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=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 | 6507 | Ticks modelled | 29514974 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 504.96 | Gross profit | 975.53 | Gross loss | -470.57 |
Profit factor | 2.07 | Expected payoff | 14.03 | ||
Absolute drawdown | 56.67 | Maximal drawdown | 310.79 (2.94%) | Relative drawdown | 2.94% (310.79) |
Total trades | 36 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 19 (57.89%) |
Profit trades (% of total) | 21 (58.33%) | Loss trades (% of total) | 15 (41.67%) | ||
Largest | profit trade | 92.70 | loss trade | -93.88 | |
Average | profit trade | 46.45 | loss trade | -31.37 | |
Maximum | consecutive wins (profit in money) | 9 (452.21) | consecutive losses (loss in money) | 4 (-156.00) | |
Maximal | consecutive profit (count of wins) | 452.21 (9) | consecutive loss (count of losses) | -156.00 (4) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | 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 13:51 | sell | 2 | 0.10 | 2.12631 | 0.00000 | 0.00000 | ||
4 | 2023.09.06 13:51 | modify | 2 | 0.10 | 2.12631 | 2.13232 | 2.11882 | ||
5 | 2023.09.06 13:51 | modify | 1 | 0.10 | 2.13382 | 2.13232 | 2.11882 | ||
6 | 2023.09.06 14:00 | sell | 3 | 0.10 | 2.12471 | 0.00000 | 0.00000 | ||
7 | 2023.09.06 14:00 | modify | 3 | 0.10 | 2.12471 | 2.12932 | 2.11882 | ||
8 | 2023.09.06 14:00 | sell | 4 | 0.10 | 2.12471 | 0.00000 | 0.00000 | ||
9 | 2023.09.06 14:00 | modify | 4 | 0.10 | 2.12471 | 2.12857 | 2.11882 | ||
10 | 2023.09.06 14:00 | modify | 2 | 0.10 | 2.12631 | 2.12857 | 2.11882 | ||
11 | 2023.09.06 14:00 | modify | 1 | 0.10 | 2.13382 | 2.12857 | 2.11882 | ||
12 | 2023.09.06 14:00 | modify | 3 | 0.10 | 2.12471 | 2.12857 | 2.11882 | ||
13 | 2023.09.06 14:00 | s/l | 1 | 0.10 | 2.12857 | 2.12857 | 2.11882 | 32.21 | 10032.21 |
14 | 2023.09.06 14:00 | s/l | 2 | 0.10 | 2.12857 | 2.12857 | 2.11882 | -13.97 | 10018.24 |
15 | 2023.09.06 14:00 | s/l | 3 | 0.10 | 2.12857 | 2.12857 | 2.11882 | -23.86 | 9994.38 |
16 | 2023.09.06 14:00 | s/l | 4 | 0.10 | 2.12857 | 2.12857 | 2.11882 | -23.86 | 9970.52 |
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 01:52 | buy | 6 | 0.10 | 2.03925 | 0.00000 | 0.00000 | ||
20 | 2023.10.03 01:52 | modify | 6 | 0.10 | 2.03925 | 2.03321 | 2.04671 | ||
21 | 2023.10.03 01:52 | modify | 5 | 0.10 | 2.03171 | 2.03321 | 2.04671 | ||
