Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.11.01 00:00 - 2024.10.31 23:59 (2023.11.01 - 2024.11.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=4; 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=50; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=40; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=45; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=14; EntryWindow_StartMin=0; EntryWindow_UntilHour=20; 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 | 7221 | Ticks modelled | 13442 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | 382.49 | Gross profit | 899.36 | Gross loss | -516.87 |
Profit factor | 1.74 | Expected payoff | 9.56 | ||
Absolute drawdown | 62.36 | Maximal drawdown | 141.31 (10.51%) | Relative drawdown | 10.51% (141.31) |
Total trades | 40 | Short positions (won %) | 18 (50.00%) | Long positions (won %) | 22 (40.91%) |
Profit trades (% of total) | 18 (45.00%) | Loss trades (% of total) | 22 (55.00%) | ||
Largest | profit trade | 81.75 | loss trade | -30.39 | |
Average | profit trade | 49.96 | loss trade | -23.49 | |
Maximum | consecutive wins (profit in money) | 3 (191.81) | consecutive losses (loss in money) | 4 (-118.35) | |
Maximal | consecutive profit (count of wins) | 191.81 (3) | consecutive loss (count of losses) | -118.35 (4) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.01 15:00 | buy | 1 | 0.10 | 2.07837 | 0.00000 | 0.00000 | ||
2 | 2023.11.01 15:00 | modify | 1 | 0.10 | 2.07837 | 2.07337 | 2.09237 | ||
3 | 2023.11.02 00:00 | s/l | 1 | 0.10 | 2.07337 | 2.07337 | 2.09237 | -30.39 | 969.61 |
4 | 2023.11.08 17:00 | sell | 2 | 0.10 | 2.07478 | 0.00000 | 0.00000 | ||
5 | 2023.11.08 17:00 | modify | 2 | 0.10 | 2.07478 | 2.07978 | 2.06078 | ||
6 | 2023.11.08 21:00 | s/l | 2 | 0.10 | 2.07978 | 2.07978 | 2.06078 | -29.28 | 940.33 |
7 | 2023.11.09 16:00 | buy | 3 | 0.10 | 2.06551 | 0.00000 | 0.00000 | ||
8 | 2023.11.09 16:00 | modify | 3 | 0.10 | 2.06551 | 2.06051 | 2.07951 | ||
9 | 2023.11.13 09:00 | t/p | 3 | 0.10 | 2.07951 | 2.06051 | 2.07951 | 81.20 | 1021.53 |
10 | 2023.12.13 17:00 | buy | 4 | 0.10 | 2.04558 | 0.00000 | 0.00000 | ||
11 | 2023.12.13 17:00 | modify | 4 | 0.10 | 2.04558 | 2.04058 | 2.05958 | ||
12 | 2023.12.13 20:00 | s/l | 4 | 0.10 | 2.04058 | 2.04058 | 2.05958 | -29.27 | 992.26 |
13 | 2023.12.20 14:00 | buy | 5 | 0.10 | 2.01219 | 0.00000 | 0.00000 | ||
14 | 2023.12.20 14:00 | modify | 5 | 0.10 | 2.01219 | 2.00719 | 2.02619 | ||
