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=1; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=11; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=110; IT_TakeProfit=100; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=15; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=2; 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 | 2606 | Ticks modelled | 4212 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 225.50 | Gross profit | 416.59 | Gross loss | -191.09 |
Profit factor | 2.18 | Expected payoff | 14.09 | ||
Absolute drawdown | 12.22 | Maximal drawdown | 146.79 (1.43%) | Relative drawdown | 1.43% (146.79) |
Total trades | 16 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 12 (66.67%) |
Profit trades (% of total) | 10 (62.50%) | Loss trades (% of total) | 6 (37.50%) | ||
Largest | profit trade | 61.80 | loss trade | -70.77 | |
Average | profit trade | 41.66 | loss trade | -31.85 | |
Maximum | consecutive wins (profit in money) | 4 (207.68) | consecutive losses (loss in money) | 2 (-93.13) | |
Maximal | consecutive profit (count of wins) | 207.68 (4) | consecutive loss (count of losses) | -93.13 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.22 12:00 | buy | 1 | 0.10 | 2.05274 | 0.00000 | 0.00000 | ||
2 | 2023.09.22 12:00 | modify | 1 | 0.10 | 2.05274 | 2.04174 | 2.06274 | ||
3 | 2023.09.25 04:00 | buy | 2 | 0.10 | 2.05829 | 0.00000 | 0.00000 | ||
4 | 2023.09.25 04:00 | modify | 2 | 0.10 | 2.05829 | 2.05674 | 2.06274 | ||
5 | 2023.09.25 04:00 | modify | 1 | 0.10 | 2.05274 | 2.05674 | 2.06274 | ||
6 | 2023.09.25 08:00 | s/l | 1 | 0.10 | 2.05674 | 2.05674 | 2.06274 | 24.32 | 10024.32 |
7 | 2023.09.25 08:00 | s/l | 2 | 0.10 | 2.05674 | 2.05674 | 2.06274 | -9.58 | 10014.74 |
8 | 2023.11.15 12:00 | buy | 3 | 0.10 | 2.06448 | 0.00000 | 0.00000 | ||
9 | 2023.11.15 12:00 | modify | 3 | 0.10 | 2.06448 | 2.05348 | 2.07448 | ||
10 | 2023.11.16 04:00 | t/p | 3 | 0.10 | 2.07448 | 2.05348 | 2.07448 | 60.59 | 10075.33 |
11 | 2023.11.29 04:00 | buy | 4 | 0.10 | 2.05355 | 0.00000 | 0.00000 | ||
12 | 2023.11.29 04:00 | modify | 4 | 0.10 | 2.05355 | 2.04255 | 2.06355 | ||
13 | 2023.11.29 16:00 | t/p | 4 | 0.10 | 2.06355 | 2.04255 | 2.06355 | 61.79 | 10137.12 |
14 | 2023.12.14 04:00 | buy | 5 | 0.10 | 2.02729 | 0.00000 | 0.00000 | ||
15 | 2023.12.14 04:00 | modify | 5 | 0.10 | 2.02729 | 2.01629 | 2.03729 | ||
16 | 2023.12.14 12:00 | t/p | 5 | 0.10 | 2.03729 | 2.01629 | 2.03729 | 61.78 | 10198.90 |
17 | 2023.12.20 08:00 | buy | 6 | 0.10 | 2.01612 | 0.00000 | 0.00000 | ||
18 | 2023.12.20 08:00 | modify | 6 | 0.10 | 2.01612 | 2.00512 | 2.02612 | ||
19 | 2023.12.21 00:00 | buy | 7 | 0.10 | 2.02165 | 0.00000 | 0.00000 | ||
