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 | Every tick (the most precise method based on all available least timeframes) | ||||
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 | 1917 | Ticks modelled | 26218740 | Modelling quality | 99.90% |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 30 | ||
Total net profit | 746.23 | Gross profit | 1160.45 | Gross loss | -414.21 |
Profit factor | 2.80 | Expected payoff | 22.61 | ||
Absolute drawdown | 14.88 | Maximal drawdown | 260.21 (2.49%) | Relative drawdown | 2.49% (260.21) |
Total trades | 33 | Short positions (won %) | 17 (76.47%) | Long positions (won %) | 16 (43.75%) |
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 | 58.02 | loss trade | -31.86 | |
Maximum | consecutive wins (profit in money) | 5 (366.19) | consecutive losses (loss in money) | 2 (-120.38) | |
Maximal | consecutive profit (count of wins) | 366.19 (5) | consecutive loss (count of losses) | -120.38 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | 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 07:00 | buy | 2 | 0.10 | 0.68439 | 0.00000 | 0.00000 | ||
4 | 2022.07.04 07:00 | modify | 2 | 0.10 | 0.68439 | 0.68063 | 0.69413 | ||
5 | 2022.07.04 07:00 | modify | 1 | 0.10 | 0.67913 | 0.68063 | 0.69413 | ||
6 | 2022.07.04 09:34 | buy | 3 | 0.10 | 0.68813 | 0.00000 | 0.00000 | ||
7 | 2022.07.04 09:34 | modify | 3 | 0.10 | 0.68813 | 0.68288 | 0.69413 | ||
8 | 2022.07.04 09:34 | modify | 2 | 0.10 | 0.68439 | 0.68288 | 0.69413 | ||
9 | 2022.07.04 09:34 | modify | 1 | 0.10 | 0.67913 | 0.68288 | 0.69413 | ||
10 | 2022.07.05 01:31 | buy | 4 | 0.10 | 0.68963 | 0.00000 | 0.00000 | ||
11 | 2022.07.05 01:31 | modify | 4 | 0.10 | 0.68963 | 0.68813 | 0.69413 | ||
12 | 2022.07.05 01:31 | modify | 3 | 0.10 | 0.68813 | 0.68813 | 0.69413 | ||
13 | 2022.07.05 01:31 | modify | 2 | 0.10 | 0.68439 | 0.68813 | 0.69413 | ||
14 | 2022.07.05 01:31 | modify | 1 | 0.10 | 0.67913 | 0.68813 | 0.69413 | ||
15 | 2022.07.05 02:27 | s/l | 1 | 0.10 | 0.68813 | 0.68813 | 0.69413 | 89.24 | 10089.24 |
16 | 2022.07.05 02:27 | s/l | 2 | 0.10 | 0.68813 | 0.68813 | 0.69413 | 37.02 | 10126.26 |
17 | 2022.07.05 02:27 | s/l | 3 | 0.10 | 0.68813 | 0.68813 | 0.69413 | -0.38 | 10125.88 |
18 | 2022.07.05 02:27 | s/l | 4 | 0.10 | 0.68813 | 0.68813 | 0.69413 | -15.00 | 10110.88 |
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 10:22 | buy | 6 | 0.10 | 0.69905 | 0.00000 | 0.00000 | ||
22 | 2022.08.04 10:22 | modify | 6 | 0.10 | 0.69905 | 0.69529 | 0.70879 | ||
23 | 2022.08.04 10:22 | 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 | 10124.37 |
25 | 2022.08.04 13:20 | s/l | 6 | 0.10 | 0.69529 | 0.69529 | 0.70879 | -37.60 | 10086.77 |
