Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.07.02 20:00 - 2024.06.28 23:59 (2023.07.01 - 2024.07.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=40; 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=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 4203 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 662.93 | Gross profit | 1239.61 | Gross loss | -576.69 |
Profit factor | 2.15 | Expected payoff | 19.50 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 163.90 (1.58%) | Relative drawdown | 1.58% (163.90) |
Total trades | 34 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 17 (52.94%) |
Profit trades (% of total) | 21 (61.76%) | Loss trades (% of total) | 13 (38.24%) | ||
Largest | profit trade | 91.21 | loss trade | -81.15 | |
Average | profit trade | 59.03 | loss trade | -44.36 | |
Maximum | consecutive wins (profit in money) | 4 (299.40) | consecutive losses (loss in money) | 2 (-89.33) | |
Maximal | consecutive profit (count of wins) | 299.40 (4) | consecutive loss (count of losses) | -89.33 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.11 12:00 | sell | 1 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
2 | 2023.07.11 12:00 | modify | 1 | 0.10 | 2.08839 | 2.10139 | 2.07339 | ||
3 | 2023.07.12 16:00 | t/p | 1 | 0.10 | 2.07339 | 2.10139 | 2.07339 | 91.01 | 10091.01 |
4 | 2023.07.12 16:00 | buy | 2 | 0.10 | 2.06523 | 0.00000 | 0.00000 | ||
5 | 2023.07.12 16:00 | modify | 2 | 0.10 | 2.06523 | 2.05223 | 2.08023 | ||
6 | 2023.07.13 08:00 | s/l | 2 | 0.10 | 2.05223 | 2.05223 | 2.08023 | -79.94 | 10011.06 |
7 | 2023.07.18 12:00 | sell | 3 | 0.10 | 2.08629 | 0.00000 | 0.00000 | ||
8 | 2023.07.18 12:00 | modify | 3 | 0.10 | 2.08629 | 2.09929 | 2.07129 | ||
9 | 2023.07.19 00:00 | t/p | 3 | 0.10 | 2.07129 | 2.09929 | 2.07129 | 91.01 | 10102.07 |
10 | 2023.07.20 04:00 | buy | 4 | 0.10 | 2.05474 | 0.00000 | 0.00000 | ||
11 | 2023.07.20 04:00 | modify | 4 | 0.10 | 2.05474 | 2.04174 | 2.06974 | ||
12 | 2023.07.21 04:00 | t/p | 4 | 0.10 | 2.06974 | 2.04174 | 2.06974 | 90.91 | 10192.99 |
13 | 2023.07.21 16:00 | sell | 5 | 0.10 | 2.08071 | 0.00000 | 0.00000 | ||
14 | 2023.07.21 16:00 | modify | 5 | 0.10 | 2.08071 | 2.09371 | 2.06571 | ||
15 | 2023.07.24 16:00 | t/p | 5 | 0.10 | 2.06571 | 2.09371 | 2.06571 | 91.01 | 10283.99 |
16 | 2023.08.02 04:00 | sell | 6 | 0.10 | 2.09101 | 0.00000 | 0.00000 | ||
17 | 2023.08.02 04:00 | modify | 6 | 0.10 | 2.09101 | 2.10401 | 2.07601 | ||
18 | 2023.08.04 16:00 | sell | 7 | 0.10 | 2.08493 | 0.00000 | 0.00000 | ||
