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=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 | 79125 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 1604.28 | Gross profit | 1990.97 | Gross loss | -386.70 |
Profit factor | 5.15 | Expected payoff | 42.22 | ||
Absolute drawdown | 17.80 | Maximal drawdown | 212.40 (2.02%) | Relative drawdown | 2.02% (212.40) |
Total trades | 38 | Short positions (won %) | 24 (75.00%) | Long positions (won %) | 14 (57.14%) |
Profit trades (% of total) | 26 (68.42%) | Loss trades (% of total) | 12 (31.58%) | ||
Largest | profit trade | 151.93 | loss trade | -120.38 | |
Average | profit trade | 76.58 | loss trade | -32.22 | |
Maximum | consecutive wins (profit in money) | 5 (403.75) | consecutive losses (loss in money) | 2 (-24.98) | |
Maximal | consecutive profit (count of wins) | 403.75 (5) | consecutive loss (count of losses) | -120.38 (1) | |
Average | consecutive wins | 3 | 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 13:10 | sell | 2 | 0.10 | 0.71825 | 0.00000 | 0.00000 | ||
4 | 2022.05.05 13:10 | modify | 2 | 0.10 | 0.71825 | 0.72434 | 0.71009 | ||
5 | 2022.05.05 13:10 | modify | 1 | 0.10 | 0.72509 | 0.72434 | 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 | 0.71834 | 0.71009 | ||
8 | 2022.05.05 13:40 | modify | 2 | 0.10 | 0.71825 | 0.71834 | 0.71009 | ||
9 | 2022.05.05 13:40 | modify | 1 | 0.10 | 0.72509 | 0.71834 | 0.71009 | ||
10 | 2022.05.05 15:33 | t/p | 1 | 0.10 | 0.71009 | 0.71834 | 0.71009 | 150.00 | 10150.00 |
11 | 2022.05.05 15:33 | t/p | 2 | 0.10 | 0.71009 | 0.71834 | 0.71009 | 81.60 | 10231.60 |
12 | 2022.05.05 15:33 | t/p | 3 | 0.10 | 0.71009 | 0.71834 | 0.71009 | 58.40 | 10290.00 |
13 | 2022.05.10 00:00 | buy | 4 | 0.10 | 0.69560 | 0.00000 | 0.00000 | ||
14 | 2022.05.10 00:00 | modify | 4 | 0.10 | 0.69560 | 0.68360 | 0.71060 | ||
15 | 2022.05.11 14:15 | buy | 5 | 0.10 | 0.70464 | 0.00000 | 0.00000 | ||
16 | 2022.05.11 14:15 | modify | 5 | 0.10 | 0.70464 | 0.70235 | 0.71060 | ||
17 | 2022.05.11 14:15 | modify | 4 | 0.10 | 0.69560 | 0.70235 | 0.71060 | ||
18 | 2022.05.11 14:30 | s/l | 4 | 0.10 | 0.70235 | 0.70235 | 0.71060 | 67.12 | 10357.12 |
19 | 2022.05.11 14:30 | s/l | 5 | 0.10 | 0.70235 | 0.70235 | 0.71060 | -22.90 | 10334.22 |
20 | 2022.05.31 00:00 | sell | 6 | 0.10 | 0.71937 | 0.00000 | 0.00000 | ||
21 | 2022.05.31 00:00 | modify | 6 | 0.10 | 0.71937 | 0.73137 | 0.70437 | ||
22 | 2022.06.09 15:20 | sell | 7 | 0.10 | 0.71239 | 0.00000 | 0.00000 | ||
23 | 2022.06.09 15:20 | modify | 7 | 0.10 | 0.71239 | 0.71862 | 0.70437 | ||
24 | 2022.06.09 15:20 | modify | 6 | 0.10 | 0.71937 | 0.71862 | 0.70437 | ||
