Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.09.01 00:00 - 2024.08.30 23:59 (2023.09.01 - 2024.09.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=4; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.4; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=70; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=25; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=16; 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 | 2606 | Ticks modelled | 4212 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | -205.82 | Gross profit | 970.36 | Gross loss | -1176.18 |
Profit factor | 0.83 | Expected payoff | -4.57 | ||
Absolute drawdown | 360.22 | Maximal drawdown | 467.10 (4.62%) | Relative drawdown | 4.62% (467.10) |
Total trades | 45 | Short positions (won %) | 21 (33.33%) | Long positions (won %) | 24 (29.17%) |
Profit trades (% of total) | 14 (31.11%) | Loss trades (% of total) | 31 (68.89%) | ||
Largest | profit trade | 86.60 | loss trade | -45.69 | |
Average | profit trade | 69.31 | loss trade | -37.94 | |
Maximum | consecutive wins (profit in money) | 2 (172.77) | consecutive losses (loss in money) | 7 (-305.99) | |
Maximal | consecutive profit (count of wins) | 172.77 (2) | consecutive loss (count of losses) | -305.99 (7) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.05 08:00 | sell | 1 | 0.10 | 2.13559 | 0.00000 | 0.00000 | ||
2 | 2023.09.05 08:00 | modify | 1 | 0.10 | 2.13559 | 2.14259 | 2.12159 | ||
3 | 2023.09.07 08:00 | t/p | 1 | 0.10 | 2.12159 | 2.14259 | 2.12159 | 85.67 | 10085.67 |
4 | 2023.09.07 08:00 | buy | 2 | 0.10 | 2.11943 | 0.00000 | 0.00000 | ||
5 | 2023.09.07 08:00 | modify | 2 | 0.10 | 2.11943 | 2.11243 | 2.13343 | ||
6 | 2023.09.08 12:00 | s/l | 2 | 0.10 | 2.11243 | 2.11243 | 2.13343 | -43.69 | 10041.98 |
7 | 2023.09.20 12:00 | buy | 3 | 0.10 | 2.07380 | 0.00000 | 0.00000 | ||
8 | 2023.09.20 12:00 | modify | 3 | 0.10 | 2.07380 | 2.06680 | 2.08780 | ||
9 | 2023.09.22 08:00 | s/l | 3 | 0.10 | 2.06680 | 2.06680 | 2.08780 | -44.89 | 9997.09 |
10 | 2023.09.22 08:00 | buy | 4 | 0.10 | 2.06109 | 0.00000 | 0.00000 | ||
11 | 2023.09.22 08:00 | modify | 4 | 0.10 | 2.06109 | 2.05409 | 2.07509 | ||
12 | 2023.09.22 12:00 | s/l | 4 | 0.10 | 2.05409 | 2.05409 | 2.07509 | -43.29 | 9953.80 |
13 | 2023.09.29 04:00 | buy | 5 | 0.10 | 2.03690 | 0.00000 | 0.00000 | ||
14 | 2023.09.29 04:00 | modify | 5 | 0.10 | 2.03690 | 2.02990 | 2.05090 | ||
15 | 2023.09.29 08:00 | s/l | 5 | 0.10 | 2.02990 | 2.02990 | 2.05090 | -43.29 | 9910.51 |