22 | 2023.10.03 02:22 | buy | 7 | 0.10 | 2.04089 | 0.00000 | 0.00000 | ||
23 | 2023.10.03 02:22 | modify | 7 | 0.10 | 2.04089 | 2.03621 | 2.04671 | ||
24 | 2023.10.03 02:22 | buy | 8 | 0.10 | 2.04089 | 0.00000 | 0.00000 | ||
25 | 2023.10.03 02:22 | modify | 8 | 0.10 | 2.04089 | 2.03696 | 2.04671 | ||
26 | 2023.10.03 02:22 | modify | 6 | 0.10 | 2.03925 | 2.03696 | 2.04671 | ||
27 | 2023.10.03 02:22 | modify | 5 | 0.10 | 2.03171 | 2.03696 | 2.04671 | ||
28 | 2023.10.03 02:22 | modify | 7 | 0.10 | 2.04089 | 2.03696 | 2.04671 | ||
29 | 2023.10.03 09:30 | t/p | 5 | 0.10 | 2.04671 | 2.03696 | 2.04671 | 91.89 | 10062.41 |
30 | 2023.10.03 09:30 | t/p | 6 | 0.10 | 2.04671 | 2.03696 | 2.04671 | 46.10 | 10108.51 |
31 | 2023.10.03 09:30 | t/p | 7 | 0.10 | 2.04671 | 2.03696 | 2.04671 | 35.97 | 10144.48 |
32 | 2023.10.03 09:30 | t/p | 8 | 0.10 | 2.04671 | 2.03696 | 2.04671 | 35.97 | 10180.45 |
33 | 2023.11.14 06:00 | sell | 9 | 0.10 | 2.09126 | 0.00000 | 0.00000 | ||
34 | 2023.11.14 06:00 | modify | 9 | 0.10 | 2.09126 | 2.10626 | 2.07626 | ||
35 | 2023.11.14 13:36 | sell | 10 | 0.10 | 2.08366 | 0.00000 | 0.00000 | ||
36 | 2023.11.14 13:36 | modify | 10 | 0.10 | 2.08366 | 2.08976 | 2.07626 | ||
37 | 2023.11.14 13:36 | modify | 9 | 0.10 | 2.09126 | 2.08976 | 2.07626 | ||
38 | 2023.11.14 18:52 | sell | 11 | 0.10 | 2.08224 | 0.00000 | 0.00000 | ||
39 | 2023.11.14 18:52 | modify | 11 | 0.10 | 2.08224 | 2.08676 | 2.07626 | ||
40 | 2023.11.14 18:52 | sell | 12 | 0.10 | 2.08224 | 0.00000 | 0.00000 | ||
41 | 2023.11.14 18:52 | modify | 12 | 0.10 | 2.08224 | 2.08601 | 2.07626 | ||
42 | 2023.11.14 18:52 | modify | 10 | 0.10 | 2.08366 | 2.08601 | 2.07626 | ||
43 | 2023.11.14 18:52 | modify | 9 | 0.10 | 2.09126 | 2.08601 | 2.07626 | ||
44 | 2023.11.14 18:52 | modify | 11 | 0.10 | 2.08224 | 2.08601 | 2.07626 | ||
45 | 2023.11.15 02:45 | t/p | 9 | 0.10 | 2.07626 | 2.08601 | 2.07626 | 92.48 | 10272.92 |
46 | 2023.11.15 02:45 | t/p | 10 | 0.10 | 2.07626 | 2.08601 | 2.07626 | 45.51 | 10318.43 |
47 | 2023.11.15 02:45 | t/p | 11 | 0.10 | 2.07626 | 2.08601 | 2.07626 | 36.73 | 10355.16 |
48 | 2023.11.15 02:45 | t/p | 12 | 0.10 | 2.07626 | 2.08601 | 2.07626 | 36.73 | 10391.88 |
49 | 2023.11.15 05:00 | buy | 13 | 0.10 | 2.07355 | 0.00000 | 0.00000 | ||
50 | 2023.11.15 05:00 | modify | 13 | 0.10 | 2.07355 | 2.05855 | 2.08855 | ||
51 | 2023.11.16 23:17 | buy | 14 | 0.10 | 2.08108 | 0.00000 | 0.00000 | ||
52 | 2023.11.16 23:17 | modify | 14 | 0.10 | 2.08108 | 2.07505 | 2.08855 | ||