19 | 2023.08.04 16:00 | modify | 7 | 0.10 | 2.08493 | 2.08651 | 2.07601 | ||
20 | 2023.08.04 16:00 | modify | 6 | 0.10 | 2.09101 | 2.08651 | 2.07601 | ||
21 | 2023.08.04 20:00 | s/l | 6 | 0.10 | 2.08651 | 2.08651 | 2.07601 | 26.47 | 10310.47 |
22 | 2023.08.04 20:00 | s/l | 7 | 0.10 | 2.08651 | 2.08651 | 2.07601 | -9.61 | 10300.86 |
23 | 2023.08.11 16:00 | sell | 8 | 0.10 | 2.12220 | 0.00000 | 0.00000 | ||
24 | 2023.08.11 16:00 | modify | 8 | 0.10 | 2.12220 | 2.13520 | 2.10720 | ||
25 | 2023.08.16 00:00 | s/l | 8 | 0.10 | 2.13520 | 2.13520 | 2.10720 | -79.72 | 10221.13 |
26 | 2023.08.17 04:00 | sell | 9 | 0.10 | 2.15183 | 0.00000 | 0.00000 | ||
27 | 2023.08.17 04:00 | modify | 9 | 0.10 | 2.15183 | 2.16483 | 2.13683 | ||
28 | 2023.08.22 08:00 | sell | 10 | 0.10 | 2.14633 | 0.00000 | 0.00000 | ||
29 | 2023.08.22 08:00 | modify | 10 | 0.10 | 2.14633 | 2.15033 | 2.13683 | ||
30 | 2023.08.22 08:00 | modify | 9 | 0.10 | 2.15183 | 2.15033 | 2.13683 | ||
31 | 2023.08.23 04:00 | t/p | 9 | 0.10 | 2.13683 | 2.15033 | 2.13683 | 90.33 | 10311.47 |
32 | 2023.08.23 04:00 | t/p | 10 | 0.10 | 2.13683 | 2.15033 | 2.13683 | 57.55 | 10369.02 |
33 | 2023.08.23 12:00 | buy | 11 | 0.10 | 2.12927 | 0.00000 | 0.00000 | ||
34 | 2023.08.23 12:00 | modify | 11 | 0.10 | 2.12927 | 2.11627 | 2.14427 | ||
35 | 2023.08.30 00:00 | s/l | 11 | 0.10 | 2.11627 | 2.11627 | 2.14427 | -81.15 | 10287.87 |
36 | 2023.09.05 08:00 | sell | 12 | 0.10 | 2.13559 | 0.00000 | 0.00000 | ||
37 | 2023.09.05 08:00 | modify | 12 | 0.10 | 2.13559 | 2.14859 | 2.12059 | ||
38 | 2023.09.07 08:00 | t/p | 12 | 0.10 | 2.12059 | 2.14859 | 2.12059 | 90.33 | 10378.21 |
39 | 2023.09.22 12:00 | buy | 13 | 0.10 | 2.05274 | 0.00000 | 0.00000 | ||
40 | 2023.09.22 12:00 | modify | 13 | 0.10 | 2.05274 | 2.03974 | 2.06774 | ||
41 | 2023.09.25 04:00 | buy | 14 | 0.10 | 2.05829 | 0.00000 | 0.00000 | ||
42 | 2023.09.25 04:00 | modify | 14 | 0.10 | 2.05829 | 2.05424 | 2.06774 | ||
43 | 2023.09.25 04:00 | modify | 13 | 0.10 | 2.05274 | 2.05424 | 2.06774 | ||
44 | 2023.09.25 12:00 | s/l | 13 | 0.10 | 2.05424 | 2.05424 | 2.06774 | 8.82 | 10387.03 |
45 | 2023.09.25 12:00 | s/l | 14 | 0.10 | 2.05424 | 2.05424 | 2.06774 | -24.63 | 10362.40 |
46 | 2023.11.02 12:00 | buy | 15 | 0.10 | 2.06845 | 0.00000 | 0.00000 | ||
47 | 2023.11.02 12:00 | modify | 15 | 0.10 | 2.06845 | 2.05545 | 2.08345 | ||
48 | 2023.11.08 20:00 | buy | 16 | 0.10 | 2.07914 | 0.00000 | 0.00000 | ||
49 | 2023.11.08 20:00 | modify | 16 | 0.10 | 2.07914 | 2.07370 | 2.08345 | ||
50 | 2023.11.08 20:00 | modify | 15 | 0.10 | 2.06845 | 2.07370 | 2.08345 | ||
