Symbol | EURAUD (Euro vs Australian 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=12; Envelopes_MAMethod=0; Envelopes_AppliedPrice=4; Envelopes_Deviation=0.8; TEHelp="------------------------------------"; TradeDirection=0; TULHelp="------------------------------------"; MaxSpread=12; ITHelp="===================================="; ITPSMHelp="------------------------------------"; IT_LotSizingMethod=3; IT_InitialRiskPercent=7; IT_ManualLots=0.1; ITISTMHelp="------------------------------------"; IT_InitialStopLoss=120; 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=55; TOP2PSMHelp="------------------------------------"; TOP2_LotSizingMethod=3; TOP2_InitialRiskPercent=3; TOP2_ManualLots=0.1; TOP2GSLMHelp="------------------------------------"; TOP2_StopLossPct=45; TOP3Help="===================================="; TOP3_TopupLevelPct=65; 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=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 | 80071 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | Spread | 40 | ||
Total net profit | 874.53 | Gross profit | 944.68 | Gross loss | -70.15 |
Profit factor | 13.47 | Expected payoff | 33.64 | ||
Absolute drawdown | 57.10 | Maximal drawdown | 117.71 (1.10%) | Relative drawdown | 1.10% (117.71) |
Total trades | 26 | Short positions (won %) | 9 (77.78%) | Long positions (won %) | 17 (58.82%) |
Profit trades (% of total) | 17 (65.38%) | Loss trades (% of total) | 9 (34.62%) | ||
Largest | profit trade | 101.50 | loss trade | -15.29 | |
Average | profit trade | 55.57 | loss trade | -7.79 | |
Maximum | consecutive wins (profit in money) | 7 (413.10) | consecutive losses (loss in money) | 3 (-21.62) | |
Maximal | consecutive profit (count of wins) | 413.10 (7) | consecutive loss (count of losses) | -21.62 (3) | |
Average | consecutive wins | 3 | 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 | 1.44711 | 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 | 1.46211 | 1.47411 | ||
5 | 2022.07.29 12:40 | modify | 1 | 0.10 | 1.45911 | 1.46211 | 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 | 1.46586 | 1.47411 | ||
8 | 2022.07.29 13:30 | modify | 2 | 0.10 | 1.46665 | 1.46586 | 1.47411 | ||
9 | 2022.07.29 13:30 | modify | 1 | 0.10 | 1.45911 | 1.46586 | 1.47411 | ||
10 | 2022.07.29 13:40 | buy | 4 | 0.10 | 1.46888 | 0.00000 | 0.00000 | ||
11 | 2022.07.29 13:40 | modify | 4 | 0.10 | 1.46888 | 1.46661 | 1.47411 | ||
12 | 2022.07.29 13:40 | modify | 3 | 0.10 | 1.46751 | 1.46661 | 1.47411 | ||
13 | 2022.07.29 13:40 | modify | 2 | 0.10 | 1.46665 | 1.46661 | 1.47411 | ||
