Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2022.05.01 20:00 - 2023.04.30 20:00 (2022.05.01 - 2023.05.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=5; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=7; 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=45; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=55; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=8; 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 | 2613 | Ticks modelled | 79125 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1367.64 | Gross profit | 1484.44 | Gross loss | -116.80 |
Profit factor | 12.71 | Expected payoff | 62.17 | ||
Absolute drawdown | 17.80 | Maximal drawdown | 188.70 (1.69%) | Relative drawdown | 1.76% (184.32) |
Total trades | 22 | Short positions (won %) | 11 (100.00%) | Long positions (won %) | 11 (63.64%) |
Profit trades (% of total) | 18 (81.82%) | Loss trades (% of total) | 4 (18.18%) | ||
Largest | profit trade | 150.97 | loss trade | -39.10 | |
Average | profit trade | 82.47 | loss trade | -29.20 | |
Maximum | consecutive wins (profit in money) | 8 (667.32) | consecutive losses (loss in money) | 2 (-46.70) | |
Maximal | consecutive profit (count of wins) | 667.32 (8) | consecutive loss (count of losses) | -46.70 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.05 00:00 | sell | 1 | 0.10 | 0.72509 | 0.00000 | 0.00000 | ||
2 | 2022.05.05 00:00 | modify | 1 | 0.10 | 0.72509 | 0.74009 | 0.71009 | ||
3 | 2022.05.05 13:10 | sell | 2 | 0.10 | 0.71825 | 0.00000 | 0.00000 | ||
4 | 2022.05.05 13:10 | modify | 2 | 0.10 | 0.71825 | 0.72209 | 0.71009 | ||
5 | 2022.05.05 13:10 | modify | 1 | 0.10 | 0.72509 | 0.72209 | 0.71009 | ||
6 | 2022.05.05 13:40 | sell | 3 | 0.10 | 0.71593 | 0.00000 | 0.00000 | ||
7 | 2022.05.05 13:40 | modify | 3 | 0.10 | 0.71593 | 0.72134 | 0.71009 | ||
8 | 2022.05.05 13:40 | modify | 2 | 0.10 | 0.71825 | 0.72134 | 0.71009 | ||
9 | 2022.05.05 13:40 | modify | 1 | 0.10 | 0.72509 | 0.72134 | 0.71009 | ||
10 | 2022.05.05 15:33 | t/p | 1 | 0.10 | 0.71009 | 0.72134 | 0.71009 | 150.00 | 10150.00 |
11 | 2022.05.05 15:33 | t/p | 2 | 0.10 | 0.71009 | 0.72134 | 0.71009 | 81.60 | 10231.60 |
12 | 2022.05.05 15:33 | t/p | 3 | 0.10 | 0.71009 | 0.72134 | 0.71009 | 58.40 | 10290.00 |
13 | 2022.07.12 00:00 | buy | 4 | 0.10 | 0.67429 | 0.00000 | 0.00000 | ||
14 | 2022.07.12 00:00 | modify | 4 | 0.10 | 0.67429 | 0.65929 | 0.68929 | ||
15 | 2022.07.17 23:30 | buy | 5 | 0.10 | 0.68122 | 0.00000 | 0.00000 | ||
16 | 2022.07.17 23:30 | modify | 5 | 0.10 | 0.68122 | 0.67729 | 0.68929 | ||
17 | 2022.07.17 23:30 | modify | 4 | 0.10 | 0.67429 | 0.67729 | 0.68929 | ||
18 | 2022.07.18 07:59 | buy | 6 | 0.10 | 0.68332 | 0.00000 | 0.00000 | ||
19 | 2022.07.18 07:59 | modify | 6 | 0.10 | 0.68332 | 0.67804 | 0.68929 | ||
20 | 2022.07.18 07:59 | modify | 5 | 0.10 | 0.68122 | 0.67804 | 0.68929 | ||
