Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
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=8; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=140; IT_TakeProfit=130; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=65; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; 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; O2Help="===================================="; LevelSensitivity=3; MinTopupStopLoss=15; CFDTickScaling=0; MagicNumber=170116; MagicNumberTopupShift=1; | ||||
Bars in test | 2617 | Ticks modelled | 79523 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1447.50 | Gross profit | 1604.81 | Gross loss | -157.31 |
Profit factor | 10.20 | Expected payoff | 51.70 | ||
Absolute drawdown | 9.00 | Maximal drawdown | 232.80 (2.27%) | Relative drawdown | 2.27% (232.80) |
Total trades | 28 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 11 (100.00%) |
Profit trades (% of total) | 22 (78.57%) | Loss trades (% of total) | 6 (21.43%) | ||
Largest | profit trade | 144.12 | loss trade | -37.97 | |
Average | profit trade | 72.95 | loss trade | -26.22 | |
Maximum | consecutive wins (profit in money) | 9 (639.02) | consecutive losses (loss in money) | 3 (-60.67) | |
Maximal | consecutive profit (count of wins) | 639.02 (9) | consecutive loss (count of losses) | -62.74 (2) | |
Average | consecutive wins | 7 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.05 04:00 | sell | 1 | 0.10 | 1.06177 | 0.00000 | 0.00000 | ||
2 | 2022.05.05 04:00 | modify | 1 | 0.10 | 1.06177 | 1.07577 | 1.04877 | ||
3 | 2022.05.05 11:40 | sell | 2 | 0.10 | 1.05455 | 0.00000 | 0.00000 | ||
4 | 2022.05.05 11:40 | modify | 2 | 0.10 | 1.05455 | 1.05852 | 1.04877 | ||
5 | 2022.05.05 11:40 | modify | 1 | 0.10 | 1.06177 | 1.05852 | 1.04877 | ||
6 | 2022.05.05 12:13 | sell | 3 | 0.10 | 1.05570 | 0.00000 | 0.00000 | ||
7 | 2022.05.05 12:13 | modify | 3 | 0.10 | 1.05570 | 1.06112 | 1.04877 | ||
8 | 2022.05.05 12:20 | modify | 3 | 0.10 | 1.05570 | 1.05852 | 1.04877 | ||
9 | 2022.05.05 14:50 | sell | 4 | 0.10 | 1.05317 | 0.00000 | 0.00000 | ||
10 | 2022.05.05 14:50 | modify | 4 | 0.10 | 1.05317 | 1.05657 | 1.04877 | ||
11 | 2022.05.05 14:50 | modify | 2 | 0.10 | 1.05455 | 1.05657 | 1.04877 | ||
12 | 2022.05.05 14:50 | modify | 3 | 0.10 | 1.05570 | 1.05657 | 1.04877 | ||
13 | 2022.05.05 14:50 | modify | 1 | 0.10 | 1.06177 | 1.05657 | 1.04877 | ||
14 | 2022.05.06 06:40 | t/p | 1 | 0.10 | 1.04877 | 1.05657 | 1.04877 | 130.74 | 10130.74 |
15 | 2022.05.06 06:40 | t/p | 2 | 0.10 | 1.04877 | 1.05657 | 1.04877 | 58.54 | 10189.29 |
16 | 2022.05.06 06:40 | t/p | 3 | 0.10 | 1.04877 | 1.05657 | 1.04877 | 70.04 | 10259.33 |
17 | 2022.05.06 06:40 | t/p | 4 | 0.10 | 1.04877 | 1.05657 | 1.04877 | 44.74 | 10304.07 |
