Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 1 Hour (H1) 2023.01.01 22:00 - 2023.12.29 21:00 (2023.01.01 - 2024.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=10; RSI_OBSLevels=9; TrendLine_MinGapBars=8; TrendLine_MaxGapBars=12; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=0; TakeProfit=120; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=100; BreakEvenLockin=40; TSMHelp="------------------------------------"; TrailingStart=120; TrailingStop=160; TrailingStep=50; DSHelp="------------------------------------"; DynamicStop_Start=0; DynamicStop_Step=40; DTHelp="------------------------------------"; DynamicTarget_Start=40; DynamicTarget_Step=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=22; 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 | 7224 | Ticks modelled | 155144 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1875.69 | Gross profit | 1926.59 | Gross loss | -50.90 |
Profit factor | 37.85 | Expected payoff | 75.03 | ||
Absolute drawdown | 25.70 | Maximal drawdown | 241.89 (2.11%) | Relative drawdown | 2.23% (230.58) |
Total trades | 25 | Short positions (won %) | 14 (92.86%) | Long positions (won %) | 11 (90.91%) |
Profit trades (% of total) | 23 (92.00%) | Loss trades (% of total) | 2 (8.00%) | ||
Largest | profit trade | 121.75 | loss trade | -39.34 | |
Average | profit trade | 83.76 | loss trade | -25.45 | |
Maximum | consecutive wins (profit in money) | 11 (789.65) | consecutive losses (loss in money) | 1 (-39.34) | |
Maximal | consecutive profit (count of wins) | 789.65 (11) | consecutive loss (count of losses) | -39.34 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.05 03:50 | sell | 1 | 0.10 | 1.06061 | 0.00000 | 0.00000 | ||
2 | 2023.01.05 03:50 | modify | 1 | 0.10 | 1.06061 | 0.00000 | 1.04861 | ||
3 | 2023.01.06 09:20 | modify | 1 | 0.10 | 1.06061 | 1.05661 | 1.04861 | ||
4 | 2023.01.06 13:37 | t/p | 1 | 0.10 | 1.04861 | 1.05661 | 1.04861 | 120.22 | 10120.22 |
5 | 2023.01.13 09:32 | sell | 2 | 0.10 | 1.08341 | 0.00000 | 0.00000 | ||
6 | 2023.01.13 09:32 | modify | 2 | 0.10 | 1.08341 | 0.00000 | 1.07141 | ||
7 | 2023.01.16 01:50 | modify | 2 | 0.10 | 1.08341 | 0.00000 | 1.07541 | ||
8 | 2023.01.18 07:03 | close | 2 | 0.10 | 1.08066 | 0.00000 | 1.07541 | 28.16 | 10148.38 |
9 | 2023.01.18 07:03 | buy | 3 | 0.10 | 1.08066 | 0.00000 | 0.00000 | ||
10 | 2023.01.18 07:03 | modify | 3 | 0.10 | 1.08066 | 0.00000 | 1.09266 | ||
11 | 2023.01.23 06:50 | modify | 3 | 0.10 | 1.08066 | 1.08466 | 1.09266 | ||