21 | 2022.07.18 07:59 | modify | 4 | 0.10 | 0.67429 | 0.67804 | 0.68929 | ||
22 | 2022.07.18 17:55 | buy | 7 | 0.10 | 0.68284 | 0.00000 | 0.00000 | ||
23 | 2022.07.18 17:55 | modify | 7 | 0.10 | 0.68284 | 0.67954 | 0.68929 | ||
24 | 2022.07.18 17:55 | modify | 6 | 0.10 | 0.68332 | 0.67954 | 0.68929 | ||
25 | 2022.07.18 17:55 | modify | 5 | 0.10 | 0.68122 | 0.67954 | 0.68929 | ||
26 | 2022.07.18 17:55 | modify | 4 | 0.10 | 0.67429 | 0.67954 | 0.68929 | ||
27 | 2022.07.19 08:40 | t/p | 4 | 0.10 | 0.68929 | 0.67954 | 0.68929 | 147.35 | 10437.35 |
28 | 2022.07.19 08:40 | t/p | 5 | 0.10 | 0.68929 | 0.67954 | 0.68929 | 79.94 | 10517.29 |
29 | 2022.07.19 08:40 | t/p | 6 | 0.10 | 0.68929 | 0.67954 | 0.68929 | 59.32 | 10576.61 |
30 | 2022.07.19 08:40 | t/p | 7 | 0.10 | 0.68929 | 0.67954 | 0.68929 | 64.12 | 10640.73 |
31 | 2022.12.16 00:00 | buy | 8 | 0.10 | 0.67080 | 0.00000 | 0.00000 | ||
32 | 2022.12.16 00:00 | modify | 8 | 0.10 | 0.67080 | 0.65580 | 0.68580 | ||
33 | 2022.12.27 07:05 | buy | 9 | 0.10 | 0.67771 | 0.00000 | 0.00000 | ||
34 | 2022.12.27 07:05 | modify | 9 | 0.10 | 0.67771 | 0.67380 | 0.68580 | ||
35 | 2022.12.27 07:05 | modify | 8 | 0.10 | 0.67080 | 0.67380 | 0.68580 | ||
36 | 2022.12.27 11:40 | s/l | 8 | 0.10 | 0.67380 | 0.67380 | 0.68580 | 26.59 | 10667.32 |
37 | 2022.12.27 11:40 | s/l | 9 | 0.10 | 0.67380 | 0.67380 | 0.68580 | -39.10 | 10628.22 |
38 | 2023.02.02 04:00 | sell | 10 | 0.10 | 0.71422 | 0.00000 | 0.00000 | ||
39 | 2023.02.02 04:00 | modify | 10 | 0.10 | 0.71422 | 0.72922 | 0.69922 | ||
40 | 2023.02.02 15:05 | sell | 11 | 0.10 | 0.70728 | 0.00000 | 0.00000 | ||
41 | 2023.02.02 15:05 | modify | 11 | 0.10 | 0.70728 | 0.71122 | 0.69922 | ||
42 | 2023.02.02 15:05 | modify | 10 | 0.10 | 0.71422 | 0.71122 | 0.69922 | ||
43 | 2023.02.03 02:20 | sell | 12 | 0.10 | 0.70594 | 0.00000 | 0.00000 | ||
44 | 2023.02.03 02:20 | modify | 12 | 0.10 | 0.70594 | 0.70897 | 0.69922 | ||
45 | 2023.02.03 02:20 | modify | 11 | 0.10 | 0.70728 | 0.70897 | 0.69922 | ||
46 | 2023.02.03 02:20 | modify | 10 | 0.10 | 0.71422 | 0.70897 | 0.69922 | ||
47 | 2023.02.03 08:30 | sell | 13 | 0.10 | 0.70515 | 0.00000 | 0.00000 | ||
48 | 2023.02.03 08:30 | modify | 13 | 0.10 | 0.70515 | 0.71047 | 0.69922 | ||
49 | 2023.02.03 08:35 | modify | 13 | 0.10 | 0.70515 | 0.70897 | 0.69922 | ||
50 | 2023.02.03 13:40 | t/p | 10 | 0.10 | 0.69922 | 0.70897 | 0.69922 | 150.16 | 10778.39 |
51 | 2023.02.03 13:40 | t/p | 11 | 0.10 | 0.69922 | 0.70897 | 0.69922 | 80.76 | 10859.15 |
52 | 2023.02.03 13:40 | t/p | 12 | 0.10 | 0.69922 | 0.70897 | 0.69922 | 67.20 | 10926.35 |
53 | 2023.02.03 13:40 | t/p | 13 | 0.10 | 0.69922 | 0.70897 | 0.69922 | 59.30 | 10985.65 |
54 | 2023.02.06 04:00 | buy | 14 | 0.10 | 0.69280 | 0.00000 | 0.00000 | ||
55 | 2023.02.06 04:00 | modify | 14 | 0.10 | 0.69280 | 0.67780 | 0.70780 | ||
