Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 1 Hour (H1) 2023.07.02 21:00 - 2024.06.28 20:00 (2023.07.01 - 2024.07.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | ADXISHelp="===================================="; EntryMethod=2; ADX_Period=34; ADX_Level=30; TrendFollowMethod=0; PositionAction=0; ADXDeclineAction=0; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=6; MaxTotalTrades=26; MaxTradesAction=2; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=240; TakeProfit=190; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=0; BreakEvenLockin=0; TSMHelp="------------------------------------"; TrailingStart=0; TrailingStop=0; TrailingStep=0; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=0; DTHelp="------------------------------------"; DynamicTarget_Start=0; DynamicTarget_Step=0; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; OHelp="===================================="; CFDTickScaling=0; MagicNumber=191210; | ||||
Bars in test | 7191 | Ticks modelled | 157317 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 2279.64 | Gross profit | 3163.94 | Gross loss | -884.31 |
Profit factor | 3.58 | Expected payoff | 67.05 | ||
Absolute drawdown | 53.86 | Maximal drawdown | 479.42 (4.53%) | Relative drawdown | 4.53% (479.42) |
Total trades | 34 | Short positions (won %) | 11 (72.73%) | Long positions (won %) | 23 (86.96%) |
Profit trades (% of total) | 28 (82.35%) | Loss trades (% of total) | 6 (17.65%) | ||
Largest | profit trade | 115.59 | loss trade | -148.66 | |
Average | profit trade | 113.00 | loss trade | -147.38 | |
Maximum | consecutive wins (profit in money) | 11 (1249.10) | consecutive losses (loss in money) | 2 (-296.73) | |
Maximal | consecutive profit (count of wins) | 1249.10 (11) | consecutive loss (count of losses) | -296.73 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.04 16:00 | buy | 1 | 0.10 | 2.05350 | 0.00000 | 0.00000 | ||
2 | 2023.07.04 16:00 | modify | 1 | 0.10 | 2.05350 | 2.02950 | 2.07250 | ||
3 | 2023.07.10 05:15 | t/p | 1 | 0.10 | 2.07250 | 2.02950 | 2.07250 | 113.79 | 10113.79 |
4 | 2023.07.14 02:00 | buy | 2 | 0.10 | 2.05228 | 0.00000 | 0.00000 | ||
5 | 2023.07.14 02:00 | modify | 2 | 0.10 | 2.05228 | 2.02828 | 2.07128 | ||
6 | 2023.07.18 06:10 | t/p | 2 | 0.10 | 2.07128 | 2.02828 | 2.07128 | 114.97 | 10228.77 |
7 | 2023.07.24 06:00 | sell | 3 | 0.10 | 2.08463 | 0.00000 | 0.00000 | ||
8 | 2023.07.24 06:00 | modify | 3 | 0.10 | 2.08463 | 2.10863 | 2.06563 | ||
9 | 2023.07.24 14:50 | t/p | 3 | 0.10 | 2.06563 | 2.10863 | 2.06563 | 115.59 | 10344.36 |