18 | 2022.05.13 00:00 | buy | 5 | 0.10 | 1.03813 | 0.00000 | 0.00000 | ||
19 | 2022.05.13 00:00 | modify | 5 | 0.10 | 1.03813 | 1.02413 | 1.05113 | ||
20 | 2022.05.16 10:40 | buy | 6 | 0.10 | 1.04411 | 0.00000 | 0.00000 | ||
21 | 2022.05.16 10:40 | modify | 6 | 0.10 | 1.04411 | 1.03878 | 1.05113 | ||
22 | 2022.05.16 10:40 | modify | 5 | 0.10 | 1.03813 | 1.03878 | 1.05113 | ||
23 | 2022.05.17 00:30 | buy | 7 | 0.10 | 1.04529 | 0.00000 | 0.00000 | ||
24 | 2022.05.17 00:30 | modify | 7 | 0.10 | 1.04529 | 1.04138 | 1.05113 | ||
25 | 2022.05.17 00:30 | modify | 6 | 0.10 | 1.04411 | 1.04138 | 1.05113 | ||
26 | 2022.05.17 00:30 | modify | 5 | 0.10 | 1.03813 | 1.04138 | 1.05113 | ||
27 | 2022.05.17 06:40 | buy | 8 | 0.10 | 1.04672 | 0.00000 | 0.00000 | ||
28 | 2022.05.17 06:40 | modify | 8 | 0.10 | 1.04672 | 1.04333 | 1.05113 | ||
29 | 2022.05.17 06:40 | modify | 7 | 0.10 | 1.04529 | 1.04333 | 1.05113 | ||
30 | 2022.05.17 06:40 | modify | 6 | 0.10 | 1.04411 | 1.04333 | 1.05113 | ||
31 | 2022.05.17 06:40 | modify | 5 | 0.10 | 1.03813 | 1.04333 | 1.05113 | ||
32 | 2022.05.17 10:20 | t/p | 5 | 0.10 | 1.05113 | 1.04333 | 1.05113 | 127.85 | 10431.92 |
33 | 2022.05.17 10:20 | t/p | 6 | 0.10 | 1.05113 | 1.04333 | 1.05113 | 69.12 | 10501.05 |
34 | 2022.05.17 10:20 | t/p | 7 | 0.10 | 1.05113 | 1.04333 | 1.05113 | 58.40 | 10559.45 |
35 | 2022.05.17 10:20 | t/p | 8 | 0.10 | 1.05113 | 1.04333 | 1.05113 | 44.10 | 10603.55 |
36 | 2022.05.17 16:00 | sell | 9 | 0.10 | 1.05324 | 0.00000 | 0.00000 | ||
37 | 2022.05.17 16:00 | modify | 9 | 0.10 | 1.05324 | 1.06724 | 1.04024 | ||
38 | 2022.05.18 18:40 | sell | 10 | 0.10 | 1.04729 | 0.00000 | 0.00000 | ||
39 | 2022.05.18 18:40 | modify | 10 | 0.10 | 1.04729 | 1.05259 | 1.04024 | ||
40 | 2022.05.18 18:40 | modify | 9 | 0.10 | 1.05324 | 1.05259 | 1.04024 | ||
41 | 2022.05.18 20:40 | sell | 11 | 0.10 | 1.04597 | 0.00000 | 0.00000 | ||
42 | 2022.05.18 20:40 | modify | 11 | 0.10 | 1.04597 | 1.04999 | 1.04024 | ||
43 | 2022.05.18 20:40 | modify | 10 | 0.10 | 1.04729 | 1.04999 | 1.04024 | ||
44 | 2022.05.18 20:40 | modify | 9 | 0.10 | 1.05324 | 1.04999 | 1.04024 | ||
45 | 2022.05.19 00:40 | s/l | 9 | 0.10 | 1.04999 | 1.04999 | 1.04024 | 35.47 | 10639.02 |
46 | 2022.05.19 00:40 | s/l | 10 | 0.10 | 1.04999 | 1.04999 | 1.04024 | -24.77 | 10614.25 |
47 | 2022.05.19 00:40 | s/l | 11 | 0.10 | 1.04999 | 1.04999 | 1.04024 | -37.97 | 10576.28 |
48 | 2022.05.24 00:00 | sell | 12 | 0.10 | 1.06836 | 0.00000 | 0.00000 | ||
49 | 2022.05.24 00:00 | modify | 12 | 0.10 | 1.06836 | 1.08236 | 1.05536 | ||
50 | 2022.06.09 19:10 | sell | 13 | 0.10 | 1.06242 | 0.00000 | 0.00000 | ||
51 | 2022.06.09 19:10 | modify | 13 | 0.10 | 1.06242 | 1.06771 | 1.05536 | ||
