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=0; RSIHelp="------------------------------------"; RSI_Period=8; 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=110; 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=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=11; 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 | 4203 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 542.59 | Gross profit | 1025.18 | Gross loss | -482.59 |
Profit factor | 2.12 | Expected payoff | 18.71 | ||
Absolute drawdown | 13.64 | Maximal drawdown | 168.29 (1.63%) | Relative drawdown | 1.63% (168.29) |
Total trades | 29 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 11 (63.64%) |
Profit trades (% of total) | 18 (62.07%) | Loss trades (% of total) | 11 (37.93%) | ||
Largest | profit trade | 91.11 | loss trade | -69.05 | |
Average | profit trade | 56.95 | loss trade | -43.87 | |
Maximum | consecutive wins (profit in money) | 4 (294.63) | consecutive losses (loss in money) | 2 (-136.17) | |
Maximal | consecutive profit (count of wins) | 294.63 (4) | consecutive loss (count of losses) | -136.17 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.04 16:00 | buy | 1 | 0.10 | 2.05350 | 0.00000 | 0.00000 | ||
2 | 2023.07.04 16:00 | modify | 1 | 0.10 | 2.05350 | 2.04250 | 2.06850 | ||
3 | 2023.07.06 20:00 | t/p | 1 | 0.10 | 2.06850 | 2.04250 | 2.06850 | 90.12 | 10090.12 |
4 | 2023.07.11 12:00 | sell | 2 | 0.10 | 2.08839 | 0.00000 | 0.00000 | ||
5 | 2023.07.11 12:00 | modify | 2 | 0.10 | 2.08839 | 2.09939 | 2.07339 | ||
6 | 2023.07.12 16:00 | t/p | 2 | 0.10 | 2.07339 | 2.09939 | 2.07339 | 91.10 | 10181.22 |
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 | 2.09729 | 2.07129 | ||
9 | 2023.07.18 16:00 | sell | 4 | 0.10 | 2.07499 | 0.00000 | 0.00000 | ||
10 | 2023.07.18 16:00 | modify | 4 | 0.10 | 2.07499 | 2.07954 | 2.07129 | ||
11 | 2023.07.18 16:00 | modify | 3 | 0.10 | 2.08629 | 2.07954 | 2.07129 | ||
12 | 2023.07.19 00:00 | t/p | 3 | 0.10 | 2.07129 | 2.07954 | 2.07129 | 91.11 | 10272.33 |
13 | 2023.07.19 00:00 | t/p | 4 | 0.10 | 2.07129 | 2.07954 | 2.07129 | 22.31 | 10294.63 |
14 | 2023.08.11 12:00 | sell | 5 | 0.10 | 2.11780 | 0.00000 | 0.00000 | ||
15 | 2023.08.11 12:00 | modify | 5 | 0.10 | 2.11780 | 2.12880 | 2.10280 | ||
16 | 2023.08.15 08:00 | s/l | 5 | 0.10 | 2.12880 | 2.12880 | 2.10280 | -67.42 | 10227.21 |
17 | 2023.08.23 12:00 | buy | 6 | 0.10 | 2.12927 | 0.00000 | 0.00000 | ||
18 | 2023.08.23 12:00 | modify | 6 | 0.10 | 2.12927 | 2.11827 | 2.14427 | ||
19 | 2023.08.29 20:00 | s/l | 6 | 0.10 | 2.11827 | 2.11827 | 2.14427 | -68.75 | 10158.46 |
20 | 2023.09.05 12:00 | sell | 7 | 0.10 | 2.13935 | 0.00000 | 0.00000 | ||
21 | 2023.09.05 12:00 | modify | 7 | 0.10 | 2.13935 | 2.15035 | 2.12435 | ||
22 | 2023.09.07 08:00 | t/p | 7 | 0.10 | 2.12435 | 2.15035 | 2.12435 | 90.44 | 10248.91 |
23 | 2023.09.26 12:00 | buy | 8 | 0.10 | 2.04331 | 0.00000 | 0.00000 | ||