10 | 2023.07.31 23:00 | buy | 4 | 0.10 | 2.06788 | 0.00000 | 0.00000 | ||
11 | 2023.07.31 23:00 | modify | 4 | 0.10 | 2.06788 | 2.04388 | 2.08688 | ||
12 | 2023.08.02 02:50 | t/p | 4 | 0.10 | 2.08688 | 2.04388 | 2.08688 | 114.97 | 10459.33 |
13 | 2023.08.11 16:00 | sell | 5 | 0.10 | 2.12220 | 0.00000 | 0.00000 | ||
14 | 2023.08.11 16:00 | modify | 5 | 0.10 | 2.12220 | 2.14620 | 2.10320 | ||
15 | 2023.08.16 23:50 | s/l | 5 | 0.10 | 2.14620 | 2.14620 | 2.10320 | -146.68 | 10312.65 |
16 | 2023.08.17 05:00 | sell | 6 | 0.10 | 2.14949 | 0.00000 | 0.00000 | ||
17 | 2023.08.17 05:00 | modify | 6 | 0.10 | 2.14949 | 2.17349 | 2.13049 | ||
18 | 2023.08.23 09:20 | t/p | 6 | 0.10 | 2.13049 | 2.17349 | 2.13049 | 114.70 | 10427.35 |
19 | 2023.09.01 18:00 | buy | 7 | 0.10 | 2.12042 | 0.00000 | 0.00000 | ||
20 | 2023.09.01 18:00 | modify | 7 | 0.10 | 2.12042 | 2.09642 | 2.13942 | ||
21 | 2023.09.05 06:50 | t/p | 7 | 0.10 | 2.13942 | 2.09642 | 2.13942 | 114.97 | 10542.32 |
22 | 2023.09.08 13:00 | buy | 8 | 0.10 | 2.11359 | 0.00000 | 0.00000 | ||
23 | 2023.09.08 13:00 | modify | 8 | 0.10 | 2.11359 | 2.08959 | 2.13259 | ||
24 | 2023.09.19 07:20 | s/l | 8 | 0.10 | 2.08959 | 2.08959 | 2.13259 | -148.66 | 10393.66 |
25 | 2023.09.22 14:00 | buy | 9 | 0.10 | 2.05155 | 0.00000 | 0.00000 | ||
26 | 2023.09.22 14:00 | modify | 9 | 0.10 | 2.05155 | 2.02755 | 2.07055 | ||
27 | 2023.09.25 19:00 | buy | 10 | 0.10 | 2.04728 | 0.00000 | 0.00000 | ||
28 | 2023.09.25 19:00 | modify | 10 | 0.10 | 2.04728 | 2.02328 | 2.06628 | ||
29 | 2023.09.29 08:20 | s/l | 9 | 0.10 | 2.02755 | 2.02755 | 2.07055 | -148.07 | 10245.60 |
30 | 2023.09.29 15:00 | buy | 11 | 0.10 | 2.03153 | 0.00000 | 0.00000 | ||
31 | 2023.09.29 15:00 | modify | 11 | 0.10 | 2.03153 | 2.00753 | 2.05053 | ||
32 | 2023.10.04 01:20 | t/p | 11 | 0.10 | 2.05053 | 2.00753 | 2.05053 | 114.68 | 10360.27 |
33 | 2023.10.13 05:00 | sell | 12 | 0.10 | 2.06305 | 0.00000 | 0.00000 | ||
34 | 2023.10.13 05:00 | modify | 12 | 0.10 | 2.06305 | 2.08705 | 2.04405 | ||
35 | 2023.10.16 21:50 | t/p | 10 | 0.10 | 2.06628 | 2.02328 | 2.06628 | 109.31 | 10469.59 |
36 | 2023.10.19 06:00 | sell | 13 | 0.10 | 2.08120 | 0.00000 | 0.00000 | ||
37 | 2023.10.19 06:00 | modify | 13 | 0.10 | 2.08120 | 2.10520 | 2.06220 | ||
38 | 2023.10.20 15:32 | s/l | 12 | 0.10 | 2.08705 | 2.08705 | 2.04405 | -147.56 | 10322.03 |
39 | 2023.10.25 02:00 | buy | 14 | 0.10 | 2.07825 | 0.00000 | 0.00000 | ||
40 | 2023.10.25 02:00 | modify | 14 | 0.10 | 2.07825 | 2.05425 | 2.09725 | ||
