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=0; RSIHelp="------------------------------------"; RSI_Period=6; 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=130; IT_TakeProfit=140; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=75; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=35; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=12; EntryWindow_StartMin=0; EntryWindow_UntilHour=24; 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 | 138.11 | Gross profit | 1558.80 | Gross loss | -1420.69 |
Profit factor | 1.10 | Expected payoff | 4.46 | ||
Absolute drawdown | 59.82 | Maximal drawdown | 632.43 (5.98%) | Relative drawdown | 5.98% (632.43) |
Total trades | 31 | Short positions (won %) | 11 (63.64%) | Long positions (won %) | 20 (45.00%) |
Profit trades (% of total) | 16 (51.61%) | Loss trades (% of total) | 15 (48.39%) | ||
Largest | profit trade | 142.10 | loss trade | -136.44 | |
Average | profit trade | 97.42 | loss trade | -94.71 | |
Maximum | consecutive wins (profit in money) | 4 (480.67) | consecutive losses (loss in money) | 4 (-341.41) | |
Maximal | consecutive profit (count of wins) | 480.67 (4) | consecutive loss (count of losses) | -341.41 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.05.04 20:00 | sell | 1 | 0.10 | 0.72565 | 0.00000 | 0.00000 | ||
2 | 2022.05.04 20:00 | modify | 1 | 0.10 | 0.72565 | 0.73865 | 0.71165 | ||
3 | 2022.05.05 16:00 | t/p | 1 | 0.10 | 0.71165 | 0.73865 | 0.71165 | 140.48 | 10140.48 |
4 | 2022.05.12 12:00 | buy | 2 | 0.10 | 0.68584 | 0.00000 | 0.00000 | ||
5 | 2022.05.12 12:00 | modify | 2 | 0.10 | 0.68584 | 0.67284 | 0.69984 | ||
6 | 2022.05.13 20:00 | buy | 3 | 0.10 | 0.69313 | 0.00000 | 0.00000 | ||
7 | 2022.05.13 20:00 | modify | 3 | 0.10 | 0.69313 | 0.68864 | 0.69984 | ||
8 | 2022.05.13 20:00 | modify | 2 | 0.10 | 0.68584 | 0.68864 | 0.69984 | ||
9 | 2022.05.16 04:00 | s/l | 2 | 0.10 | 0.68864 | 0.68864 | 0.69984 | 27.24 | 10167.73 |
10 | 2022.05.16 04:00 | s/l | 3 | 0.10 | 0.68864 | 0.68864 | 0.69984 | -45.28 | 10122.45 |
11 | 2022.05.17 12:00 | sell | 4 | 0.10 | 0.70304 | 0.00000 | 0.00000 | ||
12 | 2022.05.17 12:00 | modify | 4 | 0.10 | 0.70304 | 0.71604 | 0.68904 | ||
13 | 2022.05.19 00:00 | sell | 5 | 0.10 | 0.69576 | 0.00000 | 0.00000 | ||
14 | 2022.05.19 00:00 | modify | 5 | 0.10 | 0.69576 | 0.70024 | 0.68904 | ||
15 | 2022.05.19 00:00 | modify | 4 | 0.10 | 0.70304 | 0.70024 | 0.68904 | ||
16 | 2022.05.19 04:00 | s/l | 4 | 0.10 | 0.70024 | 0.70024 | 0.68904 | 28.64 | 10151.09 |
17 | 2022.05.19 04:00 | s/l | 5 | 0.10 | 0.70024 | 0.70024 | 0.68904 | -44.80 | 10106.29 |
18 | 2022.05.30 12:00 | sell | 6 | 0.10 | 0.71852 | 0.00000 | 0.00000 | ||
19 | 2022.05.30 12:00 | modify | 6 | 0.10 | 0.71852 | 0.73152 | 0.70452 | ||
20 | 2022.06.10 12:00 | sell | 7 | 0.10 | 0.71149 | 0.00000 | 0.00000 | ||
21 | 2022.06.10 12:00 | modify | 7 | 0.10 | 0.71149 | 0.71572 | 0.70452 | ||
22 | 2022.06.10 12:00 | modify | 6 | 0.10 | 0.71852 | 0.71572 | 0.70452 | ||
23 | 2022.06.10 16:00 | t/p | 6 | 0.10 | 0.70452 | 0.71572 | 0.70452 | 142.10 | 10248.39 |
24 | 2022.06.10 16:00 | t/p | 7 | 0.10 | 0.70452 | 0.71572 | 0.70452 | 69.70 | 10318.09 |
