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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 6507 | Ticks modelled | 29514974 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 315.77 | Gross profit | 453.01 | Gross loss | -137.24 |
Profit factor | 3.30 | Expected payoff | 19.74 | ||
Absolute drawdown | 13.04 | Maximal drawdown | 168.28 (1.61%) | Relative drawdown | 1.61% (168.28) |
Total trades | 16 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 8 (75.00%) |
Profit trades (% of total) | 11 (68.75%) | Loss trades (% of total) | 5 (31.25%) | ||
Largest | profit trade | 86.30 | loss trade | -80.82 | |
Average | profit trade | 41.18 | loss trade | -27.45 | |
Maximum | consecutive wins (profit in money) | 8 (376.72) | consecutive losses (loss in money) | 3 (-102.52) | |
Maximal | consecutive profit (count of wins) | 376.72 (8) | consecutive loss (count of losses) | -102.52 (3) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.15 18:00 | buy | 1 | 0.10 | 2.06086 | 0.00000 | 0.00000 | ||
2 | 2023.11.15 18:00 | modify | 1 | 0.10 | 2.06086 | 2.04786 | 2.07486 | ||
3 | 2023.11.16 00:39 | buy | 2 | 0.10 | 2.06506 | 0.00000 | 0.00000 | ||
4 | 2023.11.16 00:39 | modify | 2 | 0.10 | 2.06506 | 2.06226 | 2.07486 | ||
5 | 2023.11.16 00:39 | modify | 1 | 0.10 | 2.06086 | 2.06226 | 2.07486 | ||
6 | 2023.11.16 01:29 | buy | 3 | 0.10 | 2.06952 | 0.00000 | 0.00000 | ||
7 | 2023.11.16 01:29 | modify | 3 | 0.10 | 2.06952 | 2.06506 | 2.07486 | ||
8 | 2023.11.16 01:29 | modify | 2 | 0.10 | 2.06506 | 2.06506 | 2.07486 | ||
9 | 2023.11.16 01:29 | modify | 1 | 0.10 | 2.06086 | 2.06506 | 2.07486 | ||
10 | 2023.11.16 01:50 | buy | 4 | 0.10 | 2.07142 | 0.00000 | 0.00000 | ||
11 | 2023.11.16 01:50 | modify | 4 | 0.10 | 2.07142 | 2.06856 | 2.07486 | ||
12 | 2023.11.16 01:50 | modify | 3 | 0.10 | 2.06952 | 2.06856 | 2.07486 | ||
13 | 2023.11.16 01:50 | modify | 2 | 0.10 | 2.06506 | 2.06856 | 2.07486 | ||
14 | 2023.11.16 01:50 | modify | 1 | 0.10 | 2.06086 | 2.06856 | 2.07486 | ||
15 | 2023.11.16 02:11 | t/p | 1 | 0.10 | 2.07486 | 2.06856 | 2.07486 | 85.30 | 10085.30 |
16 | 2023.11.16 02:11 | t/p | 2 | 0.10 | 2.07486 | 2.06856 | 2.07486 | 60.55 | 10145.85 |
17 | 2023.11.16 02:11 | t/p | 3 | 0.10 | 2.07486 | 2.06856 | 2.07486 | 32.99 | 10178.84 |
18 | 2023.11.16 02:11 | t/p | 4 | 0.10 | 2.07486 | 2.06856 | 2.07486 | 21.25 | 10200.09 |
19 | 2024.02.13 14:00 | sell | 5 | 0.10 | 2.07739 | 0.00000 | 0.00000 | ||
20 | 2024.02.13 14:00 | modify | 5 | 0.10 | 2.07739 | 2.09039 | 2.06339 | ||
21 | 2024.02.14 06:10 | sell | 6 | 0.10 | 2.07318 | 0.00000 | 0.00000 | ||
22 | 2024.02.14 06:10 | modify | 6 | 0.10 | 2.07318 | 2.07599 | 2.06339 | ||
23 | 2024.02.14 06:10 | modify | 5 | 0.10 | 2.07739 | 2.07599 | 2.06339 | ||
24 | 2024.02.14 07:00 | sell | 7 | 0.10 | 2.06688 | 0.00000 | 0.00000 | ||
25 | 2024.02.14 07:00 | modify | 7 | 0.10 | 2.06688 | 2.06969 | 2.06339 | ||
26 | 2024.02.14 07:00 | modify | 6 | 0.10 | 2.07318 | 2.06969 | 2.06339 | ||
27 | 2024.02.14 07:00 | modify | 5 | 0.10 | 2.07739 | 2.06969 | 2.06339 | ||