15 | 2023.12.21 08:00 | t/p | 5 | 0.10 | 2.02619 | 2.00719 | 2.02619 | 80.83 | 1073.09 |
16 | 2024.01.22 18:00 | sell | 6 | 0.10 | 2.08534 | 0.00000 | 0.00000 | ||
17 | 2024.01.22 18:00 | modify | 6 | 0.10 | 2.08534 | 2.09034 | 2.07134 | ||
18 | 2024.01.22 21:00 | s/l | 6 | 0.10 | 2.09034 | 2.09034 | 2.07134 | -29.28 | 1043.81 |
19 | 2024.01.26 14:00 | sell | 7 | 0.10 | 2.08507 | 0.00000 | 0.00000 | ||
20 | 2024.01.26 14:00 | modify | 7 | 0.10 | 2.08507 | 2.09007 | 2.07107 | ||
21 | 2024.01.29 21:00 | t/p | 7 | 0.10 | 2.07107 | 2.09007 | 2.07107 | 81.75 | 1125.56 |
22 | 2024.02.13 19:00 | sell | 8 | 0.10 | 2.07974 | 0.00000 | 0.00000 | ||
23 | 2024.02.13 19:00 | modify | 8 | 0.10 | 2.07974 | 2.08474 | 2.06574 | ||
24 | 2024.02.14 08:00 | t/p | 8 | 0.10 | 2.06574 | 2.08474 | 2.06574 | 81.75 | 1207.31 |
25 | 2024.02.15 15:00 | buy | 9 | 0.10 | 2.05578 | 0.00000 | 0.00000 | ||
26 | 2024.02.15 15:00 | modify | 9 | 0.10 | 2.05578 | 2.05078 | 2.06978 | ||
27 | 2024.02.15 17:00 | buy | 10 | 0.10 | 2.06144 | 0.00000 | 0.00000 | ||
28 | 2024.02.15 17:00 | modify | 10 | 0.10 | 2.06144 | 2.05648 | 2.06978 | ||
29 | 2024.02.15 17:00 | modify | 9 | 0.10 | 2.05578 | 2.05648 | 2.06978 | ||
30 | 2024.02.16 12:00 | buy | 11 | 0.10 | 2.06301 | 0.00000 | 0.00000 | ||
31 | 2024.02.16 12:00 | modify | 11 | 0.10 | 2.06301 | 2.06068 | 2.06978 | ||
32 | 2024.02.16 12:00 | modify | 10 | 0.10 | 2.06144 | 2.06068 | 2.06978 | ||
33 | 2024.02.16 12:00 | modify | 9 | 0.10 | 2.05578 | 2.06068 | 2.06978 | ||
34 | 2024.02.16 13:00 | s/l | 9 | 0.10 | 2.06068 | 2.06068 | 2.06978 | 28.31 | 1235.62 |
35 | 2024.02.16 13:00 | s/l | 10 | 0.10 | 2.06068 | 2.06068 | 2.06978 | -4.82 | 1230.79 |
36 | 2024.02.16 13:00 | s/l | 11 | 0.10 | 2.06068 | 2.06068 | 2.06978 | -13.64 | 1217.15 |
37 | 2024.02.19 15:00 | buy | 12 | 0.10 | 2.05021 | 0.00000 | 0.00000 | ||
38 | 2024.02.19 15:00 | modify | 12 | 0.10 | 2.05021 | 2.04521 | 2.06421 | ||
39 | 2024.02.19 23:00 | s/l | 12 | 0.10 | 2.04521 | 2.04521 | 2.06421 | -29.27 | 1187.88 |
40 | 2024.03.08 17:00 | sell | 13 | 0.10 | 2.07976 | 0.00000 | 0.00000 | ||
41 | 2024.03.08 17:00 | modify | 13 | 0.10 | 2.07976 | 2.08476 | 2.06576 | ||
42 | 2024.03.12 08:00 | sell | 14 | 0.10 | 2.07266 | 0.00000 | 0.00000 | ||
43 | 2024.03.12 08:00 | modify | 14 | 0.10 | 2.07266 | 2.07486 | 2.06576 | ||
44 | 2024.03.12 08:00 | modify | 13 | 0.10 | 2.07976 | 2.07486 | 2.06576 | ||
