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=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 | 1901 | Ticks modelled | 30555712 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 321.52 | Gross profit | 432.84 | Gross loss | -111.32 |
Profit factor | 3.89 | Expected payoff | 17.86 | ||
Absolute drawdown | 76.04 | Maximal drawdown | 154.94 (1.54%) | Relative drawdown | 1.54% (154.94) |
Total trades | 18 | Short positions (won %) | 11 (45.45%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 10 (55.56%) | Loss trades (% of total) | 8 (44.44%) | ||
Largest | profit trade | 91.12 | loss trade | -14.19 | |
Average | profit trade | 43.28 | loss trade | -13.92 | |
Maximum | consecutive wins (profit in money) | 6 (323.99) | consecutive losses (loss in money) | 2 (-28.38) | |
Maximal | consecutive profit (count of wins) | 323.99 (6) | consecutive loss (count of losses) | -28.38 (2) | |
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 | 2.09929 | 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 | 2.08279 | 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 03:45 | s/l | 1 | 0.10 | 2.08279 | 2.08279 | 2.07229 | 27.18 | 10027.18 |
9 | 2023.07.12 03:45 | s/l | 2 | 0.10 | 2.08279 | 2.08279 | 2.07229 | -13.70 | 10013.48 |
10 | 2023.07.12 03:45 | s/l | 3 | 0.10 | 2.08279 | 2.08279 | 2.07229 | -13.70 | 9999.78 |
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 06:00 | sell | 5 | 0.10 | 2.13182 | 0.00000 | 0.00000 | ||
14 | 2023.09.06 06:00 | modify | 5 | 0.10 | 2.13182 | 2.13415 | 2.12365 | ||
15 | 2023.09.06 06:00 | sell | 6 | 0.10 | 2.13182 | 0.00000 | 0.00000 | ||
16 | 2023.09.06 06:00 | modify | 6 | 0.10 | 2.13182 | 2.13415 | 2.12365 | ||
17 | 2023.09.06 06:00 | modify | 4 | 0.10 | 2.13865 | 2.13415 | 2.12365 | ||
18 | 2023.09.06 06:11 | s/l | 4 | 0.10 | 2.13415 | 2.13415 | 2.12365 | 27.18 | 10026.96 |
19 | 2023.09.06 06:11 | s/l | 5 | 0.10 | 2.13415 | 2.13415 | 2.12365 | -14.19 | 10012.77 |
20 | 2023.09.06 06:11 | s/l | 6 | 0.10 | 2.13415 | 2.13415 | 2.12365 | -14.19 | 9998.58 |
21 | 2023.11.14 12:00 | sell | 7 | 0.10 | 2.09351 | 0.00000 | 0.00000 | ||
22 | 2023.11.14 12:00 | modify | 7 | 0.10 | 2.09351 | 2.10551 | 2.07851 | ||
23 | 2023.11.14 13:40 | sell | 8 | 0.10 | 2.08671 | 0.00000 | 0.00000 | ||
24 | 2023.11.14 13:40 | modify | 8 | 0.10 | 2.08671 | 2.08901 | 2.07851 | ||
25 | 2023.11.14 13:40 | sell | 9 | 0.10 | 2.08671 | 0.00000 | 0.00000 | ||
26 | 2023.11.14 13:40 | modify | 9 | 0.10 | 2.08671 | 2.08901 | 2.07851 | ||
27 | 2023.11.14 13:40 | modify | 7 | 0.10 | 2.09351 | 2.08901 | 2.07851 | ||
28 | 2023.11.14 14:01 | s/l | 7 | 0.10 | 2.08901 | 2.08901 | 2.07851 | 27.40 | 10025.98 |
29 | 2023.11.14 14:01 | s/l | 8 | 0.10 | 2.08901 | 2.08901 | 2.07851 | -14.01 | 10011.97 |
