Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 4 Hours (H4) 2023.01.01 20:00 - 2023.12.29 20:00 (2023.01.01 - 2024.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=3; RSI_OBSLevels=7; TrendLine_MinGapBars=4; TrendLine_MaxGapBars=12; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=0; InitialStopLoss=240; TakeProfit=120; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=60; BreakEvenLockin=10; TSMHelp="------------------------------------"; TrailingStart=160; TrailingStop=20; TrailingStep=45; DSHelp="------------------------------------"; DynamicStop_Start=120; DynamicStop_Step=5; DTHelp="------------------------------------"; DynamicTarget_Start=100; DynamicTarget_Step=10; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=9; EntryWindow_StartMin=0; EntryWindow_UntilHour=15; 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 | 2610 | Ticks modelled | 78400 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1296.54 | Gross profit | 1322.15 | Gross loss | -25.61 |
Profit factor | 51.62 | Expected payoff | 76.27 | ||
Absolute drawdown | 30.00 | Maximal drawdown | 184.88 (1.78%) | Relative drawdown | 1.78% (184.88) |
Total trades | 17 | Short positions (won %) | 13 (84.62%) | Long positions (won %) | 4 (100.00%) |
Profit trades (% of total) | 15 (88.24%) | Loss trades (% of total) | 2 (11.76%) | ||
Largest | profit trade | 121.75 | loss trade | -18.25 | |
Average | profit trade | 88.14 | loss trade | -12.81 | |
Maximum | consecutive wins (profit in money) | 8 (594.63) | consecutive losses (loss in money) | 1 (-18.25) | |
Maximal | consecutive profit (count of wins) | 594.63 (8) | consecutive loss (count of losses) | -18.25 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.01.06 13:30 | buy | 1 | 0.10 | 1.05308 | 0.00000 | 0.00000 | ||
2 | 2023.01.06 13:30 | modify | 1 | 0.10 | 1.05308 | 1.02908 | 1.06508 | ||
3 | 2023.01.06 15:40 | modify | 1 | 0.10 | 1.05308 | 1.05408 | 1.06508 | ||
4 | 2023.01.08 23:20 | t/p | 1 | 0.10 | 1.06508 | 1.05408 | 1.06508 | 120.00 | 10120.00 |
5 | 2023.02.20 09:30 | sell | 2 | 0.10 | 1.06863 | 0.00000 | 0.00000 | ||
6 | 2023.02.20 09:30 | modify | 2 | 0.10 | 1.06863 | 1.09263 | 1.05663 | ||
7 | 2023.02.22 16:30 | modify | 2 | 0.10 | 1.06863 | 1.06763 | 1.05663 | ||
8 | 2023.02.24 13:30 | t/p | 2 | 0.10 | 1.05663 | 1.06763 | 1.05663 | 121.32 | 10241.32 |
9 | 2023.03.13 09:20 | sell | 3 | 0.10 | 1.06787 | 0.00000 | 0.00000 | ||
10 | 2023.03.13 09:20 | modify | 3 | 0.10 | 1.06787 | 1.09187 | 1.05587 | ||
11 | 2023.03.15 11:20 | modify | 3 | 0.10 | 1.06787 | 1.06687 | 1.05587 | ||
