Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; 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=25; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=40; TOP3Help="===================================="; TOP3_TopupLevelPct=50; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=1; EntryWindow_StartMin=0; EntryWindow_UntilHour=19; 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 | 1563.37 | Gross profit | 2971.21 | Gross loss | -1407.83 |
Profit factor | 2.11 | Expected payoff | 39.08 | ||
Absolute drawdown | 256.48 | Maximal drawdown | 548.03 (5.15%) | Relative drawdown | 5.15% (548.03) |
Total trades | 40 | Short positions (won %) | 17 (58.82%) | Long positions (won %) | 23 (65.22%) |
Profit trades (% of total) | 25 (62.50%) | Loss trades (% of total) | 15 (37.50%) | ||
Largest | profit trade | 169.33 | loss trade | -150.76 | |
Average | profit trade | 118.85 | loss trade | -93.86 | |
Maximum | consecutive wins (profit in money) | 6 (767.75) | consecutive losses (loss in money) | 3 (-295.30) | |
Maximal | consecutive profit (count of wins) | 767.75 (6) | consecutive loss (count of losses) | -295.30 (3) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.04.14 16:00 | buy | 1 | 0.10 | 1.08001 | 0.00000 | 0.00000 | ||
2 | 2022.04.14 16:00 | modify | 1 | 0.10 | 1.08001 | 1.06601 | 1.09501 | ||
3 | 2022.04.26 16:00 | s/l | 1 | 0.10 | 1.06601 | 1.06601 | 1.09501 | -150.76 | 9849.24 |
4 | 2022.04.27 16:00 | buy | 2 | 0.10 | 1.05484 | 0.00000 | 0.00000 | ||
5 | 2022.04.27 16:00 | modify | 2 | 0.10 | 1.05484 | 1.04084 | 1.06984 | ||
6 | 2022.05.05 00:00 | buy | 3 | 0.10 | 1.06236 | 0.00000 | 0.00000 | ||
7 | 2022.05.05 00:00 | modify | 3 | 0.10 | 1.06236 | 1.06084 | 1.06984 | ||
8 | 2022.05.05 00:00 | buy | 4 | 0.10 | 1.06236 | 0.00000 | 0.00000 | ||
9 | 2022.05.05 00:00 | modify | 4 | 0.10 | 1.06236 | 1.06009 | 1.06984 | ||
10 | 2022.05.05 00:00 | modify | 2 | 0.10 | 1.05484 | 1.06009 | 1.06984 | ||
11 | 2022.05.05 04:00 | s/l | 3 | 0.10 | 1.06084 | 1.06084 | 1.06984 | -15.20 | 9834.04 |
12 | 2022.05.05 08:00 | s/l | 2 | 0.10 | 1.06009 | 1.06009 | 1.06984 | 41.74 | 9875.79 |
13 | 2022.05.05 08:00 | s/l | 4 | 0.10 | 1.06009 | 1.06009 | 1.06984 | -22.70 | 9853.09 |
14 | 2022.05.12 12:00 | buy | 5 | 0.10 | 1.04022 | 0.00000 | 0.00000 | ||
15 | 2022.05.12 12:00 | modify | 5 | 0.10 | 1.04022 | 1.02622 | 1.05522 | ||
