Symbol | EURUSD (Euro vs US Dollar - 1 lot = 100000) | ||||
Period | 1 Hour (H1) 2022.06.01 00:00 - 2023.05.31 23:00 (2022.06.01 - 2023.06.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | RBSLHelp="===================================="; TradingLogicExecution=0; EntryStrategy=3; RSIHelp="------------------------------------"; RSI_Period=7; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.6; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=50; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=50; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=20; TOP2Help="===================================="; TOP2_TopupLevelPct=50; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=30; TOP3Help="===================================="; TOP3_TopupLevelPct=60; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=40; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=0; EntryWindow_StartMin=0; EntryWindow_UntilHour=21; 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 | 7259 | Ticks modelled | 157348 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 2025.19 | Gross profit | 2479.17 | Gross loss | -453.98 |
Profit factor | 5.46 | Expected payoff | 50.63 | ||
Absolute drawdown | 109.24 | Maximal drawdown | 254.80 (2.20%) | Relative drawdown | 2.28% (253.83) |
Total trades | 40 | Short positions (won %) | 29 (65.52%) | Long positions (won %) | 11 (81.82%) |
Profit trades (% of total) | 28 (70.00%) | Loss trades (% of total) | 12 (30.00%) | ||
Largest | profit trade | 153.72 | loss trade | -51.08 | |
Average | profit trade | 88.54 | loss trade | -37.83 | |
Maximum | consecutive wins (profit in money) | 11 (950.22) | consecutive losses (loss in money) | 3 (-107.40) | |
Maximal | consecutive profit (count of wins) | 950.22 (11) | consecutive loss (count of losses) | -107.40 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.06.10 14:00 | buy | 1 | 0.10 | 1.05296 | 0.00000 | 0.00000 | ||
2 | 2022.06.10 14:00 | modify | 1 | 0.10 | 1.05296 | 1.04796 | 1.06796 | ||
3 | 2022.06.13 01:15 | s/l | 1 | 0.10 | 1.04796 | 1.04796 | 1.06796 | -51.08 | 9948.92 |
4 | 2022.07.19 10:00 | sell | 2 | 0.10 | 1.02414 | 0.00000 | 0.00000 | ||
5 | 2022.07.19 10:00 | modify | 2 | 0.10 | 1.02414 | 1.02914 | 1.00914 | ||
6 | 2022.07.20 17:40 | sell | 3 | 0.10 | 1.01659 | 0.00000 | 0.00000 | ||
7 | 2022.07.20 17:40 | modify | 3 | 0.10 | 1.01659 | 1.02114 | 1.00914 | ||
