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=2; RSIHelp="------------------------------------"; RSI_Period=8; 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=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=60; 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=20; 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 | 1089.99 | Gross profit | 1526.32 | Gross loss | -436.33 |
Profit factor | 3.50 | Expected payoff | 40.37 | ||
Absolute drawdown | 154.38 | Maximal drawdown | 232.80 (2.30%) | Relative drawdown | 2.30% (232.80) |
Total trades | 27 | Short positions (won %) | 11 (100.00%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 21 (77.78%) | Loss trades (% of total) | 6 (22.22%) | ||
Largest | profit trade | 144.12 | loss trade | -146.45 | |
Average | profit trade | 72.68 | loss trade | -72.72 | |
Maximum | consecutive wins (profit in money) | 12 (937.08) | consecutive losses (loss in money) | 2 (-50.20) | |
Maximal | consecutive profit (count of wins) | 937.08 (12) | consecutive loss (count of losses) | -146.45 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.05 00:00 | buy | 1 | 0.10 | 1.09778 | 0.00000 | 0.00000 | ||
2 | 2022.04.05 00:00 | modify | 1 | 0.10 | 1.09778 | 1.08378 | 1.11078 | ||
3 | 2022.04.08 13:40 | s/l | 1 | 0.10 | 1.08378 | 1.08378 | 1.11078 | -145.38 | 9854.62 |
4 | 2022.05.05 04:00 | sell | 2 | 0.10 | 1.06177 | 0.00000 | 0.00000 | ||
5 | 2022.05.05 04:00 | modify | 2 | 0.10 | 1.06177 | 1.07577 | 1.04877 | ||
6 | 2022.05.05 11:40 | sell | 3 | 0.10 | 1.05455 | 0.00000 | 0.00000 | ||
7 | 2022.05.05 11:40 | modify | 3 | 0.10 | 1.05455 | 1.05852 | 1.04877 | ||
8 | 2022.05.05 11:40 | modify | 2 | 0.10 | 1.06177 | 1.05852 | 1.04877 | ||
9 | 2022.05.05 12:13 | sell | 4 | 0.10 | 1.05570 | 0.00000 | 0.00000 | ||
10 | 2022.05.05 12:13 | modify | 4 | 0.10 | 1.05570 | 1.06112 | 1.04877 | ||
11 | 2022.05.05 12:20 | modify | 4 | 0.10 | 1.05570 | 1.05852 | 1.04877 | ||
12 | 2022.05.05 14:30 | sell | 5 | 0.10 | 1.05392 | 0.00000 | 0.00000 | ||
13 | 2022.05.05 14:30 | modify | 5 | 0.10 | 1.05392 | 1.05657 | 1.04877 | ||
14 | 2022.05.05 14:30 | modify | 3 | 0.10 | 1.05455 | 1.05657 | 1.04877 | ||
15 | 2022.05.05 14:30 | modify | 4 | 0.10 | 1.05570 | 1.05657 | 1.04877 | ||
16 | 2022.05.05 14:30 | modify | 2 | 0.10 | 1.06177 | 1.05657 | 1.04877 | ||
17 | 2022.05.06 06:40 | t/p | 2 | 0.10 | 1.04877 | 1.05657 | 1.04877 | 130.74 | 9985.36 |
