Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 1 Hour (H1) 2022.04.01 00:00 - 2023.03.31 20:00 (2022.04.01 - 2023.04.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=16; RSI_OBSLevels=8; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=160; TakeProfit=220; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=80; BreakEvenLockin=40; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=160; TrailingStep=10; DSHelp="------------------------------------"; DynamicStop_Start=160; DynamicStop_Step=20; DTHelp="------------------------------------"; DynamicTarget_Start=140; DynamicTarget_Step=5; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=8; EntryWindow_StartMin=0; EntryWindow_UntilHour=18; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; VSHelp="===================================="; Colour_Bearish=Crimson; Colour_Bullish=LimeGreen; TrendLine_Style=0; TrendLine_Width=1; OSHelp="===================================="; CFDTickScaling=0; MagicNumber=160630; | ||||
Bars in test | 7256 | Ticks modelled | 157689 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2483.30 | Gross profit | 2790.12 | Gross loss | -306.82 |
Profit factor | 9.09 | Expected payoff | 80.11 | ||
Absolute drawdown | 13.80 | Maximal drawdown | 249.83 (2.00%) | Relative drawdown | 2.06% (239.07) |
Total trades | 31 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 17 (82.35%) |
Profit trades (% of total) | 26 (83.87%) | Loss trades (% of total) | 5 (16.13%) | ||
Largest | profit trade | 224.46 | loss trade | -157.77 | |
Average | profit trade | 107.31 | loss trade | -61.36 | |
Maximum | consecutive wins (profit in money) | 9 (756.48) | consecutive losses (loss in money) | 2 (-66.26) | |
Maximal | consecutive profit (count of wins) | 820.74 (6) | consecutive loss (count of losses) | -157.77 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.06 08:50 | sell | 1 | 0.10 | 1.09271 | 0.00000 | 0.00000 | ||
2 | 2022.04.06 08:50 | modify | 1 | 0.10 | 1.09271 | 1.10871 | 1.07071 | ||
3 | 2022.04.08 13:20 | modify | 1 | 0.10 | 1.09271 | 1.08871 | 1.07071 | ||
4 | 2022.04.08 18:50 | s/l | 1 | 0.10 | 1.08871 | 1.08871 | 1.07071 | 42.97 | 10042.97 |
5 | 2022.04.12 12:40 | sell | 2 | 0.10 | 1.08898 | 0.00000 | 0.00000 | ||
6 | 2022.04.12 12:40 | modify | 2 | 0.10 | 1.08898 | 1.10498 | 1.06698 | ||
7 | 2022.04.14 13:40 | modify | 2 | 0.10 | 1.08898 | 1.08498 | 1.06698 | ||
8 | 2022.04.20 09:40 | s/l | 2 | 0.10 | 1.08498 | 1.08498 | 1.06698 | 45.95 | 10088.92 |
9 | 2022.05.06 08:15 | sell | 3 | 0.10 | 1.05431 | 0.00000 | 0.00000 | ||
10 | 2022.05.06 08:15 | modify | 3 | 0.10 | 1.05431 | 1.07031 | 1.03231 | ||
11 | 2022.05.12 07:20 | modify | 3 | 0.10 | 1.05431 | 1.05031 | 1.03231 | ||
12 | 2022.05.12 15:50 | modify | 3 | 0.10 | 1.05431 | 1.04431 | 1.03231 | ||