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 09:19 | sell | 8 | 0.10 | 0.70276 | 0.00000 | 0.00000 | ||
29 | 2022.08.15 09:19 | modify | 8 | 0.10 | 0.70276 | 0.70651 | 0.69301 | ||
30 | 2022.08.15 09:19 | modify | 7 | 0.10 | 0.70801 | 0.70651 | 0.69301 | ||
31 | 2022.08.17 01:37 | sell | 9 | 0.10 | 0.69899 | 0.00000 | 0.00000 | ||
32 | 2022.08.17 01:37 | modify | 9 | 0.10 | 0.69899 | 0.70426 | 0.69301 | ||
33 | 2022.08.17 01:37 | modify | 8 | 0.10 | 0.70276 | 0.70426 | 0.69301 | ||
34 | 2022.08.17 01:37 | modify | 7 | 0.10 | 0.70801 | 0.70426 | 0.69301 | ||
35 | 2022.08.17 07:44 | sell | 10 | 0.10 | 0.69751 | 0.00000 | 0.00000 | ||
36 | 2022.08.17 07:44 | modify | 10 | 0.10 | 0.69751 | 0.69901 | 0.69301 | ||
37 | 2022.08.17 07:44 | modify | 9 | 0.10 | 0.69899 | 0.69901 | 0.69301 | ||
38 | 2022.08.17 07:44 | modify | 8 | 0.10 | 0.70276 | 0.69901 | 0.69301 | ||
39 | 2022.08.17 07:44 | 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 | 10237.90 |
41 | 2022.08.17 12:30 | t/p | 8 | 0.10 | 0.69301 | 0.69901 | 0.69301 | 97.82 | 10335.72 |
42 | 2022.08.17 12:30 | t/p | 9 | 0.10 | 0.69301 | 0.69901 | 0.69301 | 59.80 | 10395.52 |
43 | 2022.08.17 12:30 | t/p | 10 | 0.10 | 0.69301 | 0.69901 | 0.69301 | 45.00 | 10440.52 |
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 16:25 | s/l | 11 | 0.10 | 0.64462 | 0.64462 | 0.66562 | -60.00 | 10380.52 |
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 04:19 | s/l | 12 | 0.10 | 0.62568 | 0.62568 | 0.64668 | -60.38 | 10320.14 |
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 15:36 | buy | 14 | 0.10 | 0.63191 | 0.00000 | 0.00000 | ||
53 | 2022.10.11 15:36 | modify | 14 | 0.10 | 0.63191 | 0.62814 | 0.64164 | ||
54 | 2022.10.11 15:36 | modify | 13 | 0.10 | 0.62664 | 0.62814 | 0.64164 | ||
55 | 2022.10.11 18:50 | s/l | 13 | 0.10 | 0.62814 | 0.62814 | 0.64164 | 15.00 | 10335.14 |
56 | 2022.10.11 18:50 | s/l | 14 | 0.10 | 0.62814 | 0.62814 | 0.64164 | -37.70 | 10297.44 |
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 | 2022.10.27 12:04 | sell | 16 | 0.10 | 0.64368 | 0.00000 | 0.00000 | ||
60 | 2022.10.27 12:04 | modify | 16 | 0.10 | 0.64368 | 0.64746 | 0.63396 | ||
61 | 2022.10.27 12:04 | modify | 15 | 0.10 | 0.64896 | 0.64746 | 0.63396 | ||
62 | 2022.10.27 13:16 | s/l | 15 | 0.10 | 0.64746 | 0.64746 | 0.63396 | 15.48 | 10312.93 |
63 | 2022.10.27 13:16 | s/l | 16 | 0.10 | 0.64746 | 0.64746 | 0.63396 | -37.80 | 10275.13 |
64 | 2022.11.10 20:00 | sell | 17 | 0.10 | 0.65913 | 0.00000 | 0.00000 | ||
65 | 2022.11.10 20:00 | modify | 17 | 0.10 | 0.65913 | 0.66513 | 0.64413 | ||
66 | 2022.11.11 05:31 | s/l | 17 | 0.10 | 0.66513 | 0.66513 | 0.64413 | -59.84 | 10215.29 |
67 | 2022.11.21 20:00 | buy | 18 | 0.10 | 0.66006 | 0.00000 | 0.00000 | ||
