Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:00 (2023.09.01 - 2024.09.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=1; RSIHelp="------------------------------------"; RSI_Period=11; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.2; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=30; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; 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=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 7207 | Ticks modelled | 157687 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 357.34 | Gross profit | 560.75 | Gross loss | -203.41 |
Profit factor | 2.76 | Expected payoff | 21.02 | ||
Absolute drawdown | 65.75 | Maximal drawdown | 219.22 (2.07%) | Relative drawdown | 2.07% (219.22) |
Total trades | 17 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 6 (66.67%) |
Profit trades (% of total) | 12 (70.59%) | Loss trades (% of total) | 5 (29.41%) | ||
Largest | profit trade | 86.31 | loss trade | -80.82 | |
Average | profit trade | 46.73 | loss trade | -40.68 | |
Maximum | consecutive wins (profit in money) | 11 (513.86) | consecutive losses (loss in money) | 4 (-184.74) | |
Maximal | consecutive profit (count of wins) | 513.86 (11) | consecutive loss (count of losses) | -184.74 (4) | |
Average | consecutive wins | 6 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.13 22:00 | sell | 1 | 0.10 | 2.08638 | 0.00000 | 0.00000 | ||
2 | 2023.11.13 22:00 | modify | 1 | 0.10 | 2.08638 | 2.09938 | 2.07238 | ||
3 | 2023.11.14 18:50 | sell | 2 | 0.10 | 2.08190 | 0.00000 | 0.00000 | ||
4 | 2023.11.14 18:50 | modify | 2 | 0.10 | 2.08190 | 2.08498 | 2.07238 | ||
5 | 2023.11.14 18:50 | modify | 1 | 0.10 | 2.08638 | 2.08498 | 2.07238 | ||
6 | 2023.11.14 22:07 | sell | 3 | 0.10 | 2.07798 | 0.00000 | 0.00000 | ||
7 | 2023.11.14 22:07 | modify | 3 | 0.10 | 2.07798 | 2.08218 | 2.07238 | ||
8 | 2023.11.14 22:07 | modify | 2 | 0.10 | 2.08190 | 2.08218 | 2.07238 | ||
9 | 2023.11.14 22:07 | modify | 1 | 0.10 | 2.08638 | 2.08218 | 2.07238 | ||
10 | 2023.11.15 02:20 | sell | 4 | 0.10 | 2.07569 | 0.00000 | 0.00000 | ||
11 | 2023.11.15 02:20 | modify | 4 | 0.10 | 2.07569 | 2.07868 | 2.07238 | ||
12 | 2023.11.15 02:20 | modify | 3 | 0.10 | 2.07798 | 2.07868 | 2.07238 | ||
13 | 2023.11.15 02:20 | modify | 2 | 0.10 | 2.08190 | 2.07868 | 2.07238 | ||
14 | 2023.11.15 02:20 | modify | 1 | 0.10 | 2.08638 | 2.07868 | 2.07238 | ||
15 | 2023.11.15 06:20 | t/p | 1 | 0.10 | 2.07238 | 2.07868 | 2.07238 | 86.06 | 10086.06 |
16 | 2023.11.15 06:20 | t/p | 2 | 0.10 | 2.07238 | 2.07868 | 2.07238 | 58.61 | 10144.67 |
17 | 2023.11.15 06:20 | t/p | 3 | 0.10 | 2.07238 | 2.07868 | 2.07238 | 34.38 | 10179.05 |
18 | 2023.11.15 06:20 | t/p | 4 | 0.10 | 2.07238 | 2.07868 | 2.07238 | 20.46 | 10199.51 |
19 | 2023.11.15 18:00 | buy | 5 | 0.10 | 2.06086 | 0.00000 | 0.00000 | ||
20 | 2023.11.15 18:00 | modify | 5 | 0.10 | 2.06086 | 2.04786 | 2.07486 | ||
21 | 2023.11.16 01:20 | buy | 6 | 0.10 | 2.06952 | 0.00000 | 0.00000 | ||
22 | 2023.11.16 01:20 | modify | 6 | 0.10 | 2.06952 | 2.06506 | 2.07486 | ||
23 | 2023.11.16 01:20 | modify | 5 | 0.10 | 2.06086 | 2.06506 | 2.07486 | ||
24 | 2023.11.16 01:40 | buy | 7 | 0.10 | 2.07148 | 0.00000 | 0.00000 | ||
25 | 2023.11.16 01:40 | modify | 7 | 0.10 | 2.07148 | 2.06856 | 2.07486 | ||
26 | 2023.11.16 01:40 | modify | 6 | 0.10 | 2.06952 | 2.06856 | 2.07486 | ||
