Symbol | GBPNZD (Great Britan Pound vs New Zealand) | ||||
Period | 4 Hours (H4) 2024.07.01 00:00 - 2025.06.30 20:00 (2024.07.01 - 2025.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
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=140; IT_TakeProfit=110; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=15; EntryWindow_StartMin=0; EntryWindow_UntilHour=17; 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 | 79620 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 1000.00 | Spread | 60 | ||
Total net profit | 339.90 | Gross profit | 468.78 | Gross loss | -128.88 |
Profit factor | 3.64 | Expected payoff | 19.99 | ||
Absolute drawdown | 53.28 | Maximal drawdown | 111.06 (7.69%) | Relative drawdown | 7.69% (111.06) |
Total trades | 17 | Short positions (won %) | 15 (73.33%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 12 (70.59%) | Loss trades (% of total) | 5 (29.41%) | ||
Largest | profit trade | 65.89 | loss trade | -85.71 | |
Average | profit trade | 39.06 | loss trade | -25.78 | |
Maximum | consecutive wins (profit in money) | 7 (284.69) | consecutive losses (loss in money) | 3 (-29.36) | |
Maximal | consecutive profit (count of wins) | 284.69 (7) | consecutive loss (count of losses) | -85.71 (1) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2024.07.25 16:00 | sell | 1 | 0.10 | 2.18279 | 0.00000 | 0.00000 | ||
2 | 2024.07.25 16:00 | modify | 1 | 0.10 | 2.18279 | 2.19679 | 2.17179 | ||
3 | 2024.07.30 13:40 | sell | 2 | 0.10 | 2.17726 | 0.00000 | 0.00000 | ||
4 | 2024.07.30 13:40 | modify | 2 | 0.10 | 2.17726 | 2.18224 | 2.17179 | ||
5 | 2024.07.30 13:40 | sell | 3 | 0.10 | 2.17726 | 0.00000 | 0.00000 | ||
6 | 2024.07.30 13:40 | modify | 3 | 0.10 | 2.17726 | 2.18004 | 2.17179 | ||
7 | 2024.07.30 13:40 | modify | 1 | 0.10 | 2.18279 | 2.18004 | 2.17179 | ||
8 | 2024.07.30 13:45 | modify | 2 | 0.10 | 2.17726 | 2.18004 | 2.17179 | ||
9 | 2024.07.30 21:40 | t/p | 1 | 0.10 | 2.17179 | 2.18004 | 2.17179 | 64.29 | 1064.29 |
10 | 2024.07.30 21:40 | t/p | 2 | 0.10 | 2.17179 | 2.18004 | 2.17179 | 33.17 | 1097.46 |
11 | 2024.07.30 21:40 | t/p | 3 | 0.10 | 2.17179 | 2.18004 | 2.17179 | 33.17 | 1130.63 |
12 | 2024.08.07 16:00 | buy | 4 | 0.10 | 2.11543 | 0.00000 | 0.00000 | ||
13 | 2024.08.07 16:00 | modify | 4 | 0.10 | 2.11543 | 2.10143 | 2.12643 | ||
14 | 2024.08.08 14:25 | buy | 5 | 0.10 | 2.12211 | 0.00000 | 0.00000 | ||
15 | 2024.08.08 14:25 | modify | 5 | 0.10 | 2.12211 | 2.11983 | 2.12643 | ||
16 | 2024.08.08 14:25 | modify | 4 | 0.10 | 2.11543 | 2.11983 | 2.12643 | ||
17 | 2024.08.08 14:30 | s/l | 4 | 0.10 | 2.11983 | 2.11983 | 2.12643 | 26.78 | 1157.41 |
18 | 2024.08.08 14:30 | s/l | 5 | 0.10 | 2.11983 | 2.11983 | 2.12643 | -13.81 | 1143.60 |
19 | 2024.12.06 16:00 | sell | 6 | 0.10 | 2.18441 | 0.00000 | 0.00000 | ||
20 | 2024.12.06 16:00 | modify | 6 | 0.10 | 2.18441 | 2.19841 | 2.17341 | ||
21 | 2024.12.09 09:10 | sell | 7 | 0.10 | 2.17885 | 0.00000 | 0.00000 | ||
22 | 2024.12.09 09:10 | modify | 7 | 0.10 | 2.17885 | 2.18386 | 2.17341 | ||
23 | 2024.12.09 09:10 | sell | 8 | 0.10 | 2.17885 | 0.00000 | 0.00000 | ||
24 | 2024.12.09 09:10 | modify | 8 | 0.10 | 2.17885 | 2.18166 | 2.17341 | ||
25 | 2024.12.09 09:10 | modify | 6 | 0.10 | 2.18441 | 2.18166 | 2.17341 | ||