51 | 2023.11.09 04:00 | s/l | 15 | 0.10 | 2.07370 | 2.07370 | 2.08345 | 29.83 | 10392.23 |
52 | 2023.11.09 04:00 | s/l | 16 | 0.10 | 2.07370 | 2.07370 | 2.08345 | -33.97 | 10358.26 |
53 | 2023.11.15 08:00 | buy | 17 | 0.10 | 2.06716 | 0.00000 | 0.00000 | ||
54 | 2023.11.15 08:00 | modify | 17 | 0.10 | 2.06716 | 2.05416 | 2.08216 | ||
55 | 2023.11.17 04:00 | t/p | 17 | 0.10 | 2.08216 | 2.05416 | 2.08216 | 90.02 | 10448.28 |
56 | 2023.11.29 04:00 | buy | 18 | 0.10 | 2.05355 | 0.00000 | 0.00000 | ||
57 | 2023.11.29 04:00 | modify | 18 | 0.10 | 2.05355 | 2.04055 | 2.06855 | ||
58 | 2023.12.04 04:00 | s/l | 18 | 0.10 | 2.04055 | 2.04055 | 2.06855 | -80.54 | 10367.74 |
59 | 2023.12.14 04:00 | buy | 19 | 0.10 | 2.02729 | 0.00000 | 0.00000 | ||
60 | 2023.12.14 04:00 | modify | 19 | 0.10 | 2.02729 | 2.01429 | 2.04229 | ||
61 | 2023.12.14 16:00 | t/p | 19 | 0.10 | 2.04229 | 2.01429 | 2.04229 | 91.21 | 10458.95 |
62 | 2023.12.18 12:00 | buy | 20 | 0.10 | 2.03093 | 0.00000 | 0.00000 | ||
63 | 2023.12.18 12:00 | modify | 20 | 0.10 | 2.03093 | 2.01793 | 2.04593 | ||
64 | 2023.12.19 00:00 | buy | 21 | 0.10 | 2.03638 | 0.00000 | 0.00000 | ||
65 | 2023.12.19 00:00 | modify | 21 | 0.10 | 2.03638 | 2.03243 | 2.04593 | ||
66 | 2023.12.19 00:00 | modify | 20 | 0.10 | 2.03093 | 2.03243 | 2.04593 | ||
67 | 2023.12.19 04:00 | s/l | 20 | 0.10 | 2.03243 | 2.03243 | 2.04593 | 8.82 | 10467.77 |
68 | 2023.12.19 04:00 | s/l | 21 | 0.10 | 2.03243 | 2.03243 | 2.04593 | -24.02 | 10443.75 |
69 | 2023.12.20 08:00 | buy | 22 | 0.10 | 2.01612 | 0.00000 | 0.00000 | ||
70 | 2023.12.20 08:00 | modify | 22 | 0.10 | 2.01612 | 2.00312 | 2.03112 | ||
71 | 2023.12.21 00:00 | buy | 23 | 0.10 | 2.02165 | 0.00000 | 0.00000 | ||
72 | 2023.12.21 00:00 | modify | 23 | 0.10 | 2.02165 | 2.01762 | 2.03112 | ||
73 | 2023.12.21 00:00 | modify | 22 | 0.10 | 2.01612 | 2.01762 | 2.03112 | ||
74 | 2023.12.21 16:00 | s/l | 22 | 0.10 | 2.01762 | 2.01762 | 2.03112 | 8.23 | 10451.98 |
75 | 2023.12.21 16:00 | s/l | 23 | 0.10 | 2.01762 | 2.01762 | 2.03112 | -24.51 | 10427.47 |
76 | 2024.01.17 16:00 | sell | 24 | 0.10 | 2.07666 | 0.00000 | 0.00000 | ||
77 | 2024.01.17 16:00 | modify | 24 | 0.10 | 2.07666 | 2.08966 | 2.06166 | ||
78 | 2024.01.18 04:00 | sell | 25 | 0.10 | 2.07126 | 0.00000 | 0.00000 | ||
79 | 2024.01.18 04:00 | modify | 25 | 0.10 | 2.07126 | 2.07516 | 2.06166 | ||
80 | 2024.01.18 04:00 | modify | 24 | 0.10 | 2.07666 | 2.07516 | 2.06166 | ||
81 | 2024.01.18 08:00 | s/l | 24 | 0.10 | 2.07516 | 2.07516 | 2.06166 | 8.46 | 10435.92 |