8 | 2022.07.20 17:40 | sell | 4 | 0.10 | 1.01659 | 0.00000 | 0.00000 | ||
9 | 2022.07.20 17:40 | modify | 4 | 0.10 | 1.01659 | 1.01964 | 1.00914 | ||
10 | 2022.07.20 17:40 | modify | 2 | 0.10 | 1.02414 | 1.01964 | 1.00914 | ||
11 | 2022.07.20 17:42 | modify | 3 | 0.10 | 1.01659 | 1.01964 | 1.00914 | ||
12 | 2022.07.21 00:50 | s/l | 2 | 0.10 | 1.01964 | 1.01964 | 1.00914 | 47.97 | 9996.90 |
13 | 2022.07.21 00:50 | s/l | 3 | 0.10 | 1.01964 | 1.01964 | 1.00914 | -28.27 | 9968.63 |
14 | 2022.07.21 00:50 | s/l | 4 | 0.10 | 1.01964 | 1.01964 | 1.00914 | -28.27 | 9940.36 |
15 | 2022.08.10 14:00 | sell | 5 | 0.10 | 1.03219 | 0.00000 | 0.00000 | ||
16 | 2022.08.10 14:00 | modify | 5 | 0.10 | 1.03219 | 1.03719 | 1.01719 | ||
17 | 2022.08.12 14:59 | sell | 6 | 0.10 | 1.02447 | 0.00000 | 0.00000 | ||
18 | 2022.08.12 14:59 | modify | 6 | 0.10 | 1.02447 | 1.02919 | 1.01719 | ||
19 | 2022.08.12 14:59 | sell | 7 | 0.10 | 1.02447 | 0.00000 | 0.00000 | ||
20 | 2022.08.12 14:59 | modify | 7 | 0.10 | 1.02447 | 1.02769 | 1.01719 | ||
21 | 2022.08.12 14:59 | modify | 5 | 0.10 | 1.03219 | 1.02769 | 1.01719 | ||
22 | 2022.08.12 15:00 | modify | 6 | 0.10 | 1.02447 | 1.02769 | 1.01719 | ||
23 | 2022.08.15 07:20 | sell | 8 | 0.10 | 1.02299 | 0.00000 | 0.00000 | ||
24 | 2022.08.15 07:20 | modify | 8 | 0.10 | 1.02299 | 1.02619 | 1.01719 | ||
25 | 2022.08.15 07:20 | modify | 7 | 0.10 | 1.02447 | 1.02619 | 1.01719 | ||
26 | 2022.08.15 07:20 | modify | 6 | 0.10 | 1.02447 | 1.02619 | 1.01719 | ||
27 | 2022.08.15 07:20 | modify | 5 | 0.10 | 1.03219 | 1.02619 | 1.01719 | ||
28 | 2022.08.15 17:20 | t/p | 5 | 0.10 | 1.01719 | 1.02619 | 1.01719 | 153.72 | 10094.07 |
29 | 2022.08.15 17:20 | t/p | 6 | 0.10 | 1.01719 | 1.02619 | 1.01719 | 73.54 | 10167.62 |
30 | 2022.08.15 17:20 | t/p | 7 | 0.10 | 1.01719 | 1.02619 | 1.01719 | 73.54 | 10241.16 |
31 | 2022.08.15 17:20 | t/p | 8 | 0.10 | 1.01719 | 1.02619 | 1.01719 | 58.00 | 10299.16 |
32 | 2022.08.22 19:00 | buy | 9 | 0.10 | 0.99360 | 0.00000 | 0.00000 | ||
33 | 2022.08.22 19:00 | modify | 9 | 0.10 | 0.99360 | 0.98860 | 1.00860 | ||
34 | 2022.08.25 06:20 | buy | 10 | 0.10 | 1.00270 | 0.00000 | 0.00000 | ||
35 | 2022.08.25 06:20 | modify | 10 | 0.10 | 1.00270 | 0.99960 | 1.00860 | ||
36 | 2022.08.25 06:20 | modify | 9 | 0.10 | 0.99360 | 0.99960 | 1.00860 | ||
37 | 2022.08.25 07:46 | s/l | 9 | 0.10 | 0.99960 | 0.99960 | 1.00860 | 54.62 | 10353.78 |
