Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2022.04.01 00:00 - 2023.03.31 23:59 (2022.04.01 - 2023.04.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=10; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=1.1; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=150; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=25; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=55; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 379.09 | Gross profit | 1579.51 | Gross loss | -1200.42 |
Profit factor | 1.32 | Expected payoff | 12.64 | ||
Absolute drawdown | 307.95 | Maximal drawdown | 559.37 (5.36%) | Relative drawdown | 5.36% (559.37) |
Total trades | 30 | Short positions (won %) | 13 (69.23%) | Long positions (won %) | 17 (47.06%) |
Profit trades (% of total) | 17 (56.67%) | Loss trades (% of total) | 13 (43.33%) | ||
Largest | profit trade | 152.42 | loss trade | -155.30 | |
Average | profit trade | 92.91 | loss trade | -92.34 | |
Maximum | consecutive wins (profit in money) | 3 (350.58) | consecutive losses (loss in money) | 3 (-320.29) | |
Maximal | consecutive profit (count of wins) | 350.58 (3) | consecutive loss (count of losses) | -320.29 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.10 20:00 | buy | 1 | 0.10 | 0.74578 | 0.00000 | 0.00000 | ||
2 | 2022.04.10 20:00 | modify | 1 | 0.10 | 0.74578 | 0.73078 | 0.76078 | ||
3 | 2022.04.22 08:00 | s/l | 1 | 0.10 | 0.73078 | 0.73078 | 0.76078 | -155.30 | 9844.70 |
4 | 2022.04.25 12:00 | buy | 2 | 0.10 | 0.71839 | 0.00000 | 0.00000 | ||
5 | 2022.04.25 12:00 | modify | 2 | 0.10 | 0.71839 | 0.70339 | 0.73339 | ||
6 | 2022.05.02 04:00 | s/l | 2 | 0.10 | 0.70339 | 0.70339 | 0.73339 | -152.65 | 9692.05 |
7 | 2022.05.05 00:00 | sell | 3 | 0.10 | 0.72509 | 0.00000 | 0.00000 | ||
8 | 2022.05.05 00:00 | modify | 3 | 0.10 | 0.72509 | 0.74009 | 0.71009 | ||
9 | 2022.05.05 16:00 | t/p | 3 | 0.10 | 0.71009 | 0.74009 | 0.71009 | 150.00 | 9842.05 |
10 | 2022.05.10 00:00 | buy | 4 | 0.10 | 0.69560 | 0.00000 | 0.00000 | ||
11 | 2022.05.10 00:00 | modify | 4 | 0.10 | 0.69560 | 0.68060 | 0.71060 | ||
12 | 2022.05.20 08:00 | buy | 5 | 0.10 | 0.70628 | 0.00000 | 0.00000 | ||
13 | 2022.05.20 08:00 | modify | 5 | 0.10 | 0.70628 | 0.70385 | 0.71060 | ||
14 | 2022.05.20 08:00 | modify | 4 | 0.10 | 0.69560 | 0.70385 | 0.71060 | ||
15 | 2022.05.20 16:00 | s/l | 4 | 0.10 | 0.70385 | 0.70385 | 0.71060 | 77.95 | 9920.00 |
16 | 2022.05.20 16:00 | s/l | 5 | 0.10 | 0.70385 | 0.70385 | 0.71060 | -24.30 | 9895.70 |
17 | 2022.05.29 20:00 | sell | 6 | 0.10 | 0.71575 | 0.00000 | 0.00000 | ||
18 | 2022.05.29 20:00 | modify | 6 | 0.10 | 0.71575 | 0.73075 | 0.70075 | ||
19 | 2022.06.09 16:00 | sell | 7 | 0.10 | 0.71196 | 0.00000 | 0.00000 | ||
20 | 2022.06.09 16:00 | modify | 7 | 0.10 | 0.71196 | 0.71425 | 0.70075 | ||
21 | 2022.06.09 16:00 | modify | 6 | 0.10 | 0.71575 | 0.71425 | 0.70075 | ||
22 | 2022.06.10 16:00 | sell | 8 | 0.10 | 0.70524 | 0.00000 | 0.00000 | ||
23 | 2022.06.10 16:00 | modify | 8 | 0.10 | 0.70524 | 0.70750 | 0.70075 | ||
24 | 2022.06.10 16:00 | modify | 7 | 0.10 | 0.71196 | 0.70750 | 0.70075 | ||