56 | 2023.02.09 13:20 | buy | 15 | 0.10 | 0.69967 | 0.00000 | 0.00000 | ||
57 | 2023.02.09 13:20 | modify | 15 | 0.10 | 0.69967 | 0.69580 | 0.70780 | ||
58 | 2023.02.09 13:20 | modify | 14 | 0.10 | 0.69280 | 0.69580 | 0.70780 | ||
59 | 2023.02.09 13:50 | buy | 16 | 0.10 | 0.70110 | 0.00000 | 0.00000 | ||
60 | 2023.02.09 13:50 | modify | 16 | 0.10 | 0.70110 | 0.69805 | 0.70780 | ||
61 | 2023.02.09 13:50 | modify | 15 | 0.10 | 0.69967 | 0.69805 | 0.70780 | ||
62 | 2023.02.09 13:50 | modify | 14 | 0.10 | 0.69280 | 0.69805 | 0.70780 | ||
63 | 2023.02.09 15:30 | s/l | 14 | 0.10 | 0.69805 | 0.69805 | 0.70780 | 50.61 | 11036.25 |
64 | 2023.02.09 15:30 | s/l | 15 | 0.10 | 0.69805 | 0.69805 | 0.70780 | -16.20 | 11020.05 |
65 | 2023.02.09 15:30 | s/l | 16 | 0.10 | 0.69805 | 0.69805 | 0.70780 | -30.50 | 10989.55 |
66 | 2023.03.08 00:00 | buy | 17 | 0.10 | 0.65914 | 0.00000 | 0.00000 | ||
67 | 2023.03.08 00:00 | modify | 17 | 0.10 | 0.65914 | 0.64414 | 0.67414 | ||
68 | 2023.03.13 03:15 | buy | 18 | 0.10 | 0.66749 | 0.00000 | 0.00000 | ||
69 | 2023.03.13 03:15 | modify | 18 | 0.10 | 0.66749 | 0.66439 | 0.67414 | ||
70 | 2023.03.13 03:15 | modify | 17 | 0.10 | 0.65914 | 0.66439 | 0.67414 | ||
71 | 2023.03.13 09:30 | s/l | 17 | 0.10 | 0.66439 | 0.66439 | 0.67414 | 50.61 | 11040.16 |
72 | 2023.03.13 09:30 | s/l | 18 | 0.10 | 0.66439 | 0.66439 | 0.67414 | -31.00 | 11009.16 |
73 | 2023.04.04 00:00 | sell | 19 | 0.10 | 0.67859 | 0.00000 | 0.00000 | ||
74 | 2023.04.04 00:00 | modify | 19 | 0.10 | 0.67859 | 0.69359 | 0.66359 | ||
75 | 2023.04.05 07:30 | sell | 20 | 0.10 | 0.67171 | 0.00000 | 0.00000 | ||
76 | 2023.04.05 07:30 | modify | 20 | 0.10 | 0.67171 | 0.67559 | 0.66359 | ||
77 | 2023.04.05 07:30 | modify | 19 | 0.10 | 0.67859 | 0.67559 | 0.66359 | ||
78 | 2023.04.05 08:40 | sell | 21 | 0.10 | 0.66938 | 0.00000 | 0.00000 | ||
79 | 2023.04.05 08:40 | modify | 21 | 0.10 | 0.66938 | 0.67484 | 0.66359 | ||
80 | 2023.04.05 08:40 | modify | 20 | 0.10 | 0.67171 | 0.67484 | 0.66359 | ||
81 | 2023.04.05 08:40 | modify | 19 | 0.10 | 0.67859 | 0.67484 | 0.66359 | ||
82 | 2023.04.05 14:05 | sell | 22 | 0.10 | 0.67019 | 0.00000 | 0.00000 | ||
83 | 2023.04.05 14:05 | modify | 22 | 0.10 | 0.67019 | 0.67334 | 0.66359 | ||
84 | 2023.04.05 14:05 | modify | 21 | 0.10 | 0.66938 | 0.67334 | 0.66359 | ||
85 | 2023.04.05 14:05 | modify | 20 | 0.10 | 0.67171 | 0.67334 | 0.66359 | ||
86 | 2023.04.05 14:05 | modify | 19 | 0.10 | 0.67859 | 0.67334 | 0.66359 | ||
87 | 2023.04.10 12:40 | t/p | 19 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 150.97 | 11160.13 |
88 | 2023.04.10 12:40 | t/p | 20 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 82.01 | 11242.13 |
89 | 2023.04.10 12:40 | t/p | 21 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 58.71 | 11300.84 |
90 | 2023.04.10 12:40 | t/p | 22 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 66.81 | 11367.64 |