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=1; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; 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=150; TOP1Help="===================================="; TOP1_TopupLevelPct=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; 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 | 30 | ||
Total net profit | 1336.29 | Gross profit | 2220.42 | Gross loss | -884.13 |
Profit factor | 2.51 | Expected payoff | 46.08 | ||
Absolute drawdown | 7.10 | Maximal drawdown | 703.50 (6.15%) | Relative drawdown | 6.15% (703.50) |
Total trades | 29 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 14 (64.29%) |
Profit trades (% of total) | 21 (72.41%) | Loss trades (% of total) | 8 (27.59%) | ||
Largest | profit trade | 152.42 | loss trade | -146.44 | |
Average | profit trade | 105.73 | loss trade | -110.52 | |
Maximum | consecutive wins (profit in money) | 10 (1242.69) | consecutive losses (loss in money) | 2 (-288.33) | |
Maximal | consecutive profit (count of wins) | 1242.69 (10) | consecutive loss (count of losses) | -288.33 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.05 08:00 | sell | 1 | 0.10 | 0.76299 | 0.00000 | 0.00000 | ||
2 | 2022.04.05 08:00 | modify | 1 | 0.10 | 0.76299 | 0.77699 | 0.74799 | ||
3 | 2022.04.07 08:00 | t/p | 1 | 0.10 | 0.74799 | 0.77699 | 0.74799 | 150.64 | 10150.64 |
4 | 2022.04.12 16:00 | sell | 2 | 0.10 | 0.74822 | 0.00000 | 0.00000 | ||
5 | 2022.04.12 16:00 | modify | 2 | 0.10 | 0.74822 | 0.76222 | 0.73322 | ||
6 | 2022.04.15 20:00 | sell | 3 | 0.10 | 0.73922 | 0.00000 | 0.00000 | ||
7 | 2022.04.15 20:00 | modify | 3 | 0.10 | 0.73922 | 0.74372 | 0.73322 | ||
8 | 2022.04.15 20:00 | modify | 2 | 0.10 | 0.74822 | 0.74372 | 0.73322 | ||
9 | 2022.04.20 12:00 | s/l | 2 | 0.10 | 0.74372 | 0.74372 | 0.73322 | 46.29 | 10196.93 |
10 | 2022.04.20 12:00 | s/l | 3 | 0.10 | 0.74372 | 0.74372 | 0.73322 | -44.52 | 10152.42 |
11 | 2022.04.20 12:00 | sell | 4 | 0.10 | 0.74307 | 0.00000 | 0.00000 | ||
12 | 2022.04.20 12:00 | modify | 4 | 0.10 | 0.74307 | 0.75707 | 0.72807 | ||
13 | 2022.04.22 16:00 | t/p | 4 | 0.10 | 0.72807 | 0.75707 | 0.72807 | 150.64 | 10303.06 |
14 | 2022.05.04 20:00 | sell | 5 | 0.10 | 0.72565 | 0.00000 | 0.00000 | ||
15 | 2022.05.04 20:00 | modify | 5 | 0.10 | 0.72565 | 0.73965 | 0.71065 | ||
16 | 2022.05.05 16:00 | t/p | 5 | 0.10 | 0.71065 | 0.73965 | 0.71065 | 150.48 | 10453.55 |
17 | 2022.05.27 16:00 | sell | 6 | 0.10 | 0.71530 | 0.00000 | 0.00000 | ||
18 | 2022.05.27 16:00 | modify | 6 | 0.10 | 0.71530 | 0.72930 | 0.70030 | ||
19 | 2022.06.13 08:00 | t/p | 6 | 0.10 | 0.70030 | 0.72930 | 0.70030 | 152.42 | 10605.97 |
20 | 2022.06.14 12:00 | buy | 7 | 0.10 | 0.68854 | 0.00000 | 0.00000 | ||
21 | 2022.06.14 12:00 | modify | 7 | 0.10 | 0.68854 | 0.67454 | 0.70354 | ||
22 | 2022.06.16 16:00 | buy | 8 | 0.10 | 0.70004 | 0.00000 | 0.00000 | ||
23 | 2022.06.16 16:00 | modify | 8 | 0.10 | 0.70004 | 0.69379 | 0.70354 | ||