13 | 2022.05.12 16:50 | modify | 3 | 0.10 | 1.05431 | 1.04031 | 1.03231 | ||
14 | 2022.05.13 05:32 | s/l | 3 | 0.10 | 1.04031 | 1.04031 | 1.03231 | 145.20 | 10234.12 |
15 | 2022.05.13 15:15 | sell | 4 | 0.10 | 1.04093 | 0.00000 | 0.00000 | ||
16 | 2022.05.13 15:15 | modify | 4 | 0.10 | 1.04093 | 1.05693 | 1.01893 | ||
17 | 2022.05.16 13:50 | close | 4 | 0.10 | 1.04051 | 1.05693 | 1.01893 | 4.94 | 10239.07 |
18 | 2022.05.16 13:50 | buy | 5 | 0.10 | 1.04051 | 0.00000 | 0.00000 | ||
19 | 2022.05.16 13:50 | modify | 5 | 0.10 | 1.04051 | 1.02451 | 1.06251 | ||
20 | 2022.05.17 08:45 | modify | 5 | 0.10 | 1.04051 | 1.04451 | 1.06251 | ||
21 | 2022.05.19 13:50 | modify | 5 | 0.10 | 1.04051 | 1.05051 | 1.06251 | ||
22 | 2022.05.19 14:50 | modify | 5 | 0.10 | 1.04051 | 1.05451 | 1.06251 | ||
23 | 2022.05.19 17:50 | modify | 5 | 0.10 | 1.04051 | 1.05851 | 1.06251 | ||
24 | 2022.05.19 19:20 | s/l | 5 | 0.10 | 1.05851 | 1.05851 | 1.06251 | 174.62 | 10413.69 |
25 | 2022.06.01 12:50 | sell | 6 | 0.10 | 1.07275 | 0.00000 | 0.00000 | ||
26 | 2022.06.01 12:50 | modify | 6 | 0.10 | 1.07275 | 1.08875 | 1.05075 | ||
27 | 2022.06.01 15:40 | modify | 6 | 0.10 | 1.07275 | 1.06875 | 1.05075 | ||
28 | 2022.06.02 07:20 | s/l | 6 | 0.10 | 1.06875 | 1.06875 | 1.05075 | 42.23 | 10455.92 |
29 | 2022.06.08 09:20 | sell | 7 | 0.10 | 1.06945 | 0.00000 | 0.00000 | ||
30 | 2022.06.08 09:20 | modify | 7 | 0.10 | 1.06945 | 1.08545 | 1.04745 | ||
31 | 2022.06.09 20:07 | modify | 7 | 0.10 | 1.06945 | 1.06545 | 1.04745 | ||
32 | 2022.06.10 12:46 | modify | 7 | 0.10 | 1.06945 | 1.05945 | 1.04745 | ||
33 | 2022.06.10 14:20 | modify | 7 | 0.10 | 1.06945 | 1.05545 | 1.04745 | ||
34 | 2022.06.12 23:50 | modify | 7 | 0.10 | 1.06945 | 1.05145 | 1.04745 | ||
35 | 2022.06.13 06:59 | t/p | 7 | 0.10 | 1.04745 | 1.05145 | 1.04745 | 223.72 | 10679.63 |
36 | 2022.06.20 13:02 | buy | 8 | 0.10 | 1.05116 | 0.00000 | 0.00000 | ||
37 | 2022.06.20 13:02 | modify | 8 | 0.10 | 1.05116 | 1.03516 | 1.07316 | ||
38 | 2022.06.22 14:45 | modify | 8 | 0.10 | 1.05116 | 1.05516 | 1.07316 | ||
39 | 2022.06.23 07:15 | s/l | 8 | 0.10 | 1.05516 | 1.05516 | 1.07316 | 34.62 | 10714.25 |
40 | 2022.07.13 08:50 | sell | 9 | 0.10 | 1.00480 | 0.00000 | 0.00000 | ||
41 | 2022.07.13 08:50 | modify | 9 | 0.10 | 1.00480 | 1.02080 | 0.98280 | ||
42 | 2022.07.14 13:32 | modify | 9 | 0.10 | 1.00480 | 1.00080 | 0.98280 | ||
43 | 2022.07.14 15:10 | s/l | 9 | 0.10 | 1.00080 | 1.00080 | 0.98280 | 42.23 | 10756.48 |
44 | 2022.07.20 10:40 | buy | 10 | 0.10 | 1.02186 | 0.00000 | 0.00000 | ||
45 | 2022.07.20 10:40 | modify | 10 | 0.10 | 1.02186 | 1.00586 | 1.04386 | ||
46 | 2022.08.03 09:02 | close | 10 | 0.10 | 1.01965 | 1.00586 | 1.04386 | -37.16 | 10719.32 |
47 | 2022.08.03 09:02 | sell | 11 | 0.10 | 1.01965 | 0.00000 | 0.00000 | ||
48 | 2022.08.03 09:02 | modify | 11 | 0.10 | 1.01965 | 1.03565 | 0.99765 | ||
