Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 1 Hour (H1) 2022.05.01 21:00 - 2023.04.30 23:59 (2022.05.01 - 2023.05.01) | ||||
Model | Open prices only (only for Expert Advisors that explicitly control bar opening) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=2; RSIHelp="------------------------------------"; RSI_Period=9; 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=60; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=22; 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 | 7239 | Ticks modelled | 13477 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1335.90 | Gross profit | 1930.80 | Gross loss | -594.89 |
Profit factor | 3.25 | Expected payoff | 40.48 | ||
Absolute drawdown | 81.56 | Maximal drawdown | 250.85 (2.47%) | Relative drawdown | 2.47% (250.85) |
Total trades | 33 | Short positions (won %) | 17 (64.71%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 21 (63.64%) | Loss trades (% of total) | 12 (36.36%) | ||
Largest | profit trade | 141.13 | loss trade | -61.89 | |
Average | profit trade | 91.94 | loss trade | -49.57 | |
Maximum | consecutive wins (profit in money) | 7 (641.24) | consecutive losses (loss in money) | 3 (-180.65) | |
Maximal | consecutive profit (count of wins) | 641.24 (7) | consecutive loss (count of losses) | -180.65 (3) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.04 21:00 | sell | 1 | 0.10 | 0.72535 | 0.00000 | 0.00000 | ||
2 | 2022.05.04 21:00 | modify | 1 | 0.10 | 0.72535 | 0.73135 | 0.71135 | ||
3 | 2022.05.05 16:00 | t/p | 1 | 0.10 | 0.71135 | 0.73135 | 0.71135 | 140.48 | 10140.48 |
4 | 2022.05.05 19:00 | buy | 2 | 0.10 | 0.70949 | 0.00000 | 0.00000 | ||
5 | 2022.05.05 19:00 | modify | 2 | 0.10 | 0.70949 | 0.70349 | 0.72349 | ||
6 | 2022.05.09 01:00 | s/l | 2 | 0.10 | 0.70349 | 0.70349 | 0.72349 | -60.76 | 10079.73 |
7 | 2022.06.09 21:00 | buy | 3 | 0.10 | 0.70984 | 0.00000 | 0.00000 | ||
8 | 2022.06.09 21:00 | modify | 3 | 0.10 | 0.70984 | 0.70384 | 0.72384 | ||
9 | 2022.06.10 15:00 | s/l | 3 | 0.10 | 0.70384 | 0.70384 | 0.72384 | -60.38 | 10019.35 |
10 | 2022.06.15 21:00 | sell | 4 | 0.10 | 0.69998 | 0.00000 | 0.00000 | ||
11 | 2022.06.15 21:00 | modify | 4 | 0.10 | 0.69998 | 0.70598 | 0.68598 | ||
12 | 2022.06.16 18:00 | s/l | 4 | 0.10 | 0.70598 | 0.70598 | 0.68598 | -59.52 | 9959.83 |
13 | 2022.07.11 15:00 | buy | 5 | 0.10 | 0.67390 | 0.00000 | 0.00000 | ||
14 | 2022.07.11 15:00 | modify | 5 | 0.10 | 0.67390 | 0.66790 | 0.68790 | ||
15 | 2022.07.18 07:00 | buy | 6 | 0.10 | 0.68162 | 0.00000 | 0.00000 | ||
16 | 2022.07.18 07:00 | modify | 6 | 0.10 | 0.68162 | 0.67880 | 0.68790 | ||
