Symbol | AUDUSD (Australian dollar vs US dollar - 1 lot = 100,000 ) | ||||
Period | 4 Hours (H4) 2022.06.01 00:00 - 2023.05.31 20:00 (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=4; RSI_AppliedPrice=0; RSI_OBSLevels=3; EnvHelp="------------------------------------"; Envelopes_Period=9; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.9; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=60; IT_TakeProfit=150; TOP1Help="===================================="; TOP1_TopupLevelPct=35; TOP1PSMHelp="------------------------------------"; TOP1_LotSizingMethod=3; TOP1_InitialRiskPercent=3; TOP1_ManualLots=0.1; TOP1GSLMHelp="------------------------------------"; TOP1_StopLossPct=10; TOP2Help="===================================="; TOP2_TopupLevelPct=60; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=25; TOP3Help="===================================="; TOP3_TopupLevelPct=70; TOP3PSMHelp="------------------------------------"; TOP3_LotSizingMethod=3; TOP3_InitialRiskPercent=3; TOP3_ManualLots=0.1; TOP3GSLMHelp="------------------------------------"; TOP3_StopLossPct=60; DOWT2Help="===================================="; ReferenceTime=0; BrokerGMTOffset=9999; EntryWindow_StartHour=7; 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 | 2617 | Ticks modelled | 79352 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 984.57 | Gross profit | 1373.42 | Gross loss | -388.85 |
Profit factor | 3.53 | Expected payoff | 29.84 | ||
Absolute drawdown | 16.08 | Maximal drawdown | 196.90 (1.88%) | Relative drawdown | 1.88% (196.90) |
Total trades | 33 | Short positions (won %) | 18 (66.67%) | Long positions (won %) | 15 (53.33%) |
Profit trades (% of total) | 20 (60.61%) | Loss trades (% of total) | 13 (39.39%) | ||
Largest | profit trade | 151.13 | loss trade | -60.38 | |
Average | profit trade | 68.67 | loss trade | -29.91 | |
Maximum | consecutive wins (profit in money) | 5 (411.62) | consecutive losses (loss in money) | 3 (-76.28) | |
Maximal | consecutive profit (count of wins) | 411.62 (5) | consecutive loss (count of losses) | -120.38 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2022.07.01 16:00 | buy | 1 | 0.10 | 0.67913 | 0.00000 | 0.00000 | ||
2 | 2022.07.01 16:00 | modify | 1 | 0.10 | 0.67913 | 0.67313 | 0.69413 | ||
3 | 2022.07.04 07:05 | buy | 2 | 0.10 | 0.68441 | 0.00000 | 0.00000 | ||
4 | 2022.07.04 07:05 | modify | 2 | 0.10 | 0.68441 | 0.68063 | 0.69413 | ||
5 | 2022.07.04 07:05 | modify | 1 | 0.10 | 0.67913 | 0.68063 | 0.69413 | ||
6 | 2022.07.04 09:50 | buy | 3 | 0.10 | 0.68823 | 0.00000 | 0.00000 | ||