14 | 2022.07.29 13:40 | modify | 1 | 0.10 | 1.45911 | 1.46661 | 1.47411 | ||
15 | 2022.07.29 14:20 | s/l | 1 | 0.10 | 1.46661 | 1.46661 | 1.47411 | 47.24 | 10047.24 |
16 | 2022.07.29 14:20 | s/l | 2 | 0.10 | 1.46661 | 1.46661 | 1.47411 | -0.27 | 10046.97 |
17 | 2022.07.29 14:20 | s/l | 3 | 0.10 | 1.46661 | 1.46661 | 1.47411 | -6.06 | 10040.91 |
18 | 2022.07.29 14:20 | s/l | 4 | 0.10 | 1.46661 | 1.46661 | 1.47411 | -15.29 | 10025.62 |
19 | 2022.09.09 20:00 | buy | 5 | 0.10 | 1.46796 | 0.00000 | 0.00000 | ||
20 | 2022.09.09 20:00 | modify | 5 | 0.10 | 1.46796 | 1.45596 | 1.48296 | ||
21 | 2022.09.11 21:40 | buy | 6 | 0.10 | 1.47549 | 0.00000 | 0.00000 | ||
22 | 2022.09.11 21:40 | modify | 6 | 0.10 | 1.47549 | 1.47096 | 1.48296 | ||
23 | 2022.09.11 21:40 | modify | 5 | 0.10 | 1.46796 | 1.47096 | 1.48296 | ||
24 | 2022.09.11 21:53 | buy | 7 | 0.10 | 1.47622 | 0.00000 | 0.00000 | ||
25 | 2022.09.11 21:53 | modify | 7 | 0.10 | 1.47622 | 1.47471 | 1.48296 | ||
26 | 2022.09.11 21:53 | modify | 6 | 0.10 | 1.47549 | 1.47471 | 1.48296 | ||
27 | 2022.09.11 21:53 | modify | 5 | 0.10 | 1.46796 | 1.47471 | 1.48296 | ||
28 | 2022.09.11 22:06 | s/l | 5 | 0.10 | 1.47471 | 1.47471 | 1.48296 | 45.46 | 10071.08 |
29 | 2022.09.11 22:06 | s/l | 6 | 0.10 | 1.47471 | 1.47471 | 1.48296 | -5.26 | 10065.82 |
30 | 2022.09.11 22:06 | s/l | 7 | 0.10 | 1.47471 | 1.47471 | 1.48296 | -10.17 | 10055.65 |
31 | 2022.10.04 20:00 | sell | 8 | 0.10 | 1.53612 | 0.00000 | 0.00000 | ||
32 | 2022.10.04 20:00 | modify | 8 | 0.10 | 1.53612 | 1.54812 | 1.52112 | ||
33 | 2022.10.05 16:20 | sell | 9 | 0.10 | 1.52632 | 0.00000 | 0.00000 | ||
34 | 2022.10.05 16:20 | modify | 9 | 0.10 | 1.52632 | 1.52862 | 1.52112 | ||
35 | 2022.10.05 16:20 | modify | 8 | 0.10 | 1.53612 | 1.52862 | 1.52112 | ||
36 | 2022.10.05 19:20 | t/p | 8 | 0.10 | 1.52112 | 1.52862 | 1.52112 | 101.50 | 10157.16 |
37 | 2022.10.05 19:20 | t/p | 9 | 0.10 | 1.52112 | 1.52862 | 1.52112 | 35.08 | 10192.24 |
38 | 2022.11.10 08:00 | sell | 10 | 0.10 | 1.56174 | 0.00000 | 0.00000 | ||
39 | 2022.11.10 08:00 | modify | 10 | 0.10 | 1.56174 | 1.57374 | 1.54674 | ||
40 | 2022.11.10 10:40 | sell | 11 | 0.10 | 1.55411 | 0.00000 | 0.00000 | ||
41 | 2022.11.10 10:40 | modify | 11 | 0.10 | 1.55411 | 1.55874 | 1.54674 | ||
42 | 2022.11.10 10:40 | modify | 10 | 0.10 | 1.56174 | 1.55874 | 1.54674 | ||
43 | 2022.11.10 12:50 | sell | 12 | 0.10 | 1.55331 | 0.00000 | 0.00000 | ||
44 | 2022.11.10 12:50 | modify | 12 | 0.10 | 1.55331 | 1.55499 | 1.54674 | ||
45 | 2022.11.10 12:50 | modify | 11 | 0.10 | 1.55411 | 1.55499 | 1.54674 | ||
46 | 2022.11.10 12:50 | modify | 10 | 0.10 | 1.56174 | 1.55499 | 1.54674 | ||
