Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 4 Hours (H4) 2023.11.01 00:00 - 2024.10.31 20:00 (2023.11.01 - 2024.11.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | DISHelp="===================================="; RSI_Period=3; RSI_OBSLevels=5; TrendLine_MinGapBars=2; TrendLine_MaxGapBars=14; TrendLine_MaxLookbackBars=20; CHelp="===================================="; TLHelp="------------------------------------"; MaxSpread=12; PMHelp="===================================="; TradeDirection=1; InitialStopLoss=0; TakeProfit=120; PSMHelp="------------------------------------"; LotSizingMethod=3; InitialRiskPercent=1; ManualLots=0.1; BSMHelp="------------------------------------"; BreakEvenProfit=120; BreakEvenLockin=10; TSMHelp="------------------------------------"; TrailingStart=120; TrailingStop=220; TrailingStep=40; DSHelp="------------------------------------"; DynamicStop_Start=220; DynamicStop_Step=15; DTHelp="------------------------------------"; DynamicTarget_Start=40; DynamicTarget_Step=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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 | 2613 | Ticks modelled | 78329 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 1000.00 | Spread | 30 | ||
Total net profit | 1587.96 | Gross profit | 2140.58 | Gross loss | -552.61 |
Profit factor | 3.87 | Expected payoff | 49.62 | ||
Absolute drawdown | 78.68 | Maximal drawdown | 318.40 (10.96%) | Relative drawdown | 12.95% (190.57) |
Total trades | 32 | Short positions (won %) | 14 (78.57%) | Long positions (won %) | 18 (77.78%) |
Profit trades (% of total) | 25 (78.12%) | Loss trades (% of total) | 7 (21.88%) | ||
Largest | profit trade | 123.82 | loss trade | -291.00 | |
Average | profit trade | 85.62 | loss trade | -78.94 | |
Maximum | consecutive wins (profit in money) | 7 (683.19) | consecutive losses (loss in money) | 2 (-55.62) | |
Maximal | consecutive profit (count of wins) | 683.19 (7) | consecutive loss (count of losses) | -291.00 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2023.11.06 15:05 | buy | 1 | 0.10 | 1.07307 | 0.00000 | 0.00000 | ||
2 | 2023.11.06 15:05 | modify | 1 | 0.10 | 1.07307 | 0.00000 | 1.08507 | ||
3 | 2023.11.07 09:20 | modify | 1 | 0.10 | 1.07307 | 0.00000 | 1.08107 | ||
4 | 2023.11.14 14:30 | t/p | 1 | 0.10 | 1.08107 | 0.00000 | 1.08107 | 74.69 | 1074.69 |
5 | 2023.11.15 09:40 | buy | 2 | 0.10 | 1.08469 | 0.00000 | 0.00000 | ||