7 | 2022.07.04 09:50 | modify | 3 | 0.10 | 0.68823 | 0.68288 | 0.69413 | ||
8 | 2022.07.04 09:50 | modify | 2 | 0.10 | 0.68441 | 0.68288 | 0.69413 | ||
9 | 2022.07.04 09:50 | modify | 1 | 0.10 | 0.67913 | 0.68288 | 0.69413 | ||
10 | 2022.07.05 01:40 | buy | 4 | 0.10 | 0.68973 | 0.00000 | 0.00000 | ||
11 | 2022.07.05 01:40 | modify | 4 | 0.10 | 0.68973 | 0.68813 | 0.69413 | ||
12 | 2022.07.05 01:40 | modify | 3 | 0.10 | 0.68823 | 0.68813 | 0.69413 | ||
13 | 2022.07.05 01:40 | modify | 2 | 0.10 | 0.68441 | 0.68813 | 0.69413 | ||
14 | 2022.07.05 01:40 | modify | 1 | 0.10 | 0.67913 | 0.68813 | 0.69413 | ||
15 | 2022.07.05 02:30 | s/l | 1 | 0.10 | 0.68813 | 0.68813 | 0.69413 | 89.24 | 10089.24 |
16 | 2022.07.05 02:30 | s/l | 2 | 0.10 | 0.68813 | 0.68813 | 0.69413 | 36.82 | 10126.06 |
17 | 2022.07.05 02:30 | s/l | 3 | 0.10 | 0.68813 | 0.68813 | 0.69413 | -1.38 | 10124.68 |
18 | 2022.07.05 02:30 | s/l | 4 | 0.10 | 0.68813 | 0.68813 | 0.69413 | -16.00 | 10108.68 |
19 | 2022.08.02 12:00 | buy | 5 | 0.10 | 0.69379 | 0.00000 | 0.00000 | ||
20 | 2022.08.02 12:00 | modify | 5 | 0.10 | 0.69379 | 0.68779 | 0.70879 | ||
21 | 2022.08.04 10:40 | buy | 6 | 0.10 | 0.69923 | 0.00000 | 0.00000 | ||
22 | 2022.08.04 10:40 | modify | 6 | 0.10 | 0.69923 | 0.69529 | 0.70879 | ||
23 | 2022.08.04 10:40 | modify | 5 | 0.10 | 0.69379 | 0.69529 | 0.70879 | ||
24 | 2022.08.04 13:20 | s/l | 5 | 0.10 | 0.69529 | 0.69529 | 0.70879 | 13.48 | 10122.17 |
25 | 2022.08.04 13:20 | s/l | 6 | 0.10 | 0.69529 | 0.69529 | 0.70879 | -39.40 | 10082.77 |
26 | 2022.08.10 20:00 | sell | 7 | 0.10 | 0.70801 | 0.00000 | 0.00000 | ||
27 | 2022.08.10 20:00 | modify | 7 | 0.10 | 0.70801 | 0.71401 | 0.69301 | ||
28 | 2022.08.15 10:05 | sell | 8 | 0.10 | 0.70251 | 0.00000 | 0.00000 | ||
29 | 2022.08.15 10:05 | modify | 8 | 0.10 | 0.70251 | 0.70651 | 0.69301 | ||
30 | 2022.08.15 10:05 | modify | 7 | 0.10 | 0.70801 | 0.70651 | 0.69301 | ||
31 | 2022.08.17 01:40 | sell | 9 | 0.10 | 0.69873 | 0.00000 | 0.00000 | ||
32 | 2022.08.17 01:40 | modify | 9 | 0.10 | 0.69873 | 0.70426 | 0.69301 | ||
33 | 2022.08.17 01:40 | modify | 8 | 0.10 | 0.70251 | 0.70426 | 0.69301 | ||
34 | 2022.08.17 01:40 | modify | 7 | 0.10 | 0.70801 | 0.70426 | 0.69301 | ||
35 | 2022.08.17 07:40 | sell | 10 | 0.10 | 0.69725 | 0.00000 | 0.00000 | ||
36 | 2022.08.17 07:40 | modify | 10 | 0.10 | 0.69725 | 0.69901 | 0.69301 | ||
37 | 2022.08.17 07:40 | modify | 9 | 0.10 | 0.69873 | 0.69901 | 0.69301 | ||
38 | 2022.08.17 07:40 | modify | 8 | 0.10 | 0.70251 | 0.69901 | 0.69301 | ||
39 | 2022.08.17 07:40 | modify | 7 | 0.10 | 0.70801 | 0.69901 | 0.69301 | ||