26 | 2024.12.09 09:15 | modify | 7 | 0.10 | 2.17885 | 2.18166 | 2.17341 | ||
27 | 2024.12.09 11:50 | sell | 9 | 0.10 | 2.17767 | 0.00000 | 0.00000 | ||
28 | 2024.12.09 11:50 | modify | 9 | 0.10 | 2.17767 | 2.18001 | 2.17341 | ||
29 | 2024.12.09 11:50 | modify | 8 | 0.10 | 2.17885 | 2.18001 | 2.17341 | ||
30 | 2024.12.09 11:50 | modify | 7 | 0.10 | 2.17885 | 2.18001 | 2.17341 | ||
31 | 2024.12.09 11:50 | modify | 6 | 0.10 | 2.18441 | 2.18001 | 2.17341 | ||
32 | 2024.12.09 16:40 | t/p | 6 | 0.10 | 2.17341 | 2.18001 | 2.17341 | 65.89 | 1209.49 |
33 | 2024.12.09 16:40 | t/p | 7 | 0.10 | 2.17341 | 2.18001 | 2.17341 | 32.98 | 1242.47 |
34 | 2024.12.09 16:40 | t/p | 8 | 0.10 | 2.17341 | 2.18001 | 2.17341 | 32.98 | 1275.45 |
35 | 2024.12.09 16:40 | t/p | 9 | 0.10 | 2.17341 | 2.18001 | 2.17341 | 25.83 | 1301.28 |
36 | 2025.02.12 16:00 | sell | 10 | 0.10 | 2.20769 | 0.00000 | 0.00000 | ||
37 | 2025.02.12 16:00 | modify | 10 | 0.10 | 2.20769 | 2.22169 | 2.19669 | ||
38 | 2025.02.14 16:10 | sell | 11 | 0.10 | 2.20193 | 0.00000 | 0.00000 | ||
39 | 2025.02.14 16:10 | modify | 11 | 0.10 | 2.20193 | 2.20714 | 2.19669 | ||
40 | 2025.02.14 16:10 | sell | 12 | 0.10 | 2.20193 | 0.00000 | 0.00000 | ||
41 | 2025.02.14 16:10 | modify | 12 | 0.10 | 2.20193 | 2.20494 | 2.19669 | ||
42 | 2025.02.14 16:10 | modify | 10 | 0.10 | 2.20769 | 2.20494 | 2.19669 | ||
43 | 2025.02.14 16:15 | modify | 11 | 0.10 | 2.20193 | 2.20494 | 2.19669 | ||
44 | 2025.02.14 19:30 | t/p | 10 | 0.10 | 2.19669 | 2.20494 | 2.19669 | 63.47 | 1364.75 |
45 | 2025.02.14 19:30 | t/p | 11 | 0.10 | 2.19669 | 2.20494 | 2.19669 | 31.77 | 1396.52 |
46 | 2025.02.14 19:30 | t/p | 12 | 0.10 | 2.19669 | 2.20494 | 2.19669 | 31.77 | 1428.29 |
47 | 2025.02.28 16:00 | sell | 13 | 0.10 | 2.24685 | 0.00000 | 0.00000 | ||
48 | 2025.02.28 16:00 | modify | 13 | 0.10 | 2.24685 | 2.26085 | 2.23585 | ||
49 | 2025.03.03 12:30 | s/l | 13 | 0.10 | 2.26085 | 2.26085 | 2.23585 | -85.71 | 1342.58 |
50 | 2025.03.20 16:00 | sell | 14 | 0.10 | 2.25621 | 0.00000 | 0.00000 | ||
51 | 2025.03.20 16:00 | modify | 14 | 0.10 | 2.25621 | 2.27021 | 2.24521 | ||
52 | 2025.03.20 19:20 | sell | 15 | 0.10 | 2.25061 | 0.00000 | 0.00000 | ||
53 | 2025.03.20 19:20 | modify | 15 | 0.10 | 2.25061 | 2.25566 | 2.24521 | ||
54 | 2025.03.20 19:20 | sell | 16 | 0.10 | 2.25061 | 0.00000 | 0.00000 | ||
55 | 2025.03.20 19:20 | modify | 16 | 0.10 | 2.25061 | 2.25346 | 2.24521 | ||
56 | 2025.03.20 19:20 | modify | 14 | 0.10 | 2.25621 | 2.25346 | 2.24521 | ||
57 | 2025.03.20 19:25 | modify | 15 | 0.10 | 2.25061 | 2.25346 | 2.24521 | ||
58 | 2025.03.20 19:40 | sell | 17 | 0.10 | 2.24937 | 0.00000 | 0.00000 | ||
59 | 2025.03.20 19:40 | modify | 17 | 0.10 | 2.24937 | 2.25181 | 2.24521 | ||
60 | 2025.03.20 19:40 | modify | 16 | 0.10 | 2.25061 | 2.25181 | 2.24521 | ||
61 | 2025.03.20 19:40 | modify | 15 | 0.10 | 2.25061 | 2.25181 | 2.24521 | ||
62 | 2025.03.20 19:40 | modify | 14 | 0.10 | 2.25621 | 2.25181 | 2.24521 | ||
63 | 2025.03.20 20:30 | s/l | 14 | 0.10 | 2.25181 | 2.25181 | 2.24521 | 26.68 | 1369.26 |
64 | 2025.03.20 20:30 | s/l | 15 | 0.10 | 2.25181 | 2.25181 | 2.24521 | -7.28 | 1361.98 |
65 | 2025.03.20 20:30 | s/l | 16 | 0.10 | 2.25181 | 2.25181 | 2.24521 | -7.28 | 1354.70 |
66 | 2025.03.20 20:30 | s/l | 17 | 0.10 | 2.25181 | 2.25181 | 2.24521 | -14.80 | 1339.90 |