Symbol | EURAUD (Euro vs Australian Dollar - 1 lot = 100,000) | ||||
Period | 4 Hours (H4) 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 | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=3; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; EntryWindow_UntilMin=0; DayOfWeek_Monday=1; DayOfWeek_Tuesday=1; DayOfWeek_Wednesday=1; DayOfWeek_Thursday=1; DayOfWeek_Friday=1; DayOfWeek_Saturday=1; DayOfWeek_Sunday=1; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 2617 | Ticks modelled | 80110 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 517.42 | Gross profit | 760.85 | Gross loss | -243.43 |
Profit factor | 3.13 | Expected payoff | 23.52 | ||
Absolute drawdown | 35.43 | Maximal drawdown | 145.53 (1.41%) | Relative drawdown | 1.41% (145.53) |
Total trades | 22 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 12 (66.67%) |
Profit trades (% of total) | 14 (63.64%) | Loss trades (% of total) | 8 (36.36%) | ||
Largest | profit trade | 101.13 | loss trade | -60.13 | |
Average | profit trade | 54.35 | loss trade | -30.43 | |
Maximum | consecutive wins (profit in money) | 4 (296.84) | consecutive losses (loss in money) | 2 (-85.46) | |
Maximal | consecutive profit (count of wins) | 296.84 (4) | consecutive loss (count of losses) | -85.46 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.05 20:00 | buy | 1 | 0.10 | 1.43908 | 0.00000 | 0.00000 | ||
2 | 2022.04.05 20:00 | modify | 1 | 0.10 | 1.43908 | 1.43008 | 1.45408 | ||
3 | 2022.04.06 12:40 | buy | 2 | 0.10 | 1.44594 | 0.00000 | 0.00000 | ||
4 | 2022.04.06 12:40 | modify | 2 | 0.10 | 1.44594 | 1.44208 | 1.45408 | ||
5 | 2022.04.06 12:40 | modify | 1 | 0.10 | 1.43908 | 1.44208 | 1.45408 | ||
6 | 2022.04.06 17:55 | buy | 3 | 0.10 | 1.44906 | 0.00000 | 0.00000 | ||
7 | 2022.04.06 17:55 | modify | 3 | 0.10 | 1.44906 | 1.44433 | 1.45408 | ||
8 | 2022.04.06 17:55 | modify | 2 | 0.10 | 1.44594 | 1.44433 | 1.45408 | ||
9 | 2022.04.06 17:55 | modify | 1 | 0.10 | 1.43908 | 1.44433 | 1.45408 | ||
10 | 2022.04.06 18:10 | buy | 4 | 0.10 | 1.44758 | 0.00000 | 0.00000 | ||
11 | 2022.04.06 18:10 | modify | 4 | 0.10 | 1.44758 | 1.44508 | 1.45408 | ||
12 | 2022.04.06 18:15 | modify | 4 | 0.10 | 1.44758 | 1.44433 | 1.45408 | ||
13 | 2022.04.07 00:40 | t/p | 1 | 0.10 | 1.45408 | 1.44433 | 1.45408 | 97.45 | 10097.45 |
14 | 2022.04.07 00:40 | t/p | 2 | 0.10 | 1.45408 | 1.44433 | 1.45408 | 52.36 | 10149.81 |
15 | 2022.04.07 00:40 | t/p | 3 | 0.10 | 1.45408 | 1.44433 | 1.45408 | 31.57 | 10181.38 |