17 | 2022.07.18 07:00 | modify | 5 | 0.10 | 0.67390 | 0.67880 | 0.68790 | ||
18 | 2022.07.19 08:00 | t/p | 5 | 0.10 | 0.68790 | 0.67880 | 0.68790 | 136.97 | 10096.80 |
19 | 2022.07.19 08:00 | t/p | 6 | 0.10 | 0.68790 | 0.67880 | 0.68790 | 62.42 | 10159.22 |
20 | 2022.07.19 12:00 | sell | 7 | 0.10 | 0.68972 | 0.00000 | 0.00000 | ||
21 | 2022.07.19 12:00 | modify | 7 | 0.10 | 0.68972 | 0.69572 | 0.67572 | ||
22 | 2022.07.22 14:00 | s/l | 7 | 0.10 | 0.69572 | 0.69572 | 0.67572 | -59.19 | 10100.03 |
23 | 2022.08.02 10:00 | buy | 8 | 0.10 | 0.69255 | 0.00000 | 0.00000 | ||
24 | 2022.08.02 10:00 | modify | 8 | 0.10 | 0.69255 | 0.68655 | 0.70655 | ||
25 | 2022.08.08 15:00 | buy | 9 | 0.10 | 0.70044 | 0.00000 | 0.00000 | ||
26 | 2022.08.08 15:00 | modify | 9 | 0.10 | 0.70044 | 0.69745 | 0.70655 | ||
27 | 2022.08.08 15:00 | modify | 8 | 0.10 | 0.69255 | 0.69745 | 0.70655 | ||
28 | 2022.08.09 02:00 | s/l | 8 | 0.10 | 0.69745 | 0.69745 | 0.70655 | 46.35 | 10146.38 |
29 | 2022.08.09 02:00 | s/l | 9 | 0.10 | 0.69745 | 0.69745 | 0.70655 | -30.28 | 10116.10 |
30 | 2022.08.10 18:00 | sell | 10 | 0.10 | 0.70992 | 0.00000 | 0.00000 | ||
31 | 2022.08.10 18:00 | modify | 10 | 0.10 | 0.70992 | 0.71592 | 0.69592 | ||
32 | 2022.08.15 12:00 | sell | 11 | 0.10 | 0.70272 | 0.00000 | 0.00000 | ||
33 | 2022.08.15 12:00 | modify | 11 | 0.10 | 0.70272 | 0.70852 | 0.69592 | ||
34 | 2022.08.15 12:00 | modify | 10 | 0.10 | 0.70992 | 0.70852 | 0.69592 | ||
35 | 2022.08.15 21:00 | sell | 12 | 0.10 | 0.70212 | 0.00000 | 0.00000 | ||
36 | 2022.08.15 21:00 | modify | 12 | 0.10 | 0.70212 | 0.70502 | 0.69592 | ||
37 | 2022.08.15 21:00 | modify | 11 | 0.10 | 0.70272 | 0.70502 | 0.69592 | ||
38 | 2022.08.15 21:00 | modify | 10 | 0.10 | 0.70992 | 0.70502 | 0.69592 | ||
39 | 2022.08.17 11:00 | t/p | 10 | 0.10 | 0.69592 | 0.70502 | 0.69592 | 141.13 | 10257.23 |
40 | 2022.08.17 11:00 | t/p | 11 | 0.10 | 0.69592 | 0.70502 | 0.69592 | 68.32 | 10325.55 |
41 | 2022.08.17 11:00 | t/p | 12 | 0.10 | 0.69592 | 0.70502 | 0.69592 | 62.32 | 10387.87 |
42 | 2022.09.07 02:00 | buy | 13 | 0.10 | 0.67184 | 0.00000 | 0.00000 | ||
43 | 2022.09.07 02:00 | modify | 13 | 0.10 | 0.67184 | 0.66584 | 0.68584 | ||
44 | 2022.09.09 08:00 | t/p | 13 | 0.10 | 0.68584 | 0.66584 | 0.68584 | 138.48 | 10526.36 |
45 | 2022.11.03 11:00 | buy | 14 | 0.10 | 0.62936 | 0.00000 | 0.00000 | ||
46 | 2022.11.03 11:00 | modify | 14 | 0.10 | 0.62936 | 0.62336 | 0.64336 | ||
47 | 2022.11.04 13:00 | t/p | 14 | 0.10 | 0.64336 | 0.62336 | 0.64336 | 139.62 | 10665.98 |
48 | 2022.11.10 17:00 | sell | 15 | 0.10 | 0.65887 | 0.00000 | 0.00000 | ||
49 | 2022.11.10 17:00 | modify | 15 | 0.10 | 0.65887 | 0.66487 | 0.64487 | ||