16 | 2023.10.03 08:00 | sell | 6 | 0.10 | 2.04527 | 0.00000 | 0.00000 | ||
17 | 2023.10.03 08:00 | modify | 6 | 0.10 | 2.04527 | 2.05227 | 2.03127 | ||
18 | 2023.10.04 04:00 | s/l | 6 | 0.10 | 2.05227 | 2.05227 | 2.03127 | -43.53 | 9866.97 |
19 | 2023.10.13 04:00 | sell | 7 | 0.10 | 2.06202 | 0.00000 | 0.00000 | ||
20 | 2023.10.13 04:00 | modify | 7 | 0.10 | 2.06202 | 2.06902 | 2.04802 | ||
21 | 2023.10.17 00:00 | s/l | 7 | 0.10 | 2.06902 | 2.06902 | 2.04802 | -43.77 | 9823.20 |
22 | 2023.10.19 04:00 | sell | 8 | 0.10 | 2.08103 | 0.00000 | 0.00000 | ||
23 | 2023.10.19 04:00 | modify | 8 | 0.10 | 2.08103 | 2.08803 | 2.06703 | ||
24 | 2023.10.20 20:00 | s/l | 8 | 0.10 | 2.08803 | 2.08803 | 2.06703 | -43.53 | 9779.67 |
25 | 2023.11.06 12:00 | sell | 9 | 0.10 | 2.07711 | 0.00000 | 0.00000 | ||
26 | 2023.11.06 12:00 | modify | 9 | 0.10 | 2.07711 | 2.08411 | 2.06311 | ||
27 | 2023.11.08 04:00 | sell | 10 | 0.10 | 2.06850 | 0.00000 | 0.00000 | ||
28 | 2023.11.08 04:00 | modify | 10 | 0.10 | 2.06850 | 2.07291 | 2.06311 | ||
29 | 2023.11.08 04:00 | sell | 11 | 0.10 | 2.06850 | 0.00000 | 0.00000 | ||
30 | 2023.11.08 04:00 | modify | 11 | 0.10 | 2.06850 | 2.07151 | 2.06311 | ||
31 | 2023.11.08 04:00 | modify | 9 | 0.10 | 2.07711 | 2.07151 | 2.06311 | ||
32 | 2023.11.08 08:00 | modify | 10 | 0.10 | 2.06850 | 2.07151 | 2.06311 | ||
33 | 2023.11.08 16:00 | s/l | 9 | 0.10 | 2.07151 | 2.07151 | 2.06311 | 34.17 | 9813.84 |
34 | 2023.11.08 16:00 | s/l | 10 | 0.10 | 2.07151 | 2.07151 | 2.06311 | -18.62 | 9795.22 |
35 | 2023.11.08 16:00 | s/l | 11 | 0.10 | 2.07151 | 2.07151 | 2.06311 | -18.62 | 9776.60 |
36 | 2023.11.14 08:00 | sell | 12 | 0.10 | 2.09412 | 0.00000 | 0.00000 | ||
37 | 2023.11.14 08:00 | modify | 12 | 0.10 | 2.09412 | 2.10112 | 2.08012 | ||
38 | 2023.11.14 20:00 | t/p | 12 | 0.10 | 2.08012 | 2.10112 | 2.08012 | 86.60 | 9863.20 |
39 | 2023.11.15 04:00 | buy | 13 | 0.10 | 2.07443 | 0.00000 | 0.00000 | ||
40 | 2023.11.15 04:00 | modify | 13 | 0.10 | 2.07443 | 2.06743 | 2.08843 | ||
41 | 2023.11.15 08:00 | s/l | 13 | 0.10 | 2.06743 | 2.06743 | 2.08843 | -43.29 | 9819.91 |
42 | 2023.11.20 08:00 | buy | 14 | 0.10 | 2.06900 | 0.00000 | 0.00000 | ||
43 | 2023.11.20 08:00 | modify | 14 | 0.10 | 2.06900 | 2.06200 | 2.08300 | ||
44 | 2023.11.21 12:00 | s/l | 14 | 0.10 | 2.06200 | 2.06200 | 2.08300 | -43.69 | 9776.22 |
45 | 2023.11.29 04:00 | buy | 15 | 0.10 | 2.05355 | 0.00000 | 0.00000 | ||
46 | 2023.11.29 04:00 | modify | 15 | 0.10 | 2.05355 | 2.04655 | 2.06755 | ||
47 | 2023.12.01 00:00 | s/l | 15 | 0.10 | 2.04655 | 2.04655 | 2.06755 | -44.89 | 9731.33 |
