Symbol | EURAUD (Euro vs Australian 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=4; 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=90; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=5; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=35; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=50; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; EntryWindow_StartMin=0; EntryWindow_UntilHour=23; 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 | 79840 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 852.41 | Gross profit | 1224.65 | Gross loss | -372.24 |
Profit factor | 3.29 | Expected payoff | 23.68 | ||
Absolute drawdown | 56.47 | Maximal drawdown | 174.65 (1.58%) | Relative drawdown | 1.58% (174.65) |
Total trades | 36 | Short positions (won %) | 17 (52.94%) | Long positions (won %) | 19 (68.42%) |
Profit trades (% of total) | 22 (61.11%) | Loss trades (% of total) | 14 (38.89%) | ||
Largest | profit trade | 100.90 | loss trade | -59.70 | |
Average | profit trade | 55.67 | loss trade | -26.59 | |
Maximum | consecutive wins (profit in money) | 8 (440.07) | consecutive losses (loss in money) | 4 (-145.32) | |
Maximal | consecutive profit (count of wins) | 458.63 (7) | consecutive loss (count of losses) | -145.32 (4) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.26 20:00 | buy | 1 | 0.10 | 1.45911 | 0.00000 | 0.00000 | ||
2 | 2022.07.26 20:00 | modify | 1 | 0.10 | 1.45911 | 1.45011 | 1.47411 | ||
3 | 2022.07.29 12:40 | buy | 2 | 0.10 | 1.46665 | 0.00000 | 0.00000 | ||
4 | 2022.07.29 12:40 | modify | 2 | 0.10 | 1.46665 | 1.45986 | 1.47411 | ||
5 | 2022.07.29 12:40 | modify | 1 | 0.10 | 1.45911 | 1.45986 | 1.47411 | ||
6 | 2022.07.29 13:30 | buy | 3 | 0.10 | 1.46751 | 0.00000 | 0.00000 | ||
7 | 2022.07.29 13:30 | modify | 3 | 0.10 | 1.46751 | 1.46436 | 1.47411 | ||
8 | 2022.07.29 13:30 | modify | 2 | 0.10 | 1.46665 | 1.46436 | 1.47411 | ||
9 | 2022.07.29 13:30 | modify | 1 | 0.10 | 1.45911 | 1.46436 | 1.47411 | ||
10 | 2022.07.29 14:30 | s/l | 1 | 0.10 | 1.46436 | 1.46436 | 1.47411 | 31.82 | 10031.82 |
11 | 2022.07.29 14:30 | s/l | 2 | 0.10 | 1.46436 | 1.46436 | 1.47411 | -15.26 | 10016.56 |
12 | 2022.07.29 14:30 | s/l | 3 | 0.10 | 1.46436 | 1.46436 | 1.47411 | -20.99 | 9995.57 |
13 | 2022.09.09 20:00 | buy | 4 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
14 | 2022.09.09 20:00 | modify | 4 | 0.10 | 1.46796 | 1.45896 | 1.48296 | ||
15 | 2022.09.11 21:40 | buy | 5 | 0.10 | 1.47549 | 0.00000 | 0.00000 | ||