25 | 2022.06.09 19:10 | sell | 8 | 0.10 | 0.71014 | 0.00000 | 0.00000 | ||
26 | 2022.06.09 19:10 | modify | 8 | 0.10 | 0.71014 | 0.71262 | 0.70437 | ||
27 | 2022.06.09 19:10 | modify | 7 | 0.10 | 0.71239 | 0.71262 | 0.70437 | ||
28 | 2022.06.09 19:10 | modify | 6 | 0.10 | 0.71937 | 0.71262 | 0.70437 | ||
29 | 2022.06.10 00:05 | sell | 9 | 0.10 | 0.70857 | 0.00000 | 0.00000 | ||
30 | 2022.06.10 00:05 | modify | 9 | 0.10 | 0.70857 | 0.71412 | 0.70437 | ||
31 | 2022.06.10 00:05 | modify | 8 | 0.10 | 0.71014 | 0.71412 | 0.70437 | ||
32 | 2022.06.10 00:05 | modify | 7 | 0.10 | 0.71239 | 0.71412 | 0.70437 | ||
33 | 2022.06.10 00:05 | modify | 6 | 0.10 | 0.71937 | 0.71412 | 0.70437 | ||
34 | 2022.06.10 14:33 | t/p | 6 | 0.10 | 0.70437 | 0.71412 | 0.70437 | 151.93 | 10486.16 |
35 | 2022.06.10 14:33 | t/p | 7 | 0.10 | 0.70437 | 0.71412 | 0.70437 | 80.36 | 10566.52 |
36 | 2022.06.10 14:33 | t/p | 8 | 0.10 | 0.70437 | 0.71412 | 0.70437 | 57.86 | 10624.38 |
37 | 2022.06.10 14:33 | t/p | 9 | 0.10 | 0.70437 | 0.71412 | 0.70437 | 42.00 | 10666.38 |
38 | 2022.06.13 04:00 | buy | 10 | 0.10 | 0.70286 | 0.00000 | 0.00000 | ||
39 | 2022.06.13 04:00 | modify | 10 | 0.10 | 0.70286 | 0.69086 | 0.71786 | ||
40 | 2022.06.14 10:30 | s/l | 10 | 0.10 | 0.69086 | 0.69086 | 0.71786 | -120.38 | 10546.00 |
41 | 2022.07.12 00:00 | buy | 11 | 0.10 | 0.67429 | 0.00000 | 0.00000 | ||
42 | 2022.07.12 00:00 | modify | 11 | 0.10 | 0.67429 | 0.66229 | 0.68929 | ||
43 | 2022.07.17 23:30 | buy | 12 | 0.10 | 0.68122 | 0.00000 | 0.00000 | ||
44 | 2022.07.17 23:30 | modify | 12 | 0.10 | 0.68122 | 0.67504 | 0.68929 | ||
45 | 2022.07.17 23:30 | modify | 11 | 0.10 | 0.67429 | 0.67504 | 0.68929 | ||
46 | 2022.07.18 07:59 | buy | 13 | 0.10 | 0.68332 | 0.00000 | 0.00000 | ||
47 | 2022.07.18 07:59 | modify | 13 | 0.10 | 0.68332 | 0.68104 | 0.68929 | ||
48 | 2022.07.18 07:59 | modify | 12 | 0.10 | 0.68122 | 0.68104 | 0.68929 | ||
49 | 2022.07.18 07:59 | modify | 11 | 0.10 | 0.67429 | 0.68104 | 0.68929 | ||
50 | 2022.07.18 13:40 | buy | 14 | 0.10 | 0.68498 | 0.00000 | 0.00000 | ||
51 | 2022.07.18 13:40 | modify | 14 | 0.10 | 0.68498 | 0.67954 | 0.68929 | ||
52 | 2022.07.18 13:40 | modify | 13 | 0.10 | 0.68332 | 0.67954 | 0.68929 | ||
53 | 2022.07.18 13:40 | modify | 12 | 0.10 | 0.68122 | 0.67954 | 0.68929 | ||
54 | 2022.07.18 13:40 | modify | 11 | 0.10 | 0.67429 | 0.67954 | 0.68929 | ||
55 | 2022.07.19 08:40 | t/p | 11 | 0.10 | 0.68929 | 0.67954 | 0.68929 | 147.35 | 10693.35 |
56 | 2022.07.19 08:40 | t/p | 12 | 0.10 | 0.68929 | 0.67954 | 0.68929 | 79.94 | 10773.29 |
