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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1901 | Ticks modelled | 30555712 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 231.58 | Gross profit | 548.46 | Gross loss | -316.89 |
Profit factor | 1.73 | Expected payoff | 7.47 | ||
Absolute drawdown | 81.06 | Maximal drawdown | 154.46 (1.53%) | Relative drawdown | 1.53% (154.46) |
Total trades | 31 | Short positions (won %) | 17 (41.18%) | Long positions (won %) | 14 (50.00%) |
Profit trades (% of total) | 14 (45.16%) | Loss trades (% of total) | 17 (54.84%) | ||
Largest | profit trade | 91.11 | loss trade | -94.29 | |
Average | profit trade | 39.18 | loss trade | -18.64 | |
Maximum | consecutive wins (profit in money) | 4 (215.28) | consecutive losses (loss in money) | 2 (-28.72) | |
Maximal | consecutive profit (count of wins) | 215.28 (4) | consecutive loss (count of losses) | -94.29 (1) | |
Average | consecutive wins | 2 | 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 02:23 | sell | 2 | 0.10 | 2.08054 | 0.00000 | 0.00000 | ||
4 | 2023.07.12 02:23 | modify | 2 | 0.10 | 2.08054 | 2.08429 | 2.07229 | ||
5 | 2023.07.12 02:23 | sell | 3 | 0.10 | 2.08054 | 0.00000 | 0.00000 | ||
6 | 2023.07.12 02:23 | modify | 3 | 0.10 | 2.08054 | 2.08279 | 2.07229 | ||
7 | 2023.07.12 02:23 | modify | 1 | 0.10 | 2.08729 | 2.08279 | 2.07229 | ||
8 | 2023.07.12 02:23 | modify | 2 | 0.10 | 2.08054 | 2.08279 | 2.07229 | ||
9 | 2023.07.12 03:45 | s/l | 1 | 0.10 | 2.08279 | 2.08279 | 2.07229 | 27.18 | 10027.18 |
10 | 2023.07.12 03:45 | s/l | 2 | 0.10 | 2.08279 | 2.08279 | 2.07229 | -13.70 | 10013.48 |
11 | 2023.07.12 03:45 | s/l | 3 | 0.10 | 2.08279 | 2.08279 | 2.07229 | -13.70 | 9999.78 |
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 | 2023.08.29 00:32 | buy | 5 | 0.10 | 2.13627 | 0.00000 | 0.00000 | ||
15 | 2023.08.29 00:32 | modify | 5 | 0.10 | 2.13627 | 2.13251 | 2.14451 | ||
16 | 2023.08.29 00:32 | buy | 6 | 0.10 | 2.13627 | 0.00000 | 0.00000 | ||
17 | 2023.08.29 00:32 | modify | 6 | 0.10 | 2.13627 | 2.13401 | 2.14451 | ||
18 | 2023.08.29 00:32 | modify | 4 | 0.10 | 2.12951 | 2.13401 | 2.14451 | ||
19 | 2023.08.29 00:32 | modify | 5 | 0.10 | 2.13627 | 2.13401 | 2.14451 | ||
20 | 2023.08.29 01:46 | s/l | 4 | 0.10 | 2.13401 | 2.13401 | 2.14451 | 25.60 | 10025.38 |
21 | 2023.08.29 01:46 | s/l | 5 | 0.10 | 2.13401 | 2.13401 | 2.14451 | -13.76 | 10011.62 |
22 | 2023.08.29 01:46 | s/l | 6 | 0.10 | 2.13401 | 2.13401 | 2.14451 | -13.76 | 9997.86 |