16 | 2022.09.11 21:40 | modify | 5 | 0.10 | 1.47549 | 1.46871 | 1.48296 | ||
17 | 2022.09.11 21:40 | modify | 4 | 0.10 | 1.46796 | 1.46871 | 1.48296 | ||
18 | 2022.09.11 21:53 | buy | 6 | 0.10 | 1.47622 | 0.00000 | 0.00000 | ||
19 | 2022.09.11 21:53 | modify | 6 | 0.10 | 1.47622 | 1.47321 | 1.48296 | ||
20 | 2022.09.11 21:53 | modify | 5 | 0.10 | 1.47549 | 1.47321 | 1.48296 | ||
21 | 2022.09.11 21:53 | modify | 4 | 0.10 | 1.46796 | 1.47321 | 1.48296 | ||
22 | 2022.09.11 22:20 | s/l | 4 | 0.10 | 1.47321 | 1.47321 | 1.48296 | 35.00 | 10030.57 |
23 | 2022.09.11 22:20 | s/l | 5 | 0.10 | 1.47321 | 1.47321 | 1.48296 | -15.19 | 10015.38 |
24 | 2022.09.11 22:20 | s/l | 6 | 0.10 | 1.47321 | 1.47321 | 1.48296 | -20.06 | 9995.32 |
25 | 2022.10.04 20:00 | sell | 7 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
26 | 2022.10.04 20:00 | modify | 7 | 0.10 | 1.53612 | 1.54512 | 1.52112 | ||
27 | 2022.10.05 15:40 | sell | 8 | 0.10 | 1.52538 | 0.00000 | 0.00000 | ||
28 | 2022.10.05 15:40 | modify | 8 | 0.10 | 1.52538 | 1.52862 | 1.52112 | ||
29 | 2022.10.05 15:40 | modify | 7 | 0.10 | 1.53612 | 1.52862 | 1.52112 | ||
30 | 2022.10.05 19:20 | t/p | 7 | 0.10 | 1.52112 | 1.52862 | 1.52112 | 100.30 | 10095.62 |
31 | 2022.10.05 19:20 | t/p | 8 | 0.10 | 1.52112 | 1.52862 | 1.52112 | 28.40 | 10124.02 |
32 | 2022.11.09 20:00 | sell | 9 | 0.10 | 1.55710 | 0.00000 | 0.00000 | ||
33 | 2022.11.09 20:00 | modify | 9 | 0.10 | 1.55710 | 1.56610 | 1.54210 | ||
34 | 2022.11.10 14:05 | sell | 10 | 0.10 | 1.54942 | 0.00000 | 0.00000 | ||
35 | 2022.11.10 14:05 | modify | 10 | 0.10 | 1.54942 | 1.55635 | 1.54210 | ||
36 | 2022.11.10 14:05 | modify | 9 | 0.10 | 1.55710 | 1.55635 | 1.54210 | ||
37 | 2022.11.10 20:30 | t/p | 9 | 0.10 | 1.54210 | 1.55635 | 1.54210 | 100.90 | 10224.92 |
38 | 2022.11.10 20:30 | t/p | 10 | 0.10 | 1.54210 | 1.55635 | 1.54210 | 48.79 | 10273.71 |
39 | 2022.12.12 16:00 | sell | 11 | 0.10 | 1.56076 | 0.00000 | 0.00000 | ||
40 | 2022.12.12 16:00 | modify | 11 | 0.10 | 1.56076 | 1.56976 | 1.54576 | ||
41 | 2022.12.13 14:10 | sell | 12 | 0.10 | 1.55025 | 0.00000 | 0.00000 | ||
42 | 2022.12.13 14:10 | modify | 12 | 0.10 | 1.55025 | 1.55326 | 1.54576 | ||
43 | 2022.12.13 14:10 | modify | 11 | 0.10 | 1.56076 | 1.55326 | 1.54576 | ||
44 | 2022.12.13 14:40 | t/p | 11 | 0.10 | 1.54576 | 1.55326 | 1.54576 | 100.30 | 10374.02 |
45 | 2022.12.13 14:40 | t/p | 12 | 0.10 | 1.54576 | 1.55326 | 1.54576 | 29.94 | 10403.96 |
46 | 2022.12.16 12:00 | sell | 13 | 0.10 | 1.58770 | 0.00000 | 0.00000 | ||
47 | 2022.12.16 12:00 | modify | 13 | 0.10 | 1.58770 | 1.59670 | 1.57270 | ||