24 | 2023.09.26 12:00 | modify | 8 | 0.10 | 2.04331 | 2.03231 | 2.05831 | ||
25 | 2023.09.28 12:00 | buy | 9 | 0.10 | 2.05096 | 0.00000 | 0.00000 | ||
26 | 2023.09.28 12:00 | modify | 9 | 0.10 | 2.05096 | 2.04706 | 2.05831 | ||
27 | 2023.09.28 12:00 | modify | 8 | 0.10 | 2.04331 | 2.04706 | 2.05831 | ||
28 | 2023.09.28 16:00 | s/l | 8 | 0.10 | 2.04706 | 2.04706 | 2.05831 | 21.63 | 10270.54 |
29 | 2023.09.28 16:00 | s/l | 9 | 0.10 | 2.04706 | 2.04706 | 2.05831 | -23.74 | 10246.80 |
30 | 2023.10.12 16:00 | sell | 10 | 0.10 | 2.05499 | 0.00000 | 0.00000 | ||
31 | 2023.10.12 16:00 | modify | 10 | 0.10 | 2.05499 | 2.06599 | 2.03999 | ||
32 | 2023.10.13 12:00 | s/l | 10 | 0.10 | 2.06599 | 2.06599 | 2.03999 | -67.19 | 10179.60 |
33 | 2023.11.13 20:00 | sell | 11 | 0.10 | 2.08634 | 0.00000 | 0.00000 | ||
34 | 2023.11.13 20:00 | modify | 11 | 0.10 | 2.08634 | 2.09734 | 2.07134 | ||
35 | 2023.11.15 08:00 | t/p | 11 | 0.10 | 2.07134 | 2.09734 | 2.07134 | 90.88 | 10270.48 |
36 | 2023.12.20 12:00 | buy | 12 | 0.10 | 2.01183 | 0.00000 | 0.00000 | ||
37 | 2023.12.20 12:00 | modify | 12 | 0.10 | 2.01183 | 2.00083 | 2.02683 | ||
38 | 2023.12.29 12:00 | buy | 13 | 0.10 | 2.01724 | 0.00000 | 0.00000 | ||
39 | 2023.12.29 12:00 | modify | 13 | 0.10 | 2.01724 | 2.01333 | 2.02683 | ||
40 | 2023.12.29 12:00 | modify | 12 | 0.10 | 2.01183 | 2.01333 | 2.02683 | ||
41 | 2023.12.29 16:00 | s/l | 12 | 0.10 | 2.01333 | 2.01333 | 2.02683 | 5.86 | 10276.34 |
42 | 2023.12.29 16:00 | s/l | 13 | 0.10 | 2.01333 | 2.01333 | 2.02683 | -23.80 | 10252.54 |
43 | 2024.02.13 16:00 | sell | 14 | 0.10 | 2.07876 | 0.00000 | 0.00000 | ||
44 | 2024.02.13 16:00 | modify | 14 | 0.10 | 2.07876 | 2.08976 | 2.06376 | ||
45 | 2024.02.14 12:00 | t/p | 14 | 0.10 | 2.06376 | 2.08976 | 2.06376 | 91.10 | 10343.64 |
46 | 2024.02.20 12:00 | buy | 15 | 0.10 | 2.04153 | 0.00000 | 0.00000 | ||
47 | 2024.02.20 12:00 | modify | 15 | 0.10 | 2.04153 | 2.03053 | 2.05653 | ||
48 | 2024.02.26 16:00 | t/p | 15 | 0.10 | 2.05653 | 2.03053 | 2.05653 | 89.52 | 10433.17 |
49 | 2024.02.28 12:00 | sell | 16 | 0.10 | 2.07421 | 0.00000 | 0.00000 | ||
50 | 2024.02.28 12:00 | modify | 16 | 0.10 | 2.07421 | 2.08521 | 2.05921 | ||
51 | 2024.03.03 20:00 | sell | 17 | 0.10 | 2.06887 | 0.00000 | 0.00000 | ||
52 | 2024.03.03 20:00 | modify | 17 | 0.10 | 2.06887 | 2.07271 | 2.05921 | ||
53 | 2024.03.03 20:00 | modify | 16 | 0.10 | 2.07421 | 2.07271 | 2.05921 | ||
54 | 2024.03.04 00:00 | s/l | 16 | 0.10 | 2.07271 | 2.07271 | 2.05921 | 8.02 | 10441.19 |
55 | 2024.03.04 00:00 | s/l | 17 | 0.10 | 2.07271 | 2.07271 | 2.05921 | -23.60 | 10417.59 |
56 | 2024.03.15 16:00 | sell | 18 | 0.10 | 2.09203 | 0.00000 | 0.00000 | ||
57 | 2024.03.15 16:00 | modify | 18 | 0.10 | 2.09203 | 2.10303 | 2.07703 | ||
58 | 2024.03.19 20:00 | s/l | 18 | 0.10 | 2.10303 | 2.10303 | 2.07703 | -67.41 | 10350.17 |
59 | 2024.03.28 12:00 | sell | 19 | 0.10 | 2.11544 | 0.00000 | 0.00000 | ||
