Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.09.01 00:00 - 2024.08.30 20:59 (2023.09.01 - 2024.09.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=0; RSIHelp="------------------------------------"; RSI_Period=10; 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=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=5; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 | 13414 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 693.33 | Gross profit | 862.15 | Gross loss | -168.82 |
Profit factor | 5.11 | Expected payoff | 40.78 | ||
Absolute drawdown | 46.35 | Maximal drawdown | 165.35 (1.58%) | Relative drawdown | 1.58% (165.35) |
Total trades | 17 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 9 (77.78%) |
Profit trades (% of total) | 14 (82.35%) | Loss trades (% of total) | 3 (17.65%) | ||
Largest | profit trade | 92.75 | loss trade | -93.22 | |
Average | profit trade | 61.58 | loss trade | -56.27 | |
Maximum | consecutive wins (profit in money) | 6 (355.17) | consecutive losses (loss in money) | 1 (-93.22) | |
Maximal | consecutive profit (count of wins) | 355.17 (6) | consecutive loss (count of losses) | -93.22 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.09.05 05:00 | sell | 1 | 0.10 | 2.13382 | 0.00000 | 0.00000 | ||
2 | 2023.09.05 05:00 | modify | 1 | 0.10 | 2.13382 | 2.14882 | 2.11882 | ||
3 | 2023.09.07 08:00 | t/p | 1 | 0.10 | 2.11882 | 2.14882 | 2.11882 | 91.82 | 10091.82 |
4 | 2023.09.29 07:00 | buy | 2 | 0.10 | 2.03171 | 0.00000 | 0.00000 | ||
5 | 2023.09.29 07:00 | modify | 2 | 0.10 | 2.03171 | 2.01671 | 2.04671 | ||
6 | 2023.10.03 10:00 | t/p | 2 | 0.10 | 2.04671 | 2.01671 | 2.04671 | 91.93 | 10183.75 |
7 | 2023.11.14 06:00 | sell | 3 | 0.10 | 2.09126 | 0.00000 | 0.00000 | ||
8 | 2023.11.14 06:00 | modify | 3 | 0.10 | 2.09126 | 2.10626 | 2.07626 | ||
9 | 2023.11.14 19:00 | sell | 4 | 0.10 | 2.08209 | 0.00000 | 0.00000 | ||
10 | 2023.11.14 19:00 | modify | 4 | 0.10 | 2.08209 | 2.08676 | 2.07626 | ||
11 | 2023.11.14 19:00 | sell | 5 | 0.10 | 2.08209 | 0.00000 | 0.00000 | ||
12 | 2023.11.14 19:00 | modify | 5 | 0.10 | 2.08209 | 2.08601 | 2.07626 | ||
13 | 2023.11.14 19:00 | modify | 3 | 0.10 | 2.09126 | 2.08601 | 2.07626 | ||
14 | 2023.11.14 20:00 | modify | 4 | 0.10 | 2.08209 | 2.08601 | 2.07626 | ||
15 | 2023.11.15 03:00 | t/p | 3 | 0.10 | 2.07626 | 2.08601 | 2.07626 | 92.52 | 10276.26 |
16 | 2023.11.15 03:00 | t/p | 4 | 0.10 | 2.07626 | 2.08601 | 2.07626 | 35.82 | 10312.08 |
17 | 2023.11.15 03:00 | t/p | 5 | 0.10 | 2.07626 | 2.08601 | 2.07626 | 35.82 | 10347.89 |
18 | 2023.11.15 05:00 | buy | 6 | 0.10 | 2.07355 | 0.00000 | 0.00000 | ||
19 | 2023.11.15 05:00 | modify | 6 | 0.10 | 2.07355 | 2.05855 | 2.08855 | ||
20 | 2023.11.17 19:00 | buy | 7 | 0.10 | 2.08110 | 0.00000 | 0.00000 | ||
21 | 2023.11.17 19:00 | modify | 7 | 0.10 | 2.08110 | 2.07505 | 2.08855 | ||
22 | 2023.11.17 19:00 | modify | 6 | 0.10 | 2.07355 | 2.07505 | 2.08855 | ||
