40 | modify | 6 | 0.10 | 2.13645 | 2.13401 | 2.14451 | ||
18 | 2023.08.30 20:40 | modify | 4 | 0.10 | 2.12951 | 2.13401 | 2.14451 | ||
19 | 2023.08.30 20:45 | modify | 5 | 0.10 | 2.13645 | 2.13401 | 2.14451 | ||
20 | 2023.08.30 20:55 | s/l | 4 | 0.10 | 2.13401 | 2.13401 | 2.14451 | 25.31 | 10216.88 |
21 | 2023.08.30 20:55 | s/l | 5 | 0.10 | 2.13401 | 2.13401 | 2.14451 | -14.85 | 10202.03 |
22 | 2023.08.30 20:55 | s/l | 6 | 0.10 | 2.13401 | 2.13401 | 2.14451 | -14.85 | 10187.18 |
23 | 2023.09.05 16:00 | sell | 7 | 0.10 | 2.13865 | 0.00000 | 0.00000 | ||
24 | 2023.09.05 16:00 | modify | 7 | 0.10 | 2.13865 | 2.15365 | 2.12365 | ||
25 | 2023.09.06 15:55 | sell | 8 | 0.10 | 2.12792 | 0.00000 | 0.00000 | ||
26 | 2023.09.06 15:55 | modify | 8 | 0.10 | 2.12792 | 2.13340 | 2.12365 | ||
27 | 2023.09.06 15:55 | modify | 7 | 0.10 | 2.13865 | 2.13340 | 2.12365 | ||
28 | 2023.09.07 06:20 | t/p | 7 | 0.10 | 2.12365 | 2.13340 | 2.12365 | 90.44 | 10277.63 |
29 | 2023.09.07 06:20 | t/p | 8 | 0.10 | 2.12365 | 2.13340 | 2.12365 | 25.34 | 10302.96 |
30 | 2023.10.23 20:00 | sell | 9 | 0.10 | 2.09355 | 0.00000 | 0.00000 | ||
31 | 2023.10.23 20:00 | modify | 9 | 0.10 | 2.09355 | 2.10855 | 2.07855 | ||
32 | 2023.10.24 14:46 | sell | 10 | 0.10 | 2.08295 | 0.00000 | 0.00000 | ||
33 | 2023.10.24 14:46 | modify | 10 | 0.10 | 2.08295 | 2.08830 | 2.07855 | ||
34 | 2023.10.24 14:46 | modify | 9 | 0.10 | 2.09355 | 2.08830 | 2.07855 | ||
35 | 2023.10.24 21:40 | t/p | 9 | 0.10 | 2.07855 | 2.08830 | 2.07855 | 91.11 | 10394.07 |
36 | 2023.10.24 21:40 | t/p | 10 | 0.10 | 2.07855 | 2.08830 | 2.07855 | 26.79 | 10420.86 |
37 | 2023.11.02 16:00 | buy | 11 | 0.10 | 2.06908 | 0.00000 | 0.00000 | ||
38 | 2023.11.02 16:00 | modify | 11 | 0.10 | 2.06908 | 2.05408 | 2.08408 | ||
39 | 2023.11.06 14:30 | buy | 12 | 0.10 | 2.07593 | 0.00000 | 0.00000 | ||
40 | 2023.11.06 14:30 | modify | 12 | 0.10 | 2.07593 | 2.07208 | 2.08408 | ||
41 | 2023.11.06 14:30 | buy | 13 | 0.10 | 2.07593 | 0.00000 | 0.00000 | ||
42 | 2023.11.06 14:30 | modify | 13 | 0.10 | 2.07593 | 2.07358 | 2.08408 | ||
43 | 2023.11.06 14:30 | modify | 11 | 0.10 | 2.06908 | 2.07358 | 2.08408 | ||
44 | 2023.11.06 14:35 | modify | 12 | 0.10 | 2.07593 | 2.07358 | 2.08408 | ||
45 | 2023.11.06 15:20 | s/l | 11 | 0.10 | 2.07358 | 2.07358 | 2.08408 | 26.80 | 10447.67 |
46 | 2023.11.06 15:20 | s/l | 12 | 0.10 | 2.07358 | 2.07358 | 2.08408 | -14.30 | 10433.37 |
47 | 2023.11.06 15:20 | s/l | 13 | 0.10 | 2.07358 | 2.07358 | 2.08408 | -14.30 | 10419.07 |
48 | 2023.11.14 12:00 | sell | 14 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
49 | 2023.11.14 12:00 | modify | 14 | 0.10 | 2.09351 | 2.10851 | 2.07851 | ||
50 | 2023.11.15 01:40 | t/p | 14 | 0.10 | 2.07851 | 2.10851 | 2.07851 | 91.11 | 10510.17 |
51 | 2024.02.13 20:00 | sell | 15 | 0.10 | 2.07819 | 0.00000 | 0.00000 | ||
52 | 2024.02.13 20:00 | modify | 15 | 0.10 | 2.07819 | 2.09319 | 2.06319 | ||
53 | 2024.02.14 07:30 | sell | 16 | 0.10 | 2.06756 | 0.00000 | 0.00000 | ||
54 | 2024.02.14 07:30 | modify | 16 | 0.10 | 2.06756 | 2.07294 | 2.06319 | ||
55 | 2024.02.14 07:30 | modify | 15 | 0.10 | 2.07819 | 2.07294 | 2.06319 | ||
56 | 2024.02.14 09:40 | t/p | 15 | 0.10 | 2.06319 | 2.07294 | 2.06319 | 91.11 | 10601.28 |
57 | 2024.02.14 09:40 | t/p | 16 | 0.10 | 2.06319 | 2.07294 | 2.06319 | 26.61 | 10627.89 |