41 | 2023.10.31 22:07 | t/p | 14 | 0.10 | 2.09725 | 2.05425 | 2.09725 | 113.78 | 10435.81 |
42 | 2023.11.02 04:00 | buy | 15 | 0.10 | 2.07060 | 0.00000 | 0.00000 | ||
43 | 2023.11.02 04:00 | modify | 15 | 0.10 | 2.07060 | 2.04660 | 2.08960 | ||
44 | 2023.11.03 09:32 | t/p | 13 | 0.10 | 2.06220 | 2.10520 | 2.06220 | 112.27 | 10548.08 |
45 | 2023.11.13 23:00 | sell | 16 | 0.10 | 2.08772 | 0.00000 | 0.00000 | ||
46 | 2023.11.13 23:00 | modify | 16 | 0.10 | 2.08772 | 2.11172 | 2.06872 | ||
47 | 2023.11.14 03:20 | t/p | 15 | 0.10 | 2.08960 | 2.04660 | 2.08960 | 112.59 | 10660.67 |
48 | 2023.11.15 07:45 | t/p | 16 | 0.10 | 2.06872 | 2.11172 | 2.06872 | 115.15 | 10775.82 |
49 | 2023.11.15 11:00 | buy | 17 | 0.10 | 2.06357 | 0.00000 | 0.00000 | ||
50 | 2023.11.15 11:00 | modify | 17 | 0.10 | 2.06357 | 2.03957 | 2.08257 | ||
51 | 2023.11.17 00:20 | t/p | 17 | 0.10 | 2.08257 | 2.03957 | 2.08257 | 114.38 | 10890.20 |
52 | 2023.12.14 07:00 | buy | 18 | 0.10 | 2.02756 | 0.00000 | 0.00000 | ||
53 | 2023.12.14 07:00 | modify | 18 | 0.10 | 2.02756 | 2.00356 | 2.04656 | ||
54 | 2023.12.14 12:20 | t/p | 18 | 0.10 | 2.04656 | 2.00356 | 2.04656 | 115.57 | 11005.77 |
55 | 2023.12.20 08:00 | buy | 19 | 0.10 | 2.01612 | 0.00000 | 0.00000 | ||
56 | 2023.12.20 08:00 | modify | 19 | 0.10 | 2.01612 | 1.99212 | 2.03512 | ||
57 | 2024.01.04 14:45 | t/p | 19 | 0.10 | 2.03512 | 1.99212 | 2.03512 | 110.51 | 11116.27 |
58 | 2024.01.15 16:00 | sell | 20 | 0.10 | 2.05401 | 0.00000 | 0.00000 | ||
59 | 2024.01.15 16:00 | modify | 20 | 0.10 | 2.05401 | 2.07801 | 2.03501 | ||
60 | 2024.01.17 15:50 | s/l | 20 | 0.10 | 2.07801 | 2.07801 | 2.03501 | -146.46 | 10969.81 |
61 | 2024.01.17 16:00 | sell | 21 | 0.10 | 2.07666 | 0.00000 | 0.00000 | ||
62 | 2024.01.17 16:00 | modify | 21 | 0.10 | 2.07666 | 2.10066 | 2.05766 | ||
63 | 2024.01.30 08:00 | buy | 22 | 0.10 | 2.06603 | 0.00000 | 0.00000 | ||
64 | 2024.01.30 08:00 | modify | 22 | 0.10 | 2.06603 | 2.04203 | 2.08503 | ||
65 | 2024.02.02 15:50 | t/p | 22 | 0.10 | 2.08503 | 2.04203 | 2.08503 | 114.08 | 11083.89 |
66 | 2024.02.09 08:20 | t/p | 21 | 0.10 | 2.05766 | 2.10066 | 2.05766 | 110.05 | 11193.94 |
67 | 2024.02.09 21:00 | buy | 23 | 0.10 | 2.05379 | 0.00000 | 0.00000 | ||
68 | 2024.02.09 21:00 | modify | 23 | 0.10 | 2.05379 | 2.02979 | 2.07279 | ||
69 | 2024.02.13 09:20 | t/p | 23 | 0.10 | 2.07279 | 2.02979 | 2.07279 | 114.97 | 11308.92 |
70 | 2024.02.21 12:00 | buy | 24 | 0.10 | 2.04088 | 0.00000 | 0.00000 | ||
71 | 2024.02.21 12:00 | modify | 24 | 0.10 | 2.04088 | 2.01688 | 2.05988 | ||