18 | 2022.05.06 06:40 | t/p | 3 | 0.10 | 1.04877 | 1.05657 | 1.04877 | 58.54 | 10043.91 |
19 | 2022.05.06 06:40 | t/p | 4 | 0.10 | 1.04877 | 1.05657 | 1.04877 | 70.04 | 10113.95 |
20 | 2022.05.06 06:40 | t/p | 5 | 0.10 | 1.04877 | 1.05657 | 1.04877 | 52.24 | 10166.19 |
21 | 2022.05.13 00:00 | buy | 6 | 0.10 | 1.03813 | 0.00000 | 0.00000 | ||
22 | 2022.05.13 00:00 | modify | 6 | 0.10 | 1.03813 | 1.02413 | 1.05113 | ||
23 | 2022.05.16 10:40 | buy | 7 | 0.10 | 1.04411 | 0.00000 | 0.00000 | ||
24 | 2022.05.16 10:40 | modify | 7 | 0.10 | 1.04411 | 1.03878 | 1.05113 | ||
25 | 2022.05.16 10:40 | modify | 6 | 0.10 | 1.03813 | 1.03878 | 1.05113 | ||
26 | 2022.05.17 00:30 | buy | 8 | 0.10 | 1.04529 | 0.00000 | 0.00000 | ||
27 | 2022.05.17 00:30 | modify | 8 | 0.10 | 1.04529 | 1.04138 | 1.05113 | ||
28 | 2022.05.17 00:30 | modify | 7 | 0.10 | 1.04411 | 1.04138 | 1.05113 | ||
29 | 2022.05.17 00:30 | modify | 6 | 0.10 | 1.03813 | 1.04138 | 1.05113 | ||
30 | 2022.05.17 06:30 | buy | 9 | 0.10 | 1.04622 | 0.00000 | 0.00000 | ||
31 | 2022.05.17 06:30 | modify | 9 | 0.10 | 1.04622 | 1.04333 | 1.05113 | ||
32 | 2022.05.17 06:30 | modify | 8 | 0.10 | 1.04529 | 1.04333 | 1.05113 | ||
33 | 2022.05.17 06:30 | modify | 7 | 0.10 | 1.04411 | 1.04333 | 1.05113 | ||
34 | 2022.05.17 06:30 | modify | 6 | 0.10 | 1.03813 | 1.04333 | 1.05113 | ||
35 | 2022.05.17 10:20 | t/p | 6 | 0.10 | 1.05113 | 1.04333 | 1.05113 | 127.85 | 10294.04 |
36 | 2022.05.17 10:20 | t/p | 7 | 0.10 | 1.05113 | 1.04333 | 1.05113 | 69.12 | 10363.17 |
37 | 2022.05.17 10:20 | t/p | 8 | 0.10 | 1.05113 | 1.04333 | 1.05113 | 58.40 | 10421.57 |
38 | 2022.05.17 10:20 | t/p | 9 | 0.10 | 1.05113 | 1.04333 | 1.05113 | 49.10 | 10470.67 |
39 | 2022.05.24 00:00 | sell | 10 | 0.10 | 1.06836 | 0.00000 | 0.00000 | ||
40 | 2022.05.24 00:00 | modify | 10 | 0.10 | 1.06836 | 1.08236 | 1.05536 | ||
41 | 2022.06.09 19:10 | sell | 11 | 0.10 | 1.06242 | 0.00000 | 0.00000 | ||
42 | 2022.06.09 19:10 | modify | 11 | 0.10 | 1.06242 | 1.06771 | 1.05536 | ||
43 | 2022.06.09 19:10 | modify | 10 | 0.10 | 1.06836 | 1.06771 | 1.05536 | ||
44 | 2022.06.09 20:05 | sell | 12 | 0.10 | 1.06118 | 0.00000 | 0.00000 | ||
45 | 2022.06.09 20:05 | modify | 12 | 0.10 | 1.06118 | 1.06511 | 1.05536 | ||
46 | 2022.06.09 20:05 | modify | 11 | 0.10 | 1.06242 | 1.06511 | 1.05536 | ||
47 | 2022.06.09 20:05 | modify | 10 | 0.10 | 1.06836 | 1.06511 | 1.05536 | ||
48 | 2022.06.10 12:30 | t/p | 10 | 0.10 | 1.05536 | 1.06511 | 1.05536 | 144.12 | 10614.79 |