16 | 2022.05.17 12:00 | t/p | 5 | 0.10 | 1.05522 | 1.02622 | 1.05522 | 146.77 | 9999.86 |
17 | 2022.05.17 12:00 | sell | 6 | 0.10 | 1.05393 | 0.00000 | 0.00000 | ||
18 | 2022.05.17 12:00 | modify | 6 | 0.10 | 1.05393 | 1.06793 | 1.03893 | ||
19 | 2022.05.23 12:00 | s/l | 6 | 0.10 | 1.06793 | 1.06793 | 1.03893 | -135.54 | 9864.32 |
20 | 2022.05.23 12:00 | sell | 7 | 0.10 | 1.06566 | 0.00000 | 0.00000 | ||
21 | 2022.05.23 12:00 | modify | 7 | 0.10 | 1.06566 | 1.07966 | 1.05066 | ||
22 | 2022.06.13 00:00 | t/p | 7 | 0.10 | 1.05066 | 1.07966 | 1.05066 | 165.61 | 10029.93 |
23 | 2022.07.05 12:00 | buy | 8 | 0.10 | 1.02988 | 0.00000 | 0.00000 | ||
24 | 2022.07.05 12:00 | modify | 8 | 0.10 | 1.02988 | 1.01588 | 1.04488 | ||
25 | 2022.07.07 16:00 | s/l | 8 | 0.10 | 1.01588 | 1.01588 | 1.04488 | -144.30 | 9885.62 |
26 | 2022.07.08 08:00 | buy | 9 | 0.10 | 1.01112 | 0.00000 | 0.00000 | ||
27 | 2022.07.08 08:00 | modify | 9 | 0.10 | 1.01112 | 0.99712 | 1.02612 | ||
28 | 2022.07.08 16:00 | buy | 10 | 0.10 | 1.01812 | 0.00000 | 0.00000 | ||
29 | 2022.07.08 16:00 | modify | 10 | 0.10 | 1.01812 | 1.01487 | 1.02612 | ||
30 | 2022.07.08 16:00 | modify | 9 | 0.10 | 1.01112 | 1.01487 | 1.02612 | ||
31 | 2022.07.11 04:00 | s/l | 9 | 0.10 | 1.01487 | 1.01487 | 1.02612 | 36.42 | 9922.05 |
32 | 2022.07.11 04:00 | s/l | 10 | 0.10 | 1.01487 | 1.01487 | 1.02612 | -33.58 | 9888.47 |
33 | 2022.07.12 04:00 | buy | 11 | 0.10 | 1.00287 | 0.00000 | 0.00000 | ||
34 | 2022.07.12 04:00 | modify | 11 | 0.10 | 1.00287 | 0.98887 | 1.01787 | ||
35 | 2022.07.18 16:00 | t/p | 11 | 0.10 | 1.01787 | 0.98887 | 1.01787 | 143.55 | 10032.02 |
36 | 2022.07.19 08:00 | sell | 12 | 0.10 | 1.02414 | 0.00000 | 0.00000 | ||
37 | 2022.07.19 08:00 | modify | 12 | 0.10 | 1.02414 | 1.03814 | 1.00914 | ||
38 | 2022.08.07 20:00 | sell | 13 | 0.10 | 1.01726 | 0.00000 | 0.00000 | ||
39 | 2022.08.07 20:00 | modify | 13 | 0.10 | 1.01726 | 1.02039 | 1.00914 | ||
40 | 2022.08.07 20:00 | modify | 12 | 0.10 | 1.02414 | 1.02039 | 1.00914 | ||
41 | 2022.08.08 08:00 | s/l | 12 | 0.10 | 1.02039 | 1.02039 | 1.00914 | 52.37 | 10084.38 |
42 | 2022.08.08 08:00 | s/l | 13 | 0.10 | 1.02039 | 1.02039 | 1.00914 | -30.56 | 10053.83 |
43 | 2022.08.10 16:00 | sell | 14 | 0.10 | 1.03333 | 0.00000 | 0.00000 | ||
44 | 2022.08.10 16:00 | modify | 14 | 0.10 | 1.03333 | 1.04733 | 1.01833 | ||