47 | 2022.11.10 13:10 | sell | 13 | 0.10 | 1.55185 | 0.00000 | 0.00000 | ||
48 | 2022.11.10 13:10 | modify | 13 | 0.10 | 1.55185 | 1.55424 | 1.54674 | ||
49 | 2022.11.10 13:10 | modify | 12 | 0.10 | 1.55331 | 1.55424 | 1.54674 | ||
50 | 2022.11.10 13:10 | modify | 11 | 0.10 | 1.55411 | 1.55424 | 1.54674 | ||
51 | 2022.11.10 13:10 | modify | 10 | 0.10 | 1.56174 | 1.55424 | 1.54674 | ||
52 | 2022.11.10 13:40 | t/p | 10 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 101.20 | 10293.44 |
53 | 2022.11.10 13:40 | t/p | 11 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 49.72 | 10343.16 |
54 | 2022.11.10 13:40 | t/p | 12 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 44.33 | 10387.49 |
55 | 2022.11.10 13:40 | t/p | 13 | 0.10 | 1.54674 | 1.55424 | 1.54674 | 34.48 | 10421.97 |
56 | 2023.01.10 16:00 | sell | 14 | 0.10 | 1.55881 | 0.00000 | 0.00000 | ||
57 | 2023.01.10 16:00 | modify | 14 | 0.10 | 1.55881 | 1.57081 | 1.54381 | ||
58 | 2023.01.12 14:00 | sell | 15 | 0.10 | 1.55103 | 0.00000 | 0.00000 | ||
59 | 2023.01.12 14:00 | modify | 15 | 0.10 | 1.55103 | 1.55581 | 1.54381 | ||
60 | 2023.01.12 14:00 | modify | 14 | 0.10 | 1.55881 | 1.55581 | 1.54381 | ||
61 | 2023.01.12 14:15 | sell | 16 | 0.10 | 1.55050 | 0.00000 | 0.00000 | ||
62 | 2023.01.12 14:15 | modify | 16 | 0.10 | 1.55050 | 1.55206 | 1.54381 | ||
63 | 2023.01.12 14:15 | modify | 15 | 0.10 | 1.55103 | 1.55206 | 1.54381 | ||
64 | 2023.01.12 14:15 | modify | 14 | 0.10 | 1.55881 | 1.55206 | 1.54381 | ||
65 | 2023.01.12 14:20 | s/l | 14 | 0.10 | 1.55206 | 1.55206 | 1.54381 | 46.79 | 10468.76 |
66 | 2023.01.12 14:20 | s/l | 15 | 0.10 | 1.55206 | 1.55206 | 1.54381 | -6.95 | 10461.81 |
67 | 2023.01.12 14:20 | s/l | 16 | 0.10 | 1.55206 | 1.55206 | 1.54381 | -10.52 | 10451.29 |
68 | 2023.01.18 08:00 | buy | 17 | 0.10 | 1.54257 | 0.00000 | 0.00000 | ||
69 | 2023.01.18 08:00 | modify | 17 | 0.10 | 1.54257 | 1.53057 | 1.55757 | ||
70 | 2023.01.18 17:20 | buy | 18 | 0.10 | 1.55027 | 0.00000 | 0.00000 | ||
71 | 2023.01.18 17:20 | modify | 18 | 0.10 | 1.55027 | 1.54557 | 1.55757 | ||
72 | 2023.01.18 17:20 | modify | 17 | 0.10 | 1.54257 | 1.54557 | 1.55757 | ||
73 | 2023.01.18 17:30 | buy | 19 | 0.10 | 1.55109 | 0.00000 | 0.00000 | ||
74 | 2023.01.18 17:30 | modify | 19 | 0.10 | 1.55109 | 1.54932 | 1.55757 | ||
75 | 2023.01.18 17:30 | modify | 18 | 0.10 | 1.55027 | 1.54932 | 1.55757 | ||
76 | 2023.01.18 17:30 | modify | 17 | 0.10 | 1.54257 | 1.54932 | 1.55757 | ||
77 | 2023.01.18 18:20 | buy | 20 | 0.10 | 1.55262 | 0.00000 | 0.00000 | ||
78 | 2023.01.18 18:20 | modify | 20 | 0.10 | 1.55262 | 1.55007 | 1.55757 | ||