40 | 2022.08.17 12:30 | t/p | 7 | 0.10 | 0.69301 | 0.69901 | 0.69301 | 151.13 | 10233.90 |
41 | 2022.08.17 12:30 | t/p | 8 | 0.10 | 0.69301 | 0.69901 | 0.69301 | 95.32 | 10329.22 |
42 | 2022.08.17 12:30 | t/p | 9 | 0.10 | 0.69301 | 0.69901 | 0.69301 | 57.20 | 10386.42 |
43 | 2022.08.17 12:30 | t/p | 10 | 0.10 | 0.69301 | 0.69901 | 0.69301 | 42.40 | 10428.82 |
44 | 2022.09.26 08:00 | buy | 11 | 0.10 | 0.65062 | 0.00000 | 0.00000 | ||
45 | 2022.09.26 08:00 | modify | 11 | 0.10 | 0.65062 | 0.64462 | 0.66562 | ||
46 | 2022.09.26 16:40 | s/l | 11 | 0.10 | 0.64462 | 0.64462 | 0.66562 | -60.00 | 10368.82 |
47 | 2022.10.10 12:00 | buy | 12 | 0.10 | 0.63168 | 0.00000 | 0.00000 | ||
48 | 2022.10.10 12:00 | modify | 12 | 0.10 | 0.63168 | 0.62568 | 0.64668 | ||
49 | 2022.10.11 04:30 | s/l | 12 | 0.10 | 0.62568 | 0.62568 | 0.64668 | -60.38 | 10308.44 |
50 | 2022.10.11 08:00 | buy | 13 | 0.10 | 0.62664 | 0.00000 | 0.00000 | ||
51 | 2022.10.11 08:00 | modify | 13 | 0.10 | 0.62664 | 0.62064 | 0.64164 | ||
52 | 2022.10.11 15:30 | buy | 14 | 0.10 | 0.63199 | 0.00000 | 0.00000 | ||
53 | 2022.10.11 15:30 | modify | 14 | 0.10 | 0.63199 | 0.62814 | 0.64164 | ||
54 | 2022.10.11 15:30 | modify | 13 | 0.10 | 0.62664 | 0.62814 | 0.64164 | ||
55 | 2022.10.11 18:40 | s/l | 13 | 0.10 | 0.62814 | 0.62814 | 0.64164 | 15.00 | 10323.44 |
56 | 2022.10.11 18:40 | s/l | 14 | 0.10 | 0.62814 | 0.62814 | 0.64164 | -38.50 | 10284.94 |
57 | 2022.10.26 20:00 | sell | 15 | 0.10 | 0.64896 | 0.00000 | 0.00000 | ||
58 | 2022.10.26 20:00 | modify | 15 | 0.10 | 0.64896 | 0.65496 | 0.63396 | ||
59 | 2022.10.28 06:55 | sell | 16 | 0.10 | 0.64349 | 0.00000 | 0.00000 | ||
60 | 2022.10.28 06:55 | modify | 16 | 0.10 | 0.64349 | 0.64746 | 0.63396 | ||
61 | 2022.10.28 06:55 | modify | 15 | 0.10 | 0.64896 | 0.64746 | 0.63396 | ||
62 | 2022.10.28 12:40 | sell | 17 | 0.10 | 0.63992 | 0.00000 | 0.00000 | ||
63 | 2022.10.28 12:40 | modify | 17 | 0.10 | 0.63992 | 0.64521 | 0.63396 | ||
64 | 2022.10.28 12:40 | modify | 16 | 0.10 | 0.64349 | 0.64521 | 0.63396 | ||
65 | 2022.10.28 12:40 | modify | 15 | 0.10 | 0.64896 | 0.64521 | 0.63396 | ||
66 | 2022.10.31 11:40 | sell | 18 | 0.10 | 0.63834 | 0.00000 | 0.00000 | ||
67 | 2022.10.31 11:40 | modify | 18 | 0.10 | 0.63834 | 0.63996 | 0.63396 | ||
68 | 2022.10.31 11:40 | modify | 17 | 0.10 | 0.63992 | 0.63996 | 0.63396 | ||
69 | 2022.10.31 11:40 | modify | 16 | 0.10 | 0.64349 | 0.63996 | 0.63396 | ||
70 | 2022.10.31 11:40 | modify | 15 | 0.10 | 0.64896 | 0.63996 | 0.63396 | ||