52 | 2022.06.09 19:10 | modify | 12 | 0.10 | 1.06836 | 1.06771 | 1.05536 | ||
53 | 2022.06.09 20:05 | sell | 14 | 0.10 | 1.06118 | 0.00000 | 0.00000 | ||
54 | 2022.06.09 20:05 | modify | 14 | 0.10 | 1.06118 | 1.06511 | 1.05536 | ||
55 | 2022.06.09 20:05 | modify | 13 | 0.10 | 1.06242 | 1.06511 | 1.05536 | ||
56 | 2022.06.09 20:05 | modify | 12 | 0.10 | 1.06836 | 1.06511 | 1.05536 | ||
57 | 2022.06.10 09:55 | sell | 15 | 0.10 | 1.05969 | 0.00000 | 0.00000 | ||
58 | 2022.06.10 09:55 | modify | 15 | 0.10 | 1.05969 | 1.06316 | 1.05536 | ||
59 | 2022.06.10 09:55 | modify | 14 | 0.10 | 1.06118 | 1.06316 | 1.05536 | ||
60 | 2022.06.10 09:55 | modify | 13 | 0.10 | 1.06242 | 1.06316 | 1.05536 | ||
61 | 2022.06.10 09:55 | modify | 12 | 0.10 | 1.06836 | 1.06316 | 1.05536 | ||
62 | 2022.06.10 12:30 | t/p | 12 | 0.10 | 1.05536 | 1.06316 | 1.05536 | 144.12 | 10720.40 |
63 | 2022.06.10 12:30 | t/p | 13 | 0.10 | 1.05536 | 1.06316 | 1.05536 | 71.34 | 10791.74 |
64 | 2022.06.10 12:30 | t/p | 14 | 0.10 | 1.05536 | 1.06316 | 1.05536 | 58.94 | 10850.69 |
65 | 2022.06.10 12:30 | t/p | 15 | 0.10 | 1.05536 | 1.06316 | 1.05536 | 43.30 | 10893.99 |
66 | 2022.07.12 00:00 | buy | 16 | 0.10 | 1.00486 | 0.00000 | 0.00000 | ||
67 | 2022.07.12 00:00 | modify | 16 | 0.10 | 1.00486 | 0.99086 | 1.01786 | ||
68 | 2022.07.18 01:30 | buy | 17 | 0.10 | 1.01088 | 0.00000 | 0.00000 | ||
69 | 2022.07.18 01:30 | modify | 17 | 0.10 | 1.01088 | 1.00551 | 1.01786 | ||
70 | 2022.07.18 01:30 | modify | 16 | 0.10 | 1.00486 | 1.00551 | 1.01786 | ||
71 | 2022.07.18 08:55 | buy | 18 | 0.10 | 1.01334 | 0.00000 | 0.00000 | ||
72 | 2022.07.18 08:55 | modify | 18 | 0.10 | 1.01334 | 1.01006 | 1.01786 | ||
73 | 2022.07.18 08:55 | modify | 17 | 0.10 | 1.01088 | 1.01006 | 1.01786 | ||
74 | 2022.07.18 08:55 | modify | 16 | 0.10 | 1.00486 | 1.01006 | 1.01786 | ||
75 | 2022.07.18 14:30 | t/p | 16 | 0.10 | 1.01786 | 1.01006 | 1.01786 | 123.55 | 11017.53 |
76 | 2022.07.18 14:30 | t/p | 17 | 0.10 | 1.01786 | 1.01006 | 1.01786 | 69.80 | 11087.33 |
77 | 2022.07.18 14:30 | t/p | 18 | 0.10 | 1.01786 | 1.01006 | 1.01786 | 45.20 | 11132.53 |
78 | 2022.10.26 00:00 | sell | 19 | 0.10 | 0.99617 | 0.00000 | 0.00000 | ||
79 | 2022.10.26 00:00 | modify | 19 | 0.10 | 0.99617 | 1.01017 | 0.98317 | ||
80 | 2022.10.31 13:40 | sell | 20 | 0.10 | 0.98882 | 0.00000 | 0.00000 | ||
81 | 2022.10.31 13:40 | modify | 20 | 0.10 | 0.98882 | 0.99292 | 0.98317 | ||
82 | 2022.10.31 13:40 | modify | 19 | 0.10 | 0.99617 | 0.99292 | 0.98317 | ||
83 | 2022.10.31 14:10 | sell | 21 | 0.10 | 0.99029 | 0.00000 | 0.00000 | ||
84 | 2022.10.31 14:10 | modify | 21 | 0.10 | 0.99029 | 0.99552 | 0.98317 | ||
85 | 2022.10.31 14:15 | modify | 21 | 0.10 | 0.99029 | 0.99292 | 0.98317 | ||
86 | 2022.10.31 16:40 | sell | 22 | 0.10 | 0.98751 | 0.00000 | 0.00000 | ||