25 | 2022.06.10 16:00 | buy | 8 | 0.10 | 0.70554 | 0.00000 | 0.00000 | ||
26 | 2022.06.10 16:00 | modify | 8 | 0.10 | 0.70554 | 0.69254 | 0.71954 | ||
27 | 2022.06.13 16:00 | s/l | 8 | 0.10 | 0.69254 | 0.69254 | 0.71954 | -130.38 | 10187.71 |
28 | 2022.06.14 12:00 | buy | 9 | 0.10 | 0.68854 | 0.00000 | 0.00000 | ||
29 | 2022.06.14 12:00 | modify | 9 | 0.10 | 0.68854 | 0.67554 | 0.70254 | ||
30 | 2022.06.16 04:00 | t/p | 9 | 0.10 | 0.70254 | 0.67554 | 0.70254 | 138.48 | 10326.19 |
31 | 2022.07.11 16:00 | buy | 10 | 0.10 | 0.67519 | 0.00000 | 0.00000 | ||
32 | 2022.07.11 16:00 | modify | 10 | 0.10 | 0.67519 | 0.66219 | 0.68919 | ||
33 | 2022.07.19 12:00 | t/p | 10 | 0.10 | 0.68919 | 0.66219 | 0.68919 | 136.97 | 10463.16 |
34 | 2022.07.19 12:00 | sell | 11 | 0.10 | 0.68972 | 0.00000 | 0.00000 | ||
35 | 2022.07.19 12:00 | modify | 11 | 0.10 | 0.68972 | 0.70272 | 0.67572 | ||
36 | 2022.07.29 08:00 | s/l | 11 | 0.10 | 0.70272 | 0.70272 | 0.67572 | -128.07 | 10335.10 |
37 | 2022.08.10 16:00 | sell | 12 | 0.10 | 0.70969 | 0.00000 | 0.00000 | ||
38 | 2022.08.10 16:00 | modify | 12 | 0.10 | 0.70969 | 0.72269 | 0.69569 | ||
39 | 2022.08.16 00:00 | sell | 13 | 0.10 | 0.70183 | 0.00000 | 0.00000 | ||
40 | 2022.08.16 00:00 | modify | 13 | 0.10 | 0.70183 | 0.70549 | 0.69569 | ||
41 | 2022.08.16 00:00 | modify | 12 | 0.10 | 0.70969 | 0.70549 | 0.69569 | ||
42 | 2022.08.17 12:00 | t/p | 12 | 0.10 | 0.69569 | 0.70549 | 0.69569 | 141.13 | 10476.23 |
43 | 2022.08.17 12:00 | t/p | 13 | 0.10 | 0.69569 | 0.70549 | 0.69569 | 61.56 | 10537.79 |
44 | 2022.08.17 12:00 | buy | 14 | 0.10 | 0.69402 | 0.00000 | 0.00000 | ||
45 | 2022.08.17 12:00 | modify | 14 | 0.10 | 0.69402 | 0.68102 | 0.70802 | ||
46 | 2022.09.01 04:00 | s/l | 14 | 0.10 | 0.68102 | 0.68102 | 0.70802 | -136.44 | 10401.35 |
47 | 2022.09.21 20:00 | buy | 15 | 0.10 | 0.66389 | 0.00000 | 0.00000 | ||
48 | 2022.09.21 20:00 | modify | 15 | 0.10 | 0.66389 | 0.65089 | 0.67789 | ||
49 | 2022.09.26 04:00 | s/l | 15 | 0.10 | 0.65089 | 0.65089 | 0.67789 | -131.89 | 10269.46 |
50 | 2022.09.27 20:00 | buy | 16 | 0.10 | 0.64319 | 0.00000 | 0.00000 | ||
51 | 2022.09.27 20:00 | modify | 16 | 0.10 | 0.64319 | 0.63019 | 0.65719 | ||
52 | 2022.09.30 00:00 | buy | 17 | 0.10 | 0.65107 | 0.00000 | 0.00000 | ||
53 | 2022.09.30 00:00 | modify | 17 | 0.10 | 0.65107 | 0.64739 | 0.65719 | ||
54 | 2022.09.30 00:00 | modify | 16 | 0.10 | 0.64319 | 0.64739 | 0.65719 | ||
55 | 2022.09.30 08:00 | buy | 18 | 0.10 | 0.65045 | 0.00000 | 0.00000 | ||
56 | 2022.09.30 08:00 | modify | 18 | 0.10 | 0.65045 | 0.64599 | 0.65719 | ||
57 | 2022.09.30 12:00 | s/l | 16 | 0.10 | 0.64739 | 0.64739 | 0.65719 | 40.11 | 10309.56 |
58 | 2022.09.30 12:00 | s/l | 17 | 0.10 | 0.64739 | 0.64739 | 0.65719 | -36.80 | 10272.76 |
59 | 2022.09.30 12:00 | s/l | 18 | 0.10 | 0.64599 | 0.64599 | 0.65719 | -44.60 | 10228.16 |
60 | 2022.10.07 20:00 | buy | 19 | 0.10 | 0.63655 | 0.00000 | 0.00000 | ||
61 | 2022.10.07 20:00 | modify | 19 | 0.10 | 0.63655 | 0.62355 | 0.65055 | ||
62 | 2022.10.12 16:00 | s/l | 19 | 0.10 | 0.62355 | 0.62355 | 0.65055 | -131.14 | 10097.02 |