45 | 2024.03.12 09:00 | s/l | 13 | 0.10 | 2.07486 | 2.07486 | 2.06576 | 28.25 | 1216.13 |
46 | 2024.03.12 09:00 | s/l | 14 | 0.10 | 2.07486 | 2.07486 | 2.06576 | -12.88 | 1203.25 |
47 | 2024.04.10 14:00 | sell | 15 | 0.10 | 2.09594 | 0.00000 | 0.00000 | ||
48 | 2024.04.10 14:00 | modify | 15 | 0.10 | 2.09594 | 2.10094 | 2.08194 | ||
49 | 2024.04.12 02:00 | sell | 16 | 0.10 | 2.08962 | 0.00000 | 0.00000 | ||
50 | 2024.04.12 02:00 | modify | 16 | 0.10 | 2.08962 | 2.09244 | 2.08194 | ||
51 | 2024.04.12 02:00 | modify | 15 | 0.10 | 2.09594 | 2.09244 | 2.08194 | ||
52 | 2024.04.12 04:00 | s/l | 15 | 0.10 | 2.09244 | 2.09244 | 2.08194 | 19.63 | 1222.88 |
53 | 2024.04.12 04:00 | s/l | 16 | 0.10 | 2.09244 | 2.09244 | 2.08194 | -16.51 | 1206.37 |
54 | 2024.04.19 19:00 | buy | 17 | 0.10 | 2.10174 | 0.00000 | 0.00000 | ||
55 | 2024.04.19 19:00 | modify | 17 | 0.10 | 2.10174 | 2.09674 | 2.11574 | ||
56 | 2024.04.21 22:00 | s/l | 17 | 0.10 | 2.09674 | 2.09674 | 2.11574 | -29.27 | 1177.10 |
57 | 2024.05.03 15:00 | buy | 18 | 0.10 | 2.08648 | 0.00000 | 0.00000 | ||
58 | 2024.05.03 15:00 | modify | 18 | 0.10 | 2.08648 | 2.08148 | 2.10048 | ||
59 | 2024.05.06 15:00 | buy | 19 | 0.10 | 2.09280 | 0.00000 | 0.00000 | ||
60 | 2024.05.06 15:00 | modify | 19 | 0.10 | 2.09280 | 2.08998 | 2.10048 | ||
61 | 2024.05.06 15:00 | modify | 18 | 0.10 | 2.08648 | 2.08998 | 2.10048 | ||
62 | 2024.05.06 17:00 | s/l | 18 | 0.10 | 2.08998 | 2.08998 | 2.10048 | 20.11 | 1197.21 |
63 | 2024.05.06 17:00 | s/l | 19 | 0.10 | 2.08998 | 2.08998 | 2.10048 | -16.51 | 1180.70 |
64 | 2024.06.06 18:00 | buy | 20 | 0.10 | 2.06279 | 0.00000 | 0.00000 | ||
65 | 2024.06.06 18:00 | modify | 20 | 0.10 | 2.06279 | 2.05779 | 2.07679 | ||
66 | 2024.06.07 14:00 | t/p | 20 | 0.10 | 2.07679 | 2.05779 | 2.07679 | 81.58 | 1262.27 |
67 | 2024.06.07 17:00 | sell | 21 | 0.10 | 2.08156 | 0.00000 | 0.00000 | ||
68 | 2024.06.07 17:00 | modify | 21 | 0.10 | 2.08156 | 2.08656 | 2.06756 | ||
69 | 2024.06.10 23:00 | sell | 22 | 0.10 | 2.07574 | 0.00000 | 0.00000 | ||
70 | 2024.06.10 23:00 | modify | 22 | 0.10 | 2.07574 | 2.08086 | 2.06756 | ||
71 | 2024.06.10 23:00 | modify | 21 | 0.10 | 2.08156 | 2.08086 | 2.06756 | ||
72 | 2024.06.11 03:00 | s/l | 21 | 0.10 | 2.08086 | 2.08086 | 2.06756 | 3.66 | 1265.93 |
73 | 2024.06.11 03:00 | s/l | 22 | 0.10 | 2.08086 | 2.08086 | 2.06756 | -30.20 | 1235.74 |
74 | 2024.06.12 15:00 | buy | 23 | 0.10 | 2.06644 | 0.00000 | 0.00000 | ||