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 06:00 | sell | 8 | 0.10 | 2.13182 | 0.00000 | 0.00000 | ||
26 | 2023.09.06 06:00 | modify | 8 | 0.10 | 2.13182 | 2.13565 | 2.12365 | ||
27 | 2023.09.06 06:00 | sell | 9 | 0.10 | 2.13182 | 0.00000 | 0.00000 | ||
28 | 2023.09.06 06:00 | modify | 9 | 0.10 | 2.13182 | 2.13415 | 2.12365 | ||
29 | 2023.09.06 06:00 | modify | 7 | 0.10 | 2.13865 | 2.13415 | 2.12365 | ||
30 | 2023.09.06 06:00 | modify | 8 | 0.10 | 2.13182 | 2.13415 | 2.12365 | ||
31 | 2023.09.06 06:11 | s/l | 7 | 0.10 | 2.13415 | 2.13415 | 2.12365 | 27.17 | 10025.03 |
32 | 2023.09.06 06:11 | s/l | 8 | 0.10 | 2.13415 | 2.13415 | 2.12365 | -14.19 | 10010.84 |
33 | 2023.09.06 06:11 | s/l | 9 | 0.10 | 2.13415 | 2.13415 | 2.12365 | -14.19 | 9996.65 |
34 | 2023.10.23 20:00 | sell | 10 | 0.10 | 2.09355 | 0.00000 | 0.00000 | ||
35 | 2023.10.23 20:00 | modify | 10 | 0.10 | 2.09355 | 2.10855 | 2.07855 | ||
36 | 2023.10.24 12:42 | sell | 11 | 0.10 | 2.08680 | 0.00000 | 0.00000 | ||
37 | 2023.10.24 12:42 | modify | 11 | 0.10 | 2.08680 | 2.09055 | 2.07855 | ||
38 | 2023.10.24 12:42 | sell | 12 | 0.10 | 2.08680 | 0.00000 | 0.00000 | ||
39 | 2023.10.24 12:42 | modify | 12 | 0.10 | 2.08680 | 2.08905 | 2.07855 | ||
40 | 2023.10.24 12:42 | modify | 10 | 0.10 | 2.09355 | 2.08905 | 2.07855 | ||
41 | 2023.10.24 12:42 | modify | 11 | 0.10 | 2.08680 | 2.08905 | 2.07855 | ||
42 | 2023.10.24 13:18 | s/l | 10 | 0.10 | 2.08905 | 2.08905 | 2.07855 | 27.17 | 10023.82 |
43 | 2023.10.24 13:18 | s/l | 11 | 0.10 | 2.08905 | 2.08905 | 2.07855 | -13.70 | 10010.12 |
44 | 2023.10.24 13:18 | s/l | 12 | 0.10 | 2.08905 | 2.08905 | 2.07855 | -13.70 | 9996.42 |
45 | 2023.11.02 16:00 | buy | 13 | 0.10 | 2.06908 | 0.00000 | 0.00000 | ||
46 | 2023.11.02 16:00 | modify | 13 | 0.10 | 2.06908 | 2.05408 | 2.08408 | ||
47 | 2023.11.06 10:27 | buy | 14 | 0.10 | 2.07594 | 0.00000 | 0.00000 | ||
48 | 2023.11.06 10:27 | modify | 14 | 0.10 | 2.07594 | 2.07208 | 2.08408 | ||
49 | 2023.11.06 10:27 | buy | 15 | 0.10 | 2.07594 | 0.00000 | 0.00000 | ||
50 | 2023.11.06 10:27 | modify | 15 | 0.10 | 2.07594 | 2.07358 | 2.08408 | ||
51 | 2023.11.06 10:27 | modify | 13 | 0.10 | 2.06908 | 2.07358 | 2.08408 | ||
52 | 2023.11.06 10:27 | modify | 14 | 0.10 | 2.07594 | 2.07358 | 2.08408 | ||
53 | 2023.11.06 14:02 | s/l | 13 | 0.10 | 2.07358 | 2.07358 | 2.08408 | 26.80 | 10023.22 |
54 | 2023.11.06 14:02 | s/l | 14 | 0.10 | 2.07358 | 2.07358 | 2.08408 | -14.36 | 10008.86 |