48 | 2023.12.05 04:00 | sell | 16 | 0.10 | 2.05570 | 0.00000 | 0.00000 | ||
49 | 2023.12.05 04:00 | modify | 16 | 0.10 | 2.05570 | 2.06270 | 2.04170 | ||
50 | 2023.12.06 08:00 | t/p | 16 | 0.10 | 2.04170 | 2.06270 | 2.04170 | 86.37 | 9817.70 |
51 | 2023.12.12 08:00 | buy | 17 | 0.10 | 2.04170 | 0.00000 | 0.00000 | ||
52 | 2023.12.12 08:00 | modify | 17 | 0.10 | 2.04170 | 2.03470 | 2.05570 | ||
53 | 2023.12.12 16:00 | buy | 18 | 0.10 | 2.05023 | 0.00000 | 0.00000 | ||
54 | 2023.12.12 16:00 | modify | 18 | 0.10 | 2.05023 | 2.04590 | 2.05570 | ||
55 | 2023.12.12 16:00 | buy | 19 | 0.10 | 2.05023 | 0.00000 | 0.00000 | ||
56 | 2023.12.12 16:00 | modify | 19 | 0.10 | 2.05023 | 2.04730 | 2.05570 | ||
57 | 2023.12.12 16:00 | modify | 17 | 0.10 | 2.04170 | 2.04730 | 2.05570 | ||
58 | 2023.12.12 20:00 | s/l | 17 | 0.10 | 2.04730 | 2.04730 | 2.05570 | 34.63 | 9852.33 |
59 | 2023.12.12 20:00 | s/l | 19 | 0.10 | 2.04730 | 2.04730 | 2.05570 | -18.12 | 9834.21 |
60 | 2023.12.12 20:00 | close | 18 | 0.10 | 2.04993 | 2.04590 | 2.05570 | -1.86 | 9832.35 |
61 | 2023.12.13 04:00 | sell | 20 | 0.10 | 2.05609 | 0.00000 | 0.00000 | ||
62 | 2023.12.13 04:00 | modify | 20 | 0.10 | 2.05609 | 2.06309 | 2.04209 | ||
63 | 2023.12.13 20:00 | t/p | 20 | 0.10 | 2.04209 | 2.06309 | 2.04209 | 86.60 | 9918.95 |
64 | 2023.12.18 04:00 | buy | 21 | 0.10 | 2.03523 | 0.00000 | 0.00000 | ||
65 | 2023.12.18 04:00 | modify | 21 | 0.10 | 2.03523 | 2.02823 | 2.04923 | ||
66 | 2023.12.18 12:00 | s/l | 21 | 0.10 | 2.02823 | 2.02823 | 2.04923 | -43.29 | 9875.66 |
67 | 2023.12.20 08:00 | buy | 22 | 0.10 | 2.01612 | 0.00000 | 0.00000 | ||
68 | 2023.12.20 08:00 | modify | 22 | 0.10 | 2.01612 | 2.00912 | 2.03012 | ||
69 | 2023.12.26 08:00 | s/l | 22 | 0.10 | 2.00912 | 2.00912 | 2.03012 | -45.69 | 9829.97 |
70 | 2024.01.15 08:00 | sell | 23 | 0.10 | 2.05252 | 0.00000 | 0.00000 | ||
71 | 2024.01.15 08:00 | modify | 23 | 0.10 | 2.05252 | 2.05952 | 2.03852 | ||
72 | 2024.01.16 20:00 | s/l | 23 | 0.10 | 2.05952 | 2.05952 | 2.03852 | -43.53 | 9786.44 |
73 | 2024.01.17 08:00 | sell | 24 | 0.10 | 2.06805 | 0.00000 | 0.00000 | ||
74 | 2024.01.17 08:00 | modify | 24 | 0.10 | 2.06805 | 2.07505 | 2.05405 | ||
75 | 2024.01.17 16:00 | s/l | 24 | 0.10 | 2.07505 | 2.07505 | 2.05405 | -43.29 | 9743.15 |
76 | 2024.01.30 08:00 | buy | 25 | 0.10 | 2.06603 | 0.00000 | 0.00000 | ||
77 | 2024.01.30 08:00 | modify | 25 | 0.10 | 2.06603 | 2.05903 | 2.08003 | ||
78 | 2024.01.30 16:00 | buy | 26 | 0.10 | 2.07176 | 0.00000 | 0.00000 | ||
