Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2022.05.01 20:00 - 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=5; 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=120; 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=45; TOP3Help="===================================="; TOP3_TopupLevelPct=70; 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=6; 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 | 4225 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 452.93 | Gross profit | 1119.85 | Gross loss | -666.92 |
Profit factor | 1.68 | Expected payoff | 21.57 | ||
Absolute drawdown | 46.17 | Maximal drawdown | 253.89 (2.49%) | Relative drawdown | 2.49% (253.89) |
Total trades | 21 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 9 (33.33%) |
Profit trades (% of total) | 12 (57.14%) | Loss trades (% of total) | 9 (42.86%) | ||
Largest | profit trade | 151.93 | loss trade | -126.06 | |
Average | profit trade | 93.32 | loss trade | -74.10 | |
Maximum | consecutive wins (profit in money) | 4 (357.23) | consecutive losses (loss in money) | 2 (-143.39) | |
Maximal | consecutive profit (count of wins) | 357.23 (4) | consecutive loss (count of losses) | -143.39 (2) | |
Average | consecutive wins | 2 | 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 | 0.73709 | 0.71009 | ||
3 | 2022.05.05 16:00 | t/p | 1 | 0.10 | 0.71009 | 0.73709 | 0.71009 | 150.00 | 10150.00 |
4 | 2022.05.10 00:00 | buy | 2 | 0.10 | 0.69560 | 0.00000 | 0.00000 | ||
5 | 2022.05.10 00:00 | modify | 2 | 0.10 | 0.69560 | 0.68360 | 0.71060 | ||
6 | 2022.05.12 20:00 | s/l | 2 | 0.10 | 0.68360 | 0.68360 | 0.71060 | -121.52 | 10028.48 |
7 | 2022.05.31 00:00 | sell | 3 | 0.10 | 0.71937 | 0.00000 | 0.00000 | ||
8 | 2022.05.31 00:00 | modify | 3 | 0.10 | 0.71937 | 0.73137 | 0.70437 | ||
9 | 2022.06.10 16:00 | t/p | 3 | 0.10 | 0.70437 | 0.73137 | 0.70437 | 151.93 | 10180.42 |
10 | 2022.06.13 04:00 | buy | 4 | 0.10 | 0.70286 | 0.00000 | 0.00000 | ||
11 | 2022.06.13 04:00 | modify | 4 | 0.10 | 0.70286 | 0.69086 | 0.71786 | ||
12 | 2022.06.14 12:00 | s/l | 4 | 0.10 | 0.69086 | 0.69086 | 0.71786 | -120.38 | 10060.04 |
13 | 2022.07.12 00:00 | buy | 5 | 0.10 | 0.67429 | 0.00000 | 0.00000 | ||
14 | 2022.07.12 00:00 | modify | 5 | 0.10 | 0.67429 | 0.66229 | 0.68929 | ||
15 | 2022.07.18 08:00 | buy | 6 | 0.10 | 0.68331 | 0.00000 | 0.00000 | ||
16 | 2022.07.18 08:00 | modify | 6 | 0.10 | 0.68331 | 0.68104 | 0.68929 | ||
17 | 2022.07.18 08:00 | modify | 5 | 0.10 | 0.67429 | 0.68104 | 0.68929 | ||
18 | 2022.07.18 20:00 | s/l | 5 | 0.10 | 0.68104 | 0.68104 | 0.68929 | 65.23 | 10125.27 |
19 | 2022.07.18 20:00 | s/l | 6 | 0.10 | 0.68104 | 0.68104 | 0.68929 | -22.70 | 10102.57 |
20 | 2022.10.27 04:00 | sell | 7 | 0.10 | 0.64949 | 0.00000 | 0.00000 | ||
21 | 2022.10.27 04:00 | modify | 7 | 0.10 | 0.64949 | 0.66149 | 0.63449 | ||
22 | 2022.10.31 12:00 | sell | 8 | 0.10 | 0.63887 | 0.00000 | 0.00000 | ||
23 | 2022.10.31 12:00 | modify | 8 | 0.10 | 0.63887 | 0.64424 | 0.63449 | ||
24 | 2022.10.31 12:00 | modify | 7 | 0.10 | 0.64949 | 0.64424 | 0.63449 | ||
25 | 2022.11.01 04:00 | s/l | 7 | 0.10 | 0.64424 | 0.64424 | 0.63449 | 52.98 | 10155.55 |
26 | 2022.11.01 04:00 | s/l | 8 | 0.10 | 0.64424 | 0.64424 | 0.63449 | -53.54 | 10102.01 |
27 | 2022.12.16 00:00 | buy | 9 | 0.10 | 0.67080 | 0.00000 | 0.00000 | ||
28 | 2022.12.16 00:00 | modify | 9 | 0.10 | 0.67080 | 0.65880 | 0.68580 | ||
29 | 2022.12.30 12:00 | buy | 10 | 0.10 | 0.68005 | 0.00000 | 0.00000 | ||