68 | 2022.11.21 20:00 | modify | 18 | 0.10 | 0.66006 | 0.65406 | 0.67506 | ||
69 | 2022.11.22 11:26 | buy | 19 | 0.10 | 0.66531 | 0.00000 | 0.00000 | ||
70 | 2022.11.22 11:26 | modify | 19 | 0.10 | 0.66531 | 0.66156 | 0.67506 | ||
71 | 2022.11.22 11:26 | modify | 18 | 0.10 | 0.66006 | 0.66156 | 0.67506 | ||
72 | 2022.11.23 14:46 | buy | 20 | 0.10 | 0.66908 | 0.00000 | 0.00000 | ||
73 | 2022.11.23 14:46 | modify | 20 | 0.10 | 0.66908 | 0.66381 | 0.67506 | ||
74 | 2022.11.23 14:46 | modify | 19 | 0.10 | 0.66531 | 0.66381 | 0.67506 | ||
75 | 2022.11.23 14:46 | modify | 18 | 0.10 | 0.66006 | 0.66381 | 0.67506 | ||
76 | 2022.11.23 14:52 | buy | 21 | 0.10 | 0.67062 | 0.00000 | 0.00000 | ||
77 | 2022.11.23 14:52 | modify | 21 | 0.10 | 0.67062 | 0.66906 | 0.67506 | ||
78 | 2022.11.23 14:52 | modify | 20 | 0.10 | 0.66908 | 0.66906 | 0.67506 | ||
79 | 2022.11.23 14:52 | modify | 19 | 0.10 | 0.66531 | 0.66906 | 0.67506 | ||
80 | 2022.11.23 14:52 | modify | 18 | 0.10 | 0.66006 | 0.66906 | 0.67506 | ||
81 | 2022.11.23 15:00 | s/l | 18 | 0.10 | 0.66906 | 0.66906 | 0.67506 | 89.24 | 10304.53 |
82 | 2022.11.23 15:00 | s/l | 19 | 0.10 | 0.66906 | 0.66906 | 0.67506 | 37.12 | 10341.65 |
83 | 2022.11.23 15:00 | s/l | 20 | 0.10 | 0.66906 | 0.66906 | 0.67506 | -0.20 | 10341.45 |
84 | 2022.11.23 15:00 | s/l | 21 | 0.10 | 0.66906 | 0.66906 | 0.67506 | -15.60 | 10325.85 |
85 | 2023.01.25 08:00 | sell | 22 | 0.10 | 0.70986 | 0.00000 | 0.00000 | ||
86 | 2023.01.25 08:00 | modify | 22 | 0.10 | 0.70986 | 0.71586 | 0.69486 | ||
87 | 2023.01.31 00:30 | sell | 23 | 0.10 | 0.70459 | 0.00000 | 0.00000 | ||
88 | 2023.01.31 00:30 | modify | 23 | 0.10 | 0.70459 | 0.70836 | 0.69486 | ||
89 | 2023.01.31 00:30 | modify | 22 | 0.10 | 0.70986 | 0.70836 | 0.69486 | ||
90 | 2023.01.31 08:49 | sell | 24 | 0.10 | 0.70086 | 0.00000 | 0.00000 | ||
91 | 2023.01.31 08:49 | modify | 24 | 0.10 | 0.70086 | 0.70611 | 0.69486 | ||
92 | 2023.01.31 08:49 | modify | 23 | 0.10 | 0.70459 | 0.70611 | 0.69486 | ||
93 | 2023.01.31 08:49 | modify | 22 | 0.10 | 0.70986 | 0.70611 | 0.69486 | ||
94 | 2023.01.31 10:44 | sell | 25 | 0.10 | 0.69935 | 0.00000 | 0.00000 | ||
95 | 2023.01.31 10:44 | modify | 25 | 0.10 | 0.69935 | 0.70086 | 0.69486 | ||
96 | 2023.01.31 10:44 | modify | 24 | 0.10 | 0.70086 | 0.70086 | 0.69486 | ||
97 | 2023.01.31 10:44 | modify | 23 | 0.10 | 0.70459 | 0.70086 | 0.69486 | ||
98 | 2023.01.31 10:44 | modify | 22 | 0.10 | 0.70986 | 0.70086 | 0.69486 | ||
99 | 2023.01.31 12:32 | s/l | 22 | 0.10 | 0.70086 | 0.70086 | 0.69486 | 90.97 | 10416.82 |
100 | 2023.01.31 12:32 | s/l | 23 | 0.10 | 0.70086 | 0.70086 | 0.69486 | 37.30 | 10454.12 |
101 | 2023.01.31 12:32 | s/l | 24 | 0.10 | 0.70086 | 0.70086 | 0.69486 | 0.00 | 10454.12 |