6 | 2023.11.15 09:40 | modify | 2 | 0.10 | 1.08469 | 0.00000 | 1.09669 | ||
7 | 2023.11.28 13:40 | t/p | 2 | 0.10 | 1.09669 | 0.00000 | 1.09669 | 111.37 | 1186.06 |
8 | 2023.12.01 16:40 | sell | 3 | 0.10 | 1.08854 | 0.00000 | 0.00000 | ||
9 | 2023.12.01 16:40 | modify | 3 | 0.10 | 1.08854 | 0.00000 | 1.07654 | ||
10 | 2023.12.06 20:40 | t/p | 3 | 0.10 | 1.07654 | 0.00000 | 1.07654 | 121.04 | 1307.10 |
11 | 2023.12.15 08:20 | buy | 4 | 0.10 | 1.09829 | 0.00000 | 0.00000 | ||
12 | 2023.12.15 08:20 | modify | 4 | 0.10 | 1.09829 | 0.00000 | 1.11029 | ||
13 | 2023.12.15 12:40 | modify | 4 | 0.10 | 1.09829 | 0.00000 | 1.10629 | ||
14 | 2023.12.15 13:40 | modify | 4 | 0.10 | 1.09829 | 0.00000 | 1.10279 | ||
15 | 2023.12.22 11:40 | t/p | 4 | 0.10 | 1.10279 | 0.00000 | 1.10279 | 40.35 | 1347.45 |
16 | 2023.12.22 13:05 | buy | 5 | 0.10 | 1.10071 | 0.00000 | 0.00000 | ||
17 | 2023.12.22 13:05 | modify | 5 | 0.10 | 1.10071 | 0.00000 | 1.11271 | ||
18 | 2023.12.28 09:30 | t/p | 5 | 0.10 | 1.11271 | 0.00000 | 1.11271 | 116.02 | 1463.46 |
19 | 2023.12.28 13:20 | buy | 6 | 0.10 | 1.11057 | 0.00000 | 0.00000 | ||
20 | 2023.12.28 13:20 | modify | 6 | 0.10 | 1.11057 | 0.00000 | 1.12257 | ||
21 | 2023.12.28 18:30 | modify | 6 | 0.10 | 1.11057 | 0.00000 | 1.11857 | ||
22 | 2024.01.02 02:20 | modify | 6 | 0.10 | 1.11057 | 0.00000 | 1.11507 | ||
23 | 2024.01.02 11:20 | modify | 6 | 0.10 | 1.11057 | 0.00000 | 1.11157 | ||
24 | 2024.01.02 12:40 | modify | 6 | 0.10 | 1.11057 | 0.00000 | 1.10807 | ||
25 | 2024.01.03 05:20 | close | 6 | 0.10 | 1.09627 | 0.00000 | 1.10807 | -145.66 | 1317.81 |
26 | 2024.01.03 05:20 | sell | 7 | 0.10 | 1.09627 | 0.00000 | 0.00000 | ||
27 | 2024.01.03 05:20 | modify | 7 | 0.10 | 1.09627 | 0.00000 | 1.08427 | ||
28 | 2024.01.11 13:15 | modify | 7 | 0.10 | 1.09627 | 0.00000 | 1.08827 | ||
29 | 2024.01.16 10:40 | t/p | 7 | 0.10 | 1.08827 | 0.00000 | 1.08827 | 84.51 | 1402.32 |
30 | 2024.01.26 08:40 | sell | 8 | 0.10 | 1.08421 | 0.00000 | 0.00000 | ||
31 | 2024.01.26 08:40 | modify | 8 | 0.10 | 1.08421 | 0.00000 | 1.07221 | ||
32 | 2024.01.26 13:40 | modify | 8 | 0.10 | 1.08421 | 0.00000 | 1.07621 | ||
33 | 2024.02.05 09:40 | t/p | 8 | 0.10 | 1.07621 | 0.00000 | 1.07621 | 82.78 | 1485.10 |
34 | 2024.02.12 08:06 | buy | 9 | 0.10 | 1.07956 | 0.00000 | 0.00000 | ||
35 | 2024.02.12 08:06 | modify | 9 | 0.10 | 1.07956 | 0.00000 | 1.09156 | ||
