Symbol | EURAUD (Euro vs Australian 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=4; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; 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=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 4234 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 1181.94 | Gross profit | 1582.16 | Gross loss | -400.22 |
Profit factor | 3.95 | Expected payoff | 43.78 | ||
Absolute drawdown | 4.43 | Maximal drawdown | 160.57 (1.43%) | Relative drawdown | 1.43% (160.57) |
Total trades | 27 | Short positions (won %) | 16 (56.25%) | Long positions (won %) | 11 (90.91%) |
Profit trades (% of total) | 19 (70.37%) | Loss trades (% of total) | 8 (29.63%) | ||
Largest | profit trade | 102.34 | loss trade | -59.83 | |
Average | profit trade | 83.27 | loss trade | -50.03 | |
Maximum | consecutive wins (profit in money) | 6 (478.55) | consecutive losses (loss in money) | 3 (-140.54) | |
Maximal | consecutive profit (count of wins) | 478.55 (6) | consecutive loss (count of losses) | -140.54 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.05 16:00 | buy | 1 | 0.10 | 1.43813 | 0.00000 | 0.00000 | ||
2 | 2022.04.05 16:00 | modify | 1 | 0.10 | 1.43813 | 1.42913 | 1.45313 | ||
3 | 2022.04.06 20:00 | t/p | 1 | 0.10 | 1.45313 | 1.42913 | 1.45313 | 99.37 | 10099.37 |
4 | 2022.04.20 20:00 | buy | 2 | 0.10 | 1.45720 | 0.00000 | 0.00000 | ||
5 | 2022.04.20 20:00 | modify | 2 | 0.10 | 1.45720 | 1.44820 | 1.47220 | ||
6 | 2022.04.21 08:00 | buy | 3 | 0.10 | 1.46572 | 0.00000 | 0.00000 | ||
7 | 2022.04.21 08:00 | modify | 3 | 0.10 | 1.46572 | 1.46245 | 1.47220 | ||
8 | 2022.04.21 08:00 | modify | 2 | 0.10 | 1.45720 | 1.46245 | 1.47220 | ||
9 | 2022.04.21 20:00 | t/p | 2 | 0.10 | 1.47220 | 1.46245 | 1.47220 | 98.09 | 10197.45 |
10 | 2022.04.21 20:00 | t/p | 3 | 0.10 | 1.47220 | 1.46245 | 1.47220 | 43.20 | 10240.65 |
11 | 2022.04.21 20:00 | sell | 4 | 0.10 | 1.46967 | 0.00000 | 0.00000 | ||
12 | 2022.04.21 20:00 | modify | 4 | 0.10 | 1.46967 | 1.47867 | 1.45467 | ||
13 | 2022.04.22 08:00 | s/l | 4 | 0.10 | 1.47867 | 1.47867 | 1.45467 | -59.83 | 10180.83 |
14 | 2022.04.24 20:00 | sell | 5 | 0.10 | 1.48932 | 0.00000 | 0.00000 | ||
15 | 2022.04.24 20:00 | modify | 5 | 0.10 | 1.48932 | 1.49832 | 1.47432 | ||
16 | 2022.04.25 04:00 | s/l | 5 | 0.10 | 1.49832 | 1.49832 | 1.47432 | -59.83 | 10121.00 |
17 | 2022.05.01 20:00 | sell | 6 | 0.10 | 1.49128 | 0.00000 | 0.00000 | ||
18 | 2022.05.01 20:00 | modify | 6 | 0.10 | 1.49128 | 1.50028 | 1.47628 | ||
19 | 2022.05.03 08:00 | t/p | 6 | 0.10 | 1.47628 | 1.50028 | 1.47628 | 100.83 | 10221.83 |
20 | 2022.07.26 20:00 | buy | 7 | 0.10 | 1.45911 | 0.00000 | 0.00000 | ||
