Strategy Tester Report
gpfTCPivotLimit
| Symbol | NZDUSD (New Zealand Dollar vs US Dollar) | ||||
| Period | 1 Hour (H1) 2024.10.03 00:00 - 2025.01.07 23:00 (2024.10.01 - 2025.01.08) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Lots=0.1; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; Trailing=30; isTradeDay=false; isTrace=false; | ||||
| Bars in test | 1692 | Ticks modelled | 6608232 | Modelling quality | 48.61% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | Spread | Current (18) | ||
| Total net profit | -102.40 | Gross profit | 280.80 | Gross loss | -383.20 |
| Profit factor | 0.73 | Expected payoff | -2.56 | ||
| Absolute drawdown | 102.40 | Maximal drawdown | 170.60 (1.69%) | Relative drawdown | 1.69% (170.60) |
| Total trades | 40 | Short positions (won %) | 18 (83.33%) | Long positions (won %) | 22 (54.55%) |
| Profit trades (% of total) | 27 (67.50%) | Loss trades (% of total) | 13 (32.50%) | ||
| Largest | profit trade | 35.80 | loss trade | -54.50 | |
| Average | profit trade | 10.40 | loss trade | -29.48 | |
| Maximum | consecutive wins (profit in money) | 11 (113.90) | consecutive losses (loss in money) | 3 (-80.20) | |
| Maximal | consecutive profit (count of wins) | 113.90 (11) | consecutive loss (count of losses) | -80.20 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2024.10.03 06:00 | buy | 1 | 0.10 | 0.62478 | 0.62219 | 0.62972 | ||
| 2 | 2024.10.03 11:46 | s/l | 1 | 0.10 | 0.62219 | 0.62219 | 0.62972 | -25.90 | 9974.10 |
| 3 | 2024.10.14 04:00 | buy | 2 | 0.10 | 0.60970 | 0.60670 | 0.61232 | ||
| 4 | 2024.10.16 00:52 | s/l | 2 | 0.10 | 0.60670 | 0.60670 | 0.61232 | -30.00 | 9944.10 |
| 5 | 2024.10.16 15:00 | buy | 3 | 0.10 | 0.60787 | 0.60544 | 0.61004 | ||
| 6 | 2024.10.16 18:47 | s/l | 3 | 0.10 | 0.60544 | 0.60544 | 0.61004 | -24.30 | 9919.80 |
| 7 | 2024.10.18 15:00 | sell | 4 | 0.10 | 0.60723 | 0.60901 | 0.60436 | ||
| 8 | 2024.10.18 19:00 | modify | 4 | 0.10 | 0.60723 | 0.60683 | 0.60436 | ||
| 9 | 2024.10.18 19:13 | s/l | 4 | 0.10 | 0.60683 | 0.60683 | 0.60436 | 4.00 | 9923.80 |
| 10 | 2024.10.21 07:00 | sell | 5 | 0.10 | 0.60807 | 0.60941 | 0.60557 | ||
| 11 | 2024.10.21 08:00 | modify | 5 | 0.10 | 0.60807 | 0.60763 | 0.60557 | ||
| 12 | 2024.10.21 09:00 | modify | 5 | 0.10 | 0.60807 | 0.60753 | 0.60557 | ||