38 | 2022.08.25 07:46 | s/l | 10 | 0.10 | 0.99960 | 0.99960 | 1.00860 | -31.00 | 10322.78 |
39 | 2022.10.04 20:00 | sell | 11 | 0.10 | 0.99901 | 0.00000 | 0.00000 | ||
40 | 2022.10.04 20:00 | modify | 11 | 0.10 | 0.99901 | 1.00401 | 0.98401 | ||
41 | 2022.10.05 11:40 | sell | 12 | 0.10 | 0.99144 | 0.00000 | 0.00000 | ||
42 | 2022.10.05 11:40 | modify | 12 | 0.10 | 0.99144 | 0.99601 | 0.98401 | ||
43 | 2022.10.05 11:40 | sell | 13 | 0.10 | 0.99144 | 0.00000 | 0.00000 | ||
44 | 2022.10.05 11:40 | modify | 13 | 0.10 | 0.99144 | 0.99451 | 0.98401 | ||
45 | 2022.10.05 11:40 | modify | 11 | 0.10 | 0.99901 | 0.99451 | 0.98401 | ||
46 | 2022.10.05 11:42 | modify | 12 | 0.10 | 0.99144 | 0.99451 | 0.98401 | ||
47 | 2022.10.05 11:50 | sell | 14 | 0.10 | 0.98995 | 0.00000 | 0.00000 | ||
48 | 2022.10.05 11:50 | modify | 14 | 0.10 | 0.98995 | 0.99301 | 0.98401 | ||
49 | 2022.10.05 11:50 | modify | 13 | 0.10 | 0.99144 | 0.99301 | 0.98401 | ||
50 | 2022.10.05 11:50 | modify | 12 | 0.10 | 0.99144 | 0.99301 | 0.98401 | ||
51 | 2022.10.05 11:50 | modify | 11 | 0.10 | 0.99901 | 0.99301 | 0.98401 | ||
52 | 2022.10.05 14:16 | t/p | 11 | 0.10 | 0.98401 | 0.99301 | 0.98401 | 150.74 | 10473.52 |
53 | 2022.10.05 14:16 | t/p | 12 | 0.10 | 0.98401 | 0.99301 | 0.98401 | 74.30 | 10547.82 |
54 | 2022.10.05 14:16 | t/p | 13 | 0.10 | 0.98401 | 0.99301 | 0.98401 | 74.30 | 10622.12 |
55 | 2022.10.05 14:16 | t/p | 14 | 0.10 | 0.98401 | 0.99301 | 0.98401 | 59.40 | 10681.52 |
56 | 2022.10.17 17:00 | sell | 15 | 0.10 | 0.98391 | 0.00000 | 0.00000 | ||
57 | 2022.10.17 17:00 | modify | 15 | 0.10 | 0.98391 | 0.98891 | 0.96891 | ||
58 | 2022.10.19 17:12 | sell | 16 | 0.10 | 0.97628 | 0.00000 | 0.00000 | ||
59 | 2022.10.19 17:12 | modify | 16 | 0.10 | 0.97628 | 0.98091 | 0.96891 | ||
60 | 2022.10.19 17:12 | sell | 17 | 0.10 | 0.97628 | 0.00000 | 0.00000 | ||
61 | 2022.10.19 17:12 | modify | 17 | 0.10 | 0.97628 | 0.97941 | 0.96891 | ||
62 | 2022.10.19 17:12 | modify | 15 | 0.10 | 0.98391 | 0.97941 | 0.96891 | ||
63 | 2022.10.19 17:15 | modify | 16 | 0.10 | 0.97628 | 0.97941 | 0.96891 | ||
64 | 2022.10.20 06:20 | s/l | 15 | 0.10 | 0.97941 | 0.97941 | 0.96891 | 48.72 | 10730.24 |
65 | 2022.10.20 06:20 | s/l | 16 | 0.10 | 0.97941 | 0.97941 | 0.96891 | -29.07 | 10701.17 |
66 | 2022.10.20 06:20 | s/l | 17 | 0.10 | 0.97941 | 0.97941 | 0.96891 | -29.07 | 10672.10 |