53 | 2023.11.16 23:17 | modify | 13 | 0.10 | 2.07355 | 2.07505 | 2.08855 | ||
54 | 2023.11.17 00:16 | buy | 15 | 0.10 | 2.08260 | 0.00000 | 0.00000 | ||
55 | 2023.11.17 00:16 | modify | 15 | 0.10 | 2.08260 | 2.07805 | 2.08855 | ||
56 | 2023.11.17 00:16 | buy | 16 | 0.10 | 2.08260 | 0.00000 | 0.00000 | ||
57 | 2023.11.17 00:16 | modify | 16 | 0.10 | 2.08260 | 2.07880 | 2.08855 | ||
58 | 2023.11.17 00:16 | modify | 14 | 0.10 | 2.08108 | 2.07880 | 2.08855 | ||
59 | 2023.11.17 00:16 | modify | 13 | 0.10 | 2.07355 | 2.07880 | 2.08855 | ||
60 | 2023.11.17 00:16 | modify | 15 | 0.10 | 2.08260 | 2.07880 | 2.08855 | ||
61 | 2023.11.17 08:22 | s/l | 13 | 0.10 | 2.07880 | 2.07880 | 2.08855 | 30.84 | 10422.72 |
62 | 2023.11.17 08:22 | s/l | 14 | 0.10 | 2.07880 | 2.07880 | 2.08855 | -14.49 | 10408.23 |
63 | 2023.11.17 08:22 | s/l | 15 | 0.10 | 2.07880 | 2.07880 | 2.08855 | -23.48 | 10384.75 |
64 | 2023.11.17 08:22 | s/l | 16 | 0.10 | 2.07880 | 2.07880 | 2.08855 | -23.48 | 10361.27 |
65 | 2023.12.12 06:00 | buy | 17 | 0.10 | 2.04268 | 0.00000 | 0.00000 | ||
66 | 2023.12.12 06:00 | modify | 17 | 0.10 | 2.04268 | 2.02768 | 2.05768 | ||
67 | 2023.12.12 13:42 | buy | 18 | 0.10 | 2.05025 | 0.00000 | 0.00000 | ||
68 | 2023.12.12 13:42 | modify | 18 | 0.10 | 2.05025 | 2.04418 | 2.05768 | ||
69 | 2023.12.12 13:42 | modify | 17 | 0.10 | 2.04268 | 2.04418 | 2.05768 | ||
70 | 2023.12.13 01:43 | buy | 19 | 0.10 | 2.05169 | 0.00000 | 0.00000 | ||
71 | 2023.12.13 01:43 | modify | 19 | 0.10 | 2.05169 | 2.04718 | 2.05768 | ||
72 | 2023.12.13 01:43 | buy | 20 | 0.10 | 2.05169 | 0.00000 | 0.00000 | ||
73 | 2023.12.13 01:43 | modify | 20 | 0.10 | 2.05169 | 2.04793 | 2.05768 | ||
74 | 2023.12.13 01:43 | modify | 18 | 0.10 | 2.05025 | 2.04793 | 2.05768 | ||
75 | 2023.12.13 01:43 | modify | 17 | 0.10 | 2.04268 | 2.04793 | 2.05768 | ||
76 | 2023.12.13 01:43 | modify | 19 | 0.10 | 2.05169 | 2.04793 | 2.05768 | ||
77 | 2023.12.13 04:17 | t/p | 17 | 0.10 | 2.05768 | 2.04793 | 2.05768 | 92.29 | 10453.56 |
78 | 2023.12.13 04:17 | t/p | 18 | 0.10 | 2.05768 | 2.04793 | 2.05768 | 45.52 | 10499.08 |
79 | 2023.12.13 04:17 | t/p | 19 | 0.10 | 2.05768 | 2.04793 | 2.05768 | 37.02 | 10536.10 |
80 | 2023.12.13 04:17 | t/p | 20 | 0.10 | 2.05768 | 2.04793 | 2.05768 | 37.02 | 10573.12 |
81 | 2024.03.15 06:00 | sell | 21 | 0.10 | 2.08829 | 0.00000 | 0.00000 | ||
82 | 2024.03.15 06:00 | modify | 21 | 0.10 | 2.08829 | 2.10329 | 2.07329 | ||