79 | 2024.01.30 16:00 | modify | 26 | 0.10 | 2.07176 | 2.06953 | 2.08003 | ||
80 | 2024.01.30 16:00 | modify | 25 | 0.10 | 2.06603 | 2.06953 | 2.08003 | ||
81 | 2024.01.30 20:00 | s/l | 25 | 0.10 | 2.06953 | 2.06953 | 2.08003 | 21.64 | 9764.79 |
82 | 2024.01.30 20:00 | s/l | 26 | 0.10 | 2.06953 | 2.06953 | 2.08003 | -13.79 | 9751.00 |
83 | 2024.02.09 12:00 | buy | 27 | 0.10 | 2.05414 | 0.00000 | 0.00000 | ||
84 | 2024.02.09 12:00 | modify | 27 | 0.10 | 2.05414 | 2.04714 | 2.06814 | ||
85 | 2024.02.13 04:00 | t/p | 27 | 0.10 | 2.06814 | 2.04714 | 2.06814 | 85.77 | 9836.77 |
86 | 2024.02.13 08:00 | sell | 28 | 0.10 | 2.07133 | 0.00000 | 0.00000 | ||
87 | 2024.02.13 08:00 | modify | 28 | 0.10 | 2.07133 | 2.07833 | 2.05733 | ||
88 | 2024.02.13 16:00 | s/l | 28 | 0.10 | 2.07833 | 2.07833 | 2.05733 | -43.30 | 9793.47 |
89 | 2024.02.14 08:00 | buy | 29 | 0.10 | 2.06577 | 0.00000 | 0.00000 | ||
90 | 2024.02.14 08:00 | modify | 29 | 0.10 | 2.06577 | 2.05877 | 2.07977 | ||
91 | 2024.02.15 12:00 | s/l | 29 | 0.10 | 2.05877 | 2.05877 | 2.07977 | -44.49 | 9748.98 |
92 | 2024.02.20 12:00 | buy | 30 | 0.10 | 2.04153 | 0.00000 | 0.00000 | ||
93 | 2024.02.20 12:00 | modify | 30 | 0.10 | 2.04153 | 2.03453 | 2.05553 | ||
94 | 2024.02.26 12:00 | t/p | 30 | 0.10 | 2.05553 | 2.03453 | 2.05553 | 84.17 | 9833.15 |
95 | 2024.02.28 04:00 | sell | 31 | 0.10 | 2.07395 | 0.00000 | 0.00000 | ||
96 | 2024.02.28 04:00 | modify | 31 | 0.10 | 2.07395 | 2.08095 | 2.05995 | ||
97 | 2024.02.28 20:00 | s/l | 31 | 0.10 | 2.08095 | 2.08095 | 2.05995 | -43.30 | 9789.85 |
98 | 2024.03.07 04:00 | buy | 32 | 0.10 | 2.07371 | 0.00000 | 0.00000 | ||
99 | 2024.03.07 04:00 | modify | 32 | 0.10 | 2.07371 | 2.06671 | 2.08771 | ||
100 | 2024.03.07 16:00 | s/l | 32 | 0.10 | 2.06671 | 2.06671 | 2.08771 | -43.29 | 9746.56 |
101 | 2024.03.15 04:00 | sell | 33 | 0.10 | 2.08735 | 0.00000 | 0.00000 | ||
102 | 2024.03.15 04:00 | modify | 33 | 0.10 | 2.08735 | 2.09435 | 2.07335 | ||
103 | 2024.03.18 20:00 | s/l | 33 | 0.10 | 2.09435 | 2.09435 | 2.07335 | -43.53 | 9703.02 |
104 | 2024.03.28 12:00 | sell | 34 | 0.10 | 2.11544 | 0.00000 | 0.00000 | ||
105 | 2024.03.28 12:00 | modify | 34 | 0.10 | 2.11544 | 2.12244 | 2.10144 | ||
106 | 2024.04.04 04:00 | t/p | 34 | 0.10 | 2.10144 | 2.12244 | 2.10144 | 84.95 | 9787.98 |
107 | 2024.04.16 04:00 | sell | 35 | 0.10 | 2.11339 | 0.00000 | 0.00000 | ||
108 | 2024.04.16 04:00 | modify | 35 | 0.10 | 2.11339 | 2.12039 | 2.09939 | ||
109 | 2024.04.16 16:00 | s/l | 35 | 0.10 | 2.12039 | 2.12039 | 2.09939 | -43.30 | 9744.68 |