82 | 2024.01.18 08:00 | s/l | 25 | 0.10 | 2.07516 | 2.07516 | 2.06166 | -23.72 | 10412.20 |
83 | 2024.02.13 16:00 | sell | 26 | 0.10 | 2.07876 | 0.00000 | 0.00000 | ||
84 | 2024.02.13 16:00 | modify | 26 | 0.10 | 2.07876 | 2.09176 | 2.06376 | ||
85 | 2024.02.14 12:00 | t/p | 26 | 0.10 | 2.06376 | 2.09176 | 2.06376 | 91.01 | 10503.21 |
86 | 2024.02.28 04:00 | sell | 27 | 0.10 | 2.07395 | 0.00000 | 0.00000 | ||
87 | 2024.02.28 04:00 | modify | 27 | 0.10 | 2.07395 | 2.08695 | 2.05895 | ||
88 | 2024.03.05 08:00 | s/l | 27 | 0.10 | 2.08695 | 2.08695 | 2.05895 | -80.39 | 10422.82 |
89 | 2024.04.22 12:00 | buy | 28 | 0.10 | 2.08514 | 0.00000 | 0.00000 | ||
90 | 2024.04.22 12:00 | modify | 28 | 0.10 | 2.08514 | 2.07214 | 2.10014 | ||
91 | 2024.04.24 20:00 | t/p | 28 | 0.10 | 2.10014 | 2.07214 | 2.10014 | 90.61 | 10513.44 |
92 | 2024.05.01 00:00 | sell | 29 | 0.10 | 2.12462 | 0.00000 | 0.00000 | ||
93 | 2024.05.01 00:00 | modify | 29 | 0.10 | 2.12462 | 2.13762 | 2.10962 | ||
94 | 2024.05.01 04:00 | sell | 30 | 0.10 | 2.11921 | 0.00000 | 0.00000 | ||
95 | 2024.05.01 04:00 | modify | 30 | 0.10 | 2.11921 | 2.12312 | 2.10962 | ||
96 | 2024.05.01 04:00 | modify | 29 | 0.10 | 2.12462 | 2.12312 | 2.10962 | ||
97 | 2024.05.02 08:00 | t/p | 29 | 0.10 | 2.10962 | 2.12312 | 2.10962 | 90.57 | 10604.00 |
98 | 2024.05.02 08:00 | t/p | 30 | 0.10 | 2.10962 | 2.12312 | 2.10962 | 57.66 | 10661.66 |
99 | 2024.05.03 16:00 | buy | 31 | 0.10 | 2.08510 | 0.00000 | 0.00000 | ||
100 | 2024.05.03 16:00 | modify | 31 | 0.10 | 2.08510 | 2.07210 | 2.10010 | ||
101 | 2024.05.06 04:00 | buy | 32 | 0.10 | 2.09133 | 0.00000 | 0.00000 | ||
102 | 2024.05.06 04:00 | modify | 32 | 0.10 | 2.09133 | 2.08960 | 2.10010 | ||
103 | 2024.05.06 04:00 | modify | 31 | 0.10 | 2.08510 | 2.08960 | 2.10010 | ||
104 | 2024.05.06 08:00 | s/l | 31 | 0.10 | 2.08960 | 2.08960 | 2.10010 | 27.06 | 10688.72 |
105 | 2024.05.06 08:00 | s/l | 32 | 0.10 | 2.08960 | 2.08960 | 2.10010 | -10.52 | 10678.20 |
106 | 2024.06.07 16:00 | sell | 33 | 0.10 | 2.08212 | 0.00000 | 0.00000 | ||
107 | 2024.06.07 16:00 | modify | 33 | 0.10 | 2.08212 | 2.09512 | 2.06712 | ||
108 | 2024.06.11 08:00 | sell | 34 | 0.10 | 2.07668 | 0.00000 | 0.00000 | ||
109 | 2024.06.11 08:00 | modify | 34 | 0.10 | 2.07668 | 2.08062 | 2.06712 | ||
110 | 2024.06.11 08:00 | modify | 33 | 0.10 | 2.08212 | 2.08062 | 2.06712 | ||
111 | 2024.06.11 12:00 | s/l | 33 | 0.10 | 2.08062 | 2.08062 | 2.06712 | 8.69 | 10686.89 |
112 | 2024.06.11 12:00 | s/l | 34 | 0.10 | 2.08062 | 2.08062 | 2.06712 | -23.96 | 10662.93 |