28 | 2024.02.14 09:46 | t/p | 5 | 0.10 | 2.06339 | 2.06969 | 2.06339 | 86.30 | 10286.39 |
29 | 2024.02.14 09:46 | t/p | 6 | 0.10 | 2.06339 | 2.06969 | 2.06339 | 60.51 | 10346.90 |
30 | 2024.02.14 09:46 | t/p | 7 | 0.10 | 2.06339 | 2.06969 | 2.06339 | 21.57 | 10368.47 |
31 | 2024.05.03 13:00 | buy | 8 | 0.10 | 2.08832 | 0.00000 | 0.00000 | ||
32 | 2024.05.03 13:00 | modify | 8 | 0.10 | 2.08832 | 2.07532 | 2.10232 | ||
33 | 2024.05.06 04:22 | buy | 9 | 0.10 | 2.09253 | 0.00000 | 0.00000 | ||
34 | 2024.05.06 04:22 | modify | 9 | 0.10 | 2.09253 | 2.08972 | 2.10232 | ||
35 | 2024.05.06 04:22 | modify | 8 | 0.10 | 2.08832 | 2.08972 | 2.10232 | ||
36 | 2024.05.06 05:37 | s/l | 8 | 0.10 | 2.08972 | 2.08972 | 2.10232 | 8.25 | 10376.72 |
37 | 2024.05.06 05:37 | s/l | 9 | 0.10 | 2.08972 | 2.08972 | 2.10232 | -17.36 | 10359.36 |
38 | 2024.06.07 13:00 | sell | 10 | 0.10 | 2.07479 | 0.00000 | 0.00000 | ||
39 | 2024.06.07 13:00 | modify | 10 | 0.10 | 2.07479 | 2.08779 | 2.06079 | ||
40 | 2024.06.12 12:30 | sell | 11 | 0.10 | 2.07051 | 0.00000 | 0.00000 | ||
41 | 2024.06.12 12:30 | modify | 11 | 0.10 | 2.07051 | 2.07339 | 2.06079 | ||
42 | 2024.06.12 12:30 | modify | 10 | 0.10 | 2.07479 | 2.07339 | 2.06079 | ||
43 | 2024.06.12 13:43 | sell | 12 | 0.10 | 2.06638 | 0.00000 | 0.00000 | ||
44 | 2024.06.12 13:43 | modify | 12 | 0.10 | 2.06638 | 2.07059 | 2.06079 | ||
45 | 2024.06.12 13:43 | modify | 11 | 0.10 | 2.07051 | 2.07059 | 2.06079 | ||
46 | 2024.06.12 13:43 | modify | 10 | 0.10 | 2.07479 | 2.07059 | 2.06079 | ||
47 | 2024.06.12 15:16 | sell | 13 | 0.10 | 2.06429 | 0.00000 | 0.00000 | ||
48 | 2024.06.12 15:16 | modify | 13 | 0.10 | 2.06429 | 2.06709 | 2.06079 | ||
49 | 2024.06.12 15:16 | modify | 12 | 0.10 | 2.06638 | 2.06709 | 2.06079 | ||
50 | 2024.06.12 15:16 | modify | 11 | 0.10 | 2.07051 | 2.06709 | 2.06079 | ||
51 | 2024.06.12 15:16 | modify | 10 | 0.10 | 2.07479 | 2.06709 | 2.06079 | ||
52 | 2024.06.12 16:32 | s/l | 10 | 0.10 | 2.06709 | 2.06709 | 2.06079 | 46.89 | 10406.25 |
53 | 2024.06.12 16:32 | s/l | 11 | 0.10 | 2.06709 | 2.06709 | 2.06079 | 21.14 | 10427.39 |
54 | 2024.06.12 16:32 | s/l | 12 | 0.10 | 2.06709 | 2.06709 | 2.06079 | -4.39 | 10423.00 |
55 | 2024.06.12 16:32 | s/l | 13 | 0.10 | 2.06709 | 2.06709 | 2.06079 | -17.31 | 10405.69 |
56 | 2024.07.22 14:00 | sell | 14 | 0.10 | 2.16033 | 0.00000 | 0.00000 | ||
57 | 2024.07.22 14:00 | modify | 14 | 0.10 | 2.16033 | 2.17333 | 2.14633 | ||
58 | 2024.07.24 02:29 | s/l | 14 | 0.10 | 2.17333 | 2.17333 | 2.14633 | -80.82 | 10324.87 |
59 | 2024.07.30 22:00 | buy | 15 | 0.10 | 2.17360 | 0.00000 | 0.00000 | ||
60 | 2024.07.30 22:00 | modify | 15 | 0.10 | 2.17360 | 2.16060 | 2.18760 | ||
61 | 2024.07.31 01:30 | buy | 16 | 0.10 | 2.17781 | 0.00000 | 0.00000 | ||
62 | 2024.07.31 01:30 | modify | 16 | 0.10 | 2.17781 | 2.17500 | 2.18760 | ||
63 | 2024.07.31 01:30 | modify | 15 | 0.10 | 2.17360 | 2.17500 | 2.18760 | ||
64 | 2024.07.31 01:34 | s/l | 15 | 0.10 | 2.17500 | 2.17500 | 2.18760 | 8.26 | 10333.13 |
65 | 2024.07.31 01:34 | s/l | 16 | 0.10 | 2.17500 | 2.17500 | 2.18760 | -17.36 | 10315.77 |