75 | 2024.06.12 15:00 | modify | 23 | 0.10 | 2.06644 | 2.06144 | 2.08044 | ||
76 | 2024.06.13 03:00 | buy | 24 | 0.10 | 2.07205 | 0.00000 | 0.00000 | ||
77 | 2024.06.13 03:00 | modify | 24 | 0.10 | 2.07205 | 2.06714 | 2.08044 | ||
78 | 2024.06.13 03:00 | modify | 23 | 0.10 | 2.06644 | 2.06714 | 2.08044 | ||
79 | 2024.06.13 13:00 | s/l | 23 | 0.10 | 2.06714 | 2.06714 | 2.08044 | 2.98 | 1238.71 |
80 | 2024.06.13 13:00 | s/l | 24 | 0.10 | 2.06714 | 2.06714 | 2.08044 | -28.74 | 1209.97 |
81 | 2024.06.14 17:00 | buy | 25 | 0.10 | 2.06613 | 0.00000 | 0.00000 | ||
82 | 2024.06.14 17:00 | modify | 25 | 0.10 | 2.06613 | 2.06113 | 2.08013 | ||
83 | 2024.06.17 12:00 | buy | 26 | 0.10 | 2.07245 | 0.00000 | 0.00000 | ||
84 | 2024.06.17 12:00 | modify | 26 | 0.10 | 2.07245 | 2.06963 | 2.08013 | ||
85 | 2024.06.17 12:00 | modify | 25 | 0.10 | 2.06613 | 2.06963 | 2.08013 | ||
86 | 2024.06.18 02:00 | buy | 27 | 0.10 | 2.07340 | 0.00000 | 0.00000 | ||
87 | 2024.06.18 02:00 | modify | 27 | 0.10 | 2.07340 | 2.07103 | 2.08013 | ||
88 | 2024.06.18 02:00 | modify | 26 | 0.10 | 2.07245 | 2.07103 | 2.08013 | ||
89 | 2024.06.18 02:00 | modify | 25 | 0.10 | 2.06613 | 2.07103 | 2.08013 | ||
90 | 2024.06.18 15:00 | s/l | 25 | 0.10 | 2.07103 | 2.07103 | 2.08013 | 27.93 | 1237.91 |
91 | 2024.06.18 15:00 | s/l | 26 | 0.10 | 2.07103 | 2.07103 | 2.08013 | -8.69 | 1229.21 |
92 | 2024.06.18 15:00 | s/l | 27 | 0.10 | 2.07103 | 2.07103 | 2.08013 | -13.88 | 1215.33 |
93 | 2024.06.28 15:00 | buy | 28 | 0.10 | 2.07491 | 0.00000 | 0.00000 | ||
94 | 2024.06.28 15:00 | modify | 28 | 0.10 | 2.07491 | 2.06991 | 2.08891 | ||
95 | 2024.07.01 13:00 | buy | 29 | 0.10 | 2.08127 | 0.00000 | 0.00000 | ||
96 | 2024.07.01 13:00 | modify | 29 | 0.10 | 2.08127 | 2.07841 | 2.08891 | ||
97 | 2024.07.01 13:00 | modify | 28 | 0.10 | 2.07491 | 2.07841 | 2.08891 | ||
98 | 2024.07.01 22:00 | s/l | 28 | 0.10 | 2.07841 | 2.07841 | 2.08891 | 20.11 | 1235.44 |
99 | 2024.07.01 22:00 | s/l | 29 | 0.10 | 2.07841 | 2.07841 | 2.08891 | -16.75 | 1218.69 |
100 | 2024.07.09 19:00 | buy | 30 | 0.10 | 2.08794 | 0.00000 | 0.00000 | ||
101 | 2024.07.09 19:00 | modify | 30 | 0.10 | 2.08794 | 2.08294 | 2.10194 | ||
102 | 2024.07.10 03:00 | t/p | 30 | 0.10 | 2.10194 | 2.08294 | 2.10194 | 81.59 | 1300.27 |
103 | 2024.07.15 19:00 | sell | 31 | 0.10 | 2.13369 | 0.00000 | 0.00000 | ||
104 | 2024.07.15 19:00 | modify | 31 | 0.10 | 2.13369 | 2.13869 | 2.11969 | ||