57 | 2022.07.19 08:40 | t/p | 13 | 0.10 | 0.68929 | 0.67954 | 0.68929 | 59.32 | 10832.61 |
58 | 2022.07.19 08:40 | t/p | 14 | 0.10 | 0.68929 | 0.67954 | 0.68929 | 42.72 | 10875.33 |
59 | 2022.10.27 04:00 | sell | 15 | 0.10 | 0.64949 | 0.00000 | 0.00000 | ||
60 | 2022.10.27 04:00 | modify | 15 | 0.10 | 0.64949 | 0.66149 | 0.63449 | ||
61 | 2022.10.27 12:15 | sell | 16 | 0.10 | 0.64250 | 0.00000 | 0.00000 | ||
62 | 2022.10.27 12:15 | modify | 16 | 0.10 | 0.64250 | 0.64874 | 0.63449 | ||
63 | 2022.10.27 12:15 | modify | 15 | 0.10 | 0.64949 | 0.64874 | 0.63449 | ||
64 | 2022.10.27 14:20 | s/l | 15 | 0.10 | 0.64874 | 0.64874 | 0.63449 | 7.50 | 10882.83 |
65 | 2022.10.27 14:20 | s/l | 16 | 0.10 | 0.64874 | 0.64874 | 0.63449 | -62.40 | 10820.43 |
66 | 2022.12.16 00:00 | buy | 17 | 0.10 | 0.67080 | 0.00000 | 0.00000 | ||
67 | 2022.12.16 00:00 | modify | 17 | 0.10 | 0.67080 | 0.65880 | 0.68580 | ||
68 | 2022.12.27 07:05 | buy | 18 | 0.10 | 0.67771 | 0.00000 | 0.00000 | ||
69 | 2022.12.27 07:05 | modify | 18 | 0.10 | 0.67771 | 0.67155 | 0.68580 | ||
70 | 2022.12.27 07:05 | modify | 17 | 0.10 | 0.67080 | 0.67155 | 0.68580 | ||
71 | 2022.12.28 12:30 | buy | 19 | 0.10 | 0.67985 | 0.00000 | 0.00000 | ||
72 | 2022.12.28 12:30 | modify | 19 | 0.10 | 0.67985 | 0.67755 | 0.68580 | ||
73 | 2022.12.28 12:30 | modify | 18 | 0.10 | 0.67771 | 0.67755 | 0.68580 | ||
74 | 2022.12.28 12:30 | modify | 17 | 0.10 | 0.67080 | 0.67755 | 0.68580 | ||
75 | 2022.12.28 15:30 | s/l | 17 | 0.10 | 0.67755 | 0.67755 | 0.68580 | 63.71 | 10884.15 |
76 | 2022.12.28 15:30 | s/l | 18 | 0.10 | 0.67755 | 0.67755 | 0.68580 | -1.98 | 10882.17 |
77 | 2022.12.28 15:30 | s/l | 19 | 0.10 | 0.67755 | 0.67755 | 0.68580 | -23.00 | 10859.17 |
78 | 2023.01.13 00:00 | sell | 20 | 0.10 | 0.69664 | 0.00000 | 0.00000 | ||
79 | 2023.01.13 00:00 | modify | 20 | 0.10 | 0.69664 | 0.70864 | 0.68164 | ||
80 | 2023.01.19 02:25 | sell | 21 | 0.10 | 0.68988 | 0.00000 | 0.00000 | ||
81 | 2023.01.19 02:25 | modify | 21 | 0.10 | 0.68988 | 0.69589 | 0.68164 | ||
82 | 2023.01.19 02:25 | modify | 20 | 0.10 | 0.69664 | 0.69589 | 0.68164 | ||
83 | 2023.01.19 10:05 | sell | 22 | 0.10 | 0.68757 | 0.00000 | 0.00000 | ||
84 | 2023.01.19 10:05 | modify | 22 | 0.10 | 0.68757 | 0.68989 | 0.68164 | ||
85 | 2023.01.19 10:05 | modify | 21 | 0.10 | 0.68988 | 0.68989 | 0.68164 | ||
86 | 2023.01.19 10:05 | modify | 20 | 0.10 | 0.69664 | 0.68989 | 0.68164 | ||
87 | 2023.01.19 13:40 | s/l | 20 | 0.10 | 0.68989 | 0.68989 | 0.68164 | 68.47 | 10927.63 |
88 | 2023.01.19 13:40 | s/l | 21 | 0.10 | 0.68989 | 0.68989 | 0.68164 | -0.10 | 10927.53 |
89 | 2023.01.19 13:40 | s/l | 22 | 0.10 | 0.68989 | 0.68989 | 0.68164 | -23.20 | 10904.33 |