63 | 2022.11.04 20:00 | sell | 20 | 0.10 | 0.64768 | 0.00000 | 0.00000 | ||
64 | 2022.11.04 20:00 | modify | 20 | 0.10 | 0.64768 | 0.66068 | 0.63368 | ||
65 | 2022.11.11 00:00 | s/l | 20 | 0.10 | 0.66068 | 0.66068 | 0.63368 | -128.87 | 9968.15 |
66 | 2022.11.21 16:00 | buy | 21 | 0.10 | 0.65935 | 0.00000 | 0.00000 | ||
67 | 2022.11.21 16:00 | modify | 21 | 0.10 | 0.65935 | 0.64635 | 0.67335 | ||
68 | 2022.11.23 08:00 | buy | 22 | 0.10 | 0.66659 | 0.00000 | 0.00000 | ||
69 | 2022.11.23 08:00 | modify | 22 | 0.10 | 0.66659 | 0.66215 | 0.67335 | ||
70 | 2022.11.23 08:00 | modify | 21 | 0.10 | 0.65935 | 0.66215 | 0.67335 | ||
71 | 2022.11.23 20:00 | t/p | 21 | 0.10 | 0.67335 | 0.66215 | 0.67335 | 139.24 | 10107.40 |
72 | 2022.11.23 20:00 | t/p | 22 | 0.10 | 0.67335 | 0.66215 | 0.67335 | 67.60 | 10175.00 |
73 | 2022.12.13 16:00 | sell | 23 | 0.10 | 0.68768 | 0.00000 | 0.00000 | ||
74 | 2022.12.13 16:00 | modify | 23 | 0.10 | 0.68768 | 0.70068 | 0.67368 | ||
75 | 2022.12.15 16:00 | t/p | 23 | 0.10 | 0.67368 | 0.70068 | 0.67368 | 140.64 | 10315.64 |
76 | 2022.12.15 16:00 | buy | 24 | 0.10 | 0.67250 | 0.00000 | 0.00000 | ||
77 | 2022.12.15 16:00 | modify | 24 | 0.10 | 0.67250 | 0.65950 | 0.68650 | ||
78 | 2023.01.04 12:00 | t/p | 24 | 0.10 | 0.68650 | 0.65950 | 0.68650 | 133.18 | 10448.82 |
79 | 2023.01.12 20:00 | sell | 25 | 0.10 | 0.69711 | 0.00000 | 0.00000 | ||
80 | 2023.01.12 20:00 | modify | 25 | 0.10 | 0.69711 | 0.71011 | 0.68311 | ||
81 | 2023.01.25 04:00 | s/l | 25 | 0.10 | 0.71011 | 0.71011 | 0.68311 | -128.23 | 10320.60 |
82 | 2023.02.03 16:00 | buy | 26 | 0.10 | 0.69781 | 0.00000 | 0.00000 | ||
83 | 2023.02.03 16:00 | modify | 26 | 0.10 | 0.69781 | 0.68481 | 0.71181 | ||
84 | 2023.02.16 16:00 | s/l | 26 | 0.10 | 0.68481 | 0.68481 | 0.71181 | -134.92 | 10185.67 |
85 | 2023.02.17 12:00 | buy | 27 | 0.10 | 0.68187 | 0.00000 | 0.00000 | ||
86 | 2023.02.17 12:00 | modify | 27 | 0.10 | 0.68187 | 0.66887 | 0.69587 | ||
87 | 2023.02.20 04:00 | buy | 28 | 0.10 | 0.68899 | 0.00000 | 0.00000 | ||
88 | 2023.02.20 04:00 | modify | 28 | 0.10 | 0.68899 | 0.68467 | 0.69587 | ||
89 | 2023.02.20 04:00 | modify | 27 | 0.10 | 0.68187 | 0.68467 | 0.69587 | ||
90 | 2023.02.22 04:00 | s/l | 27 | 0.10 | 0.68467 | 0.68467 | 0.69587 | 26.86 | 10212.54 |
91 | 2023.02.22 04:00 | s/l | 28 | 0.10 | 0.68467 | 0.68467 | 0.69587 | -43.96 | 10168.58 |
92 | 2023.02.22 20:00 | buy | 29 | 0.10 | 0.67975 | 0.00000 | 0.00000 | ||
93 | 2023.02.22 20:00 | modify | 29 | 0.10 | 0.67975 | 0.66675 | 0.69375 | ||
94 | 2023.03.07 12:00 | s/l | 29 | 0.10 | 0.66675 | 0.66675 | 0.69375 | -134.92 | 10033.65 |
95 | 2023.03.07 12:00 | buy | 30 | 0.10 | 0.66656 | 0.00000 | 0.00000 | ||
96 | 2023.03.07 12:00 | modify | 30 | 0.10 | 0.66656 | 0.65356 | 0.68056 | ||
97 | 2023.04.14 16:00 | t/p | 30 | 0.10 | 0.68056 | 0.65356 | 0.68056 | 124.85 | 10158.50 |
98 | 2023.04.25 16:00 | buy | 31 | 0.10 | 0.66280 | 0.00000 | 0.00000 | ||
99 | 2023.04.25 16:00 | modify | 31 | 0.10 | 0.66280 | 0.64980 | 0.67680 | ||
100 | 2023.04.30 23:59 | close at stop | 31 | 0.10 | 0.66095 | 0.64980 | 0.67680 | -20.39 | 10138.11 |