30 | 2022.12.30 12:00 | modify | 10 | 0.10 | 0.68005 | 0.67755 | 0.68580 | ||
31 | 2022.12.30 12:00 | modify | 9 | 0.10 | 0.67080 | 0.67755 | 0.68580 | ||
32 | 2022.12.30 16:00 | s/l | 9 | 0.10 | 0.67755 | 0.67755 | 0.68580 | 62.20 | 10164.21 |
33 | 2022.12.30 16:00 | s/l | 10 | 0.10 | 0.67755 | 0.67755 | 0.68580 | -25.00 | 10139.21 |
34 | 2023.01.13 00:00 | sell | 11 | 0.10 | 0.69664 | 0.00000 | 0.00000 | ||
35 | 2023.01.13 00:00 | modify | 11 | 0.10 | 0.69664 | 0.70864 | 0.68164 | ||
36 | 2023.01.25 04:00 | s/l | 11 | 0.10 | 0.70864 | 0.70864 | 0.68164 | -118.39 | 10020.82 |
37 | 2023.02.02 04:00 | sell | 12 | 0.10 | 0.71422 | 0.00000 | 0.00000 | ||
38 | 2023.02.02 04:00 | modify | 12 | 0.10 | 0.71422 | 0.72622 | 0.69922 | ||
39 | 2023.02.02 20:00 | sell | 13 | 0.10 | 0.70723 | 0.00000 | 0.00000 | ||
40 | 2023.02.02 20:00 | modify | 13 | 0.10 | 0.70723 | 0.71347 | 0.69922 | ||
41 | 2023.02.02 20:00 | modify | 12 | 0.10 | 0.71422 | 0.71347 | 0.69922 | ||
42 | 2023.02.03 16:00 | t/p | 12 | 0.10 | 0.69922 | 0.71347 | 0.69922 | 150.16 | 10170.98 |
43 | 2023.02.03 16:00 | t/p | 13 | 0.10 | 0.69922 | 0.71347 | 0.69922 | 80.26 | 10251.24 |
44 | 2023.02.06 04:00 | buy | 14 | 0.10 | 0.69280 | 0.00000 | 0.00000 | ||
45 | 2023.02.06 04:00 | modify | 14 | 0.10 | 0.69280 | 0.68080 | 0.70780 | ||
46 | 2023.02.22 16:00 | s/l | 14 | 0.10 | 0.68080 | 0.68080 | 0.70780 | -126.06 | 10125.18 |
47 | 2023.03.08 00:00 | buy | 15 | 0.10 | 0.65914 | 0.00000 | 0.00000 | ||
48 | 2023.03.08 00:00 | modify | 15 | 0.10 | 0.65914 | 0.64714 | 0.67414 | ||
49 | 2023.03.15 04:00 | buy | 16 | 0.10 | 0.66989 | 0.00000 | 0.00000 | ||
50 | 2023.03.15 04:00 | modify | 16 | 0.10 | 0.66989 | 0.66439 | 0.67414 | ||
51 | 2023.03.15 04:00 | modify | 15 | 0.10 | 0.65914 | 0.66439 | 0.67414 | ||
52 | 2023.03.15 12:00 | s/l | 15 | 0.10 | 0.66439 | 0.66439 | 0.67414 | 49.85 | 10175.03 |
53 | 2023.03.15 12:00 | s/l | 16 | 0.10 | 0.66439 | 0.66439 | 0.67414 | -55.00 | 10120.03 |
54 | 2023.04.04 00:00 | sell | 17 | 0.10 | 0.67859 | 0.00000 | 0.00000 | ||
55 | 2023.04.04 00:00 | modify | 17 | 0.10 | 0.67859 | 0.69059 | 0.66359 | ||
56 | 2023.04.06 00:00 | sell | 18 | 0.10 | 0.67157 | 0.00000 | 0.00000 | ||
57 | 2023.04.06 00:00 | modify | 18 | 0.10 | 0.67157 | 0.67784 | 0.66359 | ||
58 | 2023.04.06 00:00 | modify | 17 | 0.10 | 0.67859 | 0.67784 | 0.66359 | ||
59 | 2023.04.06 12:00 | sell | 19 | 0.10 | 0.66939 | 0.00000 | 0.00000 | ||
60 | 2023.04.06 12:00 | modify | 19 | 0.10 | 0.66939 | 0.67184 | 0.66359 | ||
61 | 2023.04.06 12:00 | modify | 18 | 0.10 | 0.67157 | 0.67184 | 0.66359 | ||
62 | 2023.04.06 12:00 | modify | 17 | 0.10 | 0.67859 | 0.67184 | 0.66359 | ||
63 | 2023.04.10 16:00 | t/p | 17 | 0.10 | 0.66359 | 0.67184 | 0.66359 | 150.97 | 10271.00 |
64 | 2023.04.10 16:00 | t/p | 18 | 0.10 | 0.66359 | 0.67184 | 0.66359 | 80.12 | 10351.12 |
65 | 2023.04.10 16:00 | t/p | 19 | 0.10 | 0.66359 | 0.67184 | 0.66359 | 58.32 | 10409.44 |
66 | 2023.04.14 00:00 | sell | 20 | 0.10 | 0.67833 | 0.00000 | 0.00000 | ||
67 | 2023.04.14 00:00 | modify | 20 | 0.10 | 0.67833 | 0.69033 | 0.66333 | ||
68 | 2023.04.17 16:00 | sell | 21 | 0.10 | 0.66913 | 0.00000 | 0.00000 | ||
69 | 2023.04.17 16:00 | modify | 21 | 0.10 | 0.66913 | 0.67158 | 0.66333 | ||
70 | 2023.04.17 16:00 | modify | 20 | 0.10 | 0.67833 | 0.67158 | 0.66333 | ||
71 | 2023.04.18 04:00 | s/l | 20 | 0.10 | 0.67158 | 0.67158 | 0.66333 | 67.82 | 10477.27 |
72 | 2023.04.18 04:00 | s/l | 21 | 0.10 | 0.67158 | 0.67158 | 0.66333 | -24.34 | 10452.93 |