48 | 2022.12.18 22:05 | sell | 14 | 0.10 | 1.57712 | 0.00000 | 0.00000 | ||
49 | 2022.12.18 22:05 | modify | 14 | 0.10 | 1.57712 | 1.58020 | 1.57270 | ||
50 | 2022.12.18 22:05 | modify | 13 | 0.10 | 1.58770 | 1.58020 | 1.57270 | ||
51 | 2022.12.18 22:30 | s/l | 13 | 0.10 | 1.58020 | 1.58020 | 1.57270 | 49.99 | 10453.95 |
52 | 2022.12.18 22:30 | s/l | 14 | 0.10 | 1.58020 | 1.58020 | 1.57270 | -20.54 | 10433.41 |
53 | 2023.01.10 16:00 | sell | 15 | 0.10 | 1.55881 | 0.00000 | 0.00000 | ||
54 | 2023.01.10 16:00 | modify | 15 | 0.10 | 1.55881 | 1.56781 | 1.54381 | ||
55 | 2023.01.12 14:00 | sell | 16 | 0.10 | 1.55103 | 0.00000 | 0.00000 | ||
56 | 2023.01.12 14:00 | modify | 16 | 0.10 | 1.55103 | 1.55806 | 1.54381 | ||
57 | 2023.01.12 14:00 | modify | 15 | 0.10 | 1.55881 | 1.55806 | 1.54381 | ||
58 | 2023.01.12 14:15 | sell | 17 | 0.10 | 1.55050 | 0.00000 | 0.00000 | ||
59 | 2023.01.12 14:15 | modify | 17 | 0.10 | 1.55050 | 1.55356 | 1.54381 | ||
60 | 2023.01.12 14:15 | modify | 16 | 0.10 | 1.55103 | 1.55356 | 1.54381 | ||
61 | 2023.01.12 14:15 | modify | 15 | 0.10 | 1.55881 | 1.55356 | 1.54381 | ||
62 | 2023.01.12 14:20 | s/l | 15 | 0.10 | 1.55356 | 1.55356 | 1.54381 | 36.21 | 10469.62 |
63 | 2023.01.12 14:20 | s/l | 16 | 0.10 | 1.55356 | 1.55356 | 1.54381 | -16.86 | 10452.76 |
64 | 2023.01.12 14:20 | s/l | 17 | 0.10 | 1.55356 | 1.55356 | 1.54381 | -20.40 | 10432.36 |
65 | 2023.01.18 08:00 | buy | 18 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
66 | 2023.01.18 08:00 | modify | 18 | 0.10 | 1.54257 | 1.53357 | 1.55757 | ||
67 | 2023.01.18 17:20 | buy | 19 | 0.10 | 1.55027 | 0.00000 | 0.00000 | ||
68 | 2023.01.18 17:20 | modify | 19 | 0.10 | 1.55027 | 1.54332 | 1.55757 | ||
69 | 2023.01.18 17:20 | modify | 18 | 0.10 | 1.54257 | 1.54332 | 1.55757 | ||
70 | 2023.01.18 17:30 | buy | 20 | 0.10 | 1.55109 | 0.00000 | 0.00000 | ||
71 | 2023.01.18 17:30 | modify | 20 | 0.10 | 1.55109 | 1.54782 | 1.55757 | ||
72 | 2023.01.18 17:30 | modify | 19 | 0.10 | 1.55027 | 1.54782 | 1.55757 | ||
73 | 2023.01.18 17:30 | modify | 18 | 0.10 | 1.54257 | 1.54782 | 1.55757 | ||
74 | 2023.01.19 00:20 | t/p | 18 | 0.10 | 1.55757 | 1.54782 | 1.55757 | 98.08 | 10530.44 |
75 | 2023.01.19 00:20 | t/p | 19 | 0.10 | 1.55757 | 1.54782 | 1.55757 | 46.76 | 10577.20 |
76 | 2023.01.19 00:20 | t/p | 20 | 0.10 | 1.55757 | 1.54782 | 1.55757 | 41.29 | 10618.49 |
77 | 2023.01.25 12:00 | buy | 21 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
78 | 2023.01.25 12:00 | modify | 21 | 0.10 | 1.53411 | 1.52511 | 1.54911 | ||