79 | 2023.01.18 18:20 | modify | 19 | 0.10 | 1.55109 | 1.55007 | 1.55757 | ||
80 | 2023.01.18 18:20 | modify | 18 | 0.10 | 1.55027 | 1.55007 | 1.55757 | ||
81 | 2023.01.18 18:20 | modify | 17 | 0.10 | 1.54257 | 1.55007 | 1.55757 | ||
82 | 2023.01.19 00:20 | t/p | 17 | 0.10 | 1.55757 | 1.55007 | 1.55757 | 99.06 | 10550.35 |
83 | 2023.01.19 00:20 | t/p | 18 | 0.10 | 1.55757 | 1.55007 | 1.55757 | 47.20 | 10597.55 |
84 | 2023.01.19 00:20 | t/p | 19 | 0.10 | 1.55757 | 1.55007 | 1.55757 | 41.68 | 10639.23 |
85 | 2023.01.19 00:20 | t/p | 20 | 0.10 | 1.55757 | 1.55007 | 1.55757 | 31.37 | 10670.60 |
86 | 2023.01.25 12:00 | buy | 21 | 0.10 | 1.53411 | 0.00000 | 0.00000 | ||
87 | 2023.01.25 12:00 | modify | 21 | 0.10 | 1.53411 | 1.52211 | 1.54911 | ||
88 | 2023.01.31 03:30 | buy | 22 | 0.10 | 1.54167 | 0.00000 | 0.00000 | ||
89 | 2023.01.31 03:30 | modify | 22 | 0.10 | 1.54167 | 1.53711 | 1.54911 | ||
90 | 2023.01.31 03:30 | modify | 21 | 0.10 | 1.53411 | 1.53711 | 1.54911 | ||
91 | 2023.01.31 03:40 | buy | 23 | 0.10 | 1.54237 | 0.00000 | 0.00000 | ||
92 | 2023.01.31 03:40 | modify | 23 | 0.10 | 1.54237 | 1.54086 | 1.54911 | ||
93 | 2023.01.31 03:40 | modify | 22 | 0.10 | 1.54167 | 1.54086 | 1.54911 | ||
94 | 2023.01.31 03:40 | modify | 21 | 0.10 | 1.53411 | 1.54086 | 1.54911 | ||
95 | 2023.01.31 05:20 | s/l | 21 | 0.10 | 1.54086 | 1.54086 | 1.54911 | 41.54 | 10712.14 |
96 | 2023.01.31 05:20 | s/l | 22 | 0.10 | 1.54086 | 1.54086 | 1.54911 | -5.46 | 10706.68 |
97 | 2023.01.31 05:20 | s/l | 23 | 0.10 | 1.54086 | 1.54086 | 1.54911 | -10.17 | 10696.51 |
98 | 2023.04.03 20:00 | buy | 24 | 0.10 | 1.60669 | 0.00000 | 0.00000 | ||
99 | 2023.04.03 20:00 | modify | 24 | 0.10 | 1.60669 | 1.59469 | 1.62169 | ||
100 | 2023.04.04 07:06 | buy | 25 | 0.10 | 1.61521 | 0.00000 | 0.00000 | ||
101 | 2023.04.04 07:06 | modify | 25 | 0.10 | 1.61521 | 1.61344 | 1.62169 | ||
102 | 2023.04.04 07:06 | modify | 24 | 0.10 | 1.60669 | 1.61344 | 1.62169 | ||
103 | 2023.04.04 10:45 | buy | 26 | 0.10 | 1.61664 | 0.00000 | 0.00000 | ||
104 | 2023.04.04 10:45 | modify | 26 | 0.10 | 1.61664 | 1.61419 | 1.62169 | ||
105 | 2023.04.04 10:45 | modify | 25 | 0.10 | 1.61521 | 1.61419 | 1.62169 | ||
106 | 2023.04.04 10:45 | modify | 24 | 0.10 | 1.60669 | 1.61419 | 1.62169 | ||
107 | 2023.04.04 14:30 | t/p | 24 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 100.37 | 10796.88 |
108 | 2023.04.04 14:30 | t/p | 25 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 43.64 | 10840.52 |
109 | 2023.04.04 14:30 | t/p | 26 | 0.10 | 1.62169 | 1.61419 | 1.62169 | 34.01 | 10874.53 |