12 | 2023.01.23 07:07 | t/p | 3 | 0.10 | 1.09266 | 1.08466 | 1.09266 | 116.79 | 10265.17 |
13 | 2023.01.23 11:50 | sell | 4 | 0.10 | 1.08787 | 0.00000 | 0.00000 | ||
14 | 2023.01.23 11:50 | modify | 4 | 0.10 | 1.08787 | 0.00000 | 1.07587 | ||
15 | 2023.01.25 15:20 | modify | 4 | 0.10 | 1.08787 | 0.00000 | 1.07987 | ||
16 | 2023.02.01 19:45 | modify | 4 | 0.10 | 1.08787 | 0.00000 | 1.08387 | ||
17 | 2023.02.01 20:20 | modify | 4 | 0.10 | 1.08787 | 0.00000 | 1.08787 | ||
18 | 2023.02.03 13:45 | t/p | 4 | 0.10 | 1.08787 | 0.00000 | 1.08787 | 2.85 | 10268.02 |
19 | 2023.02.13 07:13 | buy | 5 | 0.10 | 1.06827 | 0.00000 | 0.00000 | ||
20 | 2023.02.13 07:13 | modify | 5 | 0.10 | 1.06827 | 0.00000 | 1.08027 | ||
21 | 2023.02.14 13:50 | t/p | 5 | 0.10 | 1.08027 | 0.00000 | 1.08027 | 119.36 | 10387.38 |
22 | 2023.02.20 09:50 | sell | 6 | 0.10 | 1.06790 | 0.00000 | 0.00000 | ||
23 | 2023.02.20 09:50 | modify | 6 | 0.10 | 1.06790 | 0.00000 | 1.05590 | ||
24 | 2023.02.24 11:46 | modify | 6 | 0.10 | 1.06790 | 1.06390 | 1.05590 | ||
25 | 2023.02.24 13:45 | t/p | 6 | 0.10 | 1.05590 | 1.06390 | 1.05590 | 121.32 | 10508.69 |
26 | 2023.02.27 08:10 | buy | 7 | 0.10 | 1.05591 | 0.00000 | 0.00000 | ||
27 | 2023.02.27 08:10 | modify | 7 | 0.10 | 1.05591 | 0.00000 | 1.06791 | ||
28 | 2023.03.01 10:20 | modify | 7 | 0.10 | 1.05591 | 1.05991 | 1.06791 | ||
29 | 2023.03.01 12:20 | t/p | 7 | 0.10 | 1.06791 | 1.05991 | 1.06791 | 118.72 | 10627.41 |
30 | 2023.03.10 06:50 | sell | 8 | 0.10 | 1.05809 | 0.00000 | 0.00000 | ||
31 | 2023.03.10 06:50 | modify | 8 | 0.10 | 1.05809 | 0.00000 | 1.04609 | ||
32 | 2023.03.10 13:45 | modify | 8 | 0.10 | 1.05809 | 0.00000 | 1.05009 | ||
33 | 2023.03.10 14:45 | modify | 8 | 0.10 | 1.05809 | 0.00000 | 1.05409 | ||
34 | 2023.03.10 15:32 | modify | 8 | 0.10 | 1.05809 | 0.00000 | 1.05809 | ||
35 | 2023.03.13 16:20 | modify | 8 | 0.10 | 1.05809 | 0.00000 | 1.06209 | ||
36 | 2023.03.15 11:10 | t/p | 8 | 0.10 | 1.06209 | 0.00000 | 1.06209 | -39.34 | 10588.07 |
37 | 2023.03.23 10:20 | sell | 9 | 0.10 | 1.08667 | 0.00000 | 0.00000 | ||
38 | 2023.03.23 10:20 | modify | 9 | 0.10 | 1.08667 | 0.00000 | 1.07467 | ||
39 | 2023.03.23 15:20 | modify | 9 | 0.10 | 1.08667 | 0.00000 | 1.07867 | ||
40 | 2023.03.24 08:20 | t/p | 9 | 0.10 | 1.07867 | 0.00000 | 1.07867 | 80.22 | 10668.28 |
41 | 2023.03.29 04:02 | sell | 10 | 0.10 | 1.08345 | 0.00000 | 0.00000 | ||
42 | 2023.03.29 04:02 | modify | 10 | 0.10 | 1.08345 | 0.00000 | 1.07145 | ||