| 13 | 2024.10.21 09:46 | t/p | 5 | 0.10 | 0.60557 | 0.60753 | 0.60557 | 25.00 | 9948.80 |
| 14 | 2024.10.21 11:00 | buy | 6 | 0.10 | 0.60644 | 0.60407 | 0.60824 | ||
| 15 | 2024.10.21 18:00 | s/l | 6 | 0.10 | 0.60407 | 0.60407 | 0.60824 | -23.70 | 9925.10 |
| 16 | 2024.10.28 09:00 | buy | 7 | 0.10 | 0.59637 | 0.59457 | 0.60030 | ||
| 17 | 2024.10.28 10:00 | modify | 7 | 0.10 | 0.59637 | 0.59644 | 0.60030 | ||
| 18 | 2024.10.28 11:00 | modify | 7 | 0.10 | 0.59637 | 0.59668 | 0.60030 | ||
| 19 | 2024.10.28 12:00 | modify | 7 | 0.10 | 0.59637 | 0.59719 | 0.60030 | ||
| 20 | 2024.10.28 12:40 | s/l | 7 | 0.10 | 0.59719 | 0.59719 | 0.60030 | 8.20 | 9933.30 |
| 21 | 2024.10.29 17:00 | buy | 8 | 0.10 | 0.59634 | 0.59380 | 0.59985 | ||
| 22 | 2024.10.30 00:00 | modify | 8 | 0.10 | 0.59634 | 0.59688 | 0.59985 | ||
| 23 | 2024.10.30 00:03 | s/l | 8 | 0.10 | 0.59688 | 0.59688 | 0.59985 | 5.40 | 9938.70 |
| 24 | 2024.10.30 08:00 | buy | 9 | 0.10 | 0.59588 | 0.59351 | 0.59900 | ||
| 25 | 2024.10.30 10:00 | modify | 9 | 0.10 | 0.59588 | 0.59654 | 0.59900 | ||
| 26 | 2024.10.30 11:00 | modify | 9 | 0.10 | 0.59588 | 0.59752 | 0.59900 | ||
| 27 | 2024.10.30 11:13 | t/p | 9 | 0.10 | 0.59900 | 0.59752 | 0.59900 | 31.20 | 9969.90 |
| 28 | 2024.10.30 13:00 | sell | 10 | 0.10 | 0.59889 | 0.60075 | 0.59538 | ||
| 29 | 2024.10.30 15:00 | modify | 10 | 0.10 | 0.59889 | 0.59877 | 0.59538 | ||
| 30 | 2024.10.30 16:00 | modify | 10 | 0.10 | 0.59889 | 0.59790 | 0.59538 | ||
| 31 | 2024.10.30 16:38 | s/l | 10 | 0.10 | 0.59790 | 0.59790 | 0.59538 | 9.90 | 9979.80 |
| 32 | 2024.10.30 18:00 | sell | 11 | 0.10 | 0.59763 | 0.60075 | 0.59538 | ||
| 33 | 2024.10.31 02:00 | modify | 11 | 0.10 | 0.59763 | 0.59753 | 0.59538 | ||
| 34 | 2024.10.31 02:28 | s/l | 11 | 0.10 | 0.59753 | 0.59753 | 0.59538 | 1.00 | 9980.80 |
| 35 | 2024.11.01 17:00 | sell | 12 | 0.10 | 0.59862 | 0.60091 | 0.59489 | ||
| 36 | 2024.11.01 18:00 | modify | 12 | 0.10 | 0.59862 | 0.59859 | 0.59489 | ||
| 37 | 2024.11.01 19:00 | modify | 12 | 0.10 | 0.59862 | 0.59837 | 0.59489 | ||
| 38 | 2024.11.01 20:00 | modify | 12 | 0.10 | 0.59862 | 0.59815 | 0.59489 | ||
| 39 | 2024.11.01 21:00 | modify | 12 | 0.10 | 0.59862 | 0.59682 | 0.59489 | ||
| 40 | 2024.11.01 21:05 | s/l | 12 | 0.10 | 0.59682 | 0.59682 | 0.59489 | 18.00 | 9998.80 |