36 | 2024.02.13 13:30 | modify | 9 | 0.10 | 1.07956 | 0.00000 | 1.08756 | ||
37 | 2024.02.13 13:40 | modify | 9 | 0.10 | 1.07956 | 0.00000 | 1.08406 | ||
38 | 2024.02.22 07:20 | t/p | 9 | 0.10 | 1.08406 | 0.00000 | 1.08406 | 37.03 | 1522.13 |
39 | 2024.02.26 04:30 | sell | 10 | 0.10 | 1.08212 | 0.00000 | 0.00000 | ||
40 | 2024.02.26 04:30 | modify | 10 | 0.10 | 1.08212 | 0.00000 | 1.07012 | ||
41 | 2024.02.26 12:05 | modify | 10 | 0.10 | 1.08212 | 0.00000 | 1.07412 | ||
42 | 2024.02.27 10:20 | close | 10 | 0.10 | 1.08521 | 0.00000 | 1.07412 | -30.55 | 1491.57 |
43 | 2024.02.27 10:20 | buy | 11 | 0.10 | 1.08521 | 0.00000 | 0.00000 | ||
44 | 2024.02.27 10:20 | modify | 11 | 0.10 | 1.08521 | 0.00000 | 1.09721 | ||
45 | 2024.02.28 08:40 | modify | 11 | 0.10 | 1.08521 | 0.00000 | 1.09321 | ||
46 | 2024.03.07 16:20 | t/p | 11 | 0.10 | 1.09321 | 0.00000 | 1.09321 | 72.70 | 1564.27 |
47 | 2024.03.15 09:20 | sell | 12 | 0.10 | 1.08902 | 0.00000 | 0.00000 | ||
48 | 2024.03.15 09:20 | modify | 12 | 0.10 | 1.08902 | 0.00000 | 1.07702 | ||
49 | 2024.03.20 22:30 | modify | 12 | 0.10 | 1.08902 | 0.00000 | 1.08102 | ||
50 | 2024.03.22 16:40 | t/p | 12 | 0.10 | 1.08102 | 0.00000 | 1.08102 | 82.43 | 1646.70 |
51 | 2024.03.29 10:00 | sell | 13 | 0.10 | 1.07821 | 0.00000 | 0.00000 | ||
52 | 2024.03.29 10:00 | modify | 13 | 0.10 | 1.07821 | 0.00000 | 1.06621 | ||
53 | 2024.04.03 12:40 | close | 13 | 0.10 | 1.07760 | 0.00000 | 1.06621 | 7.14 | 1653.84 |
54 | 2024.04.03 12:40 | buy | 14 | 0.10 | 1.07760 | 0.00000 | 0.00000 | ||
55 | 2024.04.03 12:40 | modify | 14 | 0.10 | 1.07760 | 0.00000 | 1.08960 | ||
56 | 2024.04.10 15:40 | modify | 14 | 0.10 | 1.07760 | 0.00000 | 1.08560 | ||
57 | 2024.04.11 13:05 | close | 14 | 0.10 | 1.07538 | 0.00000 | 1.08560 | -28.84 | 1625.00 |
58 | 2024.04.11 13:05 | sell | 15 | 0.10 | 1.07538 | 0.00000 | 0.00000 | ||
59 | 2024.04.11 13:05 | modify | 15 | 0.10 | 1.07538 | 0.00000 | 1.06338 | ||
60 | 2024.04.12 14:40 | t/p | 15 | 0.10 | 1.06338 | 0.00000 | 1.06338 | 120.35 | 1745.35 |
61 | 2024.04.18 12:30 | buy | 16 | 0.10 | 1.06700 | 0.00000 | 0.00000 | ||
62 | 2024.04.18 12:30 | modify | 16 | 0.10 | 1.06700 | 0.00000 | 1.07900 | ||
63 | 2024.04.19 01:30 | modify | 16 | 0.10 | 1.06700 | 0.00000 | 1.07500 | ||
64 | 2024.04.26 08:40 | t/p | 16 | 0.10 | 1.07500 | 0.00000 | 1.07500 | 74.69 | 1820.04 |
