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=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 | 157687 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1235.81 | Gross profit | 1428.93 | Gross loss | -193.12 |
Profit factor | 7.40 | Expected payoff | 37.45 | ||
Absolute drawdown | 50.30 | Maximal drawdown | 196.54 (1.83%) | Relative drawdown | 1.83% (196.54) |
Total trades | 33 | Short positions (won %) | 17 (94.12%) | Long positions (won %) | 16 (75.00%) |
Profit trades (% of total) | 28 (84.85%) | Loss trades (% of total) | 5 (15.15%) | ||
Largest | profit trade | 92.71 | loss trade | -93.19 | |
Average | profit trade | 51.03 | loss trade | -38.62 | |
Maximum | consecutive wins (profit in money) | 13 (656.56) | consecutive losses (loss in money) | 3 (-62.08) | |
Maximal | consecutive profit (count of wins) | 656.56 (13) | consecutive loss (count of losses) | -93.19 (1) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | 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 | 2023.09.06 21:16 | sell | 2 | 0.10 | 2.12619 | 0.00000 | 0.00000 | ||
4 | 2023.09.06 21:16 | modify | 2 | 0.10 | 2.12619 | 2.13232 | 2.11882 | ||
5 | 2023.09.06 21:16 | modify | 1 | 0.10 | 2.13382 | 2.13232 | 2.11882 | ||
6 | 2023.09.07 05:50 | sell | 3 | 0.10 | 2.12458 | 0.00000 | 0.00000 | ||
7 | 2023.09.07 05:50 | modify | 3 | 0.10 | 2.12458 | 2.12932 | 2.11882 | ||
8 | 2023.09.07 05:50 | sell | 4 | 0.10 | 2.12458 | 0.00000 | 0.00000 | ||
9 | 2023.09.07 05:50 | modify | 4 | 0.10 | 2.12458 | 2.12857 | 2.11882 | ||
10 | 2023.09.07 05:50 | modify | 2 | 0.10 | 2.12619 | 2.12857 | 2.11882 | ||
11 | 2023.09.07 05:50 | modify | 1 | 0.10 | 2.13382 | 2.12857 | 2.11882 | ||
12 | 2023.09.07 05:52 | modify | 3 | 0.10 | 2.12458 | 2.12857 | 2.11882 | ||
13 | 2023.09.07 07:50 | t/p | 1 | 0.10 | 2.11882 | 2.12857 | 2.11882 | 91.78 | 10091.78 |
14 | 2023.09.07 07:50 | t/p | 2 | 0.10 | 2.11882 | 2.12857 | 2.11882 | 44.85 | 10136.62 |
15 | 2023.09.07 07:50 | t/p | 3 | 0.10 | 2.11882 | 2.12857 | 2.11882 | 35.60 | 10172.22 |
16 | 2023.09.07 07:50 | t/p | 4 | 0.10 | 2.11882 | 2.12857 | 2.11882 | 35.60 | 10207.82 |
17 | 2023.09.29 07:00 | buy | 5 | 0.10 | 2.03171 | 0.00000 | 0.00000 | ||
18 | 2023.09.29 07:00 | modify | 5 | 0.10 | 2.03171 | 2.01671 | 2.04671 | ||
19 | 2023.10.03 02:23 | buy | 6 | 0.10 | 2.04084 | 0.00000 | 0.00000 | ||
20 | 2023.10.03 02:23 | modify | 6 | 0.10 | 2.04084 | 2.03621 | 2.04671 | ||
21 | 2023.10.03 02:23 | buy | 7 | 0.10 | 2.04084 | 0.00000 | 0.00000 | ||
22 | 2023.10.03 02:23 | modify | 7 | 0.10 | 2.04084 | 2.03696 | 2.04671 | ||
23 | 2023.10.03 02:23 | modify | 5 | 0.10 | 2.03171 | 2.03696 | 2.04671 | ||
24 | 2023.10.03 02:26 | modify | 6 | 0.10 | 2.04084 | 2.03696 | 2.04671 | ||
25 | 2023.10.03 03:22 | buy | 8 | 0.10 | 2.03937 | 0.00000 | 0.00000 | ||