72 | 2024.02.27 02:15 | t/p | 24 | 0.10 | 2.05988 | 2.01688 | 2.05988 | 113.78 | 11422.70 |
73 | 2024.03.05 21:00 | sell | 25 | 0.10 | 2.08744 | 0.00000 | 0.00000 | ||
74 | 2024.03.05 21:00 | modify | 25 | 0.10 | 2.08744 | 2.11144 | 2.06844 | ||
75 | 2024.03.07 10:00 | buy | 26 | 0.10 | 2.07185 | 0.00000 | 0.00000 | ||
76 | 2024.03.07 10:00 | modify | 26 | 0.10 | 2.07185 | 2.04785 | 2.09085 | ||
77 | 2024.03.07 13:20 | t/p | 25 | 0.10 | 2.06844 | 2.11144 | 2.06844 | 114.71 | 11537.41 |
78 | 2024.03.15 08:20 | t/p | 26 | 0.10 | 2.09085 | 2.04785 | 2.09085 | 113.19 | 11650.60 |
79 | 2024.04.04 06:00 | buy | 27 | 0.10 | 2.09753 | 0.00000 | 0.00000 | ||
80 | 2024.04.04 06:00 | modify | 27 | 0.10 | 2.09753 | 2.07353 | 2.11653 | ||
81 | 2024.04.10 02:00 | buy | 28 | 0.10 | 2.09246 | 0.00000 | 0.00000 | ||
82 | 2024.04.10 02:00 | modify | 28 | 0.10 | 2.09246 | 2.06846 | 2.11146 | ||
83 | 2024.04.15 21:00 | sell | 29 | 0.10 | 2.10636 | 0.00000 | 0.00000 | ||
84 | 2024.04.15 21:00 | modify | 29 | 0.10 | 2.10636 | 2.13036 | 2.08736 | ||
85 | 2024.04.16 01:15 | t/p | 28 | 0.10 | 2.11146 | 2.06846 | 2.11146 | 113.78 | 11764.38 |
86 | 2024.04.16 12:20 | t/p | 27 | 0.10 | 2.11653 | 2.07353 | 2.11653 | 112.59 | 11876.97 |
87 | 2024.04.22 10:45 | t/p | 29 | 0.10 | 2.08736 | 2.13036 | 2.08736 | 114.04 | 11991.01 |
88 | 2024.04.22 19:00 | buy | 30 | 0.10 | 2.08778 | 0.00000 | 0.00000 | ||
89 | 2024.04.22 19:00 | modify | 30 | 0.10 | 2.08778 | 2.06378 | 2.10678 | ||
90 | 2024.04.30 03:10 | t/p | 30 | 0.10 | 2.10678 | 2.06378 | 2.10678 | 113.19 | 12104.20 |
91 | 2024.04.30 20:00 | sell | 31 | 0.10 | 2.12044 | 0.00000 | 0.00000 | ||
92 | 2024.04.30 20:00 | modify | 31 | 0.10 | 2.12044 | 2.14444 | 2.10144 | ||
93 | 2024.05.02 18:50 | t/p | 31 | 0.10 | 2.10144 | 2.14444 | 2.10144 | 114.70 | 12218.90 |
94 | 2024.05.03 00:00 | buy | 32 | 0.10 | 2.10304 | 0.00000 | 0.00000 | ||
95 | 2024.05.03 00:00 | modify | 32 | 0.10 | 2.10304 | 2.07904 | 2.12204 | ||
96 | 2024.05.08 21:07 | s/l | 32 | 0.10 | 2.07904 | 2.07904 | 2.12204 | -146.87 | 12072.03 |
97 | 2024.05.15 17:00 | buy | 33 | 0.10 | 2.07302 | 0.00000 | 0.00000 | ||
98 | 2024.05.15 17:00 | modify | 33 | 0.10 | 2.07302 | 2.04902 | 2.09202 | ||
99 | 2024.05.28 02:00 | buy | 34 | 0.10 | 2.07413 | 0.00000 | 0.00000 | ||
100 | 2024.05.28 02:00 | modify | 34 | 0.10 | 2.07413 | 2.05013 | 2.09313 | ||
101 | 2024.06.28 20:43 | t/p | 33 | 0.10 | 2.09202 | 2.04902 | 2.09202 | 101.87 | 12173.90 |
102 | 2024.06.28 20:43 | t/p | 34 | 0.10 | 2.09313 | 2.05013 | 2.09313 | 105.74 | 12279.64 |