Symbol | GBPNZD (Great Britan Pound vs New Zealand $ -1 lot = 100,000) | ||||
Period | 4 Hours (H4) 2023.07.02 20:00 - 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 | MACDISHelp="===================================="; MACD_FastEMAPeriod=29; MACD_SlowEMAPeriod=17; MACD_SignalPeriod=28; MACD_AppliedPrice=0; PositionAction=1; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; MaxBUYTrades=10; MaxSELLTrades=10; MaxTotalTrades=1; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=150; TakeProfit=190; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=3; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=240; BreakEvenLockin=80; TSMHelp="------------------------------------"; TrailingStart=100; TrailingStop=50; TrailingStep=35; DSHelp="------------------------------------"; DynamicStop_Start=160; DynamicStop_Step=35; DTHelp="------------------------------------"; DynamicTarget_Start=140; DynamicTarget_Step=45; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=4; EntryWindow_StartMin=0; EntryWindow_UntilHour=14; 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=181103; | ||||
Bars in test | 2602 | Ticks modelled | 79332 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 60 | ||
Total net profit | 1170.70 | Gross profit | 1646.30 | Gross loss | -475.60 |
Profit factor | 3.46 | Expected payoff | 35.48 | ||
Absolute drawdown | 47.81 | Maximal drawdown | 270.98 (2.39%) | Relative drawdown | 2.39% (270.98) |
Total trades | 33 | Short positions (won %) | 21 (76.19%) | Long positions (won %) | 12 (91.67%) |
Profit trades (% of total) | 27 (81.82%) | Loss trades (% of total) | 6 (18.18%) | ||
Largest | profit trade | 115.40 | loss trade | -92.83 | |
Average | profit trade | 60.97 | loss trade | -79.27 | |
Maximum | consecutive wins (profit in money) | 18 (1165.01) | consecutive losses (loss in money) | 1 (-92.83) | |
Maximal | consecutive profit (count of wins) | 1165.01 (18) | consecutive loss (count of losses) | -92.83 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.07.13 04:00 | buy | 1 | 0.10 | 2.05606 | 0.00000 | 0.00000 | ||
2 | 2023.07.13 04:00 | modify | 1 | 0.10 | 2.05606 | 2.04106 | 2.07506 | ||
3 | 2023.07.17 09:30 | modify | 1 | 0.10 | 2.05606 | 2.06139 | 2.07506 | ||
4 | 2023.07.18 06:06 | modify | 1 | 0.10 | 2.05606 | 2.06550 | 2.07506 | ||
5 | 2023.07.18 06:33 | modify | 1 | 0.10 | 2.05606 | 2.06906 | 2.07506 | ||