25 | 2022.06.10 16:00 | modify | 6 | 0.10 | 0.71575 | 0.70750 | 0.70075 | ||
26 | 2022.06.13 04:00 | t/p | 6 | 0.10 | 0.70075 | 0.70750 | 0.70075 | 152.42 | 10048.12 |
27 | 2022.06.13 04:00 | t/p | 7 | 0.10 | 0.70075 | 0.70750 | 0.70075 | 112.42 | 10160.54 |
28 | 2022.06.13 04:00 | t/p | 8 | 0.10 | 0.70075 | 0.70750 | 0.70075 | 45.06 | 10205.60 |
29 | 2022.06.13 04:00 | buy | 9 | 0.10 | 0.70286 | 0.00000 | 0.00000 | ||
30 | 2022.06.13 04:00 | modify | 9 | 0.10 | 0.70286 | 0.68786 | 0.71786 | ||
31 | 2022.06.14 16:00 | s/l | 9 | 0.10 | 0.68786 | 0.68786 | 0.71786 | -150.38 | 10055.22 |
32 | 2022.07.01 16:00 | buy | 10 | 0.10 | 0.67913 | 0.00000 | 0.00000 | ||
33 | 2022.07.01 16:00 | modify | 10 | 0.10 | 0.67913 | 0.66413 | 0.69413 | ||
34 | 2022.07.19 08:00 | buy | 11 | 0.10 | 0.68820 | 0.00000 | 0.00000 | ||
35 | 2022.07.19 08:00 | modify | 11 | 0.10 | 0.68820 | 0.68288 | 0.69413 | ||
36 | 2022.07.19 08:00 | modify | 10 | 0.10 | 0.67913 | 0.68288 | 0.69413 | ||
37 | 2022.07.22 12:00 | t/p | 10 | 0.10 | 0.69413 | 0.68288 | 0.69413 | 142.05 | 10197.27 |
38 | 2022.07.22 12:00 | t/p | 11 | 0.10 | 0.69413 | 0.68288 | 0.69413 | 57.41 | 10254.68 |
39 | 2022.08.10 20:00 | sell | 12 | 0.10 | 0.70801 | 0.00000 | 0.00000 | ||
40 | 2022.08.10 20:00 | modify | 12 | 0.10 | 0.70801 | 0.72301 | 0.69301 | ||
41 | 2022.08.17 16:00 | t/p | 12 | 0.10 | 0.69301 | 0.72301 | 0.69301 | 151.13 | 10405.80 |
42 | 2022.09.25 20:00 | buy | 13 | 0.10 | 0.65171 | 0.00000 | 0.00000 | ||
43 | 2022.09.25 20:00 | modify | 13 | 0.10 | 0.65171 | 0.63671 | 0.66671 | ||
44 | 2022.09.28 08:00 | s/l | 13 | 0.10 | 0.63671 | 0.63671 | 0.66671 | -151.14 | 10254.67 |
45 | 2022.10.10 12:00 | buy | 14 | 0.10 | 0.63168 | 0.00000 | 0.00000 | ||
46 | 2022.10.10 12:00 | modify | 14 | 0.10 | 0.63168 | 0.61668 | 0.64668 | ||
47 | 2022.10.26 08:00 | t/p | 14 | 0.10 | 0.64668 | 0.61668 | 0.64668 | 143.94 | 10398.61 |
48 | 2022.10.26 20:00 | sell | 15 | 0.10 | 0.64896 | 0.00000 | 0.00000 | ||
49 | 2022.10.26 20:00 | modify | 15 | 0.10 | 0.64896 | 0.66396 | 0.63396 | ||
50 | 2022.10.28 00:00 | sell | 16 | 0.10 | 0.64498 | 0.00000 | 0.00000 | ||
51 | 2022.10.28 00:00 | modify | 16 | 0.10 | 0.64498 | 0.64746 | 0.63396 | ||
52 | 2022.10.28 00:00 | modify | 15 | 0.10 | 0.64896 | 0.64746 | 0.63396 | ||
53 | 2022.10.28 04:00 | s/l | 15 | 0.10 | 0.64746 | 0.64746 | 0.63396 | 15.64 | 10414.25 |
54 | 2022.10.28 04:00 | s/l | 16 | 0.10 | 0.64746 | 0.64746 | 0.63396 | -24.80 | 10389.45 |
55 | 2022.11.06 20:00 | sell | 17 | 0.10 | 0.64140 | 0.00000 | 0.00000 | ||
56 | 2022.11.06 20:00 | modify | 17 | 0.10 | 0.64140 | 0.65640 | 0.62640 | ||
57 | 2022.11.10 16:00 | s/l | 17 | 0.10 | 0.65640 | 0.65640 | 0.62640 | -149.03 | 10240.42 |
58 | 2022.11.13 20:00 | sell | 18 | 0.10 | 0.66994 | 0.00000 | 0.00000 | ||
59 | 2022.11.13 20:00 | modify | 18 | 0.10 | 0.66994 | 0.68494 | 0.65494 | ||
60 | 2022.12.05 04:00 | s/l | 18 | 0.10 | 0.68494 | 0.68494 | 0.65494 | -146.45 | 10093.97 |
61 | 2022.12.16 00:00 | buy | 19 | 0.10 | 0.67080 | 0.00000 | 0.00000 | ||
62 | 2022.12.16 00:00 | modify | 19 | 0.10 | 0.67080 | 0.65580 | 0.68580 | ||
63 | 2022.12.27 00:00 | buy | 20 | 0.10 | 0.67463 | 0.00000 | 0.00000 | ||