45 | 2022.08.15 20:00 | t/p | 14 | 0.10 | 1.01833 | 1.04733 | 1.01833 | 153.72 | 10207.54 |
46 | 2022.08.22 16:00 | buy | 15 | 0.10 | 0.99375 | 0.00000 | 0.00000 | ||
47 | 2022.08.22 16:00 | modify | 15 | 0.10 | 0.99375 | 0.97975 | 1.00875 | ||
48 | 2022.08.26 16:00 | t/p | 15 | 0.10 | 1.00875 | 0.97975 | 1.00875 | 143.55 | 10351.09 |
49 | 2022.09.01 16:00 | buy | 16 | 0.10 | 0.99512 | 0.00000 | 0.00000 | ||
50 | 2022.09.01 16:00 | modify | 16 | 0.10 | 0.99512 | 0.98112 | 1.01012 | ||
51 | 2022.09.09 08:00 | t/p | 16 | 0.10 | 1.01012 | 0.98112 | 1.01012 | 141.39 | 10492.48 |
52 | 2022.09.09 08:00 | sell | 17 | 0.10 | 1.00963 | 0.00000 | 0.00000 | ||
53 | 2022.09.09 08:00 | modify | 17 | 0.10 | 1.00963 | 1.02363 | 0.99463 | ||
54 | 2022.09.21 08:00 | t/p | 17 | 0.10 | 0.99463 | 1.02363 | 0.99463 | 157.43 | 10649.92 |
55 | 2022.09.21 08:00 | buy | 18 | 0.10 | 0.99132 | 0.00000 | 0.00000 | ||
56 | 2022.09.21 08:00 | modify | 18 | 0.10 | 0.99132 | 0.97732 | 1.00632 | ||
57 | 2022.09.23 08:00 | s/l | 18 | 0.10 | 0.97732 | 0.97732 | 1.00632 | -144.30 | 10505.61 |
58 | 2022.09.23 12:00 | buy | 19 | 0.10 | 0.97541 | 0.00000 | 0.00000 | ||
59 | 2022.09.23 12:00 | modify | 19 | 0.10 | 0.97541 | 0.96141 | 0.99041 | ||
60 | 2022.09.26 04:00 | s/l | 19 | 0.10 | 0.96141 | 0.96141 | 0.99041 | -141.08 | 10364.54 |
61 | 2022.10.04 16:00 | sell | 20 | 0.10 | 0.99763 | 0.00000 | 0.00000 | ||
62 | 2022.10.04 16:00 | modify | 20 | 0.10 | 0.99763 | 1.01163 | 0.98263 | ||
63 | 2022.10.06 16:00 | t/p | 20 | 0.10 | 0.98263 | 1.01163 | 0.98263 | 152.97 | 10517.51 |
64 | 2022.10.06 16:00 | buy | 21 | 0.10 | 0.98075 | 0.00000 | 0.00000 | ||
65 | 2022.10.06 16:00 | modify | 21 | 0.10 | 0.98075 | 0.96675 | 0.99575 | ||
66 | 2022.10.13 16:00 | s/l | 21 | 0.10 | 0.96675 | 0.96675 | 0.99575 | -147.53 | 10369.98 |
67 | 2022.10.13 16:00 | sell | 22 | 0.10 | 0.97790 | 0.00000 | 0.00000 | ||
68 | 2022.10.13 16:00 | modify | 22 | 0.10 | 0.97790 | 0.99190 | 0.96290 | ||
69 | 2022.10.25 16:00 | s/l | 22 | 0.10 | 0.99190 | 0.99190 | 0.96290 | -132.57 | 10237.41 |
70 | 2022.10.25 16:00 | sell | 23 | 0.10 | 0.99577 | 0.00000 | 0.00000 | ||
71 | 2022.10.25 16:00 | modify | 23 | 0.10 | 0.99577 | 1.00977 | 0.98077 | ||
72 | 2022.10.31 16:00 | sell | 24 | 0.10 | 0.98825 | 0.00000 | 0.00000 | ||
73 | 2022.10.31 16:00 | modify | 24 | 0.10 | 0.98825 | 0.98977 | 0.98077 | ||