43 | 2023.03.30 08:45 | modify | 10 | 0.10 | 1.08345 | 0.00000 | 1.07545 | ||
44 | 2023.03.30 13:10 | modify | 10 | 0.10 | 1.08345 | 0.00000 | 1.07945 | ||
45 | 2023.04.03 02:46 | t/p | 10 | 0.10 | 1.07945 | 0.00000 | 1.07945 | 41.10 | 10709.38 |
46 | 2023.05.19 06:15 | buy | 11 | 0.10 | 1.07882 | 0.00000 | 0.00000 | ||
47 | 2023.05.19 06:15 | modify | 11 | 0.10 | 1.07882 | 0.00000 | 1.09082 | ||
48 | 2023.05.22 05:50 | close | 11 | 0.10 | 1.08099 | 0.00000 | 1.09082 | 21.06 | 10730.44 |
49 | 2023.05.22 05:50 | sell | 12 | 0.10 | 1.08099 | 0.00000 | 0.00000 | ||
50 | 2023.05.22 05:50 | modify | 12 | 0.10 | 1.08099 | 0.00000 | 1.06899 | ||
51 | 2023.05.26 14:50 | modify | 12 | 0.10 | 1.08099 | 1.07699 | 1.06899 | ||
52 | 2023.05.30 05:20 | t/p | 12 | 0.10 | 1.06899 | 1.07699 | 1.06899 | 121.75 | 10852.19 |
53 | 2023.05.31 19:45 | buy | 13 | 0.10 | 1.06874 | 0.00000 | 0.00000 | ||
54 | 2023.05.31 19:45 | modify | 13 | 0.10 | 1.06874 | 0.00000 | 1.08074 | ||
55 | 2023.06.02 11:50 | close | 13 | 0.10 | 1.07575 | 0.00000 | 1.08074 | 67.53 | 10919.72 |
56 | 2023.06.02 11:50 | sell | 14 | 0.10 | 1.07575 | 0.00000 | 0.00000 | ||
57 | 2023.06.02 11:50 | modify | 14 | 0.10 | 1.07575 | 0.00000 | 1.06375 | ||
58 | 2023.06.05 14:10 | close | 14 | 0.10 | 1.07021 | 0.00000 | 1.06375 | 55.62 | 10975.34 |
59 | 2023.06.05 14:10 | buy | 15 | 0.10 | 1.07021 | 0.00000 | 0.00000 | ||
60 | 2023.06.05 14:10 | modify | 15 | 0.10 | 1.07021 | 0.00000 | 1.08221 | ||
61 | 2023.06.13 07:16 | modify | 15 | 0.10 | 1.07021 | 1.07421 | 1.08221 | ||
62 | 2023.06.13 12:50 | t/p | 15 | 0.10 | 1.08221 | 1.07421 | 1.08221 | 114.86 | 11090.21 |
63 | 2023.06.22 12:50 | sell | 16 | 0.10 | 1.09803 | 0.00000 | 0.00000 | ||
64 | 2023.06.22 12:50 | modify | 16 | 0.10 | 1.09803 | 0.00000 | 1.08603 | ||
65 | 2023.06.23 07:20 | modify | 16 | 0.10 | 1.09803 | 1.09403 | 1.08603 | ||
66 | 2023.06.23 07:46 | t/p | 16 | 0.10 | 1.08603 | 1.09403 | 1.08603 | 120.22 | 11210.43 |
67 | 2023.07.03 06:10 | sell | 17 | 0.10 | 1.09000 | 0.00000 | 0.00000 | ||
68 | 2023.07.03 06:10 | modify | 17 | 0.10 | 1.09000 | 0.00000 | 1.07800 | ||
69 | 2023.07.05 06:50 | close | 17 | 0.10 | 1.08919 | 0.00000 | 1.07800 | 8.54 | 11218.97 |
70 | 2023.07.05 06:50 | buy | 18 | 0.10 | 1.08919 | 0.00000 | 0.00000 | ||
71 | 2023.07.05 06:50 | modify | 18 | 0.10 | 1.08919 | 0.00000 | 1.10119 | ||
72 | 2023.07.05 18:50 | modify | 18 | 0.10 | 1.08919 | 0.00000 | 1.09719 | ||