71 | 2022.10.31 15:40 | s/l | 15 | 0.10 | 0.63996 | 0.63996 | 0.63396 | 90.81 | 10375.75 |
72 | 2022.10.31 15:40 | s/l | 16 | 0.10 | 0.63996 | 0.63996 | 0.63396 | 35.46 | 10411.21 |
73 | 2022.10.31 15:40 | s/l | 17 | 0.10 | 0.63996 | 0.63996 | 0.63396 | -0.24 | 10410.97 |
74 | 2022.10.31 15:40 | s/l | 18 | 0.10 | 0.63996 | 0.63996 | 0.63396 | -16.20 | 10394.77 |
75 | 2022.11.10 20:00 | sell | 19 | 0.10 | 0.65913 | 0.00000 | 0.00000 | ||
76 | 2022.11.10 20:00 | modify | 19 | 0.10 | 0.65913 | 0.66513 | 0.64413 | ||
77 | 2022.11.11 05:40 | s/l | 19 | 0.10 | 0.66513 | 0.66513 | 0.64413 | -59.84 | 10334.93 |
78 | 2022.11.21 20:00 | buy | 20 | 0.10 | 0.66006 | 0.00000 | 0.00000 | ||
79 | 2022.11.21 20:00 | modify | 20 | 0.10 | 0.66006 | 0.65406 | 0.67506 | ||
80 | 2022.11.22 11:15 | buy | 21 | 0.10 | 0.66539 | 0.00000 | 0.00000 | ||
81 | 2022.11.22 11:15 | modify | 21 | 0.10 | 0.66539 | 0.66156 | 0.67506 | ||
82 | 2022.11.22 11:15 | modify | 20 | 0.10 | 0.66006 | 0.66156 | 0.67506 | ||
83 | 2022.11.23 16:45 | buy | 22 | 0.10 | 0.67082 | 0.00000 | 0.00000 | ||
84 | 2022.11.23 16:45 | modify | 22 | 0.10 | 0.67082 | 0.66906 | 0.67506 | ||
85 | 2022.11.23 16:45 | modify | 21 | 0.10 | 0.66539 | 0.66906 | 0.67506 | ||
86 | 2022.11.23 16:45 | modify | 20 | 0.10 | 0.66006 | 0.66906 | 0.67506 | ||
87 | 2022.11.24 01:30 | t/p | 20 | 0.10 | 0.67506 | 0.66906 | 0.67506 | 148.11 | 10483.04 |
88 | 2022.11.24 01:30 | t/p | 21 | 0.10 | 0.67506 | 0.66906 | 0.67506 | 95.18 | 10578.22 |
89 | 2022.11.24 01:30 | t/p | 22 | 0.10 | 0.67506 | 0.66906 | 0.67506 | 41.26 | 10619.49 |
90 | 2023.01.25 08:00 | sell | 23 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
91 | 2023.01.25 08:00 | modify | 23 | 0.10 | 0.70986 | 0.71586 | 0.69486 | ||
92 | 2023.01.31 01:15 | sell | 24 | 0.10 | 0.70447 | 0.00000 | 0.00000 | ||
93 | 2023.01.31 01:15 | modify | 24 | 0.10 | 0.70447 | 0.70836 | 0.69486 | ||
94 | 2023.01.31 01:15 | modify | 23 | 0.10 | 0.70986 | 0.70836 | 0.69486 | ||
95 | 2023.01.31 08:50 | sell | 25 | 0.10 | 0.70064 | 0.00000 | 0.00000 | ||
96 | 2023.01.31 08:50 | modify | 25 | 0.10 | 0.70064 | 0.70611 | 0.69486 | ||
97 | 2023.01.31 08:50 | modify | 24 | 0.10 | 0.70447 | 0.70611 | 0.69486 | ||
98 | 2023.01.31 08:50 | modify | 23 | 0.10 | 0.70986 | 0.70611 | 0.69486 | ||
99 | 2023.01.31 11:55 | sell | 26 | 0.10 | 0.69922 | 0.00000 | 0.00000 | ||
100 | 2023.01.31 11:55 | modify | 26 | 0.10 | 0.69922 | 0.70086 | 0.69486 | ||
101 | 2023.01.31 11:55 | modify | 25 | 0.10 | 0.70064 | 0.70086 | 0.69486 | ||
102 | 2023.01.31 11:55 | modify | 24 | 0.10 | 0.70447 | 0.70086 | 0.69486 | ||