67 | 2022.10.25 15:00 | sell | 18 | 0.10 | 0.99569 | 0.00000 | 0.00000 | ||
68 | 2022.10.25 15:00 | modify | 18 | 0.10 | 0.99569 | 1.00069 | 0.98069 | ||
69 | 2022.10.26 07:40 | s/l | 18 | 0.10 | 1.00069 | 1.00069 | 0.98069 | -49.26 | 10622.84 |
70 | 2022.11.03 13:00 | buy | 19 | 0.10 | 0.97437 | 0.00000 | 0.00000 | ||
71 | 2022.11.03 13:00 | modify | 19 | 0.10 | 0.97437 | 0.96937 | 0.98937 | ||
72 | 2022.11.04 14:10 | t/p | 19 | 0.10 | 0.98937 | 0.96937 | 0.98937 | 148.92 | 10771.77 |
73 | 2022.11.10 13:00 | buy | 20 | 0.10 | 0.99518 | 0.00000 | 0.00000 | ||
74 | 2022.11.10 13:00 | modify | 20 | 0.10 | 0.99518 | 0.99018 | 1.01018 | ||
75 | 2022.11.10 13:45 | t/p | 20 | 0.10 | 1.01018 | 0.99018 | 1.01018 | 150.00 | 10921.77 |
76 | 2022.11.11 10:00 | sell | 21 | 0.10 | 1.02692 | 0.00000 | 0.00000 | ||
77 | 2022.11.11 10:00 | modify | 21 | 0.10 | 1.02692 | 1.03192 | 1.01192 | ||
78 | 2022.11.11 13:15 | s/l | 21 | 0.10 | 1.03192 | 1.03192 | 1.01192 | -50.00 | 10871.77 |
79 | 2022.11.15 10:00 | sell | 22 | 0.10 | 1.04015 | 0.00000 | 0.00000 | ||
80 | 2022.11.15 10:00 | modify | 22 | 0.10 | 1.04015 | 1.04515 | 1.02515 | ||
81 | 2022.11.15 13:40 | s/l | 22 | 0.10 | 1.04515 | 1.04515 | 1.02515 | -50.00 | 10821.77 |
82 | 2022.11.28 13:00 | sell | 23 | 0.10 | 1.04728 | 0.00000 | 0.00000 | ||
83 | 2022.11.28 13:00 | modify | 23 | 0.10 | 1.04728 | 1.05228 | 1.03228 | ||
84 | 2022.11.28 16:00 | sell | 24 | 0.10 | 1.03977 | 0.00000 | 0.00000 | ||
85 | 2022.11.28 16:00 | modify | 24 | 0.10 | 1.03977 | 1.04428 | 1.03228 | ||
86 | 2022.11.28 16:00 | sell | 25 | 0.10 | 1.03977 | 0.00000 | 0.00000 | ||
87 | 2022.11.28 16:00 | modify | 25 | 0.10 | 1.03977 | 1.04278 | 1.03228 | ||
88 | 2022.11.28 16:00 | modify | 23 | 0.10 | 1.04728 | 1.04278 | 1.03228 | ||
89 | 2022.11.28 16:02 | modify | 24 | 0.10 | 1.03977 | 1.04278 | 1.03228 | ||
90 | 2022.11.28 16:25 | sell | 26 | 0.10 | 1.03812 | 0.00000 | 0.00000 | ||
91 | 2022.11.28 16:25 | modify | 26 | 0.10 | 1.03812 | 1.04128 | 1.03228 | ||
92 | 2022.11.28 16:25 | modify | 25 | 0.10 | 1.03977 | 1.04128 | 1.03228 | ||
93 | 2022.11.28 16:25 | modify | 24 | 0.10 | 1.03977 | 1.04128 | 1.03228 | ||
94 | 2022.11.28 16:25 | modify | 23 | 0.10 | 1.04728 | 1.04128 | 1.03228 | ||
95 | 2022.11.29 20:20 | t/p | 23 | 0.10 | 1.03228 | 1.04128 | 1.03228 | 150.74 | 10972.51 |