| 41 | 2024.11.04 13:00 | sell | 13 | 0.10 | 0.59842 | 0.60132 | 0.59472 | ||
| 42 | 2024.11.04 19:00 | modify | 13 | 0.10 | 0.59842 | 0.59799 | 0.59472 | ||
| 43 | 2024.11.04 19:18 | s/l | 13 | 0.10 | 0.59799 | 0.59799 | 0.59472 | 4.30 | 10003.10 |
| 44 | 2024.11.05 13:00 | sell | 14 | 0.10 | 0.59981 | 0.60301 | 0.59563 | ||
| 45 | 2024.11.06 03:00 | modify | 14 | 0.10 | 0.59981 | 0.59705 | 0.59563 | ||
| 46 | 2024.11.06 03:12 | s/l | 14 | 0.10 | 0.59705 | 0.59705 | 0.59563 | 27.60 | 10030.70 |
| 47 | 2024.11.07 12:00 | sell | 15 | 0.10 | 0.59909 | 0.60652 | 0.58926 | ||
| 48 | 2024.11.08 16:00 | modify | 15 | 0.10 | 0.59909 | 0.59830 | 0.58926 | ||
| 49 | 2024.11.08 16:03 | s/l | 15 | 0.10 | 0.59830 | 0.59830 | 0.58926 | 7.90 | 10038.60 |
| 50 | 2024.11.08 22:00 | buy | 16 | 0.10 | 0.59609 | 0.58900 | 0.60639 | ||
| 51 | 2024.11.08 23:00 | modify | 16 | 0.10 | 0.59609 | 0.59611 | 0.60639 | ||
| 52 | 2024.11.11 00:00 | s/l | 16 | 0.10 | 0.59611 | 0.59611 | 0.60639 | 0.20 | 10038.80 |
| 53 | 2024.11.11 00:00 | buy | 17 | 0.10 | 0.59601 | 0.58900 | 0.60639 | ||
| 54 | 2024.11.11 02:00 | modify | 17 | 0.10 | 0.59601 | 0.59603 | 0.60639 | ||
| 55 | 2024.11.11 02:08 | s/l | 17 | 0.10 | 0.59603 | 0.59603 | 0.60639 | 0.20 | 10039.00 |
| 56 | 2024.11.12 10:00 | buy | 18 | 0.10 | 0.59543 | 0.59378 | 0.59760 | ||
| 57 | 2024.11.12 12:33 | s/l | 18 | 0.10 | 0.59378 | 0.59378 | 0.59760 | -16.50 | 10022.50 |
| 58 | 2024.11.14 09:00 | buy | 19 | 0.10 | 0.58608 | 0.58288 | 0.59250 | ||
| 59 | 2024.11.14 10:00 | modify | 19 | 0.10 | 0.58608 | 0.58627 | 0.59250 | ||
| 60 | 2024.11.14 10:58 | s/l | 19 | 0.10 | 0.58627 | 0.58627 | 0.59250 | 1.90 | 10024.40 |
| 61 | 2024.11.14 14:00 | buy | 20 | 0.10 | 0.58647 | 0.58288 | 0.59250 | ||
| 62 | 2024.11.14 17:00 | modify | 20 | 0.10 | 0.58647 | 0.58681 | 0.59250 | ||
| 63 | 2024.11.14 17:37 | s/l | 20 | 0.10 | 0.58681 | 0.58681 | 0.59250 | 3.40 | 10027.80 |
| 64 | 2024.11.15 17:00 | sell | 21 | 0.10 | 0.58517 | 0.59023 | 0.58301 | ||
| 65 | 2024.11.18 10:00 | modify | 21 | 0.10 | 0.58517 | 0.58509 | 0.58301 | ||
| 66 | 2024.11.18 11:00 | modify | 21 | 0.10 | 0.58517 | 0.58480 | 0.58301 | ||
| 67 | 2024.11.18 11:21 | s/l | 21 | 0.10 | 0.58480 | 0.58480 | 0.58301 | 3.70 | 10031.50 |