79 | 2023.01.31 03:30 | buy | 22 | 0.10 | 1.54167 | 0.00000 | 0.00000 | ||
80 | 2023.01.31 03:30 | modify | 22 | 0.10 | 1.54167 | 1.53486 | 1.54911 | ||
81 | 2023.01.31 03:30 | modify | 21 | 0.10 | 1.53411 | 1.53486 | 1.54911 | ||
82 | 2023.01.31 03:40 | buy | 23 | 0.10 | 1.54237 | 0.00000 | 0.00000 | ||
83 | 2023.01.31 03:40 | modify | 23 | 0.10 | 1.54237 | 1.53936 | 1.54911 | ||
84 | 2023.01.31 03:40 | modify | 22 | 0.10 | 1.54167 | 1.53936 | 1.54911 | ||
85 | 2023.01.31 03:40 | modify | 21 | 0.10 | 1.53411 | 1.53936 | 1.54911 | ||
86 | 2023.01.31 09:50 | buy | 24 | 0.10 | 1.54487 | 0.00000 | 0.00000 | ||
87 | 2023.01.31 09:50 | modify | 24 | 0.10 | 1.54487 | 1.54161 | 1.54911 | ||
88 | 2023.01.31 09:50 | modify | 23 | 0.10 | 1.54237 | 1.54161 | 1.54911 | ||
89 | 2023.01.31 09:50 | modify | 22 | 0.10 | 1.54167 | 1.54161 | 1.54911 | ||
90 | 2023.01.31 09:50 | modify | 21 | 0.10 | 1.53411 | 1.54161 | 1.54911 | ||
91 | 2023.01.31 10:40 | t/p | 21 | 0.10 | 1.54911 | 1.54161 | 1.54911 | 96.18 | 10714.66 |
92 | 2023.01.31 10:40 | t/p | 22 | 0.10 | 1.54911 | 1.54161 | 1.54911 | 49.59 | 10764.25 |
93 | 2023.01.31 10:40 | t/p | 23 | 0.10 | 1.54911 | 1.54161 | 1.54911 | 44.92 | 10809.17 |
94 | 2023.01.31 10:40 | t/p | 24 | 0.10 | 1.54911 | 1.54161 | 1.54911 | 28.26 | 10837.43 |
95 | 2023.02.08 12:00 | buy | 25 | 0.10 | 1.54041 | 0.00000 | 0.00000 | ||
96 | 2023.02.08 12:00 | modify | 25 | 0.10 | 1.54041 | 1.53141 | 1.55541 | ||
97 | 2023.02.08 17:40 | buy | 26 | 0.10 | 1.54816 | 0.00000 | 0.00000 | ||
98 | 2023.02.08 17:40 | modify | 26 | 0.10 | 1.54816 | 1.54116 | 1.55541 | ||
99 | 2023.02.08 17:40 | modify | 25 | 0.10 | 1.54041 | 1.54116 | 1.55541 | ||
100 | 2023.02.08 18:40 | buy | 27 | 0.10 | 1.54885 | 0.00000 | 0.00000 | ||
101 | 2023.02.08 18:40 | modify | 27 | 0.10 | 1.54885 | 1.54566 | 1.55541 | ||
102 | 2023.02.08 18:40 | modify | 26 | 0.10 | 1.54816 | 1.54566 | 1.55541 | ||
103 | 2023.02.08 18:40 | modify | 25 | 0.10 | 1.54041 | 1.54566 | 1.55541 | ||
104 | 2023.02.08 22:05 | s/l | 25 | 0.10 | 1.54566 | 1.54566 | 1.55541 | 35.00 | 10872.43 |
105 | 2023.02.08 22:05 | s/l | 26 | 0.10 | 1.54566 | 1.54566 | 1.55541 | -16.66 | 10855.77 |
106 | 2023.02.08 22:05 | s/l | 27 | 0.10 | 1.54566 | 1.54566 | 1.55541 | -21.26 | 10834.51 |
107 | 2023.02.27 08:00 | sell | 28 | 0.10 | 1.57061 | 0.00000 | 0.00000 | ||
108 | 2023.02.27 08:00 | modify | 28 | 0.10 | 1.57061 | 1.57961 | 1.55561 | ||
109 | 2023.02.28 08:06 | s/l | 28 | 0.10 | 1.57961 | 1.57961 | 1.55561 | -59.70 | 10774.82 |