83 | 2024.03.19 17:30 | s/l | 21 | 0.10 | 2.10329 | 2.10329 | 2.07329 | -93.17 | 10479.95 |
84 | 2024.04.04 06:00 | buy | 22 | 0.10 | 2.09753 | 0.00000 | 0.00000 | ||
85 | 2024.04.04 06:00 | modify | 22 | 0.10 | 2.09753 | 2.08253 | 2.11253 | ||
86 | 2024.04.15 13:40 | buy | 23 | 0.10 | 2.10505 | 0.00000 | 0.00000 | ||
87 | 2024.04.15 13:40 | modify | 23 | 0.10 | 2.10505 | 2.09903 | 2.11253 | ||
88 | 2024.04.15 13:40 | modify | 22 | 0.10 | 2.09753 | 2.09903 | 2.11253 | ||
89 | 2024.04.15 14:10 | buy | 24 | 0.10 | 2.10655 | 0.00000 | 0.00000 | ||
90 | 2024.04.15 14:10 | modify | 24 | 0.10 | 2.10655 | 2.10203 | 2.11253 | ||
91 | 2024.04.15 14:10 | buy | 25 | 0.10 | 2.10655 | 0.00000 | 0.00000 | ||
92 | 2024.04.15 14:10 | modify | 25 | 0.10 | 2.10655 | 2.10278 | 2.11253 | ||
93 | 2024.04.15 14:10 | modify | 23 | 0.10 | 2.10505 | 2.10278 | 2.11253 | ||
94 | 2024.04.15 14:10 | modify | 22 | 0.10 | 2.09753 | 2.10278 | 2.11253 | ||
95 | 2024.04.15 14:10 | modify | 24 | 0.10 | 2.10655 | 2.10278 | 2.11253 | ||
96 | 2024.04.15 15:54 | s/l | 22 | 0.10 | 2.10278 | 2.10278 | 2.11253 | 28.84 | 10508.80 |
97 | 2024.04.15 15:54 | s/l | 23 | 0.10 | 2.10278 | 2.10278 | 2.11253 | -14.02 | 10494.78 |
98 | 2024.04.15 15:54 | s/l | 24 | 0.10 | 2.10278 | 2.10278 | 2.11253 | -23.29 | 10471.49 |
99 | 2024.04.15 15:54 | s/l | 25 | 0.10 | 2.10278 | 2.10278 | 2.11253 | -23.29 | 10448.20 |
100 | 2024.05.15 07:00 | buy | 26 | 0.10 | 2.07807 | 0.00000 | 0.00000 | ||
101 | 2024.05.15 07:00 | modify | 26 | 0.10 | 2.07807 | 2.06307 | 2.09307 | ||
102 | 2024.05.21 02:13 | buy | 27 | 0.10 | 2.08560 | 0.00000 | 0.00000 | ||
103 | 2024.05.21 02:13 | modify | 27 | 0.10 | 2.08560 | 2.07957 | 2.09307 | ||
104 | 2024.05.21 02:13 | modify | 26 | 0.10 | 2.07807 | 2.07957 | 2.09307 | ||
105 | 2024.05.22 02:00 | s/l | 26 | 0.10 | 2.07957 | 2.07957 | 2.09307 | 6.47 | 10454.67 |
106 | 2024.05.22 02:00 | s/l | 27 | 0.10 | 2.07957 | 2.07957 | 2.09307 | -37.66 | 10417.01 |
107 | 2024.07.24 05:00 | sell | 28 | 0.10 | 2.17740 | 0.00000 | 0.00000 | ||
108 | 2024.07.24 05:00 | modify | 28 | 0.10 | 2.17740 | 2.19240 | 2.16240 | ||
109 | 2024.07.31 01:37 | sell | 29 | 0.10 | 2.16982 | 0.00000 | 0.00000 | ||
110 | 2024.07.31 01:37 | modify | 29 | 0.10 | 2.16982 | 2.17590 | 2.16240 | ||
111 | 2024.07.31 01:37 | modify | 28 | 0.10 | 2.17740 | 2.17590 | 2.16240 | ||
112 | 2024.07.31 01:38 | sell | 30 | 0.10 | 2.16829 | 0.00000 | 0.00000 | ||