21 | 2022.07.26 20:00 | modify | 7 | 0.10 | 1.45911 | 1.45011 | 1.47411 | ||
22 | 2022.08.02 08:00 | t/p | 7 | 0.10 | 1.47411 | 1.45011 | 1.47411 | 95.55 | 10317.38 |
23 | 2022.08.28 20:00 | sell | 8 | 0.10 | 1.44743 | 0.00000 | 0.00000 | ||
24 | 2022.08.28 20:00 | modify | 8 | 0.10 | 1.44743 | 1.45643 | 1.43243 | ||
25 | 2022.08.30 16:00 | s/l | 8 | 0.10 | 1.45643 | 1.45643 | 1.43243 | -59.52 | 10257.86 |
26 | 2022.09.09 20:00 | buy | 9 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
27 | 2022.09.09 20:00 | modify | 9 | 0.10 | 1.46796 | 1.45896 | 1.48296 | ||
28 | 2022.09.13 16:00 | buy | 10 | 0.10 | 1.47852 | 0.00000 | 0.00000 | ||
29 | 2022.09.13 16:00 | modify | 10 | 0.10 | 1.47852 | 1.47321 | 1.48296 | ||
30 | 2022.09.13 16:00 | modify | 9 | 0.10 | 1.46796 | 1.47321 | 1.48296 | ||
31 | 2022.09.14 04:00 | t/p | 9 | 0.10 | 1.48296 | 1.47321 | 1.48296 | 98.10 | 10355.96 |
32 | 2022.09.14 04:00 | t/p | 10 | 0.10 | 1.48296 | 1.47321 | 1.48296 | 28.97 | 10384.92 |
33 | 2022.10.02 20:00 | sell | 11 | 0.10 | 1.52792 | 0.00000 | 0.00000 | ||
34 | 2022.10.02 20:00 | modify | 11 | 0.10 | 1.52792 | 1.53692 | 1.51292 | ||
35 | 2022.10.03 12:00 | t/p | 11 | 0.10 | 1.51292 | 1.53692 | 1.51292 | 100.52 | 10485.45 |
36 | 2022.10.04 20:00 | sell | 12 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
37 | 2022.10.04 20:00 | modify | 12 | 0.10 | 1.53612 | 1.54512 | 1.52112 | ||
38 | 2022.10.05 20:00 | t/p | 12 | 0.10 | 1.52112 | 1.54512 | 1.52112 | 100.52 | 10585.97 |
39 | 2022.10.16 20:00 | sell | 13 | 0.10 | 1.56511 | 0.00000 | 0.00000 | ||
40 | 2022.10.16 20:00 | modify | 13 | 0.10 | 1.56511 | 1.57411 | 1.55011 | ||
41 | 2022.10.19 12:00 | sell | 14 | 0.10 | 1.55672 | 0.00000 | 0.00000 | ||
42 | 2022.10.19 12:00 | modify | 14 | 0.10 | 1.55672 | 1.55986 | 1.55011 | ||
43 | 2022.10.19 12:00 | modify | 13 | 0.10 | 1.56511 | 1.55986 | 1.55011 | ||
44 | 2022.10.19 16:00 | s/l | 13 | 0.10 | 1.55986 | 1.55986 | 1.55011 | 35.99 | 10621.96 |
45 | 2022.10.19 16:00 | s/l | 14 | 0.10 | 1.55986 | 1.55986 | 1.55011 | -20.98 | 10600.98 |
46 | 2022.11.09 20:00 | sell | 15 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
47 | 2022.11.09 20:00 | modify | 15 | 0.10 | 1.55710 | 1.56610 | 1.54210 | ||
48 | 2022.11.11 00:00 | t/p | 15 | 0.10 | 1.54210 | 1.56610 | 1.54210 | 101.43 | 10702.41 |
49 | 2022.12.12 16:00 | sell | 16 | 0.10 | 1.56076 | 0.00000 | 0.00000 | ||
50 | 2022.12.12 16:00 | modify | 16 | 0.10 | 1.56076 | 1.56976 | 1.54576 | ||
51 | 2022.12.13 16:00 | t/p | 16 | 0.10 | 1.54576 | 1.56976 | 1.54576 | 100.51 | 10802.93 |
52 | 2022.12.16 12:00 | sell | 17 | 0.10 | 1.58770 | 0.00000 | 0.00000 | ||
53 | 2022.12.16 12:00 | modify | 17 | 0.10 | 1.58770 | 1.59670 | 1.57270 | ||