12 | 2023.03.15 12:40 | t/p | 3 | 0.10 | 1.05587 | 1.06687 | 1.05587 | 120.44 | 10361.75 |
13 | 2023.03.29 12:40 | sell | 4 | 0.10 | 1.08388 | 0.00000 | 0.00000 | ||
14 | 2023.03.29 12:40 | modify | 4 | 0.10 | 1.08388 | 1.10788 | 1.07188 | ||
15 | 2023.04.04 07:40 | modify | 4 | 0.10 | 1.08388 | 1.10788 | 1.08188 | ||
16 | 2023.04.04 14:20 | modify | 4 | 0.10 | 1.08388 | 1.10788 | 1.08288 | ||
17 | 2023.04.04 14:33 | modify | 4 | 0.10 | 1.08388 | 1.10788 | 1.08488 | ||
18 | 2023.04.10 13:30 | t/p | 4 | 0.10 | 1.08488 | 1.10788 | 1.08488 | -7.37 | 10354.39 |
19 | 2023.04.14 11:20 | sell | 5 | 0.10 | 1.10517 | 0.00000 | 0.00000 | ||
20 | 2023.04.14 11:20 | modify | 5 | 0.10 | 1.10517 | 1.12917 | 1.09317 | ||
21 | 2023.04.14 15:30 | modify | 5 | 0.10 | 1.10517 | 1.10417 | 1.09317 | ||
22 | 2023.04.17 14:20 | t/p | 5 | 0.10 | 1.09317 | 1.10417 | 1.09317 | 120.22 | 10474.61 |
23 | 2023.06.16 14:30 | sell | 6 | 0.10 | 1.09357 | 0.00000 | 0.00000 | ||
24 | 2023.06.16 14:30 | modify | 6 | 0.10 | 1.09357 | 1.11757 | 1.08157 | ||
25 | 2023.06.23 07:40 | modify | 6 | 0.10 | 1.09357 | 1.09257 | 1.08157 | ||
26 | 2023.06.27 01:30 | s/l | 6 | 0.10 | 1.09257 | 1.09257 | 1.08157 | 11.97 | 10486.58 |
27 | 2023.07.14 12:05 | sell | 7 | 0.10 | 1.12116 | 0.00000 | 0.00000 | ||
28 | 2023.07.14 12:05 | modify | 7 | 0.10 | 1.12116 | 1.14516 | 1.10916 | ||
29 | 2023.07.20 14:40 | modify | 7 | 0.10 | 1.12116 | 1.12016 | 1.10916 | ||
30 | 2023.07.24 07:40 | t/p | 7 | 0.10 | 1.10916 | 1.12016 | 1.10916 | 121.75 | 10608.33 |
31 | 2023.07.27 12:20 | sell | 8 | 0.10 | 1.11057 | 0.00000 | 0.00000 | ||
32 | 2023.07.27 12:20 | modify | 8 | 0.10 | 1.11057 | 1.13457 | 1.09857 | ||
33 | 2023.07.27 13:20 | modify | 8 | 0.10 | 1.11057 | 1.10957 | 1.09857 | ||
34 | 2023.07.27 18:30 | t/p | 8 | 0.10 | 1.09857 | 1.10957 | 1.09857 | 120.00 | 10728.33 |
35 | 2023.09.19 13:30 | sell | 9 | 0.10 | 1.06897 | 0.00000 | 0.00000 | ||
36 | 2023.09.19 13:30 | modify | 9 | 0.10 | 1.06897 | 1.09297 | 1.05697 | ||
37 | 2023.09.21 02:30 | modify | 9 | 0.10 | 1.06897 | 1.06797 | 1.05697 | ||
38 | 2023.09.26 09:00 | close | 9 | 0.10 | 1.05989 | 1.06797 | 1.05697 | 92.34 | 10820.67 |
39 | 2023.09.26 09:00 | buy | 10 | 0.10 | 1.05989 | 0.00000 | 0.00000 | ||
40 | 2023.09.26 09:00 | modify | 10 | 0.10 | 1.05989 | 1.03589 | 1.07189 | ||
41 | 2023.09.27 17:30 | modify | 10 | 0.10 | 1.05989 | 1.03589 | 1.06189 | ||
42 | 2023.09.27 18:15 | modify | 10 | 0.10 | 1.05989 | 1.03589 | 1.06089 | ||