26 | 2023.10.03 03:22 | modify | 8 | 0.10 | 2.03937 | 2.03321 | 2.04671 | ||
27 | 2023.10.03 03:25 | modify | 8 | 0.10 | 2.03937 | 2.03696 | 2.04671 | ||
28 | 2023.10.03 09:32 | t/p | 5 | 0.10 | 2.04671 | 2.03696 | 2.04671 | 91.89 | 10299.71 |
29 | 2023.10.03 09:32 | t/p | 6 | 0.10 | 2.04671 | 2.03696 | 2.04671 | 36.27 | 10335.98 |
30 | 2023.10.03 09:32 | t/p | 7 | 0.10 | 2.04671 | 2.03696 | 2.04671 | 36.27 | 10372.25 |
31 | 2023.10.03 09:32 | t/p | 8 | 0.10 | 2.04671 | 2.03696 | 2.04671 | 45.35 | 10417.60 |
32 | 2023.11.14 06:00 | sell | 9 | 0.10 | 2.09126 | 0.00000 | 0.00000 | ||
33 | 2023.11.14 06:00 | modify | 9 | 0.10 | 2.09126 | 2.10626 | 2.07626 | ||
34 | 2023.11.14 15:50 | sell | 10 | 0.10 | 2.08348 | 0.00000 | 0.00000 | ||
35 | 2023.11.14 15:50 | modify | 10 | 0.10 | 2.08348 | 2.08976 | 2.07626 | ||
36 | 2023.11.14 15:50 | modify | 9 | 0.10 | 2.09126 | 2.08976 | 2.07626 | ||
37 | 2023.11.14 18:59 | sell | 11 | 0.10 | 2.08206 | 0.00000 | 0.00000 | ||
38 | 2023.11.14 18:59 | modify | 11 | 0.10 | 2.08206 | 2.08676 | 2.07626 | ||
39 | 2023.11.14 18:59 | sell | 12 | 0.10 | 2.08206 | 0.00000 | 0.00000 | ||
40 | 2023.11.14 18:59 | modify | 12 | 0.10 | 2.08206 | 2.08601 | 2.07626 | ||
41 | 2023.11.14 18:59 | modify | 10 | 0.10 | 2.08348 | 2.08601 | 2.07626 | ||
42 | 2023.11.14 18:59 | modify | 9 | 0.10 | 2.09126 | 2.08601 | 2.07626 | ||
43 | 2023.11.14 19:00 | modify | 11 | 0.10 | 2.08206 | 2.08601 | 2.07626 | ||
44 | 2023.11.15 02:45 | t/p | 9 | 0.10 | 2.07626 | 2.08601 | 2.07626 | 92.49 | 10510.09 |
45 | 2023.11.15 02:45 | t/p | 10 | 0.10 | 2.07626 | 2.08601 | 2.07626 | 44.40 | 10554.49 |
46 | 2023.11.15 02:45 | t/p | 11 | 0.10 | 2.07626 | 2.08601 | 2.07626 | 35.62 | 10590.10 |
47 | 2023.11.15 02:45 | t/p | 12 | 0.10 | 2.07626 | 2.08601 | 2.07626 | 35.62 | 10625.72 |
48 | 2023.11.15 05:00 | buy | 13 | 0.10 | 2.07355 | 0.00000 | 0.00000 | ||
49 | 2023.11.15 05:00 | modify | 13 | 0.10 | 2.07355 | 2.05855 | 2.08855 | ||
50 | 2023.11.16 23:25 | buy | 14 | 0.10 | 2.08124 | 0.00000 | 0.00000 | ||
51 | 2023.11.16 23:25 | modify | 14 | 0.10 | 2.08124 | 2.07505 | 2.08855 | ||
52 | 2023.11.16 23:25 | modify | 13 | 0.10 | 2.07355 | 2.07505 | 2.08855 | ||
53 | 2023.11.17 00:59 | buy | 15 | 0.10 | 2.08257 | 0.00000 | 0.00000 | ||
54 | 2023.11.17 00:59 | modify | 15 | 0.10 | 2.08257 | 2.07805 | 2.08855 | ||
55 | 2023.11.17 00:59 | buy | 16 | 0.10 | 2.08257 | 0.00000 | 0.00000 | ||
56 | 2023.11.17 00:59 | modify | 16 | 0.10 | 2.08257 | 2.07880 | 2.08855 | ||
57 | 2023.11.17 00:59 | modify | 14 | 0.10 | 2.08124 | 2.07880 | 2.08855 | ||
58 | 2023.11.17 00:59 | modify | 13 | 0.10 | 2.07355 | 2.07880 | 2.08855 | ||
59 | 2023.11.17 01:00 | modify | 15 | 0.10 | 2.08257 | 2.07880 | 2.08855 | ||
60 | 2023.11.17 08:20 | s/l | 13 | 0.10 | 2.07880 | 2.07880 | 2.08855 | 30.84 | 10656.56 |