74 | 2022.10.31 16:00 | sell | 25 | 0.10 | 0.98825 | 0.00000 | 0.00000 | ||
75 | 2022.10.31 16:00 | modify | 25 | 0.10 | 0.98825 | 0.99052 | 0.98077 | ||
76 | 2022.10.31 16:00 | modify | 23 | 0.10 | 0.99577 | 0.99052 | 0.98077 | ||
77 | 2022.10.31 20:00 | s/l | 24 | 0.10 | 0.98977 | 0.98977 | 0.98077 | -15.20 | 10222.21 |
78 | 2022.11.01 04:00 | s/l | 23 | 0.10 | 0.99052 | 0.99052 | 0.98077 | 57.70 | 10279.92 |
79 | 2022.11.01 04:00 | s/l | 25 | 0.10 | 0.99052 | 0.99052 | 0.98077 | -21.96 | 10257.96 |
80 | 2022.11.03 08:00 | buy | 26 | 0.10 | 0.97865 | 0.00000 | 0.00000 | ||
81 | 2022.11.03 08:00 | modify | 26 | 0.10 | 0.97865 | 0.96465 | 0.99365 | ||
82 | 2022.11.04 16:00 | t/p | 26 | 0.10 | 0.99365 | 0.96465 | 0.99365 | 148.92 | 10406.88 |
83 | 2022.11.04 16:00 | sell | 27 | 0.10 | 0.98951 | 0.00000 | 0.00000 | ||
84 | 2022.11.04 16:00 | modify | 27 | 0.10 | 0.98951 | 1.00351 | 0.97451 | ||
85 | 2022.11.07 20:00 | s/l | 27 | 0.10 | 1.00351 | 1.00351 | 0.97451 | -139.26 | 10267.63 |
86 | 2022.11.10 12:00 | buy | 28 | 0.10 | 0.99474 | 0.00000 | 0.00000 | ||
87 | 2022.11.10 12:00 | modify | 28 | 0.10 | 0.99474 | 0.98074 | 1.00974 | ||
88 | 2022.11.10 16:00 | t/p | 28 | 0.10 | 1.00974 | 0.98074 | 1.00974 | 150.00 | 10417.63 |
89 | 2022.11.21 12:00 | buy | 29 | 0.10 | 1.02373 | 0.00000 | 0.00000 | ||
90 | 2022.11.21 12:00 | modify | 29 | 0.10 | 1.02373 | 1.00973 | 1.03873 | ||
91 | 2022.11.23 00:00 | buy | 30 | 0.10 | 1.03135 | 0.00000 | 0.00000 | ||
92 | 2022.11.23 00:00 | modify | 30 | 0.10 | 1.03135 | 1.02973 | 1.03873 | ||
93 | 2022.11.23 00:00 | buy | 31 | 0.10 | 1.03135 | 0.00000 | 0.00000 | ||
94 | 2022.11.23 00:00 | modify | 31 | 0.10 | 1.03135 | 1.02898 | 1.03873 | ||
95 | 2022.11.23 00:00 | modify | 29 | 0.10 | 1.02373 | 1.02898 | 1.03873 | ||
96 | 2022.11.23 04:00 | modify | 30 | 0.10 | 1.03135 | 1.02898 | 1.03873 | ||
97 | 2022.11.23 20:00 | t/p | 29 | 0.10 | 1.03873 | 1.02898 | 1.03873 | 147.85 | 10565.47 |
98 | 2022.11.23 20:00 | t/p | 30 | 0.10 | 1.03873 | 1.02898 | 1.03873 | 73.80 | 10639.27 |
99 | 2022.11.23 20:00 | t/p | 31 | 0.10 | 1.03873 | 1.02898 | 1.03873 | 73.80 | 10713.07 |
100 | 2022.11.24 04:00 | sell | 32 | 0.10 | 1.04458 | 0.00000 | 0.00000 | ||
101 | 2022.11.24 04:00 | modify | 32 | 0.10 | 1.04458 | 1.05858 | 1.02958 | ||