50 | 2022.11.11 06:00 | s/l | 15 | 0.10 | 0.66487 | 0.66487 | 0.64487 | -59.84 | 10606.14 |
51 | 2022.12.13 16:00 | sell | 16 | 0.10 | 0.68768 | 0.00000 | 0.00000 | ||
52 | 2022.12.13 16:00 | modify | 16 | 0.10 | 0.68768 | 0.69368 | 0.67368 | ||
53 | 2022.12.15 09:00 | sell | 17 | 0.10 | 0.67842 | 0.00000 | 0.00000 | ||
54 | 2022.12.15 09:00 | modify | 17 | 0.10 | 0.67842 | 0.68278 | 0.67368 | ||
55 | 2022.12.15 09:00 | modify | 16 | 0.10 | 0.68768 | 0.68278 | 0.67368 | ||
56 | 2022.12.15 16:00 | t/p | 16 | 0.10 | 0.67368 | 0.68278 | 0.67368 | 140.64 | 10746.78 |
57 | 2022.12.15 16:00 | t/p | 17 | 0.10 | 0.67368 | 0.68278 | 0.67368 | 47.40 | 10794.18 |
58 | 2022.12.22 20:00 | buy | 18 | 0.10 | 0.66605 | 0.00000 | 0.00000 | ||
59 | 2022.12.22 20:00 | modify | 18 | 0.10 | 0.66605 | 0.66005 | 0.68005 | ||
60 | 2022.12.27 02:00 | buy | 19 | 0.10 | 0.67544 | 0.00000 | 0.00000 | ||
61 | 2022.12.27 02:00 | modify | 19 | 0.10 | 0.67544 | 0.67095 | 0.68005 | ||
62 | 2022.12.27 02:00 | modify | 18 | 0.10 | 0.66605 | 0.67095 | 0.68005 | ||
63 | 2022.12.27 15:00 | buy | 20 | 0.10 | 0.67399 | 0.00000 | 0.00000 | ||
64 | 2022.12.27 15:00 | modify | 20 | 0.10 | 0.67399 | 0.67095 | 0.68005 | ||
65 | 2022.12.27 23:00 | buy | 21 | 0.10 | 0.67320 | 0.00000 | 0.00000 | ||
66 | 2022.12.27 23:00 | modify | 21 | 0.10 | 0.67320 | 0.66745 | 0.68005 | ||
67 | 2022.12.28 00:00 | modify | 21 | 0.10 | 0.67320 | 0.67095 | 0.68005 | ||
68 | 2022.12.28 14:00 | t/p | 18 | 0.10 | 0.68005 | 0.67095 | 0.68005 | 138.48 | 10932.67 |
69 | 2022.12.28 14:00 | t/p | 19 | 0.10 | 0.68005 | 0.67095 | 0.68005 | 45.72 | 10978.39 |
70 | 2022.12.28 14:00 | t/p | 20 | 0.10 | 0.68005 | 0.67095 | 0.68005 | 60.22 | 11038.61 |
71 | 2022.12.28 14:00 | t/p | 21 | 0.10 | 0.68005 | 0.67095 | 0.68005 | 68.12 | 11106.73 |
72 | 2023.01.04 12:00 | sell | 22 | 0.10 | 0.68713 | 0.00000 | 0.00000 | ||
73 | 2023.01.04 12:00 | modify | 22 | 0.10 | 0.68713 | 0.69313 | 0.67313 | ||
74 | 2023.01.06 12:00 | t/p | 22 | 0.10 | 0.67313 | 0.69313 | 0.67313 | 140.64 | 11247.38 |
75 | 2023.01.23 10:00 | sell | 23 | 0.10 | 0.70076 | 0.00000 | 0.00000 | ||
76 | 2023.01.23 10:00 | modify | 23 | 0.10 | 0.70076 | 0.70676 | 0.68676 | ||
77 | 2023.01.25 01:00 | s/l | 23 | 0.10 | 0.70676 | 0.70676 | 0.68676 | -59.68 | 11187.70 |
78 | 2023.02.02 01:00 | sell | 24 | 0.10 | 0.71456 | 0.00000 | 0.00000 | ||
79 | 2023.02.02 01:00 | modify | 24 | 0.10 | 0.71456 | 0.72056 | 0.70056 | ||
80 | 2023.02.02 22:00 | sell | 25 | 0.10 | 0.70750 | 0.00000 | 0.00000 | ||
81 | 2023.02.02 22:00 | modify | 25 | 0.10 | 0.70750 | 0.71316 | 0.70056 | ||
82 | 2023.02.02 22:00 | modify | 24 | 0.10 | 0.71456 | 0.71316 | 0.70056 | ||