61 | 2023.11.17 08:20 | s/l | 14 | 0.10 | 2.07880 | 2.07880 | 2.08855 | -15.48 | 10641.08 |
62 | 2023.11.17 08:20 | s/l | 15 | 0.10 | 2.07880 | 2.07880 | 2.08855 | -23.30 | 10617.78 |
63 | 2023.11.17 08:20 | s/l | 16 | 0.10 | 2.07880 | 2.07880 | 2.08855 | -23.30 | 10594.48 |
64 | 2023.12.12 06:00 | buy | 17 | 0.10 | 2.04268 | 0.00000 | 0.00000 | ||
65 | 2023.12.12 06:00 | modify | 17 | 0.10 | 2.04268 | 2.02768 | 2.05768 | ||
66 | 2023.12.12 14:25 | buy | 18 | 0.10 | 2.05035 | 0.00000 | 0.00000 | ||
67 | 2023.12.12 14:25 | modify | 18 | 0.10 | 2.05035 | 2.04418 | 2.05768 | ||
68 | 2023.12.12 14:25 | modify | 17 | 0.10 | 2.04268 | 2.04418 | 2.05768 | ||
69 | 2023.12.13 04:10 | t/p | 17 | 0.10 | 2.05768 | 2.04418 | 2.05768 | 92.29 | 10686.77 |
70 | 2023.12.13 04:10 | t/p | 18 | 0.10 | 2.05768 | 2.04418 | 2.05768 | 44.89 | 10731.66 |
71 | 2024.03.15 06:00 | sell | 19 | 0.10 | 2.08829 | 0.00000 | 0.00000 | ||
72 | 2024.03.15 06:00 | modify | 19 | 0.10 | 2.08829 | 2.10329 | 2.07329 | ||
73 | 2024.03.19 17:30 | s/l | 19 | 0.10 | 2.10329 | 2.10329 | 2.07329 | -93.19 | 10638.47 |
74 | 2024.04.04 06:00 | buy | 20 | 0.10 | 2.09753 | 0.00000 | 0.00000 | ||
75 | 2024.04.04 06:00 | modify | 20 | 0.10 | 2.09753 | 2.08253 | 2.11253 | ||
76 | 2024.04.15 13:40 | buy | 21 | 0.10 | 2.10507 | 0.00000 | 0.00000 | ||
77 | 2024.04.15 13:40 | modify | 21 | 0.10 | 2.10507 | 2.09903 | 2.11253 | ||
78 | 2024.04.15 13:40 | modify | 20 | 0.10 | 2.09753 | 2.09903 | 2.11253 | ||
79 | 2024.04.15 17:20 | buy | 22 | 0.10 | 2.10660 | 0.00000 | 0.00000 | ||
80 | 2024.04.15 17:20 | modify | 22 | 0.10 | 2.10660 | 2.10203 | 2.11253 | ||
81 | 2024.04.15 17:20 | buy | 23 | 0.10 | 2.10660 | 0.00000 | 0.00000 | ||
82 | 2024.04.15 17:20 | modify | 23 | 0.10 | 2.10660 | 2.10278 | 2.11253 | ||
83 | 2024.04.15 17:20 | modify | 21 | 0.10 | 2.10507 | 2.10278 | 2.11253 | ||
84 | 2024.04.15 17:20 | modify | 20 | 0.10 | 2.09753 | 2.10278 | 2.11253 | ||
85 | 2024.04.15 17:22 | modify | 22 | 0.10 | 2.10660 | 2.10278 | 2.11253 | ||
86 | 2024.04.16 01:45 | t/p | 20 | 0.10 | 2.11253 | 2.10278 | 2.11253 | 88.69 | 10727.16 |
87 | 2024.04.16 01:45 | t/p | 21 | 0.10 | 2.11253 | 2.10278 | 2.11253 | 45.70 | 10772.86 |
88 | 2024.04.16 01:45 | t/p | 22 | 0.10 | 2.11253 | 2.10278 | 2.11253 | 36.25 | 10809.11 |
89 | 2024.04.16 01:45 | t/p | 23 | 0.10 | 2.11253 | 2.10278 | 2.11253 | 36.25 | 10845.36 |
90 | 2024.05.15 07:00 | buy | 24 | 0.10 | 2.07807 | 0.00000 | 0.00000 | ||
91 | 2024.05.15 07:00 | modify | 24 | 0.10 | 2.07807 | 2.06307 | 2.09307 | ||
92 | 2024.05.21 02:25 | buy | 25 | 0.10 | 2.08563 | 0.00000 | 0.00000 | ||
93 | 2024.05.21 02:25 | modify | 25 | 0.10 | 2.08563 | 2.07957 | 2.09307 | ||
94 | 2024.05.21 02:25 | modify | 24 | 0.10 | 2.07807 | 2.07957 | 2.09307 | ||