96 | 2022.11.29 20:20 | t/p | 24 | 0.10 | 1.03228 | 1.04128 | 1.03228 | 75.64 | 11048.15 |
97 | 2022.11.29 20:20 | t/p | 25 | 0.10 | 1.03228 | 1.04128 | 1.03228 | 75.64 | 11123.80 |
98 | 2022.11.29 20:20 | t/p | 26 | 0.10 | 1.03228 | 1.04128 | 1.03228 | 59.14 | 11182.94 |
99 | 2022.12.13 15:00 | sell | 27 | 0.10 | 1.06454 | 0.00000 | 0.00000 | ||
100 | 2022.12.13 15:00 | modify | 27 | 0.10 | 1.06454 | 1.06954 | 1.04954 | ||
101 | 2022.12.14 20:20 | s/l | 27 | 0.10 | 1.06954 | 1.06954 | 1.04954 | -49.26 | 11133.68 |
102 | 2023.01.05 17:00 | buy | 28 | 0.10 | 1.05238 | 0.00000 | 0.00000 | ||
103 | 2023.01.05 17:00 | modify | 28 | 0.10 | 1.05238 | 1.04738 | 1.06738 | ||
104 | 2023.01.06 15:50 | buy | 29 | 0.10 | 1.06153 | 0.00000 | 0.00000 | ||
105 | 2023.01.06 15:50 | modify | 29 | 0.10 | 1.06153 | 1.05838 | 1.06738 | ||
106 | 2023.01.06 15:50 | modify | 28 | 0.10 | 1.05238 | 1.05838 | 1.06738 | ||
107 | 2023.01.09 02:45 | t/p | 28 | 0.10 | 1.06738 | 1.05838 | 1.06738 | 147.85 | 11281.53 |
108 | 2023.01.09 02:45 | t/p | 29 | 0.10 | 1.06738 | 1.05838 | 1.06738 | 57.42 | 11338.96 |
109 | 2023.02.02 02:00 | sell | 30 | 0.10 | 1.10129 | 0.00000 | 0.00000 | ||
110 | 2023.02.02 02:00 | modify | 30 | 0.10 | 1.10129 | 1.10629 | 1.08629 | ||
111 | 2023.02.02 14:40 | sell | 31 | 0.10 | 1.09365 | 0.00000 | 0.00000 | ||
112 | 2023.02.02 14:40 | modify | 31 | 0.10 | 1.09365 | 1.09829 | 1.08629 | ||
113 | 2023.02.02 14:40 | sell | 32 | 0.10 | 1.09365 | 0.00000 | 0.00000 | ||
114 | 2023.02.02 14:40 | modify | 32 | 0.10 | 1.09365 | 1.09679 | 1.08629 | ||
115 | 2023.02.02 14:40 | modify | 30 | 0.10 | 1.10129 | 1.09679 | 1.08629 | ||
116 | 2023.02.02 14:42 | modify | 31 | 0.10 | 1.09365 | 1.09679 | 1.08629 | ||
117 | 2023.02.02 14:45 | sell | 33 | 0.10 | 1.09228 | 0.00000 | 0.00000 | ||
118 | 2023.02.02 14:45 | modify | 33 | 0.10 | 1.09228 | 1.09529 | 1.08629 | ||
119 | 2023.02.02 14:45 | modify | 32 | 0.10 | 1.09365 | 1.09529 | 1.08629 | ||
120 | 2023.02.02 14:45 | modify | 31 | 0.10 | 1.09365 | 1.09529 | 1.08629 | ||
121 | 2023.02.02 14:45 | modify | 30 | 0.10 | 1.10129 | 1.09529 | 1.08629 | ||
122 | 2023.02.03 13:50 | t/p | 30 | 0.10 | 1.08629 | 1.09529 | 1.08629 | 150.74 | 11489.70 |
123 | 2023.02.03 13:50 | t/p | 31 | 0.10 | 1.08629 | 1.09529 | 1.08629 | 74.34 | 11564.04 |
124 | 2023.02.03 13:50 | t/p | 32 | 0.10 | 1.08629 | 1.09529 | 1.08629 | 74.34 | 11638.39 |
