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=2; RSIHelp="------------------------------------"; RSI_Period=6; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; 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=30; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 79333 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 716.48 | Gross profit | 744.96 | Gross loss | -28.48 |
Profit factor | 26.16 | Expected payoff | 47.77 | ||
Absolute drawdown | 18.36 | Maximal drawdown | 117.31 (1.12%) | Relative drawdown | 1.12% (117.31) |
Total trades | 15 | Short positions (won %) | 8 (100.00%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 13 (86.67%) | Loss trades (% of total) | 2 (13.33%) | ||
Largest | profit trade | 91.09 | loss trade | -14.24 | |
Average | profit trade | 57.30 | loss trade | -14.24 | |
Maximum | consecutive wins (profit in money) | 8 (444.81) | consecutive losses (loss in money) | 2 (-28.48) | |
Maximal | consecutive profit (count of wins) | 444.81 (8) | consecutive loss (count of losses) | -28.48 (2) | |
Average | consecutive wins | 7 | 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 | 2.09929 | 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 | 2.08279 | 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 13:40 | t/p | 1 | 0.10 | 2.07229 | 2.08279 | 2.07229 | 91.08 | 10091.08 |
9 | 2023.07.12 13:40 | t/p | 2 | 0.10 | 2.07229 | 2.08279 | 2.07229 | 50.22 | 10141.30 |
10 | 2023.07.12 13:40 | t/p | 3 | 0.10 | 2.07229 | 2.08279 | 2.07229 | 50.22 | 10191.52 |
11 | 2023.09.05 16:00 | sell | 4 | 0.10 | 2.13865 | 0.00000 | 0.00000 | ||
12 | 2023.09.05 16:00 | modify | 4 | 0.10 | 2.13865 | 2.15065 | 2.12365 | ||
13 | 2023.09.06 15:25 | sell | 5 | 0.10 | 2.12739 | 0.00000 | 0.00000 | ||
14 | 2023.09.06 15:25 | modify | 5 | 0.10 | 2.12739 | 2.13265 | 2.12365 | ||
15 | 2023.09.06 15:25 | modify | 4 | 0.10 | 2.13865 | 2.13265 | 2.12365 | ||
16 | 2023.09.07 06:20 | t/p | 4 | 0.10 | 2.12365 | 2.13265 | 2.12365 | 90.41 | 10281.93 |
17 | 2023.09.07 06:20 | t/p | 5 | 0.10 | 2.12365 | 2.13265 | 2.12365 | 22.10 | 10304.03 |
18 | 2023.11.14 12:00 | sell | 6 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
19 | 2023.11.14 12:00 | modify | 6 | 0.10 | 2.09351 | 2.10551 | 2.07851 | ||
20 | 2023.11.14 18:50 | sell | 7 | 0.10 | 2.08226 | 0.00000 | 0.00000 | ||
21 | 2023.11.14 18:50 | modify | 7 | 0.10 | 2.08226 | 2.08751 | 2.07851 | ||
22 | 2023.11.14 18:50 | modify | 6 | 0.10 | 2.09351 | 2.08751 | 2.07851 | ||
23 | 2023.11.15 01:40 | t/p | 6 | 0.10 | 2.07851 | 2.08751 | 2.07851 | 91.09 | 10395.12 |
24 | 2023.11.15 01:40 | t/p | 7 | 0.10 | 2.07851 | 2.08751 | 2.07851 | 22.61 | 10417.73 |
25 | 2024.03.07 12:00 | buy | 8 | 0.10 | 2.07149 | 0.00000 | 0.00000 | ||
26 | 2024.03.07 12:00 | modify | 8 | 0.10 | 2.07149 | 2.05949 | 2.08649 | ||
27 | 2024.03.08 13:15 | buy | 9 | 0.10 | 2.07833 | 0.00000 | 0.00000 | ||
28 | 2024.03.08 13:15 | modify | 9 | 0.10 | 2.07833 | 2.07599 | 2.08649 | ||
29 | 2024.03.08 13:15 | buy | 10 | 0.10 | 2.07833 | 0.00000 | 0.00000 | ||
30 | 2024.03.08 13:15 | modify | 10 | 0.10 | 2.07833 | 2.07599 | 2.08649 | ||
31 | 2024.03.08 13:15 | modify | 8 | 0.10 | 2.07149 | 2.07599 | 2.08649 | ||
32 | 2024.03.08 13:20 | s/l | 8 | 0.10 | 2.07599 | 2.07599 | 2.08649 | 27.08 | 10444.81 |
33 | 2024.03.08 13:20 | s/l | 9 | 0.10 | 2.07599 | 2.07599 | 2.08649 | -14.24 | 10430.57 |
34 | 2024.03.08 13:20 | s/l | 10 | 0.10 | 2.07599 | 2.07599 | 2.08649 | -14.24 | 10416.33 |
35 | 2024.04.04 16:00 | buy | 11 | 0.10 | 2.09756 | 0.00000 | 0.00000 | ||
36 | 2024.04.04 16:00 | modify | 11 | 0.10 | 2.09756 | 2.08556 | 2.11256 | ||
37 | 2024.04.15 14:45 | buy | 12 | 0.10 | 2.10438 | 0.00000 | 0.00000 | ||
38 | 2024.04.15 14:45 | modify | 12 | 0.10 | 2.10438 | 2.10206 | 2.11256 | ||
39 | 2024.04.15 14:45 | buy | 13 | 0.10 | 2.10438 | 0.00000 | 0.00000 | ||
40 | 2024.04.15 14:45 | modify | 13 | 0.10 | 2.10438 | 2.10206 | 2.11256 | ||
41 | 2024.04.15 14:45 | modify | 11 | 0.10 | 2.09756 | 2.10206 | 2.11256 | ||
42 | 2024.04.15 19:50 | buy | 14 | 0.10 | 2.10893 | 0.00000 | 0.00000 | ||
43 | 2024.04.15 19:50 | modify | 14 | 0.10 | 2.10893 | 2.10356 | 2.11256 | ||
44 | 2024.04.15 19:50 | modify | 13 | 0.10 | 2.10438 | 2.10356 | 2.11256 | ||
45 | 2024.04.15 19:50 | modify | 12 | 0.10 | 2.10438 | 2.10356 | 2.11256 | ||
46 | 2024.04.15 19:50 | modify | 11 | 0.10 | 2.09756 | 2.10356 | 2.11256 | ||
47 | 2024.04.16 01:40 | t/p | 11 | 0.10 | 2.11256 | 2.10356 | 2.11256 | 88.31 | 10504.64 |
48 | 2024.04.16 01:40 | t/p | 12 | 0.10 | 2.11256 | 2.10356 | 2.11256 | 49.48 | 10554.12 |
49 | 2024.04.16 01:40 | t/p | 13 | 0.10 | 2.11256 | 2.10356 | 2.11256 | 49.48 | 10603.60 |
50 | 2024.04.16 01:40 | t/p | 14 | 0.10 | 2.11256 | 2.10356 | 2.11256 | 21.79 | 10625.39 |
51 | 2024.05.21 12:00 | sell | 15 | 0.10 | 2.08356 | 0.00000 | 0.00000 | ||
52 | 2024.05.21 12:00 | modify | 15 | 0.10 | 2.08356 | 2.09556 | 2.06856 | ||
53 | 2024.05.22 02:33 | t/p | 15 | 0.10 | 2.06856 | 2.09556 | 2.06856 | 91.09 | 10716.48 |