6 | 2023.07.18 07:40 | t/p | 1 | 0.10 | 2.07506 | 2.06906 | 2.07506 | 114.81 | 10114.81 |
7 | 2023.07.18 08:00 | sell | 2 | 0.10 | 2.07548 | 0.00000 | 0.00000 | ||
8 | 2023.07.18 08:00 | modify | 2 | 0.10 | 2.07548 | 2.09048 | 2.05648 | ||
9 | 2023.07.18 13:15 | modify | 2 | 0.10 | 2.07548 | 2.09048 | 2.07048 | ||
10 | 2023.07.18 22:30 | t/p | 2 | 0.10 | 2.07048 | 2.09048 | 2.07048 | 30.45 | 10145.26 |
11 | 2023.07.20 12:00 | buy | 3 | 0.10 | 2.05487 | 0.00000 | 0.00000 | ||
12 | 2023.07.20 12:00 | modify | 3 | 0.10 | 2.05487 | 2.03987 | 2.07387 | ||
13 | 2023.07.20 14:40 | modify | 3 | 0.10 | 2.05487 | 2.06045 | 2.07387 | ||
14 | 2023.07.21 01:30 | modify | 3 | 0.10 | 2.05487 | 2.06451 | 2.07387 | ||
15 | 2023.07.21 06:05 | modify | 3 | 0.10 | 2.05487 | 2.06787 | 2.07387 | ||
16 | 2023.07.21 06:40 | s/l | 3 | 0.10 | 2.06787 | 2.06787 | 2.07387 | 78.86 | 10224.12 |
17 | 2023.07.21 08:00 | sell | 4 | 0.10 | 2.07293 | 0.00000 | 0.00000 | ||
18 | 2023.07.21 08:00 | modify | 4 | 0.10 | 2.07293 | 2.08793 | 2.05393 | ||
19 | 2023.07.24 01:40 | modify | 4 | 0.10 | 2.07293 | 2.08793 | 2.06793 | ||
20 | 2023.07.24 02:05 | s/l | 4 | 0.10 | 2.08793 | 2.08793 | 2.06793 | -91.58 | 10132.54 |
21 | 2023.07.25 04:00 | buy | 5 | 0.10 | 2.06632 | 0.00000 | 0.00000 | ||
22 | 2023.07.25 04:00 | modify | 5 | 0.10 | 2.06632 | 2.05132 | 2.08532 | ||
23 | 2023.07.26 01:20 | modify | 5 | 0.10 | 2.06632 | 2.07231 | 2.08532 | ||
24 | 2023.07.26 01:40 | modify | 5 | 0.10 | 2.06632 | 2.07932 | 2.08532 | ||
25 | 2023.07.26 01:55 | s/l | 5 | 0.10 | 2.07932 | 2.07932 | 2.08532 | 78.86 | 10211.40 |
26 | 2023.07.26 12:00 | sell | 6 | 0.10 | 2.07882 | 0.00000 | 0.00000 | ||
27 | 2023.07.26 12:00 | modify | 6 | 0.10 | 2.07882 | 2.09382 | 2.05982 | ||
28 | 2023.07.27 02:33 | modify | 6 | 0.10 | 2.07882 | 2.07355 | 2.05982 | ||
29 | 2023.07.27 05:30 | s/l | 6 | 0.10 | 2.07355 | 2.07355 | 2.05982 | 31.43 | 10242.82 |
30 | 2023.07.27 12:00 | buy | 7 | 0.10 | 2.07217 | 0.00000 | 0.00000 | ||
31 | 2023.07.27 12:00 | modify | 7 | 0.10 | 2.07217 | 2.05717 | 2.09117 | ||
32 | 2023.07.28 07:30 | modify | 7 | 0.10 | 2.07217 | 2.07913 | 2.09117 | ||
33 | 2023.07.28 08:30 | modify | 7 | 0.10 | 2.07217 | 2.08517 | 2.09117 | ||
34 | 2023.07.28 09:30 | s/l | 7 | 0.10 | 2.08517 | 2.08517 | 2.09117 | 78.86 | 10321.69 |
35 | 2023.07.28 12:00 | sell | 8 | 0.10 | 2.08760 | 0.00000 | 0.00000 | ||
36 | 2023.07.28 12:00 | modify | 8 | 0.10 | 2.08760 | 2.10260 | 2.06860 | ||