| 68 | 2024.11.18 13:00 | buy | 22 | 0.10 | 0.58456 | 0.58201 | 0.58814 | ||
| 69 | 2024.11.18 16:00 | modify | 22 | 0.10 | 0.58456 | 0.58465 | 0.58814 | ||
| 70 | 2024.11.18 17:00 | modify | 22 | 0.10 | 0.58456 | 0.58534 | 0.58814 | ||
| 71 | 2024.11.18 18:00 | modify | 22 | 0.10 | 0.58456 | 0.58625 | 0.58814 | ||
| 72 | 2024.11.18 19:00 | modify | 22 | 0.10 | 0.58456 | 0.58771 | 0.58814 | ||
| 73 | 2024.11.18 19:00 | t/p | 22 | 0.10 | 0.58814 | 0.58771 | 0.58814 | 35.80 | 10067.30 |
| 74 | 2024.11.21 20:00 | buy | 23 | 0.10 | 0.58661 | 0.58286 | 0.59101 | ||
| 75 | 2024.11.22 04:41 | s/l | 23 | 0.10 | 0.58286 | 0.58286 | 0.59101 | -37.50 | 10029.80 |
| 76 | 2024.11.25 08:00 | sell | 24 | 0.10 | 0.58518 | 0.58800 | 0.58123 | ||
| 77 | 2024.11.25 10:00 | modify | 24 | 0.10 | 0.58518 | 0.58500 | 0.58123 | ||
| 78 | 2024.11.25 11:00 | modify | 24 | 0.10 | 0.58518 | 0.58450 | 0.58123 | ||
| 79 | 2024.11.25 11:02 | s/l | 24 | 0.10 | 0.58450 | 0.58450 | 0.58123 | 6.80 | 10036.60 |
| 80 | 2024.11.25 17:00 | sell | 25 | 0.10 | 0.58537 | 0.58800 | 0.58123 | ||
| 81 | 2024.11.25 18:00 | modify | 25 | 0.10 | 0.58537 | 0.58512 | 0.58123 | ||
| 82 | 2024.11.25 19:00 | modify | 25 | 0.10 | 0.58537 | 0.58432 | 0.58123 | ||
| 83 | 2024.11.25 19:38 | s/l | 25 | 0.10 | 0.58432 | 0.58432 | 0.58123 | 10.50 | 10047.10 |
| 84 | 2024.11.26 16:00 | sell | 26 | 0.10 | 0.58436 | 0.58828 | 0.58300 | ||
| 85 | 2024.11.26 16:53 | t/p | 26 | 0.10 | 0.58300 | 0.58828 | 0.58300 | 13.60 | 10060.70 |
| 86 | 2024.11.27 05:00 | sell | 27 | 0.10 | 0.58579 | 0.59002 | 0.57979 | ||
| 87 | 2024.11.27 10:20 | s/l | 27 | 0.10 | 0.59002 | 0.59002 | 0.57979 | -42.30 | 10018.40 |
| 88 | 2024.12.02 06:00 | buy | 28 | 0.10 | 0.58966 | 0.58641 | 0.59400 | ||
| 89 | 2024.12.02 09:00 | modify | 28 | 0.10 | 0.58966 | 0.59025 | 0.59400 | ||
| 90 | 2024.12.02 09:17 | s/l | 28 | 0.10 | 0.59025 | 0.59025 | 0.59400 | 5.90 | 10024.30 |
| 91 | 2024.12.02 12:00 | buy | 29 | 0.10 | 0.59057 | 0.58641 | 0.59400 | ||
| 92 | 2024.12.02 17:03 | s/l | 29 | 0.10 | 0.58641 | 0.58641 | 0.59400 | -41.60 | 9982.70 |
| 93 | 2024.12.05 12:00 | sell | 30 | 0.10 | 0.58636 | 0.59093 | 0.58238 | ||
| 94 | 2024.12.06 09:00 | modify | 30 | 0.10 | 0.58636 | 0.58623 | 0.58238 | ||
| 95 | 2024.12.06 11:00 | modify | 30 | 0.10 | 0.58636 | 0.58550 | 0.58238 | ||