60 | 2024.03.28 12:00 | modify | 19 | 0.10 | 2.11544 | 2.12644 | 2.10044 | ||
61 | 2024.04.02 00:00 | sell | 20 | 0.10 | 2.10776 | 0.00000 | 0.00000 | ||
62 | 2024.04.02 00:00 | modify | 20 | 0.10 | 2.10776 | 2.11169 | 2.10044 | ||
63 | 2024.04.02 00:00 | modify | 19 | 0.10 | 2.11544 | 2.11169 | 2.10044 | ||
64 | 2024.04.02 08:00 | s/l | 19 | 0.10 | 2.11169 | 2.11169 | 2.10044 | 22.17 | 10372.34 |
65 | 2024.04.02 08:00 | s/l | 20 | 0.10 | 2.11169 | 2.11169 | 2.10044 | -23.92 | 10348.42 |
66 | 2024.04.16 12:00 | sell | 21 | 0.10 | 2.11348 | 0.00000 | 0.00000 | ||
67 | 2024.04.16 12:00 | modify | 21 | 0.10 | 2.11348 | 2.12448 | 2.09848 | ||
68 | 2024.04.17 16:00 | sell | 22 | 0.10 | 2.10823 | 0.00000 | 0.00000 | ||
69 | 2024.04.17 16:00 | modify | 22 | 0.10 | 2.10823 | 2.11198 | 2.09848 | ||
70 | 2024.04.17 16:00 | modify | 21 | 0.10 | 2.11348 | 2.11198 | 2.09848 | ||
71 | 2024.04.19 04:00 | s/l | 21 | 0.10 | 2.11198 | 2.11198 | 2.09848 | 8.02 | 10356.44 |
72 | 2024.04.19 04:00 | s/l | 22 | 0.10 | 2.11198 | 2.11198 | 2.09848 | -23.72 | 10332.73 |
73 | 2024.04.22 12:00 | buy | 23 | 0.10 | 2.08514 | 0.00000 | 0.00000 | ||
74 | 2024.04.22 12:00 | modify | 23 | 0.10 | 2.08514 | 2.07414 | 2.10014 | ||
75 | 2024.04.24 20:00 | t/p | 23 | 0.10 | 2.10014 | 2.07414 | 2.10014 | 90.71 | 10423.44 |
76 | 2024.05.03 16:00 | buy | 24 | 0.10 | 2.08510 | 0.00000 | 0.00000 | ||
77 | 2024.05.03 16:00 | modify | 24 | 0.10 | 2.08510 | 2.07410 | 2.10010 | ||
78 | 2024.05.10 00:00 | s/l | 24 | 0.10 | 2.07410 | 2.07410 | 2.10010 | -69.05 | 10354.40 |
79 | 2024.05.21 16:00 | sell | 25 | 0.10 | 2.08501 | 0.00000 | 0.00000 | ||
80 | 2024.05.21 16:00 | modify | 25 | 0.10 | 2.08501 | 2.09601 | 2.07001 | ||
81 | 2024.05.22 04:00 | t/p | 25 | 0.10 | 2.07001 | 2.09601 | 2.07001 | 91.10 | 10445.49 |
82 | 2024.06.07 16:00 | sell | 26 | 0.10 | 2.08212 | 0.00000 | 0.00000 | ||
83 | 2024.06.07 16:00 | modify | 26 | 0.10 | 2.08212 | 2.09312 | 2.06712 | ||
84 | 2024.06.11 08:00 | sell | 27 | 0.10 | 2.07668 | 0.00000 | 0.00000 | ||
85 | 2024.06.11 08:00 | modify | 27 | 0.10 | 2.07668 | 2.08062 | 2.06712 | ||
86 | 2024.06.11 08:00 | modify | 26 | 0.10 | 2.08212 | 2.08062 | 2.06712 | ||
87 | 2024.06.11 12:00 | s/l | 26 | 0.10 | 2.08062 | 2.08062 | 2.06712 | 8.69 | 10454.18 |
88 | 2024.06.11 12:00 | s/l | 27 | 0.10 | 2.08062 | 2.08062 | 2.06712 | -23.99 | 10430.19 |
89 | 2024.06.21 12:00 | buy | 28 | 0.10 | 2.06240 | 0.00000 | 0.00000 | ||
90 | 2024.06.21 12:00 | modify | 28 | 0.10 | 2.06240 | 2.05140 | 2.07740 | ||
91 | 2024.06.25 16:00 | buy | 29 | 0.10 | 2.07374 | 0.00000 | 0.00000 | ||
92 | 2024.06.25 16:00 | modify | 29 | 0.10 | 2.07374 | 2.06915 | 2.07740 | ||
93 | 2024.06.25 16:00 | modify | 28 | 0.10 | 2.06240 | 2.06915 | 2.07740 | ||
94 | 2024.06.26 16:00 | t/p | 28 | 0.10 | 2.07740 | 2.06915 | 2.07740 | 90.42 | 10520.61 |
95 | 2024.06.26 16:00 | t/p | 29 | 0.10 | 2.07740 | 2.06915 | 2.07740 | 21.98 | 10542.59 |