24 | 2022.06.16 16:00 | modify | 7 | 0.10 | 0.68854 | 0.69379 | 0.70354 | ||
25 | 2022.06.16 20:00 | t/p | 7 | 0.10 | 0.70354 | 0.69379 | 0.70354 | 148.48 | 10754.45 |
26 | 2022.06.16 20:00 | t/p | 8 | 0.10 | 0.70354 | 0.69379 | 0.70354 | 35.00 | 10789.45 |
27 | 2022.07.11 12:00 | buy | 9 | 0.10 | 0.67714 | 0.00000 | 0.00000 | ||
28 | 2022.07.11 12:00 | modify | 9 | 0.10 | 0.67714 | 0.66314 | 0.69214 | ||
29 | 2022.07.18 16:00 | buy | 10 | 0.10 | 0.68403 | 0.00000 | 0.00000 | ||
30 | 2022.07.18 16:00 | modify | 10 | 0.10 | 0.68403 | 0.67789 | 0.69214 | ||
31 | 2022.07.18 16:00 | modify | 9 | 0.10 | 0.67714 | 0.67789 | 0.69214 | ||
32 | 2022.07.20 08:00 | t/p | 9 | 0.10 | 0.69214 | 0.67789 | 0.69214 | 146.59 | 10936.04 |
33 | 2022.07.20 08:00 | t/p | 10 | 0.10 | 0.69214 | 0.67789 | 0.69214 | 80.34 | 11016.38 |
34 | 2022.08.02 08:00 | buy | 11 | 0.10 | 0.69295 | 0.00000 | 0.00000 | ||
35 | 2022.08.02 08:00 | modify | 11 | 0.10 | 0.69295 | 0.67895 | 0.70795 | ||
36 | 2022.08.10 16:00 | t/p | 11 | 0.10 | 0.70795 | 0.67895 | 0.70795 | 146.97 | 11163.35 |
37 | 2022.08.10 16:00 | sell | 12 | 0.10 | 0.70969 | 0.00000 | 0.00000 | ||
38 | 2022.08.10 16:00 | modify | 12 | 0.10 | 0.70969 | 0.72369 | 0.69469 | ||
39 | 2022.08.15 12:00 | sell | 13 | 0.10 | 0.70272 | 0.00000 | 0.00000 | ||
40 | 2022.08.15 12:00 | modify | 13 | 0.10 | 0.70272 | 0.70894 | 0.69469 | ||
41 | 2022.08.15 12:00 | modify | 12 | 0.10 | 0.70969 | 0.70894 | 0.69469 | ||
42 | 2022.08.17 12:00 | t/p | 12 | 0.10 | 0.69469 | 0.70894 | 0.69469 | 151.13 | 11314.48 |
43 | 2022.08.17 12:00 | t/p | 13 | 0.10 | 0.69469 | 0.70894 | 0.69469 | 80.62 | 11395.10 |
44 | 2022.08.17 12:00 | buy | 14 | 0.10 | 0.69402 | 0.00000 | 0.00000 | ||
45 | 2022.08.17 12:00 | modify | 14 | 0.10 | 0.69402 | 0.68002 | 0.70902 | ||
46 | 2022.09.01 04:00 | s/l | 14 | 0.10 | 0.68002 | 0.68002 | 0.70902 | -146.44 | 11248.66 |
47 | 2022.09.21 20:00 | buy | 15 | 0.10 | 0.66389 | 0.00000 | 0.00000 | ||
48 | 2022.09.21 20:00 | modify | 15 | 0.10 | 0.66389 | 0.64989 | 0.67889 | ||
49 | 2022.09.26 04:00 | s/l | 15 | 0.10 | 0.64989 | 0.64989 | 0.67889 | -141.89 | 11106.77 |
50 | 2022.09.27 20:00 | buy | 16 | 0.10 | 0.64319 | 0.00000 | 0.00000 | ||
51 | 2022.09.27 20:00 | modify | 16 | 0.10 | 0.64319 | 0.62919 | 0.65819 | ||
52 | 2022.10.03 16:00 | buy | 17 | 0.10 | 0.65024 | 0.00000 | 0.00000 | ||
53 | 2022.10.03 16:00 | modify | 17 | 0.10 | 0.65024 | 0.64394 | 0.65819 | ||
54 | 2022.10.03 16:00 | modify | 16 | 0.10 | 0.64319 | 0.64394 | 0.65819 | ||
55 | 2022.10.05 12:00 | s/l | 16 | 0.10 | 0.64394 | 0.64394 | 0.65819 | 4.47 | 11111.24 |
56 | 2022.10.05 12:00 | s/l | 17 | 0.10 | 0.64394 | 0.64394 | 0.65819 | -63.76 | 11047.48 |
57 | 2022.10.10 08:00 | buy | 18 | 0.10 | 0.63119 | 0.00000 | 0.00000 | ||
58 | 2022.10.10 08:00 | modify | 18 | 0.10 | 0.63119 | 0.61719 | 0.64619 | ||
59 | 2022.10.13 16:00 | s/l | 18 | 0.10 | 0.61719 | 0.61719 | 0.64619 | -141.89 | 10905.59 |