49 | 2022.06.10 12:30 | t/p | 11 | 0.10 | 1.05536 | 1.06511 | 1.05536 | 71.34 | 10686.13 |
50 | 2022.06.10 12:30 | t/p | 12 | 0.10 | 1.05536 | 1.06511 | 1.05536 | 58.94 | 10745.08 |
51 | 2022.06.13 04:00 | buy | 13 | 0.10 | 1.04946 | 0.00000 | 0.00000 | ||
52 | 2022.06.13 04:00 | modify | 13 | 0.10 | 1.04946 | 1.03546 | 1.06246 | ||
53 | 2022.06.16 18:53 | buy | 14 | 0.10 | 1.05755 | 0.00000 | 0.00000 | ||
54 | 2022.06.16 18:53 | modify | 14 | 0.10 | 1.05755 | 1.05466 | 1.06246 | ||
55 | 2022.06.16 18:53 | modify | 13 | 0.10 | 1.04946 | 1.05466 | 1.06246 | ||
56 | 2022.06.16 19:55 | buy | 15 | 0.10 | 1.05679 | 0.00000 | 0.00000 | ||
57 | 2022.06.16 19:55 | modify | 15 | 0.10 | 1.05679 | 1.05271 | 1.06246 | ||
58 | 2022.06.16 19:59 | modify | 15 | 0.10 | 1.05679 | 1.05466 | 1.06246 | ||
59 | 2022.06.16 20:40 | s/l | 13 | 0.10 | 1.05466 | 1.05466 | 1.06246 | 46.62 | 10791.70 |
60 | 2022.06.16 20:40 | s/l | 14 | 0.10 | 1.05466 | 1.05466 | 1.06246 | -28.90 | 10762.80 |
61 | 2022.06.16 20:40 | s/l | 15 | 0.10 | 1.05466 | 1.05466 | 1.06246 | -21.30 | 10741.50 |
62 | 2022.07.12 00:00 | buy | 16 | 0.10 | 1.00486 | 0.00000 | 0.00000 | ||
63 | 2022.07.12 00:00 | modify | 16 | 0.10 | 1.00486 | 0.99086 | 1.01786 | ||
64 | 2022.07.18 01:30 | buy | 17 | 0.10 | 1.01088 | 0.00000 | 0.00000 | ||
65 | 2022.07.18 01:30 | modify | 17 | 0.10 | 1.01088 | 1.00551 | 1.01786 | ||
66 | 2022.07.18 01:30 | modify | 16 | 0.10 | 1.00486 | 1.00551 | 1.01786 | ||
67 | 2022.07.18 07:20 | buy | 18 | 0.10 | 1.01271 | 0.00000 | 0.00000 | ||
68 | 2022.07.18 07:20 | modify | 18 | 0.10 | 1.01271 | 1.01006 | 1.01786 | ||
69 | 2022.07.18 07:20 | modify | 17 | 0.10 | 1.01088 | 1.01006 | 1.01786 | ||
70 | 2022.07.18 07:20 | modify | 16 | 0.10 | 1.00486 | 1.01006 | 1.01786 | ||
71 | 2022.07.18 14:30 | t/p | 16 | 0.10 | 1.01786 | 1.01006 | 1.01786 | 123.55 | 10865.04 |
72 | 2022.07.18 14:30 | t/p | 17 | 0.10 | 1.01786 | 1.01006 | 1.01786 | 69.80 | 10934.84 |
73 | 2022.07.18 14:30 | t/p | 18 | 0.10 | 1.01786 | 1.01006 | 1.01786 | 51.50 | 10986.34 |
74 | 2022.08.16 00:00 | buy | 19 | 0.10 | 1.01644 | 0.00000 | 0.00000 | ||
75 | 2022.08.16 00:00 | modify | 19 | 0.10 | 1.01644 | 1.00244 | 1.02944 | ||
76 | 2022.08.22 01:05 | s/l | 19 | 0.10 | 1.00244 | 1.00244 | 1.02944 | -146.45 | 10839.89 |
77 | 2022.08.23 04:00 | buy | 20 | 0.10 | 0.99447 | 0.00000 | 0.00000 | ||
78 | 2022.08.23 04:00 | modify | 20 | 0.10 | 0.99447 | 0.98047 | 1.00747 | ||