90 | 2023.02.02 04:00 | sell | 23 | 0.10 | 0.71422 | 0.00000 | 0.00000 | ||
91 | 2023.02.02 04:00 | modify | 23 | 0.10 | 0.71422 | 0.72622 | 0.69922 | ||
92 | 2023.02.02 15:05 | sell | 24 | 0.10 | 0.70728 | 0.00000 | 0.00000 | ||
93 | 2023.02.02 15:05 | modify | 24 | 0.10 | 0.70728 | 0.71347 | 0.69922 | ||
94 | 2023.02.02 15:05 | modify | 23 | 0.10 | 0.71422 | 0.71347 | 0.69922 | ||
95 | 2023.02.03 08:30 | sell | 25 | 0.10 | 0.70515 | 0.00000 | 0.00000 | ||
96 | 2023.02.03 08:30 | modify | 25 | 0.10 | 0.70515 | 0.70747 | 0.69922 | ||
97 | 2023.02.03 08:30 | modify | 24 | 0.10 | 0.70728 | 0.70747 | 0.69922 | ||
98 | 2023.02.03 08:30 | modify | 23 | 0.10 | 0.71422 | 0.70747 | 0.69922 | ||
99 | 2023.02.03 13:40 | t/p | 23 | 0.10 | 0.69922 | 0.70747 | 0.69922 | 150.16 | 11054.49 |
100 | 2023.02.03 13:40 | t/p | 24 | 0.10 | 0.69922 | 0.70747 | 0.69922 | 80.76 | 11135.26 |
101 | 2023.02.03 13:40 | t/p | 25 | 0.10 | 0.69922 | 0.70747 | 0.69922 | 59.30 | 11194.56 |
102 | 2023.02.06 04:00 | buy | 26 | 0.10 | 0.69280 | 0.00000 | 0.00000 | ||
103 | 2023.02.06 04:00 | modify | 26 | 0.10 | 0.69280 | 0.68080 | 0.70780 | ||
104 | 2023.02.09 13:20 | buy | 27 | 0.10 | 0.69967 | 0.00000 | 0.00000 | ||
105 | 2023.02.09 13:20 | modify | 27 | 0.10 | 0.69967 | 0.69355 | 0.70780 | ||
106 | 2023.02.09 13:20 | modify | 26 | 0.10 | 0.69280 | 0.69355 | 0.70780 | ||
107 | 2023.02.09 20:20 | s/l | 26 | 0.10 | 0.69355 | 0.69355 | 0.70780 | 5.61 | 11200.16 |
108 | 2023.02.09 20:20 | s/l | 27 | 0.10 | 0.69355 | 0.69355 | 0.70780 | -61.20 | 11138.96 |
109 | 2023.02.15 00:00 | sell | 28 | 0.10 | 0.69864 | 0.00000 | 0.00000 | ||
110 | 2023.02.15 00:00 | modify | 28 | 0.10 | 0.69864 | 0.71064 | 0.68364 | ||
111 | 2023.02.15 07:50 | sell | 29 | 0.10 | 0.68948 | 0.00000 | 0.00000 | ||
112 | 2023.02.15 07:50 | modify | 29 | 0.10 | 0.68948 | 0.69189 | 0.68364 | ||
113 | 2023.02.15 07:50 | modify | 28 | 0.10 | 0.69864 | 0.69189 | 0.68364 | ||
114 | 2023.02.15 09:40 | s/l | 28 | 0.10 | 0.69189 | 0.69189 | 0.68364 | 67.50 | 11206.46 |
115 | 2023.02.15 09:40 | s/l | 29 | 0.10 | 0.69189 | 0.69189 | 0.68364 | -24.10 | 11182.36 |
116 | 2023.03.08 00:00 | buy | 30 | 0.10 | 0.65914 | 0.00000 | 0.00000 | ||
117 | 2023.03.08 00:00 | modify | 30 | 0.10 | 0.65914 | 0.64714 | 0.67414 | ||
118 | 2023.03.13 13:40 | buy | 31 | 0.10 | 0.66814 | 0.00000 | 0.00000 | ||
119 | 2023.03.13 13:40 | modify | 31 | 0.10 | 0.66814 | 0.66589 | 0.67414 | ||
120 | 2023.03.13 13:40 | modify | 30 | 0.10 | 0.65914 | 0.66589 | 0.67414 | ||
121 | 2023.03.13 14:15 | s/l | 30 | 0.10 | 0.66589 | 0.66589 | 0.67414 | 65.61 | 11247.97 |