58 | 2024.03.07 12:00 | buy | 17 | 0.10 | 2.07149 | 0.00000 | 0.00000 | ||
59 | 2024.03.07 12:00 | modify | 17 | 0.10 | 2.07149 | 2.05649 | 2.08649 | ||
60 | 2024.03.08 13:15 | buy | 18 | 0.10 | 2.07833 | 0.00000 | 0.00000 | ||
61 | 2024.03.08 13:15 | modify | 18 | 0.10 | 2.07833 | 2.07449 | 2.08649 | ||
62 | 2024.03.08 13:15 | buy | 19 | 0.10 | 2.07833 | 0.00000 | 0.00000 | ||
63 | 2024.03.08 13:15 | modify | 19 | 0.10 | 2.07833 | 2.07599 | 2.08649 | ||
64 | 2024.03.08 13:15 | modify | 17 | 0.10 | 2.07149 | 2.07599 | 2.08649 | ||
65 | 2024.03.08 13:20 | s/l | 17 | 0.10 | 2.07599 | 2.07599 | 2.08649 | 27.09 | 10654.99 |
66 | 2024.03.08 13:20 | s/l | 19 | 0.10 | 2.07599 | 2.07599 | 2.08649 | -14.24 | 10640.75 |
67 | 2024.03.08 13:20 | close | 18 | 0.10 | 2.07590 | 2.07449 | 2.08649 | -14.79 | 10625.96 |
68 | 2024.03.19 20:00 | sell | 20 | 0.10 | 2.10109 | 0.00000 | 0.00000 | ||
69 | 2024.03.19 20:00 | modify | 20 | 0.10 | 2.10109 | 2.11609 | 2.08609 | ||
70 | 2024.03.21 16:40 | sell | 21 | 0.10 | 2.09433 | 0.00000 | 0.00000 | ||
71 | 2024.03.21 16:40 | modify | 21 | 0.10 | 2.09433 | 2.09809 | 2.08609 | ||
72 | 2024.03.21 16:40 | sell | 22 | 0.10 | 2.09433 | 0.00000 | 0.00000 | ||
73 | 2024.03.21 16:40 | modify | 22 | 0.10 | 2.09433 | 2.09659 | 2.08609 | ||
74 | 2024.03.21 16:40 | modify | 20 | 0.10 | 2.10109 | 2.09659 | 2.08609 | ||
75 | 2024.03.21 16:45 | modify | 21 | 0.10 | 2.09433 | 2.09659 | 2.08609 | ||
76 | 2024.03.21 17:15 | s/l | 20 | 0.10 | 2.09659 | 2.09659 | 2.08609 | 26.51 | 10652.47 |
77 | 2024.03.21 17:15 | s/l | 21 | 0.10 | 2.09659 | 2.09659 | 2.08609 | -13.76 | 10638.71 |
78 | 2024.03.21 17:15 | s/l | 22 | 0.10 | 2.09659 | 2.09659 | 2.08609 | -13.76 | 10624.95 |
79 | 2024.04.04 16:00 | buy | 23 | 0.10 | 2.09756 | 0.00000 | 0.00000 | ||
80 | 2024.04.04 16:00 | modify | 23 | 0.10 | 2.09756 | 2.08256 | 2.11256 | ||
81 | 2024.04.15 14:45 | buy | 24 | 0.10 | 2.10438 | 0.00000 | 0.00000 | ||
82 | 2024.04.15 14:45 | modify | 24 | 0.10 | 2.10438 | 2.10056 | 2.11256 | ||
83 | 2024.04.15 14:45 | buy | 25 | 0.10 | 2.10438 | 0.00000 | 0.00000 | ||
84 | 2024.04.15 14:45 | modify | 25 | 0.10 | 2.10438 | 2.10206 | 2.11256 | ||
85 | 2024.04.15 14:45 | modify | 23 | 0.10 | 2.09756 | 2.10206 | 2.11256 | ||
86 | 2024.04.15 14:50 | modify | 24 | 0.10 | 2.10438 | 2.10206 | 2.11256 | ||
87 | 2024.04.15 21:50 | buy | 26 | 0.10 | 2.10818 | 0.00000 | 0.00000 | ||
88 | 2024.04.15 21:50 | modify | 26 | 0.10 | 2.10818 | 2.10281 | 2.11256 | ||
89 | 2024.04.15 21:50 | modify | 25 | 0.10 | 2.10438 | 2.10281 | 2.11256 | ||
90 | 2024.04.15 21:50 | modify | 24 | 0.10 | 2.10438 | 2.10281 | 2.11256 | ||
91 | 2024.04.15 21:50 | modify | 23 | 0.10 | 2.09756 | 2.10281 | 2.11256 | ||
92 | 2024.04.16 01:40 | t/p | 23 | 0.10 | 2.11256 | 2.10281 | 2.11256 | 88.33 | 10713.28 |
93 | 2024.04.16 01:40 | t/p | 24 | 0.10 | 2.11256 | 2.10281 | 2.11256 | 49.50 | 10762.78 |
94 | 2024.04.16 01:40 | t/p | 25 | 0.10 | 2.11256 | 2.10281 | 2.11256 | 49.50 | 10812.28 |
95 | 2024.04.16 01:40 | t/p | 26 | 0.10 | 2.11256 | 2.10281 | 2.11256 | 26.36 | 10838.65 |
96 | 2024.05.03 20:00 | buy | 27 | 0.10 | 2.08715 | 0.00000 | 0.00000 | ||
97 | 2024.05.03 20:00 | modify | 27 | 0.10 | 2.08715 | 2.07215 | 2.10215 | ||
98 | 2024.05.15 17:06 | s/l | 27 | 0.10 | 2.07215 | 2.07215 | 2.10215 | -94.30 | 10744.35 |