49 | 2022.08.04 13:20 | close | 11 | 0.10 | 1.01769 | 1.03565 | 0.99765 | 21.83 | 10741.15 |
50 | 2022.08.04 13:20 | buy | 12 | 0.10 | 1.01769 | 0.00000 | 0.00000 | ||
51 | 2022.08.04 13:20 | modify | 12 | 0.10 | 1.01769 | 1.00169 | 1.03969 | ||
52 | 2022.08.10 11:50 | modify | 12 | 0.10 | 1.01769 | 1.02169 | 1.03969 | ||
53 | 2022.08.10 12:50 | modify | 12 | 0.10 | 1.01769 | 1.02769 | 1.03969 | ||
54 | 2022.08.10 15:02 | modify | 12 | 0.10 | 1.01769 | 1.03169 | 1.03969 | ||
55 | 2022.08.10 16:37 | s/l | 12 | 0.10 | 1.03169 | 1.03169 | 1.03969 | 135.70 | 10876.85 |
56 | 2022.08.16 13:50 | sell | 13 | 0.10 | 1.01780 | 0.00000 | 0.00000 | ||
57 | 2022.08.16 13:50 | modify | 13 | 0.10 | 1.01780 | 1.03380 | 0.99580 | ||
58 | 2022.08.18 16:45 | modify | 13 | 0.10 | 1.01780 | 1.01380 | 0.99580 | ||
59 | 2022.08.22 07:20 | modify | 13 | 0.10 | 1.01780 | 1.00780 | 0.99580 | ||
60 | 2022.08.22 08:15 | modify | 13 | 0.10 | 1.01780 | 1.00380 | 0.99580 | ||
61 | 2022.08.22 13:50 | modify | 13 | 0.10 | 1.01780 | 0.99980 | 0.99580 | ||
62 | 2022.08.22 15:10 | t/p | 13 | 0.10 | 0.99580 | 0.99980 | 0.99580 | 224.46 | 11101.31 |
63 | 2022.09.06 09:10 | buy | 14 | 0.10 | 0.99469 | 0.00000 | 0.00000 | ||
64 | 2022.09.06 09:10 | modify | 14 | 0.10 | 0.99469 | 0.97869 | 1.01669 | ||
65 | 2022.09.08 11:50 | modify | 14 | 0.10 | 0.99469 | 0.99869 | 1.01669 | ||
66 | 2022.09.08 12:20 | s/l | 14 | 0.10 | 0.99869 | 0.99869 | 1.01669 | 35.70 | 11137.01 |
67 | 2022.09.08 13:15 | buy | 15 | 0.10 | 0.99592 | 0.00000 | 0.00000 | ||
68 | 2022.09.08 13:15 | modify | 15 | 0.10 | 0.99592 | 0.97992 | 1.01792 | ||
69 | 2022.09.09 00:40 | modify | 15 | 0.10 | 0.99592 | 0.99992 | 1.01792 | ||
70 | 2022.09.12 06:45 | modify | 15 | 0.10 | 0.99592 | 1.00592 | 1.01792 | ||
71 | 2022.09.12 06:50 | modify | 15 | 0.10 | 0.99592 | 1.00992 | 1.01792 | ||
72 | 2022.09.12 07:10 | modify | 15 | 0.10 | 0.99592 | 1.01392 | 1.01792 | ||
73 | 2022.09.12 07:15 | t/p | 15 | 0.10 | 1.01792 | 1.01392 | 1.01792 | 217.85 | 11354.86 |
74 | 2022.09.14 10:20 | sell | 16 | 0.10 | 1.00234 | 0.00000 | 0.00000 | ||
75 | 2022.09.14 10:20 | modify | 16 | 0.10 | 1.00234 | 1.01834 | 0.98034 | ||
76 | 2022.09.21 06:15 | modify | 16 | 0.10 | 1.00234 | 0.99834 | 0.98034 | ||
77 | 2022.09.21 18:03 | modify | 16 | 0.10 | 1.00234 | 0.99234 | 0.98034 | ||
78 | 2022.09.21 18:10 | modify | 16 | 0.10 | 1.00234 | 0.98834 | 0.98034 | ||
79 | 2022.09.21 18:16 | modify | 16 | 0.10 | 1.00234 | 0.98434 | 0.98034 | ||
80 | 2022.09.21 18:26 | s/l | 16 | 0.10 | 0.98434 | 0.98434 | 0.98034 | 185.20 | 11540.06 |
81 | 2022.09.28 10:20 | sell | 17 | 0.10 | 0.96026 | 0.00000 | 0.00000 | ||
82 | 2022.09.28 10:20 | modify | 17 | 0.10 | 0.96026 | 0.97626 | 0.93826 | ||
83 | 2022.09.28 17:20 | modify | 17 | 0.10 | 0.96026 | 0.97626 | 0.95276 | ||