110 | 2024.04.22 12:00 | buy | 36 | 0.10 | 2.08514 | 0.00000 | 0.00000 | ||
111 | 2024.04.22 12:00 | modify | 36 | 0.10 | 2.08514 | 2.07814 | 2.09914 | ||
112 | 2024.04.24 16:00 | t/p | 36 | 0.10 | 2.09914 | 2.07814 | 2.09914 | 85.78 | 9830.46 |
113 | 2024.04.30 08:00 | sell | 37 | 0.10 | 2.11150 | 0.00000 | 0.00000 | ||
114 | 2024.04.30 08:00 | modify | 37 | 0.10 | 2.11150 | 2.11850 | 2.09750 | ||
115 | 2024.04.30 16:00 | s/l | 37 | 0.10 | 2.11850 | 2.11850 | 2.09750 | -43.30 | 9787.16 |
116 | 2024.07.10 08:00 | sell | 38 | 0.10 | 2.10585 | 0.00000 | 0.00000 | ||
117 | 2024.07.10 08:00 | modify | 38 | 0.10 | 2.10585 | 2.11285 | 2.09185 | ||
118 | 2024.07.10 20:00 | s/l | 38 | 0.10 | 2.11285 | 2.11285 | 2.09185 | -43.30 | 9743.86 |
119 | 2024.07.31 08:00 | buy | 39 | 0.10 | 2.16768 | 0.00000 | 0.00000 | ||
120 | 2024.07.31 08:00 | modify | 39 | 0.10 | 2.16768 | 2.16068 | 2.18168 | ||
121 | 2024.07.31 16:00 | s/l | 39 | 0.10 | 2.16068 | 2.16068 | 2.18168 | -43.29 | 9700.57 |
122 | 2024.08.01 08:00 | buy | 40 | 0.10 | 2.15100 | 0.00000 | 0.00000 | ||
123 | 2024.08.01 08:00 | modify | 40 | 0.10 | 2.15100 | 2.14400 | 2.16500 | ||
124 | 2024.08.01 16:00 | s/l | 40 | 0.10 | 2.14400 | 2.14400 | 2.16500 | -43.29 | 9657.28 |
125 | 2024.08.02 04:00 | buy | 41 | 0.10 | 2.13972 | 0.00000 | 0.00000 | ||
126 | 2024.08.02 04:00 | modify | 41 | 0.10 | 2.13972 | 2.13272 | 2.15372 | ||
127 | 2024.08.05 08:00 | t/p | 41 | 0.10 | 2.15372 | 2.13272 | 2.15372 | 86.18 | 9743.46 |
128 | 2024.08.05 08:00 | sell | 42 | 0.10 | 2.15875 | 0.00000 | 0.00000 | ||
129 | 2024.08.05 08:00 | modify | 42 | 0.10 | 2.15875 | 2.16575 | 2.14475 | ||
130 | 2024.08.05 16:00 | t/p | 42 | 0.10 | 2.14475 | 2.16575 | 2.14475 | 86.59 | 9830.05 |
131 | 2024.08.14 04:00 | sell | 43 | 0.10 | 2.13787 | 0.00000 | 0.00000 | ||
132 | 2024.08.14 04:00 | modify | 43 | 0.10 | 2.13787 | 2.14487 | 2.12387 | ||
133 | 2024.08.15 20:00 | s/l | 43 | 0.10 | 2.14487 | 2.14487 | 2.12387 | -44.00 | 9786.05 |
134 | 2024.08.29 04:00 | buy | 44 | 0.10 | 2.10080 | 0.00000 | 0.00000 | ||
135 | 2024.08.29 04:00 | modify | 44 | 0.10 | 2.10080 | 2.09380 | 2.11480 | ||
136 | 2024.08.30 08:00 | buy | 45 | 0.10 | 2.10642 | 0.00000 | 0.00000 | ||
137 | 2024.08.30 08:00 | modify | 45 | 0.10 | 2.10642 | 2.10430 | 2.11480 | ||
138 | 2024.08.30 08:00 | modify | 44 | 0.10 | 2.10080 | 2.10430 | 2.11480 | ||
139 | 2024.08.30 12:00 | s/l | 44 | 0.10 | 2.10430 | 2.10430 | 2.11480 | 21.24 | 9807.29 |
140 | 2024.08.30 12:00 | s/l | 45 | 0.10 | 2.10430 | 2.10430 | 2.11480 | -13.11 | 9794.18 |