37 | 2023.07.31 03:40 | modify | 8 | 0.10 | 2.08760 | 2.08216 | 2.06860 | ||
38 | 2023.07.31 06:05 | modify | 8 | 0.10 | 2.08760 | 2.07816 | 2.06860 | ||
39 | 2023.07.31 07:40 | s/l | 8 | 0.10 | 2.07816 | 2.07816 | 2.06860 | 57.28 | 10378.97 |
40 | 2023.08.02 04:00 | sell | 9 | 0.10 | 2.09101 | 0.00000 | 0.00000 | ||
41 | 2023.08.02 04:00 | modify | 9 | 0.10 | 2.09101 | 2.10601 | 2.07201 | ||
42 | 2023.08.03 11:40 | modify | 9 | 0.10 | 2.09101 | 2.08508 | 2.07201 | ||
43 | 2023.08.03 12:40 | s/l | 9 | 0.10 | 2.08508 | 2.08508 | 2.07201 | 35.46 | 10414.42 |
44 | 2023.08.07 08:00 | buy | 10 | 0.10 | 2.08648 | 0.00000 | 0.00000 | ||
45 | 2023.08.07 08:00 | modify | 10 | 0.10 | 2.08648 | 2.07148 | 2.10548 | ||
46 | 2023.08.08 01:30 | modify | 10 | 0.10 | 2.08648 | 2.09262 | 2.10548 | ||
47 | 2023.08.08 05:30 | modify | 10 | 0.10 | 2.08648 | 2.09678 | 2.10548 | ||
48 | 2023.08.08 05:40 | modify | 10 | 0.10 | 2.08648 | 2.09948 | 2.10548 | ||
49 | 2023.08.08 08:15 | t/p | 10 | 0.10 | 2.10548 | 2.09948 | 2.10548 | 115.40 | 10529.82 |
50 | 2023.08.10 12:00 | buy | 11 | 0.10 | 2.10126 | 0.00000 | 0.00000 | ||
51 | 2023.08.10 12:00 | modify | 11 | 0.10 | 2.10126 | 2.08626 | 2.12026 | ||
52 | 2023.08.11 04:40 | modify | 11 | 0.10 | 2.10126 | 2.10687 | 2.12026 | ||
53 | 2023.08.11 07:05 | modify | 11 | 0.10 | 2.10126 | 2.11040 | 2.12026 | ||
54 | 2023.08.11 10:40 | modify | 11 | 0.10 | 2.10126 | 2.11426 | 2.12026 | ||
55 | 2023.08.11 13:30 | t/p | 11 | 0.10 | 2.12026 | 2.11426 | 2.12026 | 115.40 | 10645.23 |
56 | 2023.08.29 12:00 | sell | 12 | 0.10 | 2.13331 | 0.00000 | 0.00000 | ||
57 | 2023.08.29 12:00 | modify | 12 | 0.10 | 2.13331 | 2.14831 | 2.11431 | ||
58 | 2023.08.29 14:40 | modify | 12 | 0.10 | 2.13331 | 2.12519 | 2.11431 | ||
59 | 2023.08.29 19:05 | modify | 12 | 0.10 | 2.13331 | 2.12031 | 2.11431 | ||
60 | 2023.08.30 01:20 | s/l | 12 | 0.10 | 2.12031 | 2.12031 | 2.11431 | 78.96 | 10724.18 |
61 | 2023.09.27 12:00 | sell | 13 | 0.10 | 2.04868 | 0.00000 | 0.00000 | ||
62 | 2023.09.27 12:00 | modify | 13 | 0.10 | 2.04868 | 2.06368 | 2.02968 | ||
63 | 2023.09.29 02:30 | modify | 13 | 0.10 | 2.04868 | 2.04326 | 2.02968 | ||
64 | 2023.09.29 06:30 | modify | 13 | 0.10 | 2.04868 | 2.03789 | 2.02968 | ||
65 | 2023.09.29 06:40 | modify | 13 | 0.10 | 2.04868 | 2.03568 | 2.02968 | ||
66 | 2023.09.29 08:30 | t/p | 13 | 0.10 | 2.02968 | 2.03568 | 2.02968 | 114.84 | 10839.03 |