87 | 2022.10.31 16:40 | modify | 22 | 0.10 | 0.98751 | 0.99097 | 0.98317 | ||
88 | 2022.10.31 16:40 | modify | 20 | 0.10 | 0.98882 | 0.99097 | 0.98317 | ||
89 | 2022.10.31 16:40 | modify | 21 | 0.10 | 0.99029 | 0.99097 | 0.98317 | ||
90 | 2022.10.31 16:40 | modify | 19 | 0.10 | 0.99617 | 0.99097 | 0.98317 | ||
91 | 2022.11.01 02:40 | s/l | 19 | 0.10 | 0.99097 | 0.99097 | 0.98317 | 56.46 | 11188.99 |
92 | 2022.11.01 02:40 | s/l | 20 | 0.10 | 0.99097 | 0.99097 | 0.98317 | -20.76 | 11168.24 |
93 | 2022.11.01 02:40 | s/l | 21 | 0.10 | 0.99097 | 0.99097 | 0.98317 | -6.06 | 11162.18 |
94 | 2022.11.01 02:40 | s/l | 22 | 0.10 | 0.99097 | 0.99097 | 0.98317 | -33.86 | 11128.32 |
95 | 2022.11.21 16:00 | buy | 23 | 0.10 | 1.02427 | 0.00000 | 0.00000 | ||
96 | 2022.11.21 16:00 | modify | 23 | 0.10 | 1.02427 | 1.01027 | 1.03727 | ||
97 | 2022.11.22 20:20 | buy | 24 | 0.10 | 1.03014 | 0.00000 | 0.00000 | ||
98 | 2022.11.22 20:20 | modify | 24 | 0.10 | 1.03014 | 1.02492 | 1.03727 | ||
99 | 2022.11.22 20:20 | modify | 23 | 0.10 | 1.02427 | 1.02492 | 1.03727 | ||
100 | 2022.11.23 00:35 | buy | 25 | 0.10 | 1.03147 | 0.00000 | 0.00000 | ||
101 | 2022.11.23 00:35 | modify | 25 | 0.10 | 1.03147 | 1.02752 | 1.03727 | ||
102 | 2022.11.23 00:35 | modify | 24 | 0.10 | 1.03014 | 1.02752 | 1.03727 | ||
103 | 2022.11.23 00:35 | modify | 23 | 0.10 | 1.02427 | 1.02752 | 1.03727 | ||
104 | 2022.11.23 02:40 | buy | 26 | 0.10 | 1.03277 | 0.00000 | 0.00000 | ||
105 | 2022.11.23 02:40 | modify | 26 | 0.10 | 1.03277 | 1.02947 | 1.03727 | ||
106 | 2022.11.23 02:40 | modify | 25 | 0.10 | 1.03147 | 1.02947 | 1.03727 | ||
107 | 2022.11.23 02:40 | modify | 24 | 0.10 | 1.03014 | 1.02947 | 1.03727 | ||
108 | 2022.11.23 02:40 | modify | 23 | 0.10 | 1.02427 | 1.02947 | 1.03727 | ||
109 | 2022.11.23 14:40 | t/p | 23 | 0.10 | 1.03727 | 1.02947 | 1.03727 | 127.85 | 11256.17 |
110 | 2022.11.23 14:40 | t/p | 24 | 0.10 | 1.03727 | 1.02947 | 1.03727 | 70.22 | 11326.40 |
111 | 2022.11.23 14:40 | t/p | 25 | 0.10 | 1.03727 | 1.02947 | 1.03727 | 58.00 | 11384.40 |
112 | 2022.11.23 14:40 | t/p | 26 | 0.10 | 1.03727 | 1.02947 | 1.03727 | 45.00 | 11429.40 |
113 | 2022.12.02 04:00 | sell | 27 | 0.10 | 1.05242 | 0.00000 | 0.00000 | ||
114 | 2022.12.02 04:00 | modify | 27 | 0.10 | 1.05242 | 1.06642 | 1.03942 | ||
115 | 2022.12.02 13:50 | sell | 28 | 0.10 | 1.04383 | 0.00000 | 0.00000 | ||
116 | 2022.12.02 13:50 | modify | 28 | 0.10 | 1.04383 | 1.04722 | 1.03942 | ||
117 | 2022.12.02 13:50 | modify | 27 | 0.10 | 1.05242 | 1.04722 | 1.03942 | ||
118 | 2022.12.02 14:30 | s/l | 27 | 0.10 | 1.04722 | 1.04722 | 1.03942 | 52.00 | 11481.40 |
119 | 2022.12.02 14:30 | s/l | 28 | 0.10 | 1.04722 | 1.04722 | 1.03942 | -33.90 | 11447.50 |