43 | 2023.09.29 07:40 | t/p | 10 | 0.10 | 1.06089 | 1.03589 | 1.06089 | 6.79 | 10827.46 |
44 | 2023.09.29 13:40 | sell | 11 | 0.10 | 1.05746 | 0.00000 | 0.00000 | ||
45 | 2023.09.29 13:40 | modify | 11 | 0.10 | 1.05746 | 1.08146 | 1.04546 | ||
46 | 2023.10.02 14:30 | modify | 11 | 0.10 | 1.05746 | 1.05646 | 1.04546 | ||
47 | 2023.10.03 14:40 | t/p | 11 | 0.10 | 1.04546 | 1.05646 | 1.04546 | 120.44 | 10947.90 |
48 | 2023.10.13 12:40 | buy | 12 | 0.10 | 1.05503 | 0.00000 | 0.00000 | ||
49 | 2023.10.13 12:40 | modify | 12 | 0.10 | 1.05503 | 1.03103 | 1.06703 | ||
50 | 2023.10.17 12:30 | close | 12 | 0.10 | 1.05527 | 1.03103 | 1.06703 | 1.12 | 10949.01 |
51 | 2023.10.17 12:30 | sell | 13 | 0.10 | 1.05527 | 0.00000 | 0.00000 | ||
52 | 2023.10.17 12:30 | modify | 13 | 0.10 | 1.05527 | 1.07927 | 1.04327 | ||
53 | 2023.10.23 16:20 | modify | 13 | 0.10 | 1.05527 | 1.07927 | 1.05327 | ||
54 | 2023.10.23 16:40 | modify | 13 | 0.10 | 1.05527 | 1.07927 | 1.05427 | ||
55 | 2023.10.23 17:40 | modify | 13 | 0.10 | 1.05527 | 1.07927 | 1.05527 | ||
56 | 2023.10.24 02:30 | modify | 13 | 0.10 | 1.05527 | 1.07927 | 1.05627 | ||
57 | 2023.10.24 07:05 | modify | 13 | 0.10 | 1.05527 | 1.07927 | 1.05727 | ||
58 | 2023.10.25 09:33 | t/p | 13 | 0.10 | 1.05727 | 1.07927 | 1.05727 | -18.25 | 10930.77 |
59 | 2023.11.27 13:40 | sell | 14 | 0.10 | 1.09435 | 0.00000 | 0.00000 | ||
60 | 2023.11.27 13:40 | modify | 14 | 0.10 | 1.09435 | 1.11835 | 1.08235 | ||
61 | 2023.11.30 20:40 | modify | 14 | 0.10 | 1.09435 | 1.09335 | 1.08235 | ||
62 | 2023.12.04 14:40 | t/p | 14 | 0.10 | 1.08235 | 1.09335 | 1.08235 | 121.54 | 11052.30 |
63 | 2023.12.06 13:30 | buy | 15 | 0.10 | 1.07964 | 0.00000 | 0.00000 | ||
64 | 2023.12.06 13:30 | modify | 15 | 0.10 | 1.07964 | 1.05564 | 1.09164 | ||
65 | 2023.12.13 19:30 | modify | 15 | 0.10 | 1.07964 | 1.08064 | 1.09164 | ||
66 | 2023.12.14 11:10 | t/p | 15 | 0.10 | 1.09164 | 1.08064 | 1.09164 | 113.58 | 11165.88 |
67 | 2023.12.15 09:00 | sell | 16 | 0.10 | 1.09560 | 0.00000 | 0.00000 | ||
68 | 2023.12.15 09:00 | modify | 16 | 0.10 | 1.09560 | 1.11960 | 1.08360 | ||
69 | 2023.12.15 18:40 | modify | 16 | 0.10 | 1.09560 | 1.09460 | 1.08360 | ||
70 | 2023.12.19 09:20 | s/l | 16 | 0.10 | 1.09460 | 1.09460 | 1.08360 | 10.44 | 11176.32 |
71 | 2023.12.28 13:20 | sell | 17 | 0.10 | 1.11027 | 0.00000 | 0.00000 | ||
72 | 2023.12.28 13:20 | modify | 17 | 0.10 | 1.11027 | 1.13427 | 1.09827 | ||
73 | 2023.12.29 19:40 | modify | 17 | 0.10 | 1.11027 | 1.10927 | 1.09827 | ||
74 | 2023.12.29 21:20 | t/p | 17 | 0.10 | 1.09827 | 1.10927 | 1.09827 | 120.22 | 11296.54 |