55 | 2023.11.06 14:02 | s/l | 15 | 0.10 | 2.07358 | 2.07358 | 2.08408 | -14.36 | 9994.50 |
56 | 2023.11.14 12:00 | sell | 16 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
57 | 2023.11.14 12:00 | modify | 16 | 0.10 | 2.09351 | 2.10851 | 2.07851 | ||
58 | 2023.11.14 13:40 | sell | 17 | 0.10 | 2.08671 | 0.00000 | 0.00000 | ||
59 | 2023.11.14 13:40 | modify | 17 | 0.10 | 2.08671 | 2.09051 | 2.07851 | ||
60 | 2023.11.14 13:40 | sell | 18 | 0.10 | 2.08671 | 0.00000 | 0.00000 | ||
61 | 2023.11.14 13:40 | modify | 18 | 0.10 | 2.08671 | 2.08901 | 2.07851 | ||
62 | 2023.11.14 13:40 | modify | 16 | 0.10 | 2.09351 | 2.08901 | 2.07851 | ||
63 | 2023.11.14 13:40 | modify | 17 | 0.10 | 2.08671 | 2.08901 | 2.07851 | ||
64 | 2023.11.14 14:01 | s/l | 16 | 0.10 | 2.08901 | 2.08901 | 2.07851 | 27.39 | 10021.89 |
65 | 2023.11.14 14:01 | s/l | 17 | 0.10 | 2.08901 | 2.08901 | 2.07851 | -14.01 | 10007.88 |
66 | 2023.11.14 14:01 | s/l | 18 | 0.10 | 2.08901 | 2.08901 | 2.07851 | -14.01 | 9993.87 |
67 | 2024.02.13 20:00 | sell | 19 | 0.10 | 2.07819 | 0.00000 | 0.00000 | ||
68 | 2024.02.13 20:00 | modify | 19 | 0.10 | 2.07819 | 2.09319 | 2.06319 | ||
69 | 2024.02.14 07:00 | sell | 20 | 0.10 | 2.06765 | 0.00000 | 0.00000 | ||
70 | 2024.02.14 07:00 | modify | 20 | 0.10 | 2.06765 | 2.07294 | 2.06319 | ||
71 | 2024.02.14 07:00 | modify | 19 | 0.10 | 2.07819 | 2.07294 | 2.06319 | ||
72 | 2024.02.14 09:46 | t/p | 19 | 0.10 | 2.06319 | 2.07294 | 2.06319 | 91.11 | 10084.98 |
73 | 2024.02.14 09:46 | t/p | 20 | 0.10 | 2.06319 | 2.07294 | 2.06319 | 27.16 | 10112.14 |
74 | 2024.03.07 12:00 | buy | 21 | 0.10 | 2.07149 | 0.00000 | 0.00000 | ||
75 | 2024.03.07 12:00 | modify | 21 | 0.10 | 2.07149 | 2.05649 | 2.08649 | ||
76 | 2024.03.08 01:17 | buy | 22 | 0.10 | 2.07825 | 0.00000 | 0.00000 | ||
77 | 2024.03.08 01:17 | modify | 22 | 0.10 | 2.07825 | 2.07449 | 2.08649 | ||
78 | 2024.03.08 01:17 | buy | 23 | 0.10 | 2.07825 | 0.00000 | 0.00000 | ||
79 | 2024.03.08 01:17 | modify | 23 | 0.10 | 2.07825 | 2.07599 | 2.08649 | ||
80 | 2024.03.08 01:17 | modify | 21 | 0.10 | 2.07149 | 2.07599 | 2.08649 | ||
81 | 2024.03.08 01:17 | modify | 22 | 0.10 | 2.07825 | 2.07599 | 2.08649 | ||
82 | 2024.03.08 01:38 | s/l | 21 | 0.10 | 2.07599 | 2.07599 | 2.08649 | 27.09 | 10139.23 |
83 | 2024.03.08 01:38 | s/l | 22 | 0.10 | 2.07599 | 2.07599 | 2.08649 | -13.76 | 10125.47 |
84 | 2024.03.08 01:38 | s/l | 23 | 0.10 | 2.07599 | 2.07599 | 2.08649 | -13.76 | 10111.71 |