23 | 2023.11.20 01:00 | s/l | 6 | 0.10 | 2.07505 | 2.07505 | 2.08855 | 7.28 | 10355.17 |
24 | 2023.11.20 01:00 | s/l | 7 | 0.10 | 2.07505 | 2.07505 | 2.08855 | -37.80 | 10317.37 |
25 | 2023.12.12 06:00 | buy | 8 | 0.10 | 2.04268 | 0.00000 | 0.00000 | ||
26 | 2023.12.12 06:00 | modify | 8 | 0.10 | 2.04268 | 2.02768 | 2.05768 | ||
27 | 2023.12.12 16:00 | buy | 9 | 0.10 | 2.05023 | 0.00000 | 0.00000 | ||
28 | 2023.12.12 16:00 | modify | 9 | 0.10 | 2.05023 | 2.04418 | 2.05768 | ||
29 | 2023.12.12 16:00 | modify | 8 | 0.10 | 2.04268 | 2.04418 | 2.05768 | ||
30 | 2023.12.13 05:00 | t/p | 8 | 0.10 | 2.05768 | 2.04418 | 2.05768 | 92.33 | 10409.70 |
31 | 2023.12.13 05:00 | t/p | 9 | 0.10 | 2.05768 | 2.04418 | 2.05768 | 45.65 | 10455.35 |
32 | 2024.03.15 06:00 | sell | 10 | 0.10 | 2.08829 | 0.00000 | 0.00000 | ||
33 | 2024.03.15 06:00 | modify | 10 | 0.10 | 2.08829 | 2.10329 | 2.07329 | ||
34 | 2024.03.19 18:00 | s/l | 10 | 0.10 | 2.10329 | 2.10329 | 2.07329 | -93.22 | 10362.14 |
35 | 2024.04.04 06:00 | buy | 11 | 0.10 | 2.09753 | 0.00000 | 0.00000 | ||
36 | 2024.04.04 06:00 | modify | 11 | 0.10 | 2.09753 | 2.08253 | 2.11253 | ||
37 | 2024.04.15 17:00 | buy | 12 | 0.10 | 2.10519 | 0.00000 | 0.00000 | ||
38 | 2024.04.15 17:00 | modify | 12 | 0.10 | 2.10519 | 2.09903 | 2.11253 | ||
39 | 2024.04.15 17:00 | modify | 11 | 0.10 | 2.09753 | 2.09903 | 2.11253 | ||
40 | 2024.04.16 02:00 | t/p | 11 | 0.10 | 2.11253 | 2.09903 | 2.11253 | 88.73 | 10450.87 |
41 | 2024.04.16 02:00 | t/p | 12 | 0.10 | 2.11253 | 2.09903 | 2.11253 | 44.98 | 10495.85 |
42 | 2024.05.15 07:00 | buy | 13 | 0.10 | 2.07807 | 0.00000 | 0.00000 | ||
43 | 2024.05.15 07:00 | modify | 13 | 0.10 | 2.07807 | 2.06307 | 2.09307 | ||
44 | 2024.05.21 15:00 | buy | 14 | 0.10 | 2.08562 | 0.00000 | 0.00000 | ||
45 | 2024.05.21 15:00 | modify | 14 | 0.10 | 2.08562 | 2.07957 | 2.09307 | ||
46 | 2024.05.21 15:00 | modify | 13 | 0.10 | 2.07807 | 2.07957 | 2.09307 | ||
47 | 2024.05.22 03:00 | s/l | 13 | 0.10 | 2.07957 | 2.07957 | 2.09307 | 6.47 | 10502.32 |
48 | 2024.05.22 03:00 | s/l | 14 | 0.10 | 2.07957 | 2.07957 | 2.09307 | -37.80 | 10464.52 |
49 | 2024.07.24 05:00 | sell | 15 | 0.10 | 2.17740 | 0.00000 | 0.00000 | ||
50 | 2024.07.24 05:00 | modify | 15 | 0.10 | 2.17740 | 2.19240 | 2.16240 | ||
51 | 2024.07.31 14:00 | t/p | 15 | 0.10 | 2.16240 | 2.19240 | 2.16240 | 91.11 | 10555.63 |
52 | 2024.08.05 07:00 | sell | 16 | 0.10 | 2.16145 | 0.00000 | 0.00000 | ||
53 | 2024.08.05 07:00 | modify | 16 | 0.10 | 2.16145 | 2.17645 | 2.14645 | ||
54 | 2024.08.05 09:00 | sell | 17 | 0.10 | 2.15372 | 0.00000 | 0.00000 | ||
55 | 2024.08.05 09:00 | modify | 17 | 0.10 | 2.15372 | 2.15995 | 2.14645 | ||
56 | 2024.08.05 09:00 | modify | 16 | 0.10 | 2.16145 | 2.15995 | 2.14645 | ||
57 | 2024.08.05 11:00 | t/p | 16 | 0.10 | 2.14645 | 2.15995 | 2.14645 | 92.75 | 10648.38 |
58 | 2024.08.05 11:00 | t/p | 17 | 0.10 | 2.14645 | 2.15995 | 2.14645 | 44.95 | 10693.33 |