73 | 2023.07.07 16:50 | t/p | 18 | 0.10 | 1.09719 | 0.00000 | 1.09719 | 77.43 | 11296.40 |
74 | 2023.07.14 06:45 | sell | 19 | 0.10 | 1.12104 | 0.00000 | 0.00000 | ||
75 | 2023.07.14 06:45 | modify | 19 | 0.10 | 1.12104 | 0.00000 | 1.10904 | ||
76 | 2023.07.17 08:32 | modify | 19 | 0.10 | 1.12104 | 0.00000 | 1.11304 | ||
77 | 2023.07.20 16:20 | t/p | 19 | 0.10 | 1.11304 | 0.00000 | 1.11304 | 81.32 | 11377.71 |
78 | 2023.07.25 20:37 | buy | 20 | 0.10 | 1.10582 | 0.00000 | 0.00000 | ||
79 | 2023.07.25 20:37 | modify | 20 | 0.10 | 1.10582 | 0.00000 | 1.11782 | ||
80 | 2023.07.27 13:40 | modify | 20 | 0.10 | 1.10582 | 0.00000 | 1.11382 | ||
81 | 2023.07.27 18:45 | modify | 20 | 0.10 | 1.10582 | 0.00000 | 1.10982 | ||
82 | 2023.08.02 14:15 | modify | 20 | 0.10 | 1.10582 | 0.00000 | 1.10582 | ||
83 | 2023.08.10 12:50 | t/p | 20 | 0.10 | 1.10582 | 0.00000 | 1.10582 | -11.56 | 11366.15 |
84 | 2023.09.28 07:20 | buy | 21 | 0.10 | 1.05218 | 0.00000 | 0.00000 | ||
85 | 2023.09.28 07:20 | modify | 21 | 0.10 | 1.05218 | 0.00000 | 1.06418 | ||
86 | 2023.10.02 19:50 | modify | 21 | 0.10 | 1.05218 | 0.00000 | 1.06018 | ||
87 | 2023.10.10 08:40 | t/p | 21 | 0.10 | 1.06018 | 0.00000 | 1.06018 | 73.58 | 11439.73 |
88 | 2023.10.24 07:50 | sell | 22 | 0.10 | 1.06569 | 0.00000 | 0.00000 | ||
89 | 2023.10.24 07:50 | modify | 22 | 0.10 | 1.06569 | 0.00000 | 1.05369 | ||
90 | 2023.10.26 02:05 | modify | 22 | 0.10 | 1.06569 | 1.06169 | 1.05369 | ||
91 | 2023.10.26 06:50 | t/p | 22 | 0.10 | 1.05369 | 1.06169 | 1.05369 | 120.88 | 11560.61 |
92 | 2023.11.10 08:16 | buy | 23 | 0.10 | 1.06811 | 0.00000 | 0.00000 | ||
93 | 2023.11.10 08:16 | modify | 23 | 0.10 | 1.06811 | 0.00000 | 1.08011 | ||
94 | 2023.11.14 13:50 | modify | 23 | 0.10 | 1.06811 | 1.07211 | 1.08011 | ||
95 | 2023.11.14 14:10 | t/p | 23 | 0.10 | 1.08011 | 1.07211 | 1.08011 | 118.72 | 11679.33 |
96 | 2023.11.22 08:07 | buy | 24 | 0.10 | 1.09227 | 0.00000 | 0.00000 | ||
97 | 2023.11.22 08:07 | modify | 24 | 0.10 | 1.09227 | 0.00000 | 1.10427 | ||
98 | 2023.11.22 08:50 | modify | 24 | 0.10 | 1.09227 | 0.00000 | 1.10027 | ||
99 | 2023.11.28 16:50 | t/p | 24 | 0.10 | 1.10027 | 0.00000 | 1.10027 | 76.15 | 11755.47 |
100 | 2023.12.28 13:40 | sell | 25 | 0.10 | 1.11027 | 0.00000 | 0.00000 | ||
101 | 2023.12.28 13:40 | modify | 25 | 0.10 | 1.11027 | 0.00000 | 1.09827 | ||
102 | 2023.12.29 21:43 | modify | 25 | 0.10 | 1.11027 | 1.10627 | 1.09827 | ||
103 | 2023.12.29 21:50 | t/p | 25 | 0.10 | 1.09827 | 1.10627 | 1.09827 | 120.22 | 11875.69 |