95 | 2024.05.22 02:03 | s/l | 24 | 0.10 | 2.07957 | 2.07957 | 2.09307 | 6.47 | 10851.83 |
96 | 2024.05.22 02:03 | s/l | 25 | 0.10 | 2.07957 | 2.07957 | 2.09307 | -37.85 | 10813.98 |
97 | 2024.07.24 05:00 | sell | 26 | 0.10 | 2.17740 | 0.00000 | 0.00000 | ||
98 | 2024.07.24 05:00 | modify | 26 | 0.10 | 2.17740 | 2.19240 | 2.16240 | ||
99 | 2024.07.31 06:40 | sell | 27 | 0.10 | 2.16981 | 0.00000 | 0.00000 | ||
100 | 2024.07.31 06:40 | modify | 27 | 0.10 | 2.16981 | 2.17590 | 2.16240 | ||
101 | 2024.07.31 06:40 | modify | 26 | 0.10 | 2.17740 | 2.17590 | 2.16240 | ||
102 | 2024.07.31 06:45 | sell | 28 | 0.10 | 2.16837 | 0.00000 | 0.00000 | ||
103 | 2024.07.31 06:45 | modify | 28 | 0.10 | 2.16837 | 2.17290 | 2.16240 | ||
104 | 2024.07.31 06:45 | sell | 29 | 0.10 | 2.16837 | 0.00000 | 0.00000 | ||
105 | 2024.07.31 06:45 | modify | 29 | 0.10 | 2.16837 | 2.17215 | 2.16240 | ||
106 | 2024.07.31 06:45 | modify | 27 | 0.10 | 2.16981 | 2.17215 | 2.16240 | ||
107 | 2024.07.31 06:45 | modify | 26 | 0.10 | 2.17740 | 2.17215 | 2.16240 | ||
108 | 2024.07.31 06:47 | modify | 28 | 0.10 | 2.16837 | 2.17215 | 2.16240 | ||
109 | 2024.07.31 13:45 | t/p | 26 | 0.10 | 2.16240 | 2.17215 | 2.16240 | 91.08 | 10905.07 |
110 | 2024.07.31 13:45 | t/p | 27 | 0.10 | 2.16240 | 2.17215 | 2.16240 | 45.81 | 10950.88 |
111 | 2024.07.31 13:45 | t/p | 28 | 0.10 | 2.16240 | 2.17215 | 2.16240 | 36.90 | 10987.78 |
112 | 2024.07.31 13:45 | t/p | 29 | 0.10 | 2.16240 | 2.17215 | 2.16240 | 36.90 | 11024.68 |
113 | 2024.08.05 07:00 | sell | 30 | 0.10 | 2.16145 | 0.00000 | 0.00000 | ||
114 | 2024.08.05 07:00 | modify | 30 | 0.10 | 2.16145 | 2.17645 | 2.14645 | ||
115 | 2024.08.05 08:59 | sell | 31 | 0.10 | 2.15367 | 0.00000 | 0.00000 | ||
116 | 2024.08.05 08:59 | modify | 31 | 0.10 | 2.15367 | 2.15995 | 2.14645 | ||
117 | 2024.08.05 08:59 | modify | 30 | 0.10 | 2.16145 | 2.15995 | 2.14645 | ||
118 | 2024.08.05 09:15 | sell | 32 | 0.10 | 2.15242 | 0.00000 | 0.00000 | ||
119 | 2024.08.05 09:15 | modify | 32 | 0.10 | 2.15242 | 2.15695 | 2.14645 | ||
120 | 2024.08.05 09:15 | sell | 33 | 0.10 | 2.15242 | 0.00000 | 0.00000 | ||
121 | 2024.08.05 09:15 | modify | 33 | 0.10 | 2.15242 | 2.15620 | 2.14645 | ||
122 | 2024.08.05 09:15 | modify | 31 | 0.10 | 2.15367 | 2.15620 | 2.14645 | ||
123 | 2024.08.05 09:15 | modify | 30 | 0.10 | 2.16145 | 2.15620 | 2.14645 | ||
124 | 2024.08.05 09:17 | modify | 32 | 0.10 | 2.15242 | 2.15620 | 2.14645 | ||
125 | 2024.08.05 10:07 | t/p | 30 | 0.10 | 2.14645 | 2.15620 | 2.14645 | 92.71 | 11117.39 |
126 | 2024.08.05 10:07 | t/p | 31 | 0.10 | 2.14645 | 2.15620 | 2.14645 | 44.62 | 11162.01 |
127 | 2024.08.05 10:07 | t/p | 32 | 0.10 | 2.14645 | 2.15620 | 2.14645 | 36.90 | 11198.91 |
128 | 2024.08.05 10:07 | t/p | 33 | 0.10 | 2.14645 | 2.15620 | 2.14645 | 36.90 | 11235.81 |