110 | 2023.04.03 20:00 | buy | 29 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
111 | 2023.04.03 20:00 | modify | 29 | 0.10 | 1.60669 | 1.59769 | 1.62169 | ||
112 | 2023.04.04 07:06 | buy | 30 | 0.10 | 1.61521 | 0.00000 | 0.00000 | ||
113 | 2023.04.04 07:06 | modify | 30 | 0.10 | 1.61521 | 1.61194 | 1.62169 | ||
114 | 2023.04.04 07:06 | modify | 29 | 0.10 | 1.60669 | 1.61194 | 1.62169 | ||
115 | 2023.04.04 07:59 | buy | 31 | 0.10 | 1.61745 | 0.00000 | 0.00000 | ||
116 | 2023.04.04 07:59 | modify | 31 | 0.10 | 1.61745 | 1.61419 | 1.62169 | ||
117 | 2023.04.04 07:59 | modify | 30 | 0.10 | 1.61521 | 1.61419 | 1.62169 | ||
118 | 2023.04.04 07:59 | modify | 29 | 0.10 | 1.60669 | 1.61419 | 1.62169 | ||
119 | 2023.04.04 14:30 | t/p | 29 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 99.35 | 10874.16 |
120 | 2023.04.04 14:30 | t/p | 30 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 43.19 | 10917.35 |
121 | 2023.04.04 14:30 | t/p | 31 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 28.26 | 10945.61 |
122 | 2023.04.06 20:00 | sell | 32 | 0.10 | 1.63696 | 0.00000 | 0.00000 | ||
123 | 2023.04.06 20:00 | modify | 32 | 0.10 | 1.63696 | 1.64596 | 1.62196 | ||
124 | 2023.04.13 17:10 | sell | 33 | 0.10 | 1.62860 | 0.00000 | 0.00000 | ||
125 | 2023.04.13 17:10 | modify | 33 | 0.10 | 1.62860 | 1.63171 | 1.62196 | ||
126 | 2023.04.13 17:10 | modify | 32 | 0.10 | 1.63696 | 1.63171 | 1.62196 | ||
127 | 2023.04.13 18:05 | sell | 34 | 0.10 | 1.62643 | 0.00000 | 0.00000 | ||
128 | 2023.04.13 18:05 | modify | 34 | 0.10 | 1.62643 | 1.62946 | 1.62196 | ||
129 | 2023.04.13 18:05 | modify | 33 | 0.10 | 1.62860 | 1.62946 | 1.62196 | ||
130 | 2023.04.13 18:05 | modify | 32 | 0.10 | 1.63696 | 1.62946 | 1.62196 | ||
131 | 2023.04.13 23:40 | s/l | 32 | 0.10 | 1.62946 | 1.62946 | 1.62196 | 52.12 | 10997.74 |
132 | 2023.04.13 23:40 | s/l | 33 | 0.10 | 1.62946 | 1.62946 | 1.62196 | -5.73 | 10992.01 |
133 | 2023.04.13 23:40 | s/l | 34 | 0.10 | 1.62946 | 1.62946 | 1.62196 | -20.20 | 10971.81 |
134 | 2023.04.24 08:00 | sell | 35 | 0.10 | 1.64367 | 0.00000 | 0.00000 | ||
135 | 2023.04.24 08:00 | modify | 35 | 0.10 | 1.64367 | 1.65267 | 1.62867 | ||
136 | 2023.04.25 01:40 | s/l | 35 | 0.10 | 1.65267 | 1.65267 | 1.62867 | -59.70 | 10912.11 |
137 | 2023.04.25 12:00 | sell | 36 | 0.10 | 1.65584 | 0.00000 | 0.00000 | ||
138 | 2023.04.25 12:00 | modify | 36 | 0.10 | 1.65584 | 1.66484 | 1.64084 | ||
139 | 2023.04.26 06:40 | s/l | 36 | 0.10 | 1.66484 | 1.66484 | 1.64084 | -59.70 | 10852.41 |