54 | 2022.12.20 08:00 | s/l | 17 | 0.10 | 1.59670 | 1.59670 | 1.57270 | -59.52 | 10743.40 |
55 | 2023.01.10 16:00 | sell | 18 | 0.10 | 1.55881 | 0.00000 | 0.00000 | ||
56 | 2023.01.10 16:00 | modify | 18 | 0.10 | 1.55881 | 1.56781 | 1.54381 | ||
57 | 2023.01.17 20:00 | t/p | 18 | 0.10 | 1.54381 | 1.56781 | 1.54381 | 102.34 | 10845.74 |
58 | 2023.01.18 08:00 | buy | 19 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
59 | 2023.01.18 08:00 | modify | 19 | 0.10 | 1.54257 | 1.53357 | 1.55757 | ||
60 | 2023.01.19 04:00 | t/p | 19 | 0.10 | 1.55757 | 1.53357 | 1.55757 | 98.09 | 10943.83 |
61 | 2023.01.25 12:00 | buy | 20 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
62 | 2023.01.25 12:00 | modify | 20 | 0.10 | 1.53411 | 1.52511 | 1.54911 | ||
63 | 2023.01.31 04:00 | buy | 21 | 0.10 | 1.54191 | 0.00000 | 0.00000 | ||
64 | 2023.01.31 04:00 | modify | 21 | 0.10 | 1.54191 | 1.53486 | 1.54911 | ||
65 | 2023.01.31 04:00 | modify | 20 | 0.10 | 1.53411 | 1.53486 | 1.54911 | ||
66 | 2023.01.31 12:00 | t/p | 20 | 0.10 | 1.54911 | 1.53486 | 1.54911 | 96.20 | 11040.03 |
67 | 2023.01.31 12:00 | t/p | 21 | 0.10 | 1.54911 | 1.53486 | 1.54911 | 48.00 | 11088.03 |
68 | 2023.02.05 20:00 | sell | 22 | 0.10 | 1.56285 | 0.00000 | 0.00000 | ||
69 | 2023.02.05 20:00 | modify | 22 | 0.10 | 1.56285 | 1.57185 | 1.54785 | ||
70 | 2023.02.07 04:00 | t/p | 22 | 0.10 | 1.54785 | 1.57185 | 1.54785 | 100.83 | 11188.86 |
71 | 2023.02.08 12:00 | buy | 23 | 0.10 | 1.54041 | 0.00000 | 0.00000 | ||
72 | 2023.02.08 12:00 | modify | 23 | 0.10 | 1.54041 | 1.53141 | 1.55541 | ||
73 | 2023.02.08 20:00 | buy | 24 | 0.10 | 1.54878 | 0.00000 | 0.00000 | ||
74 | 2023.02.08 20:00 | modify | 24 | 0.10 | 1.54878 | 1.54566 | 1.55541 | ||
75 | 2023.02.08 20:00 | modify | 23 | 0.10 | 1.54041 | 1.54566 | 1.55541 | ||
76 | 2023.02.09 00:00 | s/l | 23 | 0.10 | 1.54566 | 1.54566 | 1.55541 | 33.10 | 11221.96 |
77 | 2023.02.09 00:00 | s/l | 24 | 0.10 | 1.54566 | 1.54566 | 1.55541 | -22.70 | 11199.25 |
78 | 2023.02.26 20:00 | sell | 25 | 0.10 | 1.56589 | 0.00000 | 0.00000 | ||
79 | 2023.02.26 20:00 | modify | 25 | 0.10 | 1.56589 | 1.57489 | 1.55089 | ||
80 | 2023.02.27 16:00 | s/l | 25 | 0.10 | 1.57489 | 1.57489 | 1.55089 | -59.83 | 11139.43 |
81 | 2023.02.27 20:00 | sell | 26 | 0.10 | 1.57482 | 0.00000 | 0.00000 | ||
82 | 2023.02.27 20:00 | modify | 26 | 0.10 | 1.57482 | 1.58382 | 1.55982 | ||
83 | 2023.03.06 12:00 | s/l | 26 | 0.10 | 1.58382 | 1.58382 | 1.55982 | -58.01 | 11081.42 |
84 | 2023.03.12 20:00 | sell | 27 | 0.10 | 1.61392 | 0.00000 | 0.00000 | ||
85 | 2023.03.12 20:00 | modify | 27 | 0.10 | 1.61392 | 1.62292 | 1.59892 | ||
86 | 2023.03.13 16:00 | t/p | 27 | 0.10 | 1.59892 | 1.62292 | 1.59892 | 100.52 | 11181.94 |