102 | 2022.11.30 20:00 | t/p | 32 | 0.10 | 1.02958 | 1.05858 | 1.02958 | 152.97 | 10866.05 |
103 | 2022.12.13 16:00 | sell | 33 | 0.10 | 1.06364 | 0.00000 | 0.00000 | ||
104 | 2022.12.13 16:00 | modify | 33 | 0.10 | 1.06364 | 1.07764 | 1.04864 | ||
105 | 2023.01.06 16:00 | t/p | 33 | 0.10 | 1.04864 | 1.07764 | 1.04864 | 169.33 | 11035.37 |
106 | 2023.01.09 16:00 | sell | 34 | 0.10 | 1.07402 | 0.00000 | 0.00000 | ||
107 | 2023.01.09 16:00 | modify | 34 | 0.10 | 1.07402 | 1.08802 | 1.05902 | ||
108 | 2023.01.18 16:00 | s/l | 34 | 0.10 | 1.08802 | 1.08802 | 1.05902 | -133.31 | 10902.06 |
109 | 2023.03.10 16:00 | sell | 35 | 0.10 | 1.06873 | 0.00000 | 0.00000 | ||
110 | 2023.03.10 16:00 | modify | 35 | 0.10 | 1.06873 | 1.08273 | 1.05373 | ||
111 | 2023.03.15 16:00 | t/p | 35 | 0.10 | 1.05373 | 1.08273 | 1.05373 | 152.23 | 11054.29 |
112 | 2023.03.23 04:00 | sell | 36 | 0.10 | 1.09007 | 0.00000 | 0.00000 | ||
113 | 2023.03.23 04:00 | modify | 36 | 0.10 | 1.09007 | 1.10407 | 1.07507 | ||
114 | 2023.03.24 12:00 | t/p | 36 | 0.10 | 1.07507 | 1.10407 | 1.07507 | 150.74 | 11205.04 |
115 | 2023.03.24 12:00 | buy | 37 | 0.10 | 1.07410 | 0.00000 | 0.00000 | ||
116 | 2023.03.24 12:00 | modify | 37 | 0.10 | 1.07410 | 1.06010 | 1.08910 | ||
117 | 2023.03.28 00:00 | buy | 38 | 0.10 | 1.08091 | 0.00000 | 0.00000 | ||
118 | 2023.03.28 00:00 | modify | 38 | 0.10 | 1.08091 | 1.07785 | 1.08910 | ||
119 | 2023.03.28 00:00 | modify | 37 | 0.10 | 1.07410 | 1.07785 | 1.08910 | ||
120 | 2023.03.28 04:00 | buy | 39 | 0.10 | 1.08181 | 0.00000 | 0.00000 | ||
121 | 2023.03.28 04:00 | modify | 39 | 0.10 | 1.08181 | 1.08010 | 1.08910 | ||
122 | 2023.03.28 04:00 | buy | 40 | 0.10 | 1.08181 | 0.00000 | 0.00000 | ||
123 | 2023.03.28 04:00 | modify | 40 | 0.10 | 1.08181 | 1.07935 | 1.08910 | ||
124 | 2023.03.28 04:00 | modify | 38 | 0.10 | 1.08091 | 1.07935 | 1.08910 | ||
125 | 2023.03.28 04:00 | modify | 37 | 0.10 | 1.07410 | 1.07935 | 1.08910 | ||
126 | 2023.03.28 08:00 | modify | 39 | 0.10 | 1.08181 | 1.07935 | 1.08910 | ||
127 | 2023.03.30 16:00 | t/p | 37 | 0.10 | 1.08910 | 1.07935 | 1.08910 | 143.55 | 11348.58 |
128 | 2023.03.30 16:00 | t/p | 38 | 0.10 | 1.08910 | 1.07935 | 1.08910 | 77.60 | 11426.18 |
129 | 2023.03.30 16:00 | t/p | 39 | 0.10 | 1.08910 | 1.07935 | 1.08910 | 68.60 | 11494.77 |
130 | 2023.03.30 16:00 | t/p | 40 | 0.10 | 1.08910 | 1.07935 | 1.08910 | 68.60 | 11563.37 |