122 | 2023.03.13 14:15 | s/l | 31 | 0.10 | 0.66589 | 0.66589 | 0.67414 | -22.50 | 11225.47 |
123 | 2023.04.04 00:00 | sell | 32 | 0.10 | 0.67859 | 0.00000 | 0.00000 | ||
124 | 2023.04.04 00:00 | modify | 32 | 0.10 | 0.67859 | 0.69059 | 0.66359 | ||
125 | 2023.04.05 07:30 | sell | 33 | 0.10 | 0.67171 | 0.00000 | 0.00000 | ||
126 | 2023.04.05 07:30 | modify | 33 | 0.10 | 0.67171 | 0.67784 | 0.66359 | ||
127 | 2023.04.05 07:30 | modify | 32 | 0.10 | 0.67859 | 0.67784 | 0.66359 | ||
128 | 2023.04.05 08:40 | sell | 34 | 0.10 | 0.66938 | 0.00000 | 0.00000 | ||
129 | 2023.04.05 08:40 | modify | 34 | 0.10 | 0.66938 | 0.67184 | 0.66359 | ||
130 | 2023.04.05 08:40 | modify | 33 | 0.10 | 0.67171 | 0.67184 | 0.66359 | ||
131 | 2023.04.05 08:40 | modify | 32 | 0.10 | 0.67859 | 0.67184 | 0.66359 | ||
132 | 2023.04.05 09:40 | sell | 35 | 0.10 | 0.66795 | 0.00000 | 0.00000 | ||
133 | 2023.04.05 09:40 | modify | 35 | 0.10 | 0.66795 | 0.67334 | 0.66359 | ||
134 | 2023.04.05 09:40 | modify | 34 | 0.10 | 0.66938 | 0.67334 | 0.66359 | ||
135 | 2023.04.05 09:40 | modify | 33 | 0.10 | 0.67171 | 0.67334 | 0.66359 | ||
136 | 2023.04.05 09:40 | modify | 32 | 0.10 | 0.67859 | 0.67334 | 0.66359 | ||
137 | 2023.04.10 12:40 | t/p | 32 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 150.97 | 11376.44 |
138 | 2023.04.10 12:40 | t/p | 33 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 82.01 | 11458.44 |
139 | 2023.04.10 12:40 | t/p | 34 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 58.71 | 11517.15 |
140 | 2023.04.10 12:40 | t/p | 35 | 0.10 | 0.66359 | 0.67334 | 0.66359 | 44.41 | 11561.55 |
141 | 2023.04.14 00:00 | sell | 36 | 0.10 | 0.67833 | 0.00000 | 0.00000 | ||
142 | 2023.04.14 00:00 | modify | 36 | 0.10 | 0.67833 | 0.69033 | 0.66333 | ||
143 | 2023.04.14 15:10 | sell | 37 | 0.10 | 0.67148 | 0.00000 | 0.00000 | ||
144 | 2023.04.14 15:10 | modify | 37 | 0.10 | 0.67148 | 0.67758 | 0.66333 | ||
145 | 2023.04.14 15:10 | modify | 36 | 0.10 | 0.67833 | 0.67758 | 0.66333 | ||
146 | 2023.04.17 01:05 | sell | 38 | 0.10 | 0.66917 | 0.00000 | 0.00000 | ||
147 | 2023.04.17 01:05 | modify | 38 | 0.10 | 0.66917 | 0.67158 | 0.66333 | ||
148 | 2023.04.17 01:05 | modify | 37 | 0.10 | 0.67148 | 0.67158 | 0.66333 | ||
149 | 2023.04.17 01:05 | modify | 36 | 0.10 | 0.67833 | 0.67158 | 0.66333 | ||
150 | 2023.04.17 05:40 | s/l | 36 | 0.10 | 0.67158 | 0.67158 | 0.66333 | 67.66 | 11629.22 |
151 | 2023.04.17 05:40 | s/l | 37 | 0.10 | 0.67158 | 0.67158 | 0.66333 | -0.84 | 11628.38 |
152 | 2023.04.17 05:40 | s/l | 38 | 0.10 | 0.67158 | 0.67158 | 0.66333 | -24.10 | 11604.28 |