30 | 2023.11.14 14:01 | s/l | 9 | 0.10 | 2.08901 | 2.08901 | 2.07851 | -14.01 | 9997.96 |
31 | 2024.03.07 12:00 | buy | 10 | 0.10 | 2.07149 | 0.00000 | 0.00000 | ||
32 | 2024.03.07 12:00 | modify | 10 | 0.10 | 2.07149 | 2.05949 | 2.08649 | ||
33 | 2024.03.08 01:17 | buy | 11 | 0.10 | 2.07825 | 0.00000 | 0.00000 | ||
34 | 2024.03.08 01:17 | modify | 11 | 0.10 | 2.07825 | 2.07599 | 2.08649 | ||
35 | 2024.03.08 01:17 | buy | 12 | 0.10 | 2.07825 | 0.00000 | 0.00000 | ||
36 | 2024.03.08 01:17 | modify | 12 | 0.10 | 2.07825 | 2.07599 | 2.08649 | ||
37 | 2024.03.08 01:17 | modify | 10 | 0.10 | 2.07149 | 2.07599 | 2.08649 | ||
38 | 2024.03.08 01:38 | s/l | 10 | 0.10 | 2.07599 | 2.07599 | 2.08649 | 27.10 | 10025.06 |
39 | 2024.03.08 01:38 | s/l | 11 | 0.10 | 2.07599 | 2.07599 | 2.08649 | -13.76 | 10011.30 |
40 | 2024.03.08 01:38 | s/l | 12 | 0.10 | 2.07599 | 2.07599 | 2.08649 | -13.76 | 9997.54 |
41 | 2024.04.04 16:00 | buy | 13 | 0.10 | 2.09756 | 0.00000 | 0.00000 | ||
42 | 2024.04.04 16:00 | modify | 13 | 0.10 | 2.09756 | 2.08556 | 2.11256 | ||
43 | 2024.04.15 13:05 | buy | 14 | 0.10 | 2.10431 | 0.00000 | 0.00000 | ||
44 | 2024.04.15 13:05 | modify | 14 | 0.10 | 2.10431 | 2.10206 | 2.11256 | ||
45 | 2024.04.15 13:05 | buy | 15 | 0.10 | 2.10431 | 0.00000 | 0.00000 | ||
46 | 2024.04.15 13:05 | modify | 15 | 0.10 | 2.10431 | 2.10206 | 2.11256 | ||
47 | 2024.04.15 13:05 | modify | 13 | 0.10 | 2.09756 | 2.10206 | 2.11256 | ||
48 | 2024.04.15 19:57 | buy | 16 | 0.10 | 2.10883 | 0.00000 | 0.00000 | ||
49 | 2024.04.15 19:57 | modify | 16 | 0.10 | 2.10883 | 2.10356 | 2.11256 | ||
50 | 2024.04.15 19:57 | modify | 15 | 0.10 | 2.10431 | 2.10356 | 2.11256 | ||
51 | 2024.04.15 19:57 | modify | 14 | 0.10 | 2.10431 | 2.10356 | 2.11256 | ||
52 | 2024.04.15 19:57 | modify | 13 | 0.10 | 2.09756 | 2.10356 | 2.11256 | ||
53 | 2024.04.16 01:40 | t/p | 13 | 0.10 | 2.11256 | 2.10356 | 2.11256 | 88.33 | 10085.87 |
54 | 2024.04.16 01:40 | t/p | 14 | 0.10 | 2.11256 | 2.10356 | 2.11256 | 49.92 | 10135.79 |
55 | 2024.04.16 01:40 | t/p | 15 | 0.10 | 2.11256 | 2.10356 | 2.11256 | 49.92 | 10185.71 |
56 | 2024.04.16 01:40 | t/p | 16 | 0.10 | 2.11256 | 2.10356 | 2.11256 | 22.40 | 10208.12 |
57 | 2024.05.21 12:00 | sell | 17 | 0.10 | 2.08356 | 0.00000 | 0.00000 | ||
58 | 2024.05.21 12:00 | modify | 17 | 0.10 | 2.08356 | 2.09556 | 2.06856 | ||
59 | 2024.05.22 02:01 | sell | 18 | 0.10 | 2.07222 | 0.00000 | 0.00000 | ||
60 | 2024.05.22 02:01 | modify | 18 | 0.10 | 2.07222 | 2.07756 | 2.06856 | ||
61 | 2024.05.22 02:01 | modify | 17 | 0.10 | 2.08356 | 2.07756 | 2.06856 | ||
62 | 2024.05.22 02:14 | t/p | 17 | 0.10 | 2.06856 | 2.07756 | 2.06856 | 91.12 | 10299.23 |
63 | 2024.05.22 02:14 | t/p | 18 | 0.10 | 2.06856 | 2.07756 | 2.06856 | 22.29 | 10321.52 |