84 | 2022.09.28 18:50 | modify | 17 | 0.10 | 0.96026 | 0.97626 | 0.95326 | ||
85 | 2022.09.29 14:20 | s/l | 17 | 0.10 | 0.97626 | 0.97626 | 0.95326 | -157.77 | 11382.29 |
86 | 2022.09.30 10:20 | buy | 18 | 0.10 | 0.97665 | 0.00000 | 0.00000 | ||
87 | 2022.09.30 10:20 | modify | 18 | 0.10 | 0.97665 | 0.96065 | 0.99865 | ||
88 | 2022.10.04 05:50 | modify | 18 | 0.10 | 0.97665 | 0.98065 | 0.99865 | ||
89 | 2022.10.04 12:45 | modify | 18 | 0.10 | 0.97665 | 0.98665 | 0.99865 | ||
90 | 2022.10.04 14:10 | modify | 18 | 0.10 | 0.97665 | 0.99065 | 0.99865 | ||
91 | 2022.10.04 15:15 | modify | 18 | 0.10 | 0.97665 | 0.99465 | 0.99865 | ||
92 | 2022.10.04 16:20 | t/p | 18 | 0.10 | 0.99865 | 0.99465 | 0.99865 | 217.85 | 11600.14 |
93 | 2022.11.09 09:50 | buy | 19 | 0.10 | 1.00431 | 0.00000 | 0.00000 | ||
94 | 2022.11.09 09:50 | modify | 19 | 0.10 | 1.00431 | 0.98831 | 1.02631 | ||
95 | 2022.11.10 13:50 | modify | 19 | 0.10 | 1.00431 | 1.00831 | 1.02631 | ||
96 | 2022.11.10 21:10 | modify | 19 | 0.10 | 1.00431 | 1.01431 | 1.02631 | ||
97 | 2022.11.11 06:02 | modify | 19 | 0.10 | 1.00431 | 1.01831 | 1.02631 | ||
98 | 2022.11.11 07:45 | modify | 19 | 0.10 | 1.00431 | 1.02231 | 1.02631 | ||
99 | 2022.11.11 08:45 | t/p | 19 | 0.10 | 1.02631 | 1.02231 | 1.02631 | 215.70 | 11815.83 |
100 | 2022.12.02 13:40 | buy | 20 | 0.10 | 1.04999 | 0.00000 | 0.00000 | ||
101 | 2022.12.02 13:40 | modify | 20 | 0.10 | 1.04999 | 1.03399 | 1.07199 | ||
102 | 2022.12.05 03:45 | modify | 20 | 0.10 | 1.04999 | 1.05399 | 1.07199 | ||
103 | 2022.12.05 07:50 | s/l | 20 | 0.10 | 1.05399 | 1.05399 | 1.07199 | 38.92 | 11854.76 |
104 | 2022.12.05 15:03 | buy | 21 | 0.10 | 1.05359 | 0.00000 | 0.00000 | ||
105 | 2022.12.05 15:03 | modify | 21 | 0.10 | 1.05359 | 1.03759 | 1.07559 | ||
106 | 2022.12.06 11:15 | close | 21 | 0.10 | 1.05083 | 1.03759 | 1.07559 | -28.68 | 11826.08 |
107 | 2022.12.06 11:15 | sell | 22 | 0.10 | 1.05083 | 0.00000 | 0.00000 | ||
108 | 2022.12.06 11:15 | modify | 22 | 0.10 | 1.05083 | 1.06683 | 1.02883 | ||
109 | 2022.12.09 09:37 | close | 22 | 0.10 | 1.05496 | 1.06683 | 1.02883 | -37.58 | 11788.50 |
110 | 2022.12.09 09:37 | buy | 23 | 0.10 | 1.05496 | 0.00000 | 0.00000 | ||
111 | 2022.12.09 09:37 | modify | 23 | 0.10 | 1.05496 | 1.03896 | 1.07696 | ||
112 | 2022.12.13 13:40 | modify | 23 | 0.10 | 1.05496 | 1.05896 | 1.07696 | ||
113 | 2022.12.15 14:15 | modify | 23 | 0.10 | 1.05496 | 1.06496 | 1.07696 | ||
114 | 2022.12.15 14:20 | modify | 23 | 0.10 | 1.05496 | 1.06896 | 1.07696 | ||
115 | 2022.12.15 14:50 | s/l | 23 | 0.10 | 1.06896 | 1.06896 | 1.07696 | 133.55 | 11922.04 |
116 | 2022.12.22 11:15 | buy | 24 | 0.10 | 1.06272 | 0.00000 | 0.00000 | ||
117 | 2022.12.22 11:15 | modify | 24 | 0.10 | 1.06272 | 1.04672 | 1.08472 | ||
118 | 2022.12.30 17:20 | modify | 24 | 0.10 | 1.06272 | 1.06672 | 1.08472 | ||