85 | 2024.03.19 20:00 | sell | 24 | 0.10 | 2.10109 | 0.00000 | 0.00000 | ||
86 | 2024.03.19 20:00 | modify | 24 | 0.10 | 2.10109 | 2.11609 | 2.08609 | ||
87 | 2024.03.21 12:00 | sell | 25 | 0.10 | 2.09432 | 0.00000 | 0.00000 | ||
88 | 2024.03.21 12:00 | modify | 25 | 0.10 | 2.09432 | 2.09809 | 2.08609 | ||
89 | 2024.03.21 12:00 | sell | 26 | 0.10 | 2.09432 | 0.00000 | 0.00000 | ||
90 | 2024.03.21 12:00 | modify | 26 | 0.10 | 2.09432 | 2.09659 | 2.08609 | ||
91 | 2024.03.21 12:00 | modify | 24 | 0.10 | 2.10109 | 2.09659 | 2.08609 | ||
92 | 2024.03.21 12:00 | modify | 25 | 0.10 | 2.09432 | 2.09659 | 2.08609 | ||
93 | 2024.03.21 12:20 | s/l | 24 | 0.10 | 2.09659 | 2.09659 | 2.08609 | 26.51 | 10138.23 |
94 | 2024.03.21 12:20 | s/l | 25 | 0.10 | 2.09659 | 2.09659 | 2.08609 | -13.82 | 10124.41 |
95 | 2024.03.21 12:20 | s/l | 26 | 0.10 | 2.09659 | 2.09659 | 2.08609 | -13.82 | 10110.59 |
96 | 2024.04.04 16:00 | buy | 27 | 0.10 | 2.09756 | 0.00000 | 0.00000 | ||
97 | 2024.04.04 16:00 | modify | 27 | 0.10 | 2.09756 | 2.08256 | 2.11256 | ||
98 | 2024.04.15 13:05 | buy | 28 | 0.10 | 2.10431 | 0.00000 | 0.00000 | ||
99 | 2024.04.15 13:05 | modify | 28 | 0.10 | 2.10431 | 2.10056 | 2.11256 | ||
100 | 2024.04.15 13:05 | buy | 29 | 0.10 | 2.10431 | 0.00000 | 0.00000 | ||
101 | 2024.04.15 13:05 | modify | 29 | 0.10 | 2.10431 | 2.10206 | 2.11256 | ||
102 | 2024.04.15 13:05 | modify | 27 | 0.10 | 2.09756 | 2.10206 | 2.11256 | ||
103 | 2024.04.15 13:05 | modify | 28 | 0.10 | 2.10431 | 2.10206 | 2.11256 | ||
104 | 2024.04.15 19:32 | buy | 30 | 0.10 | 2.10806 | 0.00000 | 0.00000 | ||
105 | 2024.04.15 19:32 | modify | 30 | 0.10 | 2.10806 | 2.10281 | 2.11256 | ||
106 | 2024.04.15 19:32 | modify | 29 | 0.10 | 2.10431 | 2.10281 | 2.11256 | ||
107 | 2024.04.15 19:32 | modify | 28 | 0.10 | 2.10431 | 2.10281 | 2.11256 | ||
108 | 2024.04.15 19:32 | modify | 27 | 0.10 | 2.09756 | 2.10281 | 2.11256 | ||
109 | 2024.04.16 01:40 | t/p | 27 | 0.10 | 2.11256 | 2.10281 | 2.11256 | 88.33 | 10198.92 |
110 | 2024.04.16 01:40 | t/p | 28 | 0.10 | 2.11256 | 2.10281 | 2.11256 | 49.92 | 10248.84 |
111 | 2024.04.16 01:40 | t/p | 29 | 0.10 | 2.11256 | 2.10281 | 2.11256 | 49.92 | 10298.76 |
112 | 2024.04.16 01:40 | t/p | 30 | 0.10 | 2.11256 | 2.10281 | 2.11256 | 27.10 | 10325.86 |
113 | 2024.05.03 20:00 | buy | 31 | 0.10 | 2.08715 | 0.00000 | 0.00000 | ||
114 | 2024.05.03 20:00 | modify | 31 | 0.10 | 2.08715 | 2.07215 | 2.10215 | ||
115 | 2024.05.15 17:00 | s/l | 31 | 0.10 | 2.07215 | 2.07215 | 2.10215 | -94.29 | 10231.58 |