64 | 2022.12.27 00:00 | modify | 20 | 0.10 | 0.67463 | 0.67230 | 0.68580 | ||
65 | 2022.12.27 00:00 | modify | 19 | 0.10 | 0.67080 | 0.67230 | 0.68580 | ||
66 | 2022.12.28 00:00 | s/l | 19 | 0.10 | 0.67230 | 0.67230 | 0.68580 | 11.21 | 10105.18 |
67 | 2022.12.28 00:00 | s/l | 20 | 0.10 | 0.67230 | 0.67230 | 0.68580 | -23.68 | 10081.50 |
68 | 2023.01.13 00:00 | sell | 21 | 0.10 | 0.69664 | 0.00000 | 0.00000 | ||
69 | 2023.01.13 00:00 | modify | 21 | 0.10 | 0.69664 | 0.71164 | 0.68164 | ||
70 | 2023.01.25 08:00 | s/l | 21 | 0.10 | 0.71164 | 0.71164 | 0.68164 | -148.39 | 9933.11 |
71 | 2023.01.25 08:00 | sell | 22 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
72 | 2023.01.25 08:00 | modify | 22 | 0.10 | 0.70986 | 0.72486 | 0.69486 | ||
73 | 2023.02.03 04:00 | sell | 23 | 0.10 | 0.70604 | 0.00000 | 0.00000 | ||
74 | 2023.02.03 04:00 | modify | 23 | 0.10 | 0.70604 | 0.70836 | 0.69486 | ||
75 | 2023.02.03 04:00 | modify | 22 | 0.10 | 0.70986 | 0.70836 | 0.69486 | ||
76 | 2023.02.03 16:00 | t/p | 22 | 0.10 | 0.69486 | 0.70836 | 0.69486 | 151.77 | 10084.88 |
77 | 2023.02.03 16:00 | t/p | 23 | 0.10 | 0.69486 | 0.70836 | 0.69486 | 111.80 | 10196.68 |
78 | 2023.02.06 04:00 | buy | 24 | 0.10 | 0.69280 | 0.00000 | 0.00000 | ||
79 | 2023.02.06 04:00 | modify | 24 | 0.10 | 0.69280 | 0.67780 | 0.70780 | ||
80 | 2023.02.08 00:00 | buy | 25 | 0.10 | 0.69670 | 0.00000 | 0.00000 | ||
81 | 2023.02.08 00:00 | modify | 25 | 0.10 | 0.69670 | 0.69430 | 0.70780 | ||
82 | 2023.02.08 00:00 | modify | 24 | 0.10 | 0.69280 | 0.69430 | 0.70780 | ||
83 | 2023.02.08 16:00 | s/l | 24 | 0.10 | 0.69430 | 0.69430 | 0.70780 | 14.24 | 10210.93 |
84 | 2023.02.08 16:00 | s/l | 25 | 0.10 | 0.69430 | 0.69430 | 0.70780 | -24.00 | 10186.93 |
85 | 2023.02.15 00:00 | sell | 26 | 0.10 | 0.69864 | 0.00000 | 0.00000 | ||
86 | 2023.02.15 00:00 | modify | 26 | 0.10 | 0.69864 | 0.71364 | 0.68364 | ||
87 | 2023.02.17 08:00 | t/p | 26 | 0.10 | 0.68364 | 0.71364 | 0.68364 | 150.64 | 10337.57 |
88 | 2023.02.24 20:00 | buy | 27 | 0.10 | 0.67288 | 0.00000 | 0.00000 | ||
89 | 2023.02.24 20:00 | modify | 27 | 0.10 | 0.67288 | 0.65788 | 0.68788 | ||
90 | 2023.03.06 04:00 | buy | 28 | 0.10 | 0.67691 | 0.00000 | 0.00000 | ||
91 | 2023.03.06 04:00 | modify | 28 | 0.10 | 0.67691 | 0.67438 | 0.68788 | ||
92 | 2023.03.06 04:00 | modify | 27 | 0.10 | 0.67288 | 0.67438 | 0.68788 | ||
93 | 2023.03.06 12:00 | s/l | 27 | 0.10 | 0.67438 | 0.67438 | 0.68788 | 11.97 | 10349.54 |
94 | 2023.03.06 12:00 | s/l | 28 | 0.10 | 0.67438 | 0.67438 | 0.68788 | -25.30 | 10324.24 |
95 | 2023.03.08 00:00 | buy | 29 | 0.10 | 0.65914 | 0.00000 | 0.00000 | ||
96 | 2023.03.08 00:00 | modify | 29 | 0.10 | 0.65914 | 0.64414 | 0.67414 | ||
97 | 2023.03.15 04:00 | buy | 30 | 0.10 | 0.66989 | 0.00000 | 0.00000 | ||
98 | 2023.03.15 04:00 | modify | 30 | 0.10 | 0.66989 | 0.66739 | 0.67414 | ||
99 | 2023.03.15 04:00 | modify | 29 | 0.10 | 0.65914 | 0.66739 | 0.67414 | ||
100 | 2023.03.15 08:00 | s/l | 29 | 0.10 | 0.66739 | 0.66739 | 0.67414 | 79.85 | 10404.09 |
101 | 2023.03.15 08:00 | s/l | 30 | 0.10 | 0.66739 | 0.66739 | 0.67414 | -25.00 | 10379.09 |