16 | 2022.04.07 00:40 | t/p | 4 | 0.10 | 1.45408 | 1.44433 | 1.45408 | 41.43 | 10222.81 |
17 | 2022.04.21 12:00 | sell | 5 | 0.10 | 1.46500 | 0.00000 | 0.00000 | ||
18 | 2022.04.21 12:00 | modify | 5 | 0.10 | 1.46500 | 1.47400 | 1.45000 | ||
19 | 2022.04.22 01:40 | s/l | 5 | 0.10 | 1.47400 | 1.47400 | 1.45000 | -59.83 | 10162.98 |
20 | 2022.05.10 04:00 | sell | 6 | 0.10 | 1.51765 | 0.00000 | 0.00000 | ||
21 | 2022.05.10 04:00 | modify | 6 | 0.10 | 1.51765 | 1.52665 | 1.50265 | ||
22 | 2022.05.11 13:40 | t/p | 6 | 0.10 | 1.50265 | 1.52665 | 1.50265 | 100.52 | 10263.51 |
23 | 2022.07.26 20:00 | buy | 7 | 0.10 | 1.45911 | 0.00000 | 0.00000 | ||
24 | 2022.07.26 20:00 | modify | 7 | 0.10 | 1.45911 | 1.45011 | 1.47411 | ||
25 | 2022.07.27 03:05 | buy | 8 | 0.10 | 1.46591 | 0.00000 | 0.00000 | ||
26 | 2022.07.27 03:05 | modify | 8 | 0.10 | 1.46591 | 1.46211 | 1.47411 | ||
27 | 2022.07.27 03:05 | modify | 7 | 0.10 | 1.45911 | 1.46211 | 1.47411 | ||
28 | 2022.07.27 05:40 | s/l | 7 | 0.10 | 1.46211 | 1.46211 | 1.47411 | 19.37 | 10282.87 |
29 | 2022.07.27 05:40 | s/l | 8 | 0.10 | 1.46211 | 1.46211 | 1.47411 | -25.33 | 10257.54 |
30 | 2022.08.29 04:00 | sell | 9 | 0.10 | 1.44683 | 0.00000 | 0.00000 | ||
31 | 2022.08.29 04:00 | modify | 9 | 0.10 | 1.44683 | 1.45583 | 1.43183 | ||
32 | 2022.08.29 10:40 | s/l | 9 | 0.10 | 1.45583 | 1.45583 | 1.43183 | -60.13 | 10197.41 |
33 | 2022.09.09 20:00 | buy | 10 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
34 | 2022.09.09 20:00 | modify | 10 | 0.10 | 1.46796 | 1.45896 | 1.48296 | ||
35 | 2022.09.11 21:53 | buy | 11 | 0.10 | 1.47622 | 0.00000 | 0.00000 | ||
36 | 2022.09.11 21:53 | modify | 11 | 0.10 | 1.47622 | 1.47396 | 1.48296 | ||
37 | 2022.09.11 21:53 | modify | 10 | 0.10 | 1.46796 | 1.47396 | 1.48296 | ||
38 | 2022.09.11 22:06 | s/l | 10 | 0.10 | 1.47396 | 1.47396 | 1.48296 | 40.00 | 10237.41 |
39 | 2022.09.11 22:06 | s/l | 11 | 0.10 | 1.47396 | 1.47396 | 1.48296 | -15.07 | 10222.34 |
40 | 2022.11.09 20:00 | sell | 12 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
41 | 2022.11.09 20:00 | modify | 12 | 0.10 | 1.55710 | 1.56610 | 1.54210 | ||
42 | 2022.11.10 15:05 | sell | 13 | 0.10 | 1.55035 | 0.00000 | 0.00000 | ||
43 | 2022.11.10 15:05 | modify | 13 | 0.10 | 1.55035 | 1.55410 | 1.54210 | ||
44 | 2022.11.10 15:05 | modify | 12 | 0.10 | 1.55710 | 1.55410 | 1.54210 | ||
45 | 2022.11.10 20:30 | t/p | 12 | 0.10 | 1.54210 | 1.55410 | 1.54210 | 101.13 | 10323.47 |
46 | 2022.11.10 20:30 | t/p | 13 | 0.10 | 1.54210 | 1.55410 | 1.54210 | 55.12 | 10378.59 |