119 | 2023.01.02 07:32 | s/l | 24 | 0.10 | 1.06672 | 1.06672 | 1.08472 | 30.32 | 11952.36 |
120 | 2023.01.04 15:20 | buy | 25 | 0.10 | 1.05840 | 0.00000 | 0.00000 | ||
121 | 2023.01.04 15:20 | modify | 25 | 0.10 | 1.05840 | 1.04240 | 1.08040 | ||
122 | 2023.01.09 00:02 | modify | 25 | 0.10 | 1.05840 | 1.06240 | 1.08040 | ||
123 | 2023.01.09 15:20 | modify | 25 | 0.10 | 1.05840 | 1.06840 | 1.08040 | ||
124 | 2023.01.11 14:20 | modify | 25 | 0.10 | 1.05840 | 1.07240 | 1.08040 | ||
125 | 2023.01.12 13:10 | modify | 25 | 0.10 | 1.05840 | 1.07640 | 1.08040 | ||
126 | 2023.01.12 13:20 | t/p | 25 | 0.10 | 1.08040 | 1.07640 | 1.08040 | 209.24 | 12161.61 |
127 | 2023.01.18 16:20 | buy | 26 | 0.10 | 1.08181 | 0.00000 | 0.00000 | ||
128 | 2023.01.18 16:20 | modify | 26 | 0.10 | 1.08181 | 1.06581 | 1.10381 | ||
129 | 2023.01.23 01:20 | modify | 26 | 0.10 | 1.08181 | 1.08581 | 1.10381 | ||
130 | 2023.01.23 13:50 | s/l | 26 | 0.10 | 1.08581 | 1.08581 | 1.10381 | 34.62 | 12196.23 |
131 | 2023.01.26 09:15 | buy | 27 | 0.10 | 1.09047 | 0.00000 | 0.00000 | ||
132 | 2023.01.26 09:15 | modify | 27 | 0.10 | 1.09047 | 1.07447 | 1.11247 | ||
133 | 2023.02.01 19:50 | modify | 27 | 0.10 | 1.09047 | 1.09447 | 1.11247 | ||
134 | 2023.02.02 13:50 | s/l | 27 | 0.10 | 1.09447 | 1.09447 | 1.11247 | 32.47 | 12228.70 |
135 | 2023.02.03 09:40 | sell | 28 | 0.10 | 1.09206 | 0.00000 | 0.00000 | ||
136 | 2023.02.03 09:40 | modify | 28 | 0.10 | 1.09206 | 1.10806 | 1.07006 | ||
137 | 2023.02.03 13:50 | modify | 28 | 0.10 | 1.09206 | 1.08806 | 1.07006 | ||
138 | 2023.02.06 11:32 | modify | 28 | 0.10 | 1.09206 | 1.08206 | 1.07006 | ||
139 | 2023.02.06 15:15 | modify | 28 | 0.10 | 1.09206 | 1.07806 | 1.07006 | ||
140 | 2023.02.06 16:50 | modify | 28 | 0.10 | 1.09206 | 1.07406 | 1.07006 | ||
141 | 2023.02.07 01:20 | s/l | 28 | 0.10 | 1.07406 | 1.07406 | 1.07006 | 181.49 | 12410.18 |
142 | 2023.02.14 14:20 | buy | 29 | 0.10 | 1.07207 | 0.00000 | 0.00000 | ||
143 | 2023.02.14 14:20 | modify | 29 | 0.10 | 1.07207 | 1.05607 | 1.09407 | ||
144 | 2023.02.21 08:15 | close | 29 | 0.10 | 1.06826 | 1.05607 | 1.09407 | -45.63 | 12364.55 |
145 | 2023.02.21 08:15 | sell | 30 | 0.10 | 1.06826 | 0.00000 | 0.00000 | ||
146 | 2023.02.21 08:15 | modify | 30 | 0.10 | 1.06826 | 1.08426 | 1.04626 | ||
147 | 2023.02.22 19:50 | modify | 30 | 0.10 | 1.06826 | 1.06426 | 1.04626 | ||
148 | 2023.02.28 14:07 | s/l | 30 | 0.10 | 1.06426 | 1.06426 | 1.04626 | 45.20 | 12409.76 |
149 | 2023.03.07 09:10 | buy | 31 | 0.10 | 1.06668 | 0.00000 | 0.00000 | ||
150 | 2023.03.07 09:10 | modify | 31 | 0.10 | 1.06668 | 1.05068 | 1.08868 | ||
151 | 2023.03.08 05:20 | modify | 31 | 0.10 | 1.06668 | 1.05068 | 1.07468 | ||
152 | 2023.03.13 17:20 | t/p | 31 | 0.10 | 1.07468 | 1.05068 | 1.07468 | 73.55 | 12483.30 |