60 | 2022.11.08 16:00 | sell | 19 | 0.10 | 0.65317 | 0.00000 | 0.00000 | ||
61 | 2022.11.08 16:00 | modify | 19 | 0.10 | 0.65317 | 0.66717 | 0.63817 | ||
62 | 2022.11.10 04:00 | sell | 20 | 0.10 | 0.64165 | 0.00000 | 0.00000 | ||
63 | 2022.11.10 04:00 | modify | 20 | 0.10 | 0.64165 | 0.64792 | 0.63817 | ||
64 | 2022.11.10 04:00 | modify | 19 | 0.10 | 0.65317 | 0.64792 | 0.63817 | ||
65 | 2022.11.10 16:00 | s/l | 19 | 0.10 | 0.64792 | 0.64792 | 0.63817 | 53.14 | 10958.73 |
66 | 2022.11.10 16:00 | s/l | 20 | 0.10 | 0.64792 | 0.64792 | 0.63817 | -62.70 | 10896.03 |
67 | 2022.11.10 16:00 | sell | 21 | 0.10 | 0.65955 | 0.00000 | 0.00000 | ||
68 | 2022.11.10 16:00 | modify | 21 | 0.10 | 0.65955 | 0.67355 | 0.64455 | ||
69 | 2022.11.15 08:00 | s/l | 21 | 0.10 | 0.67355 | 0.67355 | 0.64455 | -139.52 | 10756.52 |
70 | 2022.11.21 12:00 | buy | 22 | 0.10 | 0.66206 | 0.00000 | 0.00000 | ||
71 | 2022.11.21 12:00 | modify | 22 | 0.10 | 0.66206 | 0.64806 | 0.67706 | ||
72 | 2022.11.23 20:00 | buy | 23 | 0.10 | 0.67358 | 0.00000 | 0.00000 | ||
73 | 2022.11.23 20:00 | modify | 23 | 0.10 | 0.67358 | 0.66731 | 0.67706 | ||
74 | 2022.11.23 20:00 | modify | 22 | 0.10 | 0.66206 | 0.66731 | 0.67706 | ||
75 | 2022.11.24 16:00 | t/p | 22 | 0.10 | 0.67706 | 0.66731 | 0.67706 | 148.11 | 10904.62 |
76 | 2022.11.24 16:00 | t/p | 23 | 0.10 | 0.67706 | 0.66731 | 0.67706 | 33.66 | 10938.29 |
77 | 2022.12.13 16:00 | sell | 24 | 0.10 | 0.68768 | 0.00000 | 0.00000 | ||
78 | 2022.12.13 16:00 | modify | 24 | 0.10 | 0.68768 | 0.70168 | 0.67268 | ||
79 | 2022.12.15 12:00 | sell | 25 | 0.10 | 0.67643 | 0.00000 | 0.00000 | ||
80 | 2022.12.15 12:00 | modify | 25 | 0.10 | 0.67643 | 0.68243 | 0.67268 | ||
81 | 2022.12.15 12:00 | modify | 24 | 0.10 | 0.68768 | 0.68243 | 0.67268 | ||
82 | 2022.12.15 16:00 | t/p | 24 | 0.10 | 0.67268 | 0.68243 | 0.67268 | 150.64 | 11088.93 |
83 | 2022.12.15 16:00 | t/p | 25 | 0.10 | 0.67268 | 0.68243 | 0.67268 | 37.50 | 11126.43 |
84 | 2023.01.03 12:00 | buy | 26 | 0.10 | 0.67006 | 0.00000 | 0.00000 | ||
85 | 2023.01.03 12:00 | modify | 26 | 0.10 | 0.67006 | 0.65606 | 0.68506 | ||
86 | 2023.01.04 12:00 | t/p | 26 | 0.10 | 0.68506 | 0.65606 | 0.68506 | 149.62 | 11276.05 |
87 | 2023.01.23 16:00 | sell | 27 | 0.10 | 0.70314 | 0.00000 | 0.00000 | ||
88 | 2023.01.23 16:00 | modify | 27 | 0.10 | 0.70314 | 0.71714 | 0.68814 | ||
89 | 2023.02.06 16:00 | t/p | 27 | 0.10 | 0.68814 | 0.71714 | 0.68814 | 152.26 | 11428.31 |
90 | 2023.02.24 16:00 | buy | 28 | 0.10 | 0.67244 | 0.00000 | 0.00000 | ||
91 | 2023.02.24 16:00 | modify | 28 | 0.10 | 0.67244 | 0.65844 | 0.68744 | ||
92 | 2023.03.07 20:00 | s/l | 28 | 0.10 | 0.65844 | 0.65844 | 0.68744 | -143.41 | 11284.90 |
93 | 2023.03.23 08:00 | sell | 29 | 0.10 | 0.67360 | 0.00000 | 0.00000 | ||
94 | 2023.03.23 08:00 | modify | 29 | 0.10 | 0.67360 | 0.68760 | 0.65860 | ||
95 | 2023.03.31 23:59 | close at stop | 29 | 0.10 | 0.66859 | 0.68760 | 0.65860 | 51.39 | 11336.29 |