67 | 2023.10.09 12:00 | buy | 14 | 0.10 | 2.03600 | 0.00000 | 0.00000 | ||
68 | 2023.10.09 12:00 | modify | 14 | 0.10 | 2.03600 | 2.02100 | 2.05500 | ||
69 | 2023.10.11 22:40 | modify | 14 | 0.10 | 2.03600 | 2.04124 | 2.05500 | ||
70 | 2023.10.12 05:40 | modify | 14 | 0.10 | 2.03600 | 2.04485 | 2.05500 | ||
71 | 2023.10.12 11:40 | modify | 14 | 0.10 | 2.03600 | 2.04900 | 2.05500 | ||
72 | 2023.10.12 12:40 | s/l | 14 | 0.10 | 2.04900 | 2.04900 | 2.05500 | 77.68 | 10916.71 |
73 | 2023.11.01 04:00 | sell | 15 | 0.10 | 2.09195 | 0.00000 | 0.00000 | ||
74 | 2023.11.01 04:00 | modify | 15 | 0.10 | 2.09195 | 2.10695 | 2.07295 | ||
75 | 2023.11.01 12:20 | modify | 15 | 0.10 | 2.09195 | 2.08684 | 2.07295 | ||
76 | 2023.11.01 13:40 | modify | 15 | 0.10 | 2.09195 | 2.08234 | 2.07295 | ||
77 | 2023.11.01 14:05 | modify | 15 | 0.10 | 2.09195 | 2.07895 | 2.07295 | ||
78 | 2023.11.01 14:40 | s/l | 15 | 0.10 | 2.07895 | 2.07895 | 2.07295 | 79.18 | 10995.89 |
79 | 2023.11.07 08:00 | sell | 16 | 0.10 | 2.08055 | 0.00000 | 0.00000 | ||
80 | 2023.11.07 08:00 | modify | 16 | 0.10 | 2.08055 | 2.09555 | 2.06155 | ||
81 | 2023.11.07 22:15 | modify | 16 | 0.10 | 2.08055 | 2.07552 | 2.06155 | ||
82 | 2023.11.08 07:40 | modify | 16 | 0.10 | 2.08055 | 2.07194 | 2.06155 | ||
83 | 2023.11.08 14:40 | s/l | 16 | 0.10 | 2.07194 | 2.07194 | 2.06155 | 52.22 | 11048.11 |
84 | 2023.11.15 12:00 | buy | 17 | 0.10 | 2.06448 | 0.00000 | 0.00000 | ||
85 | 2023.11.15 12:00 | modify | 17 | 0.10 | 2.06448 | 2.04948 | 2.08348 | ||
86 | 2023.11.16 02:40 | modify | 17 | 0.10 | 2.06448 | 2.07067 | 2.08348 | ||
87 | 2023.11.16 03:40 | s/l | 17 | 0.10 | 2.07067 | 2.07067 | 2.08348 | 36.80 | 11084.90 |
88 | 2023.11.22 12:00 | sell | 18 | 0.10 | 2.07613 | 0.00000 | 0.00000 | ||
89 | 2023.11.22 12:00 | modify | 18 | 0.10 | 2.07613 | 2.09113 | 2.05713 | ||
90 | 2023.11.23 02:40 | modify | 18 | 0.10 | 2.07613 | 2.07042 | 2.05713 | ||
91 | 2023.11.23 09:20 | s/l | 18 | 0.10 | 2.07042 | 2.07042 | 2.05713 | 34.12 | 11119.02 |
92 | 2023.12.05 08:00 | sell | 19 | 0.10 | 2.05110 | 0.00000 | 0.00000 | ||
93 | 2023.12.05 08:00 | modify | 19 | 0.10 | 2.05110 | 2.06610 | 2.03210 | ||
94 | 2023.12.07 16:06 | modify | 19 | 0.10 | 2.05110 | 2.04564 | 2.03210 | ||
95 | 2023.12.07 17:40 | modify | 19 | 0.10 | 2.05110 | 2.04151 | 2.03210 | ||
96 | 2023.12.07 22:40 | s/l | 19 | 0.10 | 2.04151 | 2.04151 | 2.03210 | 57.52 | 11176.54 |