27 | 2023.11.16 01:40 | modify | 5 | 0.10 | 2.06086 | 2.06856 | 2.07486 | ||
28 | 2023.11.16 02:20 | t/p | 5 | 0.10 | 2.07486 | 2.06856 | 2.07486 | 85.31 | 10284.82 |
29 | 2023.11.16 02:20 | t/p | 6 | 0.10 | 2.07486 | 2.06856 | 2.07486 | 33.00 | 10317.82 |
30 | 2023.11.16 02:20 | t/p | 7 | 0.10 | 2.07486 | 2.06856 | 2.07486 | 20.89 | 10338.71 |
31 | 2024.02.13 14:00 | sell | 8 | 0.10 | 2.07739 | 0.00000 | 0.00000 | ||
32 | 2024.02.13 14:00 | modify | 8 | 0.10 | 2.07739 | 2.09039 | 2.06339 | ||
33 | 2024.02.14 06:20 | sell | 9 | 0.10 | 2.07316 | 0.00000 | 0.00000 | ||
34 | 2024.02.14 06:20 | modify | 9 | 0.10 | 2.07316 | 2.07599 | 2.06339 | ||
35 | 2024.02.14 06:20 | modify | 8 | 0.10 | 2.07739 | 2.07599 | 2.06339 | ||
36 | 2024.02.14 07:40 | sell | 10 | 0.10 | 2.06666 | 0.00000 | 0.00000 | ||
37 | 2024.02.14 07:40 | modify | 10 | 0.10 | 2.06666 | 2.06969 | 2.06339 | ||
38 | 2024.02.14 07:40 | modify | 9 | 0.10 | 2.07316 | 2.06969 | 2.06339 | ||
39 | 2024.02.14 07:40 | modify | 8 | 0.10 | 2.07739 | 2.06969 | 2.06339 | ||
40 | 2024.02.14 09:45 | t/p | 8 | 0.10 | 2.06339 | 2.06969 | 2.06339 | 86.31 | 10425.01 |
41 | 2024.02.14 09:45 | t/p | 9 | 0.10 | 2.06339 | 2.06969 | 2.06339 | 60.39 | 10485.40 |
42 | 2024.02.14 09:45 | t/p | 10 | 0.10 | 2.06339 | 2.06969 | 2.06339 | 20.21 | 10505.61 |
43 | 2024.05.03 13:00 | buy | 11 | 0.10 | 2.08832 | 0.00000 | 0.00000 | ||
44 | 2024.05.03 13:00 | modify | 11 | 0.10 | 2.08832 | 2.07532 | 2.10232 | ||
45 | 2024.05.06 04:20 | buy | 12 | 0.10 | 2.09274 | 0.00000 | 0.00000 | ||
46 | 2024.05.06 04:20 | modify | 12 | 0.10 | 2.09274 | 2.08972 | 2.10232 | ||
47 | 2024.05.06 04:20 | modify | 11 | 0.10 | 2.08832 | 2.08972 | 2.10232 | ||
48 | 2024.05.06 05:50 | s/l | 11 | 0.10 | 2.08972 | 2.08972 | 2.10232 | 8.25 | 10513.86 |
49 | 2024.05.06 05:50 | s/l | 12 | 0.10 | 2.08972 | 2.08972 | 2.10232 | -18.67 | 10495.19 |
50 | 2024.06.07 13:00 | sell | 13 | 0.10 | 2.07479 | 0.00000 | 0.00000 | ||
51 | 2024.06.07 13:00 | modify | 13 | 0.10 | 2.07479 | 2.08779 | 2.06079 | ||
52 | 2024.06.12 13:45 | sell | 14 | 0.10 | 2.06633 | 0.00000 | 0.00000 | ||
53 | 2024.06.12 13:45 | modify | 14 | 0.10 | 2.06633 | 2.07059 | 2.06079 | ||
54 | 2024.06.12 13:45 | modify | 13 | 0.10 | 2.07479 | 2.07059 | 2.06079 | ||
55 | 2024.06.12 15:30 | sell | 15 | 0.10 | 2.06410 | 0.00000 | 0.00000 | ||
56 | 2024.06.12 15:30 | modify | 15 | 0.10 | 2.06410 | 2.06709 | 2.06079 | ||
57 | 2024.06.12 15:30 | modify | 14 | 0.10 | 2.06633 | 2.06709 | 2.06079 | ||
58 | 2024.06.12 15:30 | modify | 13 | 0.10 | 2.07479 | 2.06709 | 2.06079 | ||
59 | 2024.06.12 16:32 | s/l | 13 | 0.10 | 2.06709 | 2.06709 | 2.06079 | 46.89 | 10542.08 |
60 | 2024.06.12 16:32 | s/l | 14 | 0.10 | 2.06709 | 2.06709 | 2.06079 | -4.70 | 10537.38 |
61 | 2024.06.12 16:32 | s/l | 15 | 0.10 | 2.06709 | 2.06709 | 2.06079 | -18.48 | 10518.90 |
62 | 2024.07.22 14:00 | sell | 16 | 0.10 | 2.16033 | 0.00000 | 0.00000 | ||
63 | 2024.07.22 14:00 | modify | 16 | 0.10 | 2.16033 | 2.17333 | 2.14633 | ||
64 | 2024.07.24 02:20 | s/l | 16 | 0.10 | 2.17333 | 2.17333 | 2.14633 | -80.82 | 10438.08 |
65 | 2024.07.30 22:00 | buy | 17 | 0.10 | 2.17360 | 0.00000 | 0.00000 | ||
66 | 2024.07.30 22:00 | modify | 17 | 0.10 | 2.17360 | 2.16060 | 2.18760 | ||
67 | 2024.07.31 13:45 | s/l | 17 | 0.10 | 2.16060 | 2.16060 | 2.18760 | -80.74 | 10357.34 |