47 | 2022.12.12 16:00 | sell | 14 | 0.10 | 1.56076 | 0.00000 | 0.00000 | ||
48 | 2022.12.12 16:00 | modify | 14 | 0.10 | 1.56076 | 1.56976 | 1.54576 | ||
49 | 2022.12.13 14:40 | t/p | 14 | 0.10 | 1.54576 | 1.56976 | 1.54576 | 100.51 | 10479.11 |
50 | 2022.12.16 04:00 | sell | 15 | 0.10 | 1.58503 | 0.00000 | 0.00000 | ||
51 | 2022.12.16 04:00 | modify | 15 | 0.10 | 1.58503 | 1.59403 | 1.57003 | ||
52 | 2022.12.18 22:15 | sell | 16 | 0.10 | 1.57669 | 0.00000 | 0.00000 | ||
53 | 2022.12.18 22:15 | modify | 16 | 0.10 | 1.57669 | 1.57903 | 1.57003 | ||
54 | 2022.12.18 22:15 | modify | 15 | 0.10 | 1.58503 | 1.57903 | 1.57003 | ||
55 | 2022.12.18 22:20 | s/l | 15 | 0.10 | 1.57903 | 1.57903 | 1.57003 | 40.08 | 10519.19 |
56 | 2022.12.18 22:20 | s/l | 16 | 0.10 | 1.57903 | 1.57903 | 1.57003 | -15.64 | 10503.55 |
57 | 2023.01.10 16:00 | sell | 17 | 0.10 | 1.55881 | 0.00000 | 0.00000 | ||
58 | 2023.01.10 16:00 | modify | 17 | 0.10 | 1.55881 | 1.56781 | 1.54381 | ||
59 | 2023.01.12 14:15 | sell | 18 | 0.10 | 1.55050 | 0.00000 | 0.00000 | ||
60 | 2023.01.12 14:15 | modify | 18 | 0.10 | 1.55050 | 1.55281 | 1.54381 | ||
61 | 2023.01.12 14:15 | modify | 17 | 0.10 | 1.55881 | 1.55281 | 1.54381 | ||
62 | 2023.01.12 14:20 | s/l | 17 | 0.10 | 1.55281 | 1.55281 | 1.54381 | 41.30 | 10544.85 |
63 | 2023.01.12 14:20 | s/l | 18 | 0.10 | 1.55281 | 1.55281 | 1.54381 | -15.43 | 10529.42 |
64 | 2023.01.18 08:00 | buy | 19 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
65 | 2023.01.18 08:00 | modify | 19 | 0.10 | 1.54257 | 1.53357 | 1.55757 | ||
66 | 2023.01.18 10:15 | buy | 20 | 0.10 | 1.54950 | 0.00000 | 0.00000 | ||
67 | 2023.01.18 10:15 | modify | 20 | 0.10 | 1.54950 | 1.54557 | 1.55757 | ||
68 | 2023.01.18 10:15 | modify | 19 | 0.10 | 1.54257 | 1.54557 | 1.55757 | ||
69 | 2023.01.18 10:40 | s/l | 19 | 0.10 | 1.54557 | 1.54557 | 1.55757 | 20.00 | 10549.42 |
70 | 2023.01.18 10:40 | s/l | 20 | 0.10 | 1.54557 | 1.54557 | 1.55757 | -26.20 | 10523.22 |
71 | 2023.01.25 12:00 | buy | 21 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
72 | 2023.01.25 12:00 | modify | 21 | 0.10 | 1.53411 | 1.52511 | 1.54911 | ||
73 | 2023.01.25 15:20 | buy | 22 | 0.10 | 1.54098 | 0.00000 | 0.00000 | ||
74 | 2023.01.25 15:20 | modify | 22 | 0.10 | 1.54098 | 1.53711 | 1.54911 | ||
75 | 2023.01.25 15:20 | modify | 21 | 0.10 | 1.53411 | 1.53711 | 1.54911 | ||
76 | 2023.01.25 18:40 | s/l | 21 | 0.10 | 1.53711 | 1.53711 | 1.54911 | 20.00 | 10543.22 |
77 | 2023.01.25 18:40 | s/l | 22 | 0.10 | 1.53711 | 1.53711 | 1.54911 | -25.80 | 10517.42 |