97 | 2023.12.14 04:00 | buy | 20 | 0.10 | 2.02729 | 0.00000 | 0.00000 | ||
98 | 2023.12.14 04:00 | modify | 20 | 0.10 | 2.02729 | 2.01229 | 2.04629 | ||
99 | 2023.12.14 08:30 | modify | 20 | 0.10 | 2.02729 | 2.03270 | 2.04629 | ||
100 | 2023.12.14 09:15 | modify | 20 | 0.10 | 2.02729 | 2.03654 | 2.04629 | ||
101 | 2023.12.14 09:40 | s/l | 20 | 0.10 | 2.03654 | 2.03654 | 2.04629 | 56.33 | 11232.87 |
102 | 2024.01.22 08:00 | buy | 21 | 0.10 | 2.08023 | 0.00000 | 0.00000 | ||
103 | 2024.01.22 08:00 | modify | 21 | 0.10 | 2.08023 | 2.06523 | 2.09923 | ||
104 | 2024.01.22 20:30 | modify | 21 | 0.10 | 2.08023 | 2.08597 | 2.09923 | ||
105 | 2024.01.23 05:05 | s/l | 21 | 0.10 | 2.08597 | 2.08597 | 2.09923 | 34.65 | 11267.53 |
106 | 2024.02.02 12:00 | sell | 22 | 0.10 | 2.07169 | 0.00000 | 0.00000 | ||
107 | 2024.02.02 12:00 | modify | 22 | 0.10 | 2.07169 | 2.08669 | 2.05269 | ||
108 | 2024.02.02 15:40 | modify | 22 | 0.10 | 2.07169 | 2.08669 | 2.06669 | ||
109 | 2024.02.06 04:40 | t/p | 22 | 0.10 | 2.06669 | 2.08669 | 2.06669 | 30.02 | 11297.54 |
110 | 2024.02.06 08:00 | buy | 23 | 0.10 | 2.06874 | 0.00000 | 0.00000 | ||
111 | 2024.02.06 08:00 | modify | 23 | 0.10 | 2.06874 | 2.05374 | 2.08774 | ||
112 | 2024.02.09 09:10 | modify | 23 | 0.10 | 2.06874 | 2.05374 | 2.07374 | ||
113 | 2024.02.09 09:20 | s/l | 23 | 0.10 | 2.05374 | 2.05374 | 2.07374 | -92.83 | 11204.71 |
114 | 2024.02.13 04:00 | sell | 24 | 0.10 | 2.06796 | 0.00000 | 0.00000 | ||
115 | 2024.02.13 04:00 | modify | 24 | 0.10 | 2.06796 | 2.08296 | 2.04896 | ||
116 | 2024.02.13 17:40 | modify | 24 | 0.10 | 2.06796 | 2.08296 | 2.06296 | ||
117 | 2024.02.14 09:40 | t/p | 24 | 0.10 | 2.06296 | 2.08296 | 2.06296 | 30.24 | 11234.95 |
118 | 2024.02.23 08:00 | sell | 25 | 0.10 | 2.04283 | 0.00000 | 0.00000 | ||
119 | 2024.02.23 08:00 | modify | 25 | 0.10 | 2.04283 | 2.05783 | 2.02383 | ||
120 | 2024.02.26 09:40 | modify | 25 | 0.10 | 2.04283 | 2.05783 | 2.03783 | ||
121 | 2024.02.26 23:40 | s/l | 25 | 0.10 | 2.05783 | 2.05783 | 2.03783 | -91.59 | 11143.36 |
122 | 2024.03.04 12:00 | buy | 26 | 0.10 | 2.07826 | 0.00000 | 0.00000 | ||
123 | 2024.03.04 12:00 | modify | 26 | 0.10 | 2.07826 | 2.06326 | 2.09726 | ||
124 | 2024.03.05 09:40 | modify | 26 | 0.10 | 2.07826 | 2.08354 | 2.09726 | ||
125 | 2024.03.06 06:15 | s/l | 26 | 0.10 | 2.08354 | 2.08354 | 2.09726 | 31.56 | 11174.92 |
126 | 2024.03.28 12:00 | sell | 27 | 0.10 | 2.11544 | 0.00000 | 0.00000 | ||