79 | 2022.08.23 14:05 | buy | 21 | 0.10 | 1.00168 | 0.00000 | 0.00000 | ||
80 | 2022.08.23 14:05 | modify | 21 | 0.10 | 1.00168 | 0.99772 | 1.00747 | ||
81 | 2022.08.23 14:05 | modify | 20 | 0.10 | 0.99447 | 0.99772 | 1.00747 | ||
82 | 2022.08.23 14:40 | s/l | 20 | 0.10 | 0.99772 | 0.99772 | 1.00747 | 32.50 | 10872.39 |
83 | 2022.08.23 14:40 | s/l | 21 | 0.10 | 0.99772 | 0.99772 | 1.00747 | -39.60 | 10832.79 |
84 | 2022.10.05 00:00 | sell | 22 | 0.10 | 0.99839 | 0.00000 | 0.00000 | ||
85 | 2022.10.05 00:00 | modify | 22 | 0.10 | 0.99839 | 1.01239 | 0.98539 | ||
86 | 2022.10.05 08:05 | sell | 23 | 0.10 | 0.99253 | 0.00000 | 0.00000 | ||
87 | 2022.10.05 08:05 | modify | 23 | 0.10 | 0.99253 | 0.99774 | 0.98539 | ||
88 | 2022.10.05 08:05 | modify | 22 | 0.10 | 0.99839 | 0.99774 | 0.98539 | ||
89 | 2022.10.05 10:40 | sell | 24 | 0.10 | 0.99110 | 0.00000 | 0.00000 | ||
90 | 2022.10.05 10:40 | modify | 24 | 0.10 | 0.99110 | 0.99514 | 0.98539 | ||
91 | 2022.10.05 10:40 | modify | 23 | 0.10 | 0.99253 | 0.99514 | 0.98539 | ||
92 | 2022.10.05 10:40 | modify | 22 | 0.10 | 0.99839 | 0.99514 | 0.98539 | ||
93 | 2022.10.05 11:59 | sell | 25 | 0.10 | 0.99051 | 0.00000 | 0.00000 | ||
94 | 2022.10.05 11:59 | modify | 25 | 0.10 | 0.99051 | 0.99319 | 0.98539 | ||
95 | 2022.10.05 11:59 | modify | 24 | 0.10 | 0.99110 | 0.99319 | 0.98539 | ||
96 | 2022.10.05 11:59 | modify | 23 | 0.10 | 0.99253 | 0.99319 | 0.98539 | ||
97 | 2022.10.05 11:59 | modify | 22 | 0.10 | 0.99839 | 0.99319 | 0.98539 | ||
98 | 2022.10.05 14:20 | t/p | 22 | 0.10 | 0.98539 | 0.99319 | 0.98539 | 130.00 | 10962.79 |
99 | 2022.10.05 14:20 | t/p | 23 | 0.10 | 0.98539 | 0.99319 | 0.98539 | 71.40 | 11034.19 |
100 | 2022.10.05 14:20 | t/p | 24 | 0.10 | 0.98539 | 0.99319 | 0.98539 | 57.10 | 11091.29 |
101 | 2022.10.05 14:20 | t/p | 25 | 0.10 | 0.98539 | 0.99319 | 0.98539 | 51.20 | 11142.49 |
102 | 2023.02.07 00:00 | buy | 26 | 0.10 | 1.07318 | 0.00000 | 0.00000 | ||
103 | 2023.02.07 00:00 | modify | 26 | 0.10 | 1.07318 | 1.05918 | 1.08618 | ||
104 | 2023.02.09 13:40 | buy | 27 | 0.10 | 1.07930 | 0.00000 | 0.00000 | ||
105 | 2023.02.09 13:40 | modify | 27 | 0.10 | 1.07930 | 1.07383 | 1.08618 | ||
106 | 2023.02.09 13:40 | modify | 26 | 0.10 | 1.07318 | 1.07383 | 1.08618 | ||
107 | 2023.02.09 18:33 | s/l | 26 | 0.10 | 1.07383 | 1.07383 | 1.08618 | 2.20 | 11144.69 |
108 | 2023.02.09 18:33 | s/l | 27 | 0.10 | 1.07383 | 1.07383 | 1.08618 | -54.70 | 11089.99 |