83 | 2023.02.03 03:00 | sell | 26 | 0.10 | 0.70535 | 0.00000 | 0.00000 | ||
84 | 2023.02.03 03:00 | modify | 26 | 0.10 | 0.70535 | 0.70966 | 0.70056 | ||
85 | 2023.02.03 03:00 | modify | 25 | 0.10 | 0.70750 | 0.70966 | 0.70056 | ||
86 | 2023.02.03 03:00 | modify | 24 | 0.10 | 0.71456 | 0.70966 | 0.70056 | ||
87 | 2023.02.03 14:00 | t/p | 24 | 0.10 | 0.70056 | 0.70966 | 0.70056 | 140.16 | 11327.86 |
88 | 2023.02.03 14:00 | t/p | 25 | 0.10 | 0.70056 | 0.70966 | 0.70056 | 69.56 | 11397.42 |
89 | 2023.02.03 14:00 | t/p | 26 | 0.10 | 0.70056 | 0.70966 | 0.70056 | 47.90 | 11445.32 |
90 | 2023.02.03 18:00 | buy | 27 | 0.10 | 0.69483 | 0.00000 | 0.00000 | ||
91 | 2023.02.03 18:00 | modify | 27 | 0.10 | 0.69483 | 0.68883 | 0.70883 | ||
92 | 2023.02.06 14:00 | s/l | 27 | 0.10 | 0.68883 | 0.68883 | 0.70883 | -60.38 | 11384.94 |
93 | 2023.03.07 21:00 | buy | 28 | 0.10 | 0.65941 | 0.00000 | 0.00000 | ||
94 | 2023.03.07 21:00 | modify | 28 | 0.10 | 0.65941 | 0.65341 | 0.67341 | ||
95 | 2023.03.14 08:00 | buy | 29 | 0.10 | 0.66723 | 0.00000 | 0.00000 | ||
96 | 2023.03.14 08:00 | modify | 29 | 0.10 | 0.66723 | 0.66431 | 0.67341 | ||
97 | 2023.03.14 08:00 | modify | 28 | 0.10 | 0.65941 | 0.66431 | 0.67341 | ||
98 | 2023.03.14 10:00 | s/l | 28 | 0.10 | 0.66431 | 0.66431 | 0.67341 | 46.35 | 11431.29 |
99 | 2023.03.14 10:00 | s/l | 29 | 0.10 | 0.66431 | 0.66431 | 0.67341 | -29.20 | 11402.09 |
100 | 2023.04.13 15:00 | sell | 30 | 0.10 | 0.67667 | 0.00000 | 0.00000 | ||
101 | 2023.04.13 15:00 | modify | 30 | 0.10 | 0.67667 | 0.68267 | 0.66267 | ||
102 | 2023.04.17 01:00 | sell | 31 | 0.10 | 0.66941 | 0.00000 | 0.00000 | ||
103 | 2023.04.17 01:00 | modify | 31 | 0.10 | 0.66941 | 0.67527 | 0.66267 | ||
104 | 2023.04.17 01:00 | modify | 30 | 0.10 | 0.67667 | 0.67527 | 0.66267 | ||
105 | 2023.04.17 14:00 | sell | 32 | 0.10 | 0.66872 | 0.00000 | 0.00000 | ||
106 | 2023.04.17 14:00 | modify | 32 | 0.10 | 0.66872 | 0.67177 | 0.66267 | ||
107 | 2023.04.17 14:00 | modify | 31 | 0.10 | 0.66941 | 0.67177 | 0.66267 | ||
108 | 2023.04.17 14:00 | modify | 30 | 0.10 | 0.67667 | 0.67177 | 0.66267 | ||
109 | 2023.04.18 03:00 | s/l | 30 | 0.10 | 0.67177 | 0.67177 | 0.66267 | 49.48 | 11451.58 |
110 | 2023.04.18 03:00 | s/l | 31 | 0.10 | 0.67177 | 0.67177 | 0.66267 | -23.44 | 11428.14 |
111 | 2023.04.18 03:00 | s/l | 32 | 0.10 | 0.67177 | 0.67177 | 0.66267 | -30.34 | 11397.80 |
112 | 2023.04.25 15:00 | buy | 33 | 0.10 | 0.66355 | 0.00000 | 0.00000 | ||
113 | 2023.04.25 15:00 | modify | 33 | 0.10 | 0.66355 | 0.65755 | 0.67755 | ||
114 | 2023.04.28 13:00 | s/l | 33 | 0.10 | 0.65755 | 0.65755 | 0.67755 | -61.89 | 11335.90 |