113 | 2024.07.31 01:38 | modify | 30 | 0.10 | 2.16829 | 2.17290 | 2.16240 | ||
114 | 2024.07.31 01:38 | sell | 31 | 0.10 | 2.16829 | 0.00000 | 0.00000 | ||
115 | 2024.07.31 01:38 | modify | 31 | 0.10 | 2.16829 | 2.17215 | 2.16240 | ||
116 | 2024.07.31 01:38 | modify | 29 | 0.10 | 2.16982 | 2.17215 | 2.16240 | ||
117 | 2024.07.31 01:38 | modify | 28 | 0.10 | 2.17740 | 2.17215 | 2.16240 | ||
118 | 2024.07.31 01:38 | modify | 30 | 0.10 | 2.16829 | 2.17215 | 2.16240 | ||
119 | 2024.07.31 01:38 | s/l | 28 | 0.10 | 2.17215 | 2.17215 | 2.16240 | 30.80 | 10447.81 |
120 | 2024.07.31 01:38 | s/l | 29 | 0.10 | 2.17215 | 2.17215 | 2.16240 | -14.40 | 10433.41 |
121 | 2024.07.31 01:38 | s/l | 30 | 0.10 | 2.17215 | 2.17215 | 2.16240 | -23.86 | 10409.55 |
122 | 2024.07.31 01:38 | s/l | 31 | 0.10 | 2.17215 | 2.17215 | 2.16240 | -23.86 | 10385.69 |
123 | 2024.07.31 07:00 | buy | 32 | 0.10 | 2.16724 | 0.00000 | 0.00000 | ||
124 | 2024.07.31 07:00 | modify | 32 | 0.10 | 2.16724 | 2.15224 | 2.18224 | ||
125 | 2024.08.01 06:50 | s/l | 32 | 0.10 | 2.15224 | 2.15224 | 2.18224 | -93.88 | 10291.81 |
126 | 2024.08.05 07:00 | sell | 33 | 0.10 | 2.16145 | 0.00000 | 0.00000 | ||
127 | 2024.08.05 07:00 | modify | 33 | 0.10 | 2.16145 | 2.17645 | 2.14645 | ||
128 | 2024.08.05 08:49 | sell | 34 | 0.10 | 2.15394 | 0.00000 | 0.00000 | ||
129 | 2024.08.05 08:49 | modify | 34 | 0.10 | 2.15394 | 2.15995 | 2.14645 | ||
130 | 2024.08.05 08:49 | modify | 33 | 0.10 | 2.16145 | 2.15995 | 2.14645 | ||
131 | 2024.08.05 09:13 | sell | 35 | 0.10 | 2.15245 | 0.00000 | 0.00000 | ||
132 | 2024.08.05 09:13 | modify | 35 | 0.10 | 2.15245 | 2.15695 | 2.14645 | ||
133 | 2024.08.05 09:13 | sell | 36 | 0.10 | 2.15245 | 0.00000 | 0.00000 | ||
134 | 2024.08.05 09:13 | modify | 36 | 0.10 | 2.15245 | 2.15620 | 2.14645 | ||
135 | 2024.08.05 09:13 | modify | 34 | 0.10 | 2.15394 | 2.15620 | 2.14645 | ||
136 | 2024.08.05 09:13 | modify | 33 | 0.10 | 2.16145 | 2.15620 | 2.14645 | ||
137 | 2024.08.05 09:13 | modify | 35 | 0.10 | 2.15245 | 2.15620 | 2.14645 | ||
138 | 2024.08.05 10:05 | t/p | 33 | 0.10 | 2.14645 | 2.15620 | 2.14645 | 92.70 | 10384.51 |
139 | 2024.08.05 10:05 | t/p | 34 | 0.10 | 2.14645 | 2.15620 | 2.14645 | 46.29 | 10430.80 |
140 | 2024.08.05 10:05 | t/p | 35 | 0.10 | 2.14645 | 2.15620 | 2.14645 | 37.08 | 10467.88 |
141 | 2024.08.05 10:05 | t/p | 36 | 0.10 | 2.14645 | 2.15620 | 2.14645 | 37.08 | 10504.96 |