125 | 2023.02.03 13:50 | t/p | 33 | 0.10 | 1.08629 | 1.09529 | 1.08629 | 60.64 | 11699.03 |
126 | 2023.03.24 11:00 | buy | 34 | 0.10 | 1.07307 | 0.00000 | 0.00000 | ||
127 | 2023.03.24 11:00 | modify | 34 | 0.10 | 1.07307 | 1.06807 | 1.08807 | ||
128 | 2023.03.27 23:10 | buy | 35 | 0.10 | 1.08057 | 0.00000 | 0.00000 | ||
129 | 2023.03.27 23:10 | modify | 35 | 0.10 | 1.08057 | 1.07607 | 1.08807 | ||
130 | 2023.03.27 23:10 | buy | 36 | 0.10 | 1.08057 | 0.00000 | 0.00000 | ||
131 | 2023.03.27 23:10 | modify | 36 | 0.10 | 1.08057 | 1.07757 | 1.08807 | ||
132 | 2023.03.27 23:10 | modify | 34 | 0.10 | 1.07307 | 1.07757 | 1.08807 | ||
133 | 2023.03.27 23:12 | modify | 35 | 0.10 | 1.08057 | 1.07757 | 1.08807 | ||
134 | 2023.03.28 00:50 | buy | 37 | 0.10 | 1.08208 | 0.00000 | 0.00000 | ||
135 | 2023.03.28 00:50 | modify | 37 | 0.10 | 1.08208 | 1.07907 | 1.08807 | ||
136 | 2023.03.28 00:50 | modify | 36 | 0.10 | 1.08057 | 1.07907 | 1.08807 | ||
137 | 2023.03.28 00:50 | modify | 35 | 0.10 | 1.08057 | 1.07907 | 1.08807 | ||
138 | 2023.03.28 00:50 | modify | 34 | 0.10 | 1.07307 | 1.07907 | 1.08807 | ||
139 | 2023.03.30 10:50 | t/p | 34 | 0.10 | 1.08807 | 1.07907 | 1.08807 | 143.55 | 11842.58 |
140 | 2023.03.30 10:50 | t/p | 35 | 0.10 | 1.08807 | 1.07907 | 1.08807 | 69.62 | 11912.20 |
141 | 2023.03.30 10:50 | t/p | 36 | 0.10 | 1.08807 | 1.07907 | 1.08807 | 69.62 | 11981.82 |
142 | 2023.03.30 10:50 | t/p | 37 | 0.10 | 1.08807 | 1.07907 | 1.08807 | 55.60 | 12037.42 |
143 | 2023.03.30 15:00 | sell | 38 | 0.10 | 1.09125 | 0.00000 | 0.00000 | ||
144 | 2023.03.30 15:00 | modify | 38 | 0.10 | 1.09125 | 1.09625 | 1.07625 | ||
145 | 2023.03.31 20:32 | sell | 39 | 0.10 | 1.08374 | 0.00000 | 0.00000 | ||
146 | 2023.03.31 20:32 | modify | 39 | 0.10 | 1.08374 | 1.08825 | 1.07625 | ||
147 | 2023.03.31 20:32 | sell | 40 | 0.10 | 1.08374 | 0.00000 | 0.00000 | ||
148 | 2023.03.31 20:32 | modify | 40 | 0.10 | 1.08374 | 1.08675 | 1.07625 | ||
149 | 2023.03.31 20:32 | modify | 38 | 0.10 | 1.09125 | 1.08675 | 1.07625 | ||
150 | 2023.03.31 20:35 | modify | 39 | 0.10 | 1.08374 | 1.08675 | 1.07625 | ||
151 | 2023.04.03 10:15 | s/l | 38 | 0.10 | 1.08675 | 1.08675 | 1.07625 | 46.49 | 12083.90 |
152 | 2023.04.03 10:15 | s/l | 39 | 0.10 | 1.08675 | 1.08675 | 1.07625 | -29.36 | 12054.55 |
153 | 2023.04.03 10:15 | s/l | 40 | 0.10 | 1.08675 | 1.08675 | 1.07625 | -29.36 | 12025.19 |