| 96 | 2024.12.06 11:12 | s/l | 30 | 0.10 | 0.58550 | 0.58550 | 0.58238 | 8.60 | 9991.30 |
| 97 | 2024.12.09 09:00 | buy | 31 | 0.10 | 0.58122 | 0.57794 | 0.58734 | ||
| 98 | 2024.12.09 10:00 | modify | 31 | 0.10 | 0.58122 | 0.58374 | 0.58734 | ||
| 99 | 2024.12.09 10:08 | s/l | 31 | 0.10 | 0.58374 | 0.58374 | 0.58734 | 25.20 | 10016.50 |
| 100 | 2024.12.10 12:00 | buy | 32 | 0.10 | 0.58220 | 0.57675 | 0.58992 | ||
| 101 | 2024.12.11 09:37 | s/l | 32 | 0.10 | 0.57675 | 0.57675 | 0.58992 | -54.50 | 9962.00 |
| 102 | 2024.12.11 11:00 | buy | 33 | 0.10 | 0.57788 | 0.57434 | 0.58461 | ||
| 103 | 2024.12.11 16:00 | modify | 33 | 0.10 | 0.57788 | 0.57891 | 0.58461 | ||
| 104 | 2024.12.11 16:10 | s/l | 33 | 0.10 | 0.57891 | 0.57891 | 0.58461 | 10.30 | 9972.30 |
| 105 | 2024.12.12 05:00 | sell | 34 | 0.10 | 0.58011 | 0.58307 | 0.57600 | ||
| 106 | 2024.12.12 14:00 | modify | 34 | 0.10 | 0.58011 | 0.58004 | 0.57600 | ||
| 107 | 2024.12.12 15:00 | modify | 34 | 0.10 | 0.58011 | 0.57949 | 0.57600 | ||
| 108 | 2024.12.12 15:33 | s/l | 34 | 0.10 | 0.57949 | 0.57949 | 0.57600 | 6.20 | 9978.50 |
| 109 | 2024.12.17 10:00 | buy | 35 | 0.10 | 0.57643 | 0.57406 | 0.57932 | ||
| 110 | 2024.12.18 05:53 | s/l | 35 | 0.10 | 0.57406 | 0.57406 | 0.57932 | -23.70 | 9954.80 |
| 111 | 2024.12.18 08:00 | buy | 36 | 0.10 | 0.57410 | 0.57218 | 0.57800 | ||
| 112 | 2024.12.18 09:00 | modify | 36 | 0.10 | 0.57410 | 0.57424 | 0.57800 | ||
| 113 | 2024.12.18 09:16 | s/l | 36 | 0.10 | 0.57424 | 0.57424 | 0.57800 | 1.40 | 9956.20 |
| 114 | 2024.12.30 03:00 | sell | 37 | 0.10 | 0.56402 | 0.56585 | 0.56148 | ||
| 115 | 2024.12.30 05:53 | s/l | 37 | 0.10 | 0.56585 | 0.56585 | 0.56148 | -18.30 | 9937.90 |
| 116 | 2024.12.30 18:00 | sell | 38 | 0.10 | 0.56366 | 0.56585 | 0.56148 | ||
| 117 | 2024.12.31 06:00 | modify | 38 | 0.10 | 0.56366 | 0.56320 | 0.56148 | ||
| 118 | 2024.12.31 07:11 | s/l | 38 | 0.10 | 0.56320 | 0.56320 | 0.56148 | 4.60 | 9942.50 |
| 119 | 2024.12.31 10:00 | buy | 39 | 0.10 | 0.56346 | 0.56015 | 0.56599 | ||
| 120 | 2024.12.31 17:58 | s/l | 39 | 0.10 | 0.56015 | 0.56015 | 0.56599 | -33.10 | 9909.40 |
| 121 | 2025.01.06 04:00 | sell | 40 | 0.10 | 0.56182 | 0.56300 | 0.55939 | ||
| 122 | 2025.01.06 09:33 | s/l | 40 | 0.10 | 0.56300 | 0.56300 | 0.55939 | -11.80 | 9897.60 |