102 | 2023.01.31 12:32 | s/l | 25 | 0.10 | 0.70086 | 0.70086 | 0.69486 | -15.10 | 10439.02 |
103 | 2023.02.02 08:00 | sell | 26 | 0.10 | 0.71392 | 0.00000 | 0.00000 | ||
104 | 2023.02.02 08:00 | modify | 26 | 0.10 | 0.71392 | 0.71992 | 0.69892 | ||
105 | 2023.02.02 15:04 | sell | 27 | 0.10 | 0.70866 | 0.00000 | 0.00000 | ||
106 | 2023.02.02 15:04 | modify | 27 | 0.10 | 0.70866 | 0.71242 | 0.69892 | ||
107 | 2023.02.02 15:04 | modify | 26 | 0.10 | 0.71392 | 0.71242 | 0.69892 | ||
108 | 2023.02.03 02:16 | sell | 28 | 0.10 | 0.70492 | 0.00000 | 0.00000 | ||
109 | 2023.02.03 02:16 | modify | 28 | 0.10 | 0.70492 | 0.71017 | 0.69892 | ||
110 | 2023.02.03 02:16 | modify | 27 | 0.10 | 0.70866 | 0.71017 | 0.69892 | ||
111 | 2023.02.03 02:16 | modify | 26 | 0.10 | 0.71392 | 0.71017 | 0.69892 | ||
112 | 2023.02.03 13:30 | sell | 29 | 0.10 | 0.70338 | 0.00000 | 0.00000 | ||
113 | 2023.02.03 13:30 | modify | 29 | 0.10 | 0.70338 | 0.70492 | 0.69892 | ||
114 | 2023.02.03 13:30 | modify | 28 | 0.10 | 0.70492 | 0.70492 | 0.69892 | ||
115 | 2023.02.03 13:30 | modify | 27 | 0.10 | 0.70866 | 0.70492 | 0.69892 | ||
116 | 2023.02.03 13:30 | modify | 26 | 0.10 | 0.71392 | 0.70492 | 0.69892 | ||
117 | 2023.02.03 13:44 | t/p | 26 | 0.10 | 0.69892 | 0.70492 | 0.69892 | 150.16 | 10589.18 |
118 | 2023.02.03 13:44 | t/p | 27 | 0.10 | 0.69892 | 0.70492 | 0.69892 | 97.56 | 10686.74 |
119 | 2023.02.03 13:44 | t/p | 28 | 0.10 | 0.69892 | 0.70492 | 0.69892 | 60.00 | 10746.74 |
120 | 2023.02.03 13:44 | t/p | 29 | 0.10 | 0.69892 | 0.70492 | 0.69892 | 44.60 | 10791.34 |
121 | 2023.02.24 20:00 | buy | 30 | 0.10 | 0.67288 | 0.00000 | 0.00000 | ||
122 | 2023.02.24 20:00 | modify | 30 | 0.10 | 0.67288 | 0.66688 | 0.68788 | ||
123 | 2023.03.01 12:08 | buy | 31 | 0.10 | 0.67813 | 0.00000 | 0.00000 | ||
124 | 2023.03.01 12:08 | modify | 31 | 0.10 | 0.67813 | 0.67438 | 0.68788 | ||
125 | 2023.03.01 12:08 | modify | 30 | 0.10 | 0.67288 | 0.67438 | 0.68788 | ||
126 | 2023.03.01 15:00 | s/l | 30 | 0.10 | 0.67438 | 0.67438 | 0.68788 | 13.86 | 10805.20 |
127 | 2023.03.01 15:00 | s/l | 31 | 0.10 | 0.67438 | 0.67438 | 0.68788 | -37.50 | 10767.70 |
128 | 2023.05.02 12:00 | sell | 32 | 0.10 | 0.67005 | 0.00000 | 0.00000 | ||
129 | 2023.05.02 12:00 | modify | 32 | 0.10 | 0.67005 | 0.67605 | 0.65505 | ||
130 | 2023.05.03 22:31 | sell | 33 | 0.10 | 0.66479 | 0.00000 | 0.00000 | ||
131 | 2023.05.03 22:31 | modify | 33 | 0.10 | 0.66479 | 0.66855 | 0.65505 | ||
132 | 2023.05.03 22:31 | modify | 32 | 0.10 | 0.67005 | 0.66855 | 0.65505 | ||
133 | 2023.05.04 02:51 | s/l | 32 | 0.10 | 0.66855 | 0.66855 | 0.65505 | 15.64 | 10783.35 |
134 | 2023.05.04 02:51 | s/l | 33 | 0.10 | 0.66855 | 0.66855 | 0.65505 | -37.12 | 10746.23 |