105 | 2024.07.16 02:00 | s/l | 31 | 0.10 | 2.13869 | 2.13869 | 2.11969 | -29.49 | 1270.78 |
106 | 2024.07.30 16:00 | buy | 32 | 0.10 | 2.17576 | 0.00000 | 0.00000 | ||
107 | 2024.07.30 16:00 | modify | 32 | 0.10 | 2.17576 | 2.17076 | 2.18976 | ||
108 | 2024.07.31 02:00 | s/l | 32 | 0.10 | 2.17076 | 2.17076 | 2.18976 | -29.64 | 1241.14 |
109 | 2024.08.15 19:00 | sell | 33 | 0.10 | 2.14688 | 0.00000 | 0.00000 | ||
110 | 2024.08.15 19:00 | modify | 33 | 0.10 | 2.14688 | 2.15188 | 2.13288 | ||
111 | 2024.08.16 12:00 | sell | 34 | 0.10 | 2.14122 | 0.00000 | 0.00000 | ||
112 | 2024.08.16 12:00 | modify | 34 | 0.10 | 2.14122 | 2.14618 | 2.13288 | ||
113 | 2024.08.16 12:00 | modify | 33 | 0.10 | 2.14688 | 2.14618 | 2.13288 | ||
114 | 2024.08.19 04:00 | t/p | 33 | 0.10 | 2.13288 | 2.14618 | 2.13288 | 81.54 | 1322.68 |
115 | 2024.08.19 04:00 | t/p | 34 | 0.10 | 2.13288 | 2.14618 | 2.13288 | 48.62 | 1371.30 |
116 | 2024.09.24 15:00 | buy | 35 | 0.10 | 2.11871 | 0.00000 | 0.00000 | ||
117 | 2024.09.24 15:00 | modify | 35 | 0.10 | 2.11871 | 2.11371 | 2.13271 | ||
118 | 2024.09.25 00:00 | s/l | 35 | 0.10 | 2.11371 | 2.11371 | 2.13271 | -29.64 | 1341.66 |
119 | 2024.10.04 18:00 | sell | 36 | 0.10 | 2.13022 | 0.00000 | 0.00000 | ||
120 | 2024.10.04 18:00 | modify | 36 | 0.10 | 2.13022 | 2.13522 | 2.11622 | ||
121 | 2024.10.07 15:00 | s/l | 36 | 0.10 | 2.13522 | 2.13522 | 2.11622 | -29.49 | 1312.17 |
122 | 2024.10.24 15:00 | sell | 37 | 0.10 | 2.15687 | 0.00000 | 0.00000 | ||
123 | 2024.10.24 15:00 | modify | 37 | 0.10 | 2.15687 | 2.16187 | 2.14287 | ||
124 | 2024.10.25 04:00 | s/l | 37 | 0.10 | 2.16187 | 2.16187 | 2.14287 | -29.50 | 1282.67 |
125 | 2024.10.25 19:00 | sell | 38 | 0.10 | 2.16881 | 0.00000 | 0.00000 | ||
126 | 2024.10.25 19:00 | modify | 38 | 0.10 | 2.16881 | 2.17381 | 2.15481 | ||
127 | 2024.10.29 09:00 | s/l | 38 | 0.10 | 2.17381 | 2.17381 | 2.15481 | -29.72 | 1252.96 |
128 | 2024.10.29 17:00 | sell | 39 | 0.10 | 2.18124 | 0.00000 | 0.00000 | ||
129 | 2024.10.29 17:00 | modify | 39 | 0.10 | 2.18124 | 2.18624 | 2.16724 | ||
130 | 2024.10.30 08:00 | sell | 40 | 0.10 | 2.17540 | 0.00000 | 0.00000 | ||
131 | 2024.10.30 08:00 | modify | 40 | 0.10 | 2.17540 | 2.18054 | 2.16724 | ||
132 | 2024.10.30 08:00 | modify | 39 | 0.10 | 2.18124 | 2.18054 | 2.16724 | ||
133 | 2024.10.30 11:00 | t/p | 39 | 0.10 | 2.16724 | 2.18054 | 2.16724 | 81.75 | 1334.71 |
134 | 2024.10.30 11:00 | t/p | 40 | 0.10 | 2.16724 | 2.18054 | 2.16724 | 47.78 | 1382.49 |