127 | 2024.03.28 12:00 | modify | 27 | 0.10 | 2.11544 | 2.13044 | 2.09644 | ||
128 | 2024.04.02 21:33 | modify | 27 | 0.10 | 2.11544 | 2.11032 | 2.09644 | ||
129 | 2024.04.03 01:20 | s/l | 27 | 0.10 | 2.11032 | 2.11032 | 2.09644 | 30.29 | 11205.22 |
130 | 2024.04.25 08:00 | sell | 28 | 0.10 | 2.09883 | 0.00000 | 0.00000 | ||
131 | 2024.04.25 08:00 | modify | 28 | 0.10 | 2.09883 | 2.11383 | 2.07983 | ||
132 | 2024.04.30 06:05 | modify | 28 | 0.10 | 2.09883 | 2.11383 | 2.09383 | ||
133 | 2024.04.30 12:40 | s/l | 28 | 0.10 | 2.11383 | 2.11383 | 2.09383 | -92.03 | 11113.18 |
134 | 2024.05.10 12:00 | sell | 29 | 0.10 | 2.08315 | 0.00000 | 0.00000 | ||
135 | 2024.05.10 12:00 | modify | 29 | 0.10 | 2.08315 | 2.09815 | 2.06415 | ||
136 | 2024.05.15 16:40 | modify | 29 | 0.10 | 2.08315 | 2.07795 | 2.06415 | ||
137 | 2024.05.16 00:30 | modify | 29 | 0.10 | 2.08315 | 2.07441 | 2.06415 | ||
138 | 2024.05.16 06:30 | s/l | 29 | 0.10 | 2.07441 | 2.07441 | 2.06415 | 51.91 | 11165.10 |
139 | 2024.05.30 08:00 | sell | 30 | 0.10 | 2.08261 | 0.00000 | 0.00000 | ||
140 | 2024.05.30 08:00 | modify | 30 | 0.10 | 2.08261 | 2.09761 | 2.06361 | ||
141 | 2024.05.31 12:30 | modify | 30 | 0.10 | 2.08261 | 2.07675 | 2.06361 | ||
142 | 2024.06.03 10:40 | modify | 30 | 0.10 | 2.08261 | 2.07276 | 2.06361 | ||
143 | 2024.06.03 12:40 | modify | 30 | 0.10 | 2.08261 | 2.06961 | 2.06361 | ||
144 | 2024.06.03 15:40 | s/l | 30 | 0.10 | 2.06961 | 2.06961 | 2.06361 | 78.74 | 11243.83 |
145 | 2024.06.07 12:00 | sell | 31 | 0.10 | 2.06764 | 0.00000 | 0.00000 | ||
146 | 2024.06.07 12:00 | modify | 31 | 0.10 | 2.06764 | 2.08264 | 2.04864 | ||
147 | 2024.06.07 15:20 | modify | 31 | 0.10 | 2.06764 | 2.08264 | 2.06264 | ||
148 | 2024.06.07 15:30 | s/l | 31 | 0.10 | 2.08264 | 2.08264 | 2.06264 | -91.36 | 11152.47 |
149 | 2024.06.18 04:00 | sell | 32 | 0.10 | 2.07477 | 0.00000 | 0.00000 | ||
150 | 2024.06.18 04:00 | modify | 32 | 0.10 | 2.07477 | 2.08977 | 2.05577 | ||
151 | 2024.06.21 08:30 | modify | 32 | 0.10 | 2.07477 | 2.06890 | 2.05577 | ||
152 | 2024.06.24 00:05 | s/l | 32 | 0.10 | 2.06890 | 2.06890 | 2.05577 | 34.43 | 11186.90 |
153 | 2024.06.25 04:00 | sell | 33 | 0.10 | 2.07344 | 0.00000 | 0.00000 | ||
154 | 2024.06.25 04:00 | modify | 33 | 0.10 | 2.07344 | 2.08844 | 2.05444 | ||
155 | 2024.06.28 23:59 | close at stop | 33 | 0.10 | 2.07592 | 2.08844 | 2.05444 | -16.21 | 11170.70 |