103 | 2023.01.31 11:55 | modify | 23 | 0.10 | 0.70986 | 0.70086 | 0.69486 | ||
104 | 2023.01.31 12:15 | s/l | 23 | 0.10 | 0.70086 | 0.70086 | 0.69486 | 90.97 | 10710.45 |
105 | 2023.01.31 12:15 | s/l | 24 | 0.10 | 0.70086 | 0.70086 | 0.69486 | 36.10 | 10746.55 |
106 | 2023.01.31 12:15 | s/l | 25 | 0.10 | 0.70086 | 0.70086 | 0.69486 | -2.20 | 10744.35 |
107 | 2023.01.31 12:15 | s/l | 26 | 0.10 | 0.70086 | 0.70086 | 0.69486 | -16.40 | 10727.95 |
108 | 2023.02.02 08:00 | sell | 27 | 0.10 | 0.71392 | 0.00000 | 0.00000 | ||
109 | 2023.02.02 08:00 | modify | 27 | 0.10 | 0.71392 | 0.71992 | 0.69892 | ||
110 | 2023.02.02 16:30 | sell | 28 | 0.10 | 0.70860 | 0.00000 | 0.00000 | ||
111 | 2023.02.02 16:30 | modify | 28 | 0.10 | 0.70860 | 0.71242 | 0.69892 | ||
112 | 2023.02.02 16:30 | modify | 27 | 0.10 | 0.71392 | 0.71242 | 0.69892 | ||
113 | 2023.02.03 02:40 | sell | 29 | 0.10 | 0.70475 | 0.00000 | 0.00000 | ||
114 | 2023.02.03 02:40 | modify | 29 | 0.10 | 0.70475 | 0.71017 | 0.69892 | ||
115 | 2023.02.03 02:40 | modify | 28 | 0.10 | 0.70860 | 0.71017 | 0.69892 | ||
116 | 2023.02.03 02:40 | modify | 27 | 0.10 | 0.71392 | 0.71017 | 0.69892 | ||
117 | 2023.02.03 13:40 | t/p | 27 | 0.10 | 0.69892 | 0.71017 | 0.69892 | 150.16 | 10878.11 |
118 | 2023.02.03 13:40 | t/p | 28 | 0.10 | 0.69892 | 0.71017 | 0.69892 | 96.96 | 10975.08 |
119 | 2023.02.03 13:40 | t/p | 29 | 0.10 | 0.69892 | 0.71017 | 0.69892 | 58.30 | 11033.38 |
120 | 2023.02.24 20:00 | buy | 30 | 0.10 | 0.67288 | 0.00000 | 0.00000 | ||
121 | 2023.02.24 20:00 | modify | 30 | 0.10 | 0.67288 | 0.66688 | 0.68788 | ||
122 | 2023.03.01 12:30 | buy | 31 | 0.10 | 0.67824 | 0.00000 | 0.00000 | ||
123 | 2023.03.01 12:30 | modify | 31 | 0.10 | 0.67824 | 0.67438 | 0.68788 | ||
124 | 2023.03.01 12:30 | modify | 30 | 0.10 | 0.67288 | 0.67438 | 0.68788 | ||
125 | 2023.03.01 15:05 | s/l | 30 | 0.10 | 0.67438 | 0.67438 | 0.68788 | 13.86 | 11047.24 |
126 | 2023.03.01 15:05 | s/l | 31 | 0.10 | 0.67438 | 0.67438 | 0.68788 | -38.60 | 11008.64 |
127 | 2023.05.02 12:00 | sell | 32 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
128 | 2023.05.02 12:00 | modify | 32 | 0.10 | 0.67005 | 0.67605 | 0.65505 | ||
129 | 2023.05.03 22:40 | sell | 33 | 0.10 | 0.66453 | 0.00000 | 0.00000 | ||
130 | 2023.05.03 22:40 | modify | 33 | 0.10 | 0.66453 | 0.66855 | 0.65505 | ||
131 | 2023.05.03 22:40 | modify | 32 | 0.10 | 0.67005 | 0.66855 | 0.65505 | ||
132 | 2023.05.04 02:30 | s/l | 32 | 0.10 | 0.66855 | 0.66855 | 0.65505 | 15.64 | 11024.28 |
133 | 2023.05.04 02:30 | s/l | 33 | 0.10 | 0.66855 | 0.66855 | 0.65505 | -39.72 | 10984.57 |