20 | 2023.12.21 00:00 | modify | 7 | 0.10 | 2.02165 | 2.02012 | 2.02612 | ||
21 | 2023.12.21 00:00 | modify | 6 | 0.10 | 2.01612 | 2.02012 | 2.02612 | ||
22 | 2023.12.21 04:00 | s/l | 6 | 0.10 | 2.02012 | 2.02012 | 2.02612 | 23.52 | 10222.42 |
23 | 2023.12.21 04:00 | s/l | 7 | 0.10 | 2.02012 | 2.02012 | 2.02612 | -9.45 | 10212.97 |
24 | 2024.02.28 04:00 | sell | 8 | 0.10 | 2.07395 | 0.00000 | 0.00000 | ||
25 | 2024.02.28 04:00 | modify | 8 | 0.10 | 2.07395 | 2.08495 | 2.06395 | ||
26 | 2024.03.03 20:00 | sell | 9 | 0.10 | 2.06887 | 0.00000 | 0.00000 | ||
27 | 2024.03.03 20:00 | modify | 9 | 0.10 | 2.06887 | 2.07245 | 2.06395 | ||
28 | 2024.03.03 20:00 | modify | 8 | 0.10 | 2.07395 | 2.07245 | 2.06395 | ||
29 | 2024.03.04 00:00 | s/l | 8 | 0.10 | 2.07245 | 2.07245 | 2.06395 | 8.10 | 10221.07 |
30 | 2024.03.04 00:00 | s/l | 9 | 0.10 | 2.07245 | 2.07245 | 2.06395 | -22.36 | 10198.71 |
31 | 2024.05.03 16:00 | buy | 10 | 0.10 | 2.08510 | 0.00000 | 0.00000 | ||
32 | 2024.05.03 16:00 | modify | 10 | 0.10 | 2.08510 | 2.07410 | 2.09510 | ||
33 | 2024.05.10 00:00 | s/l | 10 | 0.10 | 2.07410 | 2.07410 | 2.09510 | -70.77 | 10127.94 |
34 | 2024.08.01 16:00 | buy | 11 | 0.10 | 2.14249 | 0.00000 | 0.00000 | ||
35 | 2024.08.01 16:00 | modify | 11 | 0.10 | 2.14249 | 2.13149 | 2.15249 | ||
36 | 2024.08.02 20:00 | buy | 12 | 0.10 | 2.14767 | 0.00000 | 0.00000 | ||
37 | 2024.08.02 20:00 | modify | 12 | 0.10 | 2.14767 | 2.14399 | 2.15249 | ||
38 | 2024.08.02 20:00 | modify | 11 | 0.10 | 2.14249 | 2.14399 | 2.15249 | ||
39 | 2024.08.05 00:00 | t/p | 11 | 0.10 | 2.15249 | 2.14399 | 2.15249 | 60.99 | 10188.93 |
40 | 2024.08.05 00:00 | t/p | 12 | 0.10 | 2.15249 | 2.14399 | 2.15249 | 29.38 | 10218.31 |
41 | 2024.08.05 08:00 | sell | 13 | 0.10 | 2.15875 | 0.00000 | 0.00000 | ||
42 | 2024.08.05 08:00 | modify | 13 | 0.10 | 2.15875 | 2.16975 | 2.14875 | ||
43 | 2024.08.05 12:00 | t/p | 13 | 0.10 | 2.14875 | 2.16975 | 2.14875 | 61.80 | 10280.11 |
44 | 2024.08.14 04:00 | sell | 14 | 0.10 | 2.13787 | 0.00000 | 0.00000 | ||
45 | 2024.08.14 04:00 | modify | 14 | 0.10 | 2.13787 | 2.14887 | 2.12787 | ||
46 | 2024.08.16 00:00 | s/l | 14 | 0.10 | 2.14887 | 2.14887 | 2.12787 | -68.91 | 10211.19 |
47 | 2024.08.29 04:00 | buy | 15 | 0.10 | 2.10080 | 0.00000 | 0.00000 | ||
48 | 2024.08.29 04:00 | modify | 15 | 0.10 | 2.10080 | 2.08980 | 2.11080 | ||
49 | 2024.08.30 08:00 | buy | 16 | 0.10 | 2.10642 | 0.00000 | 0.00000 | ||
50 | 2024.08.30 08:00 | modify | 16 | 0.10 | 2.10642 | 2.10480 | 2.11080 | ||
51 | 2024.08.30 08:00 | modify | 15 | 0.10 | 2.10080 | 2.10480 | 2.11080 | ||
52 | 2024.08.30 12:00 | s/l | 15 | 0.10 | 2.10480 | 2.10480 | 2.11080 | 24.32 | 10235.51 |
53 | 2024.08.30 12:00 | s/l | 16 | 0.10 | 2.10480 | 2.10480 | 2.11080 | -10.01 | 10225.50 |