65 | 2024.05.02 08:40 | buy | 17 | 0.10 | 1.07028 | 0.00000 | 0.00000 | ||
66 | 2024.05.02 08:40 | modify | 17 | 0.10 | 1.07028 | 0.00000 | 1.08228 | ||
67 | 2024.05.14 14:40 | t/p | 17 | 0.10 | 1.08228 | 0.00000 | 1.08228 | 113.36 | 1933.40 |
68 | 2024.05.23 04:06 | sell | 18 | 0.10 | 1.08318 | 0.00000 | 0.00000 | ||
69 | 2024.05.23 04:06 | modify | 18 | 0.10 | 1.08318 | 0.00000 | 1.07118 | ||
70 | 2024.05.28 01:30 | modify | 18 | 0.10 | 1.08318 | 0.00000 | 1.07518 | ||
71 | 2024.05.28 13:30 | close | 18 | 0.10 | 1.08726 | 0.00000 | 1.07518 | -39.76 | 1893.64 |
72 | 2024.05.28 13:30 | buy | 19 | 0.10 | 1.08726 | 0.00000 | 0.00000 | ||
73 | 2024.05.28 13:30 | modify | 19 | 0.10 | 1.08726 | 0.00000 | 1.09926 | ||
74 | 2024.05.29 08:33 | modify | 19 | 0.10 | 1.08726 | 0.00000 | 1.09526 | ||
75 | 2024.05.29 12:06 | close | 19 | 0.10 | 1.08574 | 0.00000 | 1.09526 | -15.86 | 1877.77 |
76 | 2024.05.29 12:06 | sell | 20 | 0.10 | 1.08574 | 0.00000 | 0.00000 | ||
77 | 2024.05.29 12:06 | modify | 20 | 0.10 | 1.08574 | 0.00000 | 1.07374 | ||
78 | 2024.06.03 18:30 | modify | 20 | 0.10 | 1.08574 | 0.00000 | 1.07774 | ||
79 | 2024.06.09 21:20 | t/p | 20 | 0.10 | 1.07774 | 0.00000 | 1.07774 | 83.82 | 1961.59 |
80 | 2024.06.10 20:30 | sell | 21 | 0.10 | 1.07650 | 0.00000 | 0.00000 | ||
81 | 2024.06.10 20:30 | modify | 21 | 0.10 | 1.07650 | 0.00000 | 1.06450 | ||
82 | 2024.06.12 12:30 | modify | 21 | 0.10 | 1.07650 | 0.00000 | 1.06850 | ||
83 | 2024.06.12 13:40 | modify | 21 | 0.10 | 1.07650 | 0.00000 | 1.07200 | ||
84 | 2024.06.14 06:40 | t/p | 21 | 0.10 | 1.07200 | 0.00000 | 1.07200 | 47.08 | 2008.67 |
85 | 2024.06.25 07:20 | buy | 22 | 0.10 | 1.07314 | 0.00000 | 0.00000 | ||
86 | 2024.06.25 07:20 | modify | 22 | 0.10 | 1.07314 | 0.00000 | 1.08514 | ||
87 | 2024.06.25 14:40 | modify | 22 | 0.10 | 1.07314 | 0.00000 | 1.08114 | ||
88 | 2024.07.03 14:40 | t/p | 22 | 0.10 | 1.08114 | 0.00000 | 1.08114 | 74.69 | 2083.36 |
89 | 2024.07.05 12:05 | buy | 23 | 0.10 | 1.08062 | 0.00000 | 0.00000 | ||
90 | 2024.07.05 12:05 | modify | 23 | 0.10 | 1.08062 | 0.00000 | 1.09262 | ||
91 | 2024.07.17 08:30 | t/p | 23 | 0.10 | 1.09262 | 0.00000 | 1.09262 | 113.36 | 2196.72 |
92 | 2024.07.22 00:00 | sell | 24 | 0.10 | 1.08988 | 0.00000 | 0.00000 | ||
93 | 2024.07.22 00:00 | modify | 24 | 0.10 | 1.08988 | 0.00000 | 1.07788 | ||
94 | 2024.08.05 04:30 | modify | 24 | 0.10 | 1.08988 | 0.00000 | 1.08188 | ||
95 | 2024.08.05 06:30 | close | 24 | 0.10 | 1.09046 | 0.00000 | 1.08188 | -0.94 | 2195.78 |
96 | 2024.08.05 06:30 | buy | 25 | 0.10 | 1.09046 | 0.00000 | 0.00000 | ||
97 | 2024.08.05 06:30 | modify | 25 | 0.10 | 1.09046 | 0.00000 | 1.10246 | ||
98 | 2024.08.14 09:30 | t/p | 25 | 0.10 | 1.10246 | 0.00000 | 1.10246 | 114.02 | 2309.80 |
99 | 2024.08.15 00:40 | buy | 26 | 0.10 | 1.10122 | 0.00000 | 0.00000 | ||
100 | 2024.08.15 00:40 | modify | 26 | 0.10 | 1.10122 | 0.00000 | 1.11322 | ||
101 | 2024.08.15 12:40 | modify | 26 | 0.10 | 1.10122 | 0.00000 | 1.10922 | ||
102 | 2024.08.20 12:30 | t/p | 26 | 0.10 | 1.10922 | 0.00000 | 1.10922 | 78.01 | 2387.81 |
103 | 2024.08.21 07:40 | buy | 27 | 0.10 | 1.11133 | 0.00000 | 0.00000 | ||
104 | 2024.08.21 07:40 | modify | 27 | 0.10 | 1.11133 | 0.00000 | 1.12333 | ||
105 | 2024.08.29 00:30 | close | 27 | 0.10 | 1.11301 | 0.00000 | 1.12333 | 10.16 | 2397.97 |
106 | 2024.08.29 00:30 | sell | 28 | 0.10 | 1.11301 | 0.00000 | 0.00000 | ||
107 | 2024.08.29 00:30 | modify | 28 | 0.10 | 1.11301 | 0.00000 | 1.10101 | ||
108 | 2024.09.11 12:40 | t/p | 28 | 0.10 | 1.10101 | 0.00000 | 1.10101 | 123.82 | 2521.79 |
109 | 2024.09.13 16:40 | buy | 29 | 0.10 | 1.10798 | 0.00000 | 0.00000 | ||
110 | 2024.09.13 16:40 | modify | 29 | 0.10 | 1.10798 | 0.00000 | 1.11998 | ||
111 | 2024.09.25 12:30 | t/p | 29 | 0.10 | 1.11998 | 0.00000 | 1.11998 | 113.36 | 2635.15 |
112 | 2024.10.02 08:30 | sell | 30 | 0.10 | 1.10777 | 0.00000 | 0.00000 | ||
113 | 2024.10.02 08:30 | modify | 30 | 0.10 | 1.10777 | 0.00000 | 1.09577 | ||
114 | 2024.10.04 16:40 | t/p | 30 | 0.10 | 1.09577 | 0.00000 | 1.09577 | 121.39 | 2756.53 |
115 | 2024.10.10 12:30 | sell | 31 | 0.10 | 1.09423 | 0.00000 | 0.00000 | ||
116 | 2024.10.10 12:30 | modify | 31 | 0.10 | 1.09423 | 0.00000 | 1.08223 | ||
117 | 2024.10.17 13:40 | t/p | 31 | 0.10 | 1.08223 | 0.00000 | 1.08223 | 122.43 | 2878.96 |
118 | 2024.10.31 13:40 | buy | 32 | 0.10 | 1.08589 | 0.00000 | 0.00000 | ||
119 | 2024.10.31 13:40 | modify | 32 | 0.10 | 1.08589 | 0.00000 | 1.09789 | ||
120 | 2024.10.31 23:20 | modify | 32 | 0.10 | 1.08589 | 0.00000 | 1.09039 | ||
121 | 2024.10.31 23:30 | modify | 32 | 0.10 | 1.08589 | 0.00000 | 1.08339 | ||
122 | 2024.10.31 23:40 | modify | 32 | 0.10 | 1.08589 | 0.00000 | 1.06939 | ||
123 | 2024.10.31 23:59 | close at stop | 32 | 0.10 | 1.05679 | 0.00000 | 1.06939 | -291.00 | 2587.96 |